Abstract
In this paper we consider a stochastic partial differential equation defined on a Lattice L with coefficients of non-linearity with degree p. An analytic solution in the sense of formal power series is given. The obtained series can be re-expressed in terms of rooted trees with two types of leaves. Under the use of the so-called Cole-Hopf transformation and for the particular case p = 2, one thus get the generalized Burger equation. A graphical representation of the solution and its logarithm is given in this paper. A discussion of the summability of the previous formal solutions is done in this paper using Borel sum. A graphical calculus of the correlation function is given. The special case when the noise is of Lévy type gives a simplified representations of the solution of the generalized Burger equation and hence a Linked Cluster theorem is recalled.
| Original language | English |
|---|---|
| Pages (from-to) | 21-38 |
| Number of pages | 18 |
| Journal | Applied Mathematical Sciences |
| Volume | 6 |
| Issue number | 1-4 |
| State | Published - 2012 |
Keywords
- Borel summability
- Linked Cluster theorem
- Lévy noise
- Stochastic partial differential equations
- Trees
ASJC Scopus subject areas
- Applied Mathematics