
In this article, we investigate theoretical and numerical properties of the first-order Lighthill-Whitham-Richards (LWR) traffic flow model with time delay. Since standard results from the literature are not directly applicable to the delayed model, we mainly focus on the numerical analysis of the proposed finite difference discretization. The simulation results also show that the delay model is able to capture Stop & Go waves.
Citation: Simone Göttlich, Elisa Iacomini, Thomas Jung. Properties of the LWR model with time delay[J]. Networks and Heterogeneous Media, 2021, 16(1): 31-47. doi: 10.3934/nhm.2020032
[1] | Simone Göttlich, Elisa Iacomini, Thomas Jung . Properties of the LWR model with time delay. Networks and Heterogeneous Media, 2021, 16(1): 31-47. doi: 10.3934/nhm.2020032 |
[2] | Xiaoqian Gong, Alexander Keimer . On the well-posedness of the "Bando-follow the leader" car following model and a time-delayed version. Networks and Heterogeneous Media, 2023, 18(2): 775-798. doi: 10.3934/nhm.2023033 |
[3] | Jan Friedrich, Oliver Kolb, Simone Göttlich . A Godunov type scheme for a class of LWR traffic flow models with non-local flux. Networks and Heterogeneous Media, 2018, 13(4): 531-547. doi: 10.3934/nhm.2018024 |
[4] | Michael Burger, Simone Göttlich, Thomas Jung . Derivation of second order traffic flow models with time delays. Networks and Heterogeneous Media, 2019, 14(2): 265-288. doi: 10.3934/nhm.2019011 |
[5] | Caterina Balzotti, Simone Göttlich . A two-dimensional multi-class traffic flow model. Networks and Heterogeneous Media, 2021, 16(1): 69-90. doi: 10.3934/nhm.2020034 |
[6] | Tong Li . Qualitative analysis of some PDE models of traffic flow. Networks and Heterogeneous Media, 2013, 8(3): 773-781. doi: 10.3934/nhm.2013.8.773 |
[7] | Maya Briani, Rosanna Manzo, Benedetto Piccoli, Luigi Rarità . Estimation of NO$ _{x} $ and O$ _{3} $ reduction by dissipating traffic waves. Networks and Heterogeneous Media, 2024, 19(2): 822-841. doi: 10.3934/nhm.2024037 |
[8] | Matteo Piu, Gabriella Puppo . Stability analysis of microscopic models for traffic flow with lane changing. Networks and Heterogeneous Media, 2022, 17(4): 495-518. doi: 10.3934/nhm.2022006 |
[9] | Didier Georges . Infinite-dimensional nonlinear predictive control design for open-channel hydraulic systems. Networks and Heterogeneous Media, 2009, 4(2): 267-285. doi: 10.3934/nhm.2009.4.267 |
[10] | John D. Towers . The Lax-Friedrichs scheme for interaction between the inviscid Burgers equation and multiple particles. Networks and Heterogeneous Media, 2020, 15(1): 143-169. doi: 10.3934/nhm.2020007 |
In this article, we investigate theoretical and numerical properties of the first-order Lighthill-Whitham-Richards (LWR) traffic flow model with time delay. Since standard results from the literature are not directly applicable to the delayed model, we mainly focus on the numerical analysis of the proposed finite difference discretization. The simulation results also show that the delay model is able to capture Stop & Go waves.
Nowadays traffic models have become an indispensable tool in the urban and extraurban management of vehicular traffic. Understanding and developing an optimal transport network, with efficient movement of traffic and minimal traffic congestions, will have a great socio- economical impact on the society. This is why in the last decades an intensive research activity in the field of traffic flow modelling flourished.
