Symmetry Classification of Third-Order Nonlinear Evolution Equations. Part I: Semi-simple Algebras

We give a complete point-symmetry classification of all third-order evolution equations of the form u _t =F(t,x,u,u _x ,u _xx )u _xxx +G(t,x,u,u _x ,u _xx ) which admit semi-simple symmetry algebras and extensions of these semi-simple Lie algebras by solvable Lie algebras. The methods we employ are extensions and refinements of previous techniques which have been used in such classifications.     

Lie Symmetries of Inviscid Burgers’ Equation

The present paper solves completely the problem of the Lie group analysis of nonlinear equation u _t (x, t) + g(u)u _x (x, t) = 0, where g(u) is a smooth function of u. And apply these results on inviscid Burgers equation.     

Optimal Systems and Group Classification of (1+2)-Dimensional Heat Equation

The optimal systems and symmetry breaking interactions for the (1+2)-dimensional heat equation are systematically studied. The equation is invariant under the nine-dimensional symmetry group H ₂. The details of the construction for an one-dimensional optimal system is presented. The optimality of one- and two-dimensional systems is established by finding some algebraic invariants under the adjoint actions of the group H ₂. A list of representatives of all Lie subalgebras of the Lie algebra h ₂ of the Lie group H ₂ is given in the form of tables and many of their properties are established. We derive the most general interactions F(t,x,y,u,u _x ,u _y ) such that the equation u _t =u _xx +u _yy +F(t,x,y,u,u _x ,u _y ) is invariant under each subgroup.     

Analysis of a class of potential Korteweg‐de Vries‐like equations

We analyze a class of third‐order evolution equations, i.e. u_t = f(x, u_x, u_xx) u_xxx+g(x, u_x, u_xx) via the method of preliminary group classification. This method is a systematic means of analyzing the equation for symmetries. We find explicit forms of f and g, which allow for a larger dimensional Lie algebra of point symmetries. Copyright © 2009 John Wiley & Sons, Ltd.     

The Instability of Nonmonotonic Wave Solutions of Parabolic Equations

We consider the class of equations u_t=f(u_xx, u_x, u) under the restriction that for all a,b,c. We first consider this equation over the unbounded domain ? ∞ < x < + ∞, and we show that very nearly every bounded nonmonotonic solution of the form u(t, x)=?(x?ct) is unstable to all nonnegative and all nonpositive perturbations. We then extend these results to nonmonotonic plane wave solutions u(t, x, y)=?(x?ct) of u_t = F(u_xx, u_xy, u_x, u_y, u). Finally, we consider the class of equations u_t=f(u_xx, u_x, u) over the bounded domain 0 < x < 1 with the boundary conditions u(t, x)=A at x=0 and u(t, x)=B at x=1, and we find the stability of all steady solutions u(t, x)=?(x).     

The nonlinear heat equation with absorption: Effects of variable coefficients

We consider the nonnegative solutions to the nonlinear degenerate parabolic equation u_t = (D(x, t)u^{m − 1}u_x)_x − b(x, t)u^p with m > 1, 0 < p < 1, and positive D(x, t), b(x, t). After obtaining the uniqueness and Hölder regularity results, we investigate the dependence of such phenomena as extinction in finite time and instantaneous shrinking of the support on the behaviour of D(x, t) and b(x, t).     

A Dimensional Splitting Method for Quasilinear Hyperbolic Equations with Variable Coefficients

A numerical method is presented for the variable coefficient, nonlinear hyperbolic equation u _t + _i=1 ^d V _i(x, t)f _i(u) _{x i} = 0 in arbitrary space dimension for bounded velocities that are Lipschitz continuous in the x variable. The method is based on dimensional splitting and uses a recent front tracking method to solve the resulting one-dimensional non-conservative equations. The method is unconditionally stable, and it produces a subsequence that converges to the entropy solution as the discretization of time and space tends to zero. Four numerical examples are presented; numerical error mechanisms are illustrated for two linear equations, the efficiency of the method compared with a high-resolution TVD method is discussed for a nonlinear problem, and finally, applications to reservoir simulation are presented.     

