Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schrödinger's equation, and hydrodynamic organization of near-molecular-scale vorticity (Q531312): Difference between revisions
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English | Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schrödinger's equation, and hydrodynamic organization of near-molecular-scale vorticity |
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Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schrödinger's equation, and hydrodynamic organization of near-molecular-scale vorticity (English)
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29 April 2011
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The author considers linear and nonlinear evolution equations. In particular, he discusses (deterministic) Green function solutions and solutions based on the Markov processes governed by the (linear) PDEs under investigation. These concepts are heuristically developed for linear equations (without proofs and only few references to the existing mathematical literature) and then, in turn, applied to the nonlinear setting. In particular, Burgers' equation and the nonlinear Schrödinger equation are discussed. In the first case, the author gives a probabilistic justification of the classical Hopf-Cole ``Ansatz''. In the second case, the author's approach leads to known soliton solutions. Further applications are randomly stretched and advected Burger's vortex sheets (the governing vorticity equation corresponds to the Fokker-Planck/Kolmogorov backward equation of an Ornstein-Uhlenbeck process. Finally, the evolution of single, multiple and continuous collections of Burgers vortex sheets (advected and stretched by random strain rate fields) are investigated. The paper is written in a tutorial style containing no mathematically rigorous proofs.
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Green function
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Burgers equation
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nonlinear Schrödinger equation
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advection-diffusion problems
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Feynman-Kac solution
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Hopf-Cole transformation
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