In this paper we study the following Burgers equation
du/dt + d/dx (u^2/2) = epsilon d^2u/dx^2 + f(x,t)
where f(x,t)=dF/dx(x,t) is a random forcing function, which is periodic in x and white noise in t. We prove the existence and uniqueness of an invariant measure by establishing a ``one force, one solution'' principle, namely that for almost every realization of the force, there is a unique distinguished solution that exists for the time interval (-infty, +infty) and this solution attracts all other solutions with the same forcing. This is done by studying the so-called one-sided minimizers. We also give a detailed description of the structure and regularity properties for the stationary solutions. In particular, we prove, under some non-degeneracy conditions on the forcing, that almost surely there is a unique main shock and a unique global minimizer for the stationary solutions. Furthermore the global minimizer is a hyperbolic trajectory of the underlying system of characteristics.
We present here a version of the existence and uniqueness result of time periodic solutions to the viscous Burgers equation with irregular forcing terms (with Sobolev regularity -1 in space). The key result here is an a priori estimate which is simpler than the previously treated case of forcing terms with regularity -1/2 in time.
The paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes formula and the well-posedness of the posterior measure are studied. The abstract theory is then applied to Burgers and Hamilton-Jacobi equations on a semi-infinite time interval with forcing functions which are white noise in time. Inference is made on the white noise forcing, assuming the Wiener measure as the prior.
We consider the one-dimensional Burgers equation perturbed by a stochastic forcing, which is assumed to be white in time and localised and low-dimensional in space. We establish a mixing property for the Markov process associated with the problem in question. The proof is based on a general criterion for mixing and a recent result on global approximate controllability to trajectories for damped conservation laws.
We prove that the viscous Burgers equation has a globally defined smooth solution in all dimensions provided the initial condition and the forcing term are smooth and bounded together with their derivatives. Such solutions may have infinite energy. The proof does not rely on energy estimates, but on a combination of the maximum principle and quantitative Schauder estimates. We obtain precise bounds on the sup norm of the solution and its derivatives, making it plain that there is no exponential increase in time. In particular, these bounds are time-independent if the forcing term is zero. To g…
For Burgers equations with real data and complex forcing terms, Lerner, Morimoto and Xu [{\it Instability of the Cauchy-Kovalevskaya solution for a class of non-linear systems}, Amer.~J.~Math.~2010] proved that only analytical data generate local $C^2$ solutions. The corresponding instabilities are however not observed numerically; rather, numerical simulations show an exponential growth only after a delay in time. We argue that numerical diffusion is responsible for this time delay, as we prove that for Burgers equations in the torus with small viscosity and a complex forcing, oscillating dat…
We investigate the time periodic solutions to the viscous Burgers equation $u_t -μu_{xx} + uu_x = f$ for irregular forcing terms. We prove that the corresponding Burgers operator is a diffeomorphism between appropriate function spaces.
We consider the Burgers equation on the real line with forcing given by Poissonian noise with no periodicity assumption. Under a weak concentration condition on the driving random force, we prove existence and uniqueness of a global solution in a certain class. We describe its basin of attraction that can also be viewed as the main ergodic component for the model. We establish existence and uniqueness of global minimizers associated to the variational principle underlying the dynamics. We also prove the diffusive behavior of the global minimizers on the universal cover in the periodic forcing …
We develop ergodic theory of the inviscid Burgers equation with random kick forcing in noncompact setting. The results are parallel to those in our recent work on the Burgers equation with Poissonian forcing. However, the analysis based on the study of one-sided minimizers of the relevant action is different. In contrast with previous work, finite time coalescence of the minimizers does not hold, and hyperbolicity (exponential convergence of minimizers in reverse time) is not known. In order to establish a One Force --- One Solution principle on each ergodic component, we use an extremely soft…
We describe the asymptotic behaviour of solutions of unviscid Burgers equation on the circle with time-periodic forcing. These solutions converge to periodic states, but the period of these limit states may be greater than the period of the forcing. We obtain as a corollary a new result on the flow of the associated Hamiltonian system.
