Related papers: Symmetry and integrability for stochastic differen…
Some connections between classical and nonclassical symmetries of a partial differential equation (PDE) are given in terms of determining equations of the two symmetries. These connections provide additional information for determining…
It is investigated how two (standard or generalized) $\lambda-$symmetries of a given second-order ordinary differential equation can be used to solve the equation by quadratures. The method is based on the construction of two commuting…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general cadlag semimartingales taking values in Lie groups are defined and investigated. The considered set of SDEs, first introduced by S. Cohen,…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
We propose the symmetry reduction method of partial differential equations to the system of differential equations with fewer number of independent variables. We also obtain generalized sufficient conditions for the solution found by…
We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
When we consider a differential equation $\Delta=0$ whose set of solutions is ${{\cal S}}_\Delta$, a Lie-point exact symmetry of this is a Lie-point invertible transformation $T$ such that $T({{\cal S}}_\Delta)={{\cal S}}_\Delta$, i.e. such…
Symmetry constraints for dispersionless integrable equations are discussed. It is shown that under symmetry constraints the dispersionless Veselov-Novikov equation is reduced to the 1+1-dimensional hydrodynamic type systems.
Symmetry, which describes invariance, is an eternal concern in mathematics and physics, especially in the investigation of solutions to the partial differential equation (PDE). A PDE's nonlocally related PDE systems provide excellent…
The duality between a class of the Davey-Stewartson type coupled systems and a class of two-dimensional Toda type lattices is discussed. For the recently found integrable lattice the hierarchy of symmetries is described. Second and third…
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…
Using the adjoint action of the infinitesimal translations (with respect to some (in)dependant variables) on specific finite-dimensional subspaces of the space of generalized symmetries of some system of partial differential equations, we…
Rough stochastic differential equations (RSDEs) are common generalisations of Ito SDEs and Lyons RDEs and have emerged as new tool in several areas of applied probability, including non-linear stochastic filtering, pathwise stochastic…
We compare the results of our two papers with the results of the paper Aratyn H., Gomes J.F., Zimerman A.H., Higher order Painlev\'e equations and their symmetries via reductions of a class of integrable models, J. Phys. A: Math. Theor., V.…
This paper proposes a framework to assess the stability of an ordinary differential equation which is coupled to a 1D-partial differential equation (PDE). The stability theorem is based on a new result on Integral Quadratic Constraints…
In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…
The spectral fluctuations of complex quantum systems, in appropriate limit, are known to be consistent with that obtained from random matrices. However, this relation between the spectral fluctuations of physical systems and random matrices…
We discuss various continuous and discrete symmetries of the supersymmetric simple harmonic oscillator (SHO) in one (0 + 1)-dimension of spacetime and show their relevance in the context of mathematics of differential geometry. We show the…