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This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

A recent study [D. Helbing, A. Johansson and H. Z. Al-Abideen, {\it Phys. Rev. E} 75, 046109 (2007)] has revealed a "turbulent" state of pedestrian flows, which is characterized by sudden displacements and causes the falling and trampling…

Physics and Society · Physics 2009-11-13 Wenjian Yu , Anders Johansson

We enter the details of two recent articles concerning as many chemotaxis models, one nonlinear and the other linear, and both with produced chemoattractant and saturated chemorepellent. These works, when properly analyzed, leave open room…

Analysis of PDEs · Mathematics 2022-11-23 Silvia Frassu , Tongxing Li , Giuseppe Viglialoro

A circular pursuit guidance problem involving pursuer-target engagement is studied in this paper using a bifurcation theory based numerical approach. While target is modeled as a point mass moving around in a circle with certain velocity,…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Kavita Shekhawat , Nandan K Sinha

We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…

Statistical Mechanics · Physics 2025-01-14 B. De Bruyne , J. Randon-Furling , S. Redner

Robust statistical features have emerged from the microscopic analysis of dense pedestrian flows through a bottleneck, notably with respect to the time gaps between successive passages. We pinpoint the mechanisms at the origin of these…

Physics and Society · Physics 2018-02-14 Alexandre Nicolas , Ioannis Touloupas

We study a minimal model of active transport in crowded single-file environments which generalises the emblematic model of single file diffusion to the case when the tracer particle (TP) performs either an autonomous directed motion or is…

Statistical Mechanics · Physics 2013-03-13 P. Illien , O. Bénichou , C. Mejía-Monasterio , G. Oshanin , R. Voituriez

We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…

Statistical Mechanics · Physics 2010-03-11 Assaf Amitai , Yacov Kantor , Mehran Kardar

High-dimensional time series appear in many scientific setups, demanding a nuanced approach to model and analyze the underlying dependence structure. Theoretical advancements so far often rely on stringent assumptions regarding the sparsity…

Information Theory · Computer Science 2025-03-20 Daria Tieplova , Samriddha Lahiry , Jean Barbier

The online increasing subsequence problem is a stochastic optimisation task with the objective to maximise the expected length of subsequence chosen from a random series by means of a nonanticipating decision strategy. We study the…

Probability · Mathematics 2020-01-09 Alexander Gnedin , Amirlan Seksenbayev

We consider one-dimensional asymmetric exclusion processes with a simple attractive interaction, where the distance between consecutive particles is not allowed to exceed a certain limit and investigate the consequences of this coupling on…

Disordered Systems and Neural Networks · Physics 2009-11-13 Róbert Juhász

Collaborations and citations within scientific research grow simultaneously and interact dynamically. Modelling the coevolution between them helps to study many phenomena that can be approached only through combining citation and…

Physics and Society · Physics 2017-09-29 Zheng Xie , Zonglin Xie , Miao Li , Jianping Li , Dongyun Yi

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

Statistical Mechanics · Physics 2007-05-23 M. Wilkinson , B. Mehlig

We analyze access statistics of several popular webpages for a period of several years. The graphs of daily downloads are highly non-homogeneous with long periods of low activity interrupted by bursts of heavy traffic. These bursts are due…

Physics and Society · Physics 2009-11-13 M. V. Simkin , V. P. Roychowdhury

In this paper we discuss some aspects of the theory of wave packets. We consider a popular non-covariant Gaussian model used in various applications and show that it predicts too slow a longitudinal dispersion rate for relativistic…

Quantum Physics · Physics 2015-06-17 D. V. Naumov

We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…

Probability · Mathematics 2017-09-13 Nina Gantert , Stefan Junk

We consider an ionic fluid made with two species of mobile particles carrying either a positive or a negative charge. We derive a sum rule for the fourth moment of equilibrium charge correlations. Our method relies on the study of the…

Statistical Mechanics · Physics 2016-11-30 Angel Alastuey , Riccardo Fantoni

The accelerating expansion of the universe presents an exciting, fundamental challenge to the standard models of particle physics and cosmology. I highlight some of the outstanding challenges in both developing theoretical models and…

Astrophysics · Physics 2008-11-26 Eric V. Linder