The stochastic PDE known as the Kardar-Parisi-Zhang equation (KPZ) has been proposed as a model for a randomly growing interface. This equation can be reformulated as a stochastic Burgers equation. We study a stochastic KdV-Burgers equation as a toy model for this stochastic Burgers equation. Both of these equations formally preserve spatial white noise. We are interested in rigorously proving the invariance of white noise for the stochastic KdV-Burgers equation. This paper establishes a result in this direction. After smoothing the additive noise (by less than one spatial derivative), we esta…
We propose a method to integrate dissipative PDEs rigorously forward in time with the use of Finite Element Method (FEM). The technique is based on the Galerkin projection on the FEM space and estimates on the residual terms. The proposed approach is illustrated on a periodically forced one-dimensional Burgers equation with Dirichlet conditions. For two particular choices of the forcing we prove the existence of the periodic globally attracting trajectory and give precise bounds on its shape.
In this work, we examine the solution properties of the Burgers' equation with stochastic transport. First, we prove results on the formation of shocks in the stochastic equation and then obtain a stochastic Rankine-Hugoniot condition that the shocks satisfy. Next, we establish the local existence and uniqueness of smooth solutions in the inviscid case and construct a blow-up criterion. Finally, in the viscous case, we prove global existence and uniqueness of smooth solutions.
In this work, we use the spectral Galerkin method to prove the existence of a pathwise unique mild solution of a fractional stochastic partial differential equation of Burgers type in a Hölder space. We get the temporal regularity and using a combination of Galerkin and exponential-Euler methods, we obtain a fully discretization scheme of the solution. Moreover, we calculate the rates of convergence for both approximations (Galerkin and fully discretization) with respect to time and to space.
This paper is an introduction to the theory of 1d stochastic Burgers equation under periodic boundary conditions and with a stochastic force, sufficiently smooth in the space variable. We prove the classical results on the existence and uniqueness of solutions, study their regularity and discuss their properties when the time goes to infinity or the viscosity goes to zero. The latter limit describes the turbulence in the Burgers equation, named by U. Frish "the burgulence". Our paper may be used as an elementary introduction to the modern methods of stochastic PDE.
We introduce a new concepts of weak solution for the conservative stochastic Burgers equation in any dimension. The definition is based on weak solution concepts introduced by various authors in order to make sense of equations which do not solutions in the sense of distributions. In one dimension the solution reduces to the classical distributional solution of the 1--D stochastic Burgers equation.
We prove the existence and the Besov regularity of the density of the solution to a general parabolic SPDE which includes the stochastic Burgers equation on an unbounded domain. We use an elementary approach based on the fractional integration by parts.
We describe a probabilistic construction of $H^s$-regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forward-backward stochastic system.
Self-similarity of Burgers' equation with some stochastic advection is studied. In self-similar variables a stationary solution is constructed which establishes the existence of a stochastically self-similar solution for the stochastic Burgers' equation. The analysis assumes that the stochastic coefficient of advection is transformed to a white noise in the self-similar variables. Furthermore, by a diffusion approximation, the long time convergence to the self-similar solution is proved in the sense of distribution.
In this paper, we show the existence and uniqueness of the stationary solution $u(t,ω)$ and stationary point $Y(ω)$ of the differentiable random dynamical system $U:R\times L^2[0,1]\times Ω\to L^2[0,1]$ generated by the stochastic Burgers equation with $L^2[0,1]$-noise and large viscosity, especially, $u(t,ω)=U(t,Y(ω),ω)=Y(θ(t,ω))$, and $Y(ω) \in H^1[0,1]$ is the unique solution of the following equation in $L^2[0,1]$ $$ Y(ω)={1/2}\int_{-\infty}^0T_ν(-s)\frac{\partial (Y(θ(s,ω))^2}{\partial x}ds +\int_{-\infty}^0T_ν(-s)dW_s(ω), $$ where $θ$ is the group of $P$-preserving ergodic transformation…
In this work, we study the optimal control of stochastic Burgers equation perturbed by Gaussian and Levy type noises with distributed control process acting on the state equation. We use the dynamic programming approach for the second order Hamilton-Jacobi- Bellman (HJB) equation consisting of an integro-differential operator with Levy measure associated with the stochastic control problem. Using the regularizing properties of the transition semigroup corresponding to the stochastic Burgers equation and compactness arguments, we solve the HJB equation and the resultant feedback control problem…
In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by $α/2$-subordinated cylindrical Brownian motions with $α\in(1,2)$. To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by $α$-stable noises established in Zhang (arXiv:1204.2630v2).
