Reduction of Balance Laws in (3+1)-Dimensions to Autonomous Conservation Laws by Means of Equivalence Transformations

A class of partial differential equations (a conservation law and four balance laws), with four independent variables and involving sixteen arbitrary continuously differentiable functions, is considered in the framework of equivalence transformations. These are point transformations of differential equations involving arbitrary elements and live in an augmented space of independent, dependent and additional variables representing values taken by the arbitrary elements. Projecting the admitted infinitesimal equivalence transformations into the space of independent and dependent variables, we determine some finite transformations mapping the system of balance laws to an equivalent one with the same differential structure but involving different arbitrary elements; in particular, the target system we want to recover is an autonomous system of conservation laws. An application to a physical problem is considered.     

Essential Conservation Laws for Equations with Infinite Symmetries

We consider partial differential equations of variational problems with infinite symmetry groups. We study local conservation laws associated with arbitrary functions of one variable in the group generators. We show that only symmetries with arbitrary functions of dependent variables lead to an infinite number of conservation laws. We also calculate local conservation laws for the potential Zabolotskaya-Khokhlov equation for one of its infinite subgroups.__________Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 144, No. 1, pp. 190–198, July, 2005.     

An infinite set of conservation laws for infinite symmetries

We consider partial differential equations of a variational problem admitting infinite-dimensional Lie symmetry algebras parameterized by arbitrary functions of dependent variables and their derivatives. We show that unlike differential systems with symmetry algebras parameterized by arbitrary functions of independent variables, these equations have infinite sets of essential conservation laws. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 151, No. 3, pp. 518–528, June, 2007.     

Soil water redistribution and extraction flow models: Conservation laws

We determine all the nontrivial conservation laws for soil water redistribution and extraction flow equations which are modelled by a class of (2+1) nonlinear evolution partial differential equations with three arbitrary elements. It is shown that for arbitrary elements in the model equation there exist trivial conservation laws. We point out that nontrivial conservation laws exist for certain classes of equations which admit point symmetries.     

Relations between symmetries and conservation laws for difference systems

This paper presents a relation between divergence variational symmetries for difference variational problems on lattices and conservation laws for the associated Euler–Lagrange system provided by Noether's theorem. This inspires us to define conservation laws related to symmetries for arbitrary difference equations with or without Lagrangian formulations. These conservation laws are constrained by partial differential equations obtained from the symmetries generators. It is shown that the orders of these partial differential equations have been reduced relative to those used in a general approach. Illustrative examples are presented.     

A new conservation theorem

A general theorem on conservation laws for arbitrary differential equations is proved. The theorem is valid also for any system of differential equations where the number of equations is equal to the number of dependent variables. The new theorem does not require existence of a Lagrangian and is based on a concept of an adjoint equation for non-linear equations suggested recently by the author. It is proved that the adjoint equation inherits all symmetries of the original equation. Accordingly, one can associate a conservation law with any group of Lie, Lie-Bäcklund or non-local symmetries and find conservation laws for differential equations without classical Lagrangians.     

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.     

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.     

Erhaltungssätze und schwache lösungen in der gasdynamik

The fundamental laws of Gasdynamics can be formulated very naturally as conservation laws in the form of integral relations. This formulation includes not only continuously differentiable processes but also the very important discontinuous shocks. On the other side one has the tool of weak solutions of the differential equations of Gasdynamics due to P. D. Lax and several other authors. While the conservation laws of integral type are determined by Physics in an unique way the differential equations of Gasdynamics, even if written in divergence form, are not. Hence the question arises which form of the differential equations in the weak sense is the “correct” interpretation of the physical conservation laws. This paper tries to give an answer by investigating the connections between the two formulations. At first the integral equations of Gasdynamics are written in space-time divergence form. Thus, independently from Gasdynamics, one has Haar's lemma stating that for each weak solution of a partial differential equation (in divergence form) a corresponding integral equation of conservation law type is valid for almost every family member, the family consisting of some simple domains like spheres or squares. Moreover the converse of Haar's lemma is also true. In this paper Haar's lemma is extended to a more general class of domains. This yields that both formulations of conservation laws are essentially equivalent. Additionally a divergence definition due to C. Müller is considered. As is shown by a simple example C. Müller's divergence concept leads to a more general class of solutions, not all of them being solutions of the corresponding conservation laws.     

Non-classical laws with conserved quantities from the arbitrary functions included in general solution to elasticity and application

The general solution to static and/or dynamic linear elasticity is a transformation between the displacements and new arbitrary functions, whose conservativeness depends on some independent partial differential equations (PDEs) satisfied by the new arbitrary functions. Zhang's general solutions are mathematically appropriate since the displacements are expressed in terms of two new arbitrary functions, and the sum of the highest order derivative added together from the independent PDEs satisfied by the two new arbitrary functions is the same as that of Navier–Cauchy equations. Therefore, the following points should be emphasized: (i) the independent PDEs come from the Laplace and D'Alembert operators acting on the two new arbitrary functions in static and dynamic general solutions, respectively, and it is found that the two new arbitrary functions are related to the rotations, first strain invariant and distortion; (ii) especially, conservation laws constructed from the equations satisfied by the spatial integrals of functions hold true, although some arbitrary functions of the spatial integrals have been canceled. Based on these facts, since Noether's identity not only can be applied to a Lagrangian but also can be used to construct a functional for widespread PDEs, the functionals relating to the rotations, first strain invariant and distortion are constructed with arbitrary integer order spatial derivative or integral, and the conservation laws follow. This kind of non-classical conservation laws does not come from the Lagrangian density of an elastic body and belongs to the deep-level natures of symmetries of elastic field derived by standard techniques. Availability is shown by two examples, from which the field intensity of a vertical load applied to the surface of an elastic half-space and the path-independent integrals in a coordinate system moving with Galilean transformation are presented for comparison.     

