10 papers
Mean-field control variate methods for kinetic equations with uncertainties and applications to socio-economic sciences
Lorenzo Pareschi, Torsten Trimborn, Mattia Zanella
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…
Simplified ResNet approach for data driven prediction of microstructure-fatigue relationship
Christian Gebhardt, Torsten Trimborn, Felix Weber +3
The heterogeneous microstructure in metallic components results in locally varying fatigue strength. Metal fatigue strongly depends on size and shape of non-metallic inclusions and…
Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model
Maximilian Beikirch, Torsten Trimborn
The Levy-Levy-Solomon model (A microscopic model of the stock market: cycles, booms, and crashes, Economic Letters 45 (1))is one of the most influential agent-based economic market…
From Disequilibrium Markets to Equilibrium
Christian Lax, Torsten Trimborn
The modeling of financial markets as disequilibrium models by ordinary differential equations has become a popular modeling tool. One famous example of such a model is the Beja-Gol…
Stylized Facts and Agent-Based Modeling
Simon Cramer, Torsten Trimborn
The existence of stylized facts in financial data has been documented in many studies. In the past decade the modeling of financial markets by agent-based computational economic ma…
Recent developments in controlled crowd dynamics
M. K. Banda, M. Herty, T. Trimborn
We survey recent results on controlled particle systems. The control aspect introduces new challenges in the discussion of properties and suitable mean field limits. Some of the as…