The max-plus finite element method for solving deterministic optimal control problems: basic properties and convergence analysis

We introduce a max-plus analogue of the Petrov-Galerkin finite element method to solve finite horizon deterministic optimal control problems. The method relies on a max-plus variational formulation. We show that the error in the sup norm can be bounded from the difference between the value function and its projections on max-plus and min-plus semimodules, when the max-plus analogue of the stiffness matrix is exactly known. In general, the stiffness matrix must be approximated: this requires approximating the operation of the Lax-Oleinik semigroup on finite elements. We consider two approximations relying on the Hamiltonian. We derive a convergence result, in arbitrary dimension, showing that for a class of problems, the error estimate is of order $\delta+\Delta x(\delta)^{-1}$ or $\sqrt{\delta}+\Delta x(\delta)^{-1}$, depending on the choice of the approximation, where $\delta$ and $\Delta x$ are respectively the time and space discretization steps. We compare our method with another max-plus based discretization method previously introduced by Fleming and McEneaney. We give numerical examples in dimension 1 and 2.Comment: 31 pages, 11 figure

Tropical polyhedra are equivalent to mean payoff games

We show that several decision problems originating from max-plus or tropical convexity are equivalent to zero-sum two player game problems. In particular, we set up an equivalence between the external representation of tropical convex sets and zero-sum stochastic games, in which tropical polyhedra correspond to deterministic games with finite action spaces. Then, we show that the winning initial positions can be determined from the associated tropical polyhedron. We obtain as a corollary a game theoretical proof of the fact that the tropical rank of a matrix, defined as the maximal size of a submatrix for which the optimal assignment problem has a unique solution, coincides with the maximal number of rows (or columns) of the matrix which are linearly independent in the tropical sense. Our proofs rely on techniques from non-linear Perron-Frobenius theory.Comment: 28 pages, 5 figures; v2: updated references, added background materials and illustrations; v3: minor improvements, references update

Energy flow lines and the spot of Poisson-Arago

We show how energy flow lines answer the question about diffraction phenomena presented in 1818 by the French Academy: "deduce by mathematical induction, the movements of the rays during their crossing near the bodies". This provides a complementary answer to Fresnel's wave theory of light. A numerical simulation of these energy flow lines proves that they can reach the bright spot of Poisson-Arago in the shadow center of a circular opaque disc. For a monochromatic wave in vacuum, these energy flow lines correspond to the diffracted rays of Newton's Opticks

Reachability problems for products of matrices in semirings

We consider the following matrix reachability problem: given $r$ square matrices with entries in a semiring, is there a product of these matrices which attains a prescribed matrix? We define similarly the vector (resp. scalar) reachability problem, by requiring that the matrix product, acting by right multiplication on a prescribed row vector, gives another prescribed row vector (resp. when multiplied at left and right by prescribed row and column vectors, gives a prescribed scalar). We show that over any semiring, scalar reachability reduces to vector reachability which is equivalent to matrix reachability, and that for any of these problems, the specialization to any $r\geq 2$ is equivalent to the specialization to $r=2$. As an application of this result and of a theorem of Krob, we show that when $r=2$, the vector and matrix reachability problems are undecidable over the max-plus semiring $(Z\cup\{-\infty\},\max,+)$. We also show that the matrix, vector, and scalar reachability problems are decidable over semirings whose elements are ``positive'', like the tropical semiring $(N\cup\{+\infty\},\min,+)$.Comment: 21 page

Semiring and semimodule issues in MV-algebras

In this paper we propose a semiring-theoretic approach to MV-algebras based on the connection between such algebras and idempotent semirings - such an approach naturally imposing the introduction and study of a suitable corresponding class of semimodules, called MV-semimodules. We present several results addressed toward a semiring theory for MV-algebras. In particular we show a representation of MV-algebras as a subsemiring of the endomorphism semiring of a semilattice, the construction of the Grothendieck group of a semiring and its functorial nature, and the effect of Mundici categorical equivalence between MV-algebras and lattice-ordered Abelian groups with a distinguished strong order unit upon the relationship between MV-semimodules and semimodules over idempotent semifields.Comment: This version contains some corrections to some results at the end of Section

Large Scale Cross-Correlations in Internet Traffic

The Internet is a complex network of interconnected routers and the existence of collective behavior such as congestion suggests that the correlations between different connections play a crucial role. It is thus critical to measure and quantify these correlations. We use methods of random matrix theory (RMT) to analyze the cross-correlation matrix C of information flow changes of 650 connections between 26 routers of the French scientific network `Renater'. We find that C has the universal properties of the Gaussian orthogonal ensemble of random matrices: The distribution of eigenvalues--up to a rescaling which exhibits a typical correlation time of the order 10 minutes--and the spacing distribution follow the predictions of RMT. There are some deviations for large eigenvalues which contain network-specific information and which identify genuine correlations between connections. The study of the most correlated connections reveals the existence of `active centers' which are exchanging information with a large number of routers thereby inducing correlations between the corresponding connections. These strong correlations could be a reason for the observed self-similarity in the WWW traffic.Comment: 7 pages, 6 figures, final versio

Small-world networks: Evidence for a crossover picture

Watts and Strogatz [Nature 393, 440 (1998)] have recently introduced a model for disordered networks and reported that, even for very small values of the disorder $p$ in the links, the network behaves as a small-world. Here, we test the hypothesis that the appearance of small-world behavior is not a phase-transition but a crossover phenomenon which depends both on the network size $n$ and on the degree of disorder $p$. We propose that the average distance $\ell$ between any two vertices of the network is a scaling function of $n / n^*$. The crossover size $n^*$ above which the network behaves as a small-world is shown to scale as $n^*(p \ll 1) \sim p^{-\tau}$ with $\tau \approx 2/3$.Comment: 5 pages, 5 postscript figures (1 in color), Latex/Revtex/multicols/epsf. Accepted for publication in Physical Review Letter