Geometry of conservation laws for a class of parabolic PDE's, II: Normal forms for equations with conservation laws

We consider conservation laws for second-order parabolic partial differential equations for one function of three independent variables. An explicit normal form is given for such equations having a nontrivial conservation law. It is shown that any such equation whose space of conservation laws has dimension at least four is locally contact equivalent to a quasi-linear equation. Examples are given of nonlinear equations that have an infinite-dimensional space of conservation laws parameterized (in the sense of Cartan-K?hler) by two arbitrary functions of one variable. Furthermore, it is shown that any equation whose space of conservation laws is larger than this is locally contact equivalent to a linear equation.     

Differential quadrature method for space-fractional diffusion equations on 2D irregular domains

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by Lévy processes, which are sometimes called super-diffusion equations. In this article, we develop the differential quadrature (DQ) methods for solving the 2D space-fractional diffusion equations on irregular domains. The methods in presence reduce the original equation into a set of ordinary differential equations (ODEs) by introducing valid DQ formulations to fractional directional derivatives based on the functional values at scattered nodal points on problem domain. The required weighted coefficients are calculated by using radial basis functions (RBFs) as trial functions, and the resultant ODEs are discretized by the Crank-Nicolson scheme. The main advantages of our methods lie in their flexibility and applicability to arbitrary domains. A series of illustrated examples are finally provided to support these points.     

On the nonlinear self-adjointness of the Zakharov–Kuznetsov equation

A new general theorem, which does not require the existence of Lagrangians, allows to compute conservation laws for an arbitrary differential equation. This theorem is based on the concept of self-adjoint equations for nonlinear equations. In this paper we show that the Zakharov–Kuznetsov equation is self-adjoint and nonlinearly self-adjoint. This property is used to compute conservation laws corresponding to the symmetries of the equation. In particular the property of the Zakharov–Kuznetsov equation to be self-adjoint and nonlinearly self-adjoint allows us to get more conservation laws.     

Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors

In this article, we consider not only stochastic differential equations driven by the Wiener process but also by processes with stationary increments from the view points of time series analysis for mathematical finance. Corresponding to Black-Scholes type stochastic differential equations, we consider difference equations defined by weakly dependent sequence of random vectors and examine the asymptotic behavior of their solutions.     

Sturm–Picone comparison theorem of a kind of conformable fractional differential equations on time scales

In this paper, we consider the Sturm–Picone comparison theorem of conformable fractional differential equations on arbitrary time scales. Since the Picone identity plays an important role in discussing the Sturm comparison theorem. Firstly, we establish the Picone identity of conformable fractional differential equations on arbitrary time scales. By using this identity, we obtain our main result—the Sturm–Picone comparison theorem of conformable fractional differential equations on time scales. This result not only extends and improves the corresponding continuous and discrete time statement, but also contains the usual time scale case when the order of differentiation is one.     

Entropy equation and absolute temperature

In this paper we consider the equivalence between the heat and the entropy balance laws. These two equations are related by an integrating factor, which defines the absolute temperature. This result is obtained applying the thermodynamic laws to a perfect fluid. So that, by means of the entropy equation we introduce the Second Law of Thermodynamics. Two particular cases of constitutive equations, both for the internal energy and for the heat flux, are considered and their corresponding differential equations, useful to study the behaviour of these materials, are also given.     

Coupled Continuous Time Random Maxima

Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables which have arbitrary distributions. In case that the waiting times between the events have infinite mean, the limit process that appears differs from the limit process that appears in the classical case. With a continuous mapping approach, we derive a limit theorem for the case that the waiting times and the subsequent events are dependent as well as for the case that the waiting times depend on the preceding events (in this case we speak of an Overshooting Continuous Time Random Maxima, abbr. OCTRM). We get the distribution functions of the limit processes and a formula for the Laplace transform in time of the CTRM and the OCTRM limit. With this formula we have another way to calculate the distribution functions of the limit processes, namely by inversion of the Laplace transform. Moreover, we present governing equations which in our case are time fractional differential equations whose solutions are the distribution functions of our limit processes.     

Analysis of the one-dimensional Euler–Lagrange equation of continuum mechanics with a Lagrangian of a special form

The equations describing the flow of a one-dimensional continuum in Lagrangian coordinates are studied in this paper by the group analysis method. They are reduced to a single Euler–Lagrange equation which contains two undetermined functions (arbitrary elements). Particular choices of these arbitrary elements correspond to different forms of the shallow water equations, including those with both, a varying bottom and advective impulse transfer effect, and also some other motions of a continuum. A complete group classification of the equations with respect to the arbitrary elements is performed.One advantage of the Lagrangian coordinates consists of the presence of a Lagrangian, so that the equations studied become Euler–Lagrange equations. This allows us to apply Noether’s theorem for constructing conservation laws in Lagrangian coordinates. Not every conservation law in Lagrangian coordinates has a counterpart in Eulerian coordinates, whereas the converse is true. Using Noether’s theorem, conservation laws which can be obtained by the point symmetries are presented, and their analogs in Eulerian coordinates are given, where they exist.     

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.     

Numerical solution of differential algebraic equations using a multiquadric approximation scheme

The objective of this paper is to solve differential algebraic equations using a multiquadric approximation scheme. Therefore, we present the notation and basic definitions of the Hessenberg forms of the differential algebraic equations. In addition, we present the properties of the proposed multiquadric approximation scheme and its advantages, which include using data points in arbitrary locations with arbitrary ordering. Moreover, error estimation and the run time of the method are also considered. Finally some experiments were performed to illustrate the high accuracy and efficiency of the proposed method, even when the data points are scattered and have a closed metric.