Newcastle meet Bournemouth today having not won at Dean Court since PIF's 2021 takeover.
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Burn told Chronicle Live: "We've not played well there since I've been here anyway, so it's something we'll look to put right.
"It's a mentality thing, we can't just turn up to these big games against Barcelona and then not perform at the weekend.
"We've struggled at Bournemouth, since I've been here anyway, and not turned it on.
"Those are lessons that we'll hopefully learn from the last one and recover and go again."
