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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.…

物理与社会 · 物理学 2015-04-10 Tal Cohen , Rohan Abeyaratne

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…

偏微分方程分析 · 数学 2018-05-30 Martin Spitz

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…

统计金融 · 定量金融 2019-08-23 Ioane Muni Toke , Nakahiro Yoshida

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…

数据结构与算法 · 计算机科学 2023-11-03 Endre Csóka , András Pongrácz

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…

最优化与控制 · 数学 2022-06-30 Roman Chertovskih , Dmitry Karamzin , Nathalie T. Khalil , Fernando Lobo Pereira

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…

统计力学 · 物理学 2022-10-18 Dimitra Maoutsa , Manfred Opper

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…

概率论 · 数学 2010-01-15 K. Pakdaman , M. Thieullen , G. Wainrib

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…

元胞自动机与格子气 · 物理学 2023-12-18 Henryk Fukś , Sanchala Abeykoon Mudiyanselage

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…

适应与自组织系统 · 物理学 2007-05-23 Katsuhiro Nishinari , Daisuke Takahashi

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…

元胞自动机与格子气 · 物理学 2016-07-26 Suryakanta Pal , Sudhakar Sahoo , Birendra Kumar Nayak

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…

元胞自动机与格子气 · 物理学 2007-05-23 Sven Maerivoet , Bart De Moor

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…

概率论 · 数学 2014-01-16 D. Shah , J. N. Tsitsiklis , Y. Zhong

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…

comp-gas · 物理学 2009-10-31 A. Awazu

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…

流体动力学 · 物理学 2015-09-08 Taha Sochi

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…

概率论 · 数学 2021-06-08 Eyal Castiel , Sem Borst , Laurent Miclo , Florian Simatos , Philip Whiting

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…

斑图形成与孤子 · 物理学 2009-11-07 Shiro Sawada

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…

最优化与控制 · 数学 2023-12-13 Johannes J. Brust , Mihai Anitescu

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…

概率论 · 数学 2014-12-23 Rami Atar , Mark Shifrin

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…

统计力学 · 物理学 2007-05-23 E. Ben-Naim , P. L. Krapivsky

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…

最优化与控制 · 数学 2023-07-06 Guangyu Wu , Anders Lindquist