Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded...

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Exact and grid-free solutions to the Lighthill– Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil, Architectural and Environmental Engineering University of Texas, Austin

Transcript of Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded...

Page 1: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Exact and grid-free solutions to the Lighthill–Whitham–

Richards traffic flow model with bounded acceleration

Christian ClaudelAssistant professor, Civil, Architectural and Environmental EngineeringUniversity of Texas, Austin

Page 2: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

OutlinePrimitive flow models based on LWR

- The LWR PDE- Integral formulation and physical interpretation

Fast solution methods for LWR- Lax-Hopf formula- Inf-morphism property- Applications

Hybrid LWR-bounded acceleration models- Definition- Grid-free computational methods

Conclusion

Page 3: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

- First derived by Lighthill-Whitham (1955), and extended by Richards (1956)- First order scalar hyperbolic conservation law

- Based on the conservation of vehicles, and on the existence of a relationship between flow and density: q=ψ(ρ).

ψ(.) is assumed to be concave

[Newell 93], [Daganzo 03,06]

The LWR PDE

Flow

ψ(ρ

) (ve

h/h)

Density ρ (veh/mile)0 10050

1000

2000

Source: PeMS

Page 4: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Equivalently, we can define M(t,x) such that:

The function M(t,x) is called Moskowitz function. Its spatial derivative is the opposite of the density function; its temporal derivative is the flow function.

M(t,x) satisfies the following Hamilton-Jacobi PDE:

[Newell 93], [Daganzo 03,06]

Integral formulation

Page 5: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

M(t,x) can be interpreted as a vehicle label at location x and time t (assuming that no vehicles pass each other).

M(t,x) is also known as the cumulative vehicle number in the traffic flow community.

[Newell 93], [Daganzo 03,06]

2 13456

vehicle label

position

65 4 3 2 1

Physical interpretation of the Moskowitz function

Page 6: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

OutlinePrimitive flow models based on LWR

- The LWR PDE- Integral formulation and physical interpretation

Fast solution methods for LWR- Lax-Hopf formula- Inf-morphism property- Applications

Hybrid LWR-bounded acceleration models- Definition- Grid-free computational methods

Conclusion

Page 7: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

The Moskowitz formulation is particularly suited to Lagrangian problems: when no passing is allowed, vehicles keep their labels, which enables the definition of internal conditions (trajectory constraints that apply to the solution)

Defining internal conditions for the LWR PDE is possible, but not as easy.

[Newell 93], [Daganzo 03,06]

Value conditions

Page 8: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Lax-Hopf formula

For a boundary data function c(.,.), the solution Mc(.,.) is given by:

where is the convex transform of ψ

[Lax 1973] [Aubin Bayen Saint Pierre SIAM SICON 2009] [Claudel Bayen IEEE TAC part II 2010]

Time

Position

c(.,.)

Page 9: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

• Inf-morphism property Let us assume that the boundary data c is the minimum of a finite number of lower semicontinuous functions:

The solution associated with the above boundary data function can be decomposed as:

Inf-morphism

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

Time

Position

c12(.,.)

c1(.,.)

c2(.,.)

c3(.,.) c8(.,.)

c5(.,.) c6(.,.) c4(.,.)

c7(.,.)

c9(.,.)

c10(.,.)

c11(.,.)

Page 10: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Physical interpretation

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

• Inf-morphism property:

The solution associated with a set of boundary conditions is the minimum of the solutions associated with each boundary condition.

[Newell 93] [Daganzo 06] [Aubin Bayen Saint-Pierre 07]

Page 11: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Physical interpretation

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

• Inf-morphism property:

The solution associated with a set of boundary conditions is the minimum of the solutions associated with each boundary condition.

[Newell 93] [Daganzo 06] [Aubin Bayen Saint-Pierre 07]

Page 12: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

• Inf-morphism property Let us assume that the boundary data c is the minimum of a finite number of lower semicontinuous functions:

The solution associated with the above boundary data function can be decomposed as:

Semi-analytic computational methods

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

Time

Position

c2(.,.)

c3(.,.) c8(.,.)

c4(.,.)

c10(.,.)

Page 13: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

• Inf-morphism property The solution associated with the above boundary data function can be decomposed as:

If is linear, then can be explicitly computed (solution to a 1D convex optimization problem.

Semi-analytic computational methods

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

.,.jc .,.jc

M

Position

c12(.,.)

c1(.,.)

c2(.,.)

c3(.,.) c8(.,.)

c5(.,.) c6(.,.) c4(.,.)

c7(.,.)

c9(.,.)

c10(.,.)

c11(.,.)

Page 14: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Semi-analytic formulation

Most of the time, we consider piecewise constant initial and boundary conditions for the LWR PDE. This translates into piecewise affine initial and boundary conditions for the HJ PDE.

