Generalized Burgers equation with rough transport noise
Autor: | Torstein Nilssen, Antoine Hocquet, Wilhelm Stannat |
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Rok vydání: | 2020 |
Předmět: |
Statistics and Probability
Rough path 60H15 47J30 35K55 Applied Mathematics Probability (math.PR) 010102 general mathematics Mathematical analysis Mathematics::Analysis of PDEs 01 natural sciences Noise (electronics) Term (time) Burgers' equation 010104 statistics & probability Mathematics - Analysis of PDEs Modeling and Simulation FOS: Mathematics 0101 mathematics Mathematics - Probability Energy (signal processing) Well posedness Analysis of PDEs (math.AP) Mathematics |
Zdroj: | Stochastic Processes and their Applications. 130:2159-2184 |
ISSN: | 0304-4149 |
DOI: | 10.1016/j.spa.2019.06.014 |
Popis: | We introduce a new technique for studying well posedness and energy estimates for evolution equations with a rough transport term. The technique is based on finding suitable space–time weight functions for the equations at hand. As an example we study the well posedness of the generalized viscous Burgers equation perturbed by a rough path transport noise. |
Databáze: | OpenAIRE |
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