Lorenzo Pareschi, Giuseppe Toscani· ISBN 9780199655465
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Mathematical modelling of systems constituted by many agents using kinetic theory is a new tool that has proved effective in predicting the emergence of collective behaviours and self-organization. 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.This idea has been
applied to various problems 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. It is a useful reference text for applied mathematicians, physicists, biologists and economists who want to learn about modelling and approximation of such challenging phenomena.