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.     

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.     

On differential equations characterized by their Lie point symmetries

We study the geometry of differential equations determined uniquely by their point symmetries, that we call Lie remarkable. We determine necessary and sufficient conditions for a differential equation to be Lie remarkable. Furthermore, we see how, in some cases, Lie remarkability is related to the existence of invariant solutions. We apply our results to minimal submanifold equations and to Monge-Ampère equations in two independent variables of various orders.     

Associate symmetries: A novel procedure for finding contact symmetries

A new method for finding contact symmetries is proposed for both ordinary and partial differential equations. Symmetries more general than Lie point are often difficult to find owing to an increased dependency of the infinitesimal functions on differential quantities. As a consequence, the invariant surface condition is often unable to be “split” into a reasonably sized set of determining equations, if at all. The problem of solving such a system of determining equations is here reduced to the problem of finding its own point symmetries and thus subsequent similarity solutions to these equations. These solutions will (in general) correspond to some subset of symmetries of the original differential equations. For this reason, we have termed such symmetries associate symmetries. We use this novel method of associate symmetries to determine new contact symmetries for a non-linear PDE and a second order ODE which could not previously be found using computer algebra packages; such symmetries for the latter are particularly difficult to find. We also consider a differential equation with known contact symmetries in order to illustrate that the associate symmetry procedure may, in some cases, be able to retrieve all such symmetries.     

Internal gravity wave beams as invariant solutions of Boussinesq equations in geophysical fluid dynamics

It is shown that Lie group analysis of differential equations provides the exact solutions of two-dimensional stratified rotating Boussinesq equations which are a basic model in geophysical fluid dynamics. The exact solutions are obtained as group invariant solutions corresponding to the translation and dilation generators of the group of transformations admitted by the equations. The comparison with the previous analytic studies and experimental observations confirms that the anisotropic nature of the wave motion allows to associate these invariant solutions with uni-directional internal wave beams propagating through the medium. It is also shown that the direction of internal wave beam propagation is in the transverse direction to one of the invariants which corresponds to a linear combination of the translation symmetries. Furthermore, the amplitudes of a linear superposition of wave-like invariant solutions forming the internal gravity wave beams are arbitrary functions of that invariant. Analytic examples of the latitude-dependent invariant solutions associated with internal gravity wave beams that have different general profiles along the obtained invariant and propagating in the transverse direction are considered. The behavior of the invariant solutions near the critical latitude is illustrated.     

On the geometry of the Clairin theory of conditional symmetries for higher-order systems of PDEs with applications

This work presents a geometrical formulation of the Clairin theory of conditional symmetries for higher-order systems of partial differential equations (PDEs). We devise methods for obtaining Lie algebras of conditional symmetries from known conditional symmetries, and unnecessary previous assumptions of the theory are removed. As a consequence, new insights into other types of conditional symmetries arise. We then apply the so-called PDE Lie systems to the derivation and analysis of Lie algebras of conditional symmetries. In particular, we develop a method for obtaining solutions of a higher-order system of PDEs via the solutions and geometric properties of a PDE Lie system, whose form gives a Lie algebra of conditional symmetries of the Clairin type. Our methods are illustrated with physically relevant examples such as nonlinear wave equations, the Gauss–Codazzi equations for minimal soliton surfaces, and generalised Liouville equations.     

Field theoretical Lie symmetry analysis: The Möbius group,exact solutions of conformal autonomous systems,and predictive model-building

We study single and coupled first-order differential equations (ODEs) that admit symmetries with tangent vector fields, which satisfy the N-dimensional Cauchy–Riemann equations. In the two-dimensional case, classes of first-order ODEs which are invariant under Möbius transformations are explored. In the N dimensional case we outline a symmetry analysis method for constructing exact solutions for conformal autonomous systems. A very important aspect of this work is that we propose to extend the traditional technical usage of Lie groups to one that could provide testable predictions and guidelines for model-building and model-validation. The Lie symmetries in this paper are constrained and classified by field theoretical considerations and their phenomenological implications. Our results indicate that conformal transformations are appropriate for elucidating a variety of linear and nonlinear systems which could be used for, or inspire, future applications. The presentation is pragmatic and it is addressed to a wide audience.     

