A note on the Lie symmetries of complex partial differential equations and their split real systems

Folklore suggests that the split Lie-like operators of a complex partial differential equation are symmetries of the split system of real partial differential equations. However, this is not the case generally. We illustrate this by using the complex heat equation, wave equation with dissipation, the nonlinear Burgers equation and nonlinear KdV equations. We split the Lie symmetries of a complex partial differential equation in the real domain and obtain real Lie-like operators. Further, the complex partial differential equation is split into two coupled or uncoupled real partial differential equations which constitute a system of two equations for two real functions of two real variables. The Lie symmetries of this system are constructed by the classical Lie approach. We compare these Lie symmetries with the split Lie-like operators of the given complex partial differential equation for the examples considered. We conclude that the split Lie-like operators of complex partial differential equations are not in general symmetries of the split system of real partial differential equations. We prove a proposition that gives the criteria when the Lie-like operators are symmetries of the split system.     

Infinite-order symmetries for quantum separable systems

We develop a calculus to describe the (in general) infinite-order differential operator symmetries of a nonrelativistic Schrödinger eigenvalue equation that admits an orthogonal separation of variables in Riemannian n space. The infinite-order calculus exhibits structure not apparent when one studies only finite-order symmetries. The search for finite-order symmetries can then be reposed as one of looking for solutions of a coupled system of PDEs that are polynomial in certain parameters. Among the simple consequences of the calculus is that one can generate algorithmically a canonical basis for the space. Similarly, we can develop a calculus for conformal symmetries of the time-dependent Schrödinger equation if it admits R separation in some coordinate system. This leads to energy-shifting symmetries.     

Reduction of systems of first-order differential equations via Λ-symmetries

The notion of λ-symmetries, originally introduced by C. Muriel and J.L. Romero, is extended to the case of systems of first-order ODEs (and of dynamical systems in particular). It is shown that the existence of a symmetry of this type produces a reduction of the differential equations, restricting the presence of the variables involved in the problem. The results are compared with the case of standard (i.e. exact) Lie-point symmetries and are also illustrated by some examples.     

New exact solutions of Einstein—Maxwell equations for magnetostatic fields

The symmetry reduction method based on the Fréchet derivative of differential operators is applied to investigate symmetries of the Einstein-Maxwell field equations for magnetostatic fields, which is a coupled system of nonlinear partial differential equations of the second order. The technique yields invariant transformations that reduce the given system of partial differential equations to a system of nonlinear ordinary differential equations. Some of the reduced systems are further studied to obtain the exact solutions.     

A search for the simplest chaotic partial differential equation

A numerical search for the simplest chaotic partial differential equation (PDE) suggests that the Kuramoto-Sivashinsky equation is the simplest chaotic PDE with a quadratic or cubic nonlinearity and periodic boundary conditions. We define the simplicity of an equation, enumerate all autonomous equations with a single quadratic or cubic nonlinearity that are simpler than the Kuramoto-Sivashinsky equation, and then test those equations for chaos, but none appear to be chaotic. However, the search finds several chaotic, ill-posed PDEs; the simplest of these, in the discrete approximation of finitely many, coupled ordinary differential equations (ODEs), is a strikingly simple, chaotic, circulant ODE system.     

On construction of symmetries and recursion operators from zero-curvature representations and the Darboux–Egoroff system

The Darboux–Egoroff system of PDEs with any number $n\ge 3$ of independent variables plays an essential role in the problems of describing $n$-dimensional flat diagonal metrics of Egoroff type and Frobenius manifolds. We construct a recursion operator and its inverse for symmetries of the Darboux–Egoroff system and describe some symmetries generated by these operators.The constructed recursion operators are not pseudodifferential, but are Bäcklund autotransformations for the linearized system whose solutions correspond to symmetries of the Darboux–Egoroff system. For some other PDEs, recursion operators of similar types were considered previously by Papachristou, Guthrie, Marvan, Pobořil, and Sergyeyev.In the structure of the obtained third and fifth order symmetries of the Darboux–Egoroff system, one finds the third and fifth order flows of an $(n-1)$-component vector modified KdV hierarchy.The constructed recursion operators generate also an infinite number of nonlocal symmetries. In particular, we obtain a simple construction of nonlocal symmetries that were studied by Buryak and Shadrin in the context of the infinitesimal version of the Givental–van de Leur twisted loop group action on the space of semisimple Frobenius manifolds.We obtain these results by means of rather general methods, using only the zero-curvature representation of the considered PDEs.     

