Geometrical Properties Of Differential Equations: Applications Of The Lie Group Analysis In Financial Mathematics PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Geometrical Properties Of Differential Equations: Applications Of The Lie Group Analysis In Financial Mathematics PDF full book. Access full book title Geometrical Properties Of Differential Equations: Applications Of The Lie Group Analysis In Financial Mathematics by Ljudmila A Bordag. Download full books in PDF and EPUB format.
Author: Ljudmila A Bordag Publisher: World Scientific Publishing Company ISBN: 9814667269 Category : Mathematics Languages : en Pages : 341
Book Description
This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).
Author: Ljudmila A Bordag Publisher: World Scientific Publishing Company ISBN: 9814667269 Category : Mathematics Languages : en Pages : 341
Book Description
This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).
Author: Valentin Lychagin Publisher: MDPI ISBN: 303651046X Category : Mathematics Languages : en Pages : 204
Book Description
This book contains a collection of twelve papers that reflect the state of the art of nonlinear differential equations in modern geometrical theory. It comprises miscellaneous topics of the local and nonlocal geometry of differential equations and the applications of the corresponding methods in hydrodynamics, symplectic geometry, optimal investment theory, etc. The contents will be useful for all the readers whose professional interests are related to nonlinear PDEs and differential geometry, both in theoretical and applied aspects.
Author: Matthias Ehrhardt Publisher: Springer ISBN: 3319612824 Category : Mathematics Languages : en Pages : 599
Book Description
This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
Author: G. Marmo Publisher: Springer Nature ISBN: 3030247481 Category : Science Languages : en Pages : 388
Book Description
This proceedings is based on the interdisciplinary workshop held in Madrid, 5-9 March 2018, dedicated to Alberto Ibort on his 60th birthday. Alberto has great and significantly contributed to many fields of mathematics and physics, always with highly original and innovative ideas.Most of Albertos’s scientific activity has been motivated by geometric ideas, concepts and tools that are deeply related to the framework of classical dynamics and quantum mechanics.Let us mention some of the fields of expertise of Alberto Ibort:Geometric Mechanics; Constrained Systems; Variational Principles; Multisymplectic structures for field theories; Super manifolds; Inverse problem for Bosonic and Fermionic systems; Quantum Groups, Integrable systems, BRST Symmetries; Implicit differential equations; Yang-Mills Theories; BiHamiltonian Systems; Topology Change and Quantum Boundary Conditions; Classical and Quantum Control; Orthogonal Polynomials; Quantum Field Theory and Noncommutative Spaces; Classical and Quantum Tomography; Quantum Mechanics on phase space; Wigner-Weyl formalism; Lie-Jordan Algebras, Classical and Quantum; Quantum-to-Classical transition; Contraction of Associative Algebras; contact geometry, among many others.In each contribution, one may find not only technical novelties but also completely new way of looking at the considered problems. Even an experienced reader, reading Alberto's contributions on his field of expertise, will find new perspectives on the considered topic.His enthusiasm is happily contagious, for this reason he has had, and still has, very bright students wishing to elaborate their PhD thesis under his guidance.What is more impressive, is the broad list of rather different topics on which he has contributed.
Author: Nailʹ Khaĭrullovich Ibragimov Publisher: John Wiley & Sons ISBN: Category : Mathematics Languages : en Pages : 376
Book Description
Lie group analysis, based on symmetry and invariance principles, is the only systematic method for solving nonlinear differential equations analytically. One of Lie's striking achievements was the discovery that the majority of classical devices for integration of special types of ordinary differential equations could be explained and deduced by his theory. Moreover, this theory provides a universal tool for tackling considerable numbers of differential equations when other means of integration fail. * This is the first modern text on ordinary differential equations where the basic integration methods are derived from Lie group theory * Includes a concise and self contained introduction to differential equations * Easy to follow and comprehensive introduction to Lie group analysis * The methods described in this book have many applications The author provides students and their teachers with a flexible text for undergraduate and postgraduate courses, spanning a variety of topics from the basic theory through to its many applications. The philosophy of Lie groups has become an essential part of the mathematical culture for anyone investigating mathematical models of physical, engineering and natural problems.
Author: F. Brackx Publisher: Springer Science & Business Media ISBN: 9401008620 Category : Mathematics Languages : en Pages : 414
Book Description
In its traditional form, Clifford analysis provides the function theory for solutions of the Dirac equation. From the beginning, however, the theory was used and applied to problems in other fields of mathematics, numerical analysis, and mathematical physics. recently, the theory has enlarged its scope considerably by incorporating geometrical methods from global analysis on manifolds and methods from representation theory. New, interesting branches of the theory are based on conformally invariant, first-order systems other than the Dirac equation, or systems that are invariant with respect to a group other than the conformal group. This book represents an up-to-date review of Clifford analysis in its present form, its applications, and directions for future research. Readership: Mathematicians and theoretical physicists interested in Clifford analysis itself, or in its applications to other fields.
Author: Shun-ichi Amari Publisher: American Mathematical Soc. ISBN: 9780821843024 Category : Computers Languages : en Pages : 220
Book Description
Information geometry provides the mathematical sciences with a fresh framework of analysis. This book presents a comprehensive introduction to the mathematical foundation of information geometry. It provides an overview of many areas of applications, such as statistics, linear systems, information theory, quantum mechanics, and convex analysis.
Author: Mark A. Pinsky Publisher: American Mathematical Soc. ISBN: 0821868896 Category : Mathematics Languages : en Pages : 545
Book Description
Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems--rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate throughout the text. The notions of steady-state solution of closely related stationary solutions are developed for the heat equation; applications to the study of heat flow in the earth are presented. The problem of the vibrating string is studied in detail both in the Fourier transform setting and from the viewpoint of the explicit representation (d'Alembert formula). Additional chapters include the numerical analysis of solutions and the method of Green's functions for solutions of partial differential equations. The exposition also includes asymptotic methods (Laplace transform and stationary phase). With more than 200 working examples and 700 exercises (more than 450 with answers), the book is suitable for an undergraduate course in partial differential equations.
Author: Ljudmila A Bordag
Author: Ljudmila A Bordag
Author: Valentin Lychagin
Author: Matthias Ehrhardt
Author: G. Marmo
Author: Nailʹ Khaĭrullovich Ibragimov
Author: 
Author: F. Brackx
Author: Shun-ichi Amari
Author: Mark A. Pinsky
Author: