Continuous-time link-based kinematic wave model: formulation, solution existence, and well-posedness

We present a continuous-time link-based kinematic wave model (LKWM) for dynamic traffic networks based on the scalar conservation law model. Derivation of the LKWM involves the variational principle for the Hamilton-Jacobi equation and junction models defined via the notions of demand and supply. We show that the proposed LKWM can be formulated as a system of differential algebraic equations (DAEs), which captures shock formation and propagation, as well as queue spillback. The DAE system, as we show in this paper, is the continuous-time counterpart of the link transmission model. In addition, we present a solution existence theory for the continuous-time network model and investigate continuous dependence of the solution on the initial data, a property known as well-posedness. We test the DAE system extensively on several small and large networks and demonstrate its numerical efficiency.Comment: 39 pages, 14 figures, 2 tables, Transportmetrica B: Transport Dynamics 201

Geometric Generalisations of SHAKE and RATTLE

A geometric analysis of the Shake and Rattle methods for constrained Hamiltonian problems is carried out. The study reveals the underlying differential geometric foundation of the two methods, and the exact relation between them. In addition, the geometric insight naturally generalises Shake and Rattle to allow for a strictly larger class of constrained Hamiltonian systems than in the classical setting. In order for Shake and Rattle to be well defined, two basic assumptions are needed. First, a nondegeneracy assumption, which is a condition on the Hamiltonian, i.e., on the dynamics of the system. Second, a coisotropy assumption, which is a condition on the geometry of the constrained phase space. Non-trivial examples of systems fulfilling, and failing to fulfill, these assumptions are given

Index-2 hybrid DAE: a case study with well-posedness and numerical analysis

In this work, we study differential algebraic equations with constraints defined in a piecewise manner using a conditional statement. Such models classically appear in systems where constraints can evolve in a very small time frame compared to the observed time scale. The use of conditional statements or hybrid automata are a powerful way to describe such systems and are, in general, well suited to simulation with event driven numerical schemes. However, such methods are often subject to chattering at mode switch in presence of sliding modes, or can result in Zeno behaviours. In contrast, the representation of such systems using differential inclusions and method from non-smooth dynamics are often closer to the physical theory but may be harder to interpret. Associated time-stepping numerical methods have been extensively used in mechanical modelling with success and then extended to other fields such as electronics and system biology. In a similar manner to the previous application of non-smooth methods to the simulation of piecewise linear ODEs, non-smooth event-capturing numerical scheme are applied to piecewise linear DAEs. In particular, the study of a 2-D dynamical system of index-2 with a switching constraint using set-valued operators, is presented

Constraint-consistent Runge-Kutta methods for one-dimensional incompressible multiphase flow

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the mass and momentum equations and implicit for the volume constraint. These half-explicit methods are constraint-consistent, i.e., they satisfy the hidden constraints of the two-fluid model, namely the volumetric flow (incompressibility) constraint and the Poisson equation for the pressure. A novel analysis shows that these hidden constraints are present in the continuous, semi-discrete, and fully discrete equations. Next to constraint-consistency, the new methods are conservative: the original mass and momentum equations are solved, and the proper shock conditions are satisfied; efficient: the implicit constraint is rewritten into a pressure Poisson equation, and the time step for the explicit part is restricted by a CFL condition based on the convective wave speeds; and accurate: achieving high order temporal accuracy for all solution components (masses, velocities, and pressure). High-order accuracy is obtained by constructing a new third order Runge-Kutta method that satisfies the additional order conditions arising from the presence of the constraint in combination with time-dependent boundary conditions. Two test cases (Kelvin-Helmholtz instabilities in a pipeline and liquid sloshing in a cylindrical tank) show that for time-independent boundary conditions the half-explicit formulation with a classic fourth-order Runge-Kutta method accurately integrates the two-fluid model equations in time while preserving all constraints. A third test case (ramp-up of gas production in a multiphase pipeline) shows that our new third order method is preferred for cases featuring time-dependent boundary conditions