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Geometrical Properties Of Differential Equations Applications Of The Lie Group Analysis In Financial Mathematics
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Book Synopsis Geometrical Properties Of Differential Equations: Applications Of The Lie Group Analysis In Financial Mathematics by : Ljudmila A Bordag
Download or read book Geometrical Properties Of Differential Equations: Applications Of The Lie Group Analysis In Financial Mathematics written by Ljudmila A Bordag and published by World Scientific Publishing Company. This book was released on 2015-05-27 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.).
Book Synopsis Geometric Analysis of Nonlinear Partial Differential Equations by : Valentin Lychagin
Download or read book Geometric Analysis of Nonlinear Partial Differential Equations written by Valentin Lychagin and published by MDPI. This book was released on 2021-09-03 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Novel Methods in Computational Finance by : Matthias Ehrhardt
Download or read book Novel Methods in Computational Finance written by Matthias Ehrhardt and published by Springer. This book was released on 2017-09-19 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Classical and Quantum Physics by : G. Marmo
Download or read book Classical and Quantum Physics written by G. Marmo and published by Springer Nature. This book was released on 2019-10-26 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Elementary Lie Group Analysis and Ordinary Differential Equations by : Nailʹ Khaĭrullovich Ibragimov
Download or read book Elementary Lie Group Analysis and Ordinary Differential Equations written by Nailʹ Khaĭrullovich Ibragimov and published by John Wiley & Sons. This book was released on 1999-05-04 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Stanford Bulletin written by and published by . This book was released on 2006 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Clifford Analysis and Its Applications by : F. Brackx
Download or read book Clifford Analysis and Its Applications written by F. Brackx and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Methods of Information Geometry by : Shun-ichi Amari
Download or read book Methods of Information Geometry written by Shun-ichi Amari and published by American Mathematical Soc.. This book was released on 2000 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information geometry provides the mathematical sciences with a fresh framework of analysis. This book presents a comprehensive introduction to the mathematical foundation of information geometry. It provides an overview of many areas of applications, such as statistics, linear systems, information theory, quantum mechanics, and convex analysis.
Book Synopsis Partial Differential Equations and Boundary-Value Problems with Applications by : Mark A. Pinsky
Download or read book Partial Differential Equations and Boundary-Value Problems with Applications written by Mark A. Pinsky and published by American Mathematical Soc.. This book was released on 2011 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems--rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate throughout the text. The notions of steady-state solution of closely related stationary solutions are developed for the heat equation; applications to the study of heat flow in the earth are presented. The problem of the vibrating string is studied in detail both in the Fourier transform setting and from the viewpoint of the explicit representation (d'Alembert formula). Additional chapters include the numerical analysis of solutions and the method of Green's functions for solutions of partial differential equations. The exposition also includes asymptotic methods (Laplace transform and stationary phase). With more than 200 working examples and 700 exercises (more than 450 with answers), the book is suitable for an undergraduate course in partial differential equations.
Download or read book Mathematical Reviews written by and published by . This book was released on 2005 with total page 1884 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Optimal Control of Distributed Systems. Theory and Applications by : A. V. Fursikov
Download or read book Optimal Control of Distributed Systems. Theory and Applications written by A. V. Fursikov and published by American Mathematical Soc.. This book was released on 1999-11-16 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Cohomological Analysis of Partial Differential Equations and Secondary Calculus by : A. M. Vinogradov
Download or read book Cohomological Analysis of Partial Differential Equations and Secondary Calculus written by A. M. Vinogradov and published by American Mathematical Soc.. This book was released on 2001-10-16 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is dedicated to fundamentals of a new theory, which is an analog of affine algebraic geometry for (nonlinear) partial differential equations. This theory grew up from the classical geometry of PDE's originated by S. Lie and his followers by incorporating some nonclassical ideas from the theory of integrable systems, the formal theory of PDE's in its modern cohomological form given by D. Spencer and H. Goldschmidt and differential calculus over commutative algebras (Primary Calculus). The main result of this synthesis is Secondary Calculus on diffieties, new geometrical objects which are analogs of algebraic varieties in the context of (nonlinear) PDE's. Secondary Calculus surprisingly reveals a deep cohomological nature of the general theory of PDE's and indicates new directions of its further progress. Recent developments in quantum field theory showed Secondary Calculus to be its natural language, promising a nonperturbative formulation of the theory. In addition to PDE's themselves, the author describes existing and potential applications of Secondary Calculus ranging from algebraic geometry to field theory, classical and quantum, including areas such as characteristic classes, differential invariants, theory of geometric structures, variational calculus, control theory, etc. This book, focused mainly on theoretical aspects, forms a natural dipole with Symmetries and Conservation Laws for Differential Equations of Mathematical Physics, Volume 182 in this same series, Translations of Mathematical Monographs, and shows the theory "in action".
