Abstract:
We construct a stochastic interpretation of generalised solution of the Cauchy problem for the simplest magneto-hydrodynamics system, namely, a system including the Burgers equation with a pressure due to a magnetic field. The probabilistic representation constructed in the paper can be used for numerical computations.
Key words and phrases:stochastic differential equations, systems of quasilinear parabolic equations, generalised solutions of the Cauchy problem.