THE NON-VISCOUS BURGERS EQUATION ASSOCIATED WITH RANDOM POSITION IN COORDINATE SPACE: A THRESHOLD FOR BLOW UP BEHAVIOUR
From MaRDI portal
Publication:3636495
DOI10.1142/S0218202509003607zbMath1180.35588arXiv0708.2320MaRDI 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
35B40: Asymptotic behavior of solutions to PDEs
35Q35: PDEs in connection with fluid mechanics
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
Related Items
On dependence of volatility on return for stochastic volatility models, Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate, A probabilistic model associated with the pressureless gas dynamics, Transient growth in stochastic Burgers flows, 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
Cites Work
- Unnamed Item
- Unnamed Item
- 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 ut + uux = μxx
