Symmetry, Compatibility and Exact Solutions of PDEs

We discuss various compatibility criteria for overdetermined systems of PDEs generalizing the approach to formal integrability via brackets of differential operators. Then we give sufficient conditions that guarantee that a PDE possessing a Lie algebra of symmetries has invariant solutions. Finally we discuss models of equations with large symmetry algebras, which eventually lead to integration in closed form.     

Fundamental solutions, transition densities and the integration of Lie symmetries

In this paper we present some new applications of Lie symmetry analysis to problems in stochastic calculus. The major focus is on using Lie symmetries of parabolic PDEs to obtain fundamental solutions and transition densities. The method we use relies upon the fact that Lie symmetries can be integrated with respect to the group parameter. We obtain new results which show that for PDEs with nontrivial Lie symmetry algebras, the Lie symmetries naturally yield Fourier and Laplace transforms of fundamental solutions, and we derive explicit formulas for such transforms in terms of the coefficients of the PDE.     

Master partial differential equations for a Type II hidden symmetry

An approach for determining a class of master partial differential equations from which Type II hidden point symmetries are inherited is presented. As an example a model nonlinear partial differential equation (PDE) reduced to a target PDE by a Lie symmetry gains a Lie point symmetry that is not inherited (hidden) from the original PDE. On the other hand this Type II hidden symmetry is inherited from one or more of the class of master PDEs. The class of master PDEs is determined by the hidden symmetry reverse method. The reverse method is extended to determine symmetries of the master PDEs that are not inherited. We indicate why such methods are necessary to determine the genesis of Type II symmetries of PDEs as opposed to those that arise in ordinary differential equations (ODEs).     

On the equivalence of Lie symmetries and group representations

We consider families of linear, parabolic PDEs in n dimensions which possess Lie symmetry groups of dimension at least four. We identify the Lie symmetry groups of these equations with the (2n+1)-dimensional Heisenberg group and SL(2,R). We then show that for PDEs of this type, the Lie symmetries may be regarded as global projective representations of the symmetry group. We construct explicit intertwining operators between the symmetries and certain classical projective representations of the symmetry groups. Banach algebras of symmetries are introduced.     

Symmetries of shallow water equations on a rotating plane

We consider a system of nonlinear differential equations which describes the spatial motion of an ideal incompressible fluid on a rotating plane in the shallow water approximation and a more general system of the theory of long waves which takes into account the specifics of shear flows. Using the group analysis methods, we calculate the 9-dimensional Lie algebras of infinitesimal operators admissible by the models. We establish an isomorphism of these Lie algebras with a known Lie algebra of operators admissible by the system of equations for the two-dimensional isentropic motions of a polytropic gas with the adiabatic exponent γ = 2. The nontrivial symmetries of the models under consideration enable us to carry out the group generation of the solutions. The class of stationary solutions to the equations of rotating shallow water transforms into a new class of periodic solutions.     

Symmetry reductions and solutions for pollutant diffusion in a cylindrical system

This study is devoted to investigating transient coupled fluid flow and mass transfer partial differential equations (PDEs) describing pollutant transport in cylindrical coordinates. Symmetry analysis of the system of coupled PDEs is performed and some large Lie algebras are obtained for some special cases of the arbitrary and special choices of constants, and the source term. Optimal systems are constructed for all the admitted symmetries. We perform reductions for different choices of the source term. In some cases invariant solution is sought, however some cases resulted in coupled systems of highly nonlinear ordinary differential equations (ODEs). Imposing realistic boundary conditions and considering a constant source term, we then use the Adomain decomposition techniques to solve the boundary value problem.     

Lie group classification and invariant solutions of mKdV equation with time-dependent coefficients

This paper studies the modified Korteweg–de Vries equation with time variable coefficients of the damping and dispersion using Lie symmetry methods. We carry out Lie group classification with respect to the time-dependent coefficients. Lie point symmetries admitted by the mKdV equation for various forms for the time variable coefficients are obtained. The optimal system of one-dimensional subalgebras of the Lie symmetry algebras are determined. These are then used to determine exact group-invariant solutions, including soliton solutions, and symmetry reductions for some special forms of the equations.     

Conditional Lie–Bäcklund Symmetries and Invariant Subspaces to Nonlinear Diffusion Equations with Convection and Source

The conditional Lie–Bäcklund symmetry method is used to study the invariant subspace of the nonlinear diffusion equations with convection and source terms. We obtain a complete list of canonical forms for such equations which admit higher order conditional Lie–Bäcklund symmetries and multidimensional invariant subspaces. The functionally generalized separable solutions to the resulting equations are constructed due to the corresponding symmetry reductions. For most of the cases, they are reduced to solving finite‐dimensional dynamical systems.     

Symmetry groups and similarity solutions for the system of equations for a viscous compressible fluid

Here, using Lie group transformations, we consider the problem of finding similarity solutions to the system of partial differential equations (PDEs) governing one-dimensional unsteady motion of a compressible fluid in the presence of viscosity and thermal conduction, using the general form of the equation of state. The symmetry groups admitted by the governing system of PDEs are obtained, and the complete Lie algebra of infinitesimal symmetries is established. Indeed, with the use of the entailed similarity solution the problem is transformed to a system of ordinary differential equations(ODEs), which in general is nonlinear; in some cases, it is possible to solve these ODEs to determine some special exact solutions.     

