Computational Mathematics

Course objectives

The course is devoted to the study of multiscale approaches (micro-meso-macro) for multi-agent systems. Typical examples are: vehicular traffic, crowd dynamics, opinion dynamics, flocking/swarming, financial markets and so on. The course includes lab sessions for the computational part related to the numerica simulation of the models. 1. Knowledge and understanding Students who have passed the exam will know how to model and study qualitative properties of physical phenomena through several scales of representation: from the microscopic, to the kinetic and the macroscopic one. 2. Applied knowledge and understanding Students who have passed the exam will be able to use a efficient numerical techniques, deterministic and not, for the simulation of models, and they will be able to code the algorithms in C++ or MATLAB. 3. Making judgments Students will be able to evaluate the right representation scale of the given phenomenon, the results produced by their programs and to produce tests and simulations. 4. Communication skills Students will be able to present and explain the modeling choices, the properties of the models, either at the blackboard and/or using a computer. 5. Learning skills The acquired knowledge will construct the basis to study more research topics related to the modeling of multi-agent systems.

Channel 1
GIUSEPPE VISCONTI Lecturers' profile

Program - Frequency - Exams

Course program
- Microscopic multi-agent models: vehicular traffic, opinion dynamics, flocking/swarming phenomena, financial markets, etc. - Optimal control of multi-agent models: Pontryagin's maximum principle, derivation of the optimality system and numerical implementation - Macroscopic scale: Introduction to linear hyperbolic systems. Micro-to-macro limit, for example in the case of traffic. Relaxation methods Kinetic scale: Boltzmann-type equations for binary interactions. Applications to opinion dynamics and vehicular traffic. Monte Carlo method. Numerical solution of kinetic equations using Direct Simulation Monte Carlo
Prerequisites
Theory and numerical methods for ordinary differential equations, foundation of probability and analysis of PDE, C++ or Matlab programming language.
Books
- G. Alldredge, M. Frank, M. Herty, T. Trimborn. Kinetic Description of Interacting Multi-Agent Systems. Lecture Notes, RWTH Aachen University, 2019. - R. J. LeVeque. Numerical methods for conservation laws. Birkhaeuser, 1992. - S. Mishra, U.S. Fjordholm, R. Abgrall. Numerical methods for conservation laws and related equations. Lecture Notes. - L. Pareschi, G. Toscani. Interacting multiagent systems. Kinetic equations and Monte Carlo methods. Oxford University Press, 2013. - L. Pareschi, G. Russo. An Introduction to Monte Carlo method for the Boltzmann equation. ESAIM: Proc., 10:35-75, 2001. - G. Puppo. Kinetic models of BGK type and their numerical integration. Rivista Matematica dell'Università di Parma, 299-349, 2019. - F. Golse. On the Dynamics of Large Particle Systems in the Mean Field Limit. arXiv:1304:5494, 2013.
Teaching mode
Registration on the course page on e-Learning Sapienza is recommended.
Frequency
Attendance is not compulsory, but recommended.
Exam mode
Final oral exam, based on the topics of the course and on the lab sessions. The lab exercises must be submitted before you can sit the final exam and discussed during the oral exam.
Bibliography
- G. Alldredge, M. Frank, M. Herty, T. Trimborn. Kinetic Description of Interacting Multi-Agent Systems. Lecture Notes, RWTH Aachen University, 2019. - R. J. LeVeque. Numerical methods for conservation laws. Birkhaeuser, 1992. - S. Mishra, U.S. Fjordholm, R. Abgrall. Numerical methods for conservation laws and related equations. Lecture Notes. - L. Pareschi, G. Toscani. Interacting multiagent systems. Kinetic equations and Monte Carlo methods. Oxford University Press, 2013. - L. Pareschi, G. Russo. An Introduction to Monte Carlo method for the Boltzmann equation. ESAIM: Proc., 10:35-75, 2001. - G. Puppo. Kinetic models of BGK type and their numerical integration. Rivista Matematica dell'Università di Parma, 299-349, 2019. - F. Golse. On the Dynamics of Large Particle Systems in the Mean Field Limit. arXiv:1304:5494, 2013.
Lesson mode
Lectures, exercise and lab sessions. Registration on the course page on e-Learning Sapienza is recommended. Office hours: by appointment (email).
SIMONE CACACE Lecturers' profile

Program - Frequency - Exams

Course program
- Microscopic multi-agent models: vehicular traffic, opinion dynamics, flocking/swarming phenomena, financial markets, etc. - Optimal control of multi-agent models: Pontryagin's maximum principle, derivation of the optimality system and numerical implementation - Macroscopic scale: Introduction to linear hyperbolic systems. Micro-to-macro limit, for example in the case of traffic. Relaxation methods Kinetic scale: Boltzmann-type equations for binary interactions. Applications to opinion dynamics and vehicular traffic. Monte Carlo method. Numerical solution of kinetic equations using Direct Simulation Monte Carlo
Prerequisites
Theory and numerical methods for ordinary differential equations, foundation of probability and analysis of PDE, C++ or Matlab programming language.
Books
- G. Alldredge, M. Frank, M. Herty, T. Trimborn. Kinetic Description of Interacting Multi-Agent Systems. Lecture Notes, RWTH Aachen University, 2019. - R. J. LeVeque. Numerical methods for conservation laws. Birkhaeuser, 1992. - S. Mishra, U.S. Fjordholm, R. Abgrall. Numerical methods for conservation laws and related equations. Lecture Notes. - L. Pareschi, G. Toscani. Interacting multiagent systems. Kinetic equations and Monte Carlo methods. Oxford University Press, 2013. - L. Pareschi, G. Russo. An Introduction to Monte Carlo method for the Boltzmann equation. ESAIM: Proc., 10:35-75, 2001. - G. Puppo. Kinetic models of BGK type and their numerical integration. Rivista Matematica dell'Università di Parma, 299-349, 2019. - F. Golse. On the Dynamics of Large Particle Systems in the Mean Field Limit. arXiv:1304:5494, 2013.
Frequency
Attendance is not compulsory, but recommended.
Exam mode
Final oral exam, based on the topics of the course and on the lab sessions. The lab exercises must be submitted before you can sit the final exam and discussed during the oral exam.
Bibliography
- G. Alldredge, M. Frank, M. Herty, T. Trimborn. Kinetic Description of Interacting Multi-Agent Systems. Lecture Notes, RWTH Aachen University, 2019. - R. J. LeVeque. Numerical methods for conservation laws. Birkhaeuser, 1992. - S. Mishra, U.S. Fjordholm, R. Abgrall. Numerical methods for conservation laws and related equations. Lecture Notes. - L. Pareschi, G. Toscani. Interacting multiagent systems. Kinetic equations and Monte Carlo methods. Oxford University Press, 2013. - L. Pareschi, G. Russo. An Introduction to Monte Carlo method for the Boltzmann equation. ESAIM: Proc., 10:35-75, 2001. - G. Puppo. Kinetic models of BGK type and their numerical integration. Rivista Matematica dell'Università di Parma, 299-349, 2019. - F. Golse. On the Dynamics of Large Particle Systems in the Mean Field Limit. arXiv:1304:5494, 2013.
Lesson mode
Lectures, exercise and lab sessions. Registration on the course page on e-Learning Sapienza is recommended. Office hours: by appointment (email).
  • Lesson code10605747
  • Academic year2025/2026
  • CourseApplied Mathematics
  • CurriculumMatematica per Data Science - 11
  • Year1st year
  • Semester2nd semester
  • SSDMAT/08
  • CFU6