Entrance hall of the ICMS Workshop

Kinetic and Mean-field models in the Socio-Economic Sciences

Jul 27, 2009 - Jul 31, 2009

e-Science Centre, 15 South College Street, Edinburgh

Organisers

Name Institution
Burger, Martin Westfälische Wilhelms-Universität Münster
Carrillo, José A Imperial College London
Di Francesco, Marco University of L'Aquila
Markowich, Peter KAUST/University of Cambridge

 

Mean-field and kinetic equations in socio-economic applications are approaches of strongly increasing importance and high potential for future quantitative research. These techniques relate well to the nowadays wide-spread agent-based models, several approaches have been developed to coarse-grain the agent-based description. The coarse-graining itself is already a mathematically challenging topic, which requires modern and partly still to be developed techniques, and there are further open and challenging questions to be answered for the resulting mean-field and kinetic equations (structure of solutions, analysis of model properties, numerical solution, asymptotic limits, optimal control / design, …). This workshop will be mostly focused in particular on the following recently developed topics:

  • Models for opinion formation: Microscopic models of both social and political phenomena describing collective behaviours and self-organization in a society framed within the methodologies of statistical mechanics. Description of opinion formation by mean-field PDEs of diffusive type. Models derived by coarse-graining microscopic interaction models based on Brownian agents.
  • Models for human crowds: Microscopic models for local and nonlocal interaction, panic models, pedestrian flow in presence of a target.
  • Models using conservation laws, saturated diffusion, eikonal-type coupling.
  • Models for financial markets: Differential games, models with transition rates, Brownian agents, models with heterogeneity of agents (traders) and their interaction in the modelling, coarse-grained to mean-field or kinetic PDEs (or systems thereof). Implications of heterogeneous agents on asset pricing and optimal portfolio management.
  • Models for wealth distribution analysis: Pareto type models, kinetic models of an open market economy. Boltzmann-type and Fokker-Planck type models.

 

Arrangements

Venue
The workshop will be held at 15 South College Street, Edinburgh. All lectures will be held in the Newhaven Lecture Theatre. To view this room and a list of the visual equipment available click here. In addition, two blackboards have recently been installed. Follow this link for a map showing the location of 15 South College Street, or this map may also prove useful.

Wireless Access The workshop venue, 15 South College Street, has wireless access throughout. On arrival at Registration you will be given instructions and a code for accessing the wireless network.

Travel
Information about travel to the UK and Edinburgh is available here.

Lothian buses charge £1.20 for a single, £3.00 for a day ticket. Please note that the exact fare is required and no change is given.

Accommodation
ICMS will arrange accommodation for participants who require it. Participants are also free to make their own arrangements. A list of Edinburgh accommodation of various sorts and prices can be found on the Accommodation Page on the ICMS web site. Section 4 is particularly relevant. July is busy in Edinburgh and early booking is recommended.

Meals and Refreshments
Buffet lunches will be provided on Monday 27 July and Friday 31 July only. For the remainder of the days, participants are free to go out for lunch and explore the many cafes, restaurants, sandwich shops and bars in the surrounding area. On arrival we will provide you with a ‘welcome’ pack which will contain information about eating places nearby.

Morning and afternoon refreshments will be provided throughout the workshop.

There will be an informal wine reception at 14 India Street, on Monday 27 July as well as an informal supper at Nargile on Tuesday 28 July.

The workshop dinner will take place at Blonde on the evening of Wednesday 29 July.

Computer access
At Registration you will be issued with a password for the wireless network at 15 South College Street. If you wish to use a computer while in 15 South College Street please ask a member of the ICMS staff.

Registration
Registration will take place on Monday 27 July in the Chapterhouse on the ground floor of 15 South College Street.

Financial Arrangements
Unless otherwise specified in your invitation letter, the workshop grant will cover the cost of your bed and breakfast accommodation, tea/coffee throughout the workshop, lunch on Monday and Friday only, the wine reception, the informal supper on Tuesday and the Workshop Dinner on Wednesday evening.

