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