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  • Digitale Medien  (2)
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  • 2002  (2)
  • PACS. 02.20.Tw Infinite-dimensional Lie groups – 02.30.Jr Partial differential equations – 04.20.Jb Exact solutions – 03.65.Fd Algebraic methods  (1)
  • PACS. 02.50.Ey Stochastic processes – 02.60.Ed Interpolation; curve fitting – 05.45.Tp Time series analysis  (1)
Materialart
  • Digitale Medien  (2)
  • AV-Medium
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  • 2000-2004  (2)
  • 1975-1979
  • 1960-1964
  • 1955-1959
  • 1920-1924
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  • 2002  (2)
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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    The European physical journal 29 (2002), S. 203-206 
    ISSN: 1434-6036
    Schlagwort(e): PACS. 02.20.Tw Infinite-dimensional Lie groups – 02.30.Jr Partial differential equations – 04.20.Jb Exact solutions – 03.65.Fd Algebraic methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: Using the heavenly equation as an example, we propose the method of group foliation as a tool for obtaining non-invariant solutions of PDEs with infinite-dimensional symmetry groups. The method involves the study of compatibility of the given equations with a differential constraint, which is automorphic under a specific symmetry subgroup and therefore selects exactly one orbit of solutions. By studying the integrability conditions of this automorphic system, i.e. the resolving equations, one can provide an explicit foliation of the entire solution manifold into separate orbits. The new important feature of the method is the extensive use of the operators of invariant differentiation for the derivation of the resolving equations and for obtaining their particular solutions. Applying this method we obtain exact analytical solutions of the heavenly equation, non-invariant under any subgroup of the symmetry group of the equation.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    The European physical journal 27 (2002), S. 273-275 
    ISSN: 1434-6036
    Schlagwort(e): PACS. 02.50.Ey Stochastic processes – 02.60.Ed Interpolation; curve fitting – 05.45.Tp Time series analysis
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We study waiting time distributions for data representing two completely different financial markets that have dramatically different characteristics. The first are data for the Irish market during the 19th century over the period 1850 to 1854. A total of 10 stocks out of a database of 60 are examined. The second database is for Japanese yen currency fluctuations during the latter part of the 20th century (1989-1992). The Irish stock activity was recorded on a daily basis and activity was characterised by waiting times that varied from one day to a few months. The Japanese yen data was recorded every minute over 24 hour periods and the waiting times varied from a minute to a an hour or so. For both data sets, the waiting time distributions exhibit power law tails. The results for Irish daily data can be easily interpreted using the model of a continuous time random walk first proposed by Montroll and applied recently to some financial data by Mainardi, Scalas and colleagues. Yen data show a quite different behaviour. For large waiting times, the Irish data exhibit a cut off; the Yen data exhibit two humps that could arise as result of major trading centres in the World.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
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