This document discusses traffic flow modeling using Hamilton-Jacobi equations on road networks. It motivates the use of macroscopic traffic models based on conservation laws and Hamilton-Jacobi equations to describe traffic flow. These models can capture traffic behavior at a aggregate level based on density, flow and speed. The document outlines different orders of macroscopic traffic models, from first order Lighthill-Whitham-Richards models to higher order models that account for additional traffic attributes. It also discusses the relationship between microscopic car-following models and the emergence of macroscopic behavior through homogenization.
Traffic flow modeling on road networks using Hamilton-Jacobi equations
1. Traffic Flow Modeling on Road Networks
Using Hamilton-Jacobi Equations
Guillaume Costeseque
Inria Sophia-Antipolis M´editerran´ee
ITS seminar, UC Berkeley
October 09, 2015
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2. Motivation
Traffic flows on a network
[Caltrans, Oct. 7, 2015]
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3. Motivation
Traffic flows on a network
[Caltrans, Oct. 7, 2015]
Road network ≡ graph made of edges and vertices
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4. Motivation
Breakthrough in traffic monitoring
Traffic monitoring
“old”: loop detectors at fixed locations (Eulerian)
“new”: GPS devices moving within the traffic (Lagrangian)
Data assimilation of Floating Car Data
[Mobile Millenium, 2008]
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5. Motivation
Outline
1 Introduction to traffic
2 Micro to macro in traffic models
3 Variational principle applied to GSOM models
4 HJ equations on a junction
5 Conclusions and perspectives
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6. Introduction to traffic
Outline
1 Introduction to traffic
2 Micro to macro in traffic models
3 Variational principle applied to GSOM models
4 HJ equations on a junction
5 Conclusions and perspectives
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7. Introduction to traffic Macroscopic models
Convention for vehicle labeling
N
x
t
Flow
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8. Introduction to traffic Macroscopic models
Three representations of traffic flow
Moskowitz’ surface
Flow
x
t
N
x
See also [Makigami et al, 1971], [Laval and Leclercq, 2013]
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9. Introduction to traffic Macroscopic models
Notations: macroscopic
N(t, x) vehicle label at (t, x)
the flow Q(t, x) = lim
∆t→0
N(t + ∆t, x) − N(t, x)
∆t
,
x
N(x, t ± ∆t)
the density ρ(t, x) = lim
∆x→0
N(t, x) − N(t, x + ∆x)
∆x
,
x
∆x
N(x ± ∆x, t)
the stream speed (mean spatial speed) V (t, x).
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10. Introduction to traffic Macroscopic models
Macroscopic models
Hydrodynamics analogy
Two main categories: first and second order models
Two common equations:
∂tρ(t, x) + ∂x Q(t, x) = 0 conservation equation
Q(t, x) = ρ(t, x)V (t, x) definition of flow speed
(1)
x x + ∆x
ρ(x, t)∆x
Q(x, t)∆t Q(x + ∆x, t)∆t
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11. Introduction to traffic Focus on LWR model
First order: the LWR model
LWR model [Lighthill and Whitham, 1955], [Richards, 1956]
Scalar one dimensional conservation law
∂tρ(t, x) + ∂x F (ρ(t, x)) = 0 (2)
with
F : ρ(t, x) → Q(t, x) =: Fx (ρ(t, x))
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12. Introduction to traffic Focus on LWR model
Overview: conservation laws (CL) / Hamilton-Jacobi (HJ)
Eulerian Lagrangian
t − x t − n
CL
Variable Density ρ Spacing r
Equation ∂tρ + ∂x F(ρ) = 0 ∂tr + ∂nV (r) = 0
HJ
Variable Label N Position X
N(t, x) =
+∞
x
ρ(t, ξ)dξ X(t, n) =
+∞
n
r(t, η)dη
Equation ∂tN + H (∂x N) = 0 ∂tX + V (∂nX) = 0
Hamiltonian H(p) = −F(−p) V(p) = −V (−p)
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13. Introduction to traffic Focus on LWR model
Fundamental diagram (FD)
Flow-density fundamental diagram F
Empirical function with
ρmax the maximal or jam density,
ρc the critical density
Flux is increasing for ρ ≤ ρc: free-flow phase
Flux is decreasing for ρ ≥ ρc: congestion phase
ρmax
Density, ρ
ρmax
Density, ρ
0
Flow, F
0
Flow, F
0 ρmax
Flow, F
Density, ρ
[Garavello and Piccoli, 2006]
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14. Introduction to traffic Second order models
Motivation for higher order models
Experimental evidences
fundamental diagram: multi-valued in congested case
[S. Fan, U. Illinois], NGSIM dataset
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15. Introduction to traffic Second order models
Motivation for higher order models
Experimental evidences
fundamental diagram: multi-valued in congested case
phenomena not accounted for: bounded acceleration, capacity drop...
