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In recent years it has been increasing evidence that lognormal distributions are widespread in physical and biological sciences, as well as in various phenomena of economics and social sciences. In social sciences, the appearance of…

Physics and Society · Physics 2018-09-06 Stefano Gualandi , Giuseppe Toscani

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

We study unit-level expenditure on consumption across multiple countries and multiple years, in order to extract invariant features of consumption distribution. We show that the bulk of it is lognormally distributed, followed by a power law…

Physics and Society · Physics 2017-03-01 Anindya S. Chakrabarti , Arnab Chatterjee , Tushar K. Nandi , Asim Ghosh , Anirban Chakraborti

A set of many identical interacting agents obeying a global additive constraint is considered. Under the hypothesis of equiprobability in the high-dimensional volume delimited in phase space by the constraint, the statistical behavior of a…

Chaotic Dynamics · Physics 2007-09-03 Ricardo Lopez-Ruiz , Jaime Sanudo , Xavier Calbet

We study a minimalist kinetic model for economies. A system of agents with local trading rules display emergent demand behaviour. We examine the resulting wealth distribution to look for non-thermal behaviour. We compare and contrast this…

General Finance · Quantitative Finance 2008-12-02 Wan Ahmad Tajuddin Wan Abdullah , Sidiq Mohamad Khidzir

We discuss the equivalence between kinetic wealth-exchange models, in which agents exchange wealth during trades, and mechanical models of particles, exchanging energy during collisions. The universality of the underlying dynamics is shown…

General Finance · Quantitative Finance 2009-11-13 Anirban Chakraborti , Marco Patriarca

The aim of this paper is to study the derivation of appropriate meso- and macroscopic models for interactions as appearing in social processes. There are two main characteristics the models take into account, namely a network structure of…

Analysis of PDEs · Mathematics 2020-06-30 Martin Burger

In recent years, there has been a proliferation of online gambling sites, which made gambling more accessible with a consequent rise in related problems, such as addiction. Hence, the analysis of the gambling behaviour at both the…

Physics and Society · Physics 2019-07-24 Giuseppe Toscani , Andrea Tosin , Mattia Zanella

We propose a kinetic model to describe the dynamical evolution of wealth and knowledge in national and global markets, starting from a microscopic description of individual interactions. The model is built upon interaction rules that…

Physics and Society · Physics 2026-02-24 Marzia Bisi , Martina Conte , Maria Groppi

The question how social norms can emerge from microscopic interactions between individuals is a key problem in social sciences to explain collective behavior. In this paper we propose an agent-based model to show that randomly distributed…

Adaptation and Self-Organizing Systems · Physics 2008-09-07 Thomas Fent , Patrick Groeber , Frank Schweitzer

Unlike the classical kinetic theory of rarefied gases, where microscopic interactions among gas molecules are described as binary collisions, the modelling of socio-economic phenomena in a multi-agent system naturally requires to consider,…

Physics and Society · Physics 2020-09-15 Giuseppe Toscani , Andrea Tosin , Mattia Zanella

In this survey we report some recent results in the mathematical modeling of epidemic phenomena through the use of kinetic equations. We initially consider models of interaction between agents in which social characteristics play a key role…

Populations and Evolution · Quantitative Biology 2023-09-11 Giacomo Albi , Giulia Bertaglia , Walter Boscheri , Giacomo Dimarco , Lorenzo Pareschi , Giuseppe Toscani , Mattia Zanella

We study here numerically the behavior of an ideal gas like model of markets having only one non-consumable commodity. We investigate the behavior of the steady-state distributions of money, commodity and total wealth, as the dynamics of…

Physics and Society · Physics 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

We introduce and discuss kinetic models describing the influence of the competence in the evolution of decisions in a multi-agent system. The original exchange mechanism, which is based on the human tendency to compromise and change opinion…

Physics and Society · Physics 2016-11-23 Lorenzo Pareschi , Pierluigi Vellucci , Mattia Zanella

Bridging the gap between individual agent behavior and macroscopic societal patterns is a central challenge in the social sciences. In this work, we propose a solution to this problem via a kinetic theory formulation. We demonstrate that…

Physics and Society · Physics 2025-11-13 Miguel A. Durán-Olivencia

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

General Finance · Quantitative Finance 2018-03-14 Carlo Brugna , Giuseppe Toscani

A dynamic model of the social relations between workers and capitalists is introduced. The model is deduced from the assumption that the law of value is an organising principle of modern economies. The model self-organises into a dynamic…

Condensed Matter · Physics 2011-03-24 Ian Wright

We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…

Mathematical Physics · Physics 2023-02-23 Marzia Bisi , Nadia Loy

We introduce and analyze a linear kinetic model that describes the evolution of the probability density of the number of firms in a society, in which the microscopic rate of change obeys to the so-called law of proportional effect proposed…

General Finance · Quantitative Finance 2016-07-20 Giuseppe Toscani

We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly, the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space". On the other hand, we…

Physics and Society · Physics 2011-01-04 Arnab Chatterjee , Parongama Sen
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