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Regularization by noise and stochastic Burgers equations

M. Gubinelli and M. Jara

First issued 31 August 2012 · PDF

Abstract

We study a generalized 1d periodic SPDE of Burgers type: $ \partial_t u =- A^\theta u + \partial_x u^2 + A^{\theta/2} \xi $ where $\theta > 1/2$, $-A$ 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 $\theta>1/2$. When $\theta>5/4$ 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.

Versions

  1. Version 2 (arXiv v2) current
    9 April 2013
    arXiv comments: clarifications and small corrections
  2. Version 1 (arXiv v1)
    31 August 2012

Cite

M. Gubinelli and M. Jara. Regularization by noise and stochastic Burgers equations. Papers of Massimiliano Gubinelli, 2012, version 2. https://mgubi.org/papers/paper/burgers-regularisation-by-noise/

Licence: arXiv.org perpetual, non-exclusive license to distribute; all other rights reserved to the authors

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