numerical methods for modern traffic flow modelspopov/l12008/talks/alex_k_tamu_200… · [a....

65
Numerical Methods for Modern Traffic Flow Models Alexander Kurganov Tulane University Mathematics Department www.math.tulane.edu/kurganov joint work with Pierre Degond, Universit´ e Paul Sabatier, Toulouse Anthony Polizzi, University of Michigan, Ann Arbor 1

Upload: others

Post on 01-Aug-2020

2 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Numerical Methods for Modern Traffic

Flow Models

Alexander Kurganov

Tulane University

Mathematics Department

www.math.tulane.edu/∼kurganov

joint work with

Pierre Degond, Universite Paul Sabatier, Toulouse

Anthony Polizzi, University of Michigan, Ann Arbor

1

Page 2: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Traffic Flow Models with ArrheniusLook-Ahead Dynamics

[M.J. Lighthill, G.B. Whitham; 1955] proposed the simplest

deterministic continuum traffic flow model:

ut + f(u)x = 0, f(u) = uV (u), V (u) = Vm(1− u)

u(x, t): a relative car density (0 ≤ u ≤ 1)

Vm ≡ const: the maximum possible speed

V (u): dimensionless velocity function that depends only on u

2

Page 3: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

[A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-

Whitham model to a more realistic one by taking into account

interactions with other vehicles ahead (“look-ahead” rule).

The resulting scalar conservation law with a global flux is:

ut + F (u)x = 0, F (u) = Vmu(1− u) exp(−J ◦ u),

where the contribution of short range interactions to the flux is:

J ◦ w(x) :=

x+γ∫x

J(y − x)w(y) dy

γ ≡ const > 0: look-ahead distance

J: interaction potential

3

Page 4: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

The simplest interaction potential is the constant one:

J(r) =

{1/γ, 0 < r < γ,0, otherwise.

Then

J ◦ u(x) :=1

γ

x+γ∫x

u(y) dy

Introducing the anti-derivative, U :=∫ x

−∞u(ξ, t) dξ, we rewrite the

global flux equation as:

ut + F (u, U)x = 0

F (u, U) = Vmu(1− u)exp

−U(x + γ)− U(x)

γ

4

Page 5: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Finite-Volume Schemes

1-D System: ut + f(u)x = 0

unj ≈

1

∆x

∫Cj

u(x, tn) dx : cell averages over Cj := (xj−1

2, x

j+12)

This solution is approximated by a piecewise linear (conservative,

second-order accurate, non-oscillatory) reconstruction:

un(x) = unj + sn

j (x− xj) for x ∈ Cj

5

Page 6: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

xjxj−1 xj+1 xj+2

For example,

snj = minmod

(θun

j − unj−1

∆x,un

j+1 − unj−1

2∆x, θ

unj+1 − un

j

∆x

)θ ∈ [1,2],

where the minmod function is defined as:

minmod(z1, z2, ...) :=

minj{zj}, if zj > 0 ∀j,maxj{zj}, if zj < 0 ∀j,0, otherwise.

6

Page 7: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Godunov-type upwind schemes are designed by integrating

ut + f(u)x = 0

over the space-time control volumes [xj−1

2, x

j+12]× [tn, tn+1]

tn

tn+1

xj xj+1xj−1/2 xj+1/2xj−1

7

Page 8: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

tn

tn+1

xj xj+1xj−1/2 xj+1/2xj−1

un+1j = un

j −1

∆x

tn+1∫tn

[f(u(x

j+12, t))− f(u(x

j−12, t))

]dt

In order to evaluate the flux integrals on the RHS, one has to

(approximately) solve the generalized Riemann problem.

