# Chapter 2

Analytical method for the traffic flow model
We discuss the analytic solution of the traffic flow model with a non-linear velocity-
density function by the method of characteristics. We report on the existence and
uniqueness of the analytic solution of the traffic flow model. We also present the shock
waves of traffic flow.
2.1 Method of characteristics
The method of characteristics is a method that can be used to solve the initial value
problem for general first order Partial Differential Equations (PDE). We consider the
first order linear PDE
( ) ( ) ( ) ) 1 . 2 ( 0 , , , − − − − · +

+

u t x c
t
u
t x b
x
u
t x a
in two variables along with the initial condition
( ) ( ) x u x u
0
0 , ·
.
The goal of the method of characteristics, when applied to the equation (2.1) is to
change co-ordinates from ( ) t x, to a new co-ordinate system
( ) s x ,
0
in which the PDE
becomes an ordinary differential equation (ODE) along certain curves in the t x −
plane. Such curves, ( ) ( ) [ ] { ¦ ∞ < < s s t s x 0 : , along which the solution of the PDE
reduces to an ODE, are called characteristic curves or just the characteristics. The new
variable s will vary and the new variable
0
x
will be constant along the characteristics.
The variable
0
x
will change along the initial curve in the t x − plane. Notice that if we
choose
( ) ) 2 . 2 ( , − − − − · t x a
ds
dx
and ( ) ) 3 . 2 ( , − − − − · t x b
ds
dt
then we have
( ) ( )
t
u
t x b
x
u
t x a
ds
dt
t
u
ds
dx
x
u
ds
du

+

·

+

· , ,
Analytical method for the traffic flow model
16
and along the characteristics, the PDE becomes an ODE
( ) ) 4 . 2 ( 0 , − − − − · + u t x c
ds
du
The equations (2.2) and (2.3) will be referred to as the characteristic equations.
2.1.1 General strategy
The general strategy for applying the method of characteristics to a PDE of the form
(2.1) is presented below.
• Step- 1: First we solve the two characteristic equations (2.2) and (2.3). We find
the constant of integration by setting
( )
0
0 x x ·
. We now have the transformation
from ( ) t x, to
( ) s x ,
0
and
( ) s x x x ,
0
·
,
( ) s x t t ,
0
·
.
• Step- 2: We solve the ODE (2.4) with initial condition
( ) ( )
0
0 x u u ·
, where 0
x

are the initial points on the characteristic curves along the 0 · t axis in the
t x − plane.
• Step- 3: We now have a solution
( ) s x u ,
0 . We solve for 0
x
and
s
in terms of
x and t by using step-1 and substitute these values in
( ) s x u ,
0
to get the
solution to the original PDE (2.1) as
( ) t x u ,
.
2.2 Analytic solution of the macroscopic traffic model
The non-linear PDE (1.18) mentioned at section 1.6 can be solved if we know the traffic
density at a given initial time, i.e., if we have the traffic density at a given initial time
0
t
, we can predict the traffic density for all future time
0
t t ≥
, in principle.
Then we are required to solve an initial value problem (IVP) of the form

( ) ( ) x x t
V
x t
0 0
2
max
2
max
,
0 1 .
ρ ρ
ρ
ρ
ρ
ρ
·
·

,
`

.
|

,
`

.
|

+

-------(2.5)
The IVP (2.5) can be solved by the method of characteristics as follows:
The PDE in the IVP (2.5) may be written as

( )
( )

,
`

.
|
− ·
·

+

2
max
2
max
1 .
0
ρ
ρ
ρ ρ
ρ ρ
V q where
x
q
t
Analytical method for the traffic flow model
17

0
3
1
0
2
max
2
max
·

,
`

.
|
− +

·

+

x
V
t
x d
dq
t
ρ
ρ
ρ ρ
ρ
ρ
ρ
Now ) 6 . 2 ( 0 − − − − ·

+

·
dt
dx
x t dt
d ρ ρ ρ

Where
) 7 . 2 (
3
1
2
max
2
max
− − − −

,
`

.
|
− ·
ρ
ρ
V
dt
dx
Equations (2.6) and (2.7) give
( ) ) 8 . 2 (
3
1
0
2
max
2
max
− − − − +

