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INVARIANT SOLUTIONS AND LINEARIZED INVARIANT SUBMODELSOF SOME OPTION PRICING EQUATIONS

Челябинский физико-математический журнал
Some subalgebras of the Lie algebra obtained earlier in the group classification of the option pricing model, taking into account costs and market influence, are considered. For a five-dimensional Lie algebra, invariant submodels are found in the case of onedimensional subalgebras and invariant solutions are derived in the case of two-dimensional ...
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A Solution to the Invariant Subspace Problem

Bulletin of the London Mathematical Society, 1984
In studying the action of a matrix of a finite dimensional linear space, the existence of eigenvectors enables one to put the matrix in upper triangular form. Although the understanding is not nearly so complete for compact operators on Banach spaces, an analogous decomposition is possible, where eigenvectors must be replaced by invariant subspaces ...
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Group-Invariant Solutions of Hydrodynamics

1995
The equations of hydrodynamics, being nonlinear, are in general difficult to solve analytically. A great deal of effort has therefore gone into the numerical solution of these equations, using a wide variety of algorithms. Issues associated with these numerical solutions include accuracy and stability of the algorithms and their associated solutions ...
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Invariance, Degeneracy, and Continuous Solutions

1994
Abstract The formation of tangential discontinuities, as an intrinsic part of the static equilibrium of a magnetic field B embedded in an infinitely conducting fluid, follows directly from the mathematical properties of the equilibrium equations.
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Invariant subspaces, exact solutions and stability analysis of nonlinear water wave equations

Journal of Ocean Engineering and Science, 2020
Kamyar Hosseini
exaly  

The Significance of Simple Invariant Solutions in Turbulent Flows

Annual Review of Fluid Mechanics, 2012
Genta Kawahara   +2 more
exaly  

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