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1
Yan, Li, and 顏理. "On the traffic flow control system." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39431174.
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2
Yue, Yang, and 樂陽. "Spatial-temporal dependency of traffic flow and its implications for short-term traffic forecasting." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B35507366.
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3
Lierkamp, Darren. "Simulating the effects of following distance on a high-flow freeway." Full text available online (restricted access), 2003. http://images.lib.monash.edu.au/ts/theses/Lierkamp.pdf.
Повний текст джерелаАнотація:
"CP830 Research Project and Thesis 2". Includes bibliographical references (p. 80-93) Electronic reproduction.[S.l. :s.n.],2003.Electronic data.Mode of access: World Wide Web.System requirements: Adobe Acrobat reader software for PDF files.Access restricted to institutions with a subscription.
4
Wong, Chun-kuen, and 黃春權. "Dynamic macroscopic modeling of highway traffic flows." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B31243757.
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5
Peng, Jixian, and 彭继娴. "Macroscopic characteristics of dense road networks." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/195994.
Повний текст джерелаАнотація:
In the continuum modeling of traffic networks, a macroscopic cost-flow function (MCF) and macroscopic fundamental diagram (MFD) can be used to represent the fundamental relationships between traffic quantities such as speed, flow, and density. The MCF governs the steady-state cost-flow relationship, whereas the MFD represents the instantaneous inter-relationship between speed, flow, and density of traffic streams. This thesis explores the influence of network topologies on the MCF and MFD.
The Hong Kong road system is divided into unit-sized road networks with various physical characteristics for which the network structure and signal timings are reserved. By universally scaling the origin-destination (OD) matrices of the morning peak, traffic conditions ranging from free-flow to congestion are created for microscopic simulation. From the simulation results, an MCF that relates the average journey time and the number of vehicles traveling through the network in one hour and an MFD that relates space to the mean speed and average density aggregated across 300s intervals are derived. The MCF and MFD are calibrated with mathematical models for each network.
The density of roads, junctions, and signal junctions all influence the value of the macroscopic parameters in the MCF and MFD, and predictive equations are constructed that relate the macroscopic parameters to the network topological characteristics. Based on the fitting performance of the mathematical models, recommendations are made for selecting MCF and MFD models for continuum modeling.published_or_final_version
Civil Engineering
Master
Master of Philosophy
6
溫建勇 and Kin-yung Wan. "Biham-middleton-levine traffic model in different spatial dimensions." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B3122183X.
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7
Wong, Chung-yin Philip, and 黃仲賢. "The development of pedestrian flow model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B48194025.
Повний текст джерелаАнотація:
This dissertation reported on the findings of the characteristics of the pedestrian
flows in Chinese New Year Eve Fair in Hong Kong and, the recommendations to its
crowd control measures. Since most of the pedestrian flow models were developed
for general purposes under normal condition, special models developed specifically
for major events such as bazaars, fairs and festivals in Hong Kong were required to
understand their pedestrian flow patterns. In this dissertation, pedestrian flows in the
Fair were videotaped and data was extracted for calibrating several pedestrian flow
models. These included the conventional models developed by Greenshields,
Greenberg, Pipes-Munjal, Underwood, Drake, Wong et al. and four modifications of
these models for simulating isotropic and bi-directional pedestrian flow scenarios.
The free flow speed of the pedestrians in the Chinese New Year Eve Fair was found
to be around 0.69-0.84 m/s, slower than those identified in other researches. Besides,
the results of these models showed the relationships between walking speed, density
and flow of the pedestrians in the Fair. Also, the effects of bi-directional flow to
pedestrian flows were assessed and quantified. These findings obtained from models
were then used as a basis for formulating crowd control strategy of major events in
Hong Kong.published_or_final_version
Transport Policy and Planning
Master
Master of Arts in Transport Policy and Planning
8
Kim, Changkyun. "Development and evaluation of traffic prediction systems." Diss., This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-06062008-164007/.
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9
Sivanandan, R. "A linear programming approach for synthesizing origin-destination (O-D) trip tables from link traffic volumes." Diss., This resource online, 1991. http://scholar.lib.vt.edu/theses/available/etd-07102007-142518/.
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10
Lau, Chi-yung, and 劉智勇. "Numerical studies on a few cellular automation traffic models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B31227521.
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11
Kako, Soichiro. "Microscopic modelling of merging at unsignalised intersections and its application to freeway merging." Thesis, Queensland University of Technology, 1998.
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12
Blogg, Miranda Louise. "Queues and delays at traffic elements with variable demand." Thesis, Queensland University of Technology, 2000.
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13
Zhou, Ji Zhe. "Modeling and dynamic routing for traffic flow through multi-agent system." Thesis, University of Macau, 2018. http://umaclib3.umac.mo/record=b3950602.
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14
Sun, Wenjun, and 孫文君. "Front tracking algorithm for the Lighthill-Whitham-Richards model for a traffic network." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40687624.
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15
Chen, Wenqin, and 陳文欽. "An analytical shock-fitting approach to the solution of the Lighthill-Whitham-Richards traffic flow model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38724650.
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16
Xie, Siqi, and 谢思琪. "Observational studies of pedestrian flows." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B49617990.
