Geometrical Properties of Differential Equations

Applications of the Lie Group Analysis in Financial Mathematics

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Author: Ljudmila A Bordag

Publisher: World Scientific Publishing Company

ISBN: 9814667269

Category: Mathematics

Page: 340

View: 3537

This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics. We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way. The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study. The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).

Novel Methods in Computational Finance

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Author: Matthias Ehrhardt,Michael Günther,E. Jan W. ter Maten

Publisher: Springer

ISBN: 3319612824

Category: Mathematics

Page: 606

View: 3479

This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.

Elementary Lie group analysis and ordinary differential equations

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Author: Nailʹ Khaĭrullovich Ibragimov

Publisher: John Wiley & Sons Inc

ISBN: 9780471974307

Category: Mathematics

Page: 347

View: 5675

Lie group analysis, based on symmetry and invariance principles, is the only systematic method for solving nonlinear differential equations analytically. One of Lie's striking achievements was the discovery that the majority of classical devices for integration of special types of ordinary differential equations could be explained and deduced by his theory. Moreover, this theory provides a universal tool for tackling considerable numbers of differential equations when other means of integration fail. * This is the first modern text on ordinary differential equations where the basic integration methods are derived from Lie group theory * Includes a concise and self contained introduction to differential equations * Easy to follow and comprehensive introduction to Lie group analysis * The methods described in this book have many applications The author provides students and their teachers with a flexible text for undergraduate and postgraduate courses, spanning a variety of topics from the basic theory through to its many applications. The philosophy of Lie groups has become an essential part of the mathematical culture for anyone investigating mathematical models of physical, engineering and natural problems.

Fundamentals of Differential Geometry

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Author: Serge Lang

Publisher: Springer Science & Business Media

ISBN: 9780387985930

Category: Mathematics

Page: 540

View: 7004

This book provides an introduction to the basic concepts in differential topology, differential geometry, and differential equations, and some of the main basic theorems in all three areas. This new edition includes new chapters, sections, examples, and exercises. From the reviews: "There are many books on the fundamentals of differential geometry, but this one is quite exceptional; this is not surprising for those who know Serge Lang's books." --EMS NEWSLETTER

Introduction to Differential Geometry for Engineers

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Author: Brian F. Doolin,Clyde F. Martin

Publisher: Courier Corporation

ISBN: 0486281949

Category: Mathematics

Page: 176

View: 3939

This outstanding guide supplies important mathematical tools for diverse engineering applications, offering engineers the basic concepts and terminology of modern global differential geometry. Suitable for independent study as well as a supplementary text for advanced undergraduate and graduate courses, this volume also constitutes a valuable reference for control, systems, aeronautical, electrical, and mechanical engineers.The treatment's ideas are applied mainly as an introduction to the Lie theory of differential equations and to examine the role of Grassmannians in control systems analysis. Additional topics include the fundamental notions of manifolds, tangent spaces, vector fields, exterior algebra, and Lie algebras. An appendix reviews concepts related to vector calculus, including open and closed sets, compactness, continuity, and derivative.

The Ricci Flow in Riemannian Geometry

A Complete Proof of the Differentiable 1/4-Pinching Sphere Theorem

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Author: Ben Andrews,Christopher Hopper

Publisher: Springer Science & Business Media

ISBN: 3642162851

Category: Mathematics

Page: 296

View: 3847

Focusing on Hamilton's Ricci flow, this volume begins with a detailed discussion of the required aspects of differential geometry. The discussion also includes existence and regularity theory, compactness theorems for Riemannian manifolds, and much more.

Geometrical Methods of Mathematical Physics

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Author: Bernard F. Schutz

Publisher: Cambridge University Press

ISBN: 9780521298872

Category: Mathematics

Page: 250

View: 380

For physicists and applied mathematicians working in the fields of relativity and cosmology, high-energy physics and field theory, thermodynamics, fluid dynamics and mechanics. This book provides an introduction to the concepts and techniques of modern differential theory, particularly Lie groups, Lie forms and differential forms.

