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Nonlinear boundary value problems (BVPs) by means of the classical Lie symmetry method are studied. A new definition of Lie invariance for BVPs is proposed by the generalization of existing those on much wider class of BVPs. A class of…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

An algorithmic method to exploit a general class of infinitesimal symmetries for reducing stochastic differential equations is presented and a natural definition of reconstruction, inspired by the classical reconstruction by quadratures, is…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

We analyse two classes of $(1+2)$ evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for the Two-factor Commodities Problem. Our approach is that of…

Analysis of PDEs · Mathematics 2016-05-05 A. Paliathanasis , R. M. Morris , P. G. L. Leach

We formulate symmetric versions of classical variational principles. Within the framework of non-smooth critical point theory, we detect Palais-Smale sequences with additional second order and symmetry information. We discuss applications…

Optimization and Control · Mathematics 2014-02-26 Marco Squassina

By using Lie symmetry methods, we identify a class of second order nonlinear ordinary differential equations invariant under at least one dimensional subgroup of the symmetry group of the Ermakov-Pinney equation. In this context, nonlinear…

Exactly Solvable and Integrable Systems · Physics 2017-03-23 F. Güngör , P. J. Torres

We study the interplay between the differential Galois group and the Lie algebra of infinitesimal symmetries of systems of linear differential equations. We show that some symmetries can be seen as solutions of a hierarchy of linear…

Classical Analysis and ODEs · Mathematics 2015-11-23 David Blázquez-Sanz , Juan J. Morales-Ruiz , Jacques-Arthur Weil

We study the interplay between double cross sum decompositions of a given Lie algebra and classical r-matrices for its semidual. For a class of Lie algebras which can be obtained by a process of generalised complexification we derive an…

Mathematical Physics · Physics 2015-06-16 Prince K Osei , Bernd J Schroers

This article reviews the use of differential forms and Lie derivatives to find symmetries of differential equations, as originally presented by Harrison and Estabrook, J. Math. Phys., 12 (1971), 653. An outline of the method is given,…

Mathematical Physics · Physics 2008-04-23 B. Kent Harrison

We investigate Lie symmetries of Einstein's vacuum equations in N dimensions, with a cosmological term. For this purpose, we first write down the second prolongation of the symmetry generating vector fields, and compute its action on…

Mathematical Physics · Physics 2015-06-26 Louis Marchildon

We introduce a novel systematic construction for integrable (3+1)-dimensional dispersionless systems using nonisospectral Lax pairs that involve contact vector fields. In particular, we present new large classes of (3+1)-dimensional…

Analysis of PDEs · Mathematics 2018-01-25 A. Sergyeyev

We consider the nonlinear Helmholtz (NLH) equation describing the beam propagation in a planar waveguide with Kerr-like nonlinearity under non-paraxial approximation. By applying the Lie symmetry analysis, we determine the Lie point…

Exactly Solvable and Integrable Systems · Physics 2018-06-27 K. Sakkaravarthi , A. G. Johnpillai , A. Durga Devi , T. Kanna , M. Lakshmanan

The algebraic structure and the spectral properties of a special class of multi-component NLS equations, related to the symmetric spaces of {\bf BD.I}-type are analyzed. The focus of the study is on the spectral theory of the relevant Lax…

Exactly Solvable and Integrable Systems · Physics 2010-06-03 Vladimir S. Gerdjikov , Georgi G. Grahovski

The notion of lambda-symmetries, originally introduced by C. Muriel and J.L. Romero, is extended to the case of systems of first-order ODE's (and of dynamical systems in particular). It is shown that the existence of a symmetry of this type…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 G. Cicogna

A Lax pair for the additive difference Painlev\'e equation of type $E_7^{(1)}$ is explicitly obtained as certain linear difference equations of scalar form. The compatibility of the Lax pair is proved by using certain characterization of…

Exactly Solvable and Integrable Systems · Physics 2016-04-13 Hidehito Nagao

In this paper, we give algorithms for determining the existence of isomorphism between two finite-dimensional Lie algebras and compute such an isomorphism in the affirrmative case. We also provide algorithms for determining algebraic…

Rings and Algebras · Mathematics 2021-02-23 Tuan A. Nguyen , Vu A. Le , Thieu N. Vo

We examine the Lie symmetries of a semi-linear partial differential equations and their connections to the analogous symmetries of the forward-backward stochastic differential equations (FBSDEs), established through the generalized…

Probability · Mathematics 2025-01-13 Anas Ouknine , Paul Lescot

We describe the solutions to a family of rotationally symmetric second order partial differential equations in the complex plane that arises from a four-dimensional complex Lie algebra whose spanning set generates the algebra from which…

Classical Analysis and ODEs · Mathematics 2025-11-05 Markus Klintborg

Using the skew-symmetry of the differential operators and multiplication operators in the canonical representations of finite-dimensional classical Lie algebras, we obtain some noncanonical polynomial representations of the classical Lie…

Representation Theory · Mathematics 2008-12-13 Cuiling Luo

For the Davey-Stewartson I equation, which is an integrable equation in 1+2 dimensions, we have already found its Lax pair in 1+1 dimensional form by nonlinear constraints. This paper deals with the second nonlinearization of this 1+1…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Zixiang Zhou , Wen-Xiu Ma , Ruguang Zhou

We investigate Lie bialgebra structures on simple Lie algebras of non-split type $A$. It turns out that there are several classes of such Lie bialgebra structures, and it is possible to classify some of them. The classification is obtained…

Quantum Algebra · Mathematics 2017-02-20 Seidon Alsaody , Alexander Stolin