Murray-Tuite, Garrido, Nune Path Prediction Methodology for Hazardous Materials Transported by Malicious Entities Pamela M. Murray-Tuite Assistant Professor Department of Civil and Environmental Engineering Virginia Tech 7054 Haycock Road Falls Church, VA 22043 703-538-3764 Fax: 703-538-8450 murraytu@vt.edu Rodrigo A. Garrido Hidalgo Associate Professor Department of Transportation and Logistics Engineering Pontificia Universidad Catolica De Chile Santiago, Chile 56-2-354-5893 Fax: 56-2-553-0281 rgarrido@ing.puc.cl Rakesh Nune Graduate Assistant Department of Civil and Environmental Engineering Virginia Tech 7054 Haycock Road Falls Church, VA 22043 703-538-8401 Fax: 703-538-8450 nune@vt.edu December 1, 2006 Revised April 23, 2007 Submitted for presentation at the 11th World Conference on Transport Research and publication in the conference proceedings. 1 table, 9 figures, and 4325 words Murray-Tuite, Garrido, Nune Path Prediction Methodology for Hazardous Materials Transported by Malicious Entities Pamela M. Murray-Tuite, Rodrigo A. Garrido Hidalgo, Rakesh Nune ABSTRACT Emerging terrorism concerns involve scenarios where a malicious entity obtains hazardous materials and uses them as a weapon. This work presents a methodology that identifies routes for hazardous materials truck drivers, allows a truck to be hijacked from its original path, and predicts the malicious entity’s routes to a specific target. The methodology incorporates the dual objectives of minimizing distance to a target and maximizing consequences if law enforcement agencies attempt to intercept the vehicle before it reaches the target. Overlaying multiple potential routes allows law enforcement agencies to identify common links and supports their force deployment decisions. 1 Murray-Tuite, Garrido, Nune Path Prediction Methodology for Hazardous Materials Transported by Malicious Entities Hazardous material (hazmat) transportation is challenging due to its inherently dangerous nature. Under normal conditions, paths for hazmat trucks are selected so as to minimize a function of population exposure in the event of an incident. However, malicious entities may obtain hazardous materials (e.g. through theft or hijacking) and exploit the toxic or explosive character of the materials by turning the vehicles into mobile weapons. The paths these entities select disregard the population’s safety, and may in fact seek to maximize a function of visibility or the consequences of a hazardous material release. Considering the intentions of a malicious entity presents a new perspective on hazmat routing relevant in today’s world of evolving threats. The scenarios that motivate this study involve the hijacking of a hazmat truck from its normal path and immediately transporting the substances to a target. This paper identifies the truck’s original set of pareto optimal paths based on the objectives of minimizing distance and conditional consequence. The paper then presents a methodology for determining the malicious entity’s set of pareto optimal routes from the hijacking point to a pre-selected target, based on the competing objectives of minimizing distance and maximizing consequence, conditioned on the probability of being intercepted by law enforcement prior to reaching the target. The remainder of this paper is divided into 5 sections. The first portion provides background on hazmat transport and terrorism risk. The second section formally defines the problem and notation. The methodology created to address 2 Murray-Tuite, Garrido, Nune the problem is discussed in the third section, along with the algorithm developed to solve the mathematical formulation. The fourth portion demonstrates the methodology on the Santiago, Chile transportation network. Finally, conclusions and future directions are provided. BACKGROUND The major types of hazmat carried by the United States’ road network include liquefied petroleum, gasoline, explosives, and chemicals, which are toxic by inhalation and account for 90% of the total transportation related hazmat concerns (Brown et al. 2001). For example ammonia is a very toxic material which is transported heavily throughout the country. The 1977 Commodity Transportation Survey (CTS) reported that 2.8 million tons of ammonia were transported by highway in 1977 over 476 million ton-miles (Brown et al. 2001). The main safety concerns for hazmat transportation are accidents (see for example (Taboada et al. 2006)) implying multiple casualties. That scenario may occur if a truck transporting hazmat takes part in an accident spilling this material over a densely populated area. Therefore, one of main goals of the route selection process for typical operations is to reduce an accident’s casualty risk to a minimum. However, this is not the sole objective to pursue (see for example (Chang et al. 2005)), especially if multiple shipments, associated with different types of hazmats, take place over a densely populated area. In