Moreau E, Vallée O. Connection between the Burgers equation with an elastic forcing term and a stochastic process.
PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006;
73:016112. [PMID:
16486221 DOI:
10.1103/physreve.73.016112]
[Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/09/2005] [Revised: 10/12/2005] [Indexed: 05/06/2023]
Abstract
In this paper, a complete analytical resolution of the one dimensional Burgers equation with the elastic forcing term -k2x + f(t), k is an element of R is presented. Two methods existing for the case K=0 are adapted and generalized using variable and functional transformations, valid for all values of space and time. The emergence of a Fokker-Planck equation in the method allows the establishment of a connection between the Burgers equation and the Ornstein-Uhlenbeck process.
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