Nonlocal trends in the geometry of differential equations: Symmetries,conservation laws,and Bäcklund transformations

The theory of coverings over differential equations is exposed which is an adequate language for describing various nonlocal phenomena: nonlocal symmetries and conservation laws, Bäcklund transformations, prolongation structures, etc. A notion of a nonlocal cobweb is introduced which seems quite useful for dealing with nonlocal objects.     

Local symmetries and conservation laws

Starting with Lie's classical theory, we carefully explain the basic notions of the higher symmetries theory for arbitrary systems of partial differential equations as well as the necessary calculation procedures. Roughly speaking, we explain what analogs of higher KdV equations are for an arbitrary system of partial differential equations and also how one can find and use them. The cohomological nature of conservation laws is shown and some basic results are exposed which allow one to calculate, in principle, all conservation laws for a given system of partial differential equations. In particular, it is shown that symmetry and conservation law are, in some sense, the dual conceptions which coincides in the self-dual case, namely, for Euler-Lagrange equations. Training examples are also given.Translated from the Russian by B. A. Kuperschmidt.     

Symmetries and conservation laws of Navier-Stokes equations

All the symmetries and conservation laws of Navier-Stokes equations are calculated.     

Symmetries,invariant solutions and conservation laws of the nonlinear acoustics equation

The symmetry algebra of the Khoklov-Zabolotskaya equation is found,n- and (n-1)-dimensional subalgebrasL are classified (n is an independent variable number) andL-invariant solutions described. Conservation laws and conserved flows are also found.     

Symmetries and conservation laws of Kadomtsev-Pogutse equations

Kadomtsev-Pogutse equations are of great interest from the viewpoint of the theory of symmetries and conservation laws and, in particular, enable us to demonstrate their potentials in action. This paper presents, firstly, the results of computations of symmetries and conservation laws for these equations and the methods of obtaining these results. Apparently, all the local symmetries and conservation laws admitted by the considered equations are exhausted by those enumerated in this paper. Secondly, we point out some reductions of Kadomtsev-Pogutse equations to more simpler forms which have less independent variables and which, in some cases, allow us to construct exact solutions. Finally, the technique of solution deformation by symmetries and their physical interpretation are demonstrated.     

Symmetries of distributions and quadrature of ordinary differential equations

We present a geometric exposition of S. Lie's and E. Cartan's theory of explicit integration of finite-type (in particular, ordinary) differential equations. Numerous examples of how this theory works are given. In one of these, we propose a method of hunting for particular solutions of partial differential equations via symmetry preserving overdetermination.     

A method for computing symmetries and conservation laws of integra-differential equations

A method for computing symmetries and conservation laws of integro-differential equations is proposed. It resides in reducing an integro-differential equation to a system of boundary differential equations and in computing symmetries and conservation laws of this system. A geometry of boundary differential equations is constructed like the differential case. Results of the computation for the Smoluchowski's coagulation equation are given.     

Nonlocal symmetries and the theory of coverings: An addendum to A. M. vinogradov's ‘local symmetries and conservation laws”

For a systemY of partial differential equations, the notion of a covering Y is introduced whereY is infinite prolongation ofY. Then nonlocal symmetries ofY are defined as transformations of which conserve the underlying contact structure. It turns out that generating functions of nonlocal symmetries are integro-differential-type operators.     

Conservation laws and the variational bicomplex for second-order scalar hyperbolic equations in the plane

In this paper, we announce several new results concerning the cohomology of the variational bicomplex for a second-order scalar hyperbolic equation in the plane. These cohomology groups are represented by the conservation laws, and certain form-valued generalizations, for the equation. Our methods are based upon the introduction of an adapted coframe for the the variational bicomplex which is constructed by generalizing the classical Laplace transformation used to integrate certain linear hyperbolic equations in the plane.     

Variational principles for differential equations with symmetries and conservation laws

This research was supported in part by NSF grant DMS 91-00674     

Graded differential equations and their deformations: A computational theory for recursion operators

An algebraic model for nonlinear partial differential equations (PDE) in the category ofn-graded modules is constructed. Based on the notion of the graded Frölicher-Nijenhuis bracket, cohomological invariants H ^* (A) are related to each object (A, ) of the theory. Within this framework, H ⁰ (A) generalizes the Lie algebra of symmetries for PDE's, while H ¹ (A) are identified with equivalence classes of infinitesimal deformations. It is shown that elements of a certain part of H ¹ (A) can be interpreted as recursion operators for the object (A, ), i.e. operators giving rise to infinite series of symmetries. Explicit formulas for computing recursion operators are deduced. The general theory is illustrated by a particular example of a graded differential equation, i.e. the Super KdV equation.Tverskoy-Yamskoy per. 14, Apt. 45, 125047 Moscow, Russia.     

Singularities of multivalued solutions of nonlinear differential equations,and nonlinear phenomena

The purpose of this paper is to use the geometrical theory of nonlinear partial differential equations and the theory of singularities of maps in order to obtain the general scheme for constructing shock waves from multivalued solutions, given by smooth integral manifolds. This scheme is illustrated by some examples from gas dynamics, mechanics, acoustics and thermodynamics.     

Mean-field backward stochastic differential equations and related partial differential equations

In [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential equations. A limit approach. Ann. Probab. (2007) (in press). Available online: http://www.imstat.org/aop/future_papers.htm] the authors obtained mean-field Backward Stochastic Differential Equations (BSDE) associated with a mean-field Stochastic Differential Equation (SDE) in a natural way as a limit of a high dimensional system of forward and backward SDEs, corresponding to a large number of “particles” (or “agents”). The objective of the present paper is to deepen the investigation of such mean-field BSDEs by studying them in a more general framework, with general coefficient, and to discuss comparison results for them. In a second step we are interested in Partial Differential Equations (PDE) whose solutions can be stochastically interpreted in terms of mean-field BSDEs. For this we study a mean-field BSDE in a Markovian framework, associated with a McKean–Vlasov forward equation. By combining classical BSDE methods, in particular that of “backward semigroups” introduced by Peng [S. Peng, J. Yan, S. Peng, S. Fang, L. Wu (Eds.), in: BSDE and Stochastic Optimizations; Topics in Stochastic Analysis, Science Press, Beijing (1997) (Chapter 2) (in Chinese)], with specific arguments for mean-field BSDEs, we prove that this mean-field BSDE gives the viscosity solution of a nonlocal PDE. The uniqueness of this viscosity solution is obtained for the space of continuous functions with polynomial growth. With the help of an example it is shown that for the nonlocal PDEs associated with mean-field BSDEs one cannot expect to have uniqueness in a larger space of continuous functions.     

On symmetries and conservation laws of the equations of shallow water with an axisymmetric profile of bottom

The local symmetries and conservation laws are calculated for the equations of shallow water with an axisymmetric profile of bottom under the assumption that the corresponding generating functions may depend only on all variables and their derivatives up to the second order. It is shown that if the bottom has the form of a paraboloid of revolution, then there are many symmetries and conservation laws generalizing those for the case of plane bottom.     

Decay of conservation laws and their generating functions

Quantities which are conserved in nondissipative media decay in the presence of dissipation. The velocity of such a decay (or the balance law) may be found explicitly using the generating function of the conservation law. The general approach is illustrated with a system of MHD equations for incompressible magnetofluids.     

Partial differential equations with differential constraints

A geometric setting for constrained exterior differential systems on fibered manifolds with n-dimensional bases is proposed. Constraints given as submanifolds of jet bundles (locally defined by systems of first-order partial differential equations) are shown to carry a natural geometric structure, called the canonical distribution. Systems of second-order partial differential equations subjected to differential constraints are modeled as exterior differential systems defined on constraint submanifolds. As an important particular case, Lagrangian systems subjected to first-order differential constraints are considered. Different kinds of constraints are introduced and investigated (Lagrangian constraints, constraints adapted to the fibered structure, constraints arising from a (co)distribution, semi-holonomic constraints, holonomic constraints).