Project

# Kinetic and Fokker-Planck equations modeling socio-economic phenomena in multi-agent systems

Goal: The project aims to study kinetic and Fokker-Planck equations modeling socio-economic phenomena in multi-agent systems. Classical applications include wealth distributions, opinion dynamics and stock price formation.

Methods: Kinetic Theory, Asymptotic Methods, Kinetic Modeling

0 new
2
Recommendations

0 new
1
Followers

0 new
65

3 new
989

## Project log

In this talk, we present a Boltzmann-type kinetic approach to networked interactions in multi-agent systems. We discuss the use of Boltzmann-type collisional equations to: (i) describe binary interactions mediated by a graph structure of the connections among the agents; (ii) investigate the impact of such a graph structure on the emergence of aggregate trends at the statistical and macroscopic levels. We treat, in particular, kinetic equations on finite graphs, suitable to model few compartments in which agents may be grouped. The main motivating application is infectious disease transmission.
Understanding the impact of collective social phenomena in epidemic dynamics is a crucial task to effectively contain the disease spread. In this work we build a mathematical description for assessing the interplay between opinion polarization and the evolution of a disease. The proposed kinetic approach describes the evolution of aggregate quantities characterizing the agents belonging to epidemiologically relevant states, and will show that the spread of the disease is closely related to consensus dynamics distribution in which opinion polarization may emerge. In the present modelling framework, microscopic consensus formation dynamics can be linked to macroscopic epidemic trends to trigger the collective adherence to protective measures. We conduct numerical investigations which confirm the ability of the model to describe different phenomena related to the spread of an epidemic.
The Luria--Delbr\"uck mutation model is a cornerstone of evolution theory and has been mathematically formulated in a number of ways. In this paper we illustrate how this model of mutation rates can be derived by means of classical statistical mechanics tools, in particular by modeling the phenomenon resorting to methodologies borrowed from classical kinetic theory of rarefied gases. The aim is to construct a linear kinetic model that can reproduce the Luria--Delbr\"uck distribution starting from the elementary interactions that qualitatively and quantitatively describe the variation of mutated cells. The kinetic description is easily adaptable to different situations and makes it possible to clearly identify the differences between the elementary variations leading to the formulations of Luria--Delbr\"uck, Lea--Coulson, and Kendall, respectively. The kinetic approach additionally emphasizes basic principles which not only help to unify existing results but also allow for useful extensions.
We study the derivation of macroscopic traffic models out of optimal speed and follow-the-leader particle dynamics as hydrodynamic limits of non-local Povzner-type kinetic equations. As a first step, we show that optimal speed vehicle dynamics produce a first order macroscopic model with non-local flux. Next, we show that non-local follow-the-leader vehicle dynamics have a universal macroscopic counterpart in the second order Aw-Rascle-Zhang traffic model, at least when the non-locality of the interactions is sufficiently small. Finally, we show that the same qualitative result holds also for a general class of follow-the-leader dynamics based on the headway of the vehicles rather than on their speed. We also investigate the correspondence between the solutions to particle models and their macroscopic limits by means of numerical simulations.
Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and biological dynamics. Their mathematical formulation has often to face with physical forces having a significant random component or with particles living in a random environment which characterization may be deduced through experimental data and leading consequently to uncertainty-dependent equilibrium states. In this work, to address the problem of effectively solving stochastic Fokker-Planck systems, we will construct a new equilibrium preserving scheme through a micro-macro approach based on stochastic Galerkin methods. The resulting numerical method, contrarily to the direct application of a stochastic Galerkin projection in the parameter space of the unknowns of the underlying Fokker-Planck model, leads to highly accurate description of the uncertainty dependent large time behavior. Several numerical tests in the context of collective behavior for social and life sciences are presented to assess the validity of the present methodology against standard ones.
In this paper, by resorting to classical methods of statistical mechanics, we build a kinetic model able to reproduce the observed statistical weight distribution of many diverse species. The kinetic description of the time variations of the weight distribution is based on elementary interactions that describe in a qualitative and quantitative way successive evolutionary updates, and determine explicit equilibrium distributions. Numerical fittings on mammalian eutherians of the order Chiroptera population illustrates the effectiveness of the approach.
We study the derivation of non-local macroscopic traffic models out of optimal speed and follow-the-leader particle dynamics as hydrodynamic limits of non-local Povzner-type kinetic equations. As a first step, we show that optimal speed vehicle dynamics produce a first order macroscopic model with non-local flux. Next, we show that non-local follow-the-leader vehicle dynamics have a universal macroscopic counterpart in the second order Aw-Rascle-Zhang traffic model, at least when the non-locality of the interactions is sufficiently small. Finally, we show that the same qualitative result holds also for a general class of follow-the-leader dynamics based on the headway of the vehicles rather than on their speed. We also investigate the correspondence between the solutions to particle models and their macroscopic limits by means of numerical simulations.
Motivated by recent successes in model-based pre-election polling, we propose a kinetic model for opinion formation which includes voter demographics and socio-economic factors like age, sex, ethnicity, education level, income and other measurable factors like behaviour in previous elections or referenda as a key driver in the opinion formation dynamics. The model is based on Toscani's kinetic opinion formation model and the leader-follower model of D\"uring et al., and leads to a system of coupled Boltzmann-type equations and associated, approximate Fokker-Planck-type systems. Numerical examples using data from general elections in the United Kingdom show the effect different demographics have on the opinion formation process and the outcome of elections.