The equivalence of the Choice Axiom and Tychonov compactness was proved by Kelley in 1950. Tychonov compactness is required to prove existence of the minimiser of an action functional under standard hypotheses. Solutions to the inviscid Burgers equation may be constructed by considering the minimising trajectories of associated action functionals. This construction has been used in the literature to construct an invariant measure for the stochastic inviscid Burgers equation. This article compares results that may be obtained with and without using this representation and draws conclusions abou…
We consider a space-continuous and time-discrete polymer model for positive temperature and the associated zero temperature model of last passage percolation type. In our previous work, we constructed and studied infinite-volume polymer measures and one-sided infinite minimizers for the associated variational principle, and used these objects for the study of global stationary solutions of the Burgers equation with positive or zero viscosity and random kick forcing, on the entire real line. In this paper, we prove that in the zero temperature limit, the infinite-volume polymer measures concent…
This work introduces a pathwise notion of solution for the stochastic Burgers equation, in particular, our approach encompasses the Cole-Hopf solution. The developments are based on regularization arguments from the theory of distributions.
We consider the large time behavior of strong solutions to a kind of stochastic Burgers equation, where the position x is perturbed by a Brownian noise. It is well known that both the rarefaction wave and viscous shock wave are time-asymptotically stable for deterministic Burgers equation since the pioneer work of A. Ilin and O. Oleinik [21] in 1964. However, the stability of these wave patterns under stochastic perturbation is not known until now. In this paper, we give a definite answer to the stability problem of the rarefaction and viscous shock waves for the 1-d stochastic Burgers equatio…
We develop a Lagrangian approach to conservation-law anomalies in weak solutions of inviscid Burgers equation, motivated by previous work on the Kraichnan model of turbulent scalar advection. We show that the entropy solutions of Burgers possess Markov stochastic processes of (generalized) Lagrangian trajectories backward in time for which the Burgers velocity is a backward martingale. This property is shown to guarantee dissipativity of conservation-law anomalies for general convex functions of the velocity. The backward stochastic Burgers flows with these properties are not unique, however. …
We obtain space-time Hölder regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the gradient and on the regularity of the stochastic coefficients, in a way that is invariant with respect to a hyperbolic scaling.
We study the asymptotic behavior of the isentropic Navier-Stokes system driven by a multiplicative stochastic forcing in the compressible regime, where the Mach number approaches zero. Our approach is based on the recently developed concept of weak martingale solution to the primitive system, uniform bounds derived from a stochastic analogue of the modulated energy inequality, and careful analysis of acoustic waves. A stochastic incompressible Navier-Stokes system is identified as the limit problem.
We show the relative energy inequality for the compressible Navier-Stokes system driven by a stochastic forcing. As a corollary, we prove the weak-strong uniqueness property (pathwise and in law) and convergence of weak solutions in the inviscid-incompressible limit. In particular, we establish a Yamada-Watanabe type result in the context of the compressible Navier-Stokes system, that is, pathwise weak--strong uniqueness implies weak--strong uniqueness in law.
