Connection between the Burgers equation with an elastic forcing term and a stochastic process
Plasma Physics
2016-08-16 v4 Mathematical Physics
math.MP
Abstract
We present a complete analytical resolution of the one dimensional Burgers equation with the elastic forcing term , . Two methods existing for the case 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.
Cite
@article{arxiv.physics/0412136,
title = {Connection between the Burgers equation with an elastic forcing term and a stochastic process},
author = {Eric Moreau and Olivier Vallée},
journal= {arXiv preprint arXiv:physics/0412136},
year = {2016}
}