Lie symmetry analysis for a parabolic Monge-Ampere equation in the optimal investment theory

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:346

Article

Yang, Shaojie¹  Xu, Tianzhou¹ 

[1] Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China

关键词: The parabolic Monge-Ampere equation;    Lie symmetry analysis;    Symmetry reductions;    Invariant solutions;   

DOI  :  10.1016/j.cam.2018.07.035

来源: Elsevier

【 摘 要 】

In this paper, Lie symmetry analysis is performed on the parabolic Monge-Ampere equation u(s)u(yy) + ryu(y)u(yy) - theta u(y)(2) = 0 arising from the optimal investment theory. Lie symmetry and optimal system of this equation are derived. In particular, based on optimal system, symmetry reductions and invariant solutions are obtained. (C) 2018 Elsevier B.V. All rights reserved.

【 授权许可】

Free