Systems of linear differential equations with non-<Emphasis Type="Italic">x</Emphasis>-autonomous basic Lie algebra

We obtain some necessary and sufficient conditions for the non-x-autonomy of the basic Lie algebra of a system of first-order linear differential equations with constant coefficients over the field of complex numbers. Using these results, we establish the x-autonomy of the basic Lie algebra of some systems of equations of mathematical physics.     

Systems of second-order linear ODE’s with constant coefficients and their symmetries

Starting from the study of the symmetries of systems of 4 second-order linear ODEs with constant real coefficients, we determine the dimension and generators of the symmetry algebra for systems of n equations described by a diagonal Jordan canonical form. We further prove that some dimensions between the lower and upper bounds cannot be attained in the diagonal case, and classify the Levi factors of the symmetry algebras.     

Symmetries and invariants of the systems of two linear second-order ordinary differential equations

For arbitrary systems of two linear second-order ordinary differential equations, the symmetry Lie algebra is described in terms of invariant theory, resulting in eleven non-equivalent symmetry types. The result is compared with the group classification approach recently obtained by different authors.     

Systems of second-order linear ODE’s with constant coefficients and their symmetries II. The case of non-diagonal coefficient matrices

We complete the analysis of the symmetry algebra L for systems of n second-order linear ODEs with constant real coefficients, by studying the case of coefficient matrices having a non-diagonal Jordan canonical form. We also classify the Levi factor (maximal semisimple subalgebra) of L, showing that it is completely determined by the Jordan form. A universal formula for the dimension of the symmetry algebra of such systems is given. As application, the case n = 5 is analyzed.     

Solving Second-Order Differential Equations with Lie Symmetries

Lie"s theory for solving second-order quasilinear differential equations based on its symmetries is discussed in detail. Great importance is attached to constructive procedures that may be applied for designing solution algorithms. To this end Lie"s original theory is supplemented by various results that have been obtained after his death one hundred years ago. This is true above all of Janet"s theory for systems of linear partial differential equations and of Loewy"s theory for decomposing linear differential equations into components of lowest order. These results allow it to formulate the equivalence problems connected with Lie symmetries more precisely. In particular, to determine the function field in which the transformation functions act is considered as part of the problem. The equation that originally has to be solved determines the base field, i.e. the smallest field containing its coefficients. Any other field occurring later on in the solution procedure is an extension of the base field and is determined explicitly. An equation with symmetries may be solved in closed form algorithmically if it may be transformed into a canonical form corresponding to its symmetry type by a transformation that is Liouvillian over the base field. For each symmetry type a solution algorithm is described, it is illustrated by several examples. Computer algebra software on top of the type system ALLTYPES has been made available in order to make it easier to apply these algorithms to concrete problems.     

Complex Lie symmetries for scalar second-order ordinary differential equations

A scalar complex ordinary differential equation can be considered as two coupled real partial differential equations, along with the constraint of the Cauchy–Riemann equations, which constitute a system of four equations for two unknown real functions of two real variables. It is shown that the resulting system possesses those real Lie symmetries that are obtained by splitting each complex Lie symmetry of the given complex ordinary differential equation. Further, if we restrict the complex function to be of a single real variable, then the complex ordinary differential equation yields a coupled system of two ordinary differential equations and their invariance can be obtained in a non-trivial way from the invariance of the restricted complex differential equation. Also, the use of a complex Lie symmetry reduces the order of the complex ordinary differential equation (restricted complex ordinary differential equation) by one, which in turn yields a reduction in the order by one of the system of partial differential equations (system of ordinary differential equations). In this paper, for simplicity, we investigate the case of scalar second-order ordinary differential equations. As a consequence, we obtain an extension of the Lie table for second-order equations with two symmetries.     