Fake news spreading, with the aim of manipulating individuals' perceptions of facts, is now recognized as a major problem in many democratic societies. Yet, to date, little has been understood about how fake news spreads on social networks, what the influence of the education level of individuals is, when fake news is effective in influencing public opinion, and what interventions might be successful in mitigating their effect. In this paper, starting from the recently introduced kinetic multi-agent model with competence by the first two authors, we propose to derive reduced-order models through the notion of social closure in the mean-field approximation that has its roots in the classical hydrodynamic closure of kinetic theory. This approach allows to obtain simplified models in which the competence and learning of the agents maintain their role in the dynamics and, at the same time, the structure of such models is more suitable to be interfaced with data-driven applications. Examples of different Twitter-based test cases are described and discussed.
The spreading of Covid-19 pandemic has highlighted the close link between economics and health in the context of emergency management. A widespread vaccination campaign is considered the main tool to contain the economic consequences. This paper will focus, at the level of wealth distribution modelling, on the economic improvements induced by the vaccination campaign in terms of its effectiveness rate. The economic trend during the pandemic is evaluated resorting to a mathematical model joining a classical compartmental model including vaccinated individuals with a kinetic model of wealth distribution based on binary wealth exchanges. The interplay between wealth exchanges and the progress of the infectious disease is realized by assuming on the one hand that individuals in different compartments act differently in the economic process and on the other hand that the epidemic affects risk in economic transactions. Using the mathematical tools of kinetic theory, it is possible to identify the equilibrium states of the system and the formation of inequalities due to the pandemic in the wealth distribution of the population. Numerical experiments highlight the importance of the vaccination campaign and its positive effects in reducing economic inequalities in the multi-agent society.
In this paper, we propose a Boltzmann-type kinetic description of opinion formation on social networks, which takes into account a general connectivity distribution of the individuals. We consider opinion exchange processes inspired by the Sznajd model and related simplifications but we do not assume that individuals interact on a regular lattice. Instead, we describe the structure of the social network statistically, assuming that the number of contacts of a given individual determines the probability that their opinion reaches and influences the opinion of another individual. From the kinetic description of the system, we study the evolution of the mean opinion, whence we find precise analytical conditions under which a polarization switch of the opinions, i.e. a change of sign between the initial and the asymptotic mean opinions, occurs. In particular, we show that a non-zero correlation between the initial opinions and the connectivity of the individuals is necessary to observe polarization switch. Finally, we validate our analytical results through Monte Carlo simulations of the stochastic opinion exchange processes on the social network. This article is part of the theme issue ‘Kinetic exchange models of societies and economies’.
We introduce and discuss a system of one-dimensional kinetic equations describing the influence of higher education in the social stratification of a multi-agent society. The system is obtained by coupling a model for knowledge formation with a kinetic description of the social climbing in which the parameters characterizing the elementary interactions leading to the formation of a social elite are assumed to depend on the degree of knowledge/education of the agents. In addition, we discuss the case in which the education level of an individual is function of the position occupied in the social ranking. With this last assumption we obtain a fully coupled model in which knowledge and social status influence each other. In the last part, we provide several numerical experiments highlighting the role of education in reducing social inequalities and in promoting social mobility.
The rise of social networks as the primary means of communication in almost every country in the world has simultaneously triggered an increase in the amount of fake news circulating online. This fact became particularly evident during the 2016 U.S. political elections and even more so with the advent of the COVID-19 pandemic. Several research studies have shown how the effects of fake news dissemination can be mitigated by promoting greater competence through lifelong learning and discussion communities, and generally rigorous training in the scientific method and broad interdisciplinary education. The urgent need for models that can describe the growing infodemic of fake news has been highlighted by the current pandemic. The resulting slowdown in vaccination campaigns due to misinformation and generally the inability of individuals to discern the reliability of information is posing enormous risks to the governments of many countries. In this research using the tools of kinetic theory we describe the interaction between fake news spreading and competence of individuals through multi-population models in which fake news spreads analogously to an infectious disease with different impact depending on the level of competence of individuals. The level of competence, in particular, is subject to an evolutionary dynamic due to both social interactions between agents and external learning dynamics. The results show how the model is able to correctly describe the dynamics of diffusion of fake news and the important role of competence in their containment.
In this paper, we propose a Boltzmann-type kinetic description of opinion formation on social networks, which takes into account a general connectivity distribution of the individuals. We consider opinion exchange processes inspired by the Sznajd model and related simplifications but we do not assume that individuals interact on a regular lattice. Instead, we describe the structure of the social network statistically, assuming that the number of contacts of a given individual determines the probability that their opinion reaches and influences the opinion of another individual. From the kinetic description of the system, we study the evolution of the mean opinion, whence we find precise analytical conditions under which a polarisation switch of the opinions, i.e. a change of sign between the initial and the asymptotic mean opinions, occurs. In particular, we show that a non-zero correlation between the initial opinions and the connectivity of the individuals is necessary to observe polarisation switch. Finally, we validate our analytical results through Monte Carlo simulations of the stochastic opinion exchange processes on the social network.
