Searcharxiv⌕ Search

arXiv subjects

A. Paliathanasis

Publications and source records attributed to A. Paliathanasis.

50 records · Page 3Linked to original sources
arXiv2016

Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility

We perform a classification of the Lie point symmetries for the Black--Scholes--Merton Model for European options with stochastic volatility, $σ$, in which the last is defined by a stochastic differential equation with an Orstein--Uhlenbeck term. In this model, the value of the option is given by a linear (1 + 2) evolution partial differential equation in which the price of the option depends upon two independent variables, the value of the underlying asset, $S$, and a new variable, $y$. We find that for arbitrary functional form of the volatility, $σ(y)$, the (1 + 2) evolution equation always admits two Lie point symmetries in addition to the automatic linear symmetry and the infinite number of solution symmetries. However, when $σ(y)=σ_{0}$ and as the price of the option depends upon the second Brownian motion in which the volatility is defined, the (1 + 2) evolution is not reduced to the Black--Scholes--Merton Equation, the model admits five Lie point symmetries in addition to the linear symmetry and the infinite number of solution symmetries. We apply the zeroth-order invariants of the Lie symmetries and we reduce the (1 + 2) evolution equation to a linear second-order ordinary differential equation. Finally, we study two models of special interest, the Heston model and the Stein--Stein model.

math.AP↗
arXiv2016

On the Hojman conservation quantities in Cosmology

We discuss the application of the Hojman's Symmetry Approach for the determination of conservation laws in Cosmology, which has been recently applied by various authors in different cosmological models. We show that Hojman's method for regular Hamiltonian systems, where the Hamiltonian function is one of the involved equations of the system, is equivalent to the application of Noether's Theorem for generalized transformations. That means that for minimally-coupled scalar field cosmology or other modified theories which are conformally related with scalar-field cosmology, like $f(R)$ gravity, the application of Hojman's method provide us with the same results with that of Noether's theorem. Moreover we study the special Ansatz. $ϕ\left( t\right) =ϕ\left( a\left( t\right) \right) $, which has been introduced for a minimally-coupled scalar field, and we study the Lie and Noether point symmetries for the reduced equation. We show that under this Ansatz, the unknown function of the model cannot be constrained by the requirement of the existence of a conservation law and that the Hojman conservation quantity which arises for the reduced equation is nothing more than the functional form of Noetherian conservation laws for the free particle. On the other hand, for $f(T)$ teleparallel gravity, it is not the existence of Hojman's conservation laws which provide us with the special function form of $f(T)$ functions, but the requirement that the reduced second-order differential equation admits a Jacobi Last multiplier, while the new conservation law is nothing else that the Hamiltonian function of the reduced equation.

gr-qc↗
arXiv2016

Wheeler-DeWitt equation and Lie symmetries in Bianchi scalar-field cosmology

Lie symmetries are discussed for the Wheeler-De Witt equation in Bianchi Class A cosmologies. In particular, we consider General Relativity, minimally coupled scalar field gravity and Hybrid Gravity as paradigmatic examples of the approach. Several invariant solutions are determined and classified according to the form of the scalar field potential. The approach gives rise to a suitable method to select classical solutions and it is based on the first principle of the existence of symmetries.

gr-qc↗
arXiv2015

Comment on "Classification of Cosmic Scale Factor via Noether Gauge Symmetries" [Int. J. Theor. Phys. 54, 2343 (2015)]

We discuss the relationship between the Noether point symmetries of the geodesic Lagrangian, in a (pseudo)Riemannian manifold, with the elements of the Homothetic algebra of the space. We observe that the classification problem of the Noether symmetries for the geodesic Lagrangian is equivalent with the classification of the Homothetic algebra of the space, which in the case of a Friedmann-Lema\^ıtre-Robertson-Walker spacetime is a well-known result in the literature.