Stability of the Absolutely Continuous Spectrum of Random Schrödinger Operators on Tree Graphs

According to the Smolukowski-Kramers approximation, we show that the solution of the semi-linear stochastic damped wave equations μ u _tt (t,x)=Δu(t,x)?u _t (t,x)+b(x,u(t,x))+Q (t),u(0)=u ₀, u _t (0)=v ₀, endowed with Dirichlet boundary conditions, converges as μ goes to zero to the solution of the semi-linear stochastic heat equation u _t (t,x)=Δ u(t,x)+b(x,u(t,x))+Q (t),u(0)=u ₀, endowed with Dirichlet boundary conditions. Moreover we consider relations between asymptotics for the heat and for the wave equation. More precisely we show that in the gradient case the invariant measure of the heat equation coincides with the stationary distributions of the wave equation, for any μ>0.     

Invariant tori of nonlinear Schrödinger equation

In this paper, we consider one-dimensional nonlinear Schrödinger equation iut−uxx+V(x)u+f(²|u|)u=0 on [0,π]×R under the boundary conditions a₁u(t,0)−b₁ux(t,0)=0, a₂u(t,π)+b₂ux(t,π)=0, , for i=1,2. It is proved that for a prescribed and analytic positive potential V(x), the above equation admits small-amplitude quasi-periodic solutions corresponding to d-dimensional invariant tori of the associated infinite-dimensional dynamical system.     

Enhanced group analysis and conservation laws of variable coefficient reaction–diffusion equations with power nonlinearities

A class of variable coefficient (1+1)-dimensional nonlinear reaction–diffusion equations of the general form f(x)u_t=(g(x)uⁿu_x)_x+h(x)u^m is investigated. Different kinds of equivalence groups are constructed including ones with transformations which are nonlocal with respect to arbitrary elements. For the class under consideration the complete group classification is performed with respect to convenient equivalence groups (generalized extended and conditional ones) and with respect to the set of all local transformations. Usage of different equivalences and coefficient gauges plays the major role for simple and clear formulation of the final results. The corresponding set of admissible transformations is described exhaustively. Then, using the most direct method, we classify local conservation laws. Some exact solutions are constructed by the classical Lie method.     

Nonlocal Symmetries of Integrable Linearly Degenerate Equations: A Comparative Study

We continue the study of Lax integrable equations. We consider four three-dimensional equations: (1) the rdDym equation u_ty = u_xu_xy ? u_yu_xx, (2) the Pavlov equation u_yy = u_tx + u_yu_xx ? u_xu_xy, (3) the universal hierarchy equation u_yy = u_tu_xy ? u_yu_tx, and (4) the modified Veronese web equation u_ty = u_tu_xy ? u_yu_tx. For each equation, expanding the known Lax pairs in formal series in the spectral parameter, we construct two differential coverings and completely describe the nonlocal symmetry algebras associated with these coverings. For all four pairs of coverings, the obtained Lie algebras of symmetries manifest similar (but not identical) structures; they are (semi)direct sums of the Witt algebra, the algebra of vector fields on the line, and loop algebras, all of which contain a component of finite grading. We also discuss actions of recursion operators on shadows of nonlocal symmetries.     

