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math.NA2017
Pareto-optimal coupling conditions for the Aw-Rascle-Zhang traffic flow model at junctions
Oliver Kolb, Guillaume Costeseque, Paola Goatin +1
This article deals with macroscopic traffic flow models on a road network. More precisely, we consider coupling conditions at junctions for the Aw-Rascle-Zhang second order model c…
math.NA2017★ 7 cited
The Euler scheme for stochastic differential equations with discontinuous drift coefficient: A numerical study of the convergence rate
S. Göttlich, K. Lux, A. Neuenkirch
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the cas…