From interacting agents to density-based modeling with stochastic PDEs

Autor: Helfmann, Luzie, Conrad, Natasa Djurdjevac, Djurdjevac, Ana, Winkelmann, Stefanie, Schütte, Christof
Rok vydání: 2019
Předmět:
Zdroj: Commun. Appl. Math. Comput. Sci. 16 (2021) 1-32
Druh dokumentu: Working Paper
DOI: 10.2140/camcos.2021.16.1
Popis: Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.
Databáze: arXiv