Modelling of Traffic Flow

and
Related Transport Problems

Andreas Schadschneider
Institute for Theoretical Physics
University of Cologne
Germany

www.thp.uni-koeln.de/~as www.thp.uni-koeln.de/ant-traffic
 Overview

General topic: Application of nonequilibrium physics to

various transport processes/phenomena

• Highway traffic
• Traffic on ant trails
Topics:
• Pedestrian dynamics
• Intracellular transport

•basic phenomena

Aspects: •modelling approaches

•theoretical analysis
•physics
 Introduction

Traffic = macroscopic system of interacting particles

Nonequilibrium physics:
Driven systems far from equilibrium

Various approaches:
• hydrodynamic
• gas-kinetic
• car-following
• cellular automata
 Cellular Automata

Cellular automata (CA) are discrete in

• space
• time
• state variable (e.g. occupancy, velocity)

Advantage: very efficient implementation for large-scale

computer simulations

often: stochastic dynamics

Asymmetric
Simple
Exclusion
Process
 Asymmetric Simple Exclusion Process

Caricature of traffic:

Asymmetric Simple Exclusion

Process (ASEP): q
q
1. directed motion
2. exclusion (1 particle per site)
3. stochastic dynamics

“Mother of all traffic models”

For applications: different modifications necessary
 Update scheme

In which order are the sites or particles updated ?

• random-sequential: site or particles are picked randomly

at each step (= standard update for ASEP; continuous
time dynamics)
• parallel (synchronous): all particles or sites are updated
at the same time
• ordered-sequential: update in a fixed order (e.g. from left
to right)
• shuffled: at each timestep all particles are updated in
random order
 ASEP

ASEP = “Ising” model of nonequilibrium physics

• simple
• exactly solvable
• many applications

Applications:
• Protein synthesis
• Surface growth
• Traffic
• Boundary induced phase transitions
Periodic boundary conditions

fundamental diagram

no or short-range correlations
 Influence of Boundary Conditions

open boundaries: density not conserved!

exactly solvable for all parameter values!

Derrida, Evans, Hakim, Pasquier 1993

Schütz, Domany 1993
 Phase Diagram
Maximal current
Low-density phase phase

J=J(p,) J=J(p)

2.order
1.order transitions
transition

High-density phase
J=J(p,)
Highway
Traffic
 Spontaneous Jam Formation
space

time

jam velocity:
-15 km/h
(universal!)

Phantom jams, start-stop-waves

interesting collective phenomena
Experiment
 Fundamental Diagram

Relation: current (flow) $ density

free flow

congested flow (jams)

more detailed
features?
 Cellular Automata Models

Discrete in
• Space
• Time
• State variables (velocity)

velocity (v  0,1,..., vmax )

dynamics: Nagel – Schreckenberg (1992)

 Update Rules

Rules (Nagel, Schreckenberg 1992)

1) Acceleration: vj ! min (vj + 1, vmax)

(dj = # empty cells

2) Braking: vj ! min ( vj , dj) in front of car j)

3) Randomization: vj ! vj – 1 (with probability p)

4) Motion: x j ! x j + vj
 Example

Configuration at time t:

Acceleration (vmax = 2):

Braking:

Randomization (p = 1/3):

Motion (state at time t+1):

 Interpretation of the Rules

1) Acceleration: Drivers want to move as fast as possible

(or allowed)

2) Braking: no accidents

3) Randomization:
a) overreactions at braking
b) delayed acceleration
c) psychological effects (fluctuations in driving)
d) road conditions

4) Driving: Motion of cars

 Realistic Parameter Values

Standard choice: vmax=5, p=0.5

Free velocity: 120 km/h  4.5 cells/timestep

Space discretization: 1 cell  7.5 m

1 timestep  1 sec

Reasonable: order of reaction time (smallest relevant

timescale)
 Discrete vs. Continuum Models

Simulation of continuum models:

