76 research outputs found
Continuous and discrete transformations of a one-dimensional porous medium equation
We consider the one-dimensional porous medium equation . We derive point transformations of a general
class that map this equation into itself or into equations of a similar class.
In some cases this porous medium equation is connected with well known
equations. With the introduction of a new dependent variable this partial
differential equation can be equivalently written as a system of two equations.
Point transformations are also sought for this auxiliary system. It turns out
that in addition to the continuous point transformations that may be derived by
Lie's method, a number of discrete transformations are obtained. In some cases
the point transformations which are presented here for the single equation and
for the auxiliary system form cyclic groups of finite order
Use of Complex Lie Symmetries for Linearization of Systems of Differential Equations - II: Partial Differential Equations
The linearization of complex ordinary differential equations is studied by
extending Lie's criteria for linearizability to complex functions of complex
variables. It is shown that the linearization of complex ordinary differential
equations implies the linearizability of systems of partial differential
equations corresponding to those complex ordinary differential equations. The
invertible complex transformations can be used to obtain invertible real
transformations that map a system of nonlinear partial differential equations
into a system of linear partial differential equation. Explicit invariant
criteria are given that provide procedures for writing down the solutions of
the linearized equations. A few non-trivial examples are mentioned.Comment: This paper along with its first part ODE-I were combined in a single
research paper "Linearizability criteria for systems of two second-order
differential equations by complex methods" which has been published in
Nonlinear Dynamics. Due to citations of both parts I and II these are not
replaced with the above published articl
Equivalence of conservation laws and equivalence of potential systems
We study conservation laws and potential symmetries of (systems of)
differential equations applying equivalence relations generated by point
transformations between the equations. A Fokker-Planck equation and the Burgers
equation are considered as examples. Using reducibility of them to the
one-dimensional linear heat equation, we construct complete hierarchies of
local and potential conservation laws for them and describe, in some sense, all
their potential symmetries. Known results on the subject are interpreted in the
proposed framework. This paper is an extended comment on the paper of J.-q. Mei
and H.-q. Zhang [Internat. J. Theoret. Phys., 2006, in press].Comment: 10 page
Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis
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 group analysis we obtain the Lie algebra admitted by the RAPM
equation. It gives us the possibility to describe an optimal system of
subalgebras and correspondingly the set of invariant solutions to the model. In
this way we can describe the complete set of possible reductions of the
nonlinear RAPM model. Reductions are given in the form of different second
order ordinary differential equations. In all cases we provide solutions to
these equations in an exact or parametric form. We discuss the properties of
these reductions and the corresponding invariant solutions.Comment: larger version with exact solutions, corrected typos, 13 pages,
Symposium on Optimal Stopping in Abo/Turku 200
Explicit differential characterization of the Newtonian free particle system in m > 1 dependent variables
In 1883, as an early result, Sophus Lie established an explicit necessary and
sufficient condition for an analytic second order ordinary differential
equation y_xx = F(x,y,y_x) to be equivalent, through a point transformation
(x,y) --> (X(x,y), Y(x,y)), to the Newtonian free particle equation Y_XX = 0.
This result, preliminary to the deep group-theoretic classification of second
order analytic ordinary differential equations, was parachieved later in 1896
by Arthur Tresse, a French student of S. Lie. In the present paper, following
closely the original strategy of proof of S. Lie, which we firstly expose and
restitute in length, we generalize this explicit characterization to the case
of several second order ordinary differential equations. Let K=R or C, or more
generally any field of characteristic zero equipped with a valuation, so that
K-analytic functions make sense. Let x in K, let m > 1, let y := (y^1, ...,
y^m) in K^m and let y_xx^j = F^j(x,y,y_x^l), j = 1,...,m be a collection of m
analytic second order ordinary differential equations, in general nonlinear. We
provide an explicit necessary and sufficient condition in order that this
system is equivalent, under a point transformation (x, y^1, ..., y^m) -->
(X(x,y), Y^1(x,y),..., Y^m(x, y)), to the Newtonian free particle system Y_XX^1
= ... = Y_XX^m = 0. Strikingly, the (complicated) differential system that we
obtain is of first order in the case m > 1, whereas it is of second order in S.