this context, a population may be exposed to a variety of risks depending on the properties of hazmats to be transported. It is desirable to program hazmat shipments where total risk imposed to society is distributed with some level of equity. Saccommono and Shortreed 3 Murray-Tuite, Garrido, Nune (1993), for example, calculated risk at both the individual and societal levels. Considering the multiple perspectives on hazmat risk, the main goals for routeselection are: (a) to minimize accident risk with multiple casualties, avoiding situations where the most dangerous risk factors are present. Such scenarios are present in low probability of occurrence events, but with an associated high consequence (lphc), (b) assign some portion of high risk trips to less dangerous edges and vice versa, (c) ensure that total exposure to risk associated to hazmat transportation on every populated center is under acceptable conditions, and (d) maintain a certain level of equity on the spatial distribution of risk between several populated centers. Risk associated with this activity converts hazmat transport planning into a difficult problem. Even though many analytic approaches focus on risk, investigators fail to agree on how to model this series of problems. However, investigators agree on the close relationship between risk and probability and consequence associated with an undesirable event. Specific to hazmat transport activities, an undesirable event is one resulting in material spilling or releasing, named incident. Even though a number of undesirable consequences (such as environmental damage, economic loss and injuries) could be considered, most of the risk assessment literature focuses on casualties due to hazmat release. While this approach simplifies the risk assessment process, its final results could be far from an adequate modeling of the absolute risk inherent to this dangerous activity. Moreover, valuation of number of casualties due to an incident is very difficult considering that most of the hazmats’ direct impacts are not well known. Luckily, for many strategic decisions related to hazmat management, a 4 Murray-Tuite, Garrido, Nune comparison of relative risk choices is more necessary than absolute risk quantification for every alternative. Terrorism related risk is also extremely challenging to compute due to the relative infrequency of events in any one given area. As in hazmat risk assessment, terrorism related risk is a function of probability and consequences (Haimes 2004; Volpe Center 2003), which can be measured in terms of casualties or economic loss (Bush 2003; Crowther and Haimes 2005). Previous efforts to integrate security into hazmat routing involved providing general guidance (USDOT 2002 ) and including the possibility of hijacking (determined from population density) among the path selection criteria (Huang et al. 2004a; b). However, these studies did not address actions taken by malicious entities after successfully hijacking the hazmat vehicle. This paper extends previous considerations for hazmat routing. The initial path is determined using the common considerations of casualties and cost (distance). This study acknowledges multiple factors contributing to a successful hijack. The contribution of this paper is integrating previous considerations with terrorism scenarios and developing a path prediction methodology from the point of interception by a malicious entity to a pre-specified target. PROBLEM DEFINITION This work investigates the path selection by a malicious entity with a hijacked hazardous materials truck. The malicious entity is intent on causing damage within a network G(N,A) consisting of a set of nodes N and directed arcs A. Each arc a has an accident probability pa, consequence Ca of a hazardous materials 5 Murray-Tuite, Garrido, Nune incident (intentional or accidental), distance da, and a probability a that the hijacker is intercepted by law enforcement. The truck’s original driver begins his/her trip from origin node O and intends to arrive at destination node D. The path Q selected by the original driver minimizes a function of the conditional expected consequence and the total trip length. Each node j along this original path is treated as a potential hijacking location and has an associated probability Phj of a successful hijack. For the purposes of this work, a hijacking will occur with certainty, but the node at which this occurs is based on the probability Phj. Once the hijacking occurs, the malicious entity heads toward a selected target T. The path selected by the malicious entity is a function of the consequence of a hazmat incident, conditioned on the probability of being intercepted by law enforcement, and distance. The links in the chosen path are indicated by the values of the binary, integer decision variables xa, which take the value 1 if link a is in the path and 0 otherwise. Table 1 provides a summary of the notation used in this paper and described above. Methodology The following assumptions are made in the development of the methodology to identify likely paths selected by a malicious entity transporting hazardous materials to a target with the intent of using the loaded truck as a weapon. o A hijacking will occur with certainty, though the location depends on Phj. o Hijacking is only possible at discrete locations (nodes) in the network. 