On a Forward-backward Stochastic System Associated to the Burgers Equation

被引：0
|
作者：
Cruzeiro, Ana Bela [1 ,2 ]
Shamarova, Evelina [3 ]
机构：
[1] Univ Lisbon, IST UTL, Dept Matemat, Lisbon, Portugal
[2] Univ Lisbon, Grp Fis Matemat, Lisbon, Portugal
[3] Univ Porto, Ctr Matemat, Oporto, Portugal
来源：
STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS, HONG KONG 2009 | 2011年 / 65卷
关键词：
Burgers equation; forward-backward SDE; diffeomorphism group; NAVIER-STOKES EQUATIONS; DIFFEOMORPHISMS;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We describe a probabilistic construction of Ha-regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forward-backward stochastic system.
引用
收藏
页码：43 / 59
页数：17
相关论文
共 50 条
  • [21] Iterative methods for the forward-backward heat equation
    Cheng, XL
    Sun, J
    [J]. JOURNAL OF COMPUTATIONAL MATHEMATICS, 2005, 23 (04) : 419 - 424
  • [22] Numerical schemes for the forward-backward heat equation
    Sun, Jie
    [J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2010, 87 (03) : 552 - 564
  • [23] NUMERICAL EXPLORATION OF A FORWARD-BACKWARD DIFFUSION EQUATION
    Lafitte, P.
    Mascia, C.
    [J]. MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES, 2012, 22 (06):
  • [24] Markovian forward-backward stochastic differential equations and stochastic flows
    Elliott, Robert J.
    Siu, Tak Kuen
    [J]. SYSTEMS & CONTROL LETTERS, 2012, 61 (10) : 1017 - 1022
  • [25] Stochastic optimal control and forward-backward stochastic differential equations
    Yong, Jiongmin
    [J]. COMPUTATIONAL & APPLIED MATHEMATICS, 2002, 21 (01): : 369 - 403
  • [26] The Navier-Stokes-alpha equation via forward-backward stochastic differential systems
    Liu, Guoping
    [J]. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 90 (01) : 1 - 28
  • [27] A FORWARD-BACKWARD SDE FROM THE 2D NONLINEAR STOCHASTIC HEAT EQUATION
    Dunlap, Alexander
    Gu, Yu
    [J]. ANNALS OF PROBABILITY, 2022, 50 (03): : 1204 - 1253
  • [28] On non-Markovian forward-backward SDEs and backward stochastic PDEs
    Ma, Jin
    Yin, Hong
    Zhang, Jianfeng
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2012, 122 (12) : 3980 - 4004
  • [29] On the homotopy analysis method for backward/forward-backward stochastic differential equations
    Xiaoxu Zhong
    Shijun Liao
    [J]. Numerical Algorithms, 2017, 76 : 487 - 519
  • [30] Forward-Backward Stochastic Differential Equations and their Applications Preface
    Ma, Jin
    Yong, Jiongmin
    [J]. FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS, 2007, 1702 : VII - +
12345