Related papers: Symmetry and integrability for stochastic differen…
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
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…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…
Two examples, not connected at present, from author's papers (Nuovo Cim., 1992, v.105A, p.77 [hep-th/0207210] and GRG, 1999, v.31, p.1431 [gr-qc/0207017]) are considered here in which a physical model has discrete symmetries and additional…
In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…
We show that nonlocal reductions of systems of integrable nonlinear partial differential equations are the special discrete symmetry transformations.
This article presents an overview of the theory of integrable systems with symmetries, focusing on toric systems, semitoric systems, and their classifications via decorated polygons. We discuss certain one-parameter families of integrable…
The notion of lambda-symmetries, originally introduced by C. Muriel and J.L. Romero, is extended to the case of systems of first-order ODE's (and of dynamical systems in particular). It is shown that the existence of a symmetry of this type…
We study a class of evolutionary partial differential systems with two components related to second order (in time) non-evolutionary equations of odd order in spatial variable. We develop the formal diagonalisation method in symbolic…
In the framework of diffieties, introduced by Vinogradov, we introduce integrable infinitesimal symmetries and show that they define a one parameter pseudogroup of local diffiety morphisms. We prove some preliminary results allowing to…
This essay explores the meaning of stochastic differential equations and stochastic integrals. It sets these subjects in a context of Riemann-Stieltjes integration. It is intended as a comment or supplement to \cite{MTRV}.
The construction and role of symmetries for difference equations are now well known. In this paper, the symmetry analysis of the discrete Painleve equations is considered. We assume that the characteristics depend on $n$ and $u_n$ only and…
The integrability in quadratures of normality equation for spatially homogeneous dynamical systems in two-dimensional space is shown. The classical symmetries of this equation are calculated and the corresponding self-similar solutions are…
Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…
We review the status of integrable models from the point of view of their dynamics and integrability conditions. Some integrable models are discussed in detail. We comment on the use it is made of them in string theory. We also discuss the…
The classification of scalar Ito equations with a single noise source which admit a so called standard symmetry and hence are -- by the Kozlov construction -- integrable is by now complete. In this paper we study the situation, occurring in…
The geometrical theory of partial differential equations in the absolute sense, without any additional structures, is developed. In particular the symmetries need not preserve the hierarchy of independent and dependent variables. The order…
Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…
The paper intends to offer a general overview on what the concept of integrability means for a nonlinear dynamical system and how the symmetry method can be applied for approaching it. After a general part where key problems as direct and…