15th IFAC Symposium on Control in Transportation Systems

15th IFAC Symposium on Control in Transportation Systems

JuneIFAC
15th 6-8, 2018. Savona,on
Symposium Italy
Control in Transportation Systems
Available online at www.sciencedirect.com
June
15th 6-8, 2018. Savona,on
Italy
JuneIFAC Symposium
6-8, 2018. Control in Transportation Systems
Savona, Italy
June 6-8, 2018. Savona, Italy
ScienceDirect
IFAC PapersOnLine 51-9 (2018) 49–54
Derivation
Derivation of a first order traffic flow model
Derivation of
of a
a first
first order
order traffic
traffic flow
flow model
model
of
of Lighthill-Whitham-Richards
Derivation of a first order traffic flow
Lighthill-Whitham-Richards type
model
type
of Lighthill-Whitham-Richards
of Lighthill-Whitham-Richards type
type∗
∗ ∗∗
Michael
Michael Burger Burger ∗∗ Simone Simone Göttlich
Göttlich ∗∗ Thomas Jung ∗
∗∗ Thomas Jung ∗ ∗
Michael Burger ∗∗ Simone Göttlich ∗∗ ∗∗ Thomas Jung ∗
∗ Michael Burger Simone Göttlich Thomas Jung
∗ Fraunhofer Institute ITWM, 67663 Kaiserslautern, Germany
∗ Fraunhofer Institute ITWM, 67663 Kaiserslautern, Germany
∗
(michael.burger@itwm.fraunhofer.de,thomas.jung@itwm.fraunhofer.de)
∗ Fraunhofer Institute ITWM, 67663 Kaiserslautern, Germany
(michael.burger@itwm.fraunhofer.de,thomas.jung@itwm.fraunhofer.de)
∗∗Fraunhofer Institute ITWM, 67663 Kaiserslautern, Germany
(michael.burger@itwm.fraunhofer.de,thomas.jung@itwm.fraunhofer.de)
∗∗ University of Mannheim, Department of Mathematics, 68131
∗∗ University
∗∗
Mannheim,
of Mannheim, Department of Mathematics, 68131
(michael.burger@itwm.fraunhofer.de,thomas.jung@itwm.fraunhofer.de)
Germany
∗∗ University Mannheim,
University Germany (goettlich@uni-mannheim.de)
of Mannheim,
of Mannheim,
Department of Mathematics, 68131
(goettlich@uni-mannheim.de)
Department of Mathematics, 68131
Mannheim, Germany (goettlich@uni-mannheim.de)
Mannheim, Germany (goettlich@uni-mannheim.de)
Abstract: In
Abstract: In thisthis paper, paper, we we introduce
introduce aa new new typetype of of macroscopic
macroscopic traffic traffic model
model which,
which, includes
includes
a delay
Abstract:
a delay term term In in
this the flux
paper, function.
we introduce We astart
new from
type a
of delayed
macroscopic microscopic
traffic model
model and
which, use well-
includes
Abstract:
a
known delaytechniques term In in this
in
the
the
to
flux function.
paper,
flux
derive wea introduce
function.
We astart
We start
corresponding
from
newfirst
from
a delayed
typeorder
of macroscopic
a delayed
macroscopic
microscopic
traffic
microscopic
traffic
modelwhich,
model
model
model.
and use
and
This use
leads
well-
includes
well-
to
known
a delaytechniques term in the to flux derive a corresponding
function. startfirst
We equation from order macroscopic
a delayed traffic model
microscopic model. and Thisuse leads to
well-
known
a delayed techniques
hyperbolic to partial
derive adifferential
corresponding first order
converging macroscopic
to the traffic model.
classical This leads
Lighthill-Whitham- to
a delayed
known hyperbolic
techniques to partial
derive differential equation converging to the classical Lighthill-Whitham-
Richards
a delayed
Richards (LWR)
hyperbolic
(LWR) model
model partial for adifferential
for
corresponding
diminishing
diminishing equationfirstFurthermore,
delay.
delay.
order macroscopic
converging
Furthermore, we
to we traffic numerical
present
the present
classical model. This
Lighthill-Whitham-
numerical
leads to
results
results to
to
a
show delayed
Richards the hyperbolic
impact
(LWR) ofmodelthepartial
delay,
for differential
and to
diminishing equation
verify the
delay. converging
new model
Furthermore, we to the
found.
we classical
To
present do Lighthill-Whitham-
so, we
numerical adapt known
results to
show
Richards the impact(LWR) ofmodelthe delay, and to verifydelay.
for diminishing the new model we found.
Furthermore, we present To donumerical
so, we adapt known
results to
show
methods the to impact analyze of the thedelay,
derived and to verifynumerically.
equations the new model we found. To do so, we adapt known
methods
show the to
impact analyze of the
the derived
delay, and equations
to verify numerically.
the new model we found. To do so, we adapt known
methods to analyze the derived equations numerically.
© 2018, IFAC
methods to analyze (International the derived Federation of Automatic
equations Control) Hosting by Elsevier Ltd. All rights reserved.
numerically.
Keywords: First
Keywords: First order order traffic traffic models,
models, time time delays,
delays, delayed
delayed partial
partial differential
differential equations
equations
Keywords: First order traffic models, time delays, delayed partial differential equations
