Approximations to the stochastic Burgers equation (Q413955)

Various finite-difference scheme approximations for stochastic Burgers and likewise more general nonlinear equations are studied. It is shown that different limits may be expected for different schemes, that is, these limits may coincide or not with the original equations. A heuristic theoretical explanation is offered based on stochastic calculus and nonlinearity effects. The main results are formulated mostly in terms of conjectures, which are all supported by convincing numerical simulations.