Book Synopsis C * -Algebras and Elliptic Operators in Differential Topology by : I_U_ri_ Petrovich Solov_v Evgeni_ Vadimovich Troit_s_ki_
Download or read book C * -Algebras and Elliptic Operators in Differential Topology written by I_U_ri_ Petrovich Solov_v Evgeni_ Vadimovich Troit_s_ki_ and published by American Mathematical Soc.. This book was released on 2000-10-03 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to present some applications of functional analysis and the theory of differential operators to the investigation of topological invariants of manifolds. The main topological application discussed in the book concerns the problem of the description of homotopy-invariant rational Pontryagin numbers of non-simply connected manifolds and the Novikov conjecture of homotopy invariance of higher signatures. The definition of higher signatures and the formulation of the Novikov conjecture are given in Chapter 3. In this chapter, the authors also give an overview of different approaches to the proof of the Novikov conjecture. First, there is the Mishchenko symmetric signature and the generalized Hirzebruch formulae and the Mishchenko theorem of homotopy invariance of higher signatures for manifolds whose fundamental groups have a classifying space, being a complete Riemannian non-positive curvature manifold. Then the authors present Solovyov's proof of the Novikov conjecture for manifolds with fundamental group isomorphic to a discrete subgroup of a linear algebraic group over a local field, based on the notion of the Bruhat-Tits building. Finally, the authors discuss the approach due to Kasparov based on the operator $KK$-theory and another proof of the Mishchenko theorem. In Chapter 4, they outline the approach to the Novikov conjecture due to Connes and Moscovici involving cyclic homology. That allows one to prove the conjecture in the case when the fundamental group is a (Gromov) hyperbolic group. The text provides a concise exposition of some topics from functional analysis (for instance, $C^*$-Hilbert modules, $K$-theory or $C^*$-bundles, Hermitian $K$-theory, Fredholm representations, $KK$-theory, and functional integration) from the theory of differential operators (pseudodifferential calculus and Sobolev chains over $C^*$-algebras), and from differential topology (characteristic classes). The book explains basic ideas of the subject and can serve as a course text for an introduction to the study of original works and special monographs.
Book Synopsis Lie Group Machine Learning by : Fanzhang Li
Download or read book Lie Group Machine Learning written by Fanzhang Li and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-11-05 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains deep learning concepts and derives semi-supervised learning and nuclear learning frameworks based on cognition mechanism and Lie group theory. Lie group machine learning is a theoretical basis for brain intelligence, Neuromorphic learning (NL), advanced machine learning, and advanced artifi cial intelligence. The book further discusses algorithms and applications in tensor learning, spectrum estimation learning, Finsler geometry learning, Homology boundary learning, and prototype theory. With abundant case studies, this book can be used as a reference book for senior college students and graduate students as well as college teachers and scientific and technical personnel involved in computer science, artifi cial intelligence, machine learning, automation, mathematics, management science, cognitive science, financial management, and data analysis. In addition, this text can be used as the basis for teaching the principles of machine learning. Li Fanzhang is professor at the Soochow University, China. He is director of network security engineering laboratory in Jiangsu Province and is also the director of the Soochow Institute of industrial large data. He published more than 200 papers, 7 academic monographs, and 4 textbooks. Zhang Li is professor at the School of Computer Science and Technology of the Soochow University. She published more than 100 papers in journals and conferences, and holds 23 patents. Zhang Zhao is currently an associate professor at the School of Computer Science and Technology of the Soochow University. He has authored and co-authored more than 60 technical papers.
Book Synopsis Introduction to Lie Algebras by : K. Erdmann
Download or read book Introduction to Lie Algebras written by K. Erdmann and published by Springer Science & Business Media. This book was released on 2006-09-28 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lie groups and Lie algebras have become essential to many parts of mathematics and theoretical physics, with Lie algebras a central object of interest in their own right. This book provides an elementary introduction to Lie algebras based on a lecture course given to fourth-year undergraduates. The only prerequisite is some linear algebra and an appendix summarizes the main facts that are needed. The treatment is kept as simple as possible with no attempt at full generality. Numerous worked examples and exercises are provided to test understanding, along with more demanding problems, several of which have solutions. Introduction to Lie Algebras covers the core material required for almost all other work in Lie theory and provides a self-study guide suitable for undergraduate students in their final year and graduate students and researchers in mathematics and theoretical physics.
Book Synopsis Classical Topology and Combinatorial Group Theory by : John Stillwell
Download or read book Classical Topology and Combinatorial Group Theory written by John Stillwell and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, many students have been introduced to topology in high school mathematics. Having met the Mobius band, the seven bridges of Konigsberg, Euler's polyhedron formula, and knots, the student is led to expect that these picturesque ideas will come to full flower in university topology courses. What a disappointment "undergraduate topology" proves to be! In most institutions it is either a service course for analysts, on abstract spaces, or else an introduction to homological algebra in which the only geometric activity is the completion of commutative diagrams. Pictures are kept to a minimum, and at the end the student still does nr~ understand the simplest topological facts, such as the rcason why knots exist. In my opinion, a well-balanced introduction to topology should stress its intuitive geometric aspect, while admitting the legitimate interest that analysts and algebraists have in the subject. At any rate, this is the aim of the present book. In support of this view, I have followed the historical development where practicable, since it clearly shows the influence of geometric thought at all stages. This is not to claim that topology received its main impetus from geometric recreations like the seven bridges; rather, it resulted from the l'isualization of problems from other parts of mathematics-complex analysis (Riemann), mechanics (Poincare), and group theory (Dehn). It is these connec tions to other parts of mathematics which make topology an important as well as a beautiful subject.
Download or read book Geometry written by V. V. Prasolov and published by American Mathematical Soc.. This book was released on 2001-06-12 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a systematic introduction to various geometries, including Euclidean, affine, projective, spherical, and hyperbolic geometries. Also included is a chapter on infinite-dimensional generalizations of Euclidean and affine geometries. A uniform approach to different geometries, based on Klein's Erlangen Program is suggested, and similarities of various phenomena in all geometries are traced. An important notion of duality of geometric objects is highlighted throughout the book. The authors also include a detailed presentation of the theory of conics and quadrics, including the theory of conics for non-Euclidean geometries. The book contains many beautiful geometric facts and has plenty of problems, most of them with solutions, which nicely supplement the main text. With more than 150 figures illustrating the arguments, the book can be recommended as a textbook for undergraduate and graduate-level courses in geometry.
