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Dipartimento di Idraulica Trasporti e Strade, Università degli Studi di Roma “La Sapienza”
ABSTRACT
In this paper, we propose a new model for the within-day Dynamic Traffic Assignment (DTA) on road
networks in which we explicitly address the simulation of queue spillovers where a user equilibrium is
expressed as a fixed-point problem in terms of arc flow temporal profiles, i.e., in the infinite dimension space
of time’s functions. The model integrates spillback congestion into an existing formulation of the DTA based
on continuous-time variables and implicit path enumeration, which is capable of explicitly representing the
formation and dispersion of vehicle queues on road links, but allows them to exceed the arc length. The
propagation of congestion among adjacent arcs will be achieved through the introduction of time-varying
exit and entry capacities that limit the inflow on downstream arcs in such a way that their storage capacities
are never exceeded. Determining the temporal profile of these capacity constraints requires solving a system
of spatially non-separable macroscopic flow models on the supply side of the DTA based on the theory of
kinematic waves, which describe the dynamic of the spillback phenomenon and yield consistent network
performances for given arc flows. We also devise a numerical solution algorithm of the proposed
continuous-time formulation allowing for “long time intervals” of several minutes, and give an empirical
evidence of its convergence. Finally, we carry out a thorough experimentation in order to estimate the
relevance of spillback modeling in the context of the DTA, compare the proposed model in terms of
effectiveness with the Cell Transmission Model, and assess the efficiency of the proposed algorithm and its
Keywords: queue spillovers, theory of kinematic waves, network loading through implicit path enumeration,
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1 INTRODUCTION
During the last decade, the within-day Dynamic Traffic Assignment (DTA) has been one of the most
active fields in transport modeling (for an extensive bibliography on this topic, see Carey and Ge, 2003).
Indeed, the classical framework of static traffic assignment is often recognized to be an improper approach
for the analysis of highly congested road networks, where the formation and dispersion of vehicle queues
play a decisive role. This is particularly true for those applications (variable message boards, on-line driver
information, ramp metering, dynamic lane usage) where the estimation of travel times is the desired output
The presence of the temporal dimension affects the DTA by introducing the problem of loading the
network with given path flows in such a way that the resulting arc flow temporal profiles are consistent with
the corresponding travel time temporal profiles through an arc performance function. The above question,
referred to as the Continuous Dynamic Network Loading (CDNL) problem, is so important that in the
literature much attention has been devoted to its specific analysis (see, for instance, Xu et al., 1999). Indeed,
this is the only problem to be solved in those cases, such as highway networks and urban corridors, where the
path choice is not involved. To our knowledge, the only existing CDNL formulation capable of taking into
account spillback congestion seems to be the event-based model proposed in Adamo et al. (1999); however,
their model can intrinsically not be easily implemented without making use of micro-simulation.
An alternative to the CDNL for describing the within-day dynamic of congestion which avoids
introducing an arc performance function consists in extending at the Network level the application of a
macroscopic Traffic Flow (NTF) model, such as the Theory of Kinematic Waves (TKW), by specifying rules
on how the flow states are transferred through road junctions. We recall here METANET proposed by
Messmer and Papageorgiou (1990), which derives from a second order approximation to the TKW, and the
Cell Transmission Model (CTM) proposed by Daganzo (1994, 1995), which is consistent with the Simplified
TKW (STKW), i.e. the first order approximation of the TKW. In these models, path choices are represented
only in a local form by means of temporal profiles of exogenous node splitting rates that are specified for
each destination. However, to determine the splitting rates consistently with some route choice model, the
departure time of each vehicle reaching the considered node at every given instant needs to be identified for
each path (Papageorgiou, 1990). These models intrinsically take the spillback phenomenon into account,
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satisfy the FIFO rule because vehicles are represented as particles of a mono-dimensional, partly
compressible fluid (Cascetta, 2001, pp. 374-379), and can be applied to networks with many origins and
destinations. However, they require a dense spatial discretization, in the sense that each road link is
To date, all (not event-based) CDNL and NTF models describe the temporal dimension by introducing
“short time intervals” (1-10 sec), in order to exploit in the formulation the fact that a given vehicle entering a
given arc or cell during a certain time interval will exit that arc or cell not earlier than the beginning of the
next time interval (Gentile et al., 2004). Moreover, all of them require storing the arc flows distinguished by
destination in memory. For these reasons, the resulting algorithms are quite onerous in terms of
computational resources and therefore are applicable only for limited size networks.
The existing DTA models that address also the spillback congestion indeed aim at combining a NTF
model (for instance, Lo and Szeto, 2002, and Ziliaskopoulos, 2000, use the CTM) and a path choice model
into a user equilibrium, usually involving a search for dynamic shortest paths (Pallottino and Scutellà, 1998),
so as to permit the analysis of more general networks than those addressed by the CDNL problem. While
correct from the modeling point of view, this approach may become unpractical from the algorithmic point
of view, due to the great amount of computer time and memory required by the high granularity of the
As an alternative, the NTF model can be replaced by micro-simulation (Barcello and Casas, 2002), which
involves tracking each single trip in the network separately through car following models or meso-simulation
(time-based in Mahmassani, 2001; event-based in Mahut et al., 2004), where the trajectory of each vehicle or
vehicle packet is implicitly determined using a macroscopic traffic flow model. The main weakness of this
approach lies in the theoretical need of performing a great number of simulations, each requiring a different
pseudo-casual sequence, in order to achieve reliable expected values of the flows and convergence to
equilibrium. However, this is practically unfeasible becouse computing times would be way too long, so that
the resulting tools implemented in some commercial software, while useful for many applications, are not
fully satisfactory from a modeling point of view. In addition, contrarily to macroscopic flow models, the
computing time needed to perform a micro-simulation depends on the number of tracked vehicles, which in
In a recent paper (Bellei et al., 2005), we proposed a new continuous-time formulation of the DTA, where
a user equilibrium is expressed as a fixed-point problem in terms of arc inflow temporal profiles, i.e., in the
infinite dimension space of time’s functions. There, it is shown that, by extending to the dynamic case the
concept of Network Loading Map (NLM), stated in Cantarella (1997) for the static case, it is no more
necessary to introduce the CDNL as a sub-problem of the DTA, as coherence through the arc performance
function between the travel times and the flows loaded on the network consistently to given path choices will
be jointly attained at equilibrium. The fixed-point problem is indeed formalized by combining the NLM,
yielding the arc inflow temporal profiles corresponding to given arc travel time and cost temporal profiles,
and the arc performance function, yielding the arc travel time and cost temporal profiles corresponding to
given inflow temporal profiles. On this basis, it is possible to devise efficient assignment algorithms, whose
complexity is equal to the one resulting in the static case multiplied by the number of time intervals
introduced.
Another important feature of the above model lays in the fact that it does not exploit the acyclic graph
characterizing the corresponding discrete-time version of the problem. Specifically, we do not introduce the
hypothesis that the longest time interval must be shorter than the smallest free flow arc travel time. Therefore
it is possible to define “long time intervals” (5-10 min), which allow overcoming the difficulty of solving
Again in Bellei et al. (2005), with specific reference to a Logit route choice model where all the efficient
paths to each destination are implicitly considered, a formulation of the NLM is devised exploiting the
concepts of arc conditional probability and node satisfaction. On this basis, a specific network loading
procedure is also obtained as an extension to the dynamic case of Dial’s algorithm. Furthermore, the fixed-
point problem addressing the DTA is solved through an accelerated averaging algorithm, called Bather’s
Method (Bottom and Chabini, 2001). The same approach was adopted in Gentile et al. (2004), where two
alternative all-or-nothing assignment procedures to dynamic shortest paths, one based on virtual vehicle
trajectories the other one based on temporal layers, are proposed to evaluate the NLM in the deterministic
case. These procedures can also be used within a Monte Carlo simulation to evaluate the NLM in the Probit
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case.
The main goal of this paper is the extension of our previous model to the case of queue spillovers, which
is a crucial step towards a satisfying simulation of highly congested networks. Indeed, the above model is
capable of representing explicitly the formation and dispersion of vehicle columns, but sets no limit to the
length of the queue which, therefore, can well exceed the length of the arc. In order to eliminate this
inconsistency we will translate any interaction among the flows on adjacent arcs in terms of time-varying arc
exit and entry capacities. Our approach is then to reproduce the spillback phenomenon as a hypercritical flow
state, either propagating backwards from the final section of an arc and reaching its initial section, or
originating on the latter, that reduces the capacities of the arcs belonging to its backward star and eventually
influences their flow states, consistently with the definition provided by Adamo et al. (1999).
