An equation-free approach to agent-based computation: Bifurcation analysis and control of stationary states

Siettos, CI; Gear, CW; Kevrekidis, IG

dc.contributor.author	Siettos, CI	en
dc.contributor.author	Gear, CW	en
dc.contributor.author	Kevrekidis, IG	en
dc.date.accessioned	2014-03-01T02:07:37Z
dc.date.available	2014-03-01T02:07:37Z
dc.date.issued	2012	en
dc.identifier.issn	02955075	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/29598
dc.title	An equation-free approach to agent-based computation: Bifurcation analysis and control of stationary states	en
heal.type	journalArticle	en
heal.identifier.primary	10.1209/0295-5075/99/48007	en
heal.identifier.secondary	http://dx.doi.org/10.1209/0295-5075/99/48007	en
heal.identifier.secondary	48007	en
heal.publicationDate	2012	en
heal.abstract	We show how the equation-free approach can be exploited to enable agent-based simulators to perform system-level computations such as bifurcation, stability analysis and controller design. We illustrate these tasks through an event-driven agent-based model describing the dynamic behaviour of many interacting investors in the presence of mimesis. Using short bursts of appropriately initialized runs of the detailed, agent-based simulator, we construct the coarse-grained bifurcation diagram of the (expected) density of agents and investigate the stability of its multiple solution branches. When the mimetic coupling between agents becomes strong enough, the stable stationary state loses its stability at a coarse turning point bifurcation. We also demonstrate how the framework can be used to design a wash-out dynamic controller that stabilizes open-loop unstable stationary states even under model uncertainty. © 2012 Copyright EPLA.	en
heal.journalName	EPL	en
dc.identifier.doi	10.1209/0295-5075/99/48007	en
dc.identifier.volume	99	en
dc.identifier.issue	4	en