Long Range Prediction and Scaling Limit for Statistical Solutions of The Burgers’ Equation

Author(s):  
D. Surgailis ◽  
W. A. Woyczyński
2010 ◽  
Author(s):  
Stephen J. Guastello ◽  
Henry Boeh ◽  
Mark Lynn

1991 ◽  
Vol 6 (2) ◽  
pp. 271-288 ◽  
Author(s):  
William L. Chapman ◽  
John E. Walsh

1994 ◽  
Vol 31 (A) ◽  
pp. 351-362 ◽  
Author(s):  
Donatas Surgailis ◽  
Wojbor A. Woyczynski

We study the scaling limit of random fields which are solutions of a non-linear partial differential equation, known as the Burgers equation, under stochastic initial conditions. These are assumed to be of a non-local shot noise type and driven by a Cox process. Previous work by Bulinskii and Molchanov (1991), Surgailis and Woyczynski (1993a), and Funaki et al. (1994) concentrated on the case of local shot noise data which permitted use of techniques from the theory of random fields with finite range dependence. Those are not available for the non-local case being considered in this paper.Burgers' equation is known to describe various physical phenomena such as non-linear and shock waves, distribution of self-gravitating matter in the universe, and other flow satisfying conservation laws (see e.g. Woyczynski (1993)).


1995 ◽  
Vol 62 (1) ◽  
pp. 227-238 ◽  
Author(s):  
BENEDIKT SCHENKER ◽  
MUKUL AGARWAL

1997 ◽  
Vol 11 (4) ◽  
pp. 347-355 ◽  
Author(s):  
N.T. Russell ◽  
H.H.C. Bakker

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