MATHEMATICAL

AND
COMPUTER
MODELLING
PERGAMON Mathematical and Computer Modelling 35 (2002) 643-656
www.elsevier.com/locate/mcm

N o d e and Link M o d e l s for

N e t w o r k Traffic F l o w S i m u l a t i o n
V. ASTARITA
Dipartimento di Pianificazione Territoriale
University of Calabria
Arcavacata di Rende (CS), Italy
vastarit©unina, it

A b s t r a c t - - I n this paper, after introducing a classification of dynamic network loading (DNL)

procedures (based on time, space, and demand discretization), many new methodologies recently
presented are discussed. Some analytical properties of the point packet approach, recently studied by
Chabini and Kachani [1], using generalized Dirac functions, are discussed, and results are extrapolated
to the proposed procedure (called MICE [2]).
The connection between the dynamic network loading procedure MICE and the analytical formu-
lation presented in [3] is explained. The same demand discretization is suggested in the solution of
all analytical traffic flow models. (~) 2002 Elsevier Science Ltd. All rights reserved.

Keywords--Traffic flow, Trafficsimulation.

1. I N T R O D U C T I O N
The classical network models of transportation systems are based on the assumptions of sta-
tionarity. This assumption, which is acceptable for many applications (i.e., city planning), does
not allow us to simulate satisfactorily certain types of transportation systems such as heavily
congested urban road networks. Phenomena such as the formation and dispersion of queues are
relevant and cannot be reproduced by traditional static models (see [4-6] for a good introduction
to the problem). Traffic engineer scientists have been studying for years the modelling of the
dynamic behaviour of many of the components of a transportation system, but only recently the
research efforts in traffic modeling and traffic assignment have been focused on the modelling of
traffic dynamic behaviour in a complete network system.
A large number of models and procedures have been proposed that are usually referred to, in the
literature, as (within-day) dynamic traffic assignment (DTA) models. These models can be used
both to evaluate traffic flows and, what is more relevant, to simulate the effects of regulation
strategies on users' behaviour. These models originate from static network traffic assignment
models based on stochastic or deterministic user equilibrium. In many early cases, dynamic
traffic assignment models were merely an extension of the concepts contained in static models.
But the extension of within-day static models to take into account within-day dynamics is by
no means straightforward, since within-day dynamic supply modeling requires completely new
definitions and formulation of the problem [7]. In order to perform DTA, in fact, it is necessary

Research supported by the Italian M.U.R.S.T.

0895-7177/02/$ - see front matter (~) 2002 Elsevier Science Ltd. All rights reserved. Typeset by A.h/cS-TEX
PII: S0895-7177(01)00187-X
644 V. ASTARITA

