Noncolliding system of continuous-time random walks

The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal for any finite initial configuration without multiple point. The spatio-temporal correlation kernel is expressed by using the modified Bessel functions. We extend the system to the noncolliding process with an infinite number of particles, when the initial configuration has equidistant spacing of particles, and show a relaxation phenomenon to the equilibrium determinantal point process with the sine kernel.Comment: AMS-LaTeX, 19 pages, no figure. arXiv admin note: text overlap with arXiv:1307.1856 by other authors. v2: AMS-LaTeX 19 pages, minor corrections made for publication in Pacific Journal of Mathematics for Industr

A nonlinear discrete-velocity relaxation model for traffic flow

We derive a nonlinear 2-equation discrete-velocity model for traffic flow from a continuous kinetic model. The model converges to scalar Lighthill-Whitham type equations in the relaxation limit for all ranges of traffic data. Moreover, the model has an invariant domain appropriate for traffic flow modeling. It shows some similarities with the Aw-Rascle traffic model. However, the new model is simpler and yields, in case of a concave fundamental diagram, an example for a totally linear degenerate hyperbolic relaxation model. We discuss the details of the hyperbolic main part and consider boundary conditions for the limit equations derived from the relaxation model. Moreover, we investigate the cluster dynamics of the model for vanishing braking distance and consider a relaxation scheme build on the kinetic discrete velocity model. Finally, numerical results for various situations are presented, illustrating the analytical results

Multigrid Waveform Relaxation on Spatial Finite Element Meshes: The Discrete-Time Case

The efficiency of numerically solving time-dependent partial differential equations on parallel computers can be greatly improved by computing the solution on many time levels simultaneously. The theoretical properties of one such method, namely the discrete-time multigrid waveform relaxation method, are investigated for systems of ordinary differential equations obtained by spatial finite-element discretisation of linear parabolic initial-boundary value problems. The results are compared to the corresponding continuous-time results. The theory is illustrated for a one-dimensional and a two-dimensional model problem and checked against results obtained by numerical experiments

Combinatorial Penalties: Which structures are preserved by convex relaxations?

We consider the homogeneous and the non-homogeneous convex relaxations for combinatorial penalty functions defined on support sets. Our study identifies key differences in the tightness of the resulting relaxations through the notion of the lower combinatorial envelope of a set-function along with new necessary conditions for support identification. We then propose a general adaptive estimator for convex monotone regularizers, and derive new sufficient conditions for support recovery in the asymptotic setting

Crossover Time in Relative Fluctuations Characterizes the Longest Relaxation Time of Entangled Polymers

In entangled polymer systems, there are several characteristic time scales, such as the entanglement time and the disengagement time. In molecular simulations, the longest relaxation time (the disengagement time) can be determined by the mean square displacement (MSD) of a segment or by the shear relaxation modulus. Here, we propose the relative fluctuation analysis method, which is originally developed for characterizing large fluctuations, to determine the longest relaxation time from the center of mass trajectories of polymer chains (the time-averaged MSDs). Applying the method to simulation data of entangled polymers (by the slip-spring model and the simple reptation model), we provide a clear evidence that the longest relaxation time is estimated as the crossover time in the relative fluctuations.Comment: 17 pages, 9 figures, to appear in J. Chem. Phy