Connection between the Burgers equation with an elastic forcing term and a stochastic processReport as inadecuate




Connection between the Burgers equation with an elastic forcing term and a stochastic process - Download this document for free, or read online. Document in PDF available to download.

1 LASEP - EA3269 - Laboratoire d-Analyse Spectroscopique et d-Energétique des Plasmas

Abstract : We present a complete analytical resolution of the one dimensional Burgers equation with the elastic forcing term $-\kappa^{2} x+ft$, $\kappa\in\mathbb{R}$. Two methods existing for the case $\kappa=0$ are adapted and generalized using variable and function transformations, valid for all values of space an time. The emergence of a Fokker-Planck equation in the method allows to connect a fluid model, depicted by the Burgers equation, with an Ornstein-Uhlenbeck process.

Keywords : Burgers Equation Stochastic Process





Author: Eric Moreau - Olivier Vallée -

Source: https://hal.archives-ouvertes.fr/



DOWNLOAD PDF




Related documents