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This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…

Applications · Statistics 2025-03-21 Mariana Pereira de Melo , Leon Alexander Valencia , Wei-Liang Qian

Previous studies have shown that, in a diverge-merge network with two intermediate links (the DM network), the kinematic wave model always admits stationary solutions under constant boundary conditions, but periodic oscillations can develop…

Dynamical Systems · Mathematics 2013-07-30 Wen-Long Jin

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

Machine Learning · Statistics 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…

Dynamical Systems · Mathematics 2015-06-11 Michael Blank

This contribution investigates an original stochastic approach for the emergence of stop-and-go waves in traffic flow, a collective phenomenon with significant safety and environmental implications. Using a stable nonlinear car-following…

Physics and Society · Physics 2025-12-04 Raphael Korbmacher , Parthib Khound , Antoine Tordeux , Frank Gronwald

Routing control is one of important traffic management strategies against urban congestion. However, it could be compromised by heterogeneous driver non-compliance with routing instructions. In this article we model the compliance in a…

Systems and Control · Electrical Eng. & Systems 2023-09-21 Yu Tang , Li Jin , Kaan Ozbay

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

Modern shock-capturing schemes often suffer from numerical shock anomalies if the flow field contains strong shocks, which may limit their further application in hypersonic flow computations. In the current study, we devote our efforts to…

Numerical Analysis · Mathematics 2023-05-08 Weijie Ren , Wenjia Xie , Ye Zhang , Hang Yu , Zhengyu Tian

Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…

Fluid Dynamics · Physics 2023-06-21 André Luís Peixoto Considera , Simon Thalabard

We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…

Machine Learning · Computer Science 2021-03-30 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , Johan U. Backström , R. Bhushan Gopaluni

In this work, we propose an alternative stochastic model for the fundamental diagram of traffic flow with minimal number of parameters. Our approach is based on a mesoscopic viewpoint of the traffic system in terms of the dynamics of…

Physics and Society · Physics 2016-02-23 Adriano Francisco Siqueira , Carlos Jose Todero Peixoto , Chen Wu , Wei-Liang Qian

As a typical self-driven many-particle system far from equilibrium, traffic flow exhibits diverse fascinating non-equilibrium phenomena, most of which are closely related to traffic flow stability and specifically the growth/dissipation…

Adaptation and Self-Organizing Systems · Physics 2015-06-18 Rui Jiang , Mao-Bin Hu , H. M. Zhang , Zi-You Gao , Bin Jia , Qing-Song Wu , Bing Wang , Ming Yang

In this paper, we propose a unified procedure for calibration of macroscopic second-order multilane traffic models. The focus is on calibrating the fundamental diagram using the combination stationary detector data and GPS traces. GPS…

In this paper we propose a new modeling technique for vehicular traffic flow, designed for capturing at a macroscopic level some effects, due to the microscopic granularity of the flow of cars, which would be lost with a purely continuous…

Mathematical Physics · Physics 2014-03-25 Emiliano Cristiani , Benedetto Piccoli , Andrea Tosin

In a mini-review [Physica A {\bf 392} (2013) 5261--5282] it has been shown that classical traffic flow theories and models failed to explain empirical traffic breakdown -- a phase transition from metastable free flow to synchronized flow at…

Physics and Society · Physics 2016-01-15 Boris S. Kerner

This study presents a sampling-based method to guarantee robust stability of general control systems with uncertainty. The method allows the system dynamics and controllers to be represented by various data-driven models, such as Gaussian…

Optimization and Control · Mathematics 2025-04-11 Yuji Ito , Kenji Fujimoto

We introduce ImitationFlow, a novel Deep generative model that allows learning complex globally stable, stochastic, nonlinear dynamics. Our approach extends the Normalizing Flows framework to learn stable Stochastic Differential Equations.…

Machine Learning · Computer Science 2020-10-27 Julen Urain , Michelle Ginesi , Davide Tateo , Jan Peters

The increasing urbanization process we have been witnessing in the last decades is accompanied by a significant increase in traffic congestion in cities around the world. The effect of the congestion is represented in the enormous time…

Physics and Society · Physics 2021-11-01 Nimrod Serok , Shlomo Havlin , Efrat Blumenfeld Lieberthal

Traffic waves can rise even from single lane car-following behaviour. To better understand and mitigate traffic waves, it is necessary to use analytical tools like mathematical models, data analysis, and micro-simulations that can capture…

Physics and Society · Physics 2023-10-10 Nour Khoudari , Rabie Ramadan , Megan Ross , Benjamin Seibold