Continuous-time point-queue models in dynamic network loading

Extending a recent work (Pang et al., in press) pertaining to a simple single-bottleneck model, this paper is the first of a two-part research wherein we undertake a mathematically rigorous study of the continuous-time dynamic user equilibrium (DUE) problem using the recently introduced mathematical paradigm of differential complementarity systems (DCSs) (Pang and Stewart, 2008). The first step in this comprehensive research is to gain a thorough understanding of some continuous-time point-queue models, which will be used as the building block of a computationally tractable model for the continuous-time DUE problem that we will study in detail in the accompanying paper (Ban et al., in press). Starting with the original point-queue model introduced by Vickrey (1969), we summarize some desirable properties that a continuous-time point-queue model should possess, and show that one of these properties—the nonnegativity of the queue lengths—is violated by Vickrey’s original model. As a remedy to this drawback of Vickrey’s model and with the goal of extending it to a continuous-time setting, we introduce two continuous-time point-queue models and show that they satisfy the properties we propose. Discretizations of the continuous-time models are discussed and construction of numerical trajectories is presented; convergence of such trajectories as the time step approaches zero is established; regularity of a solution to the continuous-time problem is clarified, and numerical results are presented.