Showing 1 - 10 of 752
We are concerned with a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises. We first establish approximating SPDEs for them since the diffusion coefficients are not Lipschitz. And then we obtain the existence of weak mild solution to this system by solving a...
Persistent link: https://www.econbiz.de/10010718810
This note focuses on the Ornstein–Uhlenbeck process reflected at its long-run level (or long-run mean). The analytical closed-form of the transition density is obtained by virtue of the Skorokhod equation and the time-change for martingales. Our result is consistent with that presented by...
Persistent link: https://www.econbiz.de/10010576156
Persistent link: https://www.econbiz.de/10015211378
Persistent link: https://www.econbiz.de/10013483278
Persistent link: https://www.econbiz.de/10013437931
In this paper, we numerically investigate energy dissipation caused by traffic in the Nagel-Schreckenberg (NaSch) model with open boundary conditions (OBC). Boundary results in excess energy dissipation. The effects of the stochastic boundary conditions on energy dissipation are discussed. The...
Persistent link: https://www.econbiz.de/10010992871
In this paper, we numerically study energy dissipation per unit time per car Ed in the Nagel–Schreckenberg (NS) model. Numerical results show that there is a critical density over which energy dissipation occurs, but below which no energy loss happens in the deterministic NS model. Energy...
Persistent link: https://www.econbiz.de/10011063699
Persistent link: https://www.econbiz.de/10001573112
Persistent link: https://www.econbiz.de/10003132350
Persistent link: https://www.econbiz.de/10010399351