A symmetry-adapted numerical scheme for SDEs

We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable invariant properties. An approximation scheme preserving the symmetry properties of the equation is introduced. Our algorithmic procedure is applied to the family of general linear SDEs for which two theoretical estimates of the numerical forward error are established.Comment: A numerical example adde

Generalized evolutionary equations with imposed symmetries

The paper proposes an algorithm which could identify a general class of pdes describing dynamical systems with similar symmetries. The way that will be followed starts from a given group of symmetries, the determination of the invariants and, then, of the compatible equations of evolution. The algorithm will be exemplified by two classes of equations which describe the Fokker-Planck model and the "backward" Kolgomorov one.Comment: 7th General Conference of the Balkan Physics Union, Published in AIP Conference Proceedings, Vol 1203 (2009), 1172-117

Nonlinear Dirac and diffusion equations in 1 + 1 dimensions from stochastic considerations

We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain nonlinear form of these equations. The group classification through one parameter group of transformation for two of these equations is also carried out.Comment: 18 pages, Latex file, some equations corrected and group analysis in one more case adde