Discretisation (x, t) of space and time necessary

Accurate results: x, t ! 0

Cellular automata: discreteness already taken into account

in definition of model
 Simulation of NaSch Model

Simulation

• Reproduces structure of traffic on highways

- Fundamental diagram
- Spontaneous jam formation

• Minimal model: all 4 rules are needed

• Order of rules important

• Simple as traffic model, but rather complex as stochastic

model
 Analytical Methods

Mean-field: P(1,…,L)¼ P(1) P(L) 1 2 3 4

Cluster approximation:
P(1,…,L)¼ P(1,2) P(2,3) P(L) 1 2 3 4

Car-oriented mean-field (COMF):

P(d1,…,dL)¼ P(d1) P(dL) with dj = headway of car j (gap to car ahead)

d1=1 d2=0 d3=2

1 2 3 4
 Fundamental Diagram (vmax=1)

vmax=1: NaSch = ASEP with parallel dynamics

Particle-hole symmetry

Mean-field theory underestimates flow: particle-hole attraction

 Paradisical States
(AS/Schreckenberg 1998)

ASEP with random-sequential update: no correlations (mean-field exact!)

ASEP with parallel update: correlations, mean-field not exact, but 2-cluster
approximation and COMF

Origin of correlations?

(can not be reached by

Garden of Eden state (GoE) dynamics!)

in reduced configuration space without GoE states: Mean-field

exact!
=> correlations in parallel update due to GoE states
not true for vmax>1 !!!
Fundamental Diagram (vmax>1)

No particle-hole symmetry
 Phase Transition?

Are free-flow and jammed branch in the NaSch model

separated by a phase transition?

No! Only crossover!!

Exception: deterministic limit (p=0)

1
2nd order transition at  c 
vmax  1
 Modelling of Traffic Flow
and
Related Transport Problems
Lecture II

Andreas Schadschneider
Institute for Theoretical Physics
University of Cologne
Germany

www.thp.uni-koeln.de/~as www.thp.uni-koeln.de/ant-traffic
 Nagel-Schreckenberg Model

velocity (v  0,1,..., vmax )

1. Acceleration
2. Braking
3. Randomization
4. Motion

vmax=1: NaSch = ASEP with parallel dynamics

vmax>1: realistic behaviour (spontaneous jams,

fundamental diagram)
 Fundamental Diagram II

more detailed features?

high-flow states

free flow

congested flow (jams)

 Metastable States

Empirical results: Existence of

• metastable high-flow states

• hysteresis
 VDR Model

Modified NaSch model:

VDR model (velocity-dependent randomization)

Step 0: determine randomization p=p(v(t))

p0 if v = 0
p(v) = with p0 > p
p if v > 0

Simulation
Slow-to-start rule
 Jam Structure

NaSch model VDR model

VDR-model: phase separation

Jam stabilized by Jout < Jmax
 Fundamental Diagram III

Even more detailed features?

non-unique flow-
density relation
 Synchronized Flow

New phase of traffic flow (Kerner – Rehborn 1996)

States of
• high density and relatively large flow
• velocity smaller than in free flow
• small variance of velocity (bunching)
• similar velocities on different lanes (synchronization)
• time series of flow looks „irregular“
• no functional relation between flow and density
• typically observed close to ramps
 3-Phase Theory

free flow
3 phases (wide) jams
synchronized traffic
 Cross-Correlations

Cross-correlation function:
cc J() / h (t) J(t+) i - h (t) i h J(t+)i

free flow, jam:

free flow
cc , J ( )  1

jam synchronized traffic:

synchro cc , J ( )  0

Objective criterion for

classification of traffic
phases
 Time Headway

free flow synchronized traffic

many short headways!!! density-dependent

 Brake-light model

Nagel-Schreckenberg model
1. acceleration (up to maximal velocity)
2. braking (avoidance of accidents)
3. randomization (“dawdle”)
4. motion