Literature about traffic flow is quite large and many methods have been developed resorting to different approaches. Starting from the natural idea of tracking every single vehicle, several microscopic models, based on the idea of Follow-the-Leader, grew-up for computing positions, velocities and accelerations of each car by means of systems of ordinary differential equations (ODEs) [1,8,19,21,44]. Other ways go from kinetic [28,34,45] to macroscopic fluid-dynamic and measures approaches [2,11,12,24,33,38], focusing on averaged quantities, such as the traffic density and the speed of the traffic flow, by means of systems of hyperbolic partial differential equations (PDEs), in particular conservation laws. In this way we loose the detailed level of vehicles' description, indeed they become indistinguishable from each other. The choice of the scale of observation mainly depends on the number of the involved vehicles, the size of the network and so on.
In this paper we deal with the macroscopic scale, in particular we will focus on first order macroscopic models. The most relevant model in this framework is the LWR model, introduced by Lighthill, Whitham [31] and Richards [36] in the '50. The main idea underlying this approach is that the total mass has to be preserved, since cars can not disappear. Moreover, in this model the mean velocity is supposed to be dependent on the density, thus is closing the equation. On the other hand the lacks of the LWR model are well-known. For example, it fails to generate capacity drop, hysteresis, relaxation, platoon diffusion, or spontaneous congestions like Stop & Go waves, that are typical features of traffic dynamics. These drawbacks are due to the fact that the LWR model represents a simplification of the reality, assuming that accelerations are instantaneous and traffic is described only at the equilibrium.
In order to overcome these issues, second order models have been proposed, see [1,2,46]. They take into account the non-equilibria states, assuming that accelerations are not instantaneous. To do this, the equation that describes the variation of the velocity in time has to be added to the system, replacing the typical given law of the fist order models. Other ways are also possible to improve first order models, just considering phase transition models [6,14], non-local traffic models [5,15,23,25,29,43] or multi-scale approaches [16,18]. Instead of switching to second order models, we propose a first order macroscopic model with a time delay term in the flux function, for taking into account that the velocity can not change instantaneously. In this framework the delay represents the reaction time of both drivers and vehicles.
At a microscopic level, a model with time delay appears for the first time in the work done by Newell [32], then similar models are presented in [3,13]. The mathematical tools needed in this framework are not systems of ODEs anymore, but systems of delay differential equations (DDEs), particular differential equations in which the derivative of the unknown function at a certain time is given in terms of the values of the function at previous times. Macroscopic models can be derived from microscopic description following a well-known procedure described in [1,17,21]. Depending on how to treat the delay term, one can recover different macroscopic models, as in [10] or [42], in which a Taylor's approximation is applied to the delay term and the obtained model is a diffusive LWR type model. On the other hand, we want to keep the delay in the explicit form, and therefore avoid the diffusion approximation. The model derived in [9] will be studied in details in the following, investigating carefully its theoretical and numerical features.
Several delayed-systems are presented in literature, since many phenomena need some transient to become visible or effective: the study of the evolution of the HIV in medicine [20,39], cell population dynamics in biology [26,35], the feedback control loops in control engineering [30], and many applications in mechanics and economics [4], but to the authors best knowledge, they are closer to delayed parabolic partial differential equations or to delayed ordinary differential equations, i.e. they are studied only at a microscopic level.
In this work instead we deal with a delayed hyperbolic partial differential equation. We will point out similarities and differences with the undelayed model in order to catch the effect of the delay on traffic dynamics, both from theoretical and numerical points of view. Moreover, since we are interested in reproducing real traffic phenomena, the numerical tests are mainly focused on traffic instabilities. In particular we investigate the phenomenon of Stop & Go (S & G) waves, which are a typical feature of congested traffic and represent a real danger for drivers. They lead not only to safety hazard, but they also have a negative impact on fuel consumption and pollution. Indeed a S & G wave is detected when vehicles stop and restart without any apparent reason, generating a wave that travels backward with respect to the cars' trajectories. Since modeling properly this phenomenon is crucial for developing techniques aimed at reducing it, a considerable literature is growing up on this topic. This means that a lot of models have been developed in the last years, i.e. [7,22,28,37,42], and also several real experiments took place, just see [41,47].