Hidden symmetries of energy-conserving differential equations

Hidden symmetries of second-order differential equations whichare invariant under a one-parameter Lie point group and areof the energy-conserving form are analysed as an inverse problemfor some particular cases. These hidden symmetries occur asadditional one-parameter lie point group symmetries in the reducedfirst-order differential equations.     

Lie group symmetry analysis of transport in porous media with variable transmissivity

We determine the Lie group symmetries of the coupled partial differential equations governing a novel problem for the transient flow of a fluid containing a solidifiable gel, through a hydraulically isotropic porous medium. Assuming that the permeability (K^∗) of the porous medium is a function of the gel concentration (c^∗), we determine a number of exact solutions corresponding to the cases where the concentration-dependent permeability is either arbitrary or has a power law variation or is a constant. Each case admits a number of distinct Lie symmetries and the solutions corresponding to the optimal systems are determined. Some typical concentration and pressure profiles are illustrated and a specific moving boundary problem is solved and the concentration and pressure profiles are displayed.     

mKdV方程的对称与群不变解

主要考虑mKdV方程的一些简单对称及其构成的李代数,并利用对称约化的方法将mKdV方程化为常微分方程,从而得到该方程的群不变解,这是对该方程群不变解的进一步扩展.     

Einstein–Weyl structures from hyper–Kähler metrics with conformal Killing vectors

We consider four (real or complex) dimensional hyper-Kähler metrics with a conformal symmetry K. The three-dimensional space of orbits of K is shown to have an Einstein–Weyl structure which admits a shear-free geodesics congruence for which the twist is a constant multiple of the divergence. In this case the Einstein–Weyl equations reduce down to a single second order PDE for one function. The Lax representation, Lie point symmetries, hidden symmetries and the recursion operator associated with this PDE are found, and some group invariant solutions are considered.     

Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions

We compute prices of zero‐coupon bonds in the Vasicek and Cox–Ingersoll–Ross interest rate models as group‐invariant solutions. Firstly, we determine the symmetries of the valuation partial differential equation that are compatible with the terminal condition and then seek the desired solution among the invariant solutions arising from these symmetries. We also point to other possible studies on these models using the symmetries admitted by the valuation partial differential equations. Copyright © 2007 John Wiley & Sons, Ltd.     

Invariant solutions as internal singularities of nonlinear differential equations and their use for qualitative analysis of implicit and numerical solutions

Lie group analysis of nonlinear differential equations reveals existence of singularities provided by invariant solutions and invisible from the form of the equation in question. We call them internal singularities in contrast with external singularities manifested by the form of the equation. It is illustrated by way of examples that internal singularities are useful for analyzing a behaviour of solutions of nonlinear differential equations near external singularities.     

A Lie symmetry analysis and explicit solutions of the two‐dimensional ∞‐Polylaplacian

In this work, we consider the Lie point symmetry analysis of a strongly nonlinear partial differential equation of third order, the ∞‐Polylaplacian, in two spatial dimensions. This equation is a higher order generalization of the ∞‐Laplacian, also known as Aronsson's equation, and arises as the analog of the Euler–Lagrange equations of a second‐order variational principle in L^∞. We obtain its full symmetry group, one‐dimensional Lie subalgebras and the corresponding symmetry reductions to ordinary differential equations. Finally, we use the Lie symmetries to construct new invariant ∞‐Polyharmonic functions.     

Exact solutions of the time fractional nonlinear Schrödinger equation with two different methods

In the present paper, exact solutions of fractional nonlinear Schrödinger equations have been derived by using two methods: Lie group analysis and invariant subspace method via Riemann‐Liouvill derivative. In the sense of Lie point symmetry analysis method, all of the symmetries of the Schrödinger equations are obtained, and these operators are applied to find corresponding solutions. In one case, we show that Schrödinger equation can be reduced to an equation that is related to the Erdelyi‐Kober functional derivative. The invariant subspace method for constructing exact solutions is presented for considered equations.     

Symmetry, Compatibility and Exact Solutions of PDEs

We discuss various compatibility criteria for overdetermined systems of PDEs generalizing the approach to formal integrability via brackets of differential operators. Then we give sufficient conditions that guarantee that a PDE possessing a Lie algebra of symmetries has invariant solutions. Finally we discuss models of equations with large symmetry algebras, which eventually lead to integration in closed form.     

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.     

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.