An Example of Intrinsic Randomness in Deterministic PDEs

  • Authors: Franco Flandoli, Benjamin Gess, Francesco Grotto
  • Preprint year: 2020
  • First public date: 2020-12-08
  • arXiv: 2012.04398
  • Status: Published
  • Publication type: Journal article
  • Publication year: 2022
  • Journal: Stochastics and dynamics, 22 (2022) 7, p. 2240023
  • DOI: 10.1142/s0219493722400238

Abstract

A new mechanism leading to a random version of Burgers' equation is introduced: it is shown that the Totally Asymmetric Exclusion Process in discrete time (TASEP) can be understood as an intrinsically stochastic, non-entropic weak solution of Burgers' equation on $\mathbb{R}$. In this interpretation, the appearance of randomness in the Burgers' dynamics is caused by random additions of jumps to the solution, corresponding to the random effects in TASEP.

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