A Markov jump process approximation of the stochastic Burgers equation

Details A Markov jump process approximation of the stochastic Burgers equation A Markov jump process approximation of the stochastic Burgers equation

2004-08-24

arxiv.org/abs/math/0408323v1

Mathematics

Dynamical Systems

in press

Scientific paper

We consider the stochastic Burgers equation $ \dnachd{t} \psi(t,r) = \Delta
\psi(t,r) + \nabla \psi^2(t,r)+\sqrt{\gamma\psi(t,r)} \eta(t,r) $ with periodic
boundary conditions, where $t \ge 0,$ $r \in [0,1],$ and $\eta$ is some
space-time white noise. A certain Markov jump process is constructed to
approximate a solution of this equation.}

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