Noise Reduction in Coarse Bifurcation Analysis of Stochastic Agent-Based Models: An Example of Consumer Lock-In

DOI10.1137/140962188zbMath1408.91140arXiv1403.5959OpenAlexW1967659321WikidataQ61546499 ScholiaQ61546499MaRDI QIDQ2940730

Giovanni Samaey, Daniele Avitabile, Rebecca B. Hoyle

Publication date: 20 January 2015

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.5959

zbMATH Keywords

multiple-scale analysisagent-based modelsequation-free methods

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Special types of economic markets (including Cournot, Bertrand) (91B54) Numerical bifurcation problems (65P30) Heterogeneous agent models (91B69)

Related Items (4)

Equation-free analysis of agent-based models and systematic parameter determination ⋮ Equation-free analysis of spike-timing-dependent plasticity ⋮ Convergence of Equation-Free Methods in the Case of Finite Time Scale Separation with Application to Deterministic and Stochastic Systems ⋮ Macroscopic coherent structures in a stochastic neural network: from interface dynamics to coarse-grained bifurcation analysis

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