Keywords: First order traffic models, time delays, delayed partial differential equations
1. INTRODUCTION
INTRODUCTION used.
1. used. This This corresponds
corresponds to to the
the ideas
ideas originally
originally introduced
introduced
1. INTRODUCTION in
used.
in the
the context
This
context of
corresponds
of fluid
fluid models.
to the
models. A
ideas
A very prominent
originally
very prominent fluid-
introduced
fluid-
1. INTRODUCTION used.
in
like the This
context
traffic corresponds
flow of
modelfluidisto theLighthill-Whitham-Richards
models.
the ideas
A veryoriginally
prominentintroduced
fluid-
The modeling of traffic is a field
The modeling of traffic is a field of interest since the early in of interest since the early like traffic flow model is the Lighthill-Whitham-Richards
The modeling of traffic is a field of interest since the early like the context
traffic flow of
modelfluid ismodels.
the A very prominent
Lighthill-Whitham-Richards fluid-
1950’s, where
1950’s, where the the first first microscopic
microscopic traffic traffic models
models came came up, up, model (LWR model) by Lighthill and Whitham (1955) and
model (LWR model) by Lighthill and Whitham (1955) and
The modeling of traffic is a field of interest since the early like
Richardstraffic flow
(1956), model
which is
is the Lighthill-Whitham-Richards
aa first order model and reads in
see e.g.
see e.g.where
1950’s, Brackstone
Brackstone the first and
and McDonaldtraffic
microscopic
McDonald (1999),
(1999), models S.P. came
S.P. Hoogen-
Hoogen- up, modelRichards (LWR (1956),model) which by Lighthill
is first and Whitham
order model and(1955)
reads and
in
1950’s,
doorn
see e.g. where
(2001),
Brackstone the
Treiber first and microscopic
and Kesting
McDonald traffic
(2013).
(1999), models
One of
S.P. came
the
Hoogen- up, model
first Eulerian
Richards (LWR model)
coordinates
(1956), which by Lighthill
is a first and Whitham
order model and(1955)
reads and
in
doorn
see (2001),
e.g.(2001),
Brackstone Treiber and and Kesting
McDonald (2013).
(1999), One of
S.P. the
Hoogen-first Eulerian
Richards coordinates
(1956), which is a first order model and reads in
Eulerian coordinates
models
doorn was
models(2001), the
was theTreiber one
Treiber
one byand by and Pipes
Pipes Kesting(1953).
(1953). Therein,
(2013).
Therein, One the
of velocity
the first
doorn Kesting (2013). Onethe of thevelocity
first Eulerian coordinates ∂
models
of the
of
was theis one
the vehicle
vehicle is one based
based
by on Pipes
on the
the
(1953).
spacing
spacing
Therein,
between
between
the
the
the
velocity
vehicle
vehicle ∂tt ρ(x,
ρ(x, t)t) ++∂ ∂x (ρ(x,
(ρ(x, t)Vt)V (ρ(x,
(ρ(x, t)))
t))) == 0.0.
models
and
of theits was
vehicle the
predecessor. is based by
The Pipes
on model
the (1953).is
spacing Therein,
describedbetween by the
the velocity
vehicle ∂tt ρ(x, t) + ∂xxx (ρ(x, t)V (ρ(x, t))) = 0.
Here, ρ(x, ∂ ρ(x, t) + ∂ (ρ(x, t)V (ρ(x, t))) = 0.
and
of
andthe
its predecessor.
itsvehicle
predecessor. is based The
The onmodelmodel
the spacing is described
is idescribed between by
by the vehicle Here, ρ(x, t) denotes the traffic density at point
t) t denotes the
x traffic density at point x x and
and
and its predecessor.ẋThe ẋ i (t)
(t) =
= W
model
W (∆x
(∆x (t)),
is idescribed
(t)), by time
Here, t while
ρ(x, t) V (·)
denotes is again
the a velocity
traffic density function
at giving
point x andthe
i
ẋii (t) = W (∆x time
Here, t while
t ρ(x, V (·)
t) relation
Vdenotes is again a
the traffic velocity
density function
at point givingx andthe
where x (t) is the position of vehiclei (t)),i at time t, W (·) is
i time
fundamental while (·) is again
between a velocity
the density function
and thegiving
velocitythe
where xii (t) is the position ẋi (t) = W of(∆x vehiclei (t)), i at time t, W (·) is fundamental
time t
fundamental while relation
V (·)
relation is between
again
between a the density
velocity
the density and
function
and the
the velocity
giving
velocitythe
a velocity
xii (t)function and ∆x i = x i+1 − x is thet, spacing of vehicles. The LWR model can be also rewritten in terms
awhere
velocity is the position
function and ∆x of = vehicle
x i at
− x i time
is the W (·) is fundamental
spacing of vehicles. The LWR
relation model
between can
the be also
density rewritten
and the in terms
velocity
awhere xi (t) is the position of vehicle i atxii time t,example,
W (·) is of vehicles.
i i+1 i Lagrangian Thecoordinates
LWR model(y, t)
can
between
velocity
abetween
velocity
vehicle
function
vehicle
function
ii and
and and
and
ii + + ∆x
∆x
1.
1. ii The
=
The
=
xlatter
x
i+1 − was,
i+1
latter − was,
x
is for
is
the
for
the
spacing
example,
spacing of vehicles.