Need for models able to integrate measurements of different traffic
quantities (acceleration, fuel consumption, noise)
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16. Introduction to traffic Second order models
GSOM family [Lebacque, Mammar, Haj-Salem 2007]
Generic Second Order Models (GSOM) family
∂tρ + ∂x (ρv) = 0 Conservation of vehicles,
∂t(ρI) + ∂x (ρvI) = ρϕ(I) Dynamics of the driver attribute I,
v = I(ρ, I) Fundamental diagram,
(3)
Specific driver attribute I
the driver aggressiveness,
the driver origin/destination or path,
the vehicle class,
...
Flow-density fundamental diagram
F : (ρ, I) → ρI(ρ, I).
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17. Introduction to traffic Second order models
GSOM family [Lebacque, Mammar, Haj-Salem 2007]
Generic Second Order Models (GSOM) family
∂tρ + ∂x (ρv) = 0 Conservation of vehicles,
∂tI + v∂x I = ϕ(I) Dynamics of the driver attribute I,
v = I(ρ, I) Fundamental diagram,
(3)
Specific driver attribute I
the driver aggressiveness,
the driver origin/destination or path,
the vehicle class,
...
Flow-density fundamental diagram
F : (ρ, I) → ρI(ρ, I).
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18. Introduction to traffic Second order models
GSOM family [Lebacque, Mammar, Haj-Salem 2007]
Generic Second Order Models (GSOM) family
∂tρ + ∂x (ρv) = 0 Conservation of vehicles,
∂tI + v∂x I = 0 Dynamics of the driver attribute I,
v = I(ρ, I) Fundamental diagram,
(3)
Specific driver attribute I
the driver aggressiveness,
the driver origin/destination or path,
the vehicle class,
...
Flow-density fundamental diagram
F : (ρ, I) → ρI(ρ, I).
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19. Micro to macro in traffic models
Outline
1 Introduction to traffic
2 Micro to macro in traffic models
3 Variational principle applied to GSOM models
4 HJ equations on a junction
5 Conclusions and perspectives
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20. Micro to macro in traffic models Homogenization
Setting
Speed
Time
(i − 1)Space
x
Spacing
Headway
t
(i)
t → xi (t) trajectory of vehicle i
i = discrete position index (i ∈ Z)
n = continuous (Lagrangian) variable
n = iε and t = εs
ε > 0 a scale factor
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21. Micro to macro in traffic models Homogenization
Setting
Speed
Time
(i − 1)Space
x
Spacing
Headway
t
(i)
t → xi (t) trajectory of vehicle i
i = discrete position index (i ∈ Z)
n = continuous (Lagrangian) variable
n = iε and t = εs
ε > 0 a scale factor
Proposition (Rescaled positions)
Define
xi (s) =
1
ε
Xε
(εs, iε) ⇐⇒ Xε
(t, n) = εx⌊n
ε
⌋
t
ε
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22. Micro to macro in traffic models Homogenization
General result
Let consider
the simplest microscopic model;
˙xi (t) = F (xi−1(t) − xi (t)) (4)
the LWR macroscopic model (HJ equation in Lagrangian):
∂tX0
= F(−∂nX0
) (5)
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23. Micro to macro in traffic models Homogenization
General result
Let consider
the simplest microscopic model;
˙xi (t) = F (xi−1(t) − xi (t)) (4)
the LWR macroscopic model (HJ equation in Lagrangian):
∂tX0
= F(−∂nX0
) (5)
Theorem ((Monneau) Convergence to the viscosity solution)
If Xε(t, n) := εx⌊n
ε
⌋
t
ε
with (xi )i∈Z solution of (4) and X0 the unique
solution of HJ (5), then under suitable assumptions,
|Xε
− X0
|L∞(K) −→
ε→0
0, ∀K compact set.
