一维弱噪声随机Burgers方程的奇摄动解

包立平; 洪文珍

doi:10.21656/1000-0887.380068

一维弱噪声随机Burgers方程的奇摄动解

doi: 10.21656/1000-0887.380068

杭州电子科技大学理学院, 杭州 310018

基金项目: 国家自然科学基金(51175134)

详细信息

作者简介:
包立平(1962—)，男，副教授，博士(通讯作者. E-mail: baolp@hdu.edu.cn);洪文珍(1991—)，女，硕士生.

中图分类号: O175.26|O211.63
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出版历程
- 收稿日期: 2017-03-24
- 修回日期: 2017-06-11
- 刊出日期: 2018-01-15

Singular Perturbation Solutions to 1D Stochastic Burgers Equations Under Weak Noises

School of Sciences, Hangzhou Dianzi University, Hangzhou 310018, P.R.China

Funds: The National Natural Science Foundation of China(51175134)

摘要

摘要: 讨论了一类有界区域上具有有色噪声干扰的随机Burgers方程奇摄动解，其波动率服从弱噪声Ornstein-Uhlenbeck(OU)过程由波运动的转移概率密度函数满足的后向Kolmogorov方程，得到随机Burgers的期望所满足的后向Kolmogorov方程由于期望满足的后向Kolmogorov方程的初边值问题条件涉及到一类确定性Burgers方程的解，因此该问题实际上是Burgers方程和Kolmogorov方程的联立形式首先，应用奇摄动方法，对一类确定性Burgers方程进行了正则渐近展开，由Schauder估计、Ascoli-Arzela 定理证明了非线性抛物方程渐近解的有界性与存在性，由Lax-Milgram定理证明了线性抛物方程渐近解的有界性与存在性，得到波速率的形式渐近解其次，由奇摄动理论，对期望满足的方程进行了奇摄动渐近展开和边界层矫正，由二阶线性偏微分方程理论，得到边界层函数渐近解存在且有界应用极值原理、De-Giorgi迭代技术分别证明了波速率和波期望渐近解的余项有界，得到渐近解的一致有效性.
- 奇摄动 /
- 随机Burgers方程 /
- 平均速率 /
- Ornstein-Uhlenbeck(O-U)过程 /
- 一致有效估计
Abstract: The singular perturbation solutions to a class of bounded stochastic Burgers equations under colored noises were discussed, of which the volatility followed the weak noise Ornstein-Uhlenbeck (O-U) process. With the Kolmogorov equation satisfied by the probability density function of wave motion, the Kolmogorov equation satisfied by the expectation of the random Burgers equation was obtained. Since the initial boundary conditions for the Kolmogorov equation relate to a class of deterministic solutions to the Burgers equation, this problem is actually a simultaneous form of the Burgers equation and the Kolmogorov equation. Firstly, the regular asymptotic expansion of a class of deterministic Burgers equations was given. Based on the Schauder estimates and the Ascoli-Arzela theorem, boundedness and existence of the asymptotic solutions to the nonlinear parabolic equations were proved; moreover, according to the Lax-Milgram theorem, boundedness and existence of the asymptotic solutions to the linear parabolic equations were proved. The formal asymptotic solution of wave expectation was obtained. Secondly, with the singular perturbation theory, the asymptotic expansion of singular perturbation and the boundary layer correction of a class of expected equations were got. The existence and boundedness of the asymptotic solutions to the boundary layer functions were obtained according to the theory of linear partial differential equations. By means of the extremum principle and the De-Giorgi iterative techniques, the boundedness of the remainder terms of the asymtotic solutions of wave velocity and wave expectation was proved respectively, and the uniformly valid estimate for the asymptotic solution of the system was obtained.
- singular perturbation /
- random Burgers equation /
- average velocity /
- Ornstein-Uhlenbeck (O-U) process /
- uniformly valid estimate

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参考文献(16)

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