Lagrangian Thecoordinates
LWR model(y, t) be
can
also rewritten in terms
be also rewritten in terms
between
improved vehicle
by i and i + 1. i The latter
i+1 was,
i for example, of Lagrangian coordinates (y, t)
improvedvehicle
between by Newell
Newell i and
(1961)
(1961) i + 1.
who
who The
introduced
introduced
latter was,
a
a reaction
reaction
for example,
time
time of Lagrangian coordinates 11 (y, t)
into the
improved model,
by Newell i.e., (1961) who introduced a reaction time ∂
∂tt ρ(y, 1 t) − −∂ ∂y V (ρ(y, t)) = 0,
into the
improved model,
by Newell i.e., (1961) who introduced a reaction time y V (ρ(y, t)) = 0,
into the model, i.e., ẋ i (t) = W (∆x i (t − T )). ∂ t
t ρ(y, 1 t) − ∂ y
y V (ρ(y, t)) = 0,
into the model, i.e., ẋ i (t) = W (∆x i (t − T )). ∂t ρ(y, t) − ∂y V (ρ(y, t)) = 0,
ẋ (t) = W (∆x (t − T )). which is ρ(y, t)
The
The reaction
reaction time timeẋiis
ii modeled as
(t)modeled
is = W (∆xas ii an explicit delay T > 0,
i (tan−T )).
explicit delay T > 0, which is the
the representation,
representation, we we get
get fromfrom the the limiting
limiting
changing
The reactionthe timemodel is type
modeled from as an ordinary
explicit differential
delay T > 0, procedure
which
procedure is thefrom
from microscopic
representation,
microscopic to
to macroscopic
we get from scale,
macroscopic scale, see
see e.g.
the limiting e.g.
changing
The reactionthe timemodel is type
modeled from as an ordinary
explicit differential
delay T > 0, which
Wagner
procedure is the
(1987),
from representation,
Leclercq
microscopic et al.
to we get
(2007)
macroscopic from
or Aw the
et
scale, limiting
al. (2002)
see e.g.
changing
equation the
(ODE) model to a type
delayed from an
differential ordinary equation differential
(DDE). Wagner
procedure (1987), Leclercq
from microscopic et al. (2007)
to (2007)
macroscopicor Aw et al. (2002)
equation
changing
equationmodels
Similar
(ODE)
the model
(ODE) are
to
to for a
a delayed
type
delayed from
follow-the-leader
differential
an ordinary
differential equation
equation
models
(DDE).
differential
(DDE). Wagner
(Chandler for the (1987),
transformation. Leclercq et al. or Awscale,
et al.see e.g.
(2002)
Similar models
equation (ODE) are to for
a follow-the-leader
delayed differential models
equation (Chandler
(DDE). for
Wagner
for the
the transformation.
(1987), Leclercq et al. (2007) or Aw et al. (2002)
transformation.
et al.
al. (1958)),
Similar models are for follow-the-leader models (Chandler for
et
Similar models are for follow-the-leader models (Chandler In
(1958)),
et al. (1958)), In the
the field
field of
the transformation.
of macroscopic
macroscopic traffic
traffic flow
flow equations,
equations, there
there
et al. (1958)), ẋ i (t) = v i (t) In
also the field
exists a of macroscopic
broad literature traffic
on flow
second equations,
order there
models
ẋ i (t) = v i (t) also
In
also theexists
field
exists a
a ofbroad
macroscopic
broad literature
literature on
traffic
on second
flow
second order
equations,
order models
there
models
ẋii (t) = vii (t) vvi (t − T ))mm characterized by an additional equation for the velocity, for
ẋv̇ii (t) = v (t) (t − T m ∆vi (t − T ),
characterized
also exists a by an
broad additional
literature equation
on secondfor the velocity,
order modelsfor
(t)
v̇v̇i (t) =
= λ
λ
i i
v (t − T ) m n ∆v (t − T ), example
characterized the Payne-Whitham
by an additional model
equation by Whitham
for the velocity,(1999)
for
∆x i
i i (t − T)m ))n ∆vi (t − T ),
i example
characterized the Payne-Whitham
by anor additional model
equation by Whitham
forWhitham
the velocity,(1999)
for
ii (t) = λ ∆x vi (t i (t−−TT n i and
example Payne the (1971)
Payne-Whitham the Aw-Rascle-Zhang
model by model by Aw
(1999)
with scaling v̇parameter
i (t) = λ ∆x λ ii (t
> − 0 T
and )nn ∆v∆v ii(t=−vT ), − vi , or the and example
and Payne
Payne the (1971)
(1971) or
Payne-Whitham
or the
the Aw-Rascle-Zhang
model
Aw-Rascle-Zhang by model
Whitham
model by Aw
(1999)
by Aw
with scaling ∆xλi (t − T ) ∆vi = vi+1 − vi , or the and Rascle
i+1 (2000) as well as
as Zhang
Zhang (2002),
(2002), which include
with scaling parameter
optimal-velocity parameter model λ> > 0
0 and
andet∆v = vi+1 − vii , λ or>the and Rascle
Payne (2000) or
(1971) as thewell Aw-Rascle-Zhang which
model include
bythere
Aw
optimal-velocity
with scaling parameter model by by
λ >
Bando
Bando0 and et∆v al.
al.iii (1995)
(1995)
= v
i+1 using
using
−
i+1 usingv , λor>
i λ > 0,
0,
0,
the aa second
and
and
Rascle
second
Rascle
differential
(2000)
differential
(2000)
as
as
term
well
term
well
for
as
for
as
the
Zhang
the
Zhang
velocity.
(2002),
velocity.
(2002),
However,
which
However,
which
include
there
include
