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1.
This paper studies the modified Korteweg–de Vries equation with time variable coefficients of the damping and dispersion using Lie symmetry methods. We carry out Lie group classification with respect to the time-dependent coefficients. Lie point symmetries admitted by the mKdV equation for various forms for the time variable coefficients are obtained. The optimal system of one-dimensional subalgebras of the Lie symmetry algebras are determined. These are then used to determine exact group-invariant solutions, including soliton solutions, and symmetry reductions for some special forms of the equations.  相似文献   

2.
We show that the Benjamin–Bona–Mahoney (BBM) equation with power law nonlinearity can be transformed by a point transformation to the combined KdV–mKdV equation, that is also known as the Gardner equation. We then study the combined KdV–mKdV equation from the Lie group-theoretic point of view. The Lie point symmetry generators of the combined KdV–mKdV equation are derived. We obtain symmetry reduction and a number of exact group-invariant solutions for the underlying equation using the Lie point symmetries of the equation. The conserved densities are also calculated for the BBM equation with dual nonlinearity by using the multiplier approach. Finally, the conserved quantities are computed using the one-soliton solution.  相似文献   

3.
In this paper, the nonlocal symmetries and exact interaction solutions of the variable coefficient Korteweg–de Vries (KdV) equation are studied. With the help of pseudo-potential, we construct the high order nonlocal symmetries of the time-dependent coefficient KdV equation for the first time. In order to construct the new exact interaction solutions, two auxiliary variables are introduced, which can transform nonlocal symmetries into Lie point symmetries. Furthermore, using the Lie point symmetries of the closed system, some exact interaction solutions are obtained. For some interesting solutions, such as the soliton–cnoidal wave solutions are discussed in detail, and the corresponding 2D and 3D figures are given to illustrate their dynamic behavior.  相似文献   

4.
We provide the solutions for the Heston model of stochastic volatility when the parameters of the model are constant and when they are functions of time. In the former case, the solution follows immediately from the determination of the Lie point symmetries of the governing 1+1 evolution partial differential equation. This is not the situation in the latter case, but we are able to infer the essential structure of the required nonlocal symmetry from that of the autonomous problem and hence can present the solution to the nonautonomous problem. As in the case of the standard Black-Scholes problem the presence of time-dependent parameters is not a hindrance to the demonstration of a solution.  相似文献   

5.
In this work, we study a Boussinesq equation with a strong damping term from the point of view of the Lie theory. We derive the classical Lie symmetries admitted by the equation as well as the reduced ordinary differential equations. Some nontrivial conservation laws are derived by using the multipliers method. Taking into account the relationship between symmetries and conservation laws and applying the double reduction method, we obtain a direct reduction of order of the ordinary differential equations and in particular a kink solution.  相似文献   

6.
Lie symmetries are applied to classify the source of the magnetic field for the Pulsar equation near to the surface of the neutron star. We find that there are six possible different admitted Lie algebras. We apply the corresponding Lie invariants to reduce the Pulsar equation close to the surface to an ordinary differential equation. This equation is solved either with the use of Lie symmetries or the application of the ARS algorithm for singularity analysis to write the analytic solution as a Laurent expansion. These solutions are called inner solutions.  相似文献   

7.
The Type-II hidden symmetries are extra symmetries in addition to the inherited symmetries of the differential equations when the number of independent and dependent variables is reduced by a Lie point symmetry. In [B. Abraham-Shrauner, K.S. Govinder, Provenance of Type II hidden symmetries from nonlinear partial differential equations, J. Nonlinear Math. Phys. 13 (2006) 612-622] Abraham-Shrauner and Govinder have analyzed the provenance of this kind of symmetries and they developed two methods for determining the source of these hidden symmetries. The Lie point symmetries of a model equation and the two-dimensional Burgers' equation and their descendants were used to identify the hidden symmetries. In this paper we analyze the connection between one of their methods and the weak symmetries of the partial differential equation in order to determine the source of these hidden symmetries. We have considered the same models presented in [B. Abraham-Shrauner, K.S. Govinder, Provenance of Type II hidden symmetries from nonlinear partial differential equations, J. Nonlinear Math. Phys. 13 (2006) 612-622], as well as the WDVV equations of associativity in two-dimensional topological field theory which reduces, in the case of three fields, to a single third order equation of Monge-Ampère type. We have also studied a second order linear partial differential equation in which the number of independent variables cannot be reduced by using Lie symmetries, however when is reduced by using nonclassical symmetries the reduced partial differential equation gains Lie symmetries.  相似文献   

8.
We obtain a complete group classification of the Lie point symmetries of nonlinear Poisson equations on generic (pseudo) Riemannian manifolds M. Using this result we study their Noether symmetries and establish the respective conservation laws. It is shown that the projection of the Lie point symmetries on M are special subgroups of the conformal group of M. In particular, if the scalar curvature of M vanishes, the projection on M of the Lie point symmetry group of the Poisson equation with critical nonlinearity is the conformal group of the manifold. We illustrate our results by applying them to the Thurston geometries.  相似文献   

9.
Lie point symmetries associated with the new (2 1)-dimensional KdV equation ut 3uxuy uxxy= 0 are investigated. Some similarity reductions are derived by solving the corresponding characteristic equations. Painleve analysis for this equation is also presented and the soliton solution is obtained directly from the Backlund transformation.  相似文献   

10.
Based on the Lie symmetry method, we derive the explicit optimal invest strategy for an investor who seeks to maximize the expected exponential (CARA) utility of the terminal wealth in a defined-contribution pension plan under a constant elasticity of variance model. We examine the point symmetries of the Hamilton-Jacobi-Bellman (HJB) equation associated with the portfolio optimization problem. The symmetries compatible with the terminal condition enable us to transform the (2+ 1)-dimensional HJB equation into a (1+ 1)-dimensional nonlinear equation which is linearized by its infinite-parameter Lie group of point transformations. Finally, the ansatz technique based on variables separation is applied to solve the linear equation and the optimal strategy is obtained. The algorithmic procedure of the Lie symmetry analysis method adopted here is quite general compared with conjectures used in the literature.  相似文献   

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