New exact solutions of the Einstein-Maxwell equations for magnetostatic fields

The symmetry reduction method based on the Fr′echet derivative of differential operators is applied to investigate symmetries of the Einstein-Maxwell field equations for magnetostatic fields, which is a coupled system of nonlinear partial differential equations of the second order. The technique yields invariant transformations that reduce the given system of partial differential equations to a system of nonlinear ordinary differential equations. Some of the reduced systems are further studied to obtain the exact solutions.     

First variation formula and conservation laws in several independent discrete variables

This paper sets the scene for discrete variational problems on an abstract cellular complex that serves as discrete model of R^p and for the discrete theory of partial differential operators that are common in the Calculus of Variations. A central result is the construction of a unique decomposition of certain partial difference operators into two components, one that is a vector bundle morphism and other one that leads to boundary terms. Application of this result to the differential of the discrete Lagrangian leads to unique discrete Euler and momentum forms not depending either on the choice of reference on the base lattice or on the choice of coordinates on the configuration manifold, and satisfying the corresponding discrete first variation formula. This formula leads to discrete Euler equations for critical points and to exact discrete conservation laws for infinitesimal symmetries of the Lagrangian density, with a clear physical interpretation.     

Similarity solution and lie symmetry for a coupled nonlinear system

The Lie point symmetries of a set of coupled nonlinear partial differential equations are considered. The system is an extended version of the usual nonlinear Schrödinger equation. In the similarity variable deduced from the symmetry analysis, the system is equivalent to the Painlevé III in Ince's classification. By starting from a solution of the Painlevé equation, one can reproduce various classes of solutions of the original PDEs. Such solutions include both rational and progressive types or a combination of the two.     

Exact statements about many-particle systems with higher symmetries

A new method of calculating the energy spectrum of a system of A identical Fermi particles with translationally invariant interaction is developed under the assumption that there exists a high symmetry in the 3A-dimensional space of particle coordinates. For a special class of symmetries the many-body problem is split exactly into two sets of equations: one containing only totally symmetric combinations of the particle coordinates which are called “collective variables” and the other equation taking essentially into account the requirements of the Pauli principle and connected symmetry properties. In several cases it is possible to obtain the excitation spectra exactly showing qualitatively new features. They depend on “many-particle quantum numbers” varying independently of each other in an interval which sometimes depends on A. For special high symmetries the collective variables obey equations which are very similar to one-particle equations providing a new explanation of the “Independent-Particle Model” for arbitrary strength and form of the interaction potential. A manifold of unknown up to now excitation spectra of many-particle systems is obtained and discussed.     

Painleve Analysis and Symmetries of the Hirota–Satsuma Equation

Abstract

The singular manifold expansion of Weiss, Tabor and Carnevale [1] has been successfully applied to integrable ordinary and partial differential equations. They yield information such as Lax pairs, Bäcklund transformations, symmetries, recursion operators, pole dynamics, and special solutions. On the other hand, several recent developments have made the application of group theory to the solution of the differential equations more powerful then ever. More recently, Gibbon et. al. [2] revealed interrelations between the Painlevè property and Hirota’s bilinear method. And W. Strampp [3] hase shown that symmetries and recursion operators for an integrable nonlinear partial differential equation can be obtained from the Painlevè expansion. In this paper, it has been shown that the Hirota–Satsuma equation passes the Painlevé test given by Weiss et al. for nonlinear partial differential equations. Furthermore, the data obtained by the truncation technique is used to obtain the symmetries, recursion operators, some analytical solutions of the Hirota–Satsuma equation.     

