Equation-free analysis of agent-based models and systematic parameter determination

Agent based models (ABM)s are increasingly used in social science, economics, mathematics, biology and computer science to describe time dependent systems in circumstances where a description in terms of equations is difficult. Yet few tools are currently available for the systematic analysis of ABM behaviour. Numerical continuation and bifurcation analysis is a well-established tool for the study of deterministic systems. Recently, equation-free (EF) methods have been developed to extend numerical continuation techniques to systems where the dynamics are described at a microscopic scale and continuation of a macroscopic property of the system is considered. To date, the practical use of EF methods has been limited by; (1) the over-head of application-specific implementation; (2) the laborious configuration of problem-specific parameters; and (3) large ensemble sizes (potentially) leading to computationally restrictive run-times.