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The aim of this article is to extend the scope of the theory of regularity structures in order to deal with a large class of singular stochastic partial differential equations of the form
\begin{equation*}\partial_t u = \mathfrak{L} u+ F(u, \xi),\end{equation*}
where the differential operator $\mathfrak{L}$ fails to be elliptic. This is achieved by interpreting the base space $\mathbb{R}^{d}$ as a non-trivial homogeneous Lie group $\mathbb{G}$ such that the differential operator $\partial_t -\mathfrak{L}$ becomes a translation invariant hypoelliptic operator on $\mathbb{G}$. Prime examples are the kinetic Fokker-Planck operator $\partial_t -\Delta_v - v\cdot \nabla_x$ and heat-type operators associated with sub-Laplacians. As an application of the developed framework, we solve a class of parabolic Anderson type equations
\begin{equation*}\partial_t u = \sum_{i} X^2_i u + u (\xi-c)\end{equation*}
on the compact quotient of an arbitrary Carnot group.
We carry out the extended symmetry analysis of an ultraparabolic Fokker–Planck equation with three independent variables, which is also called the Kolmogorov equation and is singled out within the class of such Fokker–Planck equations by its remarkable symmetry properties. In particular, its essential Lie invariance algebra is eight-dimensional, which is the maximum dimension within the above class. We compute the complete point symmetry pseudogroup of the Fokker–Planck equation using the direct method, analyse its structure and single out its essential subgroup. After listing inequivalent one- and two-dimensional subalgebras of the essential and maximal Lie invariance algebras of this equation, we exhaustively classify its Lie reductions, carry out its peculiar generalised reductions and relate the latter reductions to generating solutions with iterative action of Lie-symmetry operators. As a result, we construct wide families of exact solutions of the Fokker–Planck equation, in particular, those parameterised by an arbitrary finite number of arbitrary solutions of the (1+1)-dimensional linear heat equation. We also establish the point similarity of the Fokker–Planck equation to the (1+2)-dimensional Kramers equations whose essential Lie invariance algebras are eight-dimensional, which allows us to find wide families of exact solutions of these Kramers equations in an easy way.
The Buckley–Leverett partial differential equation has long been used to model two-phase flow in porous media. In recent years, the PDE has been modified to include a rate-dependent capillary pressure constitutive equation, known as dynamic capillary pressure. Previous traveling wave analysis of the modified Buckley–Leverett equation uncovered non-classical solutions involving undercompressive shocks. More recently, thermodynamically constrained averaging theory (TCAT) has generalized the capillary pressure equation by including additional dependence on fluid properties. In this paper, the model and traveling wave analysis are updated to incorporate TCAT capillary pressure as a generalization of dynamic capillary pressure. Solutions of the corresponding Riemann problem are similar to previous results except in the physically relevant situation in which both phases are pure fluids. The results presented here shed new light on the nature of the interface between one pure fluid displacing another pure fluid, in accordance with TCAT.
We consider the quasi-periodic solutions bifurcated from a degenerate homoclinic solution. Assume that the unperturbed system has a homoclinic solution and a hyperbolic fixed point. The bifurcation function for the existence of a quasi-periodic solution of the perturbed system is obtained by functional analysis methods. The zeros of the bifurcation function correspond to the existence of the quasi-periodic solution at the non-zero parameter values. Some solvable conditions of the bifurcation equations are investigated. Two examples are given to illustrate the results.
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