## Search

Now showing items 1-10 of 12

#### Group theoretic approach to heat conducting gravitating systems.

(2015-01-07)

We study shear-free heat conducting spherically symmetric gravitating
fluids defined in four
and higher dimensional spacetimes. We analyse models that are both uncharged and charged
via the pressure isotropy condition ...

#### Differential equations for relativistic radiating stars.

(2013)

We consider radiating spherical stars in general relativity when they are conformally
flat, geodesic with shear, and accelerating, expanding and shearing. We study the
junction conditions relating the pressure to the ...

#### Noether's theorem and first integrals of ordinary differential equations.

(1997)

The Lie theory of extended groups is a practical tool in the analysis of differential equations, particularly in the construction of solutions. A formalism of the Lie theory is given and contrasted with Noether's theorem ...

#### Ermakov systems : a group theoretic approach.

(1993)

The physical world is, for the most part, modelled using second order ordinary differential equations. The time-dependent simple harmonic oscillator and the Ermakov-Pinney equation (which together form an Ermakov system) ...

#### The paradigms of mechanics : a symmetry based approach.

(1996)

An overview of the historical developments of the paradigms of classical mechanics, the free particle, oscillator and the Kepler problem, is given ito (in terms of) their conserved quantities. Next, the orbits of the three ...

#### Extensions and generalisations of Lie analysis.

(1995)

The Lie theory of extended groups applied to differential equations is arguably one of the most successful methods in the solution of differential equations. In fact, the theory unifies a number of previously unrelated ...

#### Lie group analysis of exotic options.

(2014-06-19)

Exotic options are derivatives which have features that makes them more complex
than vanilla traded products. Thus, finding their fair value is not always an easy
task. We look at a particular example of the exotic options ...

#### Continuous symmetries of difference equations.

(2013-06-04)

We consider the study of symmetry analysis of difference equations. The original work done by
Lie about a century ago is known to be one of the best methods of solving differential equations.
Lie's theory of difference ...

#### Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance.

(2011)

In the standard modeling of the pricing of options and derivatives as generally understood these days the underlying process is taken to be a Wiener Process or a Levy Process. The stochastic process is modeled as a stochastic ...