The renown Laplace invariants were used by P.S. Laplace in 1773 in his integration theory of linear hyperbolic differential equations in two variables. In 1960, L.V.Ovsyannikov, tackling the problem of group classification of hyperbolic equations, came across two proper invariants that do not change under the most general equivalence transformation of hyperbolic equations. The question on existence of other invariants remained open. The present paper is dedicated to solution of Laplace's problem which consists in finding all invariants for hyperbolic equations and constructing a basis of invariants. Three new invariants of first and second order as well as operators of invariant differentiations are constructed. It is shown that the new invariants, together with Ovsyannikov's invariants, provide a basis of invariants, so that any invariant of higher order is a function of the basic invariants and their invariant derivatives.
The Laplace invariants pertain to linear hyperbolic differential equations with two independent variables. They were discovered by Laplace in 1773 and used in his integration theory of hyperbolic equations. Cotton extended the Laplace invariants to elliptic equations in 1900. Cotton's invariants can be obtained from the Laplace invariants merely by the complex change of variables relating the elliptic and hyperbolic equations. To the best of my knowledge, the invariants for parabolic equations were not found thus far. The purpose of this paper is to fill this gap by considering what will be called Laplace type invariants (or seminvariants), i.e. the quantities that remain unaltered under the linear transformation of the dependent variable. Laplace type invariants are calculated here for all hyperbolic, elliptic and parabolic equations using the unified infinitesimal method. A new invariant is found for parabolic equations.
These lecturers provide a clear introduction to Lie group methods for determining and using symmetries of differential equations, a variety of their applications in gas dynamics and other nonlinear models as well as the author's remarkable contribution to this classical subject. It contains material that is useful for students and teachers but cannot be found in modern texts. For example, the theory of partially invariant solutions developed by Ovsyannikov provides a powerful tool for solving systems of nonlinear differential equations and investigating complicated mathematical models.
Classical works in Lie group analysis, e.g. important papers of S.Lie and A.V.Bäcklund are written in old German and somewhat old fashioned mathematical language. The present volume comprises translation into English of fundamental papers of S. Lie, A.V.Bäcklund and L.V. Ovsyannikov. I have selected here some of my favorite papers containing profound results significant for modern group analysis. The first paper imparts not only Lie's interesting view on the development of the general theory of differential equations but also contains Lie's theory of group invariant solutions. His second paper is dedicated to group classification of second-order linear partial differential equations in two variables and can serve as a concise practical guide to the group analysis of partial differential equations even today. The translation of Bäcklund's fundamental paper on non-existence of finite-order tangent transformations higher than first-order contains roots of the modern theory of Lie-Bäcklund transformation groups. Finally, Ovsyannikov's paper contains an essential development of the group classification of hyperbolic equations given in Lie's second paper. Moreover, it contains two proper invariants for hyperbolic equations discovered by Ovsyannikov.
The paper is devoted to the Lie group analysis of a nonlinear equation arising in metallurgical applications of Magnetohydrodynamics. Self-adjointness of the basic equations is investigated. The analysis reveals two exceptional values of the exponent playing a significant role in the model.
In the present paper, a new method is proposed for constructing exact solutions for systems of nonlinear partial differential equations. It is called the method of conservation laws. Application of the method to the Chaplygin gas allowed to construct new solutions containing several arbitrary parameters. It is shown that these solutions cannot be obtained, in general, as group invariant solutions.
The general concept of nonlinear self-adjointness of differential equations is introduced. It includes the linear self-adjointness as a particular case. Moreover, it embraces the strict self-adjointness (definition 1) and quasi-self-adjointness introduced earlier by the author. It is shown that the equations possessing nonlinear self-adjointness can be written equivalently in a strictly self-adjoint form by using appropriate multipliers. All linear equations possess the property of nonlinear self-adjointness, and hence can be rewritten in a nonlinear strictly self-adjoint form. For example, the heat equation ut u = 0 becomes strictly self-adjoint after multiplying by u1. Conservation laws associated with symmetries are given in an explicit form for all nonlinearly self-adjoint partial differential equations and systems.
Översättning av E. Bessel Hagens artikel om elektrodynamik i Mathematische Annalen 1921
An optimal system of invariant solution is derived for the Burger´s equation.
The concept of self-adjoint equations is useful for calculating conservation laws. The aim of the present paper is extend the property of self-adjoint equations to a wider class of equations called quasi-self-adjoint.