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24. Micro to macro in traffic models Multi-anticipative traffic
Toy model
Vehicles consider m ≥ 1 leaders
First order multi-anticipative model
˙xi (t + τ) = max
0, Vmax −
m
j=1
f (xi−j(t) − xi (t))
(6)
f speed-spacing function
non-negative
non-increasing
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25. Micro to macro in traffic models Multi-anticipative traffic
Homogenization
Proposition ((Monneau) Convergence)
Assume m ≥ 1 fixed.
If τ is small enough, if Xε(t, n) := εx⌊n
ε
⌋
t
ε
with (xi )i∈Z solution of (6)
and if X0(n, t) solves
∂tX0
= F −∂nX0
, m (7)
with
F(r, m) = max
0, Vmax −
m
j=1
f (jr)
,
then under suitable assumptions,
|Xε
− X0
|L∞(K) −→
ε→0
0, ∀K compact set.
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26. Micro to macro in traffic models Multi-anticipative traffic
Multi-anticipatory macroscopic model
χj the fraction of j-anticipatory vehicles
traffic flow ≡ mixture of traffic of j-anticipatory vehicles
χ = (χj )j=1,...,m , with 0 ≤ χj ≤ 1 and
m
j=1
χj = 1
GSOM model with driver attribute I = χ
∂tρ + ∂x (ρv) = 0,
∂t(ρχ) + ∂x (ρχv) = 0,
v :=
m
j=1
χj F(1/ρ, j) = W (1/ρ, χ).
(8)
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27. Micro to macro in traffic models Numerical schemes
Numerical resolution
Godunov scheme in Eulerian t − x
with (∆t, ∆xk) steps ⇒ CFL condition
Variational formulation and dynamic programming techniques [2]
Particle methods in the Lagrangian framework t − n
xt+1
n = xt
n + ∆tW
xt
n−1 − xt
n
∆n
, χt
n
χt+1
n = χt
n
(9)
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28. Micro to macro in traffic models Numerical schemes
Numerical example
0 5 10 15 20 25 30 35 40
0
5
10
15
20
25
Spacing r (m)
Speed−spacing diagrams
Speedv(m/s)
1
2
3
4
5
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29. Micro to macro in traffic models Numerical schemes
Numerical example: (χj)j
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30. Micro to macro in traffic models Numerical schemes
Numerical example: Lagrangian trajectories
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31. Micro to macro in traffic models Numerical schemes
Numerical example: Eulerian trajectories
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32. Variational principle applied to GSOM models
Outline
1 Introduction to traffic
2 Micro to macro in traffic models
3 Variational principle applied to GSOM models
4 HJ equations on a junction
5 Conclusions and perspectives
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33. Variational principle applied to GSOM models LWR model
LWR in Eulerian (t, x)
Cumulative vehicles count (CVC) or Moskowitz surface N(t, x)
Q = ∂tN and ρ = −∂x N
If density ρ satisfies the scalar (LWR) conservation law
∂tρ + ∂x F(ρ) = 0
Then N satisfies the first order Hamilton-Jacobi equation
∂tN − F(−∂x N) = 0 (10)
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34. Variational principle applied to GSOM models LWR model
LWR in Eulerian (t, x)
Legendre-Fenchel transform with F concave (relative capacity)
M(q) = sup
ρ
[F(ρ) − ρq]
M(q)
u
w
Density ρ
q
q
Flow F
w u
q
Transform M
−wρmax
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35. Variational principle applied to GSOM models LWR model
LWR in Eulerian (t, x)
(continued)
Lax-Hopf formula (representation formula) [Daganzo, 2006]
N(T, xT ) = min
u(.),(t0,x0)
T
t0
M(u(τ))dτ + N(t0, x0),
˙X = u
u ∈ U
X(t0) = x0, X(T) = xT
(t0, x0) ∈ J
(11) Time
Space
J
(T, xT )˙X(τ)
(t0, x0)
Viability theory [Claudel and Bayen, 2010]
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36. Variational principle applied to GSOM models LWR model
LWR in Eulerian (t, x)
(Historical note)
Dynamic programming [Daganzo, 2006] for triangular FD
(u and w free and congested speeds)
Flow, F
w
u
0 ρmax
Density, ρ
u
x
w
t
Time
Space
(t, x)
Minimum principle [Newell, 1993]
N(t, x) = min N t −
x − xu
u
, xu ,
N t −
x − xw
w
, xw + ρmax(xw − x) ,
(12)
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37. Variational principle applied to GSOM models LWR model
LWR in Lagrangian (n, t)
Consider X(t, n) the location of vehicle n at time t ≥ 0
v = ∂tX and r = −∂nX
If the spacing r := 1/ρ satisfies the LWR model (Lagrangian coord.)
