Nonlocal transformations of Kolmogorov equations into the backward heat equation

DOI10.1016/J.JMAA.2003.11.028zbMATH Open1073.35094OpenAlexW2130920193MaRDI QIDQ1433352FDOQ1433352

Authors: G. 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

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zbMATH Keywords

Fokker-Planck equationtime-independent and time-dependent coefficients

Mathematics Subject Classification ID

Heat equation (35K05) Transform methods (e.g., integral transforms) applied to PDEs (35A22) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Cites Work

• 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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• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• On the transformation of diffusion processes into the Wiener process
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• On the Transformation of Diffusion Processes into the Wiener Process
• The use of factors to discover potential systems or linearizations
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• Sequences of related linear PDEs

Cited In (11)

• Extended symmetry analysis of remarkable (1+2)-dimensional Fokker–Planck equation
• Mapping method of group classification
• 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
• Analysis of reflected diffusions via an exponential time-based transformation
• Appell Type Transformation for the Kolmogorov Operator
• Nonlocal Extensions of Similarity Methods
• Conservation laws and potential symmetries of linear parabolic equations
• Title not available (Why is that?)
• Equivalence and symmetries for variable coefficient linear heat type equations. I
• Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations

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