Lie Group Symmetries as Integral Transforms of Fundamental Solutions

We obtain fundamental solutions for PDEs of the form ut = x uxx +f(x)ux ??xru 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.

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Year of publication:	2006-09-01
Authors:	Craddock, Mark ; Lennox, Kelly A
Institutions:	Finance Discipline Group, Business School
Subject:	lie symmetry groups \| fundamental solutions \| transition densities \| short range models \| zero coupon bond pricing

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Extent:	application/pdf
Series:	Research Paper Series.
Type of publication:	Book / Working Paper
Notes:	Number 183 2 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005073663