# Asymptotic Theory for the Probability Density Functions in Burgers Turbulence

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## Abstract

A rigorous study is carried out for the randomly forced Burgers equation in the inviscid limit. No closure approximations are made. Instead the probability density functions of velocity and velocity gradient are related to the statistics of quantities defined along the shocks. This method allows one to compute the anomalies, as well as asymptotics for the structure functions and the probability density functions. It is shown that the left tail for the probability density function of the velocity gradient has to decay faster than $`|\xi |^3`$. A further argument confirms the prediction of E et al. \[Phys. Rev. Lett. 78, 1904 (1997)\] that it should decay as $`|\xi |^{7/2}`$.

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In this Letter, we focus on statistical properties of solutions of the randomly forced Burgers equation

$$u_t+uu_x=\nu u_{xx}+f,$$
(1)   
where $`f`$ is a zero-mean, statistically homogeneous, white-in-time Gaussian process with covariance

$$f(x,t)f(y,s)=2B(xy)\delta (ts),$$
(2)   
where $`B(x)`$ is smooth. We are particularly interested in the probability density function (pdf) of the velocity gradient $`\xi (x,t)=u_x(x,t)`$, since it depends heavily on the intermittent events created by the shocks. Assuming statistical homogeneity, and letting $`Q(\xi ;t)`$ be the pdf of $`\xi (x,t)`$, it can be shown that $`Q`$ satisfies

$$Q_t=\xi Q+\left(\xi ^2Q\right)_\xi +B_1Q_{\xi \xi }\nu \left(\xi _{xx}|\xi Q\right)_\xi ,$$
(3)   
where $`B_1=B_{xx}(0)`$. $`\xi _{xx}|\xi `$ is the ensemble-average of $`\xi _{xx}`$ conditional on $`\xi `$. The explicit form of this term is unknown, leaving (3) unclosed. There have been several proposals on how to approximately evaluate the quantity

$$F(\xi ;t)=\underset{\nu 0}{lim}\nu \left(\xi _{xx}|\xi Q\right)_\xi .$$
(4)   
At steady state, they all lead to an asymptotic expression of the form

$$Q\{\begin{array}{cc}C_{}|\xi |^\alpha \hfill & \mathrm{as}\xi \mathrm{},\hfill \\ C_+\xi ^\beta \mathrm{e}^{\xi ^3/(3B_1)}\hfill & \mathrm{as}\xi +\mathrm{},\hfill \end{array}$$
(5)   
for $`Q`$, but with a variety of values for the exponents $`\alpha `$ and $`\beta `$ (here the $`C_\pm `$’s are numerical constants). By invoking the operator product expansion, Polyakov suggested that $`F=aQ+b\xi Q`$, with $`a=0`$ and $`b=1/2`$. This leads to $`\alpha =5/2`$ and $`\beta =1/2`$. Boldyrev considered the same closure with $`1b0`$, which gives $`2\alpha 3`$ and $`\beta =1+b`$. The instanton analysis  predicts the right tail of $`Q`$ without giving a precise value for $`\beta `$, but has not given any specific prediction for the left tail. E et al.  made a geometrical evaluation of the effect of $`F`$, based on the observation that large negative gradients are generated near shock creation. Their analysis gives a rigorous upper-bound for $`\alpha `$: $`\alpha 7/2`$. In , it was claimed that this bound is actually reached, i.e., $`\alpha =7/2`$. Finally Gotoh and Kraichnan  argued that the viscous term is negligible to leading order for large $`|\xi |`$, i.e. $`F0`$ for $`|\xi |B_1^{1/3}`$. This approximation leads to $`\alpha =3`$ and $`\beta =1`$. For other approaches, see e.g. . In this letter we proceed at an exact evaluation of (4) and we prove that $`\alpha `$ has to be strictly larger than $`3`$ (a result which does not require that steady state be reached). At steady state, we prove that $`\beta =1`$ and we give an argument which supports strongly the prediction of , namely, $`\alpha =7/2`$.

