Citation: Marco Di Francesco, Simone Fagioli, Massimiliano D. Rosini. Many particle approximation of the Aw-Rascle-Zhang second order model for vehicular traffic[J]. Mathematical Biosciences and Engineering, 2017, 14(1): 127-141. doi: 10.3934/mbe.2017009
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The Aw, Rascle [4] and Zhang [21] (ARZ) model is a second order system describing vehicular traffic. In its continuum formulation, it can be written as the
{ρt+(ρv)x=0,t>0, x∈R,[ρ(v+p(ρ))]t+[ρv(v+p(ρ))]x=0,t>0, x∈R. | (1) |
The conserved variables
w≐v+p(ρ) |
is called Lagrangian marker. The function
The instability near the vacuum state makes the mathematical theory for (1) a challenging topic. For this reason, as in [2,1,15], we study (1) in the Riemann invariant coordinates
ρ≐p−1(w−v). |
It is well known since [3] and the earlier works [14,18] (see also a related result in [17]) that the discrete Lagrangian counterpart of (1) is provided by the second order follow-the-leader system
{˙xi=Vi,˙Vi=p′(1xi+1−xi)Vi+1−Vi(xi+1−xi)2, | (2) |
where
wi≐Vi+p(1xi+1−xi), |
the system (2) reads in the simpler form
{˙xi=wi−p(1xi+1−xi),˙wi=0. | (3) |
The simpler form (3) highlights the fact that the follow-the-leader system (2) describes a particle system with many species. Hence (2) is a microscopic multi population model, in which the
The goal of this paper is to approximate (under reasonable assumptions on
We also perform numerical simulations that suggest that the solution of the microscopic model (3) converges to a solution of the macroscopic model (1) as the number of particles goes to infinity. In particular, we will make the tests considered in [8] to show that we do not have the spurious oscillations generated, for instance, by the Godunov method near contact discontinuities. We will also make the test considered in [3] to show that our algorithm is able to cope with the vacuum.
Our approach deeply differ from the one proposed in [3]. Indeed, there the authors show how the ARZ model written in Lagrangian mass coordinates can be viewed away from the vacuum as the limit of a time discretization of a second order microscopic model as the number of vehicles increases, with a scaling in space and time (a zoom) for which the density and the velocity remain fixed. On the contrary, we consider the ARZ model written in the Eulerian coordinates, so that the vacuum is a state eventually achieved by the solutions, and we introduce the underlying microscopic model without performing any time discretization.
We recall that the numerical transport-equilibrium scheme proposed in [8] is based on both a (Glimm) random sampling strategy and the Godunov method. As a consequence, this method is non-conservative. Moreover, it cannot be applied in the presence of the vacuum state. On the contrary, our method is conservative and is able to cope with the vacuum. Let us finally underline that the approximate solutions constructed with both methods have sharp (without numerical diffusion) contact discontinuities and show numerical convergence. We remark that the model (1) can be formulated also with a relaxation term with a prescribed equilibrium velocity, see [3]. We shall apply our approach to such an extended version of the ARZ model in a future work.
The present paper is structured as follows. In Section2 we recall the basic properties of the discrete follow-the-leader model and of the continuum ARZ system. In particular we prove a discrete maximum principle in Lemma 2.3 which was not present in the literature to our knowledge. In Section 3 we construct the atomization scheme and prove its convergence in the Theorem 3.2. In Section 4 we perform numerical tests with simple Riemann problems, including cases with vacuum.
In this section we recall basic facts about the ARZ model (1) and the discrete follow-the-leader system (3).
