两类微分方程的可积性分析-计算数学专业论文.docxVIP

华北电力大学硕士学位论文 华北电力大学硕士学位论文 摘 要 本文主要考虑的是一类广义Black—Scholes方程和一类广义 Klein—Gordon—Zakharov方程的可积性问题，主要内容为以下几个方面： (1)考虑一类广义Black-Scholes方程的容许变换问题，并且利用对称群理 论，得到了这类Black—Scholes方程的一类对称群和不变解形式。 (2)利用Lie群理论，找到并证明了这类B1ack—Scholes方程的行波解方程 在参数满足一定的条件下所接受的两个单参数Lie群，由此得到了对应的行波解 方程的首次积分和积分因子，进而得到这类Black-Scholes方程的一类行波解； 利用微分方程的定性理论，分析了这类Black-Scholes方程的行波解方程，得到 了在这类Black—Scholes方程的参数满足一定条件下的一类行波解。 (3)利用Lie群理论，找到并证明了一类广义Klein-Gordon—Zakharov方程 的行波解方程在参数满足一定的条件下所接受的两个单参数Lie群，由此得到了 对应的行波解方程的首次积分以及积分因子，进而得到了这类广义 K1ein—Gordon—Zakharov方程的一类行波解；利用微分方程的定性理论，分析了 这类广义Klein—Gordon-Zakharov方程的行波解方程，得到了在这类广义 Klein—Gordon—Zakharov方程的参数满足一定条件下的一类行波解。 关键词：容许变换；对称群；行波解；Lie群；首次积分；积分因子 万方数据 万方数据 万方数据 华北电力人学硕士学位论文Abstract 华北电力人学硕士学位论文 Abstract In this paper,we consider a class of generalized Black-Scholes equation and a class of Klein—Gordon-Zakharov equation，and the main content is the following aspects． (1)The admissible transformation problem of a class of Black—Scholes equations is considered．Based on the theory of symmetry group，a class of symmetry group and invariant solutions ofthe Black·Scholes equation are obtained． (2)Based on the Lie group theory,the two single parameter Lie groups which are accepted by the traveling wave solutions equation of the Black—Scholes equation are found and proved．Thus，the first integrals and integrating factor of the corresponding traveling wave solutions equation are obtained，and then a class of traveling wave solutions of the Black—Seholes equation is obtained．By using the qualitative theory of differential equations，the traveling wave solutions equation of the Black-Seholes equation are analyzed and a class of traveling wave solutions for the Black—Scholes equation with certain conditions is obtained． (3)Based on the Lie group theory,the two single parameter Lie groups which are accepted by the traveling wave solution equation of a class of Klein—Gordon—Zakharov equation are found and proved．Thus，the first integrals and integral factor of the corresponding trave