Lie point symmetries and ODEs passing the Painlevé test

The Lie point symmetries of ordinary differential equations (ODEs) that are candidates for having the Painlevé property are explored for ODEs of order n = 2,?. . .?, 5. Among the 6 ODEs identifying the Painlevé transcendents only P_III, P_V and P_VI have nontrivial symmetry algebras and that only for very special values of the parameters. In those cases the transcendents can be expressed in terms of simpler functions, i.e. elementary functions, solutions of linear equations, elliptic functions or Painlevé transcendents occurring at lower order. For higher order or higher degree ODEs that pass the Painlevé test only very partial classifications have been published. We consider many examples that exist in the literature and show how their symmetry groups help to identify those that may define genuinely new transcendents.     

An Effective Method for Seeking Conservation Laws of Partial Differential Equations

This paper introduces an effective method for seeking local conservation laws of general partial differential equations （PDEs）. The well-known variational principle does not involve in this method. Alternatively, the conservation laws can be derived from symmetries, which include t/he symmetries of t/he associated linearized equation of t/he PDEs, and the adjoint symmetries of the adjoint eqUation of the PDEs.     

Melting phenomenon in magneto hydro-dynamics steady flow and heat transfer over a moving surfacein the presence of thermal radiation

The Lie group method is applied to present an analysis of the magneto hydro-dynamics(MHD) steady laminar flow and the heat transfer from a warm laminar liquid flow to a melting moving surface in the presence of thermal radiation.By using the Lie group method,we have presented the transformation groups for the problem apart from the scaling group.The application of this method reduces the partial differential equations(PDEs) with their boundary conditions governing the flow and heat transfer to a system of nonlinear ordinary differential equations(ODEs) with appropriate boundary conditions.The resulting nonlinear system of ODEs is solved numerically using the implicit finite difference method(FDM).The local skin-friction coefficients and the local Nusselt numbers for different physical parameters are presented in a table.     

Models of Self-Financing Hedging Strategies in Illiquid Markets: Symmetry Reductions and Exact Solutions

We study the general model of self-financing trading strategies in illiquid markets introduced by Schönbucher and Wilmott (SIAM J Appl Math 61(1):232?C272, 2000). A hedging strategy in the framework of this model satisfies a nonlinear partial differential equation (PDE) which contains some function g(??). This function is deeply connected to a marginal utility function. We describe the Lie symmetry algebra of this PDE and provide a complete set of reductions of the PDE to ordinary differential equations (ODEs). In addition, we show the way how to describe all types of functions g(??) for which the PDE admits an extended Lie group. Two of these special type functions correspond to the models introduced before by different authors, whereas one is new. We clarify the connection between these three special models and the general model for trading strategies in the illiquid markets. We also apply the Lie group analysis to the new special case of the PDE describing the self-financing strategies. For the general model, as well as for the new special model, we provide the optimal systems of subalgebras and study the complete set of reductions of the PDEs to ODEs. We provide explicit solutions to the new special model in all reduced cases. Moreover, in one of the cases the solutions describe power derivative products.     

Comparison between the generalized tanh–coth and the (<Emphasis Type="Italic">G</Emphasis>′/<Emphasis Type="Italic">G</Emphasis>)-expansion methods for solving NPDEs and NODEs

In this paper, we find exact solutions of some nonlinear evolution equations by using generalized tanh–coth method. Three nonlinear models of physical significance, i.e. the Cahn–Hilliard equation, the Allen–Cahn equation and the steady-state equation with a cubic nonlinearity are considered and their exact solutions are obtained. From the general solutions, other well-known results are also derived. Also in this paper, we shall compare the generalized tanh–coth method and generalized (G ^′/G )-expansion method to solve partial differential equations (PDEs) and ordinary differential equations (ODEs). Abundant exact travelling wave solutions including solitons, kink, periodic and rational solutions have been found. These solutions might play important roles in engineering fields. The generalized tanh–coth method was used to construct periodic wave and solitary wave solutions of nonlinear evolution equations. This method is developed for searching exact travelling wave solutions of nonlinear partial differential equations. It is shown that the generalized tanh–coth method, with the help of symbolic computation, provides a straightforward and powerful mathematical tool for solving nonlinear problems.     