If we have agreed to pay some of your travel costs, you will be informed by email. Reimbursement will take place after the workshop and will involve payment directly into your bank account. At Registration you will be given an expenses claim form and this should be submitted to ICMS, with original receipts. It would be helpful if you could bring your bank details to the workshop. In addition to the bank account number, participants from the USA and Canada will require their bank’s routing number, those from the UK will be asked for the bank sort code, and those from Europe and the rest of the world, their IBAN and SWIFT/BIC code. We cannot reimburse any item without a signed claim form and original receipts.

Programme

Provisional programme - subject to change

Monday 27 July 2009
08.30 - 09.30 Registration Ground Floor, 15 South College Street
09.30 - 10.15 Dirk Helbing (ETH Zurich)
A kinetic approach to Game Theory: from opinions to norms
10.15 - 11.00 Michel Rascle (University of Nice) pdf
Nonlinear waves and oscillations in mathematical models of traffic flow
11.00-11.25 Coffee break
11.25 - 11.50 Olivier Guéant (Université Paris-Dauphine)
A reference case for mean field games
11.50 - 12.15 Maria Pia Gualdani (The University Of Texas at Austin)
Global existence of a free boundary problem with non-standard sources
12.15 - 12.40 Jan Pietschmann (University of Cambridge) pdf
On a parabolic free boundary problem modeling price formation
12.40 - 14.45 Buffet lunch, Chapterhouse, Ground Floor, 15 South College Street
14.45 - 15.30 Eli Ben Naim (Los Alamos National Laboratory) pdf
Bifurcations and patterns in opinion dynamics
15.30-15.55

Richard Tsai (The University Of Texas at Austin)
Efficient solutions for a class of inverse source problems in domains with obstacles

15.55 - 17.00 Coffee break and discussion
18.00 - 19.30 Wine Reception, 14 India Street, Edinburgh

Tuesday 28 July 2009
09.15 - 10.00 Andrea Bertozzi (University of California, Los Angeles)
Mathematical modelling of crime
10.00 - 10.45 Bikas Chakrabahrti (Saha Institute of Nuclear Physics) pdf
Kinetic models for markets and their microeconomic foundations
10.45 - 11.15 Coffee break
11.15 - 11.40 Jian Guo Liu (Duke University)
A simple proof of Cucker-Smale flocking dynamics and the mean field limit
11.40 - 12.05 Daniel Matthes (Vienna University of Technology)
Distribution of wealth in market economies - a kinetic approach
12.05 - 12.30 Martin Short (University of California, Los Angeles)
Modelling the formation and dynamics of crime hotspots
12.30 - 14.45 Lunch
14.45 - 15.30 Barbara Niethammer (University of Oxford)
Dynamics and self-similarity in min-driven clustering
15.30-15.55 Maria Rita D'Orsogna (CSUN)
Patterns, stability and collapse for interacting agents
15.55 - 16.10 Coffee break
16.10 - 16.35 José Cañizo (Universitat Autònoma de Barcelona) pdf
Well-posedness in a space of measures of kinetic models for collective motion
16.35 - 17.00
Jesus Rosado (Universitat Autònoma de Barcelona)
A refined result of flocking for the Cucker-Smale model
18.30 15 South College Street closes
19.00 Informal meal at Nargile, Hanover Street, Edinburgh

Wednesday 29 July 2009
09.15 - 10.00 Giuseppe Toscani (University of Pavia)
A kinetic approach to the formation of wealth distribution curves
10.00 - 10.45 Lorenzo Pareschi (University of Ferrara)
Kinetic modelling of financial markets
10.45 - 11.15 Coffee break
11.15 - 11.40 Stephane Cordier (Université d'Orleans) pdf
Mesoscopic modelling of financial markets
11.40 - 12.05 Bertram Düring (Vienna University of Technology) pdf
Kinetic modelling of opinion leadership
12.05 - 12.30

