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We consider the generalised Burgers equation $$ \frac{\partial u}{\partial t} + f'(u)\frac{\partial u}{\partial x} - \nu \frac{\partial^2 u}{\partial x^2}=0,\ t \geq 0,\ x \in S^1, $$ where $f$ is strongly convex and $\nu$ is small and…

偏微分方程分析 · 数学 2014-01-09 Alexandre Boritchev

Burgers' equation is a well-studied model in applied mathematics with connections to the Navier-Stokes equations in one spatial direction and traffic flow, for example. Following on from previous work, we analyse solutions to Burgers'…

We carry out the construction of some ill-posed multiplicative stochastic heat equations on unbounded domains. The two main equations our result covers are, on the one hand the parabolic Anderson model on $\mathbf{R}^3$, and on the other…

偏微分方程分析 · 数学 2018-03-30 Martin Hairer , Cyril Labbé

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

In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…

概率论 · 数学 2019-02-08 Le Chen , Jingyu Huang

In this note we consider stochastic heat equation with general additive Gaussian noise. Our aim is to derive some necessary and sufficient conditions on the Gaussian noise in order to solve the corresponding heat equation. We investigate…

概率论 · 数学 2018-03-22 Yaozhong Hu , Yanghui Liu , Samy Tindel

The paper addresses probabilistic aspects of the KPZ equation and stochastic Burgers equation by providing a solution theory that builds on the energy solution theory Goncalves-Jara '14, Gubinelli-Jara '13, Gubinelli-Perkowski '18,…

概率论 · 数学 2023-01-24 Kevin Yang

In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $H\in…

概率论 · 数学 2018-10-10 Luca M. Giordano , Maria Jolis , Lluís Quer-Sardanyons

We study a formulation of Burgers equation on the Sierpinski gasket, which is the prototype of a p.c.f. self-similar fractal. One possibility is to implement Burgers equation as a semilinear heat equation associated with the Laplacian for…

偏微分方程分析 · 数学 2017-12-18 Michael Hinz , Melissa Meinert

Solutions to finite-dimensional (all spatial Fourier modes set to zero beyond a finite wavenumber $K_G$), inviscid equations of hydrodynamics at long times are known to be at variance with those obtained for the original infinite…

流体动力学 · 物理学 2017-03-28 Divya Venkataraman , Samriddhi Sankar Ray

In this paper, we study a nonlinear one spatial dimensional stochastic heat equations driven by Gaussian noise: $\frac{\partial u }{\partial t}=\frac{\partial^2 u }{\partial x^2}+\sigma(u )\dot{W} $, where $\dot{W} $ is white in time and…

概率论 · 数学 2021-01-05 Yaozhong Hu , Xiong Wang

We prove finite time blowup of the Burgers-Hilbert equation. We construct smooth initial data with finite $H^5$-norm such that the $L^\infty$-norm of the spacial derivative of the solution blows up. The blowup is an asymptotic self-similar…

偏微分方程分析 · 数学 2022-01-13 Ruoxuan Yang

This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…

概率论 · 数学 2012-10-08 Le Chen , Robert C. Dalang

We study stochastic Burgers turbulence without pressure. We first show that the variational derivative of the Burgers equation is dependent on the velocity field, suggesting the existence of an anomaly. The anomaly is created by an operator…

高能物理 - 理论 · 物理学 2023-10-17 Timo Aukusti Laine

We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…

概率论 · 数学 2024-11-12 Carsten Chong

In this paper, we address the problem of existence and uniqueness of a global classical solution to a multidimensional stochastic Burgers equation without gradient-type assumptions on the force or the initial condition. The equation is…

概率论 · 数学 2019-04-22 Alberto Ohashi , Evelina Shamarova

Dynamic response of the one-dimensional viscoelastic rod of finite length, that has one end fixed and the other subject to prescribed either displacement or stress, is analyzed by the analytical means of Laplace transform, yielding the…

经典物理 · 物理学 2021-12-21 Slađan Jelić , Dušan Zorica

The Cauchy problem for a scalar conservation laws admits a unique entropy solution when the data $u_0$ is a bounded measurable function (Kruzhkov). The semi-group $(S_t)_{t\ge0}$ is contracting in the $L^1$-distance. For the…

偏微分方程分析 · 数学 2019-07-24 Denis Serre , Luis Silvestre

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

This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means…

数值分析 · 数学 2024-02-09 Xiaochen Yang , Yaozhong Hu