Pathwise stationary solutions of stochastic Burgers equations with L^2[0,1]-noise and stochastic Burgers integral equations on infinite horizon

MaRDI QIDQ6477843zbMATH OpenFDO

Authors Yong Liu, Huaizhong Zhao

Publication date 13 September 2006

Abstract: In this paper, we show the existence and uniqueness of the stationary solution $u(t,omega)$ and stationary point $Y(omega)$ of the differentiable random dynamical system $U:Rimes{L}^2[0,1]imesOmegao{L}^2[0,1]$ generated by the stochastic Burgers equation with $L^2[0,1]$-noise and large viscosity, especially, $u(t,omega)=U(t,Y(omega),omega)=Y(heta(t,omega))$, and $Y(omega)in{H}^1[0,1]$ is the unique solution of the following equation in $L^2[0,1]$ ${\displaystyle }$ Y(omega)={1/2}int_{-infty}^0T_

u(-s)frac{partial (Y( heta(s,omega))^2}{partial x}ds +int_{-infty}^0T_

u(-s)dW_s(omega), ${\displaystyle }$ where $heta$ is the group of $P$-preserving ergodic transformation on the canonical probability pace $(Omega,calF,P)$ such that $heta(t,omega)(s)=W(t+s)-W(t)$.

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