## Abstract Symmetries of stochastic ordinary differential equations (SODEs) are analysed. This work focuses on maintaining the properties of the Weiner processes after the application of infinitesimal transformations. The determining equations (DEs) for firstβorder SODEs are derived in an ItΓ΄ calc
Exceptional Properties of Second and Third Order Ordinary Differential Equations of Maximal Symmetry
β Scribed by S Moyo; P.G.L Leach
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 137 KB
- Volume
- 252
- Category
- Article
- ISSN
- 0022-247X
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β¦ Synopsis
The Riccati transformation is used in the reduction of order of second and third Ε½ . order ordinary differential equations of maximal symmetry. The sl 2, R subalgebra is preserved under this transformation. The Riccati transformation is itself associated with the symmetry that is annihilated in the reduction of order. The solution symmetries and the intrinsically contact symmetries become nonlocal symmetries under the Riccati transformation. We investigate the fate and origins of the contact symmetries arising from the Riccati transformation. The exceptional properties of the second and third order equations of maximal symmetry are indicated. In the context of generalised symmetries we express the solution symmetries, Ε½ . contact symmetries, and the sl 2, R elements in terms of a Jacobian. We show that a basis for the solution set of equations of maximal symmetry is given in terms of the solution set of a second order ordinary differential equation.
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