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Department of Mathematics, Annals of Mathematics, 3(151), p. 877

DOI: 10.2307/121126

Selecta: Volume II, p. 289-374

DOI: 10.1007/978-1-4419-6205-8_17

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Invariant Measures for Burgers Equation with Stochastic Forcing

Journal article published in 2000 by Weinan E. ORCID, K. M. Khanin, A. E. Mazel, Y.-A. G. Sinai
This paper is available in a repository.
This paper is available in a repository.

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Abstract

In this paper we study the following Burgers equation du/dt + d/dx (u^2/2) = epsilon d^2u/dx^2 + f(x,t) where f(x,t)=dF/dx(x,t) is a random forcing function, which is periodic in x and white noise in t. We prove the existence and uniqueness of an invariant measure by establishing a ``one force, one solution'' principle, namely that for almost every realization of the force, there is a unique distinguished solution that exists for the time interval (-infty, +infty) and this solution attracts all other solutions with the same forcing. This is done by studying the so-called one-sided minimizers. We also give a detailed description of the structure and regularity properties for the stationary solutions. In particular, we prove, under some non-degeneracy conditions on the forcing, that almost surely there is a unique main shock and a unique global minimizer for the stationary solutions. Furthermore the global minimizer is a hyperbolic trajectory of the underlying system of characteristics.