Essays about: "Lie equainvariant solution"

Found 1 essay containing the words Lie equainvariant solution.

  1. 1. Optimal System of Subalgebras and Invariant Solutions for the Black-Scholes Equation

    University essay from Blekinge Tekniska Högskola/Sektionen för ingenjörsvetenskap

    Author : Zahid Hussain; Muhammad Sulaiman; Edward K. E. Sackey; [2009]
    Keywords : Keywords:Black-Scholes Equation; commutators; commutator table; Lie equainvariant solution; optimal system; generators; Airy equation; structure constant;

    Abstract : The main purpose of this thesis is to use modern goal-oriented adaptive methods of Lie group analysis to construct the optimal sys- tem of Black-Scholes equation. We will show in this thesis how to obtain all invariant solutions by constructing what has now become so popular, optimal system of sub-algebras, the main Lie algebra admit- ted by the Black-Scholes equation. READ MORE