gr-qc↗
arXiv2015

Comment on the Hojman conservation quantities in Cosmology

We comment upon the application of Hojman's method for the determination of conservation laws in Cosmology, which has been introduced by Capozziello \& Roshan (Phys. Lett. B 726 (2013) 471 (arXiv:1308.3910)), and has been applied recently in the cosmological scenario of a nonminimally coupled scalar field by Paolella \& Capozziello (Phys. Lett. A (2015), in press (arXiv:1503.00098)). We apply the Ansatz, $ϕ\left( t\right) =ϕ\left( a\left( t\right) \right) $, which was introduced by the cited authors for a minimally-coupled scalar field, and we study the Lie and Noether point symmetries for the reduced equation. We show that under this Ansatz the unknown function of the model cannot be constrained by the requirement of the existence of a conservation law and that the Hojman conservation quantity which arises for the reduced equation is nothing more than the functional form of the Noether conservation law of momentum for the free particle. Finally we show that Hojman's method for Hamiltonian systems, in which the Hamiltonian function is one of the involved equations of the system, is equivalent with the application of Noether's Theorem for generalized transformations.

gr-qc↗
arXiv2015

Variational Contact Symmetries of Constraint Lagrangians

The investigation of contact symmetries of re--parametrization invariant Lagrangians of finite degrees of freedom and quadratic in the velocities is presented. The main concern of the paper is those symmetry generators which depend linearly in the velocities. A natural extension of the symmetry generator along the lapse function $N(t)$, with the appropriate extension of the dependence in $\dot{N}(t)$ of the gauge function, is assumed; this action yields new results. The central finding is that the integrals of motion are either linear or quadratic in velocities and are generated, respectively by the conformal Killing vector fields and the conformal Killing tensors of the configuration space metric deduced from the kinetic part of the Lagrangian (with appropriate conformal factors). The freedom of re--parametrization allows one to appropriately scale $N(t)$, so that the potential becomes constant; in this case the integrals of motion can be constructed from the Killing fields and Killing tensors of the scaled metric. A rather interesting result is the non--necessity of the gauge function in Noether's theorem due to the presence of the Hamiltonian constraint

gr-qc↗
arXiv2014

Symmetry analysis of the Klein-Gordon equation in Bianchi I spacetimes

In this work we perform the symmetry classification of the Klein Gordon equation in Bianchi I spacetime. We apply a geometric method which relates the Lie symmetries of the Klein Gordon equation with the conformal algebra of the underlying geometry. Furthermore, we prove that the Lie symmetries which follow from the conformal algebra are also and Noether symmetries for the Klein Gordon equation. We use these resutls in order to determine all the potentials in which the Klein Gordon admits Lie and Noether symmetries. Due to the large number of cases and for easy reference the results are presented in the form of tables. For some of the potentials we use the Lie admitted symmetries to determine the corresponding invariant solution of the Klein Gordon equation. Finally, we show that the results also solve the problem of classification of Lie/Noether point symmetries of the wave equation in Bianchi I spacetime and can be used for the determination of invariant solutions of the wave equation.

math-ph↗
arXiv2014

New Schwarzschild-like solutions in f(T) gravity through Noether symmetries

Spherically symmetric solutions for f(T) gravity models are derived by the so called Noether Symmetry Approach. First, we present a full set of Noether symmetries for some minisuperspace models. Then, we compute analytical solutions and find that spherically symmetric solutions in f(T) gravity can be recast in terms of Schwarzschild-like solutions modified by a distortion function depending on a characteristic radius. The obtained solutions are more general than those obtained by the usual solution methods.

gr-qc↗
arXiv2014

Scalar-Tensor Gravity Cosmology: Noether symmetries and analytical solutions

In this paper, we present a complete Noether Symmetry analysis in the framework of scalar-tensor cosmology. Specifically, we consider a non-minimally coupled scalar field action embedded in the FLRW spacetime and provide a full set of Noether symmetries for related minisuperspaces. The presence of symmetries implies that the dynamical system becomes integrable and then we can compute cosmological analytical solutions for specific functional forms of coupling and potential functions selected by the Noether Approach.

