Contact-equivalence problem for linear hyperbolic equations

We consider the local equivalence problem for the class of linear second-order hyperbolic equations in two independent variables under an action of the pseudo-group of contact transformations. é. Cartan’s method is used for finding the Maurer-Cartan forms for symmetry groups of equations from the class and computing structure equations and complete sets of differential invariants for these groups. The solution of the equivalence problem is formulated in terms of these differential invariants. __________ Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 25, pp. 119–142, 2005.     

On linearization of hyperbolic equations using differential invariants

In this paper we consider the general class of hyperbolic equations uxt=F(x,t,u,ux,ut). We use equivalence transformations to derive differential invariants for this class and for two subclasses. Then we employ these invariants to construct equations that can be linearized via local mappings. Further applications of the differential invariants are given.     

On the invariants of two dimensional linear parabolic equations

We consider the most general two dimensional linear parabolic equations. Motivated by the recent work of Ibragimov et al. [1], [2], [3] we construct differential invariants, semi-invariants and invariant equations. These results are achieved with the employment of the equivalence group admitted by this class of parabolic equations. We derive those variable coefficient equations of this class of linear parabolic equations that can be mapped into constant coefficient equations. Further applications are presented.     

The natural occurrence of flux splitting in a hyperbolic setting

Classical derivations of the so-called Riemann invariants for hyperbolic partial differential equations have depended upon the strong-solution concept. Thus, invariance may rigorously be guaranteed only in regions of smooth flow. In general, this is as much as can be said. However, by restricting attention to linear hyperbolic systems, it further emerges that the Riemann invariant fully justifies its title. By using distribution-theoretical arguments based on the weak-solution concept. Riemann invariants of a more generalized nature are studied. For a particular weak solution u there exists, among the equivalence class [u] of weak solutions that differ from u at most on a set of measure zero, a weak solution u whose Riemann invariant corresponding to characteristic direction λ is constant on lines C: dx/dt = λ. Moreover, every piecewise-smooth weak solution has Riemann invariants that are continuous across a finite jump discontinuity. This result is used to establish for a certain Riemann problem that the one-sided time derivative at a point of discontinuity exhibits a character usually regarded in the literature as flux splitting. This result sheds light upon the validity of some upstream-biased approximation techniques for the numerical solution of hyperbolic systems.     

Differential invariants of a class of Lagrangian systems with two degrees of freedom

We consider systems of Euler–Lagrange equations with two degrees of freedom and with Lagrangian being quadratic in velocities. For this class of equations the generic case of the equivalence problem is solved with respect to point transformations. Using Lie?s infinitesimal method we construct a basis of differential invariants and invariant differentiation operators for such systems. We describe certain types of Lagrangian systems in terms of their invariants. The results are illustrated by several examples.     

Equivalence of Third-Order Ordinary Differential Equations to Chazy Equations I–XIII

In the paper we solve the equivalence problem of the third-order ordinary differential equations quadratic in the second-order derivative. For this class of equations the invariants of the group of point equivalence transformations and the invariant differentiation operators are constructed. Using these results the invariants of 13 Chazy equations were calculated. We provide examples of finding equivalent equations by use of their invariants. Also two new examples of the equations linearizable by a local transformation are found. These are a particular case of Chazy–XII equation and a Schwarzian equation.     

Ibragimov-type invariants for a system of two linear parabolic equations

We obtain new semi-invariants for a system of two linear parabolic type partial differential equations (PDEs) in two independent variables under equivalence transformations of the dependent variables only. This is achieved for a class of systems of two linear parabolic type PDEs that correspond to a scalar complex linear (1 + 1) parabolic equation. The complex transformations of the dependent variables which map the complex scalar linear parabolic PDE to itself provide us with real transformations that map the corresponding system of linear parabolic type PDEs to itself with different coefficients in general. The semi-invariants deduced for this class of systems of two linear parabolic type equations correspond to the complex Ibragimov invariants of the complex scalar linear parabolic equation. We also look at particular cases of the system of parabolic type equations when they are uncoupled or coupled in a special manner. Moreover, we address the inverse problem of when systems of linear parabolic type equations arise from analytic continuation of a scalar linear parabolic PDE. Examples are given to illustrate the method implemented.     

Hyperbolic surfaces in the Grassmannian

In this article we study real 2-dimensional surfaces in the Grassmannian of 2-planes in a 4-dimensional vector space. These surfaces occur naturally as the fibers of jet bundles of partial differential equations.On the Grassmannian there is an invariant conformal quadratic form and we will use the structure induced by this quadratic form to study the surfaces. We give a topological classification of compact hyperbolic surfaces similar to the classification by Gluck and Warner [Duke Math. J. 50 (1) (1983)] of compact elliptic surfaces. In contrast with elliptic surfaces there are several topological possibilities for hyperbolic surfaces. We make a calculation of the differential invariants under the action of the group of conformal isometries. Finally, we analyze a class of surfaces called geometrically flat and show that within this class there exist many examples of non-trivial compact surfaces.     

