Abstract

We study the mean-field limit of a particle-based system modeling the behavior of many indistinguishable pedestrians as their number increases. The base model is a modified version of Helbing's social force model. In the mean-field limit, the time-dependent density of two-dimensional pedestrians satisfies a four-dimensional integro-differential Fokker-Planck equation. To approximate the solution of the Fokker-Planck equation we use a time-splitting approach and solve the diffusion part using a Crank-Nicholson method. The advection part is solved using a Lax-Wendroff-Leveque method or an upwind Backward Euler method depending on the advection speed. Moreover, we use multilevel Monte Carlo to estimate observables from the particle-based system. We discuss these numerical methods, and present numerical results showing the convergence of observables that were calculated using the particle-based model as the number of pedestrians increases to those calculated using the probability density function satisfying the Fokker-Planck equation.