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First order traffic flow models: intersection modelling, network modelling, applications J.P. Lebacque M.M. Khoshyaran INRETS-GRETIA ETC (Economics traffic clinic)
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Page 1: First order traffic flow models: intersection modelling ...bertheli/Page_Web/WorkshopTrafficJam/... · Workshop ACI NIM Modélisation du trafic, ... Modelling tools are useful for

First order traffic flow models: intersection modelling, network

modelling, applications

J.P. LebacqueM.M. Khoshyaran

INRETS-GRETIAETC (Economics traffic clinic)

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

OUTLINE

1. Traffic modelling (objectives, state of art)2. First order models, second order models3. A fast review of the LWR model on a line4. Local supply and demand, numerical schemes5. Boundary conditions, intersection models6. The LWR model on a network7. Conclusions and next steps

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

Traffic flow modelling Objectives

Modelling tools are useful for traffic engineering tasks:

Implementation of on-line control strategiesOff-line evaluation of control strategies: ramp metering, speed control, collective route guidance via VMS, intersection control, externalities etc.Prediction and estimation of the traffic state New infrastructure construction etc.

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

Traffic flow modelling approaches

Two main types of modelling approaches:1. Microscopic (evaluation, simulation)

a. follow-the-leader, b. cellular automata, c. multi-agents

2. Macroscopic (evaluation, control):a. First order Modellingb. Second order Modelling

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

Macroscopic traffic description

Hydrodynamic analogyContinuum hypothesis: traffic state can be described by functions of location x and time tVariables:

Density ρ(x,t) (or K(x,t) )Flow q(x,t) Velocity v(x,t)

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

Definitions

Density

Flow

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

Definitions (2)

Speed

Conservation

Only for space-time scales > 100 meters x 5 seeconds

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

Macroscopic traffic description

Limiting factor of the continuum hypothesis:

Avogadro number N = 6.025 1023 (number of molecules per 22.4 liters of gas under normal conditions)Maximum (jam) density on highways, as communicated by operators: 180 vh / km x lane

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Macroscopic approaches:Basic equations

1- Continuity Equation:∂t ρ(x,t) + ∂x q(x,t) = 0

2- Volume-Density-speed relationship: First orderq(x,t) = ρ(x,t) v(x,t)

3- Fundamental Diagram (equilibrium) Second v(x,t) = Ve(ρ(x,t)) where Ve monotone decreasing order

function

4- Momentum equation dv(x,t)/dt= ∂t v(x,t) + v(x,t)∂x v(x,t)= G(ρ(x,t), v(x,t))

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

Fundamental diagram, equilibrium

No less than 25 FDs in the literature (TRB 165)Example of fundamental diagram

Flow

Density

ρmax

Speed

Density

ρmax

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

1st vs 2nd order models

1st order: assumed at equilibrium (ρ,v on thefundamental diagram)

2nd order: out of equilibrium (ρ,v points are not on thefundamental diagram)

Both are dynamic(term “equilibrium” is misleading)

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Another example of FD

Cf METACOR, STRADA

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Another example still of FD

Cf Newell, Daganzo

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Momentum equation approaches

( )( ) ρρρ

ρτ xeqxt KVVVVV ∂−−=∂+∂ )(11 2

( ) 0=ρK Ross's model 1988

( ) ( ) ( )( )⎟⎠⎞

⎜⎝⎛ −−= vV

aVK ee ρρρρ 1exp' Del Castillo's model 1993

( ) ( )ρρ−=ρ 'eVK Zhang's model 1998

Payne model (1971):( ) )(2

' ρτυρ eVK −=

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Momentum equation approaches(2)

( ) ( )

( ) ( )( )

( ) ( ) ⎟⎟⎟

⎜⎜⎜

ρρ

ρ=

⎟⎟

⎜⎜

⎛−ρ

τ=⎟⎟

⎞⎜⎜⎝

⎛ρ=

=∂+∂

vK

vUF

vVUSandv

Uwith

USUFU

e

xt

21

10

The conservative form of the system (including the CE):