∂tr + ∂nV(r) = 0
Then X satisfies the first order Hamilton-Jacobi equation
∂tX − V(−∂nX) = 0. (13)
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38. Variational principle applied to GSOM models LWR model
LWR in Lagrangian (n, t)
(continued)
Dynamic programming for triangular FD
1/ρcrit
Speed, V
u
−wρmax
Spacing, r
1/ρmax
−wρmax
n
t
(t, n)
Time
Label
Minimum principle ⇒ car following model [Newell, 2002]
X(t, n) = min X(t0, n) + u(t − t0),
X(t0, n + wρmax (t − t0)) + w(t − t0) .
(14)
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39. Variational principle applied to GSOM models GSOM family
GSOM in Lagrangian (n, t)
From [Lebacque and Khoshyaran, 2013], GSOM in Lagrangian
∂tr + ∂N v = 0 Conservation of vehicles,
∂tI = 0 Dynamics of I,
v = W(N, r, t) := V(r, I(N, t)) Fundamental diagram.
(15)
Position X(N, t) :=
t
−∞
v(N, τ)dτ satisfies the HJ equation
∂tX − W(N, −∂N X, t) = 0, (16)
And I(N, t) solves the ODE
∂tI(N, t) = 0,
I(N, 0) = i0(N), for any N.
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40. Variational principle applied to GSOM models GSOM family
GSOM in Lagrangian (n, t)
(continued)
Legendre-Fenchel transform of W according to r
M(N, c, t) = sup
r∈R
{W(N, r, t) − cr}
M(N, p, t)
pq
W(N, q, t)
W(N, r, t)
q r
p
p
u
c
Transform M
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41. Variational principle applied to GSOM models GSOM family
GSOM in Lagrangian (n, t)
(continued)
Lax-Hopf formula
X(NT , T) = min
u(.),(N0,t0)
T
t0
M(N, u, t)dt + c(N0, t0),
˙N = u
u ∈ U
N(t0) = N0, N(T) = NT
(N0, t0) ∈ K
(17)
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42. Variational principle applied to GSOM models GSOM family
GSOM in Lagrangian (n, t)
(continued)
Optimal trajectories = characteristics
˙N = ∂r W(N, r, t),
˙r = −∂N W(N, r, t),
(18)
System of ODEs to solve
Difficulty: not straight lines in the general case
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43. Variational principle applied to GSOM models Methodology
General ideas
First key element: Lax-Hopf formula
Computations only for the characteristics
X(NT , T) = min
(N0,r0,t0)
T
t0
M(N, ∂r W(N, r, t), t)dt + c(N0, r0, t0),
˙N(t) = ∂r W(N, r, t)
˙r(t) = −∂N W(N, r, t)
N(t0) = N0, r(t0) = r0, N(T) = NT
(N0, r0, t0) ∈ K
(19)
K := Dom(c) is the set of initial/boundary values
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44. Variational principle applied to GSOM models Methodology
General ideas
(continued)
Second key element: inf-morphism prop. [Aubin et al, 2011]
Consider a union of sets (initial and boundary conditions)
K =
l
Kl ,
then the global minimum is
X(NT , T) = min
l
Xl (NT , T), (20)
with Xl partial solution to sub-problem Kl .
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45. Variational principle applied to GSOM models Numerical example
Fundamental Diagram and Driver Attribute
0 20 40 60 80 100 120 140 160 180 200
0
500
1000
1500
2000
2500
3000
3500
Density ρ (veh/km)
FlowF(veh/h)
Fundamental diagram F(ρ,I)
0 5 10 15 20 25 30 35 40 45 50
0.5
1
1.5
2
2.5
3
3.5
4
4.5
5
Label N
Initial conditions I(N,t
0
)
DriverattributeI
0
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46. Variational principle applied to GSOM models Numerical example
Initial and Boundaries Conditions
0 5 10 15 20 25 30 35 40 45 50
5
10
15
20
25
30
35
40
45
50
Label N
Initial conditions r(N,t
0
)
Spacingr0
(m)
0 5 10 15 20 25 30 35 40 45 50
−1400
−1200
−1000
−800
−600
−400
−200
0
Label N
PositionX(m)
Initial positions X(N,t
0
)
0 20 40 60 80 100 120
12
14
16
18
20
22
24
26
28
30
Time t (s)
Spacing r(N
0
,t)
Spacingr
0
(m.s
−1
)
0 20 40 60 80 100 120
0
500
1000
1500
2000
2500
Time t (s)
PositionX0
(m)
Position X(N
0
,t)
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47. Variational principle applied to GSOM models Numerical example
Numerical result (Initial cond. + first traj.)
