Concave majorant of stochastic processes and Burgers turbulence

DOI10.1007/S10959-011-0354-7MaRDI QIDQ430969zbMATH OpenOpenAlexFDO

Authors Raphael Lachieze-Rey

Publication date 26 June 2012

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0909.1088

zbMATH Keywords

Burgers equationconvex hullLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) PDEs in connection with fluid mechanics (35Q35) Sample path properties (60G17)

Abstract: The asymptotic solution of the inviscid Burgers equations with initial potential $psi$ is closely related to the convex hull of the graph of $psi$. In this paper, we study this convex hull, and more precisely its extremal points, if $psi$ is a stochastic process. The times where those extremal points are reached, called extremal times, form a negligible set for L'evy processes, their integrated processes, and It^o processes. We examine more closely the case of a L'evy process with bounded variation. Its extremal points are almost surely countable, with accumulation only around the extremal values. These results are derived from the general study of the extremal times of $psi+f$, where $psi$ is a L'evy process and $f$ a smooth deterministic drift. These results allow us to show that, for an inviscid Burgers turbulence with a compactly supported initial potential $psi$, the only point capable of being Lagrangian regular is the time $T$ where $psi$ reaches its maximum, and that is indeed a regular point iff 0 is regular for both half-lines. As a consequence, if the turbulence occurs on a non-compact interval, there are a.s. no Lagrangian regular points.

Recommendations

• Structure of shocks in Burgers turbulence with Lévy noise initial data
• Limit clusters in the inviscid Burgers turbulence with certain random initial velocities.
• Statistics of shocks in solutions of inviscid Burgers equation
• Large-deviations estimates in Burgers turbulence with stable noise initial data
• Structure of shocks in Burgers turbulence with stable noise initial data

Cites work

• scientific article; zbMATH DE number 3839042 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• Burgers turbulence initialized by a regenerative impulse.
• Enveloppes convexes des processus gaussiens. (Convex envelopes of Gaussian processes)
• Large-deviations estimates in Burgers turbulence with stable noise initial data
• Limit clusters in the inviscid Burgers turbulence with certain random initial velocities.
• On a quasi-linear parabolic equation occurring in aerodynamics
• Regularity of the half-line for Lévy processes
• Statistical properties of shocks in Burgers turbulence
• Statistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervals
• Statistics of shocks in solutions of inviscid Burgers equation
• The concave majorant of Brownian motion
• The convex minorant of the Cauchy process
• The inviscid Burgers equation with Brownian initial velocity
• The inviscid Burgers equation with initial data of Brownian type
• The partial differential equation u_t + uu_x = μ_xx

Cited in

(5)

• On the convex hull of a Brownian excursion with parabolic drift.
• On regular points in Burgers turbulence with stable noise initial data
• Structure of shocks in Burgers turbulence with Lévy noise initial data
• The convex minorant of a Lévy process
• Complex scalar field reheating and primordial black hole production

This page was built for publication: Concave majorant of stochastic processes and Burgers turbulence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q430969)