,
`

.
|
− · x t V t x
ρ
ρ
, which is the characteristics of the IVP (2.5).
t
x(t)
0 x
Fig 2.1: The Characteristics for traffic flow model
Analytical method for the traffic flow model
18
Now from equation (2.6) we have
0 ·
dt

( ) ) 9 . 2 ( , − − − − · ∴ c t x ρ
Since the characteristics through
( ) t x,
also passes through ( ) 0 ,
0
x and
( ) c t x · , ρ
is
constant on this curve, so we use the initial condition to write
( ) ( ) ( ) ) 10 . 2 ( 0 , ,
0
0
0
− − − − · · · x x t x c ρ ρ ρ
Equation (2.9) and (2.10) yield
( ) ( ) ) 11 . 2 ( ,
0
0
− − − − · x t x ρ ρ
Using equation (2.8), (2.11) takes the form
( ) ) 12 . 2 (
3
1 ,
2
max
2
max 0
− − − −

,
`

.
|

,
`

.
|
− − · t V x t x
ρ
ρ
ρ ρ
This is the analytic solution of the IVP (2.5).
This solution is in implicit form because
ρ
also appears in right side. It is much more
difficult to transform into explicit form. Therefore, there is a demand of some efficient
numerical techniques for solving the IVP (2.5).
To check this solution, we note that

¹
'
¹
¹
'
¹

+

·

x
V
t
x
ρ
ρ
ρ ρ
ρ
2
max
max
0
6 1

) 13 . 2 (
6
1
2
max
max
0
0
− − − −

·

ρ
ρ
ρ
ρ ρ
V t
x

and
¹
¹
¹
'
¹
¹
¹
¹
'
¹

+

,
`

.
|
− −

·

t
V t
V
t
ρ
ρ
ρ
ρ
ρ
ρ
ρ
2
max
max
2
max
2
max 0
6 3
1
) 14 . 2 (
6
1
3
1
2
max
max
0
2
max
2
max 0
− − − −

,
`

.
|

·

ρ
ρ
ρ
ρ
ρ
ρ
ρ
V t
V
t
The equations (2.13) and (2.14) imply that ( )

,
`

.
|

,
`

.
|
− − · t V x t x
2
max
2
max 0
3
1 ,
ρ
ρ
ρ ρ satisfies
the quasilinear form of the IVP (2.5).
Analytical method for the traffic flow model
19
2.3 Development of singularities for analytic solution
Since the solution (2.12) generally defines
ρ
implicitly, we need to find circumstances
under which we can solve this equation for
ρ
. We have used (2.13) & (2.14) to solve
for the partial derivatives for
ρ
. These equations allow us to make several
observations.
 Suppose that
0
6
2
max
max
>
ρ
ρV
for all
ρ
. in this case,
t ∂
∂ρ
and
x ∂
∂ρ
are bounded
for all t if and only if 0
0

ρ for all x .
 Next, we suppose that
0
6
2
max
max
<
ρ
ρV
for all
ρ
. in this case,
t ∂
∂ρ
and
x ∂
∂ρ
are
bounded for all t if and only if 0
0

ρ for all x .
 Next, we suppose that
0
6
2
max
max
·
ρ
ρV
for all
ρ
. in this case,
max 0
V
t

− ·

ρ
ρ

and

·

0
ρ
ρ
x
are bounded for all t .
2.4 Existence & Uniqueness of the solution
The Cauchy-Kovaleveskaya theorem is the main local existence and uniqueness
theorem for analytic partial differential equation (PDE) associated with Cauchy initial
value problem. This idea was given by Augustin Cauchy (1842) and Sophie
Kovalevskaya (1875). Since the IVP (2.5) is a Cauchy IVP, so to discuss the existence
and uniqueness of the IVP (2.5), we can readily apply the Cauchy-Koveleveskaya
theorem.
2.4.1 The Cauchy-Kovaleveskaya Theorem
For a system of k partial differential equations in k unknown functions
( ) ( )
0 0 1
, ,..., , x x u x x u
k
, of the form
) 15 . 2 ( ,
...
, , ,
0
1
0
...
0
0
− − − −

