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Connection between the Burgers equation with an elastic forcing term and a stochastic process | | Eric Moreau
; Olivier Vallée
; | | Date: |
21 Dec 2004 | | Subject: | Plasma Physics; Mathematical Physics | physics.plasm-ph math-ph math.MP | | Affiliation: | LASEP), Olivier Vallée (LASEP | | Abstract: | We present a complete analytical resolution of the one dimensional Burgers equation with the elastic forcing term $-kappa^{2} x+f(t)$, $kappainmathbb{R}$. Two methods existing for the case $kappa=0$ are adapted and generalized using variable and function transformations, valid for all values of space an time. The emergence of a Fokker-Planck equation in the method allows to connect a fluid model, depicted by the Burgers equation, with an Ornstein-Uhlenbeck process. | | Source: | arXiv, physics/0412136 | | Services: | Forum | Review | PDF | Favorites | |
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