Résumé
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.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 229-253 |
| Nombre de pages | 25 |
| journal | SMAI Journal of Computational Mathematics |
| Volume | 2 |
| Les DOIs | |
| état | Publié - 1 janv. 2016 |
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