plus: Brake-light model

slow-to-start rule
velocity anticipation (Knospe-Santen-Schadschneider
-Schreckenberg 2000)
brake lights
interaction horizon
smaller cells
…

good agreement with single-vehicle data

 Fundamental Diagram IV

a) Empirical results

b) Monte Carlo
simulations
Test: „Tunneling of Jams“
 Highway Networks

Autobahn network
of North-Rhine-Westfalia

(18 million inhabitants)

length: 2500 km
67 intersections (“nodes”)
830 on-/off-ramps
(“sources/sinks”)
 Data Collection

online-data from
3500 inductive loops

only main highways are

densely equipped with
detectors

almost no data directly

from on-/off-ramps
 Online Simulation

State of full network through simulation based on available data

“interpolation” based on online data: online simulation

classification into 4 states (available at www.autobahn.nrw.de)

 Traffic Forecasting

forecast
state for 14:56
actualatstate
13:51 at 14:54
 2-Lane Traffic

Rules for lane changes (symmetrical or asymmetrical)

• Incentive Criterion: Situation on other lane is better
• Safety Criterion: Avoid accidents due to lane changes
 Defects

Locally increased randomization: pdef > p

shock

Ramps have similar effect! Defect position

 City Traffic

BML model: only crossings

Even timesteps: " move

Odd timesteps: ! move

Motion deterministic !

2 phases:
Low densities: hvi > 0
High densities: hvi = 0
Phase transition due to gridlocks
 More realistic model

Combination of BML and NaSch

models

Influence of signal periods,

Signal strategy (red wave etc), …

Chowdhury, Schadschneider 1999

 Summary

Cellular automata are able to reproduce many aspects of

highway traffic (despite their simplicity):

• Spontaneous jam formation

• Metastability, hysteresis
• Existence of 3 phases (novel correlations)

Simulations of networks faster than real-time possible

• Online simulation
• Forecasting
Finally!

Sometimes „spontaneous
jam formation“ has a rather
simple explanation!

Bernd Pfarr, Die ZEIT

Intracellular
Transport
 Transport in Cells

(short-range
transport) (long-range
transport)

• microtubule = highway
• molecular motor
(proteins) = trucks
• ATP = fuel
 Molecular Motors

DNA, RNA polymerases: move along DNA; duplicate and

transcribe DNA into RNA

Membrane pumps: transport ions and small molecules

across membranes

Myosin: work collectively in muscles

Kinesin, Dynein: processive enzyms, walk along filaments

(directed); important for intracellular transport, cell
division, cell locomotion
 Microtubule

- +
24 nm

8 nm

~ 10 m
 Mechanism of Motion

inchworm: leading and trailing head fixed

hand-over-hand: leading and trailing head change Movie
 Kinesin and Dynein: Cytoskeletal motors

Fuel: ATP

ATP ADP + P Kinesin

Dynein

• Several motors running on same track simultaneously

• Size of the cargo >> Size of the motor
• Collective spatio-temporal organization ?
 ASEP-like Model of Molecular Motor-Traffic

ASEP + Langmuir-like adsorption-desorption

(Lipowsky, Klumpp, Nieuwenhuizen, 2001
Parmeggiani, Franosch, Frey, 2003
Evans, Juhasz, Santen, 2003)

D A
q
 

Competition bulk – boundary dynamics

 Phase diagram

　 d / a  1 / 3  

L S H
L
S
　
H
cf. ASEP

0 xw 1

　 ０ 
Position of Shock is x=1 when SH
　　　 x=0 when LS
 Single-headed kinesin KIF1A

KIF1A is a single-headed processive motor.

General belief: Coordination of two heads is

required for processivity (i.e., long-distance travel
along the track) of conventional TWO-headed
kinesin.

Then, why is single-headed KIF1A processive?

