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Equation-free analysis of agent-based models and systematic parameter determination

Author

Listed:
  • Thomas, Spencer A.
  • Lloyd, David J.B.
  • Skeldon, Anne C.

Abstract

Agent based models (ABM)s are increasingly used in social science, economics, mathematics, biology and computer science to describe time dependent systems in circumstances where a description in terms of equations is difficult. Yet few tools are currently available for the systematic analysis of ABM behaviour. Numerical continuation and bifurcation analysis is a well-established tool for the study of deterministic systems. Recently, equation-free (EF) methods have been developed to extend numerical continuation techniques to systems where the dynamics are described at a microscopic scale and continuation of a macroscopic property of the system is considered. To date, the practical use of EF methods has been limited by; (1) the over-head of application-specific implementation; (2) the laborious configuration of problem-specific parameters; and (3) large ensemble sizes (potentially) leading to computationally restrictive run-times.

Suggested Citation

  • Thomas, Spencer A. & Lloyd, David J.B. & Skeldon, Anne C., 2016. "Equation-free analysis of agent-based models and systematic parameter determination," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 464(C), pages 27-53.
    • Handle: RePEc:eee:phsmap:v:464:y:2016:i:c:p:27-53
    DOI: 10.1016/j.physa.2016.07.043
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    References listed on IDEAS

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