The key idea is to introduce the spillback representation directly in the arc performance function, without
affecting the network flow propagation model internal to the NLM. This is an important innovation, since on
this basis the DTA can still be formulated as the system of a NLM based on implicit path enumeration and of
a suitable arc performance function. The latter is provided by the Network Performance Model (NPM),
which is the system of spatially non-separable macroscopic flow models proposed here to simulate the
We will consider the temporal profiles of the maneuver flows at nodes as current variables of the resulting
fixed-point problem (see Figure 1). Indeed, these play a role in modeling the spillback phenomenon when the
available capacity at a node is split among its upstream arcs. However, note that the maneuver flows coincide
with the arc inflows and outflows if mergings and diversions are separated at the graph level, as it often
The paper is organized as follows. In section 2, we describe the NPM. In section 3, we recall the main
features of the NLM and formulate the DTA as a user equilibrium. In section 4, we provide an algorithm for
the resulting fixed-point problem, specifying the procedures solving the NPM. In section 5, we devise some
numerical examples on toy networks to estimate the relevance of spillback modeling, validate our model on
real data and compare it in terms of effectiveness with the CTM, apply the method on a large network to
asses its efficiency, and finally provide empirical evidence for its convergence.
5
2 NETWORK PERFORMANCE MODEL
The road network is modeled as a directed graph (N, A), where N is the set of the nodes, each
representing an intersection or a “centroid” (i.e. a trip terminal, origin or destination), and A is the set of the
arcs, each representing a road link or “connector” between a centroid and the road network. The generic arc
a = (TL(a), HD(a)) ∈ A, with tail TL(a)∈N and head HD(a)∈N, consists of a homogeneous channel of length
La and physical capacity Qa > 0 with a final bottleneck of saturation capacity Sa ≤ Qa . Each origin o∈ORIG
⊆ N has no entering arcs except for one dummy link, and its exiting connectors have an infinite physical
capacity; each destination d∈DEST ⊆ N has no exiting arcs except for one dummy link, and its entering
connectors have a saturation capacity equal to the physical capacity; dummy links, which have infinite
capacities and null length, allow defining inflows and outflows of connectors in terms of the maneuver flows
at centroids.
In the following, the flow states along the arc are determined on the basis of the STKW assuming any
concave fundamental diagram as depicted in Figure 2, where KQa > 0 is the critical density, KJa > KQa is the
jam density, Va ≥ Qa / KQa is the free flow speed, while the functions va(q) and wa(q) express, respectively,
the vehicle speed and the absolute value of the kinematic wave speed in terms of the flow q corresponding to
hypercritical conditions, that is for k∈[KQa , KJa] (see Gentile et al., 2005).
Although the model formulation is general, the proposed solution algorithm and the numerical
applications refer to the specific case of the trapezoidal shaped fundamental diagram depicted in Figure 3,
which has a constant kinematic wave speed wa(q) = wa = Qa / (KJa - KQa) , so that va(q) = q / (KJa - q / wa).
Let ϕab(τ) be the maneuver flow at time τ from arc a∈A to arc b∈A at node HD(a) = TL(b). More
f a ( τ) = ∑
b∈BS (TL ( a ))
ϕba (τ) , (1)
τ
Fa (τ) = ∫ f a ( σ ) ⋅ dσ , (2)
−∞
φ a ( τ) = ∑
b∈FS ( HD ( a ))
ϕab (τ) , (3)
where fa(τ) is the inflow, Fa(τ) is the cumulative inflow and φa(τ) is the outflow of arc a∈A at time τ , while
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BS(i) = {a∈A: HD(a) = i} and FS(i) = {a∈A: TL(a) = i} are, respectively, the forward and the backward star
of node i∈N. The dummy links are introduced specifically to let (1) and (3) hold also for centroids; indeed,
the demand flows enter the network from the tail of the dummy link relative to an origin and exit the network
To represent the spillback phenomenon, we assume that each arc is characterized by two time-varying
bottlenecks, one located at the initial section and the other one located at the final section, called “entry
The entry capacity, bounded from above by the physical capacity, is meant to reproduce the effect of
queues propagating backwards from the arc itself, which can reach the initial section and can thus induce
spillback conditions on the upstream arcs. In this case the entry capacity is set to limit the current inflow at a
value which keeps the number of vehicles on the arc equal to the storage capacity currently available. The
latter is a function of the exit flow temporal profile, since the queue density along the arc changes
dynamically in time and space accordingly with the STKW. Specifically, the space freed by vehicles exiting
the arc at the head of the queue takes some time to become actually available at the tail of the queue, so that
the jam density multiplied with the length is just the upper bound of the storage capacity, which in turn can
The exit capacity, bounded from above by the saturation capacity, is meant to reproduce the effect of
queue spillovers propagating backwards from the downstream arcs, which in turn may generate hypercritical
flow states on the arc itself. For given maneuver flows and intersection priorities, which here are assumed
proportional to the saturation capacities, the exit capacities are obtained as a function of the entry capacities
The NPM is specified here as a circular chain of three models, namely the “exit flow and travel time
model for time-varying capacities”, the “entry capacity model”, and the “exit capacity model”, whose system
can be formulated and solved through a fixed point problem to determine the temporal profiles of entry and
exit capacity, and thus the arc travel times and costs, for given maneuver flows. The three models, described
separately in the following sections, are synthesized in Figure 4, which shows how the entry capacities may
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2.1 Exit flow and travel time model for time-varying capacities
Assuming that the FIFO rule holds, i.e., no overtaking among vehicles can occur, we now introduce a
link-based performance model for an arc with time-varying entry and exit capacities, aimed at determining
the “exit flow” temporal profile as a propagation of the inflow temporal profile to the final arc section, and
then the corresponding travel time temporal profile. However, while the former is involved in the fixed point
formulation of the NPM, the latter is not, and may therefore be obtained after mutually consistent entry and
exit capacities have been found. Moreover, it is worth pointing out that the exit flow is by definition different
from the outflow, which is derived directly from the maneuver flows, although clearly the two coincide at
equilibrium.
In general, a bottleneck with null length and time-varying capacity can be conveniently formulated in
terms of cumulative flows so as to yield the leaving flow by contrasting the arriving flow with the throughout
capacity, under the consideration that the former is stocked in a queue if it is not served at the moment, while
the latter cannot be stocked if it is not utilized at the moment. Let f(τ) , e(τ) and ψ(τ) respectively be the
arriving flow, the leaving flow and the throughout capacity of the bottleneck at time τ , and denote by F(τ) ,
τ τ τ
F (τ) = ∫ f (σ) ⋅ dσ , E (τ) = ∫ e(σ) ⋅ dσ , Ψ ( τ) = ∫ ψ (σ) ⋅ dσ , (4)
−∞ −∞ −∞
we have:
The above expression (5) can be explained as follows. If there is no queue at a given time τ, the cumulative
leaving flow is equal to the cumulative arriving flow. If a queue arises at time σ < τ , from that instant until
the queue will eventually vanish, the leaving flow equals the throughout capacity, and then the cumulative
leaving flow E(τ) at time τ results from adding to the cumulative arriving flow F(σ) at time σ the integral of
the throughout capacity between σ and τ , that is Ψ(τ) - Ψ(σ) . Notice that, if there is no queue at time τ , the
cumulative leaving flow is the same of the case when the queue arises exactly at σ = τ . Based on the
“Newell-Luke minimum principle” (Daganzo, 1997; Newell, 1993) – which states that, when more than one
kinematic wave reaches a point at a same time, the flow state yielding the minimum cumulative flow
8
dominates the others – the actual cumulative leaving flow at time τ is the minimum among each cumulative
leaving flow that would occur if the queue began at any previous instant σ ≤ τ . Figure 5 depicts a graphical
interpretation of equation (5), where the temporal profile E(τ) of the cumulative leaving flow is the lower
envelop of the following curves: a) the cumulative arriving flow F(τ); b) the family of functions Ψ(τ) + F(σ)
- Ψ(σ) with τ > σ , for every time σ , each one obtained as the vertical translation of the temporal profile
relative to the cumulative throughout capacity that goes through the point (σ, F(σ)). No queue is present
when curve a) prevails; therefore, the queue arises at time σ' and vanishes at time σ''.
