Related papers: Connection between the Burgers equation with an el…
Under suitable assumptions on $\beta:\mathbb{R}\!\to\!\mathbb{R}, \,D:\mathbb{R}^d\!\to\!\mathbb{R}^d$ and $b:\mathbb{R}^d\!\to\!\mathbb{R}$, the nonlinear Fokker-Planck equation $u_t-\Delta\beta(u)+{\rm div}(Db(u)u)=0$, in…
We extend our result of [1] and show that one can associate with the stochastically perturbed non-viscid Burgers equation a system of viscous balance laws. The Cauchy data for the Burgers equation generates the data for this system. Till…
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractional Brownian motion. For such process we specify mean and…
In this paper, we study the strong and weak convergence rates for multi-scale one-dimensional stochastic Burgers equation. Based on the techniques of Galerkin approximation, Kolmogorov equation and Poisson equation, we obtain the slow…
Herein, we present a polylogarithmic decomposition method to load the matrix from the linearized 1-dimensional Burgers' equation onto a quantum computer. First, we use the Carleman linearization method to map the nonlinear Burgers' equation…
We show that for a given holomorphic noncharacteristic surface S in two-dimensional complex space, and a given holomorphic function on S, there exists a unique meromorphic solution of Burgers' equation which blows up on S. This proves the…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…
A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems within the framework of the stochastic quantization of Parisi and Wu. The corresponding Fokker-Planck equation is shown to be a diffusion-type…
In this work, we use the spectral Galerkin method to prove the existence of a pathwise unique mild solution of a fractional stochastic partial differential equation of Burgers type in a H\"older space. We get the temporal regularity and…
This work is devoted to investigating stochastic turbulence for the fluid flow in one-dimensional viscous Burgers equation perturbed by L\'evy space-time white noise with the periodic boundary condition. We rigorously discuss the regularity…
This paper studies forward and backward versions of random Burgers equation (RBE) with stochastic coefficients. Firstly, the celebrated Cole-Hopf transformation reduces the forward RBE to a forward random heat equation (RHE) that can be…
We study the inviscid Burgers equation in the presence of spatially periodic potential force. We prove that for foliated initial value problem there are always solutions developing shocks in a finite time. We give an application of this…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
We analyze the one-dimensional periodic Kardar-Parisi-Zhang equation in the language of paracontrolled distributions, giving an alternative viewpoint on the seminal results of Hairer. Apart from deriving a basic existence and uniqueness…
In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…
Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…
We consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear. In this paper we…
Presenting a general phase approach to stochastic processes we analyze in particular the Fokker-Planck equation for the noisy Burgers equation and discuss the time dependent and stationary probability distributions. In one dimension we…
We construct space-time stationary solutions of the 1D Burgers equation with random forcing in the absence of periodicity or any other compactness assumptions. More precisely, for the forcing given by a homogeneous Poissonian point field in…