arXiv:2006.15301 Abstract | arXiv Analytics

arXiv:2006.15301 [math.PR]Abstract References Reviews Resources

Stochastic Perturbation of the Lighthill-Whitham-Richards Model via the Method of Stochastic Characteristics

Published 2020-06-27Version 1

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.

Categories: math.PR, math.AP

Keywords: stochastic perturbation, stochastic characteristics, lighthill-whitham-richards model, standard brownian motion, geometric brownian motion

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