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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
51

Algebraic methods on some problems in finance

任尚智, Yam, Sheung-chi, Phillip. January 2001 (has links)
published_or_final_version / Statistics and Actuarial Science / Master / Master of Philosophy
52

Lie's theory on solvability of ordinary differential equations

蔡澤鍔, Choy, Chak-ngok. January 1997 (has links)
published_or_final_version / Mathematics / Master / Master of Philosophy
53

Applications of Lie symmetry analysis to the quantum Brownian motion model.

January 2008 (has links)
Lie symmetry group methods provide a useful tool for the analysis of differential equations in a variety of areas in physics and applied mathematics. The nature of symmetry is that it provides information on properties which remain invariant under transformation. In differential equations this invariance provides a route toward complete integrations, reductions, linearisations and analytical solutions which can evade standard techniques of analysis. In this thesis we study two problems in quantum mechanics from a symmetry perspective: We consider for pedagogical purposes the linear time dependent Schrodinger equation in a potential and provide a symmetry analysis of the resulting equations. Thereafter, as an original contribution, we study the group theoretic properties of the density matrix equation for the quantum Brownian motion of a free particle interacting with a bath of harmonic oscillators. We provide a number of canonical reductions of the system to equations of reduced dimensionality as well as several complete integrations. / Thesis (M.Sc.) - University of KwaZulu-Natal, Westville, 2008.
54

On the Representation Theory of Semisimple Lie Groups

Al-Faisal, Faisal January 2010 (has links)
This thesis is an expository account of three central theorems in the representation theory of semisimple Lie groups, namely the theorems of Borel-Weil-Bott, Casselman-Osborne and Kostant. The first of these realizes all the irreducible holomorphic representations of a complex semisimple Lie group G in the cohomology of certain sheaves of equivariant line bundles over the flag variety of G. The latter two theorems describe the Lie algebra cohomology of a maximal nilpotent subalgebra of Lie(G) with coefficients in an irreducible Lie(G)-module. Applications to geometry and representation theory are given. Also included is a brief overview of Schmid's far-reaching generalization of the Borel--Weil--Bott theorem to the setting of unitary representations of real semisimple Lie groups on (possibly infinite-dimensional) Hilbert spaces.
55

Conformal field theory and lie algebras

Jakovljevic, Cvjetan, University of Lethbridge. Faculty of Arts and Science January 1996 (has links)
Conformal field theories (CFTs) are intimately connected with Lie groups and their Lie algebras. Conformal symmetry is infinite-dimensional and therefore an infinite-dimensional algebra is required to describe it. This is the Virasoro algebra, which must be realized in any CFT. However, there are CFTs whose symmetries are even larger then Virasoro symmentry. We are particularly interested in a class of CFTs called Wess-Zumino-Witten (WZW) models. They have affine Lie algebras as their symmentry algebras. Each WZW model is based on a simple Lie group, whose simple Lie algebra is a subalgebra of its affine symmetry algebra. This allows us to discuss the dominant weight multiplicities of simple Lie algebras in light of WZW theory. They are expressed in terms of the modular matrices of WZW models, and related objects. Symmentries of the modular matrices give rise to new relations among multiplicities. At least for some Lie algebras, these new relations are strong enough to completely fix all multiplicities. / iv, 80 leaves : ill. ; 28 cm.
56

Le groupe exceptionnel G2 /

Chayet, Maurice, 1953- January 1981 (has links)
No description available.
57

Extensions and generalisations of Lie analysis.

Govinder, Kesh S. January 1995 (has links)
The Lie theory of extended groups applied to differential equations is arguably one of the most successful methods in the solution of differential equations. In fact, the theory unifies a number of previously unrelated methods into a single algorithm. However, as with all theories, there are instances in which it provides no useful information. Thus extensions and generalisations of the method (which classically employs only point and contact transformations) are necessary to broaden the class of equations solvable by this method. The most obvious extension is to generalised (or Lie-Backlund) symmetries. While a subset of these, called contact symmetries, were considered by Lie and Backlund they have been thought to be curiosities. We show that contact transformations have an important role to play in the solution of differential equations. In particular we linearise the Kummer-Schwarz equation (which is not linearisable via a point transformation) via a contact transformation. We also determine the full contact symmetry Lie algebra of the third order equation with maximal symmetry (y'''= 0), viz sp(4). We also undertake an investigation of nonlocal symmetries which have been shown to be the origin of so-called hidden symmetries. A new procedure for the determination of these symmetries is presented and applied to some examples. The impact of nonlocal symmetries is further demonstrated in the solution of equations devoid of point symmetries. As a result we present new classes of second order equations solvable by group theoretic means. A brief foray into Painleve analysis is undertaken and then applied to some physical examples (together with a Lie analysis thereof). The close relationship between these two areas of analysis is investigated. We conclude by noting that our view of the world of symmetry has been clouded. A more broad-minded approach to the concept of symmetry is imperative to successfully realise Sophus Lie's dream of a single unified theory to solve differential equations. / Thesis (Ph.D.)-University of Natal, 1995
58

The algebraic construction of invariant differential operators

Baston, Robert J. January 1985 (has links)
Let G be a complex semisimple Lie Group with parabolic subgroup P, so that G/P is a generalized flag manifold. An algebraic construction of invariant differential operators between sections of homogeneous bundles over such spaces is given and it is shown how this leads to the classification of all such operators. As an example of a process which naturally generates such operators, the algebraic Penrose transform between generalized flag manifolds is given and computed for several cases, extending standard results in Twistor Theory to higher dimensions. It is then shown how to adapt the homogeneous construction to manifolds with a certain class of tangent bundle structure, including conformal manifolds. This leads to a natural definition of invariant differential operators on such manifolds, and an algebraic method for their construction. A curved analogue of the Penrose transform is given.
59

On subalgebras of free Lie algebras and on the Lie algebra associated to the lower central series of a group

Stefanicki, Tomasz January 1987 (has links)
No description available.
60

Brownian motion and heat kernels on compact lie groups and symmetric spaces.

Maher, David Graham, School of Mathematics, UNSW January 2006 (has links)
An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known as the heat kernel, which is also the law of Brownian motion. Similar statements also hold in the case of a Lie group. By using the wrapping map of Dooley and ildberger, we show how to wrap a Brownian motion to a compact Lie group from its Lie algebra (viewed as a Euclidean space) and find the heat kernel. This is achieved by considering It??o type stochastic differential equations and applying the Feynman-Ka??c theorem. We also consider wrapping Brownian motion to various symmetric spaces, where a global generalisation of Rouvi`ere???s formula and the e-function are considered. Additionally, we extend some of our results to complex Lie groups, and certain non-compact symmetric spaces.

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