ERC Starting Grant · 2022
High-dimensional mathematical methods for LargE Agent and Particle systems
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 the simulation of high-dimensional problems, the high-dimensionality character coming either from the large number of particles or agents in the system, the high amount of features of each agent or…
From the public funding record at EU CORDIS. Describes the funded project, not the reviews below.