Data-driven model reduction of agent-based systems using the Koopman generator

Jan-Hendrik Niemann, Stefan Klus and Christof Schütte

PLOS ONE, 2021, vol. 16, issue 5, 1-23

Abstract: The dynamical behavior of social systems can be described by agent-based models. Although single agents follow easily explainable rules, complex time-evolving patterns emerge due to their interaction. The simulation and analysis of such agent-based models, however, is often prohibitively time-consuming if the number of agents is large. In this paper, we show how Koopman operator theory can be used to derive reduced models of agent-based systems using only simulation data. Our goal is to learn coarse-grained models and to represent the reduced dynamics by ordinary or stochastic differential equations. The new variables are, for instance, aggregated state variables of the agent-based model, modeling the collective behavior of larger groups or the entire population. Using benchmark problems with known coarse-grained models, we demonstrate that the obtained reduced systems are in good agreement with the analytical results, provided that the numbers of agents is sufficiently large.

Date: 2021
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0250970

DOI: 10.1371/journal.pone.0250970

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