Form invariance, Noether symmetry and Lie symmetry of Hamiltonian systems in phase space

For the holonomic and non-holonomic Hamiltonian systems in phase space, the definitions and criterions of the form invariance of both Hamilton and generalized Hamilton canonical equations are given. The relations among the form invariance, Noether symmetry and Lie symmetry are studied. Two examples are given to illustrate these results.     

Form invariance and Lie symmetry of variable mass nonholonomic mechanical system

IntroductionThereisacloserelationbetweenthesymmetryandtheconservedquantityinamechanicalsystem .ModernmethodstofindconservedquantityofamechanicalsystemaremainlyNoethersymmetrymethod[1]andLiesymmetrymethod[2 ].NoethersymmetryisaninvarianceoftheHamiltonactionundertheinfinitesimaltransformations.Liesymmetryisaninvarianceofthedifferentialequationsundertheinfinitesimaltransformations.Inthepasttenyears,aseriesofimportresultshavebeenobtainedonthestudyoftheNoethersymmetryandLiesymmetry[3～12 ].Thefo…     

Lie group integration for constrained generalized Hamiltonian system with dissipation by projection method

For the constrained generalized Hamiltonian system with dissipation, by introducing Lagrange multiplier and using projection technique, the Lie group integration method was presented, which can preserve the inherent structure of dynamic system and the constraintinvariant. Firstly, the constrained generalized Hamiltonian system with dissipative was converted to the non-constraint generalized Hamiltonian system, then Lie group integration algorithm for the non-constraint generalized Hamiltonian system was discussed, finally the projection method for generalized Hamiltonian system with constraint was given. It is found that the constraint invariant is ensured by projection technique, and after introducing Lagrange multiplier the Lie group character of the dynamic system can‘ t be destroyed while projecting to the constraint manifold. The discussion is restricted to the case of holonomic constraint. A presented numerical example shows the effectiveness of the method.     

Fer’s expansion for generalized Hamiltonian system based on Lie transformation technique

In the present paper, we present a new method for integrating the ordinary differential equation, especially for the ordinary differential equation derived from explicitly time-dependent generalized Hamiltonian dynamic system, which is based on taking a factorization of the evolution operator as an infinite product of the exponentials of Lie operators. The above process is a Lie group (algebraic) method that retains the structural intrinsic properties of the exact solution when truncated and is used to analyze the main features of the so-called Fer’s expansion. The numerical examples are presented at the end of this paper.     

有多余坐标的完整系统形式不变性导致的新守恒量

研究有多余坐标的完整力学系统由形式不变性直接导出的新型守恒量。用有多余坐标的双面理想完整约束力学系统的运动微分方程和约束方程在无限小变换下的形式不变性，给出系统形式不变性的定义和判据。得到形式不变性导致守恒量的条件以及守恒量的形式，并给出三种特殊情形下的推论。举例说明结果的应用。     

非完整系统的Lie对称性与Noether对称性

研究非完整系统的Lie对称性与Noether对称性及其间的关系,具体研究了Chetaev型变量质量非完整系统和非Chetaev型非完整系统的Lie对称性与Noether对称性。给出Lie对称性导致Noether对称性及Noether对称性导致Lie对称性的条件。     

Lie symmetries and conserved quantities of second-order nonholonomic mechanical system

The Lie symmetries and the conserved quantities of the second-order nonholonomic mechanical system are studied. Firstly, by using the invariance of the differential equation of motion under the infinitesimal transformations, the determining equations and the restriction equations of the Lie symmetries of the system are established, and the structure equation and the conservative quantities of the Lie symmetries are obtained. Secondly , the inverse problems of the Lie symmetries are studied . Finally , an example is given to illustrate the application of the result.     

