A Markov jump process approximation of the stochastic Burgers equation

Abstract

We consider the stochastic Burgers equation $ \dnachd{t} ψ(t,r) = Δψ(t,r) + \nabla ψ^2(t,r)+\sqrt{γψ(t,r)} η(t,r) $ with periodic boundary conditions, where $t\ge 0,$ $r\in [0,1],$ and $\eta$ is some space-time white noise. A certain Markov jump process is constructed to approximate a solution of this equation.}

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