arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1012.1236math.PR
收藏

带乘性噪声的粗糙Burgers型方程

Rough Burgers-like equations with multiplicative noise

Martin Hairer, Hendrik Weber

摘要:

我们构造了一维乘性时空白噪声扰动下Burgers型方程的解。由于驱动噪声的粗糙度,解决方案是不规则的,足以服从经典方法。我们使用控制粗糙路径理论来定义弱解中的空间积分。受正确的参考粗糙路径的选择,我们证明了唯一的可解性方程,我们表明,我们的解决方案是稳定的光滑近似的驱动噪声。

英文摘要:

We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods. We use the theory of controlled rough paths to give a meaning to the spatial integrals involved in the definition of a weak solution. Subject to the choice of the correct reference rough path, we prove unique solvability for the equation and we show that our solutions are stable under smooth approximations of the driving noise.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