Schéma numérique basé sur une équation d'Hamilton-Jacobi : modélisation des intersections
1. Sch´ema num´erique bas´e sur une ´equation
d’Hamilton-Jacobi: mod´elisation des intersections
Guillaume Costeseque
Joint work with R. Monneau & JP. Lebacque
Ecole des Ponts ParisTech, CERMICS
& IFSTTAR, GRETTIA
GdT ”Math´ematiques pour la mod´elisation des Transports”
29 Novembre 2012 - Marne-la-Vall´ee
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 1 / 40
3. Introduction
Outline
1 Introduction
Traffic flow modelling
Link models
Overview of intersection modelling
2 Proposed intersection model
3 Numerical simulations
4 Concluding remarks
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 3 / 40
4. Introduction Traffic flow modelling
Objectives
From Papageorgiou and Gentile keynote speeches,
Dynamic Traffic Assignment (DTA) models useful for:
Transport planning (off-line)
Traffic monitoring and control (real-time)
Dynamic Loading Network (DLN) model =
Link model (propagate flows on arcs)
+ Node model (manage flows at intersection)
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 4 / 40
5. Introduction Link models
LWR model
Introduced by Lighhill, Whitham (1955) and Richards (1956):
Flow dynamics analogy: Kinematic Wave (KW) theory
Conservation law for the vehicles densities:
ρt(x, t) + (Q(x, t))x = 0
Q(x, t) = ρ(x, t)V (x, t)
(1.1)
Assumption of equilibrium & Fundamental Diagram (FD) :
V (x, t) = Ve (ρ(x, t)) (1.2)
x x + ∆x
ρ(x, t)∆x
Q(x, t)∆t Q(x + ∆x, t)∆t
Speed V
ρcrit ρmax
Density ρ
Vmax
Vcrit
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 5 / 40
6. Introduction Overview of intersection modelling
Intersection modelling
Main congestion points on networks
Still an interesting research point
Jn+l
Jn+2
Jj
Jn+m
J1
Ji
Jn
Many approaches: point-wise VS spatial extended models, equilibrium
VS optimization models, with or without internal states etc.
[Lebacque and Khoshyaran, (2002, 2005, 2009)]
State-of-the-art review:
See [Tamp`ere, Corthout, Catterysse, Immers (2011)]
and [Fl¨otter¨od and Rohde (2011)]
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 6 / 40
7. Proposed intersection model
Outline
1 Introduction
2 Proposed intersection model
Hamilton-Jacobi equation
Numerical Scheme
Some mathematical results
3 Numerical simulations
4 Concluding remarks
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 7 / 40
8. Proposed intersection model Hamilton-Jacobi equation
HJ equation: settings
Point-wise intersection without internal state
No distinction on incoming or outgoing roads
No consideration on multiclasses or multilanes
J3
J1
J2
e1
e2
eN
JN
e3
uα := primitive of ρα solution of LWR equation on branch α...
...modulo γα the proportion of flow sent or received by branch α
uα solution of:
uα
t + Hα(uα
x ) = 0 outside the node,
ut + max
α=1,...,N
H−
α (uα
x ) = 0 at the node.
(2.3)
Flow maximization at the node
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 8 / 40
9. Proposed intersection model Hamilton-Jacobi equation
HJ versus conservation laws
Conservation laws Hamilton-Jacobi
Variable ρα(x, t) uα(x, t)
Concentration in (x, t) Vehicle index in (x, t)
Equation ρα
t + (Qα(ρα))x = 0 uα
t + Hα (uα
x ) = 0
FD / Hamilt. Demand (∆) Decreasing part (H−
α )
Supply (Σ) Increasing part (H+
α )
Qmax
Density ρ
ρcrit ρmax
Flow Q
Qmax
Supply Σ
Density ρ
Demand ∆
Density ρ
ρcrit
ρcrit
ρmax
Qmax
H+
α (p)
pα
0 p
H−
α (p)
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 9 / 40
10. Proposed intersection model Numerical Scheme
Introduction to the scheme
Assumptions:
Conservation of vehicles
FIFO (First-In-First-Out) sequel
Maximization on the total though-flow
Coefficients γα fixed once for all
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 10 / 40
11. Proposed intersection model Numerical Scheme
Presentation of the NS
∆x and ∆t = space and time steps satisfying CFL condition
pα,n
i,± (resp. Wα,n
i ) discrete space (resp. time) derivative
Proposition (Numerical Scheme)
Wα,n
i = max (−H+
α (pα,n
i,− ), −H−
α (pα,n
i,+ )), for i ≥ 1, for all α
Un
0 := Uα,n
0 , for all α
Wα,n
0 = max
α=1,...,N
(−H−
α (pα,n
i,+ )),
for i = 0
(2.4)
Passing flow = Minimum between Upstream Demand and
Downstream Supply [Lebacque (1996)]
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 11 / 40
12. Proposed intersection model Some mathematical results
Some results
From [Costeseque, Monneau, Lebacque (in progress)]:
First main result is Time and Space Gradient estimates
Second main result is the convergence of the numerical solution to
