arXiv subjects
Publications and source records attributed to Miguel Angel Rodriguez.
In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution. In the present work, we consider the diffusion (Fokker-Planck) equations associated to such symmetric Ito equations.
The classification of scalar Ito equations with a single noise source which admit a so called standard symmetry and hence are -- by the Kozlov construction -- integrable is by now complete. In this paper we study the situation, occurring in physical as well as biological applications, where there are two independent noise sources. We determine all such autonomous Ito equations admitting a standard symmetry; we then integrate them by means of the Kozlov construction. We also consider the case of three or more independent noises, showing no standard symmetry is present.
It is known that knowledge of a symmetry of a scalar Ito stochastic differential equations leads, thanks to the Kozlov substitution, to its integration. In the present paper we provide a classification of scalar autonomous Ito stochastic differential equations with simple noise possessing symmetries; here "simple noise" means the noise coefficient is of the form $\s (x,t) = s x^k$, with $s$ and $k$ real constants. Such equations can be taken to a standard form via a well known transformation; for such standard forms we also provide the integration of the symmetric equations. Our work extends previous classifications in that it also consider recently introduced types of symmetries, in particular standard random symmetries, not considered in those.
Nonlinear PDE's having {\bf given} conditional symmetries are constructed. They are obtained starting from the invariants of the "conditional symmetry" generator and imposing the extra condition given by the characteristic of the symmetry. Several of examples starting from the Boussinesq and including non-autonomous Korteweg-De Vries like equations are given to showcase the methodology introduced.
We discuss generalizations of the well known concept of canonical transformations for symplectic structures to the case of hyperkahler structures. Different characterizations, which are equivalent in the symplectic case, give raise to non-equivalent notions in the hyperkahler framework; we will thus distinguish between hyperkahler and canonical transformations. We also discuss the properties of hyperhamiltonian dynamics in this respect.
Given a hyperkahler manifold M, the hyperkahler structure defines a triple of symplectic structures on M; with these, a triple of Hamiltonians defines a so called hyperhamiltonian dynamical system on M. These systems are integrable when can be mapped to a system of quaternionic oscillators. We discuss the symmetry of integrable hyperhamiltonian systems, i.e. quaternionic oscillators; and conversely how these symmetries characterize, at least in the Euclidean case, integrable hyperhamiltonian systems.
The definition and structure of hyperkahler structure preserving transformations (invariance group) for quaternionic structures have been recently studied and some preliminary results on the Euclidean case discussed. In this work we present the whole structure of the invariance Lie algebra in the Euclidean case for any dimension.