Classification of ordinary differential equations by conditional linearizability and symmetry

Lie’s invariant criteria for determining whether a second order scalar equation is linearizable by point transformation have been extended to third and fourth order scalar ordinary differential equations (ODEs). By differentiating the linearizable by point transformation scalar second order ODE (respectively third order ODE) and then requiring that the original equation holds, what is called conditional linearizability by point transformation of third and fourth order scalar ODEs, is discussed. The result is that the new higher order nonlinear ODE has only two arbitrary constants available in its solution. One can use the same procedure for the third and fourth order extensions mentioned above to get conditional linearizability by point or other types of transformation of higher order scalar equations. Again, the number of arbitrary constants available will be the order of the original ODE. A classification of ODEs according to conditional linearizability by transformation and classifiability by symmetry are proposed in this paper.     

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.     

Classification of Discrete Symmetries of Ordinary Differential Equations

A simple method for determining all discrete point symmetries of a given differential equation has been developed recently. The method uses constant matrices that represent inequivalent automorphisms of the Lie algebra spanned by the Lie point symmetry generators. It may be difficult to obtain these matrices if there are three or more independent generators, because the matrix elements are determined by a large system of algebraic equations. This paper contains a classification of the automorphisms that can occur in the calculation of discrete symmetries of scalar ordinary differential equations, up to equivalence under real point transformations. (The results are also applicable to many partial differential equations.) Where these automorphisms can be realized as point transformations, we list all inequivalent realizations. By using this classification as a look-up table, readers can calculate the discrete point symmetries of a given ordinary differential equation with very little effort.     

Equivalence Transformations of Quasilinear First Order Systems and Reduction to Autonomous and Homogeneous Form

Classes of 2×2 first order quasilinear partial differential equations involving arbitrary continuously differentiable functions that can be mapped into autonomous and homogeneous form through equivalence transformations are considered. Equivalence transformations are point transformations of independent and dependent variables of differential equations involving arbitrary elements. The transformations act on the arbitrary elements as point transformations of an augmented space of independent, dependent variables and additional variables representing values taken by the arbitrary elements. Projecting the admitted symmetries into the space determined by the independent and dependent variables, we determine some finite transformations mapping the system into autonomous and homogeneous form. Some physical applications are considered and a comparison with reduction of quasilinear first order systems to autonomous and homogeneous form through Lie point symmetries is discussed.     

Equivalence classes of second-order ordinary differential equations with only a three-dimensional Lie algebra of point symmetries and linearisation

There are seven equivalence classes of second-order ordinary differential equations possessing only three Lie point symmetries and hence not linearisible by means of a point transformation. We examine the representatives of these classes for linearisibility by means of other types of transformation. In particular we compare the potential for linearisibility and the possession of the Painlevé property. The complete symmetry group is realised in the standard algebra for each of the equivalence classes.     

Zeroth-order conservation laws of two-dimensional shallow water equations with variable bottom topography

We classify zeroth-order conservation laws of systems from the class of two-dimensional shallow water equations with variable bottom topography using an optimized version of the method of furcate splitting. The classification is carried out up to equivalence generated by the equivalence group of this class. We find additional point equivalences between some of the listed cases of extensions of the space of zeroth-order conservation laws, which are inequivalent up to transformations from the equivalence group. Hamiltonian structures of systems of shallow water equations are used for relating the classification of zeroth-order conservation laws of these systems to the classification of their Lie symmetries. We also construct generating sets of such conservation laws under action of Lie symmetries.     

Conserved Forms derived from Symmetries

For first order scalar ordinary differential equations, a well–known result of Sophus Lie states that a Lie point symmetry can be used to construct an integrating factor and conversely. However, there exist higher order equations without Lie point symmetries that admit integrating factors or that are exact. We present a method based on λ-symmetries to calculate integrating factors. An example of a second order equation without Lie point symmetries illustrates how the method works in practice and how the computations that appear in other methods may be simplified. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

一类微分-差分方程组的内禀对称和等价群变换

研究一类微分-差分方程组的对称和等价群变换.采取内禀的无穷小算子方法,给出了方程组的内禀对称和等价群变换.为结合抽象Lie代数结构,给方程完全分类提供了理论基础.     

On the equivalence of linear equations under nonlocal transformation

Linear nth order (n?3) ordinary differential equations have been shown to possess n+1, n+2 or n+4 Lie point symmetries. Each class contains equations which are equivalent under point transformation. By taking the example of third order equations, we show that all linear equations are equivalent if the class of transformation is broadened to include nonlocal transformations and hence the representative of this class of equations is y⁽ⁿ⁾=0.     

Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters

We analyze the Black‐Scholes model with time‐dependent parameters, and it is governed by a parabolic partial differential equation (PDE). First, we compute the Lie symmetries of the Black‐Scholes model with time‐dependent parameters. It admits 6 plus infinite many Lie symmetries, and thus, it can be reduced to the classical heat equation. We use the invariant criteria for a scalar linear (1+1) parabolic PDE and obtain 2 sets of equivalence transformations. With the aid of these equivalence transformations, the Black‐Scholes model with time‐dependent parameters transforms to the classical heat equation. Moreover, the functional forms of the time‐dependent parameters in the PDE are determined via this method. Then we use the equivalence transformations and known solutions of the heat equation to establish a number of exact solutions for the Black‐Scholes model with time‐dependent parameters.     

Symmetry groups and similarity solutions for the system of equations for a viscous compressible fluid

Here, using Lie group transformations, we consider the problem of finding similarity solutions to the system of partial differential equations (PDEs) governing one-dimensional unsteady motion of a compressible fluid in the presence of viscosity and thermal conduction, using the general form of the equation of state. The symmetry groups admitted by the governing system of PDEs are obtained, and the complete Lie algebra of infinitesimal symmetries is established. Indeed, with the use of the entailed similarity solution the problem is transformed to a system of ordinary differential equations(ODEs), which in general is nonlinear; in some cases, it is possible to solve these ODEs to determine some special exact solutions.     

Enhanced Group Analysis and Exact Solutions of Variable Coefficient Semilinear Diffusion Equations with a Power Source

A new approach to group classification problems and more general investigations on transformational properties of classes of differential equations is proposed. It is based on mappings between classes of differential equations, generated by families of point transformations. A class of variable coefficient (1+1)-dimensional semilinear reaction–diffusion equations of the general form f(x)u _t =(g(x)u _x ) _x +h(x)u ^m (m≠0,1) is studied from the symmetry point of view in the framework of the approach proposed. The singular subclass of the equations with m=2 is singled out. The group classifications of the entire class, the singular subclass and their images are performed with respect to both the corresponding (generalized extended) equivalence groups and all point transformations. The set of admissible transformations of the imaged class is exhaustively described in the general case m≠2. The procedure of classification of nonclassical symmetries, which involves mappings between classes of differential equations, is discussed. Wide families of new exact solutions are also constructed for equations from the classes under consideration by the classical method of Lie reductions and by generation of new solutions from known ones for other equations with point transformations of different kinds (such as additional equivalence transformations and mappings between classes of equations).     

Two-dimensional systems that arise from the Noether classification of Lagrangians on the line

Noether-like operators play an essential role in writing down the first integrals for Euler-Lagrange systems of ordinary differential equations (ODEs). The classification of such operators is carried out with the help of analytic continuation of Lagrangians on the line. We obtain the classification of 5, 6 and 9 Noether-like operators for two-dimensional Lagrangian systems that arise from the submaximal and maximal dimensional Noether point symmetry classification of Lagrangians on the line. Cases in which the Noether-like operators are also Noether point symmetries for the systems of two ODEs are mentioned. In particular, the 8-dimensional maximal Noether algebra is remarkably obtained for the simplest system of the free particle equations in two dimensions from the 5-dimensional complex Noether algebra of the standard Lagrangian of the scalar free particle equation. We present the effectiveness of Noether-like operators for the determination of first integrals of systems of two nonlinear differential equations which arise from scalar complex Euler-Lagrange ODEs that admit Noether symmetry.     

Master partial differential equations for a Type II hidden symmetry

An approach for determining a class of master partial differential equations from which Type II hidden point symmetries are inherited is presented. As an example a model nonlinear partial differential equation (PDE) reduced to a target PDE by a Lie symmetry gains a Lie point symmetry that is not inherited (hidden) from the original PDE. On the other hand this Type II hidden symmetry is inherited from one or more of the class of master PDEs. The class of master PDEs is determined by the hidden symmetry reverse method. The reverse method is extended to determine symmetries of the master PDEs that are not inherited. We indicate why such methods are necessary to determine the genesis of Type II symmetries of PDEs as opposed to those that arise in ordinary differential equations (ODEs).     