Movie
 2-State Model for KIF1A

state 1: “strongly bound”

Hydrolysis cycle of KIF1A
state 2: “weakly bound”
ATP
Bound on MT
K KT

ADP 1 hydrolysis

Brownian 2
& Ratchet KD KDP
motion on MT P d
 New model for KIF1A

 Brownian, ratchet 
ー 0 1 1 0 0 2 0 1 2 1 2 1 ＋

 1, 2 Attachment Detachment 1, 2

t 1 2 2 0 1

h s f b a d
t +1 2 1 1 2 2 2 1 0

Hydrolysis Release ADP 　 Brownian Att. Det.

（ Ratchet ）
 Phase diagram
h [ms -1 ] x
(ATP [mMol])
t
0.2 (0.9)

0.1 (0.15)

0.01 (0.0094)

Blue: state_1 a [ms -1 ]

Red: state_2 0.00001 (1) 0.00005 (5) 0.001 (100) (KIF1 A [nMol])
 Spatial organization of KIF1A motors: experiment

MT (Green)
10 pM

KIF1A (Red)
100 pM

1000pM

2 m 2 mM of ATP

position of domain wall can be measured as a function of

controllable parameters.

Nishinari, Okada, Schadschneider, Chowdhury, Phys. Rev. Lett. (2005)

 Modelling of Traffic Flow
and
Related Transport Problems
Lecture III

Andreas Schadschneider
Institute for Theoretical Physics
University of Cologne
Germany

www.thp.uni-koeln.de/~as www.thp.uni-koeln.de/ant-traffic
Dynamics on
Ant Trails
 Ant trails

ants build “road” networks: trail system

 Chemotaxis

Ants can communicate on a chemical basis:

chemotaxis

Ants create a chemical trace of pheromones

trace can be “smelled” by other

ants follow trace to food source etc.
 Chemotaxis

chemical trace: pheromones

 Ant trail model

Basic ant trail model: ASEP + pheromone dynamics

• hopping probability depends on density of pheromones

• distinguish only presence/absence of pheromones
• ants create pheromones
• ‘free’ pheromones evaporate
 Ant trail model
(Chowdhury, Guttal, Nishinari, A.S. 2002)

1. motion of ants
Dynamics:
2. pheromone update (creation + evaporation)
q q Q
q q Q

f f f
parameters: q < Q, f
(O’Loan, Evans
equivalent to bus-route model Cates 1998)
 Limiting cases

f=0: pheromones never evaporate

=> hopping rate always Q in stationary state

f=1: pheromone evaporates immediately

=> hopping rate always q in stationary state

for f=0 and f=1: ant trail model = ASEP (with Q, q, resp.)
Fundamental diagram of ant trails

velocity vs. density

non-monotonicity
at small
evaporation rates!!

Experiments:
Burd et al. (2002, 2005)

different from highway traffic: no egoism

 Experimental result

Problem: mixture of unidirectional and counterflow

(Burd et al., 2002)

 Spatio-temporal organization

formation of “loose clusters”

early times steady state

coarsening dynamics:
cluster velocity ~ gap to preceding cluster
Traffic on Ant Trails

Formation of clusters
 Analytical Description

Mapping on Zero-Range Process

ant trail model: u ( x)  Q(1  f ) x / v  q{1  (1  f ) x / v }

(v = average velocity)

Qq
phase transition for f ! 0 at c 
Q  q2
Counterflow

hindrance effect through interactions

(e.g. for communication)

plateau
Pedestrian
Dynamics
 Collective Effects

• jamming/clogging at exits
• lane formation
• flow oscillations at bottlenecks
• structures in intersecting flows
Lane Formation
Lane Formation
Oscillations of Flow Direction
 Pedestrian Dynamics

More complex than highway traffic

• motion is 2-dimensional
• counterflow
• interaction “longer-ranged” (not only nearest neighbours)
 Pedestrian model

idea: Virtual chemotaxis

chemical trace: long-ranged interactions are translated
into local interactions with ‘‘memory“

Modifications of ant trail model necessary since

motion 2-dimensional:
• diffusion of pheromones
• strength of trace
 Long-ranged Interactions

Problems for complex

geometries:

Walls ’’screen“ interactions

Models with local interactions ???