Each arc a∈A is modeled here as a sequence of: an initial bottleneck, a running link, and a final
bottleneck; where clearly the leaving flow of one element corresponds to the arriving flow of the next. Thus,
we will deal with four distinct flow temporal profiles and two time-varying capacity constraints, as depicted
in Figure 6 : 1) the inflow, i.e. the arriving flow to the initial bottleneck, denoted fa(τ) for each time τ, with
cumulative Fa(τ) ; 2) the entry capacity of the initial bottleneck, denoted μa(τ), with cumulative Μa(τ) ; 3)
the leaving flow from the initial bottleneck, which is equal to the arriving flow to the running link, denoted
γa(τ), with cumulative Γa(τ) ; 4) the leaving flow from the funning link, which is equal to the arriving flow to
the final bottleneck, denoted λa(τ), with cumulative Λa(τ) ; 5) the exit capacity of the final bottleneck,
denoted ψa(τ), with cumulative Ψa(τ) ; 6) the exit flow, i.e. the leaving flow from the final bottleneck,
Using one of the methods presented in Gentile et al. (2005) it is possible to express the hypocritical
running time ra(τ) - τ , for a vehicle entering the running link at the generic time τ, as a function of the
previous portion of the arriving flow temporal profile, that is γa(σ) at each instant σ ≤ τ:
Then, based on the FIFO rule, the cumulative leaving flow from the running link at time τ is equal to the
cumulative arriving flow to the running link at time ra-1(τ), that is when the vehicle that exits the running link
at τ entered it:
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Λa(τ) = Γa(ra-1(τ)) . (8)
Note that, in presence of intervals with null flows, ra(τ) may be not invertible at some point σ ; nevertheless,
in this case Γa(τ) is the same for each τ ∈ ra-1(σ), therefore Γa(ra-1(σ)) is anyhow well defined.
In the particular case of a trapezoidal fundamental diagram, however, the hypocritical running time is
constant:
ra(τ) - τ = La / Va , (9)
By construction, ea(τ) ≤ ψa(τ) at any time τ and hypercritical exit flows occur whenever ea(τ) = ψa(τ) .
Combining (6) with (7), the result and (6) with (8), the result with (11), on the basis of the definitions (1)
and (4), we can express the arc exit flow model in the following compact form for all the arcs at once:
E = E(ϕ , μ , ψ) , (12)
The arc exit time is obtained here by applying the FIFO rule to the sequence of the sole running link and
final bottleneck, i.e. without the initial bottleneck, through the following implicit expression, as depicted in
Figure 7:
This way we avoid computing the delay generated by the initial bottleneck twice whenever
Fa(τ) > Fa(σ) + Μa(τ) - Μa(σ) for some σ ≤ τ , since the latter is already taken into account in the travel time
as the delay generated by the final bottlenecks of the upstream arcs due to the spillback propagation.
Moreover, at equilibrium the NPM ensures that the entry capacity constraint fa(τ) ≤ μa(τ) is satisfied at any
In presence of time intervals with null flow, expression (13) does not allow to obtain a univocal value of the
exit time. To take these circumstances into account, once the cumulative exit flow temporal profile is known,
Combining (6) with (7), the result and (6) with (14), on the basis of the definitions (1) and (4), we can
t = t(ϕ , μ , E) . (15)
In this section, we propose a new approach to represent the effect on the entry capacity of queues that,
generated on the final arc section by the exit capacity, reach the initial arc section, thus inducing spillback
conditions.
To explain this let us assume, for the moment, that the queue is uncompressible, i.e. only one
hypercritical density exists. In this case, the kinematic wave speed is infinite – from Figure 2, it is clear that
wa → ∞ when KJa → KQa – so that any hypercritical flow state occurring at the final section would
propagate back instantaneously and at any instant when the queue exceeds the arc length, the entry capacity
would be equal to the exit capacity. Note however that the queue does not reach the initial section
instantaneously, since here, consistently with the Newell-Luke minimum principle, the exiting hypercritical
flow state does not prevail on the entering hypocritical flow state until the number of vehicles that have
entered the arc becomes greater than the number of vehicles that have exited the arc plus the storage
capacity, which in this case is constant in time and given by the arc length multiplied by the hypercritical
density.
Actually, in the general case, hypercritical flow states may occur at different densities and their kinematic
wave speeds are not only quite lower than the vehicular free flow speed, implying that the delay affecting the
backward translation in space from the final to the initial section of the flow states produced by the exit
capacity is not negligible, but also somewhat different from each other, which generates a distortion in their
forward translation in time. Notice that the trapezoidal fundamental diagram is capable of representing the
dominant delay effect but not the distortion effect, since all backward kinematic waves have the same slope.
The spillback effect on the entry capacity is investigated here by exploiting the analytical solution of the
STKW based on cumulative flows proposed by Newell (1993). Using this approach, we can avoid evaluating
the queue length temporal profile explicitly in order to determine the presence of spillback. Indeed, this
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would be cumbersome, since the speed and density of the queuing vehicles vary over time and space as a
function of the exit capacity. More simply, we will just identify the time intervals when some exiting
hypercritical flow state, propagating back along the arc, reaches the initial section and prevails on the
Indeed, the flow state occurring on the generic arc section is the result of the interaction among
hypocritical flow states coming from upstream and hypercritical flow states coming from downstream.
Specifically, with reference to the initial section, the one flow state coming from upstream is the inflow,
while the flow states coming from downstream are due to the exit capacity and can be determined by back-
propagating the hypercritical portion of the cumulative exit flow temporal profile, thus yielding what we
Accordingly to the Newell-Luke minimum principle, the flow state consistent with the spillback
phenomenon occurring at the initial section is the one implying the lowest cumulative flow. Therefore, when
the cumulative inflow equals or overcomes the maximum cumulative inflow, so that spillback actually
occurs, the derivative of the latter temporal profile may be interpreted as an upper bound to the inflow. This
permits the proper value of the entry capacity to be determined that maintains the queue length equal to the
arc length.
The instant ua(τ) when the backward kinematic wave generated at time τ on the final section of the
generic arc a∈A by the hypercritical exit flow ea(τ) = ψa(τ) would reach the initial section is given by:
By definition, the points in time and space constituting the straight line trajectory produced by a
kinematic wave are characterized by a same flow state. Moreover, Figure 8 shows that the number of
vehicles encountered by the hypercritical wave relative to the exit flow q for any infinitesimal space ds
traveled in the opposite direction is equal to the time interval ds ⋅ [1/va(q) + 1/wa(q)] multiplied by that flow.
Therefore, integrating along the arc from the final to the initial section, we obtain the cumulative flow Ha(τ)
In general ua(τ) is not invertible, since more than one kinematic wave may reach the initial section at the
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same time. Then, based on the Newell-Luke minimum principle, the maximum cumulative inflow Ga(τ) that
could have entered the arc at time τ consistently with the exit flow pattern is given by:
Note that Ha(τ) is defined only in correspondence of hypercritical exit flows; therefore, where the maximum
If at the generic time τ the cumulative inflow Fa(τ) is equal or higher than the maximum cumulative
inflow Ga(τ) , so that spillback occurs at that instant, then the entry capacity μa(τ) is given by the derivative
Combining (16) and (17) with (18), the result with (19), on the basis of the definitions (1) and (4), we can
μ = μ(ϕ, ψ, E ; Q) . (20)
Note that the direct dependency on the exit capacities is merely due to the need of characterizing the exit
flow ea(τ) as to be hypercritical, that is ea(τ) = ψa(τ), or hypocritical, i.e. ea(τ) < ψa(τ).
With reference to the trapezoidal fundamental diagram, ua(τ) is invertible. Indeed, since wa(q) = wa ,
based on (16) the time when ua(σ) = τ is σ = τ - La / wa . Moreover, since q / va(q) = KJa - q / wa , based on
⎧ E (τ − La / wa ) + La ⋅ KJ a , if ea (τ − La / wa ) = ψ a (τ − La / wa );
Ga (τ) = ⎨ a (21)
⎩ ∞, otherwise.
