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A pregenerator for Burgers equation¶forced by conservative noise
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Assing, Sigurd (2002) A pregenerator for Burgers equation¶forced by conservative noise. Communications in Mathematical Physics, 225 (3). pp. 611-632.
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Official URL: http://dx.doi.org/10.1007/s002200100606
Abstract
We consider the stationarity of a Burgers equation with an external random force of gradient type in one space dimension. The expected stationary measure is the white noise measure on the space of tempered distributions. As a consequence, the nonlinearity of the formal equation u t +λu u x =νu xx +η x is ill-defined. Introducing a pregenerator we can formulate a generalized martingale problem leading to a meaningful version of the formal equation which was an open problem.
| Item Type: | Journal Article | ||||||
|---|---|---|---|---|---|---|---|
| Divisions: | Faculty of Science > Statistics | ||||||
| Journal or Publication Title: | Communications in Mathematical Physics | ||||||
| Publisher: | Springer-Verlag | ||||||
| ISSN: | 0010-3616 | ||||||
| Official Date: | February 2002 | ||||||
| Dates: |
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| Volume: | 225 | ||||||
| Number: | 3 | ||||||
| Page Range: | pp. 611-632 | ||||||
| Status: | Peer Reviewed | ||||||
| Publication Status: | Published |
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