Skip to main content
Log in

Spectral Properties of Burgers and KPZ Turbulence

  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

This paper presents the higher-order spectral densities of non-Gaussian random fields arising as scaling limits in the Burgers and KPZ turbulence problems with strongly dependent non-Gaussian initial conditions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. S. Albeverio, S. A. Molchanov, and D. Surgailis, Stratified structure of the Universe and Burgers' equation: A probabilistic approach. Prob. Theory and Rel. Fields 100:457–484 (1994).

    Article  MATH  MathSciNet  Google Scholar 

  2. V. V. Anh and N. N. Leonenko, Non-Gaussian scenarios for the heat equation with singular initial conditions. Stoch. Proc. Appl. 84:91–114 (1999).

    Article  MathSciNet  Google Scholar 

  3. V. V. Anh and N. N. Leonenko, Spectral analysis of fractional kinetic equations with random data. J. Statist. Phys. 104:1349–1387 (2001).

    Article  MATH  MathSciNet  Google Scholar 

  4. V. V. Anh and N. N. Leonenko, Renormalization and homogenization of fractional diffusion equations with random data. Prob. Theory and Rel. Fields 124:381–408 (2002).

    Article  MATH  MathSciNet  Google Scholar 

  5. V. V. Anh, J. M. Angulo, and M. D. Ruiz-Medina, Possible long-range dependence in fractional random fields. J. Statist. Plann. Infer. 80:95–110 (1999).

    Article  MATH  MathSciNet  Google Scholar 

  6. V. V. Anh, N. N. Leonenko, and L. M. Sakhno, Higher-order spectral densities of fractional random fields. J. Statist. Phys. 111:789–814 (2003).

    Article  MATH  MathSciNet  Google Scholar 

  7. V. V. Anh, N. N. Leonenko, and L. Sakhno, Quasilikelihood-based higher-order spectral estimation of random fields with possible long-range dependence. J. Applied Probability 41A:35–53 (2004a).

    Article  MATH  MathSciNet  Google Scholar 

  8. V. V. Anh, N. N. Leonenko, and L. M. Sakhno, On a class of minimum contrast estimators for fractional stochastic processes and fields. J. Statist. Plann. Infer. 123:161–185 (2004b).

    Article  MATH  MathSciNet  Google Scholar 

  9. V. V. Anh, N. N. Leonenko, E. M. Moldavskaya, and L. M. Sakhno, Estimation of spectral densities with multiplicative parameter. Acta Applicand. Math. 79:115–128 (2003).

    Article  MATH  MathSciNet  Google Scholar 

  10. A. L. Barabasi and H. E. Stanley, Fractal Concepts of Surface Growth (Cambridge Univ. Press, 1995).

  11. O. E. Barndorff-Nielsen and N. N. Leonenko, Burgers turbulence problem with linear or quadratic external potential. J. Appl. Prob 42:550–561 (2005).

    Article  MATH  MathSciNet  Google Scholar 

  12. M. T. Batchelor, R. V. Burne, B. I. Henry, and S. D. Watt, Deterministic KPZ model for stromatolite laminae. Physica A 282(1–2):123–136 (2000).

    Google Scholar 

  13. J. Bertoin, Large-deviation estimates in Burgers turbulence with stable noise initial data. J. Stat. Phys. 91:655–667 (1998a).

    Article  MATH  MathSciNet  Google Scholar 

  14. J. Bertoin, The inviscid Burgers equation with Brownian initial velocity. Commun. Math. Phys. 193:397–406 (1998b).

    Article  MATH  ADS  MathSciNet  Google Scholar 

  15. A. V. Bulinski and S. A. Molchanov, Asymptotic Gaussianess of solutions of the Burgers equation with random initial conditions. Theory Probab. Appl. 36:217–235 (1991).

    Article  MathSciNet  Google Scholar 

  16. J. Burgers, The Nonlinear Diffusion Equation (Kluwer, Dordrecht, 1974).

    MATH  Google Scholar 

  17. A. J. Chorin, Lecture Notes in Turbulence Theory (Berkeley, California, 1975).

    Google Scholar 

  18. I. Deriev and N. Leonenko, Limit Gaussian behavior of the solutions of the multidimensional Burgers' equation with weak-dependent initial conditions. Acta Applicand. Math. 47:1–18 (1997).

    Article  MATH  MathSciNet  Google Scholar 

  19. A. Dermone, S. Hamadene, and Ouknine, Limit theorems for statistical solution of Burgers equation. Stoch. Proc. Appl. 81:17–23 (1999).

