Burgers equation with self-similar Gaussian initial data: Tail probabilities

DOI10.1007/BF02732428zbMath0944.60073OpenAlexW2000957076MaRDI QIDQ1285065

G. M. Molchan

Publication date: 18 September 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02732428

zbMATH Keywords

asymptotic behaviorgas dynamicsdistribution of velocity and shock

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Some statistical properties of the Burgers equation with white-noise initial velocity ⋮ Persistence probabilities of a smooth self-similar anomalous diffusion process ⋮ Statistical properties of the Burgers equation with Brownian initial velocity ⋮ Bifractality of the devil's staircase appearing in the Burgers equation with Brownian initial velocity

Cites Work

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• The inviscid Burgers equation with initial data of Brownian type
• Hyperbolic asymptotics in Burgers' turbulence and extremal processes
• Statistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervals
• Statistical properties of shocks in Burgers turbulence
• Fractional Brownian Motions, Fractional Noises and Applications