Canonical phase-space approach to the noisy Burgers equation: Probability distributions

Authors
Citation
Hc. Fogedby, Canonical phase-space approach to the noisy Burgers equation: Probability distributions, PHYS REV E, 59(5), 1999, pp. 5065-5080
Citations number
74
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
59
Issue
5
Year of publication
1999
Part
A
Pages
5065 - 5080
Database
ISI
SICI code
1063-651X(199905)59:5<5065:CPATTN>2.0.ZU;2-G
Abstract
We present a canonical phase-space approach to stochastic systems described by Langevin equations driven by white noise. Mapping the associated Fokker -Planck equation to a Hamilton-Jacobi equation in the nonperturbative weak noise limit we invoke a principle of least action for the determination of the probability distributions. We apply the scheme to the noisy Burgers and Kardar-Parisi-Zhang equations and discuss the time-dependent and stationar y probability distributions. In one dimension we derive the long-time skew distribution approaching the symmetric stationary Gaussian distribution. In the short-time region we discuss heuristically the nonlinear soliton contr ibutions and derive an expression for the distribution in accordance with t he directed polymer-replica and asymmetric exclusion model results. We also comment on the distribution in higher dimensions. [S1063-651X(99)09705-6].