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This article proposes a method for forming invariant stochastic differential systems, namely dynamic systems with trajectories belonging to a given smooth manifold. The It\^o or Stratonovich stochastic differential equations with the Wiener…

Probability · Mathematics 2026-02-03 Konstantin A. Rybakov

Historically, traffic modelling approaches have taken either a particle-like (microscopic) approach, or a gas-like (meso- or macroscopic) approach. Until recently with the introduction of mean-field games to the controls community, there…

Optimization and Control · Mathematics 2023-02-06 Amoolya Tirumalai , John S. Baras

This paper leverages macroscopic models and multi-source spatiotemporal data collected from automatic traffic counters and probe vehicles to accurately estimate traffic flow and travel time in links where these measurements are unavailable.…

Machine Learning · Computer Science 2024-01-31 Pablo Guarda , Sean Qian

We propose a simple and effective method to derive the Fundamental Diagram (FD) from platoon vehicle trajectories. Average traffic state variables are computed using Edie's generalized definitions within time-dependent trapezoidal…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Michail A. Makridis , Anastasios Kouvelas , Jorge A. Laval

The waiting time distribution (WTD) is a common tool for analysing discrete stochastic processes in classical and quantum systems. However, there are many physical examples where the dynamics is continuous and only approximately discrete,…

Statistical Mechanics · Physics 2014-12-17 Robert Gernert , Clive Emary , Sabine H. L. Klapp

In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…

Probability · Mathematics 2018-01-19 Dorival Leão , Alberto Ohashi , Francys Souza

This paper proposes Koopman operator theory and the related algorithm dynamical mode decomposition (DMD) for analysis and control of signalized traffic flow networks. DMD provides a model-free approach for representing complex oscillatory…

Dynamical Systems · Mathematics 2019-03-01 Esther Ling , Liyuan Zheng , Lillian J. Ratliff , Samuel Coogan

Understanding traffic statics and dynamics in urban networks is critical to develop effective control and management strategies. In this paper, we provide a novel approach to study the traffic statics and dynamics in a signalized…

Dynamical Systems · Mathematics 2015-06-11 Qi-Jian Gan , Wen-Long Jin , Vikash V. Gayah

In large-scale traffic optimization, models based on Macroscopic Fundamental Diagram (MFD) are recognized for their efficiency in broad network analyses. However, they fail to reflect variations in the individual traffic status of each road…

Machine Learning · Computer Science 2025-05-20 Zhixiong Jin , Dimitrios Tsitsokas , Nikolas Geroliminis , Ludovic Leclercq

In this paper, we generalize the minimum flow decomposition problem (MFD) to incorporate uncertain edge capacities and tackle it from the perspective of robust optimization. In the classical flow decomposition problem, a network flow is…

Optimization and Control · Mathematics 2025-10-17 Moritz Stinzendörfer , Philine Schiewe , Fabricio Oliveira

Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…

Optimization and Control · Mathematics 2025-07-29 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…

Fluid Dynamics · Physics 2017-09-20 Valentin Resseguier , Etienne Mémin , Dominique Heitz , Bertrand Chapron

Technological advancements have brought increasing attention to Automated Mobility on Demand (AMOD) as a promising solution that may improve future urban mobility. During the last decade, extensive research has been conducted on the design…

Computers and Society · Computer Science 2020-11-11 Simon Oh , Antonis F. Lentzakis , Ravi Seshadri , Moshe Ben-Akiva

Understanding pedestrian dynamics is crucial for appropriately designing pedestrian spaces. The pedestrian fundamental diagram (FD), which describes the relationship between pedestrian flow and density within a given space, characterizes…

Adaptation and Self-Organizing Systems · Physics 2024-08-27 Kota Nagasaki , Keiichiro Fujiya , Toru Seo

While macroscopic traffic flow models consider traffic as a fluid, microscopic traffic flow models describe the dynamics of individual vehicles. Capturing macroscopic traffic phenomena remains a challenge for microscopic models, especially…

Computational Engineering, Finance, and Science · Computer Science 2023-08-03 Niklas Kolbe , Moritz Berghaus , Eszter Kalló , Michael Herty , Markus Oeser

This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose diffusion coefficients exhibit super-linear growth in the…

Probability · Mathematics 2026-02-09 Zhuoqi Liu , Qian Guo , Shuaibin Gao , Chenggui Yuan

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…

Machine Learning · Statistics 2020-02-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

In this paper, we first give the existence and uniqueness theorems for generalized mean-filed delay stochastic differential equations (GMFDSDEs) and mean-field anticipated backward stochastic differential equations (MFABSDEs). Then we study…

Optimization and Control · Mathematics 2017-08-14 Hancheng Guo , Jie Xiong , Jiayu Zheng

A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…

Other Condensed Matter · Physics 2009-11-10 K. Thomas Waldeer

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii