scholarly journals Lie group Method for Solving System of Stochastic Differential Equations

2020 ◽  
Vol 1591 ◽  
pp. 012063
Author(s):  
Zainab Mohammed Alwan
2020 ◽  
Vol 2020 ◽  
pp. 1-5
Author(s):  
Winter Sinkala

Transformations of differential equations to other equivalent equations play a central role in many routines for solving intricate equations. A class of differential equations that are particularly amenable to solution techniques based on such transformations is the class of linearisable second-order ordinary differential equations (ODEs). There are various characterisations of such ODEs. We exploit a particular characterisation and the expanded Lie group method to construct a generic solution for all linearisable second-order ODEs. The general solution of any given equation from this class is then easily obtainable from the generic solution through a point transformation constructed using only two suitably chosen symmetries of the equation. We illustrate the approach with three examples.


2014 ◽  
Vol 2014 ◽  
pp. 1-6
Author(s):  
Jian-Qiang Sun ◽  
Rong-Fang Huang ◽  
Xiao-Yan Gu ◽  
Ling Yu

The diffusion equation is discretized in spacial direction and transformed into the ordinary differential equations. The ordinary differential equations are solved by Lie group method and the explicit Runge-Kutta method. Numerical results showed that Lie group method is more stable than the corresponding explicit Runge-Kutta method.


2016 ◽  
Vol 70 (1) ◽  
pp. 165-183 ◽  
Author(s):  
Jun Mao ◽  
Junxiang Lian ◽  
Xiaoping Hu

This paper presents a framework for a strapdown Inertial Navigation System (INS) algorithm design by using Lie group and Lie algebra. The general way to solve Lie group differential equations is introduced. Investigations reveal that this general Lie group method provides a simpler unified way to solve differential equations involving direction cosine matrix, quaternion and dual quaternion, which are widely used in INS algorithm design. Furthermore, we also present a new INS algorithm based on the Special Euclidean group se(3) under the guidelines of Lie group method. Analyses show that se(3) algorithm has the same accuracy as a dual quaternion algorithm, this is also justified by numerical simulations. Though the se(3) algorithm has no improvements in accuracy, the general Lie group method used in the design process shows its brevity and uniformity.


Symmetry ◽  
2021 ◽  
Vol 13 (2) ◽  
pp. 224
Author(s):  
Ghaylen Laouini ◽  
Amr M. Amin ◽  
Mohamed Moustafa

A comprehensive study of the negative-order Kadomtsev–Petviashvili (nKP) partial differential equation by Lie group method has been presented. Initially the infinitesimal generators and symmetry reduction, which were obtained by applying the Lie group method on the negative-order Kadomtsev–Petviashvili equation, have been used for constructing the reduced equations. In particular, the traveling wave solutions for the negative-order KP equation have been derived from the reduced equations as an invariant solution. Finally, the extended improved (G′/G) method and the extended tanh method are described and applied in constructing new explicit expressions for the traveling wave solutions. Many new and more general exact solutions are obtained.


2013 ◽  
Vol 30 (1) ◽  
pp. 67-75 ◽  
Author(s):  
Reda G. Abdel-Rahman ◽  
Ahmed M. Megahed

ABSTRACTThe Lie group transformation method is applied for solving the problem of mixed convection flow with mass transfer over a permeable stretching surface with Soret and Dufour effects. The application of Lie group method reduces the number of independent variables by one and consequently the system of governing partial differential equations reduces to a system of ordinary differential equations with appropriate boundary conditions. Further, the reduced non-linear ordinary differential equations are solved numerically by using the shooting method. The effects of various parameters governing the flow and heat transfer are shown through graphs and discussed. Our aim is to detect new similarity variables which transform our system of partial differential equations to a system of ordinary differential equations. In this work a special attention is given to investigate the effect of the Soret and Dufour numbers on the velocity, temperature and concentration fields above the sheet.


Sign in / Sign up

Export Citation Format

Share Document