shingy

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5 years, 165 days

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These are replies submitted by shingy

@ecterrab 

 

Thank you very ,much for your response Edgardo and Carl. For some strange reason I am failing to view the images you uploaded. I was wondering if you would be able to email the worksheet to my email address, wekwarukanda@yahoo.com so that I can open the file directly using Maple?

 

Once again, thank you so much for your help.

@ecterrab 

 

Hi Edgardo. Thank you for getting back to me. Yes, I am pretty new and thank you for the tips. So I am using Maple 18. Please find below the inputs that are giving no output.

 

equ := diff(V(t, r, S), t)+(1/2)*sigma^2*S^2*(diff(V(t, r, S), S, S))+S*(diff(V(t, r, S), S))-r*V(t, r, S)+(1/2)*Sigma^2*(r^beta)^2*(diff(V(t, r, S), r, r))+(a-`κr`-`λΣ`*r^beta)*(diff(V(t, r, S), r)) = 0

 

and for running the commands for obtaining the Lie Symmetries:

 

DeterminePDE(equ, integrabilityconditions = false);
DeterminePDE(equ);
DeterminePDE(equ, jetnotation = jetnumbers);

 

All three gave no output. I am not sure if my inputs are correct but I went through the manuals first. Once again, I do appreciate your help.

 

@ecterrab 

 

Thank you very much for your response. I have tried the PDEtools and when I execute I am not getting any output. Would you by any chance know why?

@ecterrab 

 

I had problems uploading the image initially but the PDE is as follows:

 

equ := diff(V(t, r, S), t)+(1/2)*sigma^2*S^2*(diff(V(t, r, S), S, S))+S*(diff(V(t, r, S), S))-r*V(t, r, S)+(1/2)*Sigma^2*(r^beta)^2*(diff(V(t, r, S), r, r))+(a-`κr`-`λΣ`*r^beta)*(diff(V(t, r, S), r)) = 0

 

When I executed this I got the error below:

 

determine(equ, U, V(t, r, S), [p, q]);
Error, (in `liesymm/difftools/lieglobal`[1]) invalid subscript selector

 

Is this the best command to obtain Lie Symmetries for this particular PDE?

@mehdi jafari 

 

I had problems uploading the image initially but the PDE is as follows:

 

equ := diff(V(t, r, S), t)+(1/2)*sigma^2*S^2*(diff(V(t, r, S), S, S))+S*(diff(V(t, r, S), S))-r*V(t, r, S)+(1/2)*Sigma^2*(r^beta)^2*(diff(V(t, r, S), r, r))+(a-`κr`-`λΣ`*r^beta)*(diff(V(t, r, S), r)) = 0

 

When I executed this I got the error below:

 

determine(equ, U, V(t, r, S), [p, q]);
Error, (in `liesymm/difftools/lieglobal`[1]) invalid subscript selector

 

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