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The Stochastic Burgers Equation (SBE) is a singular, non-linear Stochastic Partial Differential Equation (SPDE) that describes, on mesoscopic scales, the fluctuations of stochastic driven diffusive systems with a conserved scalar quantity.…

概率论 · 数学 2025-01-10 Giuseppe Cannizzaro , Quentin Moulard , Fabio Toninelli

The goal of the present paper is to establish a framework which allows to rigorously determine the large-scale Gaussian fluctuations for a class of singular SPDEs at and above criticality, and therefore beyond the range of applicability of…

概率论 · 数学 2023-10-17 Giuseppe Cannizzaro , Massimiliano Gubinelli , Fabio Toninelli

Self-similarity of Burgers' equation with some stochastic advection is studied. In self-similar variables a stationary solution is constructed which establishes the existence of a stochastically self-similar solution for the stochastic…

偏微分方程分析 · 数学 2014-03-11 Wei Wang , Anthony Roberts

We consider one-dimensional exclusion processes with long jumps given by a transition probability of the form $p_n(\cdot)=s(\cdot)+\gamma_na(\cdot)$, such that its symmetric part $s(\cdot)$ is irreducible with finite variance and its…

概率论 · 数学 2016-06-22 Patricia Gonçalves , Milton Jara

We study the large-scale behaviour of a class of driven diffusive systems modelled by a Stochastic Partial Differential Equation, the Stochastic Burgers Equation (SBE) with general nonlinearity, at the critical dimension and in infinite…

概率论 · 数学 2026-01-12 Giuseppe Cannizzaro , Tom Klose , Quentin Moulard

We study stochastic Burgers equation driven by a rough noise $(-\Delta)^{\gamma} dW_t$, where $\Delta$ is the Laplacian in one dimension with Dirichlet boundary conditions, and $\gamma \in [0,1/4)$. We prove exponential estimates for the…

概率论 · 数学 2026-05-28 Francesco C. De Vecchi , Josef Janák , Enrico Priola

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

The goal of these lecture notes is to present recent results regarding the large-scale behaviour of critical and super-critical non-linear stochastic PDEs, that fall outside the realm of the theory of Regularity Structures. These include…

概率论 · 数学 2024-03-25 Giuseppe Cannizzaro , Fabio Toninelli

We analyze the unforced and deterministically forced Burgers equation in the framework of the (diffusive) interpolating dynamics that solves the so-called Schr\"{o}dinger boundary data problem for the random matter transport. This entails…

凝聚态物理 · 物理学 2009-10-31 P. Garbaczewski , G. Kondrat , R. Olkiewicz

The present work demonstrates the connections between the Burgers, diffusion, and Schroedinger's equations. The starting point is a formulation of the stochastic mechanics, which is modeled along the lines of the scale relativity theory.…

数学物理 · 物理学 2021-02-22 Dimiter Prodanov

In this paper, we develop low regularity theory for 3D Burgers equation perturbed by a linear multiplicative stochastic force. This method is new and essentially different from the deterministic partial differential equations(PDEs). Our…

概率论 · 数学 2023-01-18 Zhao Dong , Boling Guo , Jiang-Lun Wu , Guoli Zhou

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 present results for the 1 dimensional stochastically forced Burgers equation when the spatial range of the forcing varies. As the range of forcing moves from small scales to large scales, the system goes from a chaotic, structureless…

混沌动力学 · 物理学 2009-10-31 F. Hayot , C. Jayaprakash

We consider the stochastic heat equation $\partial_tZ= \partial_x^2 Z - Z \dot W$ on the real line, where $\dot W$ is space-time white noise. $h(t,x)=-\log Z(t,x)$ is interpreted as a solution of the KPZ equation, and $u(t,x)=\partial_x…

概率论 · 数学 2011-10-20 Marton Balazs , Jeremy Quastel , Timo Seppalainen

This study is motivated by the question of how singularity formation and other forms of extreme behavior in nonlinear dissipative partial differential equations are affected by stochastic excitations. To address this question we consider…

数值分析 · 数学 2022-08-10 Elkin Ramírez , Bartosz Protas

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

We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary…

概率论 · 数学 2022-03-01 Kevin Yang

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 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

A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…

统计力学 · 物理学 2026-05-12 Carolina Garcia , Lucía Perea Durán , Agnese Venezia , Alex Conradie
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