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# Localized defects in a cellular automaton model for traffic flow with phase separation

## 1 Introduction

Nowadays mobility, mostly realized by means of vehicular traffic, is an integral part of any modern society. Unfortunately, the capacity of the existing road networks is often exceeded in densely populated areas and the possibilities for a further expansion are very limited. Therefore experimental and theoretical investigations of traffic flow have been the focus of extensive research during the past decades with the aim to optimize the usage of existing capacities.

In many cases it seems as if the occurrence of traffic states with high density like jammed or synchronized traffic can be linked to external influences, e.g., on- and off-ramps, bottlenecks, lane reductions or road works (see ). Such local perturbations can act as a seed for the formation of jammed traffic states which finally spread through large parts of the network. Hence local defects can have a crucial impact on the overall network performance. A proper understanding of the interactions between local defects and model dynamics and its consequences is indispensable for realistic large scale computer simulations.

In recent years various theoretical approaches for the description of traffic flow have been suggested (for reviews, see e.g, ) which can be divided into macroscopic and microscopic models. Today one of the main interests in applications to real traffic is to perform real-time simulations of large networks with access to individual vehicles. In contrast to macroscopic models, microscopic models provide information about the behavior of individual vehicles. Due to their simplicity cellular automata (CA) have become quite popular in the field of microscopic traffic modeling. The first CA model for traffic flow with the ability to reproduce the basic phenomena encountered in real traffic, e.g., the occurrence of phantom traffic jams, was proposed by Nagel and Schreckenberg (NaSch) . However, the NaSch model can by far not explain all empirical results like the velocity of jam fronts or the reduced outflow from jams leading to metastable states. Therefore modifications have been suggested to obtain a description of the traffic dynamics on a more detailed level. In this paper we focus our investigations on the NaSch model with velocity-dependent randomization (VDR model)  which exhibits metastable states and shows phase separation into free flow and wide jams. Because of the strong phase separation it turns out that the VDR model is an interesting candidate for investigating the influence of external perturbations on the internal model dynamics. Due to the fact that only wide jams appear in an undisturbed system, any additional high density patterns induced by external forces can be identified easily.

The impact of defects in the NaSch model (and related models, e.g., the asymmetric simple exclusion process (ASEP)) is by now well understood. Basically two types of defects can be distinguished which can be characterized as particlewise and sitewise disorder, respectively . In a model where a finite number (in the thermodynamic limit) of particles (vehicles) or sites has different properties from the rest these are usually called defects. In the first case, corresponding to a limiting case of particlewise disorder , the defect particles may have a smaller maximal velocity. Such defects are not localized in space in contrast to those corresponding to sitewise disorder where in a localized region certain parameters of the model take different values, e.g., by imposing a speed limit or increasing the deceleration probabilities .

In both cases a parameter regime exists where the global behavior of the system is controlled by the defect which acts as a bottleneck. Generically it induces phase separation into a high and a low density region separated by a sharp discontinuity (“shock”). In the case of particlewise disorder with one slow car (and no overtaking) the faster cars tend to pile up behind the slow one. This behavior has certain similarities with Bose-Einstein condensation . For a spatially localized defect one also finds a separation into a high and a low density regime, but with the high density region pinned to the defect. This behavior has been found in a variety of models and for different defect realizations. However, none of the models investigated so far exhibits phase separation through the existence of high-flow metastable states which is an important ingredient for any realistic traffic model.

In the present paper we investigate the influence of a localized defect on a traffic model exhibiting metastable states. This allows to study the interplay between two very different mechanisms for phase separation, i.e., one driven by the dynamics of the particles and one driven by the defect. Our investigations of the VDR model reveal the occurrence of three different phases whereby one of them shows the characteristics of stop-and-go traffic. Note, that these phases can not be obtained in the model without lattice defect. Moreover, concerning the question whether certain jam patterns found in real traffic are induced by local defects or due to the internal behavior of the drivers our findings allow a deeper insight into possible methods of modeling such traffic states. In the VDR model individual driving behavior is realized by a simple stochastic parameter. For the purpose of keeping the set of model parameters manageable we implemented the local defect in our investigations simply by increasing this stochastic noise in a specific part of the system.

## 2 Definition of the Model

In the spirit of modeling complex phenomena in statistical physics one is interested in keeping the model as simple as possible. Obviously, the modeling of traffic flow in the language of cellular automata (CA) always implies an extreme simplification of real world conditions. Hence space, speed, acceleration, and even time are treated as discrete variables and the motion is realized in the ideal case by a minimal set of local rules. In this manner we tried to find a straightforward representation for local defects on a one-lane street in the VDR model. Since the model contains a stochastic parameter which is needed to implement various phenomena found in real traffic, e.g., spontaneous jam formation, reduced outflow from a jam, it seems obvious to implement a local defect by increasing this parameter in a limited area. As mentioned before, other types of localized defects have been studied in the NaSch model and related models, e.g., reducing the maximal velocity of the cars locally. Introducing a locally lower speed limit in the VDR model should have the same effect as the enhanced deceleration probability since one expects also phase separation into high and low density regions in a certain regime of the global density. However, the microscopic details of the states can be different for the various defect types.

For the sake of completeness, we will briefly recall the definition of the VDR model . The road is divided into cells of length $`7.5m`$. Each cell can either be empty or occupied by just one car. The speed of each vehicle can take one of the $`v_{\text{max}}+1`$ allowed integer values $`v=0,1,\mathrm{},v_{\text{max}}`$. The state of the road at time $`t+1`$ can be obtained from that at time-step $`t`$ by applying the following rules to all cars at the same time (parallel dynamics):

* Step 1: Acceleration:
$`v_n\mathrm{min}(v_n+1,v_{\text{max}})`$
* Step 2: Braking:
$`v_n\mathrm{min}(v_n,d_n1)`$
* Step 3: Randomization: with probability $`p=p(v)`$
$`v_n\mathrm{max}(v_n1,0)`$
* Step 4: Driving:
$`x_nx_n+v_n`$

Here $`d_n=x_{n+1}x_n`$ denotes the distance (‘headway’) to the next car ahead. One time-step corresponds to approximately $`1s`$ in real time. Note, that the fluctuation parameter $`p=p(v)`$ depends on the velocity whereas it is constant in the NaSch model. This parameter has to be determined before the acceleration in “step 1”. For simplicity we study the so called slow-to-start case with two stochastic parameters:

$$p(v)=\{\begin{array}{ccc}p_0& \text{for}& v=0,\\ p& \text{for}& v>0.\end{array}$$
(1)
Thereby, $`p_0`$ controls the fluctuations of cars a rest, i.e., determines the velocity of a jam, and $`p`$ controls the velocity fluctuations of moving cars. In the case $`p_0p`$ the model shows the expected features: phase separation and metastable states. It is interesting that an alternative choice of $`p(v)`$, e.g., $`p_0p`$ leads to a completely different behavior. Note that for $`p_0=p`$ the original NaSch model is recovered. If not stated otherwise, $`p_0`$ is set to $`0.5`$ and $`p`$ to $`0.01`$ throughout this paper. These parameter values yield a good agreement with empirical results (see  for further details).

As mentioned before the local defect is implemented by increasing the stochastic noise parameter $`p(v)`$ in a limited area of the system. Various implementations of a local defect are possible, but here we want to keep the set of parameters as small as possible. The length of the defect is chosen to $`L_d`$ cells and the stochastic noise $`p(v)`$ is replaced by a defect noise $`p_d`$. The defect length $`L_d`$ itself is set to $`L_d=v_{\text{max}}`$ to ensure that each car will participate at least once in an update with the enhanced breaking probability $`p_d`$. Note, that this also implies that slow vehicles underly a stronger influence. They need more than one timestep to cross the defect region and thus the defect deceleration rule has to be applied more often than for fast cars which can cross the defect in one timestep.

Given that the stochastic noise in the VDR model depends on the velocity of vehicles, the choice of the stochastic parameter inside the defect must be seen with respect to this. Our strategy is to choose the stochastic noise in a way that it is maximal. In detail one gets the following equation:

$$p(x,v)=\{\begin{array}{ccc}\mathrm{max}(p(v),p_d)& \text{for}& xD,\\ p(v)& \text{for}& xD,\end{array}$$
(2)
with $`D=\{x|x_fxx_l\}`$ denoting the cells forming the defect. Here $`x_f`$ is the first cell of the defect and $`x_l`$ the last one. In Fig. 1 a schematic representation of the local defect with all its parameters is depicted. Obviously, the defect width as well as $`p_d`$ control the strength of the defect. For the sake of simplicity, we keep the width of the defect fixed and chose $`p_d`$ as control parameter. The influence of different spatial extensions of the defect is studied in .

## 3 Numerical results

In this section we discuss the impact of the local defect scenario introduced in the previous section on the basis of numerical results. We use the stochastic noise $`p_d`$ inside the local area belonging to the defect as control parameter. The other parameters of the model are kept fixed ($`L=3000,v_{\text{max}}=5,p_0=0.5,p=0.01`$). Starting from low $`p_d`$ three different phases can be distinguished in the system.

At this point it should be mentioned that the fundamental diagram of the VDR model shows three different regimes with respect to the density (Fig. 2, $`p_d=0`$). Up to a certain density $`\rho _1`$ the system is in a free flow state, i.e., no jams exist. Above the density $`\rho _2`$ the system resides in the so called jammed state. This state is characterized by wide phase separated jams and free flowing vehicles. However, the most interesting regime lies between the two densities $`\rho _1`$ and $`\rho _2`$ where the system can be in two different states. One is a metastable homogeneous state with an extremely long lifetime and a high flow where jams can appear due to internal fluctuations. The other one is a phase separated state with wide jams which can be reached through the decay of the homogeneous state or directly owing to the initial conditions. A typical fundamental diagram for the considered system is plotted in Fig. 2 for different $`p_d`$. The case $`p_d=0`$ corresponds to the undisturbed VDR model. The metastable branch with high flow between $`\rho _1`$ and $`\rho _2`$ can clearly be identified.

