arXiv subjects

Emiliano Cristiani

Publications and source records attributed to Emiliano Cristiani.

45 records · Page 3Linked to original sources

arXiv2014

An easy-to-use algorithm for simulating traffic flow on networks: numerical experiments

In this paper we propose a Godunov-based discretization of a hyperbolic system of conservation laws with discontinuous flux, modeling vehicular flow on a network. Each equation describes the density evolution of vehicles having a common path along the network. We show that the algorithm selects automatically an admissible solution at junctions, hence ad hoc external procedures (e.g., maximization of the flux via a linear programming method) usually employed in classical approaches are no needed. Since users have not to deal explicitly with vehicle dynamics at junction, the numerical code can be implemented in minutes. We perform a detailed numerical comparison with a Godunov-based scheme coming from the classical theory of traffic flow on networks which maximizes the flux at junctions.

math.NA↗

arXiv2013

Can local single-pass methods solve any stationary Hamilton-Jacobi-Bellman equation?

The use of local single-pass methods (like, e.g., the Fast Marching method) has become popular in the solution of some Hamilton-Jacobi equations. The prototype of these equations is the eikonal equation, for which the methods can be applied saving CPU time and possibly memory allocation. Then, some natural questions arise: can local single-pass methods solve any Hamilton-Jacobi equation? If not, where the limit should be set? This paper tries to answer these questions. In order to give a complete picture, we present an overview of some fast methods available in literature and we briefly analyze their main features. We also introduce some numerical tools and provide several numerical tests which are intended to exhibit the limitations of the methods. We show that the construction of a local single-pass method for general Hamilton-Jacobi equations is very hard, if not impossible. Nevertheless, some special classes of problems can be actually solved, making local single-pass methods very useful from the practical point of view.

math.NA↗

arXiv2012

A patchy Dynamic Programming scheme for a class of Hamilton-Jacobi-Bellman equations

In this paper we present a new algorithm for the solution of Hamilton-Jacobi-Bellman equations related to optimal control problems. The key idea is to divide the domain of computation into subdomains which are shaped by the optimal dynamics of the underlying control problem. This can result in a rather complex geometrical subdivision, but it has the advantage that every subdomain is invariant with respect to the optimal dynamics, and then the solution can be computed independently in each subdomain. The features of this dynamics-dependent domain decomposition can be exploited to speed up the computation and for an efficient parallelization, since the classical transmission conditions at the boundaries of the subdomains can be avoided. For their properties, the subdomains are patches in the sense introduced by Ancona and Bressan [ESAIM Control Optim. Calc. Var., 4 (1999), pp. 445-471]. Several examples in two and three dimensions illustrate the properties of the new method.

math.NA↗

arXiv2012

How can macroscopic models reveal self-organization in traffic flow?

In this paper we propose a new modeling technique for vehicular traffic flow, designed for capturing at a macroscopic level some effects, due to the microscopic granularity of the flow of cars, which would be lost with a purely continuous approach. The starting point is a multiscale method for pedestrian modeling, recently introduced in Cristiani et al., Multiscale Model. Simul., 2011, in which measure-theoretic tools are used to manage the microscopic and the macroscopic scales under a unique framework. In the resulting coupled model the two scales coexist and share information, in the sense that the same system is simultaneously described from both a discrete (microscopic) and a continuous (macroscopic) perspective. This way it is possible to perform numerical simulations in which the single trajectories and the average density of the moving agents affect each other. Such a method is here revisited in order to deal with multi-population traffic flow on networks. For illustrative purposes, we focus on the simple case of the intersection of two roads. By exploiting one of the main features of the multiscale method, namely its dimension-independence, we treat one-dimensional roads and two-dimensional junctions in a natural way, without referring to classical network theory. Furthermore, thanks to the coupling between the microscopic and the macroscopic scales, we model the continuous flow of cars without losing the right amount of granularity, which characterizes the real physical system and triggers self-organization effects, such as, for example, the oscillatory patterns visible at jammed uncontrolled crossroads.

math-ph↗

arXiv2011

Numerical approximation of Nash equilibria for a class of non-cooperative differential games

In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of Hamilton-Jacobi equations. The numerical method is based on the Dynamic Programming Principle for every equation and on a global fixed point iteration. We present the numerical solutions of some two-player games in one and two dimensions. The paper has an experimental nature, but some features and properties of the approximation scheme are discussed.

math.NA↗

arXiv2010

Multiscale modeling of granular flows with application to crowd dynamics

In this paper a new multiscale modeling technique is proposed. It relies on a recently introduced measure-theoretic approach, which allows to manage the microscopic and the macroscopic scale under a unique framework. In the resulting coupled model the two scales coexist and share information. This allows to perform numerical simulations in which the trajectories and the density of the particles affect each other. Crowd dynamics is the motivating application throughout the paper.

math-ph↗

arXiv2010

Effects of anisotropic interactions on the structure of animal groups

This paper proposes an agent-based model which reproduces different structures of animal groups. The shape and structure of the group is the effect of simple interaction rules among individuals: each animal deploys itself depending on the position of a limited number of close group mates. The proposed model is shown to produce clustered formations, as well as lines and V-like formations. The key factors which trigger the onset of different patterns are argued to be the relative strength of attraction and repulsion forces and, most important, the anisotropy in their application.

math.DS↗

arXiv2009

Modeling self-organization in pedestrians and animal groups from macroscopic and microscopic viewpoints

This paper is concerned with mathematical modeling of intelligent systems, such as human crowds and animal groups. In particular, the focus is on the emergence of different self-organized patterns from non-locality and anisotropy of the interactions among individuals. A mathematical technique by time-evolving measures is introduced to deal with both macroscopic and microscopic scales within a unified modeling framework. Then self-organization issues are investigated and numerically reproduced at the proper scale, according to the kind of agents under consideration.

math-ph↗

arXiv2009

Initialization of the Shooting Method via the Hamilton-Jacobi-Bellman Approach

The aim of this paper is to investigate from the numerical point of view the possibility of coupling the Hamilton-Jacobi-Bellman (HJB) equation and Pontryagin's Minimum Principle (PMP) to solve some control problems. A rough approximation of the value function computed by the HJB method is used to obtain an initial guess for the PMP method. The advantage of our approach over other initialization techniques (such as continuation or direct methods) is to provide an initial guess close to the global minimum. Numerical tests involving multiple minima, discontinuous control, singular arcs and state constraints are considered. The CPU time for the proposed method is less than four minutes up to dimension four, without code parallelization.

math.OC↗