7 papers
Feedback approaches for set-point stabilization of interacting particle systems
Daniel Jannik Happ, Birgit Jacob, Claudia Totzeck
We explore the problem of asymptotically stabilizing a class of interacting particle systems to a prescribed particle configuration with zero velocity. The class of interacting par…
A Consensus-based optimization algorithm using Gaussian processes for global optimization problems in Sobolev spaces
Mahmoud Khatab, Claudia Totzeck
We propose an algorithm to approximate solutions of global optimization problems in Sobolev spaces that follows the spirit of Consensus-based algorithms in finite dimensions. The m…
Erratum and original of Port-Hamiltonian structure of interacting particle systems and its mean-field limit
Jannik Daun, Daniel Jannik Happ, Birgit Jacob +1
We derive a minimal port-Hamiltonian formulation of a general class of interacting particle systems driven by alignment and potential-based force dynamics which include the Cucker-…
Emergent Cooperative Driving Strategies for Stop-and-Go Wave Mitigation via Multi-Agent Reinforcement Learning
Raphael Korbmacher, Daniel Straub, Antoine Tordeux +1
Stop-and-go waves in traffic flow pose a persistent challenge, compromising safety, efficiency, and environmental sustainability. This paper introduces a novel mitigation strategy…
A Space Mapping approach for the calibration of financial models with the application to the Heston model
Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt
We present a novel approach for parameter calibration of the Heston model for pricing an Asian put option, namely space mapping. Since few parameters of the Heston model can be dir…
CBX: Python and Julia packages for consensus-based interacting particle methods
Rafael Bailo, Alethea Barbaro, Susana N. Gomes +4
We introduce CBXPy and ConsensusBasedX.jl, Python and Julia implementations of consensus-based interacting particle systems (CBX), which generalise consensus-based optimization met…