    Google Scholar 

  20. R. L. Dobrushin, Gaussian and their subordinated self-similar random generalized fields. Ann. Probab. 7:1–28 (1979).

    Article  MATH  MathSciNet  Google Scholar 

  21. N. Du Plessis, An Introduction to Potential Theory (Oliver & Boyd, Edinburgh, 1970).

    MATH  Google Scholar 

  22. R. Fox and M. S. Taqqu, Multiple stochastic integrals with dependent integrators. J. Multivariate Anal. 21:105–127 1987.

    Article  MATH  MathSciNet  Google Scholar 

  23. U. Frisch, Turbulence (Cambridge University Press, Cambridge, 1995).

    MATH  Google Scholar 

  24. T. Funaki, D. Surgailis, and W. A. Woyczynski, Gibbs-Cox random fields and Burgers turbulence. Ann. Appl. Probab. 5:461–492 (1995).

    Article  MATH  MathSciNet  Google Scholar 

  25. S. N. Gurbatov, Universality classes for self-similarity of noiseless multidimensional Burgers turbulence and interface growth. Physical Review E 61vol 3: 2595–2604 (2000).

    Article  ADS  MathSciNet  Google Scholar 

  26. S. Gurbatov, A. Malakhov, and A. Saichev, Non-linear Waves and Turbulence in Nondispersive Media: Waves, Rays and Particles (Manchester University Press, Manchester, 1991).

    Google Scholar 

  27. S. N. Gurbatov, S. I. Simdyankin, E. Aurell, U. Frisch, and G. Tóth, On the decay of Burgers turbulence, J. Fluid Mech. 344:339–374 (1997).

    Article  MATH  ADS  MathSciNet  Google Scholar 

  28. E. Hopf, The partial differential equation u x+uuxu xx, Commun. Pure Appl. Math. 3:201–230 (1950).

  29. Y. Hu and W. A. Woyczynski, Limiting behaviour of quadratic forms of moving averages and statistical solutions of the Burgers' equation. J. Multiv. Anal. 52:15–44 (1995).

    Article  MATH  MathSciNet  Google Scholar 

  30. Y. Jung and I. Kim, Effect of long-range interactions in the conserved Kardar-Parisi-Zhang equation. Phys. Rev. E 58:5467–5470 (1998).

    Article  ADS  Google Scholar 

  31. M. Kardar, G. Parisi, and Y. C. Zhang, Dynamical scaling of growing interfaces. Phys. Rev. Lett. 56:889–892 (1986).

    Article  PubMed  MATH  ADS  Google Scholar 

  32. J. Krug, Origins of scale invariance in growth processes. Advances in Physics 46:139–282 (1997).

    Article  ADS  Google Scholar 

  33. K. B. Lauritsen, Growth equation with a conservation law. Phys. Rev. E 52:R1261–R1264 (1995).

    Article  ADS  Google Scholar 

  34. N. Leonenko, Limit Theorems for Random Fields with Singular Spectrum (Kluwer, Dordrecht, 1999).

    MATH  Google Scholar 

  35. N. Leonenko and E. Orsingher, Limit theorems for solutions of Burgers equation with Gaussian and non-Gaussian initial data. Theory Prob. Appl. 40:387–403 (1995).

    Article  MATH  MathSciNet  Google Scholar 

  36. N. N. Leonenko and W. A. Woyczynski, Exact parabolic asymptotics for singular n-D Burgers random fields: Gaussian approximation. Stoch. Proc. Appl. 76:141–165 (1998).

    Article  MATH  MathSciNet  Google Scholar 

  37. N. N. Leonenko and W. A. Woyczynski, Scaling limits of solution of the heat equation with non-Gaussian data. J. Stat. Phys 91(1/2):423–428 (1998).

    Article  MATH  MathSciNet  Google Scholar 

  38. N. N. Leonenko and W. A. Woyczynski, Parameter identification for singular random field arising in Buregres turbulence. J. Statist. Plann. Infer. 80:1–13 (1999).

    Article  MATH  MathSciNet  Google Scholar 

  39. N. N. Leonenko and W. A. Woyczynski, Parameter identification for stochastic Burgers' flows via parabolic rescaling. Prob. Mathem. Statist. 21(N1):1–55 (2001).

    MATH  MathSciNet  Google Scholar 

  40. N. N. Leonenko and Z. B. Li, Non-Gaussian limit distributions of solutions of the Burgers equation with strongly dependent random initial conditions. Random Oper. Stoch. Equations 2:95–102 (1994).

