Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics

DOI10.1186/S13362-021-00103-WMaRDI QIDQ2138209zbMATH OpenOpenAlexFDO

Authors Nora Müller, W. Bock

Publication date 11 May 2022

Published in Journal of Mathematics in Industry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2006.15301

zbMATH Keywords

Lighthill-Whitham-Richards modelexplicit solutionsmethod of stochastic characteristics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Geometric theory, characteristics, transformations in context of PDEs (35A30) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: 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.

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