### 3.1 Small defect noise: $`p_dp`$

For a low stochastic noise inside the defect $`p_d1`$, the influence on the overall dynamics of the system is negligible. The only exception is the lifetime of the metastable states occurring in the VDR model which is decreasing strongly. The reason is that the metastable states of the VDR model are very sensitive in regard to perturbations. In  an analytical expression for the sensitivity, i.e., the probability that a perturbation of finite magnitude destroys the metastable state, is presented. As one can see in Fig. 2 (left), the maximal possible flow of the metastable branch is reduced extremely for $`p_d=0.25`$ which is chosen as a typical value for a small defect noise. Obviously other values for $`p_d`$ lead to different lifetimes. However, the term “small noise” should not be related to the lifetimes of the metastable states but rather to the impact on the systems dynamics after the transition from a metastable high-flow state to a jammed state. Thus a defect noise is “small” if the jammed state of the system is nearly unaffected by it. This phase will be denoted as the VDR phase since it matches with the jammed state of the VDR model. It is characterized by a wide jam, which moves backwards and is able to pass the defect area uninfluenced, and free flowing vehicles. The distribution of headways in the latter is determined completely by the outflow from the jam. The distance between the free flowing vehicles is large enough to absorb additional velocity fluctuations in the area of the defect without the emergence of new jams. In Fig. 2 (right) the density profile of the considered system is shown for various $`p_d`$. The VDR phase shows a constant density profile with a small peak in the area of the defect. This peak is created by the additional velocity fluctuations which lead to increased travel times. Besides this peak there is no markable difference to the jammed state of the VDR model.

### 3.2 Large defect noise: $`p_dp`$

As expected, large defect noises $`p_d`$ have a significant influence on the flow of the system. Three different density regimes can be distinguished corresponding to the ones found in the NaSch model under the same circumstances . At low densities the average distance between the vehicles is large enough to compensate velocity fluctuations induced by the defect. Similarly for high densities the system is dominated by jams whose movement is nearly unhindered. Thus the fundamental diagram in Fig. 2 coincides for these two density regimes with the one of the undisturbed model. However, the most interesting density regime is situated in the middle of the fundamental diagram and can be identified by a plateau. This plateau is formed since the capacity of the defect limits the global flow in the system. It can not exceed the maximal flow $`J_{\text{def}}`$ through the defect which therefore cuts off the fundamental diagram at $`J_{\text{def}}`$ and leads to the formation of the plateau. The plateau value decreases almost linearly with an increasing defect noise. As one can see in the corresponding space-time plot Fig. 3 (left), a considerable amount of vehicles is gathered at the defect forming a high density region. The width of this high density region itself grows linearly with increasing density as long as densities corresponding to the plateau are considered $`\rho _A<\rho <\rho _E`$ (for a detailed analysis see ). Fig. 2 (right) shows the density profile for a density within the plateau region. The system self-organizes into a macroscopic high density region pinned at the defect and a low density region determined by the capacity of the defect. So far the macroscopic properties are comparable to results obtained by the NaSch model with a local defect . However, a look at the microscopic structure of the high density region reveals some interesting differences. In contrast to the NaSch model, where the high density region at the defect consists of a compact congested region, the high density region in the VDR model is characterized by small compact jams which are separated by free flow regimes (see Fig. 3 (left)). The term “small compact jams” means that the jams at the defect are significantly smaller than the width of the high density region. This specific jam pattern shows some similarities with stop-and-go traffic and will therefore be called stop-and-go phase111Note, that several congested traffic states, e.g., synchronized traffic, can exist in reality (see  for an overview).. However, the correspondence to real world traffic patterns should be viewed in a qualitatively sense here. The stop and go phase is characterized by a relatively large jammed region (high density) consisting of jams alternating with free flow sections. Here it is important to keep in mind that the high density region is not distinguishable from the one occurring in the NaSch model if considering only macroscopic quantities. The microscopic structure shows a new high density state which cannot be found in the NaSch model. Therefore it will be analyzed in a future work in more detail. Moreover, it must be stressed that the local defect is an essential ingredient for the occurrence of stop-and-go traffic in the VDR model (an undisturbed system shows only free flow or one single wide jam) while in the NaSch model jams of various sizes can occur even in an undisturbed system . One has to take into account that the so called slow-to-start case $`p_0p`$ of the VDR model is considered here, which leads to the occurrence of compact wide jams. In general for parameter combinations with $`p<p_0`$ even in the VDR model stop-and-go traffic can be found. Thus the absence of this specific traffic state is not a limitation of the model, but rather due to the special choice of fluctuation parameters. However, we have focussed on the slow-to-start case $`p_0p`$ here since we are interested in the effects of the competition between the bulk and the defect dynamics.

### 3.3 Transition regime: $`p_dp`$

In the following we focus our investigations on intermediate values of the defect noise parameter $`p_d`$. The space-time plot in Fig. 3 (right) exhibits the microscopic structure of the stationary state for this parameter region. In particular a wide jam moves backwards through the system and additionally some small jams are formed at the defect which have a limited lifetime. Note, that as in the case of large and small $`p_d`$ the defect has almost no influence on the dynamics of the system for low and high densities. Therefore we will focus on intermediate densities to demonstrate effects caused by the additional localized noise parameter $`p_d`$. As one can see in Fig. 2 the described mixture of a wide jam and some small ones cannot be identified easily in the fundamental diagram. The flow is almost identical to that in the model without defect except for the missing metastable branch. This is rather different from the case of large $`p_d`$ where a plateau is formed in the fundamental diagram. This suggests that for an intermediate $`p_d`$ the capacity of the defect is close to the maximum possible flow in the system. Furthermore, taking a look at the density profile for a corresponding intermediate defect noise (respectively $`p_d=0.53`$) another difference to the large $`p_d`$ case is observable. For a large $`p_d`$ the system self-organizes into a macroscopic high density region pinned at the defect and a low density region. In contrast, for intermediate values of $`p_d`$ the density profile decreases approximately linear in upstream direction at the defect. This behavior can be traced back to the different lifetimes of the small compact jams. The dynamics of such a small jam can be described analytically by random walk arguments as shown in .

This marks an important difference to the behavior of the NaSch model with a defect. Here a comparable state does not exist. This finding is also interesting for the interpretation of empirical results. Traffic states consisting of wide jams passing a localized region with a flow comparable to free flow and small mean velocity (these states are often denoted as synchronized traffic) are observable in real traffic . However, the system state for intermediate $`p_d`$ has to be interpreted as a crossover phase. For small $`p_d`$ it was shown that only one single wide jam moves undisturbed through the system while for a high $`p_d`$ no single wide jam can exist. In contrast a region with many small jams is formed at the defect (stop-and-go traffic). Starting from small $`p_d`$ without any small jams in the system one can observe the occurrence of small jams at the defect with an increasing frequency if increasing the defect noise $`p_d`$. Further increasing the defect noise finally leads to the complete dissolving of the large jam. Now the system shows only stop-and-go traffic in the vicinity of the defect. To identify this transition between the crossover phase containing one large and various small jams and the stop-and-go phase (large $`p_d`$) we investigate the autocorrelation function in the following.

The density autocorrelation function $`𝒞`$ which is defined as222The measuring time interval $`T`$ is set to $`T=60`$ timesteps in our simulations.

$$𝒞=\frac{1}{T}\frac{_{\tau =1}^T\rho _{l_\tau }\rho _{l_{\tau +\mathrm{\Delta }T}}\frac{1}{T}_{\tau =1}^T\rho _{l_\tau }_{\tau =1}^T\rho _{l_{\tau +\mathrm{\Delta }T}}}{\rho ^2\rho ^2},$$
(3)
with the local density $`\rho _l`$ of a site at position $`x_n`$,

$$\rho _l(i)=\frac{1}{T}\underset{t=1}{\overset{T}{}}\frac{1}{v_n}\text{with}(x_nv_n)i,$$
(4)
can be used to distinguish between the phase with stop-and-go traffic (pinned at the defect) and the intermediate $`p_d`$ region where crossover behavior is observed. The autocorrelation function is able to detect periodically moving structures, i.e., large moving jams. For small $`p_d`$ (VDR phase) as well as for intermediate $`p_d`$ (crossover phase) the system is characterized by a wide jam which recurs periodically due to the periodic boundary conditions. The autocorrelation function is capable to specify the point at which this wide jam vanishes, i.e., the transition point to the pinned stop-and-go phase. Remember, that in the case of crossover behavior additionally small jams are formed at the defect. However, these small jams do not affect the autocorrelation function at all since their lifetime is not large enough to move throughout the whole system.

In Fig. 4 (left) the density autocorrelation function is plotted against the time lag $`\mathrm{\Delta }T`$. The curve shows peaks with a regular distance which represent the wide jam moving backwards through the periodic system. It can clearly be seen that the height of the peaks decreases with increasing $`p_d`$ until they finally vanish completely, i.e., the wide jam dissolves and the transition to the pinned phase occurs. Besides, the autocorrelation function can be used to determine the velocity of jams in the model which is given by the distance between the peaks and the corresponding length of the system (see  for further details).

In order to determine the transition point we concentrate on the absolute value of the first peak. This peak value is plotted as function of the defect noise parameter $`p_d`$ (Fig. 4). To obtain the transition point the curve is extrapolated to zero, i.e., vanishing peak values. This is done using the fit function $`f(x)=1\alpha e^{\beta x}`$ which reproduces the shape of the curve quite accurately. In Fig. 4 (right) the values of the first peak are shown with the corresponding exponential fit for the global density $`\rho =1/6`$. For these parameters we get the best fit with $`\alpha =0.01`$ and $`\beta =7.9`$. The crossing through zero is obtained for a defect noise of $`p_d=0.57`$. For further results concerning the transition to the pinned phase see .

### 3.4 Relevance for systems with ramps

It has been realized recently  that inhomogeneities like on- and off-ramps play an important role in real traffic. They might be the origin of a variety of different traffic states observed empirically. For the NaSch model it has been found in  that the effects of ramps are very similar to those of localized defects. The presence of an on-ramp leads to a local increase of the density and a restriction of the maximal possible flow. The fundamental diagram shows a plateau and the plateau value is determined by the inflow from the ramp. Also the microscopic structure of the states in systems with defects and ramps is very similar.

For the case of the VDR model with ramps we also find for small ramp flows a phase similar to the VDR phase in defect systems. However, the width of the jam varies close to the on- and off-ramp where it becomes larger or smaller, respectively. For large ramp flows a phase similar to the stop-and-go phase in the defect model is realized. It is characterized by a high density region of stop-and-go traffic pinned to the ramp. Furthermore a transition region can be identified where a large moving jam coexists with smaller jams which are pinned at the ramps.

This shows that also the VDR models with defects and ramps exhibit a rather similar behavior. However, there are subtle differences which are discussed in .

