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The "Ghost" Symmetry of the BKP hierarchy
BKP hierarchy Ghost Symmetry squared eigenfunction potential
2010/4/6
In this paper, we systematically develop the "ghost" symmetry of the BKP hierarchy through its actions on the Lax operator $L$, the eigenfunctions and the $\tau$ function. In this process, the spectra...
Symmetry Analysis for a Generalized Kadomtsev-Petviashvili Equation
generalized Kadomtsev-Petviashvili equation Lie algebra arbitrary functions
2010/4/2
A generalized Kadomtsev-Petviashvili equation (GKPE) $(u_t+u u_x + \beta(t)u +\gamma(t)u_{xxx})_x+\sigma(t)u_{yy}\ = \ 0$ is shown to admit an infinite-dimensional Lie group of symmetries when $\bt(t)...
Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions
illiquid market nonlinearity explicit solutions Liegroup analysis
2010/4/27
We study a class of nonlinear pricing models which involves the feedback effect from the dynamic hedging strategies on the price of asset introduced by Sircar and Papanicolaou. We are first to study t...