{"title":"基于随机特征的lighhill - whitham - richards模型的随机扰动","authors":"Nora Müller, Wolfgang Bock","doi":"10.1186/s13362-021-00103-w","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":44012,"journal":{"name":"Journal of Mathematics in Industry","volume":"7 9-10","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2021-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stochastic perturbation of the Lighthill–Whitham–Richards model via the method of stochastic characteristics\",\"authors\":\"Nora Müller, Wolfgang Bock\",\"doi\":\"10.1186/s13362-021-00103-w\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":44012,\"journal\":{\"name\":\"Journal of Mathematics in Industry\",\"volume\":\"7 9-10\",\"pages\":\"\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2021-05-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Mathematics in Industry\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1186/s13362-021-00103-w\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Mathematics in Industry","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1186/s13362-021-00103-w","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Stochastic perturbation of the Lighthill–Whitham–Richards model via the method of stochastic characteristics
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.