( )( ) ρρρ

ρτ xeqxt KVVVVV ∂−−=∂+∂ )(11 2

The dynamic of the system is given by the eigenvalues of F(U)

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What does it mean?Conservative form: no mathematically “illegal” derivatives ⇔ no physically meaningless expressionsEigenvalues describe the dynamics: the characteristic speeds are the propagation speedof information, small perturbations in the flow (linearization)

( ) ( )USUFU xt =∂+∂( )( ) ρ∂ρρ

−−ρτ

=∂+∂ xeqxt KVVVVV )(11 2

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Interpretation of the momentum equation

Traffic acceleration is the result ofRelaxation term: traffic state tends towards equilibriumAnticipation term: interaction of a vehicle with surrounding vehicles

( )( ) ρρρ

ρτ xeqxt KVVVVV ∂−−=∂+∂ )(11 2

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Eigenvalues: interpretation

Special waves: Small perturbations of the traffic flowSelf-similar solutions

The velocity of these special waves is equal to the eigenvalues of

( ) 0=∂+∂ UfU xt

( ) ( )UfUAdef∇=

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The system is hyperbolic (except ROSS)The anisotropic character of the traffic is not preserved (except ROSS) due to:

Daganzo, 1995 claims the « requiem for the second order traffic modelling »Aw, Rascle 2000 « resurrection of the second order traffic model”

Momentum equation approaches(3)

( ) ( ) vKvU >+= ρλ2

( ) ( )( ) ( )ρλ

ρλKvUKvU

+=−=

2

1

System eigenvalues:

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Why is the anisotropic character of traffic not respected?

If some eigenvalue is > traffic speed, information travels faster than traffic

Information “catches up” drivers

Upstream lower density “attracts” vehicles backward ⇒ negative speeds

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The LWR model

Introduced by Lighthill, Whitham (1955), Richards (1956)Traffic at equilibrium: speed-density points on the fundamental diagramA single conservation law (for density; the flux is the flow), a single eigenvalue

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The LWR model in a nutshell

The equations:

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Workshop ACI NIM Modélisation du trafic, Nice, 2-4 novembre 2005

The LWR model (2)

Conventions

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Analytical solutions (reminder)

Description of solutions:

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Analytical solutions (2)

Shock-waves:

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Analytical solutions (3)

Rarefaction waves:

Characteristic speed (eigenvalue):

Comments:

)(' KQe

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The LWR model: supply / demand

the equilibrium supply and demandfunctions (Lebacque, 1996)

eΣ e∆

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The LWR model: the min formula

The local supply and demand:

The min formula

( )( )( )( )−−∆=∆

++Σ=ΣxtxKtxxtxKtx

e

e

,,),(,,),(

( ) ( ) ( )[ ]txtxtxQ ,,,Min, ∆Σ=

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Local traffic demand

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Local traffic supply

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Supply-demand boundary conditions

Link supply :Link demand :

Min formula : ( ) ( ) ( )[ ]( ) ( ) ( )[ ]ttbtbQ

tattaQ

d

u

Σ∆=Σ∆=,,Min,

,,Min,

( ) ( )( )ataKta e ,,, +Σ=Σ

( ) ( )( )btbKtb e ,,, −∆=∆

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Upstream boundary condition

The upstream boundary condition determines the link inflow (the Min formula)

( ) ( ) ( )[ ]tattaQ u ,,Min, Σ∆=

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Upstream boundary condition

The upstream boundary condition determines the density at the link entry point

Symmetric rules apply at the link exit

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Upstream demand can be modified by boundary conditionsIf link supply is less than upstream demand ⇨The upstream demand is modified:

This fact is fundamental for intersection modelingSymmetric result for downstream supply

( )taΣ

( ) ( ) xmauu Qtt =+∆→∆

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The BLN (Bardos-Leroux-Nédélec) boundary condition

Origin: viscosity solutions of the LWRIdea: to impose a density-like A at the boundary Mathematical expression