This may be hard or even impossible...8

Page 9: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Nessyahu-Tadmor Scheme

The Nessyahu-Tadmor [H. Nessyahu, E. Tadmor; 1990] scheme

is a central Godunov-type scheme. It is designed by integrating

ut + f(u)x = 0

over the different set of staggered space-time control volumes

[xj, xj+1]× [tn, tn+1] containing the Riemann fans

xj+1

tn

tn+1

xj xj+1/2

�����������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������

�����������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������

���� ����

9

Page 10: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

xj+1

tn

tn+1

xj xj+1/2

�����������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������

�����������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������

���� ����

un+1j+1

2=

1

∆x

xj+1∫xj

un(x) dx−1

∆x

tn+1∫tn

[f(u(xj+1, t))− f(u(xj, t))

]dt

Due to the finite speed of propagation, this can be reduced to:

un+1j+1

2=

unj + un

j+1

2+

∆x

8(sn

j − snj+1)−

∆t

∆x

[f(u

n+12

j+1 )− f(un+1

2j )

]10

Page 11: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Values of u at t = tn+12 are approximated using the Taylor

expansion:

un+1

2j ≈ un(xj) +

∆t

2ut(xj, t

n)

• un(x) = unj + sn

j (x− xj) =⇒ un(xj) = unj

• ut(xj, tn) = −fx(u

nj )

The space derivatives fx are computed using the (minmod)

limiter:

fx(unj ) = minmod

(θf(un

j )− f(unj−1)

∆x,f(un

j+1)− f(unj−1)

2∆x,

θf(un

j+1)− f(unj )

∆x

)

11

Page 12: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Nessyahu-Tadmor Scheme for a Traffic FlowModel with Arrhenius Look-Ahead Dynamics

unj ≈

1

∆x

∫Cj

u(x, tn) dx : cell averages over Cj := (xj−1

2, x

j+12)

This solution is approximated by a piecewise linear (conservative,

second-order accurate, non-oscillatory) reconstruction:

un(x) = unj + sn

j (x− xj) for x ∈ Cj

For example,

snj = minmod

(θun

j − unj−1

∆x,

unj+1 − un

j−1

2∆x, θ

unj+1 − un

j

∆x

)θ ∈ [1,2]

12

Page 13: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

The Nessyahu-Tadmor (NT) scheme is designed by integrating

ut + F (u, U)x = 0

over the space-time control volumes [xj, xj+1]× [tn, tn+1]:

un+1j+1

2=

1

∆x

xj+1∫xj

un(x) dx−1

∆x

tn+1∫tn

[F (u(xj+1, t), U(xj+1, t))

−F (u(xj, t), U(xj, t))]dt

Due to the finite speed of propagation, this can be reduced to:

un+1j+1

2=

uj + uj+1

2+

∆x

8(sn

j − snj+1)−

∆t

∆x

[F (u

n+12

j+1 , Un+1

2j+1 )− F (u

n+12

j , Un+1

2j )

]

13

Page 14: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

u and U at t = tn+12 are approximated using the Taylor expansion:

un+1

2j ≈ un(xj) +

∆t

2ut(xj, t

n) Un+1

2j ≈ Un(xj) +

∆t

2Ut(xj, t

n)

• un(x) = unj + sn

j (x− xj) =⇒ unj := un(xj) = un

j

• By integrating un from xmin to x we obtain the piecewisequadratic approximation of the antiderivative U :

Un(x) =

x∫xmin

un(ξ) dξ = ∆xj−1∑i=0

uni +

x∫x

j−12

un(ξ) dξ

= ∆xj−1∑i=0

uni + un

j (x− xj−1

2) +

snj

2(x− x

j−12)(x− x

j+12), x ∈ Cj

In particular,

Unj := Un(xj) = ∆x

j−1∑i=0

uni +

∆x

2un

j −(∆x)2

8snj

14

Page 15: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

un+1

2j ≈ un(xj) +

∆t

2ut(xj, t

n) Un+1

2j ≈ Un(xj) +

∆t

2Ut(xj, t

n)

ut(xj, tn) = −Fx(u

nj , Un

j ) (1)

The space derivative Fx is computed using the (minmod) limiter:

Fx(unj , Un

j ) = minmod

F (unj , Un

j )− F (unj−1, Un

j−1)

∆x,

F (unj+1, Un

j+1)− F (unj−1, Un

j−1)

2∆x, θ

F (unj+1, Un

j+1)− F (unj , Un

j )

∆x

)

Finally, we integrate equation (1) with respect to x to obtain:

Ut(xj, tn) = −F (un

j , Unj )

15

Page 16: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Numerical Examples

Example 1 — Red Light Traffic

u(x,0) =

{1, 4 < x < 60, otherwise

This corresponds to a situation in which the traffic light is located

at x = 6 and it is turned from red to green at t = 0.