Повний текст джерелаАнотація:
Walking is an environmentally friendly mode of transportation. A better understanding of pedestrian activities and effective planning of walking facilities are particularly important for densely populated Asian cities like Hong Kong. Empirical studies on pedestrian flows can be classified as controlled experiments and observational surveys. Controlled experiments are flexible and can be designed to fulfill the requirements of specific studies and eliminate influence from unrelated factors. Observational surveys provide data for pedestrian movements in different types of walking facilities. This thesis aims to develop a mathematical model for multidirectional pedestrian flows based on knowledge obtained from both a controlled experiment and observational surveys on three different walking facilities. Bayesian inference is adopted for model calibration, as it can combine the prior information from the controlled experiment and the observed data from the observational surveys.
The proposed model is based on Drake’s (1967) model of traffic flow. However, multidirectional pedestrian flows are much more complicated than the unidirectional and bidirectional flows. Therefore, instead of relating the speed of a pedestrian stream solely to pedestrian density, the flow ratio and intersecting angles between streams are introduced as factors that may influence stream speed. The proposed model takes the form of a set of structural equations rather than a single deterministic function.
By applying Bayesian inference, the proposed model is calibrated with the three sets of observed data respectively, based on the prior distribution specified by the controlled experiment results. Finally, pedestrian movements in three different walking facilities are analyzed based on the properties of the calibrated model.published_or_final_version
Civil Engineering
Master
Master of Philosophy
17
Fox, Thomas Charles 1960. "Evaluation of change interval policies." Thesis, The University of Arizona, 1989. http://hdl.handle.net/10150/277160.
Повний текст джерелаАнотація:
An intensive examination was conducted to test the credibility of current traffic signal change interval policies founded on a kinematic equation developed nearly 30 years ago. The investigation involved the review of relevant literature as well as an extensive collection of data. The literature review and data analysis revealed that current change interval policies rely on the disproven assumption that traffic decelerates at a constant rate. The data analysis also demonstrated that traffic approach speed and deceleration distance affect the manner in which deceleration occurs. Based on the data analysis, an alternative treatment of the kinematic equation is proposed using surrogate deceleration rates. The surrogate rates offer a pragmatic set of input for the kinematic equation. Therefore, rather than yielding a change interval based on an inaccurate assumption, agencies can implement change intervals which are responsive to local traffic.
18
Fan, Shimao. "Data-Fitted Generic Second Order Macroscopic Traffic Flow Models." Diss., Temple University Libraries, 2013. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/233877.
Повний текст джерелаАнотація:
MathematicsPh.D.
The Aw-Rascle-Zhang (ARZ) model has become a favorable ``second order" macroscopic traffic model, which corrects several shortcomings of the Payne-Whitham (PW) model. The ARZ model possesses a family of flow rate versus density (FD) curves, rather than a single one as in the ``first order" Lighthill-Whitham-Richards (LWR) model. This is more realistic especially during congested traffic state, where the historic fundamental diagram data points are observed to be set-valued. However, the ARZ model also possesses some obvious shortcomings, e.g., it assumes multiple maximum traffic densities which should be a ``property" of road. Instead, we propose a Generalized ARZ (GARZ) model under the generic framework of ``second order" macroscopic models to overcome the drawbacks of the ARZ model. A systematic approach is presented to design generic ``second order" models from historic data, e.g., we construct a family of flow rate curves by fitting with data. Based on the GARZ model, we then propose a phase-transition-like model that allows the flow rate curves to coincide in the free flow regime. The resulting model is called Collapsed GARZ (CGARZ) model. The CGARZ model keeps the flavor of phase transition models in the sense that it assume a single FD function in the free-flow phase. However, one should note that there is no real phase transition in the CGARZ model. To investigate to which extent the new generic ``second order" models (GARZ, CGARZ) improve the prediction accuracy of macroscopic models, we perform a comparison of the proposed models with two types of LWR models and their ``second order" generalizations, given by the ARZ model, via a three-detector problem test. In this test framework, the initial and boundary conditions are derived from real traffic data. In terms of using historic traffic data, a statistical technique, the so-called kernel density estimation, is applied to obtain density and velocity distributions from trajectory data, and a cubic interpolation is employed to formulate boundary condition from single-loop sensor data. Moreover, a relaxation term is added to the momentum equation of selected ``second order" models to address further unrealistic aspects of homogeneous models. Using these inhomogeneous ``second order" models, we study which choices of the relaxation term &tau are realistic.
Temple University--Theses
19
Kimathi, Mark E. M. [Verfasser], and Axel [Akademischer Betreuer] Klar. "Mathematical Models for 3-Phase Traffic Flow Theory / Mark E. M. Kimathi. Betreuer: Axel Klar." Kaiserslautern : Universitätsbibliothek Kaiserslautern, 2012. http://d-nb.info/1021039578/34.
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20
CHEN, YIDI. "A Numerical Study of Multi-class Traffic Flow Models." The Ohio State University, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu158714737847054.
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21
Bhat, Sudarshana C. S. "Evaluation of Tidewater district's operations improvements program." Thesis, Virginia Tech, 1989. http://hdl.handle.net/10919/44108.
Повний текст джерелаАнотація:
The increasing congestion on the roads in the United States of America has become a topic
of much interest among the transportation planners. There is a limit to which there can be
building of new highways. Thus, the thrust for better utilization of the existing facilities is
gaining ground. This research project is aimed at a solution to problems of increasing travel
times due to congestion.
A case study of the toll road (Route 44) in the tidewater region of Virginia has been made as
an example of the common method of relieving congestion, ridesharing, which is being encouraged.
