“Can a single car really absorb a traffic jam without making new jams?” In this paper, we focus on this frequently-discussed question, and have succeeded in making a theoretical framework of a driving technique how to absorb a traffic jam by using a minimal microscopic model. Jam-absorption...

We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the “space” variable, which is opposite to the normal description...

We study here a simple one-dimensional ring composed of stochastic binary elements with delayed interaction. With this model we can analytically compute “interspike” interval histograms, and show how “resonance” or rhythmic behaviors arise with only noise and delay.

We analyze tick-by-tick data, the most high frequency data available, of yen–dollar currency exchange rates. We show that a dynamical structure can be observed in binarized data indicating the direction of up and down movement of prices, which is not apparently seen from the price change...

We analyze tick data of yen–dollar exchange with a focus on its up and down movement. We show that there exists a rather particular conditional probability structure with such high frequency data. This result provides us with evidence to question one of the basic assumptions of the traditional...

In this study, we present a simple stochastic order-book model for investors’ swarm behaviors seen in the continuous double auction mechanism, which is employed by major global exchanges. Our study shows a characteristic called “fat tail” seen in the data obtained from our model that...

Despite recent developments in management theory, maintaining a manufacturing schedule remains difficult because of production delays and fluctuations in demand and supply of materials. The response of manufacturing systems to such disruptions to dynamic behavior has been rarely studied. To...

We propose the Proxemic Floor Field Model as an extension of the Floor Field Model, which is one of the successful models describing pedestrian dynamics. Proxemic Floor Field is the Floor Field which corresponds to the effect of repulsion force between others. By introducing the Proxemic Floor...

In this paper, we propose a new approach for pedestrian dynamics. We call it a real-coded cellular automata (RCA). The scheme is based on the real-coded lattice gas (RLG), which has been developed for fluid simulation. Similar to RLG, the position and velocity can be freely given, independent of...

Traffic flows on crossing roads with an information board installed at the intersection have been simulated by a cellular automaton model. In the model, drivers have to enter the road with a shorter trip-time indicated on the information board, by making a turn at the intersection if necessary....