相关论文: Random Lie-point symmetries of stochastic differen…
We present an algorithm for determining the Lie point symmetries of differential equations on fixed non transforming lattices, i.e. equations involving both continuous and discrete independent variables. The symmetries of a specific…
In the deterministic realm, both differential equations and symmetry generators are geometrical objects, and behave properly under changes of coordinates; actually this property is essential to make symmetry analysis independent of the…
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…
Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…
We extend two of the methods previously introduced to find discrete symmetries of differential equations to the case of difference and differential-difference equations. As an example of the application of the methods, we construct the…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods…
We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A ${\bf 43}$ (2010) \& ${\bf 44}$ (2011)]. Together…
Symmetry methods are by now recognized as one of the main tools to attack deterministic differential equations (both ODEs and PDEs); the situation is quite different for what concerns stochastic differential equations: here, symmetry…
In general, adding a stochastic perturbation to a differential equation possessing an invariant manifold destroys the invariance as far as the It\^o formalism is used. In this article, we propose an invariantization method for perturbations…
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…
We discuss W-symmetries of Ito stochastic differential equations, introduced in a recent paper by Gaeta and Spadaro [J. Math. Phys. 2017]. In particular, we discuss the general form of acceptable generators for continuous (Lie-point)…
A method is presented for finding the Lie point symmetry transformations acting simultaneously on difference equations and lattices, while leaving the solution set of the corresponding difference scheme invariant. The method is applied to…
We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.
We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
In this thesis, we study the one parameter point transformations which leave invariant the differential equations. In particular we study the Lie and the Noether point symmetries of second order differential equations. We establish a new…
We develop an approach to the theory nonholonomic relativistic stochastic processes on curved spaces. The Ito and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting…
We study the Lie point symmetries of Einstein's equations for the Friedmann-Roberstson-Walker Cosmology. They form either a two - dimensional or a three - dimensional solvable group depending on the form of the self interacting potential.…
The Liouville equation is well known to be linearizable by a point transformation. It has an infinite dimensional Lie point symmetry algebra isomorphic to a direct sum of two Virasoro algebras. We show that it is not possible to discretize…