To begin with, let us remark that it is established in the mathematics literature that the inviscid limit

$$u^0(x,t)=\underset{\nu 0}{lim}u(x,t),$$
(6)   
exists for almost all $`(x,t)`$. Since $`u^0`$ will in general develop shocks, say, at $`x=y`$, we may have $`u_x^0\delta (xy)`$, and one cannot simply drop the viscous term in the Burgers equation without giving some meaning to $`u^0u_x^0`$ at shocks. This can be done using BV-calculus, which allows one to write an equation for $`u^0`$ and gives rules for manipulating the terms entering this equation and computing the effect of the viscous term in the inviscid limit. An alternative, more intuitive, way of accessing the effect of the viscous shock on the velocity profile outside the shock is to carry out an asymptotic analysis near and inside the shock. Here we will take the second approach and refer the interested reader to  for the first approach with BV-calculus. It is important to remark that the two approaches lead to the same results.

Before considering velocity gradient, it is helpful to study the statistics of velocity itself. Let $`R(u;t)`$ be the pdf of $`u(x,t)`$. Assuming statistical homogeneity, $`R`$ satisfies

$$R_t=B_0R_{uu}\nu \left(u_{xx}|uR\right)_u,$$
(7)   
where $`B_0=B(0)`$. To compute $`\nu \left(u_{xx}|uR\right)_u`$, let us note that for $`\nu 1`$, the solutions of (1) consist of smooth pieces where the viscous effect is negligible, separated by thin shock layers inside which the viscous effect is important. Let $`u_{\text{out}}(x,t)`$ be the solution of the Burgers equation outside the viscous shock layer; $`u_{\text{out}}`$ can be obtained as a series expansion in $`\nu `$. To leading order in $`\nu `$, $`u_{\text{out}}`$ satisfies Riemann’s equation, $`u_t+uu_x=f`$. In order to deal with the shock layer, say at $`x=y`$, define

$$u_{\text{in}}(x,t)=v(\frac{xy}{\nu },t),$$
(8)   
and write $`v=v_0+\nu v_1+O(\nu ^2)`$. To leading order, $`v_0(z,t)`$ satisfies $`(v_0\overline{u})v_{0}^{}{}_{z}{}^{}=v_{0}^{}{}_{zz}{}^{}`$, yielding $`v_0(z,t)=\overline{u}(s/2)\mathrm{tanh}(sz/4)`$ where $`\overline{u}=dy/dt`$ and $`s`$ is the jump across the shock. Consequently we have the following generic velocity profile inside the shock layer:

$$u_{\text{in}}(x,t)=\overline{u}\frac{s}{2}\mathrm{tanh}\left(\frac{s(xy)}{4\nu }\right)+O(\nu ).$$
(9)   
The actual values of $`\overline{u}`$ and $`s`$ are obtained from the matching conditions between $`u_{\text{in}}`$ and $`u_{\text{out}}`$. In terms of $`v`$ and the stretched variable $`z`$, they are

$$\underset{z\pm \mathrm{}}{lim}v_0=\underset{xy0^\pm }{lim}u_{\text{out}}=\overline{u}\pm \frac{s}{2}.$$
(10)   
It is well-known that $`s0`$.

We will use (9) to evaluate the viscous term in (7). By definition ,

$$\nu u_{xx}|uR=\nu \underset{L\mathrm{}}{lim}\frac{1}{2L}_L^L𝑑xu_{xx}\delta [uu(x,t)].$$
(11)   
In the limit $`\nu 0`$ only small intervals around the shocks will contribute to the integral. So, we can split the integral into small pieces involving only the shock layers and use the generic form of $`u_{\text{in}}`$ in the layers to evaluate these integrals. To $`O(\nu )`$, this gives

