Related papers: On the Hughes Model and Numerical Aspects
The Hawkes process is a model for counting the number of arrivals to a system which exhibits the self-exciting property - that one arrival creates a heightened chance of further arrivals in the near future. The model, and its…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…
In this paper, we describe a numerical technique for the solution of macroscopic traffic flow models on networks of roads. On individual roads, we consider the standard Lighthill-Whitham-Richards model which is discretized using the…
In this paper, we present a general review of the status of numerical modelling applied to the design of high temperature superconductor (HTS) devices. The importance of this tool is emphasized at the beginning of the paper, followed by…
{The numerical approximation of the solution of the Fokker--Planck equation is a challenging problem that has been extensively investigated starting from the pioneering paper of Chang and Cooper in 1970. We revisit this problem at the light…
This paper proposes a crowd dynamic macroscopic model grounded on microscopic phenomenological observations which are upscaled by means of a formal mathematical procedure. The actual applicability of the model to real world problems is…
An interacting scalar field with largish coupling to curvature can support a distinctive inflationary universe scenario. Previously this has been discussed for the Standard Model Higgs field, treated classically or in a leading log…
Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of…
A geometric approach to the friction phenomena is presented. It is based on the holographic view which has recently been popular in the theoretical physics community. We see the system in one-dimension-higher space. The heat-producing…
We are motivated to approximate solutions of a Hodgkin-Huxley type model with implicit methods. As a representative we chose a psychiatric disease model containing stable as well as chaotic cycling behaviour. We analyze the bifurcation…
Networks serve as a tool used to examine the large-scale connectivity patterns in complex systems. Modelling their generative mechanism nonparametrically is often based on step-functions, such as the stochastic block models. These models…
In this paper, we study the numerical schemes for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion. The main challenges of the numerical schemes come from the…
This paper deals with the Aw-Rascle-Zhang model for traffic flow on uni-directional road networks. For the conservation of the mass and the generalized momentum, we construct weak solutions for Riemann problems at the junctions. We…
In this paper, we introduce a discrete time-finite state model for pedestrian flow on a graph in the spirit of the Hughes dynamic continuum model. The pedestrians, represented by a density function, move on the graph choosing a route to…
In this paper, we introduce a traffic flow model based on a microscopic follow-the-leader model, while enforcing maximal constraints on the density and velocity of the flow. The related macroscopic model can be represented in conservative…
Presenting a general phase approach to stochastic processes we analyze in particular the Fokker-Planck equation for the noisy Burgers equation and discuss the time dependent and stationary probability distributions. In one dimension we…
A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…
The well-known Regge-Wheeler equation describes the axial perturbations of Schwarzschild metric in the linear approximation. From a mathematical point of view it presents a particular case of the confluent Heun equation and can be solved…
In dilute gas kinetic theory, model collision dynamics such as Bhatnagar-Gross-Krook (BGK) model is often used to get a better insight and numerical modelling. BGK model and its variants assume that highly nonlinear collision term can be…