Related papers: Analytical stochastic macroscopic fundamental diag…
Collective behaviors that emerge from interactions are fundamental to numerous biological systems. To learn such interacting forces from observations, we introduce a measure-valued neural network that infers measure-dependent interaction…
Modelers use automatic differentiation (AD) of computation graphs to implement complex Deep Learning models without defining gradient computations. Stochastic AD extends AD to stochastic computation graphs with sampling steps, which arise…
We analyze in a closed form the learning dynamics of stochastic gradient descent (SGD) for a single-layer neural network classifying a high-dimensional Gaussian mixture where each cluster is assigned one of two labels. This problem provides…
Many nonlinear systems can be described by a Wiener-Schetzen model. In this model, the linear dynamics are formulated in terms of orthonormal basis functions (OBFs). The nonlinearity is modeled by a multivariate polynomial. In general, an…
We present a formal kinetic derivation of a second order macroscopic traffic model from a stochastic particle model. The macroscopic model is given by a system of hyperbolic partial differential equations (PDEs) with a discontinuous flux…
Traffic flow is a very prominent example of a driven non-equilibrium system. A characteristic phenomenon of traffic dynamics is the spontaneous and abrupt drop of the average velocity on a stretch of road leading to congestion. Such a…
To explain day-to-day (DTD) route-choice behaviors and traffic dynamics observed in a series of lab experiments, Part I of this research proposed a discrete choice-based analytical dynamic model (Qi et al., 2023). Although the deterministic…
We extend flow matching to ensembles of linear systems in both deterministic and stochastic settings. Averaging over system parameters induces memory leading to a non-Markovian interpolation problem for the stochastic case. In this setting,…
We propose a framework for constructing microscopic traffic models from microscopic acceleration patterns that can in principle be experimental measured and proper averaged. The exact model thus obtained can be used to justify the…
The slow-to-start mechanism is known to play an important role in the particular shape of the Fundamental diagram of traffic and to be associated to hysteresis effects of traffic flow.We study this question in the context of exclusion and…
We propose two distributionally robust optimization (DRO) models for a mobile facility (MF) fleet sizing, routing, and scheduling problem (MFRSP) with time-dependent and random demand, as well as methodologies for solving these models.…
In unsplittable network flow problems, certain nodes must satisfy a combinatorial requirement that the incoming arc flows cannot be split or merged when routed through outgoing arcs. This so-called "no-split no-merge" requirement arises in…
We propose to model the dynamics of metabolic networks from a systems biology point of view by four dynamical structure elements: potential function, transverse matrix, degradation matrix, and stochastic force. These four elements are…
We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…
We present a strategy to construct guiding distribution functions (GDFs) based on variance minimization. Auxiliary dynamics via GDFs mitigates the exponential growth of variance as a function of bias in Monte Carlo estimators of large…
We consider a continuous supply chain network consisting of buffering queues and processors first proposed by [D. Armbruster, P. Degond, and C. Ringhofer, SIAM J. Appl. Math., 66 (2006), pp. 896--920] and subsequently analyzed by [D.…
The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…
Power flow analysis plays a fundamental and critical role in the energy management system (EMS). It is required to well accommodate large and complex power system. To achieve a high performance and accurate power flow analysis, a graph…
Most car-following models show a transition from laminar to ``congested'' flow and vice versa. Deterministic models often have a density range where a disturbance needs a sufficiently large critical amplitude to move the flow from the…