to solve the dynamic network loading problem (DNL) that has been indicated (by the specialists
of static traffic assignment) as the reproduction of within-day variable link performances given a
corresponding O/D demand and users'choice model.
The dynamic network loading problem, in other words, is the reproduction of the traffic flow
motion on the network. It has to be studied with time advancing mathematical models that are
commonly referred (by traffic engineering specialists) as traffic simulation models.
The DNL problem, so far, has been studied with a great number of different approaches that
are sometimes indicated as:
• microsimulation models [8-11];
• mesosimulation models: heuristic generalization of within-day static methods [12,13]; exit-
function methods [14-20]; packet-approaches and simulation procedures [2,21-31]; contin-
uous time link models [32-36], where often the problem of finding conditions for the respect
of FIFO on a link is discussed;
• macrosimulation models (continuous in time and space flow models [37-42]).
The above-mentioned types of DNL are not so dissimilar from each other: there is a continuous
spread among the conceivable network franc simulation models. Due to a different discretization
of time, space, and demand, sometimes different simulation procedures are not recognized as being
originated by the same underlying model (very interesting the case in [39,41,42]). Sometimes the
confusion arises also because a distinct discretization of the same model can lead to quite different
results.
Moreover, two important problems are still open in traffic network simulation:
• a bad representation of traffic dynamics: some of the proposed models do not even address
the significant problem of the backward propagation of congestion;
• the difficulty of collecting experimental data to test (and sometimes even to run) the
models.
Both problems are far from being solved, and many researchers are concentrating their efforts on
this topic (DNL) that has so many practical applications.
The model proposed in this paper has some advantages and also many disadvantages compared
to other approaches. The model is discussed in the following not because it is better than other
approaches, but because it is used as a starting point to clarify that some common problems,
the backward propagation of congestion at the intersection level, can be solved by using
packets to represent traffic vehicles. In fact, the model is a time-advancing algorithm that follows
explicitly the motion of packets on the network, but can be seen also as a discrete solution of
a time advancing continuous analytical differential equation system. The model is based on the
analytical DNL model presented in [3], which is able to deal with the spill-back of congestion and
is based on the preceding link model formulation presented in [19,32,33,35,36].
This paper is organized as follows: in Section 2, a classification of dynamic network loading
(DNL) procedures (based on time, space, and demand discretization) is introduced. Many prob-
lems that arise in DNL models are discussed in Section 3. In Section 4, some general definitions
are introduced. In Section 5, the proposed model is briefly discussed, and at last in Section 6
some analytical properties of the point packet approach are discussed and results are extrapolated
from the proposed procedure (called MICE [2]) to other analytical models.

2. TIME, SPACE, A N D D E M A N D DISCRETIZATION

As pointed out in the introduction, a great number of different DNL approaches have been
presented and, due to the continuous spread among the conceivable network traffic simulation
models, many others still are conceived every year.
In the following, a classification based on the discretization adopted by several models is pro-
posed even if some approaches consist of "mixed" modelling so that differences are not so con-
siderable as to allow a definite grouping. Moreover, it is quite hard to state that all the same
 Network Traffic Flow Simulation 645

requirements are respected by a group of similar models, since very similar models may not
respect the same requirements.
The following main modelling approaches can be identified:
(1) microsimulation models,
(2) continuous in time link models,
(3) discrete in time link models,
(4) models following a packet approach, and
(5) macrosimulation models (continuous in time and space models).
According to time, space, and demand discretization, it is possible to represent models in a
three-dimensional space where the x, y, and z axes are time, space, and demand. The 0 value
would be representative of a continuous model, and a finite value would represent a finite step for
the representation of time, space, or demand. A continuous in-time model will be located on the
space-demand plane (y-z). In Figure 1, examples of the above-mentioned models are located by
four points and a plane. Microsimulation models are based on the simulation of the movement
of single users. Microscopic simulation is indicated in reproducing some specific local traffic
situations, such as intersection and parking facilities, or for the evaluation of control strategies
which act on single individual driver behaviour. Some mixed models have been proposed, based
on a microscopic or quasi-microscopic simulations, obtaining macroscopic link characteristics such
as speed and density [28].

Demand

Micro-simulation models (1) . - "

e
~
" .
models (5)

~ n u o u s in t i m e link m o d e l s (2)

Discrete in t i m e link m o d e l s (3) O Space

Figure 1. Three-dimensional representation of network traffic models according to

time, space, and demand discretization.

Many authors (Friesz et al. [18], Wie et al. [20], Boyce et al. [151, Fernandez and De Cea [431,
and Adamo et al. [3]) have proposed formulations of continuous in time link models that are
based on a space discretization which divides up the path of the users into links which together
form the network. Some of these continuous models have been numerically solved with a time
discretization and so can be related to concepts originated in the discrete in time link model
proposed by Merchant and Nemhauser [14]. Discrete in time link models are based on the two
following equations: x, u, and w are defined in the following, respectively, as number of vehicles
646 v. ASTARITA

on a link, entering and exiting flows; i and j are, respectively, time interval and link number:

