Mean-field control variate methods for kinetic equations with uncertainties and applications to socio-economic sciences

L. Pareschi, T. Trimborn, M. Zanella

Preprint arXiv, 2021.

In this paper, we extend a recently introduced multi-fidelity control variate for the uncertainty quantification of the Boltzmann equation to the case of kinetic models arising in the study of multiagent systems. For these phenomena, where the effect of uncertainties is particularly evident, several models have been developed whose equilibrium states are typically unknown. In particular, we aim to develop efficient numerical methods based on solving the kinetic equations in the phase space by Direct Simulation Monte Carlo (DSMC) coupled to a Monte Carlo sampling in the random space. To this end, exploiting the knowledge of the corresponding mean-field approximation we develop novel mean-field Control Variate (MFCV) methods that are able to strongly reduce the variance of the standard Monte Carlo sampling method in the random space. We verify these observations with several numerical examples based on classical models , including wealth exchanges and opinion formation model for collective phenomena.

Kinetic derivation of Aw-Rascle-Zhang-type traffic models with driver-assist vehicles

G. Dimarco, A. Tosin, M. Zanella

Preprint arXiv, 2021.

In this paper, we derive second order hydrodynamic traffic models from kinetic-controlled equations for driver-assist vehicles. At the vehicle level we take into account two main control strategies synthesising the action of adaptive cruise controls and cooperative adaptive cruise controls. The resulting macroscopic dynamics fulfil the anisotropy condition introduced in the celebrated Aw-Rascle-Zhang model. Unlike other models based on heuristic arguments, our approach unveils the main physical aspects behind frequently used hydrodynamic traffic models and justifies the structure of the resulting macroscopic equations incorporating driver-assist vehicles. Numerical insights show that the presence of driver-assist vehicles produces an aggregate homogenisation of the mean flow speed, hich may also be steered towards a suitable desired speed in such a way that optimal flows and traffic stabilisation are reached

 

Kinetic-controlled hydrodynamics for multilane traffic models

R. Borsche, A. Klar, M. Zanella

Preprint arXiv, 2020

We study the application of a recently introduced hierarchical description of traffic flow control by driver-assist vehicles to include lane changing dynamics. Lane-dependent feedback control strategies are implemented at the level of vehicles and the aggregate trends are studied by means of Boltzmann-type equations determining three different hydrodynamics based on the lane switching frequency. System of first order macroscopic equations describing the evolution of densities along the lanes are then consistently determined through a suitable closure strategy. Numerical examples are then presented to illustrate the features of the proposed hierarchical approach.

Social contacts and the spread of infectious diseases

G. Dimarco, B. Perthame, G. Toscani, M. Zanella

Preprint arXiv, 2020.

Motivated by the COVID-19 pandemic, we introduce a mathematical description of the impact of sociality in the spread of infectious diseases by integrating an epidemiological dynamic with a kinetic modeling of population-based contacts. The kinetic description leads to study the evolution over time of Boltzmann type equations describing the number densities of social contacts of susceptible, infected and recovered individuals, whose proportions are driven by a classical compartmental model in epidemiology. Explicit calculations show that the spread of the disease is closely related to the mean number of contacts, thus justifying the lockdown strategies assumed by governments to prevent them. Furthermore, the kinetic model allows to clarify how a selective control can be assumed to achieve a minimal lockdown strategy by only reducing individuals undergoing a very large number of daily contacts. This, in turns, could permit to maintain at best the economic activities which would seriously suffer from a total closure policy. Numerical simulations confirm the ability of the model to describe different phenomena characteristic of the rapid spread of an epidemic. A last part is dedicated to fit numerical solutions of the proposed model with experimental data coming from different European countries

 

Control of tumour growth distributions through kinetic methods

L. Preziosi, G. Toscani, M. Zanella

Journal of Theoretical Biology, to appear. (Preprint arXiv)

The mathematical modeling of tumor growth has a long history, and has been mathematically formulated in several different ways. Here we tackle the problem in the case of a continuous distribution using mathematical tools from statistical physics. To this extent, we introduce a novel kinetic model of growth which highlights the role of microscopic transitions in determining a variety of equilibrium distributions. At variance with other approaches, the mesoscopic description in terms of elementary interactions allows to design precise microscopic feedback control therapies, able to influence the natural tumor growth and to mitigate the risk factors involved in big sized tumors. We further show that under a suitable scaling both the free and controlled growth models correspond to Fokker–Planck type equations for the growth distribution with variable coefficients of diffusion and drift, whose steady solutions in the free case are given by a class of generalized Gamma densities which can be characterized by fat tails. In this scaling the feedback control produces an explicit modification of the drift operator, which is shown to strongly modify the emerging distribution for the tumor size. In particular, the size distributions in presence of therapies manifest slim tails in all growth models, which corresponds to a marked mitigation of the risk factors. Numerical results confirming the theoretical analysis are also presented.

