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JOURNALS // Prikladnaya Mekhanika i Tekhnicheskaya Fizika // Archive

Prikl. Mekh. Tekh. Fiz., 2013 Volume 54, Issue 1, Pages 25–39 (Mi pmtf1215)

This article is cited in 3 papers

Application of group analysis to stochastic equations of fluid dynamics

S. V. Meleshkoab, O. Sumrumab, E. Schulzab

a Suranaree University of Technology, Nakhon Ratchasima, 30000, Thailand
b Center of Excellence in Mathematics, Bangkok, 10400, Thailand

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.

Keywords: stochastic equations, equations of gas dynamics, Navier–Stokes equations, group analysis, invariant solutions.

UDC: 517.9

Received: 13.02.2012


 English version:
DOI: 10.1134/S0021894413010033

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