On the Approximation of the Stochastic Burgers Equation

 We prove mathematical approximation results for the (hyperviscous) Burgers equation driven by additive Gaussian noise. In particular we show that solutions of ``approximating equations' driven by a discretized noise converge towards the solution of the original equation when the discretization parameter gets small. The convergence takes place in the expected value of arbitrary powers of certain norms; i.e., all moments of the difference of the solutions tend to zero in certain function spaces. For the hyperviscous Burgers equation, these results are applied to justify the approximation of certain correlation functions that play a major role in statistical turbulence theory. Received: 10 October 2001 / Accepted: 21 May 2002 Published online: 6 August 2002     

Asymptotics for the Burgers Equation with Pumping

We consider the large time asymptotic behavior of solutions to the initial-boundary value problem We find large time asymptotic formulas of solutions for three different cases 1) a_±=±1, 2) a_±=1 and 3) a_±=0.     

Front Speed in the Burgers Equation with a Random Flux

We study the large-time asymptotic shock-front speed in an inviscid Burgers equation with a spatially random flux function. This equation is a prototype for a class of scalar conservation laws with spatial random coefficients such as the well-known Buckley–Leverett equation for two-phase flows, and the contaminant transport equation in groundwater flows. The initial condition is a shock located at the origin (the indicator function of the negative real line). We first regularize the equation by a special random viscous term so that the resulting equation can be solved explicitly by a Cole–Hopf formula. Using the invariance principle of the underlying random processes and the Laplace method, we prove that for large times the solutions behave like fronts moving at averaged constant speeds in the sense of distribution. However, the front locations are random, and we show explicitly the probability of observing the head or tail of the fronts. Finally, we pass to the inviscid limit, and establish the same results for the inviscid shock fronts.     

Quantum Lattice-Gas Model for the Burgers Equation

A quantum algorithm is presented for modeling the time evolution of a continuous field governed by the nonlinear Burgers equation in one spatial dimension. It is a microscopic-scale algorithm for a type-II quantum computer, a large lattice of small quantum computers interconnected in nearest neighbor fashion by classical communication channels. A formula for quantum state preparation is presented. The unitary evolution is governed by a conservative quantum gate applied to each node of the lattice independently. Following each quantum gate operation, ensemble measurements over independent microscopic realizations are made resulting in a finite-difference Boltzmann equation at the mesoscopic scale. The measured values are then used to re-prepare the quantum state and one time step is completed. The procedure of state preparation, quantum gate application, and ensemble measurement is continued ad infinitum. The Burgers equation is derived as an effective field theory governing the behavior of the quantum computer at its macroscopic scale where both the lattice cell size and the time step interval become infinitesimal. A numerical simulation of shock formation is carried out and agrees with the exact analytical solution.     

Zero Temperature Limit for Directed Polymers and Inviscid Limit for Stationary Solutions of Stochastic Burgers Equation

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 concentrate on the one-sided minimizers and that the associated global solutions of the viscous Burgers equation with random kick forcing converge to the global solutions of the inviscid equation.     

Data-Driven Model Reduction for Stochastic Burgers Equations

We present a class of efficient parametric closure models for 1D stochastic Burgers equations. Casting it as statistical learning of the flow map, we derive the parametric form by representing the unresolved high wavenumber Fourier modes as functionals of the resolved variable’s trajectory. The reduced models are nonlinear autoregression (NAR) time series models, with coefficients estimated from data by least squares. The NAR models can accurately reproduce the energy spectrum, the invariant densities, and the autocorrelations. Taking advantage of the simplicity of the NAR models, we investigate maximal space-time reduction. Reduction in space dimension is unlimited, and NAR models with two Fourier modes can perform well. The NAR model’s stability limits time reduction, with a maximal time step smaller than that of the K-mode Galerkin system. We report a potential criterion for optimal space-time reduction: the NAR models achieve minimal relative error in the energy spectrum at the time step, where the K-mode Galerkin system’s mean Courant–Friedrichs–Lewy (CFL) number agrees with that of the full model.     

Scaling Laws for the Multidimensional Burgers Equation with Quadratic External Potential

The reordering of the multidimensional exponential quadratic operator in coordinate-momentum space (see X. Wang, C.H. Oh and L.C. Kwek (1998). J. Phys. A.: Math. Gen. 31:4329–4336) is applied to derive an explicit formulation of the solution to the multidimensional heat equation with quadratic external potential and random initial conditions. The solution to the multidimensional Burgers equation with quadratic external potential under Gaussian strongly dependent scenarios is also obtained via the Hopf-Cole transformation. The limiting distributions of scaling solutions to the multidimensional heat and Burgers equations with quadratic external potential are then obtained under such scenarios. AMS Subject Classifications: 60G60, 60G15, 62M15, 60H15     

Blow-Up of the Hyperbolic Burgers Equation

The memory effects on microscopic kinetic systems have been sometimes modelled by means of the introduction of second order time derivatives in the macroscopic hydrodynamic equations. One prototypical example is the hyperbolic modification of the Burgers equation, that has been introduced to clarify the interplay of hyperbolicity and nonlinear hydrodynamic evolution. Previous studies suggested the finite time blow-up of this equation, and here we present a rigorous proof of this fact.     