Type-II hidden symmetries through weak symmetries for nonlinear partial differential equations

The Type-II hidden symmetries are extra symmetries in addition to the inherited symmetries of the differential equations when the number of independent and dependent variables is reduced by a Lie point symmetry. In [B. Abraham-Shrauner, K.S. Govinder, Provenance of Type II hidden symmetries from nonlinear partial differential equations, J. Nonlinear Math. Phys. 13 (2006) 612-622] Abraham-Shrauner and Govinder have analyzed the provenance of this kind of symmetries and they developed two methods for determining the source of these hidden symmetries. The Lie point symmetries of a model equation and the two-dimensional Burgers' equation and their descendants were used to identify the hidden symmetries. In this paper we analyze the connection between one of their methods and the weak symmetries of the partial differential equation in order to determine the source of these hidden symmetries. We have considered the same models presented in [B. Abraham-Shrauner, K.S. Govinder, Provenance of Type II hidden symmetries from nonlinear partial differential equations, J. Nonlinear Math. Phys. 13 (2006) 612-622], as well as the WDVV equations of associativity in two-dimensional topological field theory which reduces, in the case of three fields, to a single third order equation of Monge-Ampère type. We have also studied a second order linear partial differential equation in which the number of independent variables cannot be reduced by using Lie symmetries, however when is reduced by using nonclassical symmetries the reduced partial differential equation gains Lie symmetries.     

Group properties of generalized quasi-linear wave equations

In this paper, complete group classification of a class of (1+1)-dimensional generalized quasi-linear wave equations is performed by using the Lie-Ovsiannikov method, additional equivalent transformation and furcate split method. Lie reductions of some truly ‘variable coefficient’ wave equations which are singled out from the classification results are investigated. Some classes of exact solutions of these ‘variable coefficient’ wave equations are constructed by means of both the reductions and the additional equivalent transformations. The nonclassical symmetries to the generalized quasi-linear wave equation are also studied. This enabled to obtain some exact solutions of the wave equations which are invariant under certain conditional symmetries.     

Reduction of fourth order ordinary differential equations to second and third order Lie linearizable forms

Meleshko presented a new method for reducing third order autonomous ordinary differential equations (ODEs) to Lie linearizable second order ODEs. We extended his work by reducing fourth order autonomous ODEs to second and third order linearizable ODEs and then applying the Ibragimov and Meleshko linearization test for the obtained ODEs. The application of the algorithm to several ODEs is also presented.     

Non-local symmetries of first-order equations

It is shown how one can transform scalar first-order ordinarydifferential equations which admit non-local symmetries of theexponential type to integrable equations admitting canonicalexponential non-local symmetries. As examples we invoke theAbel equation of the second kind, the Riccati equation and naturalgeneralizations of these. Moreover, our method describes howa double reduction of order for a second-order ordinary differentialequation which admits a two-dimensional Lie algebra of generatorsof point symmetries can be affected if the second-order equationis first reduced in order once by a symmetry which does notspan an ideal of the two-dimensional Lie algebra.     

Conservation Laws and Potential Symmetries of Linear Parabolic Equations

We carry out an extensive investigation of conservation laws and potential symmetries for the class of linear (1+1)-dimensional second-order parabolic equations. The group classification of this class is revised by employing admissible transformations, the notion of normalized classes of differential equations and the adjoint variational principle. All possible potential conservation laws are described completely. They are in fact exhausted by local conservation laws. For any equation from the above class the characteristic space of local conservation laws is isomorphic to the solution set of the adjoint equation. Effective criteria for the existence of potential symmetries are proposed. Their proofs involve a rather intricate interplay between different representations of potential systems, the notion of a potential equation associated with a tuple of characteristics, prolongation of the equivalence group to the whole potential frame and application of multiple dual Darboux transformations. Based on the tools developed, a preliminary analysis of generalized potential symmetries is carried out and then applied to substantiate our construction of potential systems. The simplest potential symmetries of the linear heat equation, which are associated with single conservation laws, are classified with respect to its point symmetry group. Equations possessing infinite series of potential symmetry algebras are studied in detail.     

相空间中单面非Chataev型非完整系统的Lie对称性与守恒量

研究相空间中单面非Ｃｈｅｔａｅｖ型非完整系统的Ｌｉｅ对称性与守恒量．首先根据微分方程在无限小变换下的不变性建立Ｌｉｅ对称性所满足的确定方程和限制方程,给出结构方程和守恒量;其次讨论系统的Ｌｉｅ对称性逆问题;最后举一实例说明结果的应用．