First, fix γ = 1

16

Page 17: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

4 6 8 100

0.2

0.4

0.6

0.8

∆ x=1/5

1−ORDER2−ORDERREFERENCE

4 6 8 100

0.2

0.4

0.6

0.8

∆ x=1/10

1−ORDER2−ORDERREFERENCE

4 6 8 100

0.2

0.4

0.6

0.8∆ x=1/20∆ x=1/40∆ x=1/400

3.9 4 4.1 4.20

0.2

0.4

0.6

0.8

∆ x=1/20∆ x=1/40∆ x=1/400

17

Page 18: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Impact of the look-ahead dynamics: global vs. non-global fluxes

4 6 8 100

0.2

0.4

0.6

0.8 GLOBAL FLUXNON−GLOBAL FLUX

18

Page 19: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

We finally demonstrate the dependence of the computed solutionon the look-ahead distance γ:

• as γ decreases, the drivers can see less and the original trafficjam dissipates more slowly

• when γ is large, the effect of the global flux is small

4 6 8 100

0.2

0.4

0.6

0.8

1 γ=0.1γ=0.2γ=0.5γ=1

4 6 8 100

0.2

0.4

0.6

0.8

1 γ=10γ=5γ=2γ=1

19

Page 20: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Formal limits of the global flux as γ →∞ and γ → 0

The global factor exp(−U(x+γ)−U(x)

γ

)→ 1 as γ →∞ assuming

the total number of cars on the freeway is bounded. Therefore,

F (u, U) −→ f(u) = Vmu(1− u) as γ →∞

that is, the global model reduces to the original, non-global one.

(U(x + γ)− U(x)

γ

)→ Ux(x) = u(x) as γ → 0. Therefore,

F (u, U) −→ f(u)e−u = Vmu(1− u)e−u as γ → 0

e−u: “slow down” factor in the limiting low visibility case.

20

Page 21: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Example 2 — Traffic Jam on a Busy Freeway

u(x,0) =

{1, 16 < x < 180.75, otherwise

Dispersive effect is much more prominent here since the waves

are moving in the direction opposite to the vehicles’ velocity.

21

Page 22: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Even in the case of a large γ = 10, the global and non-global

flux solutions are significantly different:

−10 0 10

0.8

0.9

1

t=10

−10 0 10

0.8

0.9

1

t=10

−10 0 10

t=6

−10 0 10

t=3

−10 0 10

t=1

−10 0 10

0.8

0.9

1

t=10

−10 0 10

t=6

−10 0 10

t=3

−10 0 10

t=1

22

Page 23: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

For a smaller γ = 5, the dispersive waves are getting together

by time t = 10:

−10 0 10

0.8

0.9

1

t=10

−10 0 10

t=6

−10 0 10

t=3

−10 0 10

t=1

For γ = 3, the larger waves catch the smaller ones much faster

now and a dispersive “wave package” is formed at about t = 3:

−10 0 10

0.8

0.9

1

t=10

−10 0 10

t=6

−10 0 10

t=3

−10 0 10

t=1

23

Page 24: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

When γ = 1, a dispersive “wave package” develops right away

and is later transformed into one wave:

−5 0 5 10 15

0.8

0.9

1

t=10

−5 0 5 10 15

t=6

−5 0 5 10 15

t=3

−5 0 5 10 15

t=1

When γ = 0.5, the dispersive effect can be observed at small

times only:

