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We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance…

光学 · 物理学 2021-07-13 Anthony B. Davis , Feng Xu

This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…

证券定价 · 定量金融 2013-06-27 Stefan Tappe , Thorsten Schmidt

In the area of urban transportation networks, a growing number of day-to-day (DTD) traffic dynamic theories have been proposed to describe the network flow evolution, and an increasing amount of laboratory experiments have been conducted to…

物理与社会 · 物理学 2023-03-08 Hang Qi , Ning Jia , Xiaobo Qu , Zhengbing He

We study deterministic continuous-time lossy dynamical flow networks with constant exogenous demands, fixed routing, and finite flow and buffer capacities. In the considered model, when the total net flow in a cell ---consisting of the…

动力系统 · 数学 2019-12-05 Leonardo Massai , Giacomo Como , Fabio Fagnani

This paper continues the study of equilibria for flows over time in the fluid queueing model recently considered by Koch and Skutella [10]. We provide a constructive proof for the existence and uniqueness of equilibria in the case of a…

最优化与控制 · 数学 2014-01-28 Roberto Cominetti , José R. Correa , Omar Larré

Predicting future bus trip chains for an existing user is of great significance for operators of public transit systems. Existing methods always treat this task as a time-series prediction problem, but the 1-dimensional time series…

机器学习 · 计算机科学 2024-12-17 Xiannan Huang , Yixin Chen , Quan Yuan , Chao Yang

A large family of diffusive models of transport that has been considered in the past years admits a transformation into the same model in contact with an equilibrium bath. This mapping holds at the full dynamical level, and is independent…

统计力学 · 物理学 2020-10-22 Rouven Frassek , Cristian Giardina , Jorge Kurchan

The dynamics of a driven tracer in a quiescent bath subject to geometric confinement effectively models a broad range of phenomena. We explore this dynamics in a 1D lattice model where geometric confinement is tuned by varying particle…

统计力学 · 物理学 2021-02-03 Asaf Miron , David Mukamel

We study the distribution of traffic in networks whose users try to minimise their delays by adhering to a simple learning scheme inspired by the replicator dynamics of evolutionary game theory. The stable steady states of these dynamics…

概率论 · 数学 2010-02-27 Panayotis Mertikopoulos , Aris L. Moustakas

Deterministic equilibrium flows in transport networks can be investigated by means of Markov's processes defined on the dual graph representations of the network. Sustained movement patterns are generated by a subset of automorphisms of the…

物理与社会 · 物理学 2007-10-30 D. Volchenkov , Ph. Blanchard

Understanding the drivers of urban mobility is vital for epidemiology, urban planning, and communication networks. Human movements have so far been studied by observing people's positions in a given space and time, though most recent models…

社会与信息网络 · 计算机科学 2014-02-21 Raja Jurdak

In search for mathematically tractable models of anomalous diffusion, we introduce a simple dynamical system consisting of a chain of coupled maps of the interval whose Lyapunov exponents vanish everywhere. The volume preserving property…

数学物理 · 物理学 2013-10-03 Lucia Salari , Lamberto Rondoni , Claudio Giberti

The dynamics of network formation are generally very complex, making the study of distributions over the space of networks often intractable. Under a condition called conservativeness, I show that the stationary distribution of a network…

理论经济学 · 经济学 2025-04-15 Jose M. Betancourt

Travel behaviour modellers have an increasingly diverse set of models at their disposal, ranging from traditional econometric structures to models from mathematical psychology and data-driven approaches from machine learning. A key question…

计量经济学 · 经济学 2026-04-15 Stephane Hess , Sander van Cranenburgh

Traveling fronts and stationary localized patterns in bistable reaction-diffusion systems have been broadly studied for classical continuous media and regular lattices. Analogs of such non-equilibrium patterns are also possible in networks.…

斑图形成与孤子 · 物理学 2012-10-29 Nikos E. Kouvaris , Hiroshi Kori , Alexander S. Mikhailov

Random walks represent an important tool for probing the structural and dynamical properties of networks and modeling transport and diffusion processes on networks. However, when individuals' movement becomes dictated by more complicated…

斑图形成与孤子 · 物理学 2022-11-24 Per Sebastian Skardal

Travel demand forecasting is an essential part of transportation planning and management. The four-step travel model is the traditional and most-common procedure utilized for travel demand forecasting, and many models have been proposed in…

物理与社会 · 物理学 2021-05-18 Hao Wang , Xiao-Yong Yan

Transport and dispersion of active particles in structured environments such as corrugated channels and porous media are important for the understanding of both natural and engineered active systems. Owing to their continuous…

软凝聚态物质 · 物理学 2024-10-16 Zhiwei Peng

We investigate the electrical current and flow (number of parallel paths) between two sets of n sources and n sinks in complex networks. We derive analytical formulas for the average current and flow as a function of n. We show that for…

离散数学 · 计算机科学 2008-11-17 Shai Carmi , Zhenhua Wu , Shlomo Havlin , H. Eugene Stanley

We consider dynamic equilibria for flows over time under the fluid queuing model. In this model, queues on the links of a network take care of flow propagation. Flow enters the network at a single source and leaves at a single sink. In a…

计算机科学与博弈论 · 计算机科学 2020-05-05 Marcus Kaiser