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

DOI10.1023/B:JOTH.0000027030.09774.05MaRDI QIDQ1781640zbMATH OpenFDO

Authors E. K. Kolkovska

Publication date 28 June 2005

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/B:JOTH.0000027030.09774.05

zbMATH Keywords

stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Review text

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.

Recommendations

• scientific article; zbMATH DE number 849890
• The burgers equation with a noisy force and the stochastic heat equation
• The Burgers equation under multiplicative noise
• On a generalized stochastic Burgers' equation perturbed by Volterra noise
• On the approximation of the stochastic Burgers equation
• The Burgers equation driven by a stochastic measure
• Stochastic Burgers' equation with fractional derivative driven by multiplicative noise
• Stochastic burgers equation with correlated noise

Cited in

(7)

• On a class of Cahn-Hilliard type stochastic interacting systems with stepping-stone noises
• A note on stochastic Burgers' equation with correlated noise
• On a high-dimensional nonlinear stochastic partial differential equation
• Existence and regularity of solutions to a stochastic Burgers-type equation
• On a stochastic interacting model with stepping-stone noises
• Higher-order stochastic partial differential equations with branching noises
• The Burgers superprocess

This page was built for publication: On the Burgers equation with a stochastic stepping-stone noisy term

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1781640)