Markov jump process approximation of the stochastic Burgers equation ∗
نویسندگان
چکیده
Stochastics and Dynamics, 4(2004),245–264. We consider the stochastic Burgers equation ∂ ∂t ψ(t, r) = ∆ψ(t, r) +∇ψ(t, r) + √ γψ(t, r)η(t, r) (1) with periodic boundary conditions, where t ≥ 0, r ∈ [0, 1], and η is some spacetime white noise. A certain Markov jump process is constructed to approximate a solution of this equation.
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