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We study the one-dimensional stochastic heat equation in the mild form driven by a general stochastic measure $\mu$, for $\mu$ we assume only $\sigma$-additivity in probability. The time averaging of the equation is considered, uniform a.…

Probability · Mathematics 2018-12-14 Vadym Radchenko

A stochastic heat equation on $[0,T]\times{\mathbb{R}}$ driven by a general stochastic measure $d\mu(t)$ is investigated in this paper. For the integrator $\mu$, we assume the $\sigma$-additivity in probability only. The existence,…

Probability · Mathematics 2015-03-19 Vadym Radchenko

Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for…

Probability · Mathematics 2024-07-23 Vadym Radchenko

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

We review the formulation of the stochastic Burgers equation as a martingale problem. One way of understanding the difficulty in making sense of the equation is to note that it is a stochastic PDE with distributional drift, so we first…

Probability · Mathematics 2017-01-26 Massimiliano Gubinelli , Nicolas Perkowski

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

For one-dimensional stochastic Burgers equation driven by Brownian motion and Poisson process, we study the $\psi$-uniformly exponential ergodicity with $\psi(x)=1+\|x\|$, the moderate deviation principle and the large deviation principle…

Probability · Mathematics 2020-02-04 Shulan Hu , Ran Wang

In this paper, we consider the averaging principle for one dimensional stochastic Burgers equation with slow and fast time-scales. Under some suitable conditions, we show that the slow component strongly converges to the solution of the…

Probability · Mathematics 2018-07-17 Zhao Dong , Xiaobin Sun , Hui Xiao , Jianliang Zhai

We consider the one-dimensional Burgers equation perturbed by a stochastic forcing, which is assumed to be white in time and localised and low-dimensional in space. We establish a mixing property for the Markov process associated with the…

Analysis of PDEs · Mathematics 2016-06-27 Armen Shirikyan

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

Numerical Analysis · Mathematics 2017-06-06 Guang-an Zou , Bo Wang

In this paper, we investigate the stochastic damped Burgers equation with multiplicative noise defined on the entire real line. We demonstrate the existence and uniqueness of a mild solution to the stochastic damped Burgers equation and…

Dynamical Systems · Mathematics 2025-06-10 Zhenxin Liu , Zhiyuan Shi

A moderate deviations principle for the law of a stochastic Burgers equation is proved via the weak convergence approach. In addition, some useful estimates toward a central limit theorem are established.

Probability · Mathematics 2020-01-17 Rachid Belfadli , Lahcen Boulanba , Mohamed Mellouk

We are concerned about the averaging principle for the stochastic Burgers equation with slow-fast time scale. This slow-fast system is driven by L\'{e}vy processes. Under some appropriate conditions, we show that the slow component of this…

Probability · Mathematics 2021-12-14 Hongge Yue , Yong Xu , Ruifang Wang , Zhe Jiao

For the one dimensional Burgers equation with a random and periodic forcing, it is well-known that there exists a family of invariant measures, each corresponding to a different average velocity. In this paper, we consider the coupled…

Probability · Mathematics 2025-03-11 Alexander Dunlap , Yu Gu

In this article we deal with one-dimensional inverse problems concerning the Burgers equation and some related nonlinear systems (involving heat effects and/or variable density). In these problems, the goal is to find the size of the…

Analysis of PDEs · Mathematics 2022-01-05 J. Apraiz , A. Doubova , E. Fernández-Cara , M. Yamamoto

We consider invariant measures for the stochastic Burgers equation on $\mathbb{R}$, forced by the derivative of a spacetime-homogeneous Gaussian noise that is white in time and smooth in space. An invariant measure is indecomposable, or…

Probability · Mathematics 2025-10-01 Alexander Dunlap , Cole Graham , Lenya Ryzhik

In this paper, we investigate the stochastic damped Burgers equation with multiplicative space-time white noise defined on the entire real line. We prove the existence and uniqueness of a mild solution of the stochastic damped Burgers…

Dynamical Systems · Mathematics 2025-01-22 Zhenxin Liu , Zhiyuan Shi

In this paper, we establish the existence and uniqueness of solutions to the two-dimensional Burgers equation using the framework of infinite-dimensional dynamical systems. The two-dimensional Burgers equation, which models the interplay…

Analysis of PDEs · Mathematics 2025-03-07 Xiang Zhang , Shuhan Xie , Yule Sun

We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely many variables. The equations are analyzed in spaces of sequentially weakly continuous functions weighted by proper…

Probability · Mathematics 2016-08-16 Michael Röckner , Zeev Sobol

We consider multidimensional stochastic Burgers equation on the torus $\mathbb{T}^d$ and the whole space $\Rd$. In both cases we show that for positive viscosity $\nu>0$ there exists a unique strong global solution in $L^p$ for $p>d$. In…

Mathematical Physics · Physics 2012-02-16 Zdzisław Brzeźniak , Ben Goldys , Misha Neklyudov
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