相关论文: Inhomogeneous Burgers Equation and the Feynman-Kac…
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…
A Backlund transformation(BT) and a recurrence formula are derived by the homogeneous balance(HB) method. A initial problem of Burgers equations is reduced to a initial problem of heat equation by the BT, the initial problem of heat…
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…
We consider a nonhomogeneous Burgers equation with time variable coefficients, and obtain an explicit solution of the general initial value problem in terms of solution to a corresponding linear ODE. Special exact solutions such as…
In this paper we obtain a Feynman-Kac formula for the solution of a fractional stochastic heat equation driven by fractional noise. One of the main difficulties is to show the exponential integrability of some singular nonlinear functionals…
Exactly solvable variable parametric Burgers type equations in one-dimension are introduced, and two different approaches for solving the corresponding initial value problems are given. The first one is using the relationship between the…
In this paper, we focus on one-dimensional vertical infiltration, assuming constant diffusivity and a quadratic relationship between hydraulic conductivity and water content. Under these assumptions, Richards' equation reduces to Burgers'…
The Burgers' equation is a one-dimensional momentum equation for a Newtonian fluid. The Cole-Hopf transformation solves the equation for a given initial and boundary condition. However, in most cases the resulting integral equation can only…
In this work we introduce the notion of differential-algebraic ansatz for the heat equation and explicitly construct heat equation and Burgers equation solutions given a solution of a homogeneous non-linear ordinary differential equation of…
We consider the heat equation with spatially variable thermal conductivity and homogeneous Dirichlet boundary conditions. Using the Method of Fokas or Unified Transform Method, we derive solution representations as the limit of solutions of…
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…
An unconventional approach is applied to solve the one-dimensional Burgers' equation. It is based on spline polynomial interpolations and Hopf-Cole transformation. Taylor expansion is used to approximate the exponential term in the…
We present a complete analytical resolution of the one dimensional Burgers equation with the elastic forcing term $-\kappa^{2} x+f(t)$, $\kappa\in\mathbb{R}$. Two methods existing for the case $\kappa=0$ are adapted and generalized using…
A large class of physically important nonlinear and nonhomogeneous evolution problems, characterized by advection-like and diffusion-like processes, can be usefully studied by a time-differential form of Kolmogorov's solution of the…
This paper modifies a n-dimensional Hopf-Cole transformation to the n-dimensional Burgers' system. We obtain the n-dimensional heat conduction equation through the modification of the Hopf-Cole transformation. Then the fourth-order precise…
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 this paper, we establish a version of the Feynman-Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman-Kac formula is then applied to study some nonlinear stochastic heat equations…
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…
Differential equations with convective terms such as the Burger's equation appear in many applications and have been the subject of intense research. In this paper we use a generalized form of Cole-Hopf transformation to relate the…
We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…