Francesco Salvarani (Universita' degli Studi di Pavia)
A kinetic approach to the study of opinion formation

12.30 - 14.45 Lunch
14.45 - 15.30 Michael Grinfeld (University of Strathclyde) pdf
Locating the threshold in Bak-Sneppen type models
15.30-15.55 Corrado Lattanzio (Università degli Studi dell'Aquila) pdf
Flocking and synchronization of particle models
15.55 - 17.00 Coffee break and discussion
18.30 15 South College Street closes
19.00 Workshop Dinner, Blonde, Edinburgh

Thursday 30 July 2009
09.15- 10.00 Ansgar Jeungel (Vienna University of Technology) pdf
Cross-diffusion models in biology
10.00 - 10.45 Charlotte Hemelrijk (University of Groningen)
Simple local interactions explain complex aerial displays of thousands of starlings
10.45 - 11.15 Coffee break
11.15 - 11.40 Klemens Fellner (Université d'Orleans) pdf
On non-local interaction equations
11.40 - 12.05 Bärbel Schlake (University of Munster) pdf
Nonlinear cross diffusion models for crowds
12.05 - 12.30 Adrien Blanchet (Université de Toulouse)
Regular and singular points in the parabolic obstacle problem and application to American options
12.30 - 14.00 Buffet lunch, Chapterhouse, Ground Floor, 15 South College Street
14.00 - 17.30 Knowledge Transfer networking event
14.00 - 14.55 David Simmons (Benfield Group)
Modelling with Limited Loss Data in the Reinsurance Industry
14.55 - 15.50 Darren Unwin (Heriot-Watt University)
Using game theory to engage stakeholders and develop catchment flood risk management plans
15.50 - 16.30 Coffee and discussions

Friday 31 July 2009
9.00 - 9.45 Ingenuin Gasser (University of Hamburg) pdf
On a Model for a Solar Updraft Tower
09.45 - 10.15

Mariko Arisawa (University of Cambridge)
Stochastic volatility model with jumps - viscosity solution’s approach

10.15 - 10.40

Marie Therese Wolfram (University of Cambridge)
Ion channels and beyond

10.40 - 11.15 Coffee break
11.15 - 11.40 Alethea Barbaro (University of California, Los Angeles) pdf
Fish migration, interacting particles, and scaling laws
11.40 - 12.05

Massimo Fornasier (RICAM) pdf
Kinetic models for flocking

12.05 - 12.20
Peter Markowich (University of Cambridge)
tba
12.20 Close of workshop. 15 South College Street will close at 13.30.

Presentations:

