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

On the global stability of departure time user equilibrium: A Lyapunov approach

In (Jin, 2018), a new day-to-day dynamical system was proposed for drivers' departure time choice at a single bottleneck. Based on three behavioral principles, the nonlocal departure and arrival times choice problems were converted to the local scheduling payoff choice problem, whose day-to-day dynamics are described by the Lighthill-Whitham-Richards (LWR) model on an imaginary road of increasing scheduling payoff. Thus the departure time user equilibrium (DTUE), the arrival time user equilibrium (ATUE), and the scheduling payoff user equilibrium (SPUE) are uniquely determined by the stationary state of the LWR model, which was shown to be locally, asymptotically stable with analysis of the discrete approximation of the LWR model and through a numerical example. In this study attempt to analytically prove the global stability of the SPUE, ATUE, and DTUE. We first generalize the conceptual models for arrival time and scheduling payoff choices developed in (Jin, 2018) for a single bottleneck with a generalized scheduling cost function, which includes the cost of the free-flow travel time. Then we present the LWR model for the day-to-day dynamics for the scheduling payoff choice as well as the SPUE. We further formulate a new optimization problem for the SPUE and demonstrate its equivalent to the optimization problem for the ATUE in (Iryo and Yoshii, 2007). Finally we show that the objective functions in the two optimization formulations are equal and can be used as the potential function for the LWR model and prove that the stationary state of the LWR model, and therefore, the SPUE, DTUE, and ATUE, are globally, asymptotically stable, by using Lyapunov's second method. Such a globally stable behavioral model can provide more efficient departure time and route choice guidance for human drivers and connected and autonomous vehicles in more complicated networks.Comment: 17 pages, 3 figure

Point queue models: a unified approach

In transportation and other types of facilities, various queues arise when the demands of service are higher than the supplies, and many point and fluid queue models have been proposed to study such queueing systems. However, there has been no unified approach to deriving such models, analyzing their relationships and properties, and extending them for networks. In this paper, we derive point queue models as limits of two link-based queueing model: the link transmission model and a link queue model. With two definitions for demand and supply of a point queue, we present four point queue models, four approximate models, and their discrete versions. We discuss the properties of these models, including equivalence, well-definedness, smoothness, and queue spillback, both analytically and with numerical examples. We then analytically solve Vickrey's point queue model and stationary states in various models. We demonstrate that all existing point and fluid queue models in the literature are special cases of those derived from the link-based queueing models. Such a unified approach leads to systematic methods for studying the queueing process at a point facility and will also be helpful for studies on stochastic queues as well as networks of queues.Comment: 25 pages, 6 figure