Partial Differential Equations

Basic Theory

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Author: Michael E. Taylor

Publisher: Springer Science & Business Media

ISBN: 9780387946542

Category: Mathematics

Page: 563

View: 755

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modem as weIl as the classical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos, mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Mathematical Sci ences (AMS) series, which will focus on advanced textbooks and research level monographs.

Distributions

Theory and Applications

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Author: J.J. Duistermaat,Johan A.C. Kolk

Publisher: Springer Science & Business Media

ISBN: 9780817646752

Category: Mathematics

Page: 445

View: 1111

This textbook is an application-oriented introduction to the theory of distributions, a powerful tool used in mathematical analysis. The treatment emphasizes applications that relate distributions to linear partial differential equations and Fourier analysis problems found in mechanics, optics, quantum mechanics, quantum field theory, and signal analysis. The book is motivated by many exercises, hints, and solutions that guide the reader along a path requiring only a minimal mathematical background.

Shapes and Diffeomorphisms

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Author: Laurent Younes

Publisher: Springer Science & Business Media

ISBN: 9783642120558

Category: Mathematics

Page: 438

View: 3629

Shapes are complex objects to apprehend, as mathematical entities, in terms that also are suitable for computerized analysis and interpretation. This volume provides the background that is required for this purpose, including different approaches that can be used to model shapes, and algorithms that are available to analyze them. It explores, in particular, the interesting connections between shapes and the objects that naturally act on them, diffeomorphisms. The book is, as far as possible, self-contained, with an appendix that describes a series of classical topics in mathematics (Hilbert spaces, differential equations, Riemannian manifolds) and sections that represent the state of the art in the analysis of shapes and their deformations. A direct application of what is presented in the book is a branch of the computerized analysis of medical images, called computational anatomy.

Geometry of Differential Forms

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Author: Shigeyuki Morita

Publisher: American Mathematical Soc.

ISBN: 9780821810453

Category: Mathematics

Page: 321

View: 6645

Since the times of Gauss, Riemann, and Poincare, one of the principal goals of the study of manifolds has been to relate local analytic properties of a manifold with its global topological properties. Among the high points on this route are the Gauss-Bonnet formula, the de Rham complex, and the Hodge theorem; these results show, in particular, that the central tool in reaching the main goal of global analysis is the theory of differential forms. This book is a comprehensive introduction to differential forms. It begins with a quick presentation of the notion of differentiable manifolds and then develops basic properties of differential forms as well as fundamental results about them, such as the de Rham and Frobenius theorems. The second half of the book is devoted to more advanced material, including Laplacians and harmonic forms on manifolds, the concepts of vector bundles and fiber bundles, and the theory of characteristic classes. Among the less traditional topics treated in the book is a detailed description of the Chern-Weil theory. With minimal prerequisites, the book can serve as a textbook for an advanced undergraduate or a graduate course in differential geometry.

Arithmetic Geometry

Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, September 10-15, 2007

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Author: Jean-Louis Colliot-Thélène,Peter Swinnerton-Dyer,Paul Vojta

Publisher: Springer

ISBN: 3642159451

Category: Mathematics

Page: 232

View: 5198

Arithmetic Geometry can be defined as the part of Algebraic Geometry connected with the study of algebraic varieties through arbitrary rings, in particular through non-algebraically closed fields. It lies at the intersection between classical algebraic geometry and number theory. A C.I.M.E. Summer School devoted to arithmetic geometry was held in Cetraro, Italy in September 2007, and presented some of the most interesting new developments in arithmetic geometry. This book collects the lecture notes which were written up by the speakers. The main topics concern diophantine equations, local-global principles, diophantine approximation and its relations to Nevanlinna theory, and rationally connected varieties. The book is divided into three parts, corresponding to the courses given by J-L Colliot-Thelene, Peter Swinnerton Dyer and Paul Vojta.

