EXACT SOLUTIONS FOR KDV-BURGER EQUATIONS WITH AN APPLICATION OF WHITE-NOISE ANALYSIS

In this paper we will give exact solutions of the variable coefficient KdV-Burger equations ut +�(t)uux +�(t)uxx +(t)uxxx = 0, where�(t), �(t) and(t) are bounded measurable or integrable functions on R+. Moreover, using the Hermite transform and the homogeneous balance principle, the white noise functional solutions for the Wick-type stochastic KdV-Burger equations are explicitly obtained.

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