We study the dissipation mechanism of a stochastic particle system for the Burgers equation. The velocity field of the viscous Burgers and Navier–Stokes equations can be expressed as an expected value of a stochastic process based on noisy particle trajectories [Constantin and Iyer Comm. Pure Appl. Math. 3 (2008) 330–345]. In this paper we study a particle system for the viscous Burgers equations using a Monte–Carlo version of the above; we consider N copies of the above stochastic flow, each driven by independent Wiener processes, and replace the expected value with 1/N times the sum over these copies. A similar construction for the Navier–Stokes equations was studied by Mattingly and the first author of this paper [Iyer and Mattingly Nonlinearity 21 (2008) 2537–2553].
Surprisingly, for any finite N, the particle system for the Burgers equations shocks almost surely in finite time. In contrast to the full expected value, the empirical mean 1/N ∑1N does not regularize the system enough to ensure a time global solution. To avoid these shocks, we consider a resetting procedure, which at first sight should have no regularizing effect at all. However, we prove that this procedure prevents the formation of shocks for any N ≥ 2, and consequently as N → ∞ we get convergence to the solution of the viscous Burgers equation on long time intervals.
"The regularizing effects of resetting in a particle system for the Burgers equation." Ann. Probab. 39 (4) 1468 - 1501, July 2011. https://doi.org/10.1214/10-AOP586