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arxiv: 1901.10264 · v1 · pith:QMHLOIBUnew · submitted 2019-01-29 · 🧮 math.PR · math.AP

Piecewise deterministic Markov processes driven by scalar conservation laws

classification 🧮 math.PR math.AP
keywords deterministicconservationdynamicsfluxmarkovpdmppiecewiseprocesses
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We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which assumptions we can guarantee the existence of a PDMP and conclude bounded variation estimates for sample paths. Finally, we apply this dynamics to a production and traffic model and use this framework to incorporate the well-known scattering of flux functions observed in data sets.

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