We consider the Burgers equation posed on the outer communication region of a Schwarzschild black hole spacetime. Assuming spherical symmetry for the fluid flow under consideration, we study the propagation and interaction of shock waves under the effect of random forcing. First of all, considering the initial and boundary value problem with boundary data prescribed in the vicinity of the horizon, we establish a generalization of the Hopf--Lax--Oleinik formula, which takes the curved geometry into account and allows us to establish the existence of bounded variation solutions. To this end, we …
We define a notion of a viscous shock solution of the stochastic Burgers equation that connects "top" and "bottom" spatially stationary solutions of the same equation. Such shocks generally travel in space, but we show that they admit time-invariant measures when viewed in their own reference frames. Under such a measure, the viscous shock is a deterministic function of the bottom and top solutions and the shock location. However, the measure of the bottom and top solutions must be tilted to account for the change of reference frame. We also show a convergence result to these stationary shock …
We prove that the Burgers flow with a steady external forcing has a unique steady state which is a sink. Although this flow cannot be linearized through Cole-Hopf transforms, we prove that it has a convergent Koopman Modes decomposition. This gives an asymptotic formula for solutions of the Burgers equation with an external force. Time dependence and the coefficients of the decomposition are proved to be eigenvalues and eigenfunctionals of the Koopman operator. Convergence of the Koopman decomposition is proved for orbits close to the sink. The analysis of Burgers dynamical system relies on th…
We construct space-time stationary solutions of the 1D Burgers equation with random forcing in the absence of periodicity or any other compactness assumptions. More precisely, for the forcing given by a homogeneous Poissonian point field in space-time we prove that there is a unique global solution with any prescribed average velocity. These global solutions serve as one-point random attractors for the infinite-dimensional dynamical system associated to solutions to the Cauchy problem. The probability distribution of the global solutions defines a stationary distribution for the corresponding …
Proceeding from the method of stochastic perturbation of a Langevin system associated with the non-viscous Burgers equation we construct a solution to the Riemann problem for the non-interacting particles and sticky particles systems. We analyze the difference in the behavior of discontinuous solutions for these two models and relations between them.
We study turbulence in the one-dimensional Burgers equation with a white-in-time, Gaussian random force that has a Fourier-space spectrum $\sim 1/k$, where $k$ is the wave number. From very-high-resolution numerical simulations, in the limit of vanishing viscosity, we find evidence for multiscaling of velocity structure functions which cannot be falsified by standard tests. We find a new artifact in which logarithmic corrections can appear disguised as anomalous scaling and conclude that bifractal scaling is likely.
We consider multidimensional stochastic Burgers equation on the torus $\mathbb{T}^d$ and the whole space $\Rd$. In both cases we show that for positive viscosity $ν>0$ there exists a unique strong global solution in $L^p$ for $p>d$. In the case of torus we also establish a uniform in $ν$ a priori estimate and consider a limit $ν\todown 0$ for potential solutions. In the case of $\Rd$ uniform with respect to $ν$ a priori estimate established if a Beale-Kato-Majda type condition is satisfied.
We prove that the stochastic Burgers equation on $\mathbf{R}^{d}$, $d<4$, forced by gradient noise that is white in time and smooth in space, admits spacetime-stationary solutions. These solutions are thus the gradients of solutions to the KPZ equation on $\mathbf{R}^{d}$ with stationary gradients. The proof works by proving tightness of the time-averaged laws of the solutions in an appropriate weighted space.
We study the derivation of a scalar conservation law with stochastic forcing starting from a stochastic BGK model with a high-field scaling. We prove the convergence to a new kinetic formulation where appears a modified Maxwellian. We deduce from it the existence of a weak solution to the scalar conservation law with stochastic forcing. We establish that this solution satisfies some Krushkov-like entropy relations.
