Symmetry analysis of initial-value problems

Symmetry analysis is a powerful tool that enables the user to construct exact solutions of a given differential equation in a fairly systematic way. For this reason, the Lie point symmetry groups of most well-known differential equations have been catalogued. It is widely believed that the set of symmetries of an initial-value problem (or boundary-value problem) is a subset of the set of symmetries of the differential equation. The current paper demonstrates that this is untrue; indeed, an initial-value problem may have no symmetries in common with the underlying differential equation. The paper also introduces a constructive method for obtaining symmetries of a particular class of initial-value problems.     

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.     

Symmetries of Integrable Difference Equations on the Quad-Graph

This paper describes symmetries of all integrable difference equations that belong to the famous Adler–Bobenko–Suris classification. For each equation, the characteristics of symmetries satisfy a functional equation, which we solve by reducing it to a system of partial differential equations. In this way, all five-point symmetries of integrable equations on the quad-graph are found. These include mastersymmetries, which allow one to construct infinite hierarchies of local symmetries. We also demonstrate a connection between the symmetries of quad-graph equations and those of the corresponding Toda type difference equations.     

A New Technique for Preserving Conservation Laws

Foundations of Computational Mathematics - This paper introduces a new symbolic-numeric strategy for finding semidiscretizations of a given PDE that preserve multiple local conservation laws. We...     

Characteristics of Conservation Laws for Difference Equations

Each conservation law of a given partial differential equation is determined (up to equivalence) by a function known as the characteristic. This function is used to find conservation laws, to prove equivalence between conservation laws, and to prove the converse of Noether’s Theorem. Transferring these results to difference equations is nontrivial, largely because difference operators are not derivations and do not obey the chain rule for derivatives. We show how these problems may be resolved and illustrate various uses of the characteristic. In particular, we establish the converse of Noether’s Theorem for difference equations, we show (without taking a continuum limit) that the conservation laws in the infinite family generated by Rasin and Schiff are distinct, and we obtain all five-point conservation laws for the potential Lotka–Volterra equation.     

Inertial Particle Motion in Recirculating Stokes Flow

Recirculation occurs in many cavity flows. In particular, alveolar flow models have been shown to exhibit recirculation patterns. However, many particles that are inhaled by the lungs do not follow this flow. Instead, they may diffuse into the surrounding flow or possess enough inertia to propel them from fluid particle paths. In this study, we construct a minimal model to observe the behavior of inertial particles caught within a recirculating Stokes flow. We find that, given favorable conditions, inertial particles can be cleared from the cavity or deposited on walls. This depends on the strength of inertia in zero gravity, but can be enhanced when gravity and the orientation of the cavity are taken into account. It is also possible for these effects to balance one another, producing a skewed limit cycle. These combined effects may play a significant part in the retention, deposition, and clearance of aerosols and particulates from alveolar cavities.     

Difference Forms

Currently, there is much interest in the development of geometric integrators, which retain analogues of geometric properties of an approximated system. This paper provides a means of ensuring that finite difference schemes accurately mirror global properties of approximated systems. To this end, we introduce a cohomology theory for lattice varieties, on which finite difference schemes and other difference equations are defined. We do not assume that there is any continuous space, or that a scheme or difference equation has a continuum limit. This distinguishes our approach from theories of “discrete differential forms” built on simplicial approximations and Whitney forms, and from cohomology theories built on cubical complexes. Indeed, whereas cochains on cubical complexes can be mapped injectively to our difference forms, a bijection may not exist. Thus our approach generalizes what can be achieved with cubical cohomology. The fundamental property that we use to prove our results is the natural ordering on the integers. We show that our cohomology can be calculated from a good cover, just as de Rham cohomology can. We postulate that the dimension of solution space of a globally defined linear recurrence relation equals the analogue of the Euler characteristic for the lattice variety. Most of our exposition deals with forward differences, but little modification is needed to treat other finite difference schemes, including Gauss-Legendre and Preissmann schemes. Dedicated to Professor Arieh Iserles on the Occasion of his Sixtieth Birthday.     

Alternating Flow in a Moving Corner

Recent experiments have shown that rapid kinematic mixing occurs in the pulmonary alveoli. Here the Reynolds number is very small, there is recirculation in the alveolar cavity and the alveolar walls move periodically. We have recently shown that non-diffusing particles move chaotically in a two-dimensional model flow with the above features. In parts of the lung, however, there is asynchrony between the wall motion and the ductal flow immediately outside the alveolus. The extent to which this asynchrony affects kinematic mixing in real alveoli is not yet known. The purpose of this paper is to describe the effect of asynchrony on chaotic advection in our two-dimensional model, in order to understand the circumstances in which this becomes significant.