Nonlocal Symmetry Reductions for Bosonized Supersymmetric Burgers Equation

Based on the bosonization approach, the supersymmetric Burgers(SB) system is transformed to a coupled bosonic system. By solving the bosonized SB(BSB) equation, the difficulties caused by the anticommutative fermionic field of the SB equation can be avoided. The nonlocal symmetry for the BSB equation is obtained by the truncated Painlev′e method. By introducing multiple new fields, the finite symmetry transformation for the BSB equation is derived by solving the first Lie's principle of the prolonged systems. Some group invariant solutions are obtained with the similarity reductions related by the nonlocal symmetry.     

Slow Motion and Metastability for a Nonlocal Evolution Equation

In this paper we consider a nonlocal evolution equation in one dimension, which describes the dynamics of a ferromagnetic system in the mean field approximation. In the presence of a small magnetic field, it admits two stationary and homogeneous solutions, representing the stable and metastable phases of the physical system. We prove the existence of an invariant, one dimensional manifold connecting the stable and metastable phases. This is the unstable manifold of a distinguished, spatially nonhomogeneous, stationary solution, called the critical droplet.^{(4, 10)} We show that the points on the manifold are droplets longer or shorter than the critical one, and that their motion is very slow in agreement with the theory of metastable patterns. We also obtain a new proof of the existence of the critical droplet, which is supplied with a local uniqueness result.     

An Explicit Backlund Transformation of Burgers Equation with Applications

In this paper, an explicit Bgcklund transformation （BT） of the Burgers equation is obtained by using the further extended tanh method [Phys. Lett. A 307 （2003） 269; Chaos, Solitons ＆ Fractals 17 （2003） 669]. Based on the BT and some newly obtained seed solutions, infinite sequences of exact solutions for the Burgers equation are generated. Further more, this BT of the Burgers equation is applied to solve the variant Boussinesq equations and the approximate equations of long water wave.     

Geometric Properties of the Maxwell Set and a Vortex Filament Structure for Burgers Equation

The inviscid limit of the stochastic Burgers equation is discussed in terms of the level surfaces of the minimising Hamilton–Jacobi function, the classical mechanical caustic and the Maxwell set and their algebraic pre-images under the classical mechanical flow map. We examine the geometry of the Maxwell set in terms of the behaviour of the pre-Maxwell set, the pre-caustic and the pre-level surfaces. In particular, contrary to the ideas of Helmholtz and Lord Kelvin, we prove that even if initially the fluid flow is irrotational, in the inviscid limit, associated with the advent of the Maxwell set a non-zero vorticity vector forms in the fluid with vortex lines on the Maxwell set. This suggests that in quite general circumstances for small viscosity there is a vortex filament structure near the Maxwell set for both deterministic and stochastic Burgers equations.      

The Inviscid Burgers Equation with Initial Value of Poissonian Type

We study the discontinuities (shocks) of the solution to the Burgers equation in the limit of vanishing viscosity (the inviscid limit) when the initial value is the opposite of the standard Poisson process p. We show that this solution is only defined for t ε (0, 1). Let T ₀ = 0 and T _n , n≧1, be the successive jumps of p. We prove that for all M > 0 the inviscid limit is characterized on the region x ε (-∞, M], t ε (0, 1) by the increasing process $N(t) = \sup \{ n \in \mathbb{N} {\text{| }}M + nt > T_n \} $ and the random set I(x) = {n ε {0,..., N(t)}‖T _n -nt≦x<T _n+1 - nt}. The positions of shocks are given in a precise manner. We give the distribution of N(t) and also the distribution of its first jump. We also prove similar results when the initial value is u _μ(y, 0) = -μp(y/μ²) + μ^-1 max(y, 0), μ ε (0, 1).     

A Pregenerator for Burgers Equation¶Forced by Conservative Noise

We consider the stationarity of a Burgers equation with an external random force of gradient type in one space dimension. The expected stationary measure is the white noise measure on the space of tempered distributions. As a consequence, the nonlinearity of the formal equation u _t +λu u _x =νu _xx +η _x is ill-defined. Introducing a pregenerator we can formulate a generalized martingale problem leading to a meaningful version of the formal equation which was an open problem. Received: 9 March 2001 / Accepted: 10 October 2001     

Lie Group Classifications and Non-differentiable Solutions for Time-Fractional Burgers Equation

Lie group method provides an efficient tool to solve nonlinear partial differential equations. This paper suggests Lie group method for fractional partial differential equations. A time-fractional Burgers equation is used as an example to illustrate the effectiveness of the Lie group method and some classes of exact solutions are obtained.