Note that in this case the maximum cumulative inflow at the time when a hypercritical kinematic wave
reaches the initial section is equal to the cumulative exit flow at the time when it was generated on the final
section plus the storage capacity La ⋅ KJa , which is similar to the case of an uncompressible queue, except
for the delay La / wa . If Ga(τ) ≤ Fa(τ) , then Ga(τ) must be finite, so that the first case of equation (21) holds.
Differentiating the latter yields: dGa(τ)/dτ = ea(τ - La / wa) . Then, since ea(τ - La / wa) = ψa(τ - La / wa),
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⎧ψ a (τ − La / wa ), if Ga (τ) ≤ Fa (τ);
μ a (τ) = ⎨ (22)
⎩ Qa , otherwise.
Figure 9 shows how, based on equation (21), the maximum cumulative inflow temporal profile can be
obtained graphically through a rigid translation (thick arrows) of the cumulative exit flow temporal profile
for La / wa in time and for La ⋅ KJa in vehicles. Moreover, it points out that, when Ga(τ) is greater than Fa(τ),
the queue is shorter than La and μa(τ) = Qa , otherwise spillback occurs and μa(τ) = ψa(τ - La / wa).
Note that, if the queue arises at time σ', the maximum cumulative inflow is infinity before σ' + La / wa .
Because the cumulative exit flow at σ' is equal to the cumulative inflow at time σ' - La / Va , and the term
Qa ⋅ La ⋅ (1/Va + 1/wa) ≤ La ⋅ KJa is equal to the maximum number of vehicles that can enter the arc during the
The above is also true with reference to time σ'' when the queue vanishes, while clearly after σ'' + La / wa the
maximum cumulative inflow becomes again infinity. In other words, at the beginning and at the end of any
interval where the maximum cumulative inflow is finite, Ga(τ) is not lower than Fa(τ), which is consistent
with the continuity of the cumulative flow min{Ga(τ), Fa(τ)} at the initial section.
In this section we present a model to determine the exit capacities of upstream arcs, with reference to a
given node with any number of entering and exiting arcs, on the basis of the entry capacities of the
downstream arcs and of the local maneuver flows. To our knowledge, this generality constitutes a minor
achievement, since the other models proposed in literature allow for a maximum number of three arcs
connected to each node. Although in principle any graph can be reduced to an equivalent one that satisfies
the above property, such a procedure represents an operative nuisance, increases the size of the network
To simplify the exposition, we first consider only two typologies of nodes: “mergings” and “diversions”;
in this case, the maneuver flows coincide with the arc outflows and inflows, respectively.
When considering a merging x∈N, i.e. an intersection with a singleton forward star, the problem is to split
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the entry capacity μb(τ) of the arc b = FS(x) available at time τ among the arcs belonging to its backward
star, whose outflows compete to get through the intersection. In principle, we assume that the available
capacity is partitioned proportionally to the saturation capacity Sa of each arc a∈BS(x) – more general
partition criteria require the introduction of “priority constants” or “merging capacity ratio” in place of the
saturation capacities as in Daganzo (1995) and in Kuwahara and Akamatsu (2001). This way it may happen
that for some arc a the outflow φa(τ) is lower than the share of entry capacity assigned to it, so that only a
lesser portion of the latter is actually exploited. Let Ωb(τ) ⊆ BS(x) be the set of such arcs. The rest of the
entry capacity μb(τ) - ∑a∈Ωb(τ) φa(τ) shall then be partitioned among the arcs making up the set BS(x) \ Ωb(τ).
Moreover, when no spillback phenomenon is active, i.e. ∑a∈BS(x) φa(τ) < μb(τ), the exit capacity ψa(τ) of each
arc a∈BS(x) shall be set equal to its saturation capacity Sa . On this basis, we have:
μb (τ) − ∑ φa ( τ)
ξb ( τ, Ω) = a∈Ω
, if Ω ⊂ BS(x) ; 1, otherwise. (26)
∑
a∈ BS ( x )\ Ω
Sa
Note that a set Ωb(τ) satisfies jointly (24) and (25) if and only if every arc a∈BS(x) with a saturation ratio
φa(τ) / Sa < ξb(τ, Ωb(τ)) belongs to Ωb(τ) itself and every arc a with φa(τ) / Sa ≥ ξb(τ, Ωb(τ)) does not. Since
based on (26) ξb(τ, Ω) decreases adding to Ω arcs for which φa(τ) / Sa > ξb(τ, Ω), while it increases removing
from Ω arcs for which φa(τ) / Sa < ξb(τ, Ω), and vice versa, the partition set Ωb(τ) can be easily proved to be
unique, and it can be simply obtained by iteratively adding to an initially empty set Ω* each arc
a∈ BS(x) \ Ω* such that φa(τ) / Sa < ξb(τ, Ω*). Finally, we shall prove that equation (24) yields ψa(τ) ≤ Sa for
each arc a∈BS(x). Assume by contradiction that ξb(τ, Ωb(τ)) > 1. Based on (24), we have that ψa(τ) > Sa ;
moreover by definition it is Sa ≥ φa(τ). Based on (25) we have then Ωb(τ) = BS(x), which, considering (26),
contradicts the hypothesis. The fact that (24) holds also for arcs belonging to Ωb(τ) enhances the overall
When considering a diversion x∈N, that is an intersection with a singleton backward star, the problem is
15
to determine at the generic time τ the most severe reduction to the outflow from the arc a = BS(x) among
those produced by the entry capacities of the arcs belonging to its forward star. Again, when no arc is spilling
back, the exit capacity shall be set equal the saturation capacity. When only one arc b∈FS(x) is spilling back,
that is fb(τ) ≥ μb(τ), the exit capacity ψa(τ) scaled by the share of vehicles turning on arc b is set equal to the
entry capacity in order to ensure capacity conservation at the node while satisfying the FIFO rule applied to
the vehicles exiting from arc a: ψa(τ) ⋅ fb(τ) / φa(τ) = μb(τ). When more than one arc b∈FS(x) is spilling back,
the exit capacity is the most penalizing among the above values. On this basis, we have:
When considering a generic node x∈N with both mergings and diversions, the maneuver flows are to be
introduced explicitly. To achieve this generalization, firstly, model (24)-(25) is applied separately to every
arc b∈FS(x) yielding a maneuver capacity ψab(τ) for each a∈BS(x); secondly, model (27) is applied with
reference to the maneuver capacities, that here play the role of the entry capacities, to every arc a∈BS(x),
where:
μb (τ) − ∑ ϕab ( τ)
ξb ( τ, Ω) = a∈Ω
, if Ω ⊂ BS(x) ; 1, otherwise. (31)
∑
a∈ BS ( x )\ Ω
Sa
Combining the solution of the system (28)-(29) with (30), on the basis of the definition (3) we can
ψ = ψ(ϕ , μ ; S) . (32)
Note that, in contrast with the models presented in the previous two sub-sections, this model is spatially non-
separable, because the exit capacities of all the arcs belonging to the backward star of a given node are
determined jointly, and temporally separable, because all relations refer to the same instant.