 

Relaxing lockdown measures in epidemic outbreaks using selective socio-economic containment with uncertainty

G. Albi, L. Pareschi, M. Zanella

Preprint medrXiv, 2020

After an initial phase characterized by the introduction of timely and drastic containment measures aimed at stopping the epidemic contagion from SARS-CoV2, many governments are preparing to relax such measures in the face of a severe economic crisis caused by  lockdowns. Assessing the impact of such openings in relation to the risk of a resumption of the spread of the disease is an extremely difficult problem due to the many unknowns concerning the actual number of people infected, the actual reproduction number and infection fatality rate of the disease. In this work, starting from a compartmental model with a social structure, we derive models with multiple feedback controls depending on the social activities that allow to assess the impact of a selective relaxation of the containment measures in the presence of uncertain data. Specific contact patterns in the home, work, school and other locations for all countries considered have been used. Results from different scenarios in some of the major countries where the epidemic is ongoing, including Germany, France, Italy, Spain, the United Kingdom and the United States, are presented and discussed. 

Control with uncertain data of socially structured compartmental epidemic models

G. Albi, L. Pareschi, M. Zanella

Preprint arXiv, 2020.

The adoption of containment measures to reduce the amplitude of the epidemic peak is a key aspect in tackling the rapid spread of an epidemic. Classical compartmental models must be modified and studied to correctly describe the effects of forced external actions to reduce the impact of the disease. In addition, data are often incomplete and heterogeneous, so a high degree of uncertainty must naturally be incorporated into the models. In this work we address both these aspects, through an  optimal control formulation of the epidemiological model in presence of uncertain data. After the introduction of the optimal control problem, we formulate an instantaneous approximation of the control that allows us to derive new feedback controlled compartmental models capable of describing the epidemic peak reduction. The need for long-term interventions shows that alternative actions based on the social structure of the system can be as effective as the more expensive global strategy. The importance of the timing and intensity of interventions is particularly relevant in the case of uncertain parameters on the actual number of infected people. Simulations related to data from the recent COVID-19 outbreak in Italy are presented and discussed.

Wealth distribution under the spread of infectious diseases

G. Dimarco, L. Pareschi, G. Toscani, M. Zanella

Physical Review E, 102: 022303, 2020. (Preprint arXiv).

We develop a mathematical framework to study the economic impact of infectious diseases by integrating epidemiological dynamics with a kinetic model of wealth exchange.  The multi-agent description leads to study the evolution over time of a system of kinetic equations for the wealth densities of susceptible, infectious and recovered individuals, whose proportions are driven by a classical compartmental model in epidemiology. Explicit calculations show that the spread of the disease seriously affects the distribution of wealth, which, unlike the situation in the absence of epidemics, can converge towards a stationary state with a bimodal form. Furthermore, simulations confirm the ability of the model to describe different phenomena characteristics of economic trends in situations compromised by the rapid spread of an epidemic, such as the unequal impact on the various wealth classes and the risk of a shrinking middle class.

 

Monte Carlo stochastic Galerkin methods for the Boltzmann equation with uncertainties: space-homogeneous case

Lorenzo Pareschi, Mattia Zanella

Journal of Computational Physics, to appear. (Preprint arXiv)

In this paper we propose a novel numerical approach for the Boltzmann equation with uncertainties. The method combines the efficiency of classical direct simulation Monte Carlo (DSMC) schemes in the phase space together with the accuracy of stochastic Galerkin (sG) methods in the random space. This  hybrid formulation makes it possible to construct methods that preserve the main physical properties of the solution along with spectral accuracy in the random space. The schemes are developed and analyzed in the case of space homogeneous problems as these contain the main numerical difficulties. Several test cases are reported, both in the Maxwell and in the variable hard sphere (VHS) framework, and confirm the properties and performance of the new methods.

 

Non-Maxwellian kinetic description of Follow-the-Leader traffic models

Andrea Tosin, Mattia Zanella

Preprint arXiv, 2019.

In this paper we consider a Boltzmann-type kinetic description of Follow-the-Leader traffic dynamics and we study the resulting asymptotic distributions, namely the counterpart of the Maxwellian distribution of the classical kinetic theory. In the Boltzmann-type equation we include a non-Maxwellian, viz. non-constant, collision kernel in order to exclude from the statistical model possibly unphysical interactions. In spite of the increased analytical difficulty caused by this further non-linearity, we show that a careful application of the quasi-invariant limit (an asymptotic procedure reminiscent of the grazing collision limit) successfully leads to a Fokker-Planck approximation of the original Boltzmann-type equation, whence stationary distributions can be explicitly computed. Our analytical results justify, from a genuinely model-based point of view, some empirical results found in the literature by interpolation of experimental data.