The Burgers superprocess (Q867843): Difference between revisions
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Revision as of 22:10, 19 March 2024
scientific article
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English | The Burgers superprocess |
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The Burgers superprocess (English)
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19 February 2007
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The authors define the Burgers superprocess to be the solution of the stochastic partial differential equation \[ \partial_t u=\partial_x^2 u -\lambda u \partial_x u +\gamma \sqrt{u} \dot{W} \] for \(u(t,x)\) with \(t\geq 0\) and \(x\in(-\infty,\infty)\), and \(\dot{W}(t,x)\) being space-time white noise. The limiting cases are the Burgers equation for \(\gamma=0\) and the super-Brownian motion for \(\lambda=0\). The existence of a weak solution is shown and the problem of uniqueness is discussed. In the method of proof the authors rely on spatial discretization in the spirit of the numerical method of lines and tightness arguments, in order to construct a solution. This solution is Hölder-continuous, positive, and dies out in finite time.
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Burgers equation
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superprocess
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stochastic partial differential equation
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space-time white noise
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numerical method of lines
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