Suppression of unbounded gradients in an SDE associated with the Burgers equation

DOI10.1090/S0002-9939-09-10020-5zbMATH Open1180.35589arXiv0804.1553OpenAlexW2104823084MaRDI QIDQ3402176FDOQ3402176

Olga Rozanova, S. Albeverio

Publication date: 2 February 2010

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: We consider the Langevin equation describing a stochastically perturbed by uniform noise non-viscous Burgers fluid and introduce a deterministic function that corresponds to the mean of the velocity when we keep the value of position fixed. We study interrelations between this function and the solution of the non-perturbed Burgers equation. Especially we are interested in the property of the solution of the latter equation to develop unbounded gradients within a finite time. We study the question how the initial distribution of particles for the Langevin equation influences this blowup phenomenon. It is shown that for a wide class of initial data and initial distributions of particles the unbounded gradients are eliminated. The case of a linear initial velocity is particular. We show that if the initial distribution of particles is uniform, then the mean of the velocity for a given position coincides with the solution of the Burgers equation and in particular does not depend on the constant variance of the stochastic perturbation. Further, for a one space space variable we get the following result: if the decay rate of the power-behaved initial particles distribution at infinity is greater or equal $|x{|}^{-2},$ then the blowup is suppressed, otherwise, the blowup takes place at the same moment of time as in the case of the non-perturbed Burgers equation.

Full work available at URL: https://arxiv.org/abs/0804.1553

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zbMATH Keywords

blowupBurgers equationgradient catastrophe

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Attractors (35B41) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic analysis applied to problems in fluid mechanics (76M35)

Cites Work

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Cited In (8)

• The Riccati system and a diffusion-type equation
• Some explicit formulas for calculation of conditional mathematical expectations of random variables and their applications
• A probabilistic model associated with the pressureless gas dynamics
• Transient growth in stochastic Burgers flows
• A representation of solutions to a scalar conservation law in several dimensions
• Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate
• On dependence of volatility on return for stochastic volatility models
• Singularity formation in the deterministic and stochastic fractional Burgers equation

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