Carnegie Mellon University
Browse
file.pdf (344.95 kB)

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

Download (344.95 kB)
journal contribution
posted on 2011-08-01, 00:00 authored by Gautam Iyer, Alexei Novikov

We study the dissipation mechanism of a stochastic particle system for the Burgers equation. The velocity field of the viscous Burgers and Navier–Stokes equations can be expressed as an expected value of a stochastic process based on noisy particle trajectories [Constantin and Iyer Comm. Pure Appl. Math. 3(2008) 330–345]. In this paper we study a particle system for the viscous Burgers equations using a Monte–Carlo version of the above; we 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. A similar construction for the Navier–Stokes equations was studied by Mattingly and the first author of this paper [Iyer and Mattingly Nonlinearity 21 (2008) 2537–2553].

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 1/N ∑1N does not regularize the system enough to ensure a time global solution. To avoid these shocks, we consider a resetting procedure, which at first sight should have no regularizing effect at all. However, we prove that this procedure prevents the formation of shocks for any N ≥ 2, and consequently as N→ ∞ we get convergence to the solution of the viscous Burgers equation on long time intervals.

History

Publisher Statement

© Institute of Mathematical Statistics, 2011

Date

2011-08-01

Usage metrics

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC