Riccati equations and Lie series

Lie series and a special matrix notation for first-order differential operators are used to show that the Lie group properties of matrix Riccati equations arise in a natural way. The Lie series notation makes it evident that the solutions of a matrix Riccati equation are curves in a group of nonlinear transformations that is a generalization of the linear fractional transformations familiar from the classical complex analysis. It is easy to obtain a linear representation of the Lie algebra of the nonlinear group of transformations and then this linearization leads directly to the standard linearization of the matrix Riccati equations. We note that the matrix Riccati equations considered here are of the general rectangular type.     

Symmetries of shallow water equations on a rotating plane

We consider a system of nonlinear differential equations which describes the spatial motion of an ideal incompressible fluid on a rotating plane in the shallow water approximation and a more general system of the theory of long waves which takes into account the specifics of shear flows. Using the group analysis methods, we calculate the 9-dimensional Lie algebras of infinitesimal operators admissible by the models. We establish an isomorphism of these Lie algebras with a known Lie algebra of operators admissible by the system of equations for the two-dimensional isentropic motions of a polytropic gas with the adiabatic exponent γ = 2. The nontrivial symmetries of the models under consideration enable us to carry out the group generation of the solutions. The class of stationary solutions to the equations of rotating shallow water transforms into a new class of periodic solutions.     

Equivalence problem and integrability of the Riccati equations

We consider the class of general real Riccati equations and find its Lie group of equivalence transformations. Using the Lie algebra of this Lie group and its invariants we formulate criteria of equivalence of the Riccati equations. These criteria determine some cases of the general Riccati equations, which are integrable in quadratures.     

Erratum to: Equivalence problem and integrability of the Riccati equations

We consider the class of general real Riccati equations and find its Lie group of equivalence transformations. Using the Lie algebra of this Lie group and its invariants we formulate criteria of equivalence of the Riccati equations. These criteria determine some cases of the general Riccati equations, which are integrable in quadratures.     

When nonautonomous equations are equivalent to autonomopus ones

We consider nonlinear systems of first order partial differential equations admitting at least two one-parameter Lie groups of transformations with commuting infinitesimal operators. Under suitable conditions it is possible to introduce a variable transformation based on canonical variables which reduces the model in point to autonomous form. Remarkably, the transformed system may admit constant solutions to which there correspond non-constant solutions of the original model. The results are specialized to the case of first order quasilinear systems admitting either dilatation or spiral groups of transformations and a systematic procedure to characterize special exact solutions is given. At the end of the paper the equations of axi-symmetric gas dynamics are considered.     

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.     

一类变系数非线性Schrǒdinger方程的对称群分类和容许变换(英文)

从对称群和容许变换的角度讨论一类变系数非线性Ｓｃｈｒｏｄｉｎｇｅｒ方程,给出所考察方程的非平凡点对称群     

Symmetry groups and similarity solutions for the system of equations for a viscous compressible fluid

Here, using Lie group transformations, we consider the problem of finding similarity solutions to the system of partial differential equations (PDEs) governing one-dimensional unsteady motion of a compressible fluid in the presence of viscosity and thermal conduction, using the general form of the equation of state. The symmetry groups admitted by the governing system of PDEs are obtained, and the complete Lie algebra of infinitesimal symmetries is established. Indeed, with the use of the entailed similarity solution the problem is transformed to a system of ordinary differential equations(ODEs), which in general is nonlinear; in some cases, it is possible to solve these ODEs to determine some special exact solutions.     

Symmetry breaking of systems of linear second-order ordinary differential equations with constant coefficients

We show that the structure of the Lie symmetry algebra of a system of n linear second-order ordinary differential equations with constant coefficients depends on at most n-1 parameters. The tools used are Jordan canonical forms and appropriate scaling transformations. We put our approach to test by presenting a simple proof of the fact that the dimension of the symmetry Lie algebra of a system of two linear second-order ordinary differential with constant coefficients is either 7, 8 or 15. Also, we establish for the first time that the dimension of the symmetry Lie algebra of a system of three linear second-order ordinary differential equations with constant coefficients is 10, 12, 13 or 24.     

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.     

Solving systems of linear equations over lie nilpotent rings

We show how the so called right and left determinants can be used in the solution of certain systems of linear equations over Lie niipotent rings, A close analogue of Cramer's rule is formulated for right linear equations over the Grassmann algebra.     

