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Ke Han

Publications and source records attributed to Ke Han.

140 records · Page 8Linked to original sources
arXiv2016

A variational approach for continuous supply chain networks

We consider a continuous supply chain network consisting of buffering queues and processors first proposed by [D. Armbruster, P. Degond, and C. Ringhofer, SIAM J. Appl. Math., 66 (2006), pp. 896--920] and subsequently analyzed by [D. Armbruster, P. Degond, and C. Ringhofer, Bull. Inst. Math. Acad. Sin. (N.S.), 2 (2007), pp. 433--460] and [D. Armbruster, C. De Beer, M. Freitag, T. Jagalski, and C. Ringhofer, Phys. A, 363 (2006), pp. 104--114]. A model was proposed for such a network by [S. Göttlich, M. Herty, and A. Klar, Commun. Math. Sci., 3 (2005), pp. 545--559] using a system of coupling ordinary differential equations and partial differential equations. In this article, we propose an alternative approach based on a variational method to formulate the network dynamics. We also derive, based on the variational method, a computational algorithm that guarantees numerical stability, allows for rigorous error estimates, and facilitates efficient computations. A class of network flow optimization problems are formulated as mixed integer programs (MIPs). The proposed numerical algorithm and the corresponding MIP are compared theoretically and numerically with existing ones [A. Fügenschuh, S. Göttlich, M. Herty, A. Klar, and A. Martin, SIAM J. Sci. Comput., 30 (2008), pp. 1490--1507; S. Göttlich, M. Herty, and A. Klar, Commun. Math. Sci., 3 (2005), pp. 545--559], which demonstrates the modeling and computational advantages of the variational approach.

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arXiv2016

Existence of optima and equilibria for traffic flow on networks

This paper is concerned with a conservation law model of traffic flow on a network of roads, where each driver chooses his own departure time in order to minimize the sum of a departure cost and an arrival cost. The model includes various groups of drivers, with different origins and destinations and having different cost functions. Under a natural set of assumptions, two main results are proved: (i) the existence of a globally optimal solution, minimizing the sum of the costs to all drivers, and (ii) the existence of a Nash equilibrium solution, where no driver can lower his own cost by changing his departure time or the route taken to reach destination. In the case of Nash solutions, all departure rates are uniformly bounded and have compact support.

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arXiv2016

On the Continuum Approximation of the On-and-off Signal Control on Dynamic Traffic Networks

In the modeling of traffic networks, a signalized junction is typically treated using a binary variable to model the on-and-off nature of signal operation. While accurate, the use of binary variables can cause problems when studying large networks with many intersections. Instead, the signal control can be approximated through a continuum approach where the on-and-off control variable is replaced by a priority parameter. Advantages of such approximation include elimination of the need for binary variables, lower time resolution requirements, and more flexibility and robustness in a decision environment. It also resolves the issue of discontinuous travel time functions arising from the context of dynamic traffic assignment. Despite these advantages in application, it is not clear from a theoretical point of view how accurate is such continuum approach; i.e., to what extent is this a valid approximation for the on-and-off case. The goal of this paper is to answer these basic research questions and provide further guidance for the application of such continuum signal model. In particular, by employing the Lighthill-Whitham-Richards model (Lighthill and Whitham, 1955; Richards, 1956) on a traffic network, we investigate the convergence of the on-and-off signal model to the continuum model in regimes of diminishing signal cycles. We also provide numerical analyses on the continuum approximation error when the signal cycles are not infinitesimal. As we explain, such convergence results and error estimates depend on the type of fundamental diagram assumed and whether or not vehicle spillback occurs in a network. Finally, a traffic signal optimization problem is presented and solved which illustrates the unique advantages of applying the continuum signal model instead of the on-and-off one.

