@article{HelfmannDjurdjevacConradDjurdjevacetal., author = {Helfmann, Luzie and Djurdjevac Conrad, Natasa and Djurdjevac, Ana and Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {From interacting agents to density-based modeling with stochastic PDEs}, series = {Communications in Applied Mathematics and Computational Science}, volume = {16}, journal = {Communications in Applied Mathematics and Computational Science}, number = {1}, doi = {10.2140/camcos.2021.16.1}, pages = {1 -- 32}, abstract = {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.}, language = {en} } @misc{HelfmannDjurdjevacConradDjurdjevacetal., author = {Helfmann, Luzie and Djurdjevac Conrad, Natasa and Djurdjevac, Ana and Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {From interacting agents to density-based modeling with stochastic PDEs}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-73456}, abstract = {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.}, language = {en} } @misc{Helfmann2019, type = {Master Thesis}, author = {Helfmann, Luzie}, title = {Stochastic Modeling of Interacting Agent Systems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-71887}, pages = {68}, year = {2019}, language = {en} }