Algebraic properties of first integrals for systems of second-order ordinary differential equations of maximal symmetry

Symmetries of the first integrals for scalar linear or linearizable secondorder ordinary di?erential equations (ODEs) have already been derived and shown to exhibit interesting properties. One of these is that the symmetry algebra sl(3, IR) is generated by the three triplets of symmetries of the functionally independent first integrals and its quotient. In this paper, we first investigate the Lie-like operators of the basic first integrals for the linearizable maximally symmetric system of two second-order ODEs represented by the free particle system, obtainable from a complex scalar free particle equation, by splitting the corresponding complex basic first integrals and its quotient as well as their associated symmetries. It is proved that the 14 Lie-like operators corresponding to the complex split of the symmetries of the functionally independent first integrals I₁, I₂ and their quotient I₂/I₁ are precisely the Lie-like operators corresponding to the complex split of the symmetries of the scalar free particle equation in the complex domain. Then, it is shown that there are distinguished four symmetries of each of the four basic integrals and their quotients of the two-dimensional free particle system which constitute four-dimensional Lie algebras which are isomorphic to each other and generate the full symmetry algebra sl(4, IR) of the free particle system. It is further shown that the (n + 2)-dimensional algebras of the n + 2 first integrals of the system of n free particle equations are isomorphic to each other and generate the full symmetry algebra sl(n + 2, IR) of the free particle system.     

Comment on “Symmetry breaking of systems of linear second-order ordinary differential equations with constant coefficients”

The present paper corrects the way of using Jordan canonical forms for studying the symmetry structures of systems of linear second-order ordinary differential equations with constant coefficients applied in [1]. The approach is demonstrated for a system consisting of two equations.     

Abelian Lie symmetry algebras of two-dimensional quasilinear evolution equations

We carry out the classification of abelian Lie symmetry algebras of two-dimensional second-order nondegenerate quasilinear evolution equations. It is shown that such an equation is linearizable if it admits an abelian Lie symmetry algebra that is of dimension greater than or equal to 5 or of dimension greater than or equal to 3 with rank-one.     

Geometric theory of differential systems: Linearization criterion for systems of second-order ordinary differential equations with a 4-dimensional solvable symmetry group of the Lie–Petrov type VI 1

In the framework of projective-geometric theory of systems of differential equations developed by the authors, this paper studies the group properties of systems of two (resolved with respect to the second derivatives) second-order ordinary differential equations whose right-hand sides are polynomials of the third degree with respect to the derivatives of the unknown functions. A classification of such systems admitting four-dimensional symmetry group of the Lie–Petrov type VI ₁ is given. For each of the systems, a necessary and sufficient linearization criterion is obtained, i.e., the authors find the necessary and sufficient conditions under which, by a change of variables, the system can be reduced to a differential system whose integral curves are straight lines and are expressed by three linear parametric equations or two linear equations with constant coefficients. For all linearizable systems, the linearizing changes of variables are indicated. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 54, Suzdal Conference–2006, Part 2, 2008.     

Remarks on integrable systems

The problem of integrability conditions for systems of differential equations is discussed. Darboux’s classical results on the integrability of linear non-autonomous systems with an incomplete set of particular solutions are generalized. Special attention is paid to linear Hamiltonian systems. The paper discusses the general problem of integrability of the systems of autonomous differential equations in an n-dimensional space, which admit the algebra of symmetry fields of dimension ? n. Using a method due to Liouville, this problem is reduced to investigating the integrability conditions for Hamiltonian systems with Hamiltonians linear in the momenta in phase space of dimension that is twice as large. In conclusion, the integrability of an autonomous system in three-dimensional space with two independent non-trivial symmetry fields is proved. It should be emphasized that no additional conditions are imposed on these fields.     

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 and First Integrals of Differential Equations

It is known that an n-dimensional system of ordinary differential equations with Lie symmetry which involves a divergence-free Liouville vector field possesses n−1 independent first integrals (i.e., it is algebraically integrable) (ünal in Phys. Lett. A 260:352–359, [1999]). In the present paper, we show that if an n-dimensional system of ordinary differential equations admits a C ^∞-symmetry vector field which satisfies some special conditions, then it also possesses n−1 independent first integrals. Several examples are given to illustrate our result. Y. Li’s research was partially supported by NSFC Grants 10531050, 10225107, SRFDP Grant 20040183030, and the 985 program of Jilin University.     

Some exact solutions of the ideal MHD equations through symmetry reduction method

We use the symmetry reduction method based on Lie group theory to obtain some exact solutions, the so-called invariant solutions, of the ideal magnetohydrodynamic equations in (3+1) dimensions. In particular, these equations are invariant under a Galilean-similitude Lie algebra for which the classification by conjugacy classes of r-dimensional subalgebras (1?r?4) was already known. We restrict our study to the three-dimensional Galilean-similitude subalgebras that give us systems composed of ordinary differential equations. Here, some examples of these solutions are presented with a brief physical interpretation.     

