Relaxation equations for two-dimensional turbulent flows with a prior vorticity distribution

Using a Maximum Entropy Production Principle (MEPP), we derive a new type of relaxation equations for two-dimensional turbulent flows in the case where a prior vorticity distribution is prescribed instead of the Casimir constraints [Ellis, Haven, Turkington, Nonlin., 15, 239 (2002)]. The particular case of a Gaussian prior is specifically treated in connection to minimum enstrophy states and Fofonoff flows. These relaxation equations are compared with other relaxation equations proposed by Robert and Sommeria [Phys. Rev. Lett. 69, 2776 (1992)] and Chavanis [Physica D, 237, 1998 (2008)]. They can provide a small-scale parametrization of 2D turbulence or serve as numerical algorithms to compute maximum entropy states with appropriate constraints. We perform numerical simulations of these relaxation equations in order to illustrate geometry induced phase transitions in geophysical flows.Comment: 21 pages, 9 figure

An exact solution method for binary equilibrium problems with compensation and the power market uplift problem

We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in lieu of using first order conditions of a linearization, or relaxation of integrality conditions. The reformulation offers a new approach to obtain and interpret dual variables to binary constraints using the benefit or loss from deviation rather than marginal relaxations. The method endogenizes the trade-off between overall (societal) efficiency and compensation payments necessary to align incentives of individual players. We provide existence results and conditions under which this problem can be solved as a mixed-binary linear program. We apply the solution approach to a stylized nodal power-market equilibrium problem with binary on-off decisions. This illustrative example shows that our approach yields an exact solution to the binary Nash game with compensation. We compare different implementations of actual market rules within our model, in particular constraints ensuring non-negative profits (no-loss rule) and restrictions on the compensation payments to non-dispatched generators. We discuss the resulting equilibria in terms of overall welfare, efficiency, and allocational equity

An interior-point method for mpecs based on strictly feasible relaxations.

An interior-point method for solving mathematical programs with equilibrium constraints (MPECs) is proposed. At each iteration of the algorithm, a single primaldual step is computed from each subproblem of a sequence. Each subproblem is defined as a relaxation of the MPEC with a nonempty strictly feasible region. In contrast to previous approaches, the proposed relaxation scheme preserves the nonempty strict feasibility of each subproblem even in the limit. Local and superlinear convergence of the algorithm is proved even with a less restrictive strict complementarity condition than the standard one. Moreover, mechanisms for inducing global convergence in practice are proposed. Numerical results on the MacMPEC test problem set demonstrate the fast-local convergence properties of the algorithm

Equilibrium and out of equilibrium phase transitions in systems with long range interactions and in 2D flows

In self-gravitating stars, two dimensional or geophysical flows and in plasmas, long range interactions imply a lack of additivity for the energy; as a consequence, the usual thermodynamic limit is not appropriate. However, by contrast with many claims, the equilibrium statistical mechanics of such systems is a well understood subject. In this proceeding, we explain briefly the classical approach to equilibrium and non equilibrium statistical mechanics for these systems, starting from first principles. We emphasize recent and new results, mainly a classification of equilibrium phase transitions, new unobserved equilibrium phase transition, and out of equilibrium phase transitions. We briefly discuss what we consider as challenges in this field

Out of equilibrium dynamics of classical and quantum complex systems

Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take very long times. From the point of view of fundamental physics no generic principle such as the ones of thermodynamics allows us to fully understand their behaviour. The alternative is to treat each case separately. It is illusionary to attempt to give, at least at this stage, a complete description of all non-equilibrium situations. Still, one can try to identify and characterise some concrete but still general features of a class of out of equilibrium problems - yet to be identified - and search for a unified description of these. In this report I briefly describe the behaviour and theory of a set of non-equilibrium systems and I try to highlight common features and some general laws that have emerged in recent years.Comment: 36 pages, to be published in Compte Rendus de l'Academie de Sciences, T. Giamarchi e

Statistical mechanics of two-dimensional Euler flows and minimum enstrophy states

A simplified thermodynamic approach of the incompressible 2D Euler equation is considered based on the conservation of energy, circulation and microscopic enstrophy. Statistical equilibrium states are obtained by maximizing the Miller-Robert-Sommeria (MRS) entropy under these sole constraints. The vorticity fluctuations are Gaussian while the mean flow is characterized by a linear $\bar{\omega}-\psi$ relationship. Furthermore, the maximization of entropy at fixed energy, circulation and microscopic enstrophy is equivalent to the minimization of macroscopic enstrophy at fixed energy and circulation. This provides a justification of the minimum enstrophy principle from statistical mechanics when only the microscopic enstrophy is conserved among the infinite class of Casimir constraints. A new class of relaxation equations towards the statistical equilibrium state is derived. These equations can provide an effective description of the dynamics towards equilibrium or serve as numerical algorithms to determine maximum entropy or minimum enstrophy states. We use these relaxation equations to study geometry induced phase transitions in rectangular domains. In particular, we illustrate with the relaxation equations the transition between monopoles and dipoles predicted by Chavanis and Sommeria [J. Fluid. Mech. 314, 267 (1996)]. We take into account stable as well as metastable states and show that metastable states are robust and have negative specific heats. This is the first evidence of negative specific heats in that context. We also argue that saddle points of entropy can be long-lived and play a role in the dynamics because the system may not spontaneously generate the perturbations that destabilize them.Comment: 26 pages, 10 figure