Some general models of traffic flow in an isolated network

Starting form basic principles, we obtain mathematical models that describe the traffic of material objects in a network represented by a graph. We analyze existence, uniqueness, and positivity of solutions for some implicit models. Also, some linear models and their equilibria are analyzed. Copyright © 2017 John Wiley & Sons, Ltd.     

Spectral analysis of the Sturm-Liouville operator on the star-shaped graph

The Sturm-Liouville operator on the star-shaped graph is considered. We study its spectral properties, important for inverse problem theory. In particular, asymptotic formulas for the weight matrices are derived, by using contour integration. We also prove the Riesz-basis property for a special sequence of vector functions, constructed by the spectral data.     

An inverse problem for an integro‐differential operator on a star‐shaped graph

A partial inverse problem for an integro‐differential Sturm‐Liouville operator on a star‐shaped graph is studied. We suppose that the convolution kernels are known on all the edges of the graph except one and recover the kernel on the remaining edge from a part of the spectrum. We prove the uniqueness theorem for this problem and develop a constructive algorithm for its solution, based on the reduction of the inverse problem on the graph to the inverse problem on the interval by using the Riesz basis property of the special system of functions.     

High order generalized upwind schemes and numerical solution of singular perturbation problems

High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation problems are taken into account to emphasize the main features of the proposed methods. AMS subject classification (2000)  65L10, 65L12, 65L50     

Window flow control in FIFO networks with cross traffic

We focus on window flow control as used in packet-switched communication networks. The approach consists in studying the stability of a system where each node on the path followed by the packets of the controlled connection is modeled by a FIFO (First-In-First-Out) queue of infinite capacity which receives in addition some cross traffic represented by an exogenous flow. Under general stochastic assumptions, namely for stationary and ergodic input processes, we show the existence of a maximum throughput allowed by the flow control. Then we establish bounds on the value of this maximum throughput. These bounds, which do not coincide in general, are reached by time-space scalings of the exogenous flows. Therefore, the performance of the window flow control depends not only on the traffic intensity of the cross flows, but also on fine statistical characteristics such as the burstiness of these flows. These results are illustrated by several examples, including the case of a nonmonotone, nonconvex and fractal stability region. This revised version was published online in June 2006 with corrections to the Cover Date.     

A hybrid macroscopic-based model for traffic flow in road networks

Recently, the unquestionable growth of interest to increase the operational efficiency and capability of transportation systems led to the development of a large number of traffic modeling theories. One of the major operational issues when developing a transportation system management model lies in the selection of the appropriate methodological approach with respect to several decisions, such as the selection of the type of input and output data as well as the qualitative representation and the computational power of the model. Despite the considerable effort in the area, there is still not an approach which per se models effectively the various dynamically evolving features of traffic in road networks. The present paper addresses this issue by introducing a new hybrid approach which combines the complementary features and capabilities of both continuum mathematical models e.g. 1, 6, 23 and 26 and knowledge-based models e.g. 7, 22 and 28 in order to describe effectively traffic flow in road networks.     

A heavy traffic limit theorem for a class of open queueing networks with finite buffers

We consider a queueing network of d single server stations. Each station has a finite capacity waiting buffer, and all customers served at a station are homogeneous in terms of service requirements and routing. The routing is assumed to be deterministic and hence feedforward. A server stops working when the downstream buffer is full. We show that a properly normalized d-dimensional queue length process converges in distribution to a fd-dimensional semimartingale reflecting Brownian motion (RBM) in a d-dimensional box under a heavy traffic condition. The conventional continuous mapping approach does not apply here because the solution to our Skorohod problem may not be unique. Our proof relies heavily on a uniform oscillation result for solutions to a family of Skorohod problems. The oscillation result is proved in a general form that may be of independent interest. It has the potential to be used as an important ingredient in establishing heavy traffic limit theorems for general finite buffer networks. This revised version was published online in June 2006 with corrections to the Cover Date.     

A class of multi‐step difference schemes by using Padé approximant

In this paper, we present a method for the construction of a class of multi‐step finite differences schemes for solving arbitrary order linear two‐point boundary value problems. The construction technique is based on Padé approximant. It is easy to derive multi‐step difference schemes, and it includes many existing schemes as its special cases. Numerical experiments show that the proposed schemes are flexible and convergent. Copyright © 2013 John Wiley & Sons, Ltd.     

Boundary value problems on weighted networks

We present here a systematic study of general boundary value problems on weighted networks that includes the variational formulation of such problems. In particular, we obtain the discrete version of the Dirichlet Principle and we apply it to the analysis of the inverse problem of identifying the conductivities of the network in a very general framework. Our approach is based on the development of an efficient vector calculus on weighted networks which mimetizes the calculus in the smooth case. The key tool is an adequate construction of the tangent space at each vertex. This allows us to consider discrete vector fields, inner products and general metrics. Then, we obtain discrete versions of derivative, gradient, divergence and Laplace-Beltrami operators, satisfying analogous properties to those verified by their continuous counterparts. On the other hand we develop the corresponding integral calculus that includes the discrete versions of the Integration by Parts technique and Green’s Identities. Finally, we apply our discrete vector calculus to analyze the consistency of difference schemes used to solve numerically a Robin boundary value problem in a square.     

