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Agent-based modeling: Population limits and large timescales

Please always quote using this URN: urn:nbn:de:0297-zib-77309
  • Modeling, simulation and analysis of interacting agent systems is a broad field of research, with existing approaches reaching from informal descriptions of interaction dynamics to more formal, mathematical models. In this paper, we study agent-based models (ABMs) given as continuous-time stochastic processes and their pathwise approximation by ordinary and stochastic differential equations (ODEs and SDEs, respectively) for medium to large populations. By means of an appropriately adapted transfer operator approach we study the behavior of the ABM process on long time scales. We show that, under certain conditions, the transfer operator approach allows to bridge the gap between the pathwise results for large populations on finite timescales, i.e., the SDE limit model, and approaches built to study dynamical behavior on long time scales like large deviation theory. The latter provides a rigorous analysis of rare events including the associated asymptotic rates on timescales that scale exponentially with the population size. We demonstrate that it is possible to reveal metastable structures and timescales of rare events of the ABM process by finite-length trajectories of the SDE process for large enough populations. This approach has the potential to drastically reduce computational effort for the analysis of ABMs.

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Author:Jan-Hendrik NiemannORCiD, Stefanie WinkelmannORCiD, Sarah WolfORCiD, Christof Schütte
Document Type:Article
Parent Title (English):Chaos: An Interdisciplinary Journal of Nonlinear Science
Year of first publication:2021
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