The Statistical Analysis of Time Series

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Author: Theodore W. Anderson

Publisher: John Wiley & Sons

ISBN: 1118150392

Category: Mathematics

Page: 704

View: 3818

The Wiley Classics Library consists of selected books that havebecome recognized classics in their respective fields. With thesenew unabridged and inexpensive editions, Wiley hopes to extend thelife of these important works by making them available to futuregenerations of mathematicians and scientists. Currently availablein the Series: T. W. Anderson Statistical Analysis of Time SeriesT. S. Arthanari & Yadolah Dodge Mathematical Programming inStatistics Emil Artin Geometric Algebra Norman T. J. Bailey TheElements of Stochastic Processes with Applications to the NaturalSciences George E. P. Box & George C. Tiao Bayesian Inferencein Statistical Analysis R. W. Carter Simple Groups of Lie TypeWilliam G. Cochran & Gertrude M. Cox Experimental Designs,Second Edition Richard Courant Differential and Integral Calculus,Volume I Richard Courant Differential and Integral Calculus, VolumeII Richard Courant & D. Hilbert Methods of MathematicalPhysics, Volume I Richard Courant & D. Hilbert Methods ofMathematical Physics, Volume II D. R. Cox Planning of ExperimentsHarold M. S. Coxeter Introduction to Modern Geometry, SecondEdition Charles W. Curtis & Irving Reiner Representation Theoryof Finite Groups and Associative Algebras Charles W. Curtis &Irving Reiner Methods of Representation Theory with Applications toFinite Groups and Orders, Volume I Charles W. Curtis & IrvingReiner Methods of Representation Theory with Applications to FiniteGroups and Orders, Volume II Bruno de Finetti Theory ofProbability, Volume 1 Bruno de Finetti Theory of Probability,Volume 2 W. Edwards Deming Sample Design in Business Research Amosde Shalit & Herman Feshbach Theoretical Nuclear Physics, Volume1 --Nuclear Structure J. L. Doob Stochastic Processes NelsonDunford & Jacob T. Schwartz Linear Operators, Part One, GeneralTheory Nelson Dunford & Jacob T. Schwartz Linear Operators,Part Two, Spectral Theory--Self Adjoint Operators in Hilbert SpaceNelson Dunford & Jacob T. Schwartz Linear Operators, PartThree, Spectral Operators Herman Fsehbach Theoretical NuclearPhysics: Nuclear Reactions Bernard Friedman Lectures onApplications-Oriented Mathematics Gerald d. Hahn & Samuel S.Shapiro Statistical Models in Engineering Morris H. Hansen, WilliamN. Hurwitz & William G. Madow Sample Survey Methods and Theory,Volume I--Methods and Applications Morris H. Hansen, William N.Hurwitz & William G. Madow Sample Survey Methods and Theory,Volume II--Theory Peter Henrici Applied and Computational ComplexAnalysis, Volume 1--Power Series--lntegration--ConformalMapping--Location of Zeros Peter Henrici Applied and ComputationalComplex Analysis, Volume 2--Special Functions--IntegralTransforms--Asymptotics--Continued Fractions Peter Henrici Appliedand Computational Complex Analysis, Volume 3--Discrete FourierAnalysis--Cauchy Integrals--Construction of ConformalMaps--Univalent Functions Peter Hilton & Yel-Chiang Wu A Coursein Modern Algebra Harry Hochetadt Integral Equations Erwin O.Kreyezig Introductory Functional Analysis with Applications WilliamH. Louisell Quantum Statistical Properties of Radiation All HasanNayfeh Introduction to Perturbation Techniques Emanuel ParzenModern Probability Theory and Its Applications P.M. Prenter Splinesand Variational Methods Walter Rudin Fourier Analysis on Groups C.L. Siegel Topics in Complex Function Theory, Volume I--EllipticFunctions and Uniformization Theory C. L. Siegel Topics in ComplexFunction Theory, Volume II--Automorphic and Abelian integrals C. LSiegel Topics in Complex Function Theory, Volume III--AbelianFunctions & Modular Functions of Several Variables J. J. StokerDifferential Geometry J. J. Stoker Water Waves: The MathematicalTheory with Applications J. J. Stoker Nonlinear Vibrations inMechanical and Electrical Systems

