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.     

An algorithmic method for showing existence of nontrivial non-classical symmetries of partial differential equations without solving determining equations

In this paper, based on differential characteristic set theory and the associated algorithm (also called Wu?s method), an algorithmic method is presented to decide on the existence of a nontrivial non-classical symmetry of a given partial differential equation without solving the corresponding nonlinear determining system. The theory and algorithm give a partial answer for the open problem posed by P.A. Clarkson and E.L. Mansfield in [21] on non-classical symmetries of partial differential equations. As applications of our algorithm, non-classical symmetries and corresponding invariant solutions are found for several evolution equations.     

A method for computing symmetries and conservation laws of integra-differential equations

A method for computing symmetries and conservation laws of integro-differential equations is proposed. It resides in reducing an integro-differential equation to a system of boundary differential equations and in computing symmetries and conservation laws of this system. A geometry of boundary differential equations is constructed like the differential case. Results of the computation for the Smoluchowski's coagulation equation are given.     

Symmetry analysis and some exact solutions of cylindrically symmetric null fields in general relativity

The symmetry reduction method based on the Fréchet derivative of the differential operators is applied to investigate symmetries of the Field equations in general relativity corresponding to cylindrically symmetric space–time, that is a coupled system of nonlinear partial differential equations of second order. More specifically, this technique yields invariant transformation that reduce the given system of partial differential equations to a system of nonlinear ordinary differential equations. Some of the reduced systems are further studied for exact solutions.     

Symmetries and conservation laws of Kadomtsev-Pogutse equations

Kadomtsev-Pogutse equations are of great interest from the viewpoint of the theory of symmetries and conservation laws and, in particular, enable us to demonstrate their potentials in action. This paper presents, firstly, the results of computations of symmetries and conservation laws for these equations and the methods of obtaining these results. Apparently, all the local symmetries and conservation laws admitted by the considered equations are exhausted by those enumerated in this paper. Secondly, we point out some reductions of Kadomtsev-Pogutse equations to more simpler forms which have less independent variables and which, in some cases, allow us to construct exact solutions. Finally, the technique of solution deformation by symmetries and their physical interpretation are demonstrated.     

Semi‐invariant solutions of the Navier‐Stokes equations

We present new exact solutions and reduced differential systems of the Navier‐Stokes equations of incompressible viscous fluid flow. We apply the method of semi‐invariant manifolds, introduced earlier as a modification of the Lie invariance method. We show that many known solutions of the Navier‐Stokes equations are, in fact, semi‐invariant and that the reduced differential systems we derive using semi‐invariant manifolds generalize previously obtained results that used ad hoc methods. Many of our semi‐invariant solutions solve decoupled systems in triangular form that are effectively linear. We also obtain several new reductions of Navier‐Stokes to a single nonlinear partial differential equation. In some cases, we can solve reduced systems and generate new analytic solutions of the Navier‐Stokes equations or find their approximations, and physical interpretation.     

Symmetries and conservation laws of partial differential equations: Basic notions and results

The main notions and results which are necessary for finding higher symmetries and conservation laws for general systems of partial differential equations are given. These constitute the starting point for the subsequent papers of this volume. Some problems are also discussed.     

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.     

On Gevrey solutions of threefold singular nonlinear partial differential equations

We study Gevrey asymptotics of the solutions to a family of threefold singular nonlinear partial differential equations in the complex domain. We deal with both Fuchsian and irregular singularities, and allow the presence of a singular perturbation parameter. By means of the Borel–Laplace summation method, we construct sectorial actual holomorphic solutions which turn out to share a same formal power series as their Gevrey asymptotic expansion in the perturbation parameter. This result rests on the Malgrange–Sibuya theorem, and it requires to prove that the difference between two neighboring solutions is exponentially small, what in this case involves an asymptotic estimate for a particular Dirichlet-like series.     

