Regularization by noise and stochastic Burgers equations

DOI10.1007/S40072-013-0011-5MaRDI QIDQ487662zbMATH OpenOpenAlexFDO

Authors Massimiliano Gubinelli, M. Jara

Publication date 23 January 2015

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.6551

zbMATH Keywords

weak solutionsKardar-Parisi-Zhang equationCole-Hopf transformationfractional-order derivatives

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Weak solutions to PDEs (35D30) KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We study a generalized 1d periodic SPDE of Burgers type: ${\displaystyle }$ partial_t u =- A^ heta u + partial_x u^2 + A^{ heta/2} xi ${\displaystyle }$ where $heta>1/2$, $-A$ is the 1d Laplacian, $xi$ is a space-time white noise and the initial condition $u_0$ is taken to be (space) white noise. We introduce a notion of weak solution for this equation in the stationary setting. For these solutions we point out how the noise provide a regularizing effect allowing to prove existence and suitable estimates when $heta>1/2$. When $heta>5/4$ we obtain pathwise uniqueness. We discuss the use of the same method to study different approximations of the same equation and for a model of stationary 2d stochastic Navier-Stokes evolution.

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