0 5 10 15

0.8

0.9

1

t=10

0 5 10 15

t=6

0 5 10 15

t=3

0 5 10 15

t=1

24

Page 25: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

For even smaller γ = 0.1, no dispersive effect can be observed:

0 5 10 15

0.8

0.9

1

t=10

0 5 10 15

t=6

0 5 10 15

t=3

0 5 10 15

t=1

A certain smoothing effect can be observed though the solutionseems to contain a sub-shock at the left edge of the wave:

0 2 4 60.75

0.8

0.85

0.9

0.95

1

∆ x=1/200

0 2 4 60.75

0.8

0.85

0.9

0.95

1

∆ x=1/400

25

Page 26: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

• Large and intermediate values of γ =⇒ dispersive effect

• Small values of γ =⇒ smoothing effect starts dominating

The nature of these phenomena can be heuristically explained

by expanding U(x + γ) in

ut+F (u, U)x = 0, F (u, U) = Vmu(1−u)exp

(−

U(x + γ)− U(x)

γ

)

into the Taylor series about x:

ut +[Vm(u− u2)eTS

]x= 0, TS := −

(u +

γ

2ux +

γ2

6uxx + . . .

)m

ut + Vm(1− 3u + u2)eTS ux = Vm(u− u2)eTS(

γ

2uxx +

γ2

6uxxx + . . .

)Our conjecture: for small γ initially smooth solutions may remain

smooth for all t. However, the viscosity coefficient in this case

is small so that smooth solutions may develop sharp gradients.

26

Page 27: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Example 3 — Numerical Breakdown Study

To check our conjecture, we consider the smooth initial data:

u(x,0) = 0.75 + 0.25e−(x−17)2

−2 0 2 4 6 80.75

0.8

0.85

0.9

0.95

1

∆ x=1/800

γ=0.1γ=1

1 2 3 4 5

0.8

0.82

0.84

0.86

γ=1

∆ x=1/1600∆ x=1/3200

27

Page 28: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

For small γ = 0.1, the solution does not seem to break down atany stage of its evolution:

−10 0 10

0.8

0.9

1

t=20

−10 0 10

t=14

−10 0 10

t=8

−10 0 10

t=2

For large γ = 10, the solution of the global model clearly breaksdown in finite time like the solution of the non-global model:

−15 −10 −5 0 5 10

0.76

0.78

0.8

0.82

0.84

0.86

0.88γ=10NON−GLOBAL FLUX

28

Page 29: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Linear Interaction Potential

A more realistic interaction potential is a linear one:

J(r) =1

γϕ

(r

γ

), ϕ(r) =

{2− 2r, 0 < r < 10, otherwise

that is,

J(r) =

2

γ

(1−

r

γ

), 0 < r < γ

0, otherwise

In this case,

J ◦ u(x, t) =

∞∫x

J(y − x)u(y, t) dy =2

γ

x+γ∫x

(1−

y − x

γ

)u(y, t) dy.

or after the integration by parts,

J ◦ u(x, t) =2

γ

x+γ∫x

U(y, t) dy − U(x, t)

29

Page 30: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

It is easy to show that

J ◦ u(x, t) −→ u(x, t) as γ → 0

This suggests that for small γ, the modified model is not

expected to be much different from the original one.

• Indeed, when the visibility is very bad, all vehicles located within

the interval (x, x + γ] are expected to have almost the same

influence on the driver of the car located at x.

• However, when γ is not too small, the use of the linear

interaction potential is motivated by the fact that the vehicles

located further away from x (but still visible to the driver there)

typically have smaller influence on the driver’s behavior then the

vehicles that are nearby.

