Regularization by noise and stochastic Burgers equations

DOI10.1007/S40072-013-0011-5zbMATH Open1312.35150arXiv1208.6551OpenAlexW2073205557MaRDI QIDQ487662FDOQ487662

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)

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.

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

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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)

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Cited In (56)

• Martingale-driven integrals and singular SPDEs
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