 Floor field cellular automaton

Floor field CA: stochastic model, defined by transition

probabilities, only local interactions

reproduces known collective effects (e.g. lane formation)

Interaction: virtual chemotaxis (not measurable!)

dynamic + static floor fields

interaction with pedestrians and infrastructure

 Static Floor Field

• Not influenced by pedestrians

• no dynamics (constant in time)
• modelling of influence of infrastructure

Example: Ballroom with one exit

 Transition Probabilities

Stochastic motion, defined by

transition probabilities

3 contributions:
• Desired direction of motion
• Reaction to motion of other pedestrians
• Reaction to geometry (walls, exits etc.)

Unified description of these 3 components

 Transition Probabilities

Total transition probability pij in direction (i,j):

pij = N¢ Mij exp(kDDij) exp(kSSij)(1-nij)

Mij = matrix of preferences (preferred direction)

Dij = dynamic floor field (interaction between pedestrians)

Sij = static floor field (interaction with geometry)

kD, kS = coupling strength

N = normalization ( pij = 1)
Lane Formation

velocity profile
 Friction

Conflict: 2 or more pedestrians choose the same target cell

Friction: not all conflicts are resolved! (Kirchner, Nishinari, Schadschneider 2003)

friction constant  = probability that no one moves

 Herding Behaviour vs. Individualism

Large kD: strong herding

Minimal evacuation times for

optimal combination of
herding and individual
behaviour

Evacuation time as function of coupling strength to

dynamical floor field
(Kirchner, Schadschneider 2002)
 Evacuation Scenario With Friction Effects

(Kirchner, Nishinari, A.S. 2003)

evacuation
time

effective velocity

Faster-is-slower effect
 Competitive vs. Cooperative Behaviour

Experiment: egress from aircraft (Muir et al. 1996)

Evacuation times as function of 2 parameters:

• motivation level

- competitive (Tcomp)

- cooperative (Tcoop )

• exit width w
Empirical Egress Times

Tcomp > Tcoop for w < wc

Tcomp < Tcoop for w > wc

Model Approach

Competitive behaviour:
large kS + large friction 

Cooperative behaviour:
small kS + no friction =0

(Kirchner, Klüpfel, Nishinari, A. S.,

Schreckenberg 2003)
 Summary

Various very different transport and traffic problems can be

described by similar models

Variants of the Asymmetric Simple Exclusion Process

• Highway traffic: larger velocities

• Ant trails: state-dependent hopping rates
• Pedestrian dynamics: 2-dimensional motion
• Intracellular transport: adsorption + desorption
 Applications

Highway traffic:
• Traffic forecasting
• Traffic planning and optimization

Ant trails:
• Optimization of traffic
• Pedestrian dynamics (virtual chemotaxis)

Pedestrian dynamics:
• safety analysis (planes, ships, football stadiums,…)

Intracellular transport:
• relation with diseases (ALS, Alzheimer,…)
 Collaborators

Thanx to:

Cologne: Duisburg: Rest of the world:

Ludger Santen Michael Schreckenberg Debashish Chowdhury (Kanpur)
Ansgar Kirchner Robert Barlovic Ambarish Kunwar (Kanpur)
Alireza Namazi Wolfgang Knospe Vishwesha Guttal (Kanpur)
Kai Klauck Katsuhiro Nishinari (Tokyo)
Hubert Klüpfel
Frank Zielen
Torsten Huisinga Yasushi Okada (Tokyo)
Carsten Burstedde
Andreas Pottmeier Gunter Schütz (Jülich)
Alexander John
Philip Greulich Lutz Neubert Vladislav Popkov (now Cologne)
Bernd Eisenblätter Kai Nagel (Berlin)
Marko Woelki Janos Kertesz (Budapest)