Crossover to the Stochastic Burgers Equation for the WASEP with a Slow Bond

We consider the weakly asymmetric simple exclusion process in the presence of a slow bond and starting from the invariant state, namely the Bernoulli product measure of parameter \({\rho \in (0,1)}\). The rate of passage of particles to the right (resp. left) is \({\frac{1}{2} + \frac{a}{2n^{\gamma}}}\) (resp. \({\frac{1}{2} - \frac{a}{2n^{\gamma}}}\)) except at the bond of vertices \({\{-1,0\}}\) where the rate to the right (resp. left) is given by \({\frac{\alpha}{2n^\beta} + \frac{a}{2n^{\gamma}}}\) (resp. \({\frac{\alpha}{2n^\beta}-\frac{a}{2n^{\gamma}}}\)). Above, \({\alpha > 0}\), \({\gamma \geq \beta \geq 0}\), \({a\geq 0}\). For \({\beta < 1}\), we show that the limit density fluctuation field is an Ornstein–Uhlenbeck process defined on the Schwartz space if \({\gamma > \frac{1}{2}}\), while for \({\gamma = \frac{1}{2}}\) it is an energy solution of the stochastic Burgers equation. For \({\gamma \geq \beta =1}\), it is an Ornstein–Uhlenbeck process associated to the heat equation with Robin’s boundary conditions. For \({\gamma \geq \beta > 1}\), the limit density fluctuation field is an Ornstein–Uhlenbeck process associated to the heat equation with Neumann’s boundary conditions.     

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.     

The stochastic Burgers Equation

We study Burgers Equation perturbed by a white noise in space and time. We prove the existence of solutions by showing that the Cole-Hopf transformation is meaningful also in the stochastic case. The problem is thus reduced to the anaylsis of a linear equation with multiplicativehalf white noise. An explicit solution of the latter is constructed through a generalized Feynman-Kac formula. Typical properties of the trajectories are then discussed. A technical result, concerning the regularizing effect of the convolution with the heat kernel, is proved for stochastic integrals.     

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.     

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.     

Markovian Solutions of Inviscid Burgers Equation

For solutions of (inviscid, forceless, one dimensional) Burgers equation with random initial condition, it is heuristically shown that a stationary Feller–Markov property (with respect to the space variable) at some time is conserved at later times, and an evolution equation is derived for the infinitesimal generator. Previously known explicit solutions such as Frachebourg–Martin's (white noise initial velocity) and Carraro–Duchon's Lévy process intrinsic-statistical solutions (including Brownian initial velocity) are recovered as special cases.     

Applications of the Stochastic Adiabatic Approximation

In the previous paperi^[1], we have studied a class of nonlinear stochastic dynamical systems using the stochastic adiabatic approximation. A closed evolution equation for the slow variable u^t is obtained. In the present study, we use the methods proposed by the authors in Refs. [2] and [3] to treat the closed u^t equation which is derived by means of the new eliminating technique developed in Ref. [1] recently. Two important stochastic dynamical models, the simplified single-mode laser model and the stochastic Haken model, are treated concretely. The coupling effect of the additive and the multiplicative noise is found.     

Kink-Type Solutions of Disturbed Burgers’ Equation

Russian Physics Journal -     

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.     

Forced Burgers Equation in an Unbounded Domain

The inviscid Burgers equation with random and spatially smooth forcing is considered in the limit when the size of the system tends to infinity. For the one-dimensional problem, it is shown both theoretically and numerically that many of the features of the space-periodic case carry over to infinite domains as intermediate time asymptotics. In particular, for large time T we introduce the concept of T-global shocks replacing the notion of main shock which was considered earlier in the periodic case (1997, E et al., Phys. Rev. Lett. 78, 1904). In the case of spatially extended systems these objects are no anymore global. They can be defined only for a given time scale and their spatial density behaves as (T)T ^–2/3 for large T. The probability density function p(A) of the age A of shocks behaves asymptotically as A ^–5/3. We also suggest a simple statistical model for the dynamics and interaction of shocks and discuss an analogy with the problem of distribution of instability islands for a simple first-order stochastic differential equation.     

Stochastic Burgers and KPZ Equations from Particle Systems

We consider two strictly related models: a solid on solid interface growth model and the weakly asymmetric exclusion process, both on the one dimensional lattice. It has been proven that, in the diffusive scaling limit, the density field of the weakly asymmetric exclusion process evolves according to the Burgers equation and the fluctuation field converges to a generalized Ornstein-Uhlenbeck process. We analyze instead the density fluctuations beyond the hydrodynamical scale and prove that their limiting distribution solves the (non linear) Burgers equation with a random noise on the density current. For the solid on solid model, we prove that the fluctuation field of the interface profile, if suitably rescaled, converges to the Kardar–Parisi–Zhang equation. This provides a microscopic justification of the so called kinetic roughening, i.e. the non Gaussian fluctuations in some non-equilibrium processes. Our main tool is the Cole-Hopf transformation and its microscopic version. We also develop a mathematical theory for the macroscopic equations. Received: 24 October 1995/Accepted: 9 July 1996     

On the Hausdorff Dimension of Regular Points of Inviscid Burgers Equation with Stable Initial Data

Consider an inviscid Burgers equation whose initial data is a Lévy α-stable process Z with α>1. We show that when Z has positive jumps, the Hausdorff dimension of the set of Lagrangian regular points associated with the equation is strictly smaller than 1/α, as soon as α is close to 1. This gives a partially negative answer to a Conjecture of Janicki and Woyczynski (J. Stat. Phys. 86(1–2):277–299, 1997). Along the way, we contradict a recent Conjecture of Z. Shi () about the lower tails of integrated stable processes.     

Symmetry Reductions of Two-Dimensional Variable Coefficient Burgers Equation

By use of a direct method, we discuss symmetries and reductions of the two-dimensional Burgers equation with variable coefficient (VCBurgers). Five types of symmetry-reducing VCBurgers to (1+1)-dimensional partial differential equation and three types of symmetry reducing VCBurgers to ordinary differential equation are obtained.     

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.     

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.     

Nonlocalization of Nonlocal Symmetry and Symmetry Reductions of the Burgers Equation

Symmetry reduction method is one of the best ways to find exact solutions. In this paper, we study the possibility of symmetry reductions of the well known Burgers equation including the nonlocal symmetry. The related new group invariant solutions are obtained. Especially, the interactions among solitons, Airy waves, and Kummer waves are explicitly given.