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Showing 1 to 3 of 3 for “"Lie symmetry analysis"”.
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A study of certain multi-dimensional partial differential equations using Lie symmetry analysis
… Boussinesq equations are obtained using the Lie symmetry method along with the simplest equation method. The solutions obtained are solitary waves and non-topological solution. Conservation laws for both equations are constructed using the new conservation theorem due to Ibragimov. Lie …
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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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Lie Analysis for Partial Differential Equations in Finance
… the price of an European option. We apply the Lie analysis theory to solve the PDEs, we provide the group classification and use it to find the invariant analytical solutions, particularly the ones compatible with the terminal conditions.