Presentation Details
Arisawa, Mariko
Stochastic volatility model with jumps - viscosity solution’s approach
View Abstract Down
Barbaro, Alethea
Fish migration, interacting particles, and scaling laws
View Abstract Down
Ben Naim, Eli
Bifurcations and patterns in opinion dynamics
View Abstract Down
Bertozzi, Andrea
Mathematical modelling of crime
View Abstract Down
Blanchet, Adrien
Regular and singular points in the parabolic obstacle problem and application to American options
View Abstract Down
Cañizo, José Alfredo
Well-posedness in a space of measures of kinetic models for collective motion
View Abstract Down
Chakrabarti, Bikas
Kinetic models for markets and their microeconomic foundations
View Abstract Down
Cordier, Stephane
Mesoscopic modelling of financial markets
View Abstract Down
D'Orsogna, Maria Rita
Patterns, stability and collapse for interacting agents
View Abstract Down
Düring, Bertram
Kinetic modelling of opinion leadership
View Abstract Down
Fellner, Klemens
On non-local interaction equations
View Abstract Down
Fornasier, Massimo
Kinetic models for flocking
View Abstract Down
Gasser, Ingenuin
On a model for a solar updraft tower
Grinfeld, Michael
Locating the threshold in Bak-Sneppen type models
View Abstract Down
Gualdani, Maria Pia
Global existence of a free boundary problem with non-standard sources
View Abstract Down
Guéant, Olivier
A reference case for mean field games
View Abstract Down
Helbing, Dirk
A kinetic approach to Game Theory: from opinions to norms
Hemelrijk, Charlotte
Simple local interactions explain complex aerial displays of thousands of starlings
View Abstract Down
Juengel, Ansgar
Cross-diffusion models in biology
View Abstract Down
Lattanzio, Corrado
Flocking and synchronization of particle models
View Abstract Down
Liu, Jian Guo
A simple proof of Cucker-Smale flocking dynamics and the mean field limit
View Abstract Down
Matthes, Daniel
Distribution of wealth in market economies - a kinetic approach
View Abstract Down
Niethammer, Barbara
Dynamics and self-similarity in min-driven clustering
View Abstract Down
Pareschi, Lorenzo
Kinetic modelling of financial markets
View Abstract Down
Pietschmann, Jan-Frederik
On a parabolic free boundary problem modelling price formation
View Abstract Down
Rascle, Michel
Nonlinear waves and oscillations in mathematical models of traffic flow
View Abstract Down
Rosado, Jesus
A refined result of flocking for the Cucker-Smale model
View Abstract Down
Salvarani, Francesco
A kinetic approach to the study of opinion formation
View Abstract Down
Schlake, Bärbel
Nonlinear cross diffusion models for crowds
View Abstract Down
Short, Martin
Modelling the formation and dynamics of crime hotspots
View Abstract Down
Simmons, David
Modelling with limited loss data in the Reinsurance Industry
View Abstract Down
Toscani, Giuseppe
A kinetic approach to the formation of wealth distribution curves
View Abstract Down
Tsai, Richard
Efficient solutions for a class of inverse source problems in domains with obstacles
View Abstract Down
Unwin, Darren
Using Game Theory to engage stakeholders and develop catchment flood risk management plans
View Abstract Down
Wolfram, Marie-Therese

Participants

Name Institution
Arisawa, Mariko University of Cambridge
Barbaro, Alethea Case Western Reserve University
Ben Naim, Eli Los Alamos National Laboratory
Bertozzi, Andrea University of California, Los Angeles
Blanchet, Adrien Université de Toulouse
Burger, Martin Westfälische Wilhelms-Universität Münster
Cañizo, José Alfredo Universitat Autònoma de Barcelona
Carrillo, José A Imperial College London
Chakrabarti, Bikas Saha Institute of Nuclear Physics
Cordier, Stephane Université d'Orleans
D'Orsogna, Maria Rita CSUN
Di Francesco, Marco University of L'Aquila
Düring, Bertram University of Sussex
Fellner, Klemens University of Cambridge
Fornasier, Massimo RICAM
Franek, Marzena University of Munster
Gasser, Ingenuin University of Hamburg
Grinfeld, Michael University of Strathclyde
Gualdani, Maria Pia University Of Texas at Austin
Guéant, Olivier Université Paris-Dauphine
Helbing, Dirk ETH Zurich
Hemelrijk, Charlotte University of Groningen
Juengel, Ansgar Vienna University of Technology
Lattanzio, Corrado Università degli Studi dell'Aquila
Liu, Jian Guo Duke University
Maldarella, Dario University of Ferrara
Markowich, Peter KAUST/University of Cambridge
Matthes, Daniel Technische Universität München
Maurizi, Amelio University of L'Aquila
Niethammer, Barbara University of Bonn
Pareschi, Lorenzo University of Ferrara
Pietschmann, Jan-Frederik Technische Universität Darmstadt
Rascle, Michel University of Nice
Rosado, Jesus Universitat Autònoma de Barcelona
Salvarani, Francesco Università degli Studi di Pavia
Schlake, Bärbel University of Munster
Short, Martin University of California, Los Angeles
Simmons, David Benfield Group
Toscani, Giuseppe University of Pavia
Tsai, Richard The University of Texas at Austin
Unwin, Darren Heriot-Watt University
Wolfram, Marie-Therese Austrian Academy of Sciences