×

Mapping method of group classification. (English) Zbl 1487.35023

Summary: We revisit the entire framework of group classification of differential equations. After introducing the notion of weakly similar classes of differential equations, we develop the mapping method of group classification for such classes, which generalizes all the versions of this method that have been presented in the literature. The mapping method is applied to group classification of various classes of Kolmogorov equations and of Fokker-Planck equations in the case of space dimension one. The equivalence groupoids and the equivalence groups of these classes are computed. The group classification problems for these classes with respect to the corresponding equivalence groups are reduced to finding all inequivalent solutions of heat equations with inequivalent potentials admitting Lie-symmetry extensions. This reduction allows us to exhaustively solve the group classification problems for the classes of Kolmogorov and Fokker-Planck equations with time-independent coefficients.

MSC:

35B06 Symmetries, invariants, etc. in context of PDEs
35K10 Second-order parabolic equations
35Q84 Fokker-Planck equations

References:

[1] Abramowitz, M.; Stegun, I., Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables (1964), Government Printing Office: Government Printing Office Washington, D.C. · Zbl 0171.38503
[2] An, I.; Chen, S.; Guo, H., Search for the symmetry of the Fokker-Planck equation, Physica A, 128, 520-528 (1984) · Zbl 0604.58052
[3] Anco, S.; Ali, S.; Wolf, T., Exact solutions of nonlinear partial differential equations by the method of group foliation reduction, SIGMA, 7, Article 066 pp. (2011) · Zbl 1244.35075
[4] Basarab-Horwath, P.; Lahno, V.; Zhdanov, R., The structure of Lie algebras and the classification problem for partial differential equations, Acta Appl. Math., 69, 43-94 (2001) · Zbl 1054.35002
[5] Bihlo, A.; Dos Santos Cardoso-Bihlo, E.; Popovych, R. O., Complete group classification of a class of nonlinear wave equations, J. Math. Phys., 53, Article 123515 pp. (2012) · Zbl 1282.35020
[6] Bihlo, A.; Poltavets, N.; Popovych, R. O., Lie symmetries of two-dimensional shallow water equations with variable bottom topography, Chaos, 30, Article 073132 pp. (2020) · Zbl 1445.35279
[7] Bihlo, A.; Popovych, R. O., Zeroth-order conservation laws of two-dimensional shallow water equations with variable bottom topography, Stud. Appl. Math., 145, 291-321 (2020) · Zbl 1454.76018
[8] Bluman, G., On the transformation of diffusion processes into the Wiener process, SIAM J. Appl. Math., 39, 238-247 (1980) · Zbl 0448.60056
[9] Bluman, G.; Shtelen, V., Nonlocal transformations of Kolmogorov equations into the backward heat equation, J. Math. Anal. Appl., 291, 419-437 (2004) · Zbl 1073.35094
[10] Bluman, G. W.; Yüzbaşı, Z. K., How symmetries yield non-invertible mappings of linear partial differential equations, J. Math. Anal. Appl., 491, Article 124354 pp. (2020) · Zbl 1450.35020
[11] Boyko, V.; Lokazyuk, O.; Popovych, R. O., Admissible transformations and Lie symmetries of linear systems of second-order ordinary differential equations, 49 pp.
[12] Cherkasov, I. D., On the transformation of the diffusion process to a Wiener process, Theory Probab. Appl., 2, 373-377 (1957)
[13] Cicogna, G.; Vitali, D., Classification of the extended symmetries of Fokker-Planck equations, J. Phys. A, 23, L85-L88 (1990) · Zbl 0715.35033
[14] Dos Santos Cardoso-Bihlo, E. M.; Bihlo, A.; Popovych, R. O., Enhanced preliminary group classification of a class of generalized diffusion equations, Commun. Nonlinear Sci. Numer. Simul., 16, 3622-3638 (2011) · Zbl 1222.35012
[15] Dunster, T. M., Bessel functions of purely imaginary order, with an application to second-order linear differential equations having a large parameter, SIAM J. Math. Anal., 21, 995-1018 (1990) · Zbl 0703.33002
[16] Feller, W., An Introduction to Probability Theory and Its Applications (1968), John Wiley & Sons: John Wiley & Sons New York - London - Sydney · Zbl 0155.23101
[17] Fels, M.; Olver, P. J., Moving coframes. II. Regularization and theoretical foundations, Acta Appl. Math., 55, 127-208 (1999) · Zbl 0937.53013
[18] Gazeau, J. P.; Winternitz, P., Symmetries of variable coefficient Korteweg-de Vries equations, J. Math. Phys., 33, 4087-4102 (1992) · Zbl 0767.35077
[19] Güngör, F., Equivalence and symmetries for variable coefficient linear heat type equations. I, J. Math. Phys., 59, Article 051507 pp. (2018) · Zbl 1401.35143
[20] Güngör, F.; Lahno, V. I.; Zhdanov, R. Z., Symmetry classification of KdV-type nonlinear evolution equations, J. Math. Phys., 45, 2280-2313 (2004) · Zbl 1071.35112
[21] Ivanova, N. M.; Popovych, R. O.; Sophocleous, C., Group analysis of variable coefficient diffusion-convection equations. I. Enhanced group classification, Lobachevskii J. Math., 31, 100-122 (2010) · Zbl 1257.35018
[22] Johnpillai, I. K.; Mahomed, F. M., Singular invariant equation for the (1+1) Fokker-Planck equation, J. Phys. A, 34, 11033-11051 (2001) · Zbl 1098.35010
