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The Burgers Equation with a Non-Gaussian Random Force

  • Fred Espen Benth
  • Ludwig Streit
Conference paper
Part of the Progress in Probability book series (PRPR, volume 42)

Abstract

In recent years there has been a growing interest in Burgers equation with a randomly disturbed external force. Yakhot and She [YS], Orlowski and Sobczyk [OS], Bertini et. al. [BCJ-L] and Dermoune [D2] have studied the Burgers equation driven additively by a noisy force. An analysis of a singular Gaussian noise as an additive force has been presented by Holden et. al. [HLØUZI+2]. On the other hand, Konno [K], de Lillo [L] and Benth et. al. [BDPS] have studied Burgers equation with a multiplicative noise.

Keywords

Burger Equation Polynomial Chaos Expansion Poisson Noise Heat Problem Poisson Case 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Fred Espen Benth
  • Ludwig Streit

There are no affiliations available

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