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48. Variational principle applied to GSOM models Numerical example
Numerical result (Initial cond. + first traj.)
0 20 40 60 80 100 120
−1500
−1000
−500
0
500
1000
1500
2000
2500
Location(m)
Time (s)
Vehicles trajectories
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49. Variational principle applied to GSOM models Numerical example
Numerical result (Initial cond.+ 3 traj.)
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50. Variational principle applied to GSOM models Numerical example
Numerical result (Initial cond. + 3 traj.)
0 20 40 60 80 100 120
−1500
−1000
−500
0
500
1000
1500
2000
2500
Location(m)
Time (s)
Vehicles trajectories
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51. Variational principle applied to GSOM models Numerical example
Numerical result (Initial cond. + 3 traj. + Eulerian data)
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52. HJ equations on a junction
Outline
1 Introduction to traffic
2 Micro to macro in traffic models
3 Variational principle applied to GSOM models
4 HJ equations on a junction
5 Conclusions and perspectives
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53. HJ equations on a junction
Motivation
Classical approaches:
Macroscopic modeling on (homogeneous) sections
Coupling conditions at (pointwise) junction
For instance, consider
∂tρ + ∂x Q(ρ) = 0, scalar conservation law,
ρ(., t = 0) = ρ0(.), initial conditions,
ψ(ρ(x = 0−
, t)
upstream
, ρ(x = 0+
, t)
downstream
) = 0, coupling condition.
(21)
See Garavello, Piccoli [3], Lebacque, Khoshyaran [6] and Bressan et al. [1]
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54. HJ equations on a junction HJ junction model
Star-shaped junction
JN
J1
J2
branch Jα
x
x
0
x
x
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55. HJ equations on a junction HJ junction model
Junction model
Proposition (Junction model [IMZ, ’13])
That leads to the following junction model (see [5])
∂tuα + Hα (∂x uα) = 0, x > 0, α = 1, . . . , N
uα = uβ =: u, x = 0,
∂tu + H ∂x u1, . . . , ∂x uN = 0, x = 0
(22)
with initial condition uα(0, x) = uα
0 (x) and
H ∂x u1
, . . . , ∂x uN
= max
α=1,...,N
H−
α (∂x uα
)
from optimal control
.
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56. HJ equations on a junction HJ junction model
Basic assumptions
For all α = 1, . . . , N,
(A0) The initial condition uα
0 is Lipschitz continuous.
(A1) The Hamiltonians Hα are C1(R) and convex such that:
p
H−
α (p) H+
α (p)
pα
0
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57. HJ equations on a junction Numerical scheme
Presentation of the scheme
Proposition (Numerical Scheme)
Let us consider the discrete space and time derivatives:
pα,n
i :=
Uα,n
i+1 − Uα,n
i
∆x
and (DtU)α,n
i :=
Uα,n+1
i − Uα,n
i
∆t
Then we have the following numerical scheme:
(DtU)α,n
i + max{H+
α (pα,n
i−1), H−
α (pα,n
i )} = 0, i ≥ 1
Un
0 := Uα,n
0 , i = 0, α = 1, ..., N
(DtU)n
0 + max
α=1,...,N
H−
α (pα,n
0 ) = 0, i = 0
(23)
With the initial condition Uα,0
i := uα
0 (i∆x).
∆x and ∆t = space and time steps satisfying a CFL condition
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58. HJ equations on a junction Mathematical results
Stronger CFL condition
−m0
pα
p
Hα(p)
pα
As for any α = 1, . . . , N, we have
(gradient estimates)
pα
≤ pα,n
i ≤ pα for all i, n ≥ 0
Then the CFL condition becomes:
∆x
∆t
≥ sup
α=1,...,N
pα∈[pα
,pα]
|H′
α(pα)| (24)
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 53 / 79
59. HJ equations on a junction Mathematical results
Existence and uniqueness
Theorem (Existence and uniqueness [IMZ, ’13])
Under (A0)-(A1), there exists a unique viscosity solution u of (22) on the
junction, satisfying for some constant CT > 0
|u(t, y) − u0(y)| ≤ CT for all (t, y) ∈ JT .