Volume 1 contains papers written during 1966-1992. The main topics in this volume include Lie group analysis of differential equations, generalized motions in Riemannian spaces, Huygens’ principle, theory of Lie-Bäcklund transformation groups, symmetries in fluid dynamics and mathematical physics.
Volume II contains the MSc and PhD theses and papers written during 1986-2000. The main topics in this volume include approximate and nonlocal symmetries, method of preliminary group classification, Galilean principle in diffusion problems, dynamics in the de Sitter space, nonlinear superposition.
Volume III contains Dr.Sci thesis (1972) and papers written during 1987-2004. The main topics in this volume include Lie groups in mathematical physics and mathematical modelling, fluid dynamics, Huygens’ principle and approximate symmetries of equations with small parameter.
Volume IV contains papers written during 1996-2007. The main topics in this volume include Equivalence groups and invariants of differential equations, Extension of Eulers’ method of integration of hyperbolic equations to parabolic equations, Invariant and formal Lagrangians, Conservation laws.
The evolution equations of Maxwell's equations has a Lagrangian written in terms of the electric E and magnetic H fields, but admit neither Lorentz nor conformal transformations. The additional equations del center dot E=0, del center dot H=0 guarantee the Lorentz and conformal invariance, but the resulting system is overdetermined, and hence does not have a Lagrangian. The aim of the present paper is to attain a harmony between these two contradictory properties and provide a correspondence between symmetries and conservation laws using the Lagrangian for the evolutionary part of Maxwell's equations.
These notes are based on my lectures delivered in Russia (Novosibirsk and Moscow State Universities, 1972-1973 and 1988-1990), France (Collège de France, 1980), South Africa (University of the Witwatersrand, 1995-1997) and Sweden (Blekinge Institute of Technology, during 2004-2008).
In 1973, during a discussion of the pioneering works on soliton theory at ``Theoretical seminar of the Institute of Hydrodynamics" in Novosibirsk, Professor Ovsyannikov asked me if the infinite number of conservation laws for the Korteweg-de Vries equation can be obtained from its symmetries. The answer was by no means evident because the KdV equation did not have the usual Lagrangian, and hence the Noether theorem was not applicable. In my talk I give the affirmative answer to Ovsyannikov's question by proving a general theorem on conservation laws for arbitrary differential equations. The new conservation theorem does not require existence of a Lagrangian and is based on a concept of adjoint equations for non-linear equations. For derivation of the infinites series of conservation laws for the KdV equation, I modify the notion of self-adjoint equations and extend it to non-linear equations.
Time-dependent exact solutions of the Kompaneets photon diffusion equation are obtained for several approximations of this equation. One of the approximations describes the case when the induced scattering is dominant. In this case, the Kompaneets equation has an additional symmetry which is used for constructing some exact solutions as group invariant solutions.
These notes are designed for the graduate course on Transformation groups and Lie algebras that I have been teaching at Blekinge Institute of Technology since 2002. The course is aimed at augmenting a preliminary knowledge in this field obtained by students during the course on Differential equations based on my book "A practical course in differential equations and mathematical modelling".
This book is based on the extensive experience of teaching for mathematics, physics and engineering students in Russia, USA, South Africa and Sweden. The author provides students and teachers with an easy to follow textbook spanning a variety of topics. The methods of local Lie groups discussed in the book provide universal and effective method for solving nonlinear differential equations analytically. Introduction to approximate transformation groups also contained in the book helps to develop skills in constructing approximate solutions for differential equations with a small parameter. Readership: Professional mathematics researchers and graduated students.
We consider three-dimensional free-boundary problem on the propagation of incompressible, homogeneous and inviscid fluid with zero surface tension confined in a channel of variable depth. Since for large-scale flows the fluid motion is affected by the rotation of the earth, the model is considered in rotating reference frame. Additionally, small atmospheric pressure variations across the channel are taken into account. It is shown that the non-trivial solution to the problem represents three-dimensional solitary wave which is given by the rotation modified Korteweg-de Vries equation (fKdV): b(1)xi(xxx) + b(2)xi xi(x) + b(3)(f)xi(x) = 0, where x is the down-channel coordinate and the coefficients b(i) (i = 1,2,3) of the resulting fKdV equation depend on the transverse topography of the channel and, additionally, b(3) depends on the Coriolis parameter f. It is also shown that if the vertical profile of the channel is symmetric about the vertical axis, the small atmospheric variations will not appear in the resulting fKdV equation. The effects of channel's cross-sectional geometry on the shape of the resulting three-dimensional wave profile in a longitudinal direction are studied numerically. Additionally, to better understand the effects of the Earth rotation, the above analysis is performed at different latitudes. (C) 2008 Elsevier B.V. All rights reserved.
