相关论文: Multi-Commodity Nash Flows Over Time
We prove existence of weak solutions for a diffuse interface model for the flow of two viscous incompressible Newtonian fluids in a bounded domain by allowing for a degenerate mobility. The model has been developed by Abels, Garcke and…
The modelling of modern power markets requires the representation of the following main features: (i) a stochastic dynamic decision process, with uncertainties related to renewable production and fuel costs, among others; and (ii) a…
This paper examines a single-server queueing system that serves both scheduled and strategic walk-in customers. The service discipline follows a first-come, first-served policy, with scheduled customers granted non-preemptive priority. Each…
We have studied the distribution of traffic flow $q$ for the Nagel-Schreckenberg model by computer simulations. We applied a large-deviation approach, which allowed us to obtain the distribution $P(q)$ over more than one hundred decades in…
The basic properties of traffic flow are analyzed using a simple deterministic one dimensional "car following model" with continuous variables based on a model introduced by Nagel and Herrmann [Physica A 199 254--269 (1993)] including a few…
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,…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
We examine the dynamic network flow problem under the assumption that the flow consists of discrete units. The dynamic network flow problem is commonly addressed in the context of developing evacuation plans, where the flow is typically…
In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…
Dynamic arrest is a general phenomenon across a wide range of dynamic systems, but the universality of dynamic arrest phenomena remains unclear. We relate the emergence of traffic jams in a simple traffic flow model to the dynamic slow down…
We derive a novel thermodynamically consistent Navier--Stokes--Cahn--Hilliard system with dynamic boundary conditions. This model describes the motion of viscous incompressible binary fluids with different densities. In contrast to previous…
We investigate time-inconsistent portfolio problems under a broader class of monotone mean-variance (MMV) preferences. Since the optimal strategies for MMV and mean-variance (MV) preferences coincide, the MMV optimal strategies at different…
Maxwell models for viscoelastic flows are famous for their potential to unify elastic motions of solids with viscous motions of liquids in the continuum mechanics perspective. But the usual Maxwell models allow one to define well motions…
Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…
Instantaneous dynamic equilibrium (IDE) is a standard game-theoretic concept in dynamic traffic assignment in which individual flow particles myopically select en route currently shortest paths towards their destination. We analyze IDE…
We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…
In this article we address flow problems that carry a multiscale character in time. In particular we consider the Navier-Stokes flow in a channel on a fast scale that influences the movement of the boundary which undergoes a deformation on…
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…
The 3D spatially periodic Navier-Stokes equation is posed as a nonlinear matrix differential equation. When the flow is assumed to be a time series having unknown wavenumber coefficients, then the matrix in this periodic Navier-Stokes…
The prototypical diffuse-interface model that describes multi-component flows is the Navier-Stokes Cahn-Hilliard model (NSCH). Over the last decades many NSCH models have appeared that claim to describe the same physical phenomena, yet are…