Xi+l,j = xi,j + ui,j -- wi,j, (1)

= w (xia) . (2)
In packet approach methods, users are grouped together to form packets that can be moved
along the network so to realize a discretization of the demand of each OD couple. It is possible to
distinguish between a point packet approach [2,27,31] in which a group of users is concentrated
into a single point and a continuous packet approach [23-25,29], where the users are supposed
uniformly distributed in time or space along the packet between the packet edges. This approach
can rely on a link modelling which facilitates the computation and can respect all the requirements
described in this paper. Other mesosimulation models include [44], where a traffic assignment
model with distributed parameters is proposed in the context of system optimal conditions with
particular attention to FIFO rule respect.
Continuous in time and space models (or macroscopic models) are more sophisticated models
that are based on continuous traffic simulation such as in the Lighthill and Whitham's model [38]
or Payne's model [45]. In macroscopic DNL models, vehicles are modelled with piecewise con-
tinuous functions of density and flow, in space-time, analogous to fluid flow. The mathematical
theory behind these models is based on temporal, one-dimensional fluid dynamics. Conservation
laws are respected. The state variable(s), density (and sometimes speed), is described over the
entire length of each link. Flow and speed are functions of the state variable(s). Also, macro-
scopic models assume homogeneous traffic characteristics and sometime deterministic modelling
relationships. The simplest macroscopic traffic models are based on the concept that vehicle
traffic at a given point in space-time is affected only by local traffic within a neighbourhood of
that point [5]. Flow and density are related by empirical measurements [46]. Their limits consist
of their applicability, arising from the complex numerical solution. Many models of this type
have been developed for freeway network simulation [40,47]. The cell transmission models of
Daganzo [5] originate from the Lighthill and Whitham's model [38], as shown in Figure 2.

Demand

~
_Lightill and Whitham model

nsion dx

/J "-.,
"--Time 1
Cell transmission model Space

Figure 2. The Daganzo cell transmission model [5] originates from the Lighthilland
Whitham's model.

The following two simple categories can be defined for DNL methods and are quite different
in demand (traffic flow) discretization.
• Time-advancing differential equation systems that represent the motion of traffic as being
the motion of a fluid. These equations have the same numerical problems as nonstationary
fluid dynamics equations. In these models, the traffic being a continuous fluid, the FIFO
 Network Traffic Flow Simulation 647

rule has to be respected, but in practice when the models are discretized, for solution,
it is very difficult to maintain a complete respect of FIFO rule. These models can be
represented as being on the time-space plane as in Figure 3.
* Time-advancing algorithms that follow explicitly the motion of vehicles on the network.
Sometimes vehicles are grouped into packets. These models can be represented, in Fig-
ure 3, as all the points over the time-space plane.

Demand
Planeof all the modelsbaSe:u:~on

~'Tme . . . . .- Spa2

Figure 3. Models based on time advancing differential equation systems.

3. T R A F F I C FLOW FEATURES THAT

ARE DIFFICULT TO REPRODUCE

The main problem with DNL approaches is the bad representation of traffic dynamics, which is
caused by the difficulties in reproducing traffic flow. Traffic flow analysis is complicated both by
the human factor present in drivers' behaviour and because it has some peculiar aspects unusual
to other fluids (some are discussed in the following).
Moreover, the complication of collecting experimental data (even only aggregated), to test the
models, is the cause for so many unrealistic approaches not being rejected.
Traffic flow models are different in dealing with some traffic flow aspects. In this section,
the following problems are discussed and some recommendations are given for good modelling
techniques:
• the representation of bottlenecks and connected flow capacities and storage capacities,
• traffic waves, and
• intersection modelling.
The spill-back of congestion on a network is the propagation of congestion backwards from a link
to its upstream links. It occurs whenever a bottleneck causes a downstream queue to be so large
that it impedes the incoming speed and flow of vehicles. This very common situation in many
urban networks is usually caused by recurrent congestion on a day-to-day basis and is not always
well represented by DNL models• In all analytical approaches to DNL, road bottlenecks can be
reproduced at least at the end of links where a downstream capacity is imposed to flows exiting
from each link. But a great number of microsimulation models do not have explicit capacity
constraints. The idea is that the mechanism that reproduces the movement of vehicles through
lane-changing and car-following rules will give as a result an intrinsic capacity constraint. Road
capacities can be easily measured on the field or inferred from analogue situations, but in most
microsimulation models, capacities are the outcome of not less than ten different (on average)
parameters. Some of these parameters are related to the behaviour of different types of drivers,
648 V. ASTARITA

