Related papers: Exact limiting solutions for certain deterministic…
The equation of motion of a general class of macroscopic traffic flow models is linearized around a steady uniform flow. A closed-form solution of a boundary-initial value problem is obtained, and it is used to describe several phenomena.…
In this work we study linear Maxwell equations with time- and space-dependent matrix-valued permittivity and permeability on domains with a perfectly conducting boundary. This leads to an initial boundary value problem for a first order…
We introduce a Cox-type model for relative intensities of orders flows in a limit order book. The model assumes that all intensities share a common baseline intensity, which may for example represent the global market activity. Parameters…
We show a deterministic constant-time local algorithm for constructing an approximately maximum flow and minimum fractional cut in multisource-multitarget networks with bounded degrees and bounded edge capacities. Locality means that the…
This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…
We investigate number conserving cellular automata with up to five inputs and two states with the goal of comparing their dynamics with diffusion. For this purpose, we introduce the concept of decompression ratio describing expansion of…
A family of multi-value cellular automaton (CA) associated with traffic flow is presented in this paper. The family is obtained by extending the rule-184 CA, which is an ultradiscrete analogue to the Burgers equation. CA models in the…
The purpose of the present study is to search one-dimensional Cellular Automata (CA) rules which will solve the density classification task (DCT) perfectly. The mathematical analysis of number conserving functions over binary strings of…
Within the class of stochastic cellular automata models of traffic flows, we look at the velocity dependent randomization variant (VDR-TCA) whose parameters take on a specific set of extreme values. These initial conditions lead us to the…
We consider a flow-level model of a network operating under an $\alpha$-fair bandwidth sharing policy (with $\alpha>0$) proposed by Roberts and Massouli\'{e} [Telecomunication Systems 15 (2000) 185-201]. This is a probabilistic model that…
A cellular automaton named Rule 184++C is proposed as a meta-model to investigate the flow of various complex particles. In this model, unlike the granular pipe flow and the traffic flow, not only the free-jam phase transition but also the…
Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton, and Global) are investigated in conjunction with energy minimization principle to resolve the pressure and…
We examine a queue-based random-access algorithm where activation and deactivation rates are adapted as functions of queue lengths. We establish its heavy traffic behavior on a complete interference graph, which turns out to be highly…
A generalized optimal velocity model is analyzed, where the optimal velocity function depends not only on the headway of each car but also the headway of the immediately preceding one. The stability condition of the model is derived by…
For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…
For a multiclass G/G/1 queue with finite buffers, admission and scheduling control, and holding and rejection costs, we construct a policy that is asymptotically optimal in the heavy traffic limit. The policy is specified in terms of a…
We investigate traffic flows using the kinetic Boltzmann equations with a Maxwell collision integral. This approach allows analytical determination of the transient behavior and the size distributions. The relaxation of the car and cluster…
This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…