Symbolic-computation study of integrable properties for the (2 + 1)-dimensional Gardner equation with the two-singular manifold method

The singular manifold method from the Painlevé analysiscan be used to investigate many important integrable propertiesfor the non-linear partial differential equations. In this paper,the two-singular manifold method is applied to the (2 + 1)-dimensionalGardner equation with two Painlevé expansion branchesto determine the Hirota bilinear form, Bäcklund transformation,Lax pairs and Darboux transformation. Based on the obtainedLax pairs, the binary Darboux transformation is constructedand the N x N Grammian solution is also derived by performingthe iterative algorithm N times with symbolic computation.     

An integrable fourth-order nonlinear evolution equation applied to thermal grooving of metal surfaces

The fourth-order nonlinear partial differential equation forsurface diffusion is approximated by a new integrable nonlinearevolution equation. Exact solutions are obtained for thermalgrooving, subject to boundary conditions representing a sectionof a grain boundary. When the slope m of the groove centre islarge, the linear model grossly overestimates the groove depth.In the linear model dimensionless groove depth increases linearlywith m, but in the nonlinear model it approaches an upper limitA nontrivial similarity solution is found for the limiting caseof a thermal groove whose central slope is vertical.     

A Fourth-order Tridiagonal Finite Difference Method for General Two-point Boundary Value Problems with Non-linear Boundary Conditions

We present a fourth-order finite difference method for the generalsecond-order nonlinear differential equation y^" = f(x, y, y‘)subject to non-linear two-point boundary conditions g₁(y(a), — y^’()) = 0, g₂(y(b), y'(b)) = 0. When both the differential equation and the boundary conditionsare linear, the method leads to a tridiagonal linear system.We show that the finite difference method is O(h⁴)-convergent.Numerical examples are given to illustrate the method and itsfourth-order convergence. The present paper extends the methodgiven in Chawla (1978) to the case of non-linear boundary conditions.     

On the Asymptotic Behaviour of a Certain Non-linear Difference Equation

Arising from the study of the convergence properties of a rationalapproximation method for determining a zero of the functionf(x)is a certain non-linear difference equation. This equation hasthe form v_n+1 = g_p–1(v_n)/g_p(v_n), Where g_p(v_n) is a polynomialin v_n whose coefficients depend on a parameter p, the orderof the zero of f The asymptotic behaviour of the differenceequation is studied and it is shown that if there is a limitorder of convergence it is always linear for multiple zeros.     

非局部边界条件下的抛物型偏微分方程组

本文首先讨论了一个非局部边界条件下的抛物型偏微分方程组,通过一个变量替换,使得在更宽松的边界假设条件下证明了解的存在唯一性;然后讨论了一个完全非线性的抛物型方程组,同样,通过变量替换证明了比较原理.     

A Sixth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems

We present a sixth-order finite difference method for the generalsecond-order non-linear differential equation Y"=f(x, y, y')subject to the boundary conditions y(a) = A, y(b) = B. In thecase of linear differential equations, our finite differencescheme leads to tridiagonal linear systems. We establish, underappropriate conditions, O(h⁶)-convergence of the finite differencescheme. Numerical examples are given to illustrate the methodand its sixth-order convergence.     

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.     

Class of equivalent equations

It is shown that, for certain second-order linear homogeneous partial differential equations, there exists a set of equivalence transformations to the form Δ₂u+c′(x)u = 0 in the metric of spaces conformal to the space V_n related to the equation. An element of this space is a transformation of the equation to the canonical form

$$\Delta _2 u + \frac{{n - 2}}{{4(n - 1)}}Ru = \pm u$$     

Invariant approach to optimal investment–consumption problem: the constant elasticity of variance (CEV) model

The optimal investment–consumption problem under the constant elasticity of variance (CEV) model is solved using the invariant approach. Firstly, the invariance criteria for scalar linear second‐order parabolic partial differential equations in two independent variables are reviewed. The criteria is then employed to reduce the CEV model to one of the four Lie canonical forms. It is found that the invariance criteria help in transforming the original equation to the second Lie canonical form and with a proper parameter selection; the required transformation converts the original equation to the first Lie canonical form that is the heat equation. As a consequence, we find some new classes of closed‐form solutions of the CEV model for the case of reduction into heat equation and also into second Lie canonical form. The closed‐form analytical solution of the Cauchy initial value problems for the CEV model under investigation is also obtained. Copyright © 2016 John Wiley & Sons, Ltd.     

Characterization of canonical classes for systems of linear ODEs

The equivalence group is determined for systems of linear ordinary differential equations in both the standard form and the normal form. It is then shown that the normal form of linear systems reducible by an invertible point transformation to the canonical form y ⁽ⁿ⁾=0 consists of copies of the same iterative scalar equation. It is also shown that contrary to the scalar case, an iterative vector equation need not be reducible to the canonical form by an invertible point transformation. Other properties of iterative linear systems are also derived, as well as a simple algebraic formula for their general solution. Copyright © 2017 John Wiley & Sons, Ltd.     

A Fourth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems with Mixed Boundary Conditions

We present a new fourth-order finite difference method for thegeneral second-order non-linear differential equation y^N = f(x,y, y') subject to mixed two-point boundary conditions. An interestingfeature of our method is that each discretization of the differentialequation at an interior grid point is based on just three evaluationsof f. We establish, under appropriate conditions, O(h⁴)-convergenceof the finite difference scheme. In the case of linear differentialequations, our finite difference scheme leads to tridiagonallinear systems. Numerical examples are considered to demonstratecomputationally the fourth order of the method.     