,
`

.
|
∂ ∂

·

+ +
n
n
m
n
m
m m
i
m
i
m
x x
u
u x x F
x
u
where
( ) ( ), ,..., , ,...., , ,..., 1
1 1 k n
u u u x x x k i · · ·
Analytical method for the traffic flow model
20

, 1 , ,
0
0
≥ < ≤

·
m m m m m
n
j
j
The Cauchy-Kovalevskaya theorem states the following: The Cauchy problem posed
by the initial data

( ) ) 16 . 2 ( 1 ,..., 0 , ,..., 1 ,
0
− − − − − · · ·

m j k i x
x
u
ij
j
i
j
φ
σ
where ( ) { ¦
0 0 0
, 0 : , Ω ∈ ∀ · · x x x x σ is the initial surface of the data ij
φ
, has a unique
analytic solution
( )
0
, x x u
in some domain Ω in
( ) x x ,
0
-space containing
{ ¦
0 0
x × Ω
,
if
i
F
and ij
φ
are analytic functions of all their arguments. The proof of the theorem
does not present here.
2.4.2 Existence & uniqueness of the traffic flow model
As mentioned at 2.2 the IVP (2.5) may also be written as

( ) ( ) x x t
x
V
t
0 0
2
max
2
max
,
0
3
1
ρ ρ
ρ
ρ
ρ ρ
·
·

,
`

.
|
− +

---------(2.17)
In that case,

,
`

.
|

2
max
2
max
3
1
ρ
ρ
V
is analytic. So the Cauchy-Kovaleveskaya theorem can
be applied for the IVP (2.17) (Cauchy problem).
The Cauchy-kovaleveskaya theorem guarantees that the Cauchy problem (2.17) has a
unique analytic solution which is based on [27].
2.5 Shock waves of traffic flow
When fast traffic catches up with slow traffic, a shock wave will form and travel at the
speed of. Vehicles reduce speed immediately after crossing the shock.
The characteristic speed for the equation in the IVP (2.17) is

( )

,
`

.
|
− · ′
2
max
2
max
3
1
ρ
ρ
ρ V q
while the shock speed for a jump from
l
ρ
to
r
ρ is
Analytical method for the traffic flow model
21

( ) ( )
r l
r l
q q
S
ρ ρ
ρ ρ

·

( ) ) 18 . 2 (
1
1
2 2
2
max
max
− − − −
]
]
]

+ + − ·
r l r l
V ρ ρ ρ ρ
ρ
We consider the initial data

( )
¹
'
¹
>
<
·
0 ;
0 ;
0 ,
x
x
x
r
l
ρ
ρ
ρ
where
max
0 ρ ρ ρ < < <
r l
.
Then the solution is a shock wave traveling with speed S given by (2.18). Note that
although
( ) 0 ≥ ρ V
, the shock speeds can be either positive or negative depending on
l
ρ
and
r
ρ .
We consider the case
max
ρ ρ ·
r
and
max
ρ ρ <
l
. Then 0 < S and the shock
propagates to the left. This models the situation in which cars moving at speed
0 >
l
V

unexpectedly encounter a bumper to bumper traffic jam and slam on their brakes,
instantaneously reducing their velocity to 0 while the density jumps from
l
ρ
to
max
ρ
.
This discontinuity occurs at the shock, and clearly the shock location moves to the left
as more cars join the traffic jam. This is illustrated in fig-2.2, where the vehicle
trajectories are sketched.
↑ t

l
ρ

0

r
ρ

x

Fig 2.2: Traffic jams Shock wave, with data
max max
;
2
1
ρ ρ ρ ρ · ·
r l
Analytical method for the traffic flow model
22
Note that by using Godunova’s scheme, we can solve the shock wave numerically.
This is not present here.
Analytical method for the traffic flow model
23