In this framework, our aim is to investigate if our delayed model is able to capture the S & G phenomena and, therefore, to present an easy to use algorithm able to reproduce S & G waves at a macroscopic level. Indeed from the numerical point of view, just an altered Lax Friedrichs numerical scheme will be employed to compute the evolution of the density. In order to validate our model, several numerical tests will be provided for comparing our delayed model with the existing ones.
Paper organization. In Section 2, we introduce the delayed model and investigate its theoretical properties, as the conservation of mass, the positivity and the boundedness of the solution. After that, we focus on the numerical aspects, presented in Section 3, proposing a suitable numerical scheme and checking the theoretical features still hold. Section 4 is completely devoted to the numerical tests.
In macroscopic models [24], traffic is described in terms of macroscopic variables such as density
The LWR model, introduced by Lighthill, Whitham [31] and Richards [36], is one of the oldest and still most relevant first order macroscopic models for traffic flow. The natural assumption that the total mass is conserved along the road is closed by the assumption that the velocity
{∂tρ(x,t)+∂x(ρ(x,t) V(ρ(x,t)))=0ρ(x,0)=ρ0(x). | (1) |
A lot of possible choices for the function
V(ρ)=Vmax(1−ρρmax). | (2) |
In order to simplify the notation, we will consider the normalized quantities
In this framework the delay represents the reaction time of both drivers and vehicles. Such a model has been recovered from a delayed microscopic model, as shown in [9] keeping the delay in the explicit form. Assuming
∂tρ(x,t)+∂x(ρ(x,t) V(ρ(x,t−T)))=0. | (3) |
We will call this model delayed LWR model. Note that in the limit case of
Note that in order to guarantee the well-posedness of the problem, we have to provide an initial history function as initial data defined on
As far as it concerns the existence and the uniqueness of the solution for time delayed model, it might be possible to apply the results presented in [29] for non-local conservation laws with time delay. Indeed, as the authors in [29] said, the existence of solutions as well as uniqueness can only be obtained for smooth initial datum and only on a significantly small time horizon. However, the main difference with the model presented here is that we consider a delayed model of local type and convergence results for non-local to local traffic flow models are still missing.
After introducing the delayed model, we want to investigate its properties. Since this model can be seen as a generalization of the classical LWR model, i.e. when
In the framework of conservation laws and traffic flow models the conservation of the total mass is a crucial property which has to be guaranteed. For the LWR model 1, we have one equation and one conserved quantity, i.e.
Lemma 2.1. The delayed LWR model 3 conserves the quantity
Proof. We integrate the equation 3 over an arbitrary space interval
ddt∫baρ(x,t)dx=−∫ba∂x(ρ(x,t)V(ρ(x,t−T)))dx=ρ(a,t)V(ρ(a,t−T))−ρ(b,t)V(ρ(b,t−T)). |
Since
We see that the density is still conserved in the delayed model, which is very important for its reliability. The introduction of an explicit time delay therefore does not destroy this property.
Another property one would ensure is the positivity of the solution. Indeed we want the density to stay positive, as negative densities have no physical meaning.
Lemma 2.2. Assume we have initial data with non-negative density
Proof. We rewrite 3 as
∂tρ(x,t)=−(ρ(x,t)∂xV(ρ(x,t−T))+V(ρ(x,t−T))∂xρ(x,t)). | (4) |
For the density to become negative, we need to have
We show now that this is not possible. Let us fix a time
Plugging
∂tρ(x∗,t∗)=−(0 ∂xV(ρ(x∗,t∗−T))+V(ρ(x∗,t∗−T)) 0)=0. |
We have therefore shown that
Remark 1. The velocity
The last property we want to investigate is the boundedness of the solution. In particular, we want to know if there is a maximal density. For the undelayed model, this is guaranteed. For the delayed model, we need to check if this still true.
