A stochastic variational approach to viscous Burgers equations

Citation
Cruzeiro, Ana Bela et Liu, Guo Ping, A stochastic variational approach to viscous Burgers equations, Acta mathematica Sinica. English series (Print) , 32(9), 2016, pp. 1027-1034
ISSN journal
14398516
Volume
32
Issue
9
Year of publication
2016
Pages
1027 - 1034
Database
ACNP
SICI code
Abstract
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 L p 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.