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Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their…

Probability · Mathematics 2016-05-20 Martin Hairer , Konstantin Matetski

In this book we establish under suitable assumptions the uniqueness and existence of viscosity solutions of Kolmogorov backward equations for stochastic partial differential equations (SPDEs). In addition, we show that this solution is the…

Probability · Mathematics 2022-04-12 Martin Hutzenthaler , Robert Link

Our simple but useful technique is using an integration by parts to split the stochastic convolution into two terms. We develop five applications for this technique. The first one is getting a uniform estimate of stochastic convolution of…

Probability · Mathematics 2012-01-24 Lihu Xu

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

Probability · Mathematics 2025-04-28 Benjamin Fehrman

One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…

Probability · Mathematics 2018-02-22 Viorel Barbu , Michael Röckner

This study considers the problem of the extreme behavior exhibited by solutions to Burgers equation subject to stochastic forcing. More specifically, we are interested in the maximum growth achieved by the "enstrophy" (the Sobolev $H^1$…

Fluid Dynamics · Physics 2018-01-17 Diogo Poças , Bartosz Protas

Bopp-Podolsky electrodynamics is generalized to curved space-times. The equations of motion are written for the case of static spherically symmetric black holes and their exterior solutions are analyzed using Bekenstein's method. It is…

General Relativity and Quantum Cosmology · Physics 2018-02-07 R. R. Cuzinatto , C. A. M. de Melo , L. G. Medeiros , B. M. Pimentel , P. J. Pompeia

We study fine global properties of nonnegative solutions to the Cauchy Problem for the fast $p$-Laplacian evolution equation $u_t=\Delta_p u$ on the whole Euclidean space, in the so-called "good fast diffusion range" $\tfrac{2N}{N+1}<p<2$.…

Analysis of PDEs · Mathematics 2021-03-08 Matteo Bonforte , Nikita Simonov , Diana Stan

We prove the existence and uniqueness of a classical solution to a multidimensional non-potential stochastic Burgers equation with H\"older continuous initial data. Our motivation is the adhesion model in the theory of formation of the…

Analysis of PDEs · Mathematics 2019-11-13 Yuri Gliklikh , Evelina Shamarova

Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…

Analysis of PDEs · Mathematics 2026-02-24 Victor Armegioiu

Upon its inception the theory of regularity structures allowed for the treatment for many semilinear perturbations of the stochastic heat equation driven by space-time white noise. When the driving noise is non-Gaussian the machinery of…

Probability · Mathematics 2017-07-25 Ajay Chandra , Hao Shen

We show how to adapt the ideas of local energy and momentum conservation in order to derive modifications to the Gross-Pitaevskii equation which can be used phenomenologically to describe irreversible effects in a Bose-Einstein condensate.…

Condensed Matter · Physics 2007-05-23 C. W. Gardiner J. R. Anglin , T. I. A. Fudge

In this paper, global well-posedness of the non-Markovian Unruh-Zurek and Hu-Paz-Zhang master equations with nonlinear electrostatic coupling is demonstrated. They both consist of a Wigner-Poisson like equation subjected to a dissipative…

Analysis of PDEs · Mathematics 2018-12-03 Miguel A. Alejo , José Luis López

We study the KPZ equation with a $1+1-$dimensional spacetime white noise, started at equilibrium, and give a different proof of the main result of \cite{bqs}, i.e., the variance of the solution at time $t$ is of order $t^{2/3}$. Instead of…

Probability · Mathematics 2022-10-27 Yu Gu , Tomasz Komorowski

In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the…

Numerical Analysis · Mathematics 2020-06-04 Arnulf Jentzen , Diyora Salimova , Timo Welti

The Stochastic Burgers equation was introduced in [H. van Beijeren, R. Kutner and H. Spohn, Excess noise for driven diffusive systems, PRL, 1985] as a continuous approximation of the fluctuations of the asymmetric simple exclusion process.…

Probability · Mathematics 2024-12-03 Damiano De Gaspari , Levi Haunschmid-Sibitz

We study generalized variants of the Burgers equation and the KdV equation on the circle. The main goal of the paper is to show that both extensions can be recast as geodesic equations on a suitable diffeomorphism group of the circle and…

Analysis of PDEs · Mathematics 2012-04-12 Martin Kohlmann

We deal with a class of semilinear SPDEs driven by space-time white noise that includes the one dimensional stochastic Burgers equation. Such equations can have nonlocal and quadratic nonlinearities. We consider the problem of estimation of…

Statistics Theory · Mathematics 2025-10-31 Josef Janák , Enrico Priola

We study a generalized 1d periodic SPDE of Burgers type: $$ \partial_t u =- A^\theta u + \partial_x u^2 + A^{\theta/2} \xi $$ where $\theta > 1/2$, $-A$ is the 1d Laplacian, $\xi$ is a space-time white noise and the initial condition $u_0$…

Probability · Mathematics 2013-04-10 M. Gubinelli , M. Jara

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

Probability · Mathematics 2008-05-06 Mohammud Foondun , Davar Khoshnevisan
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