Boundary value problems for certain classes of loaded differential equations and solving them by finite difference methods

Boundary value problems for loaded ordinary and partial differential equations are considered. A priori bounds are obtained for solutions to differential and difference equations. These bounds imply the stability and convergence of difference schemes for the equations under consideration.     

A note on the consensus finding problem in communication networks with switching topologies

In this note, we discuss the problem of consensus finding in communication networks of agents with dynamically switching topologies. In particular, we consider the case of directed networks with unbalanced matrices of communication rates. We formulate sufficient conditions for consensus finding in terms of strong connectivity of the underlying directed graphs and prove that, given these conditions, consensus is found asymptotically. Moreover, we show that this consensus is an emergent property of the system, being encoded in its dynamics and not just an invariant of its initial configuration.     

Combined finite difference and spectral methods for the numerical solution of hyperbolic equation with an integral condition

In this work the combined finite difference and spectral methods have been proposed for the numerical solution of the one‐dimensional wave equation with an integral condition. The time variable is approximated using a finite difference scheme. But the spectral method is employed for discretizing the space variable. The main idea behind this approach is that we can get high‐order results. The new method is used for two test problems and the numerical results are obtained to support our theoretical expectations. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

On air traffic flow management with rerouting. Part I: Deterministic case

In this paper a deterministic mixed 0-1 model for the air traffic flow management problem is presented. The model allows for flight cancelation and rerouting, if necessary. It considers several types of objective functions to minimize, namely, the number of flights exceeding a given time delay (that can be zero), separable and non-separable ground holding and air delay costs, penalization of alternative routes to the scheduled one for each flight, time unit delay cost to arrive to the nodes (i.e., air sectors and airports) and penalization for advancing arrival to the nodes over the schedule. The arrival and departure capacity at the airports is obviously considered, as well as the capacity of the different sectors in the airspace, being allowed to vary along the time horizon. So, the model is aimed to help for better decision-making regarding the ground holding and air delays imposed on flights in an air network, on a short term policy for a given time horizon. It is so strong that there is no additional cut appending, nor does it require the execution of the branch-and-bound phase to obtain the optimal solution for the problem in many cases of the testbeds with which we have experimented. In the other cases, the help of the cut identifying and heuristic schemes of the state-of-the art optimization engine of choice is required in order to obtain the solution of the problem, and the branch-and-bound phase is not required either. An extensive computational experience is reported for large-scale instances, some of which have been taken from the literature and some others were coming from industry.     

Wavelet method for solving the unsteady porous-medium flow problem with discontinuous coefficients

A method is proposed for constructing stable approximate wavelet decompositions of weak solutions to boundary value problems for the unsteady porous-medium flow equation with discontinuous coefficients and inexact data. The method is based on the general scheme for finite-dimensional approximation in Tikhonov regularization and on multiresolution analysis with basis functions defined as the product of one-dimensional Daubechies wavelets.     

Numerical treatment of degenerate diffusion equations via Feller's boundary classification,and applications

A numerical method is devised to solve a class of linear boundary‐value problems for one‐dimensional parabolic equations degenerate at the boundaries. Feller theory, which classifies the nature of the boundary points, is used to decide whether boundary conditions are needed to ensure uniqueness, and, if so, which ones they are. The algorithm is based on a suitable preconditioned implicit finite‐difference scheme, grid, and treatment of the boundary data. Second‐order accuracy, unconditional stability, and unconditional convergence of solutions of the finite‐difference scheme to a constant as the time‐step index tends to infinity are further properties of the method. Several examples, pertaining to financial mathematics, physics, and genetics, are presented for the purpose of illustration. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Boundary value problems with global projection conditions

Parametrices of elliptic boundary value problems for differential operators belong to an algebra of pseudodifferential operators with the transmission property at the boundary. However, generically, smooth symbols on a manifold with boundary do not have this property, and several interesting applications require a corresponding more general calculus. We introduce here a new algebra of boundary value problems that contains Shapiro-Lopatinskij elliptic as well as global projection conditions; the latter ones are necessary, if an analogue of the Atiyah-Bott obstruction does not vanish. We show that every elliptic operator admits (up to a stabilisation) elliptic conditions of that kind. Corresponding boundary value problems are then Fredholm in adequate scales of spaces. Moreover, we construct parametrices in the calculus.     

On air traffic flow management with rerouting. Part II: Stochastic case

We present a framework for modeling multistage mixed 0-1 problems for the air traffic flow management problem with rerouting (ATFMRP) under uncertainty in the airport arrival and departure capacity, the air sector capacity and the flight demand. The model allows for flight cancelation, if necessary. It considers several types of objective functions to minimize, namely, total ground and air holding cost, penalization of the alternative routes to the scheduled one for each flight, delay cost for the flights to arrive to the airports and the air sector nodes, and penalization for advancing the arrival of the flights to the airport over the scheduled period. A scenario tree based scheme is used to represent the Deterministic Equivalent Model (DEM) of the stochastic mixed 0-1 program with full recourse. The nonanticipativity constraints that equate the so named common 0-1 and continuous variables from the same group of scenarios in each period are implicitly satisfied in the compact representation of DEM. Some computational experience is reported for medium-scale instances. The model is so tight that none of the instances of the testbed but two of them requires to execute the branch-and-cut phase of the MIP optimization engine of choice.