In this paper, we propose a Boltzmann-type kinetic description of mass-varying interacting multi-agent systems. Our agents are characterised by a microscopic state, which changes due to their mutual interactions, and by a label, which identifies a group to which they belong. Besides interacting within and across the groups, the agents may change label according to a state-dependent Markov-type jump process. We derive general kinetic equations for the joint interaction/label switch processes in each group. For prototypical birth/death dynamics, we characterise the transient and equilibrium kinetic distributions of the groups via a Fokker-Planck asymptotic analysis. Then we introduce and analyse a simple model for the contagion of infectious diseases, which takes advantage of the joint interaction/label switch processes to describe quarantine measures.
The spread of COVID-19 has been thwarted in most countries through non-pharmaceutical interventions. In particular, the most effective measures in this direction have been the stay-at-home and closure strategies of businesses and schools. However, population-wide lockdowns are far from being optimal carrying heavy economic consequences. Therefore, there is nowadays a strong interest in designing more efficient restrictions. In this work, starting from a recent kinetic-type model which takes into account the heterogeneity described by the social contact of individuals, we analyze the effects of introducing an optimal control strategy into the system, to limit selectively the mean number of contacts and reduce consequently the number of infected cases. Thanks to a data-driven approach, we show that this new mathematical model permits to assess the effects of the social limitations. Finally, using the model introduced here and starting from the available data, we show the effectivity of the proposed selective measures to dampen the epidemic trends.
Mathematical models are formal and simplified representations of the knowledge related to a phenomenon. In classical epidemic models, a neglected aspect is the heterogeneity of disease transmission and progression linked to the viral load of each infectious individual. Here, we attempt to investigate the interplay between the evolution of individuals' viral load and the epidemic dynamics from a theoretical point of view. In the framework of multi-agents systems, we propose a particle stochastic model describing the infection transmission through interactions among agents and the individual physiological course of the disease. Agents have a double microscopic state: a discrete label, that denotes the epidemiological compartment to which they belong and switches in consequence of a Markovian process, and a microscopic trait, representing a normalized measure of their viral load, that changes in consequence of binary interactions or interactions with a background. Specifically, we consider Susceptible-Infected-Removed-like dynamics where infectious individuals may be isolated from the general population and the isolation rate may depend on the viral load sensitivity and frequency of tests. We derive kinetic evolution equations for the distribution functions of the viral load of the individuals in each compartment, whence, via suitable upscaling procedures, we obtain a macroscopic model for the densities and viral load momentum. We perform then a qualitative analysis of the ensuing macroscopic model, and we present numerical tests in the case of both constant and viral load-dependent isolation control. Also, the matching between the aggregate trends obtained from the macroscopic descriptions and the original particle dynamics simulated by a Monte Carlo approach is investigated.
In this paper, we propose a Boltzmann-type kinetic model of the spreading of an infectious disease on a network. The latter describes the connections among countries, cities or districts depending on the spatial scale of interest. The disease transmission is represented in terms of the viral load of the individuals and is mediated by social contacts among them, taking into account their displacements across the nodes of the network. We formally derive the hydrodynamic equations for the density and the mean viral load of the individuals on the network and we analyse the large-time trends of these quantities with special emphasis on the cases of blow-up or eradication of the infection. By means of numerical tests, we also investigate the impact of confinement measures, such as quarantine or localised lockdown, on the diffusion of the disease on the network.
We present a Boltzmann-type kinetic approach to the spread of an infectious disease on a network which describes the links (migration paths) among countries, cities or districts depending on the spatial scale of interest. We model the disease transmission in terms of exchange of microscopic viral load mediated by social contacts among the individuals within the nodes of the network. We study in particular the hydrodynamic limit of the model, which ultimately provides a viral load-based macroscopic description of the spread of the disease on the network. This is an ongoing research in collaboration with Nadia Loy and Rossella Della Marca.
In this paper, we propose a Boltzmann-type kinetic model of the spreading of an infectious disease on a network. The latter describes the connections among countries, cities or districts depending on the spatial scale of interest. The disease transmission is represented in terms of the viral load of the individuals and is mediated by social contacts among them, taking into account their displacements across the nodes of the network. We formally derive the hydrodynamic equations for the density and the mean viral load of the individuals on the network and we analyse the large-time trends of these quantities with special emphasis on the cases of blow-up or eradication of the infection. By means of numerical tests, we also investigate the impact of confinement measures, such as quarantine or localised lockdown, on the diffusion of the disease on the network.
In this work, using a detailed dataset furnished by National Health Authorities concerning the Province of Pavia (Lombardy, Italy), we propose to determine the essential features of the ongoing COVID-19 pandemic in term of contact dynamics. Our contribution is devoted to provide a possible planning of the needs of medical infrastructures in the Pavia Province and to suggest different scenarios about the vaccination campaign which possibly help in reducing the fatalities and/or reducing the number of infected in the population. The proposed research combines a new mathematical description of the spread of an infectious diseases which takes into account both age and average daily social contacts with a detailed analysis of the dataset of all traced infected individuals in the Province of Pavia. These information are used to develop a data-driven model in which calibration and feeding of the model are extensively used. The epidemiological evolution is obtained by relying on an approach based on statical mechanics. This leads to study the evolution over time of a system of probability distributions characterizing the age and social contacts of the population. One of the main outcomes shows that, as expected, the spread of the disease is closely related to the mean number of contacts of individuals. The model permits to forecast thanks to an uncertainty quantification approach and in the short time horizon, the average number and the confidence bands of expected hospitalized classified by age and to test different options for an effective vaccination campaign with age-decreasing priority.
