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In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

概率论 · 数学 2021-06-08 Longjie Xie , Li Yang

For the problem of Burgers turbulence with random gaussian forcing a similarity functional solution of Hopf equation is presented and compared with scaling arguments and replica Bethe-anzatz treatments. The corresponding field theory is…

凝聚态物理 · 物理学 2007-05-23 Sergei E. Esipov

The phenomenon of steady streaming, or acoustic streaming, is an important physical phenomenon studied extensively in the literature. Its mathematical formulation involves the Navier-Stokes equations, thus due to the complexity of these…

可精确求解与可积系统 · 物理学 2015-06-26 A. S. Fokas , J. T. Stuart

A study is presented on the convergence of the computation of coupled advection-diffusion-reaction equations. In the computation, the equations with different coefficients and even types are assigned in two subdomains, and Schwarz iteration…

数值分析 · 数学 2021-04-06 W. B. Dong , H. S. Tang , Y. J. Liu

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…

概率论 · 数学 2024-12-20 Sara Mazzonetto , Diyora Salimova

When a gas of particles interacts with much a larger reservoir the density dynamics on large scales is typically governed by diffusion. We study this paradigmatic problem for weakly coupled integrable systems and show that this picture gets…

统计力学 · 物理学 2026-01-13 Paweł Lisiak , Maciej Łebek , Miłosz Panfil

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…

数值分析 · 数学 2021-11-02 Dirk Blömker , Arnulf Jentzen

This work is devoted to investigating stochastic turbulence for the fluid flow in one-dimensional viscous Burgers equation perturbed by L\'evy space-time white noise with the periodic boundary condition. We rigorously discuss the regularity…

概率论 · 数学 2021-06-08 Shenglan Yuan , Dirk Blömker , Jinqiao Duan

Burgers equation is one of the simplest nonlinear partial differential equations-it combines the basic processes of diffusion and nonlinear steepening. In some applications it is appropriate for the diffusion coefficient to be a…

数学物理 · 物理学 2007-05-23 Zhenquan Li , A. J. Roberts

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…

概率论 · 数学 2016-06-02 Martin Hairer , Jan Maas , Hendrik Weber

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…

动力系统 · 数学 2025-01-22 Zhenxin Liu , Zhiyuan Shi

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…

概率论 · 数学 2021-04-28 Alexander Dunlap

We analyze the score field of a diffusion generative model through a Burgers-type evolution law. For VE diffusion, the heat-evolved data density implies that the score obeys viscous Burgers in one dimension and the corresponding…

统计力学 · 物理学 2026-04-10 Krisanu Sarkar

We consider the one-dimensional Burgers equation randomly stirred at large scales by a Gaussian short-time correlated force. Using the method of dissipative anomalies, we obtain velocity and velocity-difference probability density functions…

混沌动力学 · 物理学 2007-05-23 S. Boldyrev , T. Linde , A. Polyakov

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…

统计理论 · 数学 2025-10-31 Josef Janák , Enrico Priola

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…

动力系统 · 数学 2025-06-10 Zhenxin Liu , Zhiyuan Shi

We revisit the one-dimensional Burgers equation in the inviscid limit for white-noise initial velocity. We derive the probability distributions of velocity and Lagrangian increments, measured on intervals of any length $x$. This also gives…

统计力学 · 物理学 2009-12-03 P. Valageas

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…

概率论 · 数学 2021-12-14 Hongge Yue , Yong Xu , Ruifang Wang , Zhe Jiao

We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…

计算物理 · 物理学 2019-12-18 Elliot J. Carr

In this article we study the numerical approximation of a variable coefficient fractional diffusion equation. Using a change of variable, the variable coefficient fractional diffusion equation is transformed into a constant coefficient…

数值分析 · 数学 2019-02-28 Xiangcheng Zheng , V. J. Ervin , Hong Wang