Diffusion approximation for self-similarity of stochastic advection in Burgers' equation
Analysis of PDEs
2014-03-11 v2 Probability
Abstract
Self-similarity of Burgers' equation with some stochastic advection is studied. In self-similar variables a stationary solution is constructed which establishes the existence of a stochastically self-similar solution for the stochastic Burgers' equation. The analysis assumes that the stochastic coefficient of advection is transformed to a white noise in the self-similar variables. Furthermore, by a diffusion approximation, the long time convergence to the self-similar solution is proved in the sense of distribution.
Keywords
Cite
@article{arxiv.1203.0463,
title = {Diffusion approximation for self-similarity of stochastic advection in Burgers' equation},
author = {Wei Wang and Anthony Roberts},
journal= {arXiv preprint arXiv:1203.0463},
year = {2014}
}
Comments
37 pages, Comm. Math. Phys., to appear, 2014