Well-posedness of a coupled system of Skorohod-like stochastic differential equations

Thi Kim Thoa Thieu; Adrian Muntean

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arXiv · 2006.00232

Well-posedness of a coupled system of Skorohod-like stochastic differential equations

Thi Kim Thoa Thieu·Adrian Muntean

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Abstract

We study the well-posedness of a coupled system of Skorohod-like stochastic differential equations with reflecting boundary condition. The setting describes the evacuation dynamics of a mixed crowd composed of both active and passive pedestrians moving through a domain with obstacles, fire and smoke. As main working techniques, we use compactness methods and the Skorohod's representation of solutions to SDEs posed in bounded domains. This functional setting is a new point of view in the field of modeling and simulation pedestrian dynamics. The main challenge is to handle the coupling in the model equations together with the multiple-connectedness of the domain and the pedestrian-obstacle interaction.

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Thi Kim Thoa Thieu, Adrian Muntean. 2021-02-07. Well-posedness of a coupled system of Skorohod-like stochastic differential equations. https://arxiv.org/abs/2006.00232

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