some are related to the local characteristics of the road, but usually there is no clear relation
with the obtained final implicit capacity value or with the factors identified by the HCM as being
related with capacity. This is perhaps the biggest pitfall of most microsimulation packages and
is based on the assumption that the performance of the optimized parameters set obtained with
calibration provides an approximation of the potential performance of this set in the future. The
calibration of many of these models can be performed only by research institutes and so, as a
result, most of the microsimulation models that are used in common practice are similar to many
calibrated stock trading systems: they work only with data of the past!
Among the others, one remarkable exception is the work of Van Aerde with INTEGRATION
where explicit capacities can be imposed in a microsimulation model [11].
But also the representation of a network with only downstream capacities for the links is too
approximate and may not be representative of real situations. In many DNL models, there has
never been an attempt to give a limit to the flows entering the links through an inflow capacity
and a storage capacity. The resulting flow obtained with these models may exhibit links filled
with enormous numbers of vehicles, indicating that these models are essentially unqualified for
practical application.
Relying on common physical experience, the flow entering a link is not only limited by the
upstream capacity, but when the link is full (all the space is occupied by vehicles waiting to
exit), the entering flow should be smaller than or equal to the exiting flow. And this should be
reflected in a dynamic network assignment model. Then two simple concepts must be taken into
consideration by DNL models:
• the spill-back of queues is caused by limited upstream capacity and/or link storage space;
• the surplus of flow that cannot be received by a saturated link is accumulated on the
preceding links.
So concluding, to well represent traffic, all network models should have explicitly associated
with every link a at least:
• upstream capacities, Cian,
• downstream capacities, C °ut, and
• link storage space, C~s.
The conditions of traffic in one point of the road are originated by the conditions at preceding
instants of time in points situated downstream and upstream. The propagation of a traffic flow
condition is usually called traffic wave. The representation of traffic waves in network traffic
models is necessary. An example: the spill-back of congestion on a network is in fact the linear
back-propagation of one or more congestion waves. Only analytical continuous models are able
to deal well with traffic waves. But the numerical solution of many of these models faces many
practical difficulties that arise from the numerical discontinuities of traffic flow parameters on the
two sides of the waves. Some micro and mesosimulation models, but not many, are also able to
propagate waves in both directions as a consequence of microrules for car-following.
Correct traffic simulation procedures models should be able to propagate waves in both direc-
tions as explained also by Daganzo [6].
Traffic intersections have to be represented allowing congestion and queues to propagate back-
wards. An attempt to identify some of the problems related to intersections and queue propa-
gation can be found in [4]. The problem is to distribute the limited resource of flow capacity
on the downstream links of a node to its upstream links. The intersection representation also
needs to take into account the gap acceptance phenomenon. Microsimulation models are good in
achieving this target. In fact, an analytical representation of intersections that is really complete
has still to be proposed.
In [48], the following sentence is stated: "to be useful, analytic modellers must incorporate all
meaningful physical and behavioural considerations. To do less, would be to yield the problem
of traffic dynamics to simulation specialists, leaving no plausible mathematical constructs to use
 Network Traffic Flow Simulation 649

in addressing the fundamental questions of existence, stability, controllability, and complexity."