时间尺度上Hamilton系统的Noether理论

提出并研究时间尺度上Hamilton系统的Noether对称性与守恒量问题．建立了时间尺度上Hamilton原理,导出了相应的Hamilton正则方程．基于时间尺度上Hamilton作用量在群的无限小变换下的不变性,建立了时间尺度上Hamilton系统的Noether定理．定理的证明分成两步：第一步,在时间不变的无限小变换群下给出证明;第二步,利用时间重新参数化技术得到了一般无限小变换群下的定理．给出了经典和离散两种情况下Hamilton系统的Noether守恒量．文末举例说明结果的应用．     

On the Noether symmetry and Lie symmetry of mechanical systems

The Noether symmetry is an invariance of Hamilton action under infinitesimal transformations of time and the coordinates. The Lie symmetry is an invariance of the differential equations of motion under the transformations. In this paper, the relation between these two symmetries is proved definitely and firstly for mechanical systems. The results indicate that all the Noether symmetries are Lie symmetries for Lagrangian systems meanwhile a Noether symmetry is a Lie symmetry for the general holonomic or nonholonomic systems provided that some conditions hold. The project supported by the National Natural Science Foundation of China (19972010)     

Form invariance and noether symmetrical conserved quantity of relativistic Birkhoffian systems

IntroductionIn 1 92 7,theAmericanmathematicianG .D .BirkhoffmadeprimaryresearchesonBirkhoffiandynamics[1].In 1 983,theAmericanphysicistR .M .SantillistudiedthetransformationtheoryofBirkhoffequationsandgeneralizationofGalileirelativity ,andsummarizedcomprehensivelytheoriginofBirkhoffequationsandthelaterstudiesonthem[2 ].Since 1 992 ,theChinesemechanicianMeiFeng_xianganditsco_workershaveconstructedthedynamicsofBirkhoffiansystemonthebasisofRefs.[1 ,2 ] ,andgavethebasictheoreticalframe[3 - …     

Optimal systems of Lie subalgebras for a two-phase mass flow

We apply the Lie symmetry method to a two-phase mass flow model (Pudasaini, 2012 [18]) and construct one-, two- and three-dimensional optimal systems of Lie subalgebras corresponding to the non-linear PDEs. As an optimal system contains structurally important information about different types of invariant solutions, it provides precise insights into all possible invariant solutions emerging from infinitesimal symmetries. We use the optimal system of one-dimensional Lie subalgebras to reduce the two-phase mass flow model to other systems of PDEs. Using the fact that the Lie bracket contains information about further reduction, we further reduce to systems of ODEs and PDEs. We solve a system numerically and present results for different physical and Lie parameters. Simulations reveal fluid and solid dynamics are distinctly sensitive to different Lie parameters, whereas both phases are influenced by the solid and the fluid pressure parameters. Higher pressure gradients result in higher flow velocities and lower flow heights. Fluid velocities dominate solid velocities, but the solid heights are higher than the fluid heights. Results provide an overall picture of the physical process, and the coupled dynamics of the solid and fluid phase velocities and the flow heights. These are physically meaningful results in sheared inclined channel flow of coupled two-phase mixture. This confirms the consistency of the obtained similarity solutions and potential applicability of the models and the constructed optimal systems.     

变质量非完整系统的Lie对称性逆问题

本文研究质量非完整系统的Lie对称性逆问题：根据已知积分求相应的Lie对称性,具体研究了受Chetaev型和非Chetaev型非完整约束的变质量系统的Lie对称性逆问题。首先,根据Lie对称所满足的确定方程和限制方程,给出Lie对称的结构方程和相应的守恒量及其表达式;其次,由已知守恒量求出相应的Noether对称性;最后,根据Noether对称性求出相应的Lie对称性。     

广义协调元的变分基础及几何不变性

本文根据修正的势能原理推出了广义协调元列式。从而为广义协调元提供了一种变分依据。同时讨论了广义协调元的几何不变性,即单元与其节点号编序的相关性问题。在此基础上推导了一个任意四边形薄板弯曲单元,数值结果表明该单元能保证收敛,具有与单元节点号编序无关性,与现有的同类单元相比,具有较高的精度。     

A FORM INVARIANCE OF CONSTRAINED BIRKHOFFIAN SYSTEM

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Lie Symmetry Analysis of Differential Equations in Finance

Lie group theory is applied to differential equations occurring as mathematical models in financial problems. We begin with the complete symmetry analysis of the one-dimensional Black–Scholes model and show that this equation is included in Sophus Lie's classification of linear second-order partial differential equations with two independent variables. Consequently, the Black–Scholes transformation of this model into the heat transfer equation follows directly from Lie's equivalence transformation formulas. Then we carry out the classification of the two-dimensional Jacobs–Jones model equations according to their symmetry groups. The classification provides a theoretical background for constructing exact (invariant) solutions, examples of which are presented.     

