Browsing Department of Mathematical Sciences by Subject "Differential equations, Partial"

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Aspects of interval analysis applied to initial-value problems for ordinary differential equations and hyperbolic partial differential equations

Anguelov, Roumen Anguelov (1998-09)

Interval analysis is an essential tool in the construction of validated numerical solutions of Initial Value Problems (IVP) for Ordinary (ODE) and Partial (PDE) Differential Equations. A validated solution typically ...
A Lie symmetry analysis of the Black-scholes Merton finance model through modified local one-parameter transformations

Masebe, Tshidiso Phanuel (2014-09)

The thesis presents a new method of Symmetry Analysis of the Black-Scholes Merton Finance Model through modi ed Local one-parameter transformations. We determine the symmetries of both the one-dimensional and two-dimensional ...

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