( )[ ] ( )[ ]{ } ( )( ) ( )[ ] ( ){ } 0and,

0.,,,sgn,sgn≥κ∀=∂∈∀

≥κ−κ−−κ−baDc

cnQctcKQtcAtxK ee

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BLN boundary conditions: the density at the boundary cannot be prescribed

With upstream boundary conditions:

A cannot be prescribed

( ) [ ] ( )( ) [ ] ( )⎩

⎨⎧

≤=≥=

AKQKQAKQKQ

eAKe

eKAe

ifMaxifMin

,

,

κκ

κ

κ

{ } [ ][ ]axmcritcrit

axmcrit

KKKKAKAAKKA

,:,: *

∈≥∪∈≤

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Graphical illustration (upstream boundary conditions)

( ) [ ] ( )( ) [ ] ( )⎩

⎨⎧

≤=≥=

AKQKQAKQKQ

eAKe

eKAe

ifMaxifMin

,

,

κκ

κ

κ

{ } [ ][ ]axmcritcrit

axmcrit

KKKKAKAAKKA

,:,: *

∈≥∪∈≤( ) [ ] ( )

( ) [ ] ( )⎩⎨⎧

≤=≥=

AKQKQAKQKQ

eAKe

eKAe

ifMaxifMin

,

,

κκ

κ

κ

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The BLN and the supply / demand boundary conditions are equivalent

Cases K ≠ A: ⇔A ≤ Kcrit and

A ≥ Kcrit and

A over-critical in all these cases

{ } [ ][ ]axmcritcrit

axmcrit

KKKKAKAAKKA

,:,: *

∈≥∪∈≤

( ) ( )AK ee ∆≤Σ[ )xmaKAK ,*∈

[ )xmacrit KKK ,∈

( ) ( ) ( ) ( )AAQKQK eeee ∆=≤=Σ

( ) ( ) ( )AQKQK exmaee ∆=≤=Σ

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Point-wise intersections

References: Holden-Risebro1995, Coclite Piccoli 2002, Lebacque Khoshyaran 1998 2002 2005Basic idea: solve the (generalized) Riemann problem for the intersection Result: constraints on the through flows

( )( )

( )( )

⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢

⎩⎨⎧

σ==σ<∆=

σ=Σ≤

⎩⎨⎧

δ==δ<Σ=

δ=∆≤

jjjj

jjjej

j

def

jej

iiii

iiiei

i

def

iei

RKKRQK

KR

QKKQQK

KQ

ifif

and

ifif

and

0

1

0

0

1

0

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Riemann problem

It is an archetype for many practical situationsInitial conditions are piecewise constantSolutions are self-similar (waves)

It is the key for developing numerical methods

density

position

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Point-wise intersections: flow constraints

Flow constraints imply that density changes propagate in the right direction

⎢⎢⎢⎢⎢

=

∀σ≤≤∀δ≤≤

∑ ∑i j

ji

jj

ii

RQ

jRiQ

00

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Necessity of intersection models

Other flow constraints are possible (turning movement proportions, assignment coefficients…)Flow constraints do not suffice to determine the flow valuesA behavioral intersection model is necessary

But not all models are consistent

),(),( σδ= fRQ

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Invariance principle 1

Upstream link i. If Qi(t)<δi(t) : supply regime at the link exit and δi(t+) = QmaxDownstream link j. If Rj(t)<σj(t) : supply regime at the link exit and σj(t +) = Qmax

The intersection model must be invariant by the transformation

),(),( σδ= fRQ⎢⎣

⎡σ<→σδ<→δ

jjaxmjj

iiaxmii

RRQQ

ifif

,

,

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Invariance principle 2

Another way of stating the invariance principle:

The intersection model must be compatible with self-similarity of solutionsRiemann problem at the nodeLebacque-Khoshyaran 1998-2003-2005

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The invariance principle: an example

Distribution scheme:Numerical values:

σ = 3000 vh / h (2 lanes)δ1 = 2100 vh / h (1 lane)δ2 = 1400 vh / h (1 lane)Qk,max = 2200 vh / h

