Well-posedness;
Stochastic PDEs;
White noise invariance;
NONLINEAR SCHRODINGER-EQUATION;
DATA CAUCHY-THEORY;
DE-VRIES EQUATION;
INVARIANT-MEASURES;
DRIVEN;
D O I:
10.1016/j.spa.2013.12.008
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We are interested in rigorously proving the invariance of white noise under the flow of a stochastic KdV Burgers equation. This paper establishes a result in this direction. After smoothing the additive noise (by a fractional spatial derivative), we establish (almost sure) local well-posedness of the stochastic KdV Burgers equation with white noise as initial data. Next we observe that spatial white noise is invariant under the projection of this system to the first N > 0 modes of the trigonometric basis. Finally, we prove a global well-posedness result under an additional smoothing of the noise. (C) 2013 Elsevier B.V. All rights reserved.
机构:
Univ Fed Rio de Janeiro, Inst Matemat, Ctr Tecnol, Ilha Fundao, BR-21941972 Rio de Janeiro, RJ, BrazilUniv Fed Rio de Janeiro, Inst Matemat, Ctr Tecnol, Ilha Fundao, BR-21941972 Rio de Janeiro, RJ, Brazil
Carvajal, Xavier
Panthee, Mahendra
论文数: 0引用数: 0
h-index: 0
机构:
Univ Minho, Ctr Matemat, P-4710057 Braga, PortugalUniv Fed Rio de Janeiro, Inst Matemat, Ctr Tecnol, Ilha Fundao, BR-21941972 Rio de Janeiro, RJ, Brazil