astro-ph.CO↗
arXiv2013

Noether symmetries and analytical solutions in f(T)-cosmology: A complete study

We investigate the main features of the flat Friedmann-Lemaıtre-Robertson-Walker cosmological models in the f(T) teleparallel gravity. In particular, a general approach to find out exact cosmological solutions in f (T) gravity is discussed. Instead of taking into account phenomenological models, we consider as a selection criterion, the existence of Noether symmetries in the cosmological f(T) point-like Lagrangian. We find that only power-law models admit extra Noether symmetries. A complete analysis of such cosmological models is developed.

gr-qc↗
arXiv2012

Autonomous three dimensional Newtonian systems which admit Lie and Noether point symmetries

We determine the autonomous three dimensional Newtonian systems which admit Lie point symmetries and the three dimensional autonomous Newtonian Hamiltonian systems, which admit Noether point symmetries. We apply the results in order to determine the two dimensional Hamiltonian dynamical systems which move in a space of constant non-vanishing curvature and are integrable via Noether point symmetries. The derivation of the results is geometric and can be extended naturally to higher dimensions.

physics.class-ph↗
arXiv2011

Constraints and analytical solutions of $f(R)$ theories of gravity using Noether symmetries

We perform a detailed study of the modified gravity $f(R)$ models in the light of the basic geometrical symmetries, namely Lie and Noether point symmetries, which serve to illustrate the phenomenological viability of the modified gravity paradigm as a serious alternative to the traditional scalar field approaches. In particular, we utilize a model-independent selection rule based on first integrals, due to Noether symmetries of the equations of motion, in order to identify the viability of $f(R)$ models in the context of flat FLRW cosmologies. The Lie/Noether point symmetries are computed for six modified gravity models that include also a cold dark matter component. As it is expected, we confirm that all the proposed modified gravity models admit the trivial first integral namely energy conservation. We find that only the $f(R)=(R^{b}-2Λ)^{c}$ model, which generalizes the concordance $Λ$ cosmology, accommodates extra Lie/Noether point symmetries. For this $f(R)$ model the existence of non-trivial Noether (first) integrals can be used to determine the integrability of the model. Indeed within this context we solve the problem analytically and thus we provide for the first time the evolution of the main cosmological functions such as the scale factor of the universe and the Hubble expansion rate.

astro-ph.CO↗
arXiv2011

Using the Noether symmetry approach to probe the nature of dark energy

We propose to use a model-independent criterion based on first integrals of motion, due to Noether symmetries of the equations of motion, in order to classify the dark energy models in the context of scalar field (quintessence or phantom) FLRW cosmologies. In general, the Noether symmetries play an important role in physics because they can be used to simplify a given system of differential equations as well as to determine the integrability of the system. The Noether symmetries are computed for nine distinct accelerating cosmological scenarios that contain a homogeneous scalar field associated with different types of potentials. We verify that all the scalar field potentials, presented here, admit the trivial first integral namely energy conservation, as they should. We also find that the exponential potential inspired from scalar field cosmology, as well as some types of hyperbolic potentials, include extra Noether symmetries. This feature suggests that these potentials should be preferred along the hierarchy of scalar field potentials. Finally, using the latter potentials, in the framework of either quintessence or phantom scalar field cosmologies that contain also a non-relativistic matter(dark matter) component, we find that the main cosmological functions, such as the scale factor of the universe, the scalar field, the Hubble expansion rate and the metric of the FRLW space-time, are computed analytically. Interestingly, under specific circumstances the predictions of the exponential and hyperbolic scalar field models are equivalent to those of the $Λ$CDM model, as far as the global dynamics and the evolution of the scalar field are concerned. The present analysis suggests that our technique appears to be very competitive to other independent tests used to probe the functional form of a given potential and thus the associated nature of dark energy.

astro-ph.CO↗