Refine
Year of publication
- 2021 (3) (remove)
Document Type
- Article (2)
- Research data (1)
Language
- English (3)
Is part of the Bibliography
- no (3)
Institute
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.
The dynamical behavior of social systems can be described by agent-based models. Although single agents follow easily explainable rules, complex time-evolving patterns emerge due to their interaction. The simulation and analysis of such agent-based models, however, is often prohibitively time-consuming if the number of agents is large. In this paper, we show how Koopman operator theory can be used to derive reduced models of agent-based systems using only simulation or real-world data. Our goal is to learn coarse-grained models and to represent the reduced dynamics by ordinary or stochastic differential equations. The new variables are, for instance, aggregated state variables of the agent-based model, modeling the collective behavior of larger groups or the entire population. Using benchmark problems with known coarse-grained models, we demonstrate that the obtained reduced systems are in good agreement with the analytical results, provided that the numbers of agents is sufficiently large.