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There is a related question here, but it doesn't explain the implications of / on the 2nd Law of Thermo.

How can air molecules traveling at e.g. 18mph push a sailboat 20mph?

Joe C
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Levers can modify not only the forces of some input, but also the speed. As an example, a golf club can be used to hit a golf ball with much greater speed than the hands holding it can move. So there is no prohibition in levers making things faster. Only that the total energy or work done does not exceed the input.

The boat can be thought of as an engine that is harnessing the energy present in the velocity difference between the water and the wind. This energy is available to accelerate the boat. It will accelerate until drag losses equal the input energy from the wind-water velocity gradient.

BowlOfRed
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In a one dimensional world, you'd be correct. But in a two dimensional one (sea) you could be going in any direction relative to the wind. Moving in a different direction then the wind, your speed in the wind's direction remains smaller then the wind's speed, but your speed in the perpendicular direction can increase, increasing your total speed. Of course I'm assuming that the wind is simple and that the drag doesn't limit the boats speed below that of the wind.