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In this lecture notes we present the equations and the physics involved in the dynamic of incompressible fluids. We present the mathematical techniques needed in order to prove the existence and uniqueness result for the case where we…

History and Overview · Mathematics 2011-05-31 Rafael Granero Belinchon , Jose Manuel Moreno Valderrama

Thermodynamically consistent fractional Burgers constitutive models for viscoelastic media, divided into two classes according to model behavior in stress relaxation and creep tests near the initial time instant, are coupled with the…

Classical Physics · Physics 2019-12-03 Ljubica Oparnica , Dušan Zorica , Aleksandar Okuka

We consider the averaging principle for stochastic reaction-diffusion equations. Under some assumptions providing existence of a unique invariant measure of the fast motion with the frozen slow component, we calculate limiting slow motion.…

Probability · Mathematics 2008-05-05 Sandra Cerrai , Mark Freidlin

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

Since Kolmogorov's theory, turbulence has been studied using various methods, many of which could be now be understood in a probabilistic framework. Herein, a comprehensive review of the advances made on stochastic theory of turbulence…

Fluid Dynamics · Physics 2022-11-24 Ali Poursina , Ali Pourjamal , Ali Bozorg

We prove that the stochastic Burgers equation on $\mathbf{R}^{d}$, $d<4$, forced by gradient noise that is white in time and smooth in space, admits spacetime-stationary solutions. These solutions are thus the gradients of solutions to the…

Probability · Mathematics 2021-04-28 Alexander Dunlap

A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…

Probability · Mathematics 2016-06-24 Marc Arnaudon , Laurent Miclo

We introduce a new technique for studying well posedness and energy estimates for evolution equations with a rough transport term. The technique is based on finding suitable space-time weight functions for the equations at hand. As an…

Probability · Mathematics 2020-01-13 Antoine Hocquet , Torstein Nilssen , Wilhelm Stannat

In our contribution we study stochastic models in one space dimension with two conservation laws. One model is the coupled continuum stochastic Burgers equation, for which each current is a sum of quadratic non-linearities, linear…

Statistical Mechanics · Physics 2024-01-15 Dipankar Roy , Abhishek Dhar , Konstantin Khanin , Manas Kulkarni , Herbert Spohn

In this article we establish strong convergence rates on the whole probability space for explicit full-discrete approximations of stochastic Burgers equations with multiplicative trace-class noise. The key step in our proof is to establish…

Probability · Mathematics 2022-11-01 Martin Hutzenthaler , Robert Link

Analytic solutions for Burgers equations with source terms, possibly stiff, represent an important element to assess numerical schemes. Here we present a procedure, based on the characteristic technique to obtain analytic solutions for…

Analysis of PDEs · Mathematics 2015-04-01 Gino I. Montecinos

We present a new approach to determine the small-scale statistical behavior of hydrodynamic turbulence by means of lattice simulations. Using the functional integral representation of the random-force-driven Burgers equation we show that…

Chaotic Dynamics · Physics 2011-11-10 David Mesterházy , Karl Jansen

We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…

Probability · Mathematics 2016-06-02 Martin Hairer , Jan Maas , Hendrik Weber

Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the…

Numerical Analysis · Mathematics 2021-11-02 Dirk Blömker , Arnulf Jentzen

We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber

The instanton solution for the forced Burgers equation is found. This solution describes the exponential tail of the probability distribution function of velocity differences in the region where shock waves are absent. The results agree…

High Energy Physics - Theory · Physics 2009-10-28 V. Gurarie , A. Migdal

We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…

Probability · Mathematics 2015-06-17 Patricia Gonçalves , Milton Jara

Traditional finite element approaches are well-known to introduce spurious oscillations when applied to advection-dominated problems. We explore alleviation of this issue from the perspective of a generalized finite element formulation,…

Numerical Analysis · Mathematics 2021-10-04 Troy Shilt , Patrick O'Hara , Jack J. McNamara

We prove that in dimension $d\le 3$ a modified density field of a stirring dynamics perturbed by a voter model converges to the stochastic heat equation.

Probability · Mathematics 2020-08-10 Milton Jara , Claudio Landim

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Probability · Mathematics 2025-08-04 Yi Han
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