For the particular case when node x∈N works like several separate mergings, i.e. when ϕab(τ) > 0 ⇒
16
ϕac(τ) = 0, ∀ a∈BS(x), ∀ b∈FS(x), ∀ c∈FS(x), with b ≠ c, we introduce the hypothesis that users do not
occupy the intersection if they can’t cross it due to the presence of a queue on their successive arc, but wait
until the necessary space becomes available. Indeed, our model is not capable of addressing the deterioration
where ma(τ) is the monetary cost, while η is the value of time. In compact form we have:
c = ĉ(t) . (34)
The NPM allows determining (see Figure 4 and the left hand side of Figure 10), for given maneuver flows
at nodes, arc travel times and capacities consistent with the traffic flow theory that ensure the propagation of
congestion through the network. It can be formulated by combining (32) with (12), the result and (32) with
(20), yielding the following fixed point problem in terms of entry capacity temporal profiles:
For given maneuver flows, the solution to (35), if any, is denoted as follows:
μ = μ*(ϕ) . (36)
Combining (36) with (32), the result and (36) with (12), the result and (36) with (15), yields a
performance function, expressing the arc travel times in terms of the maneuver flows:
In the following, we briefly recall the formulation based on implicit path enumeration presented in Bellei
et al. (2005), which addresses both route choice and network flow propagation. Referring to users traveling
17
towards a single destination d∈DEST at the time, the formulation is based on the concepts of arc conditional
probability and node satisfaction, whose notation and definitions are introduced below:
pad(τ) probability of using arc a∈A, conditional on crossing node TL(a) at time τ;
wxd(τ) expected value of the maximum perceived utility at time τ, relative to the paths Kxd connecting node
In the above paper, it is proved that the following expressions of the node satisfaction and of the arc
conditional probability are consistent with a Logit route choice model in which users consider all and only
( a ) ( ta ( τ ) ) ⎟
⎛ ⎛ −ca ( τ ) + wHD
d
⎞⎞
w ( τ ) = θ ⋅ ln
d
x
⎜ ∑
⎜ a∈ FS ( x ) ∩ EA( d )
exp ⎜
⎜ θ
⎟ , if x ≠ d ; 0, otherwise ,
⎟⎟
(39)
⎝ ⎝ ⎠⎠
( a ) ( ta ( τ ) ) − wTL ( a ) ( τ )
⎛ −ca ( τ ) + wHD
d d
⎞
p ( τ ) = exp ⎜
d
⎟ , if a∈EA(d) ; 0, otherwise , (40)
a
⎜ θ ⎟
⎝ ⎠
where EA(d) = {a∈A: ZTL(a)d > ZHD(a)d} is the set of the efficient arcs, being Zzd the “distance” from the
generic node z∈N to destination d – these distances on the network are to be taken with respect to a cost
pattern which is constant in time. The solution of the triangular system formed by the equations (39) in
topological order, combined with the equations (40), yields the route choice model, which can be expressed
w = w(c, t) , (41)
p = p(w, c, t) . (42)
The inflow fad(τ) on the generic arc a∈A, except for the dummy links of the origins, is given by the arc
conditional probability pad(τ) multiplied by the flow exiting from node TL(a). The latter is given, in turn, by
the sum of the outflow φbd(τ) from each arc b∈BS(TL(a))∩EA(d) of its efficient backward star. For the
dummy link BS(o) of the generic origin o∈ORIG the inflow fBS(o)d(τ) is instead equal to the demand flow
Given the exit time temporal profile of arc a, the outflow is related to the inflow temporal profile as
follows:
18
φad(ta(τ)) = fad(τ) / [dta(τ)/dτ] , (44)
where the weight dta(τ)/dτ stems from the fact that users enter the arc at a certain rate and exit it at a different
rate, which is higher than the previous one, if the travel time is decreasing, and lower, otherwise (for details,
The maneuver flow at the generic node x∈N from arc a∈BS(x) to arc b∈FS(x) directed to d is given by
the outflow φad(τ) from arc a multiplied by the arc conditional probability pbd(τ). Then, summing up the
The solution of the triangular system formed by the equations (43)-(44) in reverse topological order,
combined with (45), yields the network flow propagation model, which can be expressed in compact form
as:
ϕ = ω(p, t ; D) . (46)
Combining (41) with (42) and the result with (46) yields a formulation based on implicit path enumeration of
the NLM:
On this basis the DTA can be formalized (see Figure 10) as a fixed-point problem in terms of maneuver
flow temporal profiles by substituting into the NLM (47) the arc performance function (37)-(38):
4 SOLUTION ALGORITHM
In this section, we outline an algorithm for solving the proposed formulation of the DTA based on
implicit path enumeration. Specifically, referring to Bellei et al. (2005) for the calculation procedures that
implement the NLM, we present in detail only the calculation procedures that implement the arc
To address numerically the continuous-time mathematical model presented in the previous sections, the
period of analysis shall be divided into n time intervals identified by the sequence of instants τ = {τ0, … , τi,
… , τn}, with τi < τj for any 0 ≤ i < j ≤ n. The network at time τ0 and at time τn is assumed to be unloaded.
19
In the following we approximate the generic temporal profile g(τ) of the performance and of the
flow/capacity variables introduced in the previous sections, respectively, through a piecewise linear and a
piecewise constant function, defined by the values gi = g(τi) taken at each instant τi∈τ. Under this
assumption, for τ∈[τi, τi+1), with 0 ≤ i ≤ n-1, in both cases we have, respectively:
g(τ) = gi . (49.2)
In this manner, the generic temporal profile g(τ) can be then represented numerically through the (1 × n+1)
The algorithm is basically the same proposed in Bellei et al. (2005), to which we refer for its discussion
and for the calculation procedures concerning step 7) (arc cost model), steps 8) and 9) (route choice model),
and step 10) (network flow propagation model), which require minor modifications in order to yield the
maneuver flows in lieu of the inflows. For the sake of simplicity we present here a simple MSA to solve the
fixed point problem instead of Bather’s method proposed in our previous paper.
function DTA
0) k = 0 , ϕ = 0 , ϕnlm = ∞ * initialize the iteration counter and the maneuver flow vector *
1) until ||ϕ - ϕnlm||∞ ≤ ε or k > kmax do * stop criterion *
2) k = k +1 * increment the iteration counter *
3) μ = μ*(ϕ) * calculate the entry capacities solving the NPM *
4) ψ = ψ(ϕ, μ) * calculate the exit capacities *
5) E = E(ϕ, μ, ψ) * calculate the cumulative exit flows *
6) t = t(ϕ, μ, E) * calculate the exit times *
7) c = ĉ(t) * calculate the arc costs *
8) w = w(c, t) * calculate the node satisfactions *
9) p = p(w, c, t) * calculate the arc conditional probabilities *
nlm
10) ϕ = ω(p, t ; D) * calculate the NLM flows through the NFP model*
11) ϕ = ϕ +1/k ⋅ (ϕnlm - ϕ) * update the current equilibrium flows with the MSA *
Steps 5) (exit flow model) and 6) (travel time model) are detailed in the following, while steps 3) and 4)
(involving the exit and entry capacity models) are specified next, when addressing the fixed point problem
function E(ϕ, μ, ψ)
5.0) [f, F, φ] = ϑ(ϕ) * calculate inflows and outflows *
5.1) for each a∈A * for each arc *
5.2) Γa0 = 0
5.3) for i = 1 to n * for each time interval in chronological order *
* calculate the cumulative leaving flow from the initial bottleneck *
* check whether the additional entry capacity available during the interval is all utilized *
20
5.4) Γai = min{Γai-1 + μai ⋅ (τ i - τ i-1), Fai}
5.5) i=0
5.6) until τ i - La / Va > τ0 do Λai = 0 , i = i+1 * find i: τ i - La / Va ∈(τ 0,τ 1] *
5.7) j=1
5.8) for i = i to n * for each time interval in chronological order *
* propagate the cumulative flow along the running link by shifting it forward in time *
5.9) until τ j ≥ τ i - La / Va do j = j+1 * find j: τ i - La / Va ∈(τ j-1,τ j] *
5.10) Λa = Γa + (Γa - Γa ) ⋅ (τ - La /Va - τ ) / (τ j - τ j-1)
i j-1 j j-1 i j-1
5.11) Ea 0 = 0
5.12) for i = 1 to n * for each time interval in chronological order *
* calculate the cumulative exit flow from the arc *
* check whether the additional exit capacity available during the interval is all utilized *
5.13) Eai = min{Eai-1 + ψai ⋅ (τ i - τ i-1), Λai}
5.14) Ea = Fan
n
* unload the network at the end of the simulation *
The temporal profile of the cumulative leaving flow from the initial bottleneck is calculated on the basis
of the cumulative arc inflow and the entry capacity temporal profiles consistently with (6), checking in
chronological order if at the end of each time interval, the additional entry capacity available during the
interval is all utilized by the flow that has arrived at the initial bottleneck but has not yet left it. Then, the
cumulative flow is propagated along the whole running link shifting it forward in time by La / Va in
accordance with (10). Finally, the cumulative exit flow is calculated on the basis of the cumulative flow
arriving to the final bottleneck and the exit capacity temporal profiles consistently with (11), checking in
chronological order if at the end of each time interval, the additional exit capacity available during the
interval is all utilized by the flow that has arrived at the final bottleneck but has not yet left it. Function ϑ(ϕ)
function t(ϕ, E)
6.0) [f, F, φ] = ϑ(ϕ) * calculate inflows and outflows *
6.1) for each a∈A * for each arc *
0
6.2) Γa = 0
6.3) for i = 1 to n * for each time interval in chronological order *
* calculate the cumulative leaving flow from the initial bottleneck *
6.4) Γai = min{Γai-1 + μai ⋅ (τ i - τ i-1), Fai}
6.5) i=0
6.6) until Γai > 0 do tai = τi + La / Va , i = i+1
6.7) j=1
6.8) for i = i to n
6.9) until Ea j ≥ Γai do j = j+1 * find j: Ea j-1 < Γai ≤ Ea j *
* calculate the exit time coherently with the FIFO rule *
6.10) tai = max{τ j-1 + (Γai - Ea j-1) ⋅ (τ j - τ j-1) / (Ea j - Ea j-1) , τ i + La / Va}
First, the temporal profile of the cumulative leaving flow from the initial bottleneck is calculated as in the
previous procedure. Then, the exit time is determined by applying the FIFO rule as in (14) to compute the
21
maximum between the linear interpolation graphically depicted in Figure 11 and the hypocritical exit time
from the running. Finally, notice that the cycle 6.9) ensures that at step 6.10) it is always Ea j > Ea j-1.
