Group analysis of stochastic differential systems: Approximate symmetries and conservation laws.
| Document type: | Journal Articles |
|---|---|
| Article type: | Original article |
| Peer reviewed: | Yes |
| Author(s): | Nail H. Ibragimov, Gazanfer Ünal, Claes Jogréus |
| Title: | Group analysis of stochastic differential systems: Approximate symmetries and conservation laws. |
| Translated title: | Group analysis of stochastic differential systems: Approximate symmetries and conservation laws. |
| Journal: | Archives of ALGA |
| Year: | 2004 |
| Volume: | 1 |
| Pagination: | 95-126 |
| ISSN: | 1652-4934 |
| Publisher: | ALGA publications, BTH |
| City: | Karlskrona; Sweden |
| Organization: | Blekinge Institute of Technology |
| Department: | School of Engineering - Dept. Mathematics and Science (Sektionen för teknik – avd. för matematik och naturvetenskap) School of Engineering S- 371 79 Karlskrona +46 455 38 50 00 http://www.tek.bth.se/ |
| Authors e-mail: | nib@bth.se, cjo@bth.se |
| Language: | English |
| Abstract: | Approximate symmetries and conservation laws for deterministic and stochastic differential equations with a small parameter are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratanovich dynamical systems are derived. It is shown how to derive conserved quantities for stochastic dynamical systems using their approximate symmetries without recourse to Noether's theorem |
| Subject: | Mathematics\Analysis |
| Keywords: | Group analysis, stochastic differential systems, approximate symmetries, conservation laws |
| Note: | Online:http://www.bth.se/ihn/alga.nsf/attachments/Archives%201_pdf/$file/Archives%201.pdf |
