Related papers: Stability analysis of stochastic second-order macr…
We present large scale and detailed analysis of the microscopic empirical data of the traffic flow, focusing on the non-linear interactions between the vehicles when the traffic is congested. By implementing a "renormalisation" procedure…
Instability of a stratified two-phase MHD parallel flow between two infinite plates is addressed. We examine the effect of the transverse magnetic field on the base flow and long wave instability of a two-layer system consisting of…
In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
In this paper, to cope with the shortage of sufficient theoretical support resulted from the fast-growing quantitative financial modeling, we investigate two classes of generalized stochastic volatility models, establish their…
We present linear stability analysis for a simple model of particle-laden pipe flow. The model consists of a continuum approximation for the particles two-way coupled to the fluid velocity field via Stokes drag (Saffman 1962). We extend…
Traffic waves, known also as stop-and-go waves or phantom hams, appear naturally as traffic instabilities, also in confined environments as a ring-road. A multi-population traffic is studied on a ring-road, comprised of drivers with stable…
The modelling of traffic flow using methods and models from physics has a long history. In recent years especially cellular automata models have allowed for large-scale simulations of large traffic networks faster than real time. On the…
The paper considers a stabilizing stochastic control which can be applied to a variety of unstable and even chaotic maps. Compared to previous methods introducing control by noise, we relax assumptions on the class of maps, as well as…
We review progress that has been made in utilizing one form of Direct Statistical Simulation (DSS) to describe geophysical and astrophysical flows that are anisotropic and inhomogeneous. We first explain the approach, which is based upon a…
The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…
Stochastic effects significantly influence the dynamics of traffic flows. Many dynamic traffic assignment (DTA) models attempt to capture these effects by prescribing a specific ratio that determines how flow splits across different routes…
This paper studies steady-state traffic flow on a ring road with up- and down- slopes using a semi-discrete model. By exploiting the relations between the semi-discrete and the continuum models, a steady-state solution is uniquely…
Modeling transition-continuum hypersonic flows poses significant challenges due to thermodynamic nonequilibrium and the associated breakdown of the continuum assumption. Standard continuum models such as the Navier-Stokes equations are…
In this paper, we revisit asymptotic stability for the two-dimensional incompressible porous media equation and the Stokes transport system in a periodic channel. It is well-known that a stratified density, which strictly decreases in the…
Incremental stability is a property of dynamical systems ensuring the uniform asymptotic stability of each trajectory rather than a fixed equilibrium point or trajectory. Here, we introduce a notion of incremental stability for stochastic…
The full family of discrete logistic maps has been widely studied both as a canonical example of the period-doubling route to chaos, and as a model of natural processes. In this paper we present a study of the stochastic process described…
We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed…
In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…
Control Lyapunov function is a central tool in stabilization. It generalizes an abstract energy function -- a Lyapunov function -- to the case of controlled systems. It is a known fact that most control Lyapunov functions are non-smooth --…