On the Burgers equation with a stochastic stepping-stone noisy term (Q1781640)

The author considers the one-dimensional Burgers equation perturbed by a stochastic stepping-stone noise term with a non-Lipschitz coefficient \[ \frac{\partial}{\partial t} u(t,x) = \Delta u(t,x) + \lambda \nabla u^2(t,x) + \gamma \sqrt{u(t,x)(1-u(t,x))} \frac{\partial^2}{\partial t \partial x} W(t,x), \] \[ u(t,0)=u(t,1)=0, \quad u(0,x)=f(x), \quad x \in [0,1], \] where \(f\) is a continuous function and \(\frac{\partial^2}{\partial t \partial x} W(t,x)\) is the space-time white noise. The author proves the existence of a nonnegative weak solution. In order to obtain this existence, the author considers first a discrete version of this equation. The existence and uniqueness of a weak solution for the discrete system is obtained. Then, using a tightness argument and a martingale problem the proof is concluded.