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A stochastic Burgers equation: Bringing together chaos expansion, embedding theorems, and Catalan numbers

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Stochastic Partial Differential Equations

A special stochastic perturbation of the Burgers equation is considered. The nature of the perturbation is such that the solution is not square-integrable, and the growth of the norms at different stochastic scales is described by the Catalan numbers. Many similar equations with quadratic nonlinearity exhibit the same behavior.

This talk is part of the Isaac Newton Institute Seminar Series series.

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