Approximations to the Stochastic Burgers Equation

@article{Hairer2011ApproximationsTT,
  title={Approximations to the Stochastic Burgers Equation},
  author={Martin Hairer and Jochen Voss},
  journal={Journal of Nonlinear Science},
  year={2011},
  volume={21},
  pages={897-920}
}
This article is devoted to the numerical study of various finite-difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in space and in time. We demonstrate that in this case, different finite-difference schemes converge to different limiting processes as the mesh size tends to zero. A theoretical explanation of this phenomenon is given and we formulate a number of conjectures for… 
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