Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries
نویسندگان
چکیده مقاله:
In this paper Lie symmetry analysis is applied to find new solution for Fokker Plank equation of geometric Brownian motion. This analysis classifies the solution format of the Fokker Plank equation.
منابع مشابه
New Solutions for Fokker-Plank Equation of Special Stochastic Process via Lie Point Symmetries
In this paper Lie symmetry analysis is applied in order to find new solutions for Fokker Plank equation of Ornstein-Uhlenbeck process. This analysis classifies the solutions format of the Fokker Plank equation by using the Lie algebra of the symmetries of our considered stochastic process.
متن کاملnew solutions for fokker-plank equation of special stochastic process via lie point symmetries
in this paper lie symmetry analysis is applied in order to find new solutions for fokker plank equation of ornstein-uhlenbeck process. this analysis classifies the solutions format of the fokker plank equation by using the lie algebra of the symmetries of our considered stochastic process.
متن کاملPolynomial and non-polynomial solutions set for wave equation with using Lie point symmetries
This paper obtains the exact solutions of the wave equation as a second-order partial differential equation (PDE). We are going to calculate polynomial and non-polynomial exact solutions by using Lie point symmetry. We demonstrate the generation of such polynomial through the medium of the group theoretical properties of the equation. A generalized procedure for polynomial solution is pr...
متن کاملpolynomial and non-polynomial solutions set for wave equation with using lie point symmetries
this paper obtains the exact solutions of the wave equation as a second-order partial differential equation (pde). we are going to calculate polynomial and non-polynomial exact solutions by using lie point symmetry. we demonstrate the generation of such polynomial through the medium of the group theoretical properties of the equation. a generalized procedure for polynomial solution is pr...
متن کاملLie symmetries and exact solutions of barotropic vorticity equation
The Lie group method is used in order to investigate various issues related to symmetries and exact solutions of the barotropic vorticity equation. This is done in a similar but more systematic and complete way as given by Huang and Lou [Phys. Lett. A. 320 (2004) 428–437]. The Lie symmetries of the barotropic vorticity equations on the f and β-planes as well as on the sphere in rotating and res...
متن کاملBifurcations of self-similar solutions of the Fokker-Plank Equation
A class of one-dimensional Fokker-Plank equations having a common stationary solution, which is a power function of the state of the process, was found. We prove that these equations also have generalized self-similar solutions which describe the temporary transition from one stationary state to another. The study was motivated by problems arising in mathematical modeling of genome size evolution.
متن کاملمنابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ذخیره در منابع من قبلا به منابع من ذحیره شده{@ msg_add @}
عنوان ژورنال
دوره 6 شماره 3
صفحات 372- 379
تاریخ انتشار 2018-07-01
با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.
میزبانی شده توسط پلتفرم ابری doprax.com
copyright © 2015-2023