Consider the Cauchy problem for the ARZ model (1)
{ρt+(ρv)x=0,t>0, x∈R,(ρw)t+(ρvw)x=0,t>0, x∈R,v(0,x)=ˉv(x),x∈R,w(0,x)=ˉw(x),x∈R, | (4) |
where
ρ≐p−1(w−v)∈R+ |
is the corresponding density, where
p(0+)=0,p′(ρ)>0and2p′(ρ)+ρp″(ρ)>0for every ρ>0. | (5) |
Example 2.1 (Examples of pressure functions) In [3] the authors consider
p(ρ)≐{vrefγ[ρρm]γ,γ>0,vreflog[ρρm],γ=0, |
where
p(ρ)≐(1ρ−1ρm)−γ. |
By definition, we have that the vacuum state
((ˉv,ˉw)(x−),(ˉv,ˉw)(x+))∈G,x∈R, | (6) |
where
G≐{((vℓ,wℓ),(vr,wr))∈W2:(vℓ,wℓ)∈W0(vr,wr)∈W0}⇒(vℓ,wℓ)=(vr,wr)and(vℓ,wℓ)∈Wc0(vr,wr)∈W0}⇒(vr,wr)=(wℓ,wℓ)}. |
The introduction of the condition (6) to select the physically reasonable initial data of (4) in the Riemann invariant coordinates is motivated in [2,Remark 2.1]. We emphasise that such condition is not needed in the proof of our main analytical result. However, (6) is partly motivated by our numerical tests.
Following [2], we use the following definition for weak solutions of (1).
Definition 2.2 [Weak solutions]\label{def:weak} Let
∫R+∫Rp−1(v,w)(ϕt+vϕx)(1w)dxdt=(00). | (7) |
For the existence of weak solutions to (4) away from the vacuum we refer to [13], see [15] for the existence with vacuum, and [5] for the existence of entropy weak solutions.
Let us briefly recall the main properties of the solutions to (4). If the initial density
We remark that a simple byproduct of our result is an alternative proof of the existence of weak solutions in the sense of Definition 2.2.
Multi population microscopic models of vehicular traffic are typically based on the so called Follow-The-Leader (FTL) model.
Consider
{˙xN(t)=wN−1,˙xi(t)=vi(1xi+1(t)−xi(t)),i=0,…,N−1,xi(0)=ˉxi,i=0,…,N, | (8) |
where
vi(ρ)≐wi−p(ρ), |
The quantity
ˉxi+1−ˉxi≥1Ri,i=0,…,N−1. | (9) |
System (8) can be solved inductively starting from
xN(t)=ˉxN+wN−1t. |
Then, we can compute
Lemma 2.3 (Discrete maximum principle) For all
1Ri≤xi+1(t)−xi(t)≤ˉxN−ˉx0+wN−1tforalltimest≥0. |
Proof. We first prove the lower bound. At time
inft≥0[→Vxi+1(t)−xi(t)]≥1Ri,i=0,…,N−1, | (∗) |
by a recursive argument on
xN(t)−xN−1(t)== ˉxN−ˉxN−1+∫t0[wN−1−vN−1(1xN(s)−xN−1(s))]ds= ˉxN−ˉxN−1+∫t0p(1xN(s)−xN−1(s))ds≥ˉxN−ˉxN−1≥1RN−1, |
because
inft≥0[→Vxi+2(t)−xi+1(t)]≥1Ri+1 |
and by contradiction that there exist
xi+1(t)−xi(t)>1Rifor all t∈[0,t1[,xi+1(t1)−xi(t1)=1Ri,0<xi+1(t)−xi(t)<1Rifor all t∈]t1,t2]. | (★) |
Since
xi(t)≤xi(t1),xi+1(t)≥xi+1(t1), |
and therefore
xi+1(t)−xi(t)≥xi+1(t1)−xi(t1)=1Ri, |
which contradicts (★). Hence, (*) is satisfied and the lower bound is proven.
