A homogenization approach to flashing ratchets

The paper continues the program of the authors to develop a mathematical framework to understand and characterize the notion of “asymmetric” potentials, which has been introduced to explain how molecular motors work, considering flashing ratchets, i.e., molecules diffusing in a potential with periodic switches. The mathematical model is a Fokker–Planck equation with a space–time periodic potential and diffusion of order of magnitude compatible with the period of the potential. After performing a homogenization analysis of the problem the “asymmetric” potentials are characterized by the property that the solution, which models the molecule density, concentrates on one end of the domain. Finally explicit examples are presented exhibiting that the concentration phenomena (motor effect) takes place are presented. The proof uses techniques from the theory of viscosity solutions for the Hamilton–Jacobi equation which, in the homogenization limit, defines the effective hamiltonian.     

Some homogenization results for non-coercive Hamilton–Jacobi equations

Recently, C. Imbert and R. Monneau study the homogenization of coercive Hamilton–Jacobi Equations with a u/ε-dependence: this unusual dependence leads to a non-standard cell problem and, in order to solve it, they introduce new ideas to obtain the estimates on the oscillations of the solutions. In this article, we use their ideas to provide new homogenization results for “standard” Hamilton–Jacobi Equations (i.e. without a u/ε-dependence) but in the case of non-coercive Hamiltonians. As a by-product, we obtain a simpler and more natural proof of the results of C. Imbert and R. Monneau, but under slightly more restrictive assumptions on the Hamiltonians.     

Further PDE methods for weak KAM theory

We introduce and make estimates for several new approximations that in appropriate asymptotic limits yield the key PDE for weak KAM theory, namely a Hamilton–Jacobi type equation for a potential u and a coupled transport equation for a measure σ. We revisit as well a singular variational approximation introduced in Evans (Calc Vari Partial Differ Equ 17:159–177, 2003) and demonstrate “approximate integrability” of certain phase space dynamics related to the Hamiltonian flow. Other examples include a pair of strongly coupled PDE suggested by the Lions–Lasry theory (Lasry and Lions in Japan J Math 2:229–260, 2007) of mean field games and a new and extremely singular elliptic equation suggested by sup-norm variational theory. Supported in part by NSF Grant DMS-0500452.     

Generating functions of multi-symplectic RK methods via DW Hamilton–Jacobi equations

The De Donder–Weyl (DW) Hamilton–Jacobi equation is investigated in this paper, and the connection between the DW Hamilton–Jacobi equation and multi-symplectic Hamiltonian system is established. Based on the DW Hamilton–Jacobi theory, generating functions for multi-symplectic Runge–Kutta (RK) methods and partitioned Runge–Kutta (PRK) methods are presented. The work is supported by the Foundation of ICMSEC, LSEC, AMSS and CAS, the NNSFC (No.10501050, 19971089 and 10371128) and the Special Funds for Major State Basic Research Projects of China (2005CB321701).     

Transversality condition for singular infinite horizon calculus of variations

We consider an optimal infinite horizon calculus of variations problem linear with respect to the velocities. In this framework the Euler–Lagrange equation are known to be algebraic and thus no informative for the general optimal solutions. We prove that the value of the objective along the MRAPs, the curves that connect as quickly as possible the solutions of the Euler–Lagrange equation, is Lipschitz continuous and satisfies a Hamilton–Jacobi equation in some generalised sense. We derive then a sufficient condition for a MRAP to be optimal by using a transversality condition at infinity that we generalize to our non regular context.     

The Value Function of Singularly Perturbed Control Systems

The limit as ɛ→ 0 of the value function of a singularly perturbed optimal control problem is characterized. Under general conditions it is shown that limit value functions exist and solve in a viscosity sense a Hamilton—Jacobi equation. The Hamiltonian of this equation is generated by an infinite horizon optimization on the fast time scale. In particular, the limit Hamiltonian and the limit Hamilton—Jacobi equation are applicable in cases where the reduction of order, namely setting ɛ = 0 , does not yield an optimal behavior. Accepted 18 November 1999     