The failure of the proper maintenance of the HOV lanes on the Route 44 leading to
the subsequent rescinding of the same has been looked into. The use of DYNAMO programming
was made in order to simulate the conditions on the toll road and to get an idea of the
various alternatives which could be used to take care of the problem. On the basis of the
simulations carried out, and taking into account the views held by the commuters who did not
form a part of the ridesharing community, a method in which authorities could give an advantage
as far as travel time is concerned, has been proposed.Master of Science
22
Johnson, Pamela Christine. "Bicycle Level of Service: Where are the Gaps in Bicycle Flow Measures?" PDXScholar, 2014. https://pdxscholar.library.pdx.edu/open_access_etds/1975.
Повний текст джерелаАнотація:
Bicycle use is increasing in many parts of the U.S. Local and regional governments have set ambitious bicycle mode share goals as part of their strategy to curb greenhouse gas emissions and relieve traffic congestion. In particular, Portland, Oregon has set a 25% mode share goal for 2030 (PBOT 2010). Currently bicycle mode share in Portland is 6.1% of all trips. Other cities and regional planning organizations are also setting ambitious bicycle mode share goals and increasing bicycle facilities and programs to encourage bicycling. Increases in bicycle mode share are being encouraged to increase. However, cities with higher-than-average bicycle mode share are beginning to experience locations with bicycle traffic congestion, especially during peak commute hours. Today, there are no established methods are used to describe or measure bicycle traffic flows.
In the 1960s, the Highway Capacity Manual (HCM) introduced Level of Service (LOS) measurements to describe traffic flow and capacity of motor vehicles on highways using an A-to-F grading system; "A" describes free flow traffic with no maneuvering constraints for the driver and an "F" grade corresponds to over capacity situations in which traffic flow breaks down or becomes "jammed". LOS metrics were expanded to highway and road facilities, operations and design. In the 1990s, the HCM introduced LOS measurements for transit, pedestrians, and bicycles. Today, there are many well established and emerging bicycle level of service (BLOS) methods that measure the stress, comfort and perception of safety of bicycle facilities. However, it was been assumed that bicycle traffic volumes are low and do not warrant the use of a LOS measure for bicycle capacity and traffic flow. There are few BLOS methods that take bicycle flow into consideration, except for in the case of separated bicycle and bicycle-pedestrian paths.
This thesis investigated the state of BLOS capacity methods that use bicycle volumes as a variable. The existing methods were applied to bicycle facility elements along a corridor that experiences high bicycle volumes in Portland, Oregon. Using data from the study corridor, BLOS was calculated and a sensitivity analysis was applied to each of the methods to determine how sensitive the models are to each of the variables used. An intercept survey was conducted to compare the BLOS capacity scores calculated for the corridor with the users' perception. In addition, 2030 bicycle mode share for the study corridor was estimated and the implications of increased future bicycle congestion were discussed. Gaps in the BLOS methods, limitations of the thesis study and future research were summarized.
In general, the existing methods for BLOS capacity are intended for separated paths; they are not appropriate for existing high traffic flow facilities. Most of the BLOS traffic flow methods that have been developed are most sensitive to bicycle volumes. Some of these models may be a good starting point to improve BLOS capacity and traffic flow measures for high bicycle volume locations. Without the tools to measure and evaluate the patterns of bicycle capacity and traffic flow, it will be difficult to monitor and mitigate bicycle congestion and to plan for efficient bicycle facilities in the future. This report concludes that it is now time to develop new BLOS capacity measures that address bicycle traffic flow.
23
Powell, James Eckhardt. "Building a Multivariable Linear Regression Model of On-road Traffic for Creation of High Resolution Emission Inventories." PDXScholar, 2017. https://pdxscholar.library.pdx.edu/open_access_etds/3415.
Повний текст джерелаАнотація:
Emissions inventories are an important tool, often built by governments, and used to manage emissions. To build an inventory of urban CO2 emissions and other fossil fuel combustion products in the urban atmosphere, an inventory of on-road traffic is required. In particular, a high resolution inventory is necessary to capture the local characteristics of transport emissions. These emissions vary widely due to the local nature of the fleet, fuel, and roads.
Here we show a new model of ADT for the Portland, OR metropolitan region. The backbone is traffic counter recordings made by the Portland Bureau of Transportation at 7,767 sites over 21 years (1986-2006), augmented with PORTAL (The Portland Regional Transportation Archive Listing) freeway traffic count data. We constructed a regression model to fill in traffic network gaps using GIS data such as road class and population density. An EPA-supplied emissions factor was used to estimate transportation CO2 emissions, which is compared to several other estimates for the city's CO2 footprint.
24
Sullivan, Daniel P. "Vehicle headway and lane flow distributions on multi-lane arterial roads." Thesis, Queensland University of Technology, 2001.
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25
Hallmark, Shauna L. "Analysis and prediction of individual vehicle activity for microscopic traffic modeling." Diss., Georgia Institute of Technology, 1999. http://hdl.handle.net/1853/20736.
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26
Olstam, Johan. "A model for simulation and generation of surrounding vehicles in driving simulators." Licentiate thesis, Linköpings universitet, Institutionen för teknik och naturvetenskap, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-4672.