## 4 Summary and discussion

We have analyzed the impact of a local lattice defect in the VDR model. An important aspect is the competition between two mechanisms of phase separation. The dynamics of the VDR model leads to a phase separation at high densities into a large moving jam and a free flow region. In contrast, a localized defect triggers the formation of a high density region pinned at the defect. From a practical point of view our aim was to obtain a deeper insight into the formation of jam patterns due to topological peculiarities. The local defect itself was implemented by increasing the stochastic noise of vehicles within a certain area. Three different system states (phases) can be observed as the defect noise $`p_d`$ is varied. Small defect noises $`p_d`$ reduce the lifetimes of the metastable states in the VDR model which show a strong sensitivity to disturbances. The vehicles in the jammed state of the system, consisting of a single wide jam and free flow, can pass nearly undisturbed through the defect. We denoted this phase as VDR phase since there is almost no difference to the jammed state of the VDR model without defect. In contrast to the low $`p_d`$ case, for a large $`p_d`$ a pinned high density region is formed at the defect limiting the overall system flow. The microscopic structure of this high density region reveals the occurrence of small compact jams which are separated by small free flow regions. This phase is called stop-and-go phase since the jam pattern shows strong similarities to stop-and-go traffic. An important point is that stop-and-go traffic cannot be found in the VDR model without a lattice defect. Furthermore, we found crossover behavior for an intermediate defect noise $`p_d`$. Here a wide jam moves backwards through the system. Additionally small jams are formed at the defect which have a limited lifetime. In order to determine the transition point between this crossover phase, containing one wide jam and various small jams, and the stop-and-go phase, where no wide jam can be found, we investigated the density autocorrelation function.

To conclude, the results presented here are of practical relevance for traffic flow simulations using simple stochastic CA models like the VDR model. Complex networks usually contain many defects such as crossings, lane reductions, on- and off-ramps, a detailed understanding of their influence is of importance. Furthermore it is very interesting that system states like stop-and-go traffic can emerge through the introduction of defects even if they can not be realized by the dynamics of the model alone. Concerning the question whether certain system states, like stop-and-go traffic or synchronized traffic, found in reality are induced by topological aspects or the drivers behavior our findings could be very benefitable since they imply a strong influence of defects.


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# Probabilistic Description of Traffic Breakdowns

## I Introduction. Traffic breakdown as the nucleation phenomenon

The spontaneous formation of traffic jams on highways has attracted attention for the last years because of two reasons. The former is the importance of this problem for traffic engineering especially concerning the feasibility of attaining the limit capacity of traffic networks and quantifying it. The latter is a fact that the jam formation nicely exemplifies the existence of various phase states and transitions between them in statistical systems comprising elements with motivated behavior, which is a novel branch of physics. According to the modern notion proposed by Kerner (see, e.g. Ref. K1, ; K1a, ; K2, ) based on the experimental data K3 ; K4 ; K5 ; K6  the jam formation is of sufficiently complex nature. In particular, it proceeds mainly through the sequence of two phase transitions: free flow (F) $``$ synchronized mode (S) $``$ stop-and-go pattern (J) K6 . Both of these transitions are of the first order, i.e. they exhibit breakdown, hysteresis, and nucleation effects K5 . The F$``$J transition can occur directly if only the synchronized mode is suppressed by a road heterogeneity K2 . The recent analysis of single-vehicle data by Neubert et al. N1 , in particular, conformed these features and also discovered fundamental microscopic properties distinguishing the synchronized mode from the other traffic states.

Theoretical description of the jam formation is far from being developed well because the synchronized mode possesses extremely complex structure K4 . For example, it comprises a certain continuum of quasistable states, so, matches a whole two-dimensional region on the phase plane “vehicle density – traffic volume” in contrast to the free flow state. However, tackling the question of how to regulate traffic flow on highways, for example, by controlling the speed limitation in order to prevent the jam formation we may rough out the problem. Indeed, for this purpose it is sufficient to analyze the conditions giving rise to jams rather then the jam evolution itself. Such a standpoint is justified, in part, by the aforementioned phase transitions being of the first order. The free flow state, presumably, should have the feasibility to exist at the given car density or inside its certain neighborhood. This might be the necessary requirement for jam formation at a fixed vehicle density, or for appearance of both the jam phase and the synchronized mode at a fixed traffic volume. Second, the jam formation proceeds via the nucleation mechanism but not in a regular manner. Therefore, the key point in the emergence of a jam is the random occurrence of its critical nucleus inside the synchronized mode or free flow.

The jam formation manifests itself in the traffic breakdown, i.e. in a sharp drop of the traffic volume to a substantially lower value. Detecting these events one can get the rate of the critical nucleus generation depending on the road conditions and the traffic state. In this way the main attention is shifted to the experimental and theoretical analysis of the probabilistic features of jam formation regarding the characteristic mean values of the traffic volume as phenomenological parameters Br1 ; Br2 ; Br3 ; Br4 . Such a probabilistic description of the traffic breakdown is the main purpose of the present paper.

At the first glance the problem seems hopeless until the model of the synchronized mode is developed. Nevertheless, there are circumstances enabling us to make a step towards this problem right now (see also Ref. KBr, ). The matter is that the F $``$ S transition is of another nature than the S $``$ J transition. The former is due to a sharp decrease in the overtaking frequency, giving rise to the synchronized mode, whereas the latter is caused by the pinch effect (see, e.g. Ref. K1, ; K1a, ; K2, ). Thereby the main case of the F $``$ S transition is not fluctuations in the vehicle density and velocity but in other characteristic parameters of the traffic flow (cf. also Ref. W1, ). By contrast, just these fluctuations give rise to the jam emergence in the synchronized traffic flow. As a result, the threshold of the F$``$S transition turns out to be remarkably less than that of the jam formation and attained at lower values of the vehicle density. So, the generation rate of critical nuclei for the former transition has to be great in comparison with the latter one. Thus, on time scales characterizing the occurrence of the jam critical nuclei the traffic state with respect to the transitions between the free flow and synchronized mode is quasistationary. Therefore the formation of a jam critical nucleus is the leading nonequilibrium process limiting the traffic breakdown. The latter feature allows us to confine our consideration solely to the jam nucleus generation and to regard the synchronized mode and the free flow phase (if they coexist in the case under consideration) as one traffic state. Moreover, since a jam forms actually inside the synchronized mode where the vehicle motion at different lane is strongly correlated we may apply to a single-lane road approximation that treats all the cars moving at different lanes on a multilane highway and being neighboring across the highway as a single effective macrovehicle consisting of many cars. The macrovehicle concept is partly justified by the empirically observed fact that fluctuations in the downstream flow leaving a freeway bottleneck can proceed without the traffic state change even their amplitude attains 30% of the mean traffic volume Br1 ; Br2 ; Br3 ; Br4 ; KBr . In any case fluctuations in the traffic flow volume near its breakdown are of macroscopic nature and the critical nucleus of traffic jam has to include many vehicles. This feature is also pointed to by the observed breakdown near a ramp-on occurring each time after a large vehicle cluster entered the freeway stream Br1 .

It should be pointed out the real structure of congested traffic near a highway bottleneck is sufficiently complex, it contains the region of synchronized mode located in the close proximity of the bottleneck, the preceding upstream region of moving narrow jams transformed into wide jams KBr . However it is quite reasonable to consider this structure as being induced by the traffic breakdown processes arising inside the “head” of this complex jam, in the region of synchronized mode adjacent the bottleneck. Therefore the main characteristics of the breakdown phenomenon may be related to intrinsic processes taking place inside the synchronized mode on not to large spatial scales. The latter justifies our attempt to describe traffic breakdown ignoring the complex spatial structure of the metastable traffic state inside which critical jam nuclei originate.

Processes similar to the traffic breakdown are widely met in physical systems. For example, water condensation in supersaturated vapor proceeds via formation of small atom clusters of critical size. Keeping in mind this analogy between the traffic breakdown and the phase transitions in physical systems Mahnke et al. M1 ; M2  proposed a kinetic approach based on the stochastic master equation describing the jam formation in terms of the attachment of individual cars to their cluster. However, the particular form of the developed master equation does not allow for the jam formation being the first order phase transition and, thus, the traffic breakdown. In the present paper we generalize this kinetic approach to describe the latter phenomenon.

However, before passing directly to the model statement we recall the experimental data enabling us to estimate the characteristic size $`n_0`$ of vehicle clusters that are small enough so the behavior of drivers inside them seems to be special. From our point of view the multilane correlations in the vehicle motion are due to the drivers taking into account the behavior of all the cars, including also the cars at the neighboring lanes, that are inside the region accessible to observation. Therefore the synchronized mode has to exhibit strong correlations in this region. Figure 1 shows the speed autocorrelation function vs the number of cars passed a fixed detector that was experimentally found in the synchronized mode N1  (see also Ref. Hrev2, ). We see that the car velocities are strongly correlated over scales spanning some ten vehicles, i.e. a car cluster of this size, $`n_020`$, makes up actually a certain fundamental unit of the synchronized mode. In the free flow no such long-distant correlations have been observed.

## II Probabilistic model for the car aggregation

### II.1 Discrete description. Master equation

We consider traffic flow on a single-lane road and study the spontaneous formation of a jam regarded as a large car vehicle cluster arising on the road. Instead of dealing with a certain road part of length $`L`$ and imposing some boundary conditions at its entries and exits we examine a circular road of length $`L`$ with $`N`$ cars moving on it. All the cars are assumed to be identical vehicles of length $`l_{\text{car}}`$ and can make up two phases. One of them is the set of “freely” moving cars and the other is a single cluster. The cluster is specified by its size $`n`$, the number of aggregated cars. Its internal parameters, namely, the headway distance $`h_{\text{clust}}`$ (i.e. the distance between the front bumper of a chosen car and the back bumper of the following one) and, consequently, the velocity $`v_{\text{clust}}`$ of cars in the cluster are treated as fixed values independent of the cluster size $`n`$. We note that in the model under consideration there can be only one cluster on the road. The “free” flow phase is also specified by the corresponding headway distance $`h_{\text{free}}(n)`$ which, however, already depends on the car cluster size $`n`$ because the larger is the cluster, the less is the number ($`Nn`$) of the “freely” moving cars and, so, the longer is the headway distance $`h_{\text{free}}(n)`$.

When a cluster arises on the road its further growth is due to the attachment of the “free” cars to its upstream boundary, whereas the cars located near its downstream boundary accelerating leave it, which decreases the cluster size. These processes are treated as random changes of the cluster size $`n`$ by $`\pm 1`$ (Fig. 2) and the cluster evolution is described in terms of time variations of the probability function $`𝒫(n,t)`$ for the cluster to be of size $`n`$ at time $`t`$. Then following Mahnke et al. M1 ; M2  we write the following master equation governing the cluster growth

$`_t𝒫(n,t)`$ $`=w_+(n1)𝒫(n1,t)+w_{}(n+1)𝒫(n+1,t)`$
$`\left[w_{}(n)+w_+(n)\right]𝒫(n,t),`$ (1)
where the cluster size $`n`$ meets the inequality $`1n(N1)`$ and $`w_+(n)`$ and $`w_{}(n)`$ are the transition rates illustrated in Fig. 2 and depending generally on the cluster size $`n`$. The formation and dissolution of the maximum possible cluster containing all the cars is described by the equation

$$_t𝒫(N,t)=w_+(N1)𝒫(N1,t)w_{}(N)𝒫(N,t),$$
(2)
whereas the emergence of the jam seed, the cluster consisting of one car called below precluster, obeys the equation

$$_t𝒫(0,t)=w_{}(1)𝒫(1,t)w_+(0)𝒫(0,t).$$
(3)
Here the function $`𝒫(0,t)`$ is the probability of no cluster on the road. At the initial time $`t=0`$ no cluster is assumed to be on the road:

$$𝒫(n,0)=\delta _{n0},$$
(4)
where $`\delta _{nn^{}}`$ is Kronecker’s symbol. The system of equations (1)–(3) subject to the initial condition (4) makes up the probabilistic description of the cluster formation.

