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This paper deals with the kinetic theory modeling of crowd dynamics with the aim of showing how the dynamics at the micro-scale is transferred to the dynamics of collective behaviors. The derivation of a new model is followed by a…

Mathematical Physics · Physics 2013-01-24 Nicola Bellomo , Abdelghani Bellouquid , Damian Knopoff

This paper studies the trading volumes and wealth distribution of a novel agent-based model of an artificial financial market. In this model, heterogeneous agents, behaving according to the Von Neumann and Morgenstern utility theory, may…

General Finance · Quantitative Finance 2015-09-09 Pietro DeLellis , Franco Garofalo , Francesco Lo Iudice , Elena Napoletano

Many complex adaptive systems contain a large diversity of specialized components. The specialization at the level of the microscopic degrees of freedom, and diversity at the level of the system as a whole are phenomena that appear during…

adap-org · Physics 2007-05-23 Vivek S. Borkar , Sanjay Jain , Govindan Rangarajan

From some observations on economic behaviors, in particular changing economic conditions with time and space, we develop a very simple model for the evolution of economic entities within a geographical type of framework. We raise a few…

Adaptation and Self-Organizing Systems · Physics 2012-08-31 Marcel Ausloos , Paulette Clippe , Andrzej Pekalski

In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…

Physics and Society · Physics 2008-12-02 Abhijit Kar Gupta

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

General Finance · Quantitative Finance 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the evolution of wealth in a pure gambling process, where the entire sum of wealths of two agents is up for gambling, and randomly shared between the…

General Finance · Quantitative Finance 2015-05-18 Federico Bassetti , Giuseppe Toscani

We present a novel approach to modeling market dynamics using ordinary differential equations that explicitly incorporates product competitiveness and consumer behavior. Our framework treats market segments as interacting populations in a…

Dynamical Systems · Mathematics 2025-11-26 Aparna Komarla , Max Hill

Simple agent based exchange models are a commonplace in the study of wealth distribution in an artificial economy. Generally, in a system that is composed of many agents characterized by their wealth and risk-aversion factor, two agents are…

Statistical Mechanics · Physics 2020-06-24 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

The notions of taxis and kinesis are introduced and used to describe two types of behavior of an organism in non-uniform conditions: (i) Taxis means the guided movement to more favorable conditions; (ii) Kinesis is the non-directional…

Populations and Evolution · Quantitative Biology 2018-12-06 A. N. Gorban , N. Çabukoǧlu

We study consumption behaviour in systems with heterogeneous interacting agents. Two different models are introduced, respectively with long and short range interactions among agents. At any time step an agent decides whether or not to…

Statistical Mechanics · Physics 2008-12-02 Giulia Iori , Vassilis Koulovassilopoulos

In this work, an ensemble of economic interacting agents is considered. The agents are arranged in a linear array where only local couplings are allowed. The deterministic dynamics of each agent is given by a map. This map is expressed by…

General Finance · Quantitative Finance 2008-12-02 R. Lopez-Ruiz , J. Gonzalez-Estevez , M. G. Cosenza , J. R. Sanchez

We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and…

Physics and Society · Physics 2007-05-23 Andrea De Martino , Matteo Marsili

The "Money Exchange Model" is a type of agent-based simulation model used to study how wealth distribution and inequality evolve through monetary exchanges between individuals. The primary focus of this model is to identify the limiting…

Probability · Mathematics 2025-01-07 Hironobu Sakagawa

We study the dynamics of exchange value in a system composed of many interacting agents. The simple model we propose exhibits cooperative emergence and collapse of global value for individual goods. We demonstrate that the demand that…

Statistical Mechanics · Physics 2009-10-31 R. Donangelo , K. Sneppen

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques…

Statistical Mechanics · Physics 2010-05-28 Giuseppe Toscani

This work investigates a modified Schelling model within the scope and aims of Social Physics. The main purpose is to see if how the concepts of potential and kinetic energy can be represented within a computational sociological system. A…

Physics and Society · Physics 2023-09-14 George-Rafael Domenikos , Tyler Laurie , Sahar Awaji , Alexander V. Mantzaris

While the use of spatial agent-based and individual-based models has flourished across many scientific disciplines, the complexities these models generate are often difficult to manage and quantify. This research reduces population-driven,…

Physics and Society · Physics 2021-08-24 John C. Stevenson

We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…

Mathematical Physics · Physics 2017-11-22 Adrien Blanchet , Pierre Degond
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