5 citations · 8 across the 5 of their papers we have counts for
5 papers
Robust Mathematical Formulation and Probabilistic Description of Agent-Based Computational Economic Market Models
Maximilian Beikirch, Simon Cramer, Martin Frank +3
In science and especially in economics, agent-based modeling has become a widely used modeling approach. These models are often formulated as a large system of difference equations…
Simulation of Stylized Facts in Agent-Based Computational Economic Market Models
Maximilian Beikirch, Simon Cramer, Martin Frank +3
We study the qualitative and quantitative appearance of stylized facts in several agent-based computational economic market (ABCEM) models. We perform our simulations with the SABC…
A Structured Approach to the Construction of Stable Linear Lattice-Boltzmann Collision Operators
Philipp Otte, Martin Frank
We introduce a structured approach to the construction of linear BGK-type collision operators ensuring that the resulting Lattice-Boltzmann methods are stable with respect to a wei…
SABCEMM-A Simulator for Agent-Based Computational Economic Market Models
Torsten Trimborn, Philipp Otte, Simon Cramer +3
We introduce the simulation tool SABCEMM (Simulator for Agent-Based Computational Economic Market Models) for agent-based computational economic market (ABCEM) models. Our simulati…
Derivation and Analysis of Lattice Boltzmann Schemes for the Linearized Euler Equations
Philipp Otte, Martin Frank
We derive Lattice Boltzmann (LBM) schemes to solve the Linearized Euler Equations in 1D, 2D, and 3D with the future goal of coupling them to an LBM scheme for Navier Stokes Equatio…