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This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

概率论 · 数学 2021-02-11 Michel Mandjes , Jaap Storm

The planar symmetric Markov random flight $\bold X(t), \; t>0,$ is represented by the stochastic motion of a particle moving with constant finite speed $c>0$ in the Euclidean plane $\Bbb R^2$ and taking on its initial and each new…

概率论 · 数学 2025-07-11 Alexander D. Kolesnik

We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…

种群与进化 · 定量生物学 2021-05-19 Alexandru Hening , Yao Li

We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…

统计力学 · 物理学 2009-10-31 A. Puglisi , V. Loreto , U. Marini Bettolo Marconi , A. Vulpiani

In this paper, a useful reinterpretation of the city as a porous medium justifies the application of well-known models on fluid dynamics to develop a multi-model study of urban air pollution due to traffic flow in a large city. Thus, to…

数值分析 · 数学 2025-02-21 N. Garcia-Chan , L. J. Alvarez-Vazquez , A. Martinez , M. E. Vazquez-Mendez

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

生物物理 · 物理学 2009-04-15 L. Bruno , M. A. Despósito

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

计算物理 · 物理学 2024-09-16 Elliot J. Carr

We consider diffusion-controlled release of particles from $d$-dimensional radially-symmetric geometries. A quantity commonly used to characterise such diffusive processes is the proportion of particles remaining within the geometry over…

生物物理 · 物理学 2023-09-20 Luke P. Filippini , Matthew J. Simpson , Elliot J. Carr

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

统计力学 · 物理学 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · 物理学 2009-10-31 Piotr Garbaczewski

An investigation of the effect of surface diffusion in random deposition model is made by analytical methods and reasoning. For any given site, the extent to which a particle can diffuse is decided by the morphology in the immediate…

软凝聚态物质 · 物理学 2011-12-14 Baisakhi Mal , Subhankar Ray , J. Shamanna

We consider the effective surface motion of a particle that intermittently unbinds from a planar surface and performs bulk excursions. Based on a random walk approach we derive the diffusion equations for surface and bulk diffusion…

We present a model for variations in atmospheric temperature from time scales of one day to one million years based on a stochastic diffusion (random walk) model of the turbulent transport of heat energy vertically in a coupled…

ao-sci · 物理学 2008-02-03 Jon D. Pelletier

We present a simple stochastic quadrant model for calculating the transport and de- position of heavy particles in a fully developed turbulent boundary layer based on the statistics of wall-normal fluid velocity fluctuations obtained from a…

流体动力学 · 物理学 2016-08-02 C. Jin , I. Potts , M. W. Reeks

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

概率论 · 数学 2024-11-21 Paweł J. Szabłowski

In this paper, we consider the density estimation problem associated with the stationary measure of ergodic It\^o diffusions from a discrete-time series that approximate the solutions of the stochastic differential equations. To take an…

数值分析 · 数学 2021-09-10 Yiqi Gu , John Harlim , Senwei Liang , Haizhao Yang

We introduce a discrete time microscopic single particle model for kinetic transport. The kinetics is modeled by a two-state Markov chain, the transport by deterministic advection plus a random space step. The position of the particle after…

概率论 · 数学 2011-06-16 Michel Dekking , Derong Kong

We study a kinetic toy model for a spray of particles immersed in an ambient fluid, subject to some additional random forcing given by a mixing, space-dependent Markov process. Using the perturbed test function method, we derive the…

偏微分方程分析 · 数学 2020-05-20 Arnaud Debussche , Angelo Rosello , Julien Vovelle

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

统计力学 · 物理学 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

We consider random flights of point particles inside $n$-dimensional channels of the form $\mathbb{R}^{k} \times \mathbb{B}^{n-k}$, where $\mathbb{B}^{n-k}$ is a ball of radius $r$ in dimension $n-k$. The particle velocities immediately…

概率论 · 数学 2018-07-02 Timothy Chumley , Renato Feres , Hong-Kun Zhang
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