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Showing 1 to 3 of 3 for “"Lie symmetries"”.
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The Lie Symmetries of a Few Classes of Harmonic Functions
… solution. This process involves calculating the Lie symmetries of a system of equations and looking at the resulting transformations. In this paper we will give a general background of the theory necessary to develop the ideas of working in the jet space of a given system of equations, applying …
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Application of Lie symmetries to Solving Partial Differential Equations associated with the Mathematics of Finance
… we apply the algorithmic quantitative theory of Lie, the Lie symmetry analysis, to derive and solve the models associated with interest rate derivatives whose price dynamics comprise of partial differential equations in their set up. The interest rate derivative model that we consider is of great …
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New symmetries from old: exploiting lie algebra structure to determine infinitesimal symmetries of differential equations
We give a method for using explicitly known Lie symmetries of a system of differential equations to help find more symmetries of the system. A Lie (or infinitesimal) symmetry of a system of differential equations is a transformation of its dependent and independent variables, depending on …