Nonlocal symmetries of evolution equations

We suggest the method for group classification of evolution equations admitting nonlocal symmetries which are associated with a given evolution equation possessing nontrivial Lie symmetry. We apply this method to second-order evolution equations in one spatial variable invariant under Lie algebras of the dimension up to three. As a result, we construct the broad families of new nonlinear evolution equations possessing nonlocal symmetries which in principle cannot be obtained within the classical Lie approach.     

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.     

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.     

Symmetry solutions of a nonlinear elastic wave equation with third-order anharmonic corrections

Lie symmetry method is applied to analyze a nonlinear elastic wave equation for longitudinal deformations with third-order anharmonic corrections to the elastic energy. Symmetry algebra is found and reductions to second-order ordinary differential equations （ODEs） are obtained through invariance under different symmetries. The reduced ODEs are further analyzed to obtain several exact solutions in an explicit form. It was observed in the literature that anharmonic corrections generally lead to solutions with time-dependent singularities in finite times singularities, we also obtain solutions which Along with solutions with time-dependent do not exhibit time-dependent singularities.     

Isospectral Euler-Bernoulli beams via factorization and the Lie method

We obtain isospectral Euler-Bernoulli beams by using factorization and Lie symmetry techniques. The canonical Euler-Bernoulli beam operator is factorized as the product of a second-order linear differential operator and its adjoint. The factors are then reversed to obtain isospectral beams. The factorization is possible provided the coefficients of the factors satisfy a system of non-linear ordinary differential equations. The uncoupling of this system yields a single non-linear third-order ordinary differential equation. This ordinary differential equation, called the principal equation, is analyzed, reduced or solved using Lie group methods. We show that the principal equation may admit a one-dimensional or three-dimensional symmetry Lie algebra. When the principal system admits a unique symmetry, the best we can do is to depress its order by one. We obtain a one-parameter family of invariant solutions in this case. The maximally symmetric case is shown to be isomorphic to a Chazy equation which is solved in closed form to derive the general solution of the principal equation. The transformations connecting isospectral pairs are obtained by numerically solving systems of ordinary differential equations using the fourth-order Runge-Kutta method.     

Symmetries of second-order systems of ODEs and integrability

We present a method for finding a complete set of kth-order (k≥2) differential invariants including bases of invariants corresponding to vector fields in three variables of four-dimensional real Lie algebras. As a consequence, we provide a complete list of second-order differential invariants and canonical forms for vector fields of four-dimensional Lie algebras and their admitted regular systems of two second-order ODEs. Moreover, we classify invariant representations of these canonical forms of ODEs into linear, partial linear, uncoupled, and partial uncoupled cases. In addition, we give an integration procedure for invariant representations of canonical forms for regular systems of two second-order ODEs admitting four-dimensional Lie algebras.     

SIMILARITY SOLUTIONS FOR CREEPING FLOW AND HEAT TRANSFER IN SECOND GRADE FLUID

IntroductionTheconceptofthesecondgradefluidcanbedevelopedasanexpansionintermsoffadingmemorytotheNewtonianfluid .Insodoing ,higherorderderivativesofthevelocityfieldarerequired.However,secondorderfluidmayprovideonlyanapproximationtorealviscoelasticbehavior.Thephysicalmeaning ,ifany ,ofthehighorderderivativesisunclearnevertheless,theRivlinEricksensecondorderfluidiscommonlyusedandfurtherstudyseemswarranted .TheStokesflowsolutionsandthecreepingsecondgradefluidflowsolutionsarepresentedqualitativel…     

Exact solutions to the equations of perfect gases through Lie group analysis and substitution principles

In this paper we consider the equations that govern the motion of perfect gases. We explicitly characterize some classes of steady solutions in two and three space dimensions, by introducing invertible point transformations suggested by Lie group analysis; moreover, by using various transformations known as substitution principles, new steady and unsteady solutions are constructed.     

Group classification and exact solutions of a generalized Emden–Fowler equation

The aim of this work is to perform a complete symmetry classification of a generalized Emden-Fowler equation. The various forms of this equation are extensively studied in the literature and they have applications in astrophysical and physiological phenomena. The classical approach of group classification and the procedure based upon the Lie algebras of low dimension are employed for classification. Exact solutions of the invariant equations are derived.     

whittaker’s Reduction Method for Poincare’s Dynamical Equations

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Symmetries of the hyperbolic shallow water equations and the Green–Naghdi model in Lagrangian coordinates

The observation that the hyperbolic shallow water equations and the Green–Naghdi equations in Lagrangian coordinates have the form of an Euler–Lagrange equation with a natural Lagrangian allows us to apply Noether's theorem for constructing conservation laws for these equations. In this study the complete group analysis of these equations is given: admitted Lie groups of point and contact transformations, classification of the point symmetries and all invariant solutions are studied. For the hyperbolic shallow water equations new conservation laws which have no analog in Eulerian coordinates are obtained. Using Noether's theorem a new conservation law of the Green–Naghdi equations is found. The dependence of solutions on the parameter is illustrated by self-similar solutions which are invariant solutions of both models.     