Special attention should be paid to the question as to what the precluster is. The model proposes the following. When there is no cluster on the road, i.e. all the cars move “freely” the velocity of one of them can randomly drop down to the velocity $`v_{\text{clust}}`$ in the cluster. Such a car is regarded as the precluster, a size-one cluster. When a precluster has arisen its further evolution follows the scheme shown in Fig. 2. The precluster concept may be justified by recalling the problem we deal with initially, i.e. the breakdown processes in multilane traffic flow. The cars under consideration actually match small vehicle clusters of the synchronized mode, macrovehicle, arising in traffic flow on a multilane highway and comprised of real vehicles moving synchronously at different lanes. Therefore the precluster is actually as a certain sufficiently small cluster of the synchronized mode. Keeping in mind the relatively low threshold of the F $``$ S transition we will assume the precluster generation as well as the precluster dissipation to be intensive processes so that the “free” flow phase, $`n=0`$, and the precluster state, $`n=1`$, come into quasi-equilibrium on time scales needed for the critical cluster nucleus to arise. In particular, in no case the precluster emergence limits the cluster evolution, so, the particular details of the precluster formation has no substantial effect on the traffic breakdown.

At the next step we should specify the transition rates $`w_+(n)`$ and $`w_{}(n)`$. Let us apply to the optimal velocity model assuming the velocity $`v`$ of the “freely” moving cars as well as the clustered cars to be determined directly by the corresponding headway distance $`h`$ according to the formula

$$v=\vartheta (h):=v_{\text{max}}\frac{h^p}{h^p+D_{\text{opt}}^p}.$$
(5)
Here the value $`D_{\text{opt}}`$ is the headway distance at which drivers feel themselves “free” and their velocity attains the maximum $`v_{\text{max}}`$. The parameter $`p>1`$ allows for possible forms of the function $`\vartheta (h)`$, the greater the value of $`p`$, the sharper the dependence $`\vartheta (h)`$. Case $`p=2`$ is often used M1 ; M2 . A car attaches itself to the cluster as fast as the distance to the last car in the cluster decreases down to the cluster headway $`h_{\text{clust}}`$, enabling us to write the following ansatz for the attachment rate to the cluster of size $`n1`$

$$w_+(n)=w_+^{\text{ov}}(n):=\frac{\vartheta \left[h_{\text{free}}(n)\right]\vartheta \left[h_{\text{clust}}\right]}{h_{\text{free}}(n)h_{\text{clust}}}.$$
(6)
Applying to a simple geometrical consideration and assuming $`N1`$ as well as $`Nn1`$ we get the relationship (illustrated also in Fig. 3)

$$h_{\text{free}}(n)=h_{\text{clust}}+(l_{\text{car}}+h_{\text{clust}})\frac{\left(\rho _{\text{lim}}\rho \right)}{\rho (1\eta )},$$
(7)
which together with (6) gives the attachment rate as a function of the cluster size $`n`$. Here we have introduced the following traffic flow parameters: $`\rho =N/L`$ being the mean value of the car density on the road, its maximum possible value $`\rho _{\text{lim}}=1/(l_{\text{car}}+h_{\text{clust}})`$ for the given road, and the relative volume $`\eta =n/N`$ of the cluster with respect to the initial volume of the “free” flow state.

In order to compare the cluster growth due to the car attachment with the precluster generation we specify its rate in terms of

$$w_+(0)=ϵw_+^{\text{ov}}(0),$$
(8)
where $`ϵ`$ is a phenomenological factor and we formally set $`n=0`$ in expression (6). Keeping in mind the aforesaid about the precluster emergence we assume the factor $`ϵ`$ to be about unit, $`ϵ1`$, or at least not to be small enough to limit the cluster formation, so its particular numerical value is of no importance.

The rate of the cars escaping from the cluster at its downstream front is written as (see also Fig. 4)

$$w_{}(n)=\frac{1}{\tau (n)}:=\frac{1\varphi (n)}{\tau _{\mathrm{}}}+\frac{\varphi (n)}{\tau _0},$$
(9)
where the value $`\tau (n)`$ can be interpreted as the characteristic time needed for the first car in the cluster to leave it and to go out from its downstream boundary at a distance about the headway distance $`h_{\text{free}}(n)`$ in the current “free” flow state. The function $`\varphi (n)`$ allows for the dependence of the detachment time $`\tau (n)`$ on the cluster size $`n`$. We note that expression (9) is the main original part of the model under consideration.

When the cluster is sufficiently large, $`n1`$, it is reasonable to regard the characteristic time $`\tau (n)\tau _{\mathrm{}}`$ as a constant (i.e. $`\varphi (n)0`$ for $`n1`$) as was done in papers M1 ; M2  for all the values of $`n`$.

For small clusters the $`\tau (n)`$-dependence, however, requires a special attention. The matter is that the car attachment rate $`w_+(n)`$ is considered to be directly determined by the local characteristics of the “free” flow phase and the car cluster. Thus the dependence of the attachment rate $`w_+(n)`$ on the cluster size $`n`$ arises via the headway distance $`h_{\text{free}}(n)`$ in the “free” flow being a function of $`n`$, i.e. $`w_+(n)=w_+[h_{\text{free}}(n),h_{\text{clust}}]`$. Therefore the attachment rate is actually an explicit function $`w_+(\rho ,\eta )`$ of the mean car density $`\rho `$ and the cluster relative volume $`\eta `$ only and, so, exhibits minor variations on scales $`\delta nN`$. As will be seen below, exactly this feature is essential rather than the particular form of $`w_+(\rho ,\eta )`$ given here for definiteness sake only, because to describe traffic breakdown at least one of the kinetic coefficients $`w_+(n)`$ and $`w_{}(n)`$ has to be a direct function of the cluster size $`n`$ for its relatively small values corresponding to the formation of the cluster critical nucleus. We associate this dependence with the escaping rate $`w_{}(n)`$ that, in contrast to the attachment rate $`w_+(n)`$, exhibits substantial variations in the region $`nn_020`$.

The parameter $`n_0`$ actually divides the car clusters into the large cluster group, $`nn_0`$, for which the escaping rate is constant, $`\varphi (n)0`$, and the group of small clusters, $`nn_0`$, whose dissolution is affected substantially by the size $`n`$. This assumption is based on the fact that there should a variety of possible manoeuvres for a driver to escape from a sufficiently small cluster on a multilane highway when the lanes are not too crowded.

Expression (9) takes into account this effect via the function $`\varphi (n)`$ running from 1 to 0 as the cluster size $`n`$ increases, so, $`\varphi (1)1`$ and $`\varphi (n)0`$ as $`n\mathrm{}`$. In particular, for a small neighborhood of the precluster size, $`n1`$, the value $`\tau _0`$ of $`\tau (n)`$ gives us actually the lifetime of the preclusters and is assumed to be less than the escaping time from a large cluster, i.e. $`\tau _0<\tau _{\mathrm{}}`$. Naturally, for the case of no cluster on the road we have to set $`w_{}(0)=0`$. The main results will be obtained below actually applying to the general properties of the dependence $`w_{}(n)`$, however for simplicity sake, we will adopt the following ansatz for $`n1`$

$$\varphi (n):=\varphi [x]|_{x={\scriptscriptstyle \frac{n}{n_0}}}:=\frac{1}{(1+x)^q},$$
(10)
where the exponent $`q>1`$ is regarded as a given constant. We point out once more that the dependence of the characteristic time $`\tau (n)`$ on the cluster size is crucial because it is responsible for the existence of the metastable “free” flow phase.

The system of equations (1)–(3) subject to the initial condition (4) with the relationships (6), (8), and (9) forms the proposed probabilistic model for the car aggregation. Within this model we will analyze the characteristic features of the large cluster emergence and the form of the fundamental diagram, i.e. the “flow volume – car density” relation in the vicinity of traffic breakdown. In particular, in the adopted terms the flow volume $`j(n)`$ for the given traffic flow state, i.e. when a cluster of size $`n`$ arises on the road is written as M1 ; M2 :

$$j(n)=(1\eta )\rho \vartheta \left[h_{\text{free}}(n)\right]+\eta \rho \vartheta \left[h_{\text{clust}}\right].$$
(11)
Averaging expression (11) with respect to the distribution $`𝒫(n,t)`$ we will get the fundamental diagram $`j=j(\rho )`$.

### II.2 Equilibrium distribution

To clarify the characteristic features of the cluster formation let us analyze, first, the stationary cluster sizes distribution $`𝒫_{\text{eq}}(n)`$. The system of equations (1)–(3) subject to the initial condition (4) admits the stationary solution $`𝒫_{\text{eq}}(n)`$ meeting the zero “probability” flux in the cluster size space:

$$w_+(n1)𝒫_{\text{eq}}(n1)w_{}(n)𝒫_{\text{eq}}(n)=0.$$

Whence we see that

$$\frac{𝒫_{\text{eq}}(n)}{𝒫_{\text{eq}}(n1)}=\frac{w_+(n1)}{w_{}(n)},$$

enabling us to write the expression

$$𝒫_{\text{eq}}(n)\mathrm{exp}\left\{\mathrm{\Omega }(n)\right\},$$

where the function $`\mathrm{\Omega }(n)`$ (called below the car growth potential) is specified for $`n2`$ by the formula

$`\mathrm{\Omega }(n)`$ $`=`$ $`{\displaystyle \underset{n^{}=1}{\overset{n1}{}}}\mathrm{ln}\left[\tau _{\mathrm{}}w_+^{\text{ov}}(n^{})\right]`$ (12)
$`+{\displaystyle \underset{n^{}=2}{\overset{n}{}}}\mathrm{ln}\left[1+{\displaystyle \frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}}\varphi (n^{})\right].`$
Both of the terms in (12) vary weakly as the argument $`n`$ changes by one, enabling us to convert sum (12) into an integral with respect to the cluster size $`n`$ treated as a continuous variable:

$`\mathrm{\Omega }(n)`$ $`=\mathrm{\Omega }_{\mathrm{}}(n)+\mathrm{\Omega }_0(n)`$ (13)
where
$`\mathrm{\Omega }_{\mathrm{}}(n)`$ $`{\displaystyle _0^n}𝑑n^{}\mathrm{ln}\left[\tau _{\mathrm{}}w_+^{\text{ov}}\left[h_{\text{free}}(n^{})\right]\right],`$ (14)
$`\mathrm{\Omega }_0(n)`$ $`{\displaystyle _0^n}𝑑n^{}\mathrm{ln}\left[1+{\displaystyle \frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}}\varphi (n^{})\right].`$ (15)
The former term in (12) or (13), i.e. the component $`\mathrm{\Omega }_{\mathrm{}}(n)`$ called below the growth potential mainly characterizes whether a stable car cluster can arise on the road under the given conditions and specifies its size because it exhibits substantial variations on large scales exceeding substantially the size $`n_0`$. By contrast the latter one, the component $`\mathrm{\Omega }_0(n)`$, describes the formation of the critical cluster nucleus and, so, the breakdown phenomenon. Indeed, as follows from (10) and (15) the potential $`\mathrm{\Omega }_0(n)`$ is constant for $`nn_0`$ and, thus, cannot affect the growth of a large cluster already formed on the road. Besides, within the continuum approximation we have ignored the details of the cluster distribution in the region including both the points $`n=0`$ and $`n=1`$ and expand the cluster space $`n1`$ to the whole axis $`n0`$.