Finally, the upper bound easily follows from the lower bound. Indeed, by the first equation of (8) and the lower bound
We emphasise that the above discrete maximum principle is a direct consequence of the transport nature behind the FTL system (8), similarly to what happens in the first order FTL system considered in [9]. Indeed, the global bound for the discrete density is propagated from the last particle
We now introduce our atomization scheme for the Cauchy problem (4). Let
⋂[a,b]⊇supp(ˉρ)[a,b]=[ˉxmin,ˉxmax]. |
Fix
ˉxn0≐ˉxmin, | (10a) |
and recursively
ˉxni≐sup{x∈R:∫xˉxni−1ˉρ(x)dx<κn},i=1,…,Nn. | (10b) |
It is easily seen that
We approximate then the initial Lagrangian marker
ˉwni≐esssup[ˉxni,ˉxni+1](ˉw),i=0,…,Nn−1. | (11) |
We have then that the assumption (9) is satisfied as follows,
κn=∫ˉxni+1ˉxniˉρ(x)dx≤(ˉxni+1−ˉxni)Rni,i=0,…,Nn−1, |
with
{˙xnNn(t)=ˉwnNn−1,˙xni(t)=vni(κnxni+1(t)−xni(t)),i=0,…,Nn−1,xni(0)=ˉxni,i=0,…,Nn, | (12) |
where
vni(ρ)≐ˉwni−p(ρ),i=0,…,Nn−1. | (13) |
The existence of a global-in-time solution to (12) follows from Lemma 2.3 with
xnNn(t)=ˉxmax+ˉwnNn−1t. |
Finally, since
xn0(t)≥ˉxmin+v0(Rn0)t=ˉxmin. |
By introducing in (12) the new variable
yni(t)≐κnxni+1(t)−xni(t),i=0,…,Nn−1, | (14) |
we obtain
{˙ynNn−1=−(ynNn−1)2κnp(ynNn−1),˙yni=−(yni)2κn[vni+1(yni+1)−vni(yni)],i=0,…,Nn−2,yni(0)=ˉyni≐κnˉxni+1−ˉxni,i=0,…,Nn−1. | (15) |
Observe that
Define the piecewise constant (with respect to
Wn(t,x)≐{ˉwn0if x∈]−∞,xn0(t)[,ˉwniif x∈[xni(t),xni+1(t)[, i=0,…,Nn−1,ˉwnNn−1if x∈[xnNn(t),+∞[, | (16) |
and the piecewise constant (with respect to
Vn(t,x).={ˉwn0ifx∈]−∞,xn0(t)[,vni(yni(t))ifx∈[xni(t),xni+1(t)[,i=0,…,Nn−1,ˉwnNn−1ifx∈[xnNn(t),+∞[. | (17) |
Proposition 1 (Definition of
(Wn)n∈NconvergestowinL1loc(R+×R), |
and for any
TV[w(t)]≤TV[ˉw] | (18a) |
‖w(t)‖L∞(R)≤‖ˉw‖L∞(R), | (18b) |
∫R|w(t,x)−w(s,x)|dx≤TV[ˉw]‖ˉw‖L∞(R)|t−s|. | (18c) |
Proof. Directly from the definition (16) of
TV[Wn(t)]≤TV[ˉw]and‖Wn(t)‖L∞(R)≤‖ˉw‖L∞(R). |
Moreover, since the speed of propagation of the particles is bounded by
∫R|Wn(t,x)−Wn(s,x)|dx≤TV[ˉw]‖ˉw‖L∞(R)|t−s|. |
Hence, by applying Helly's theorem in the form [7,Theorem 2.4], up to a subsequence,
Finally, observe that by the definition in (11) of
essinf[ˉxmin,ˉxmax](ˉw)≤Wn+1(t,x)≤Wn(t,x)≤esssup[ˉxmin,ˉxmax](ˉw)for all (t,x)∈R+×R. |
