Abstract
We discuss large-time asymptotics of a suitably rescaled solution of Burgers’ equation with a random stationary piecewice constant initial potential, in the situations when (1) the viscosity μ > 0 is constant, or (2) μ ~ 1/t → 0. In the first case, the rescaled solution of Burgers’ equation converges in distribution to a random solution of the heat equation with a stable noise initial data, or the logarithmic derivative of the latter, depending on the distribution of the random heights and random constancy intervals of the potential. In the second case, the asymptotics is determined by high fluctuations of the potential described by a Poisson statistics, and the limit (velocity) field consists of pure shock waves traveling with random speed and coalescing at collisions. This extends the recent result of Molchanov, Surgailis, Woyczynski [MSW95], obtained for a Gaussian initial potential.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
S. Albeverio, S.A. Molchanov, D. Surgailis, Stratified structure of the Universe and Burgers’ equation — a probabilistic approach, Probab. Theory Rel. Fields, 100 1994, pp. 457–484.
M. Avellaneda, Statistical properties of shocks in Burgers’ turbulence, preprint, 1993.
N.H. Bingham, C.M. Goldie, J.L. Teugels, Regular Variation, Cambridge Univ. Press, Cambridge, 1987.
A.V. Bulinskii, S A Molchanov, Asymptotical normality of a solution of Burgers’ equation with random initial data, Theory Probab. Appl., 36 1991, pp. 217–235.
D.J. Daley, D. Vere-Jones, An Introduction to the Theory of Point Processes, Springer-Verlag, New York, 1988.
W. Feller, An Introduction to Probability Theory and its Applications, vol. 2. Wiley & sons, New York, 1966.
J.-D. Fournier, U. Frisch, L’équation de Burgers déterministe et statistique, J. Mec. Theor. Appl., 2 1983, pp. 699–750.
T. Funaki, D. Surgailis, W.A. Woyczynski, Gibbs-Cox random fields and Burgers’ turbulence, Ann. Appl. Probab., 5 1995, pp. 461–492.
I.M. Gelfand, N.Ja. Vilenkin, Generalized Functions vol. 4. Applications of Harmonic Analysis, Academic Press, New York, 1964.
S.N. Gurbatov, A.N. Malakhov, A. I. Saichev, Nonlinear Random Waves and Turbulence in Nondispersive Media: Waves, Rays and Particles, Manchester Univ. Press, Manchester-New York, 1991.
I.A. Ibragimov, Yu. V. Linnik, Independent and stationary sequences of random variables, Walters-Noordhoff, Groningen, 1971.
O. Kallenberg, Random measures, Akademie-Verlag and Academic Press, Berlin-London, 1986.
S. Kwapien, W.A. Woyczynski, Random Series and Stochastic Integrals: Single and Multiple, Birkhiiuser, Boston, 1992.
M.R. Leadbetter, G. Lindgren, H. Rootzén, Extremes and Related Properties of Random Sequences and Processes. Springer-Verlag, New York, 1983.
S.A. Molchanov, D. Surgailis, W.A. Woyczynski, Hyperbolic asymptotics in Burgers’ turbulence and extremal processes, Commun. Math. Phys., 168 1995, pp. 209–226.
Ya.G. Sinai, Statistics of shocks in solutions of inviscid Burgers’ equation, Commun. Math. Phys., 148 1992, pp. 601–621.
D. Surgailis, W.A. Woyczynski, Long range prediction and scaling limit for statistical solutions of the Burgers’ equation, In: N. Fitzmaurice et al. (eds.), Nonlinear Waves and Weak Turbulence, with Applications to Oceanography and Condensed Matter Physics, Birkhäuser, Boston 1993, pp. 313–338.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1997 Springer-Verlag New York, Inc.
About this chapter
Cite this chapter
Surgailis, D. (1997). Asymptotics of Solutions of Burgers’ Equation with Random Piecewise Constant Data. In: Molchanov, S.A., Woyczynski, W.A. (eds) Stochastic Models in Geosystems. The IMA Volumes in Mathematics and its Applications, vol 85. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8500-4_20
Download citation
DOI: https://doi.org/10.1007/978-1-4613-8500-4_20
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4613-8502-8
Online ISBN: 978-1-4613-8500-4
eBook Packages: Springer Book Archive