Let us, first, analyze the condition of the cluster emergence. Applying to Fig. 5 we can see that a large cluster can arise on the road, in principle, if there exists a value of the headway distance $`h_c`$ meeting the equality

$$\tau _{\mathrm{}}w_+^{\text{ov}}\left[h_c\right]=1,$$
(16)
which will be assumed to hold beforehand. In particular, within approximation (6) together with (5) for $`D_{\text{opt}}h_{\text{clust}}`$ and $`p=2`$ this assumption holds if $`\tau _{\mathrm{}}v_{\text{max}}>2D_{\text{opt}}`$ and the critical headway reads

$$h_c^{(2)}=\frac{1}{2}\left(\tau _{\mathrm{}}v_{\text{max}}+\sqrt{(\tau _{\mathrm{}}v_{\text{max}})^24D_{\text{opt}}^2}\right),$$

whereas for $`p\mathrm{}`$ and $`\tau _{\mathrm{}}v_{\text{max}}>D_{\text{opt}}`$ we have

$$h_c^{(\mathrm{})}=\tau _{\mathrm{}}v_{\text{max}}.$$

The “free” flow phase will be stable if the initial headway distance $`h_{\text{free}}(0)>h_c`$ and unstable otherwise.

Let us justify these statements. The growth potential $`\mathrm{\Omega }(n)`$ is actually the sum of $`\mathrm{ln}\left[w_{}(n)/w_+(n)\right]`$ over $`n`$ (see formula (12)). So, in the region where the integrand of (14) meets the inequality $`\tau _{\mathrm{}}w_+^{\text{ov}}\left[h\right]<1`$ and the potential $`\mathrm{\Omega }_{\mathrm{}}(n)`$ is an increasing function of $`n`$, the cluster dissolution is more intensive then the car attachment. Under these conditions the cluster size on the average decreases in time. The same concerns the time dependence of the headway distance $`h_{\text{free}}(n)`$ in the “free” flow phase because the value of $`h_{\text{free}}(n)`$ decreases as the cluster becomes smaller (Fig. 3), which is also illustrated by arrows in Fig. 5. Since $`\tau _{\mathrm{}}w_+^{\text{ov}}\left[h\right]<1`$ for $`h>h_c`$ any randomly arising cluster tends to disappear and, consequently, the “free” flow phase is stable when $`h_{\text{free}}(0)>h_c`$. In this case the potential $`\mathrm{\Omega }_{\mathrm{}}(n)`$ possesses one minimum located at the boundary point $`n=0`$ (or $`n=1`$ what is the same in the continuum description).

Otherwise, $`h_{\text{free}}(0)<h_c`$, there is a region $`h_{\text{free}}(0)<h<h_c`$ where $`\tau _{\mathrm{}}w_+^{\text{ov}}\left[h\right]>1`$ and the car attachment rate exceeds that of the cluster dissolution and a cluster occurring in the corresponding “free” flow state tends to grow, inducing the further increase in the headway distance $`h_{\text{free}}(n)`$. In this case the “free” flow phase is unstable and the cluster will continue to grow until the value of $`h_{\text{free}}(n)`$ reaches the critical point $`h_c`$, where the car attachment and the cluster dissolution balance each other. Whence it follows, in particular, that the developed cluster is of the size $`n_{\text{clust}}`$ obeying the equation

$$h_{\text{free}}(n_{\text{clust}})=h_c$$
(17)
and the $`\mathrm{\Omega }_{\mathrm{}}(n)`$ has a minimum at the internal point $`n=n_{\text{clust}}`$. In the present paper we will ignore the existence of another region where the equality $`\tau _{\mathrm{}}w_+^{\text{ov}}\left[h\right]<1`$ also holds for very dense traffic flow, which has been considered in papers M1 ; M2 .

Relationship (7) enables us to rewrite the instability conditions in terms of the mean car density $`\rho `$. The critical value $`\rho _c`$ of the car density is the solution of the equation $`h_{\text{free}}(0)=h_c`$, whence we immediately get

$$\rho _{c1}=\rho _{\text{lim}}\frac{l_{\text{car}}+h_{\text{clust}}}{l_{\text{car}}+h_c}.$$
(18)
Then the stable state of the “free” flow corresponds to the inequality $`\rho <\rho _{c1}`$ and it loses the stability when $`\rho >\rho _{c1}`$. In the latter case a large cluster arises on the road whose size $`n_{\text{clust}}(\rho )=\eta _{\text{clust}}(\rho )N`$ and relative volume

$$\eta _{\text{clust}}(\rho )=\frac{h_c+l_{\text{car}}}{h_ch_{\text{clust}}}\frac{\rho \rho _{c1}}{\rho }.$$
(19)
In the given analysis we have ignored the dependence of the cluster dissolution rate $`w_{}(n)`$ on the size $`n`$ and, thereby, the considered picture describes actually the “free” flow–cluster transition of the second order. It does not allow for the metastable state of the “free” flow phase and corresponds to the continuous transition from the traffic state of no cluster on the road to the formation of a certain cluster whose relative volume changes continuously from zero as the car density penetrates deeper in the instability region (see formula (19)). Consequently, this approximation cannot explain the traffic breakdown and on the phase diagram matches solely the stable branches “f” and “c” of the “free” flow and the traffic with a developed cluster, respectively (Fig. 6).

Nevertheless, exactly the given approximation describes the stable branches of the fundamental diagram and, moreover, the metastable branch is a continuation of the branch “f” into the instability region. Keeping the latter in mind we present also the expression specifying these branches:

$$j_{\text{fc}}(\rho )=\{\begin{array}{ccc}\rho \vartheta \left[h_c+(h_c+l_{\text{car}})(\rho _{c1}\rho )/\rho \right]\hfill & \text{if}\hfill & \rho <\rho _{c1},\hfill \\ j_{c1}G\left(\rho \rho _{c1}\right)/\rho _{c1}\hfill & \text{if}\hfill & \rho >\rho _{c1},\hfill \end{array}$$

where the constants

$`j_{c1}`$ $`=`$ $`\rho _{c1}\vartheta \left[h_c\right],`$
$`G`$ $`=`$ $`{\displaystyle \frac{\left(h_c+l_{\text{car}}\right)}{\left(h_ch_{\text{clust}}\right)}}{\displaystyle \frac{\rho _{c1}}{\rho _{\text{lim}}}}\left(\rho _{c1}\vartheta \left[h_c\right]\rho _{\text{lim}}\vartheta \left[h_{\text{clust}}\right]\right).`$
It should be noted that in obtaining this expression we have substituted the maximum probability value $`n_{\text{clust}}`$ of the cluster size into expression (11) instead of averaging it over the distribution $`𝒫_{\text{eq}}(n)`$. The latter is justified because the effect of the cluster size fluctuations is ignorable due to $`N1`$.

Now we analyze possible metastable states of the “free” flow phase. In order to do this we should take into account both the component of the growth potential $`\mathrm{\Omega }(n)`$. Since the function $`\mathrm{\Omega }_0(n)`$ exhibits remarkable variations in the region $`nn_0`$ only and, thus, the size $`n_c`$ of the critical nucleus also belongs to this region we may confine our consideration to clusters whose size $`n`$ is much less than the final cluster size $`n_{\text{clust}}`$ attained after the instability development. In addition for the sake of simplicity we will regard the value $`(\tau _{\mathrm{}}\tau _0)/\tau _{\mathrm{}}`$ as a small parameter, which enables us to examine solely a small neighborhood of the instability boundary, $`0<\rho \rho _{c1}\rho _{c1}`$.

In this case the value of $`\tau _{\mathrm{}}w_+^{\text{ov}}\left[h_{\text{free}}(n)\right]`$ is practically constant and can be approximated by the expression

$$\mathrm{ln}\left\{\tau _{\mathrm{}}w_+^{\text{ov}}\left[h_{\text{free}}(n)\right]\right\}g\frac{\rho \rho _{c1}}{\rho _{c1}},$$
(20)
where the coefficient

$$g=\frac{\left(l_{\text{car}}+h_c\right)}{h_c}\left|\frac{d\mathrm{ln}w_+^{\text{ov}}[h]}{d\mathrm{ln}h}\right|_{h=h_c}$$

is about unity, $`g1`$, in the general case. In particular, for the stepwise dependence $`\vartheta (h)`$ (if we set $`p=\mathrm{}`$ in expression (5)) and $`D_{\text{opt}}l_{\text{car}}`$, $`h_{\text{clust}}`$ we have the rigorous equality $`g=1`$. Expression (20) together with formula (10) allows us to represent the dependence of the growth potential $`\mathrm{\Omega }(n)`$ on the cluster size $`n`$ as

$`{\displaystyle \frac{d\mathrm{\Omega }(n)}{dn}}`$ $``$ $`{\displaystyle \frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}}\varphi (n)g{\displaystyle \frac{(\rho \rho _{c1})}{\rho _{c1}}}`$ (21)
$`=`$ $`{\displaystyle \frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}}\left({\displaystyle \frac{n_0}{n_0+n}}\right)^qg{\displaystyle \frac{(\rho \rho _{c1})}{\rho _{c1}}}.`$
The first term on the right-hand side of (21) is due to the increase in the cluster dissolution rate for $`nn_0`$, whereas the latter one is proportional to the cluster growth rate in the region of large values of $`n`$. The resulting value of the derivative $`d\mathrm{\Omega }(n)/dn`$ characterizes the direction of the cluster evolution. If it is positive, $`d\mathrm{\Omega }(n)/dn>0`$, i.e. the potential $`\mathrm{\Omega }(n)`$ is an increasing function of $`n`$ the cluster dissolution is the dominant process and the cluster of size $`n`$ tends to dissipate. Otherwise, i.e. when $`d\mathrm{\Omega }(n)/dn<0`$ it will grow.

