The corrected-limit conjecture for multidimensional stochastic Burgers nonlinearities

Let u=(u1,,ud)u=(u_1,\ldots,u_d) be an Rd\mathbb{R}^d-valued process, let h:RdRdh:\mathbb{R}^d\to\mathbb{R}^d be smooth with bounded second and third derivatives, and let uεu^{\varepsilon} solve the approximating system

duiε=νx2uiεdt+j=1djhi(uε)Dεujεdt+σdwi(t).du_i^{\varepsilon}=\nu\,\partial_x^2u_i^{\varepsilon}\,dt+\sum_{j=1}^d\partial_jh_i(u^{\varepsilon})D_{\varepsilon}u_j^{\varepsilon}\,dt+\sigma\,dw_i(t).

Multidimensional correction conjecture. As ε0\varepsilon\to0, uεu^{\varepsilon} converges to the solution of

dui=νx2uidt+j(jhi(u)xujσ24νjj2hi(u))dt+σdwi.du_i=\nu\,\partial_x^2u_i\,dt+\sum_j\left(\partial_jh_i(u)\,\partial_xu_j-\frac{\sigma^2}{4\nu}\partial_{jj}^2h_i(u)\right)dt+\sigma\,dw_i.

The predicted correction comes from the diagonal high-frequency contributions, under the cutoff condition Nε1N\ll\varepsilon^{-1}. The source states this as an expected behaviour and gives no proof.

Sources & referencesView supporting material

Primary source

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

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