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From interacting agents to density-based modeling with stochastic PDEs (2019)

Helfmann, Luzie ; Djurdjevac Conrad, Natasa ; Djurdjevac, Ana ; [weitere]

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Publikationsdatum: 2021-11-02

Beschreibung: 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.

Sprache: Englisch

Materialart: reportzib , doc-type:preprint

Format: application/pdf

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