6 Murray-Tuite, Garrido, Nune o The probability of a successful hijack is likely to depend on the presence of unused buildings, parks, parking lots, traffic control devices, sparsely populated areas, and connectivity to high capacity roads. However, for simplification purposes, Phj is randomly assigned a value in this initial study. o The hijacked truck is used immediately for malicious purposes, that is, the truck is not hidden and stored for later use. o The probability that the hijacked truck is intercepted, a, is likely to depend on the presence and proximity of law enforcing agency on the link and traffic control devices at the nodes, police patrol patterns, congestion levels, and link characteristics, such as capacity, speed, and free flow travel time. However, for simplification purposes, a is randomly assigned a value in this initial study and treated as a constant, rather than a time dependent variable. o The magnitude of each arc’s accident probability, pa, is sufficiently small that the probability of a hazmat accident on a given route Q can be approximated as in equation 1 (Sherali et al. 1997). PQ pa y a (1) aQ The above simplifications make the mathematical formulations described in the methodology tractable. The methodology consists of two main steps. First, k preferred paths are generated from O to D for the original hazmat truck driver. Then m paths from each node in the k paths to a target T are determined. The formulations involved in each of these steps are described below. 7 Murray-Tuite, Garrido, Nune Step 1: Find k preferred paths for the original driver The k preferred paths are determined from the formulation described by equations (2 – 4). p C y p y a aA min z1 1 aA a a a wmin a wmax wmin (1 1 ) d aA a y a u min u max u min (2) Subject to: 1 ya ya 1 aF ( j ) aH ( j ) 0 ya {0,1} if j O if j D otherwise j N a A (3) (4) The objective function (2) allows for linear combinations of the conditional expected consequence and path length. This objective function is subject to the constraints in equations (3-6). Equation (3) represents the conservation of flow at intermediate nodes along the path and ensures that the truck takes only one link from the origin and one link into the destination. The final constraint requires the decision variables to be binary integers. Step 2: Find m preferred paths for the malicious entity In this initial study, the malicious entity’s selection of a hijacking point and subsequent path to the target are treated as sequential and separate decisions. For each of the k paths, the node with the highest probability of a successful hijack is identified. These nodes represent the origins of the malicious entity’s paths. The 8 Murray-Tuite, Garrido, Nune formulation for the malicious entity’s path selection shows many similarities to that for the original driver; however, the entity is not concerned about minimizing consequences resulting from an incident along the path. In fact, the entity may seek to maximize the consequences in the event that law enforcement intercepts the vehicle enroute to the target. The m paths for the malicious entity are found through the formulation in equations (5-7). C x x a aA min z 2 2 aA a a a vmin a vmax vmin (1 2 ) d aA a xa s min (5) s max s min Subject to: 1 xa xa 1 aF ( j ) aH ( j ) 0 xa {0,1} if j O' if j T otherwise j N a A (6) (7) The objective function, represented by equation (5) allows for linear combinations of the malicious entity’s desires to maximize the consequence of an incident along the path, conditioned on interception by law enforcement, and the trip length. As in the previous formulation, equation (6) represents the conservation of flow at intermediate nodes along the path and ensures that the truck takes only one link from the origin and one link into the destination. The final constraint ensures that the decision variables are binary integers. Solution Procedure 9 Murray-Tuite, Garrido, Nune The objective functions for the mathematical formulations presented above are in a fractional form and cannot be solved using standard route finding algorithms, such as Dijkstra’s, due to possible discontinuities. Fractional programming methods, such as Dinkelbach’s Algorithm (Schaible 1976), or the procedure described below could be used. The procedure is implemented in MATLAB 2006b version 7.2.0.232. Step 1: Initialize o Assign a value of infinity to dist(i), which is the distance of reaching node i from the origin. o For each node i, assign a value of infinity to cap(i), which is the cumulative probability