In this paper, we extend a recently introduced multi-fidelity control variate for the uncertainty quantification of the Boltzmann equation to the case of kinetic models arising in the study of multiagent systems. For these phenomena, where the effect of uncertainties is particularly evident, several models have been developed whose equilibrium states are typically unknown. In particular, we aim to develop efficient numerical methods based on solving the kinetic equations in the phase space by Direct Simulation Monte Carlo (DSMC) coupled to a Monte Carlo sampling in the random space. To this end, exploiting the knowledge of the corresponding mean-field approximation we develop novel mean-field Control Variate (MFCV) methods that are able to strongly reduce the variance of the standard Monte Carlo sampling method in the random space. We verify these observations with several numerical examples based on classical models , including wealth exchanges and opinion formation model for collective phenomena.
We study the derivation of generic high order macroscopic traffic models from a follow-the-leader particle description via a kinetic approach. First, we recover a third order traffic model as the hydrodynamic limit of an Enskog-type kinetic equation. Next, we introduce in the vehicle interactions a binary control modelling the automatic feedback provided by driver-assist vehicles and we upscale such a new particle description by means of another Enskog-based hydrodynamic limit. The resulting macroscopic model is now a Generic Second Order Model (GSOM), which contains in turn a control term inherited from the microscopic interactions. We show that such a control may be chosen so as to optimise global traffic trends, such as the vehicle flux or the road congestion, constrained by the GSOM dynamics. By means of numerical simulations, we investigate the effect of this control hierarchy in some specific case studies, which exemplify the multiscale path from the vehicle-wise implementation of a driver-assist control to its optimal hydrodynamic design.
In this paper, we derive second order hydrodynamic traffic models from kinetic-controlled equations for driver-assist vehicles. At the vehicle level we take into account two main control strategies synthesising the action of adaptive cruise controls and cooperative adaptive cruise controls. The resulting macroscopic dynamics fulfil the anisotropy condition introduced in the celebrated Aw-Rascle-Zhang model. Unlike other models based on heuristic arguments, our approach unveils the main physical aspects behind frequently used hydrodynamic traffic models and justifies the structure of the resulting macroscopic equations incorporating driver-assist vehicles. Numerical insights show that the presence of driver-assist vehicles produces an aggregate homogenisation of the mean flow speed, which may also be steered towards a suitable desired speed in such a way that optimal flows and traffic stabilisation are reached.
We study one-dimensional functional inequalities of the type of Poincar\'e, logarithmic Sobolev and Wirtinger, with weight, for probability densities with polynomial tails. As main examples, we obtain sharp inequalities satisfied by inverse Gamma densities, taking values on $R_+$, and Cauchy-type densities, taking values on $R$. In this last case, we improve the result obtained by Bobkov and Ledoux in 2009 by introducing a better weight function in the logarithmic Sobolev inequality. The results are obtained by resorting to Fokker-Planck type equations which possess these densities as steady states.
We investigate the relaxation to equilibrium of the solution of a class of one-dimensional linear Fokker–Planck type equations that have been recently considered in connection with the study of addiction phenomena in a system of individuals. The steady states of these equations belong to the class of generalized Gamma densities. As a by-product of the relaxation analysis, we prove new weighted Poincaré and logarithmic Sobolev type inequalities for this class of densities.
We introduce a mathematical description of the impact of sociality in the spread of infectious diseases by integrating an epidemiological dynamics with a kinetic modeling of population-based contacts. The kinetic description leads to study the evolution over time of Boltzmann-type equations describing the number densities of social contacts of susceptible, infected and recovered individuals, whose proportions are driven by a classical SIR-type compartmental model in epidemiology. Explicit calculations show that the spread of the disease is closely related to moments of the contact distribution. Furthermore, the kinetic model allows to clarify how a selective control can be assumed to achieve a minimal lockdown strategy by only reducing individuals undergoing a very large number of daily contacts. We conduct numerical simulations which confirm the ability of the model to describe different phenomena characteristic of the rapid spread of an epidemic. Motivated by the COVID-19 pandemic, a last part is dedicated to fit numerical solutions of the proposed model with infection data coming from different European countries.
The application of classical methods of statistical mechanics, originally developed by Ludwig Boltzmann in gas dynamics, to the description of social phenomena is a success story that we try to outline in this paper. On one hand, it is nowadays a flourishing research line, which is more and more permeating different contexts such as the Econophysics, Sociophysics, Biomathematics, Transportation Engineering to name just a few of them. On the other hand, it is a fascinating mathematical challenge, because it requires the interplay of various complementary expertises: modelling, model analysis, numerics. In this paper, we try to give a taste of all of this using the social phenomenon of opinion formation as a motivating example.
