Regularization by noise and stochastic Burgers equations

We study a generalized 1d periodic SPDE of Burgers type: $\partial_t u =- A^θu + \partial_x u^2 + A^{θ/2} ξ$ where $θ> 1/2$, $-A$ is the 1d Laplacian, $ξ$ is a space-time white noise and the initial condition $u_0$ is taken to be (space) white noise. We introduce a notion of weak solution for this equation in the stationary setting. For these solutions we point out how the noise provide a regularizing effect allowing to prove existence and suitable estimates when $θ>1/2$. When $θ>5/4$ we obtain pathwise uniqueness. We discuss the use of the same method to study different approximations of the same equation and for a model of stationary 2d stochastic Navier-Stokes evolution.

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