Reconstruction of dynamical equations for traffic flow

DOI10.1016/S0375-9601(02)00288-8zbMATH Open0996.90018arXivphysics/0110084OpenAlexW2105206328WikidataQ57664226 ScholiaQ57664226MaRDI QIDQ1604151FDOQ1604151

Authors: S. Kriso, J. Peinke, Rudolf Friedrich, Peter Wagner 

Publication date: 3 July 2002

Published in: Physics Letters. A (Search for Journal in Brave)

Abstract: Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In particular we present a new method, with which the flow dynamics can be extracted directly from the measured data. As a result a Langevin equation for the traffic flow is obtained. From the deterministic part of the flow dynamics, stable fixed points are extracted and set into relation with common features of the fundamental diagram.

Full work available at URL: https://arxiv.org/abs/physics/0110084

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zbMATH Keywords

fixed pointsstochastic dynamicsLangevin equation

Mathematics Subject Classification ID

Traffic problems in operations research (90B20)

Cites Work

• The Fokker-Planck equation. Methods of solution and applications.
• Experimental Features of Self-Organization in Traffic Flow
• Experimental features of the emergence of moving jams in free traffic flow

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• Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity
• Bivariate time-periodic Fokker-Planck model for freeway traffic
• An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
• Maximum likelihood estimation of drift and diffusion functions
• Deterministic and stochastic features of rhythmic human movement
• Can log-periodic power law structures arise from random fluctuations?
• Kernel-based regression of drift and diffusion coefficients of stochastic processes
• From a cellular automaton model of tumor-immune interactions to its macroscopic dynamical equation: a drift-diffusion data analysis approach
• Stochastic time series with strong, correlated measurement noise: Markov analysis in \(N\) dimensions
• Finite sampling interval effects in Kramers-Moyal analysis
• Estimating Kramers-Moyal coefficients in short and non-stationary data sets

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