Some years ago I tried this and I think got it to work - but now
trying on a new machine under fedora 21 (lyx-2.1.3)

I found some old discussion and tried setting:

\usepackage{unicode-math}
\setmathfont{xits-math.otf}

(the older discussion said \setmatfont{XITS Math}, but that just gives font 
not found)

Then running lualatex.

When I put a \Delta_f in my document, then I get no error or warning - but
when the pdf is displayed, the '\Delta' is invisible.

Without the 
\setmatfont{xits-math.otf}

the \Delta is displayed.

Any ideas?

-- 
Those who fail to understand recursion are doomed to repeat it

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