Повний текст джерелаАнотація:
Driving simulators are used to conduct experiments on for example driver behavior, road design, and vehicle characteristics. The results of the experiments often depend on the traffic conditions. One example is the evaluation of cellular phones and how they affect driving behavior. It is clear that the ability to use phones when driving depends on traffic intensity and composition, and that realistic experiments in driving simulators therefore has to include surrounding traffic. This thesis describes a model that generates and simulates surrounding vehicles for a driving simulator. The proposed model generates a traffic stream, corresponding to a given target flow and simulates realistic interactions between vehicles. The model is built on established techniques for time-driven microscopic simulation of traffic and uses an approach of only simulating the closest neighborhood of the driving simulator vehicle. In our model this closest neighborhood is divided into one inner region and two outer regions. Vehicles in the inner region are simulated according to advanced behavioral models while vehicles in the outer regions are updated according to a less time-consuming model. The presented work includes a new framework for generating and simulating vehicles within a moving area. It also includes the development of enhanced models for car-following and overtaking and a simple mesoscopic traffic model. The developed model has been integrated and tested within the VTI Driving simulator III. A driving simulator experiment has been performed in order to check if the participants observe the behavior of the simulated vehicles as realistic or not. The results were promising but they also indicated that enhancements could be made. The model has also been validated on the number of vehicles that catches up with the driving simulator vehicle and vice versa. The agreement is good for active and passive catch-ups on rural roads and for passive catch-ups on freeways, but less good for active catch-ups on freeways.
27
Mollier, Stéphane. "Two-dimensional macroscopic models for large scale traffic networks." Thesis, Université Grenoble Alpes, 2020. http://www.theses.fr/2020GRALT005.
Повний текст джерелаАнотація:
Les fréquentes congestions que connaissent les réseaux routiers des grandes métropoles mondiales ont de lourdes conséquences économiques et environnementales. La compréhension et la modélisation dynamique des mécanismes à l'origine de ces congestions permettent d'en prédire l'évolution et donc d'améliorer l'efficacité des politiques de régulations utilisées par les opérateurs du réseau.La modélisation des réseaux routiers a commencé par le cas d'une route isolée puis a été étendue à des réseaux urbains. Ce changement d'échelle présente de nombreuses difficultés en matière de temps de calcul, de calibrage et de scénarisation, ce qui a incité la communauté scientifique à s'intéresser à des modèles agrégés, décrivant une représentation simplifiée de la réalité. Un de ces modèles vise à représenter de denses réseaux urbains par une équation aux dérivées partielles continue dans le plan. Ainsi, les véhicules sont représentés par une densité bi-dimensionnelle et leurs trajectoires sont décrites comme des directions de flux.L'objectif de la thèse est de développer cette approche et de proposer des méthodes pour son calibrage et sa validation. Les contributions correspondent à trois extensions successives du modèle. Tout d'abord, un simple modèle bi-dimensionnel est proposé pour le cas de réseaux homogènes --avec des limitations de vitesse et des concentrations de routes similaires en tout point-- et dans lesquels une direction de propagation privilégiée existe. Une méthode de comparaison avec un microsimulateur est présentée. Ensuite, le modèle est étendu au cas de réseaux hétérogènes --avec des limitations de vitesse et des concentrations de routes variables-- mais toujours avec une direction privilégiée. Ces dépendances spatiales permettent de décrire les phénomènes d'engorgement existant dans les réseaux routiers. Enfin, un modèle constitué de plusieurs couches, chacune représentant une direction de flux différente, est étudié. La complexité de la modélisation réside dans la formulation des interactions entre les différentes directions. Ce type de modèle n'est pas toujours hyperbolique ce qui impacte sa stabilitéCongestion in traffic networks is a common issue in big cities and has considerable economic and environmental impacts. Traffic policies and real-time network management can reduce congestion using prediction of dynamical modeling. Initially, researchers studied traffic flow on a single road and then, they extended it to a network of roads. However, large-scale networks present challenges in terms of computation time and parameters' calibration. This led the researchers to focus on aggregated models and to look for a good balance between accuracy and practicality.One of the approaches describes traffic evolution with a continuous partial differential equation on a 2D-plane. Vehicles are represented by a two-dimensional density and their propagation is described by the flow direction. The thesis aims to develop these models and devises methods for their calibration and their validation. The contributions follow three extensions of the model.First, a simple model in two-dimensional space to describe a homogeneous network with a preferred direction of flow propagation is considered. A homogeneous network has the same speed limits and a similar concentration of roads everywhere. A method for validation using GPS probes from microsimulation is provided. Then, a space-dependent extension to describe a heterogeneous network with a preferred direction of flow propagation is presented. A heterogeneous network has different speed limits and a variable concentration of roads. Such networks are of interest because they can show how bottleneck affects traffic dynamics. Finally, the case of multiple directions of flow is considered using multiple layers of density, each layer representing a different flow direction. Due to the interaction between layers, these models are not always hyperbolic which can impact their stability
28
Johnson, Lynne Alison. "Modelling particle emissions from traffic flows." Thesis, Queensland University of Technology, 2000.
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29
Bevrani, Bayan. "Multi-criteria capacity assessment and planning models for multi-modal transportation systems." Thesis, Queensland University of Technology, 2018. https://eprints.qut.edu.au/122895/1/Bayan_Bevrani_Thesis.pdf.
Повний текст джерелаАнотація:
This research provides a comprehensive set of methods for the capacity assessment of multi-modal transportation systems, which are easy to apply and can significantly reduce the time to perform a capacity analysis. This thesis developed multi-objective mathematical models that can evaluate the effect of parametric and structural changes and can assist planners to update and reconfigure multi-modal transportation systems considering the trade-off in different aspects of cost, time and functionality. The methods proposed in this thesis can help planners and decision-makers to identify the performance and capability of multiple modes of an integrated transportation system.
30
Zhou, Yi (Software engineer). "Uncertainty Evaluation in Large-scale Dynamical Systems: Theory and Applications." Thesis, University of North Texas, 2014. https://digital.library.unt.edu/ark:/67531/metadc700073/.