Moreover the function u is Lipschitz continuous with respect to (t, y).
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 54 / 79
60. HJ equations on a junction Mathematical results
Convergence
Theorem (Convergence from discrete to continuous [CML, ’13])
Assume that (A0)-(A1) and the CFL condition (24) are satisfied. Then the
numerical solution converges uniformly to u the unique viscosity solution
of the junction model (22) when ε := (∆t, ∆x) → 0
lim sup
ε→0
sup
(n∆t,i∆x)∈K
|uα
(n∆t, i∆x) − Uα,n
i | = 0
Proof
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 55 / 79
61. HJ equations on a junction Traffic interpretation
Setting
J1
JNI
JNI +1
JNI +NO
x < 0 x = 0 x > 0
Jβ
γβ Jλ
γλ
NI incoming and NO outgoing roads
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 56 / 79
62. HJ equations on a junction Traffic interpretation
Links with “classical” approach
Definition (Discrete car density)
The discrete vehicle density ρα,n
i with n ≥ 0 and i ∈ Z is given by:
ρα,n
i :=
γαpα,n
|i|−1 for α = 1, ..., NI , i ≤ −1
−γαpα,n
i for α = NI + 1, ..., NI + NO, i ≥ 0
(25)
J1
JNI
JNI +1
JNI +NO
x < 0 x > 0
−2
−1
2
1
0
−2
−2
−1
−1
1
1
2
2
Jβ
Jλ
ρλ,n
1
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 57 / 79
63. HJ equations on a junction Traffic interpretation
Traffic interpretation
Proposition (Scheme for vehicles densities)
The scheme deduced from (23) for the discrete densities is given by:
∆x
∆t
{ρα,n+1
i − ρα,n
i } =
Fα(ρα,n
i−1, ρα,n
i ) − Fα(ρα,n
i , ρα,n
i+1) for i = 0, −1
Fα
0 (ρ·,n
0 ) − Fα(ρα,n
i , ρα,n
i+1) for i = 0
Fα(ρα,n
i−1, ρα,n
i ) − Fα
0 (ρ·,n
0 ) for i = −1
With
Fα(ρα,n
i−1, ρα,n
i ) := min Qα
D(ρα,n
i−1), Qα
S (ρα,n
i )
Fα
0 (ρ·,n
0 ) := γα min min
β≤NI
1
γβ
Qβ
D(ρβ,n
0 ), min
λ>NI
1
γλ
Qλ
S (ρλ,n
0 )
incoming outgoing
ρλ,n
0ρβ,n
−1ρβ,n
−2 ρλ,n
1
x
x = 0
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 58 / 79
64. HJ equations on a junction Traffic interpretation
Supply and demand functions
Remark
It recovers the seminal Godunov scheme with passing flow = minimum
between upstream demand QD and downstream supply QS.
Density ρ
ρcrit ρmax
Supply QS
Qmax
Density ρ
ρcrit ρmax
Flow Q
Qmax
Density ρ
ρcrit
Demand QD
Qmax
From [Lebacque ’93, ’96] and [Daganzo ’95]
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 59 / 79
65. HJ equations on a junction Numerical simulation
Example of a Diverge
An off-ramp:
J1
ρ1
J2
ρ2
ρ3
J3
with
γe = 1,
γl = 0.75,
γr = 0.25
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66. HJ equations on a junction Numerical simulation
Fundamental Diagrams
0 50 100 150 200 250 300 350
0
500
1000
1500
2000
2500
3000
3500
4000
(ρ
c
,f
max
)
(ρ
c
,f
max
)
Density (veh/km)
Flow(veh/h)
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 61 / 79
71. HJ equations on a junction Recent developments
New junction model
Proposition (Junction model [IM, ’14])
From [4], we have
∂tuα + Hα (∂x uα) = 0, x > 0, α = 1, . . . , N
uα = uβ =: u, x = 0,
∂tu + H ∂x u1, . . . , ∂x uN = 0, x = 0
(26)
with initial condition uα(0, x) = uα
0 (x) and
H ∂x u1
, . . . , ∂x uN
= max
flux limiter
L , max
α=1,...,N
H−
α (∂x uα
)
minimum between
demand and supply
.
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 66 / 79
72. HJ equations on a junction Recent developments
Weaker assumptions on the Hamiltonians
For all α = 1, . . . , N,
(A0) The initial condition uα
0 is Lipschitz continuous.
