Title of article :
Lie group symmetries as integral transforms of fundamental solutions
Author/Authors :
Mark Craddock، نويسنده , , Kelly A. Lennox، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
We obtain fundamental solutions for PDEs of the form ut=σxγuxx+f(x)ux−μxru by showing that if the symmetry group of the PDE is nontrivial, it contains a standard integral transform of the fundamental solution. We show that in this case, the problem of finding a fundamental solution can be reduced to inverting a Laplace transform or some other classical transform
Keywords :
Lie symmetry groups , Transition densities , Zero coupon bondpricing , fundamental solutions , Short rate models
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS