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Aiming at enlarging the class of symmetries of an SDE, we introduce a family of stochastic transformations able to change also the underlying probability measure exploiting Girsanov Theorem and we provide new determining equations for the…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

The linearization of complex ordinary differential equations is studied by extending Lie's criteria for linearizability to complex functions of complex variables. It is shown that the linearization of complex ordinary differential equations…

Classical Analysis and ODEs · Mathematics 2011-07-25 S. Ali , F. M. Mahomed , Asghar Qadir

The aim of this paper is to study symmetries of linearly singular differential equations, namely, equations that can not be written in normal form because the derivatives are multiplied by a singular linear operator. The concept of…

Mathematical Physics · Physics 2009-11-07 Xavier Gracia , Josep M. Pons

Whereas Lie had linearized scalar second order ordinary differential equations (ODEs) by point transformations and later Chern had extended to the third order by using contact transformation, till recently no work had been done for higher…

Classical Analysis and ODEs · Mathematics 2016-07-12 Hina M. Dutt , Asghar Qadir

We present here the solution of the problem on linearization of fourth-order equations by means of point transformations. We show that all fourth-order equations that are linearizable by point transformations are contained in the class of…

Classical Analysis and ODEs · Mathematics 2007-10-26 Nail H. Ibragimov , Sergey V. Meleshko , Supaporn Suksern

We show that nonlocal reductions of systems of integrable nonlinear partial differential equations are the special discrete symmetry transformations.

Exactly Solvable and Integrable Systems · Physics 2020-01-08 Metin Gürses , Aslı Pekcan , Konstyantyn Zheltukhin

In this paper, symmetry analysis is extended to study nonlocal differential equations, in particular two integrable nonlocal equations, the nonlocal nonlinear Schr\"odinger equation and the nonlocal modified Korteweg--de Vries equation. Lie…

Mathematical Physics · Physics 2019-07-08 Linyu Peng

Based on the direct linearisation framework of the discrete Kadomtsev-Petviashvili-type equations presented in [Proc. R. Soc. A, 473 (2017) 20160915], six novel nonautonomous differential-difference equations are established, including…

Exactly Solvable and Integrable Systems · Physics 2020-12-22 Wei Fu , Frank W. Nijhoff

Two essential methods, the symmetry analysis and of the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations are discussed. The main similarities and differences of these two different…

Mathematical Physics · Physics 2016-08-04 Andronikos Paliathanasis , P. G. L. Leach

We study the symmetry properties of autonomous integrating factors from an algebraic point of view. The symmetries are delineated for the resulting integrals treated as equations and symmetries of the integrals treated as functions or…

Exactly Solvable and Integrable Systems · Physics 2008-04-24 Sibusiso Moyo , P. G. L. Leach

We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form.…

Mathematical Physics · Physics 2017-11-10 Giuseppe Gaeta , Francesco Spadaro

We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.

Mathematical Physics · Physics 2007-05-23 Paolo Amore , Hakan Ciftci , Francisco M. Fernandez

A complete classification of isotropic vector equations of the geometric type that possess higher symmetries is proposed. New examples of integrable multi-component systems of the geometric type and their auto-Backlund transformations are…

Exactly Solvable and Integrable Systems · Physics 2020-02-19 Anatoly Meshkov , Vladimir Sokolov

In [7], a new iterative method for solving linear system of equations was presented which can be considered as a modification of the Gauss-Seidel method. Then in [4] a different approach, say 2D-DSPM, and more effective one was introduced.…

Numerical Analysis · Mathematics 2009-06-10 Davod Khojasteh Salkuyeh

Group classification of classes of mKdV-like equations with time-dependent coefficients is carried out. The usage of equivalence transformations appears a crucial point for the exhaustive solution of the problem. We prove that all the…

Exactly Solvable and Integrable Systems · Physics 2012-01-09 Olena Vaneeva

All Darboux integrable difference equations on the quad-graph are described in the case of the equations that possess autonomous first-order integrals in one of the characteristics. A generalization of the discrete Liouville equation is…

Exactly Solvable and Integrable Systems · Physics 2017-12-04 S. Ya. Startsev

Using the basic prolongation method and the infinitesimal criterion of invariance, we find the most general Lie point symmetries group of the Thomas equation. Looking the adjoint representation of the obtained symmetry group on its Lie…

Mathematical Physics · Physics 2007-05-23 A. Ouhadan , E. H. El Kinani

It is known that many equations of interest in Mathematical Physics display solutions which are only asymptotically invariant under transformations (e.g. scaling and/or translations) which are not symmetries of the considered equation. In…

Mathematical Physics · Physics 2015-06-26 G. Gaeta , D. Levi , R. Mancinelli

We apply the theory of Lie point symmetries for the study of a family of partial differential equations which are integrable by the hyperbolic reductions method and are reduced to members of the Painlev\'{e} transcendents. The main results…

Exactly Solvable and Integrable Systems · Physics 2022-08-08 Andronikos Paliathanasis

We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the…

Mathematical Physics · Physics 2021-10-12 Giuseppe Gaeta , Roman Kozlov , Francesco Spadaro