\(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise (Q867114): Difference between revisions
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English | \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise |
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\(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise (English)
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14 February 2007
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The following stochastic Burgers equation is considered: \[ dX(\;, \xi)=(\partial_\xi^2X(t,\xi)+ \partial_\xi(X(t, \xi)^2))\,dt+ dW(t, \xi),\quad t>0,\;\xi\in(0, 1), \] \[ X(t, 0)=X(t, 1)=0,\quad t>0, \] \[ X(0, \xi)=x(\xi),\quad \xi\in(0, 1). \] The authors prove new a priori estimates on the solutions. Smoothing properties for the transition semi-group are proved also due to the introduction of a modified Kolmogorov operator. These results are then used to prove that the Kolmogorov operator associated to the Burgers equation is \(m\)-dissipative. This implies several properties on the Kolmogorov equation.
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stochastic Burgers equation
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finiteness of moments
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smoothing properties
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Kolmogorpv equation
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\(m\)-dissipativity
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