The fixed point problem appearing in step 3) can be solved by means of the following contraction
algorithm, whose convergence is not proved. Nevertheless, when applied in practice it quite rapidly reaches a
solution point μ that satisfies the stop criteria 3.1), even for ε′ = 0. Indeed, at each iteration the spillback
congestion may propagate only one arc backwards, and the algorithm terminates when no further
propagation occurred.
function μ*(ϕ)
3.0) h = 0 , μ = Q , μ* = 0 * initialize the iteration counter and the entry capacity vector *
3.1) until ||μ - μ*||∞ ≤ ε′ or h > hmax do * stop criterion *
3.2) h = h +1 * increment the iteration counter *
3.3) μ* = μ * memorize the current entry capacities *
3.4) ψ = ψ(ϕ, μ ; S) * calculate the exit capacities *
3.5) E = E(ϕ, μ, ψ) * calculate the cumulative exit flows *
3.6) μ = μ(ϕ, ψ , E ; Q) * calculate the new entry capacities *
A “gridlock state” occurs when the back propagation of congestion forms a loop on the network, that is,
when the spillback reaches the arc where it was generated. If the flow pattern ϕ leads to a gridlock state, the
capacities of the arcs belonging to the loop tend asymptotically to 0, and the travel times will be infinite.
When gridlocks prevail at equilibrium, the assignment problem has no solution. But a gridlock state can
come out in some step of the equilibrium algorithm, despite a solution to the assignment problem actually
exists. In order to avoid this algorithmic drawback, we introduce a maximum number of iterations in step
3.1). Clearly, if this number is reached, the resulting travel times won’t be consistent with spillback
conditions, i.e., there will be some queue exceeding the respective arc length. This does not compromise the
validity of the equilibrium algorithm, since if we find this condition at the convergence point, we know that
it does not correspond to an admissible solution of the problem. Moreover, in real situations, gridlocks are
unlikely to occur, otherwise the network performances would be so low to induce an effect at the demand
generation level.
In real applications, roundabouts are “dangerous” situations where gridlocks may appear. To enhance the
stability of the algorithm, particular attention shall be paid in the definition of merging priorities, which in
the proposed framework (see section 2.3) requires the introduction of fictitious links with null length to set
them properly. In practice, we suggest giving priority to the links of the roundabout. Another critical factor
22
for gridlocks is the jam density. Consider that when the congestion is very high, the vehicles tend to
“squeeze” also laterally and may achieve in forming more columns than the actual lanes; this behavior of the
In the following we specify the procedures to calculate the exit and entry capacities.
Step 3.4), which is identical to step 4) of the DTA procedure, implements the exit capacity model. Firstly,
the maneuver capacities are determined using the algorithm suggested in section 2.3 for the case of a
merging to solve the system (28)-(29). Secondly, equation (30) is applied to compute the exit capacities.
function ψ(ϕ, μ ; S)
3.4.0) [f, F, φ] = ϑ(ϕ) * calculate inflows and outflows *
3.4.1) for i = 1 to n * for each time interval *
3.4.2) for each x∈ N * for each node *
3.4.3) for each b∈FS(x) * for each arc of the FS *
3.4.4) Ωbi = ∅, EL = 0 * let the set of arcs not affected by spillback from arc b be empty *
3.4.5) TS = ∑a∈BS(x) Sa , TF = 0 * calculate the capacity of the BS *
3.4.6) until EL = 1 or TS = 0 do * if end loop is false and the residual capacity is not null *
3.4.7) EL = 1 * set end loop to true *
3.4.8) ξbi = (μbi - TF) / TS * update the spillback ratio *
3.4.9) for each a∈BS(x) * for each arc of the BS *
3.4.10) ψab = Sa ⋅ ξb
i i
* set the maneuver capacity with the spillback ratio *
3.4.11) if a∉Ωbi and ϕabi < ψabi then * if it is higher than the maneuver flow and a is in spillback*
3.4.12) Ωbi = Ωbi ∪ a * arc a is not affected by spillback from arc b*
3.4.13) EL = 0 * set end loop to false *
3.4.14) TS = TS - Sa * update the residual capacity of the BS *
TF = TF + ϕabi * update the utilized capacity of the BS *
3.4.15) for each a∈BS(x) * for each arc of the BS *
3.4.16) ψa i = Sa * set the exit capacity equal to saturation capacity *
3.4.17) for each b∈FS(x) * for each arc of the FS *
3.4.18) if ϕab ≥ ψab then ψa = min{ψab ⋅ φai / ϕabi, ψai} * update the exit capacity *
i i i i
Step 3.6) implements the entry capacity model. The entry capacity is initialized to the physical capacity.
Then, in chronological order, when the corresponding exit flow is hypercritical, based on (21) the maximum
cumulative inflow is determined, and if it prevails on the cumulative inflow, based on (22) the entry capacity
function μ(ϕ, ψ, E ; Q)
3.6.0) [f, F, φ] = ϑ(ϕ) * calculate inflows and outflows *
3.6.1) for each a∈A * for each arc *
3.6.2) j=1
3.6.3) for i = 1 to n * for each time interval in chronological order*
3.6.4) μa = Qa
i
* set the entry capacity equal to the physical capacity *
3.6.5) until τ j ≥ τ i - La /wa do j = j + 1 * find j: τ i - La / wa ∈(τ j-1,τ j] *
23
3.6.6) if (Ea j - Ea j-1) / (τ j - τ j-1) = ψa j then * if the exit flow is hypercritical *
* if the maximum cumulative inflow is not higher than the cumulative inflow*
* set the entry capacity equal to the corresponding exit capacity *
3.6.7) if Ea j-1 + ψa j ⋅(τ i - La /wa - τ j-1) + Qa ⋅La ⋅(1/Va + 1/wa) ≤ Fai then μai = ψa j
5 NUMERICAL TESTS
In order to investigate the behavior of the proposed model compared to that of our previous model
without spillback, we analyze three simple examples which present intuitive solutions. We consider 100
intervals of 60 seconds, and assume that every arc a∈A is characterized by the same length La = 500 m and a
triangular fundamental diagram with free flow speed Va = 20 m/sec, kinematic wave speed wa = 0.25⋅Va , and
physical capacity Qa = 2000 veh/h. The first two examples refer to the elementary intersection depicted in
Figure 12, where no route choice occur; while in the third example we consider the Braess network depicted
In the first example the saturation capacities are: SA = SC = 2000 veh/h, SB = SD = 900 veh/h; and we
assume that there is a constant demand for the first 33 minutes of simulation: D13 = 1200 veh/h, D43 = 400
veh/h and D45 = 600 veh/h. Figure 13, which depicts the comparison between the results obtained with the
two models, shows that the outputs are quite different both in terms of flows and travel times.
Without spillback, the congestion is concentrated on arc B and does not propagate upstream. Indeed the
travel time of the other arcs remains at the uncongested level, while the travel time of arc B grows until the
demand ends, since its inflow is not bounded. As a result, the travel time from node 4 to node 3 (arcs C and
B) gets very high; instead, the demand from node 4 to node 5 (arcs C and D) travels at the free flow speed
and is not involved in the congestion phenomenon. Contrarily, with spillback, the travel time on arc B has an
upper bound, since the congestion is transferred upstream as soon as the queue reaches the initial section.
