Statistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervals

DOI10.1007/BF02101596zbMath0857.35143OpenAlexW1993511229MaRDI QIDQ1894853

Marco Avellaneda

Publication date: 9 March 1997

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02101596

zbMATH Keywords

inviscid Burgers equationprobabilities of rare eventsrarefaction intervalsshock-strengthwhite-noise initial data

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Other physical applications of random processes (60K40) Turbulence (76F99) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (9)

Burgers turbulence initialized by a regenerative impulse. ⋮ Some statistical properties of the Burgers equation with white-noise initial velocity ⋮ Structure of shocks in Burgers turbulence with Lévy noise initial data ⋮ White noise perturbation of the viscous shock fronts of the Burgers equation ⋮ In memoriam: Marco Avellaneda (1955–2022) ⋮ Concave majorant of stochastic processes and Burgers turbulence ⋮ On the statistical solution of the Riemann equation and its implications for Burgers turbulence ⋮ PDFs for velocity and velocity gradients in Burgers’ turbulence ⋮ Burgers equation with self-similar Gaussian initial data: Tail probabilities

Cites Work

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• The concave majorant of Brownian motion
• Statistics of shocks in solutions of inviscid Burgers equation
• The inviscid Burgers equation with initial data of Brownian type
• Statistical properties of shocks in Burgers turbulence
• Asymptotic properties of Burgers turbulence
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• The partial differential equation u_t + uu_x = μ_xx

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