976 resultados para Burgers equation
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The local fractional Burgers’ equation (LFBE) is investigated from the point of view of local fractional conservation laws envisaging a nonlinear local fractional transport equation with a linear non-differentiable diffusion term. The local fractional derivative transformations and the LFBE conversion to a linear local fractional diffusion equation are analyzed.
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We study the BPE (Brownian particle equation) model of the Burgers equationpresented in the preceeding article [6]. More precisely, we are interestedin establishing the existence and uniqueness properties of solutions usingprobabilistic techniques.
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In this paper we study the extended Tanh method to obtain some exact solutions of KdV-Burgers equation. The principle of the Tanh method has been explained and then apply to the nonlinear KdV- Burgers evolution equation. A finnite power series in tanh is considered as an ansatz and the symbolic computational system is used to obtain solution of that nonlinear evolution equation. The obtained solutions are all travelling wave solutions.
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The Whitham modulation equations for the parameters of a periodic solution are derived using the generalized Lagrangian approach for the case of the damped Benjamin-Ono equation. The structure of the dispersive shock is considered in this method.
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The (2 + 1)-dimensional Burgers equation is obtained as the equation of motion governing the surface perturbations of a shallow viscous fluid heated from below, provided the Rayleigh number of the system satisfies the condition R not-equal 30. A solution to this equation is explicitly exhibited and it is argued that it describes the nonlinear evolution of a nearly one-dimensional kink.
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We show in this report that the perturbed Burgers equation ut = 2uux + uxx + ε(3 α1u2ux + 3 α2uuxx + 3 α3u2 x + α4uxxx) is equivalent, through a near-identity transformation and up to O(ε), to a linearizable equation if the condition 3 α1 - 3 α3 - 3/2α2 + 3/2α4 = 0 is satisfied. In the case this condition is not fulfilled, a normal form for the equation under consideration is given. We show, furthermore, that nonlinearizable cases lead to perturbative expansions with secular-type behavior. Then, to illustrate our results, we make a linearizability analysis of the equations governing the dynamics of a one-dimensional gas.
Stochastic particle models: mean reversion and burgers dynamics. An application to commodity markets
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The aim of this study is to propose a stochastic model for commodity markets linked with the Burgers equation from fluid dynamics. We construct a stochastic particles method for commodity markets, in which particles represent market participants. A discontinuity in the model is included through an interacting kernel equal to the Heaviside function and its link with the Burgers equation is given. The Burgers equation and the connection of this model with stochastic differential equations are also studied. Further, based on the law of large numbers, we prove the convergence, for large N, of a system of stochastic differential equations describing the evolution of the prices of N traders to a deterministic partial differential equation of Burgers type. Numerical experiments highlight the success of the new proposal in modeling some commodity markets, and this is confirmed by the ability of the model to reproduce price spikes when their effects occur in a sufficiently long period of time.
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2000 Mathematics Subject Classification: 60H15, 60H40
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We consider the one-dimensional asymmetric simple exclusion process (ASEP) in which particles jump to the right at rate p is an element of (1/2, 1.] and to the left at rate 1 - p, interacting by exclusion. In the initial state there is a finite region such that to the left of this region all sites are occupied and to the right of it all sites are empty. Under this initial state, the hydrodynamical limit of the process converges to the rarefaction fan of the associated Burgers equation. In particular suppose that the initial state has first-class particles to the left of the origin, second-class particles at sites 0 and I, and holes to the right of site I. We show that the probability that the two second-class particles eventually collide is (1 + p)/(3p), where a collision occurs when one of the particles attempts to jump over the other. This also corresponds to the probability that two ASEP processes. started from appropriate initial states and coupled using the so-called ""basic coupling,"" eventually reach the same state. We give various other results about the behaviour of second-class particles in the ASEP. In the totally asymmetric case (p = 1) we explain a further representation in terms of a multi-type particle system, and also use the collision result to derive the probability of coexistence of both clusters in a two-type version of the corner growth model.
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We study the competition interface between two growing clusters in a growth model associated to last-passage percolation. When the initial unoccupied set is approximately a cone, we show that this interface has an asymptotic direction with probability 1. The behavior of this direction depends on the angle theta of the cone: for theta >= 180 degrees, the direction is deterministic, while for theta < 180 degrees, it is random, and its distribution can be given explicitly in certain cases. We also obtain partial results on the fluctuations of the interface around its asymptotic direction. The evolution of the competition interface in the growth model can be mapped onto the path of a second-class particle in the totally asymmetric simple exclusion process; from the existence of the limiting direction for the interface, we obtain a new and rather natural proof of the strong law of large numbers (with perhaps a random limit) for the position of the second-class particle at large times.
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This article is dedicated to harmonic wavelet Galerkin methods for the solution of partial differential equations. Several variants of the method are proposed and analyzed, using the Burgers equation as a test model. The computational complexity can be reduced when the localization properties of the wavelets and restricted interactions between different scales are exploited. The resulting variants of the method have computational complexities ranging from O(N(3)) to O(N) (N being the space dimension) per time step. A pseudo-spectral wavelet scheme is also described and compared to the methods based on connection coefficients. The harmonic wavelet Galerkin scheme is applied to a nonlinear model for the propagation of precipitation fronts, with the front locations being exposed in the sizes of the localized wavelet coefficients. (C) 2011 Elsevier Ltd. All rights reserved.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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The effects of a temperature dependent viscosity in surface nonlinear waves propagating in a shallow fluid heated from below are investigated. It is shown that the (2+1)-dimensional Burgers equation may appear as the equation governing the upper free surface perturbations of a Bénard system, even when the viscosity is assumed to depend on temperature. The critical Rayleigh number for the appearance of waves governed by the Kadomtsev-Petviashvili equation, however, will be smaller than R=30, which is the critical number obtained for a constant viscosity. © 1992.