The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions

DOI10.1007/S11118-009-9146-4MaRDI QIDQ845813zbMATH OpenOpenAlexFDO

Authors Luigi Manca

Publication date 29 January 2010

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.2011

zbMATH Keywords

Burgers equationFokker-Planck equationKolmogorov operatortransition semigroupwhite noise

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Fokker-Planck equations (35Q84) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) PDEs with randomness, stochastic partial differential equations (35R60) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We are concerned with a viscous Burgers equation forced by a perturbation of white noise type. We study the corresponding transition semigroup in a space of continuous functions weighted by a proper potential, and we show that the infinitesimal generator is the closure (with respect to a suitable topology) of the Kolmogorov operator associated to the stochastic equation. In the last part of the paper we use this result to solve the corresponding Fokker-Planck equation.

Review text

This paper is devoted to the study of a viscous Burgers equation forced by a perturbation of white noise type. The authors study the corresponding transition semigroup in a space of continuous functions weighted by a proper potential, and show that the infinitesimal generator is the closure (with respect to a suitable topology) of the Kolmogorov operator associated to the stochastic equation. In the last part of the paper this result is used to solve the corresponding Fokker-Planck equation.

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Cites work

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Cited in

(9)

• Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise
• Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
• m-dissipativity for Kolmogorov operator of a fractional Burgers equation with space-time white noise
• Maximal dissipativity of the Dirichlet operator corresponding to the Burgers equation
• Lipschitz continuity of the pseudo resolvent of the stochastic Burgers equation
• A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise
• Kolmogorov equation associated to a stochastic Kuramoto-Sivashinsky equation
• Kolmogorov operators in spaces of continuous functions and equations for measures
• \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise

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