A MARKOV JUMP PROCESS APPROXIMATION OF THE STOCHASTIC BURGERS EQUATION

DOI10.1142/S0219493704001048zbMath1095.35082arXivmath/0408323MaRDI QIDQ5704748

Christoph Gugg, Jin-qiao Duan

Publication date: 15 November 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0408323

zbMATH Keywords

Markov chainreaction-diffusion modelparticle systemmartingale problemjump processBurgers superprocess

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Approximations to the stochastic Burgers equation ⋮ The impact of noise on Burgers equations ⋮ SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE ⋮ From Markov jump systems to two species competitive Lotka-Volterra equations with diffusion

Cites Work

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• Linear parabolic differential equations as limits of space-time jump Markov processes
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• Fractal Burgers equations
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• Ergodicity for Infinite Dimensional Systems
• Monte-Carlo approximations for 2d Navier-Stokes equations with measure initial data

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