Stochastic Burgers' equation on the real line: regularity and moment estimates

DOI10.1080/17442508.2018.1478834zbMATH Open1498.60264arXiv1709.06966OpenAlexW2963660168WikidataQ129727695 ScholiaQ129727695MaRDI QIDQ5086458FDOQ5086458

Authors:

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Abstract: In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac representation which solves a stochastic partial differential equation such that its Hopf-Cole transformation solves Burgers' equation. Finally, we obtain H"older regularity and moment estimates for the solution to Burgers' equation.

Full work available at URL: https://arxiv.org/abs/1709.06966

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zbMATH Keywords

space-time white noiseheat kernelFeynman-Kac representationstochastic Burgers' equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (13)

• Exact and numerical solution of stochastic Burgers equations with variable coefficients
• Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
• Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise
• Absolute continuity of the solution to the stochastic Burgers equation
• A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise
• Moment estimates for invariant measures of stochastic Burgers equations
• Pathwise analysis and parameter estimation for the stochastic Burgers equation
• Existence of stationary stochastic Burgers evolutions on R ² and R ^{3 *}
• THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY
• The Burgers equation driven by a stochastic measure
• Stationary solutions to the stochastic Burgers equation on the line
• The Burgers-type equation driven by a stochastic measure
• \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise

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