95-403 Timo Seppalainen

A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences (127K, AMS-TeX) Sep 1, 95

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Abstract. We introduce an interacting random process related to Ulam's problem, or finding the limit of the normalized longest increasing subsequence of a random permutation. The process describes the evolution of a configuration of sticks on the sites of the one-dimensional integer lattice. Our main result is a hydrodynamic scaling limit: The empirical stick profile converges to a weak solution of the inviscid Burgers equation under a scaling of lattice space and time. The stick process is an alternative view of Hammersley's particle system recently used by Aldous and Diaconis to give a new solution to Ulam's problem. Along the way to the scaling limit we also produce a solution to this question. The heart of the proof is that individual paths of the stochastic process evolve under a semigroup action which under the scaling turns into the corresponding action for the Burgers equation. This semigroup action for nonlinear scalar conservation laws in one space variable is developed in a separate appendix, where we give an existence result and a uniqueness criterion for solutions of such equations with initial data given by a Radon measure.

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