Optimal buffer size for a stochastic processing network in heavy traffic

We consider a one-dimensional stochastic control problem that arises from queueing network applications. The state process corresponding to the queue-length process is given by a stochastic differential equation which reflects at the origin. The controller can choose the drift coefficient which represents the service rate and the buffer size b>0. When the queue length reaches b, the new customers are rejected and this incurs a penalty. There are three types of costs involved: A “control cost” related to the dynamically controlled service rate, a “congestion cost” which depends on the queue length and a “rejection penalty” for the rejection of the customers. We consider the problem of minimizing long-term average cost, which is also known as the ergodic cost criterion. We obtain an optimal drift rate (i.e. an optimal service rate) as well as the optimal buffer size b ^*>0. When the buffer size b>0 is fixed and where there is no congestion cost, this problem is similar to the work in Ata, Harrison and Shepp (Ann. Appl. Probab. 15, 1145–1160, 2005). Our method is quite different from that of (Ata, Harrison and Shepp (Ann. Appl. Probab. 15, 1145–1160, 2005)). To obtain a solution to the corresponding Hamilton–Jacobi–Bellman (HJB) equation, we analyze a family of ordinary differential equations. We make use of some specific characteristics of this family of solutions to obtain the optimal buffer size b ^*>0. A.P. Weerasinghe’s research supported by US Army Research Office grant W911NF0510032.     

Functional Inequalities and Hamilton–Jacobi Equations in Geodesic Spaces

We study the connection between the p-Talagrand inequality and the q-logarithmic Sololev inequality for conjugate exponents p ≥ 2, q ≤ 2 in proper geodesic metric spaces. By means of a general Hamilton–Jacobi semigroup we prove that these are equivalent, and moreover equivalent to the hypercontractivity of the Hamilton–Jacobi semigroup. Our results generalize those of Lott and Villani. They can be applied to deduce the p-Talagrand inequality in the sub-Riemannian setting of the Heisenberg group.     

Lowest Landau level approach in superconductivity for the Abrikosov lattice close to $$H_{{c}_{2}}$$

We study the Ginzburg–Landau energy for a superconductor submitted to a magnetic field just below the “second critical field” . When the Ginzburg–Landau parameter ε is small, we show that the mean energy per unit volume can be approximated by a reduced energy on a torus. Moreover, we expand this reduced energy in terms of : when this quantity gets small, the problem amounts to a minimization problem on a finite-dimensional space, equivalent to the “lowest Landau level” in other approaches. The functions in this finite-dimensional space can themselves be expressed via the Jacobi Theta function of a lattice. This connects the Ginzburg–Landau energy to the “Abrikosov problem” of locating vortices optimally on a lattice.      

A problem with directional derivative in the theory of galvanomagnetic effects

We construct an asymptotics of the solution the Laplace equation in a “long” rectangle with the directional derivative given on its “long sides” and Dirichlet data on its “short sides.” By using the asymptotics, we calculate one of the integral characteristics, namely, the magnetoresistance. We obtain new formulas for the low-magnetic field magnetoresistance. Translated fromMatematicheskie Zametki, Vol. 65, No. 4, pp. 520–532, April, 1999.     

Numerical solution to the optimal feedback control of continuous casting process

Using a semi-discrete model that describes the heat transfer of a continuous casting process of steel, this paper is addressed to an optimal control problem of the continuous casting process in the secondary cooling zone with water spray control. The approach is based on the Hamilton–Jacobi–Bellman equation satisfied by the value function. It is shown that the value function is the viscosity solution of the Hamilton–Jacobi–Bellman equation. The optimal feedback control is found numerically by solving the associated Hamilton–Jacobi–Bellman equation through a designed finite difference scheme. The validity of the optimality of the obtained control is experimented numerically through comparisons with different admissible controls. Detailed study of a low-carbon billet caster is presented.     

Junctions of singularly degenerating domains with different limit dimensions 1

The asymptotic series for solutions of the mixed boundary-value problem for the Poisson equation in a domain, which is a junction of singularly degenerating domains, are constructed. In this paper, which is the first part of the publication, the three-dimensional problem (“wheel hub with spokes”) and the analogous two-dimensional problems are considered. The methods of matched and compound asymptotic expansions are used. It is shown that a special self-adjoint extension of the operator of the limit problem in the “hub” supplied by the straight-line segments (“limits of spokes”) can be chosen as an asymptotical model of the problem in question; the extension parameters are to be some integral characteristics of the boundary-layer problems. Bibliography: 39 titles. Translated from Trudy Seminara imeni I. G. Petrovskogo. No. 18, pp. 3–78, 1995.     

Integral formulae on foliated symmetric spaces

In this article, we generalize known integral formulae (due to Brito–Langevin–Rosenberg, Ranjan and the second author) for foliations of codimension 1 or unit vector fields and obtain an infinite series of such formulae involving invariants of the Weingarten operator of a unit vector field, of the Jacobi operator in its direction, and their products. We write several such formulae explicitly, on locally symmetric spaces as well as on arbitrary Riemannian manifolds where they involve also covariant derivatives of the Jacobi operator. We work also with foliations of codimension 1 (or vector fields) which admit “good” (in a sense) singularities.     

