Large time behavior of strong solutions for stochastic Burgers equation
Zhao Dong, Feimin Huang, Houqi Su

TL;DR
This paper investigates the long-term stability of solutions to the stochastic Burgers equation, showing that rarefaction waves remain stable under noise while viscous shocks do not, and establishes a convergence rate to the rarefaction wave.
Contribution
It provides the first stability analysis of wave patterns in stochastic Burgers equations, including a new inequality crucial for decay rate estimates.
Findings
Rarefaction wave remains stable under white noise perturbation.
Viscous shock wave stability under stochastic perturbation remains unresolved.
A convergence rate toward the rarefaction wave is established.
Abstract
We consider the large time behavior of strong solutions to a kind of stochastic Burgers equation, where the position x is perturbed by a Brownian noise. It is well known that both the rarefaction wave and viscous shock wave are time-asymptotically stable for deterministic Burgers equation since the pioneer work of A. Ilin and O. Oleinik [21] in 1964. However, the stability of these wave patterns under stochastic perturbation is not known until now. In this paper, we give a definite answer to the stability problem of the rarefaction and viscous shock waves for the 1-d stochastic Burgers equation. That is, the rarefaction wave is still stable under white noise perturbation and the viscous shock is not stable yet. Moreover, a time-convergence rate toward the rarefaction wave is obtained. To get the desired decay rate, an important inequality (denoted by Area Inequality) is derived. This…
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Physics Problems · Navier-Stokes equation solutions