This book is based on lectures in differential equations delivered by the authors, namely, by A. Al-Hammadi at the University of Bahrain and by N. Ibragimov at the Blekinge Institute of Technology, Sweden. It is designed for a one semester course in differential equations. We assume that the reader has taken standard courses in mathematical analysis and has encountered basic concepts from linear algebra such as vectors, matrices and algebraic linear systems. Our aim is to provide students with an easy to follow introduction to the subject containing classical devices enriched by fundamentals of Lie group methods given in Chapter 9.
Conservation laws and exact solutions of nonlinear differential equations describing diffusion phenomena in anisotropic media with external sources are constructed. The construction is based on the method of nonlinear self-adjointness. Numerous exact solutions are obtained by using the recent method of conservation laws. These solutions are different from group invariant solutions and can be useful for investigating diffusion phenomena in complex media, e.g. in oil industry.
Different approximations of the Kompaneets equation are studied using approximate symmetries, which allows consideration of the contributions of all terms of this equation previously neglected in the analysis of the limiting cases.
This book introduces an effective method for seeking local and nonlocal conservation laws and exact solutions for nonlinear two-dimensional equations which provide a basic model in describing internal waves in the ocean. The model consists of non-hydrostatic equations of motion which uses the Boussinesq approximation and linear stratification. The Lie group analysis is used for constructing non-trivial conservation laws and group invariant solutions. It is shown that nonlinear equations in question have remarkable property to be self-adjoint. This property is crucial for constructing physically relevant conservation laws for nonlinear internal waves in the ocean. The comparison with the previous analytic studies and experimental observations confirrms that the anisotropic nature of the wave motion allows to associate some of the obtained invariant solutions with uni-directional internal wave beams propagating through the medium. Analytic examples of the latitude-dependent invariant solutions associated with internal gravity wave beams are considered. The behavior of the invariant solutions near the critical latitude is investigated.
We study the nonlinear incompressible non-viscous fluid flows within a thin rotating atmospheric shell that serve as a simple mathematical description of an atmospheric circulation caused by the temperature difference between the equator and the poles. The model is also superimposed by a particular stationary flow which, under the assumption of no friction and a distribution of temperature dependent only upon latitude, models the zonal west-to-east flows in the upper atmosphere between the Ferrel and Polar cells. Owing to the Coriolis effects, the resulting achievable meteorological flows correspond to the asymptotical stable flows that are being translated along the equatorial plane. The exact solutions in terms of elementary functions are found by using Lie group methods.
It is shown that Lie group analysis of differential equations provides the exact solutions of two-dimensional stratified rotating Boussinesq equations which are a basic model in geophysical fluid dynamics. The exact solutions are obtained as group invariant solutions corresponding to the translation and dilation generators of the group of transformations admitted by the equations. The comparison with the previous analytic studies and experimental observations confirms that the anisotropic nature of the wave motion allows to associate these invariant solutions with uni-directional internal wave beams propagating through the medium. It is also shown that the direction of internal wave beam propagation is in the transverse direction to one of the invariants which corresponds to a linear combination of the translation symmetries. Furthermore, the amplitudes of a linear superposition of wave-like invariant solutions forming the internal gravity wave beams are arbitrary functions of that invariant. Analytic examples of the latitude-dependent invariant solutions associated with internal gravity wave beams that have different general profiles along the obtained invariant and propagating in the transverse direction are considered. The behavior of the invariant solutions near the critical latitude is illustrated. © 2009 Elsevier B.V. All rights reserved.
Lie group analysis of nonlinear differential equations reveals existence of singularities provided by invariant solutions and invisible from the form of the equation in question. We call them internal singularities in contrast with external singularities manifested by the form of the equation. It is illustrated by way of examples that internal singularities are useful for analyzing a behaviour of solutions of nonlinear differential equations near external singularities.
Propagation of nonlinear baroclinic Kelvin waves in a rotating column of uniformly stratified fluid under the Boussinesq approximation is investigated. The model is constrained. by the Kelvin's conjecture saying that the velocity component normal to the interface between rotating fluid and surrounding medium (e.g. a seashore) is possibly zero everywhere in the domain of fluid motion, not only at the boundary. Three classes of distinctly different exact solutions for the nonlinear model are obtained. The obtained solutions are associated with symmetries of the Boussinesq model. It is shown that one class of the obtained solutions can be visualized as rotating whirlpools along which the pressure deviation from the mean state is zero, is positive inside and negative outside of the whirlpools. The angular velocity is zero at the center of the whirlpools and it is monotonically increasing function of radius of the whirlpools.
