It is shown that white noise is an invariant measure for the Korteweg-deVries equation on $\mathbb T$. This is a consequence of recent results of Kappeler and Topalov establishing the well-posedness of the equation on appropriate negative Sobolev spaces, together with a result of
Cambronero and McKean that white noise is the image under the Miura transform (Ricatti map) of the (weighted) Gibbs measure for the modified KdV equation, proven to be invariant for that equation by Bourgain.
We survey different approaches to study the invariance of the white noise for the periodic KdV. We mainly discuss the following two methods. First, we discuss the PDE method, following Bourgain \cite{BO4}, in a general framework. Then, we show how it can be applied to the low regularity setting of the white noise for KdV by introducing the Besov-type space \hat{b}^s_{p, \infty}, sp< -1. Secondly, we describe the probabilistic method by Quastel, Valkó, and the author \cite{OQV}. We also use this probabilistic approach to study the white noise for mKdV.
We prove the invariance of the mean 0 white noise for the periodic KdV. First, we show that the Besov-type space \hat{b}^s_{p, \infty}, sp <-1, contains the support of the white noise. Then, we prove local well-posedness in \hat{b}^s_{p, \infty} for p= 2+, s = -{1/2}+ such that sp <-1. In establishing the local well-posedness, we use a variant of the Bourgain spaces with a weight. This provides an analytical proof of the invariance of the white noise under the flow of KdV obtained in Quastel-Valko.
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 consider the damped-driven KdV equation $$ \dot u-ν{u_{xx}}+u_{xxx}-6uu_x=\sqrtνη(t,x), x\in S^1, \int u dx\equiv \intηdx\equiv0, $$ where $0<ν\le1$ and the random process $η$ is smooth in $x$ and white in $t$. For any periodic function $u(x)$ let $ I=(I_1,I_2,...) $ be the vector, formed by the KdV integrals of motion, calculated for the potential $u(x)$. We prove that if $u(t,x)$ is a solution of the equation above, then for $0\le t\lesssimν^{-1}$ and $ν\to0$ the vector $ I(t)=(I_1(u(t,\cdot)),I_2(u(t,\cdot)),...) $ satisfies the (Whitham) averaged equation.
We consider the family of interpolation measures of Gibbs measures and white noise given by $$dQ_{0,\b}^{(p)} = Z_\b^{-1} \ind_{{\int_{\T} u^2\le K\b^{-1/2}\}} e^{-\int_{\T} u^2 +\b \int u^p} dP_{0,\b}$$ where $P_{0, \b}$ is the Wiener measure on the circle, with variance $β^{-1}$, conditioned to have mean zero. It is shown that as $β\to 0$, $Q_0^β$ converges weakly to mean zero Gaussian white noise $Q_0$. As an application, we present a straightforward proof that $Q_0$ is invariant for the Kortweg-de Vries equation (KdV). This weak convergence also shows that the white noise is a weak limit o…
We consider the defocusing generalized KdV equations on the circle. In particular, we construct global-in-time solutions with initial data distributed according to the Gibbs measure and show that the law of the random solutions, at any time, is again given by the Gibbs measure. In handling a nonlinearity of an arbitrary high degree, we make use of the Hermite polynomials and the white noise functional.
For the damped-driven KdV equation $$ \dot u-ν{u_{xx}}+u_{xxx}-6uu_x=\sqrtνη(t,x), x\in S^1, \int u dx\equiv \intηdx\equiv0, $$ with $0<ν\le1$ and smooth in $x$ white in $t$ random force $η$, we study the limiting long-time behaviour of the KdV integrals of motions $(I_1,I_2,...)$, evaluated along a solution $u^ν(t,x)$, as $ν\to0$. We prove that %if $u=u^ν(t,x)$ is a solution of the equation above, for $0\leτ:= νt \lesssim1$ the vector $ I^ν(τ)=(I_1(u^ν(τ,\cdot)),I_2(u^ν(τ,\cdot)),...), $ converges in distribution to a limiting process $I^0(τ)=(I^0_1,I^0_2,...)$. The $j$-th component $I_j^0$ e…
We consider the logarithmic Korteweg-de Vries (log-KdV) equation, which models solitary waves in anharmonic chains with Hertzian interaction forces. By using an approximating sequence of global solutions of the regularized generalized KdV equation in $H^1(\mathbb{R})$ with conserved $L^2$ norm and energy, we construct a weak global solution of the log-KdV equation in a subset of $H^1(\mathbb{R})$. This construction yields conditional orbital stability of Gaussian solitary waves of the log-KdV equation, provided uniqueness and continuous dependence of the constructed solution holds. Furthermore…
Solitary waves are localized gravity waves that preserve their consistency and henceforth their visibility through properties of nonlinear hydrodynamics. Solitary waves have finite amplitude and spread with constant speed and constant shape. In this paper, we have used Lie group of transformation method to solve (3 + 1)-dimensional KdV type equation. We have obtained the infinitesimal generators, commutator table of Lie algebra for the KdV type equation. We have achieved a number of exact solutions of KdV type equation in the explicit form through similarity reduction. All the reported results…
We show how to apply ideas from the theory of rough paths to the analysis of low-regularity solutions to non-linear dispersive equations. Our basic example will be the one dimensional Korteweg--de Vries (KdV) equation on a periodic domain and with initial condition in $\FF L^{α,p}$ spaces. We discuss convergence of Galerkin approximations, a modified Euler scheme and the presence of a random force of white-noise type in time.
We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type space \hat{b}^s_{p, \infty}(T) for s= -1/2+, p = 2+ such that sp < -1. In establishing the local well-posedness, we use a variant of the Bourgain space adapted to \hat{b}^s_{p, \infty}(T) and establish a nonlinear estimate on the second iteration on the integral formulation. The deterministic part of the nonlinear estimate also yields the local well-posedne…
We consider a randomly perturbed Korteweg-de Vries equation. The perturbation is a random potential depending both on space and time, with a white noise behavior in time, and a regular, but stationary behavior in space. We investigate the dynamics of the soliton of the KdV equation in the presence of this random perturbation, assuming that the amplitude of the perturbation is small. We estimate precisely the exit time of the perturbed solution from a neighborhood of the modulated soliton, and we obtain the modulation equations for the soliton parameters. We moreover prove a central limit theor…
We consider discrete analogues of two well-known open problems regarding invariant measures for dispersive PDE, namely, the invariance of the Gibbs measure for the continuum (classical) Heisenberg model and the invariance of white noise under focusing cubic NLS. These continuum models are completely integrable and connected by the Hasimoto transform; correspondingly, we focus our attention on discretizations that are also completely integrable and also connected by a discrete Hasimoto transform. We consider these models on the infinite lattice $\mathbb Z$. Concretely, for a completely integrab…
This paper proposes a new class of arbitrarily high-order conservative numerical schemes for the generalized Korteweg-de Vries (KdV) equation. This approach is based on the scalar auxiliary variable (SAV) method. The equation is reformulated into an equivalent system by introducing a scalar auxiliary variable, and the energy is reformulated into a sum of two quadratic terms. Therefore, the quadratic preserving Runge-Kutta method will preserve all the three invariants (momentum, mass and the reformulated energy) in the discrete time flow (assuming the spatial variable is continuous). With the F…
We study the focusing stochastic nonlinear Schrödinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass ($L^2$-norm) is conserved due to the multiplicative noise defined via the Stratonovich integral, the energy (Hamiltonian) is not preserved. We first investigate how the energy is affected by various spatially correlated random perturbations. We then study the influence of the noise on the global dynamics measuring the probability of blow-up versus scattering beha…
