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Related papers: Classical Solutions for a Class of Burgers Equatio…

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We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber

In this paper, we prove well-posedness in $C^1(\mathbb{R})$ (a.k.a. classical solutions) of the Fornberg-Whitham equation. To achieve this objective, we study its weak formulation under a Lagrangian framework. Applying the fundamental…

Analysis of PDEs · Mathematics 2025-03-05 Georgia Burkhalter , Ryan C. Thompson , Madison Waldrep

In this article we study generalizations of the inhomogeneous Burgers equation. First at the operator level, in the sense that we replace classical differential derivations by operators with certain properties, and then we increase the…

Analysis of PDEs · Mathematics 2024-11-08 Francesco Maltese

The paper proposes a different method of solving a simplified version of the Black-Scholes equation. This paper will discuss the importance of the Black-Scholes equation and its applications in finance.

Pricing of Securities · Quantitative Finance 2016-12-30 Binur Yermukanova , Laila Zhexembay , Natanael Karjanto

The Bertrand's theorem can be formulated as the solution of an inverse problem for a classical unidimensional motion. We show that the solutions of these problems, if restricted to a given class, can be obtained by solving a numerical…

Mathematical Physics · Physics 2016-08-16 Yves Grandati , Alain Bérard , Ferhat Menas

In this work, high order splitting methods have been used for calculating the numerical solutions of the Burgers' equation in one space dimension with periodic and Dirichlet boundary conditions. However, splitting methods with real…

Numerical Analysis · Mathematics 2014-10-17 Muaz Seydaoğlu , Utku Erdoğan , Turgut Öziş

In this article we deal with one-dimensional inverse problems concerning the Burgers equation and some related nonlinear systems (involving heat effects and/or variable density). In these problems, the goal is to find the size of the…

Analysis of PDEs · Mathematics 2022-01-05 J. Apraiz , A. Doubova , E. Fernández-Cara , M. Yamamoto

We consider a multidimensional Burgers equation on the torus $\mathbb{T}^d$ and the whole space $\Rd$. We show that, in case of the torus, there exists a unique global solution in Lebesgue spaces. For a torus we also provide estimates on…

Analysis of PDEs · Mathematics 2008-12-23 Ben Goldys , Misha Neklyudov

The well-known analytical solution of Burgers' equation is extended to curvilinear coordinate systems in three-dimensions by a method which is much simpler and more suitable to practical applications than that previously used. The results…

solv-int · Physics 2008-02-03 Steven Nerney , Edward J. Schmahl , Z. E. Musielak

In this paper, we present an iterative reproducing kernel method for numerical solution of one dimensional fractional Burgers equation with variable coefficient. Convergence analysis is constructed theoretically. Numerical experiments show…

Numerical Analysis · Mathematics 2018-05-30 Mehmet Giyas Sakar , Onur Saldır , Fevzi Erdogan

In this article we find the solution of the Burger equation with viscosity applying the boundary layer theory. In addition, we will observe that the solution of Burger equation with viscosity converge to the solution of Burger stationary…

Analysis of PDEs · Mathematics 2020-09-15 Oscar Martinez , Ana Marin , Ruben Ortiz

We find the equivalence groupoid of a~class of $(1+1)$-dimensional second-order evolution equations, which are called generalized potential Burgers equations. This class is related via potentialization with two classes of…

Mathematical Physics · Physics 2016-05-16 Oleksandr A. Pocheketa

We survey some results that provide different versions of classical results through different summability methods. Specifically, in order to adapt such classical results, we analyze which properties should satisfy the summability methods.…

We study a class of initial boundary value problems of hyperbolic type. A new topological approach is applied to prove the existence of non-negative classical solutions. The arguments are based upon a recent theoretical result.

Analysis of PDEs · Mathematics 2020-05-07 Svetlin Georgiev Georgiev , Mohamed Majdoub

We show that approach to equilibrium in certain forced Burgers equations is implied by a decay estimate on a suitable intrinsic semigroup estimate, and we verify this estimate in a variety of cases including a periodic force.

Mathematical Physics · Physics 2007-05-23 W. Kirsch , B. Simon

We announce a new bi-Hamiltonian integrable two-component system admitting the scalar 3rd-order Burgers equation as a reduction.

Exactly Solvable and Integrable Systems · Physics 2012-10-24 D. Talati , R. Turhan

Option contracts can be valued by using the Black-Scholes equation, a partial differential equation with initial conditions. An exact solution for European style options is known. The computation time and the error need to be minimized…

Computational Engineering, Finance, and Science · Computer Science 2014-02-12 Aishwarya B U , Mohammed Saaqib A , Rajashree H R , Vigasini B

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

Probability · Mathematics 2017-09-21 Peter Lewis , David Nualart

This paper is an introduction to the theory of 1d stochastic Burgers equation under periodic boundary conditions and with a stochastic force, sufficiently smooth in the space variable. We prove the classical results on the existence and…

Analysis of PDEs · Mathematics 2015-04-30 Takfarinas Kelaï , Sergei Kuksin

We investigate generalizations of the Burgers and Burgers-Huxley equations. The investigations we offer focus attention mainly on presenting explict analytical solutions by means of relating these generalized equations to relativistic 1+1…

solv-int · Physics 2007-05-23 D. Bazeia