Equivalent bounded confidence processes

Sascha Kurz

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arXiv · 2512.18016

Equivalent bounded confidence processes

Sascha Kurz

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Abstract

In the bounded confidence model the opinions of a set of agents evolve over discrete time steps. In each round an agent averages the opinion of all agents whose opinions are at most a certain threshold apart. Here we assume that the opinions of the agents are elements of the real line. The details of the dynamics are determined by the initial opinions of the agents, i.e. a starting configuration, and the mentioned threshold -- both allowing uncountable infinite possibilities. Recently it was observed that for each starting configuration the set of thresholds can be partitioned into a finite number of intervals such that the evolution of opinions does not depend on the precise value of the threshold within one of the intervals. So, we may say that, given a starting configuration of initial opinions, there is only a finite number of equivalence classes of bounded confidence processes (and an algorithm to compute them). Here we systematically study different notions of equivalence. In our widest notion we can also get rid of the initial starting configuration and end up with a finite number of equivalent bounded confidence processes for each given (finite) number of agents. This allows to precisely study the occurring phenomena for small numbers of agents without the jeopardy of missing interesting cases by performing numerical experiments. We exemplarily study the freezing time, i.e. number of time steps needed until the process stabilizes, and the degree of fragmentation, i.e. the number of different opinions that survive once the process has reached its final state.

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Sascha Kurz. 2025-12-19. Equivalent bounded confidence processes. https://arxiv.org/abs/2512.18016

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