(A1) The Hamiltonians Hα are continuous and quasi-convex i.e.
there exists points pα
0 such that
Hα is non-increasing on (−∞, pα
0 ],
Hα is non-decreasing on [pα
0 , +∞).
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 67 / 79
73. HJ equations on a junction Recent developments
Homogenization on a network
Proposition (Homogenization on a periodic network [IM’14])
Assume (A0)-(A1). Consider a periodic network.
If uε ∈ Rd satisfies HJ equation on network,
then uε converges uniformly towards u0 when ε → 0,
with u0 ∈ Rd solution of
∂tu0
+ H Du0
= 0, t > 0, x ∈ Rd
(27)
See [Imbert, Monneau ’14] [4]
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 68 / 79
74. HJ equations on a junction Recent developments
Numerical homogenization on a network
Numerical scheme adapted to the cell problem (d = 2)
Traffic
Traffic eH
γH
eV
γH
γV
γV
i = 0
i =
N
2
i = −
N
2
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 69 / 79
75. HJ equations on a junction Recent developments
First example
Proposition (Effective Hamiltonian for fixed coefficients [IM’14])
If (γH , γV ) are fixed, then the
(Hamiltonian) effective Hamiltonian H is given by
H (∂x uH , ∂x uV ) = max L, max
i={H,V }
H (∂x ui ) ,
(traffic flow) effective flow Q is given by
F(ρH , ρV ) = min −L,
F(ρH)
γH
,
F(ρV )
γV
.
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 70 / 79
76. HJ equations on a junction Recent developments
First example
Numerics: assume F(ρ) = 4ρ(1 − ρ) and L = −1.5,
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 71 / 79
77. HJ equations on a junction Recent developments
Second example
Two consecutive traffic signals on a 1D road
flow
l LL
x1 x2xE
E
xS
S
Homogenization theory by [Galise, Imbert, Monneau, ’14]
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 72 / 79
78. HJ equations on a junction Recent developments
Second example
Effective flux limiter −L (numerics only)
0 5 10 15 20 25 30
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
Offset (s)
Fluxlimiter
l=0 m
l=5 m
l=10 m
l=20 m
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 73 / 79
79. Conclusions and perspectives
Outline
1 Introduction to traffic
2 Micro to macro in traffic models
3 Variational principle applied to GSOM models
4 HJ equations on a junction
5 Conclusions and perspectives
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 74 / 79
80. Conclusions and perspectives
Personal conclusions
Advantages Drawbacks
Micro-macro link Limited time delay
Homogeneous Explicit solutions Concavity of the FD
link Data assimilation
Exactness (2nd order)
Multilane
Uniqueness of the solution Fixed proportions
Junction Homogenization result
Multilane
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 75 / 79
81. Conclusions and perspectives
Perspectives
Some open questions:
Micro-macro: higher time delay?
Confront the results with real data (micro datasets)
Explicit Lax-Hopf formula for time/space dependent Hamiltonians?
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 76 / 79
82. References
Some references I
A. Bressan, S. Canic, M. Garavello, M. Herty, and B. Piccoli, Flows
on networks: recent results and perspectives, EMS Surveys in Mathematical
Sciences, (2014).
G. Costeseque and J.-P. Lebacque, A variational formulation for higher order
macroscopic traffic flow models: numerical investigation, Transp. Res. Part B:
Methodological, (2014).
M. Garavello and B. Piccoli, Traffic flow on networks, American institute of
mathematical sciences Springfield, MO, USA, 2006.
C. Imbert and R. Monneau, Level-set convex Hamilton–Jacobi equations on
networks, (2014).
C. Imbert, R. Monneau, and H. Zidani, A Hamilton–Jacobi approach to
junction problems and application to traffic flows, ESAIM: Control, Optimisation
and Calculus of Variations, 19 (2013), pp. 129–166.
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 77 / 79
83. References
Some references II
J.-P. Lebacque and M. M. Khoshyaran, First-order macroscopic traffic flow
models: Intersection modeling, network modeling, in Transportation and Traffic
Theory. Flow, Dynamics and Human Interaction. 16th International Symposium on
Transportation and Traffic Theory, 2005.
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 78 / 79
84. References
Thanks for your attention
Any question?
guillaume.costeseque@inria.fr
G. Costeseque (Inria) HJ on networks Berkeley, Oct. 09 2015 79 / 79