From that moment, the inflow on arc B drops to the outflow level, i.e. 900 veh/h. Since the flow D43
traveling from arc C to arc B is in this case lower than the share SC / (SA+SC) of the available capacity SB that
it could use, amounting to 450 veh/h, arc C is not affected by the spillback phenomenon, and the congestion
propagates only on arc A. As a result, the travel time from node 4 to node 3 is much lower than the one
calculated without spillback, since most of the queue develops now on arc A. Note that the vehicles entering
24
arc A after time 1000 will exit it after time 2000; then they shall not compete with the vehicles traveling on
arc C to use the entry capacity on arc B, which explains the change of slope in their travel time occurring at
In the second example we assume that the demand D43 increases up to 600 veh/h. The outputs of the two
models without and with spillback are presented in Figure 14. The situation differs from the previous one,
since D43 is now higher than SB ⋅ SC / (SA+SC). Then, the congestion on arc B spills back on both arcs A and
C, and thus both travel time increase substantially. As a result, also the flow traveling from node 4 to node 5
is delayed, despite it does not use arc B. Clearly, the model without spillback is unable to represent this
effect.
The aim of the third example is to show the effect of spillback on path choice. The saturation capacities of
the Braess network depicted in Figure 15 are: SA = SE = 2000 veh/h, SB = SC = SD =1000 veh/h; and again we
assume that there is a constant demand for the first 33 minutes of simulation: D14 = 2300 veh/h.
The outputs of the two models without and with spillback are presented in Figure 16. Without spillback,
the congestion is evenly located only on arcs C and D, so that on all the paths between node 1 and node 4 the
queue is about equal, and path A-E-D has fewer users since it is clearly not convenient. With spillback,
however, the queue propagates from arc C to arc A, and from arc D to arcs B and E. Moreover, the spillback
effect is greater on arc B than on arc E because of their different saturation capacities. Then, after an initial
growth, the queue on arc D remains constant and equal to the arc length, while the queue on arc B grows
faster than that on arc E, so that path A-E-D now becomes competitive, as it implies a longer route but a
shorter queue.
5.2 Validation of the model on real data and comparison with the CTM
In order to test the effectiveness of the proposed model we address the case of a real corridor, where the
path choice is not involved, and we compare with the measured flows the results yielded by: a) the CTM; b)
our previous equilibrium model without spillback (from now on called DUE); c) the equilibrium model with
spillback presented here (from now on called DUE-SP). To be noticed that, while the CTM performs only a
network loading for given splitting rates, our DTA models also simulate the path choices, even if they are not
highway belt, which is 10 km long and includes 5 interchanges, as depicted in Figure 17. The trip table is
made up of 19 origin-destination components, each one having a specific temporal profile with 288 time
intervals of 300 seconds, thus covering a period of analysis of 24 hours. We also know the corresponding
temporal profiles of flows and speeds detected over 10 sections that are located as shown in Figure 17. The
highway has two lanes, the ramps only one, and there are no bottlenecks; the free flow speed is 80 km/h.
In the CTM we have considered cells of 50 meters, which require time intervals of 2.5 seconds; then, the
underlying graph is made up of 167 cells and the period of analysis is to be divided into 34560 time intervals.
Instead, the graph underlying our models is made up of 29 arcs with variable length, while the period of
The flow charts in Figure 18, depicting the results yielded by DUE and DUE-SP with reference to the
time interval of maximum congestion, make the difference between the two solutions in terms of congestion
propagation obvious. Without spillback, the congestion arising at the Miranese interchange due to a high
inflow from the ramp, produces a queue on the next arc, which does not propagate backwards, while with
spillback the queue backs up to section Villabona and to the ramps, which is what actually happens in reality.
Figure 19 depicts the temporal profiles of flows and speeds during the morning peak hour in sections A
and B identified in Figure 17, showing that DUE-SP provides results similar to those yielded by the CTM
and satisfactorily close to the observed values. Contrarily, the results produced by the DUE model are quite
In order to assess the efficiency of the proposed algorithm, we compare its performances to those
obtained by other DTA models, with and without spillback representation. Specifically, we address the
numerical applications presented in Lo and Szeto (2002) and in Han (2003). We note the problem sizes in
Table 1 and the performance comparisons in Table 2, where calculation times are suitably scaled in order to
take the different CPU speeds and the convergence criteria (the norm of the difference between the
equilibrium and the network loading flow vectors) into account. A relatively high error is considered, since it
is well known that the convergence rate of the MSA decreases rapidly.
26
The first instance is a deterministic DTA with spillback originally performed by a cell-based variational
inequality model adopting explicit path enumeration on the so-called Nguyen-Dupius network; refer to Lo
and Szeto (2002) for the description of supply and demand. Results show that the DUE-SP algorithm
requires less iterations and is quite faster in finding the solution, despite the MSA algorithm.
The second instance is a Logit DTA (θ = 600 sec) without spillback originally preformed by a
deterministic queue model adopting explicit path enumeration on the so called Sioux Falls network; refer to
Han (2003) for the description of supply and demand. Also in this case DUE-SP needs less iterations to
Finally, in order to assess the applicability of the method to real-size instances, we performed DTA by
In the following we empirically prove the convergence of the proposed algorithm by plotting the
equilibrium error EQER versus the number of equilibrium iterations EQIT. For this purpose, we employ the
Sioux Falls network by Han (2003), with the demand level suitably increased in order to reproduce high
congestion. We assume as EQER, at each iteration, the maximum absolute value of the difference between
the components of the DTA and the NLM maneuver flow vectors ϕ and ϕnlm, and as approximating function
of EQER an exponential curve whose parameters, obtained through the robust least square error method
(Hampel et al., 1986), yield a cross-correlation coefficient ρ close to 1. The convergence plot and its 50×
enlargement with respect to the iteration axis, both depicted in the same Figure 20, highlight the following
properties:
a) the plot exhibits an alternation between a set of DTA external iterations, characterized by a smoothly
decreasing EQER, and one iteration exhibiting a jump, a kind of “local discontinuity” within the error trend,
followed by a few iterations (3 in Figure 18) after which the previous trend is restored;
b) at each discontinuity, the number of NPF internal iterations is higher than one (only one iteration is
c) the size of the above discontinuities decreases as the number of DTA iterations increases;
d) setting aside the local discontinuities, the plot appears to monotonically tend to zero, as the
27
approximating curve actually does.
On these bases, we can draw two interesting considerations. The first one regards the approximating
curve. Since the number of iterations characterized by discontinuities is relatively negligible, as shown by the
enlargement in Figure 18, a cross-correlation coefficient ρ close to 1 is no longer surprising. The second and
more important consideration concerns the local discontinuities, which, rather surprising at first sight, turn
out to be entirely consistent with the spillback phenomenon as it is modeled here: as long as the spillback
pattern remains almost the same, the flow error varies slightly at each successive iteration; on the contrary,
when a spillback condition arises or disappears at a certain node, then the capacity vector is significantly
Based on all this, we are in the position to state the empirical evidence of the algorithm convergence.
6 CONCLUSIONS
In a previous paper we proposed a new continuous-time formulation of the DTA based on implicit path
enumeration where it is no longer necessary: a) to introduce the CDNL as a sub-problem of the DTA in order
to ensure the temporal consistency of the supply model; b) to assume the hypothesis that the longest time
interval is shorter than the smallest free-flow arc travel time. As a result it was possible to solve large
instances of the problem in reasonable computing time, but the propagation of congestion among adjacent
In this paper we overcome this limit proposing a new equilibrium model formulated as a fixed point
problem in terms of maneuver flow temporal profiles at nodes, which has the considerable advantage of
representing spillback congestion within the supply model, i.e. without affecting the NLM, thus allowing us
Investigating the relevance of queue spillovers in the context of the DTA on test networks, we found out
that both the equilibrium flow and travel time patterns obtained with and without modeling the spillback
phenomenon may be considerably different, especially when the congestion level is high.
