Amplitude-dependent wave propagation: solving a classical problem

This exercise aims to recap the method to solve models based on a system of hyperbolic
equations. Such problems can come from low-wave channels or traffic flows. Here we will use
the ARZ model as an example, but the method is generic.

Let's consider the ARZ model given in the conservative form:

𝜕𝑼 𝜕𝑭(𝑼) 𝑧 + 𝜌𝑉(𝜌)
+ = 0 𝑤𝑖𝑡ℎ 𝑭 1𝑧 # 4
𝜕𝑡 𝜕𝑥 + 𝑧𝑉(𝜌)
2

U is the vector that represents the model variables; here 𝜌 and 𝑧. To find the model solutions,
you need first to determine the quasi-linear form of the model.

𝑉 (𝜌) + 𝑝𝑉′(𝜌) 1
𝜕𝑼 𝜕𝑼
+ 𝑨(𝑼) = 0 𝑤𝑖𝑡ℎ 𝑨 6 𝑧# 2𝑧 ;
𝜕𝑡 𝜕𝑥 𝑧𝑉 $ (𝜌) − # + 𝑉(𝜌)
𝜌 𝜌
We also need the analytical expressions of the eigenvalues and the right eigenvectors of
matrix A. Note that for classical models, the expressions are given in the lecture slides. If you
want to work on a new model, generic expressions are provided on slides 8 and 10 in lecture
C4.1c.

For the ARZ models, the eigenvalues are:

𝑧
𝜆1 = 𝑉 (𝜌) + + 𝜌𝑉 $ (𝜌) = 𝑣 + 𝜌𝑉 $ (𝜌) = 𝑄′(𝜌)
𝜌
< 𝑧
𝜆2 = 𝑉 ( 𝜌 ) + = 𝑣
𝜌

The right eigenvectors are:

𝜌
𝒘𝟏 = 1 𝑧 4
1
1
𝑧
𝒘𝟐 = C𝜌 − 𝜌𝑉′(𝜌)D
1

We usually start from an initial condition (initial value problem), which is piecewise linear
(Riemann problem). The left state Ul is (𝜌! ,𝑧! ) and the right state Ur is (𝜌" ,𝑧" ), see Fig 1.
 Fig.1. The initial condition

We know (see lecture C4.1c) that the solution to this problem includes an intermediate state
Um separated from Ul and Ud by two waves. So, we have first to determine the state diagram
to deduce Um, and then we will draw the space-time diagram, which is the solution to the
problem.

To draw the state diagram, we have, in the general case, to determine the Hugoniot locus and
the integral curves. Remember that we look at the Hugoniot locus and the integral curve
associated with the first eigenvalue / right eigenvector at Ul and the Hugoniot locus and the
integral curve associated with the second eigenvalue / right eigenvector at Ur. Because the
eigenvalues and the eigenvectors usually depend on the variables (𝜌 and 𝑧 here), the
calculations of such curves are not straightforward, and we usually resort to numerical
methods (see the Python codes provided for the classical models). Such methods directly
provide the value of Um and tell you what the waves are between Um and Ul and Ud.

Another option is to resort to linear approximations. Note that such approximations are only
valid if the states Ul and Ud are close, so the size of the variations is small compared to the
state values. It is usually the case for long-wave equations because the difference in height,
for example, is negligible compared to the height values. This is not the case in transportation,
but you can apply the method anyways to have a rough approximation of the solution when
you cannot run the Python code (during the exam, for example!).

Let’s consider the numerical values for the ARZ models given in slide 32.
𝜌𝑙 = 0.15 𝑣𝑒ℎ/𝑚 𝜌𝑟 = 0.05 𝑣𝑒ℎ/𝑚
E𝑧𝑙 = −0.075 𝑣𝑒ℎ/𝑠 E𝑧𝑟 = −0.15 𝑣𝑒ℎ/𝑠
⬚ ⬚

We will apply here the linear approximations to find Um. First, let denote Ub=(Ul+Ur)/2. It is the
average initial state, we use to linearize the matrix A. That means that we will use only this
state when calculating the eigenvalues and eigenvectors.

𝜌𝑏 = 0.10 𝑣𝑒ℎ/𝑚
𝑈% E𝑧𝑏 = −0.1125 𝑣𝑒ℎ/𝑠
⬚
From Ul the hugoniot / interval curves associated with the first eigenvalue become linear and
have w1(Ub) as a direction vector.

𝜌% 1
𝒘𝟏 (𝑈% ) = 1 𝑧% 4 = 1− 1.1254
1 1

From Ur the hugoniot / interval curves associated with the second eigenvalue also become
linear and have w2(Ub) as a direction vector.
1
𝑧% $( ) 1R
𝒘𝟐 (𝑈% ) = C𝜌% − 𝜌% 𝑉 𝜌% D = V 8.875W
1 1

𝑉&'(R
Recall that 𝑉 $ (𝜌) = − 𝜌&'( = −100 for the fundamental diagram studied in slide 32.

To find Um we need then to find the intersection of two lines: the first starts from Ul and has
w1(Ub) as the direction vector, and the second starts from Ur and has w2(Ub) as the direction
vector. Again, keep in mind that the problem is simple here because the eigenvalues and
eigenvectors do not depend on the states, so the curves are linear.

The equation of the first line is: 𝑧 = −1.125 ∗ (𝜌 − 𝜌! ) + 𝑧!

The equation of the second line is: 𝑧 = 8.875 ∗ (𝜌 − 𝜌" ) + 𝑧"

The intersection point is then Um (0.06875;0.0164)

Note that we do not find the same solution that with the non-linear solver, as shown on slide
33, because the assumption that fluctuations in the initial problem are small compared to the
mean value does not hold.

When we use the linear approximation, there are no rarefaction waves, and we can only have
shockwaves or contact waves. In both cases their slopes are 𝑐) = 𝜆) (𝑈𝑏) and 𝑐# = 𝜆# (𝑈𝑏).
Here, the values are c1=-1.125 m/s and c2=8.875 m/s.

By comparing the non-linear solution in slide 33, you can see the discrepancies in the wave
speed estimations.

Finally, the solution of the initial value problem with the linear approximation is given by the
following space-time diagram.