The former term attains its maximum at $`n=0`$, so, according to (21) the derivative $`d\mathrm{\Omega }(n)/dn`$ is negative for all the possible values of the cluster size under consideration $`0nn_{\text{clust}}`$ when

$$\rho >\rho _{c2}:=\rho _{c1}\left[\frac{\left(\tau _{\mathrm{}}\tau _0\right)}{g\tau _0}+1\right].$$
(22)
In this case the “free” flow phase becomes absolutely unstable. Under the opposite condition, $`\rho _{c1}<\rho <\rho _{c2}`$ there is a certain value $`n_c`$ at which the derivative $`d\mathrm{\Omega }(n)/dn`$ changes the sign (Fig. 7). Setting the left-hand side of (21) equal to zero we get the relationship

$`\varphi (n_c)`$ $`={\displaystyle \frac{\rho \rho _{c1}}{\rho _{c2}\rho _{c1}}}`$ (23)
which togather with ansatz (10) gives the estimate
$`n_c`$ $`=n_0\left[\left({\displaystyle \frac{\rho _{c2}\rho _{c1}}{\rho \rho _{c1}}}\right)^{{\scriptscriptstyle \frac{1}{q}}}1\right],`$ (24)
well justified except for small neighborhoods of the boundary points $`\rho _{c1}`$ and $`\rho _{c2}`$. If $`n<n_c`$ the derivative is positive and the cluster should decrease in size, i.e. the “free” flow phase is stable with respect to the emergence of such small clusters. However, if a certain cluster of size $`n>n_c`$ has already formed, for example, due to random fluctuations, then it will grow and a large cluster of size $`n_{\text{clust}}`$ arises on the road because $`d\mathrm{\Omega }(n)/dn<0`$ in the region $`n>n_c`$.

In other words, we have shown that the dependence of the dissolution rate $`w_{}(n)`$ on the cluster size $`nn_0`$ makes the “free” flow phase metastable when the car density belongs to the interval $`\rho (\rho _{c1},\rho _{c2})`$ (branch “m” in Fig. 6). The formation of a large cluster, $`nn_0`$, proceeds via generation of the critical nucleus whose size $`n_c`$ is estimated by expression (24). In order to find the generation rate of the critical nuclei and, thus, the breakdown frequency we should consider the transient processes in the cluster growth, which is the subject of the next section.

### II.3 Continuum approximation. The breakdown probability

In order to apply well developed techniques of the escaping theory (see, e.g., Gard ) to the analysis of the traffic breakdown probability we approximate the discrete master equation (1) by the corresponding Fokker-Planck equation. It is feasible because in the case under consideration the kinetic coefficients $`w_+(n)`$, $`w_{}(n)`$, first, vary smoothly on scales about unity and, second, are approximately equal to each other, $`\left|w_+(n)w_{}(n)\right|w_{}(n)`$. The latter conditions enable us to treat the argument $`n`$ as a continuous variable and to expand the functions $`w_+(n\pm 1)`$, $`w_{}(n\pm 1)`$, and $`𝒫(n\pm 1,t)`$ into the Taylors series. In this way and, in addition, taking into account expression (9) we reduce equation (1) to the following Fokker-Planck equation

$$\tau _{\mathrm{}}_t𝒫(n,t)=_n\left[_n𝒫(n,t)+𝒫(n,t)_n\mathrm{\Omega }(n)\right],$$
(25)
where the potential $`\mathrm{\Omega }(n)`$ is given by formula (13) in the general form. However, in the case under consideration the ratios $`n/N`$, $`(\rho \rho _{c1})/\rho _{c1}`$, and $`(\tau _{\mathrm{}}\tau _0)/\tau _0`$ are regarded to be sufficiently small and it is possible to expand the potential $`\mathrm{\Omega }(n)`$ in the tree parameters and to remain the leading terms only. In this way we get

$$\begin{array}{c}\mathrm{\Omega }(n)=\frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}n_0\hfill \\ \hfill \times \left\{_0^{{\scriptscriptstyle \frac{n}{n_0}}}𝑑x\varphi [x]\varphi [x_c]\frac{n}{n_0}\left[1\frac{n}{2n_{\text{clust}}(\rho )}\right]\right\},\end{array}$$
(26)
where $`x_c=n_c/n_0`$ and we have set $`\mathrm{\Omega }(0)=0`$. Equation (2) transforms into the boundary condition at infinitely distant points that is imposed on the probability flux

$$J(n):=_n𝒫(n,t)𝒫(n,t)_n\mathrm{\Omega }(n)$$

and requires it to be equal to zero, $`J(\mathrm{})=0`$. Equation (3) describing the precluster generation is reduced, in turn, to the zero boundary condition imposed on the probability flux $`J(n)`$ formally at $`n=0`$, i.e. $`J(0)=0`$. The latter is justified by the assumed quasi-equilibrium between the “free” flow phase and the preclusters. And, finally, the initial condition (4) can be rewritten as

$$_0^{\mathrm{}}𝑑n𝒫(n,t)=1.$$

When the car density belongs to the interval $`\rho (\rho _{c1},\rho _{c2})`$ and the “free” flow phase is metastable the form of the growth potential $`\mathrm{\Omega }(n)`$ in the region $`nn_0`$ is shown in Fig. 7. The the “free” flow phase being in quasi-equilibrium with preclusters matches the local minimum at $`n=0`$ separated from the region of the stable cluster growth $`n>n_c`$ by the potential barrier $`\mathrm{\Omega }_c`$. The value of this the potential barrier is estimated as

$`\mathrm{\Omega }_c`$ $`{\displaystyle \frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}}n_0\omega \left[\frac{n_c}{n_0}\right]`$ (27)
where the function
$`\omega [x_c]`$ $`:={\displaystyle _0^{{\scriptscriptstyle \frac{n_c}{n_0}}}}𝑑xx\left({\displaystyle \frac{d\varphi [x]}{dx}}\right).`$ (28)
In particular, for ansatz (10) with the exponent $`q=2`$ it expression (27) becomes

$$\mathrm{\Omega }_c\frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}n_0\frac{x_c^2}{(1+x_c)^2},$$
(29)
moreover, in the limit $`x_c1`$ we have

$$\omega [x_c]\frac{1}{2}rx_c^2,\text{where the constant}r=\frac{d\varphi [x]}{dx}|_{x=0},$$

as follows from expression (28), and the general formula for the potential $`\mathrm{\Omega }_c`$ can be written as

$`\mathrm{\Omega }_c`$ $`{\displaystyle \frac{(\tau _{\mathrm{}}\tau _0)}{2\tau _0}}rn_0x_c^2.`$ (30)
In the same limit expression (23) gives us
$`x_c`$ $`{\displaystyle \frac{(\rho _{c2}\rho )}{r(\rho _{c2}\rho _{c1})}}.`$ (31)
The main much deeper minimum of the potential $`\mathrm{\Omega }(n)`$ is located at $`n=n_{\text{clust}}n_0`$.

We have demonstrated that a precluster must climb over the potential barrier $`\mathrm{\Omega }_c`$ at the point $`n_c`$ to convert into a large stable cluster. It is implemented through random fluctuations carrying the cluster size up to the critical value $`n_c`$. In this terms the traffic breakdown is the classical escaping from a potential well described by the Fokker-Planck equation (25). The latter analogy enables us to write down the estimate for the frequency $`\nu _{\text{bd}}`$ of the traffic breakdown processes depending on the given vehicle density in the “free” flow state. Namely, as shown in Appendix

$$\begin{array}{c}\nu _{\text{bd}}\frac{1}{\sqrt{2\pi n_0}\tau _{\mathrm{}}}\left(\frac{\tau _{\mathrm{}}\tau _0}{\tau _0}\right)^{{\scriptscriptstyle \frac{3}{2}}}(1\varphi [x_c])\left|\varphi ^{}[x_c]\right|^{{\scriptscriptstyle \frac{1}{2}}}\hfill \\ \hfill \times \mathrm{exp}\left\{\frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}n_0\omega [x_c]\right\},\end{array}$$
(32)
which is well justified for the car density $`\rho `$ belonging to the interval $`\rho _{c1}<\rho <\rho _{c2}`$ except for a certain sufficiently small neighborhoods on the critical points $`\rho _{c1}`$, $`\rho _{c2}`$. Ansatz (10) with the exponent $`q=2`$ together with formula (23) enables us to rewrite expression (32) as

$$\begin{array}{c}\nu _{\text{bd}}\frac{1}{\sqrt{\pi n_0}\tau _{\mathrm{}}}\left(\frac{\tau _{\mathrm{}}\tau _0}{\tau _0}\right)^{{\scriptscriptstyle \frac{3}{2}}}(1\mathrm{\Delta })\mathrm{\Delta }^{{\scriptscriptstyle \frac{3}{4}}}\hfill \\ \hfill \times \mathrm{exp}\left\{\frac{(\tau _{\mathrm{}}\tau _0)}{\tau _0}n_0\frac{(1\mathrm{\Delta })^2}{\left(1+\mathrm{\Delta }^{\frac{1}{2}}\right)^2}\right\}.\end{array}$$
(33)
Here we have introduced the quantity

$$\mathrm{\Delta }:=\frac{\rho \rho _{c1}}{\rho _{c2}\rho _{c1}}$$
(34)
treated as a dimensionless overcriticality measure showing how deep the system penetrates into the metastability region, $`\mathrm{\Delta }=0`$ corresponds to the value $`\rho _{c1}`$ of the vehicle density where a jam can emerge in principle and $`\mathrm{\Delta }=1`$ matches the vehicle density $`\rho _{c2}`$ after exceeding which no traffic states except for jams can exist at all (Fig. 6).

### II.4 Frequency of traffic breakdown during a fixed time interval

Experimentally traffic breakdown is typically analyzed detecting a significant drop in the vehicle speed during a certain fixed time interval $`T_{\text{obs}}`$ about several minutes and then drawing the relative frequency of these events vs the traffic volume Br1 ; Br2 ; Br3 ; Br4 . In order to compare this representation with the obtained results let us consider them in more details.