[23] Kamke, E., Differentialgleichungen. Lösungsmethoden und Lösungen. I: Gewöhnliche Differentialgleichungen (1977), B.G. Teubner: B.G. Teubner Stuttgart · Zbl 0354.34001
[24] Kozlov, R., On symmetries of the Fokker-Planck equation, J. Eng. Math., 82, 39-57 (2013) · Zbl 1360.34166
[25] Kurujyibwami, C.; Basarab-Horwath, P.; Popovych, R., Algebraic method for group classification of (1+1)-dimensional linear Schrödinger equations, Acta Appl. Math., 157, 171-203 (2018) · Zbl 1409.35179
[26] Kurujyibwami, C.; Popovych, R. O., Equivalence groupoids and group classification of multidimensional nonlinear Schrödinger equations, J. Math. Anal. Appl., 491, Article 124271 pp. (2020) · Zbl 1450.37061
[27] Lie, S., Über die Integration durch bestimmte Integrale von einer Klasse linear partieller Differentialgleichungen, Arch. Math., 6, 328-368 (1881); Lie, S., On integration of a class of linear partial differential equations by means of definite integrals, (CRC Handbook of Lie Group Analysis of Differential Equations, vol. 2 (1995), CRC Press: CRC Press Boca Raton, FL), 473-508, Translation by N.H. Ibragimov: · JFM 13.0298.01
[28] Martina, L.; Sheftel, M.; Winternitz, P., Group foliation and non-invariant solutions of the heavenly equation, J. Phys. A, 34, 9243-9263 (2001) · Zbl 1002.35010
[29] Matveev, V. B.; Salle, M. A., Darboux Transformations and Solitons (1991), Springer-Verlag: Springer-Verlag Berlin · Zbl 0744.35045
[30] Miyadzawa, T., Theory of the one-variable Fokker-Planck equation, Phys. Rev. A, 39, 1447-1468 (1989)
[31] Morozov, O., Contact equivalence problem for linear parabolic equations (2003)
[32] Nikitin, A. G.; Popovych, R. O., Group classification of nonlinear Schrödinger equations, Ukr. Math. J., 53, 1255-1265 (2001) · Zbl 0993.58020
[33] Opanasenko, S., Equivalence groupoid of a class of general Burgers-Korteweg-de Vries equations with space-dependent coefficients, Collection of Works of Institute of Mathematics, 16, 1, 131-154 (2019) · Zbl 1438.35364
[34] Opanasenko, S.; Bihlo, A.; Popovych, R. O., Group analysis of general Burgers-Korteweg-de Vries equations, J. Math. Phys., 58, Article 081511 pp. (2017) · Zbl 1375.35457
[35] Opanasenko, S.; Bihlo, A.; Popovych, R. O., Equivalence groupoid of variable-coefficient Burgers equations, J. Math. Anal. Appl., 491, Article 124215 pp. (2020) · Zbl 1447.35020
[36] Opanasenko, S.; Boyko, V.; Popovych, R. O., Enhanced group classification of reaction-diffusion equations with gradient-dependent diffusion, J. Math. Anal. Appl., 484, Article 123739 pp. (2020) · Zbl 1430.35011
[37] Ovsiannikov, L. V., Group Analysis of Differential Equations (1982), Academic Press: Academic Press New York - London · Zbl 0485.58002
[38] Pocheketa, O.; Popovych, R. O., Extended symmetry analysis of generalized Burgers equations, J. Math. Phys., 58, Article 101501 pp. (2017) · Zbl 1374.35121
[39] Popovych, R. O.; Bihlo, A., Symmetry preserving parameterization schemes, J. Math. Phys., 53, Article 073102 pp. (2010) · Zbl 1277.58021
[40] Popovych, R. O.; Ivanova, N. M., Potential equivalence transformations for nonlinear diffusion-convection equations, J. Phys. A, 38, 3145-3155 (2005) · Zbl 1126.35340
[41] Popovych, R. O.; Kunzinger, M.; Eshraghi, H., Admissible transformations and normalized classes of nonlinear Schrödinger equations, Acta Appl. Math., 109, 315-359 (2010) · Zbl 1216.35146
[42] Popovych, R. O.; Kunzinger, M.; Ivanova, N. M., Conservation laws and potential symmetries of linear parabolic equations, Acta Appl. Math., 100, 113-185 (2008) · Zbl 1185.35009
[43] Risken, H., The Fokker-Planck Equation. Methods of Solution and Applications, Springer Series in Synergetics, vol. 18 (1989), Springer-Verlag: Springer-Verlag Berlin · Zbl 0665.60084
[44] Sastri, C.; Dunn, K., Lie symmetries of some equations of the Fokker-Planck type, J. Math. Phys., 26, 3042-3047 (1985) · Zbl 0591.35074
[45] Shtelen, W.; Stogny, V., Symmetry properties of one- and two-dimensional Fokker-Planck equations, J. Phys. A, 22, L539-L543 (1989) · Zbl 0687.35100
[46] Spichak, S.; Stogny, V., Symmetry classification and exact solutions of the one-dimensional Fokker-Planck equation with arbitrary coefficients of drift and diffusion, J. Phys. A, 32, 8341-8353 (1999) · Zbl 0955.35013
[47] Vaneeva, O.; Bihlo, A.; Popovych, R., Generalization of the algebraic method of group classification with application to nonlinear wave and elliptic equations, Commun. Nonlinear Sci. Numer. Simul., 91, Article 105419 pp. (2020) · Zbl 1453.35011
[48] Vaneeva, O. O.; Popovych, R. O.; Sophocleous, C., Enhanced group analysis and exact solutions of variable coefficient semilinear diffusion equations with a power source, Acta Appl. Math., 106, 1-46 (2009) · Zbl 1242.35023
[49] Vaneeva, O.; Pošta, S., Equivalence groupoid of a class of variable coefficient Korteweg-de Vries equations, J. Math. Phys., 58, Article 101504 pp. (2017) · Zbl 1374.35359
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.