THE NON-VISCOUS BURGERS EQUATION ASSOCIATED WITH RANDOM POSITION IN COORDINATE SPACE: A THRESHOLD FOR BLOW UP BEHAVIOUR

DOI10.1142/S0218202509003607zbMATH Open1180.35588arXiv0708.2320OpenAlexW2962700019MaRDI QIDQ3636495FDOQ3636495

Authors: S. Albeverio, Olga Rozanova 

Publication date: 30 June 2009

Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Abstract: It is well known that the solutions to the non-viscous Burgers equation develop a gradient catastrophe at a critical time provided the initial data have a negative derivative in certain points. We consider this equation assuming that the particle paths in the medium are governed by a random process with a variance which depends in a polynomial way on the velocity. Given an initial distribution of the particles which is uniform in space and with the initial velocity linearly depending on the position we show both analytically and numerically that there exists a threshold effect: if the power in the above variance is less than 1, then the noise does not influence the solution behavior, in the following sense: the mean of the velocity when we keep the value of position fixed goes to infinity outside the origin. If however the power is larger or equal 1, then this mean decays to zero as the time tends to a critical value.

Full work available at URL: https://arxiv.org/abs/0708.2320

Recommendations

• Non-Gaussian limit distributions of solutions of the many-dimensional B�rgers equation with random initial data
• Non-Gaussian limit distributions for solutions of Burgers equation with strongly dependent random initial conditions
• Random Burgers equation and Lagrangian systems in non-compact domains
• scientific article; zbMATH DE number 850384
• scientific article; zbMATH DE number 1409949
• Inviscid Burgers equation with random kick forcing in noncompact setting
• scientific article; zbMATH DE number 1409912
• scientific article; zbMATH DE number 774946
• Limiting distributions of the solutions of the many-dimensional B�rgers equation with random initial data. I

zbMATH Keywords

Burgers equationgradient catastropherandom position of particle

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Asymptotic behavior of solutions to PDEs (35B40) PDEs in connection with fluid mechanics (35Q35) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Title not available (Why is that?)
• Functional Integration and Partial Differential Equations. (AM-109)
• The partial differential equation u_t + uu_x = μ_xx
• Risk-sensitive dynamic asset management
• Burgers-KPZ turbulence. Göttingen lectures
• Stochastic tools in mathematics and science.
• A stochastic Lagrangian representation of the three‐dimensional incompressible Navier‐Stokes equations
• Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula
• The rate of escape for some Gaussian processes and the scattering theory for their small perturbations
• Longtime behaviour of stochastic Hamiltonian systems: the multidimensional case
• Long time behavior of nonlinear stochastic oscillators: The one-dimensional Hamiltonian case

Cited In (8)

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

This page was built for publication: THE NON-VISCOUS BURGERS EQUATION ASSOCIATED WITH RANDOM POSITION IN COORDINATE SPACE: A THRESHOLD FOR BLOW UP BEHAVIOUR

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3636495)