Abstract
This paper is devoted to the Paveri-Fontana model and its computation. The master equation of this model has no analytic solution in nonequilibrium case. We develop a stochastic approach to approximate this evolution equation. First, we give a probabilistic interpretation of the equation as a nonlinear Fokker-Planck equation. Replacing the nonlinearity by interaction, we deduce how to approximate its solution thanks to an algorithm based on a fictitious jump simulation of the interacting particle system. This algorithm is improved to obtain a linear complexity regarding the number of particles. Finally, the numerical method is illustrated on one traffic flow scenario and compared with a finite differences deterministic method.
| Original language | English |
|---|---|
| Pages (from-to) | 229-253 |
| Number of pages | 25 |
| Journal | SMAI Journal of Computational Mathematics |
| Volume | 2 |
| DOIs | |
| Publication status | Published - 1 Jan 2016 |
Keywords
- Paveri-Fontana model
- Stochastic particle methods
- Traffic flow
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