But it is the opinion of the author t h a t to obtain a reliable simulation of traffic flow on a network
(for its intrinsic complexity), it is necessary to use some finite numerical methods or simulation
techniques. Traffic specialists should address their efforts through simulation techniques t h a t at
least reproduce the main features of the physical phenomenon.
The difficulties of dealing with both microscopical phenomena (as gap acceptance) and macro-
sopical traffic behaviour (as capacities) can be solved with hybrid approaches: microsimulation
models such as I N T E G R A T I O N based also on analytical considerations and/or, on the other
side, macrosimulation or mesosimulation models that are solved tracking the explicit movement
of vehicles on the network. These hybrid models have the potential to reproduce much better
traffic flow than other approaches because they are able to reproduce both micro and macro
characteristics of the traffic flow fluid.
The main idea of this paper is the suggestion to reconsider micro and mesosimulation models
introducing analytical relationships among aggregated traffic flow variables or alternatively (but
this is only a formal difference), to solve analytical models with a demand discretization t h a t will
turn these analytical models into micro or mesosimulation procedures.

4. D E F I N I T I O N S F O R T H E G E N E R A L
DYNAMIC NETWORK LOADING PROBLEM
T h e dynamic network loading problem can be generally stated mathematically as follows. On
a t r a n s p o r t a t i o n network f~ = (N, A) composed of a set of nodes i, i E N and a set of directed
arcs (links) a, a ¢ A. Traffic originates at nodes o, o E O, o C N and is destined to nodes d,
dED, DcN. We have:
• origin-destination (o-d) pairs designated as: r, r E R C 0 x D;
• a set of paths k, k E KT, t h a t connects o-d pairs r;
• DT(t) as the time varying demand flow rate t h a t uses these paths, traffic departs from
origins in the interval [0, T] and all traffic arrives at destination within the interval [0, T'],
(T' > T);
• the sets of arcs A + and A~- which are, respectively, the forward and backward stars of
node i.
The rules t h a t determine the flow of traffic on the network are different in each traffic model, but
some general variables, t h a t are related to the traffic motion, can be defined in all the proposed
models and are described in this section.
Traffic flow introduced in the models t h a t apply a ttuidodynamic analogy in the representation
of traffic is defined as the flow q(t) through a point section S of the road,
N. of veh. passed through S during [t, t + At]
qs(t) = lim
z~t--0 At
(3)
This definition can be held also in models that follow explicitly the motion of vehicles on the
network as microsimulation and mesosimulation models. From that definition, it is useful to
indicate the flow at the first (entrance) and last section (exit) of every link a (time varying inflow
rates and outflow rates) for o-d pair r, as: Ura(t) and w~(t), respectively, at time t. The number
of vehicles for o-d pair r on link a at time t can be indicated as
x~(t). (4)
We have t h a t the total inflow rates, outflow rates, and vehicles at time t on link a can be defined
as

..(t) = (5)
r

wo(t) = (6)
r
650 V . ASTARITA

and

xo(t) = ~ x:(t), (7)

r

respectively.
ua(t), wa(t), and Xa(t) are functions of time and are related by the link flow conservation
equation
dxa(t) = ua(t) - wa(t). (8)
dt
Ura(t), Wra(t), and Xra(t) also are related by a link o-d pair flow conservation equation

dxr(t) = Ura(t) -- Wra(t). (9)

dt
The principle contained in equations (8) and (9) is valid also in microsimulation and mesosimula-
tion models but, in this case, because u~ (t), war(t), u~ (t), and w~ (t) are not necessarily continuous,
the following integral equations replace (8) and (9):

xa(t) =
f (ua(t) - wa(t)) dt, (10)

• X(t) =
f (u~(t) - w~(t)) at. (11)

A travel time on link a at time t (the travel time of the traffic particle that enters the link at
time t) denoted as
~o(t) (12)

can also be defined in every model.

