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Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their…

概率论 · 数学 2016-05-20 Martin Hairer , Konstantin Matetski

In this book we establish under suitable assumptions the uniqueness and existence of viscosity solutions of Kolmogorov backward equations for stochastic partial differential equations (SPDEs). In addition, we show that this solution is the…

概率论 · 数学 2022-04-12 Martin Hutzenthaler , Robert Link

Our simple but useful technique is using an integration by parts to split the stochastic convolution into two terms. We develop five applications for this technique. The first one is getting a uniform estimate of stochastic convolution of…

概率论 · 数学 2012-01-24 Lihu Xu

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

概率论 · 数学 2025-04-28 Benjamin Fehrman

One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…

概率论 · 数学 2018-02-22 Viorel Barbu , Michael Röckner

This study considers the problem of the extreme behavior exhibited by solutions to Burgers equation subject to stochastic forcing. More specifically, we are interested in the maximum growth achieved by the "enstrophy" (the Sobolev $H^1$…

流体动力学 · 物理学 2018-01-17 Diogo Poças , Bartosz Protas

Bopp-Podolsky electrodynamics is generalized to curved space-times. The equations of motion are written for the case of static spherically symmetric black holes and their exterior solutions are analyzed using Bekenstein's method. It is…

广义相对论与量子宇宙学 · 物理学 2018-02-07 R. R. Cuzinatto , C. A. M. de Melo , L. G. Medeiros , B. M. Pimentel , P. J. Pompeia

We study fine global properties of nonnegative solutions to the Cauchy Problem for the fast $p$-Laplacian evolution equation $u_t=\Delta_p u$ on the whole Euclidean space, in the so-called "good fast diffusion range" $\tfrac{2N}{N+1}<p<2$.…

偏微分方程分析 · 数学 2021-03-08 Matteo Bonforte , Nikita Simonov , Diana Stan

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…

偏微分方程分析 · 数学 2019-11-13 Yuri Gliklikh , Evelina Shamarova

Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…

偏微分方程分析 · 数学 2026-02-24 Victor Armegioiu

Upon its inception the theory of regularity structures allowed for the treatment for many semilinear perturbations of the stochastic heat equation driven by space-time white noise. When the driving noise is non-Gaussian the machinery of…

概率论 · 数学 2017-07-25 Ajay Chandra , Hao Shen

We show how to adapt the ideas of local energy and momentum conservation in order to derive modifications to the Gross-Pitaevskii equation which can be used phenomenologically to describe irreversible effects in a Bose-Einstein condensate.…

凝聚态物理 · 物理学 2007-05-23 C. W. Gardiner J. R. Anglin , T. I. A. Fudge

In this paper, global well-posedness of the non-Markovian Unruh-Zurek and Hu-Paz-Zhang master equations with nonlinear electrostatic coupling is demonstrated. They both consist of a Wigner-Poisson like equation subjected to a dissipative…

偏微分方程分析 · 数学 2018-12-03 Miguel A. Alejo , José Luis López

We study the KPZ equation with a $1+1-$dimensional spacetime white noise, started at equilibrium, and give a different proof of the main result of \cite{bqs}, i.e., the variance of the solution at time $t$ is of order $t^{2/3}$. Instead of…

概率论 · 数学 2022-10-27 Yu Gu , Tomasz Komorowski

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

The Stochastic Burgers equation was introduced in [H. van Beijeren, R. Kutner and H. Spohn, Excess noise for driven diffusive systems, PRL, 1985] as a continuous approximation of the fluctuations of the asymmetric simple exclusion process.…

概率论 · 数学 2024-12-03 Damiano De Gaspari , Levi Haunschmid-Sibitz

We study generalized variants of the Burgers equation and the KdV equation on the circle. The main goal of the paper is to show that both extensions can be recast as geodesic equations on a suitable diffeomorphism group of the circle and…

偏微分方程分析 · 数学 2012-04-12 Martin Kohlmann

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 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 consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

概率论 · 数学 2008-05-06 Mohammud Foondun , Davar Khoshnevisan