30

Page 31: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Formula

J ◦ u(x, t) =2

γ

x+γ∫x

U(y, t) dy − U(x, t)

can be rewritten as

J ◦ u(x, t) =2

γ

[U(x + γ, t)− U(x, t)

γ− U(x, t)

]

where U denotes the antiderivative of U :

U(x, t) :=

x∫−∞

U(ξ, t) dξ

31

Page 32: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

The modified model is:

ut + F (u, U,U)x = 0

F (u, U,U) = Vmu(1− u) exp

(−

2

γ

[U(x + γ, t)− U(x, t)

γ− U(x, t)

])

Compare with

ut + F (u, U)x = 0

F (u, U) = Vmu(1− u) exp

(−

U(x + γ)− U(x)

γ

)

32

Page 33: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Nessyahu-Tadmor Scheme for a Traffic FlowModel with Linear Interaction Potential

ut + F (u, U,U)x = 0

un+1j+1

2=

uj + uj+1

2+

∆x

8(sn

j − snj+1)

−λ

F (u, U,U)

∣∣∣∣∣∣(xj+1, tn+1

2)

− F (u, U,U)

∣∣∣∣∣∣(xj, t

n+12)

Therefore, to complete the description of the NT scheme we

need to provide a recipe for the calculation of the intermediate

point values {U(xj, tn+1

2)}.

33

Page 34: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

From the Taylor expansion

U(xj, tn+1

2) ≈ U(xj, tn) +

∆t

2Ut(xj, t

n)

The approximate values of {U(xj, tn)} can be obtained by

integrating the piecewise quadratic function

Un = ∆xj−1∑i=0

uni + un

j (x− xj−1

2) +

snj

2(x− x

j−12)(x− x

j+12), x ∈ Cj

which results in a piecewise cubic approximation of U(x, tn):

Un(x) =

x∫xmin

Un(ξ) dξ = ∆xj−1∑i=0

wni + wn

j (x− xj−1

2)

+un

j

2(x− x

j−12)(x− x

j+12) +

snj

6(x− x

j−12)(x− xj)(x− x

j+12), x ∈ Cj

34

Page 35: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Finally, integrating equation

Ut(xj, tn) = −F (un

j , Unj )

we obtain

Ut(xj, tn) = −

x∫xmin

F (u(ξ, tn), U(ξ, tn),U(ξ, tn)) dξ

which can be calculated by exact integration of the piecewise

linear approximation of F .

35

Page 36: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Back to Example 2 — Traffic Jam on a Busy Freeway

