Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets (Q2155091): Difference between revisions

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English	Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets	scientific article

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scholarly article

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title

Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets (English)

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15 July 2022

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zbMATH Keywords

Fokker-Planck equation

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Ornstein-Uhlenbeck process

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Lie symmetry

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invariant subspace method

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Chebyshev wavelets's polynomial

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.physa.2018.08.155

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cites work

A closed solution to the Fokker-Planck equation applied to forecasting

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Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems

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Q4625337

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Approximate symmetry analysis of nonlinear Rayleigh-wave equation

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Q4625396

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Adomian decomposition method for solving fractional nonlinear differential equations

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Approximate analytical solution for seepage flow with fractional derivatives in porous media

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Fractional sub-equation method and its applications to nonlinear fractional PDEs

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Q2735592

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Q4282622

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Conservation laws of \((3+\alpha)\)-dimensional time-fractional diffusion equation

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Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results

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Group analysis of the time fractional generalized diffusion equation

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Q5699297

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A compact finite difference scheme for the fourth-order fractional diffusion-wave system

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Q5817715

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Q5756342

0 references

On chain rule for fractional derivatives

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Fractional derivative generalization of Noether's theorem

0 references

Constructing conservation laws for fractional-order integro-differential equations

0 references

Construction of exact solutions for fractional order differential equations by the invariant subspace method

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Q3413918

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Finite difference and sinc-collocation approximations to a class of fractional diffusion-wave equations

0 references

Wavelets method for the time fractional diffusion-wave equation

0 references

Numerical solution of the convection diffusion equations by the second kind Chebyshev wavelets

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FracSym: automated symbolic computation of Lie symmetries of fractional differential equations

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Identifiers

DOI

10.1016/j.physa.2018.08.155

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2155091

@@ Property / cites work @@
+A closed solution to the Fokker-Planck equation applied to forecasting
+Normal rank
@@ Property / cites work @@
+Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems
+Normal rank
@@ Property / cites work @@
+Q4625337
@@ Property / cites work: Q4625337 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate symmetry analysis of nonlinear Rayleigh-wave equation
+Normal rank
@@ Property / cites work @@
+Q4625396
@@ Property / cites work: Q4625396 / rank @@
+Normal rank
@@ Property / cites work @@
+Adomian decomposition method for solving fractional nonlinear differential equations
+Normal rank
@@ Property / cites work @@
+Approximate analytical solution for seepage flow with fractional derivatives in porous media
+Normal rank
@@ Property / cites work @@
+Fractional sub-equation method and its applications to nonlinear fractional PDEs
+Normal rank
@@ Property / cites work @@
+Q2735592
@@ Property / cites work: Q2735592 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4282622
@@ Property / cites work: Q4282622 / rank @@
+Normal rank
@@ Property / cites work @@
+Conservation laws of \((3+\alpha)\)-dimensional time-fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results
+Normal rank
@@ Property / cites work @@
+Group analysis of the time fractional generalized diffusion equation
+Normal rank
@@ Property / cites work @@
+Q5699297
@@ Property / cites work: Q5699297 / rank @@
+Normal rank
@@ Property / cites work @@
+A compact finite difference scheme for the fourth-order fractional diffusion-wave system
+Normal rank
@@ Property / cites work @@
+Q5817715
@@ Property / cites work: Q5817715 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5756342
@@ Property / cites work: Q5756342 / rank @@
+Normal rank
@@ Property / cites work @@
+On chain rule for fractional derivatives
@@ Property / cites work: On chain rule for fractional derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional derivative generalization of Noether's theorem
+Normal rank
@@ Property / cites work @@
+Constructing conservation laws for fractional-order integro-differential equations
+Normal rank
@@ Property / cites work @@
+Construction of exact solutions for fractional order differential equations by the invariant subspace method
+Normal rank
@@ Property / cites work @@
+Q3413918
@@ Property / cites work: Q3413918 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite difference and sinc-collocation approximations to a class of fractional diffusion-wave equations
+Normal rank
@@ Property / cites work @@
+Wavelets method for the time fractional diffusion-wave equation
+Normal rank
@@ Property / cites work @@
+Numerical solution of the convection diffusion equations by the second kind Chebyshev wavelets
+Normal rank
@@ Property / cites work @@
+FracSym: automated symbolic computation of Lie symmetries of fractional differential equations
+Normal rank