$$\begin{array}{c}\nu u_{xx}|uR\hfill \\ =\nu \underset{L\mathrm{}}{lim}\frac{N}{2L}\frac{1}{N}\underset{j}{}_{\mathrm{j}\mathrm{th}\mathrm{layer}}𝑑xu_{\text{in}}^{}{}_{xx}{}^{}\delta [uu_{\text{in}}(x,t)]\hfill \\ =\rho 𝑑s𝑑\overline{u}T(\overline{u},s;t)_{\mathrm{}}^+\mathrm{}𝑑zv_{0}^{}{}_{zz}{}^{}\delta [uv_0(z,t)],\hfill \end{array}$$
(12)   
where in the second integral we picked any particular shock layer and we went to the stretched variable $`z=(xy)/\nu `$. Here $`N`$ denotes the number of shocks in $`[L,L]`$, $`\rho =\rho (t)=lim_L\mathrm{}N/2L`$ is the shock density, and $`T(\overline{u},s;t)`$ is the probability density of $`\overline{u}(y,t)`$ and $`s(y,t)`$ conditional on the property that there is a shock at position $`y`$ ($`T`$ is independent of $`y`$ because of statistical homogeneity). The last integral in (12) can of course be evaluated using the explicit form of $`v_0`$. Another, more elegant, way to proceed is to use the equation for $`v_0`$, $`(v_0\overline{u})v_{0}^{}{}_{z}{}^{}=v_{0}^{}{}_{zz}{}^{}`$, and change the integration variable from $`z`$ to $`v_0`$ using $`dzv_{0}^{}{}_{zz}{}^{}=dv_0v_{0}^{}{}_{zz}{}^{}/v_{0}^{}{}_{z}{}^{}=dv_0(v_0\overline{u})`$. The result is

$$\underset{\nu 0}{lim}\nu u_{xx}|uR=\rho 𝑑s_{u+s/2}^{us/2}𝑑\overline{u}(u\overline{u})T(\overline{u},s;t).$$
(13)   
This equation gives an exact expression for the viscous contribution in the limit $`\nu 0`$ in terms of certain statistical quantities associated with the shocks. Of course, using (13) in (7) does not lead to a closed equation since $`T`$ remains to be specified. However, information can already be obtained at this point without resorting to any closure assumption. For instance, using (13) in (7) and taking the second moment of the resulting equation yields $`u^2_t=2B_02ϵ`$ with

$$ϵ=\underset{\nu 0}{lim}\nu u_x^2=\frac{1}{12}\rho |s|^3.$$
(14)   
In particular, at steady state $`\rho |s|^3=12B_0`$.

Similar calculations can be carried out for multi-point pdf’s and, in particular, for $`W(w;x,t)`$, the pdf of the velocity difference $`w(x,z,t)=u(x+z,t)u(z,t)`$. It leads to an equation of the form

$$\begin{array}{ccc}\hfill W_t& =& wW_x2_{\mathrm{}}^w𝑑w^{}W_x(w^{};x,t)\hfill \\ & & +2[B_0B(x)]W_{ww}+H(w;x,t),\hfill \end{array}$$
(15)   
where, to $`O(x)`$, $`H`$ is given by

$$\begin{array}{ccc}\hfill H& =& \rho \left[wS(w;t)+s\delta (w)\right]\hfill \\ & +& 2\rho _{\mathrm{}}^w𝑑w^{}S(w^{};t)2\rho \theta (w)+O(x).\hfill \end{array}$$
(16)   
Here $`\theta (w)`$ is the Heaviside function and $`S(s;t)=𝑑\overline{u}T(\overline{u},s;t)`$ is the conditional pdf of $`s(y,t)`$. By direct substitution it may be shown that the solution of (15) is, to $`O(x^2)`$,

$$W(1\rho x)\frac{1}{x}Q(\frac{w}{x};t)+\rho xS(w;t)+O(x^2).$$
(17)   
The first term in this expression contains $`Q(\xi ;t)`$, the pdf of the non-singular part of the velocity gradient, to be considered below (see (20)). This term accounts for those realizations of the flow where there is no shock in between $`z`$ and $`x+z`$ (an event of probability $`1\rho x+O(x^2)`$). This term also leads to the consistency constraint that $`lim_{x0}W=\delta (w)`$ (using $`lim_{x0}Q(w/x;t)/x=\delta (w)`$). The next term in (17), $`\rho xS(w;t)`$, accounts for the realizations of the flow where there is a shock in between $`z`$ and $`x+z`$ (an event of probability $`\rho x+O(x^2)`$). Equation (17) can be used to compute the structure functions, $`|w|^a=𝑑w|w|^aW`$. To leading order this gives

