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Multi-agent Model of the Price Flow Dynamics

In: Traffic and Granular Flow '11

Author

Listed:
  • Vadim Malyshev

    (Lomonosov Moscow State University, Faculty of Mechanics and Mathematics)

  • Anatoly Manita

    (Lomonosov Moscow State University, Faculty of Mechanics and Mathematics)

  • Andrei Zamyatin

    (Lomonosov Moscow State University, Faculty of Mechanics and Mathematics)

Abstract

On the real line initially there are infinite number of particles on the positive half-line., each having one of K negative velocities $$v_{1}^{(+)},\ldots,v_{K}^{(+)}$$ . Similarly, there are infinite number of antiparticles on the negative half-line, each having one of L positive velocities $$v_{1}^{(-)},\ldots,v_{L}^{(-)}$$ . Each particle moves with constant speed, initially prescribed to it. When particle and antiparticle collide, they both disappear. It is the only interaction in the system. We find explicitly the large time asymptotics of β(t) – the coordinate of the last collision before t between particle and antiparticle.

Suggested Citation

  • Vadim Malyshev & Anatoly Manita & Andrei Zamyatin, 2013. "Multi-agent Model of the Price Flow Dynamics," Springer Books, in: Valery V. Kozlov & Alexander P. Buslaev & Alexander S. Bugaev & Marina V. Yashina & Andreas Schadsch (ed.), Traffic and Granular Flow '11, edition 127, pages 95-105, Springer.
  • Handle: RePEc:spr:sprchp:978-3-642-39669-4_10
    DOI: 10.1007/978-3-642-39669-4_10
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