Stochastic Models, Information Theory, and Lie Groups, Volume 1

Classical Results and Geometric Methods

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Author: Gregory S. Chirikjian

Publisher: Springer Science & Business Media

ISBN: 0817648038

Category: Mathematics

Page: 383

View: 9722

This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.

Introduction to Smooth Manifolds

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Author: John M. Lee

Publisher: Springer Science & Business Media

ISBN: 9780387954486

Category: Mathematics

Page: 628

View: 3893

Author has written several excellent Springer books.; This book is a sequel to Introduction to Topological Manifolds; Careful and illuminating explanations, excellent diagrams and exemplary motivation; Includes short preliminary sections before each section explaining what is ahead and why

Modern Geometric Structures and Fields

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Author: Сергей Петрович Новиков,Искандер Асанович Тайманов

Publisher: American Mathematical Soc.

ISBN: 0821839292

Category: Mathematics

Page: 633

View: 7463

The book presents the basics of Riemannian geometry in its modern form as geometry of differentiable manifolds and the most important structures on them. The authors' approach is that the source of all constructions in Riemannian geometry is a manifold that allows one to compute scalar products of tangent vectors. With this approach, the authors show that Riemannian geometry has a great influence to several fundamental areas of modern mathematics and its applications. In particular, Geometry is a bridge between pure mathematics and natural sciences, first of all physics. Fundamental laws of nature are formulated as relations between geometric fields describing various physical quantities. The study of global properties of geometric objects leads to the far-reaching development of topology, including topology and geometry of fiber bundles. Geometric theory of Hamiltonian systems, which describe many physical phenomena, led to the development of symplectic and Poisson geometry. Field theory and the multidimensional calculus of variations, presented in the book, unify mathematics with theoretical physics. Geometry of complex and algebraic manifolds unifies Riemannian geometry with modern complex analysis, as well as with algebra and number theory. Prerequisites for using the book include several basic undergraduate courses, such as advanced calculus, linear algebra, ordinary differential equations, and elements of topology.

Stochastic Analysis on Manifolds

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Author: Elton P. Hsu

Publisher: American Mathematical Soc.

ISBN: 9780821883884

Category: Mathematics

Page: 281

View: 9165

Concerned with probability theory, Elton Hsu's study focuses primarily on the relations between Brownian motion on a manifold and analytical aspects of differential geometry. A key theme is the probabilistic interpretation of the curvature of a manifold.

Lectures on the Geometry of Poisson Manifolds

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Author: Izu Vaisman

Publisher: Springer Science & Business Media

ISBN: 9783764350161

Category: Mathematics

Page: 206

View: 9944

Everybody having even the slightest interest in analytical mechanics remembers having met there the Poisson bracket of two functions of 2n variables (pi, qi) f g ~(8f8g 8 8 ) (0.1) {f,g} = L... ~[ji - [ji~ , ;=1 p, q q p, and the fundamental role it plays in that field. In modern works, this bracket is derived from a symplectic structure, and it appears as one of the main in­ gredients of symplectic manifolds. In fact, it can even be taken as the defining clement of the structure (e.g., [TIl]). But, the study of some mechanical sys­ tems, particularly systems with symmetry groups or constraints, may lead to more general Poisson brackets. Therefore, it was natural to define a mathematical structure where the notion of a Poisson bracket would be the primary notion of the theory, and, from this viewpoint, such a theory has been developed since the early 19708, by A. Lichnerowicz, A. Weinstein, and many other authors (see the references at the end of the book). But, it has been remarked by Weinstein [We3] that, in fact, the theory can be traced back to S. Lie himself [Lie].