5,651 research outputs found
IBVPs for Scalar Conservation Laws with Time Discontinuous Fluxes
The initial boundary value problem for a class of scalar non autonomous
conservation laws in one space dimension is proved to be well posed and stable
with respect to variations in the flux. Targeting applications to traffic, the
regularity assumptions on the flow are extended to a merely
dependence on time. These results ensure, for instance,
the well posedness of a class of vehicular traffic models with time dependent
speed limits. A traffic management problem is then shown to admit an optimal
solution
Non Local Conservation Laws in Bounded Domains
The well posedness for a class of non local systems of conservation laws in a
bounded domain is proved and various stability estimates are provided. This
construction is motivated by the modelling of crowd dynamics, which also leads
to define a non local operator adapted to the presence of a boundary. Numerical
integrations show that the resulting model provides qualitatively reasonable
solutions
Hyperbolic predators vs parabolic preys
We present a nonlinear predator-prey system consisting of a nonlocal
conservation law for predators coupled with a parabolic equation for preys. The
drift term in the predators' equation is a nonlocal function of the prey
density, so that the movement of predators can be directed towards region with
high prey density. Moreover, Lotka-Volterra type right hand sides describe the
feeding. A theorem ensuring existence, uniqueness, continuous dependence of
weak solutions and various stability estimates is proved, in any space
dimension. Numerical integrations show a few qualitative features of the
solutions.Comment: 35 pages, 7 figure
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
This paper is a comprehensive comparison of existing methods for constructing confidence bands for univariate impulse response functions in the presence of high persistence. Monte Carlo results show that Kilian (1998a), Wright (2000), Gospodinov (2004) and Pesavento and Rossi (2005) have favorable coverage properties, although they differ in terms of robustness at various horizons, median unbiasedness, and reliability in the possible presence of a unit or mildly explosive root. On the other hand, methods like RunkleĂs (1987) bootstrap, Andrews and Chen (1994), and regressions in levels or first differences (even when based on pre-tests) may not have accurate coverage properties. The paper makes recommendations as to the appropriateness of each method in empirical work.Local to unity asymptotics, persistence, impulse response functions
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