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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

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

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 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

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.…

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

We consider the one-dimensional Burgers' equation forced by fractional derivative of order $\frac{1}{2}$ applied on space-time white noise. Relying on the approaches of Anderson Hamiltonian from Allez and Chouk (2015, arXiv:1511.02718…

偏微分方程分析 · 数学 2025-03-04 Kazuo Yamazaki

In this article we investigate the spatial Sobolev regularity of mild solutions to stochastic Burgers equations with additive trace class noise. Our findings are based on a combination of suitable bootstrap-type arguments and a detailed…

概率论 · 数学 2021-11-02 Arnulf Jentzen , Felix Lindner , Primož Pušnik

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 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

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

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

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

概率论 · 数学 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

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…

数值分析 · 数学 2020-06-04 Arnulf Jentzen , Diyora Salimova , Timo Welti

We study the stochastic Burgers equation driven by a multiplicative Rosenblatt noise with Hurst parameter $H \in (1/2,1)$. Using a fixed-point argument in a Malliavin--Sobolev space that controls the solution and its first two Malliavin…

概率论 · 数学 2026-02-17 Atef Lechiheb

In this work, we use the spectral Galerkin method to prove the existence of a pathwise unique mild solution of a fractional stochastic partial differential equation of Burgers type in a H\"older space. We get the temporal regularity and…

偏微分方程分析 · 数学 2017-12-29 Zineb Arab , Latifa Debbi

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

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…

偏微分方程分析 · 数学 2021-12-14 Shiduo Qu , Wenlei Li , Shaoyun Shi

The present work deals with the global solvability as well as absolute continuity of the law of the solution to stochastic generalized Burgers-Huxley (SGBH) equation driven by multiplicative space-time white noise in a bounded interval of…

概率论 · 数学 2023-07-06 Ankit Kumar , Manil T. Mohan

We prove the existence and uniqueness of mild solution for the stochastic partial differential equation $$\left(\partial^\alpha - \textit{B} \right) u(t,x)= u(t,x) \cdot \dot{W}(t,x),$$ where $$\alpha \in (1/2, 1)\cup(1, 2);$$ $\textit{B}$…

概率论 · 数学 2016-05-09 Guannan Hu
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