Geometrical Properties Of Differential Equations Applications Of The Lie Group Analysis In Financial Mathematics
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Geometrical Properties Of Differential Equations Applications Of The Lie Group Analysis In Financial Mathematics
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Author : Ljudmila A Bordag
language : en
Publisher: World Scientific Publishing Company
Release Date : 2015-05-27
Geometrical Properties Of Differential Equations Applications Of The Lie Group Analysis In Financial Mathematics written by Ljudmila A Bordag and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-27 with Mathematics categories.
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.).
Geometric Analysis Of Nonlinear Partial Differential Equations
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Author : Valentin Lychagin
language : en
Publisher: MDPI
Release Date : 2021-09-03
Geometric Analysis Of Nonlinear Partial Differential Equations written by Valentin Lychagin and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-03 with Mathematics categories.
This book contains a collection of twelve papers that reflect the state of the art of nonlinear differential equations in modern geometrical theory. It comprises miscellaneous topics of the local and nonlocal geometry of differential equations and the applications of the corresponding methods in hydrodynamics, symplectic geometry, optimal investment theory, etc. The contents will be useful for all the readers whose professional interests are related to nonlinear PDEs and differential geometry, both in theoretical and applied aspects.
Novel Methods In Computational Finance
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Author : Matthias Ehrhardt
language : en
Publisher: Springer
Release Date : 2017-09-19
Novel Methods In Computational Finance written by Matthias Ehrhardt and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-19 with Mathematics categories.
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.
Classical And Quantum Physics
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Author : G. Marmo
language : en
Publisher: Springer Nature
Release Date : 2019-10-26
Classical And Quantum Physics written by G. Marmo and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-26 with Science categories.
This proceedings is based on the interdisciplinary workshop held in Madrid, 5-9 March 2018, dedicated to Alberto Ibort on his 60th birthday. Alberto has great and significantly contributed to many fields of mathematics and physics, always with highly original and innovative ideas.Most of Albertos’s scientific activity has been motivated by geometric ideas, concepts and tools that are deeply related to the framework of classical dynamics and quantum mechanics.Let us mention some of the fields of expertise of Alberto Ibort:Geometric Mechanics; Constrained Systems; Variational Principles; Multisymplectic structures for field theories; Super manifolds; Inverse problem for Bosonic and Fermionic systems; Quantum Groups, Integrable systems, BRST Symmetries; Implicit differential equations; Yang-Mills Theories; BiHamiltonian Systems; Topology Change and Quantum Boundary Conditions; Classical and Quantum Control; Orthogonal Polynomials; Quantum Field Theory and Noncommutative Spaces; Classical and Quantum Tomography; Quantum Mechanics on phase space; Wigner-Weyl formalism; Lie-Jordan Algebras, Classical and Quantum; Quantum-to-Classical transition; Contraction of Associative Algebras; contact geometry, among many others.In each contribution, one may find not only technical novelties but also completely new way of looking at the considered problems. Even an experienced reader, reading Alberto's contributions on his field of expertise, will find new perspectives on the considered topic.His enthusiasm is happily contagious, for this reason he has had, and still has, very bright students wishing to elaborate their PhD thesis under his guidance.What is more impressive, is the broad list of rather different topics on which he has contributed.
Stanford Bulletin
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Author :
language : en
Publisher:
Release Date : 2006
Stanford Bulletin written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
Clifford Analysis And Its Applications
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Author : F. Brackx
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Clifford Analysis And Its Applications written by F. Brackx and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
In its traditional form, Clifford analysis provides the function theory for solutions of the Dirac equation. From the beginning, however, the theory was used and applied to problems in other fields of mathematics, numerical analysis, and mathematical physics. recently, the theory has enlarged its scope considerably by incorporating geometrical methods from global analysis on manifolds and methods from representation theory. New, interesting branches of the theory are based on conformally invariant, first-order systems other than the Dirac equation, or systems that are invariant with respect to a group other than the conformal group. This book represents an up-to-date review of Clifford analysis in its present form, its applications, and directions for future research. Readership: Mathematicians and theoretical physicists interested in Clifford analysis itself, or in its applications to other fields.
Methods Of Information Geometry
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Author : Shun-ichi Amari
language : en
Publisher: American Mathematical Soc.
Release Date : 2000
Methods Of Information Geometry written by Shun-ichi Amari and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
Information geometry provides the mathematical sciences with a new framework of analysis. It has emerged from the investigation of the natural differential geometric structure on manifolds of probability distributions, which consists of a Riemannian metric defined by the Fisher information and a one-parameter family of affine connections called the $\alpha$-connections. The duality between the $\alpha$-connection and the $(-\alpha)$-connection together with the metric play an essential role in this geometry. This kind of duality, having emerged from manifolds of probability distributions, is ubiquitous, appearing in a variety of problems which might have no explicit relation to probability theory. Through the duality, it is possible to analyze various fundamental problems in a unified perspective. The first half of this book is devoted to a comprehensive introduction to the mathematical foundation of information geometry, including preliminaries from differential geometry, the geometry of manifolds or probability distributions, and the general theory of dual affine connections.The second half of the text provides an overview of many areas of applications, such as statistics, linear systems, information theory, quantum mechanics, convex analysis, neural networks, and affine differential geometry. The book can serve as a suitable text for a topics course for advanced undergraduates and graduate students.
Nasa Thesaurus
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Author :
language : en
Publisher:
Release Date : 1998
Nasa Thesaurus written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Aeronautics categories.
Contains the authorized subject terms by which the documents in the NASA STI Database are indexed and retrieved.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2005
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
Optimal Control Of Distributed Systems Theory And Applications
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Author : A. V. Fursikov
language : en
Publisher: American Mathematical Soc.
Release Date : 1999-11-16
Optimal Control Of Distributed Systems Theory And Applications written by A. V. Fursikov and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-11-16 with Mathematics categories.
This volume presents the analysis of optimal control problems for systems described by partial differential equations. The book offers simple and clear exposition of main results in this area. The methods proposed by the author cover cases where the controlled system corresponds to well-posed or ill-posed boundary value problems, which can be linear or nonlinear. The uniqueness problem for the solution of nonlinear optimal control problems is analyzed in various settings. Solutions of several previously unsolved problems are given. In addition, general methods are applied to the study of two problems connected with optimal control of fluid flows described by the Navier-Stokes equations.