The required ansatz to construct Lie point transformations and the symmetries of a first-order stochastic differential equation

In this thesis we demonstrate how to obtain the required ansatz to determine Lie point transformations of evolution-type equations from the contact transformation approach. We indicate that the Lie point transformations of the Fokker-Planck equation (FPE), which is a second-order linear parabolic pa...

Full description

Bibliographic Details
Main Author: Masike, Kakanyo Knowledge
Other Authors: Fredericks, Ebrahim
Format: Dissertation
Language:English
Published: University of Cape Town 2015
Subjects:
Online Access:http://hdl.handle.net/11427/14145