We consider the stochastically forced Burgers equation with an emphasis on spatially rough driving noise. We show that the law of the process at a fixed time $t$, conditioned on no explosions, is absolutely continuous with respect to the stochastic heat equation obtained by removing the nonlinearity from the equation. This establishes a form of ellipticity in this infinite dimensional setting. The results follow from a recasting of the Girsanov Theorem to handle less spatially regular solutions while only proving absolute continuity at a fixed time and not on path-space. The results are proven…
We prove the existence and uniqueness of a classical solution to a multidimensional non-potential stochastic Burgers equation with Hölder continuous initial data. Our motivation is the adhesion model in the theory of formation of the large-scale structure of the universe. Importantly, we drop the assumption on the potentiality of the velocity flow that has been questioned in physics literature.
We extend our result of [1] and show that one can associate with the stochastically perturbed non-viscid Burgers equation a system of viscous balance laws. The Cauchy data for the Burgers equation generates the data for this system. Till the moment of the shock formation in the solution to the Burgers equation the above system of viscous balance laws can be reduced to the pressureless gas dynamics system (in a limit as the parameters of perturbation tend to zero). If the solution to the Burgers equation contains shocks, the limit system is equivalent to the system with a specific pressure, in …
We consider a non-homogeneous generalised Burgers equation: $$ \frac{\partial u}{\partial t} + f'(u)\frac{\partial u}{\partial x} - ν\frac{\partial^2 u}{\partial x^2} = η^ω,\quad t \in \R,\ x \in S^1. $$ Here, νis small and positive, f is strongly convex and satisfies a growth assumption, while η^ω is a space-smooth random "kicked" forcing term. For any solution $u$ of this equation, we consider the quasi-stationary regime, corresponding to t>=2. After taking the ensemble average, we obtain upper estimates as well as time-averaged lower estimates for a class of Sobolev norms of $u$. These esti…
The hydrodynamical model of the collective behavior of animals consists of the Euler equation with additional non-local forcing terms representing the repulsive and attractive forces among individuals. This paper deals with the system endowed with an additional white-noise forcing and an artificial viscous term. We provide a proof of the existence of a dissipative martingale solution -- a cornerstone for a subsequent analysis of the system with stochastic forcing.
We study the dissipation mechanism of a stochastic particle system for the Burgers equation. The velocity field of the viscous Burgers and Navier-Stokes equations can be expressed as an expected value of a stochastic process based on noisy particle trajectories [Constantin and Iyer Comm. Pure Appl. Math. 3 (2008) 330-345]. In this paper we study a particle system for the viscous Burgers equations using a Monte-Carlo version of the above; we consider N copies of the above stochastic flow, each driven by independent Wiener processes, and replace the expected value with $\frac{1}{N}$ times the su…
We are concerned with a viscous Burgers equation forced by a perturbation of white noise type. We study the corresponding transition semigroup in a space of continuous functions weighted by a proper potential, and we show that the infinitesimal generator is the closure (with respect to a suitable topology) of the Kolmogorov operator associated to the stochastic equation. In the last part of the paper we use this result to solve the corresponding Fokker-Planck equation.
We show that the Cauchy Problem for a randomly forced, periodic multi-dimensional scalar first-order conservation law with additive or multiplicative noise is well-posed: it admits a unique solution, characterized by a kinetic formulation of the problem, which is the limit of the solution of the stochastic parabolic approximation.
We consider the non-homogeneous generalised Burgers equation \frac{\partial u}{\partial t} + f'(u)\frac{\partial u}{\partial x} - ν\frac{\partial^2 u}{\partial x^2} = η,\ t \geq 0,\ x \in S^1. Here f is strongly convex and satisfies a growth condition, νis small and positive, while ηis a random forcing term, smooth in space and white in time. For any solution u of this equation we consider the quasi-stationary regime, corresponding to t>=T_1, where T_1 depends only on f and on the distribution of η. We obtain sharp upper and lower bounds for Sobolev norms of $u$ averaged in time and in ensembl…
Some recent developments in the analysis of long-time behaviors of stochastic solutions of nonlinear conservation laws driven by stochastic forcing are surveyed. The existence and uniqueness of invariant measures are established for anisotropic degenerate parabolic-hyperbolic conservation laws of second-order driven by white noises. Some further developments, problems, and challenges in this direction are also discussed.