Partial differential equations with differential constraints

A geometric setting for constrained exterior differential systems on fibered manifolds with n-dimensional bases is proposed. Constraints given as submanifolds of jet bundles (locally defined by systems of first-order partial differential equations) are shown to carry a natural geometric structure, called the canonical distribution. Systems of second-order partial differential equations subjected to differential constraints are modeled as exterior differential systems defined on constraint submanifolds. As an important particular case, Lagrangian systems subjected to first-order differential constraints are considered. Different kinds of constraints are introduced and investigated (Lagrangian constraints, constraints adapted to the fibered structure, constraints arising from a (co)distribution, semi-holonomic constraints, holonomic constraints).     

Generalized solutions to partial differential equations of evolution type

This paper deals with a new solution concept for partial differential equations in algebras of generalized functions. Introducing regularized derivatives for generalized functions, we show that the Cauchy problem is wellposed backward and forward in time for every system of linear partial differential equations of evolution type in this sense. We obtain existence and uniqueness of generalized solutions in situations where there is no distributional solution or where even smooth solutions are nonunique. In the case of symmetric hyperbolic systems, the generalized solution has the classical weak solution as macroscopic aspect. Two extensions to nonlinear systems are given: global solutions to quasilinear evolution equations with bounded nonlinearities and local solutions to quasilinear symmetric hyperbolic systems.     

Symmetries and solutions to the thin film equations

We study symmetries and solutions of the generalized fourth-order nonlinear partial differential equations which arise from studies of thin liquid films. It is shown that the equations admit extended scaling and rotation symmetries and a class of generalized conditional symmetries for certain coefficient functions. Exact solutions associated to the symmetries are obtained.     

Invariant subspaces and exact solutions of a class of dispersive evolution equations

The invariant subspace method is used to classify a class of systems of nonlinear dispersive evolution equations and determine their invariant subspaces and exact solutions. A crucial step is to take subspaces of solutions to linear ordinary differential equations as invariant subspaces that systems of evolution equations admit. A few examples of presenting exact solutions with generalized separated variables illustrate the effectiveness of the invariant subspace method in solving systems of nonlinear evolution equations.     

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.     

Exact solutions of gasdynamic equations obtained by the method of conservation laws

In the present paper, the recent method of conservation laws for constructing exact solutions for systems of nonlinear partial differential equations is applied to the gasdynamic equations describing one-dimensional and three-dimensional polytropic flows. In the one-dimensional case singular solutions are constructed in closed forms. In the three-dimensional case several conservation laws are used simultaneously. It is shown that the method of conservation laws leads to particular solutions different from group invariant solutions.     

Existence of solutions to Hamilton-Jacobi functional differential equations

This paper deals with the Cauchy problem for nonlinear first order partial functional differential equations. The unknown function is the functional variable in the equation and the partial derivatives appear in a classical sense. A theorem on the local existence of a generalized solution is proved. The initial problem is transformed into a system of functional integral equations for an unknown function and for their partial derivatives with respect to spatial variables. The existence of solutions of this system is proved by using a method of successive approximations. A method of bicharacteristics and integral inequalities are applied.     

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.     

一类非线性演化方程初值问题的幂级数解

研究了一类非线性演化方程初值问题.通过不变子空间方法,这类初值问题被约化为常微分方程组的初值问题.这类初值问题是适定的.本文给出了这类初值问题关于时间变量t的幂级数解.     

Liouville-type theorems and decay estimates for solutions to higher order elliptic equations

Liouville-type theorems are powerful tools in partial differential equations. Boundedness assumptions of solutions are often imposed in deriving such Liouville-type theorems. In this paper, we establish some Liouville-type theorems without the boundedness assumption of nonnegative solutions to certain classes of elliptic equations and systems. Using a rescaling technique and doubling lemma developed recently in Polá?ik et al. (2007) [20], we improve several Liouville-type theorems in higher order elliptic equations, some semilinear equations and elliptic systems. More specifically, we remove the boundedness assumption of the solutions which is required in the proofs of the corresponding Liouville-type theorems in the recent literature. Moreover, we also investigate the singularity and decay estimates of higher order elliptic equations.