Nonlocal transformations of Kolmogorov equations into the backward heat equation
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Publication:1433352
DOI10.1016/j.jmaa.2003.11.028zbMath1073.35094OpenAlexW2130920193MaRDI QIDQ1433352
George W. Bluman, Vladimir M. Shtelen
Publication date: 15 June 2004
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2003.11.028
Heat equation (35K05) Transform methods (e.g., integral transforms) applied to PDEs (35A22) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)
Related Items (9)
Mapping method of group classification ⋮ Analysis of reflected diffusions via an exponential time-based transformation ⋮ Equivalence and symmetries for variable coefficient linear heat type equations. I ⋮ Nonlocal Extensions of Similarity Methods ⋮ Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations ⋮ Extended symmetry analysis of remarkable (1+2)-dimensional Fokker–Planck equation ⋮ How symmetries yield non-invertible mappings of linear partial differential equations ⋮ Analysis of a Quasi-Reversibility Method for a Terminal Value Quasi-Linear Parabolic Problem with Measurements ⋮ Conservation laws and potential symmetries of linear parabolic equations
Cites Work
- Sequences of related linear PDEs
- On the transformation of diffusion processes into the Wiener process
- Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
- The use of factors to discover potential systems or linearizations
- On the Transformation of Diffusion Processes into the Wiener Process
- Nonlocal symmetries and nonlocal conservation laws of Maxwell’s equations
- New classes of Schrödinger equations equivalent to the free particle equation through non-local transformations
- Symmetries and differential equations
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