The Gaussian structure of the singular stochastic Burgers equation

DOI10.1017/FMS.2022.64zbMATH Open1503.60087arXiv2104.07492OpenAlexW3155317464MaRDI QIDQ5102258FDOQ5102258

Authors: Marco Romito, Langxuan Su, Jonathan C. Mattingly 

Publication date: 6 September 2022

Published in: Forum of Mathematics, Sigma (Search for Journal in Brave)

Abstract: We consider the stochastically forced Burgers equation with an emphasis on spatially rough driving noise. We show that the law of the process at a fixed time $t$, conditioned on no explosions, is absolutely continuous with respect to the stochastic heat equation obtained by removing the nonlinearity from the equation. This establishes a form of ellipticity in this infinite dimensional setting. The results follow from a recasting of the Girsanov Theorem to handle less spatially regular solutions while only proving absolute continuity at a fixed time and not on path-space. The results are proven by decomposing the solution into the sum of auxiliary processes which are then shown to be absolutely continuous in law to a stochastic heat equation. The number of levels in this decomposition diverges to infinite as we move to the stochastically forced Burgers equation associated to the KPZ equation, which we conjecture is just beyond the validity of our results (and certainly the current proof). The analysis provides insights into the structure of the solution as we approach the regularity of KPZ. A number of techniques from singular SPDEs are employed as we are beyond the regime of classical solutions for much of the paper.

Full work available at URL: https://arxiv.org/abs/2104.07492

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zbMATH Keywords

Girsanov theoremKPZ equationsingular stochastic Burgers equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Singular stochastic partial differential equations (60H17)

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Cited In (3)

• Parameter identification for singular random fields arising in Burgers' turbulence
• Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation
• Gaussian fluctuations for the stochastic Burgers equation in dimension \(d \geq 2\)

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