Related papers: Analytical stochastic macroscopic fundamental diag…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…
Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…
The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…
We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.
One of the core problems in mean-field control and mean-field games is to solve the corresponding McKean-Vlasov forward-backward stochastic differential equations (MV-FBSDEs). Most existing methods are tailored to special cases in which the…
Deep probabilistic time series forecasting models have become an integral part of machine learning. While several powerful generative models have been proposed, we provide evidence that their associated inference models are oftentimes too…
Being widely adopted by the transportation and planning practitioners, the fundamental diagram (FD) is the primary tool used to relate the key macroscopic traffic variables of speed, flow, and density. We empirically analyze the relation…
The Fredkin spin chain serves as an interesting theoretical example of a quantum Hamiltonian whose ground state exhibits a phase transition between three distinct phases, one of which violates the area law. Here we consider a classical…
We develop a model in two dimensions to characterise the growth rate of a tracer gradient mixed by a statistically homogeneous flow with rapid temporal variations. % % The model is based on the orientation dynamics of the passive-tracer…
While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…
We propose a fluidic continuum model of vacuum and a sink flow model of microscopic particles. The movements of a microscopic particle driven by a stochastic force was studied based on stochastic mechanics. We show that there exists a…
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
It is shown how the macroscopic non-equilibrium dynamics of a class of systems whose microscopic stochastic dynamics involves disordered and frustrated but range-free interactions can be well described by closed deterministic flow…
We study the derivation of macroscopic traffic models from car-following vehicle dynamics by means of hydrodynamic limits of an Enskog-type kinetic description. We consider the superposition of Follow-the-Leader (FTL) interactions and…
We employ Statistical Field Theory techniques for coarse-graining the steady-state properties of Active Ornstein-Uhlenbeck particles. The computation is carried on in the framework of the Unified Colored Noise approximation that allows an…
Periodically driven flows are fundamental models of chaotic behavior and the study of their transport properties is an active area of research. A well-known analytic construction is the augmentation of phase space with an additional time…
As a first step toward realizing a dynamical system that evolves while spontaneously determining its own rule for time evolution, function dynamics (FD) is analyzed. FD consists of a functional equation with a self-referential term, given…
The combination of boundary flow control and variable speed limit (VSL) is a widely used strategy for highway corridors to maintain safety and throughput when the capacity downstream is dropped. However, most proposed models assume fixed…
Reconstructing dynamical evolution from limited observations is a fundamental challenge in single-cell biology, where dynamic unbalanced optimal transport provides a principled framework for modeling coupled transport and mass variation.…