TY - GEN
A1 - Helfmann, Luzie
A1 - Djurdjevac Conrad, Natasa
A1 - Djurdjevac, Ana
A1 - Winkelmann, Stefanie
A1 - Schütte, Christof
T1 - From interacting agents to density-based modeling with stochastic PDEs
N2 - 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.
T3 - ZIB-Report - 19-21
Y1 - 2019
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73456
SN - 1438-0064
ER -
TY - JOUR
A1 - Helfmann, Luzie
A1 - Djurdjevac Conrad, Natasa
A1 - Djurdjevac, Ana
A1 - Winkelmann, Stefanie
A1 - Schütte, Christof
T1 - From interacting agents to density-based modeling with stochastic PDEs
N2 - 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.
Y1 - 2019
ER -
TY - THES
A1 - Helfmann, Luzie
T1 - Stochastic Modeling of Interacting Agent Systems
Y1 - 2019
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-71887
ER -