Large time behavior, bi-Hamiltonian structure, and kinetic formulation for a complex Burgers equation

DOI10.1090/QAM/1573MaRDI QIDQ5146602zbMATH OpenOpenAlexFDO

Authors Yu Gao, Yuan Gao, Jian-Guo Liu

Publication date 26 January 2021

Published in Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.09699

zbMATH Keywords

Dyson Brownian motionWigner's semicircle lawpositive initial datapositive analytical solutions

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Asymptotic behavior of solutions to PDEs (35B40) Positive solutions to PDEs (35B09) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60) Kinetic theory of gases in equilibrium statistical mechanics (82B40)

Abstract: We prove the existence and uniqueness of positive analytical solutions with positive initial data to the mean field equation (the Dyson equation) of the Dyson Brownian motion through the complex Burgers equation with a force term on the upper half complex plane. These solutions converge to a steady state given by Wigner's semicircle law. A unique global weak solution with nonnegative initial data to the Dyson equation is obtained and some explicit solutions are given by Wigner's semicircle laws. We also construct a bi-Hamiltonian structure for the system of the real and imaginary components of the complex Burgers equation (coupled Burgers system). We establish a kinetic formulation for the coupled Burgers system and prove the existence and uniqueness of entropy solutions. The coupled Burgers system in Lagrangian variable naturally leads to two interacting particle systems: Fermi-Pasta-Ulam-Tsingou model with nearest-neighbor interactions, and Calogero-Moser model. These two particle systems yield the same Lagrangian dynamics in the continuum limit.

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Cited in

(4)

• Viscous Marangoni flow driven by insoluble surfactant and the complex Burgers equation
• Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases
• Controlling conservation laws. I: entropy-entropy flux
• Global existence and spatial analyticity for a nonlocal flux with fractional diffusion

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