The geometry of differential constraints for a class of evolution PDEs

DOI10.1016/J.GEOMPHYS.2020.103771zbMATH Open1455.35006arXiv1607.08014OpenAlexW2514471315WikidataQ114173633 ScholiaQ114173633MaRDI QIDQ2197167FDOQ2197167

Authors: Francesco C. De Vecchi, Paola Morando 

Publication date: 28 August 2020

Published in: Journal of Geometry and Physics (Search for Journal in Brave)

Abstract: The problem of computing differential constraints for a family of evolution PDEs is discussed from a constructive point of view. A new method, based on the existence of generalized characteristics for evolution vector fields, is proposed in order to obtain explicit differential constraints for PDEs belonging to this family. Several examples, with applications in non-linear stochastic filtering theory, stochastic perturbation of soliton equations and non-isospectral integrable systems, are discussed in detail to verify the effectiveness of the method.

Full work available at URL: https://arxiv.org/abs/1607.08014

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zbMATH Keywords

generalized characteristicsnonlinear stochastic filteringnon-isospectral integrable systemsstochastic perturbation of soliton equations

Mathematics Subject Classification ID

Geometric theory, characteristics, transformations in context of PDEs (35A30) Symmetries, invariants, etc. in context of PDEs (35B06) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (3)

• Solvable structures for evolution PDEs admitting differential constraints
• Some recent developments on Lie symmetry analysis of stochastic differential equations
• Geodesic Evolution Laws—A Level-Set Approach

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