时滞抛物型与双曲型微分方程解的振动性的讨论

对一类线性以及非线性抛物型时滞微分方程的解在第一或第二边值条件下解振动的充分必要条件进行了讨论,给出了解振动的一些结论.并且对一类线性以及带强迫项的非线性双曲型时滞微分方程的解在第一或第二边值条件下解振动的充分必要条件进行了讨论,也给出了一些结论.     

Nonlinear feedback control and systems of partial differential equations

Finding an equivalence between two feedback control systems is treated as a problem in the theory of partial differential equation systems. The mathematical aim is to embed the Jakubzyk-Respondek, Hunt-Meyer-Su work on feedback linearization in the general theory of differential systems due to Lie, Cartan, Vessiot, Spencer, and Goldschmidt. We do this by using the functor taking control systems into differential systems, and studying the equivalence invariants of such differential systems. After discussing the general case, attention is focussed on the special situation of most immediate practical importance, the theory of feedback linearization. In this case, the general system for feedback equivalence becomes a system of linear partial differential equations. Conditions are found that the general solution of this system may be described in terms of a Frobenius system and certain differential-algebraic operations.This work was supported by grant from the Ames Research Center of NASA and the Applied Mathematics Program of the National Science Foundation.     

Differential invariants of generic hyperbolic Monge-Ampère equations

In this paper basic differential invariants of generic hyperbolic Monge-Ampère equations with respect to contact transformations are constructed and the equivalence problem for these equations is solved.      

Contact linearization of nondegenerate Monge-Ampère equations

The present paper is devoted to the problem of transforming the classical Monge-Ampère equations to the linear equations by change of variables. The class of Monge-Ampère equations is distinguished from the variety of second-order partial differential equations by the property that this class is closed under contact transformations. This fact was known already to Sophus Lie who studied the Monge-Ampère equations using methods of contact geometry. Therefore it is natural to consider the classification problems for the Monge-Ampère equations with respect to the pseudogroup of contact transformations. In the present paper we give the complete solution to the problem of linearization of regular elliptic and hyperbolic Monge-Ampère equations with respect to contact transformations. In order to solve this problem, we construct invariants of the Monge-Ampère equations and the Laplace differential forms, which involve the classical Laplace invariants as coefficients.     

QUADRATIC INVARIANTS AND SYMPLECTIC STRUCTURE OF GENERAL LINEAR METHODS

1. IntroductionInvestigating whether a numerical method inherits some dynamical properties possessed bythe differential equation systems being integrated is an important field of numerical analysisand has received much attention in recent years See the review articlesof Sanz-Serna[9] and Section 11.16 of Hairer et. al.[2] for more detail concerning the symplectic methods. Most of the work on canonical iotegrators has dealt with one-step formulaesuch as Runge-Kutta methods and Runge'methods …     

Lie group analysis of two-dimensional variable-coefficient Burgers equation

The modern group analysis of differential equations is used to study a class of two-dimensional variable coefficient Burgers equations. The group classification of this class is performed. Equivalence transformations are also found that allow us to simplify the results of classification and to construct the basis of differential invariants and operators of invariant differentiation. Using equivalence transformations, reductions with respect to Lie symmetry operators and certain non-Lie ans?tze, we construct exact analytical solutions for specific forms of the arbitrary elements. Finally, we classify the local conservation laws.     

Lie group analysis of two-dimensional variable-coefficient Burgers equation

The modern group analysis of differential equations is used to study a class of two-dimensional variable coefficient Burgers equations. The group classification of this class is performed. Equivalence transformations are also found that allow us to simplify the results of classification and to construct the basis of differential invariants and operators of invariant differentiation. Using equivalence transformations, reductions with respect to Lie symmetry operators and certain non-Lie ansätze, we construct exact analytical solutions for specific forms of the arbitrary elements. Finally, we classify the local conservation laws.     

Scalar differential invariants of symplectic Monge-Ampère equations

All second order scalar differential invariants of symplectic hyperbolic and elliptic Monge-Ampère equations with respect to symplectomorphisms are explicitly computed. In particular, it is shown that the number of independent second order invariants is equal to 7, in sharp contrast with general Monge-Ampère equations for which this number is equal to 2. We also introduce a series of invariant differential forms and vector fields which allow us to construct numerous scalar differential invariants of higher order. The introduced invariants give a solution of the symplectic equivalence of Monge-Ampère equations. As an example we study equations of the form u _xy + f(x, y, u _x , u _y ) = 0 and in particular find a simple linearization criterion.     

Cascade method of Laplace integration for linear hyperbolic systems of equations

We propose a generalization of the cascade method of Laplace integration to the case of linear hyperbolic systems of equations. On the basis of this generalization, we prove that the system of equations with vanishing product of Laplace invariants has a complete set of solutions depending on arbitrary functions.     

A property of the defining equations for the Lie algebra in the group classification problem for wave equations

We solve the group classification problem for nonlinear hyperbolic systems of differential equations. The admissible continuous group of transformations has the Lie algebra of dimension less than 5. This main statement follows from the principal property of the defining equations of the admissible Lie algebra: the commutator of two solutions is a solution. Using equivalence transformations we classify nonlinear systems in accordance with the well-known Lie algebra structures of dimension 3 and 4.     

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.