arXiv subjects
Publications and source records attributed to Sergei Kuksin.
In this note we present the main results of the papers \cite{DK, DK2}, dedicated to rigorous study of the limiting properties of the stochastic model for wave turbulence due to Zakharov-L'vov. Proofs of the assertions, stated below without reference, may be found in those works.
We prove a non-mixing property of the flow of the 3D Euler equation which has a local nature: in any neighbourhood of a "typical" steady solution there is a generic set of initial conditions, such that the corresponding Euler flows will never enter a vicinity of the original steady one. More precisely, we establish that there exist stationary solutions $u_0$ of the Euler equation on $\mathbb S^3$ and divergence-free vector fields $v_0$ arbitrarily close to $u_0$, whose (non-steady) evolution by the Euler flow cannot converge in the $C^k$ Hölder norm ($k>10$ non-integer) to any stationary state in a small (but fixed a priori) $C^k$-neighbourhood of $u_0$. The set of such initial conditions $v_0$ is open and dense in the vicinity of $u_0$. A similar (but weaker) statement also holds for the Euler flow on $\mathbb T^3$. Two essential ingredients in the proof of this result are a geometric description of all steady states near certain nondegenerate stationary solutions, and a KAM-type argument to generate knotted invariant tori from elliptic orbits.
We study a class of discrete-time random dynamical systems with compact phase space. Assuming that the deterministic counterpart of the system in question possesses a dissipation property, its linearisation is approximately controllable, and the driving noise is bounded and has a decomposable structure, we prove that the corresponding family of Markov processes has a unique stationary measure, which is exponentially mixing in the dual-Lipschitz metric. The abstract result is applicable to nonlinear dissipative PDEs perturbed by a bounded random force which affects only a few Fourier modes. We assume that the nonlinear PDE in question is well posed, its nonlinearity is non-degenerate in the sense of the control theory, and the random force is a regular and bounded function of time which satisfies some decomposability and observability hypotheses. This class of forces includes random Haar series, where the coefficients for high Haar modes decay sufficiently fast. In particular, the result applies to the 2D Navier-Stokes system and the nonlinear complex Ginzburg-Landau equations. The proof of the abstract theorem uses the coupling method, enhanced by the Newton-Kantorovich-Kolmogorov fast convergence.
We prove that well posed quasilinear equations of parabolic type, perturbed by bounded nondegenerate random forces, are exponentially mixing for a large class of random forces.
In this note we review recent progress in the problem of mixing for a nonlinear PDE of parabolic type, perturbed by a bounded random force.
We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the hypothesis that the unperturbed equation has exactly one globally stable equilibrium point. In this paper, we relax that condition, assuming only global controllability to a given point. It is proved that the uniqueness of a stationary measure and convergence to it are still valid, whereas the rate of convergence is not necessarily exponential. The result is applicable to randomly forced parabolic-type PDEs, provided that the deterministic part of the external force is in general position, ensuring a regular structure for the attractor of the unperturbed problem. The proof uses a new idea that reduces the verification of a stability property to the investigation of a conditional random walk.
We study asymptotical expansion as $ν\to0$ for integrals over ${ \mathbb{R} }^{2d}=\{(x,y)\}$ of quotients of the form $F(x,y) \cos(λx\cdot y) \big/ \big( (x\cdot y)^2+ν^2\big)$, where $λ\ge 0$ and $F$ decays at infinity sufficiently fast. Integrals of this kind appear in the theory of wave turbulence.
We survey the recent advance in the rigorous qualitative theory of the 2d stochastic Navier-Stokes system that are relevant to the description of turbulence in two-dimensional fluids. After discussing briefly the initial-boundary value problem and the associated Markov process, we formulate results on the existence, uniqueness and mixing of a stationary measure. We next turn to various consequences of these properties: strong law of large numbers, central limit theorem, and random attractors related to a unique stationary measure. We also discuss the Donsker-Varadhan and Freidlin-Wentzell type large deviations, as well as the inviscid limit and asymptotic results in 3d thin domains. We conclude with some open problems.
We study asymptotic expansion as $ν\to0$ for integrals over ${ \mathbb{R} }^{2d}=\{(x,y)\}$ of quotients $F(x,y) \big/ \big( (x\cdot y)^2+(νΓ(x,y))^2\big)^{-1}$, where $Γ$ is strictly positive and $F$ decays at infinity sufficiently fast. Integrals of this kind appear in description of the four--waves interactions.
