On the Hojman conservation quantities in Cosmology

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 method for regular Hamiltonian systems, where the Hamiltonian function is one of the involved equations of the system, is equivalent to the application of Noether's Theorem for generalized transformations. That means that for minimally-coupled scalar field cosmology or other modified theories which are conformally related with scalar-field cosmology, like $f(R)$ gravity, the application of Hojman's method provide us with the same results with that of Noether's theorem. Moreover we study the special Ansatz. $\phi\left( t\right) =\phi\left( a\left( t\right) \right)$, which has been introduced for a minimally-coupled scalar field, and we study the Lie and Noether point symmetries for the reduced equation. We show that under this Ansatz, the unknown function of the model cannot be constrained by the requirement of the existence of a conservation law and that the Hojman conservation quantity which arises for the reduced equation is nothing more than the functional form of Noetherian conservation laws for the free particle. On the other hand, for $f(T)$ teleparallel gravity, it is not the existence of Hojman's conservation laws which provide us with the special function form of $f(T)$ functions, but the requirement that the reduced second-order differential equation admits a Jacobi Last multiplier, while the new conservation law is nothing else that the Hamiltonian function of the reduced equation.Comment: 6 pages; minor corrections; accepted for publication by Physics Letters B. arXiv admin note: substantial text overlap with arXiv:1503.0846

The interpretation of hard X-ray polarization measurements in solar flares

Observations of polarization of moderately hard X-rays in solar flares are reviewed and compared with the predictions of recent detailed modeling of hard X-ray bremsstrahlung production by non-thermal electrons. The recent advances in the complexity of the modeling lead to substantially lower predicted polarizations than in earlier models and more fully highlight how various parameters play a role in determining the polarization of the radiation field. The new predicted polarizations are comparable to those predicted by thermal modeling of solar flare hard X-ray production, and both are in agreement with the observations. In the light of these results, new polarization observations with current generation instruments are proposed which could be used to discriminate between non-thermal and thermal models of hard X-ray production in solar flares

Lie symmetries of (1+2) nonautonomous evolution equations in Financial Mathematics

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 Lie Symmetry Analysis. We study these equations for the case in which they are autonomous and for the case in which the parameters of the equations are unspecified functions of time. For the autonomous Black-Scholes Equation we find that the symmetry is maximal and so the equation is reducible to the $(1+2)$ Classical Heat Equation. This is not the case for the nonautonomous equation for which the number of symmetries is submaximal. In the case of the two-factor equation the number of symmetries is submaximal in both autonomous and nonautonomous cases. When the solution symmetries are used to reduce each equation to a $(1+1)$ equation, the resulting equation is of maximal symmetry and so equivalent to the $(1+1)$ Classical Heat Equation.Comment: 15 pages, 1 figure, to be published in Mathematics in the Special issue "Mathematical Finance

Analytic Behaviour of Competition among Three Species

We analyse the classical model of competition between three species studied by May and Leonard ({\it SIAM J Appl Math} \textbf{29} (1975) 243-256) with the approaches of singularity analysis and symmetry analysis to identify values of the parameters for which the system is integrable. We observe some striking relations between critical values arising from the approach of dynamical systems and the singularity and symmetry analyses.Comment: 14 pages, to appear in Journal of Nonlinear Mathematical Physic

Ermakov's Superintegrable Toy and Nonlocal Symmetries

We investigate the symmetry properties of a pair of Ermakov equations. The system is superintegrable and yet possesses only three Lie point symmetries with the algebra sl(2,R). The number of point symmetries is insufficient and the algebra unsuitable for the complete specification of the system. We use the method of reduction of order to reduce the nonlinear fourth-order system to a third-order system comprising a linear second-order equation and a conservation law. We obtain the representation of the complete symmetry group from this system. Four of the required symmetries are nonlocal and the algebra is the direct sum of a one-dimensional Abelian algebra with the semidirect sum of a two-dimensional solvable algebra with a two-dimensional Abelian algebra. The problem illustrates the difficulties which can arise in very elementary systems. Our treatment demonstrates the existence of possible routes to overcome these problems in a systematic fashion.Comment: Published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA

Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility

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 Orstein--Uhlenbeck term. In this model, the value of the option is given by a linear (1 + 2) evolution partial differential equation in which the price of the option depends upon two independent variables, the value of the underlying asset, $S$, and a new variable, $y$. We find that for arbitrary functional form of the volatility, $\sigma(y)$, the (1 + 2) evolution equation always admits two Lie point symmetries in addition to the automatic linear symmetry and the infinite number of solution symmetries. However, when $\sigma(y)=\sigma_{0}$ and as the price of the option depends upon the second Brownian motion in which the volatility is defined, the (1 + 2) evolution is not reduced to the Black--Scholes--Merton Equation, the model admits five Lie point symmetries in addition to the linear symmetry and the infinite number of solution symmetries. We apply the zeroth-order invariants of the Lie symmetries and we reduce the (1 + 2) evolution equation to a linear second-order ordinary differential equation. Finally, we study two models of special interest, the Heston model and the Stein--Stein model.Comment: Published version, 14pages, 4 figure

WMAP 3yr data with the CCA: anomalous emission and impact of component separation on the CMB power spectrum

The Correlated Component Analysis (CCA) allows us to estimate how the different diffuse emissions mix in CMB experiments, exploiting also complementary information from other surveys. It is especially useful to deal with possible additional components. An application of CCA to WMAP maps assuming that only the canonical Galactic emissions are present, highlights the widespread presence of a spectrally flat "synchrotron" component, largely uncorrelated with the synchrotron template, suggesting that an additional foreground is indeed required. We have tested various spectral shapes for such component, namely a power law as expected if it is flat synchrotron, and two spectral shapes that may fit the spinning dust emission: a parabola in the logS - log(frequency) plane, and a grey body. Quality tests applied to the reconstructed CMB maps clearly disfavour two of the models. The CMB power spectra, estimated from CMB maps reconstructed exploiting the three surviving foreground models, are generally consistent with the WMAP ones, although at least one of them gives a significantly higher quadrupole moment than found by the WMAP team. Taking foreground modeling uncertainties into account, we find that the mean quadrupole amplitude for the three "good" models is less than 1 sigma below the expectation from the standard LambdaCDM model. Also the other reported deviations from model predictions are found not to be statistically significant, except for the excess power at l~40. We confirm the evidence for a marked North-South asymmetry in the large scale (l < 20) CMB anisotropies. We also present a first, albeit preliminary, all-sky map of the "anomalous" component.Comment: 14 pages, 17 figures, submitted to MNRAS, references adde

Symmetry, singularities and integrability in complex dynamics III: approximate symmetries and invariants

The different natures of approximate symmetries and their corresponding first integrals/invariants are delineated in the contexts of both Lie symmetries of ordinary differential equations and Noether symmetries of the Action Integral. Particular note is taken of the effect of taking higher orders of the perturbation parameter. Approximate symmetries of approximate first integrals/invariants and the problems of calculating them using the Lie method are considered