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We perform a classification of the Lie point symmetries for the Black--Scholes--Merton Model for European options with stochastic volatility, $\sigma$, in which the last is defined by a stochastic differential equation with an…

Analysis of PDEs · Mathematics 2016-05-04 A. Paliathanasis , K. Krishnakumar , K. M. Tamizhmani , P. G. L. Leach

The well known nonlinear model for describing the solid tumour growth [Byrne HM., et al. Appl Math Letters 2003;16:567-74] is under study using an approach based on Lie symmetries. It is shown that the model in the two-dimensional (in…

Mathematical Physics · Physics 2021-01-01 Roman Cherniha , Vasyl' Davydovych

We study a class of nonlinear evolution systems of time fractional partial differential equations using Lie symmetry analysis. We obtain not only infinitesimal symmetries but also a complete group classification and a classification of…

Mathematical Physics · Physics 2018-03-01 Khongorzul Dorjgotov , Hiroyuki Ochiai , Uuganbayar Zunderiya

The Lie symmetries for a class of systems of evolution equations are studied. The evolution equations are defined in a bimetric space with two Riemannian metrics corresponding to the space of the independent and dependent variables of the…

Analysis of PDEs · Mathematics 2018-03-14 Andronikos Paliathanasis , Michael Tsamparlis

A class of nonlinear reaction-diffusion-convection equations describing various processes in physics, biology, chemistry etc. is under study in the case of time and two space variables. The group of equivalence transformations is…

Analysis of PDEs · Mathematics 2020-04-23 Roman Cherniha , Mykola Serov , Yulia Prystavka

We apply the theory of Lie symmetries in order to study a fourth-order $1+2$ evolutionary partial differential equation which has been proposed for the image processing noise reduction. In particular we determine the Lie point symmetries…

Exactly Solvable and Integrable Systems · Physics 2020-08-17 Andronikos Paliathanasis , P. G. L. Leach

Within the class of (1+2)-dimensional ultraparabolic linear equations, we distinguish a fine Kolmogorov backward equation with a quadratic diffusivity. Modulo the point equivalence, it is a unique equation within the class whose essential…

Mathematical Physics · Physics 2024-09-19 Serhii D. Koval , Roman O. Popovych

In this paper, we have studied the problem of determining the largest possible set of symmetries for an important example of nonlinear dynamical system: the Kuramoto-Sivashinsky (K-S) model in two spatial and one temporal dimensions. By…

Analysis of PDEs · Mathematics 2019-01-23 Mehdi Nadjafikhah , Fatemeh Ahangari

A heat equation with non-constant diffusivity depending as a power law on the spatial variable is analysed using Lie's method to identify classical point symmetries. It is shown that the group invariant solutions of a four-dimensional…

Mathematical Physics · Physics 2019-01-09 Tobias F. Illenseer

The (1+1)-dimensional nonlinear boundary value problem, modeling the process of melting and evaporation of metals, is studied by means of the classical Lie symmetry method. All possible Lie operators of the nonlinear heat equation, which…

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

We develop efficient group-theoretical approach to the problem of classification of evolution equations that admit non-local transformation groups (quasi-local symmetries), i.e., groups involving integrals of the dependent variable. We…

Exactly Solvable and Integrable Systems · Physics 2009-01-07 Renat Zhdanov

We present the explicit formulae, describing the structure of symmetries and formal symmetries of any scalar (1+1)-dimensional evolution equation. Using these results, the formulae for the leading terms of commutators of two symmetries and…

solv-int · Physics 2017-09-29 Artur G. Sergyeyev

We prove that any potential symmetry of a system of evolution equations reduces to a Lie symmetry through a nonlocal transformation of variables. Based on this fact is our method of group classification of potential symmetries of systems of…

Exactly Solvable and Integrable Systems · Physics 2009-06-18 Renat Zhdanov

The first-order differential L\'evy-Leblond equations (LLE's) are the non-relativistic analogs of the Dirac equation, being square roots of ($1+d$)-dimensional Schr\"odinger or heat equations. Just like the Dirac equation, the LLE's possess…

Mathematical Physics · Physics 2017-02-16 N. Aizawa , Z. Kuznetsova , H. Tanaka , F. Toppan

The classical Lie method is applied to a nonisospectral problem associated with a system of partial differential equations in 2+1 dimensions (Maccari A, J. Math. Phys. 39, (1998), 6547-6551). Identification of the classical Lie symmetries…

Exactly Solvable and Integrable Systems · Physics 2011-09-27 P. G. Estevez , M. L. Gandarias , J. de Lucas

We suggest the method for group classification of evolution equations admitting nonlocal symmetries which are associated with a given evolution equation possessing nontrivial Lie symmetry. We apply this method to second-order evolution…

Exactly Solvable and Integrable Systems · Physics 2009-07-13 Renat Zhdanov

A new definition of conditional invariance for boundary value problems involving a wide range of boundary conditions (including initial value problems as a special case) is proposed. It is shown that other definitions worked out in order to…

Mathematical Physics · Physics 2014-12-23 Roman Cherniha , John R King

We determine hidden conformal symmetries behind the evolution equations of black hole perturbations in a vector-tensor theory of gravity. Such hidden symmetries are valid everywhere in the exterior region of a spherically symmetric,…

General Relativity and Quantum Cosmology · Physics 2023-12-04 Bill Atkins , Gianmassimo Tasinato

The group classification problem for the class of (1+1)-dimensional linear $r$th order evolution equations is solved for arbitrary values of $r>2$. It is shown that a related maximally gauged class of homogeneous linear evolution equations…

Mathematical Physics · Physics 2017-08-08 Alexander Bihlo , Roman O. Popovych

Let $\lambda_{\phi}(n)$ be the Fourier coefficients of a Hecke holomorphic or Hecke--Maass cusp form on ${\rm SL}_2(\mathbb Z)$, and $f$ be any multiplicative function that satisfies two mild hypotheses. We establish a non-trivial upper…

Number Theory · Mathematics 2022-04-19 Yujiao Jiang , Guangshi Lü
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