$$|w|^a\{\begin{array}{cc}x^a|\xi |^a+O(x)\hfill & \text{if}0a<1,\hfill \\ x\rho |s|^a+O(x^{1+a})\hfill & \text{if}1<a,\hfill \end{array}$$
(18)   
where $`|\xi |^a=𝑑\xi |\xi |^aQ`$. Using $`\rho |s|^3=12B_0`$, we get Kolmogorov’s relation for $`a=3`$

$$|w|^312xB_0.$$
(19)   
We now go back to the velocity gradient. Observe first that, in the limit $`\nu 0`$, the velocity gradient can be written as

$$u_x(x,t)=\xi (x,t)+\underset{j}{}s(y_j)\delta (xy_j),$$
(20)   
where the $`y_j`$’s are the locations of the shocks, $`\xi `$ is the non-singular part of $`u_x`$. Assuming homogeneity, a direct consequence of (20) is

$$u_x=\xi +\rho s=0.$$
(21)   
Unlike the viscous case where $`\xi =u_x`$, hence $`\xi =0`$, we have in the inviscid limit $`\xi =\rho s0.`$ Note also that the inviscid limit of the solutions of (3) converge to the pdf of $`\xi `$ only, which is still going to be denoted by $`Q`$.

To evaluate $`F`$, there are two ways to proceed. One is to rewrite (15) in terms of the pdf of $`(u(x+z,t)u(z,t))/x`$ and take the limit as $`x`$ goes to zero. This is the approach taken in . The other is to evaluate (4) directly. The two approaches amount to different orders of taking the limit $`x0,\nu 0`$, and give the same result. Hence the two limiting processes commute. We will take the second approach and evaluate (4) using the same basic idea as above. Here, however, we have to proceed more carefully with the shock layer analysis. Differentiation of (9) gives

$$\xi _{\text{in}}(x,t)=\frac{s^2}{8\nu }\mathrm{sech}^2\left(\frac{s(xy)}{4\nu }\right)+O(1).$$
(22)   
While the next order term in (9) was negligible in the limit $`\nu 0`$, the $`O(1)`$ contribution to $`\xi _{\text{in}}(x,t)`$ actually dominates the $`O(\nu ^1)`$ contribution at the border of the shock layer because the latter falls exponentially fast as the outer region is approached, whereas the former tends to constants, say, $`\xi _\pm `$. In particular, the matching between $`\xi _{\text{out}}(x,t)`$ and $`\xi _{\text{in}}(x,t)`$ involves the $`O(1)`$ terms. To see how matching takes place, differentiating the expression for $`u_{\text{in}}`$, we have $`\xi _{\text{in}}=\nu ^1v_{0}^{}{}_{z}{}^{}+v_{1}^{}{}_{z}{}^{}+O(\nu )`$. The matching condition between $`\xi _{\text{in}}`$ and $`\xi _{\text{out}}`$ reads

$$\underset{z\pm \mathrm{}}{lim}v_{1}^{}{}_{z}{}^{}=\underset{xy0^\pm }{lim}\xi _{\text{out}}\xi _\pm .$$
(23)   
The equation for $`v_1`$ is

$$v_{0}^{}{}_{t}{}^{}+(v_0\overline{u})v_{1}^{}{}_{z}{}^{}+v_1v_{0}^{}{}_{z}{}^{}=v_{1}^{}{}_{zz}{}^{}+f_x,$$
(24)   
and, from the above argument, the only information we really need about $`v_1`$ is its values at the boundaries $`z\pm \mathrm{}`$. Since $`v_{0}^{}{}_{z}{}^{}`$ falls exponentially fast for large $`|z|`$, (24) reduces to