Повний текст джерелаАнотація:
Significant research efforts have been devoted to large-scale dynamical systems, with the aim of understanding their complicated behaviors and managing their responses in real-time. One pivotal technological obstacle in this process is the existence of uncertainty. Although many of these large-scale dynamical systems function well in the design stage, they may easily fail when operating in realistic environment, where environmental uncertainties modulate system dynamics and complicate real-time predication and management tasks. This dissertation aims to develop systematic methodologies to evaluate the performance of large-scale dynamical systems under uncertainty, as a step toward real-time decision support. Two uncertainty evaluation approaches are pursued: the analytical approach and the effective simulation approach. The analytical approach abstracts the dynamics of original stochastic systems, and develops tractable analysis (e.g., jump-linear analysis) for the approximated systems. Despite the potential bias introduced in the approximation process, the analytical approach provides rich insights valuable for evaluating and managing the performance of large-scale dynamical systems under uncertainty. When a system’s complexity and scale are beyond tractable analysis, the effective simulation approach becomes very useful. The effective simulation approach aims to use a few smartly selected simulations to quickly evaluate a complex system’s statistical performance. This approach was originally developed to evaluate a single uncertain variable. This dissertation extends the approach to be scalable and effective for evaluating large-scale systems under a large-number of uncertain variables. While a large portion of this dissertation focuses on the development of generic methods and theoretical analysis that are applicable to broad large-scale dynamical systems, many results are illustrated through a representative large-scale system application on strategic air traffic management application, which is concerned with designing robust management plans subject to a wide range of weather possibilities at 2-15 hours look-ahead time.
31
Agdeppa, Rhoda Padua. "Studies on Mathematical Models of Traffic Equilibria." 京都大学 (Kyoto University), 2009. http://hdl.handle.net/2433/123831.
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32
Newbury, James. "Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:825d9465-842b-424b-99d0-ff4dfa9ebfc5.
Повний текст джерелаАнотація:
Motivated by a zero-intelligence approach, the aim of this thesis is to unify the microscopic (discrete price and volume), mesoscopic (discrete price and continuous volume) and macroscopic (continuous price and volume) frameworks of limit order books, with a view to providing a novel yet analytically tractable description of their behaviour in a high to ultra high-frequency setting. Starting with the canonical microscopic framework, the first part of the thesis examines the limiting behaviour of the order book process when order arrival and cancellation rates are sent to infinity and when volumes are considered to be of infinitesimal size. Mathematically speaking, this amounts to establishing the weak convergence of a discrete-space process to a mesoscopic diffusion limit. This step is initially carried out in a reduced-form context, in other words, by simply looking at the best bid and ask queues, before the procedure is extended to the whole book. This subsequently leads us to the second part of the thesis, which is devoted to the transition between mesoscopic and macroscopic models of limit order books, where the general idea is to send the tick size to zero, or equivalently, to consider infinitely many price levels. The macroscopic limit is then described in terms of reflected SPDEs which typically arise in stochastic interface models. Numerical applications are finally presented, notably via the simulation of the mesocopic and macroscopic limits, which can be used as market simulators for short-term price prediction or optimal execution strategies.
33
Jost, Dominic. "Breakdown and recovery in traffic flow models." Zürich : ETH, Eidgenössische Technische Hochschule Zürich, Dept. of Computer Science, 2002. http://e-collection.ethbib.ethz.ch/show?type=dipl&nr=98.
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34
Hamdan, Sadeque. "Optimization Models for Air Traffic Flow Management." Thesis, université Paris-Saclay, 2020. http://www.theses.fr/2020UPAST042.
Повний текст джерелаАнотація:
Les retards et les émissions CO2 sont des sujets critiques dans l’industrie aéronautique. Les principales sources de retard sont le déséquilibre entre la demande et la capacité, la dotation en personnel des contrôleurs du traffic aérien et les conditions météorologiques extrêmes. Dans certains cas, les compagnies aériennes peuvent choisir d’augmenter la vitesse de l’avion au delà de celle programmée, ce qui engendre une augmentation des émissions. Plusieurs projets ont été lancés pour améliorer le partage d’informations et, par conséquent, la prise de décision au profit de tous les acteurs ou toutes les parties prenantes de l’aviation et réduire les retards et les émissions.Dans cette thèse de doctorat, nous visons à étudier le problème de la gestion des flux du trafic aérien (Air Traffic Flow Management (ATFM)) du point de vue de la recherche opérationnelle / management des opérations. Nous étudions le modèle ATFM largement utilisé dans la littérature et l’analysons. Nous corrigeons les lacunes de formulation de la littérature et étendons la conception du réseau et les fonctionnalités considérées pour atteindre une meilleure représentation du réseau réel. Dans cette extension, nous considérons plusieurs types de vols et plusieurs décisions, comme le changement de trajectoire et d’aéroport d’atterrissage. L’objectif de de ce travail peut être résumé dans les points suivants.(1) Étudier l’impact de la centralisation du processus de prise de décision dans le problème ATFM par rapport à la situation actuelle où les décisions de l’autorité ATFM et des compagnies aériennes sont prises indépendamment.1(2) Analyser l’équité inter-vols et inter-compagnies dans le problème ATFM.(3) Construire un modèle de capacité météorologique de décision pour les aéroports et développer des arbres de scénarios pour les réseaux ATFM stochastiques basés sur des données réelles.(4) Intégrer la configuration dynamique de l’espace aérien dans le problème ATFM et analyser son impact.