Stability and bifurcation in network traffic flow: A Poincar\'e map approach

Previous studies have shown that, in a diverge-merge network with two intermediate links (the DM network), the kinematic wave model always admits stationary solutions under constant boundary conditions, but periodic oscillations can develop from empty initial conditions. Such contradictory observations suggest that the stationary states be unstable. In this study we develop a new approach to investigate the stability property of traffic flow in this and other networks. Based on the observation that kinematic waves propagate in a circular path when only one of the two intermediate links is congested, we derive a one-dimensional, discrete Poincar\'e map in the out-flux at a Poincar\'e section. We then prove that the fixed points of the Poincar\'e map correspond to stationary flow-rates on the two links. With Lyapunov's first method, we demonstrate that the Poincar\'e map can be finite-time stable, asymptotically stable, or unstable. When unstable, the map is found to have periodical points of period two, but no chaotic solutions. Comparing the results with those in existing studies, we conclude that the Poincar\'e map can be used to represent network-wide dynamics in the kinematic wave model. We further analyze the bifurcation in the stability of the Poincar\'e map caused by varying route choice proportions. We further apply the Poincar\'e map approach to analyzing traffic patterns in more general $(DM)^n$ and beltway networks, which are sufficient and necessary structures for network-induced unstable traffic and gridlock, respectively. This study demonstrates that the Poincar\'e map approach can be efficiently applied to analyze traffic dynamics in any road networks with circular information propagation and provides new insights into unstable traffic dynamics caused by interactions among network bottlenecks.Comment: 31 pages, 10 figures, 2 table

Continuous formulations and analytical properties of the link transmission model

The link transmission model (LTM) has great potential for simulating traffic flow in large-scale networks since it is much more efficient and accurate than the Cell Transmission Model (CTM). However, there lack general continuous formulations of LTM, and there has been no systematic study on its analytical properties such as stationary states and stability of network traffic flow. In this study we attempt to fill the gaps. First we apply the Hopf-Lax formula to derive Newell's simplified kinematic wave model with given boundary cumulative flows and the triangular fundamental diagram. We then apply the Hopf-Lax formula to define link demand and supply functions, as well as link queue and vacancy functions, and present two continuous formulations of LTM, by incorporating boundary demands and supplies as well as invariant macroscopic junction models. With continuous LTM, we define and solve the stationary states in a road network. We also apply LTM to directly derive a Poincar\'e map to analyze the stability of stationary states in a diverge-merge network. Finally we present an example to show that LTM is not well-defined with non-invariant junction models. We can see that Newell's model and LTM complement each other and provide an alternative formulation of the network kinematic wave model. This study paves the way for further extensions, analyses, and applications of LTM in the future.Comment: 27 pages, 5 figure