The correction-limit conjecture for asymmetric Burgers discretisations

Let uu solve the stochastic Burgers equation with viscosity u u, noise amplitude σ\sigma, and asymmetric finite-difference parameters a,ba,b. Let uεu^{\varepsilon} denote the solution of the corresponding approximating equation. Correction-limit conjecture. The solution uεu^{\varepsilon} converges as ε0\varepsilon\to0 to the solution of

du=νx2udtuxudt+σ24νaba+bdt+σdw.du=\nu\,\partial_x^2u\,dt-u\,\partial_xu\,dt+\frac{\sigma^2}{4\nu}\frac{a-b}{a+b}\,dt+\sigma\,dw.

Thus, the approximation converges to the stochastic Burgers equation only when a=ba=b. This prediction is based on the non-vanishing zero-mode correction produced by the asymmetric discretisation; the source presents it as an expectation rather than a proved result.

Sources & referencesView supporting material

Primary source

Martin Hairer and Jochen Voss, “Approximations to the Stochastic Burgers Equation”, arXiv:1005.4438 (2010).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.