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arXiv2016

Formulation, existence, and computation of boundedly rational dynamic user equilibrium with fixed or endogenous user tolerance

This paper analyzes simultaneous route-and-departure-time (SRDT) dynamic user equilibrium (DUE) that incorporates the notion of boundedly rational (BR) user behavior in the selection of departure time and route choices. Intrinsically, the boundedly rational dynamic user equilibrium (BR-DUE) model we present assumes that travelers do not always seek the least costly route-and-departure-time choice. Rather, their perception of travel cost is affected by an indifference band describing travelers' tolerance of the difference between their experienced travel costs and the minimum travel cost. An extension of the BR-DUE problem is the so-called variable tolerance dynamic user equilibrium (VT-BR-DUE) wherein endogenously determined tolerances may depend not only on paths, but also on the established path departure rates. This paper presents a unified approach for modeling both BR-DUE and VT-BR-DUE, which makes significant contributions to model formulation, analysis of existence, solution characterization, and heuristic numerical computation of such problems. The VT-BR-DUE problem, together with the BR-DUE problem as a special case, is formulated as a variational inequality. We provide a very general existence result for VT-BR-DUE and BR-DUE that relies on assumptions weaker than those required for mere DUE models. Moreover, a characterization of the solution set is provided based on rigorous topological analysis. Finally, three computational algorithms are proposed based on the VI and DVI formulations. Numerical studies are conducted to assess the proposed algorithms in terms of solution quality, convergence, and computational efficiency.

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arXiv2016

Continuity of the path delay operator for dynamic network loading with spillback

This paper establishes the continuity of the path delay operators for dynamic network loading (DNL) problems based on the Lighthill-Whitham-Richards model, which explicitly capture vehicle spillback. The DNL describes and predicts the spatial-temporal evolution of traffic flow and congestion on a network that is consistent with established route and departure time choices of travelers. The LWR-based DNL model is first formulated as a system of partial differential algebraic equations (PDAEs). We then investigate the continuous dependence of merge and diverge junction models with respect to their initial/boundary conditions, which leads to the continuity of the path delay operator through the wave-front tracking methodology and the generalized tangent vector technique. As part of our analysis leading up to the main continuity result, we also provide an estimation of the minimum network supply without resort to any numerical computation. In particular, it is shown that gridlock can never occur in a finite time horizon in the DNL model.

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arXiv2015

Continuity of the Effective Path Delay Operator for Networks Based on the Link Delay Model

This paper is concerned with a dynamic traffic network performance model, known as dynamic network loading (DNL), that is frequently employed in the modeling and computation of analytical dynamic user equilibrium (DUE). As a key component of continuous-time DUE models, DNL aims at describing and predicting the spatial-temporal evolution of traffic flows on a network that is consistent with established route and departure time choices of travelers, by introducing appropriate dynamics to flow propagation, flow conservation, and travel delays. The DNL procedure gives rise to the path delay operator, which associates a vector of path flows (path departure rates) with the corresponding path travel costs. In this paper, we establish strong continuity of the path delay operator for networks whose arc flows are described by the link delay model (Friesz et al., 1993). Unlike result established in Zhu and Marcotte (2000), our continuity proof is constructed without assuming a priori uniform boundedness of the path flows. Such a more general continuity result has a few important implications to the existence of simultaneous route-and-departure choice DUE without a priori boundedness of path flows, and to any numerical algorithm that allows convergence to be rigorously analyzed.

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arXiv2013

Dynamic Congestion and Tolls with Mobile Source Emission

This paper proposes a dynamic congestion pricing model that takes into account mobile source emissions. We consider a tollable vehicular network where the users selfishly minimize their own travel costs, including travel time, early/late arrival penalties and tolls. On top of that, we assume that part of the network can be tolled by a central authority, whose objective is to minimize both total travel costs of road users and total emission on a network-wide level. The model is formulated as a mathematical program with equilibrium constraints (MPEC) problem and then reformulated as a mathematical program with complementarity constraints (MPCC). The MPCC is solved using a quadratic penalty-based gradient projection algorithm. A numerical study on a toy network illustrates the effectiveness of the tolling strategy and reveals a Braess-type paradox in the context of traffic-derived emission.

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arXiv2013

An Infinite-Dimensional Variational Inequality Formulation and Existence Result for Dynamic User Equilibrium with Elastic Demands

This paper is concerned with dynamic user equilibrium (DUE) with elastic travel demand (E-DUE). We present and prove a variational inequality (VI) formulation of E-DUE using measure-theoretic argument. Moreover, existence of the E-DUE is formally established with a version of Brouwer's fixed point theorem in a properly defined Hilbert space. The existence proof requires the effective delay operator to be continuous, a regularity condition also needed to ensure the existence of DUE with fixed demand (Han et al., 2013c). Our proof does not invoke the a priori upper bound of the departure rates (path flows).

