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A dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of requirements for the degree of Master of Science. May 30, 2016. / In this dissertation, we consider a number of modi ed Black-Scholes equations being either non-linear or given in higher dimensions. In particular we focus on the non-linear Black-Scholes equation describing option pricing with hedging strategies in one case, and two dimensional models in the other. Classical Lie point symmetry techniques are employed in an attempt to construct exact solutions. Some large symmetry algebras are admitted. We proceeded by determining the one dimensional optimal systems of sub-algebras for the admitted Lie algebras. The elements of the optimal systems are used to reduce the number of variables by one. In some cases, exact solutions are constructed. For the cases for which exact solutions are di cult to construct, we employed the numerical solutions. Some simulations are observed and interpreted / MT2016

It is known now that the Navier-Stokes equations cannot describe the behaviour of fluids having high molecular weights. Due to the variety of such fluids it is very difficult to suggest a single constitutive equation which can describe the properties of all non-Newtonian fluids. Therefore many models of non-Newtonian fluids have been proposed. The flow of non-Newtonian fluids offer special challenges to the engineers, modellers, mathematicians, numerical simulists, computer scientists and physicists alike. In general the equations of non-Newtonian fluids are of higher order and much more complicated than the Newtonian fluids. The adherence boundary conditions are insufficient and one requires additional conditions for a unique solution. Also the flow characteristics of non-Newtonian fluids are quite different from those of the Newtonian fluids. Therefore, in practical applications, one cannot replace the behaviour of non-Newtonian fluids with Newtonian fluids and it is necessary to examine the flow behaviour of non-Newtonian fluids in order to obtain a thorough understanding and improve the utilization in various manufactures. Although the non-Newtonian behaviour of many fluids has been recognized for a long time, the science of rheology is, in many respects, still in its infancy, and new phenomena are constantly being discovered and new theories proposed. Analysis of fluid flow operations is typically performed by examining local conservation relations, conservation of mass, momentum and energy. This analysis gives rise to highly non-linear relationships given in terms of differential equations, which are solved using special non-linear techniques. Advancements in computational techniques are making easier the derivation of solutions to linear problems. However, it is still difficult to solve non-linear problems analytically. Engineers, chemists, physicists, and mathematicians are actively developing non-linear analytical techniques, and one such method which is known for systematically searching for exact solutions of differential equations is the Lie symmetry approach for differential equations. Lie theory of differential equations originated in the 1870s and was introduced by the Norwegian mathematician Marius Sophus Lie (1842 - 1899). However it was the Russian scientist Ovsyannikov by his work of 1958 who awakened interest in modern group analysis. Today, the Lie group approach to differential equations is widely applied in various fields of mathematics, mechanics, and theoretical physics and many results published in these area demonstrates that Lie’s theory is an efficient tool for solving intricate problems formulated in terms of differential equations. The conditional symmetry approach or what is called the non-classical symmetry approach is an extension of the Lie approach. It was proposed by Bluman and Cole 1969. Many equations arising in applications have a paucity of Lie symmetries but have conditional symmetries. Thus this method is powerful in obtaining exact solutions of such equations. Numerical methods for the solutions of non-linear differential equations are important and nowadays there several software packages to obtain such solutions. Some of the common ones are included in Maple, Mathematica and Matlab. This thesis is divided into six chapters and an introduction and conclusion. The first chapter deals with basic concepts of fluids dynamics and an introduction to symmetry approaches to differential equations. In Chapter 2 we investigate the influence of a time-dependentmagnetic field on the flow of an incompressible third grade fluid bounded by a rigid plate. Chapter 3 describes the modelling of a fourth grade flow caused by a rigid plate moving in its own plane. The resulting fifth order partial differential equation is reduced using symmetries and conditional symmetries. In Chapter 4 we present a Lie group analysis of the third oder PDE obtained by investigating the unsteady flow of third grade fluid using the modified Darcy’s law. Chapter 5 looks at the magnetohydrodynamic (MHD) flow of a Sisko fluid over a moving plate. The flow of a fourth grade fluid in a porous medium is analyzed in Chapter 6. The flow is induced by a moving plate. Several graphs are included in the ensuing discussions. Chapters 2 to 6 have been published or submitted for publication. Details are given in the references at the end of the thesis.

