Review from last week

= =

1 2
3
x
4

Traffic Flow Theory

Distance, (m)


Space-time diagrams 5

Fundamental traffic equation q=k vs 6

2-D relationships between q, v, and k

Vehicle Following Origin , , , ,
Spacing requirements and relationship to safety Time, (seconds)
Relationship between spacing (m) and density (veh/km)
Relationship between headway (sec) and flow (veh/hr)
Average speed calculations (time vs space)
Moving Observer Method
Level of Service
Introduction to Queueing Theory
 Queueing

Queueing theory is the mathematical study of waiting lines, or queues. In queueing

theory, a model is constructed so that queue lengths and waiting time can be predicted.
(In regards to transport) queueing is the study of traffic behaviour near a certain section
where demand exceeds available capacity.
When not dealt with properly, queues can result in severe network congestion or
"gridlock" conditions, therefore making them something important to be studied and
understood by engineers
 Examples of queues in transport
For Roads:
Geometric Bottlenecks (lane drops, hard curves, hills)
Accidents and Incidents
Traffic Signals and Intersection Controls
Toll Booths
Ramp Meters
"Gawker" Effect

For Trains and Transit:

Platform Capacities
Ticket Windows/Ticket Machines
Security Checkpoints

For Aviation and Airports:

Runways
Available Airspace for Approaches and Departures
Ticketing Counters/Check-in Procedures
Security Checkpoints
Examples of queues NOT in transport
 Before we jump to queues
Lets revisit probability theory.

Topics:
Definition of probability
Random Variables
Discrete Distributions
Poisson Example
Continuous Distributions
Negative Exponential Example
 Probability Theory
Deterministic Processes: When the outcome of a situation or process can be known in
advance with certainty (unrealistic)

Its a probabilistic (or stochastic) process when the outcome is uncertain

Probability is a measure of the likelihood with which an outcome is expected to occur.

Theory of Probability: Branch of mathematics that deals with how to incorporate

uncertainty into situations. Probability theory evolved in 1654 out of a gambling dispute
between two famous French mathematicians, Blaise Pascal and Pierre de Fermat.
 Random Variables
A random variable is a variable that takes on the values of an experiment.

Discrete random variable: When the number of possible outcomes is countable (e.g.,
heads/tails, number on a die, number of people walking up to a ticket counter)

Otherwise, they are continuous random variable (e.g., time between events, e.g., buses at a
bus stop, cars approaching an intersection, people wanted to buy a burger)

Notation: Random Variables are denoted by capital letters (e.g., X, Y, Z) The realized values
they assume are denoted by lowercase letters (e.g., x, y, z).

Characteristics of a probability function: Mean, E[X] and Variance, V[X]

 Discrete Probability Distributions
Examples of Discrete Events:
1. Flipping a coin
2. Rolling a die
3. The blood type of a given donor

Example of discrete random variable:

A (fair) coin is flipped 3 times. X is the number of times heads occurs.
Possible values of x are 0,1,2,3.

Example of discrete distribution:

8 possible outcomes exist: TTT, TTH, THT, HTT, HHT, HTH, THH, HHH
P(x=0) = 1/8
P(x=1) = 3/8
P(x=2) = 3/8
P(x=3) = 1/8

Common Discrete Distributions:

Uniform, Bernoulli, binomial, geometric, negative binomial, Poisson.
Discrete Probability Distributions
A function, p(x) = P[X=x] associates each value of a discrete random variable to its
probability, and is know as the probability mass function (pmf). The following
conditions must always be satisfied:

0 p(x) 1 and x p(x) =1

The cumulative distribution function (cdf) defined the probability that a random
variable X is less than or equal to a particular value, x. F(x) will be a non-
decreasing step function, bounded between 0 and 1.

F(x) = P[X x]
Ex: Outcome of a single roll of a 6-sided die

Probability Mass function, p(x) F(x) = P[X x]

1/6
 Poisson Distribution
A Poisson process is a process in which events occur continuously and independently at a constant average rate.
The Poisson distribution has wide application in traffic situations. It describes the probability of x
occurrences of an event (successes) within a given interval of time (or space) t.

()
= for x = 0, 1,
!

Where l is the mean arrival rate, and x is the number of occurrences in time t

The mean and variance of the Poisson distribution are the same, E[X] = V[X] = lt. The pdf of the
Poisson distribution is the following:

Example Problem: Cars arrive at a parking garage at a rate of 90 veh/hr according to a Poisson
distribution. Compute the cumulative distribution for the random variable x that represents the
number of arrivals per minute.
 Poisson Example
Problem: Cars arrive at a parking garage at a rate of 90 veh/hr according to a Poisson
distribution. Compute the cumulative distribution for the random variable X that
represents the number of arrivals per minute.