    MathSciNet  Google Scholar 

  41. N. N. Leonenko, E. Orsingher, and K. V. Rybasov, Limit distributions of solutions of the multidimensional Burgers equation with random intial data I, II. Ukrain. Math. J. 46(870–877):1003–1010 (1994).

    Article  MathSciNet  Google Scholar 

  42. N. N. Leonenko, Z. B. Li, and K. V. Rybasov, Non-Gaussian limit distributions of solutions of the multidimensional Burgers equation with random data. Ukrain. Math. J. 47:330–336 (1995).

    Article  MATH  MathSciNet  Google Scholar 

  43. N. N. Leonenko, E. Orsingher, and V. N. Parkhomenko, Scaling limits of solutions of the Burgers equation with singular non-Gaussina data. Random Oper. Stoch. Equations 3:101–112 (1995).

    Article  MATH  MathSciNet  Google Scholar 

  44. J. A. Mann and W. A. Woyczynski, Growing fractal interfaces in the presence of self-similar hopping surface diffusion. Physica A. Statistical Mechanics and Its Applications 291:159–183 (2001).

    Article  MATH  ADS  Google Scholar 

  45. H. M. McKean, Wiener theory of nonlinear noise. In: Stoch. Diff. Equ., Proc. SIAM-AMS, 6, 191–289 (1974).

  46. S. A. Molchanov, D. Surgailis, and W. A. Woyczynski, Hyperbolic asymptotics in Burgers turbulence. Commun. Math. Phys. 168:209–226 (1995).

    Article  MATH  ADS  MathSciNet  Google Scholar 

  47. S. A. Molchanov, D. Surgailis, and W. A. Woyczynski, The large-scale structure of the Universe and quasi-Voronoi tessellation of shock fronts in forced Burgers turbulence in R d. Ann. Appl. Prob. 7:220–223 (1997).

    MathSciNet  Google Scholar 

  48. S. Mukherji and S. M. Bhattacharjee, Nonlocality in kinetic roughening. Phys. Rev. Lett. 79:2502–2505 (1997).

    Article  ADS  Google Scholar 

  49. D. Nualart, A. S. Üstünel, and M. Zakai, On the moment of a multiple Wiener-Itô integral and the space induced by the polynomial of the integral. Stochastics 25:232–340, (1988).

    Google Scholar 

  50. S. Resnick, A Probability Path (Birkhäuser, Boston, 2001).

    Google Scholar 

  51. M. Rosenblatt, Scale renormalization and random solutions of Burgers equation. J. Appl. Prob. 24:328–338 (1987).

    Article  MATH  MathSciNet  Google Scholar 

  52. M. D. Ruiz-Medina, J. M. Angulo, and V. V. Anh, Scaling limit solution of a fractional Burgers equation, Stoch. Proc. Appl. 93 285–300 (2001).

    Article  MATH  MathSciNet  Google Scholar 

  53. R. Ryan, The statistics of Burgers turbulence initiated with fractional Brownian-noise data. Commun. Math. Phys. 191:1008–1038 (1998).

    Article  Google Scholar 

  54. R. J. Serfling, Approximation Theorems of Mathematical Statistics (Wiley, New York, 1980).

    MATH  Google Scholar 

  55. S. F. Shandarin and Ya. B. Zeldovich, Turbulence, intermittency, structures in a left-gravitating medium: The large scale structure of the Universe. Rev. Modern Phys. 61:185–220 (1989).

    Article  ADS  MathSciNet  Google Scholar 

  56. Ya. G. Sinai, Statistics of shocks in solutions of inviscid Burgers equation. Commun. Math. Phys. 148:601–621 (1992).

    Article  MATH  ADS  MathSciNet  Google Scholar 

  57. M. S. Taqqu, Law of the iterated logarithm for sums of non-linear functions of Gaussian that exhibit a long-range dependence. Z. Wahrsch. Verw. Gebiete 40:203–238 (1977).

    Article  MATH  MathSciNet  Google Scholar 

  58. G. Terdik, Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis (Lecture Notes in Statistics 142, Springer-Verlag, 1999).

  59. G. B. Witham, Linear and Nonlinear Waves (Wiley, New York, 1974).

    Google Scholar 

  60. W. A. Woyczynski, Burgers-KPZ Turbulence (Lecture Notes in Mathematics 1706, Springer-Verlag, Berlin, 1998).

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to V. V. Anh.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Anh, V.V., Leonenko, N.N. & Sakhno, L.M. Spectral Properties of Burgers and KPZ Turbulence. J Stat Phys 122, 949–974 (2006). https://doi.org/10.1007/s10955-005-9009-3

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10955-005-9009-3

Keywords

Navigation