activity
20102017
most citedComparative model accuracy of a data-fitted generalized Aw-Rascle-Zhang model

120 citations · 165 across the 6 of their papers we have counts for

collaborators

6 papers

physics.soc-ph2017★ 21 cited

A Collapsed Generalized Aw-Rascle-Zhang Model and Its Model Accuracy

Shimao Fan, Ye Sun, Benedetto Piccoli +2

This work presents a collapsed generalized Aw-Rascle-Zhang (CGARZ) model, which fits into a generic second order model (GSOM) framework. GSOMs augment the evolution of the traffic…

physics.soc-ph2013★ 120 cited

Comparative model accuracy of a data-fitted generalized Aw-Rascle-Zhang model

Shimao Fan, Michael Herty, Benjamin Seibold

The Aw-Rascle-Zhang (ARZ) model can be interpreted as a generalization of the Lighthill-Whitham-Richards (LWR) model, possessing a family of fundamental diagram curves, each of whi…

physics.soc-ph2013★ 2 cited

Effect of the choice of stagnation density in data-fitted first- and second-order traffic models

Shimao Fan, Benjamin Seibold

For a class of data-fitted macroscopic traffic models, the influence of the choice of the stagnation density on the model accuracy is investigated. This work builds on an establish…

physics.soc-ph2012★ 8 cited

A comparison of data-fitted first order traffic models and their second order generalizations via trajectory and sensor data

Shimao Fan, Benjamin Seibold

The Aw-Rascle-Zhang (ARZ) model can be interpreted as a generalization of the first order Lighthill-Whitham-Richards (LWR) model, possessing a family of fundamental diagram curves,…

math.PR2011★ 14 cited

Convergence of quantum random walks with decoherence

Shimao Fan, Zhiyong Feng, Sheng Xiong +1

In this paper, we study the discrete-time quantum random walks on a line subject to decoherence. The convergence of the rescaled position probability distribution depends…

math.PR2010

A proof of a conjecture in the Cramér-Lundberg model with investments

Shimao Fan, Sheng Xiong, Wei-Shih Yang

In this paper, we discuss the Cramér-Lundberg model with investments, where the price of the invested risk asset follows a geometric Brownian motion with drift and volatility $…