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Journal : Jurnal Matematika UNAND

DEKOMPOSISI LEVI ALJABAR LIE AFFINE FROBENIUS aff(2, R) EDI KURNIADI
Jurnal Matematika UNAND Vol 10, No 3 (2021)
Publisher : Jurusan Matematika FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmu.10.3.229-235.2021

Abstract

Dalam artikel ini dipelajari aljabar Lie affine Frobenius aff(2, R) berdimensi 6. Aljabar Lie aff(2, R) dapat didekomposisi menggunakan dekomposisi Levi menjadi aljabar Lie linear khusus semisederhana sl(2, R) berdimensi 3, subaljabar Lie komutatif R ⊂ R2 berdimensi 2, dan split torus T berdimensi 1 sedemikian sehingga aff(2, R) = sl(2, R) ⊕ R ⊕ T. Karena aljabar Lie sl(2, R) semisederhana maka bracket Lie-nya dapat dinyatakan sebagai [sl(2, R), sl(2, R)] = sl(2, R). Selanjutnya, misalkan g = R⊕T sehingga aff(2, R) = sl(2, R) ⊕ g. Diperoleh bahwa [sl(2, R), g] ⊆ g dan [g, g] ⊆ g. Dalam hal ini, g adalah solvable radical dari aff(2, R).Kata Kunci: Aljabar Lie affine, Aljabar Lie Semisederhana, Dekomposisi Levi
THE LIE ALGEBRA su(3) REPRESENTATION WITH RESPECT TO ITS BASIS Kurniadi, Edi; Parmikanti, Kankan
Jurnal Matematika UNAND Vol. 13 No. 3 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.3.163-169.2024

Abstract

The eight-dimensional Lie algebra of 3×3 anti-Hermitian matrices withits traces equal to zero is denoted by su(3) whose Lie group is denoted by SU(3). Theresearch aims to provide all representations of su(3) with respect to its basis which isrealized on the three complex variables homogeneous polynomials P1 of degree three. The first step is to construct representations of SU(3) on the space H and the second step is to find all derived representations of SU(3). The obtained results are eight explicit formulas of representations su(3) ↷ P1.
Analysis of the Brownian Motion on the Matrix Lie Group SO(2) for Determining a Short-Term Interest Rate Model: A Simulation Approach Arief Budiman, Muhammad; Kurniadi, Edi; Sukono
Jurnal Matematika UNAND Vol. 15 No. 2 (2026)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.15.2.132-149.2026

Abstract

In this paper, we observe the special orthogonal matrix Lie group containing of all 2x2 real matrices, denoted by SO(2), which can be geometrically visualized as the one-dimensional torus S1 which is nothing but the unit circle. A Brownian motion on SO(2) can be constructed and represented by a stochastic differential equation defined over a dynamic state space. The research aims to derive a short-term interest rate model on SO(2) through Brownian motion analysis which is a geometric approach. We employ a qualitative methodology, including a literature review of Brownian motion, stochastic differential equations, and dynamical state-space techniques on SO(2). Firstly, we prove the isomorphism SO(2) is isomorphic to S1, secondly, we determine Brownian motion on SO(2) and its equivalent, and thirdly, we formulate the corresponding stochastic differential equation, and the last, determine the short-term interest rate equation on SO(2). In this study, it is confirmed Lim and Privault’s work that the interest rate equation on SO(2) is given by rt = beta + 2 gamma cos(Wt) with beta, gamma is constant and Wt is standard Brownian motion. To clarify the obtained results, this study also gave a quantitative approach that is Python simulation of interest rate calculation using the matrix Lie group interest rate and other equations. The interest rate equation uses the matrix Lie group SO(n) with n greater than or equal to three still open to further research that can be applied to long-term interest rates.