  We present a noncommutative version of the Burgers equation which possesses
the Lax representation and discuss the integrability in detail. We find a
noncommutative version of the Cole-Hopf transformation and succeed in the
linearization of it. The linearized equation is the (noncommutative) diffusion
equation and exactly solved. We also discuss the properties of some exact
solutions. The result shows that the noncommutative Burgers equation is
completely integrable even though it contains infinite number of time
derivatives. Furthermore, we derive the noncommutative Burgers equation from
the noncommutative (anti-)self-dual Yang-Mills equation by reduction, which is
an evidence for the noncommutative Ward conjecture. Finally, we present a
noncommutative version of the Burgers hierarchy by both the Lax-pair generating
technique and the Sato's approach.
