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Stochastic perturbation of the Lighthill–Whitham–Richards model via the method of stochastic characteristics
Journal of Mathematics in Industry Pub Date : 2021-05-07 , DOI: 10.1186/s13362-021-00103-w
Nora Müller , Wolfgang Bock

In this paper we apply the method of stochastic characteristics to a Lighthill–Whitham–Richards model. The stochastic perturbation can be seen as errors in measurement of the traffic density. For concrete examples we solve the equation perturbed by a standard Brownian motion and the geometric Brownian motion without drift.

中文翻译:

随机特征法对Lighthill-Whitham-Richards模型的随机扰动

在本文中,我们将随机特征方法应用于Lighthill-Whitham-Richards模型。随机扰动可以看作是交通密度测量中的误差。对于具体示例,我们求解受标准布朗运动和无漂移几何布朗运动干扰的方程。
更新日期:2021-05-07
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