Quasilinear resolutions of non-linear equations

By analogy with the linear vector bundle case, a non-linear partial differential equation on a manifold can be defined as a fibred submanifold R_k of a k-jet bundle. By observing that under natural conditions the first prolongation gives rise to a vector bundle over R_k, (that is, a quasilinear equation), techniques of the linear case are adapted to establish conditions for the formal integrability of the equation.     

Lie group symmetry analysis for granular media stress equations

The Airy stress function, although frequently employed in classical linear elasticity, does not receive similar usage for granular media problems. For plane strain quasi-static deformations of a cohesionless Coulomb-Mohr granular solid, a single nonlinear partial differential equation is formulated for the Airy stress function by combining the equilibrium equations with the yield condition. This has certain advantages from the usual approach, in which two stress invariants and a stress angle are introduced, and a system of two partial differential equations is needed to describe the flow. In the present study, the symmetry analysis of differential equations is utilised for our single partial differential equation, and by computing an optimal system of one-dimensional Lie algebras, a complete set of group-invariant solutions is derived. By this it is meant that any group-invariant solution of the governing partial differential equation (provided it can be derived via the classical symmetries method) may be obtained as a member of this set by a suitable group transformation. For general values of the parameters (angle of internal friction ? and gravity g) it is found there are three distinct classes of solutions which correspond to granular flows considered previously in the literature. For the two limiting cases of high angle of internal friction and zero gravity, the governing partial differential equation admit larger families of Lie point symmetries, and from these symmetries, further solutions are derived, many of which are new. Furthermore, the majority of these solutions are exact, which is rare for granular flow, especially in the case of gravity driven flows.     

Space-like Weingarten surfaces in the three-dimensional Minkowski space and their natural partial differential equations

On any space-like Weingarten surface in the three-dimensional Minkowski space we introduce locally natural principal parameters and prove that such a surface is determined uniquely up to motion by a special invariant function, which satisfies a natural non-linear partial differential equation. This result can be interpreted as a solution to the Lund-Regge reduction problem for space-like Weingarten surfaces in Minkowski space. We apply this theory to linear fractional space-like Weingarten surfaces and obtain the natural non-linear partial differential equations describing them. We obtain a characterization of space-like surfaces, whose curvatures satisfy a linear relation, by means of their natural partial differential equations. We obtain the ten natural PDE’s describing all linear fractional space-like Weingarten surfaces.     

Numerical flow-box theorems under structural assumptions

The numerical flow-box theorem says that locally, in the vicinityof nonequilibria, discretized solutions of an autonomous ordinarydifferential equation are exact solutions of a modified equationnearby: for stepsize h sufficiently small the original discretizationoperator is the time–h map of the solution operator ofthe modified equation. It is shown that the very same resultholds true in the following categories of differential equationsand discretizations: I/ preserving a finite number of first integrals; V/ preserving the volume form; S/ preserving the canonical symplectic form.     

LAX CONSTRAINTS IN SEMISIMPLE LIE GROUPS

Instead of studying Lax equations as such, a solution Z of aLax equation is assumed to be given. Then Z is regarded as defininga constraint on a non-autonomous linear differential equationassociated with the Lax equation. In generic cases, quadratureand sometimes algebraic formulae in terms of Z are then provedfor solution x of the linear differential equation, and examplesare given where these formulae lead to new results in higher-ordervariational problems for curves in general semisimple Lie groupsG, extending results previously obtained by different methodsfor the case where G has dimension 3. The new construction isexplored in detail for G = SU(m).     

Construction of Euclidian Monopoles

This paper describes a procedure for the construction of monopoleson three-dimensional Euclidean space, starting from their rationalmaps. A companion paper, ‘Euclidean monopoles and rationalmaps’, to appear in the same journal, describes the assignmentto a monopole of a rational map, from CP¹ to a suitable flagmanifold. In describing the reverse direction, this paper completesthe proof of the main theorem therein. A construction of monopoles from solutions to Nahm's equations(a system of ordinary differential equations) has been well-knownfor certain gauge groups for some time. These solutions arehard to construct however, and the equations themselves becomeincreasingly unwieldy when the gauge group is not SU(2). Here, in contrast, a rational map is the only initial data.But whereas one can be reasonably explicit in moving from Nahmdata to a monopole, here the monopole is only obtained fromthe rational map after solving a partial differential equation. A non-linear flow equation, essentially just the path of steepestdescent down the Yang-Mills-Higgs functional, is set up. Itis shown that, starting from an ‘approximate monopole’- constructed explicitly from the rational map - a solutionto the flow must exist, and converge to an exact monopole havingthe desired rational map. 1991 Mathematics Subject Classification:53C07, 53C80, 58D27, 58E15, 58G11.     

Quasi-periodic solutions of nonlinear elliptic partial differential equations

In a recent paper [9] the KAM theory has been extended to non-linear partial differential equations, to construct quasi-periodic solutions. In this article this theory is illustrated with three typical examples: an elliptic partial differential equation, an ordinary differential equation and a difference equation related to monotone twist mappings.     

Heat transfer in unsteady axisymmetric second grade fluid

This work looks at the heat transfer effects on the flow of a second grade fluid over a radially stretching sheet. The axisymmetric flow of a second grade fluid is induced due to linear stretching of a sheet. Mathematical analysis has been carried out for two heating processes, namely (i) with prescribed surface temperature (PST case) and (ii) prescribed surface heat flux (PHF case). The modelled non-linear partial differential equations in two dependent variables are reduced into a partial differential equation with one dependent variable. The resulting non-linear partial differential equations are solved analytically using homotopy analysis method (HAM). The series solutions are developed and the convergence is properly discussed. The series solutions and graphs of velocity and temperature are constructed. Particular attention is given to the variations of emerging parameters such as second grade parameter, Prandtl and Eckert numbers.