Many mathematical models formulated in terms of non-linear differential equations can successfully be treated and solved by Lie group methods. Lie group analysis is especially valuable in investigating non-linear differential equations, for its algorithms act here as reliably as for linear cases. The aim of this article is to provide the group theoretical modeling of internal waves in the ocean. The approach is based on a new concept of conservation laws that is utilized to systematically derive the conservation laws of non-linear equations describing propagation of internal waves in the ocean. It was shown in our previous publication that uni-directional internal wave beams can be obtained as invariant solutions of non-linear equations of motion. The main goal of the present publication is to thoroughly analyze another physically significant exact solution, namely the rotationally symmetric solution and the energy carried by this solution. It is shown that the rotationally symmetric solution and its energy are presented by means of a bounded oscillating function.
In this paper, we shall obtain the symmetries of the mathematical model describing spontaneous relaxation of eastward jets into a meandering state and use these symmetries for constructing the conservation laws. The basic eastward jet is a spectral parameter of the model, which is in geostrophic equilibrium with the basic density structure and which guarantees the existence of nontrivial conservation laws.
We investigate the concept of integrating factors for higher-order ordinary differential equations introduced recently by one of the authors (NHI). The integrating factors for equations of order higher than one are determined by overdetermined systems. Therefore one can expect that not all higher-order equations have integrating factors. We prove in this paper that in fact they have. Moreover, we demonstrate that every equation of order n has precisely n functionally independent integrating factors.
Lie group analysis provides a universal tool for tackling considerable numbers of differential equations even when other means of integration fail. In fact, group analysis is the only effective method for solving nonlinear differential equations analytically. However the philosophy of Lie groups in the theory of differential equations did not enjoy widespread acceptance in the past and the subject has been neglected in university programs. One of the main aims of ALGA is to improve the situation by developing courses based on group analysis. But the problem is that calculation of symmetries is a lengthy process and this can scare students. The calculation can be simplified by using computer algebra packages. We started to use one of them for teaching engineering students at BTH. This project was supported by STINT, Swedish Foundation for International Cooperation in Research and Higher Education.
Physically significant question on calculation of conservation laws of the Thomas equation is investigated. It is demonstrated that the Thomas equation is nonlinearly self-adjoint. Using this property and applying the theorem on nonlocal conservation laws the infinite set of conservation laws corresponding to the symmetries of the Thomas equation is computed. It is shown that the Noether theorem provide only one of these conservation laws.
It is well known that the Camassa-Holm equation possesses numerous remarkable properties characteristic for KdV type equations. In this paper we show that it shares one more property with the KdV equation. Namely, it is shown in [1,2] that the KdV and the modified KdV equations are self-adjoint. Starting from the generalization [3] of the Camassa-Holm equation [4], we prove that the Camassa-Holm equation is self-adjoint. This property is important, e.g. for constructing conservation laws associated with symmetries of the equation in question. Accordingly, we construct conservation laws for the generalized Camassa-Holm equation using its symmetries.
In all areas of physics, conservation laws are essential since they allow us to draw conclusions of our physical system under study in an indirect but efficient way. Electrodynamics, in terms of the standard Maxwell electromagnetic equations for fields in vacuum, exhibit a rich set of symmetries to which conserved quantities are associated. We have derived conservation laws for Dirac's symmetric version of the Maxwell-Lorentz microscopic equations, allowing magnetic charges and magnetic currents, where the latter, just as electric currents, are assumed to be described by a linear relationship between the field and the current, i.e. an Ohm's law. We find that when we use the method of Ibragimov to construct the conservation laws, they will contain two new adjoint vector fields which fulfil Maxwell-like equations. In particular, we obtain conservation laws for the electromagnetic field which are nonlocal in time.
Using a general theorem on conservation laws for arbitrary differential equations proved by Ibragimov [J. Math. Anal. Appl. 333, 311-320 (2007)], we have derived conservation laws for Dirac's symmetrized Maxwell-Lorentz equations under the assumption that both the electric and magnetic charges obey linear conductivity laws (dual Ohm's law). We find that this linear system allows for conservation laws which are nonlocal in time. (c) 2007 American Institute of Physics.