optimal-velocity ẋ model by Bando et al. (1995)
optimal-velocity ẋii (t) model
(t) =
= vviiby (t)
(t)Bando et al. (1995) using λ > 0, aare are
aare
only
only aadifferential
second
second
few
few recent
recentterm
differential
macroscopic
macroscopic
term for
models
models including
for the velocity.
the velocity.
However, delay
including
However,
there
delay
there
ẋv̇iii (t) = vλ(W ii (t) (∆xi (t)) − vi (t)). terms.
terms.only In
In a Tordeux
few
Tordeux recent et
et al. (2018),
macroscopic
al. (2018), a first
models
aa first order
including
order model
model delayis
is
ẋv̇i (t) = λ(W vi (t) (∆xi (t)) − vi (t)). are
terms.only
derived, In a few
Tordeux
where recent
the et macroscopic
delay al. is(2018),
treated models
byfirst including
order
Taylor model delay
expansion. is
Both models v̇ i (t)
consist
i = λ(Wof (∆x
two i (t))
iequations − v i (t)).
i to describe the derived,
terms. In where
Tordeux the delay
et al. is treated
(2018), a by Taylor
first order expansion.
model is
Both models i (t) = λ(W
v̇consist of (∆xiequations
two (t)) − vi (t)). to describe the The resulting
derived, where model
the is
delay basically
is the
treated classical
by Taylor LWR Model
expansion.
Both
position models
x i (t) consist
and velocity of two v i (t) equations
of vehicle toi. describe the The resulting
derived, where model
the is basically
delay is the by
treated classical
Taylor LWR Model
expansion.
position xi (t) and velocity vi (t)equations
of vehicle i. describe the The with aa diffusion term dependent on
Both
position models
xii (t) and consist velocity of two vii (t) of vehicleto i. with
The
resulting
diffusion
resulting
model
termis
model
basically the
dependent
ismore.
basically on the
the the delay.
classical
delay.LWR
classical
So,
So, there
LWR
Model
there
Model
is
is
Besides
position
Besides the
x
the i microscopic
(t) and
microscopic velocity approach,
v i
approach, (t) of where
vehicle
where every
i.
every vehicle
vehicle is
is no
with
no explicit
a
explicit delay
diffusion
delay any
term
any dependent
more. In
In contrast,
on the
contrast, in
in Ngoduy
delay.
NgoduySo, (2014)
there
(2014) is
Besides
considered the individually,
microscopic approach, the evolution whereof every traffic vehicle
can beis with no
second a diffusion
explicitorder delay term
delayanymodelsdependent
more. on theinvestigated,
In contrast,
have been delay.
in Ngoduy So, there
(2014)
where is
considered
Besides the individually,
microscopic the evolution
approach, where of every
trafficvehicle
can be is no second
explicitorder delaydelayany models
more. have been investigated,
In contrast, inthe
Ngoduy where
(2014)
modeled
considered
modeled on a
individually,
onindividually, macroscopic
a macroscopic the level,
evolution too. That
of is,
traffic instead
can be the
seconddelay appears
order delay as a
models reaction
have term
been in equation
investigated, for
where
considered
of considering
modeled on a the dynamics
macroscopic the level, evolution
of
level, single
too. of That
too. vehicles,
Thattraffic can be the
is, instead
is,averaged
instead second
the
delay
velocity.
delay
appears
order delay as
Stability
appears as
a reaction
models
aresults have
reaction are
term
been
presented
term
in the equation
investigated,
in thebut a rigorous
equation
for
where
for
of considering
modeled onsuch a the the dynamics
macroscopic of
level, single vehicles,
too. vehicles,
Thatvelocity, averaged
is,averaged
instead the velocity.
delay appears Stability results
as aresults
reaction are presented
term but
in thebut a rigorous
equation for
quantities
of considering
quantities such as
as traffic
dynamics
traffic density,of flow
single and are derivation
the velocity. is still missing.
Stability are presented a rigorous
of considering
quantities suchthe traffic density,
as dynamics density,of single flow and
and velocity,
flow vehicles, averaged
velocity, are
are the derivation
velocity.
derivation is still
still missing.
is Stabilitymissing. results are presented but a rigorous
quantities
2405-8963 © such2018, IFAC as traffic (International density, flow and
Federation of Automatic are derivation
velocity,Control) is stillLtd.
Hosting by Elsevier missing.
All rights reserved.
Copyright © 2018 IFAC 49
Peer review
Copyright © under responsibility of International Federation of Automatic
2018 IFAC 49 Control.
Copyright © 2018 IFAC
10.1016/j.ifacol.2018.07.009 49
Copyright © 2018 IFAC 49
2018 IFAC CTS
50 6-8, 2018. Savona, Italy
June Michael Burger et al. / IFAC PapersOnLine 51-9 (2018) 49–54
In this work, we derive a first order macroscopic model
which resembles the LWR model but includes an ex-
plicit delay. We start from the delayed microscopic model