Similarity inner solutions for the Pulsar equation

Lie symmetries are applied to classify the source of the magnetic field for the Pulsar equation near to the surface of the neutron star. We find that there are six possible different admitted Lie algebras. We apply the corresponding Lie invariants to reduce the Pulsar equation close to the surface to an ordinary differential equation. This equation is solved either with the use of Lie symmetries or the application of the ARS algorithm for singularity analysis to write the analytic solution as a Laurent expansion. These solutions are called inner solutions.     

Invariant subspaces and conditional Lie-Bäcklund symmetries of inhomogeneous nonlinear diffusion equations

The inhomogeneous nonlinear difusion equation is studied by invariant subspace and conditional Lie-Bcklund symmetry methods.It is shown that the equations admit a class of invariant subspaces governed by the nonlinear ordinary diferential equations,which is equivalent to a kind of higher-order conditional Lie-Bcklund symmetries of the equations.As a consequence,a number of new solutions to the inhomogeneous nonlinear difusion equations are constructed explicitly or reduced to solving fnite-dimensional dynamical systems.     

Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions

In this paper we introduce new methods based upon integrating Lie symmetries for the construction of explicit fundamental solutions of multi-dimensional second order parabolic PDEs. We present applications to the problem of finding transition probability densities for multi-dimensional diffusions and to representation theory. Many explicit examples are given to illustrate the techniques.     

Conditional Lie–Bäcklund symmetries and functionally generalized separable solutions to the generalized porous medium equations with source

The functionally generalized separable solutions of the generalized porous medium equations with power law and exponential diffusivity are studied by using the conditional Lie–Bäcklund symmetry method. The variant forms of the considered equations, which admit the linear conditional Lie–Bäcklund symmetries, are identified. A number of examples are considered and some exact solutions, defined on the polynomial, trigonometric and exponential invariant subspaces determined by the linear conditional Lie–Bäcklund symmetries, are constructed.     

Ibragimov-type invariants for a system of two linear parabolic equations

We obtain new semi-invariants for a system of two linear parabolic type partial differential equations (PDEs) in two independent variables under equivalence transformations of the dependent variables only. This is achieved for a class of systems of two linear parabolic type PDEs that correspond to a scalar complex linear (1 + 1) parabolic equation. The complex transformations of the dependent variables which map the complex scalar linear parabolic PDE to itself provide us with real transformations that map the corresponding system of linear parabolic type PDEs to itself with different coefficients in general. The semi-invariants deduced for this class of systems of two linear parabolic type equations correspond to the complex Ibragimov invariants of the complex scalar linear parabolic equation. We also look at particular cases of the system of parabolic type equations when they are uncoupled or coupled in a special manner. Moreover, we address the inverse problem of when systems of linear parabolic type equations arise from analytic continuation of a scalar linear parabolic PDE. Examples are given to illustrate the method implemented.     

Abstract robust coarse spaces for systems of PDEs via generalized eigenproblems in the overlaps

Coarse spaces are instrumental in obtaining scalability for domain decomposition methods for partial differential equations (PDEs). However, it is known that most popular choices of coarse spaces perform rather weakly in the presence of heterogeneities in the PDE coefficients, especially for systems of PDEs. Here, we introduce in a variational setting a new coarse space that is robust even when there are such heterogeneities. We achieve this by solving local generalized eigenvalue problems in the overlaps of subdomains that isolate the terms responsible for slow convergence. We prove a general theoretical result that rigorously establishes the robustness of the new coarse space and give some numerical examples on two and three dimensional heterogeneous PDEs and systems of PDEs that confirm this property.     

Generalized conditional symmetries of evolution equations

We analyze the relationship of generalized conditional symmetries of evolution equations to the formal compatibility and passivity of systems of differential equations as well as to systems of vector fields in involution. Earlier results on the connection between generalized conditional invariance and generalized reduction of evolution equations are revisited. This leads to a no-go theorem on determining equations for operators of generalized conditional symmetry. It is also shown that up to certain equivalences there exists a one-to-one correspondence between generalized conditional symmetries of an evolution equation and parametric families of its solutions.     

Similarity analysis of modified shallow water equations and evolution of weak waves

In this paper, we obtain exact solutions to the nonlinear system of partial differential equations (PDEs), describing the one dimensional modified shallow water equations, using invariance group properties of the governing system. Lie group of point symmetries with commuting infinitesimal operators, are presented. The symmetry generators are used for constructing similarity variables which lead the governing system of PDEs to system of ordinary differential equations (ODEs); in some cases, it is possible to solve these equations exactly. A particular solution to the governing system, which exhibits space-time dependence, is used to study the evolutionary behavior of weak discontinuities.     

Solving a nonlinear pde that prices real options using utility based pricing methods

We provide group invariant solutions to two nonlinear differential equations associated with the valuing of real options with utility pricing theory. We achieve these through the use of the Lie theory of continuous groups, namely, the classical Lie point symmetries. These group invariant solutions, constructed through the use of the symmetries that also leave the boundary conditions invariant, are consistent with the results in the literature. Thus it may be shown that Lie symmetry algorithms underlie many ad hoc methods that are utilised to solve differential equations in finance.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.