Lemma 2.3. Assume
Proof. Assume we have a maximal density
∂tρ(x∗,t∗)=−ρ(x∗,t∗)∂xV(ρ(x∗,t∗−T))−V(ρ(x∗,t∗−T))∂xρ(x∗,t∗). |
Since
∂tρ(x∗,t∗)=−ρ(x∗,t∗)∂xV(ρ(x∗,t∗−T)) |
left. We know
In the undelayed case, we know that
In the delayed case, we do not have knowledge if
Remark 2. Regarding the positivity, we claimed that the choice of
Remark 3. If the density
After the investigations on the analytical properties of the delayed LWR model, let us focus on its numerical counterpart.
Since 3 is a hyperbolic partial differential equation, we can employ the Lax-Friedrichs method for the numerical approximation. To do that, we first introduce space and time steps
The Lax-Friedrichs numerical scheme for 1 is stated by:
ρn+1j=12(ρnj+1+ρnj−1)−Δt2Δx(f(ρnj+1)−f(ρnj−1)). |
Now using the structure of 3, we can identify a flux function
ρn+1j=12(ρnj+1+ρnj−1)−Δt2Δx(f(ρn−TΔj+1,ρnj+1)−f(ρn−TΔj−1,ρnj−1)), | (5) |
where
First, we check if the conservation property is preserved from the numerical scheme. Here, we assume the density to be on a compact support, so we do not have infinite density initially. We get
Δx∑jρn+1j=Δx∑j12(ρnj+1+ρnj−1)−Δt2Δx(V(ρn−TΔj+1)ρnj+1−V(ρn−TΔj−1)ρnj−1), | (6) |
where the part
∑j12(ρnj+1+ρnj−1)=∑jρnj |
and the part
∑j−Δt2Δx(V(ρn−TΔj+1)ρnj+1−V(ρn−TΔj−1)ρnj−1) |
is a telescope sum and equals zero due to the compact support. This gives us
Δx∑jρn+1j=Δx∑jρnj |
and therefore conservation.
We show that Lemma 2.2 holds also at the discrete level under a certain CFL condition. Starting with 5, we see that
Δt2Δx(V(ρn−TΔj+1)ρnj+1−V(ρn−TΔj−1)ρnj−1)≤12(ρnj+1+ρnj−1). | (7) |
We compute a CFL-condition, namely
12max{|ρn|,|ρn−TΔ|}(V(ρn−TΔj+1)ρnj+1−V(ρn−TΔj−1)ρnj−1)=V(ρn−TΔj+1)2max{|ρn|,|ρn−TΔ|}ρnj+1−V(ρn−TΔj−1)2max{|ρn|,|ρn−TΔ|}ρnj−1≤max{|ρn|,|ρn−TΔ|}2max{|ρn|,|ρn−TΔ|}ρnj+1+max{|ρn|,|ρn−TΔ|}2max{|ρn|,|ρn−TΔ|}ρnj−1=12(ρnj+1+ρnj−1), | (8) |
which shows the positivity for this CFL-condition. Here we use that
The crucial role played by the new CFL condition is explained at the beginning of the Section 4.
Focusing on the boundedness of the discrete solution, we look for an estimate in the norm
|ρn+1j|=|12(ρnj+1+ρnj−1)−Δt2Δx(f(ρn−TΔj+1,ρnj+1)−f(ρn−TΔj−1,ρnj−1))|=|12(ρnj+1+ρnj−1)+Δt2Δx(∇f(ξ1,ξ2)(ρnj−1−ρnj+1ρn−TΔj−1−ρn−TΔj+1))|≤|12(ρnj+1+ρnj−1)|+Δt2Δx|(V(ξ2)(ρnj−1−ρnj+1)+ξ1(ρn−TΔj+1−ρn−TΔj−1))|CFL≤12|ρnj+1+ρnj−1|+12|ρnj−1−ρn−TΔj−1+ρn−TΔj+1−ρnj+1|≤12|2ρnj−1−ρn−TΔj−1+ρn−TΔj+1|≤ρnmax+12|ρn−TΔj+1−ρn−TΔj−1|≤2max{|ρn|,|ρn−TΔ|}. | (9) |
We use again the positivity and the CFL-condition, estimating the velocity by the maximal density value and
Remark 4. We can find a different estimate for
|ρn+1j|≤12|2ρnj−1−ρn−TΔj−1+ρn−TΔj+1|. |
Rearranging gives us
12(ρnj−1+ρnj−1−ρn−TΔj−1+ρn−TΔj+1)=12(ρnj−1−ρn−TΔj−1+ρn−TΔj+1+ρnj−1), |
and by again using the mean value theorem for
ρn+1j≤12(T∂tρj−1+ρnj−1+ρn−TΔj+1)≤max{|ρn|,|ρn−TΔ|}+12T||∂tρ||L∞. | (10) |
Let us look for an estimate on the Total Variation for the method 5. The first thing we check is the difference between the velocity function in two cells.