As follows from expression (22) the density interval $`(\rho _{c1},\rho _{c2})`$ inside which the traffic jam emerges by the nucleation mechanism is of the thickness

$$(\rho _{c2}\rho _{c1})=\rho _{c1}\frac{(\tau _{\mathrm{}}\tau _0)}{g\tau _0}.$$

According to the experimental data Br1 ; Br2 ; Br3 ; Br4 ; KBr  the thickness of the traffic volume interval inside which the traffic breakdown demonstrates the probabilistic behavior is about its low boundary in magnitude. So we have to regard the ratio $`(\tau _{\mathrm{}}\tau _0)/\tau _0`$ also as a value about unity:

$$\frac{(\tau _{\mathrm{}}\tau _0)}{g\tau _0}1.$$
(35)
Thereby, setting $`n_0=20`$ we get the conclusion that in the general case where $`n_cn_0`$ the potential barrier $`\mathrm{\Omega }_c5`$ corresponding to the exponential factor $`\mathrm{exp}\{\mathrm{\Omega }_c\}0.7\times 10^2`$. Then setting $`\tau _{\mathrm{}}2`$ sec and estimating the preceding cofactor as $`1/(\sqrt{2\pi n_0}\tau _{\mathrm{}})`$ we find the characteristic rate of the traffic breakdown being about 1/50 min<sup>-1</sup> in the general case. So the real traffic breakdown events seem to be observed in cases where the vehicle density comes to the upper boundary $`\rho _{c2}`$. The latter allows us to confine our analysis formally to the limit case

$$x_c1(\rho _{c2}\rho )(\rho _{c2}\rho _{c1}).$$
(36)
Then estimating the probability $`_{\text{bd}}`$ of detecting a traffic breakdown during the observation time interval $`T_{\text{obs}}`$ as $`_{\text{bd}}=T_{\text{obs}}\nu _{\text{bd}}`$ we obtain from (32) the expression

$$_{\text{bd}}(\mathrm{\Delta })=\frac{T_{\text{obs}}}{\tau _{\text{bd}}}\mathrm{\hspace{0.17em}2}\mathrm{\Omega }_c^{\frac{1}{2}}\mathrm{exp}\left\{\mathrm{\Omega }_c\right\},$$
(37)
where
$$\mathrm{\Omega }_c=\frac{(\tau _{\mathrm{}}\tau _0)}{2r\tau _0}n_0(1\mathrm{\Delta })^2$$
(38)
and we have introduced the time scale
$$\tau _{\text{bd}}=\frac{2\sqrt{\pi }\tau _0}{r(\tau _{\mathrm{}}\tau _0)}n_0\tau _{\mathrm{}},$$
(39)
giving us the characteristic time of the breakdown emergence. In deriving (37) we have also taken into account formulae (10), (30), and (31) and remained directly number 2 as cofactor because the maximum of the function $`z^{1/2}\mathrm{exp}(z)`$ is about 0.43. Naturally, we have to confine ourselves to such values of the vehicle density for which $`_{\text{bd}}1`$ because traffic flow with higher values of the vehicle density cannot exist on these time scales. For the following values $`r=2`$, the ratio $`(\tau _{\mathrm{}}\tau _0)/\tau _01`$, $`\tau _{\mathrm{}}2`$ sec, and $`n_020`$ expression (39) gives us the estimate $`\tau _{\text{bd}}1`$ min of the characteristic breakdown time. It should be pointed out that the latter estimate does not contradict the evaluation of the breakdown rate given at the beginning of the present section because it holds only in the region $`\mathrm{\Omega }_c1`$.

Figure 8 illustrates the obtained results depicting the breakdown probability for different values of the observation time $`T_{\text{obs}}`$ measured in units of $`\tau _{\text{bd}}`$ vs the depth of penetrating into the metastability region. It should be pointed out that in drawing Fig. 8 we have applied to formula (33) rather than (37) in order to have a possibility to go out of the frameworks of the formal limit (36). The latter is considered hear to clarify the obtained results only. To make the form of the $`_{\text{bd}}(\mathrm{\Delta })`$-dependence more evident we apply again to the formal limit case (36) assuming the ratio $`m:=T_{\text{obs}}/\tau _{\text{bd}}`$ to be a large parameter. Than analyzing a small neighborhood of the point $`\rho _m^{}`$ specified by the equality

$$1\mathrm{\Delta }_m^{}\left[\frac{2r\mathrm{ln}(2m)\tau _0}{(\tau _{\mathrm{}}\tau _0)n_0}\right]^{{\scriptscriptstyle \frac{1}{2}}}$$
(40)
we get
$$_{\text{bd}}(\rho )=\mathrm{exp}\left(\frac{\rho \rho _m^{}}{\overline{\rho }_m}\right),$$
(41)
where the vehicle density scale
$$\overline{\rho }_m=(\rho _{c2}\rho _{c1})\left[\frac{r\tau _0}{2\mathrm{ln}(2m)(\tau _{\mathrm{}}\tau _0)n_0}\right]^{{\scriptscriptstyle \frac{1}{2}}}.$$
(42)
Therefore, in a rough approximation the $`_{\text{bd}}(\rho )`$-dependence is a simple exponential function whose scale $`\overline{\rho }_m`$ is approximately a constant value (because the function $`ln(m)`$ shows week variations for $`m1`$). Changing the observation duration $`T_{\text{obs}}`$ practically shift the cut-off point $`\rho _m^{}`$ only.

## III Comparison with experimental results

Experimental investigations of the traffic breakdown regarded as a probabilistic phenomenon have been carried out by several authors (see, e.g. Ref. Br1, ; Br2, ; Br3, ; Br4, ; KuBr, ). Elefteriadou et al. Br1  actually pointed out the fact that traffic breakdown at ramp merge junctions occurs randomly without precise relation to a certain fixed value of traffic volume. A more detailed analysis of the breakdown probability has been fulfilled in papers Br2 ; Br3 ; Br4 ; KuBr . These observations show that traffic breakdown can occur inside a wide interval of traffic volume from about 1500 veh/h/l (vehicles per hour per lane) up to 3000 veh/h/l. The real dynamics of traffic breakdown near bottlenecks and the developed structure of the congested traffic flow are sufficiently complex as it was exhibited by Kerner KBr . In particular, Kerner demonstrated that the synchronized mode of traffic flow in the vicinity of highway bottleneck is locally metastable under the discharged downstream traffic flow of volume $`j`$ varying in the same interval. The latter enables us to estimate the detachment time $`\tau _{\mathrm{}}`$ playing the significant role in the presented model. In fact ignoring the velocity $`\vartheta (h_{\text{clust}})`$ of cars in the cluster as well as the headway distance $`h_{\text{clust}}`$ in ansatz (6) we get that the lower boundary $`\rho _{c1}`$ of the metastability region meets the traffic volume

$$j_{c1}=\rho _{c1}\vartheta (h_c)w_+^{\text{ov}}[h_c]=\frac{1}{\tau _{\mathrm{}}}1800\text{veh/h/l}.$$

Whence we find immediately the estimate $`\tau _{\mathrm{}}2`$ sec, which is in agreement with the value adopted previously in papers M1 ; M2 . In this section, as it has been done in the previous one, we use the estimates of the quantities $`n_020`$ according to the experimental data depicted in Fig.1, set $`(\tau _{\mathrm{}}\tau _0)/\tau _01`$ from the general consideration.

In order to compare the obtained results and the available experimental data we have applied to the latest materials presented in detail by Lorenz & Elefteriadou Br4 . The breakdown phenomenon was investigated in traffic flow near two bottlenecks of Highway 401, one of the primary Toronto traffic arteries. The detectors were located right after the on-ramps within several hundred meters downstream. So the dynamics of traffic breakdown observed at these places seems to be mainly due to local internal properties of traffic flow discussed in the present paper. The complex spatial structure of the induced congested phase including moving wide and narrow jams reported by Kerner KBr  should emerge above the detectors upstream. We consider in detail the data obtained for one these bottleneck (site “A” in paper Br4 ). The paired detectors were located in each of the tree lanes and were instrumented to provide vehicle count and speed estimates continuously at 20-second intervals. A breakdown event was fixed via the velocity drop below 90 km/h, the middle point of a certain gap in the velocity field visually separating the congested and free traffic flow states. Besides, only those disturbances that caused the average speed over all the lanes to drop below 90 km/h for a period of five minutes or more were considered a true breakdown. The latter enabled the authors to filter out large amplitude fluctuations in the mean vehicle velocity not leading to the traffic breakdown. Fig. 9 exhibits the obtained probability (relative frequency) of the traffic breakdown events during 5-minute and 15-minute intervals vs the traffic volume partitioned within 100 veh/h/l steps. We note that Fig. 9 does not show the available 1 minute interval data because the corresponding breakdown probability is not significant for all the observed values of traffic volume except for the upper boundary 2800 veh/h/l, that can be due to its rare occurrence.

The continuous curves in Fig. 9 present our attempts to fit the obtained theoretical dependence in the given experimental data. Namely these curves describe the breakdown probability estimated as $`_{\text{bd}}=T_{\text{obs}}\nu _{\text{bd}}`$, where the latter cofactor is given by the expression (33) within the replacement $`\mathrm{\Delta }(jj_{c1})/(j_{c2}j_{c1})`$ (see expression (34)) and we have used the following values of the critical traffic volumes $`j_{c1}=1200`$ veh/h/l and $`j_{c2}=3400`$ veh/h/l, the characteristic breakdown time $`\tau _{\text{bd}}=2.5`$ min (see expression 39), and set the product $`n_0(\tau _{\mathrm{}}\tau _0)/\tau _0=25`$. Keeping in mind the aforesaid all the adopted values are quite reasonable including the estimate $`j_{c2}=3400`$ veh/h/l seeming at first glance extremely high. Indeed, this value is no more than a result of approximating the $`j(\rho )`$-dependence by a linear function formally into the region of high vehicle densities.

## IV Summary and conclusion

We have considered the traffic breakdown phenomenon regarded as a random process developing via the nucleation mechanism. The origin of critical jam nuclei proceeds in a metastable phase of traffic flow and seems to be located inside a not too large region on a highway, for example, in the close proximity of a highway bottleneck K5 ; K2 . The induced complex structure of the congested traffic phase is located upstream the bottleneck KBr . Keeping these properties in mind we have applied to the probabilistic model regarding the jam emergence as the development of a large car cluster on highway. In these terms the traffic breakdown proceeds through the formation of a certain car of critical size in the metastable vehicle flow, which enabled us to confine ourselves to the single cluster model.

