Diffusion approximation for self-similarity of stochastic advection in Burgers' equation (Q2515017): Difference between revisions

This paper treats the self-similarity of Burger's equation with stochastic advection. The authors consider the stochastic Burger's equation \[ w_t = \nu w_{xx} - w w_x + ( w \zeta)_x \tag{1} \] with a space-time noise \(\zeta(t,x)\), where one of the main interests is to know how stochastic advection affects long term dynamics. The stochastic advection \(h=( w \zeta)_x\) for (1) is transformed to a multiplicative white noise by self-similar variables \(\tau\) \(=\) \(\log t\), \(\xi\) \(=\) \(x / \sqrt{t}\), \(t \geq 1\), with the result that, defining the stochastic field \(u(\tau, \xi, \omega)\) \(=\) \(\sqrt{t} w( t,x, \omega)\), \(\omega \in \Omega\), \(u\) satisfies \[ du = \{ \nu u_{\xi \xi} + \frac{1}{2} \xi u_{ \xi} + \frac{1}{2} u - u u_{\xi} \} d \tau + ( u d W)_{\xi}, \tag{2} \] where \(W\) \(=\) \(W(\tau, \xi, \omega)\) is an \(L^2({\mathbb R})\)-valued Wiener process with covariance operator \(Q\). A solution \(w(t,x,\omega)\) to (1) is called a stochastically self-similar solution if the distribution of \(\sqrt{t} w\) just depends on the self-similar variables \(\xi = x\;\sqrt{t}\). Within this framework, any stationary solution \(\bar{u}(\xi, \omega)\) to (2) is a stochastically self-similar solution of the stochastic Burger's equation (1). The authors construct a stationary solution in self-similar variables, which establishes the existence of a stochastically self-similar solution for the stochastic Burger's equation (1). Moreover, the long time convergence to the self-similar solution is proved as well in the sense of distributions, by making use of a diffusion approximation. For other related works, see, e.g., [\textit{M. Beck} and \textit{C. E. Wayne}, SIAM J. Appl. Dyn. Syst. 8, No. 3, 1043--1065 (2009; Zbl 1201.35044)] for the Burger's equation with small viscosity, and [\textit{W. Wang} and \textit{A. J. Roberts}, SIAM J. Appl. Dyn. Syst. 12, No. 1, 450--486 (2013; Zbl 1285.60066)] for self-similarity of stochastic nonlinear reaction-coefficient systems.