u(x,0) =

{1, 16 < x < 180.75, otherwise

36

Page 37: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

γ = 10

Constant interaction potential

−10 0 10

0.8

0.9

1

t=10

−10 0 10

t=6

−10 0 10

t=3

−10 0 10

t=1

0.75

0.8

0.85

0.9

0.95

1

-20 -15 -10 -5 0 5 10 15 20

t=10

0.75

0.8

0.85

0.9

0.95

1

-20 -15 -10 -5 0 5 10 15 20

t=6

0.75

0.8

0.85

0.9

0.95

1

-20 -15 -10 -5 0 5 10 15 20

t=3

0.75

0.8

0.85

0.9

0.95

1

-20 -15 -10 -5 0 5 10 15 20

t=1

Linear interaction potential37

Page 38: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

γ = 5

Constant interaction potential

−10 0 10

0.8

0.9

1

t=10

−10 0 10

t=6

−10 0 10

t=3

−10 0 10

t=1

0.75

0.8

0.85

0.9

0.95

1

-20 -15 -10 -5 0 5 10 15 20

t=10

0.75

0.8

0.85

0.9

0.95

1

-20 -15 -10 -5 0 5 10 15 20

t=6

0.75

0.8

0.85

0.9

0.95

1

-20 -15 -10 -5 0 5 10 15 20

t=3

0.75

0.8

0.85

0.9

0.95

1

-20 -15 -10 -5 0 5 10 15 20

t=1

Linear interaction potential38

Page 39: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

γ = 3

Constant interaction potential

−10 0 10

0.8

0.9

1

t=10

−10 0 10

t=6

−10 0 10

t=3

−10 0 10

t=1

0.75

0.8

0.85

0.9

0.95

1

-10 -5 0 5 10 15 20

t=10

0.75

0.8

0.85

0.9

0.95

1

-10 -5 0 5 10 15 20

t=6

0.75

0.8

0.85

0.9

0.95

1

-10 -5 0 5 10 15 20

t=3

0.75

0.8

0.85

0.9

0.95

1

-10 -5 0 5 10 15 20

t=1

Linear interaction potential39

Page 40: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

γ = 1

Constant interaction potential

−5 0 5 10 15

0.8

0.9

1

t=10

−5 0 5 10 15

t=6

−5 0 5 10 15

t=3

−5 0 5 10 15

t=1

0.75

0.8

0.85

0.9

0.95

1

-5 0 5 10 15 20

t=10

0.75

0.8

0.85

0.9

0.95

1

-5 0 5 10 15 20

t=6

0.75

0.8

0.85

0.9

0.95

1

-5 0 5 10 15 20

t=3

0.75

0.8

0.85

0.9

0.95

1

-5 0 5 10 15 20

t=1

Linear interaction potential40

Page 41: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

γ = 0.5

Constant interaction potential

0 5 10 15

0.8

0.9

1

t=10

0 5 10 15

t=6

0 5 10 15

t=3

0 5 10 15

t=1

0.75

0.8

0.85

0.9

0.95

1

0 5 10 15 20

t=10

0.75

0.8

0.85

0.9

0.95

1

0 5 10 15 20

t=6

0.75

0.8

0.85

0.9

0.95

1

0 5 10 15 20

t=3

0.75

0.8

0.85

0.9

0.95

1

0 5 10 15 20

t=1

Linear interaction potential41

Page 42: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

γ = 0.1

Constant interaction potential

0 5 10 15

0.8

0.9

1

t=10

0 5 10 15

t=6

0 5 10 15

t=3

0 5 10 15

t=1

0.75

0.8

0.85

0.9

0.95

1

0 5 10 15 20

t=10

0.75

0.8

0.85

0.9

0.95

1

0 5 10 15 20

t=6

0.75

0.8

0.85

0.9

0.95

1

0 5 10 15 20

t=3

0.75

0.8

0.85

0.9

0.95

1

0 5 10 15 20

t=1

Linear interaction potential42

Page 43: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Models of Formation and Evolutionof Traffic Jams

[H.J. Payne; 1971,1979] → first “second-order” fluid dynamics

models of traffic flow were proposed

[C. Daganzo; 1995] → These models admit absurd results:

• negative car density

• backward car movement

since cars in traffic have properties usual fluids do not have

[A. Aw, M. Rascle; 2000, 2002] → A new “second-order” model

was derived from the microscopic Follow-the-Leader model

43

Page 44: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Aw-Rascle Model

{ρt + (ρu)x = 0

(ρw)t + (ρwu)x = 0, w = u + p(ρ)

ρ(x, t): a relative car density (0 ≤ ρ ≤ 1)

u > 0: dimensionless velocity

w: drivers “preferred velocity”

p(ρ): velocity offset (0 ≤ p(ρ) ≤ ∞)

Example ([A. Aw, M. Rascle; 2000, 2002])

p(ρ) = ργ

Not the best choice since the region [0, ρ∗]×[0, u∗] is not invariant

44

Page 45: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

{ρt + (ρu)x = 0

(ρw)t + (ρwu)x = 0, w = u + p(ρ)

m{∂tρ + ∂x(ρu) = 0

(∂t + u∂x)(u + p(ρ)) = 0

m ρt + (ρu)x = 0

ut +(

u2

2

)x= ρp′(ρ)ux

Compare with the pressureless gas dynamics (PGD) system: ρt + (ρu)x = 0

ut +(

u2

2

)x= 0

⇐⇒

ρt + (ρu)x = 0

(ρu)t + (ρu2)x = 0

45

Page 46: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Example [F. Berthelin, P. Degond, M. Delitala, M. Rascle; 2008]

p(ρ) =

(1

ρ−

1

ρ∗

)−γ

for ρ ≤ ρ∗, γ > 0

ρ∗: maximal density

Notice that

p(ρ) →∞ as ρ → ρ∗

For the modified Aw-Rascle model the region [0, ρ∗] × [0, u∗] is

invariant

46

Page 47: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Modeling Traffic Jams

