THE NON-VISCOUS BURGERS EQUATION ASSOCIATED WITH RANDOM POSITION IN COORDINATE SPACE: A THRESHOLD FOR BLOW UP BEHAVIOUR

DOI10.1142/S0218202509003607zbMath1180.35588arXiv0708.2320OpenAlexW2962700019MaRDI QIDQ3636495

Olga S. Rozanova, Sergio A. Albeverio

Publication date: 30 June 2009

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.2320

zbMATH Keywords

Burgers equationgradient catastropherandom position of particle

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) PDEs in connection with fluid mechanics (35Q35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Transient growth in stochastic Burgers flows ⋮ Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate ⋮ A probabilistic model associated with the pressureless gas dynamics ⋮ On dependence of volatility on return for stochastic volatility models ⋮ A representation of solutions to a scalar conservation law in several dimensions ⋮ Some explicit formulas for calculation of conditional mathematical expectations of random variables and their applications ⋮ Suppression of unbounded gradients in an SDE associated with the Burgers equation ⋮ Singularity formation in the deterministic and stochastic fractional Burgers equation

Cites Work

• Burgers-KPZ turbulence. Göttingen lectures
• Risk-sensitive dynamic asset management
• The rate of escape for some Gaussian processes and the scattering theory for their small perturbations
• Longtime behaviour of stochastic Hamiltonian systems: the multidimensional case
• Functional Integration and Partial Differential Equations. (AM-109)
• Hamiltonian systems with a stochastic force:nonlinear versus linear, and a girsanov formula
• Long time behavior of nonlinear stochastic oscillators: The one-dimensional Hamiltonian case
• A stochastic Lagrangian representation of the three‐dimensional incompressible Navier‐Stokes equations
• The partial differential equation u_t + uu_x = μ_xx
• Unnamed Item
• Unnamed Item

This page was built for publication: THE NON-VISCOUS BURGERS EQUATION ASSOCIATED WITH RANDOM POSITION IN COORDINATE SPACE: A THRESHOLD FOR BLOW UP BEHAVIOUR