CORDIS Project
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This project develops a new mathematical framework to enhance the simulation of high-dimensional particle and agent systems. It focuses on creating efficient numerical methods applicable in fields like materials science and stochastic game theory, addressing challenges in optimization and partial differential equations…
Interacting particle- or agent-based systems are ubiquitous in science.
They arise in an extremely wide variety of applications including materials science, biology, economics and social sciences.
Several mathematical models exist to account for the evolution of such systems at different scales, among which stand stochastic differential equations, optimal transport problems, Fokker-Planck equations or mean-field games systems.
However, all of them suffer from severe limitations when it comes to…
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