Therefore the whole sequence
Proposition 2 (Definition of
(Vn)n∈Nconvergesuptoasubsequencetov in L1loc(R+×R), |
and for any
TV[v(t)]≤Cv≐2‖ˉw‖L∞(R)+TV[ˉw]+Lip(p)TV[ˉρ], | (19a) |
‖v(t)‖L∞(R)≤‖ˉw‖L∞(R), | (19b) |
∫R|v(t,x)−v(s,x)|dx≤Cv‖ˉw‖L∞(R)|t−s|. | (19c) |
Proof. For notational simplicity, we shall omit the dependence on
TV[Vn(0)]== |ˉwn0−vn0(ˉyn0)|+Nn−2∑i=0|vni(ˉyni)−vni+1(ˉyni+1)|+|vnNn−1(ˉynNn−1)−ˉwnNn−1|≤ p(ˉyn0)+Nn−2∑i=0|ˉwni−ˉwni+1|+Lip(p)Nn−2∑i=0|ˉyni−ˉyni+1|+p(ˉynNn−1)≤ p(Rn0)+TV[ˉw]+Lip(p)Nn−2∑i=0|fˉxni+1ˉxniˉρ(y)dy−fˉxni+2ˉxni+1ˉρ(y)dy|+p(RnN−1)≤ 2‖ˉw‖L∞(R)+TV[ˉw]+Lip(p)TV[ˉρ]. |
Moreover
d dtTV[Vn(t)]== d dt[|ˉwn0−vn0(yn0)|+Nn−2∑i=0|vni(yni)−vni+1(yni+1)|+|vnNn−1(ynNn−1)−ˉwnNn−1|]= d dt[p(yn0)+Nn−2∑i=0|vni(yni)−vni+1(yni+1)|+p(ynNn−1)]= p′(yn0)˙yn0+Nn−2∑i=0sgn[vni(yni)−vni+1(yni+1)][p′(yni+1)˙yni+1−p′(yni)˙yni] +p′(ynNn−1)˙ynNn−1= p′(yn0)˙yn0+Nn−1∑i=1sgn[vni−1(yni−1)−vni(yni)]p′(yni)˙yni −Nn−2∑i=0sgn[vni(yni)−vni+1(yni+1)]p′(yni)˙yni+p′(ynNn−1)˙ynNn−1= [→V1−sgn[vn0(yn0)−vn1(yn1)]]p′(yn0)˙yn0 +[→V1+sgn[vnNn−2(ynNn−2)−vnNn−1(ynNn−1)]]p′(ynNn−1)˙ynNn−1 +Nn−2∑i=1[→Vsgn[vni−1(yni−1)−vni(yni)]−sgn[vni(yni)−vni+1(yni+1)]]p′(yni)˙yni. |
We claim that the latter right hand side above is not positive. Indeed (15) implies that the following quantities are not positive
[→V1−sgn[vn0(yn0)−vn1(yn1)]]p′(yn0)˙yn0==−[→V1−sgn[vn0(yn0)−vn1(yn1)]]p′(yn0)(yn0)2κn[vn1(yn1)−vn0(yn0)],[→V1+sgn[vnNn−2(ynNn−2)−vnNn−1(ynNn−1)]]p′(ynNn−1)˙ynNn−1==−[→V1+sgn[vnNn−2(ynNn−2)−vnNn−1(ynNn−1)]]p′(ynNn−1)(ynNn−1)2κp(ynNn−1),[→Vsgn[vni−1(yni−1)−vni(yni)]−sgn[vni(yni)−vni+1(yni+1)]]p′(yni)˙yni==−[→Vsgn[vni−1(yni−1)−vni(yni)]−sgn[vni(yni)−vni+1(yni+1)]]×p′(yni)(yni)2κn[vni+1(yni+1)−vni(yni)]. |
Therefore,
∫R|Vn(t,x)−Vn(s,x)|dx≤Cv‖ˉw‖L∞(R)|t−s|. |
Hence, by applying Helly's theorem in the form [7,Theorem 2.4], up to a subsequence,
We are now ready to prove our main result. Let us define some technical machinery. We introduce the piecewise constant density
ρn(t,x)≐p−1(Wn(t,x)−Vn(t,x))=Nn−1∑i=1yni(t)χ[xni(t),xni+1(t)[(x). |
We set
MM.={μRadonmeasureonRwithcompactsupport:μ≥0,μ(R)=M}. |
It is easily seen that
Xμ(z)≐inf{I∫x∈R:μ(]−∞,x])>z},z∈[0,M], |
and define the rescaled
d1(μ1,μ2)≐‖Xμ1−Xμ2‖L1([0,M]). |
Lemma 3.1 (Compactness of
Proof. We have a uniform (w.r.t.
