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In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

Day-to-day traffic dynamics are widely used to model flow evolution due to travelers' learning and adjustment behavior, yet empirical analysis of these models often relies on descriptive calibration with limited inferential content. This…

Optimization and Control · Mathematics 2026-05-05 Minghui Wu , Yafeng Yin , Jerome P. Lynch , Zhichen Liu

We investigate a stochastic model hierarchy for pedestrian flow. Starting from a microscopic social force model, where the pedestrians switch randomly between the two states stop-or-go, we derive an associated macroscopic model of…

Probability · Mathematics 2019-12-13 Simone Göttlich , Stephan Knapp , Peter Schillen

This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Rihan Aaron D'Silva , Hiroyasu Tsukamoto

Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…

Computer Vision and Pattern Recognition · Computer Science 2024-08-26 Defang Chen , Zhenyu Zhou , Jian-Ping Mei , Chunhua Shen , Chun Chen , Can Wang

By means of microscopic simulations we show that non-instantaneous adaptation of the driving behaviour to the traffic situation together with the conventional measurement method of flow-density data can explain the observed…

Statistical Mechanics · Physics 2009-11-10 Martin Treiber , Dirk Helbing

We present large scale and detailed analysis of the microscopic empirical data of the traffic flow, focusing on the non-linear interactions between the vehicles when the traffic is congested. By implementing a "renormalisation" procedure…

Adaptation and Self-Organizing Systems · Physics 2016-03-15 Bo Yang , Ji Wei Yoon , Christopher Monterola

We study dynamic measure transport for generative modeling: specifically, flows induced by stochastic processes that bridge a specified source and target distribution. The conditional expectation of the process' velocity defines an ODE…

Machine Learning · Computer Science 2025-12-12 Panos Tsimpos , Youssef Marzouk

We present a novel, conditional generative probabilistic model of set-valued data with a tractable log density. This model is a continuous normalizing flow governed by permutation equivariant dynamics. These dynamics are driven by a…

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

Stochastic difference equations and a stochastic partial differential equation (SPDE) are simultaneously derived for the time-dependent neutron angular density in a general three-dimensional medium where the neutron angular density is a…

Numerical Analysis · Mathematics 2010-04-16 Edward J. Allen

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Closure models are widely used in simulating complex multiscale dynamical systems such as turbulence and the earth system, for which direct numerical simulation that resolves all scales is often too expensive. For those systems without a…

Machine Learning · Computer Science 2025-04-22 Xinghao Dong , Chuanqi Chen , Jin-Long Wu

This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…

Machine Learning · Computer Science 2026-04-07 Stefano Goria , Levent A. Mengütürk , Murat C. Mengütürk , Berkan Sesen

A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…

Systems and Control · Computer Science 2017-01-10 Gianluca Meneghello , Paolo Luchini , Thomas Bewley

The Krauss-model is a stochastic model for traffic flow which is continuous in space. For periodic boundary conditions it is well understood and known to display a non-unique flow-density relation (fundamental diagram) for certain…

Statistical Mechanics · Physics 2009-11-07 Alireza Namazi , Nils Eissfeldt , Peter Wagner , Andreas Schadschneider

A recent development in machine learning - physics-informed deep learning (PIDL) - presents unique advantages in transportation applications such as traffic state estimation. Consolidating the benefits of deep learning (DL) and the…

Machine Learning · Computer Science 2023-02-27 Archie J. Huang , Shaurya Agarwal

We study overdamped stochastic dynamics confined by hard reflecting boundaries and show that the combination of boundary geometry and an anisotropic diffusion tensor generically generates directed motion. At the level of individual…

Statistical Mechanics · Physics 2026-01-14 Meitar Goldfarb , Stanislav Burov

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung

This study presents a conditional flow matching framework for solving physics-constrained Bayesian inverse problems. In this setting, samples from the joint distribution of inferred variables and measurements are assumed available, while…

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