Zobrazeno 1 - 10
of 127
pro vyhledávání: '"Düring, Bertram"'
In this work we propose and investigate a strategy to prevent consensus in kinetic models for opinion formation. We consider a large interacting agent system, and assume that agent interactions are driven by compromise as well as self-thinking dynami
Externí odkaz:
http://arxiv.org/abs/2403.14431
Publikováno v:
Kinet. Relat. Models 17(2) (2024), 209-233
In this paper we study the long-time behaviour of a kinetic formulation of an Elo-type rating model for a large number of interacting players with variable strength. The model results in a non-linear mean-field Fokker-Planck equation and we show the
Externí odkaz:
http://arxiv.org/abs/2204.10260
Autor:
Düring, Bertram, Heuer, Christof
Publikováno v:
In: Progress in Industrial Mathematics at ECMI 2021, M. Ehrhardt and M. G\"unther (eds.), pp. 373-380, Mathematics in Industry 39, Springer, Berlin, Heidelberg, 2022
We propose a time-adaptive, high-order compact finite difference scheme for option pricing in a family of stochastic volatility models. We employ a semi-discrete high-order compact finite difference method for the spatial discretisation, and combine
Externí odkaz:
http://arxiv.org/abs/2107.09094
Autor:
Düring, Bertram, Wright, Oliver
Publikováno v:
Phil. Trans. R. Soc. A 380, 20210154, 2022
Motivated by recent successes in model-based pre-election polling, we propose a kinetic model for opinion formation which includes voter demographics and socio-economic factors like age, sex, ethnicity, education level, income and other measurable fa
Externí odkaz:
http://arxiv.org/abs/2107.05964
Publikováno v:
Stochastic Process. Appl. 149 (2022), 248-277
We discuss various limits of a simple random exchange model that can be used for the distribution of wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we show its functional convergence to
Externí odkaz:
http://arxiv.org/abs/2003.00930
In this paper, we study the equilibria of an anisotropic, nonlocal aggregation equation with nonlinear diffusion which does not possess a gradient flow structure. Here, the anisotropy is induced by an underlying tensor field. Anisotropic forces canno
Externí odkaz:
http://arxiv.org/abs/1912.09337
Autor:
Düring, Bertram, Pitkin, Alexander
We extend the scheme developed in B. D\"uring, A. Pitkin, "High-order compact finite difference scheme for option pricing in stochastic volatility jump models", 2019, to the so-called stochastic volatility with contemporaneous jumps (SVCJ) model, der
Externí odkaz:
http://arxiv.org/abs/1810.13248
Publikováno v:
J. Nonlinear Sci. 29(3), 1095-1128, 2019
In this paper we propose and study a new kinetic rating model for a large number of players, which is motivated by the well-known Elo rating system. Each player is characterised by an intrinsic strength and a rating, which are both updated after each
Externí odkaz:
http://arxiv.org/abs/1806.06648
Publikováno v:
SIAM J. Appl. Dyn. Syst., 18(4), 1798-1845, 2019
Motivated by the formation of fingerprint patterns we consider a class of interacting particle models with anisotropic, repulsive-attractive interaction forces whose orientations depend on an underlying tensor field. This class of models can be regar
Externí odkaz:
http://arxiv.org/abs/1806.04966
Publikováno v:
Eur. Phys. J. B 91(10) (2018), 265
We introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density among the population. Our analysis is based on a finite time horizon appr
Externí odkaz:
http://arxiv.org/abs/1803.02171