most citedThe algebraic properties of the space- and time-dependent one-factor model of commodities

3 citations · 5 across the 6 of their papers we have counts for

collaborators

6 papers

math-ph2016

Solution of the Master Equation for Quantum Brownian Motion given by the Schrödinger Equation

R. Sinuvasan, A. Paliathanasis, R. M. Morris +1

We consider the master equation of quantum Brownian motion and with the application of the group invariant transformation we show that there exists a surface on which the solution…

math.AP2016★ 3 cited

The algebraic properties of the space- and time-dependent one-factor model of commodities

A. Paliathanasis, R. M. Morris, P. G. L. Leach

We consider the one-factor model of commodities for which the parameters of the model depend upon the stock price or on the time. For that model we study the existence of group-inv…

math.AP2016★ 2 cited

Lie symmetries of (1+2) nonautonomous evolution equations in Financial Mathematics

A. Paliathanasis, R. M. Morris, P. G. L. Leach

We analyse two classes of evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for…

math-ph2016

Symmetries, Lagrangians and conserved vectors for forms of the complex-valued Klein-Gordon Equation

RM Morris, A Paliathanasis, PGL Leach

We analyse the complex-valued Klein-Gordon Equation from an integrability perspective by the implementation of the Lie Theory of Continuous Groups, where this equation is governed…

math.CA2015

The Ermakov-Pinney Equation: its varied origins and the effects of the introduction of symmetry-breaking functions

Richard Michael Morris, Peter Gavin Lawrence Leach

The Ermakov-Pinney Equation, has a varied provenance which we briefly delineate. We introduce time-dependent functions in place of the and…

math-ph2015

Symmetry analysis and algebraic structures of the Hu-Paz-Zhang Master Equation

Richard M. Morris, Peter G. L. Leach

We apply the Lie Theory of continuous groups to investigate the symmetries of the Hu-Paz-Zhang Master Equation which arises in the modelling of the interaction of a harmonic oscill…