LIE SYMMETRIES AND CONSERVED QUANTITY OF A BIPED ROBOT

I. INTRODUCTION It is well known there are close relationships between the symmetries and conservation laws inmechanical systems. The symmetric principles are among the key issues in mechanics. Two e?ectivemethods of studying the symmetries and conservation laws of mechanical are Noether’s method[1] andLie’s method. The approach to Lie symmetries was reported in the 19th century, but no applicationin mechanics appeared until 1979[2]. In recent years, studies of Lie’s method have be…     

Contact Symmetry Algebras of Scalar Ordinary Differential Equations

Using Lie's classification of irreducible contact transformations in thecomplex plane, we show thata third-order scalar ordinary differential equation (ODE)admits an irreducible contact symmetry algebra if and only if it is transformableto q ⁽³⁾=0 via a local contact transformation. This result coupled with the classification of third-order ODEs with respect to point symmetriesprovide an explanation of symmetry breaking for third-order ODEs. Indeed, ingeneral, the point symmetry algebra of a third-order ODE is not asubalgebra of the seven-dimensional point symmetry algebra of q ⁽³⁾=0.However, the contact symmetry algebra of any third-order ODE, except forthird-order linear ODEs with four- and five-dimensional pointsymmetry algebras, is shown to be a subalgebra of the ten-dimensional contact symmetryalgebra of q ⁽³⁾==0. We also show that a fourth-orderscalar ODE cannot admit an irreducible contact symmetry algebra. Furthermore, weclassify completely scalar nth-order (n5) ODEs which admitnontrivial contact symmetry algebras.     

On the normal forms of Hamiltonian systems

We propose a novel method to analyze the dynamics of Hamiltonian systems with a periodically modulated Hamiltonian. The method is based on a special parametric form of the canonical transformation , using Poincaré generating function Ψ (t,x,y). As a result, stability problem of a periodic solution is reduced to finding a minimum of the Poincaré function. The proposed method can be used to find normal forms of Hamiltonians. It should be emphasized that we apply the modified concept of Zhuravlev [Introduction to Theoretical Mechanics. Nauka Fizmatlit, Moscow (1997); Prikladnaya Matematika i Mekhanika 66(3), (2002) in Russian] to define an invariant normal form, which does not require any partition to either autonomous – non-autonomous, or resonance – non-resonance cases, but it is treated in the frame of one approach. In order to find the corresponding normal form asymptotics, a system of equations is derived analogous to Zhuravlev's chain of equations. Instead of the generator method and guiding Hamiltonian, a parametrized guiding function is used. It enables a direct (without the transformation to an autonomous system as in Zhuravlev's method) computation of the chain of equations for non-autonomous Hamiltonians. For autonomous systems, the methods of computation of normal forms coincide in the first and second approximations. Using this method we will present solutions of the following problems: nonlinear Duffing oscillator; oscillation of a swinging spring; dynamics of solid particles in the acoustic wave of viscous liquid, and other problems.     

Hopf Bifurcation of the Generalized Lorenz Canonical Form

Hopf bifurcation of a unified chaotic system – the generalized Lorenz canonical form (GLCF) – is investigated. Based on rigorous mathematical analysis and symbolic computations, some conditions for stability and direction of the periodic obits from the Hopf bifurcation are derived.     

THE HAMILTONIAN SYSTEM AND COMPLETENESS OF SYMPLECTIC ORTHOGONAL SYSTEM

I.IntroductionThemethodofseparationofvariablesisimportanttosolvethesoluti0n0fprobIem0fmathematicalphysics,butmanyproblen1sofmathematicalphysicscannotseparatet'ariab1es,thereforeitrestrictstheranget0appIicatemethodofseparationofvariable.Inthepaperlll,Zhong…