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We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely many variables. The equations are analyzed in spaces of sequentially weakly continuous functions weighted by proper…

Probability · Mathematics 2016-08-16 Michael Röckner , Zeev Sobol

A generalization of the Hopf-Cole transformation and its relation to the Burgers equation of integer order and the diffusion equation with quadratic nonlinearity are discussed. The explicit form of a particular analytical solution is…

Analysis of PDEs · Mathematics 2013-02-26 Paulius Miskinis

We study a formulation of Burgers equation on the Sierpinski gasket, which is the prototype of a p.c.f. self-similar fractal. One possibility is to implement Burgers equation as a semilinear heat equation associated with the Laplacian for…

Analysis of PDEs · Mathematics 2017-12-18 Michael Hinz , Melissa Meinert

When a gas of particles interacts with much a larger reservoir the density dynamics on large scales is typically governed by diffusion. We study this paradigmatic problem for weakly coupled integrable systems and show that this picture gets…

Statistical Mechanics · Physics 2026-01-13 Paweł Lisiak , Maciej Łebek , Miłosz Panfil

We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…

Probability · Mathematics 2015-06-17 Patricia Gonçalves , Milton Jara

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

Admissible point transformations between Burgers equations with linear damping and time-dependent coefficients are described and used in order to exhaustively classify Lie symmetries of these equations. Optimal systems of one- and…

Exactly Solvable and Integrable Systems · Physics 2014-06-24 Oleksandr A. Pocheketa , Roman O. Popovych , Olena O. Vaneeva

We propose a set of generalized incompressible fluid dynamical equations, which interpolates between the Burgers and Navier-Stokes equations in two dimensions and study their properties theoretically and numerically. It is well-known that…

Fluid Dynamics · Physics 2024-08-14 Koji Ohkitani

We consider a stochastic version of a system of coupled two equations formulated by Burgers with the aim to describe the laminar and turbulent motions of a fluid in a channel. The existence and uniqueness of the solution as well as the…

Probability · Mathematics 2020-06-19 Szymon Peszat , Krystyna Twardowska , Jerzy Zabczyk

We present a noncommutative version of the Burgers equation which possesses the Lax representation and discuss the integrability in detail. We find a noncommutative version of the Cole-Hopf transformation and succeed in the linearization of…

High Energy Physics - Theory · Physics 2008-11-26 Masashi Hamanaka , Kouichi Toda

We present here a version of the existence and uniqueness result of time periodic solutions to the viscous Burgers equation with irregular forcing terms (with Sobolev regularity -1 in space). The key result here is an a priori estimate…

Analysis of PDEs · Mathematics 2014-03-03 Magnus Fontes , Olivier Verdier

In this note the Polyakov equation [Phys. Rev. E {\bf 52} (1995) 6183] for the velocity-difference PDF, with the exciting force correlation function $\kappa (y)\sim1-y^{\alpha}$ is analyzed. Several solvable cases are considered, which are…

High Energy Physics - Theory · Physics 2009-10-30 S. Boldyrev

We study the class of one-dimensional equations driven by a stochastic measure $\mu$. For $\mu$ we assume only $\sigma$-additivity in probability. This class of equations include the Burgers equation and the heat equation. The existence and…

Probability · Mathematics 2024-09-11 Vadym Radchenko

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

We prove global existence, uniqueness and regularity of the mild, Lp and classical solution of a non-linear Fokker-Planck equation arising in an adaptive importance sampling method for molecular dynamics calculations. The non- linear term…

Analysis of PDEs · Mathematics 2015-10-15 Houssam Alrachid , Tony Lelièvre , Raafat Talhouk

The numerical simulation of the inviscid Burgers' equation is often hindered by spurious oscillations near discontinuities. To mitigate this issue, a viscous term can be introduced, leading to the viscous Burgers' equation. In this work,…

Numerical Analysis · Mathematics 2026-05-14 Lorenzo Agostini , Michel Fournié , Ghislain Haine

We derive from a class of microscopic asymmetric interacting particle systems on ${\mathbb Z}$, with long range jump rates of order $|\cdot|^{-(1+\alpha)}$ for $0<\alpha<2$, different continuum fractional SPDEs. More specifically, we show…

Probability · Mathematics 2016-01-27 Sunder Sethuraman

In the paper, the large time behavior of solutions of the Cauchy problem for the one dimensional fractal Burgers equation $u_t+(-\partial^2_x)^{\alpha/2} u+uu_x=0$ with $\alpha\in (1,2)$ is studied. It is shown that if the nondecreasing…

Analysis of PDEs · Mathematics 2008-10-09 Grzegorz Karch , Changxing Miao , Xiaojing Xu

The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…

Mathematical Physics · Physics 2019-02-20 R. J. Martin , R. V. Craster , A. Pannier , M. J. Kearney

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