Numerical Simulation of a Stochastic Two Interacting Agents System

Student: Likhoedenko Andrei

Educational Programme: Statistical Modelling and Actuarial Science (Master)

Final Grade: 10

Year of Graduation: 2019

In this paper, we consider a stochastic model with elastic collision. It is shown that this model, which describes the agent with its position and velocity, is equivalent to a two-agent model. The coordinate of an agent is restricted to some domain by changing its velocity with the additional force, which acts only when the agent hits the boundary of that domain. The approximation of this model is analyzed, and the simulations are carried out.

Full text (added June 3, 2019)

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