Some new approaches to the solution of the diffusion chaos problem

Using the solution of the Kuramoto–Tsuzuki equation as an example, we present the results of numerical investigations of diffusion chaos in the neighborhood of the thermodynamic branch of the “reaction–diffusion” equation system. Chaos onset scenarios are considered both in the small-mode approximation and for the solution of the second boundary-value problem for the original equation. In the phase space of the Kuramoto–Tsuzuki equation chaos sets in through period doubling bifurcation cascades and through subharmonic bifurcation cascades of two-dimensional tori by both internal and external frequency. Chaos onset scenarios in the Kuramoto–Tsuzuki equation phase space and in the Fourier coefficient space are compared both for the small-mode approximation and for direct numerical solution of the second boundary-value problem. Inappropriateness of the three-dimensional small-mode approximations is proved.     

A (2+1)-dimensional fermion in the Coulomb and magnetic field backgrounds

In the problem of a two-dimensional hydrogen-like atom in a magnetic field background, we construct quasi-classical solutions and the energy spectrum of the Dirac equation in a strong Coulomb field and in a weak constant homogeneous magnetic field in 2+1 dimensions. We find some “exact” solutions of the Dirac and Pauli equations describing the “spinless” fermions in strong Coulomb fields and in homogeneous magnetic fields in 2+1 dimensions. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 119, No. 1, pp. 105–118, April, 1999.     

On sum of 0–1 random variables I. Univariate case

Summary Distribution of sum of 0–1 random variables is considered. No assumption is made on the independence of the 0–1 variables. Using the notion of “central binomial moments” we derive distributional properties and the conditions of convergence to standard distributions in a clear and unified manner.     

Statistical algorithms for solving the Cauchy problem for second-order parabolic equations: The “dual” scheme

This paper is a continuation of [A. S. Sipin, “Statistical Algorithms for Solving the Cauchy Problem for Second-Order Parabolic Equations,” Vestn. S.-Peterburg. Univ., Mat. Mekh. Astron., No. 3, 65–74 (2011)]. A new algorithm of the Monte Carlo method for solving the Cauchy problem for a second-order parabolic equation with smooth coefficients is considered. Unbiased estimators for functionals of the solutions of this problem are constructed. Unlike in the paper cited above, the “dual” scheme of constructing unbiased estimators for functionals of the solutions of an integral equation equivalent to the Cauchy problem is considered. This simplifies the modeling procedure, because the boundaries of the spectrum for the matrix of the leading coefficients in the equation are not required to be known.     

Existence and uniqueness for a nonlinear parabolic/Hamilton–Jacobi coupled system describing the dynamics of dislocation densities

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a 1D system of a parabolic equation and a first order Hamilton–Jacobi equation that are coupled together. We examine an associated Dirichlet boundary value problem. We prove the existence and uniqueness of a viscosity solution among those assuming a lower-bound on their gradient for all time including the initial time. Moreover, we show the existence of a viscosity solution when we have no such restriction on the initial data. We also state a result of existence and uniqueness of entropy solution for the initial value problem of the system obtained by spatial derivation. The uniqueness of this entropy solution holds in the class of bounded-from-below solutions. In order to prove our results on the bounded domain, we use an “extension and restriction” method, and we exploit a relation between scalar conservation laws and Hamilton–Jacobi equations, mainly to get our gradient estimates.     

“Miniaturized” Linearizations for Quadratic 0/1 Problems

In order to solve a quadratic 0/1 problem, some techniques, consisting in deriving a linear integer formulation, are used. Those techniques, called “linearization”, usually involve a huge number of additional variables. As a consequence, the exact resolution of the linear model is, in general, very difficult. Our aim, in this paper, is to propose “economical” linear models. Starting from an existing linearization (typically the so-called “classical linearization”), we find a new linearization with fewer variables. The resulting model is called “Miniaturized” linearization. Based on this approach, we propose a new linearization scheme for which numerical tests have been performed.     

Finite volume schemes for Hamilton–Jacobi equations

Summary. We introduce two classes of monotone finite volume schemes for Hamilton-Jacobi equations. The corresponding approximating functions are piecewise linear defined on a mesh consisting of triangles. The schemes are shown to converge to the viscosity solution of the Hamilton–Jacobi equation. Received February 25, 1998 / Published online: June 29, 1999