About the automatic generation of equations of curvilinear systems

Following other papers devoted to intrinsic formulations of curvilinear systems, we develop here the Maple procedures and some additional calculations in Lie group of displacements which yield explicit scalar equations.     

SIMILARITY SOLUTIONS OF BOUNDARY LAYER EQUATIONS FOR A SPECIAL NON-NEWTONIAN FLUID IN A SPECIAL COORDINATE SYSTME

Two dimensional equations of steady motion for third order fluids are expressed in a special coordinate system generated by the potential flow corresponding to an inviscid fluid. For the inviscid flow around an arbitrary object, the streamlines are the phicoordinates and velocity potential lines are psi-coordinates which form an orthogonal curvilinear set of coordinates. The outcome, boundary layer equations, is then shown to be independent of the body shape immersed into the flow. As a first approximation, assumption that second grade terms are negligible compared to viscous and third grade terms. Second grade terms spoil scaling transformation which is only transformation leading to similarity solutions for third grade fluid. By ~sing Lie group methods, infinitesimal generators of boundary layer equations are calculated. The equations are transformed into an ordinary differential system. Numerical solutions of outcoming nonlinear differential equations are found by using combination of a Runge-Kutta algorithm and shooting technique.     

On Substitution Principles in Ideal Magneto-Gasdynamics by Means of Lie Group Analysis

The equations governing the flow of an inviscid thermally non-conducting fluid of infinite electrical conductivity in the presence of a magnetic field and subject to no extraneous forces are considered within the framework of Lie group analysis. It is shown how to recover and extend some results, known in literature as substitution principles, by conveniently requiring the invariance of the basic governing equations under a one-parameter Lie group of point transformations. Moreover, a new substitution principle for the equations ruling the plane motion of a fluid with adiabatic index Γ = 2 subjected to a transverse magnetic field is given. Some applications of the results are also given.     

General equations of curvilinear systems: A coordinate-free approach by using Lie group theory

Using Lie group theory, it is proposed to give the intrinsic most general equations of any curvilinear system (Σ), the only hypothesis being that each section is rigid. After giving these equations, we shall illustrate the power of the method by proposing some elements of the automatic generation of the corresponding scalar equations.     

Exact flow of a third-grade fluid on a porous wall

The flow of a third-grade fluid occupying the space over a wall is studied. At the surface of the wall suction or blowing velocity is applied. By introducing a velocity field, the governing equations are reduced to a non-linear partial differential equation. The resulting equation is analysed analytically using Lie group methods.     

Rotational Symmetries of Crystals with Defects

I use the theory of Lie groups/algebras to discuss the symmetries of crystals with uniform distributions of defects.      

Geometric Proof of Lie's Linearization Theorem

In 1883, S. Lie found the general form of all second-order ordinary differential equations transformable to the linear equation by a change of variables and proved that their solution reduces to integration of a linear third-order ordinary differential equation. He showed that the linearizable equations are at most cubic in the first-order derivative and described a general procedure for constructing linearizing transformations by using an over-determined system of four equations. We present here a simple geometric proof of the theorem, known as Lie's linearization test, stating that the compatibility of Lie's four auxiliary equations furnishes a necessary and sufficient condition for linearization.     

Group classification for path equation describing minimum drag work and symmetry reductions

The path equation describing the minimum drag work first proposed by Pakdemirli is reconsidered （Pakdemirli, M. The drag work minimization path for a fly- ing object with altitude-dependent drag parameters. Proceedings of the Institution of Mechanical Engineers, Part C, Journal of Mechanical Engineering Science 223（5）, 1113- 1116 （2009））. The Lie group theory is applied to the general equation. The group classi- fication with respect to an altitude-dependent arbitrary function is presented. Using the symmetries, the group-invariant solutions are determined, and the reduction of order is performed by the canonical coordinates.     

Group theoretical analysis and similarity solutions for stress boundary layers in viscoelastic flows

Lie group theory is used to obtain point symmetries of the boundary layer equations derived in the literature for the high Weissenberg number flow of upper convected Maxwell (UCM) and Phan-Tien-Tanner (PTT) type of viscoelastic fluids. The equations are reduced to ordinary differential equation systems with the use of scaling and spiral transformation groups. Similarity solutions are obtained and discussed for different cases such as flow around corners, flow over moving and stretching walls, and exponential shear flows.