We show that one can apply a Lagrangian approach to certain evolution equations by considering them together with their associated equations. Consequently, one can employ Noether's theorem and derive conservation laws from symmetries of coupled systems of evolution equations. We discuss in detail the linear and non-linear heat equations as well as the Burgers equation and obtain new non-local conservation laws for the non-linear heat and the Burgers equations by extending their symmetries to the associated equations. We also provide Lagrangians for non-linear Schrödinger and Korteweg-de Vries type systems.
An application of modern group analysis to electron kinetic equations in non-linear thermal transport problem is discussed. The admitted symmetry group is calculated, and the optimal system of one and two-dimensional subalgebras is constructed. Representations of invariant solutions are presented.
Approximate and Renormgroup Symmetries deals with approximate transformation groups, symmetries of integro-differential equations and renormgroup symmetries. It includes a concise and self contained introduction to basic concepts and methods of Lie group analysis, and provides an easy to follow introduction to the theory of approximate transformation groups and symmetries of integro-differential equations. The book is designed for specialists in nonlinear physics --mathematicians and nonmathematicians--interested in methods of applied group analysis for investigating nonlinear problems in physical, engineering and natural sciences.
The book deals with so-called renormalization group symmetries considered in the framework of approximate transformation groups. Renormgroup symmetries provide a basis for the renormgroup algorithm for improving solutions to boundary value problems by converting "less applicable solutions" into "more applicable solutions". the algorithm is particularly useful for improving approximate solutions given by the perturbation theory.
Classical Lie group theory provides a universal tool for calculating symmetry groups for systems of differential equations. However Lie's method is not as much effective in the case of integral or integro-differential equations as well as in the case of infinite systems of differential equations. This paper is aimed to survey the modern approaches to symmetries of integro-differential equations. As an illustration, an infinite symmetry Lie algebra is calculated for a system of integro-differential equations, namely the well-known Benny equations. The crucial idea is to look for symmetry generators in the form of canonical Lie-Backlund operators.
S. Lie found in 1883 the general form of all second-order ordinary differential equations transformable to the linear equation by a change of variables and proved that their solution reduces to integration of a linear third-order ordinary differential equation. He showed that the linearizable equations are at most cubic in the first-order derivative and described a general procedure for constructing linearizing transformations by using an over-determined system of four equations. We present here a simple geometric proof of the theorem, known as Lie's linearization test, stating that the compatibility of Lie's four auxiliary equations furnishes a necessary and sufficient condition for linearization.
The article is devoted to the Solution Of the invariants problem for the one-dimensional parabolic equations written in the two-coefficient canonical form used recently by N.H. Ibragimov: u(t) - u(xx) + a (t, x)u(x) + c(t, x)u = 0. A simple invariant condition is obtained for determining all equations that are reducible to the heat equation by the general group of equivalence transformations. The solution to the problem of invariants is given also in the one-coefficient canonical u(t) - u(xx) + c(t, x)u = 0. One of the main differences between these two canonical forms is that the equivalence group for the two-coefficient form contains the arbitrary linear transformation of the dependent variable whereas this group for the one-coefficient form contains only a special type of the linear transformations of the dependent variable. (C) 2008 Elsevier B.V. All rights reserved.
Lie's group classification of ODEs shows that the second-order equations can possess one, two, three or eight infinitesimal symmetries. The equations with eight symmetries and only these equations can be linearized by a change of variables. Lie showed that the latter equations are at most cubic in the first derivative and gave a convenient invariant description of all linearizable equations. Our aim is to provide a similar description of the equations with three symmetries. There are four different types of such equations. We present here the candidates for all four types. We give an invariant test for existence of three symmetries for one of these candidates.
The second-order ordinary differential equations can have one, two, three or eight independent symmetries. Sophus Lie showed that the equations with eight symmetries and only these equations can be linearized by a change of variables. Moreover he demonstrated that these equations are at most cubic in the first derivative and gave a convenient invariant description of all linearizable equations. We provide a similar description of the equations with three symmetries. There are four different types of such equations. Classes of equations belonging to one of these types were studied in N.H. Ibragimov and S.V. Meleshko, Invariants and invariant description of second-order ODEs with three infinitesimal symmetries. I, Communications in Nonlinear Science and Numerical Simulation, Vol. 12, No. 8, 2007, pp. 1370--1378. Namely, we presented there the candidates for all four types and studied one of these candidates.The present paper is devoted to other three candidates.
Criteria for second-order ordinary differential equations be linearizable after differentiating or after the Ricatti substitution are given.
We present here the complete solution to the problem on linearization of third-order equations by means of general point transformations. We also formulate the criteria for reducing third-order equations to the equation y''' = 0 by contact transformations.