Équation de Burgers avec conditions initiales à accroissements indépendants et homogènes

Autor: Jean Duchon, Laurent Carraro
Rok vydání: 1998
Předmět:
Zdroj: Annales de l'Institut Henri Poincare (C) Non Linear Analysis. 15(4):431-458
ISSN: 0294-1449
DOI: 10.1016/s0294-1449(98)80030-9
Popis: We study here solutions of inviscid Burgers equation with a stochastic initial value with homogeneous and independent increments without positive jumps. We define the notion of intrinsic statistical solution of this evolution equation and show that a family (X (t); t ≥ 0) of homogeneous Levy processes is an intrinsic statistical solution of Burgers equation if and only if the exponent functions ψ (t, w) satisfy the differential equation: ∂tψ = i ψ ∂w ψ. The existence of such solutions follows then from the examination of that last equation. The case of a brownian initial condition is made explicit.
Databáze: OpenAIRE