Dealing with the case of a real corridor, where the path choice is not involved, we compared the CTM by
Daganzo with our equilibrium model. We found out that both models are effective, since they reproduce the
28
The computing times obtained by applying our model both on toy networks available in literature and on
a real-life network allow us to conclude that the proposed algorithm is definitively more efficient than other
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Daganzo, C.F., 1998. Queue spillovers in transportation networks with route choice. Transportation
Gentile, G., Meschini, L., Papola, N., 2005. Macroscopic arc performance models with capacity
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Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., Stahel, W.A., 1986. Robust Statistics. Wiley, N.Y.,
chapter 6.
Han, S., 2003. Dynamic traffic modelling and dynamic stochastic user equilibrium assignment for general
Kuwahara, M., Akamatsu, T., 2001. Dynamic user optimal assignment with physical queues for many-to-
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Mahmassani, H., 2001. Dynamic network traffic assignment and simulation methodology for advanced
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Newell, G.F., 1993. A simplified theory of kinematic waves in highway traffic, part I: general theory; part
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Pallottino, S., Scutellà, M.G., 1998. Shortest path algorithms in transportation models: classical and
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Xu, Y.W., Wu, J.H., Florian, M., Marcotte, P., Zhu, L.H., 1999. Advances in the continuous dynamic
Ziliaskopoulos, A., 2000. A linear programming model for the single destination system optimum
31
network
demand arc conditional implicit path enumeration
loading map
flows probabilities route choice model
network flow
propagation model
network performance
arc performance model
function
Figure 1. Scheme of the fixed-point formulation for the DTA with spillback congestion.
32
flow
Qa
q
wa(q)
Va
va(q) density
KQa k KJa
33
flow
Qa
q
Va
va(q) wa
density
KQa KJa
Qa / Va Qa / wa
34
network performance
saturation capacities arc entry capacities
model
maneuver flows exit flow and travel time model arc travel times
35
vehicles
Ψ(τ) + F(τ') - Ψ(τ') , τ > τ'
Ψ(τ) + F(σ) - Ψ(σ) , τ > σ
-Ψ(σ): σ ≤ τ'
F(σ) + Ψ(τ')
F(τ)
E(τ)
E(τ')
Ψ(τ')-Ψ(σ')
F(σ')
time
σ' τ' σ''
36
running link
37
vehicles
Γa(τ)
Λa(τ) = Γa(ra-1(τ))
Ea(τ)
time
τ' ra(τ') ta(τ')
Figure 7. Computation of the arc exit time based on the cumulative leaving flow from the initial
bottleneck and the cumulative exit flow from the arc by applying the FIFO rule.
38
space
kinematic wave
vehicles
ds
wa(q)
va(q)
time
ds / va(q) ds / wa(q)
39
La / Va
vehicles
La / Va
La / wa time
σ' σ''
queue
spillback
flow
Qa
ψa
time
Figure 9. Graphical determination of the entry capacity temporal profile in the case of trapezoidal
40
network loading map
D p p(w, c, t) w
ω(p, t ; D) w(c, t)
ϕ t c
μ*(ϕ) ĉ(t)
network performance
model μ
ϕ S μ
ψ(ϕ, μ)
ψ(ϕ, μ; S)
ψ
ψ
E(ϕ, μ, ψ)
E(ϕ, μ, ψ)
E
Q E
t(ϕ, μ, E)
μ(ϕ, E, ψ; Q) arc performance function
Figure 10. Variables and models of the fixed point formulations for the NPM (left hand side) and for the
41
vehicles
Figure 11. Arc exit time for given piece-wise linear temporal profiles of the cumulative flows.
42
5
D
A B
1 2 3
43
1800 1800 arc A
DNL without spillback - inflow [veh/h] arc A DNL with spillback - inflow [veh/h]
1600 1600
1400 arc B 1400 arc B
1200 arc C 1200 arc C
1000 1000
arc D arc D
800 800
600 600
400 400
200 200
0 0
0 500 1000 1500 2000 2500 3000 3500 4000 0 500 1000 1500 2000 2500 3000 3500 4000
arc A arc A
1800 DNL without spillback - travel time [sec] 1800 DNL with spillback - travel time [sec]
1600 arc B 1600 arc B
1400 1400 arc D
arc C
1200 1200
arc C
1000 arc D 1000
800 800 arc C & B
D
arc C & B
D
600 600
400 400
200 200
0 0
0 500 1000 1500 2000 2500 3000 3500 4000 0 500 1000 1500 2000 2500 3000 3500 4000
44
2000 arc A 2000 arc A
1800
DNL without spillback - inflow [veh/h] 1800
DNL with spillback - inflow [veh/h]
arc B arc B
1600 1600
1400 arc C 1400 arc C
1200 1200
arc D
1000 arc D 1000
800 800
600 600
400 400
200 200
0 0
0 500 1000 1500 2000 2500 3000 3500 4000 0 500 1000 1500 2000 2500 3000 3500 4000
2500 DNL without spillback - travel time [sec] arc A DNL with spillback - travel time [sec] arc A
1800
arc B 1600 arc B
2000 1400
arc C arc C
1200
1500 arc D arc D
1000
1000 arc C & D 800 arc C & D
600
500 400
200
0 0
0 500 1000 1500 2000 2500 3000 3500 4000 0 500 1000 1500 2000 2500 3000 3500 4000
45
2
A C
E
1 4
B
D
46
2000 DUE without spillback - inflow [veh/h] arc A DUE with spillback - inflow [veh/h] arc A
2000
arc B arc B
1500 arc C 1500 arc C
arc D arc D
1000 1000
arc E arc E
500 500
sec sec
0 0
0 500 1000 1500 2000 2500 3000 3500 0 500 1000 1500 2000 2500 3000 3500
350 DUE without spillback - travel time [sec] arc A 350 DUE with spillback - travel time [sec] arc A
300 arc B 300 arc B
250 250
arc C arc C
200 200
arc D arc D
150 150
arc E arc E
100 100
50 50
0 0
0 500 1000 1500 2000 2500 3000 3500 0 500 1000 1500 2000 2500 3000 3500
47
Villabona Marghera Carbonifera Miranese Castellana Terraglio Favorita
A
Origin B
Destination
Measurement section
48
hypocritical flow
hypercritical flow
Miranese Miranese
DUE-SP DUE
Carbonifera Carbonifera
Marghera Marghera
Villabona Villabona
Figure 18. Flow charts for the 9.40 - 9.45 AM interval relative to the models with and without spillback.
49
Measured Model without spillback Model with spillback Cell Transmission model
Section A - flow [veh/h]
4000
3000
2000
1000
min
0
200 300 400 500 600 700 800
100 Section A - speed [km/h]
80
60
40
20
0
200 300 400 500 600 700 800
Measured Model without spillback Model with spillback Cell Transmission model
Section B - flow [veh/h]
2000
1500
1000
500
0
200 300 400 500 600 700 800
100 Section B - speed [km/h]
80
60
40
20
0
200 300 400 500 600 700 800
Figure 19. Flows and speeds measured and calculated on two different sections.
50
Table 1. Problem sizes.
Nguyen-Dupius network Sioux Falls network Rome network
nodes (n°) 17 48 3672
arcs (n°) 23 124 9365
centroids (n°) 4 24 494
od components (n°) 4 12 96132
trips (veh) 300 7200 264099
time intervals (n°) 100 30 18
interval length (sec) 10 60 600
51
Table 2. Performance comparisons.
Nguyen-Dupius network Sioux Falls network Rome network
Lo and Han
DUE-SP DUE-SP DUE-SP DUE
Szeto (2002) (2003)
error (veh per interval) 0.1 0.1 1.5 1.67 5 5
iterations (n°) 23 89 28 50 104 17
CPU time (sec) 0.23 55 0.5 720 4566 366
CPU speed (GHz) 3 0.45 3 0.45 3 3
Eqv. CPU time (sec) 0.23 8 0.5 108 4566 366
52
veh/h
Enlargement 50 x
10
6
EQER [veh/h]
9 4 EQER [veh/h]
2
8
0
700 750 800 850 900
7
3
EQER approximation [veh/h]
n° of NPF iterations w ithin one DTA
EQ iteration
6 2 EQER = 6.469532 ⋅ EQIT −1.11465
1
ρ = 0.964
5 2
0
4 700 750 800 850 900
0
0 2000 4000 6000 8000 10000 12000 EQIT [n°]
53