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Applications of Lie's Theory of Ordinary and Partial Differential Equations

1998-01-01 Science
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Release : 1998-01-01
Genre : Science
Kind : eBook
Book Rating : 783/5 ( reviews)

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Book Synopsis Applications of Lie's Theory of Ordinary and Partial Differential Equations by : L Dresner

Download or read book Applications of Lie's Theory of Ordinary and Partial Differential Equations written by L Dresner. This book was released on 1998-01-01. Available in PDF, EPUB and Kindle. Book excerpt: Lie's group theory of differential equations unifies the many ad hoc methods known for solving differential equations and provides powerful new ways to find solutions. The theory has applications to both ordinary and partial differential equations and is not restricted to linear equations. Applications of Lie's Theory of Ordinary and Partial Differential Equations provides a concise, simple introduction to the application of Lie's theory to the solution of differential equations. The author emphasizes clarity and immediacy of understanding rather than encyclopedic completeness, rigor, and generality. This enables readers to quickly grasp the essentials and start applying the methods to find solutions. The book includes worked examples and problems from a wide range of scientific and engineering fields.

An Introduction to the Lie Theory of One-parameter Groups

1911 Mathematics
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Release : 1911
Genre : Mathematics
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis An Introduction to the Lie Theory of One-parameter Groups by : Abraham Cohen

Download or read book An Introduction to the Lie Theory of One-parameter Groups written by Abraham Cohen. This book was released on 1911. Available in PDF, EPUB and Kindle. Book excerpt:

Applications of Lie Groups to Differential Equations

2012-12-06 Mathematics
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Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 749/5 ( reviews)

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Book Synopsis Applications of Lie Groups to Differential Equations by : Peter J. Olver

Download or read book Applications of Lie Groups to Differential Equations written by Peter J. Olver. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to explaining a wide range of applications of con tinuous symmetry groups to physically important systems of differential equations. Emphasis is placed on significant applications of group-theoretic methods, organized so that the applied reader can readily learn the basic computational techniques required for genuine physical problems. The first chapter collects together (but does not prove) those aspects of Lie group theory which are of importance to differential equations. Applications covered in the body of the book include calculation of symmetry groups of differential equations, integration of ordinary differential equations, including special techniques for Euler-Lagrange equations or Hamiltonian systems, differential invariants and construction of equations with pre scribed symmetry groups, group-invariant solutions of partial differential equations, dimensional analysis, and the connections between conservation laws and symmetry groups. Generalizations of the basic symmetry group concept, and applications to conservation laws, integrability conditions, completely integrable systems and soliton equations, and bi-Hamiltonian systems are covered in detail. The exposition is reasonably self-contained, and supplemented by numerous examples of direct physical importance, chosen from classical mechanics, fluid mechanics, elasticity and other applied areas.

Geometrical Properties Of Differential Equations: Applications Of The Lie Group Analysis In Financial Mathematics

2015-05-27 Mathematics
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Release : 2015-05-27
Genre : Mathematics
Kind : eBook
Book Rating : 269/5 ( reviews)

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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. This book was released on 2015-05-27. 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.).

Introduction to Partial Differential Equations with Applications

2012-04-20 Mathematics
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Release : 2012-04-20
Genre : Mathematics
Kind : eBook
Book Rating : 17X/5 ( reviews)

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Book Synopsis Introduction to Partial Differential Equations with Applications by : E. C. Zachmanoglou

Download or read book Introduction to Partial Differential Equations with Applications written by E. C. Zachmanoglou. This book was released on 2012-04-20. Available in PDF, EPUB and Kindle. Book excerpt: This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.

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