It is possible also to identify local variables that are useful in space continuous models. The
density p (also know as concentration) between time t and time t + At at location x is the average
number of vehicles on a slice of road divided by its length

E dt/At
p(x,t),,~= n dx ' (13)

where ~-~ndt is the sum of the times of the n vehicles to cross the slice of road. The space-mean
speed v is the average vehicle speed weighted according to the time for each vehicle to cross the
slice of road, which is equivalent to the ratio of flow to density

/7, • d x
v- •dt" (14)
n

If equations (3), (13), and (14) are defined, on the same slice of r o a d and time interval, the
fundamental speed-flow-density relationship is obtained,

q = vp, (15)

which can be used to obtain the value of the third parameter given the values of the other two
parameters. It is possible also to identify a local conservation equation that is equivalent to (8)
with continuous space and can be obtained from (8) if the length of the link goes to 0,

Op(x, t) Oq(x, t)
----&--- + o~ = 0. (16)
 Network Traffic Flow Simulation 651

5. T H E A N A L Y T I C A L F O R M U L A T I O N
OF T H E P R O P O S E D M O D E L
A simple link modelling approach has been developed in [33]. It is essentially the same as that
presented in [19] and in [35], and consists (for a single destination) of the following system (17)
of differential equations that constitutes a complete link model:

proposed model
{ @ t t) -- u ( t ) - w(t),
T(t) = T(x(t)),
~(t + r(t)) = ~(t)
1 + dr(t)/dt'
(17)

where each link has the following characteristics at time t: upstream flow u(t), downstream
flow w(t), and a total number of users x(t) on the link, where x(t), u(t), and w(t) are continuous
functions of time and r(t) is the travel time at time t (travel time of the particle that enters the
link at time t). This simple model has been studied to establish the FIFO conditions and the
field of applicability also for u(t) not continuous:
• Lipschitz continuous functions have been investigated in [34] and in [36];
• Dirac functions have been studied in [1].
The FIFO condition can be stated formally as

t' + r (t') < t" + r (t"), vt' < t", (18)

which is equivalent to
W(t) = U(t + 7(t)), (19)

where U(t) and W(t) are, respectively, the total number of vehicles entered (exited) at time t

u(t) = ~0 t u(~) d~, (20)

w(t) =
/o' w(~) d~. (21)

From the results presented in [1], it is clear that the model can always be applied if FIFO
violations are accepted. In this case, the third equation in (17) (equivalent to FIFO rule) has to
be changed in ¢ *

w(t) = / u(~) d~. (22)

Jw e{zlz+r(z)<_t}
This equation is a propagation equation that does not assure the FIFO rule, but can be used
with every integrable u(t) function, allowing u(t) to be a Lipschitz continuous function or even a
Dirac function.
The simple model (17) has been extended in [3] to reproduce the spill-back of congestion on
networks. The idea of local flow as the minimum of local supply and demand is applied. The
traffic demand flow rate 6a(t) represents the traffic that is ready to exit link a to link a + , and
aa+ (t) is the traffic supply flow rate of the following link (the flow that can enter link a+). It
is also useful to denote 5ab(t) as the partial demand from link a to b and (Xab(t) as the partial
supply of link b allocated to link a at time t. A path partial demand is also introduced as the
partial demand 5~(t) from a to the following link of path k we have so that:

~ob(t) = F_, ~a(t). (23)

k:a,bEk
652 v. ASTARITA

Links are composed of a running segment and of a queuing segment. In terms of input values and
output values, the link model has the general structure indicated in Figure 4. It establishes partial
supply and demand flow rates at time t* as a function of the inflow patterns at time t < t*. Flows
at each node at time t respect the conservation condition, as in all network models, except that
flows at nodes are constrained by the interactions between demand of entering links and supplies
of exiting links. The node model has the structure shown in Figure 5. It establishes the flows at
time t, once supply and demand flow rates at time t are known. The node problem pertains not
only to flow based dynamic network loading (DNL) models, but to every traffic flow model that
considers the spill-back of queues. The limited resource of flow capacity on downstream links
has to be distributed between users in a proper way. The problem can be expressed as a linear
programming problem (see [3]), where the objective is to maximize the total flow crossing the
node, at each time t, and the constraints are the local flow supplies and demands at the node.

Output
Linkmodel
a.,,(t)

t=t*

Figure 4. Generalstructure of the proposed spill-back link model.

~ Node model
,' ~t)=,, .b(t)

Figure 5. General structure of proposed node model.

The maximization of flow comes from entropy considerations and is related only to the mod-
elling of flow propagation. The control strategies to be applied at intersections (i.e., traffic lights)
can be modelled by changing in time (dynamically) capacities and other characteristics of the
links.
The complete analytical network model has been introduced in [3], and turns out to be a
formidable set of equations that cannot be solved analytically except for some trivial cases. The
analytical model proposed is the simplest that can represent at a link level spill-back propagation:
the maximization of flow at the node is the mechanism that allows waves to propagate in both
directions, but is also the cause for the complicated formulation adopted. In order to compute
flows which respect the constraints, some approximate methods are needed. MICE, introduced
in [2], is the simulation procedure used for the solution of the analytical model [3]. The analytical
model is obtained from the Lighthill and Whitham model by discretizing space into links, and
MICE is obtained from the analytical model when demand is discretized (see Figure 6).

6. T H E S O L U T I O N OF ANALYTICAL
MODELS WITH DEMAND DISCRETIZATION
In [2], a new dynamic network loading model has been presented (called MICE). In MICE, users
belonging to the same O/D pair are supposed divided into subsets by the common leaving interval
 Network Traffic Flow Simulation 653

Demand

~ k length

~Time Link analyticalmodel"

Space

Figure 6. The analytical link model proposed in [3], and the discretized solution
MICE.

and followed path; these subsets are called packets. In particular, in the proposed model, a packet
is assumed to be "physically" a point on the network. Packets on the network are represented
with points, and the link travel time, for each packet, is that established at the moment the
packet reaches the beginning of the link. Travel time depends on the number of users on the
link at that time plus the packet itself. This last point is very important, because otherwise,
in spite of the fact that from an analytical point of view, the travel time function corresponds
to a bottleneck, packets may be able to exit from the link in such a way that capacity will not
be respected. Capacity in the model is in fact automatically respected (mean values over time)
without the need of additional constraints.
In [1], problem (17) is studied in the case of u ( t ) not continuous and reducible to impulse
functions (Dirac functions). The Dirac function 6~ is an impulse function with intensity equal
to i (see Figure 7). It is called the Dirac delta function after the Nobel physicist Dirac. Intuitively,
it is possible to think of 6~ being zero except at t = a, where 6~ = oc, but, still, the following
integral has value i:
+ _ ~ 6ia(t) dt = i. (24)

+co
(~(t) H ai (t)

> >
a
t a t

Figure 7. Dirac function. Figure 8. Heaviside function.

654 V. ASTARITA

The 5~ is derived from the Heaviside function H~(t) (step function) defined by (see Figure 8)

H~(t)=O, ift<a, Hia(t)=i, ift_>a. (25)

If we have u(t) = 5ia(t) in a neighbourhood of a, then a packet of dimension i (number of users