We present an abstract KAM theorem, adapted to space-multidimensional hamiltonian PDEs with smoothing non-linearities. The main novelties of this theorem are that: $\bullet$ the integrable part of the hamiltonian may contain a hyperbolic part and as a consequence the constructed invariant tori may be unstable. $\bullet$ It applies to singular perturbation problem. In this paper we state the KAM-theorem and comment on it, give the main ingredients of the proof, and present three applications of the theorem .
Consider weakly nonlinear complex Ginzburg--Landau (CGL) equation of the form: $$ u_t+i(-Δu+V(x)u)=εμΔu+ε\mathcal{P}( u),\quad x\in {R^d}\,, \quad(*) $$ under the periodic boundary conditions, where $μ\geqslant0$ and $\mathcal{P}$ is a smooth function. Let $\{ζ_1(x),ζ_2(x),\dots\}$ be the $L_2$-basis formed by eigenfunctions of the operator $-Δ+V(x)$. For a complex function $u(x)$, write it as $u(x)=\sum_{k\geqslant1}v_kζ_k(x)$ and set $I_k(u)=\frac{1}{2}|v_k|^2$. Then for any solution $u(t,x)$ of the linear equation $(*)_{ε=0}$ we have $I(u(t,\cdot))=const$. In this work it is proved that if equation $(*)$ with a sufficiently smooth real potential $V(x)$ is well posed on time-intervals $t\lesssim ε^{-1}$, then for any its solution $u^ε(t,x)$, the limiting behavior of the curve $I(u^ε(t,\cdot))$ on time intervals of order $ε^{-1}$, as $ε\to0$, can be uniquely characterized by a solution of a certain well-posed effective equation: $$ u_t=εμ\triangle u+εF(u), $$ where $F(u)$ is a resonant averaging of the nonlinearity $\mathcal{P}(u)$. We also prove a similar results for the stochastically perturbed equation, when a white in time and smooth in $x$ random force of order $\sqrtε$ is added to the right-hand side of the equation. The approach of this work is rather general. In particular, it applies to equations in bounded domains in $R^d$ under Dirichlet boundary conditions.
This paper is an introduction to the theory of 1d stochastic Burgers equation under periodic boundary conditions and with a stochastic force, sufficiently smooth in the space variable. We prove the classical results on the existence and uniqueness of solutions, study their regularity and discuss their properties when the time goes to infinity or the viscosity goes to zero. The latter limit describes the turbulence in the Burgers equation, named by U. Frish "the burgulence". Our paper may be used as an elementary introduction to the modern methods of stochastic PDE.
In this chapter we present a general method of constructing the effective equation which describes the behaviour of small-amplitude solutions for a nonlinear PDE in finite volume, provided that the linear part of the equation is a hamiltonian system with a pure imaginary discrete spectrum. The effective equation is obtained by retaining only the resonant terms of the nonlinearity (which may be hamiltonian, or may be not); the assertion that it describes the limiting behaviour of small-amplitude solutions is a rigorous mathematical theorem. In particular, the method applies to the three-- and four--wave systems. We demonstrate that different possible types of energy transport are covered by this method, depending on whether the set of resonances splits into finite clusters (this happens, e.g. in case of the Charney-Hasegawa-Mima equation), or is connected (this happens, e.g. in the case of the NLS equation if the space-dimension is at least two). For equations of the first type the energy transition to high frequencies does not hold, while for equations of the second type it may take place. In the case of the NLS equation we use next some heuristic approximation from the arsenal of wave turbulence to show that under the iterated limit "the volume goes to infinity", taken after the limit "the amplitude of oscillations goes to zero", the energy spectrum of solutions for the effective equation is described by a Zakharov-type kinetic equation. Evoking the Zakharov ansatz we show that stationary in time and homogeneous in space solutions for the latter equation have a power law form. Our method applies to various weakly nonlinear wave systems, appearing in plasma, meteorology and oceanology.
We consider the 2d quasigeostrophic equation on the $β$-plane for the stream function $ψ$, with dissipation and a random force: $$ (*)\qquad (-Δ+K)ψ_t - ρJ(ψ, Δψ) -βψ_x= \langle \text{random force}\rangle -κΔ^2ψ+Δψ, $$ where $ψ=ψ(t,x,y), \ x\in\mathbb{R}/2πL\mathbb{Z}, \ y\in \mathbb{R}/2π\mathbb{Z}$. For typical values of the horizontal period $L$ we prove that the law of the action-vector of a solution for $(*)$ (formed by the halves of the squared norms of its complex Fourier coefficients) converges, as $β\to\infty$, to the law of an action-vector for solution of an auxiliary effective equation, and the stationary distribution of the action-vector for solutions of $(*)$ converges to that of the effective equation. Moreover, this convergence is uniform in $κ\in(0,1]$. The effective equation is an infinite system of stochastic equations which splits into invariant subsystems of complex dimension $\le3$; each of these subsystems is an integrable hamiltonian system, coupled with a Langevin thermostat. Under the iterated limits $\lim_{L=ρ\to\infty} \lim_{β\to\infty}$ and $\lim_{κ\to 0} \lim_{β\to\infty}$ we get similar systems. In particular, none of the three limiting systems exhibits the energy cascade to high frequencies.
