Symmetry analysis and exact solutions to the space-dependent coefficient PDEs in finance
type: Item
instance of: scholarly article
title: Symmetry analysis and exact solutions to the space-dependent coefficient PDEs in finance
zbMATH Open document ID: 1304.35038
DOI: 10.1155/2013/156965
author: Han-Ze Liu
published in: Abstract and Applied Analysis
publication date: 2014-06-20T00:00:00Z
review text: Summary: The variable-coefficients partial differential equations (vc-PDEs) in finance are investigated by Lie symmetry analysis and the generalized power series method. All of the geometric vector fields of the equations are obtained; the symmetry reductions and exact solutions to the equations are presented, including the exponentiated solutions and the similarity solutions. Furthermore, the exact analytic solutions are provided by the transformation technique and generalized power series method, which has shown that the combination of Lie symmetry analysis and the generalized power series method is a feasible approach to dealing with exact solutions to the variable-coefficients PDEs.
Mathematics Subject Classification ID: 35B06
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 35C10
zbMATH DE Number: 6306073
zbMATH Keywords: Lie symmetry analysis
zbMATH Keywords: generalized power series method
zbMATH Keywords: symmetry reductions
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2013/156965
OpenAlex ID: W2005046141
Wikidata QID: Q58915385
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description: scientific article; zbMATH DE number 6306073