Solution: The mean arrival rate, l, is 1.5 veh/min (this is from 90 veh/hr); t = 1 min
(1.5 1) 1.51
= = =
!

x = = F =
0 0.223 0.223
1 0.335 0.558 Probability of 2 or less
vehicles arriving in a
Probability of 2 0.251 0.809 minute
exactly 1 vehicle
arriving in a minute 3 0.126 0.935
4 0.047 0.982
Probability of 5 0.014 0.996
exactly 4 vehicles
arriving in a minute Approaches 1
p(x) =1
 Continuous Random Variable
Some situations can only be characterized by an uncountable (infinite) number of
possible outcomes, and are described by continuous random variables, e.g., time
headways between arrivals of people or vehicles

In such cases, the probability of obtaining exactly any particular value is 0.

Instead, probabilities are associated with ranges of the outcome.

A range can be defined can be divided into small intervals of dx.

The probability density function (pdf) is f(x). Similar to the discrete case:

f(x) 0 for all x and = 1
 Continuous Random Variable
The probability density function (pdf) is f(x).

f(x) 0 for all x and = 1

The probability that an outcome will fall in the interval [a, b] is:

[ = x b]

The cumulative distribution function (cdf) for a continuous variable is also defined the
probability that a random variable X is less than or equal to a particular value, x. F(x) will be
a non-decreasing function, bounded between 0 and 1.
Each distribution will be defined
by a different functional form, f(x)

F(x) = P[X x] =
 Negative Exponential Distribution
Related to the discrete Poisson distribution. When the occurrence of an event follows the Poisson
distribution, the interval between occurrences is distributed according to the negative exponential.

For example, if vehicles arrive at an intersection according to the Poisson distribution, the interval
arrival times (headways between vehicles) are exponentially distributed.

The negative exponential pdf is:

f(x) = le-lx

The negative exponential cdf is:

F(x) = P[X x] = 1 - e-lx

Where l is the mean arrival rate, and x is the time between arrivals
 Negative Exponential Example
Given the arrival pattern from before (cars arrive at an average rate of 1.5 veh/min):
(a) what is the probability the headway is less than or equal to 45 sec?
(b) What is the probability the headway is longer than 2 minutes?

Solution a): The probability the headway is less than 45 seconds is equal to the cdf at x = 0.75 min.
0.75
P[X 0.75min] = (1.5)e(1.5)x = F(0.75) = 1 - e-(1.5)0.75 = 0.675

Solution b): The probability the headway is longer than 2 minutes is equal to [1- F(2)].
P[X > 2min] = 1 - P[X 2min] = 1 (1- e-(1.5) 2 )= e-(1.5) 2 = 0.050
Back to Queues
 Arrival and Service (Departures)
We previously considered probabilistic arrival processes,
e.g., Poisson process.

Queues develop as a function of both arrival AND service processes.

Arrival and departure rates can be deterministic or random.

 Arrival and Service Distributions
Arrival Distribution
Deterministic (uniform) (e.g., )
Random (e.g. Poisson) (e.g., intersection)

Service Distribution
Deterministic (e.g., green light time phase)
Random (e.g., supermarket check out)

Service Method:
First Come First Served (FCFS) or First In First Out (FIFO) (e.g., ramp meter)
Last Come First Served (LCFS) or Last In First Out (LIFO) (e.g., airplane)
Priority (e.g. HOV bypasses at ramp meters, some light rail/bus priority lanes)
 Characteristics of Queues
Rates
Arrival Rate (veh/hr): A(t) =
Departure Rate (veh/hr): D(t) =
Service time (hr/veh): 1/
Utilization Rate (veh/hr): = /

Degree of Saturation
Oversaturated: > Always queueing
Under-saturated: < Sometimes queueing in stochastic system
Saturated: = Sometimes queueing in stochastic system

Queue Length Characteristics Finite (e.g., ramp meter) or Infinite (e.g., waiting list)

Number of Channels (e.g. Ramps = 2, Supermarket = 12, road lanes = 3)

 Size and waiting time of queues
E(n) - average queue size including customers currently being served (in number of units)
E(w) - average wait time (excludes service time)
E(v) - average delay time (wait time + service time) due to the existence of the bottleneck
E(m) - expected number of units in the queue (excluding customers being served), which is
a different formula ( arrival rate multiplied by the average waiting time,

Average queue size: E(n)= lE(v) Little's Formula

The average queue size (measured in vehicles) equals the arrival rate (vehicles per unit time)
multiplied by the average waiting time (both delay time in queue plus service time) (in units of
time). This result is independent of particular arrival distributions and, while perhaps obvious,
is an important fundamental principle that was not proven until 1961.

Expected number of units in the queue, E(m) = lE(w) < E(n)

 Deterministic Queues
Queueing Cumulative Input-Output Diagram
Link Performance Function (BPR)

A(2)

A(1)

(vph)

Assumed uniform service rate here

 Cumulative inputs-outputs Diagram (Newell Curve)
Number of vehicles

Based on the departure rate and arrival rate pair data, the delay
of every individual vehicle can be obtained.

