Performing analysis, optimization and control using simulations of many-particle systems is computationally demanding when no macroscopic model for the dynamics of the variables of interest is available. In case observations on the macroscopic scale
can only be produced via legacy simulator code or live experiments, finding a model for these macroscopic variables is challenging. In this paper, we employ time-lagged embedding theory to construct macroscopic numerical models from output data of a black box, such as a simulator or live experiments. Since the state space variables of the constructed, coarse model are dynamically closed and observable by an observation function, we call these variables closed observables. The approach is an online-offline procedure, as model construction from observation data is performed offline and the new model can then be used in an online phase, independent of the original. We illustrate the theoretical findings with numerical models constructed from time series of a two-dimensional ordinary differential equation system, and from the density evolution of a transport-diffusion system. Applicability is demonstrated in a real-world example, where passengers leave a train and the macroscopic model for the density flow onto the platform is constructed with our approach. If only the macroscopic variables are of interest, simulation runtimes with the numerical model are three orders of magnitude lower compared to simulations with the original fine scale model. We conclude with a brief discussion of possibilities of numerical model construction in systematic upscaling, network optimization and uncertainty quantification.
We present a new microscopic ODE-based model for pedestrian dynamics: the Gradient Navigation Model. The model uses a superposition of gradients of distance functions to directly change the direction of the velocity vector. The velocity is then integ
rated to obtain the location. The approach differs fundamentally from force based models needing only three equations to derive the ODE system, as opposed to four in, e.g., the Social Force Model. Also, as a result, pedestrians are no longer subject to inertia. Several other advantages ensue: Model induced oscillations are avoided completely since no actual forces are present. The derivatives in the equations of motion are smooth and therefore allow the use of fast and accurate high order numerical integrators. At the same time, existence and uniqueness of the solution to the ODE system follow almost directly from the smoothness properties. In addition, we introduce a method to calibrate parameters by theoretical arguments based on empirically validated assumptions rather than by numerical tests. These parameters, combined with the accurate integration, yield simulation results with no collisions of pedestrians. Several empirically observed system phenomena emerge without the need to recalibrate the parameter set for each scenario: obstacle avoidance, lane formation, stop-and-go waves and congestion at bottlenecks. The density evolution in the latter is shown to be quantitatively close to controlled experiments. Likewise, we observe a dependence of the crowd velocity on the local density that compares well with benchmark fundamental diagrams.
