Geometrical Properties Of Differential Equations

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.).

This book focuses on the properties of nonlinear systems of PDE with geometrical origin and the natural description in the language of infinite-dimensional differential geometry. The treatment is very informal and the theory is illustrated by various examples from mathematical physics. All necessary information about the infinite-dimensional geometry is given in the text. Contents:Introduction: Internal Geometry of PDE:Differential ManifoldsLie-Backlund MappingsLie-Backlund Fields and Infinitesimal SymmetriesCartan Forms, Currents and Conservation LawsC-Spectral Sequence. Further Properties of Conservation LawsTrivial Equations. The Formal Variational CalculusEvolution EquationsExternal Geometry of PDE:Differential SubmanifoldsNormal Projection. External Fields and FormsTrivial Ambient Differential ManifoldsThe Characteristic MappingThe Green's FormulaLow-Dimensional Conservation LawsBacklund CorrespondenceFurther Studies:Lagrangian FormalismHamiltonian EquationsExample: The Nambu's StringAppendix Readership: Graduate students and researchers in mathematical physics. keywords:Differential Manifolds;Lie-Bäcklund Mappings;Cartan Forms;Currents;Conservation Laws;Lagrangian Formation;Hamiltonian Equations

The geometrical theory of nonlinear differential equations originates from classical works by S. Lie and A. Bäcklund. It obtained a new impulse in the sixties when the complete integrability of the Korteweg-de Vries equation was found and it became clear that some basic and quite general geometrical and algebraic structures govern this property of integrability. Nowadays the geometrical and algebraic approach to partial differential equations constitutes a special branch of modern mathematics. In 1993, a workshop on algebra and geometry of differential equations took place at the University of Twente (The Netherlands), where the state-of-the-art of the main problems was fixed. This book contains a collection of invited lectures presented at this workshop. The material presented is of interest to those who work in pure and applied mathematics and especially in mathematical physics.

Besides their intrinsic mathematical interest, geometric partial differential equations (PDEs) are ubiquitous in many scientific, engineering and industrial applications. They represent an intellectual challenge and have received a great deal of attention recently. The purpose of this volume is to provide a missing reference consisting of self-contained and comprehensive presentations. It includes basic ideas, analysis and applications of state-of-the-art fundamental algorithms for the approximation of geometric PDEs together with their impacts in a variety of fields within mathematics, science, and engineering. About every aspect of computational geometric PDEs is discussed in this and a companion volume. Topics in this volume include stationary and time-dependent surface PDEs for geometric flows, large deformations of nonlinearly geometric plates and rods, level set and phase field methods and applications, free boundary problems, discrete Riemannian calculus and morphing, fully nonlinear PDEs including Monge-Ampere equations, and PDE constrained optimization Each chapter is a complete essay at the research level but accessible to junior researchers and students. The intent is to provide a comprehensive description of algorithms and their analysis for a specific geometric PDE class, starting from basic concepts and concluding with interesting applications. Each chapter is thus useful as an introduction to a research area as well as a teaching resource, and provides numerous pointers to the literature for further reading The authors of each chapter are world leaders in their field of expertise and skillful writers. This book is thus meant to provide an invaluable, readable and enjoyable account of computational geometric PDEs

This volume presents an authoritative, unified overview of the methods and results concerning the global properties of linear differential equations of order n (n>=2). It does not, however, seek to be comprehensive. Rather, it contains a selection of results which richly illustrate the unified approach presented. By making use of recent methods and results from many different areas of mathematics and by introducing several original methods, global solutions of problems previously studied only locally are given. The structure of global transformations is described algebraically, and a new geometrical approach is introduced which leads to global canonical forms suitable for Cartan's moving frame-of-reference method. The theory discussed also provides effective tools for solving some open problems, especially relating to the distribution of zeros of solutions. In addition, the theory of functional equations plays an important role in studying the asymptotic behaviour of solutions. Applications to differential geometry and functional equations are also described. The volume is largely self-contained. This book is for mathematicians, computer scientists, physicists, chemists, engineers, and others whose work involves the use of linear differential equations.