Arrival Rate A(t)

The delay of the ith vehicle is time of

departure - time of arrival (t2 t1).
Departure Rate D(t)
The queue at time t is the difference in
Queue the cumulative number of vehicles that
have arrived and departed, (n2 n1).

Total delay is the sum of the delays of

delay
each vehicle, which is the area in the
triangle between the arrival (A(t)) and
departure (D(t)) curves.

Time (min)
 Deterministic Queue Example
Suppose vehicles arrive at a rate of 500 vehicles per hour for hour 1 (A1), and
300 vehicles per hour for hour 2 (A2). The server can discharge 400 vehicles
per hour (D(t)).

a) What is the standing queue at the end of 2 hours

b) What is the maximum queue
c) What is the total delay
 Cumulative inputs-outputs Diagram
Number of vehicles

800 veh

A2 = 300vph

500 veh
D(t) = 400vph

A1 = 500vph

Time (min)
1 hr 2 hr
 Deterministic Queue Example
Answers:
Suppose vehicles arrive at a rate of 500 vehicles per hour for hour 1 (A(1)), and
300 vehicles per hour for hour 2 (A(2)). The server can discharge 400 vehicles per
hour (D(t)).

a) What is the standing queue at the end of 2 hours?

Total Arrivals 500veh/hr*1hr + 300veh/hr*1hr = 800 veh
Total Departures 400veh/hr*2hr = 800 veh
800veh 800 veh = 0 veh in the queue at 2 hrs

a) What is the maximum queue?

(500veh arrive in hour 1) (400 veh depart in hr 1) = 100 veh in queue at 1 hour

b) What is the total delay? Compute the area under the triangle(s)
A = base* height = (0.5 *1 hr *100veh) + (0.5 *1 hr *100veh) = 100 veh-hr
 Deterministic Queue Example
Answers:
Suppose vehicles arrive at a rate of 500 vehicles per hour for hour 1 (A(1)), and
300 vehicles per hour for hour 2 (A(2)). The server can discharge 400 vehicles per
hour (D(t)).

a) What is the standing queue at the end of 2 hours?

Total Arrivals 500veh/hr*1hr + 300veh/hr*1hr = 800 veh
Total Departures 400veh/hr*2hr = 800 veh
800veh 800 veh = 0 veh in the queue at 2 hrs

a) What is the maximum queue?

b) What is the total delay? Compute the area under the triangle(s)
A = base* height = (0.5 *1 hr *100veh) + (0.5 *1 hr *100veh) = 100 veh-hr
 Cumulative inputs-outputs Diagram
Number of vehicles

800 veh

A2 = 300vph

500 veh
D(t) = 400vph

400 veh
Max Queue
A1 = 500vph

Time (min)
1 hr 2 hr
 Deterministic Queue Example
Answers:
Suppose vehicles arrive at a rate of 500 vehicles per hour for hour 1 (A(1)), and
300 vehicles per hour for hour 2 (A(2)). The server can discharge 400 vehicles per
hour (D(t)).

a) What is the standing queue at the end of 2 hours?

Arrivals 500veh/hr*1hr + 300veh/hr*1hr = 800 veh
Departures 400veh/hr*2hr = 800 veh
800veh 800 veh = 0 veh in the queue at 2 hrs

a) What is the maximum queue?

(500veh arrive in hour 1) (400 veh depart in hr 1) = 100 veh in queue at 1 hour

a) What is the total delay? Compute the area under the triangle(s)
A = base* height = (0.5 *1 hr *100veh) + (0.5 *1 hr *100veh) = 100 veh-hr
 Deterministic Queue Example
Answers:
Suppose vehicles arrive at a rate of 500 vehicles per hour for hour 1 (A(1)), and
300 vehicles per hour for hour 2 (A(2)). The server can discharge 400 vehicles per
hour (D(t)).

a) What is the standing queue at the end of 2 hours?

Arrivals 500veh/hr*1hr + 300veh/hr*1hr = 800 veh
Departures 400veh/hr*2hr = 800 veh
800veh 800 veh = 0 veh in the queue at 2 hrs

a) What is the maximum queue?

(500veh arrive in hour 1) (400 veh depart in hr 1) = 100 veh in queue at 1 hour

b) What is the total delay? Compute the area under the triangle(s)
A = base* height = (0.5 *1 hr *100 veh) + (0.5 *1 hr *100 veh) = 100 veh-hr
 Cumulative inputs-outputs Diagram
Number of vehicles

800 veh

A2 = 300vph

1 hr = triangle base
500 veh
2 D(t) = 400vph

400 veh

A1 = 500vph
1 100 veh = triangle height

Time (min)
1 hr 2 hr
 Deterministic Queue Example
Answers:
Suppose vehicles arrive at a rate of 500 vehicles per hour for hour 1 (A(1)), and
300 vehicles per hour for hour 2 (A(2)). The server can discharge 400 vehicles per
hour (D(t)).

a) What is the standing queue at the end of 2 hours?