⎪⎪⎩

⎪⎪⎨

σ>δδδ

=

σ≤δδ=

∑∑

ii

kk

ii

iiii

Q

Q

if

if

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The invariance principle: an example (cont’d)

The flow values calculated by the distribution scheme imply a shift in the upstream demands

( )

( )tQ

tQ

22

11

vh/h1400vh/h1200300014002100

1400

vh/h2100vh/h1800300014002100

2100

δ=<=+

=

δ=<=+

=

( )( ) vh/h2200

vh/h2200

2

1

=+δ=+δ

tt

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The invariance principle: an example (cont’d)

The new demand values determine new flow values Q1=Q2=1500 vh/hIllustration for link [2]3 traffic states

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The invariance principle: an example (cont’d)

States (u), (i), (d) Velocity of the (u) → (i)shockwave < the velocity of the (d) → (i) rarefaction wave ⇒

The state (i) must vanish

Velocity of the (u) → (d)shockwave > 0 ⇒

state (d) must vanish at t+. ⇒ inconsistency

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An example of a node model satisfying the invariance principle: the optimization node model

γij : turning movement coefficients (deduced from the assignment coefficients)Constraints:

Node inflows less than upstream demandsNode outflows less than downstream suppliesConservation of node out-flows

( ) ( )

jRQ

jRiQ

RQMax

ijiij

jj

ii

jjj

iii

∀=−γ

∀σ≤∀δ≤

Ψ+Φ

∑∑

0

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Optimization node model

The Karush-Kuhn-Tucker optimality conditions yield (sj ) coefficient of the outflow (j)conservation equation)

The in- and out-flows are given by a Min-formula ⇒ The model satisfies the invariance principle

( )[ ]

∀=−γ

σΨ=

⎥⎦

⎤⎢⎣

⎡⎟⎠⎞

⎜⎝⎛ γ−Φδ=

ijiij

jjjj

lliliii

jRQ

sR

sQ

0

,'Min

',Min

1

1

[ ][ ]jjj

iii

RQ

σψ=ϕδ=,Min

,Min

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Optimization node model (cont’d)

Interpretation of the criterion:Φi : → partial supply of node (for link (i) )Ψj : → partial demand of node (for link (j) )

Coefficients sj : “node state”

Other models satisfy the invariance principle (dynamic pointwise, equilibrium)

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A second example: dynamic node models

They are characterized by inner state dynamics

( )[ ]( ) ⎥

⎤⎢⎣

⎡σ∆=

Σβδ=

−γ=

jj

j

iii

jj

ijiijij

NN

NOR

NQ

RNON

QN

,Min

,Min

&

∑∑

=

=

iijj

ijij

NNO

NN

( ) ( ) iNN ii ∀Σβ=Σ

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Equilibrium node models

They are derived from dynamic node modelsAssumption: node time-scale << link time-scale

( )[ ]( )

jQR

jNN

NOR

iNQ

iijj

jj

j

iii

∀=γ−

∀⎥⎦

⎤⎢⎣

⎡σ∆=

∀Σβδ=

0

,Min

,Min

Unknowns: N and ratios NOj /N

(Node State, no conservation)

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Optimization vs Equilibrium node models

Both models provide node supplies and demandsOptimization and equilibrium node models are equivalent for

MergesFIFO Diverges

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Some numerical results

The site: A4The sets of points are bounded by linear constraints ⇒ invariance with respect to aggregationResults for the merge

A4W15.9

A4W15.3

A4W14.00

A4SW14.06

A4W14.68

A4EW15.11

The site (A4 motorway, close to Paris)

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Some numerical results (cont’d): non stochastic scatter of data points

Motorway: upstream vs downstream flow

R-Q1

0

1000

2000

3000

4000

5000

6000

7000

0 1000 2000 3000 4000 5000 6000 7000 8000

R:A4W14.68

Q1:

A4W

15.

Série1

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Some numerical results (cont’d)

On ramp flow vs motorway downstream flow

R-Q2

0

200

400

600

800

1000

1200

0 1000 2000 3000 4000 5000 6000 7000 8000

A4W14.68

A4E

W5.