by Newell (1961), derive the corresponding macroscopic
model and discuss numerically the solutions of the delayed
model compared to the classical LWR model.
2. FROM MICROSCOPIC TO MACROSCOPIC
MODELS
2.1 Derivation of macroscopic model
We aim to derive a macroscopic first order model, which
explicitly includes a delay in the velocity function V (·).
In general, the derivation of macroscopic models starting
from a microscopic scale is a well-known procedure, see e.g.
Aw et al. (2002), Colombo and Rossi (2014), Di Francesco
and Rosini (2015), Tordeux et al. (2018). We start with a
delayed microscopic model, namely the model by Newell
(1961)
 ∆x (t − T )  thus, we need ρ0 (x, t) defined on t ∈ [−T, 0] when starting
i
ẋi (t) = W . (1)
∆X
First we scale the model by ∆X, where ∆X > 0 is a space
scaling that can be interpreted as the average length of a
vehicle. To get a well-posed problem, equation (1) needs to
be accompanied with initial data. Due to the delay T , it is
not sufficient to prescribe initial data at t = 0. We need an
initial history function instead. This means, if we intend
to consider the solution on the time interval [0, tend ], the
history function needs to be defined on [−T, 0].
Tordeux et al. (2018) also derived a first order model from
the microscopic model (1), where the delay is reformulated
using a Taylor approximation. This leads to a diffusive
type LWR model of the form
∂t ρ + ∂x (ρV (ρ)) (2)
 2
= −T ∂x ((ρV (ρ)) ∂x ρ).
The function V is given by V (s) := W ( 1s ).
Our approach works differently. We keep the explicit delay
and therefore avoid the diffusion approximation. Using
some rescaling procedure, we derive a LWR type model,
where the delay appears in the velocity function V .
We start with the definition of the traffic density ρ as the
inter-vehicle-spacing
∆X
ρi (t) = . the concept of weak solutions allows for non-differentiable
∆xi (t)
By inserting this definition into (1), we get
 1 
ẋi (t) = W . with left state ρl and right state ρr , we get either a shock
ρi (t − T )
Rewriting in terms of V gives
ẋi (t) = V (ρi (t − T )).
To link the microscopic and macroscopic description, we
consider the following derivative:
1 ∆xi (t) V (ρi+1 (t − T )) − V (ρi (t − T ))
∂t = ∂t = .
ρi (t) ∆X ∆X
In a next step, we apply the same limiting process as
proposed in Aw et al. (2002) or Tordeux et al. (2018).
We zoom out of space and consider an infinite amount
of vehicles, interpreting this as a semi-discretization. We
50
drop the indices to denote the limits of the values. Then,
we end up with
1
∂t − ∂y V (ρ(y, t − T )) = 0 (3)
ρ(y, t)
in terms of Lagrangian coordinates. Equation (3) is a
delayed partial differential equation of hyperbolic type. If
we compare (3) to the classical LWR model (in Lagrangian
coordinates)
1
∂t − ∂y V (ρ(y, t)) = 0,
ρ(y, t)
we see the similarities. In fact, the delayed model (3) is the
same, one would get by intuitively including a delay in the
LWR model. Therefore, we use the terminology delayed
LWR model in the following. Note that in the limit case
of T → 0 the classical LWR model is recovered. As initial
data, we need to prescribe ρ0 (x) = ρ(x, 0) in the clas-
sical LWR model to get a well-posed problem. However,
similar to the microscopic model, the initialization is more
involved if a delay is included. For the delayed LWR model,
at t = 0.
The more common presentation of the LWR model is given
in Eulerian coordinates, i.e., we transform the equation (3)
similar to Aw et al. (2002) in Euler representation (x, t)
∂t ρ(x, t) + ∂x ρ(x, t)V (ρ(x, t − T )) = 0, (4)
which still resembles the LWR model.
Note that for zoomed-out time t − T → t, so therefore this
is only relevant in an unzoomed timescale.
In Firozaly (2017), the derivation of a macroscopic model
is investigated using a homogenization approach. The idea
is to provide an upper bound on the delay T such that the
microscopic delayed model converges to the macroscopic
representation. Note that our model (4) is not derived
with the same limiting process since the time is not scaled.
Therefore, the results developped in Firozaly (2017) do not
hold in our case. However, the argument that for certain
initial positions and large delays T , the microscopic model
gives unphysical results, still holds. We will comment on
this property more detailed in subsection 2.3.
2.2 Analytical solution of the LWR model
The analytical solution to the LWR model on a single
road is well-known, see e.g. Whitham (1999). Applying
solutions even for smooth initial data. Let us assume
concave flux functions f := ρV (ρ). For Riemann problems
solution or a rarefaction wave.
For ρr > ρl , we have the shock solution, which reads

