Fundamental solutions, transition densities and the integration of Lie symmetries

In this paper we present some new applications of Lie symmetry analysis to problems in stochastic calculus. The major focus is on using Lie symmetries of parabolic PDEs to obtain fundamental solutions and transition densities. The method we use relies upon the fact that Lie symmetries can be integrated with respect to the group parameter. We obtain new results which show that for PDEs with nontrivial Lie symmetry algebras, the Lie symmetries naturally yield Fourier and Laplace transforms of fundamental solutions, and we derive explicit formulas for such transforms in terms of the coefficients of the PDE.     

Complete symmetry group and nonlocal symmetries for some two-dimensional evolution equations

The complete symmetry group of an 1+1 evolution equation of maximal symmetry has been demonstrated to be represented by the six-dimensional Lie algebra of point symmetries sl(2,R)s_⊕W, where W is the three-dimensional Heisenberg-Weyl algebra. We construct a complete symmetry group of a 1+2 evolution equation ut=(Fy(u)ux) for some functions F using the point symmetries admitted by the equation. The 1+2 equation is not completely specifiable by point symmetries alone for some specific functions F. We make use of Ansätze already reported by Myeni and Leach [S.M. Myeni, P.G.L. Leach, Nonlocal symmetries and complete symmetry groups of evolution equations, J. Nonlinear Math. Phys. 13 (2006) 377-392] which provide a route to the determination of the required generic nonlocal symmetries necessary to supplement the point symmetries for the complete specification of these 1+2 evolution equations. Further we find that taking some suitable linear combination of Lie point symmetries helps to optimise the procedure of specifying the equation. A general result concerning the number of symmetries required to form a complete symmetry group of evolution is presented in the Conclusion.     

Special conformal groups of a Riemannian manifold and Lie point symmetries of the nonlinear Poisson equation

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.     

Solving a nonlinear pde that prices real options using utility based pricing methods

We provide group invariant solutions to two nonlinear differential equations associated with the valuing of real options with utility pricing theory. We achieve these through the use of the Lie theory of continuous groups, namely, the classical Lie point symmetries. These group invariant solutions, constructed through the use of the symmetries that also leave the boundary conditions invariant, are consistent with the results in the literature. Thus it may be shown that Lie symmetry algorithms underlie many ad hoc methods that are utilised to solve differential equations in finance.     

Master partial differential equations for a Type II hidden symmetry

An approach for determining a class of master partial differential equations from which Type II hidden point symmetries are inherited is presented. As an example a model nonlinear partial differential equation (PDE) reduced to a target PDE by a Lie symmetry gains a Lie point symmetry that is not inherited (hidden) from the original PDE. On the other hand this Type II hidden symmetry is inherited from one or more of the class of master PDEs. The class of master PDEs is determined by the hidden symmetry reverse method. The reverse method is extended to determine symmetries of the master PDEs that are not inherited. We indicate why such methods are necessary to determine the genesis of Type II symmetries of PDEs as opposed to those that arise in ordinary differential equations (ODEs).     

Symmetry analysis of the charged squashed Kaluza–Klein black hole metric

In this research article, a complete analysis of symmetries and conservation laws for the charged squashed Kaluza–Klein black hole space‐time in a Riemannian space is discussed. First, a comprehensive group analysis of the underlying space‐time metric using Lie point symmetries is presented, and then the n‐dimensional optimal system of this space‐time metric, for n = 1,…,4, are computed. It is shown that there is no any n‐dimensional optimal system of Lie symmetry subalgebra associated to the system of geodesic for n≥5. Then the point symmetries of the one‐parameter Lie groups of transformations that leave invariant the action integral corresponding to the Lagrangian that means Noether symmetries are found, and then the conservation laws associated to the system of geodesic equations are calculated via Noether's theorem. Copyright © 2015 John Wiley & Sons, Ltd.     

