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The purpose of this article is to derive the crossover from the Ornstein-Uhlenbeck process to energy solutions of the stochastic Burgers equation with characteristic operators given in terms of fractional operators, such as the regional…

Probability · Mathematics 2024-12-16 Pedro Cardoso , Patrícia Gonçalves

Generalized polynomial chaos (gPC) method has been extensively used in uncertainty quantification problems where equations contain random variables. For gPC to achieve high accuracy, PDE solutions need to have high regularity in the random…

Numerical Analysis · Mathematics 2020-09-30 Qin Li , Jian-Guo Liu , Ruiwen Shu

We study the stochastic Burgers equation driven by an additive Hermite sheet of order $q \ge 1$. The equation is formulated in the mild sense using the heat semigroup, and existence and uniqueness of solutions are established via a…

Probability · Mathematics 2026-05-25 Atef Lechiheb

We obtain Lipschitz regularity results for a fairly general class of nonlinear first-order PDEs. These equations arise from the inner variation of certain energy integrals. Even in the simplest model case of the Dirichlet energy the…

Analysis of PDEs · Mathematics 2019-12-19 Tadeusz Iwaniec , Leonid V. Kovalev , Jani Onninen

The Stochastic Burgers Equation (SBE) is a singular, non-linear Stochastic Partial Differential Equation (SPDE) that describes, on mesoscopic scales, the fluctuations of stochastic driven diffusive systems with a conserved scalar quantity.…

Probability · Mathematics 2025-01-10 Giuseppe Cannizzaro , Quentin Moulard , Fabio Toninelli

The Kardar-Parisi-Zhang (KPZ) equation is conjectured to universally describe the fluctuations of weakly asymmetric interface growth. Here we provide the first intrinsic well-posedness result for the KPZ equation on the real line by showing…

Probability · Mathematics 2016-08-09 M. Gubinelli , N. Perkowski

This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…

Probability · Mathematics 2026-02-17 Robert C. Dalang , Marta Sanz-Solé

We consider a class of nearest-neighbor weakly asymmetric mass conservative particle systems evolving on $\mathbb{Z}$, which includes zero-range and types of exclusion processes, starting from a perturbation of a stationary state. When the…

Probability · Mathematics 2016-08-14 Patrícia Gonçalves , Milton Jara , Sunder Sethuraman

We analyze the propagation of Lipschitz continuity of solutions to various linear and nonlinear drift-diffusion systems, with and without incompressibility constraints. Diffusion is assumed to be either fractional or classical. Such…

Analysis of PDEs · Mathematics 2021-05-14 Hussain Ibdah

We introduce the notion of energy solutions of the KPZ equation. Under minimal assumptions, we prove that the density fluctuations of one-dimensional, weakly asymmetric, conservative particle systems with respect to the stationary states…

Probability · Mathematics 2010-03-24 Patricia Goncalves , Milton Jara

We give a construction allowing to construct local renormalised solutions to general quasilinear stochastic PDEs within the theory of regularity structures, thus greatly generalising the recent results of [BDH16,FG16,OW16]. Loosely…

Analysis of PDEs · Mathematics 2019-02-22 Máté Gerencsér , Martin Hairer

In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing…

Mathematical Physics · Physics 2018-03-14 Yuri Bakhtin , Konstantin Khanin

This paper studies forward and backward versions of random Burgers equation (RBE) with stochastic coefficients. Firstly, the celebrated Cole-Hopf transformation reduces the forward RBE to a forward random heat equation (RHE) that can be…

In the first part of this paper, we prove the global regularity, in an adequate parabolic Bessel-Potential space and then in the corresponding parabolic fractional Sobolev space, of the unique solution to following fractional heat equation…

Analysis of PDEs · Mathematics 2025-06-10 Boumediene Abdellaoui , Somia Atmani , Kheireddine Biroud , El-Haj Laamri

We construct space-time stationary solutions of the 1D Burgers equation with random forcing in the absence of periodicity or any other compactness assumptions. More precisely, for the forcing given by a homogeneous Poissonian point field in…

Probability · Mathematics 2014-11-17 Yuri Bakhtin , Eric Cator , Konstantin Khanin

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

Statistics Theory · Mathematics 2018-07-30 Ricardo Carrizo Vergara , Denis Allard , Nicolas Desassis

We construct deterministic particle solutions for linear and fast diffusion equations using a nonlocal approximation. We exploit the $2$-Wasserstein gradient flow structure of the equations in order to obtain the nonlocal approximating PDEs…

Analysis of PDEs · Mathematics 2024-08-06 José Antonio Carrillo , Antonio Esposito , Jakub Skrzeczkowski , Jeremy Sheung-Him Wu

We study the global behavior of solutions to the nonlinear generalized Hartree equation, where the nonlinearity is of the non-local type and is expressed as a convolution, $$ i u_t + \Delta u + (|x|^{-(N-\gamma)} \ast |u|^p)|u|^{p-2}u=0,…

Analysis of PDEs · Mathematics 2020-01-14 Anudeep Kumar Arora , Svetlana Roudenko

We analyze the relationship between the lowest energy configurations of an infinite harmonic chain of particles in a periodic potential and the evolution of characteristics in a periodically-forced inviscid Burgers equation. The shock…

Statistical Mechanics · Physics 2010-07-01 Muhittin Mungan , Cem Yolcu

The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is ill-posed because the nonlinearity is marginally defined with respect to the roughness of the forcing noise. However, its Cole-Hopf solution,…

Probability · Mathematics 2014-07-29 Tadahisa Funaki , Jeremy Quastel