On the symmetry classification and conservation laws for quasilinear differential equations of second order

We obtain a sufficient condition for the absence of tangent transformations admitted by quasilinear differential equations of second order and a sufficient condition for the linear autonomy of the operators of the Lie group of transformations admitted by weakly nonlinear differential equations of second order. We prove a theorem concerning the structure of conservation laws of first order for weakly nonlinear differential equations of second order. We carry out the classification by first-order conservation laws for linear differential equations of second order with two independent variables.     

Backward Error Analysis for Lie-Group Methods

Backward error analysis has proven to be very useful in stability analysis of numerical methods for ordinary differential equations. However the analysis has so far been undertaken in the Euclidean space or closed subsets thereof. In this paper we study differential equations on manifolds. We prove a backward error analysis result for intrinsic numerical methods. Especially we are interested in Lie-group methods. If the Lie algebra is nilpotent a global stability analysis can be done in the Lie algebra. In the general case we must work on the nonlinear Lie group. In order to show that there is a perturbed differential equation on the Lie group with a solution that is exponentially close to the numerical integrator after several steps, we prove a generalised version of Alekseev-Gr: obner's theorem. A major motivation for this result is that it implies many stability properties of Lie-group methods.     

Symmetries of compatibility conditions for systems of differential equations

When symmetries of differential equations are applied, various types of associated systems of equations appear. Compatibility conditions of the associated systems expressed in the form of differential equations inherit Lie symmetries of the initial equations. Invariant solutions to compatibility systems are known as orbits of partially invariant and generic solutions involved in the Lie group foliation of differential equations and so on. In some cases Bäcklund transformations and differential substitutions connecting quotient equations for compatibility conditions and initial systems naturally arise. Besides, Ovsiannikov's orbit method for finding partially invariant solutions is essentially based on such symmetries.     

Simple left-symmetric algebras with solvable Lie algebra

Left-symmetric algebras (LSAs) are Lie admissible algebras arising from geometry. The leftinvariant affine structures on a Lie groupG correspond bijectively to LSA-structures on its Lie algebra. Moreover if a Lie group acts simply transitively as affine transformations on a vector space, then its Lie algebra admits a complete LSA-structure. In this paper we studysimple LSAs having only trivial two-sided ideals. Some natural examples and deformations are presented. We classify simple LSAs in low dimensions and prove results about the Lie algebra of simple LSAs using a canonical root space decomposition. A special class of complete LSAs is studied.     

Simple left-symmetric algebras with¶solvable Lie algebra

Left-symmetric algebras (LSAs) are Lie admissible algebras arising from geometry. The leftinvariant affine structures on a Lie group {G} correspond bijectively to LSA-structures on its Lie algebra. Moreover if a Lie group acts simply transitively as affine transformations on a vector space, then its Lie algebra admits a complete LSA-structure. In this paper we study simple LSAs having only trivial two-sided ideals. Some natural examples and deformations are presented. We classify simple LSAs in low dimensions and prove results about the Lie algebra of simple LSAs using a canonical root space decomposition. A special class of complete LSAs is studied. Received: 10 June 1997 / Revised version: 29 September 1997     

Lie point symmetries, partial Noether operators and first integrals of the Painlevé-Gambier equations

We utilize the Lie-Tressé linearization method to obtain linearizing point transformations of certain autonomous nonlinear second-order ordinary differential equations contained in the Painlevé-Gambier classification. These point transformations are constructed using the Lie point symmetry generators admitted by the underlying Painlevé-Gambier equations. It is also shown that those Painlevé-Gambier equations which have a few Lie point symmetries and hence are not linearizable by this method can be integrated by a quadrature. Moreover, by making use of the partial Lagrangian approach we obtain time dependent and time independent first integrals for these Painlevé-Gambier equations which have not been reported in the earlier literature. A comparison of the results obtained in this paper is made with the ones obtained using the generalized Sundman linearization method.     

Group classification of systems of diffusion equations

Group classification of a class of systems of diffusion equations is carried out. Arbitrary elements that appear in the system depend on two variables. All forms of the arbitrary elements that provide additional Lie symmetries are determined. Equivalence transformations are used to simplify the analysis. Examples of similarity reductions are presented. Copyright © 2016 John Wiley & Sons, Ltd.     

Nonlocal symmetries and formulae for generation of solutions for a class of diffusion-convection equations

New formulae of nonlocal nonlinear superposition and generation of solutions are proposed for nonlinear diffusion-convection equations which are linearizable or are invariant with respect to a generalized hodograph transformation or connected by this transformation. We study in what particular ways additional Lie symmetries of diffusion-convection equations induce nonlocal symmetries of equations obtained from the initial ones by nonlocal transformations. The formulae derived are used for the construction of exact solutions.