J 2025

Surprising Symmetry Properties and Exact Solutions of Kolmogorov Backward Equations With Power Diffusivity

KOVAL, Serhii D.; Elsa Dos Santos CARDOSO-BIHLO and Roman POPOVYCH

Basic information

Original name

Surprising Symmetry Properties and Exact Solutions of Kolmogorov Backward Equations With Power Diffusivity

Authors

KOVAL, Serhii D.; Elsa Dos Santos CARDOSO-BIHLO and Roman POPOVYCH

Edition

Studies in Applied Mathematics, Hoboken (USA), John Wiley and Sons, Inc. 2025, 0022-2526

Other information

Language

English

Type of outcome

Article in a journal

Field of Study

10101 Pure mathematics

Country of publisher

United States of America

Confidentiality degree

is not subject to a state or trade secret

Impact factor

Impact factor: 2.300 in 2024

Marked to be transferred to RIV

Yes

RIV identification code

RIV/47813059:19610/25:A0000188

Organization unit

Mathematical Institute in Opava

EID Scopus

Keywords in English

(1+2)-dimensional ultraparabolic Kolmogorov backward equations; group classification; equivalence groupoid; equivalence group; point-symmetry group; exact solutions; Lie reductions; Darboux transformation

Tags

Tags

International impact, Reviewed
Changed: 24/3/2026 01:53, prof. Roman Popovych, D.Sc.

Abstract

In the original language

Using the original advanced version of the direct method, we efficiently compute the equivalence groupoids and equivalence groups of two peculiar classes of Kolmogorov backward equations with power diffusivity and solve the problems of their complete group classifications. The results on the equivalence groups are double-checked with the algebraic method. Within these classes, the remarkable Fokker–Planck and the fine Kolmogorov backward equations are distinguished by their exceptional symmetry properties. We extend the known results on these two equations to their counterparts with respect to a nontrivial discrete equivalence transformation. Additionally, we carry out Lie reductions of the equations under consideration up to the point equivalence, exhaustively study their hidden Lie symmetries, and generate wider families of their new exact solutions via acting by their recursion operators on constructed Lie-invariant solutions. This analysis reveals eight powers of the space variable with exponents -1, 0, 1, 2, 3, 4, 5, and 6 as values of the diffusion coefficient that are prominent due to symmetry properties of the corresponding equations.