$$\overline{u}_t\pm \frac{s_t}{2}\pm \frac{s}{2}v_{1}^{}{}_{z}{}^{}=v_{1}^{}{}_{zz}{}^{}+f_x,z\pm \mathrm{},$$
(25)   
where we used the asymptotic values of $`v_0`$. Thus, as $`z\pm \mathrm{}`$,

$$v_1\frac{2\overline{u}_t}{s}z\frac{s_t}{s}z\pm \frac{2f_x}{s}z+c_1^\pm +c_2^\pm \mathrm{e}^{\pm sz/2}.$$
(26)   
Notice that the exponential terms are irrelevant in these expression since $`s0`$. Equation (26) implies

$$\underset{z\pm \mathrm{}}{lim}v_{1}^{}{}_{z}{}^{}=\frac{2\overline{u}_t}{s}\frac{s_t}{s}\pm \frac{2f_x}{s}=\xi _\pm ,$$
(27)   
where the last equality is just the definition of $`\xi _\pm `$. Note that (27) can be rewritten as

$$s_t=\frac{s}{2}\left(\xi _{}+\xi _+\right),\overline{u}_t=\frac{s}{4}\left(\xi _{}\xi _+\right)+f_x.$$
(28)   
In the limit $`\nu 0`$ these are the equations of motion along the shock.

We can now evaluate the viscous contribution using

$$\nu \xi _{xx}|\xi Q=\nu \underset{L\mathrm{}}{lim}\frac{1}{2L}_L^L𝑑x\xi _{xx}\delta [\xi \xi (x,t)].$$
(29)   
The calculation is similar to the one for the velocity and eventually leads to

$$F(\xi ;t)=\frac{\rho }{2}𝑑ss\left[V_{}(\xi ,s;t)+V_+(\xi ,s;t)\right],$$
(30)   
where $`V_\pm (\xi ,s;t)`$ are the conditional pdf’s of $`\xi _\pm (y,t)`$ and $`s(y,t)`$. The appearance of $`\xi _\pm `$ in (30) is of course a direct result of the $`O(1)`$ term in (22).

We now use (30) in (3) and analyze some consequences of

$$Q_t=\xi Q+\left(\xi ^2Q\right)_\xi +B_1Q_{\xi \xi }+F(\xi ;t).$$
(31)   
Taking the first moment of (31) leads to

$$\xi _t=\left[\xi ^3Q\right]_{\mathrm{}}^+\mathrm{}+\frac{\rho }{2}\left[s\xi _{}+s\xi _+\right],$$
(32)   
where we used $`𝑑\xi \xi F=\rho [s\xi _{}+s\xi _+]/2`$. On the other hand, averaging the first equation in (28) gives

$$\left(\rho s\right)_t=\frac{\rho }{2}\left[s\xi _{}+s\xi _+\right].$$
(33)   
This equation uses the fact that shocks are created at zero amplitude, and shock strengths add up at collision. These are consequences of the fact that the forcing is smooth in space . Since $`\xi _t=(\rho s)_t`$ from (21), the comparison between (32) and (33) tells us that the boundary term in (32) must be zero. Since $`Q0`$, $`\xi ^3Q`$ has different sign for large positive and large negative values of $`\xi `$. Therefore we must have $`lim_{\xi +\mathrm{}}\xi ^3Q=0`$ and $`lim_\xi \mathrm{}\xi ^3Q=0`$. This proves that $`Q`$ goes to zero faster than $`|\xi |^3`$ as $`\xi \mathrm{}`$ and $`\xi +\mathrm{}`$.