Symmetry groups and similarity solutions for the system of equations for a viscous compressible fluid

Here, using Lie group transformations, we consider the problem of finding similarity solutions to the system of partial differential equations (PDEs) governing one-dimensional unsteady motion of a compressible fluid in the presence of viscosity and thermal conduction, using the general form of the equation of state. The symmetry groups admitted by the governing system of PDEs are obtained, and the complete Lie algebra of infinitesimal symmetries is established. Indeed, with the use of the entailed similarity solution the problem is transformed to a system of ordinary differential equations(ODEs), which in general is nonlinear; in some cases, it is possible to solve these ODEs to determine some special exact solutions.     

On projective representations for compact quantum groups

We study actions of compact quantum groups on type I-factors, which may be interpreted as projective representations of compact quantum groups. We generalize to this setting some of Woronowicz?s results concerning Peter-Weyl theory for compact quantum groups. The main new phenomenon is that for general compact quantum groups (more precisely, those which are not of Kac type), not all irreducible projective representations have to be finite-dimensional. As applications, we consider the theory of projective representations for the compact quantum groups associated with group von Neumann algebras of discrete groups, and consider a certain non-trivial projective representation for quantum SU(2).     

Lie point symmetries and some group invariant solutions of the quasilinear equation involving the infinity Laplacian

Using the classical Lie method we obtain the full Lie point symmetry group of the Aronsson equation in two independent variables. Some group invariant solutions of this equation are found and a conjecture on the Lie point symmetry group of the Aronsson equation in Rⁿ is presented.     

Symmetry group methods for fundamental solutions

This paper uses Lie symmetry group methods to study PDEs of the form u_t=xu_xx+f(x)u_x. We show that when the drift function f is a solution of a family of Ricatti equations, then symmetry techniques can be used to find a fundamental solution.     

Group classification of differential-difference equations: Low-dimensional Lie algebras

Differential-difference equations of the form u? _n = F _n (t, u_n?1, u _n , u_n+1, u?_n?1, u? _n , u?_n+1) are classified according to their intrinsic Lie point symmetries, equivalence group and some low-dimensional Lie algebras including the Abelian symmetry algebras, nilpotent nonAbelian symmetry algebras, solvable symmetry algebras with nonAbelian nilradicals, solvable symmetry algebras with Abelian nilradicals and nonsolvable symmetry algebras. Here F _n is a nonlinear function of its arguments and the dot over u denotes differentiation with respect to t.     

Euler-Bernoulli beams from a symmetry standpoint-characterization of equivalent equations

We completely solve the equivalence problem for Euler-Bernoulli equation using Lie symmetry analysis. We show that the quotient of the symmetry Lie algebra of the Bernoulli equation by the infinite-dimensional Lie algebra spanned by solution symmetries is a representation of one of the following Lie algebras: 2A₁, A₁⊕A₂, 3A₁, or A3,3⊕A₁. Each quotient symmetry Lie algebra determines an equivalence class of Euler-Bernoulli equations. Save for the generic case corresponding to arbitrary lineal mass density and flexural rigidity, we characterize the elements of each class by giving a determined set of differential equations satisfied by physical parameters (lineal mass density and flexural rigidity). For each class, we provide a simple representative and we explicitly construct transformations that maps a class member to its representative. The maximally symmetric class described by the four-dimensional quotient symmetry Lie algebra A3,3⊕A₁ corresponds to Euler-Bernoulli equations homeomorphic to the uniform one (constant lineal mass density and flexural rigidity). We rigorously derive some non-trivial and non-uniform Euler-Bernoulli equations reducible to the uniform unit beam. Our models extend and emphasize the symmetry flavor of Gottlieb's iso-spectral beams [H.P.W. Gottlieb, Isospectral Euler-Bernoulli beam with continuous density and rigidity functions, Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 413 (1987) 235-250].     

