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arXiv physics/0412136physics.plasm-phmath-phmath.MP
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带弹性强迫项的Burgers方程与随机过程的联系

Connection between the Burgers equation with an elastic forcing term and a stochastic process

Eric Moreau, Olivier Vallée

摘要:

本文给出了带弹性强迫项$-κ^{2} x+f(t)$,$κ\in\mathbb{R}$的一维Burgers方程的完整解析解.现有的两种方法的情况下,$κ=0$适应和推广使用变量和函数变换,有效的空间和时间的所有值。该方法中福克-普朗克方程的出现允许将由Burgers方程描述的流体模型与Ornstein-Uhlenbeck过程连接起来。

英文摘要:

We present a complete analytical resolution of the one dimensional Burgers equation with the elastic forcing term $-κ^{2} x+f(t)$, $κ\in\mathbb{R}$. Two methods existing for the case $κ=0$ are adapted and generalized using variable and function transformations, valid for all values of space an time. The emergence of a Fokker-Planck equation in the method allows to connect a fluid model, depicted by the Burgers equation, with an Ornstein-Uhlenbeck process.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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