ρl x < st
ρ(x, t) =
ρr x ≥ st
with s being the shock speed defined by the Rankine-
Hugoniot-condition
f (ρl ) − f (ρr )
s= .
ρl − ρ r
For small delays T , the model (4) is able to recover the
shock solution since for T → 0 the delayed model converges
2018 IFAC CTS
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to the LWR model. This is also illustrated in the section
on the numerical results (cf. figure 3). However, the direct
calculation of the shock speed s is not clear in the delayed
case.
The rarefaction wave, for ρl > ρr , is more involved. The
analytical representation is given by
 tion schemes are available. Numerical methods for scalar,
ρl
 x < f  (ρl )t
x one-dimensional hyperbolic partial differential equations
ρ(x, t) = (f  )−1 ( ) f  (ρl )t ≤ x ≤ f  (ρr )t

 t
ρr x > f  (ρr )t,

where f is the derivative of f with respect to ρ. In our
model (4), the flux is not only dependent on ρ(x, t), but
also on ρ(x, t − T ). Therefore, f  is not well-defined for the
delayed model. The numerical investigation also suggests
that the difference between the classical LWR and the
delayed model for the rarefaction wave is significant (cf.
figure 2) in particular for large delays T .
We remark that the analytical solution to the classical
LWR model can not be transferred straightforward to the
delayed model (4).
2.3 Properties of the delayed model
Some of the properties of the microscopic model linked to
the delay are carried over to the delayed LWR model. One
of this properties is the possibility of cars overtaking or
crashing into each other. In the microscopic model this
happens when a car suddenly brakes and the reaction
time is large enough such that the car following is not
reacting in time to slow down, see e.g. Kometani and
Sasaki (1958). In the classical LWR model, such a scenario
can not occur. However, the delayed LWR model shows a
similar effect for large delays. This results in unphysical
density values, i.e., densities larger than ρmax or negative
values. We can also observe this behavior in the model
equations. Therefore, we study the problem in Lagrangian
coordinates. Assume we start with values ρ ∈ (0, 1] which
translates to τ ∈ [1, ∞). If we investigate the case of
τ taking values less than 1, we assume that we have
τ ∈ [1, ∞) as well as a smooth solution. If we can show,
that for τ (y ∗ , t∗ ) = 1 the derivative ∂t τ (y ∗ , t∗ ) can not
be negative, then τ will not take a value below 1. Since
τ ∈ [1, ∞), we have that τ (y ∗ , t∗ ) = 1 is an extreme point
and therefore ∂y τ (y ∗ , t∗ ) = 0. This also leads to
1 1
∂y =− ∂y τ (y ∗ , t∗ ) = 0.
τ (y ∗ , t∗ ) τ (y ∗ , t∗ )2
Let us now plug (5) into the classical LWR model
1 1
∂t τ (y ∗ , t∗ ) = ∂y V ( ∗ ∗
) = ∂y ∗ ∗
V ∗
τ (y , t ) τ (y , t )
= 0.
Therefore, for the classical LWR model, we cannot get
τ < 1. For the delayed model we have a different result
1 where xi (t − T ) and xi+1 (t − T ) are given by either the
∂t τ (y ∗ , t∗ ) = ∂y V ( )
τ (y , t∗ − T )
∗
1 
= ∂y ∗ ∗
V ∗
τ (y , t − T ) τ (y , t − T )
In general, we cannot give an estimate on this equation,
since ∂y τ (y∗ ,t1∗ −T ) could be of any sign. This means, even
for smooth solutions, we can get unphysical values, directly
caused by the delay.
Note that, due to the choice of our numerical examples,
we do not encounter these phenomena in this work.
3. SIMULATION SCHEMES
For the classical LWR model, many numerical discretiza-
are well-established and analyzed, see e.g. LeVeque (1992).
In principle, we can adapt these methods to the delayed
model (3). The equidistant discretization of the grid is de-
noted by ∆x in space and ∆t in time. Discretized variables
are then expressed by uni , where i is the space and n the
time index. Note here, that the usual restrictions for the
discretization hold, like the CFL condition. Also, we have
∆t ≤ T to be able to treat the delay.
For discretization purposes, a general approach is to con-
sider the conservative form ∂t u − ∂x f (u) = 0 with flux
function f (u). However, as we have seen, the flux function
in our case is also dependent on a state in the past,
i.e., f (u(t − T ), u(t)). We apply the Upwind method for
the delayed LWR model in Lagrangian coordinates. The
discretization of (3) is then
1 1
=
ρ(xi , t + ∆t) ρ(xi , t)
∆t
+ (V (ρ(xi+1 , t − T )) − V (ρ(xi , t − T ))).
∆x
Considering the delayed LWR model in Eulerian coordi-
nates (4), we use the Lax-Friedrichs method
1
un+1
i = (uni+1 + uni−1 )
2
∆t
+ (f (un−d n n−d n
i+1 , ui+1 ) − f (ui−1 , ui−1 ))
2∆x
and exploit f (u(x, t−T ), u(x, t)) = −u(x, t)V (u(x, t−T )).
We remark that we might also use other methods for
hyperbolic partial differential equations by considering a
delayed flux function within the scheme. Our numerical
results show that the discretization schemes for the delayed
LWR model work well in practice.
The microscopic model (1) is a prominent example of
a delayed differential equation (DDE). For this type of
equation, numerical schemes are well-known. The most
common approach is the so-called method of steps which
(5) reduces the initial history problem of the DDE to a series
of initial value problems of ordinary differential equations
  (ODEs), see e.g. Bellen and Zennaro (2003). We use the
1
∗
fact that the delayed states are given by the history
τ (y , t ) function for a small time interval, where discretization
methods known for ODEs can be applied. The explicit
Euler discretization for (1) yields
xi (t + ∆t) = xi (t) + ∆tV (xi+1 (t − T ) − xi (t − T )),
initial history or the previously computed solution.
1 
∗
. For all discretization schemes under consideration, we
need to prescribe an initial history. The simplest way
is to prescribe constant values for the history function.
An alternative is to start with an undelayed model until
enough time is simulated to use the computed states as
the delayed states. The history can then be plugged in for
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the delayed states. Note that due to the fact that almost initial data. We can see the results of the simulation after
every history leads to a discontinuity in the derivative, we 20s in figure 2.
observe a so-called propagation of discontinuity, where the
discontinuity is propagated to the second derivative, then 0.75