d1(ρn(t),ρn(s))≤C|t−s|. |
The above estimate can be proven in the same way as in the proof of [9,Proposition 8], with few unessential changes that are left to the reader. Consequently, [9,Theorem 5] implies the assertion for
Theorem 3.2 (Convergence to weak solutions) Let
Proof. Due to the result in Lemma 3.1, the sequence
ρn≐p−1(Wn−Vn) |
converges (up to a subsequence) a.e. and in
Now, let
∫R+∫Rρn(t,x)[ϕt(t,x)+Vn(t,x)ϕx(t,x)](1Wn(t,x))dxdt=Nn−1∑i=0∫R+yni(t)∫xni+1(t)xni(t)[ϕt(t,x)+vni(yni(t))ϕx(t,x)](1ˉwni)dxdt=Nn−1∑i=0∫R+yni(t)[d dt(∫xni+1(t)xni(t)ϕ(t,x)dx)−vni+1(yni+1(t))ϕ(t,xni+1(t))∫xni+1(t)xni(t)+vni(yni(t))ϕ(t,xni(t))+vni(yni(t))[ϕ(t,xni+1(t))−ϕ(t,xni(t))]](1ˉwni)dxdt=Nn−1∑i=0∫R+yni(t)2κn[vni+1(yni+1(t))−vni(yni(t))][∫xni+1(t)xni(t)ϕ(t,x)dx](1ˉwni)dxdt−Nn−1∑i=0∫R+yni(t)[vni+1(yni+1(t))−vni(yni(t))]ϕ(t,xni+1(t))(1ˉwni)dxdt=Nn−1∑i=0∫R+yni(t)2κn[vni+1(yni+1(t))−vni(yni(t))]×Nn−1∑i=0∫R+×[∫xni+1(t)xni(t)[ϕ(t,x)−ϕ(t,xni+1(t))]dx](1ˉwni)dt. | (20) |
Therefore, by observing that
|∫xni+1(t)xni(t)[ϕ(t,x)−ϕ(t,xni+1(t))]dx|≤Lip[ϕ]2[xni(t)−xni+1(t)]2=Lip[ϕ]2κ2nyni(t)2, |
and by recalling the uniform bound
‖∫R+∫Rρn(t,x)[ϕt(t,x)+Vn(t,x)ϕx(t,x)](1Wn(t,x))dxdt‖≤ κnLip[ϕ]2CvT[1+‖ˉw‖L∞(R)], |
where
∫R+∫Rρ(t,x)[ϕt(t,x)+v(t,x)ϕx(t,x)](1w(t,x))dxdt |
and this concludes the proof.
In order to test the proposed atomization algorithm, we consider four Riemann problems leading to four solutions of interest. The first three coincide with those done in [8,Section 4] and are used to check the ability of the scheme to deal with contact discontinuities. The last one is the example given in [3,Section 5] and is used to check the ability of the scheme to deal with the vacuum. In each case, the method is first evaluated by means of a qualitative comparison of the approximate solution
Then, for several values of
N | Test 1 | Test 2 | Test 3 | Test 4 |
100 | 8.9e − 03 | 4.1e − 03 | 4.7e − 03 | 2.1e − 03 |
500 | 1.8e − 03 | 1.1e − 03 | 1.8e − 03 | 4.7e − 04 |
1000 | 4.7e − 04 | 5.7e − 04 | 1.2e − 04 | 2.5e − 04 |
2000 | 4.5e − 04 | 3.4e − 04 | 8.2e − 04 | 1.3e − 04 |
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N | Test 1 | Test 2 | Test 3 | Test 4 |
100 | 8.9e − 03 | 4.1e − 03 | 4.7e − 03 | 2.1e − 03 |
500 | 1.8e − 03 | 1.1e − 03 | 1.8e − 03 | 4.7e − 04 |
1000 | 4.7e − 04 | 5.7e − 04 | 1.2e − 04 | 2.5e − 04 |
2000 | 4.5e − 04 | 3.4e − 04 | 8.2e − 04 | 1.3e − 04 |