Front speed enhancement by incompressible flows in three or higher dimensions

We study, in dimensions $N\geq 3$, the family of first integrals of an incompressible flow: these are $H^{1}_{loc}$ functions whose level surfaces are tangent to the streamlines of the advective incompressible field. One main motivation for this study comes from earlier results proving that the existence of nontrivial first integrals of an incompressible flow $q$ is the main key that leads to a "linear speed up" by a large advection of pulsating traveling fronts solving a reaction-advection-diffusion equation in a periodic heterogeneous framework. The family of first integrals is not well understood in dimensions $N\geq3$ due to the randomness of the trajectories of $q$ and this is in contrast with the case N=2. By looking at the domain of propagation as a union of different components produced by the advective field, we provide more information about first integrals and we give a class of incompressible flows which exhibit `ergodic components' of positive Lebesgue measure (hence are not shear flows) and which, under certain sharp geometric conditions, speed up the KPP fronts linearly with respect to the large amplitude. In the proofs, we establish a link between incompressibility, ergodicity, first integrals, and the dimension to give a sharp condition about the asymptotic behavior of the minimal KPP speed in terms the configuration of ergodic components.Comment: 34 pages, 3 figure

Winning combinations of history-dependent games

The Parrondo effect describes the seemingly paradoxical situation in which two losing games can, when combined, become winning [Phys. Rev. Lett. 85, 24 (2000)]. Here we generalize this analysis to the case where both games are history-dependent, i.e. there is an intrinsic memory in the dynamics of each game. New results are presented for the cases of both random and periodic switching between the two games.Comment: (6 pages, 7 figures) Version 2: Major cosmetic changes and some minor correction

The flashing ratchet and unidirectional transport of matter

We study the flashing ratchet model of a Brownian motor, which consists in cyclical switching between the Fokker-Planck equation with an asymmetric ratchet-like potential and the pure diffusion equation. We show that the motor really performs unidirectional transport of mass, for proper parameters of the model, by analyzing the attractor of the problem and the stationary vector of a related Markov chain.Comment: 11 page

A JKO splitting scheme for Kantorovich-Fisher-Rao gradient flows

In this article we set up a splitting variant of the JKO scheme in order to handle gradient flows with respect to the Kantorovich-Fisher-Rao metric, recently introduced and defined on the space of positive Radon measure with varying masses. We perform successively a time step for the quadratic Wasserstein/Monge-Kantorovich distance, and then for the Hellinger/Fisher-Rao distance. Exploiting some inf-convolution structure of the metric we show convergence of the whole process for the standard class of energy functionals under suitable compactness assumptions, and investigate in details the case of internal energies. The interest is double: On the one hand we prove existence of weak solutions for a certain class of reaction-advection-diffusion equations, and on the other hand this process is constructive and well adapted to available numerical solvers.Comment: Final version, to appear in SIAM SIM

An alternating direction method for solving convex nonlinear semidefinite programming problems

An alternating direction method is proposed for solving convex semidefinite optimization problems. This method only computes several metric projections at each iteration. Convergence analysis is presented and numerical experiments in solving matrix completion problems are reported

A power penalty method for a bounded nonlinear complementarity problem

We propose a novel power penalty approach to the bounded nonlinear complementarity problem (NCP) in which a reformulated NCP is approximated by a nonlinear equation containing a power penalty term. We show that the solution to the nonlinear equation converges to that of the bounded NCP at an exponential rate when the function is continuous and ξ-monotone. A higher convergence rate is also obtained when the function becomes Lipschitz continuous and strongly monotone. Numerical results on discretized ‘double obstacle’ problems are presented to confirm the theoretical results

Direct approach to the problem of strong local minima in Calculus of Variations

The paper introduces a general strategy for identifying strong local minimizers of variational functionals. It is based on the idea that any variation of the integral functional can be evaluated directly in terms of the appropriate parameterized measures. We demonstrate our approach on a problem of W^{1,infinity} weak-* local minima--a slight weakening of the classical notion of strong local minima. We obtain the first quasiconvexity-based set of sufficient conditions for W^{1,infinity} weak-* local minima.Comment: 26 pages, no figure

"Illusion of control" in Minority and Parrondo Games

Human beings like to believe they are in control of their destiny. This ubiquitous trait seems to increase motivation and persistence, and is probably evolutionarily adaptive. But how good really is our ability to control? How successful is our track record in these areas? There is little understanding of when and under what circumstances we may over-estimate or even lose our ability to control and optimize outcomes, especially when they are the result of aggregations of individual optimization processes. Here, we demonstrate analytically using the theory of Markov Chains and by numerical simulations in two classes of games, the Minority game and the Parrondo Games, that agents who optimize their strategy based on past information actually perform worse than non-optimizing agents. In other words, low-entropy (more informative) strategies under-perform high-entropy (or random) strategies. This provides a precise definition of the "illusion of control" in set-ups a priori defined to emphasize the importance of optimization.Comment: 17 pages, four figures, 1 tabl