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A Stochastic Variational Approach to Viscous Burgers Equations

A Stochastic Variational Approach to Viscous Burgers Equations
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摘要 We consider viscous Burgers equations in one dimension of space and derive their solutions from stochastic variational principles on the corresponding group of homeomorphisms. The metrics considered on this group are Lp metrics. The velocity corresponds to the drift of some stochastic Lagrangian processes. Existence of minima is proved in some cases by direct methods. We also give a representation of the solutions of viscous Burgers equations in terms of stochastic forward-backward systems. We consider viscous Burgers equations in one dimension of space and derive their solutions from stochastic variational principles on the corresponding group of homeomorphisms. The metrics considered on this group are Lp metrics. The velocity corresponds to the drift of some stochastic Lagrangian processes. Existence of minima is proved in some cases by direct methods. We also give a representation of the solutions of viscous Burgers equations in terms of stochastic forward-backward systems.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2016年第9期1027-1034,共8页 数学学报(英文版)
基金 supported by China Scholarship Council(State Scholarship Fund)
关键词 Burgers equations stochastic variational principles Lagrangian diffusions Burgers equations, stochastic variational principles, Lagrangian diffusions
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