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About Lorenzo Pareschi
Applied mathematics is concerned with the construction, analysis and interpretation of mathematical models that can shed light on significant problems of the natural sciences as well as our daily lives. To this set of problems belongs the description of the collective behaviours of complex systems composed by a large enough number of individuals. Examples of such systems are interacting agents in a financial market, potential voters during political elections, or groups of animals with a
tendency to flock or herd. Among other possible approaches, this book provides a step-by-step introduction to the mathematical modelling based on a mesoscopic description and the construction of efficient simulation algorithms by Monte Carlo methods.
The arguments of the book cover various applications, from the analysis of wealth distributions, the formation of opinions and choices, the price dynamics in a financial market, to the description of cell mutations and the swarming of birds and fishes. By means of methods inspired by the kinetic theory of rarefied gases, a robust approach to mathematical modelling and numerical simulation of multi-agent systems is presented in detail. The content is a useful reference text for applied
mathematicians, physicists, biologists and economists who want to learn about modelling and approximation of such challenging phenomena.
This book explores recent advances in uncertainty quantification for hyperbolic, kinetic, and related problems. The contributions address a range of different aspects, including: polynomial chaos expansions, perturbation methods, multi-level Monte Carlo methods, importance sampling, and moment methods. The interest in these topics is rapidly growing, as their applications have now expanded to many areas in engineering, physics, biology and the social sciences. Accordingly, the book provides the scientific community with a topical overview of the latest research efforts.
Using examples from finance and modern warfare to the flocking of birds and the swarming of bacteria, the collected research in this volume demonstrates the common methodological approaches and tools for modeling and simulating collective behavior.
The topics presented point toward new and challenging frontiers of applied mathematics, making the volume a useful reference text for applied mathematicians, physicists, biologists, and economists involved in the modeling of socio-economic systems.