in the packet) is arriving at time a at the entrance of the link. The function 5~(t) is exactly
equivalent to a packet moving on the network in MICE.
The above considerations allow us to apply the analytical results obtained by Chabini and
Kachani in [1] for model (1) to the simulations of MICE. The more interesting result is that
the FIFO rule can always be violated for every kind of travel time function, even a linear one,
given a particular configuration of packets arriving at the entrance of the link (given a travel
time function, it is always possible to find a function u(t) that creates an inconsistency in link
model (17)). But if the travel time function is linear and the packets are all of the same dimension
(the Dirac functions that generate u(t) are all of the same intensity and not overlapped), then
the FIFO rule is always respected. These results are in full accordance with what was obtained
for the MICE model: in the packet approximation, the FIFO rule may be violated by packets
of different sizes if a link is discharged too fast. In these kinds of situations, MICE is able to
introduce corrections on the current packet to impose the FIFO rule. MICE checks, for each
packet, if the calculated exit time is ahead of the exit time of the last packet on the considered
link. If this occurs, the exit time is imposed as equal to that of the last packet. The FIFO rule
is Mways assured by packets of the same size. The proof comes from the identity between MICE
and the link model (17) in the presence of an inflow function composed of Dirac functions.
What complicates the analytical analysis of MICE is the ability to reproduce spill-back of
queues. This feature studied at the moment only in [3] and in other unpublished papers of the
same authors requests the introduction of queuing segments at the end of links that behave as
accumulation zones. The movement of a packet to a new link is conditioned by the storage
capacity. Packets are forced to stay on the preceding link until the next link is discharged. This
allows the propagation of the spill-back phenomenon from link to link. The procedure assigns the
supply that a saturated link (the flow that is still allowed to enter this saturated link equals the
outflow) can give to incoming links according to some pre-established weights. This is obtained
by splitting the end of the link in virtual lanes and selecting queued packets from different lanes
according to the proportion of the weights. This procedure does not ensure an exact spill-back
propagation, being an heuristic approximation of the analytical model presented in [3]. In fact,
it is the node modelling that is not analytically represented in MICE. A possible alternative to
the procedure used in MICE (to make it consistent with the analytical model) is to split queuing
packets in smaller packets according to the supplies. The multiplication of packets complicates
the numerical evaluation performed by the algorithm and for the moment has not been considered
in MICE. It seems to be applicable only in the presence of an additional procedure that can merge
packets directed towards a common destination on the links of the network. A procedure of this
kind has been presented in some of the works of Smith and Wisten; see, for example, [29,30].
The Lighthill and Whitham model and other analytical models can also be extended allowing
flow functions to be discontinuous or Dirac functions. In this case, packets can be used to
obtain a numerical solution for the analytical problem (see Figure 9) that can be solved explicitly
by moving users on the network. This solution methodology will allow the reproduction of
microphenomena such as gap acceptance and parking manoeuvres without losing the analytical
characteristics of the L-W model.

7. C O N C L U S I O N
In this paper, some of the problems of dynamic network loading procedures have been discussed.
Some considerations on MICE results have been also discussed using the results of Chabini and
Kachani [1,34] on the case of u(t) not continuous and reducible to Dirac functions.
 Network Traffic Flow Simulation 655

Demand

,t
Micro or packet solution to Lightill and Whitham model

~and Whithmodel
am

Cell transmission model Space

Figure 9. Discrete demand solution to the Lighthill and Whitham model.

T h e r e are m a n y research fields o p e n to scientists working w i t h traffic s i m u l a t i o n , b u t a m o n g

t h e m , t h e d e v e l o p m e n t of realistic h y b r i d packet (or m i c r o s i m u l a t i o n ) models t h a t are based on
analytical ~ales is one of the more challenging a n d the one t h a t will b r i n g t h e more v a l u a b l e
results. T h e s e h y b r i d d e m a n d discretized models are, in fact, able to r e p r o d u c e b o t h a n a l y t i c a l
r e l a t i o n s h i p s a n d m i c r o p h e n o m e n a as gap a c c e p t a n c e at intersections. T h e o t h e r o p e n prob-
lem of traffic s i m u l a t i o n : the collection of e x p e r i m e n t a l d a t a to c a l i b r a t e these models, at a
micro level, will be hopefully solved by new m e t h o d s of traffic d a t a collecting a n d t h e o n - g o i n g
t e l e c o m m u n i c a t i o n revolution.

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