We assumed that, first, the growth of the car cluster is governed by attachment of cars to the cluster whose rate is mainly determined by the mean headway distance between the cars in the vehicle flow and, may be, also by the headway distance in the cluster. Second, the cluster dissolution is determined by the car escape from the cluster whose rate depends on the cluster size directly. To justify the latter assumption we apply to the modern notion of the traffic flow structure (see Ref. K1, ; K1a, ; K2, ). Namely, the jam emergence goes mainly through the sequence of two phase transitions: free flow $``$ synchronized mode $``$ stop-and-go pattern K6 . Both of these transitions are of the first order, i.e. they exhibit breakdown, hysteresis, and nucleation effects K5 . Therefore considering the final stage of the jam emergence we have to regard the synchronized mode as the metastable phase exactly inside which a critical jam nucleus appears due to random fluctuations. The synchronized mode is characterized by strong multilane correlations in the car motion and, as a result, all the vehicles in a certain affective cluster spanning over all the highway lanes move as a whole. So the proposed probabilistic description deals with actually macrovehicles comprising many individual cars. The available single-vehicle experimental data N1  present the correlation characteristics of the synchronized mode which have enabled us to estimate the characteristic dimension $`n_020`$–30 of the car cluster entering the dependence of the car detachment rate on the cluster size. Namely for small car clusters, $`nn_0`$, the characteristic detachment time $`\tau _0`$ should be substantially less than this time $`\tau _{\mathrm{}}`$ for large clusters, $`nn_0`$.

We have written the appropriate master equation for the cluster distribution function and analyze the formation of the critical car cluster due to the climb over a certain potential barrier. The inequality $`n_01`$ has opened us the way to convert from the discrete master equation to the appropriate Fokker-Plank equation and find all the required characteristics of the traffic breakdown.

The obtained results are compared with the available experimental data and, in detail, with the probability of traffic breakdown in the vicinity of bottlenecks vs the traffic volume presented by Lorenz & Elefteriadou Br4 . It turned out that the theoretical curves can be fitted closely to the given experimental data using values of the main parameters chosen based on the general properties of the traffic flow not related directly to the breakdown dynamics. In particular, first, we have demonstrated that the characteristic internal time scale $`\tau _{\text{bd}}`$ of the breakdown development is about $`\tau _{\text{bd}}n_0\tau _{\mathrm{}}`$ (we recall that $`\tau _{\mathrm{}}2`$ sec is the characteristic time during which a car can individually leave a cluster). Whence we get the estimate of the breakdown timescale about one minute. The latter justifies the widely used probabilistic technique of the breakdown investigation based on fixing this event during a time interval of several minutes. Second, the proposed model explains why the traffic breakdown as a probabilistic phenomenon is observed inside a sufficiently wide interval of the traffic volume, namely, the thickness $`\mathrm{}j`$ of this layer can attain its low boundary $`j_{c1}`$ in magnitude. The matter is that $`\mathrm{}j/j_{c1}(\tau _{\mathrm{}}\tau _0)/\tau _01`$.

Concluding the aforesaid we state that traffic breakdown is a mesoscopic process, as it must be for the synchronized mode, whose characteristic spatial and temporal scales correspond to car clusters made of a large number of vehicles.

###### Acknowledgements.

The authors would like to thank Peter Wagner (Berlin) for useful comments and criticism.

## Appendix A Escaping rate from a boundary well

In section II.3 we have obtained the Fokker-Plank equation (25) governing the evolution of car clusters treated as random wandering in the space of their size $`n`$. It has turned out that near the threshold the precluster domain is separated from the large cluster region by a potential barrier $`\mathrm{\Omega }_c`$, so, the formation of the clustered phase should proceeds through the nucleation mechanism (Fig. 7). In other words, for a large cluster to emerge on the road its critical nucleus $`n_c`$ has to arise via random fluctuations of the cluster size in the precluster region. Thereby in order to describe the cluster formation we need the expression specifying the rate of the critical nucleus generation, being the subject of the present appendix.

Mathematically the description of the critical nucleus generation is equivalent to the problem of a particle escaping form the corresponding potential barrier (Fig. 10). Thereby the rate of the critical nucleus generation, i.e. the frequency of the traffic breakdown $`\nu _{\mathrm{bd}}`$ is represented in terms of the probability density $`(t)`$ for this particle to escape from the potential well at a given time $`t`$ provided initially, $`t=0`$, it has been placed near the local minimum (here $`n=0`$). Namely

$$\nu _{\mathrm{bd}}=(+0),$$
(43)
where the value $`+0`$ of the argument $`t`$ means that we consider time scales exceeding substantially the duration of all the transient processes during which the distribution of the particle inside the potential well attains locally quasi-equilibrium.

Since the potential relief under consideration is rather special we prefer to recall briefly the way of deriving the probability $`(t)`$ referring a reader to the specific literature (see, e.g., book Gard ) for details.

The concept of potential well implies that the barrier is sufficiently high, $`\mathrm{\Omega }_c1`$, therefore the particle can climb over it due to rare fluctuations lifting the particle to points at the potential barrier where $`\mathrm{\Omega }(n)1`$. If such an event does not lead to escape the particle will drift back to the the neighborhood of the local minimum $`n=0`$ whose thickness is specified by the inequality $`\mathrm{\Omega }(n)1`$. Thereby the subsequent attempts of escaping may be considered as being mutually independent. After the particle has climbed over the barrier the force $`d\mathrm{\Omega }(n)/dn`$ carries it away to distant points, making the return impossible. So from this point of view we may refer to the particle being inside the potential well or having escaped from it as two its possible states without specifying the particular position. Therefore the probability $`𝒫(tt^{})`$ that the particle remains inside the well at time $`t`$ if it has being placed in it at time $`t^{}`$ obeys the equation:

$$𝒫(t)=𝒫(tt^{})𝒫(t^{})\mathrm{for}0<t^{}<t.$$

Whence we get the general expression for the function $`𝒫(t)`$

$$𝒫(t)=\mathrm{exp}\left(\frac{t}{\tau _{\mathrm{life}}}\right),$$

where $`\tau _{\mathrm{life}}`$ is a certain constant specified by the particular properties of a potential well. The latter formula gives us immediately the general form of the escape probability

$$(t)=\frac{d𝒫(t)}{dt}=\frac{1}{\tau _{\mathrm{life}}}\mathrm{exp}\left(\frac{t}{\tau _{\mathrm{life}}}\right).$$
(44)
In order to find the lifetime $`\tau _{\mathrm{life}}`$ we will deal with the Laplace transform $`_L(s)`$ of the escape probability $`(t)`$

$$_L(s):=\underset{0}{\overset{\mathrm{}}{}}𝑑t\mathrm{exp}(st)(t)=\frac{1}{1+s\tau _{\mathrm{life}}},$$
(45)
whence it follows that in the expansion of $`_L(s)`$ with respect to $`s`$ around the point $`s=0`$

$$_L(s)=1s\tau _{\mathrm{life}}+\mathrm{}$$
(46)
the first order term directly contains the desired lifetime as the coefficient.

Following the standard approach Gard  we reduce the escaping problem to finding the first passage time probability. In other words, we assume the particle never to come back to the potential well if it after climbing the barrier reaches points where $`\mathrm{\Omega }_c\mathrm{\Omega }(n)1`$ (Fig. 10). The particle may be withdrawn from the consideration or, what is the same, it will be trapped when reaches for the first time any fixed point $`n^{}`$ in this region. The time it takes for the particle to reach the point $`n^{}`$ after overcoming the barrier at the critical point $`n_c`$ is ignorable in comparison with the characteristic wait of critical fluctuations. Thereby the function $`(t)`$ specifies actually the probability of passing (reaching) the point $`n^{}`$ for the first time at the time moment $`t`$. This construction enables us to introduce a more detailed relative function $`(n,t)`$ giving the probability for the particle initially placed at the point $`0<n<n^{}`$ to reach first the right boundary $`n^{}`$ of the region under consideration at the time moment $`t`$. The left boundary $`n=0`$ is impermeable for the particle. Then using the standard technique based on the backward Fokker-Planck equation conjugated with Eq. (25) we the governing equation for the function $`_L(n,s)`$

$$\tau _{\mathrm{}}s_L=_n^2_L[_n\mathrm{\Omega }(n)][_n_L]$$
(47)
subject to the boundary conditions
$$_L(0,s)=_L(n^{},s)=1.$$
(48)
Whence it directly follows that the first order term $`\phi (n)`$ in the expansion of the Laplace transform $`_L(n,s)`$ with respect to $`s`$

$$(n,s)=1s\phi (n),$$

obeys in turn the equation
$$_n^2\phi (n)[_n\mathrm{\Omega }(n)][_n\phi (n)]=\tau _{\mathrm{}}$$
(49)
subject to the boundary conditions
$$_n\phi (0)=0\mathrm{and}\phi (n^{})=0.$$
(50)
The solution of the system (49) and (50) has the form

$$\phi (n)=\tau _{\mathrm{}}_n^n^{}𝑑n^{}e^{\mathrm{\Omega }(n^{})}_0^n^{}𝑑n^{\prime \prime }e^{\mathrm{\Omega }(n^{\prime \prime })}$$
(51)
and the value $`\phi (0)`$ gives us the desired lifetime:
$$\tau _{\mathrm{life}}=\phi (0).$$
(52)
Inside the potential well the function $`\phi (n)`$ takes practically a constant value mainly contributed by the points $`n^{\prime \prime }`$ belonging to the well bottom, i.e. to the region $`\mathrm{\Omega }(n^{\prime \prime })1`$ and by the points $`n^{}`$ located near the top of the potential barrier where $`\mathrm{\Omega }(n_c)\mathrm{\Omega }(n^{})1`$. This feature leads us immediately to the approximation

$$\tau _{\mathrm{life}}\sqrt{2\pi }\tau _{\mathrm{}}\left[\left|_n^2\mathrm{\Omega }(n_c)\right|\right]^{{\scriptscriptstyle \frac{1}{2}}}\left[_n^{}\mathrm{\Omega }(0)\right]^1e^{\mathrm{\Omega }(n_c)},$$
(53)
which is the main result of the present appendix.

In particular, for the potential $`\mathrm{\Omega }(n)`$ specified by expression (21) or (26)) formula (53) gives

$$\begin{array}{c}\tau _{\mathrm{life}}\sqrt{2\pi n_0}\tau _{\mathrm{}}\left(\frac{\tau _0}{\tau _{\mathrm{}}\tau _0}\right)^{{\scriptscriptstyle \frac{3}{2}}}\hfill \\ \hfill \times \left(1\varphi [x_c]\right)^1\left(\left|\varphi ^{}[x_c]\right|\right)^{{\scriptscriptstyle \frac{1}{2}}}e^{\mathrm{\Omega }(n_c)}.\end{array}$$
(54)
Formulae (43), (44), (54), and (27) give us expression (32).