the HJ viscosity solution when (∆t, ∆x) → 0 (under suitable
assumptions)
From [Imbert, Monneau, Zidani (2011)]:
Existence and uniqueness of the viscosity solution for the HJ equation
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 12 / 40
13. Numerical simulations
Outline
1 Introduction
2 Proposed intersection model
3 Numerical simulations
Example 1: Diverge
Example 2: Merge
4 Concluding remarks
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 13 / 40
14. Numerical simulations
Initial statements
We assume that the FD is bi-parabolic and we take:
Link flow capacity = free flow speed × critical density
Jam critical density = 20 veh/km/lane
Maximal density = 160 veh/km/lane
Focus on highway on or off-ramps modelling
Coefficients γα for incoming roads are capacity-proportional: see
[Cassidy and Ahn, (2005)], [Bar-Gera and Ahn, (2010)] and [Ni and
Leonard, (2005)]
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 14 / 40
15. Numerical simulations Example 1: Diverge
Diverge: Simulations
Representation of an off-ramp:
x > 0x < 0
x = 0
ρ1
ρ2
ρ3
Simplest case: one incoming road and two outgoing roads;
Single condition: u1(0, t) = u2(0, t) = u3(0, t) (continuity of the
index at the junction point)
Configuration:
Branch Number of lanes Maximal speed γα
1 2 90 km/h 1
2 2 90 km/h 0.75
3 1 50 km/h 0.25
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 15 / 40
16. Numerical simulations Example 1: Diverge
Diverge: Fundamental Diagrams
0 50 100 150 200 250 300 350
0
500
1000
1500
2000
2500
3000
3500
4000
Density (veh/km)
Flow(veh/h)
Fundamental diagrams per branch
1
2
3
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 16 / 40
22. Numerical simulations Example 1: Diverge
Diverge: Cumulative Vehicles Count
0 5 10 15 20 25
0
5
10
15
20
25
30
35
Time (s)
CumulativeNumberofVehicles
CVC on road n°1
Downstream station
Upstream station
−10 0 10 20 30
0
5
10
15
20
25
30
35
Time (s)
CumulativeNumberofVehicles
CVC on road n°2
Downstream station
Upstream station
−10 0 10 20 30
0
5
10
15
20
25
30
35
Time (s)
CumulativeNumberofVehicles
CVC on road n°3
Downstream station
Upstream station
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 22 / 40
23. Numerical simulations Example 1: Diverge
Diverge: Trajectories
5.42868
6.514427.60015
8.68589
9.77163
10.8574
11.9431
13.0288
14.1146
15.2003
16.286
17.3718
18.4575
19.5433
20.629
21.7147
Trajectories on road n° 1
Time (s)
Position(m)
0 10 20 30
−200
−150
−100
−50
0
−1.47006−0.2934180.8832282.059873.236524.413165.589816.766467.94319.11975
10.2964
11.473
12.6497
13.8263
15.003
16.1796
17.356318.5329
Trajectories on road n° 2
Time (s)
Position(m)
0 10 20 30
0
50
100
150
200
−1.47006−0.2934180.8832282.059873.236524.413165.589816.766467.94319.1197510.2964
11.473
12.6497
13.8263
15.00316.1796
17.3563
18.5329
Trajectories on road n° 3
Time (s)
Position(m)
0 10 20 30
0
50
100
150
200
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 23 / 40
24. Numerical simulations Example 2: Merge
Merge: Simulations
Representation of an on-ramp:
x > 0x < 0
x = 0
ρ3
ρ2
ρ1
Simplest case: two incoming roads and one outgoing road
Configuration:
Branch Number of lanes Maximal speed γα
1 3 90 km/h 0.8
2 1 70 km/h 0.2
3 3 90 km/h 1
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 24 / 40
25. Numerical simulations Example 2: Merge
Merge: Fundamental Diagrams
Branch Initial state Final state
1 50 veh/km 4900 veh/h 180 veh/km 4300 veh/h
2 20 veh/km 1400 veh/h 70 veh/km 1100 veh/h
3 30 veh/km 3300 veh/h 605 veh/km 5400 veh/h
0 50 100 150 200 250 300 350 400 450 500
0
1000
2000
3000
4000
5000
6000
Density (veh/km)
Flow(veh/h)
Fundamental diagrams per branch
1
2
3
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 25 / 40
34. Concluding remarks
Concluding remarks
Balance
Convergent numerical scheme
Special configurations (diverge / merge)
Use of the Cumulative Vehicles Count
Perspectives:
High order models (GSOM family)
Integrate internal node supplies (urban intersection)
Micro-Macro passage (conflicts modelling)
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 34 / 40
35. Concluding remarks
The End
Thanks for your attention
guillaume.costeseque@cermics.enpc.fr
guillaume.costeseque@ifsttar.fr
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 35 / 40
36. Complements
Some references
G. Fl¨otter¨od and J. Rohde, Operational macroscopic modeling of
complex urban intersections, Transportation Research Part B:
Methodological 45(6), (2011), pp. 903-922.