Riemann-Liouville and Caputo type multiple Erdélyi-Kober operators

In this paper some generalized operators of Fractional Calculus (FC) are investigated that are useful in modeling various phenomena and systems in the natural and human sciences, including physics, engineering, chemistry, control theory, etc., by means of fractional order (FO) differential equations. We start, as a background, with an overview of the Riemann-Liouville and Caputo derivatives and the Erdélyi-Kober operators. Then the multiple Erdélyi-Kober fractional integrals and derivatives of R-L type of multi-order (δ ₁,…,δ _m ) are introduced as their generalizations. Further, we define and investigate in detail the Caputotype multiple Erdélyi-Kober derivatives. Several examples and both known and new applications of the FC operators introduced in this paper are discussed. In particular, the hyper-Bessel differential operators of arbitrary order m > 1 are shown as their cases of integer multi-order. The role of the so-called special functions of FC is emphasized both as kernel-functions and solutions of related FO differential equations.     

Efficient multi-dimensional solution of PDEs using Chebyshev spectral methods

A robust methodology is presented for efficiently solving partial differential equations using Chebyshev spectral techniques. It is well known that differential equations in one dimension can be solved efficiently with Chebyshev discretizations, O(N) operations for N unknowns, however this efficiency is lost in higher dimensions due to the coupling between modes. This paper presents the “quasi-inverse“ technique (QIT), which combines optimizations of one-dimensional spectral differentiation matrices with Kronecker matrix products to build efficient multi-dimensional operators. This strategy results in O(N^2D?1) operations for N^D unknowns, independent of the form of the differential operators. QIT is compared to the matrix diagonalization technique (MDT) of Haidvogel and Zang [D.B. Haidvogel, T. Zang, The accurate solution of Poisson’s equation by expansion in Chebyshev polynomials, J. Comput. Phys. 30 (1979) 167–180] and Shen [J. Shen, Efficient spectral-Galerkin method. II. Direct solvers of second- and fourth-order equations using Chebyshev polynomials, SIAM J. Sci. Comp. 16 (1) (1995) 74–87]. While the cost for MDT and QIT are the same in two dimensions, there are significant differences. MDT utilizes an eigenvalue/eigenvector decomposition and can only be used for relatively simple differential equations. QIT is based upon intrinsic properties of the Chebyshev polynomials and is adaptable to linear PDEs with constant coefficients in simple domains. We present results for a standard suite of test problems, and discuss of the adaptability of QIT to more complicated problems.     

An Effective Mass Theorem for the Bidimensional Electron Gas in a Strong Magnetic Field

We study the limiting behavior of a singularly perturbed Schr?dinger-Poisson system describing a 3-dimensional electron gas strongly confined in the vicinity of a plane (x, y) and subject to a strong uniform magnetic field in the plane of the gas. The coupled effects of the confinement and of the magnetic field induce fast oscillations in time that need to be averaged out. We obtain at the limit a system of 2-dimensional Schr?dinger equations in the plane (x, y), coupled through an effective selfconsistent electrical potential. In the direction perpendicular to the magnetic field, the electron mass is modified by the field, as the result of an averaging of the cyclotron motion. The main tools of the analysis are the adaptation of the second order long-time averaging theory of ODEs to our PDEs context, and the use of a Sobolev scale adapted to the confinement operator.     

Generalized symmetries of nonlinear partial differential equations

We propose a rigorous definition of the generalized infinitesimal symmetries using the notion of k-vector fields, and we derive an algorithm for their determination. We show that Bäcklund transformations between evolution equations are differential operators having prescribed symmetries.