Results 1 to 10 of about 111,630 (280)

Lie point symmetries for reduced Ermakov systems [PDF]

open access: yesPhysics Letters A, 2004
Reduced Ermakov systems are defined as Ermakov systems restricted to the level surfaces of the Ermakov invariant. The condition for Lie point symmetries for reduced Ermakov systems is solved yielding four infinite families of systems. It is shown that SL(2,R) always is a group of point symmetries for the reduced Ermakov systems.
Haas, F., Goedert, J.
openaire   +4 more sources

Conservation laws, classical symmetries and exact solutions of the generalized KdV-Burgers-Kuramoto equation [PDF]

open access: yesOpen Physics, 2017
For a generalized KdV-Burgers-Kuramoto equation we have studied conservation laws by using the multiplier method, and investigated its first-level and second-level potential systems. Furthermore, the Lie point symmetries of the equation and the Lie point
Bruzón Maria S.   +3 more
doaj   +4 more sources

Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility

open access: yesMathematics, 2016
We perform a classification of the Lie point symmetries for the Black-Scholes-Merton Model for European options with stochastic volatility, σ, in which the last is defined by a stochastic differential equation with an Orstein-Uhlenbeck term.
Andronikos Paliathanasis   +3 more
doaj   +4 more sources

Lie point symmetries and first integrals: The Kowalevski top [PDF]

open access: yesJournal of Mathematical Physics, 2003
We show how the Lie group analysis method can be used in order to obtain first integrals of any system of ordinary differential equations. The method of reduction/increase of order developed by Nucci [J. Math. Phys. 37, 1772–1775 (1996)] is essential. Noether’s theorem is neither necessary nor considered.
Marcelli M., NUCCI, Maria Clara
openaire   +9 more sources

Lie point symmetries of difference equations and lattices [PDF]

open access: yesJournal of Physics A: Mathematical and General, 2000
A method is presented for finding the Lie point symmetry transformations acting simultaneously on difference equations and lattices, while leaving the solution set of the corresponding difference scheme invariant. The method is applied to several examples.
Levi, D., Tremblay, S., Winternitz, P.
openaire   +5 more sources

Lie point symmetries and commuting flows for equations on lattices [PDF]

open access: yesJournal of Physics A: Mathematical and General, 2002
Different symmetry formalisms for difference equations on lattices are reviewed and applied to perform symmetry reduction for both linear and nonlinear partial difference equations. Both Lie point symmetries and generalized symmetries are considered and applied to the discrete heat equation and to the integrable discrete time Toda lattice.
LEVI, Decio, Winternitz P.
openaire   +3 more sources

Lie-point symmetries of the discrete Liouville equation [PDF]

open access: yesJournal of Physics A: Mathematical and Theoretical, 2014
The Liouville equation is well known to be linearizable by a point transformation. It has an infinite dimensional Lie point symmetry algebra isomorphic to a direct sum of two Virasoro algebras. We show that it is not possible to discretize the equation keeping the entire symmetry algebra as point symmetries.
D. Levi, MARTINA, Luigi, P. Winternitz
openaire   +5 more sources

Random Lie-point symmetries of stochastic differential equations [PDF]

open access: yesJournal of Mathematical Physics, 2017
We study the invariance of stochastic differential equations under random diffeomorphisms and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss relations with previous results in the literature.
Giuseppe Gaeta, Francesco Spadaro
openaire   +5 more sources

Note on Lie Point Symmetries of Burgers Equations

open access: yesTrends in Computational and Applied Mathematics, 2010
. In this note we study the Lie point symmetries of a class of evolution equations and obtain a group classification of these equations. We also identify the classical Lie algebras that the symmetry Lie algebras are isomorphic to.
I. L. Freire
doaj   +3 more sources

Random Lie-point symmetries [PDF]

open access: yesJournal of Nonlinear Mathematical Physics, 2021
We introduce the notion of a random symmetry. It consists of taking the action given by a deterministic flow that maintains the solutions of a given differential equation invariant and replacing it with a stochastic flow. This generates a random action, which we call a random symmetry.
Luis Roberto Lucinger   +1 more
openaire   +1 more source

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