of capture from the origin to node i. o For each node i, assign a value of infinity to ccc(i), which is the cumulative expected consequence due to capture by law enforcement from the origin to node i. o For each node i, assign a value of infinity to z2(i), which is the objective function value for the malicious entity’s path up to and including node i (see equation 5). o Create a set M, representing nodes to be visited, and initialize it to the null set. o Create an array parent(i), representing the predecessor of node i, and initialize it to the null set. Step 2: Populate set M Find all nodes connected to the origin and place those nodes in set M. 10 Murray-Tuite, Garrido, Nune Step 3: Update node values With given values of vmax, vmin, smin and smax (wmax, wmin, umin and umax in the original path determination), update dist(i), cap(i), ccc(i), and z2(i) for each node added to M. Step 4: Breadth Search For each node in M, find the connecting nodes. If ccc(i ) aCa vmin dist (i) d a smin cap(i ) a z2 ( j ) 2 (1 2 ) , then vmax vmin smax smin where a is the link connecting nodes i and j o Update dist(i), cap(i), ccc(i), and z2(i) for the connecting nodes. o Add these nodes to M. o Set parent(i) equal to the predecessor node. Step 5: Check for Cycles To check for cycles, use the parent array to ensure that the origin node is reached in fewer iterations than the number of nodes in the network. If a cycle is found, return the previous values to dist(i), cap(i), ccc(i), z2(i), and parent(i) and do not connect node i. Step 6: Back trace the path Once reaching the destination, use parent to trace the path from the destination to the origin. The value of z2 at destination node gives the final objective value of the path. 11 Murray-Tuite, Garrido, Nune Follow an analogous procedure for determining the original path, but substitute the following variables for cap(i), ccc(i), and z2(i), respectively. o acc(i) is the cumulative probability of an accident up to that node from the origin. o cca(i) is the cumulative expected consequence due to an accident up to that node from the origin. o z1(i) is the objective function value for the original path to node i (see equation 2). Also use an analogous procedure to determine the values of smax, smin,umin, umax, vmax, vmin,and wmax, wmin. The objective functions for the procedures determining these values should be: minimize 1. p C p a aA aA 2. aA d aA 4. for Umin a p C (p aA 3. a a a a ) for Umax, a for smin and wmin (- d a ) for smax and wmax aA 12 Murray-Tuite, Garrido, Nune 5. C a a A a A 6. a for vmin a C a A a A a a for vmax.. a SAMPLE APPLICATION The above methodology is applied to Santiago, Chile’s transportation network. Roads acceptable for truck traffic are extracted from the entire road network. The extracted network consists of 2212 nodes and 6681 arcs. Results of the two path finding steps are described below. Step 1: Find k preferred paths for the original driver The original driver’s preferred paths for a given origin-destination pair are identified by varying 1 from 0 to 1 in increments of 0.1. Consequences are based on population. To estimate the probability of an accident, it is necessary to identify and evaluate (probabilistically) different scenarios for the occurrence of an incident which can be represented as a sequence of episodes. One such representation is known as an event tree. The most common way to build an event tree is using deductive logic, i.e., starting with an initial event, fixing all the possible sequences of the following episodes, and determining the result of each sequence. As each event is conditional on the occurrence of events that precedes it in the tree, the joint probability of the intersection of episodes that constitute a 13 Murray-Tuite, Garrido, Nune sequence (or scenario) is found by multiplication. The tree structure requires that each event is defined by its probability, conditioned on the occurrence of the events that precede it in the tree, (not necessarily in time). In other words, the selected structure is not defined by the relationship among these episodes, but by the probabilistic condition, which may or may not reflect time (Paté-Cornell 1984). The episodes that will later form the event tree are defined as follows: B : a traffic accident occurs in the arc a A. C : the traffic accident corresponds to a fall, collision, crash or overturn of the affected vehicle. E : the affected vehicle by an accident in arc a A is a truck. H : the involved truck in the accident in arc a A is carrying hazardous materials. F : the accident that involves a truck with hazmat has catastrophic characteristics (i.e., it caused deaths or injuries to the surrounded population). Let Pa be the probability that a traffic accident occurs in arc a A, i.e., Pa = p (B). The expression to estimate this probability is shown in equation (8): Pa Na Fa (8) where Na represents the number of traffic accidents on arc a A , expressed in accidents per hour, and Fa denotes the vehicle flow on arc a A for the same period of analysis. 