to the third and so on. 0.7 LWR

delayed LWR T=1
0.65
delayed LWR T=2
0.6 delayed LWR T=4
0.55

Density
0.5

0.45

0.4

0.35

0.3

0.25
0 100 200 300 400 500 600 700 800 900 1000
Space

Fig. 2. Comparison LWR Model and delayed LWR Model

We observe that the models show a slightly different

Fig. 1. Influence of history function
We also remark that for the Upwind method and the
method of steps combined with the explicit Euler, we
obtain a lower bound on ∆x to prevent oscillations and
instabilities. The lower bound depends on the difference
in the density or on the inter-vehicle spacing. However,
there exists no bound for the Lax-Friedrichs method but
the CFL condition must still be fulfilled. Since the CFL
condition might be dependent on the derivative f  , we run
in the same issue that this function cannot be computed
for the delayed model. However, the interpretation of the
CFL condition is that the solution is not allowed to leave
the domain of dependence in one timestep. This can be
used to get a bound on ∆t. We also know that in the
classical LWR model, the speed of the numerical solution
is bounded by the maximal speed of cars. This finally leads
to the timestep restriction
 ∆x  in figure 3, the delayed LWR model also produces a shock.
∆t ≤ min T, . In fact, the solutions of the delayed LWR model and the
vmax
Next, we focus on the spacegrid and conclude that ∆x
cannot be chosen arbitrarily. Since the spacegrid in the
delayed PDE resembles the introduction of virtual cars,
we get a restriction on ∆x. This is due to T as we know
from the microscopic model, i.e., that the cars cannot be
too close to each other.
4. NUMERICAL RESULTS
In this section, we want to investigate the delayed models
numerically. First, we compare the delayed LWR to the
classical LWR model (both in Eulerian coordinates) for
different delays T . Therefore, we use the (adapted) Lax-
Friedrichs method with ∆x = 0.1 and ∆t = 0.01. As initial
conditions, we use the following scenario: We look at a road
section with a density profile that drops in the middle of
the street. In the beginning, we have a density of ρ = 0.7
and then a drop to ρ = 0.3. The closure of (4) is done by
ρ
the Greenshield function, i.e., V (ρ) = vmax (1− ρmax ). The
time delays are T = 1, 2, 4s. For the delayed model, we also
need to prescribe an initial history, not only initial data.
We choose an initial history which is simply the constant
behavior at the drop. While the classical LWR model
shows a smooth rarefaction wave, the drop in the delayed
LWR model is split into two parts with different slope. In
fact, the solution of the delayed model cuts the classical
model two times, which means that the density stays high
for a longer time, then drops with a steeper slope than
in the classical model and then changes the descent to be
less than in the classical model and cut again. The higher
the delay T is, the more the results differ, as illustrated in
table 1 which shows the 2-norm and the infinity norm of
the difference of the delayed model to the LWR model.
Norm T =1 T =2 T =4
|| · ||2 0.1489 0.3123 0.5803
|| · ||∞ 0.0140 0.0310 0.0579
Table 1. Model difference for different delays
If we investigate the opposite situation, a rise of density
from 0.3 to 0.7, we expect a shock solution. As we observe
classical one are almost the same. The presented results are
after 10s for time delays T = 1, 2, 4. The initial history is
the same as before. Only for T = 4, we see a small impact
of the delay. In table 2 we see that the difference between
LWR model and delayed model is much smaller than in the