A dissertation submitted for the degree of Masters of Science, School of Computational and Applied Mathematics, University of Witwatersrand, Johannesburg, 2014. / The magma equation which models the migration of melt upwards through the Earth’s mantle is considered. The magma equation depends on the permeability and viscosity of the solid mantle which are assumed to be a function of the voidage . It is shown using Lie group analysis that the magma equation admits Lie point symmetries provided the permeability and viscosity satisfy either a power law, or an exponential law for the voidage or are constant. The conservation laws for the magma equation for both power law and exponential law permeability and viscosity are derived using the multiplier method. The conserved vectors are then associated with Lie point symmetries of the magma equation. A rarefactive solitary wave solution for the magma equation is derived in the form of a quadrature for exponential law permeability and viscosity. Finally small amplitude and large amplitude approximate solutions are derived for the magma equation when the permeability and viscosity satisfy exponential laws.

In this dissertation we study the notion of symmetry on groups, topological spaces, et cetera. The relationship between such structures with symmetries and Ramsey Theory is re ected by certain natural functions. We give a general picture of asymptotic behaviour of these functions.

A dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulflment of the requirements for the degree of Master of science. Johannesburg, December 2012. / Solutions of linear iterative equations and expressions for these solutions in terms of the parameters of the source equation are obtained. Based on certain properties of iterative equations, nding the solutions is reduced to nding group-invariant solutions of the second-order source equation. We have therefore found classes of solutions to the source equations. Regarding the expressions of the solutions in terms of the parameters of the source equation, an ansatz is made on the original parameters r and s, by letting them be functions of a speci c type such as monomials, functions of exponential and logarithmic type. We have also obtained an expression for the source parameters of the transformed equation under equivalence transformations and we have looked for the conservation laws of the source equation. We conducted this work with a special emphasis on second-, third- and fourth-order equations, although some of our results are valid for equations of a general order.

A thesis submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Doctor of Philosophy. Johannesburg, 2015. / This work deals with conditional symmetries of ordinary di erential equations (ODEs). We re ne the de nition of conditional symmetries of systems of ODEs in general and provide an algorithmic viewpoint to compute such symmetries subject to root di erential equations. We prove a proposition which gives important and precise criteria as to when the derived higher-order system inherits the symmetries of the root system of ODEs. We rstly study the conditional symmetry properties of linear nth-order (n 3) equations subject to root linear second-order equations. We consider these symmetries for simple scalar higherorder linear equations and then for arbitrary linear systems. We prove criteria when the derived scalar linear ODEs and even order linear system of ODEs inherit the symmetries of the root linear ODEs. There are special symmetries such as the homogeneity and solution symmetries which are inherited symmetries. We mention here the constant coe cient case as well which has translations of the independent variable symmetry inherited. Further we show that if a system of ODEs has exact solutions, then it admits a conditional symmetry subject to the rst-order ODEs related to the invariant curve conditions which arises from the known solution curves. This is even true if the system has no Lie point sym

Reis, E. R. S. (2013). Estudo de Simetria e seu ensino no nível fundamental e médio. Dissertação de Mestrado, Instituto de Ciências Matemáticas e de Computação. Universidade de São Paulo, São Carlos. Esse trabalho tem por objetivo estudar Teoria dos Grupos focando nos Grupos de Simetrias, destacar a importância desse estudo e analisar estratégias para ensinar o conceito de simetria de forma inteligível para os alunos do ensino fundamental II e ensino médio / Reis, E. R. S. (2013).Study of Symmetry and its teaching in elementary and high school. MSc Thesis, Institute of Mathematics and Computer. University of São Paulo, São Carlos. The pourpose of this work is to study Group Theory focusing Groups of Symmetries, to reiterate the importance of this study and launch strategies for teaching the concept of simetry in an intelligible form for elementary and high school students

Many 3D objects in the world around us are strongly constrained. For instance, not only cultural artifacts but also many natural objects are bilaterally symmetric. Thoretical arguments suggest and psychophysical experiments confirm that humans may be better in the recognition of symmetric objects. The hypothesis of symmetry-induced virtual views together with a network model that successfully accounts for human recognition of generic 3D objects leads to predictions that we have verified with psychophysical experiments.

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