The finite-difference correction conjecture for stochastic Burgers equation

About 16 years old · traced to

Let uNu^N be the solution of the finite-difference approximation with an even number NN of modes, and let ν>0\nu>0 and σ\sigma denote the viscosity and noise parameters. Finite-difference correction conjecture. As N→∞N\to\infty, uNu^N converges to the solution of

du=ν ∂x2u dt−u ∂xu dt+σ24ν dt+σ dw(t).du=\nu\,\partial_x^2u\,dt-u\,\partial_xu\,dt+\frac{\sigma^2}{4\nu}\,dt+\sigma\,dw(t).

The predicted constant drift is obtained from the zero mode of the discrete nonlinear term. The source gives this as an expectation based on the Fourier calculation, with no proof or resolution stated.

References

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.