Ott, William | Search NASA

DOE OSTI2019

Stochastic and coarse-grained two-dimensional modeling of directional particle movement

In this work, we study the evolution of interacting groups of pedestrians in two-dimensional geometries. We introduce a microscopic stochastic model that includes floor fields modeling the global flow of individual groups as well as local interaction rules. From this microscopic model we derive an analytically-tractable system of conservation laws that governs the evolution of the macroscopic pedestrian densities. Numerical simulations show good agreement between the system of conservation laws and the microscopic model, though the latter is slightly more diffusive. We conclude by deriving second-order corrections to the system of conservation laws.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Large Deviations for Gaussian Diffusions with Delay

Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from metastable fixed points. Near such fixed points, one can approximate nonlinear delay SDEs by linear delay SDEs. Here, we develop a fully explicit large deviations framework for (necessarily Gaussian) processes X{sub t} driven by linear delay SDEs with small diffusion coefficients. Our approach enables fast numerical computation of the action functional controlling rare events for X{sub t} and of the most likely paths transiting from X{sub 0}=p to X{sub T}=q. Via linear noise local approximations, we can then compute most likely routes of escape from metastable states for nonlinear delay SDEs. We apply our methodology to the detailed dynamics of a genetic regulatory circuit, namely the co-repressive toggle switch, which may be described by a nonlinear chemical Langevin SDE with delay.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