## Search

Now showing items 1-9 of 9

#### Algebraic structures of generalised symmetries of n th-order scalar ordinary differential equations of maximal lie point symmetry

(Natural Sciences Publishing, 2015-05-01)

We compute for the representative scalar ordinary differential equation of maximal point symmetry the generalised symmetries of order-one and two. We examine the Lie Brackets for the generalised symmetries and see that ...

#### Some symmetry properties of the Riccati Differential Sequence and its integrals

(Springer Link, 2015-12)

We examine the elements of the Riccati Differential Sequence and its integrals in terms of their structure and their symmetry properties. We ﬁnd that there is a marked change from the fourth member of the sequence (the ...

#### The algebraic properties of the space- and time-dependent one-factor model of commodities

(Taylor and Fancis, 2016-06-06)

We consider the one-factor model of commodities for which the parameters of the model depend upon the stock price or on the time. For that model we study the existence of group-invariant transformations. When the parameters ...

#### Symmetry reductions and solutions to the Zoomeron equation

(IOP Science, 2014-12-04)

The terms Boomeron and Zoomeron describe specific instances of solitons that have distinct features where they arise in various physical contexts particularly in laser physics, nonlinear optics and fluid mechanics. They ...

#### On the Hojman conservation quantities in Cosmology

(Elsevier, 2016-04-10)

We discuss the application of the Hojman’s Symmetry Approach for the determination of conservation laws in Cosmology, which has been recently applied by various authors in different cosmological models. We show that Hojman’s ...

#### Analytical solutions in R + qRn cosmology from singularity analysis

(American Physical Society, 2016)

The integrability of higher-order theories of gravity is of importance in the determining the proper-ties of these models and so their viability as models of reality. An important tool in the establishment of integrability ...

#### Algebraic and singularity properties of a class of generalisations of the Kummer–Schwarz equation

(Springerlink, 2016-09-28)

The Kummer–Schwarz Equation, 2y y − 3y2 = 0, (the prime denotes differ-entiation with respect to the independent variable x) is well known from its connection to the Schwartzian Derivative and in its own right ...

#### Lie symmetry analysis of the Black-Scholes-Merton Model for European options with stochastic volatility

(MDPI, 2016-05-03)

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 ...

#### Lie Symmetries of (1+2) nonautonomous evolution equations in financial mathematics

(MDPI, 2016)

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 ...