We prove that the dynamical system defined by the hydrodynamical Euler equation on any closed Riemannian 3-manifold $M$ is not mixing in the $C^k$ topology ($k > 4$ and non-integer) for any prescribed value of helicity and sufficiently large values of energy. This can be regarded as a 3D version of Nadirashvili's and Shnirelman's theorems showing the existence of wandering solutions for the 2D Euler equation. Moreover, we obtain an obstruction for the mixing under the Euler flow of $C^k$-neighborhoods of divergence-free vectorfields on $M$. On the way we construct a family of functionals on the space of divergence-free $C^1$ vectorfields on the manifold, which are integrals of motion of the 3D Euler equation. Given a vectorfield these functionals measure the part of the manifold foliated by ergodic invariant tori of fixed isotopy types. We use the KAM theory to establish some continuity properties of these functionals in the $C^k$-topology. This allows one to get a lower bound for the $C^k$-distance between a divergence-free vectorfield (in particular, a steady solution) and a trajectory of the Euler flow.
We consider the free linear Schrödinger equation on a torus $\mathbb T^d$, perturbed by a hamiltonian nonlinearity, driven by a random force and damped by a linear damping: $$ u_t -iΔu +iνρ|u|^{2q_*}u = - νf(-Δ) u + \sqrtν\,\frac{d}{d t}\sum_{k\in \mathbb Z^d} b_lβ^k(t)e^{ik\cdot x} \ . $$ Here $u=u(t,x),\ x\in\mathbb T^d$, $0<ν\ll 1$, $q_*\in\mathbb N$, $f$ is a positive continuous function, $ρ$ is a positive parameter and $β^k(t)$ are standard independent complex Wiener processes. We are interested in limiting, as $ν\to0$, behaviour of distributions of solutions for this equation and of its stationary measure. Writing the equation in the slow time $τ=νt$, we prove that the limiting behaviour of the both is described by the effective equation $$ u_τ+ f(-Δ) u = -iF(u)+\frac{d}{dτ}\sum b_kβ^k(τ)e^{ik\cdot x} \, $$ where the nonlinearity $F(u)$ is made out of the resonant terms of the monomial $ |u|^{2q_*}u$. We explain the relevance of this result for the problem of weak turbulence
We suggest a new derivation of a kinetic equation of Kolmogorov-Zakharov (KZ) type for the spectrum of the weakly nonlinear Schrödinger equation with stochastic forcing. The kynetic equation is obtained as a result of a double limiting procedure. Firstly, we consider the equation on a finite box with periodic boundary conditions and send the size of the nonlinearity and of the forcing to zero, while the time is correspondingly rescaled; then, the size of the box is sent to infinity (with a suitable rescaling of the solution). We report here the results of the first limiting procedure, analyzed with full rigour in arXiv:1311.6793, and show how the second limit leads to a kinetic equation for the spectrum, if some further hypotheses (commonly employed in the weak turbulence theory) are accepted. Finally we show how to derive from these equations the KZ spectra.
We consider the free linear Schroedinger equation on a torus $\mathbb T^d$, perturbed by a Hamiltonian nonlinearity, driven by a random force and damped by a linear damping: $$u_t -iΔu +iνρ|u|^{2q_*}u = - νf(-Δ) u + \sqrtν\,\frac{d}{d t}\sum_{k\in \mathbb Z^d} b_kβ^k(t)e^{ik\cdot x} \ . $$ Here $u=u(t,x),\ x\in\mathbb T^d$, $0<ν\ll1$, $q_*\in\mathbb N\cup\{0\}$, $f$ is a positive continuous function, $ρ$ is a positive parameter and $β^k(t)$ are standard independent complex Wiener processes. We are interested in limiting, as $ν\to0$, behaviour of solutions for this equation and of its stationary measure. Writing the equation in the slow time $τ=νt$, we prove that the limiting behaviour of the both is described by the effective equation $$ u_τ+ f(-Δ) u = -iF(u)+\frac{d}{dτ}\sum b_kβ^k(τ)e^{ik\cdot x} \, $$ where the nonlinearity $F(u)$ is made out of the resonant terms of the monomial $ |u|^{2q_*}u$. We explain the relevance of this result for the problem of weak turbulence.