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
∂u ∂u
a ( x, t ) + b ( x, t ) + c ( x, t ) u = 0 − − − −(2.1)
∂x ∂t
in two variables along with the initial condition u ( x,0 ) = u 0 ( x ) .
The goal of the method of characteristics, when applied to the equation (2.1) is to

change co-ordinates from ( x, t ) to a new co-ordinate system ( x 0 , s ) in which the PDE

becomes an ordinary differential equation (ODE) along certain curves in the x − t

plane. Such curves, {[ x( s ) , t ( s ) ] : 0 < s < ∞} 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 x 0 will be constant along the characteristics.

The variable x 0 will change along the initial curve in the x − t plane. Notice that if we
choose
dx
= a ( x, t ) − − − −(2.2)
ds
dt
and = b( x, t ) − − − −( 2.3)
ds
then we have
du ∂u dx ∂u dt ∂u ∂u
= + = a ( x, t ) + b( x, t )
ds ∂x ds ∂t ds ∂x ∂t

Analytical method for the traffic flow model

16
and along the characteristics, the PDE becomes an ODE
du
+ c( x, t )u = 0 − − − −(2.4)
ds
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 x( 0 ) = x 0 . We now have the transformation

from ( x, t ) to ( x 0 , s ) and x = x( x 0 , s ) , t = t ( x 0 , s ) .

• Step- 2: We solve the ODE (2.4) with initial condition u ( 0 ) = u ( x 0 ) , where x 0

are the initial points on the characteristic curves along the t = 0 axis in the
x − t plane.
• Step- 3: We now have a solution u ( x 0 , s ) . We solve for x 0 and s in terms of

x and t by using step-1 and substitute these values in u ( x 0 , s ) to get the

solution to the original PDE (2.1) as u ( x, t ) .

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 t 0

, we can predict the traffic density for all future time t ≥ t 0 , in principle.
Then we are required to solve an initial value problem (IVP) of the form

∂ρ ∂   ρ2 
+ ρ.Vmax 1 − 2  = 0
∂t ∂x  ρ max  -------(2.5)
 
ρ ( t 0 , x) = ρ 0 ( x)
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
∂ρ ∂q ( ρ )
+ =0
∂t ∂x
 ρ2 
where q ( ρ ) = ρ.Vmax 1 − 2 
 ρmax 

Analytical method for the traffic flow model

17
 ∂ρ dq ∂ρ
⇒ + =0
∂t dρ ∂x
∂ρ  3ρ 2  ∂ρ
⇒ + V max 
1 − 
 ∂x = 0
∂t  ρ max
2


dρ ∂ρ ∂ρ dx
Now = + =0 − − − −(2.6)
dt ∂t ∂x dt

dx  3ρ 2 
Where = Vmax 1 − 2 
 − − − −(2.7)
dt  ρ max 

 3ρ 2 
Equations (2.6) and (2.7) give x( t ) = V max 1 − t + x 0
 − − − −(2.8)
 ρ max
2

, 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
dρ
=0
dt
∴ρ( x, t ) = c − − − −(2.9)

(
Since the characteristics through ( x, t ) also passes through x 0 ,0 and ρ( x, t ) = c is)
constant on this curve, so we use the initial condition to write
c = ρ ( x , t ) = ρ ( x 0 ,0 ) = ρ 0 ( x 0 ) − − − −(2.10)

Equation (2.9) and (2.10) yield

ρ ( x, t ) = ρ 0 ( x 0 ) − − − −(2.11)
Using equation (2.8), (2.11) takes the form

  3ρ 2  
ρ ( x, t ) = ρ 0  x − Vmax 1 − 2 t  − − − −(2.12)
 
  ρ max  
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

∂ρ ′ V ∂ρ 
= ρ 0 1 + 6tρ max 
∂x  ρ max
2
∂x 
′
∂ρ ρ0
⇒ = − − − − (2.13)
∂x ′ 6tρVmax
1− ρ0
ρ max
2

∂ρ ′   3ρ 2  6tρVmax ∂ρ 
and = ρ 0 − Vmax 1 − 2 +
 
∂t   ρ max  ρ max
2
∂t 

′  3ρ 2 
− ρ 0 V max 1 − 2 
∂ρ  ρ max 
⇒ = − − − −(2.14)
∂t ′ 6tρV max
1 − ρ0
ρ max
2

  3ρ 2  
The equations (2.13) and (2.14) imply that ρ ( x, t ) = ρ 0 x − V max  1 − 2 t 
 satisfies
 
  ρ max  
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.
6 ρV max ∂ρ ∂ρ
 Suppose that > 0 for all ρ . in this case, and are bounded
ρ 2
max
∂t ∂x

for all t if and only if ρ0 ′ ≥ 0 for all x.

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

bounded for all t if and only if ρ0 ′ ≤ 0 for all x.

6 ρV max ∂ρ ′
 Next, we suppose that = 0 for all ρ . in this case, = −ρ0 V max
ρ 2
max
∂t

∂ρ ′
and = ρ0 are bounded for all t.
∂x

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

u1 ( x, x 0 ),..., u k ( x, x 0 ) , of the form

∂ mui  ∂ m1 + ...+ mn u 
= F  x
i 0 , x , u , , − − − − (2.15)
∂x 0m m
∂x 0 0 ...∂x n n
m 
 
where i = 1,..., k , x = ( x1 ,...., x n ) , u = ( u1 ,..., u k ) ,

Analytical method for the traffic flow model

20
 n

∑m
j =0
j ≤ m, m 0 < m, m ≥ 1,

The Cauchy-Kovalevskaya theorem states the following: The Cauchy problem posed
by the initial data
∂ j ui
= φ ij ( x ) , i = 1,..., k , j = 0,..., m − 1 − − − −(2.16)
∂x 0j σ

where σ = { ( x, x 0 ) : x 0 = 0, ∀x ∈ Ω 0 } is the initial surface of the data φij , has a unique

analytic solution u ( x, x 0 ) in some domain Ω in ( x 0 , x ) -space containing Ω 0 × { x 0 } ,

if Fi and φij 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

∂ρ  3ρ 2  ∂ρ
+ Vmax 1 − 2 
 ∂x = 0
∂t  ρ max  ---------(2.17)
ρ ( t 0 , x) = ρ 0 ( x)

 3ρ 2 
V 
In that case, max 1 −  is analytic. So the Cauchy-Kovaleveskaya theorem can
ρ max
2 
 
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

 3ρ 2 
q′( ρ ) = Vmax 1 − 2 
 ρmax 
while the shock speed for a jump from ρl to ρr is

Analytical method for the traffic flow model

21
 q( ρ l ) − q ( ρ r )
S=
ρl − ρr
 
1
(
= V max 1 − 2 ρ l2 + ρ r2 + ρ l ρ r  ) − − − −(2.18)
 ρ max 
We consider the initial data

 ρ l ;x< 0
ρ ( x ,0 ) = 
 ρ r ;x > 0
where 0 < ρ l < ρ r < ρ max .
Then the solution is a shock wave traveling with speed S given by (2.18). Note that
although V ( ρ) ≥ 0 , the shock speeds can be either positive or negative depending on
ρl and ρr .
We consider the case ρr = ρmax and ρl < ρmax . Then S < 0 and the shock

propagates to the left. This models the situation in which cars moving at speed Vl > 0
unexpectedly encounter a bumper to bumper traffic jam and slam on their brakes,

instantaneously reducing their velocity to 0 while the density jumps from ρl to ρmax .
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↑

ρl 0 ρr x
1
Fig 2.2: Traffic jams Shock wave, with data ρl = ρ max ; ρ r = ρ max
2

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