11

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Some numerical results (cont’d)

Onramp vs upstream motorway flow

Q1-Q2

0

200

400

600

800

1000

1200

0 1000 2000 3000 4000 5000 6000 7000

A4W15.3

A4E

W15

.11

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Physical node models

Internal state of node:Stored vehiclesNode supply/demand functions(Lebacque-Khoshyaran1998-2002)

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Discretized node models

Exchange zonesGeneralize cells of Godunov schemeConflicts are described implicitelyBuisson, Lebacque, Lesort 1995-1996Haj-Salem, Lebacque 2003: bounded acceleration

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Exchange zones (cont’d)

Features:

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Exchange zones (cont’d)

Linear partial supply modelFits exp. data

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The SSMT node

Models movements with overlapping cellsSSMT (Lebacque1984) and METACOR (Haj-Salem 1995)Model of priority conflicts (opposing movements)

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Extension of the LWR model to networks

Links: supply/demand boundary conditions for total flowComposition (assignment) coefficients are carried by traffic flowNode models connect the demand of their upstream nodes to the supplies of their downstream nodesNode models must satisfy the invariance principle

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Multicommodity flow

Flow is disaggregated per “commodity”(destination, path, driver category…) d

Conservation per commodity (attribute)

( ) ( )( ) ( )∑

=

=

∀=

∀=

Dd

dDd

d

txtxQtxQ

txtxKtxK

...1

...1

,,,

,,,

Ddx

Qt

K dd

...10 =∀=∂∂

+∂∂

dQQKKVKQ dddddd ∀χ=χ== ,and

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Multicommodity flow: FIFO model

Principle: all vehicle have the same speed, whichever their attributeComposition stays constant along trajectories

( ) Ddx

KVt

d

e

d

...10 =∀=∂χ∂

+∂χ∂

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Network boundary data

Supply, demand for the total flowUpstream composition for network inflow

( ) ( )( ) ( ) ( )[ ]( ) ( ) ( )taQtataQ

tattaQtta

dd

u

du

d

,,,,,Min,

,

χ=

Σ∆=χ=χ

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Multicommodity flow: intersections

No change, except…Turning movements result from assignment coefficients (behavioral: VMS, user choice…)

( ) ( ) ( )∑ χβ=γd

ddijij itntt ;,

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Example: Godunov discretization scheme. Shockwave

qinqout

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Example: speed control does work

The facts

Result1

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No Control vs Speed Control

Bounded acceleration node model for the exit of motorway

Space

Time

Density

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Data reconstruction works too

Problem: reconstruct loop data (usually 10% out of order at any time)Solution: LWR model, fed by loop data

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Data reconstruction

Reconstructed vs actual loop data Volume (flow),Occupancy (density)SpeedHaj-Salem, Lebacque 2002

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Ramp metering

Principle: limit access to motorway ⇔ limit conflicts and reaccelerationNominal capacity reduction ⇔ effective capacity increase (Braess-like paradox)Uses bounded acceleration node + ALINEA (linear feedback)

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Ramp metering (ALINEA)

σ (t) = q (t-1) + c (O* - Oout (t) )

q(t)= Min { σ (t) , δ (t) }

qin

σ

qout

Oout

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Ramp metering 2

Two strategies:Ramp meteringRamp metering + Speed control (highway)

Out 0 Out 1 Out 10 Out 20

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Ramp metering 3 (simulation results)

Ramp metering aloneGains downstream of node

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Ramp metering 4 (simulation results)

Ramp metering + Speed controlGreater gains downstream of node

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Rampmetering 4:

Persistence ofgains withrespect to thedistance traveledCause: fluidity, regularity, nohysteresis

The on-ramps

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Conclusion & next steps

Systematic approach to intersection modellingNetwork models (FIFO)Satisfactory empirical evidence

Next steps:

Multicommodity, non FIFO flows on networksNew integration methods: Hamilton-Jacobi, cumulative flowsMore physical intersection modelsDevelopment hybrid models ( Micro +macroscopic modeling)Development of the MAESTRAU kernel