C. Imbert, R. Monneau and H. Zidani, A Hamilton-Jacobi approach
to junction problems and application to traffic flows, Working paper,
Universit´e Paris-Dauphine, Paris, (2011), 38 pages.
M.M. Khoshyaran and J.P. Lebacque, Internal state models for
intersections in macroscopic traffic flow models, TGF09, Shanghai
2009.
J.P. Lebacque and M.M. Koshyaran, First-order macroscopic traffic
flow models: intersection modeling, network modeling, 2005, pp.
365-386.
C. Tamp`ere, R. Corthout, D. Cattrysse and L. Immers, A generic class
of first order node models for dynamic macroscopic simulations of
traffic flows, Transportation Research Part B, 45 (1) (2011), pp.
289-309.
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 36 / 40
37. Complements
References for conservation laws
Hyperbolic equation of conservation laws with discontinuous flux:
ρt + (Q(x, ρ))x = 0 with Q(x, p) = 1{x<0}Q1(p) + 1{x≥0}Q2(p)
Uniqueness result for two branches:
See [Garavello, Natalini, Piccoli, Terracina (2007)]
and [Andreianov, Karlsen, Risebro (2010)]
Book of [Garavello, Piccoli (2006)] for conservation laws on networks:
Construction of a solution using the ”wave front tracking method”
No proof of the uniqueness of the solution on a general networks
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 37 / 40
38. Complements
Literature review
State-of-the-art review from [Tamp`ere, Corthout, Catterysse, Immers
(2011)] and [Fl¨otter¨od and Rohde (2011)]: list of seven requirements:
General applicability for any n, m ≥ 1
Non-negativity of flows
Demand and Supply constraints
Vehicles conservation through the junction
Conservation of Turning Fractions (FIFO)
Maximization of Flows from an User perspective
Compliance to the invariance principle [Lebacque, Khoshyaran (2005)]
(Opt.) Internal node supplies: non-uniqueness! [Corthout et al., 2012]
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 38 / 40
39. Complements
HJ equation: settings
Point-wise intersection without internal state
No distinction on incoming or outgoing roads
No consideration on multiclasses or multilanes
J3
J1
J2
e1
e2
eN
JN
e3
Primitive of ρα solution of classical LWR equation on branch α:
uα(x, t) = uα(0, t) −
1
γα
x
0
ρα
(y, t)dy, for α ∈ {outgoing roads}
uα(x, t) = uα(0, t) +
1
γα
x
0
ρα
(y, t)dy, for α ∈ {incoming roads}
with γα the proportion of flow sent or received by branch α
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 39 / 40
40. Complements
HJ formulation
Search of suitable continuous functions u, viscosity solutions of:
uα
t + Hα(uα
x ) = 0 on (0, T) × J∗
α,
ut + max
α=1,...,N
H−
α (uα
x ) = 0 on (0, T) × {0}.
(5.5)
submitted to an initial condition (globally Lipschitz continuous)
u(0, x) = u0(x), with x ∈ J. (5.6)
The Hamiltonians Hα are convex functions such that:
The function Hα : R → R is continuous and lim
|p|→+∞
Hα(p) = +∞;
There exists pα
0 ∈ R such that Hα is non-increasing on (−∞, pα
0 ] and
non-decreasing on [pα
0 , +∞).
We denote by H−
α and H+
α the corresponding functions.
G. Costeseque (Universit´e ParisEst) D5 Traffic flow models Marne-la-Vall´ee, Nov. 2012 40 / 40