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Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…

Subcellular Processes · Quantitative Biology 2017-11-01 Yoram Zarai , Michael Margaliot , Anatoly B. Kolomeisky

We introduce microscopic and macroscopic stochastic traffic models including traffic accidents. The microscopic model is based on a Follow-the-Leader approach whereas the macroscopic model is described by a scalar conservation law with…

Probability · Mathematics 2021-11-19 Simone Göttlich , Thomas Schillinger

In this work, we present a theoretical and computational framework for constructing stochastic transport maps between probability distributions using diffusion processes. We begin by proving that the time-marginal distribution of the sum of…

Probability · Mathematics 2025-03-27 Xicheng Zhang

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…

Statistical Mechanics · Physics 2007-05-23 Kai Nagel , Christopher Kayatz , Peter Wagner

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

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…

Machine Learning · Computer Science 2024-08-29 Yifan Chen , Mark Goldstein , Mengjian Hua , Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

Modeling stochastic traffic behaviors at the microscopic level, such as car-following and lane-changing, is a crucial task to understand the interactions between individual vehicles in traffic streams. Leveraging a recently developed theory…

Machine Learning · Statistics 2020-07-21 Yun Yuan , Qinzheng Wang , Xianfeng Terry Yang

In this work, we propose an alternative stochastic model for the fundamental diagram of traffic flow with minimal number of parameters. Our approach is based on a mesoscopic viewpoint of the traffic system in terms of the dynamics of…

Physics and Society · Physics 2016-02-23 Adriano Francisco Siqueira , Carlos Jose Todero Peixoto , Chen Wu , Wei-Liang Qian

Deep generative models such as flow matching and diffusion models have shown great potential in learning complex distributions and dynamical systems, but often act as black-boxes, neglecting underlying physics. In contrast, physics-based…

Machine Learning · Computer Science 2026-04-28 Gurjeet Sangra Singh , Frantzeska Lavda , Giangiacomo Mercatali , Alexandros Kalousis

We study traffic flow on roads with a localized periodic inhomogeneity such as traffic signals, using a stochastic car-following model. We find that in cases of congestion, traffic flow can be optimized by controlling the inhomogeneity's…

Statistical Mechanics · Physics 2007-05-23 Elad Tomer , Leonid Safonov , Nilly Madar , Shlomo Havlin

Generative models such as denoising diffusion models are quickly advancing their ability to approximate highly complex data distributions. They are also increasingly leveraged in scientific machine learning, where samples from the implied…

Machine Learning · Computer Science 2025-03-14 Jan-Hendrik Bastek , WaiChing Sun , Dennis M. Kochmann

Well-calibrated traffic flow models are fundamental to understanding traffic phenomena and designing control strategies. Traditional calibration has been developed base on optimization methods. In this paper, we propose a novel…

Machine Learning · Computer Science 2023-07-13 Yu Tang , Li Jin , Kaan Ozbay

This paper presents a mesoscopic traffic flow model that explicitly describes the spatio-temporal evolution of the probability distributions of vehicle trajectories. The dynamics are represented by a sequence of factor graphs, which enable…

Machine Learning · Statistics 2019-09-25 Saif Eddin Jabari , Deepthi Mary Dilip , DianChao Lin , Bilal Thonnam Thodi

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

We consider a strongly coupled ODE-PDE system representing moving bottlenecks immersed in vehicular traffic. The PDE consists of a scalar conservation law modeling the traffic flow evolution and the ODE models the trajectory of a slow…

Analysis of PDEs · Mathematics 2018-01-16 Thibault Liard , Benedetto Piccoli

Accurate crowd simulation is crucial for public safety management, emergency evacuation planning, and intelligent transportation systems. However, existing methods, which typically model crowds as a collection of independent individual…

Machine Learning · Computer Science 2026-04-14 Zijin Liu , Xu Geng , Wenshuai Xu , Xiang Zhao , Yan Xia , You Song

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Coarse-grained models of chaotic systems neglect unresolved degrees of freedom, inducing structured model error that limits predictability and distorts long-term statistics. Typical data-driven closures are trained to minimize error over a…

Dynamical Systems · Mathematics 2026-03-31 Martin Thomas Brolly