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Scientists and engineers often create accurate, trustworthy, computational simulation schemes - but all too often these are too computationally expensive to execute over the time or spatial domain of interest. The equation-free approach is…

Numerical Analysis · Mathematics 2020-03-03 John Maclean , J. E. Bunder , A. J. Roberts , I. G. Kevrekidis

An important class of problems exhibits smooth behaviour on macroscopic space and time scales, while only a microscopic evolution law is known. For such time-dependent multi-scale problems, an "equation-free" framework has been proposed, of…

Computational Physics · Physics 2007-05-23 Giovanni Samaey , Ioannis G. Kevrekidis , Dirk Roose

Equation-free macroscale modelling is a systematic and rigorous computational methodology for efficiently predicting the dynamics of a microscale system at a desired macroscale system level. In this scheme, the given microscale model is…

Dynamical Systems · Mathematics 2020-07-15 J. E. Bunder , I. G. Kevrekidis , A. J. Roberts

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

Modelling and computational methods have been essential in advancing quantitative science, especially in the past two decades with the availability of vast amount of complex, voluminous, and heterogeneous data. In particular, there has been…

Multiagent Systems · Computer Science 2020-07-09 Affan Shoukat , Seyed M. Moghadas

Agent-based modeling is a computational dynamic modeling technique that may be less familiar to some readers. Agent-based modeling seeks to understand the behaviour of complex systems by situating agents in an environment and studying the…

Multiagent Systems · Computer Science 2023-04-19 G. Wade McDonald , Nathaniel D. Osgood

Modern `smart' materials have complex microscale structure, often with unknown macroscale closure. The Equation-Free Patch Scheme empowers us to non-intrusively, efficiently, and accurately simulate over large scales through computations on…

Numerical Analysis · Mathematics 2023-01-31 A. J. Roberts , Thien Tran-Duc , J. E. Bunder , Yannis Kevrekidis

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

Complex scheduling problems require a large amount computation power and innovative solution methods. The objective of this paper is the conception and implementation of a multi-agent system that is applicable in various problem domains.…

Multiagent Systems · Computer Science 2020-04-21 Peter Hillmann , Tobias Uhlig , Gabi Dreo Rodosek , Oliver Rose

Despite the extensive use of the agent technology in the Supply Chain Management field, its integration with Advanced Planning and Scheduling (APS) tools still represents a promising field with several open research questions. Specifically,…

Multiagent Systems · Computer Science 2011-07-19 Luis Antonio de Santa-Eulalia , Sophie D'Amours , Jean-Marc Frayret

Stochastic agent-based models can account for millions of cells with spatiotemporal movement that can be a function of different factors. However, these simulations can be computationally expensive. In this work, we develop a novel…

Numerical Analysis · Mathematics 2019-09-11 Michael A. Yereniuk , Sarah D. Olson

In this study, we developed a computational framework for simulating large-scale agent-based financial markets. Our platform supports trading multiple simultaneous assets and leverages distributed computing to scale the number and…

Trading and Market Microstructure · Quantitative Finance 2024-02-01 Aaron Wheeler , Jeffrey D. Varner

We introduce a new software toolbox for agent-based simulation. Facilitating rapid prototyping by offering a user-friendly Python API, its core rests on an efficient C++ implementation to support simulation of large-scale multi-agent…

Computational Finance · Quantitative Finance 2022-09-22 Peter Belcak , Jan-Peter Calliess , Stefan Zohren

Von Neuman's work on universal machines and the hardware development have allowed the simulation of dynamical systems through a large set of interacting agents. This is a bottom-up approach which tries to derive global properties of a…

Graphics · Computer Science 2007-05-23 Gilson A. Giraldi , Luis C. da Costa , Adilson V. Xavier , Paulo S. Rodrigues

The Equation-Free approach to efficient multiscale numerical computation marries trusted micro-scale simulations to a framework for numerical macro-scale reduction -- the patch dynamics scheme. A recent novel patch scheme empowered the…

Dynamical Systems · Mathematics 2021-08-27 John Maclean , J. E. Bunder , I. G. Kevrekidis , A. J. Roberts

Distributing agent-based simulators reveals many challenges while deploying them on a hybrid cloud infrastructure. In fact, a researcher's main motivations by running simulations on hybrid clouds, are reaching more scalable systems as well…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-09-19 Chahrazed Labba , Narjès Bellamine Ben Saoud

Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from…

Statistical Finance · Quantitative Finance 2017-03-21 T. T. Chen , B. Zheng , Y. Li , X. F. Jiang

Agent based models (ABMs) are a useful tool for modeling spatio-temporal population dynamics, where many details can be included in the model description. Their computational cost though is very high and for stochastic ABMs a lot of…

Dynamical Systems · Mathematics 2022-05-11 Stefanie Winkelmann , Johannes Zonker , Christof Schütte , Natasa Djurdjevac Conrad

Individual-based hybrid modelling of spatially distributed systems is usually expensive. Here, we consider a hybrid system in which mobile agents spread over the space and interact with each other when in close proximity. An…

Performance · Computer Science 2014-06-10 Cheng Feng

We present an Equation/Variable free machine learning (EVFML) framework for the control of the collective dynamics of complex/multiscale systems modelled via microscopic/agent-based simulators. The approach obviates the need for…

Dynamical Systems · Mathematics 2024-11-05 Dimitrios G. Patsatzis , Lucia Russo , Ioannis G. Kevrekidis , Constantinos Siettos
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