Continuous and discrete transformations of a one-dimensional porous medium equation

We consider the one-dimensional porous medium equation $u_t=\left (u^nu_x \right )_x+\frac{\mu}{x}u^nu_x$. 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 $G$ and $\Lambda$ 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 $\Lambda$) 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}$_{0}$ 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 $c$-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 $c$ 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 $\sum_{i=1}^{3}\alpha_{i}=1$ and $\sum_{i=1}^{3}\alpha_{i}^{2}<1,$ $\forall\omega$, i.e. for all equation of state$,$ relaxing in this way the Kasner conditions. The behavior of $G$ depends on two parameters, the equation of state $\omega$ and $\epsilon,$ a parameter that controls the behavior of $c(t),$ therefore $G$ 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 $c-$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