(5) Tenir compte des émissions CO2 et des différents types de carburant dans l’ATFM.Nous développons dous cette thèse plusieurs extensions du modèle ATFM pour analyser ces problématiques. Tout d’abord, nous proposons un modèle ATFM déterministe qui centralise les décisions de l’autorité ATFM et des compagnies aériennes, et qui considère différentes options de réacheminement. Ensuite, nous formulons un modèle ATFM stochastique qui tient compte des incertitudes météorologiques du traffic aérien. La relation météo-capacité et les arbres de scénarios stochastiques sont élaborés à l’aide des rapports d’aérodrome météorologiques, de la base de données AirportCorner et de la technique de regroupement des k-means. Ensuite, nous nous concentrons sur l’optimisation de la configuration de l’espace aérien en même temps que le problème ATFM en minimisant la capacité totale de l’espace aérien inutilisé et le coût total du réseau. Enfin, nous intégrons les émissions CO2 dans la modélisation ATFM à travers un modèle d’optimisation bi-objectif. Le modèle permet d’étudier l’impact des émissions de CO2 sur le coût du réseau et l’effet du type de combustible sur les décisions du réseau. Les modèles développés sont résolus en utilisant l’approche exacte, et dans le cas de temps de calcul longs, une heuristique du type fix-and-relax.Les modèles proposés peuvent aider les décideurs à analyser l’impact des décisions à prendre sur le réseau et les acteurs impliqués. Par conséquent, les conséquences et les coûts associés pourront être calculés. En outre, ces modèles aident les décideurs à affiner et à vérifier les résultats de plusieurs projets et initiatives ATFM. Ils suggèrent également aux décideurs comment les plans de vol peuvent être mis à jour en cas de perturbation du réseau et les coûts associés aux changementsDelays and emissions are critical topics in the aviation industry. The major delay sources are imbalanced demand and capacity, air traffic controller staffing, and severe weather conditions. In some cases, flights can choose to fly at a higher speed than the scheduled one, which increases emissions. Moreover, several projects have been initiated to improve information sharing, and consequently, decision making in order to benefit all aviation parties and reduce delays and emissions.In this Ph.D. thesis, we aim at studying the air traffic flow management (ATFM) problem from an operations research/operations management perspective. We study the ATFM model, a widely used model in the literature, and analyze it. We correct the formulation deficiencies, and we extend the network design and the considered features to reach a better representation of the real-life network. In this extension, we consider several types of flights and several decision options, such as changing the path or the landing airport. The objectives of this research can be summarized in the following points.(1) To study the impact of centralizing the decision-making process in the ATFM problem compared to the current situation where decisions by ATFM authority and airlines are made independently.(2) To analyze the inter-flight and inter-airline fairness in the ATFM problem.(3) To construct a weather-capacity model for airports and develop scenario trees for stochastic ATFM networks based on real data.(4) To integrate dynamic airspace configuration in the ATFM problem and to analyze the impact.(5) To account for CO2 emissions and different fuel types in the ATFM.Therefore, we develop several extensions to the ATFM model to accommodate these issues. First, we propose a deterministic ATFM model that centralizes the decisions of the ATFM authority and the airlines, and that considers different rerouting options. Then, we formulate a stochastic ATFM model that accounts for airports' weather uncertainties. The weather-capacity relationship and the stochastic scenario trees are developed using meteorological aerodrome reports, the AirportCorner database, and the k-means clustering technique. After that, we focus on optimizing the airspace configuration simultaneously with the ATFM problem by minimizing the total unused airspace capacity and the total network cost. Finally, we integrate the CO2 emissions in the ATFM model through a bi-objective optimization approach. The model is used to study the CO2 emissions' impact on the network's cost and the effect of fuel type on the network decisions. The developed models are solved using the exact approach, and in the case of long computational times, a fix-and-relax heuristic is used.The proposed models can help decision-makers through analyzing the impact of the decisions to be made on the network and the stakeholders involved. Therefore, the consequences and the associated costs can be calculated. In addition, these models help decision-makers fine-tune and verify findings of several ATFM projects and initiatives. They also suggest to decision makers how flight plans can be updated in cases of network disturbance and the associated costs of the changes
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Mason, Anthony David. "Mathematical models of road traffic, and related problems." Thesis, University of Cambridge, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.624189.
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Sze, Nang-ngai, and 施能藝. "Quantitative analyses for the evaluation of traffic safety and operations." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39707398.
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Guvenen, Haldun. "Aerodynamics of bodies in shear flow." Diss., The University of Arizona, 1989. http://hdl.handle.net/10150/184917.
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This dissertation investigates spanwise periodic shear flow past two-dimensional bodies. The flow is assumed to be inviscid and incompressible. Using singular perturbation techniques, the solution is developed for ε = L/ℓ ≪ 1, where L represents body cross-sectional size, and ℓ the period of the oncoming flow U(z). The singular perturbation analysis involves three regions: the inner, wake and outer regions. The leading order solutions are developed in all regions, and in the inner region higher order terms are obtained. In the inner region near the body, the primary flow (U₀, V₀, P₀) corresponds to potential flow past the body with a local free stream value of U(z). The spanwise variation in U(z) produces a weak O(ε) secondary flow W₁ in the spanwise direction. As the vortex lines of the upstream flow are convected downstream, they wrap around the body, producing significant streamwise vorticity in a wake region of thickness O(L) directly behind the body. This streamwise vorticity induces a net volume flux into the wake. In the outer region far from the body, a nonlifting body appears as a distribution of three-dimensional dipoles, and the wake appears as a sheet of mass sinks. Both singularity structures must be included in describing the leading outer flow. For lifting bodies, the body appears as a lifting line, and the wake appears as a sheet of shed vorticity. The trailing vorticity is found to be equal to the spanwise derivative of the product of the circulation and the oncoming flow. For lifting bodies the first higher order correction to the inner flow is the response of the body to the downwash produced by the trailing vorticity. At large distances from the body, the flow takes on remarkably simple form.
