Weakly coupled heat bath models for Gibbs-like invariant states in nonlinear wave equations

textabstractThermal bath coupling mechanisms as utilized in molecular dynamics are applied to partial differential equation models. Working from a semi-discrete (Fourier mode) formulation for the Burgers–Hopf or Korteweg–de Vries equation, we introduce auxiliary variables and stochastic perturbations in order to drive the system to sample a target ensemble which may be a Gibbs state or, more generally, any smooth distribution defined on a constraint manifold. We examine the ergodicity of approaches based on coupling of the heat bath to the high wave numbers, with the goal of controlling the ensemble through the fast modes. We also examine different thermostat methods in the extent to which dynamical properties are corrupted in order to accurately compute the average of a desired observable with respect to the invariant distribution. The principal observation of this paper is that convergence to the invariant distribution can be achieved by thermostatting just the highest wave number, while the evolution of the slowest modes is little affected by such a thermostat