Browsing by Subject "Similarity solutions"
Now showing items 1-3 of 3
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Article
Algebraic solution of the Stein-Stein model for stochastic volatility
(2011)We provide an algebraic approach to the solution of the Stein-Stein model for stochastic volatility which arises in the determination of the Radon-Nikodym density of the minimal entropy of the martingale measure. We extend ...
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Article
Classification of potential symmetries of generalised inhomogeneous nonlinear diffusion equations
(2003)We consider the class of generalised nonlinear diffusion equations f(x)ut = [g(x)unux]x which are of considerable interest in mathematical physics. We classify the nonlocal symmetries, which are known as potential symmetries, ...
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Article
On the classification of similarity solutions of a two-dimensional diffusion-advection equation
(2007)We consider the two-dimensional diffusion-advection equation ut = Duyy - frac(d k, d u) ux. We present the classification of Lie symmetries of this equation. For the case k(u) = u2 we give the complete list of similarity ...