We study the derivation of generic high order macroscopic traffic models from a follow-the-leader particle description via a kinetic approach. First, we recover a third order traffic model as the hydrodynamic limit of an Enskog-type kinetic equation. Next, we introduce in the vehicle interactions a binary control modelling the automatic feedback provided by driver-assist vehicles and we upscale such a new particle description by means of another Enskog-based hydrodynamic limit. The resulting macroscopic model is now a Generic Second Order Model (GSOM), which contains in turn a control term inherited from the microscopic interactions. We show that such a control may be chosen so as to optimise global traffic trends, such as the vehicle flux or the road congestion, constrained by the GSOM dynamics. By means of numerical simulations, we investigate the effect of this control hierarchy in some specific case studies, which exemplify the multiscale path from the vehicle-wise implementation of a driver-assist control to its optimal hydrodynamic design.
In this paper, we consider a kinetic description of follow-the-leader traffic models, which we use to study the effect of vehicle-wise driver-assist control strategies at various scales, from that of the local traffic up to that of the macroscopic stream of vehicles. We provide theoretical evidence of the fact that some typical control strategies, such as the alignment of the speeds and the optimisation of the time headways, impact on the local traffic features (for instance, the speed and headway dispersion responsible for local traffic instabilities) but have virtually no effect on the observable macroscopic traffic trends (for instance, the flux/throughput of vehicles). This unobvious conclusion, which is in very nice agreement with recent field studies on autonomous vehicles, suggests that the kinetic approach may be a valid tool for an organic multiscale investigation and possibly the design of driver-assist algorithms.
In this paper, we propose a Boltzmann-type kinetic description of mass-varying interacting multi-agent systems. Our agents are characterised by a microscopic state, which changes due to their mutual interactions, and by a label, which identifies a group to which they belong. Besides interacting within and across the groups, the agents may change label according to a state-dependent Markov-type jump process. We derive general kinetic equations for the joint interaction/label switch processes in each group. For prototypical birth/death dynamics, we characterise the transient and equilibrium kinetic distributions of the groups via a Fokker-Planck asymptotic analysis. Then we introduce and analyse a simple model for the contagion of infectious diseases, which takes advantage of the joint interaction/label switch processes to describe quarantine measures.
We introduce a class of new one-dimensional linear Fokker–Planck-type equations describing the dynamics of the distribution of wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an economically relevant variant to the kinetic model introduced in 2005 by Cordier, Pareschi and Toscani according to previous studies by Bouchaud and Mézard. The steady state of wealth predicted by these new Fokker–Planck equations remains unchanged with respect to the steady state of the original Fokker–Planck equation. However, unlike the original equation, it is proven by a new logarithmic Sobolev inequality with weight and classical entropy methods that the solution converges exponentially fast to equilibrium.
We introduce a class of one-dimensional linear kinetic equations of Boltzmann and Fokker--Planck type, describing the dynamics of individuals of a multi-agent society questing for high status in the social hierarchy. At the Boltzmann level, the microscopic variation of the status of agents around a universal desired target, is built up introducing as main criterion for the change of status a suitable value function in the spirit of the prospect theory of Kahneman and Twersky. In the asymptotics of grazing interactions, the solution density of the Boltzmann type kinetic equation is shown to converge towards the solution of a Fokker--Planck type equation with variable coefficients of diffusion and drift, characterized by the mathematical properties of the value function. The steady states of the statistical distribution of the social status predicted by the Fokker--Planck equations belong to the class of Amoroso distributions with Pareto tails, which correspond to the emergence of a \emph{social elite}. The details of the microscopic kinetic interaction allow to clarify the meaning of the various parameters characterizing the resulting equilibrium. Numerical results then show that the steady state of the underlying kinetic equation is close to Amoroso distribution even in an intermediate regime in which interactions are not grazing.
We develop a mathematical framework to study the economic impact of infectious diseases by integrating epidemiological dynamics with a kinetic model of wealth exchange. The multi-agent description leads to study the evolution over time of a system of kinetic equations for the wealth densities of susceptible, infectious and recovered individuals, whose proportions are driven by a classical compartmental model in epidemiology. Explicit calculations show that the spread of the disease seriously affects the distribution of wealth, which, unlike the situation in the absence of epidemics, can converge towards a stationary state with a bimodal form. Furthermore, simulations confirm the ability of the model to describe different phenomena characteristics of economic trends in situations compromised by the rapid spread of an epidemic, such as the unequal impact on the various wealth classes and the risk of a shrinking middle class.
In this paper we consider a Boltzmann-type kinetic description of Follow-the-Leader traffic dynamics and we study the resulting asymptotic distributions, namely the counterpart of the Maxwellian distribution of the classical kinetic theory. In the Boltzmann-type equation we include a non-constant collision kernel, in the form of a cutoff, in order to exclude from the statistical model possibly unphysical interactions. In spite of the increased analytical difficulty caused by this further non-linearity, we show that a careful application of the quasi-invariant limit (an asymptotic procedure reminiscent of the grazing collision limit) successfully leads to a Fokker-Planck approximation of the original Boltzmann-type equation, whence stationary distributions can be explicitly computed. Our analytical results justify, from a genuinely model-based point of view, some empirical results found in the literature by interpolation of experimental data.
The application of classical methods of statistical mechanics, originally developed by Ludwig Boltzmann in gas dynamics, to the description of social phenomena is a successful story that we try to outline in this paper. On one hand, it is nowadays a flourishing research line, which is more and more permeating different contexts such as the econophysics, sociophysics, biomathematics, transportation engineering to name just a few of them. On the other hand, it is a fascinating mathematical challenge, because it requires the interplay of various complementary expertises: modelling, model analysis, numerics. In this paper, we try to give a taste of all of this using the social phenomenon of opinion formation as a motivating example.
