Related papers: Analytical stochastic macroscopic fundamental diag…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…
We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…
We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…
Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…
This paper proposes a novel approach to integrate optimal control of perimeter intersections (i.e. to minimize local delay) into the perimeter control scheme (i.e. to optimize traffic performance at the network level). This is a complex…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
Congestion; operational delays due to a vicious circle of passenger-congestion and train-queuing; is an escalating problem for metro systems because it has negative consequences from passenger discomfort to eventual mode-shifts. Congestion…
Estimation of origin-destination (OD) demand plays a key role in successful transportation studies. In this paper, we consider the estimation of time-varying day-to-day OD flows given data on traffic volumes in a transportation network for…
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…
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…
We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of…
We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…
We introduce a stochastic model of diffeomorphisms, whose action on a variety of data types descends to stochastic evolution of shapes, images and landmarks. The stochasticity is introduced in the vector field which transports the data in…
The present paper proposes a stochastic model of the traffic flow. This model has a discrete set of states and the continuous time. The model is a generalization of the discrete stochastis model that has been considered in a previous paper…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
Stochastic transport processes on networked domains (modelled on metric graphs) arise in a variety of applications where diffusion and drift mechanisms interact with an underlying graph structure. The Fokker--Planck equation provides a…
In this work, we show that the inverse-$\lambda$ shape in the fundamental diagram of traffic flow can be produced dynamically by a simple nonlinear mesoscopic model with stochastic noises. The proposed model is based on the gas-kinetic…
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…
Modern machine learning models are typically trained via multi-pass stochastic gradient descent (SGD) with small batch sizes, and understanding their dynamics in high dimensions is of great interest. However, an analytical framework for…
A discrete model of traffic on a multilane road is considered. The traffic is presented as particles movement with a deterministic component and a stochastic one. Formulas for the traffic characteristics have been found. The model can…