Related papers: Group Classification (1+2)-dimensional Linear Equa…
A constructive procedure is proposed for formulation of linear differential equations invariant under global symmetry transformations forming a semi-simple Lie algebra f. Under certain conditions f-invariant systems of differential…
In the first part of my talk I will explain a solution to the extension of Lie's problem on classification of "local continuous transformation groups of a finite-dimensional manifold" to the case of supermanifolds. (More precisely, the…
All finite-dimensional indecomposable solvable Lie algebras g, having the filiform Lie algebra Q_(2m+1) as the nilradical, are studied and classified. It turns out that the dimension of g is at most dimQ_(2m+1)+2.
Families of exact solutions are found to a nonlinear modification of the Black-Scholes equation. This risk-adjusted pricing methodology model (RAPM) incorporates both transaction costs and the risk from a volatile portfolio. Using the Lie…
In this article we discuss the problem of calculating optimal model-independent (robust) bounds for the price of Asian options with discrete and continuous averaging. We will give geometric characterisations of the maximising and the…
We compute univariate and multigraded Hilbert series of invariants and covariants of representations of the circle and orthogonal group $\operatorname{O}_2$. The multigradings considered include the maximal grading associated to the…
Let E be an operator algebra on a Hilbert space with finite-dimensional generated C*-algebra. A classification is given of the locally finite algebras and the operator algebras obtained as limits of direct sums of matrix algebras over E…
We perform the complete symmetry classification of the Klein-Gordon equation in maximal symmetric spacetimes. The central idea is to find all possible potential functions $V(t,x,y)$ that admit Lie and Noether symmetries. This is done by…
This work provides five explicit constructions of the exceptional Lie algebra $\mathfrak{e}_8$, based on its semisimple subalgebras of maximal rank. Each of these models is graded by an abelian group, namely, $\mathbb{Z}_4$, $\mathbb{Z}_5$,…
A new approach to group classification problems and more general investigations on transformational properties of classes of differential equations is proposed. It is based on mappings between classes of differential equations, generated by…
The new class of integrable mappings and chains is introduced. Corresponding (1+2) integrable systems invariant with respect to such discrete transformations are represented in explicit form. Soliton like solutions of them are represented…
An algebraic classification is given for spaces of holomorphic vector-valued modular forms of arbitrary real weight and multiplier system, associated to irreducible, T-unitarizable representations of the full modular group, of dimension…
We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…
We investigate the finite-dimensional Lie groups whose points are separated by the continuous homomorphisms into groups of invertible elements of locally convex algebras with continuous inversion that satisfy an appropriate completeness…
All results concern characteristic 2. Two procedures that to every simple Lie algebra assign simple Lie superalgebras, most of the latter new, are offered. We prove that every simple finite-dimensional Lie superalgebra is obtained as the…
We first give a pedagogical introduction to the differential calculus on q-groups and analize the relation between differential calculus and q-Lie algebra. Equivalent definitions of bicovariant differential calculus are studied and their…
We find the complete equivalence group of a class of (1+1)-dimensional second-order evolution equations, which is infinite-dimensional. The equivariant moving frame methodology is invoked to construct, in the regular case of the…
Triangular Lie algebras are the Lie algebras which can be faithfully represented by triangular matrices of any finite size over the real/complex number field. In the paper invariants ('generalized Casimir operators') are found for three…
On the base of Lie algebraic and differential geometry methods, a wide class of multidimensional nonlinear integrable systems is obtained, and the integration scheme for such equations is proposed.
We revisit the entire framework of group classification of differential equations. After introducing the notion of weakly similar classes of differential equations, we develop the mapping method of group classification for such classes,…