Multi-agent systems can be successfully described by kinetic models, which allow one to explore the large scale aggregate trends resulting from elementary microscopic interactions. The latter may be formalised as collision-like rules, in the spirit of the classical kinetic approach in gas dynamics, but also as Markov jump processes, which assume that every agent is stimulated by the other agents to change state according to a certain transition probability distribution. In this paper we establish a parallelism between these two descriptions, whereby we show how the understanding of the kinetic jump process models may be improved taking advantage of techniques typical of the collisional approach.
Unlike the classical kinetic theory of rarefied gases, where microscopic interactions among gas molecules are described as binary collisions, the modelling of socioeconomic phenomena in a multi-agent system naturally requires to consider, in various situations, multiple interactions among the individuals. In this paper, we collect and discuss some examples related to economic and gambling activities. In particular, we focus on a linearisation strategy of the multiple interactions, which greatly simplifies the kinetic description of such systems while maintaining all their essential aggregate features, including the equilibrium distributions.
In this paper, we propose a kinetic model of traffic flow with uncertain binary interactions, which explains the scattering of the fundamental diagram in terms of the macroscopic variability of aggregate quantities, such as the mean speed and the flux of the vehicles, produced by the microscopic uncertainty. Moreover, we design control strategies at the level of the microscopic interactions among the vehicles, by which we prove that it is possible to dampen the propagation of such an uncertainty across the scales. Our analytical and numerical results suggest that the aggregate traffic flow may be made more ordered, hence predictable, by implementing such control protocols in driver-assist vehicles. Remarkably, they also provide a precise relationship between a measure of the macroscopic damping of the uncertainty and the penetration rate of the driver-assist technology in the traffic stream.
The kinetic description of vehicular traffic is one of the first examples in which methods of the statistical physics were applied to a particle system different from a standard gas. Such an approach was initiated by the Russian physicist Ilya Prigogine in the sixties, in an attempt to explain the emergence of collective properties as a result of individual ones in systems composed by human beings instead of molecules. Kinetic traffic models constitute nowadays a promising research line in the context of the multiscale aspects of Artificial Intelligence. Indeed, the coexistence of human and computer-based assistance is currently one of the main goals in vehicle dynamics, due to its potential ability to correct the sub-optimal behaviour of individual drivers and to produce beneficial impacts on traffic flow and road safety at larger scales. As an example, we mention the Advanced Driver-Assistance Systems (ADAS), which constitute a real interface between human drivers and machine-based decision making. In this talk, we will review the application of some classical mathematical methods of the kinetic theory, such as e.g., Boltzmann-type collisional equations and Fokker-Planck asymptotics, to these emerging topics in vehicular traffic modelling.
In this paper we consider a Boltzmann-type kinetic description of Follow-the-Leader traffic dynamics and we study the resulting asymptotic distributions, namely the counterpart of the Maxwellian distribution of the classical kinetic theory. In the Boltzmann-type equation we include a non-Maxwellian, viz. non-constant, collision kernel in order to exclude from the statistical model possibly unphysical interactions. In spite of the increased analytical difficulty caused by this further non-linearity, we show that a careful application of the quasi-invariant limit (an asymptotic procedure reminiscent of the grazing collision limit) successfully leads to a Fokker-Planck approximation of the original Boltzmann-type equation, whence stationary distributions can be explicitly computed. Our analytical results justify, from a genuinely model-based point of view, some empirical results found in the literature by interpolation of experimental data.
In this work we investigate the ability of a kinetic approach for traffic dynamics to predict speed distributions obtained through rough data. The present approach adopts the formalism of uncertainty quantification, since reaction strengths are uncertain and linked to different types of driver behaviour or different classes of vehicles present in the flow. Therefore, the calibration of the expected speed distribution has to face the reconstruction of the distribution of the uncertainty. We adopt experimental microscopic measurements recorded on a German motorway, whose speed distribution shows a multimodal trend. The calibration is performed by extrapolating the uncertainty parameters of the kinetic distribution via a constrained optimisation approach. The results confirm the validity of the theoretical setup.
In this paper we consider a kinetic description of follow-the-leader traffic models, which we use to study the effect of vehicle-wise driver-assist control strategies at various scales, from that of the local traffic up to that of the macroscopic stream of vehicles. We provide a theoretical evidence of the fact that some typical control strategies, such as the alignment of the speeds and the optimisation of the time headways, impact on the local traffic features (for instance, the speed and headway dispersion responsible for local traffic instabilities) but have virtually no effect on the observable macroscopic traffic trends (for instance, the flux/throughput of vehicles). This unobvious conclusion, which is in very nice agreement with recent field studies on autonomous vehicles, suggests that the kinetic approach may be a valid tool for an organic multiscale investigation and possibly design of driver-assist algorithms.
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a Monte Carlo approach in the phase space coupled with a stochastic Galerkin expansion in the random space. The proposed methods naturally preserve the positivity of the statistical moments of the solution and are capable to achieve high accuracy in the random space. Several tests on a kinetic alignment model with self propulsion validate the proposed methods both in the homogeneous and inhomogeneous setting, shading light on the influence of uncertainties in phase transition phenomena driven by noise such as their smoothing and confidence band.
