Introduction to the stochastic Burgers equation and Burgulence (Q5962424)

The paper describes various properties of the Burgers equation \( u_{t}(t,x)+u(t,x)u_{x}(t,x)-\nu u_{xx}(t,x)=\eta ^{\omega }(t,x)\), posed in \( (0,\infty )\times \mathbb{S}^{1}\), where \(\eta ^{\omega }\) is a random term which is taken as \(\eta ^{\omega }(t,x)=\partial _{t}\xi ^{\omega }(t,x)\), with \(\xi ^{\omega }(t,x)=\sum_{s\in \mathbb{Z}^{\ast }}b_{s}\beta _{s}^{\omega }(t)e_{s}(x)\), \(b_{s}\in \mathbb{R}\) and \(\beta _{s}^{\omega }\) being standard and independent Wiener processes defined on a probability space \((\Omega ,\mathcal{F},\mathbb{P})\). Here \((e_{s})_{s\in \mathbb{Z} ^{\ast }}\) is the Hilbert basis of \(H=\{v\in L_{2}(\mathbb{S}^{1}):\int_{ \mathbb{S}^{1}}v(x)dx=0\}\). The authors consider solutions of this Burgers equation which satisfy the equality \(u^{\omega }(t,x)-u^{\omega }(0,x)=\int_{0}^{t}(u(s,x)u_{x}(s,x)-\nu u_{xx}(s,x))ds=\xi ^{\omega }(t,x)-\xi ^{\omega }(0,x)\) for every \((t,x)\in [ 0,\infty )\times \mathbb{S}^{1}\) and for every \(\omega \in \Omega \) except on a set of probability \(\mathbb{P}\) equal to 0. The authors first prove that \(\xi ^{\omega }\in C(0,T;H)\) for \(\omega \) outside a negligible set in \(\mathcal{F }\) and they prove bounds on \(\mathbb{E}[e^{\left\| \xi ^{\omega }(t)\right\| ^{2}}]\) and \(\mathbb{E}[\sup_{t\in (0,T)}\left\| \xi ^{\omega }(t)\right\| ]^{p}\) for every \(p\geq 1\). Assuming that \( B_{m}:=\sum_{s\in \mathbb{Z}^{\ast }}\left| s\right| ^{2m}b_{s}^{2}<\infty \), the authors prove that \(\xi ^{\omega }\in C(0,T;H^{m})\) with bounds on similar quantities. They then prove an existence and uniqueness result for a solution of the Burgers equation which belongs to \(X_{m}^{T}\) if the initial condition \(u_{0}\) belongs to \(H^{m}\) and if the process \(\xi \) belongs to \(X_{m}^{T}\). For the proof, the authors solve the perturbed Burgers equation \(w_{t}- w_{xx}+\frac{1}{2} ((w+v)^{2})_{x}=0\), \(w(0)=0\), where \(v\) is the solution to the heat equation \(v_{t}(t,x)-\nu v_{xx}(t,x)=\xi _{t}(t,x)\), \(v(0,x)=u_{0}(x)\). Assuming that \(\eta =\partial _{t}\xi\), the authors prove that the map \(\mathcal{M} :H^{m}\times X_{m}^{T}\rightarrow X_{m}^{T}\), \((u_{0},\xi )\rightarrow u\) is analytic. Still assuming that \(\eta =\partial _{t}\xi\), they prove a maximum principle for the solution \(u\) using Kruzkov's method. They establish semigroup properties for the Burgers equation. Assuming that \(B_{4}\) is finite, they prove estimates on the solution in Sobolev spaces and they prove lower and upper bounds for the energy associated to the solution. The paper ends with some other qualitative properties of the solution to this Burgers equation.