The analysis can be carried out one step further for the stationary case ($`Q_t=0`$). In this case, treating (31) as an inhomogeneous second order ordinary differential equation, we can write its general solution as $`Q=C_1Q_1+C_2Q_2+Q_3`$, where $`C_1`$ and $`C_2`$ are constants, $`Q_1`$ and $`Q_2`$ are two linearly independent solutions of the homogeneous equation associated with (31), and $`Q_3`$ is some particular solution of this equation. One such particular solution is

$$Q_3=_{\mathrm{}}^\xi 𝑑\xi ^{}\frac{\xi ^{}F(\xi ^{})}{B_1}\frac{\xi \mathrm{e}^\mathrm{\Lambda }}{B_1}_{\mathrm{}}^\xi 𝑑\xi ^{}\mathrm{e}^\mathrm{\Lambda }^{}G(\xi ^{}),$$
(34)   
where $`\mathrm{\Lambda }=\xi ^3/(3B_1)`$ and

$$G(\xi )=F(\xi )+\xi _{\mathrm{}}^\xi 𝑑\xi ^{}\frac{\xi ^{}F(\xi ^{})}{B_1}.$$
(35)   
With this particular solution, it can be shown (see  for details) that the realizability constraints imply that $`C_1=C_2=0`$, i.e. the only non-negative, integrable solution is $`Q=Q_3`$. Furthermore, in order that $`Q`$ actually be non-negative, $`F`$ must satisfy

$$0FC\xi ^2\mathrm{e}^{\xi ^3/(3B_1)}\mathrm{as}\xi +\mathrm{},$$
(36)   
for some constant $`C<0`$. Substituting into (34), we get

$$Q\{\begin{array}{cc}C_{}|\xi |^3_{\mathrm{}}^\xi 𝑑\xi ^{}\xi ^{}F(\xi ^{})\hfill & \mathrm{as}\xi \mathrm{},\hfill \\ C_+\xi \mathrm{e}^{\xi ^3/(3B_1)}\hfill & \mathrm{as}\xi +\mathrm{},\hfill \end{array}$$
(37)   
which confirms the result $`QC_{}|\xi |^\alpha `$ with $`\alpha >3`$ as $`\xi \mathrm{}`$, and gives $`\beta =1`$.

The actual value of the exponent $`\alpha `$ depends on the asymptotic behavior of $`F`$. The latter can be obtained from further considerations on the dynamics of the shock (28). This is rather involved and will be left to . The result gives $`\alpha =7/2`$ which confirms the prediction of . Here we will restrict ourselves to an interpretation of the current approach in terms of the geometric picture. Observe that the largest values of $`\xi _\pm `$ are achieved just after the shock formation. Assume that a shock is created at time $`t=0`$, position $`x=0`$, and with velocity $`u=0`$. Then, locally

$$x=utau^3+\mathrm{}.$$
(38)   
It follows that for $`t1`$ the solutions of $`0=utau^3`$, $`u_\pm `$, behave as

$$u_\pm =\sqrt{\frac{t}{a}}s=2\sqrt{\frac{t}{a}},$$
(39)   
and $`\xi _\pm `$, solutions of $`1=\xi t3au^2\xi `$, behave as

$$\xi _\pm =\frac{1}{2t}.$$
(40)   
Assuming that these give the dominant contribution to $`F(\xi )`$ for large negative values of $`\xi `$, the asymptotic form of $`F`$ is

$$FC_0^{\mathrm{}}𝑑ts(t)\left\{\delta [\xi \xi _{}(t)]+\delta [\xi \xi _+(t)]\right\},$$
(41)   
where $`C`$ is some constant related to the statistics of the shock life-time and $`a`$, and $`s(t)`$, $`\xi _\pm (t)`$ are given by (39), (40). The evaluation of (41) gives $`FC|\xi |^{5/2}`$, and, hence,

$$QC_{}|\xi |^{7/2}\mathrm{as}\xi \mathrm{}.$$
(42)   
Even though this argument gives only a lower bound for $`F`$ at large negative values of $`\xi `$, further arguments presented in  indicate that this lower bound is actually sharp.

We thank Bob Kraichnan and Stas Boldyrev for stimulating discussions. The work of W. E is supported by a Presidential Faculty Fellowship from the National Science Foundation. The work of E. V. E. is supported by U.S. Department of Energy Grant No. DE-FG02-86ER-53223.