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Related papers: Open-flow mixing and transfer operators

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We introduce a discrete time microscopic single particle model for kinetic transport. The kinetics is modeled by a two-state Markov chain, the transport by deterministic advection plus a random space step. The position of the particle after…

Probability · Mathematics 2011-06-16 Michel Dekking , Derong Kong

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…

Statistical Mechanics · Physics 2020-12-02 Davide Gabrielli , D. R. Michiel Renger

We consider a two-node tandem queueing network in which the upstream queue is M/G/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. We investigate…

Probability · Mathematics 2017-02-08 H. Christian Gromoll , Bryce Terwilliger , Bert Zwart

In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…

Probability · Mathematics 2017-03-23 Mikhail Menshikov , Vadim Shcherbakov

In this work, we introduce an information-theoretic approach for considering changes in dynamics of finitely dimensional open quantum systems governed by master equations. This experimentally motivated approach arises from considering how…

Quantum Physics · Physics 2021-05-03 Katarzyna Macieszczak

In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…

Probability · Mathematics 2022-06-14 Daniel A. Gutierrez-Pachas , Eduardo F. Costa , Alessandro N. Vargas

We consider a finite state discrete time process X. Without loss of generality the finite state space can be identified with the set of unit vectors {e1, e2, . . . , eN} with ei = (0, . . . , 0, 1, 0, . . . , 0)0 2 RN. For a Markov chain…

Probability · Mathematics 2019-05-02 Robert J. Elliott

We consider a nonequilibrium reaction-diffusion model on a finite one dimensional lattice with bulk and boundary dynamics inspired by Glauber dynamics of the Ising model. We show that the model has a rich algebraic structure that we use to…

Statistical Mechanics · Physics 2011-04-20 Arvind Ayyer , Kirone Mallick

We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…

Probability · Mathematics 2023-10-04 Gioia Carinci , Chiara Franceschini , Rouven Frassek , Cristian Giardinà , Frank Redig

We introduce a new model to study the oscillations of opposite flows sharing a common bottleneck and moving on two Totally Asymmetric Simple Exclusion Process (TASEP) lanes. We provide a theoretical analysis of the phase diagram, valid when…

Statistical Mechanics · Physics 2012-06-15 Asja Jelić , Cécile Appert-Rolland , Ludger Santen

We introduce a cellular automaton model coupled with a transport equation for flows on graphs. The direction of the flow is described by a switching process where the switching probability dynamically changes according to the value of the…

Cellular Automata and Lattice Gases · Physics 2013-07-02 Pierre Degond , Michael Herty , Jian-Guo Liu

We show that a reversible pumping mechanism operating between two states of a kinetic network can give rise to Poisson transitions between these two states. An external observer, for whom the pumping mechanism is not accessible, will…

Statistical Mechanics · Physics 2015-05-06 Massimiliano Esposito , Juan MR Parrondo

We present a fluid-dynamic model for the simulation of urban traffic networks with road sections of different lengths and capacities. The model allows one to efficiently simulate the transitions between free and congested traffic, taking…

Popular Physics · Physics 2007-05-23 Dirk Helbing , Stefan Lämmer , Jean-Patrick Lebacque

We define a new mass transport model on a one-dimensional lattice of size $N$ with continuous masses at each site. The lattice is connected to mass reservoirs of different `chemical potentials' at the two ends. The mass transfer dynamics in…

Statistical Mechanics · Physics 2023-02-01 Rahul Dandekar , Anupam Kundu

Macroscopic link-based flow models are efficient for simulating flow propagation in urban road networks. Existing link-based flow models described traffic states of a link with two state variables of link inflow and outflow and assumed…

Systems and Control · Electrical Eng. & Systems 2024-11-14 Lei Wei , S. Travis Waller , Yu Mei , Peng Chen , Yunpeng Wang , Meng Wang

Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…

Probability · Mathematics 2015-09-30 Emilio Cirillo , Francesca Nardi , Julien Sohier

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Probability · Mathematics 2021-07-12 S. Gallo , G. Iacobelli , G. Ost , D. Y. Takahashi

We continue our study of chaotic mixing and transport of passive particles in a simple model of a meandering jet flow [Prants, et al, Chaos {\bf 16}, 033117 (2006)]. In the present paper we study and explain phenomenologically a connection…

Chaotic Dynamics · Physics 2012-05-29 M. V. Budyansky , M. Yu. Uleysky , S. V. Prants

We use a very simple description of human driving behavior to simulate traffic. The regime of maximum vehicle flow in a closed system shows near-critical behavior, and as a result a sharp decrease of the predictability of travel time. Since…

adap-org · Physics 2008-02-03 Nagel K , Rasmussen S