Recent kernel methods for interacting particle systems: first numerical results

European Journal of Applied Mathematics, vol. 36, pp. 464–489

Abstract

Abstract Interacting particle systems (IPSs) are a very important class of dynamical systems, arising in different domains like biology, physics, sociology and engineering. In many applications, these systems can be very large, making their simulation and control, as well as related numerical tasks, very challenging. Kernel methods, a powerful tool in machine learning, offer promising approaches for analyzing and managing IPS. This paper provides a comprehensive study of applying kernel methods to IPS, including the development of numerical schemes and the exploration of mean-field limits. We present novel applications and numerical experiments demonstrating the effectiveness of kernel methods for surrogate modelling and state-dependent feature learning in IPS. Our findings highlight the potential of these methods for advancing the study and control of large-scale IPS.

Authors 4

1. Christian Fiedler Aachen Institute for Data Science in Mechanical Engineering

   RWTH Aachen University

   Affiliation as printed

   Institute for Data Science in Mechanical Engineering, RWTH Aachen University, Aachen, Germany

2. Michaël Herty Aachen Institut für Geometrie und Praktische Mathematik

   RWTH Aachen University

   Affiliation as printed

   Institut für Geometrie und Praktische Mathematik, RWTH Aachen University, Aachen, Germany

3. Chiara Segala corresponding Aachen Institut für Geometrie und Praktische Mathematik

   RWTH Aachen University

   Affiliation as printed

   Institut für Geometrie und Praktische Mathematik, RWTH Aachen University, Aachen, Germany

4. Sebastian Trimpe Aachen Institute for Data Science in Mechanical Engineering

   RWTH Aachen University

   Affiliation as printed

   Institute for Data Science in Mechanical Engineering, RWTH Aachen University, Aachen, Germany