Space-time stationary solutions for the Burgers equation
Yuri Bakhtin, Eric Cator, Konstantin Khanin

TL;DR
This paper constructs unique space-time stationary solutions for the 1D Burgers equation with random Poissonian forcing, establishing their role as attractors and stationary distributions for the associated Markov process.
Contribution
It introduces a novel construction of global solutions without periodicity assumptions, using action-minimizing curves, and characterizes their convergence and uniqueness.
Findings
Existence of unique global solutions for any prescribed average velocity.
These solutions act as one-point random attractors.
Convergence of the Markov process distribution to the stationary distribution.
Abstract
We construct space-time stationary solutions of the 1D Burgers equation with random forcing in the absence of periodicity or any other compactness assumptions. More precisely, for the forcing given by a homogeneous Poissonian point field in space-time we prove that there is a unique global solution with any prescribed average velocity. These global solutions serve as one-point random attractors for the infinite-dimensional dynamical system associated to solutions to the Cauchy problem. The probability distribution of the global solutions defines a stationary distribution for the corresponding Markov process. We describe a broad class of initial Cauchy data for which the distribution of the Markov process converges to the above stationary distribution. Our construction of the global solutions is based on a study of the field of action-minimizing curves. We prove that for an arbitrary…
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Biology Tumor Growth · Complex Systems and Time Series Analysis