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Kühn, Sebastian [Verfasser]. "Continuous traffic flow models and their applications / Sebastian Kühn." München : Verlag Dr. Hut, 2015. http://d-nb.info/1076437591/34.
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張詠敏 and Wing-man Cheung. "Dynamic traffic assignment for congested highway network." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B42575886.
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Wong, Chi-kwong, and 黃志光. "Lane-based optimization method for traffic signal design." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B31246096.
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Ho, Hung-wai, and 何鴻威. "A continuum modeling approach to traffic equilibrium problems." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B31938267.
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Phu, Thi Vu. "A comparison of discrete and flow-based models for air traffic flow management." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/45287.
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Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2008.Includes bibliographical references (leaves 73-74).
The steady increase of congestion in air traffic networks has resulted in significant economic losses and potential safety issues in the air transportation. A potential way to reduce congestion is to adopt efficient air traffic management policies, such as, optimally scheduling and routing air traffic throughout the network. In recent years, several models have been proposed to predict and manage air traffic. This thesis focuses on the comparison of two such approaches to air traffic flow management: (i) a discrete Mixed Integer Program model, and (ii) a continuous flow-based model. The continuous model is applied in a multi-commodity setting to take into account the origins and destinations of the aircraft. Sequential quadratic programming is used to optimize the continuous model. A comparison of the performance of the two models based on a set of large scale test cases is provided. Preliminary results suggest that the linear programming relaxation of the discrete model provides results similar to the continuous flow-based model for high volumes of air traffic.
by Thi Vu Phu.
S.M.
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Wong, Ka-chung Colin, and 黃家聰. "Hydraulics of bottom rack chamber for supercritical flow diversion." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B42664469.
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Ernst, Wolfgang F. "The economic rationale for stochastic urban transport models and travel behaviour : a mathematical programming approach to quantitative analysis with Perth data." UWA Business School, 2003. http://theses.library.uwa.edu.au/adt-WU2005.0004.
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[Formulae and special characters can only be approximated here. Please see the pdf version of the abstract for an accurate reproduction.] This thesis reviews, extends and applies to urban traffic analysis the entropy concept of Shannon and Luce's mathematical psychology in a fairly complex and mathematically demanding model of human decision making, if it is solved as a deeply nested structure of logit calculus. Recognising consumers' different preferences and the universal propensity to seek the best choice when going to some desired goal (k), a transparent mathematical program (MP) is developed: the equivalent of a nested multinomial logit model without its inherent computational difficulty. The MP model makes a statistical assessment of individual decisions based on a randomised (measurable) utility within a given choice structure: some path through a diagram (Rk, Dk), designed a priori, of a finite number of sequential choices. The Equivalence Theorem (ET) formalises the process and states a non-linear MP with linear constraints that maximises collective satisfaction: utility plus weighted entropy, where the weight (1/θn) is a behavioural parameter to be calibrated in each case, eg for the Perth CBD. An optimisation subject to feasible routes through the (Rk, Dk) network thus captures the rational behaviour of consumers on their individually different best-choice decision paths towards their respective goals (k). This theory has been applied to urban traffic assignment before: a Stochastic User Equi-librium (SUE). What sets this thesis apart is its focus on MP models that can be solved with standard Operations Research software (eg MINOS), models for which the ET is a conditio sine qua non. A brief list of SUE examples in the literature includes Fisk's logit SUE model in (impractically many) route flows. Dial's STOCH algorithm obviates path enumeration, yet is a logit multi-path assignment procedure, not an MP model; it is nei-ther destination oriented nor an optimisation towards a SUE. A revision of Dial's method is provided, named STOCH[k], that computes primal variables (node and link flows) and Lagrangian duals (the satisfaction difference n→k). Sheffi & Powell presented an unconstrained optimisation problem, but favoured a probit SUE, defying closed formulae and standard OR software. Their model corresponds to the (constrained) dual model here, yet the specifics of our primary MP model and its dual are possible only if one restricts himself to logit SUE models, including the ET, which is logit-specific. A real world application needs decomposition, and the Perth CBD example is iteratively solved by Partial Linearisation, switching from (measured) disutility minimisation to Sheffi & Powell's Method of Successive Averages near the optimum. The methodology is demonstrated on the Perth Central Business District (CBD). To that end, parameter Θ is calibrated on Main Roads' traffic count data over the years 1997/98 and 1998/99. The method is a revision of Liu & Fricker's simultaneous estimation of not only Θ but an appropriate trip matrix also. Our method handles the more difficult variable costs (congestion), incomplete data (missing observations) and observation errors (wrong data). Finally, again based on Main Roads' data (a sub-area trip matrix), a Perth CBD traffic assignment is computed, (a) as a logit SUE and - for comparison - (b) as a DUE (using the PARTAN method of Florian, Guélat and Spiess). The results are only superficially similar. In conclusion, the methodology has the potential to replace current DUE models and to deepen transport policy analysis, taking into account individual behaviour and a money-metric utility that quantifies 'social benefits', for instance in a cost-benefit-analysis.
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Henry, Eric James. "Contaminant induced flow effects in variably-saturated porous media." Diss., The University of Arizona, 2001. http://hdl.handle.net/10150/191256.
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Dissolved organic contaminants that decrease the surface tension of water (surfactants) can have an effect on unsaturated flow through porous media due to the dependence of capillary pressure on surface tension. One and two-dimensional (1D, 2D) laboratory experiments and numerical simulations were conducted to study surfactant-induced unsaturated flow. The 1D experiments investigated differences in surfactant-induced flow as a function of contaminant mobility. The flow in a system contaminated with a high solubility, mobile surfactant, butanol, was much different than in a system contaminated with a sparingly soluble, relatively immobile surfactant, myristyl alcohol (MA). Because surface tension depression caused by MA was confined to the original source zone, the MA system was modeled using a standard unsaturated flow model (HYDRUS-1D) by assigning separate sets of hydraulic functions to the initially clean and source zones. To simulate the butanol system, HYDRUS-1D was modified to incorporate surfactant concentration-dependent changes to the moisture content-pressure head and unsaturated hydraulic conductivity functions. Following the 1D study, a two-dimensional flow cell (2.4 x 1.5 x 0.1 m) was used to investigate the infiltration of a surfactant contaminant plume from a point source on the soil surface, through the vadose zone, and toward a shallow aquifer. Above the top of the capillary fringe the advance of the surfactant solution caused a drainage front that radiated from the point source. Upon reaching the capillary fringe, the drainage front caused a localized depression of the capillary fringe and eventually a new capillary fringe height was established. Horizontal transport of surfactant in the depressed capillary fringe caused the propagation of a wedge-shaped drainage front in the downgradient direction. The numerical model HYDRUS-2D was modified to account for surfactant concentration-dependent effects on the unsaturated hydraulic functions and was successfully used to simulate the surfactant infiltration experiment. The extensive propagation of the drying front and the effect of vadose zone drainage on contaminant breakthrough time demonstrate the potential importance of considering surface tension effects on unsaturated flow and transport in systems containing surface-active organic contaminants or in systems where surfactants are used for remediation of the vadose zone or unconfined aquifers.
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Nagarajan, Krishnamurthy. "New resource allocation strategies based on statistical network traffic models." Diss., Georgia Institute of Technology, 2000. http://hdl.handle.net/1853/33437.
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Lee, Wingyee Emily Electrical Engineering & Telecommunications Faculty of Engineering UNSW. "Scheduling real-time traffic in wireless networks." Awarded by:University of New South Wales. Electrical Engineering & Telecommunications, 2007. http://handle.unsw.edu.au/1959.4/40737.
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This dissertation concerns the problem of scheduling real-time traffic in wireless TDMA channels. The most important characteristic of real-time traffic is that it has straight end-to-end delay constraint. We begin the investigation by studying a scheduling principle which naturally achieves the best delay performance in stationary channel conditions. Since the resulting scheduling algorithm maintains equal flow delays across the whole system, it is termed the equal-delay policy. There are a number of advantages associated with this scheduling method. First, it is very simple and practical to implement in real system. Secondly, it can be easily modelled mathematically and admits an analytical solution, which is very important for the construction of an admission control algorithm, we present a mathematical model describing the dynamics of the scheduling system, as well as devising a tractable analytical solution to the problem. A third advantage of the equal-delay policy is that it can be easily extended to support flows with multiple delay constraints. We propose a multiple-class scheduling scheme based on similar allocation concepts as the equal-delay technique. The extended scheme can similarly be mathematically modelled and analytically characterized. A natural objection to the above proposed techniques is that wireless transmission resources can be under-utilized, since the scheduling algorithm pays no attention to the changing individual channel conditions. The reduction in channel utilization can also adversely affect the delay performance, We explain this phenomenon and study the impacts for a variety of different channel characteristics, Specifically, we propose an alternative channel-aware scheduling policy, which aims to maximize channel utilization while keeping a minimum probability of delay violation, The proposed channel-aware policy achieves near-optimal delay performance. However, unlike in the equal-delay case, the channel-aware policy is not practical to implement in a real system. The complicated system dynamics associated with the channel-aware scheme also hamper the development of a mathematical model and analytical solution for admission control. On the other hand, we observe from simulation results that under most circumstances, the equal-delay scheme achieves close to the pertonnance obtained by the channel-aware technique, With the additional benefits of simplicity and admitting analytical analysis. the equal-delay policy appears to be a more practical and suitable choice for scheduling real-time traffic in wireless networks.
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Zeidan, Dia Hussein Abdulhameed. "Mathematical and numerical study of two-phase flow models." Thesis, Manchester Metropolitan University, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.396533.
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Wang, Ying, and 王瑩. "A study of mutual fund flow and market return volatility." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B26843572.
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BASEGHI, BEHDAD. "THREE-DIMENSIONAL SEEPAGE THROUGH POROUS MEDIA WITH THE RESIDUAL FLOW PROCEDURE." Diss., The University of Arizona, 1987. http://hdl.handle.net/10150/184107.
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The purpose of this study is to present the development and application of residual flow procedure for analysis of three-dimensional (3-D) steady-state and transient seepage. The finite element equations are derived using a pseudo-variational principle which leads to a transient residual flow (load) vector that, in turn, is used to correct the position of the free surface iteratively. The procedure involves a fixed mesh which requires no mesh regeneration during transient analysis and during iterations. The procedure is also capable of handling material nonhomogeneities and anisotropy with relative ease. Several applications are made including verification with respect to closed-form solutions, and with results from a laboratory glass bead model simulating three-dimensional situations. For these glass beads, the coefficients of permeability and specific storage are also evaluated experimentally.