V(ρn−TΔj+1)−V(ρn−TΔj)=(1−ρn−TΔj+1)−(1−ρn−TΔj)=ρn−TΔj−ρn−TΔj+1=−Δn−TΔj+12. | (11) |
Then, we look at the difference between two neighboring cells, where we use 5, 11 and the notation
Δn+1j+12=ρn+1j+1−ρn+1j=12(Δnj+32+Δnj−12)−Δt2Δx(V(ρn−TΔj+2)Δnj+32−V(ρn−TΔj)Δnj−12−ρnj+1Δn−TΔj+32+ρnj−1Δn−TΔj−12). | (12) |
The Total Variation at time
∑j|Δn+1j+12|=∑j|ρn+1j+1−ρn+1j|=∑j(1+2|Δt2Δxρn−TΔj+1|+2|Δt2Δxρnj+1|)max{|Δnj+12|,|Δn−TΔj+12|}. | (13) |
If we introduce a CFL-condition of the type
(5+1max{|ρn−TΔj|,|ρnj|})∑jmax{|Δnj+12|,|Δn−TΔj+12|}. |
By assumption,
TV(ρn+1Δ)≤2(5+1max{|ρn−TΔj|,|ρnj|})max{TV(ρnΔ),TV(ρn−TΔΔ)}. | (14) |
For the estimate in time, we look at
∑j|ρn+1j−ρnj|. |
By simply plugging in 5 and using the same CFL-condition, we can write
∑j|ρn+1j−ρnj|≤∑j12(|ρnj+1|+|ρnj−1|)+Δt2Δx(|V(ρn−TΔj+1)||ρnj+1|+|V(ρn−TΔj−1)||ρnj−1|)+|ρnj|≤∑j2max{|ρn−TΔj|,|ρnj|}+2+2max{|ρn−TΔj|,|ρnj|}=∑j4max{|ρn−TΔj|,|ρnj|}+2. |
We now have a BV-Bound in space as well as in time, which gives us all the desired BV estimates.
With the CFL-condition we introduced, the time step can become smaller every step, since we have no maximum principle. Here, we want to see if we can actually reach every time horizon. Therefore, we plug our
Δt≤Δxmax{|ρn|,|ρn−TΔ|}≤Δx(32)n||ρ0||L∞. |
Now, the time horizon we reach with
tn=n∑i=1Δt=Δx||ρ0||L∞n∑i=1(23)i. |
So for infinite time steps
With the alternative estimate that depends on
tn=Δxn∑i=11ρ0max+i12||∂tρ||T. |
This is basically a harmonic series shifted and with a factor, but it is divergent to
This section is devoted to the numerical simulation results for the model presented above, focusing in particular on the S & G waves phenomenon, a typical feature of congested traffic, detected when vehicles stop and restart without any apparent reason, generating a wave that travels backward with respect to the cars' trajectories.
Starting from empirical observations and the work done in [18,47], let us assume the velocity function as follow:
V(ρ)={Vmaxρ≤ρfα (1ρ−1ρc)ρf<ρ<ρc0ρ≥ρc | (15) |
where
On the other hand, if the density is very low, which means that vehicles are far enough from each others, the desired velocity is the maximum one.