[F. Berthelin, P. Degond, M. Delitala, M. Rascle; 2008]∂tρ

ε + ∂x(ρεuε) = 0

(∂t + uε∂x)(uε + εp(ρε)) = 0, p(ρε) =(

1ρε − 1

ρ∗)−γ

p

ρ0 ∗ ρ

! No velocity offset unless ρ ∼ ρ∗

! This is a very stiff problem for small ε

47

Page 48: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

ε → 0

For a nonsingular p(ρ) (e.g., p(ρ) = ργ), εp(ρε) → 0 and{∂tρ

ε + ∂x(ρεuε) = 0

(∂t + uε∂x)(uε + εp(ρε)) = 0−→

ρt + (ρu)x = 0

ut +(

u2

2

)x= 0

(PGD)

For p(ρ) =

(1

ρ−

1

ρ∗

)−γ

, εp(ρε) → p(x, t) ≥ 0

! p(x, t) may become positive and finite

The formal limit of the Rescaled Modified Aw-Rascle Model is

the Constrained PGD system:

{∂tρ

ε + ∂x(ρεuε) = 0

(∂t + uε∂x)(uε + εp(ρε)) = 0−→

∂tρ + ∂x(ρu) = 0

(∂t + u∂x)(u + p) = 0

0 ≤ ρ ≤ ρ∗, p ≥ 0, (ρ∗ − ρ)p = 0

48

Page 49: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Constrained PGD System

∂tρ + ∂x(ρu) = 0

(∂t + u∂x)(u + p) = 0

0 ≤ ρ ≤ ρ∗, p ≥ 0, (ρ∗ − ρ)p = 0

! This system is still ill posed since the velocity offset p is

undefined inside the clusters, that is, in the regions ρ = ρ∗

! Rigorous passage to the ε → 0 limit shows that

• ux = 0 inside the clusters

• When two cluster collide, they form a new cluster moving

with the velocity of the cluster on the right.

49

Page 50: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Numerical Methods for theConstrained PGD System

Method 1: Finite-Volume Upwind Scheme

The idea: at each time step solve the PGD system and correct

the velocities at the edges of clusters

Assume that at some time level t the computed solution

{ρj(t), uj(t)} is available. Then it is evolved to t + ∆t:

{ρj(t)

uj(t)

}→{

ρn(·, t)un(·, t)

}→

H

ρ

j+12(t)

Huj+1

2(t)

→{

ρj(t + ∆t)

uj(t + ∆t)

}

d

dt

(ρj(t)

uj(t)

)= −

Hj+1

2(t)−H

j−12(t)

∆x, H

j+12(t) :=

j+12(t)

Huj+1

2(t)

50

Page 51: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

To incorporate the constraint, a special treatment of clusters is

proposed.

First, clusters are marked using Ij

ρ∗

0 0 1 1 1 00 1 1 0

ρ

Ij

x

0 01 1 10

51

Page 52: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Piecewise Linear Reconstruction

ρ(t) = ρj(t) + (ρx)j(x− xj)

u(t) = uj(t) + (ux)j(x− xj)for x ∈ Cj

Since the eigenvalues of the PGD are equal to u, they arenonnegative and thus we only need to compute the left-sidedpoint values at each cell interface:

ρ−j+1

2(t) := ρj(t) + ∆x

2 (ρx)j

u−j+1

2(t) := uj(t) + ∆x

2 (ux)j

Velocity Correction behind the Cluster:

If Ij(t) = 0 and Ij+1(t) = 1 and

ρ−j+1

2(t)u−

j+12(t) > ρ−

j+32(t)u−

j+32(t) then correct the velocity

u−j+1

2(t) :=

ρ−j+3

2(t)u−

j+32(t)

ρ−j+1

2(t)

52

Page 53: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

CFL Condition

d

dtρj(t) = −

j+12(t)−H

ρ

j−12(t)

∆x, H

ρ

j+12(t) = ρ−

j+12(t)u−

j+12(t)

