Nonlocal transformations of Kolmogorov equations into the backward heat equation

DOI10.1016/J.JMAA.2003.11.028MaRDI QIDQ1433352zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 3133117 (Why is no real title available?)
• scientific article; zbMATH DE number 3155846 (Why is no real title available?)
• scientific article; zbMATH DE number 3555160 (Why is no real title available?)
• New classes of Schrödinger equations equivalent to the free particle equation through non-local transformations
• Nonlocal symmetries and nonlocal conservation laws of Maxwell’s equations
• On the Transformation of Diffusion Processes into the Wiener Process
• On the transformation of diffusion processes into the Wiener process
• Sequences of related linear PDEs
• Symmetries and differential equations
• The use of factors to discover potential systems or linearizations
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung

Cited in

(11)

• Mapping method of group classification
• Extended symmetry analysis of remarkable (1+2)-dimensional Fokker–Planck equation
• How symmetries yield non-invertible mappings of linear partial differential equations
• Analysis of reflected diffusions via an exponential time-based transformation
• Analysis of a quasi-reversibility method for a terminal value quasi-linear parabolic problem with measurements
• Appell Type Transformation for the Kolmogorov Operator
• Nonlocal Extensions of Similarity Methods
• Conservation laws and potential symmetries of linear parabolic equations
• scientific article; zbMATH DE number 2097391 (Why is no real title available?)
• 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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