On the existence of shock fronts for a Burgers equation with a singular source term

In this paper we consider the Cauchy problem for the equation ∂u/∂t + u ∂u/∂x + u/x = 0 for x > 0, t ⩾ 0, with u(x, 0) = u⁰₋(x) for x < x₀, u(x, 0) = u⁰₊(x) for x > x₀, u⁰₋(x₀) > u⁰₊(x₀). Following the ideas of Majda, 1984 and Lax, 1973, we construct, for smooth u⁰₋ and u⁰₊, a global shock front weak solution u(x, t) = u₋(x, t) for x < ϕ(t), u(x, t) = u₊(x, t) for x > ϕ(t), where u₋ and u₊ are the strong solutions corresponding (respectively) to u⁰₋ and u⁰₊ and the curve t → ϕ(t) is defined by dϕ/dt (t) = 1/2[u₋(ϕ(t), t) + u₊(ϕ(t), t)], t ⩾ 0 and ϕ(0) = x₀. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Gradient estimates and Harnack inequalities for nonlinear parabolic and nonlinear elliptic equations on Riemannian manifolds

We derive the gradient estimates and Harnack inequalities for positive solutions of nonlinear parabolic and nonlinear elliptic equations (Δ − ∂/∂t) u(x, t) + h(x, t)u^α(x, t) = 0 and Δu + b · u + hu^α = 0 on Riemannian manifolds. We also obtain a theorem of Liouville type for positive solutions of the nonlinear elliptic equation.     

Narrow Positively Graded Lie Algebras

The present paper is devoted to the classification of infinite-dimensional naturally graded Lie algebras that are narrow in the sense of Zelmanov and Shalev [9]. Such Lie algebras are Lie algebras of slow linear growth. In the theory of nonlinear hyperbolic partial differential equations the notion of the characteristic Lie algebra of equation is introduced [3]. Two graded Lie algebras n₁ and n₂ from our list, that are positive parts of the affine Kac–Moody algebras A₁⁽¹⁾ and A₂⁽²⁾, respectively, are isomophic to the characteristic Lie algebras of the sinh-Gordon and Tzitzeika equations [6]. We also note that questions relating to narrow and slowly growing Lie algebras have been extensively studied in the case of a field of positive characteristic [2].

     

Instability of steady states for nonlinear wave and heat equations

We consider time-independent solutions of hyperbolic equations such as _∂ttu−Δu=f(x,u) where f is convex in u. We prove that linear instability with a positive eigenfunction implies nonlinear instability. In some cases the instability occurs as a blow up in finite time. We prove the same result for parabolic equations such as t_∂u−Δu=f(x,u). Then we treat several examples under very sharp conditions, including equations with potential terms and equations with supercritical nonlinearities.     

On pointwise convergence of the family of Urysohn‐type integral operators

In this paper, we consider a family of nonlinear integral operators of Urysohn‐type and study the pointwise convergence of the family at characteristic points of L₁?function. The kernel K_λ(x,t,u(t)) depends on the positive parameter λ changing on the set of numbers with the accumulation point at infinity and K_λ(x,t,u(t)) is an entire analytic function of variable u, which is a bounded function belonging to L₁(R).     

On nonlinear diffusion equations with x-dependent convection and absorption

For the 1+1-dimensional nonlinear diffusion equations with x-dependent convection and source terms u_t=(D(u)u_x)_x+Q(x,u)u_x+P(x,u), we obtain conditions under which the equations admit the second-order generalized conditional symmetries η(x,u)=u_xx+H(u)u_x²+G(x,u)u_x+F(x,u) and the first-order sign-invariants J(x,u)=u_t−A(u)u_x²−B(x,u)u_x−C(x,u) on the solutions u(x,t). Several different generalized conditional symmetries and first-order sign-invariants for equations in which the diffusion term offers different possibilities (power-law, exponential, Mullin, Fujita) are presented. Exact solutions to the resulting equations corresponding to the generalized conditional symmetries and the first-order sign-invariants are constructed.     

Linear periodic boundary-value problem for a second-order hyperbolic equation. I

In three spaces, we obtain exact classical solutions of the boundary-value periodic problem u _tt−a ² u _xx=g(x,t), u(0,t)=u(π,t)=0, u(x,t+T)=u(x,t)=0, x,t∈ĝ Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 11, pp. 1537–1544, November, 1998.