For the Forward Euler method,

ρn+1j = ρn

j − λ

(ρ−j+1

2u−

j+12− ρ−

j−12u−

j−12

)≤ ρ∗

provided either

ρ−j+1

2u−

j+12− ρ−

j−12u−

j−12≥ 0

or

λ ≤ρ∗ − ρn

j

ρ−j−1

2u−

j−12− ρ−

j+12u−

j+12

Question: Will the time steps be too small?53

Page 54: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Cluster Velocity Correction

After the evolution step, the new solution {ρj(t+∆t), uj(t+∆t)}and cluster markers {Ij(t + ∆t)} are available

Assume that Ij−q = 0, Ij−q+1 = . . . = Ij = 1, Ij+1 = 0. Then

If uj(t + ∆t) > uj+1(t + ∆t) and ρj+1(t + ∆t) > 0 set

uj(t + ∆t) := uj+1(t + ∆t)

If uj(t + ∆t) > uj+1(t + ∆t) and ρj+1(t + ∆t) = 0 set

uj(t + ∆t) := w

w: preferred velocity

54

Page 55: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Example 1 — Riemann Initial Data

0.5

0.6

0.7

0.8

0.9

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0

0.5

0.6

0.7

0.8

0.9

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.2

0.5

0.6

0.7

0.8

0.9

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.4

Density

0.1

0.2

0.3

0.4

0.5

0.6

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0

0.1

0.2

0.3

0.4

0.5

0.6

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.2

0.1

0.2

0.3

0.4

0.5

0.6

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.4

Velocity55

Page 56: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Example 2 — Random Initial Velocity

0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10 0.5

0.55

0.6

0.65

0.7

0.75

0.8

0.85

0.9

0 1 2 3 4 5 6 7 8 9 10

Initial density (left) and velocity (right)

56

Page 57: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10 0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10

0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10 0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10

Density at times t = 25, 50, 75, and 10057

Page 58: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Method 2: Finite-Volume Cluster PropagationThe approximate solution at t = tn is represented as a piecewiseconstant function, interpreted as a set of clusters of density ρn

jmoving with the velocities un

j (CFL condition: λmaxj

unj ≤ 1)

ρ∗ρ

x

ρ∗ρ

x58

Page 59: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

The evolved clusters are then projected onto the original grid

ρ∗ρ

x

ρ∗ρ

x

59

Page 60: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

We have obtained the scheme for the PGD.

Example — PGD, Riemann Initial Data (same as in Example 1)

2

4

6

8

10

12

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0

2

4

6

8

10

12

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.2

2

4

6

8

10

12

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.4

Density

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.2

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.4

Velocity60

Page 61: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Backward Mass Transfer

ρ∗ρ

x

ρ∗ρ

x

61

Page 62: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Example 1 — Riemann Initial Data

0.5

0.6

0.7

0.8

0.9

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0

0.5

0.6

0.7

0.8

0.9

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.2

0.5

0.6

0.7

0.8

0.9

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.4

Density

0.1

0.2

0.3

0.4

0.5

0.6

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.2

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t=0.4

Velocity62

Page 63: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Example 2 — Random Initial Velocity

0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10 0.5

0.55

0.6

0.65

0.7

0.75

0.8

0.85

0.9

0 1 2 3 4 5 6 7 8 9 10

Initial density (left) and velocity (right)

63

Page 64: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10 0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10

0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10 0

0.2

0.4

0.6

0.8

1

0 1 2 3 4 5 6 7 8 9 10

Density at times t = 70, 140, 210, and 28064

Page 65: Numerical Methods for Modern Traffic Flow Modelspopov/L12008/talks/alex_k_TAMU_200… · [A. Sopasakis, M.A. Katsoulakis; 2006] extended the Lighthill-Whitham model to a more realistic

Future Plans

• Second-order extension of the Finite-Volume Cluster

Propagation method

• Extension to the case ρ∗ = ρ∗(u)

• 2-D extension to the models of crowd dynamics

65