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相关论文: Estimate for $P_tD$ for the stochastic Burgers equ…

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We consider a reaction--diffusion equation perturbed by noise (not necessarily white). We prove existence of the Fomin derivative of the corresponding transition semigroup $P_t$. The main tool is a new estimate for $P_tD\varphi$ in terms of…

概率论 · 数学 2015-02-27 Giuseppe Da Prato , Arnaud Debussche

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

概率论 · 数学 2018-12-12 Zhao Dong , Rangrang Zhang

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

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…

数值分析 · 数学 2017-06-06 Guang-an Zou , Bo Wang

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

概率论 · 数学 2017-09-21 Peter Lewis , David Nualart

We present the $L_p$-solvability for stochastic time fractional Burgers' equations driven by multiplicative space-time white noise: $$ \partial_t^\alpha u = a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^i u u_{x^i} +…

概率论 · 数学 2023-02-07 Beom-Seok Han

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 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…

概率论 · 数学 2025-10-01 Alexander Dunlap , Cole Graham , Lenya Ryzhik

We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers equation (FSBE) driven by fractional power of the Laplacian and space-time white noise. We show also that the transition measures of the…

概率论 · 数学 2011-06-13 Zdzisław Brzeźniak , Latifa Debbi , Ben Goldys

We introduce the uniqueness, existence, $L_p$-regularity, and maximal H\"older regularity of the solution to semilinear stochastic partial differential equation driven by a multiplicative space-time white noise: $$ u_t = au_{xx} + bu_{x} +…

概率论 · 数学 2022-05-24 Beom-Seok Han

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

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

概率论 · 数学 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

In this work, we consider the stochastic Burgers-Huxley equation perturbed by multiplicative Gaussian noise, and discuss about the global solvability results and asymptotic behavior of solutions. We show the existence of a global strong…

概率论 · 数学 2020-10-20 Manil T. Mohan

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

概率论 · 数学 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

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…

概率论 · 数学 2017-01-26 Massimiliano Gubinelli , Nicolas Perkowski

We establish upper bounds for the weak and strong error resulting from a perturbation of the noise driving the stochastic Burgers equation, where we assume the noise to be additive and of trace class and the initial value to be sufficiently…

概率论 · 数学 2026-03-20 Sonja Cox , Matas Urbonas

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 $u_0$…

概率论 · 数学 2013-04-10 M. Gubinelli , M. Jara

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

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…

概率论 · 数学 2013-09-20 Martin Hairer , Jochen Voss

In this paper we study the following Burgers equation du/dt + d/dx (u^2/2) = epsilon d^2u/dx^2 + f(x,t) where f(x,t)=dF/dx(x,t) is a random forcing function, which is periodic in x and white noise in t. We prove the existence and uniqueness…

偏微分方程分析 · 数学 2016-09-07 Weinan E , K. M. Khanin , A. E. Mazel , Ya. G. Sinai
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