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arXiv · 2006.15301

Stochastic Perturbation of the Lighthill-Whitham-Richards Model via the Method of Stochastic Characteristics

Nora Müller·Wolfgang Bock
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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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Nora Müller, Wolfgang Bock. 2020-06-27. Stochastic Perturbation of the Lighthill-Whitham-Richards Model via the Method of Stochastic Characteristics. https://arxiv.org/abs/2006.15301

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