14 Murray-Tuite, Garrido, Nune Considering the traffic accidents, it has been assumed that only falls, collisions, crashes and overturns represent a potential catastrophic risk when the involved vehicles carry hazmat. Consequently, let Py represent the probability that the event C occurs on arc a A, if an accident has taken place on that arc. So, Py = p(C|B). If Pcam is the probability that the affected vehicle in an accident on arc a A is a truck, given that events B and C took place, then Pcam = p(E|B,C). Now, let Pw be the probability that the event H occurs, since all the precedent episodes took place. This probability can be represented by equation (9): Pw = p(H|B,C,E) = Pa Py Pcam p(H) (9) Let Px represent the probability that given that episodes B, C, E, H have occurred, the event F represents a catastrophic incident, i.e. Px = p(F|B,C,E,H). Consequently, for any arc a A, the probability pa that a truck with dangerous freight suffers a catastrophic accident while carrying freight on such arc is expressed as in equation (10). pa = Pa · Py ·Pcam ·Pw · Px (10) The number accidents in each arc was obtained from INE (1998), categorized by type of severity and type of vehicles involved. With these data the following values were computed: Py = 0.88 and Pcam = 0.162. At the network level, i.e., on average, a registered accident has a probability of 0.88 of being a fall, collision, crash or overturn, and any involved vehicle has a probability of 0.162 of being a freight vehicle. The INE database was complemented with other 15 Murray-Tuite, Garrido, Nune sources (CONAMA 1994; Dames and More 1994; MTT 1991; RSPA 2001) to estimate the remaining probabilities in expression (10). These probabilities are used to generate the original driver’s preferred paths, which are shown in Figures 1-4 for different values of 1. For values between 0 and 0.6, the paths are nearly identical to the one shown in Figure 1. Minimizing path length is dominant in these route selections. A significantly different path is obtained for 1 = 0.7. Between weights of 0.7 and 1.0, the conditional expected consequence gains influence on route selection. Figures 2-4 show that path length significantly increases as consequences are minimized. Step 2: Find m preferred paths for the malicious entity For demonstration purposes, the original path shown in Figure 3 is treated as the actual path selected by the original driver. As mentioned above, the probabilities of a successful hijacking attempt are randomly generated in this initial study. The malicious entity selects the node with the highest success probability, indicated in Figure 3 by the “hijack point” label. The malicious entity’s target is located in the downtown area of Santiago and labeled as such in Figures 5-8. Paths for the malicious entity from the hijacking point to the target are generated according to equations (5-7). Probabilities indicating the potential for law enforcement agencies to intercept the hijacked truck are randomly generated for this demonstration. The probabilities are sufficiently small so that equation (1) holds. The weight 2 on the conditional consequence is varied between 0 and 1 by 0.1; additional resolution between 0.6 and 1.0 is also considered. The paths generated for 2 less than 0.6 are similar and dominated by distance considerations; Figure 5 is representative of these routes. The consequence term 16 Murray-Tuite, Garrido, Nune has more effect beginning with a 2 of 0.6. Higher values of the weight yield significantly different paths as the truck covers longer distances in order to obtain a greater conditional expected consequence. Figures 6-8 demonstrate this effect. The different routes obtained by varying 2 are plotted on a single map (Figure 9), giving an idea of the path intersections. It can be observed from Figure 9 that the routes obtained a high degree of overlap along the shortest route (similar to Figure 5) and in the eastern part of the city. The malicious entity is more likely to travel in these areas than others, hence law enforcing authorities can increase their surveillance in these areas for effective capture of a hijacked truck. CONCLUSIONS AND FUTURE DIRECTIONS This paper provided an initial methodology for identifying paths likely to be taken by a malicious entity who hijacks a hazardous materials truck from its original path with the goal of turning the truck into a weapon against a specific, stationary target. The methodology involves the dual objectives of minimizing distance to the target and maximizing visibility and damage in case law enforcement agencies attempt to intercept the hijacked vehicle. The approach allows for tradeoffs among these objectives, leading to the identification of multiple paths. Overlaying these potential routes allows law enforcement agencies to identify common links. Upon receiving information about the hijacking event, agencies should deploy forces to these links in order to intercept the entity with a higher degree of confidence than if no path prediction information were available. 