2018 Taipei, Taiwan

SS132:  Qualitative and Quantitative Techniques for Differential Equations arising in Economics, Finance and Natural Sciences

Organizer(s):
Name:
Affiliation:
Country:
Lahore School of Economics
Pakistan
Lahore University of Management Sciences (LUMS)
Pakistan
Università di Catania Viale A. Doria, 6, I-95125 Catania
Italy
Abstract:
The differential equations play a vital role in many disciplines from natural to social sciences. Most of physical laws in natural sciences are expressed in terms of differential equations. In this session we try to integrate analysis, models and methods in the scope of natural sciences as well as social sciences framework. The Economists study dynamical systems for sustainable Economic growth. Stochastic differential equations are the standard models for financial quantities important in financial market. Biologists (Epidemiologists) investigate the determinants of health-related states (including disease) using mathematical tools. Differential equations are mathematically studied from several different perspectives; this session will focus on the Qualitative and Quantitative techniques (including numerical methods) for ordinary differential equations, partial differential equations, fractional differential equations, difference equations, stochastic differential equations, integro-differential equations. Potential topics, of this session, include but are not limited to: • Economic growth theory • Optimal control • Differential equations modeling natural and economic models • Financial models e.g. Hamilton–Jacobi equation, Hamilton–Jacobi–Bellman equations, Option models, Black–Schole models • Equivalence transformations • Stability analysis • Numerical techniques for special problems in modeling • Symmetries, Differential Equations, and Applications • Modeling and Math Biology • Fluid Mechanics • Reduction techniques and solutions and linearization • Conserved quantities in natural phenomena

List of approved abstract