The regularizing effects of resetting in a particle system for the Burgers equation (Q717886)

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The regularizing effects of resetting in a particle system for the Burgers equation
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    The regularizing effects of resetting in a particle system for the Burgers equation (English)
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    10 October 2011
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    The velocity field of viscous Burgers and Navier-Stokes equations can be expressed as an expected value of a stochastic process based on noisy particle trajectories [\textit{P. Constantin} and \textit{G. Iyer}, Commun. Pure Appl. Math. 61, No. 3, 330--345 (2008; Zbl 1156.60048)]. In this paper, the authors study the viscous Burgers equations using a Monte-Carlo method. They consider \(N\) copies of the above stochastic flow, each driven by independent Wiener processes, and replace the expected value with \(1/N\) times the sum over these copies. Surprisingly, for any finite \(N\), the particle system for the Burgers equations shocks almost surely in finite time. In contrast to the full expected value, the empirical mean \(\frac 1N \sum _{1}^{N}\) does not regularize the system enough to ensure a time global solution. To avoid these shocks, they consider a resetting procedure. They prove that this procedure prevents the formation of shocks for any \(N \geq 2\), and, as \(N \rightarrow \infty \), they get convergence to the solution of the viscous Burgers equation on long time intervals. A similar construction for the Navier-Stokes equations was studied by Mattingly and the first author of this paper [\textit{G. Iyer} and \textit{J. Mattingly}, Nonlinearity 21, No. 11, 2537--2553 (2008; Zbl 1158.60383)].
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    Burgers equations
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    stochastic Lagrangian
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    Monte-Carlo method
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