Stochastic perturbation of the Lighthill–Whitham–Richards model via the method of stochastic characteristics

Stochastic perturbation of the Lighthill–Whitham–Richards model via the method of stochastic characteristics

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 geometr...

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Bibliographic Details
Main Authors: Nora Müller, Wolfgang Bock
Format: Article
Language:English
Published: SpringerOpen 2021-05-01
Series:Journal of Mathematics in Industry
Subjects:
Method of stochastic characteristics
Lighthill–Whitham–Richards model
Explicit solutions
Online Access:https://doi.org/10.1186/s13362-021-00103-w
Description
Summary: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.
ISSN:2190-5983

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