Lie's original case m = 1.Comment: 76 pages, no figur
AR and MA representation of partial autocorrelation functions, with applications
We prove a representation of the partial autocorrelation function (PACF), or
the Verblunsky coefficients, of a stationary process in terms of the AR and MA
coefficients. We apply it to show the asymptotic behaviour of the PACF. We also
propose a new definition of short and long memory in terms of the PACF.Comment: Published in Probability Theory and Related Field
Infinitely many local higher symmetries without recursion operator or master symmetry: integrability of the Foursov--Burgers system revisited
We consider the Burgers-type system studied by Foursov, w_t &=& w_{xx} + 8 w
w_x + (2-4\alpha)z z_x, z_t &=& (1-2\alpha)z_{xx} - 4\alpha z w_x +
(4-8\alpha)w z_x - (4+8\alpha)w^2 z + (-2+4\alpha)z^3, (*) for which no
recursion operator or master symmetry was known so far, and prove that the
system (*) admits infinitely many local generalized symmetries that are
constructed using a nonlocal {\em two-term} recursion relation rather than from
a recursion operator.Comment: 10 pages, LaTeX; minor changes in terminology; some references and
definitions adde
(An)Isotropic models in scalar and scalar-tensor cosmologies
We study how the constants and may vary in different
theoretical models (general relativity with a perfect fluid, scalar
cosmological models (\textquotedblleft quintessence\textquotedblright) with and
without interacting scalar and matter fields and a scalar-tensor model with a
dynamical ) in order to explain some observational results. We apply
the program outlined in section II to study three different geometries which
generalize the FRW ones, which are Bianchi \textrm{V}, \textrm{VII} and
\textrm{IX}, under the self-similarity hypothesis. We put special emphasis on
calculating exact power-law solutions which allow us to compare the different
models. In all the studied cases we arrive to the conclusion that the solutions
are isotropic and noninflationary while the cosmological constant behaves as a
positive decreasing time function (in agreement with the current observations)
and the gravitational constant behaves as a growing time function
On the supersymmetric nonlinear evolution equations
Supersymmetrization of a nonlinear evolution equation in which the bosonic
equation is independent of the fermionic variable and the system is linear in
fermionic field goes by the name B-supersymmetrization. This special type of
supersymmetrization plays a role in superstring theory. We provide
B-supersymmetric extension of a number of quasilinear and fully nonlinear
evolution equations and find that the supersymmetric system follows from the
usual action principle while the bosonic and fermionic equations are
individually non Lagrangian in the field variable. We point out that
B-supersymmetrization can also be realized using a generalized Noetherian
symmetry such that the resulting set of Lagrangian symmetries coincides with
symmetries of the bosonic field equations. This observation provides a basis to
associate the bosonic and fermionic fields with the terms of bright and dark
solitons. The interpretation sought by us has its origin in the classic work of
Bateman who introduced a reverse-time system with negative friction to bring
the linear dissipative systems within the framework of variational principle.Comment: 12 pages, no figure
About Bianchi I with VSL
In this paper we study how to attack, through different techniques, a perfect
fluid Bianchi I model with variable G,c and Lambda, but taking into account the
effects of a -variable into the curvature tensor. We study the model under
the assumption,div(T)=0. These tactics are: Lie groups method (LM), imposing a
particular symmetry, self-similarity (SS), matter collineations (MC) and
kinematical self-similarity (KSS). We compare both tactics since they are quite
similar (symmetry principles). We arrive to the conclusion that the LM is too
restrictive and brings us to get only the flat FRW solution. The SS, MC and KSS
approaches bring us to obtain all the quantities depending on \int c(t)dt.
Therefore, in order to study their behavior we impose some physical
restrictions like for example the condition q<0 (accelerating universe). In
this way we find that is a growing time function and Lambda is a decreasing
time function whose sing depends on the equation of state, w, while the
exponents of the scale factor must satisfy the conditions
and
, i.e. for all equation of state relaxing in this way the
Kasner conditions. The behavior of depends on two parameters, the equation
of state and a parameter that controls the behavior of
therefore may be growing or decreasing.We also show that through
the Lie method, there is no difference between to study the field equations
under the assumption of a var affecting to the curvature tensor which the
other one where it is not considered such effects.Nevertheless, it is essential
to consider such effects in the cases studied under the SS, MC, and KSS
hypotheses.Comment: 29 pages, Revtex4, Accepted for publication in Astrophysics & Space
Scienc
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