A probabilistic model associated with the pressureless gas dynamics (Q390512)

The authors consider the non-viscous Burgers equation \(\partial _{t}u+(u,\nabla )u=0\) with the smooth initial condition \(u(x,0)=u_{0}(x)\in C^{1}(\mathbb{R}^{n})\cap C_{b}(\mathbb{R}^{n})\) which may be associated to the system \(\overset{.}{x}(t)=u(t,x(t))\) with the value \(\overset{.}{u} (t,x(t))=0\) along the characteristics \(x=x(t)\). They then consider the system of stochastic differential equations \(dX_{k}(t)=U_{k}(t)+\sigma d(W_{k})_{t}\), \(dU_{k}(t)=0\) with the initial conditions \(X_{k}(0)=x\) and \( U(0)=u\). Here \(\sigma >0\) and \((W)_{t}=(W_{k})_{t}\), \(k=1,\ldots ,n\), is a \( n\)-dimensional Brownian motion. This system may thus be considered as a stochastic perturbation of Burgers equation. In the first part of their paper, the authors consider smooth initial data. Assuming that at \(t=0\) a density \( f(x)\) represents non-interacting particles, \(P(t,x,u)\) represents the density probability at \(t=0\) of position \(x\) and velocity \(u\). The authors introduce the quantity \[ \widehat{u}(x,t)=\frac{\int_{\mathbb{R} ^{n}}uP(t,x,u)du}{\int_{\mathbb{R}^{n}}P(t,x,u)du}. \] Choosing \( P_{0}(x,u)=\delta (u-u_{0}(x))f_{0}(x)\) the density \(P\) is proved to obey a Fokker-Planck equation, from which the authors compute another expression of \( \widehat{u}(t,x)=:\widehat{u}_{\sigma }(t,x)\). The first result of the paper proves that \(\widehat{u}_{\sigma }\) converges to a solution of this Fokker-Planck equation when \(\sigma \) goes to 0, for fixed \((t,x)\in \mathbb{ R}^{n+1}\), with \(0<t<t_{\ast }(u_{0})\), where \(t_{\ast }(u_{0})\) is the moment of time where the solution of Burgers equation changes its smoothness. Defining \(\rho (t,x)=\int_{\mathbb{R}^{n}}P(t,x,u)du\) the authors prove that \((\rho ,\widehat{u})\) is the solution of a coupled evolution system and they describe the asymptotic behaviour of \(\rho =\rho _{\sigma }\) when \(\sigma \) goes to 0. Moving now to discontinuous initial data \((f_{0}(x),u_{0}(x))\) the authors define the notion of generalized solution, in the sense of free particles and that of monotonic approximation of these initial data. They give an example of such a generalized solution for which they discuss the Hugoniot conditions leading to a presence of a spurious pressure. The paper ends with a discussion on the notion of sticky particles in this generalized situation.