Symmetry algebras of linear differential equations

The local symmetries of linear differential equations are investigated by means of proven theorems on the structure of the algebra of local symmetries of translationally and dilatationally invariant differential equations. For a nonparabolic second-order equation, the absence of nontrivial nonlinear local symmetries is proved. This means that the local symmetries reduce to the Lie algebra of linear differential symmetry operators. For the Laplace—Beltrami equation, all local symmetries reduce to the enveloping algebra of the algebra of the conformal group.Tomsk State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 92, No. 1, pp. 3–12, July, 1992.     

Equivalence classes of second-order ordinary differential equations with only a three-dimensional Lie algebra of point symmetries and linearisation

There are seven equivalence classes of second-order ordinary differential equations possessing only three Lie point symmetries and hence not linearisible by means of a point transformation. We examine the representatives of these classes for linearisibility by means of other types of transformation. In particular we compare the potential for linearisibility and the possession of the Painlevé property. The complete symmetry group is realised in the standard algebra for each of the equivalence classes.     

Exceptional symmetry reductions of Burgers' equation in two and three spatial dimensions

Lie point symmetry analysis of the general class of nonlinear diffusion-convection equations in two and three dimensions has shown that only for Burgers' equation (that isD(u)=const,K(u)=quadratic) is a full symmetry reduction to an ordinary differential equation possible. The optimal system of symmetry operators is determined to ensure that a minimal complete set of reductions is obtained. For each reduced partial differential equation, classical Lie group analysis has been performed and further reductions obtained. In this manner, all possible reductions to an ordinary differential equation are found, leading to exact solutions to both the two and three dimensional Burgers' equation.     

Euler-Bernoulli beams from a symmetry standpoint-characterization of equivalent equations

We completely solve the equivalence problem for Euler-Bernoulli equation using Lie symmetry analysis. We show that the quotient of the symmetry Lie algebra of the Bernoulli equation by the infinite-dimensional Lie algebra spanned by solution symmetries is a representation of one of the following Lie algebras: 2A₁, A₁⊕A₂, 3A₁, or A3,3⊕A₁. Each quotient symmetry Lie algebra determines an equivalence class of Euler-Bernoulli equations. Save for the generic case corresponding to arbitrary lineal mass density and flexural rigidity, we characterize the elements of each class by giving a determined set of differential equations satisfied by physical parameters (lineal mass density and flexural rigidity). For each class, we provide a simple representative and we explicitly construct transformations that maps a class member to its representative. The maximally symmetric class described by the four-dimensional quotient symmetry Lie algebra A3,3⊕A₁ corresponds to Euler-Bernoulli equations homeomorphic to the uniform one (constant lineal mass density and flexural rigidity). We rigorously derive some non-trivial and non-uniform Euler-Bernoulli equations reducible to the uniform unit beam. Our models extend and emphasize the symmetry flavor of Gottlieb's iso-spectral beams [H.P.W. Gottlieb, Isospectral Euler-Bernoulli beam with continuous density and rigidity functions, Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 413 (1987) 235-250].     

Classification of Discrete Symmetries of Ordinary Differential Equations

A simple method for determining all discrete point symmetries of a given differential equation has been developed recently. The method uses constant matrices that represent inequivalent automorphisms of the Lie algebra spanned by the Lie point symmetry generators. It may be difficult to obtain these matrices if there are three or more independent generators, because the matrix elements are determined by a large system of algebraic equations. This paper contains a classification of the automorphisms that can occur in the calculation of discrete symmetries of scalar ordinary differential equations, up to equivalence under real point transformations. (The results are also applicable to many partial differential equations.) Where these automorphisms can be realized as point transformations, we list all inequivalent realizations. By using this classification as a look-up table, readers can calculate the discrete point symmetries of a given ordinary differential equation with very little effort.     

The complete symmetry group of the generalised hyperladder problem

We further consider the n-dimensional ladder system, that is the homogeneous quadratic system of first-order differential equations of the form , i=1,n, where (a_ij)=(i+1−j), i,j=1,n introduced by Imai and Hirata (nlin.SI/0212007). We establish the most general system of first-order ordinary differential equations invariant under the algebra which characterises the ladder system of Imai and Hirata and the algebra of minimal dimension required to specify completely this most general system. We provide the complete symmetry group of the generalised hyperladder system and discuss its integrability.