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arXiv2012

Lagrangian-based Hydrodynamic Model: Freeway Traffic Estimation

This paper is concerned with highway traffic estimation using traffic sensing data, in a Lagrangian-based modeling framework. We consider the Lighthill-Whitham-Richards (LWR) model (Lighthill and Whitham, 1955; Richards, 1956) in Lagrangian-coordinates, and provide rigorous mathematical results regarding the equivalence of viscosity solutions to the Hamilton-Jacobi equations in Eulerian and Lagrangian coordinates. We derive closed-form solutions to the Lagrangian-based Hamilton-Jacobi equation using the Lax-Hopf formula (Daganzo, 2005; Aubin et al., 2008), and discuss issues of fusing traffic data of various types into the Lagrangian-based H-J equation. A numerical study of the Mobile Century field experiment (Herrera et al., 2009) demonstrates the unique modeling features and insights provided by the Lagrangian-based approach.

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arXiv2012

A Link-based Mixed Integer LP Approach for Adaptive Traffic Signal Control

This paper is concerned with adaptive signal control problems on a road network, using a link-based kinematic wave model (Han et al., 2012). Such a model employs the Lighthill-Whitham-Richards model with a triangular fundamental diagram. A variational type argument (Lax, 1957; Newell, 1993) is applied so that the system dynamics can be determined without knowledge of the traffic state in the interior of each link. A Riemann problem for the signalized junction is explicitly solved; and an optimization problem is formulated in continuous-time with the aid of binary variables. A time-discretization turns the optimization problem into a mixed integer linear program (MILP). Unlike the cell-based approaches (Daganzo, 1995; Lin and Wang, 2004; Lo, 1999b), the proposed framework does not require modeling or computation within a link, thus reducing the number of (binary) variables and computational effort. The proposed model is free of vehicle-holding problems, and captures important features of signalized networks such as physical queue, spill back, vehicle turning, time-varying flow patterns and dynamic signal timing plans. The MILP can be efficiently solved with standard optimization software.

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arXiv2012

On the Control of Non Holonomic Systems by Active Constraints

The paper is concerned with mechanical systems which are controlled by implementing a number of time-dependent, frictionless holonomic constraints. The main novelty is due to the presence of additional non-holonomic constraints. We develop a general framework to analyze these problems, deriving the equations of motion and studying the continuity properties of the "control-to-trajectory" maps. Various geometric characterizations are provided, in order that the equations be affine w.r.t. the time derivative of the control. In this case the system is fit for jumps, and the evolution is well defined also in connection with discontinuous control functions. The classical Roller Racer provides an example where the non-affine dependence of the equations on the derivative of the control is due only to the non-holonomic constraint. This is a case where the presence of quadratic terms in the equations can be used for controllability purposes.

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arXiv2009

Search for stable Strange Quark Matter in lunar soil

We report results from a search for strangelets (small chunks of Strange Quark Matter) in lunar soil using the Yale WNSL accelerator as a mass spectrometer. We have searched over a range in mass from A=42 to A=70 amu for nuclear charges 5, 6, 8, 9, and 11. No strangelets were found in the experiment. For strangelets with nuclear charge 8, a concentration in lunar soil higher than $10^{-16}$ is excluded at the 95% confidence level. The implied limit on the strangelet flux in cosmic rays is the most sensitive to date for the covered range and is relevant to both recent theoretical flux predictions and a strangelet candidate event found by the AMS-01 experiment.

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arXiv2008

Search for Stable Strange Quark Matter in Lunar Soil using the Mass Spectrometry Technique

Strange quark matter is a postulated state which may be the true ground state of cold hadronic matter. Physicists have been searching for strange quark matter in the last several decades but found no definite evidence of its existence. In our experiment, we used the Yale tandem accelerator as a mass spectrometer to identify possible stable strangelets (small chunks of strange quark matter) in lunar soil. The search covers the mass range from A=42 to A=70 amu for nuclear charges 6, 8, and 9. No strangelets are found at sensitivity levels down to $\sim10^{-17}$. The implied limit on strangelet flux in cosmic rays is the most sensitive to date for the covered mass range.

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