Regularization by noise and stochastic burgers equations

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Abstract

We study a generalized 1d periodic SPDE of Burgers type: where θ>1/2, −A is the 1d Laplacian, ξ is a space–time white noise and the initial condition u0 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 θ>1/2. When θ>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.

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Gubinelli, M., & Jara, M. (2013). Regularization by noise and stochastic burgers equations. Stochastics and Partial Differential Equations: Analysis and Computations, 1(2), 325–350. https://doi.org/10.1007/s40072-013-0011-5

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