Minimal 2-spheres in a complex projective space

In this paper conformal minimal 2-spheres immersed in a complex projective space are studied by applying Lie theory and moving frames. We give differential equations of Kähler angle and square length of the second fundamental form. By applying these differential equations we give characteristics of conformal minimal 2-spheres of constant Kähler angle and obtain pinching theorems for curvature. We also discuss conformal minimal 2-spheres of constant normal curvature and prove that there does not exist any linearly full minimal 2-sphere immersed in a complex projective space CPn (n>2) with non-positive constant normal curvature. We also prove that a linearly full minimal 2-sphere immersed in a complex projective space CPn (n>2) with constant normal curvature and constant Kähler angle is of constant curvature.     

Large Deviations for the Brownian Motion on Loop Groups

We shall develop the method of projective limit to establish the large deviations principle in the context of loop groups. The symmetries of Lie group allow us to obtain the exponential tightness.     

Convex cocompactness in pseudo-Riemannian hyperbolic spaces

Anosov representations of word hyperbolic groups into higher-rank semisimple Lie groups are representations with finite kernel and discrete image that have strong analogies with convex cocompact representations into rank-one Lie groups. However, the most naive analogy fails: generically, Anosov representations do not act properly and cocompactly on a convex set in the associated Riemannian symmetric space. We study representations into projective indefinite orthogonal groups \(\mathrm {PO}(p,q)\) by considering their action on the associated pseudo-Riemannian hyperbolic space \(\mathbb {H}^{p,q-1}\) in place of the Riemannian symmetric space. Following work of Barbot and Mérigot in anti-de Sitter geometry, we find an intimate connection between Anosov representations and a natural notion of convex cocompactness in this setting.     

Degenerate group of type A: Representations and flag varieties

We consider the degeneration of a simple Lie group which is a semidirect product of its Borel subgroup and a normal Abelian unipotent subgroup. We introduce a class of highest weight representations of the degenerate group of type A, generalizing the construction of PBW-graded representations of the classical group (PBW is an abbreviation for “Poincaré-Birkhoff-Witt”). Following the classical construction of flag varieties, we consider the closures of orbits of the Abelian unipotent subgroup in projectivizations of the representations. We show that the degenerate flag varieties F _n ^a and their desingularizations R _n can be obtained via this construction. We prove that the coordinate ring of R _n is isomorphic as a vector space to the direct sum of the duals of the highest weight representations of the degenerate group. At the end we state several conjectures on the structure of the highest weight representations of the degenerate group of type A.     

Abelian subalgebras in some particular types of Lie algebras

It is well-known that there exists a close link between Lie Theory and Relativity Theory. Indeed, the set of all symmetries of the metric in our four-dimensional spacetime is a Lie group. In this paper we try to study this link in depth, by dealing with three particular types of Lie algebras: h_n algebras, g_n algebras and Heisenberg algebras. Our main goal is to compute the maximal abelian dimensions of each of them, which will allow us to move a step forward in the advancement of this subject.     

On the geometry of the Clairin theory of conditional symmetries for higher-order systems of PDEs with applications

This work presents a geometrical formulation of the Clairin theory of conditional symmetries for higher-order systems of partial differential equations (PDEs). We devise methods for obtaining Lie algebras of conditional symmetries from known conditional symmetries, and unnecessary previous assumptions of the theory are removed. As a consequence, new insights into other types of conditional symmetries arise. We then apply the so-called PDE Lie systems to the derivation and analysis of Lie algebras of conditional symmetries. In particular, we develop a method for obtaining solutions of a higher-order system of PDEs via the solutions and geometric properties of a PDE Lie system, whose form gives a Lie algebra of conditional symmetries of the Clairin type. Our methods are illustrated with physically relevant examples such as nonlinear wave equations, the Gauss–Codazzi equations for minimal soliton surfaces, and generalised Liouville equations.     

Symmetry, Compatibility and Exact Solutions of PDEs

We discuss various compatibility criteria for overdetermined systems of PDEs generalizing the approach to formal integrability via brackets of differential operators. Then we give sufficient conditions that guarantee that a PDE possessing a Lie algebra of symmetries has invariant solutions. Finally we discuss models of equations with large symmetry algebras, which eventually lead to integration in closed form.