scholarly journals Stochastic differential equations for Lie group valued moment maps

2021 ◽  
Vol 26 (none) ◽  
Author(s):  
Anton Alekseev ◽  
Elizaveta Arzhakova ◽  
Daria Smirnova
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Lie Group ◽  
Moment Maps

Stochastic Differential Equations for Power Law Behaviors

2012 ◽  
Author(s):  
Bo Jiang ◽  
Roger Brockett ◽  
Weibo Gong ◽  
Don Towsley
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Power Law

Symmetry properties of fractional order transport equations

2012 ◽  
Vol 9 (1) ◽  
pp. 59-64
Author(s):  
R.K. Gazizov ◽  
A.A. Kasatkin ◽  
S.Yu. Lukashchuk
Keyword(s):  
Differential Equations ◽  
Fractional Differential Equations ◽  
Lie Group ◽  
Initial Conditions ◽  
Group Analysis ◽  
Equivalence Transformation ◽  
Point Change ◽  
Infinitesimal Operator ◽  
Symmetry Properties ◽  
Fractional Differential

In the paper some features of applying Lie group analysis methods to fractional differential equations are considered. The problem related to point change of variables in the fractional differentiation operator is discussed and some general form of transformation that conserves the form of Riemann-Liouville fractional operator is obtained. The prolongation formula for extending an infinitesimal operator of a group to fractional derivative with respect to arbitrary function is presented. Provided simple example illustrates the necessity of considering both local and non-local symmetries for fractional differential equations in particular cases including the initial conditions. The equivalence transformation forms for some fractional differential equations are discussed and results of group classification of the wave-diffusion equation are presented. Some examples of constructing particular exact solutions of fractional transport equation are given, based on the Lie group methods and the method of invariant subspaces.

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