Lévy-process intrinsic statistical solutions of a randomly forced Burgers equation
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Publication:1040722
DOI10.1007/s10955-009-9824-zzbMath1180.82067arXiv0904.3397MaRDI QIDQ1040722
Jean Duchon, Marie-Line Chabanol
Publication date: 25 November 2009
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.3397
60G51: Processes with independent increments; Lévy processes
35Q53: KdV equations (Korteweg-de Vries equations)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
82B31: Stochastic methods applied to problems in equilibrium statistical mechanics
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Cites Work
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- Burgers equation with initial conditions of homogeneous and independent increments
- The inviscid Burgers equation with Brownian initial velocity
- Markovian solutions of inviscid Burgers equation
- Statistical theory for the stochastic Burgers equation in the inviscid limit
- Exact statistical properties of the Burgers equation