Heat polynomials and Lie point symmetries

DOI10.1016/j.jmaa.2005.09.025zbMath1129.35038MaRDI QIDQ2497399

Peter G. L. Leach

Publication date: 4 August 2006

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.09.025

zbMATH Keywords

Lie symmetry; heat polynomial

Mathematics Subject Classification ID

35K05: Heat equation

35A30: Geometric theory, characteristics, transformations in context of PDEs

Uses Software

• DIMSYM
• LIE

Cites Work

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• The Pricing of Options and Corporate Liabilities
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• Real options with constant relative risk aversion
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• VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
• On Symmetry Reduction of Nonlinear Generalization of the Heat Equation
• Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
• Symmetry-based algorithms to relate partial differential equations: I. Local symmetries
• LIE, a PC program for Lie analysis of differential equations