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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

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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, Engineering and Medicine > Science > Statistics
Journal or Publication Title: Communications in Mathematical Physics
Publisher: Springer-Verlag
ISSN: 0010-3616
Official Date: February 2002
Dates:
DateEvent
10 October 2001Accepted
February 2002Published
Volume: 225
Number: 3
Page Range: pp. 611-632
Status: Peer Reviewed
Publication Status: Published

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