Application of Group Analysis to Stochastic Equations of Fluid Dynamics
S. V. Meleshko, O. Sumrum, E. Schulz
Keywords: stochastic equations, equations of gas dynamics, Navier–Stokes equations, group analysis, invariant solutions
Abstract
Group analysis is used to study stochastic equations of fluid dynamics. Determining equations for admitted Lie groups of transformation involving independent and dependent variables and Wiener processes are obtained. It is shown that, as in the case of deterministic differential equations, admitted groups make it possible to reduce invariant solutions of stochastic differential equations to solutions with a smaller number of independent variables.
|
