Displaying similar documents to “On valuation of derivative securities: A Lie group analytical approach”

Lie symmetry of a class of nonlinear boundary value problems with free boundaries

Roman Cherniha, Sergii Kovalenko (2011)

Banach Center Publications

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A class of (1 + 1)-dimensional nonlinear boundary value problems (BVPs), modeling the process of melting and evaporation of solid materials, is studied by means of the classical Lie symmetry method. A new definition of invariance in Lie's sense for BVP is presented and applied to the class of BVPs in question.

Truncated Lie groups and almost Klein models

Georges Giraud, Michel Boyom (2004)

Open Mathematics

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We consider a real analytic dynamical system G×M→M with nonempty fixed point subset M G. Using symmetries of G×M→M, we give some conditions which imply the existence of transitive Lie transformation group with G as isotropy subgroup.

A Computer Algebra Application to Determination of Lie Symmetries of Partial Differential Equations

Pulov, Vladimir, Chacarov, Edy, Uzunov, Ivan (2007)

Serdica Journal of Computing

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The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006 A MATHEMATICA package for finding Lie symmetries of partial differential equations is presented. The package is designed to create and solve the associated determining system of equations, the full set of solutions of which generates the widest permissible local Lie group of point symmetry transformations. Examples illustrating the functionality...