17 Murray-Tuite, Garrido, Nune This work is an initial study and has five directions that will be examined in the immediate future. First, the hijacking success factors will be thoroughly investigated and combined into a single term that will replace the randomly generated probability. Similar to the first, the second direction involves combining the law enforcement interception factors to replace the randomly generated probabilities for Step 2. Third, target selection uncertainty will be incorporated into the methodology. Fourth, real time pattern recognition methods will be developed to determine when a hazardous materials truck deviates from acceptable paths. Finally, security measures beyond identification tags will be explored to decrease the likelihood of hazardous materials trucks being used as weapons. The security measures and the tool resulting from this initial methodology and its enhancements will greatly aid defense and law enforcement agencies in reducing risk associated with transportation of hazardous materials by malicious entities. 18 Murray-Tuite, Garrido, Nune REFERENCES Brown, D. F., Hwang, S., O'Steen, J., Policastro, A. J., and Dunn, W. E. (2001). 'A Risk Assessment for National Transportation of Selected Hazardous Materials.' 80th Annual Meeting of the Transportation Research Board, Transportation Research Board, Washington, D.C. Bush, G. W. (2003). 'Homeland Security Presidential Directive / HSPD-7.' The White House, ed., Office of the Press Secretary. Chang, T.-S., Nozick, L. K., and Turnquist, M. A. (2005). 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Human and Ecological Risk Assessment, 12, 174-191. USDOT. (2002 ). 'Enhancing Security of Hazardous Materials '. Volpe Center. (2003). 'Risk Assessment and Prioritization.' < http://www.volpe.dot.gov/infosrc/journal/2003/chap1.html> (July 14, 2006). 21 Murray-Tuite, Garrido, Nune List of Tables Table 1. Summary of Notation 22 Murray-Tuite, Garrido, Nune Table 1 Summary of Notation Notation G(N,A) A N O O’ D Q T Ca da pa Phj ρa smin smax umin umax vmin vmax wmin wmax xa ya z1 z2 Interpretation Sets and Indices Road network consisting of a set N of nodes and set A of directed arcs Set of directed arcs, indexed by a Set of nodes, indexed by j Origin node of hazmat truck Origin node of the malicious entity’s path Destination node of the hazmat truck Original path of the hazmat truck Possible target for the malicious entity Parameters Consequence of a hazmat incident on link a Length of link a Probability of an accident on arc a Probability of a successful hijack at node j Probability of interception by law enforcement Weight associated with conditional expected consequence Minimum distance for the malicious entity’s path Maximum distance for the malicious entity’s path Minimum distance for original path Maximum distance for original path Minimum conditional expected consequence for the malicious entity’s path Maximum conditional expected consequence for the malicious entity’s path Minimum conditional expected consequence for original path Maximum conditional expected consequence for original path Variables Binary integer decision variable taking the value 1 if the link is chosen by the malicious entity and 0 otherwise Binary integer decision variable taking the value 1 if the link is chosen by the original driver and 0 otherwise Value of objective function for original driver’s path selection Value of objective function for malicious entity’s path selection 23 Murray-Tuite, Garrido, Nune List of Figures Figure 1: Original path obtained for λ1 =0.3 Figure 2: Original path obtained for λ1 =0.7 Figure 3: Original path obtained by for λ1 =0.8 Figure 4: Original path obtained by for λ1 =1.0 Figure 5: Predicted malicious entity path for λ2 =0.2 Figure 6: Predicted malicious entity path for λ2 =0.7 Figure 7: Predicted malicious entity path for λ2 =0.85 Figure 8: Predicted malicious entity path for λ2 =.95 Figure 9: Overlap of all malicious entity paths obtained with various values of λ2 24 Murray-Tuite, Garrido, Nune Figure 1: Original path obtained for λ1 =0.3 25 Murray-Tuite, Garrido, Nune Figure 2: Original path obtained for λ1 =0.7 26 Murray-Tuite, Garrido, Nune Figure 3: Original path obtained by for λ1 =0.8 27 Murray-Tuite, Garrido, Nune Figure 4: Original path obtained by for λ1 =1.0 28 Murray-Tuite, Garrido, Nune Figure 5: Predicted malicious entity path for λ2 =0.2 29 Murray-Tuite, Garrido, Nune Figure 6: Predicted malicious entity path for λ2 =0.7 30 Murray-Tuite, Garrido, Nune Figure 7: Predicted malicious entity path for λ2 =0.85 31 Murray-Tuite, Garrido, Nune Figure 8: Predicted malicious entity path for λ2 =.95 32 Murray-Tuite, Garrido, Nune Figure 9: Overlap of all malicious entity paths obtained with various values of λ2 33