Arrivals 500veh/hr*1hr + 300veh/hr*1hr = 800 veh
Departures 400veh/hr*2hr = 800 veh
800veh 800 veh = 0 veh in the queue at 2 hrs

a) What is the maximum queue?

(500veh arrive in hour 1) (400 veh depart in hr 1) = 100 veh in queue at 1 hour

b) What is the total delay? Compute the area under the triangle(s)
A = base* height = ( *1 hr *100 veh) + ( *1 hr *100 veh) = 100 veh-hr
 Stochastic Queues
Rates
Arrival Rate (veh/hr): A(t) = These are now (independent)
Departure Rate (veh/hr): D(t) = random variables that each
follow a Poisson distribution
Service time (hr/veh): 1/
Utilization Rate (veh/hr): = /

Will focus on the following conditions:

Under-saturated: < Sometimes queueing
Number of Channels = 1 (e.g. Ramps, Supermarket, road lanes)
Infinite Capacity
 Stochastic Queue Properties
E(n) - average queue size including customers currently being served
E(v) - average delay time (wait time + service time)
E(w) - average wait time (excludes service time)

Only Arrival
rate is random
 Stochastic Queue Properties
E(n) - average queue size including customers currently being served
E(v) - average delay time (wait time + service time)
E(w) - average wait time (excludes service time)

Only Arrival Arrival and service

rate is random rate are random
Additional M/M/1 Queue Properties

Derived from exponential distributions

 Krusty Burger Queueing Example
Problem 1: At the Krusty-Burger, if the arrival rate is 1 customer every
minute and the service rate is 1 customer every 45 seconds, find the
average queue size, the average waiting time, and average total delay.
Compare solutions for a M/D/1 an M/M/1 process.
 Krusty Burger Example
Information Provided:
Arrival rate, l = 1 customer every minute
Service rate, m = 1 customer every 45 seconds
Number of channels = 1

First, convert everything into minutes.

m = 1.33 customers per minute
Utilization rate, r = l/ m = 1 / 1.33 = 0.75 (Meaning the server is busy on average 75% of the
time)

What do we know?
This is an under-saturated system, <

What do we want to compute?

E(n) Queue; E(w) wait time; E(v) - delay
Krusty Burger Example M/M/1 Case
Krusty Burger Example M/M/1 Case
Krusty Burger Example M/M/1 Case
Krusty Burger Example M/M/1 Case
Krusty Burger Example M/M/1 Case
Krusty Burger Example M/D/1 Case

As expected, the delay associated with the more random case (M/M/1, which
has both random arrivals and random service) is greater than the less random
case (M/D/1).
 Krusty Burger Example M/M/1 Case
Problem 2:
How likely is it that Homer got his pile of hamburgers in less
than 1, 2, or 3 minutes?
 Krusty Burger Example M/M/1 Case
Problem 2:
How likely is it that Homer got his pile of hamburgers in less
than 1, 2, or 3 minutes?

Probability of spending t time or less in system: = 1 (1)

 Krusty Burger Example M/M/1 Case
Problem 2:
How likely is it that Homer got his pile of hamburgers in less
than 1, 2, or 3 minutes?

Probability of spending t time or less in system: = 1 (1)

 Krusty Burger Example M/M/1 Case
Problem 2:
How likely is it that Homer got his pile of hamburgers in less
than 1, 2, or 3 minutes?

Probability of spending t time or less in system: = 1 (1)

 Krusty Burger Example M/M/1 Case
Problem 2:
How likely is it that Homer got his pile of hamburgers in less
than 1, 2, or 3 minutes?

Probability of spending t time or less in system: = 1 (1)

 Krusty Burger Example M/M/1 Case
Problem 3:
Before he encounters the pimply face teen who serves burgers,
what is the likelihood that homer waited more than three minutes?
 Krusty Burger Example M/M/1 Case
Problem 3:
Before he encounters the pimply face teen who serves burgers,
what is the likelihood that homer waited more than three minutes?

Probability of spending t time or less in queue: = 1 (1)

 Krusty Burger Example M/M/1 Case
Problem 4:
How likely is it that there were more than five customers in front
of Homer?
 Krusty Burger Example M/M/1 Case
Problem 4:
How likely is it that there were more than five customers in front
of Homer?

Probability of more than N units in queue: > = +1

 Questions?

Sources: Slide material provided by David Levinson. Reference: https://en.m.wikibooks.org/wiki/Fundamentals_of_Transportation