Approximations to the stochastic Burgers equation

DOI10.1007/s00332-011-9104-3zbMath1273.60004arXiv1005.4438OpenAlexW1975102272WikidataQ56894307 ScholiaQ56894307MaRDI QIDQ413955

Martin Hairer, Jochen Voss

Publication date: 8 May 2012

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.4438

zbMATH Keywords

numerical approximationstochastic Burgers equationcorrection term

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (21)

Exact and numerical solution of stochastic Burgers equations with variable coefficients ⋮ Stochastic stability of Burgers equation ⋮ Parameter estimation for semilinear SPDEs from local measurements ⋮ Rough Burgers-like equations with multiplicative noise ⋮ A spatial version of the Itō-Stratonovich correction ⋮ Stochastic partial differential equations driven by space-time fractional noises ⋮ A theory of regularity structures ⋮ Instability, rupture and fluctuations in thin liquid films: theory and computations ⋮ Numerical study of the thermodynamic uncertainty relation for the KPZ-equation ⋮ Higher order pathwise approximation for the stochastic Burgers' equation with additive noise ⋮ SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations ⋮ Approximating Rough Stochastic PDEs ⋮ Strong solution of the stochastic Burgers equation ⋮ Invariant measures for nonlinear conservation laws driven by stochastic forcing ⋮ Stochastic partial differential equations with gradient driven by space-time fractional noises ⋮ Regularity of the solutions to SPDEs in metric measure spaces ⋮ Rough stochastic PDEs ⋮ Exponential moments for numerical approximations of stochastic partial differential equations ⋮ Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control ⋮ An approximate solution for stochastic Burgers' equation driven by white noise ⋮ A Milstein scheme for SPDEs

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