English

A Markov jump process approximation of the stochastic Burgers equation

Dynamical Systems 2007-05-23 v1 Probability

Abstract

We consider the stochastic Burgers equation \dnachdtψ(t,r)=Δψ(t,r)+ψ2(t,r)+γψ(t,r)η(t,r) \dnachd{t} \psi(t,r) = \Delta \psi(t,r) + \nabla \psi^2(t,r)+\sqrt{\gamma\psi(t,r)} \eta(t,r) with periodic boundary conditions, where t0,t \ge 0, r[0,1],r \in [0,1], and η\eta is some space-time white noise. A certain Markov jump process is constructed to approximate a solution of this equation.}

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Cite

@article{arxiv.math/0408323,
  title  = {A Markov jump process approximation of the stochastic Burgers equation},
  author = {Christoph Gugg and Jinqiao Duan},
  journal= {arXiv preprint arXiv:math/0408323},
  year   = {2007}
}

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