We study the derivation of second order macroscopic traffic models from kinetic descriptions. In particular, we recover the celebrated Aw-Rascle model as the hydrodynamic limit of an Enskog-type kinetic equation out of a precise characterisation of the microscopic binary interactions among the vehicles. Unlike other derivations available in the literature, our approach unveils the multiscale physics behind the Aw-Rascle model. This further allows us to generalise it to a new class of second order macroscopic models complying with the Aw-Rascle consistency condition, namely the fact that no wave should travel faster than the mean traffic flow.
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, in various situations, multiple interactions among the individuals. In this paper, we collect and discuss some examples related to economic and gambling activities. In particular, we focus on a linearisation strategy of the multiple interactions, which greatly simplifies the kinetic description of such systems while maintaining all their essential aggregate features, including the equilibrium distributions.
We study the evolution in time of the statistical distribution of some addiction phenomena in a system of individuals. The kinetic approach leads to build up a novel class of Fokker-Planck equations describing relaxation of the probability density solution towards a generalized Gamma density. A qualitative analysis reveals that the relaxation process is very stable, and does not depend on the parameters that measure the main microscopic features of the addiction phenomenon.
We investigate the relaxation to equilibrium of the solution of a class of one-dimensional linear Fokker-Planck type equations that have been recently considered in connection with the study of addiction phenomena in a system of individuals. The steady states of these equations belong to the class of generalized Gamma densities. As a by-product of the relaxation analysis, we prove new weighted Poincaré and logarithmic Sobolev type inequalities for this class of densities.
We provide a mean-field description for a leader-follower dynamics with mass transfer among the two populations. This model allows the transition from followers to leaders and vice versa, with scalar-valued transition rates depending nonlinearly on the global state of the system at each time. We first prove the existence and uniqueness of solutions for the leader-follower dynamics, under suitable assumptions. We then establish, for an appropriate choice of the initial datum, the equivalence of the system with a PDE-ODE system, that consists of a continuity equation over the state space and an ODE for the transition from leader to follower or vice versa. We further introduce a stochastic process approximating the PDE, together with a jump process that models the switch between the two populations. Using a propagation of chaos argument, we show that the particle system generated by these two processes converges in probability to a solution of the PDE-ODE system. Finally, several numerical simulations of social interactions dynamics modeled by our system are discussed.
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution. The proposed methods are capable to preserve physical properties in the approximation of statistical moments of the problem like nonnegativity, entropy dissipation and asymptotic behaviour of the expected solution. The introduced methods are second order accurate in the transient regimes and high order for large times. We present applications of the developed schemes to the case of fixed and dynamic background distribution for models of collective behaviour.
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 individual and the aggregate levels has become the object of several investigations. In this paper, resorting to classical methods of the kinetic theory, we describe the behaviour of a multi-agent system of gamblers participating in lottery-type games on a virtual-item gambling market. The comparison with previous, often empirical, results highlights the ability of the kinetic approach to explain how the simple microscopic rules of a gambling-type game produce complex collective trends, which might be difficult to interpret precisely by looking only at the available data.
We study the derivation of second order macroscopic traffic models from kinetic descriptions. In particular, we recover the celebrated Aw-Rascle model as the hydrodynamic limit of an Enskog-type kinetic equation out of a precise characterisation of the microscopic binary interactions among the vehicles. Unlike other derivations available in the literature, our approach unveils the multiscale physics behind the Aw-Rascle model. This further allows us to generalise it to a new class of second order macroscopic models complying with the Aw-Rascle consistency condition, namely the fact that no wave should travel faster than the mean traffic flow.
In this paper, we discuss the passage to hydrodynamic equations for kinetic models of opinion formation. The considered kinetic models feature an opinion density depending on an additional microscopic variable, identified with the personal preference. This variable describes an opinion-driven polarisation process, leading finally to a choice among some possible options, as it happens e.g. in referendums or elections. Like in the kinetic theory of rarefied gases, the derivation of hydrodynamic equations is based on the computation of the local equilibrium distribution of the opinions from the underlying kinetic model. Several numerical examples validate the resulting model, shedding light on the crucial role played by the distinction between opinion and preference formation on the choice processes in multi-agent societies.
We study the rate of convergence to equilibrium of the solution of a Fokker-Planck type equation introduced in [19] to describe opinion formation in a multi-agent system. The main feature of this Fokker-Planck equation is the presence of a variable diffusion coefficient and boundaries, which introduce new challenging mathematical problems in the study of its long-time behavior.
Multi-agent systems can be successfully described by kinetic models, which allow one to explore the large scale aggregate trends resulting from elementary microscopic interactions. The latter may be formalised as collision-like rules, in the spirit of the classical kinetic approach in gas dynamics, but also as Markov jump processes, which assume that every agent is stimulated by the other agents to change state according to a certain transition probability distribution. In this paper we establish a parallelism between these two descriptions, whereby we show how the understanding of the kinetic jump process models may be improved taking advantage of techniques typical of the collisional approach.