[Daganzo 2005 TR-B] [Daganzo 2006] [Mazare Dehwah Claudel Bayen 2012]

Page 15: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

The solution associated with the above boundary data function can be decomposed as:

Semi-analytic computational methods

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

posi

tion

positiontime

time

Page 16: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

The solution associated with the above boundary data function can be decomposed as:

Semi-analytic computational methods

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

posi

tion

positiontime

time

Page 17: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

The solution associated with the above boundary data function can be decomposed as:

Semi-analytic computational methods

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

posi

tion

positiontime

time

Page 18: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

The solution associated with the above boundary data function can be decomposed as:

Semi-analytic computational methods

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

posi

tion

positiontime

time

Page 19: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

The solution associated with the above boundary data function can be decomposed as:

Semi-analytic computational methods

[Claudel Bayen IEEE TAC part II 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

posi

tion

positiontime

time

Page 20: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Solutions to affine value conditions

The question becomes: can we quickly compute the solution associated with an affine (linear) initial or boundary condition?

To be able to use the inf morphism property in general, we need each affine initial or boundary condition to be defined on a subset of

Non physical/mathematical problem

[Daganzo 2005 TR-B] [Daganzo 2006] [Claudel Bayen TAC 2010]

Page 21: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Solutions to affine value conditions

Example of solution: affine initial condition

Lax-Hopf formula:

Objective function: convex (in u):

constraints also convex (intersection of intervals) : 1-D convex optimization.

[Claudel Bayen TAC 2010]

Page 22: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Solution structureSolution structure:

[Claudel Bayen TAC 2010]

Page 23: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Extension for solutions to the LWR PDE

The solutions to the LWR PDE (density) can also be computed semi analytically:

Godunov

Lax-Hopf

Page 24: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

• Pros– Very fast (speed depends upon the problem, and number of points

used)– Exact derivation of both the density and Moskowitz function (for the

same cost), for any concave fundamental diagram, on any grid– Can integrate probe data

• Cons– Slower than the CTM if the density has to be computed everywhere

Semi-analytic computational methods

Page 25: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Faster algorithm for triangular fundamental diagram

Page 26: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Semi-analytic computational methods

• Many existing computational methods:• For LWR:

- Godunov scheme (or equivalently CTM)- Wave-front tracking- Other finite difference schemes (ENO, WENO)

• For HJ:- Lax Friedrichs schemes (or other numerical schemes)- Variational method (dynamic programming)- Semi-analytic method (for homogeneous problems),

which can be used for both HJ and LWR

[Daganzo06] [Claudel Bayen IEEE TAC part I & 2, 2010] [Mazare Dehwah Claudel Bayen, TR-B 2012]

Page 27: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

OutlinePrimitive flow models based on LWR

- The LWR PDE- Integral formulation and physical interpretation

Fast solution methods for LWR- Lax-Hopf formula- Inf-morphism property- Applications

Hybrid LWR-bounded acceleration models- Definition- Grid-free computational methods

Conclusion

Page 28: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Hybrid models

• We consider a hybrid model, in which vehicles either follow the LWR model or have a constant acceleration

• The velocity of the flow of vehicles is defined by

• Since N is not differentiable, v is not always defined

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 29: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Hybrid models

• We consider a hybrid model, in which vehicles either follow the LWR model or have a constant acceleration

• The velocity of the flow of vehicles is defined by

• Since N is not differentiable, v is not always defined

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 30: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Modified solution components

• Let us define “modified” solution components:

where

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 31: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Modified solution components

• The modified solution components either satisfy the LWR model, or describe vehicles with constant acceleration

• They also satisfy an inf-property:

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 32: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Modified solution components

• The modified solution components either satisfy the LWR model, or describe vehicles with constant acceleration

• They also satisfy an inf-property:

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 33: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Analytical derivation of modified solution components• Since the solutions components Mci(.,.) are known

analytically, we can similarly compute the modified components analytically for initial, upstream, downstream and internal conditions (fixed or moving bottlenecks)

• Solution structure (initial condition)

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 34: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Analytical derivation of modified solution components• Solution structure (upstream and downstream boundary

condition)

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 35: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Analytical derivation of modified solution components

• Solution structure (internal condition)

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 36: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Analytical derivation of modified solution components

• Solution structure (internal condition)

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 37: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Analytical derivation of modified solution components

• Solution structure (internal condition)

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 38: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Analytical derivation of modified solution components

• Solution structure (internal condition)

[Lebacque, 2002] [Leclercq, 2007] [Qiu Abdellatif Abdelaziz Claudel 2013]

Page 39: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

• Example (I): solution to LWR-bounded acceleration model with a moving bottleneck

Applications

Page 40: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

• Example (II): solution to LWR-bounded acceleration model with a fixed bottleneck (~1 s computational time on a desktop computer)

Applications

Page 41: Exact and grid-free solutions to the Lighthill–Whitham– Richards traffic flow model with bounded acceleration Christian Claudel Assistant professor, Civil,

Conclusion

Fast and exact algorithm for computing solutions to the LWR

traffic flow model with bounded acceleration

Theory works only for specific fundamental diagrams (linear in congestion)

Computational cost is identical to the Lax-Hopf algorithm