A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process (Q1408074)
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English | A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process |
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A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process (English)
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15 September 2003
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The linearized Kuramoto-Sivashinsky equation \[ \partial_{t} u = - \frac 18\Delta^2 u - \frac 12\Delta u - \frac 12 u,\quad t\geq 0,\;x\in \mathbb R^{d},\tag{1} \] with an initial condition \(u(0,\cdot) = f\), \(f\in C^{2+\alpha}_{c}(\mathbb R^{d})\), is considered. Developing the ideas introduced in his preceding paper [Trans. Am. Math. Soc. 354, 4627-4637 (2002; Zbl 1006.60063)] the author finds a probabilistic representation of the solution \(u\) to (1) in terms of an imaginary-Brownian-time-Brownian-angle process.
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Kuramoto-Sivashinsky equation
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Brownian-time processes
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