example before, but, again, higher delays lead to a higher
difference.
Norm T =1 T =2 T =4
|| · ||2 0.0121 0.0266 0.0959
|| · ||∞ 0.0022 0.0050 0.0190
Table 2. Model difference for different delays
Second, we compare the microscopic delayed model (1)
to the corresponding delayed macroscopic model (3), with
a delay of T = 1s. The latter is computed with the
Upwind method and ∆x = 1, ∆t = 0.01. In figure 4, we
see the evolution of the Newell model for different ∆x
in comparison with the delayed LWR model. For both
model approaches we observe a change in the slope when
the density drops. Table 3 shows the deviation between
microscopic and macroscopic model.

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0.7 delayed LWR

LWR 0.7
LWR
0.65 delayed LWR T=1 0.65 Convection−Diffusion model
delayed LWR T=2
0.6
delayed LWR T=4 0.6

0.55 0.55
Density

Density
0.5
0.5
0.45
0.45
0.4
0.4
0.35
0.35
0.3
0.3
0 100 200 300 400 500 600 700 800 900 20 40 60 80 100 120
Space Space

Fig. 3. Comparison LWR Model and delayed model Fig. 5. Comparison diffusion-convection model, delayed
model and LWR
0.75
delayed LWR CONCLUSION
0.7 Newell ∆ X=5
∆ X=2.5
0.65

0.6
∆ X=1
We have derived a first order delayed macroscopic traffic
0.55
model which resembles the classical LWR model. However,
Density

0.5 in contrary to the classical LWR model, the dynamics are

0.45
0.4
0.35
0.3
0.25
0 20 40
Fig. 4. Newell Model and delayed LWR model
Norm ∆X = 5
|| · ||2 0.9942
|| · ||∞ 0.2072
Table 3. Error between Newell and delayed
LWR
From theory, we know that in the classical LWR Model,
a rarefaction wave is the solution for this kind of sce-
nario, i.e., the original discontinuity is connected via an
intermediate segment. This is apparently the case and for
small ∆x, the delayed microscopic model coincides with
the delayed LWR model.
If we compare the computation times of the microscopic
and the macroscopic model, we observe that the compu-
tation time for the microscopic model grows for finer dis-
cretizations as expected. For the macroscopic model how-
ever, we do not need a finer discretization if the scale of the
problem rises. Hence, for large instances, the computation
time of the macroscopic model can be kept steady while
the computation time of the microscopic model necessarily
rises.
As we mentioned above, in Tordeux et al. (2018), a
diffusion-convection first-order model is derived, see equa-
tion (2). Here, we aim to compare the latter model with
the delayed model (4). In figure 5, we see the results of
both modeling approaches compared to the classical LWR
model for ∆x = 1, ∆t = 0.01 and delay T = 2s. The
simulated time is 10s. Apparently, the difference between
the classical LWR and the diffusion-convection model is
quite small whereas the delayed model deviates substan-
tially from the other ones. This points out that the explicit
dependence on the delay introduces new dynamical effects
that are not covered by the additional diffusive term in the
diffusion-convection model.
additionally influenced by a delay term. We motivate the
delayed LWR model by a derivation from the microscopic
delayed model by Newell. For microscopic models, the
inclusion of an explicit delay is a common modeling
60
Space
80 100 120
approach, while delays in macroscopic models are less
investigated. Our work presents a possibility how explicit
time delays can enter macroscopic traffic flow models and
also provides first numerical studies. Future work will
∆X = 2.5 ∆X = 1 include the investigation of second order delayed traffic
0.6382 0.3294 flow models.
0.1853 0.1262
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