In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are formulated in a one-dimensional setting, here we consider exclusively the two-dimensional case. We prove that the proposed schemes preserve fundamental structural properties like nonnegativity of the solution without restriction on the size of the mesh and entropy dissipation. Moreover, all the methods presented here are at least second order accurate in the transient regimes and arbitrarily high order for large times in the hypothesis in which the flux vanishes at the stationary state. Suitable numerical tests will confirm the theoretical results.
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 individual and the aggregate levels has become the object of several investigations. In this paper, resorting to classical methods of the kinetic theory, we describe the behaviour of a multi-agent system of gamblers participating in lottery-type games on a virtual-item gambling market. The comparison with previous, often empirical, results highlights the ability of the kinetic approach to explain how the simple microscopic rules of a gambling-type game produce complex collective trends, which might be difficult to interpret precisely by looking only at the available data.
In this paper, we propose a kinetic model of traffic flow with uncertain binary interactions, which explains the scattering of the fundamental diagram in terms of the macroscopic variability of aggregate quantities, such as the mean speed and the flux of the vehicles, produced by the microscopic uncertainty. Moreover, we design control strategies at the level of the microscopic interactions among the vehicles, by which we prove that it is possible to dampen the propagation of such an uncertainty across the scales. Our analytical and numerical results suggest that the aggregate traffic flow may be made more ordered, hence predictable, by implementing such control protocols in driver-assist vehicles. Remarkably, they also provide a precise relationship between a measure of the macroscopic damping of the uncertainty and the penetration rate of the driver-assist technology in the traffic stream.
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a Monte Carlo approach in the phase space coupled with a stochastic Galerkin expansion in the random space. The proposed methods naturally preserve the positivity of the statistical moments of the solution and are capable to achieve high accuracy in the random space. Several tests on a kinetic alignment model with self propulsion validate the proposed methods both in the homogeneous and inhomogeneous setting, shading light on the influence of uncertainties in phase transition phenomena driven by noise such as their smoothing and confidence bands.
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution called the background. The proposed methods are capable to preserve physical properties in the approximation of statistical moments of the problem like nonnegativity, entropy dissipation and asymptotic behaviour of the expected solution. The introduced methods are second order accurate in the transient regimes and high order for large times. We present applications of the developed schemes to the case of fixed and dynamic background distribution for models of collective behaviour.
We introduce and discuss kinetic models for wealth distribution which include both taxation and uniform redistribution. The evolution of the continuous density of wealth obeys a linear Boltzmann equation where the background density represents the action of an external subject on the taxation mechanism. The case in which the mean wealth is conserved is analyzed in full details, by recovering the analytical form of the steady states. These states are probability distributions of convergent random series of a special structure, called perpetuities. Among others, Gibbs distribution appears as steady state in case of total taxation and uniform redistribution.
In this paper, we discuss the passage to hydrodynamic equations for kinetic models of opinion formation. The considered kinetic models feature an opinion density depending on an additional microscopic variable, identified with the personal preference. This variable describes an opinion-driven polarisation process, leading finally to a choice among some possible options, as it happens e.g. in referendums or elections. Like in the kinetic theory of rarefied gases, the derivation of hydrodynamic equations is essentially based on the computation of the local equilibrium distribution of the opinions from the underlying kinetic model. Several numerical examples validate the resulting model, shedding light on the crucial role played by the distinction between opinion and preference formation on the choice processes in multi-agent societies.
We present a novel kinetic model of opinion formation on social networks, which takes into account a realistic statistical description of the background connectivity of the users of social media. The model is then coupled with a kinetic-type description of the spreading of the popularity of an online content (such as e.g., an advertisement, a message, a video and the like) based on the interactions of such a content with the evolving opinions of the users of the social network. Analytical investigations and numerical experiments show that the model is able to explain the emergence of time trends such as the rise and fall of the popularity of hashtags empirically observed in some recent social media campaigns. The model also provides preliminary hints on communication strategies which may foster the permeation of a content in the society.
We introduce and discuss kinetic models of opinion formation on social networks in which the distribution function depends on both the opinion and the connectivity of the agents. The opinion formation model is subsequently coupled with a kinetic model describing the spreading of popularity of a product on the web through a social network. Numerical experiments on the underlying kinetic models show a good qualitative agreement with some measured trends of hashtags on social media websites and illustrate how companies can take advantage of the network structure to obtain at best the advertisement of their products.
We develop a hierarchical description of traffic flow control by means of driver-assist vehicles aimed at the mitigation of speed-dependent road risk factors. Microscopic feedback control strategies are designed at the level of vehicle-to-vehicle interactions and then upscaled to the global flow via a kinetic approach based on a Boltzmann-type equation. Then first and second order hydrodynamic traffic models, which naturally embed the microscopic control strategies, are consistently derived from the kinetic-controlled framework via suitable closure methods. Several numerical examples illustrate the effectiveness of such a hierarchical approach at the various scales.
In this paper, we consider the development of numerical schemes for mean-field equations describing the collective behavior of a large group of interacting agents. The schemes are based on a generalization of the classical Chang–Cooper approach and are capable to preserve the main structural properties of the systems, namely nonnegativity of the solution, physical conservation laws, entropy dissipation, and stationary solutions. In particular, the methods here derived are second order accurate in transient regimes, whereas they can reach arbitrary accuracy asymptotically for large times. Several examples are reported to show the generality of the approach.