Note that 15 respects the hypothesis
For the discretization, let us assume the space interval
Remark 5. Let us point out the relevance of the new CFL condition. If we compute the solution of 5 with the classical CFL condition, we will end up with spurious oscillations as in Fig. 1(left)-2(left). Applying the computed CFL condition, these oscillations disappear, Fig. 1(right)-2(right). The parameters are
In order to be more comprehensive as possible in reproducing S & G waves, let us describe first the backward propagation of the perturbation. After that we will focus also on the triggering of this phenomenon.
Test 0. In order to point out the crucial role played by the delay in this framework, let us compare the evolution of the density obtained with the delayed model and the classical LWR model, or, in other words, when
Assume as initial data
It is evident how the LWR model smears out the perturbations in the initial data and after a certain time the density becomes constant on the whole road, see Fig. 3(right). On the other hand, the delayed model preserves the perturbations and also makes them increase as usually happens in traffic evolution, Fig. 3(left).
Remark 6. Unfortunately, we have no definition of weak solutions for the continuous delayed problem. Therefore, we can not show the convergence of the numerical scheme 5 to any weak solution of 3. On the other hand, we provide a comparison with the reference solution to show the numerical convergence. For reference solution we mean the solution computed with the same numerical scheme but with a high resolution of the mesh, i.e. with
Remark 7. We have to be very careful in choosing the delay term. Indeed if the delay is too small, we recover a situation very similar to the LWR model, but, on the other hand, if the delay is too high, i.e.
In the following, we will consider the delay as the maximum allowed by the model feasibility.
Test 1. In this numerical simulation we want to reproduce with our model the tests presented in [7]. Starting from the same initial data our aim is to recover a similar behaviour for the density. In [7], a nonlinear 2-equations discrete velocity model is implemented to compute the density evolution:
∂tρ+∂xq=0∂tq+Hq1−ρ∂xρ+(1−Hq1−ρ∂xq)=−1ε(q−F(ρ)), |
where
Let us assume
In Fig. 6, the density values on the
Test 2. We consider the discrete delayed model 5 with the velocity function 15 and initial data:
ρ0(x)={0.6x<0.50.1x≥0.5. | (16) |
Let us assume the time delay as
∂tρ+∂x(ρV(ρ1−τ∂xV(ρ)))=0. | (17) |
Investigating the density profile at the end of the simulation, we are able to recognize a well-defined S & G wave profile, see Fig. 7(right), as described in [22].
Moreover, let us note that if the delay is smaller, i.e.
Choosing the delay term
Let us now focus on the triggering of S & G waves. Starting from a small perturbation, i.e. a slowdown, in the initial data, our aim is to find out if it is possible to recover a S & G wave. In this direction, let us consider the example presented in [18], in which the initial data is given by:
ρ0(x)={0.351.34≤x≤1.3420.2elsewhere, | (18) |
and Dirichlet boundary conditions. The initial data is modelling a small region, a cell, where vehicles are moving slower than elsewhere and therefore the density is higher in that cell. This slowdown can be caused by the presence of sags, road sections in which gradient changes significantly from downwards to upwards [37], or the presence of a school zone in which the velocity has to be reduced, [40].
In [18], the density evolution is computed by coupling the LWR model with a second order microscopic model, specifically conceived to reproduce S & G waves. Instead of switching to multiscale models in which we have to manage the microscopic model too, let us see if we can recover the density evolution with the delayed model.
Assuming
Therefore, the delayed model is able to reproduce the triggering of S & G waves too, not only their backward propagation.
In this paper, we have introduced theoretical and numerical properties of the delayed LWR traffic model. While the derivation of the model has been done in [9], the numerical behavior of the delayed model has not been studied intensively before.
Starting from the undelayed scenario, we investigated the theoretical features of the delayed model to point out the numerical properties of the scheme and we proposed an altered Lax-Friedrichs numerical scheme to compute the evolution of the density. The key observation therefore is that the delayed model is really able to reproduce Stop & Go waves for the right choice of parameters. Comparisons to already existing results from the literature also underline this characteristic.
Future works will include the extension to networks as well as parameter estimation techniques to determine the time delay.
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