Gillespie Algorithms for Stochastic Multiagent Dynamics in Populations and Networks

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Naoki Masuda (State University of New York at Buffalo and Waseda University ) Christian L. Vestergaard (Institut Pasteur, CNRS, Paris)

Gillespie Algorithms for Stochastic Multiagent Dynamics in Populations and Networks

Naoki Masuda (State University of New York at Buffalo and Waseda University ), Christian L. Vestergaard (Institut Pasteur, CNRS, Paris)

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English

Cambridge University Press
05 January 2023

Discrete mathematics; Statistical physics; Mathematical physics; Maths for computer scientists

Series: Elements in the Structure and Dynamics of Complex Networks

Summary
Details

Many multiagent dynamics can be modeled as a stochastic process in which the agents in the system change their state over time in interaction with each other. The Gillespie algorithms are popular algorithms that exactly simulate such stochastic multiagent dynamics when each state change is driven by a discrete event, the dynamics is defined in continuous time, and the stochastic law of event occurrence is governed by independent Poisson processes. The first main part of this volume provides a tutorial on the Gillespie algorithms focusing on simulation of social multiagent dynamics occurring in populations and networks. The authors clarify why one should use the continuous-time models and the Gillespie algorithms in many cases, instead of easier-to-understand discrete-time models. The remainder of the Element reviews recent extensions of the Gillespie algorithms aiming to add more reality to the model (i.e., non-Poissonian cases) or to speed up the simulations. This title is also available as open access on Cambridge Core.

By: Naoki Masuda (State University of New York at Buffalo and Waseda University ), Christian L. Vestergaard (Institut Pasteur, CNRS, Paris)
Imprint: Cambridge University Press
Country of Publication: United Kingdom
Dimensions: Height: 228mm, Width: 151mm, Spine: 6mm
Weight: 170g
ISBN: 9781009239141
ISBN 10: 1009239147
Series: Elements in the Structure and Dynamics of Complex Networks
Pages: 106
Publication Date: 05 January 2023
Audience: General/trade , ELT Advanced
Format: Paperback
Publisher's Status: Active