Invariant linearization criteria for a three-dimensional dynamical system of second-order ordinary differential equations and applications

Second-order dynamical systems are of paramount importance as they arise in mechanics and many applications. It is essential to have workable explicit criteria in terms of the coefficients of the equations to effect reduction and solutions for such types of equations. One important aspect is linearization by invertible point transformations which enables one to reduce a non-linear system to a linear system. The solution of the linear system allows one to solve the non-linear system by use of the inverse of the point transformation. It was proved that the n-dimensional system of second-order ordinary differential equations obtained by projecting down the system of geodesics of a flat (n+1)-dimensional space can be converted to linear form by a point transformation. This is a generalization of the Lie linearization criteria for a scalar second-order equation. In this case it is of the maximally symmetric class for a system and the linearizing transformation as well as the solution can be directly written down. This was explicitly used for two-dimensional dynamical systems. The criteria were written down in terms of the coefficients and the linearizing transformation allowed for the general solution of the original system. Here the work is extended to a three-dimensional dynamical system and we find explicit criteria, including the linearization test given in terms of the coefficients of the cubic in the first derivatives of the system and the construction of the transformations, that result in linearization. Applications to equations of classical mechanics and relativity are given to illustrate our results.     

Algebraic linearization criteria for systems of ordinary differential equations

Algebraic linearization criteria by means of general point transformations for systems of two second-order nonlinear ordinary differential equations (ODEs) are revisited. In previous work due to Wafo Soh and Mahomed (Int. J. Non-Linear Mech. 36:671, 2001) two four-dimensional Lie algebras that result in linearizability in terms of arbitrary point transformation for such systems were studied. Here we consider three more algebras of dimension four that result in linearization. Therefore our results supplement those of Wafo Soh and Mahomed (Int. J. Non-Linear Mech. 36:671, 2001). Moreover, it is shown that these are the only other possibilities for dimension four. Hence we provide the complete algebraic linearization criteria for dimension four algebras. Necessary and sufficient conditions for linearization via invertible maps of a nonlinear to a linear system are given. These are shown to be built up from the Lie algebraic criteria for linearization of scalar second-order ODEs. These results together with very recent work (Bagderina in J. Phys. A, Math. Theor. 43:465201, 2010) give a complete picture on linearizability properties via general point transformations for systems of two second-order ODEs. Furthermore, we provide natural extensions of these algebraic criteria for linearizing arbitrary systems of nonlinear second-order ODEs by means of point transformations. We also obtain algebraic criteria for the reduction of a linear system to the simplest system. Examples from Newtonian mechanics and geodesic equations are presented to illustrate our results.     

A Generalization of the Abel–Forsyth Formulas Via Group Methods

By the use of Lie symmetry analysis, we prove that if we knowm n – 1 linearly independent solutions of a system ofm linear homogeneous nth-order ordinarydifferential equations (odes), we can write down its general solutionemploying known ones only. This result is applied to projective Riccatiequations and to systems of two linear homogeneous second-order odeswhich frequently occur in applications (control theory, populationdynamics, chemistry of self-catalysing reactions, etc.). We also showhow an extention to nonhomogeneous systems can be implemented.     

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.     

Linearizability criteria for systems of two second-order differential equations by complex methods

Lie??s linearizability criteria for scalar second-order ordinary differential equations had been extended to systems of second-order ordinary differential equations by using geometric methods. These methods not only yield the linearizing transformations but also the solutions of the nonlinear equations. Here, complex methods for a scalar ordinary differential equation are used for linearizing systems of two second-order ordinary and partial differential equations, which can use the power of the geometric method for writing the solutions. Illustrative examples of mechanical systems including the Lane?CEmden type equations which have roots in the study of stellar structures are presented and discussed.     

The Falkner–Skan Wedge Flows of Power-Law Fluids Embedded in a Porous Medium

The non-Darcy flow characteristics of power-law non-Newtonian fluids past a wedge embedded in a porous medium have been studied. The governing equations are converted to a system of first-order ordinary differential equations by means of a local similarity transformation and have been solved numerically, for a number of parameter combinations of wedge angle parameter m, power-law index of the non-Newtonian fluids n, first-order resistance A and second-order resistance B, using a fourth-order Runge–Kutta integration scheme with the Newton–Raphson shooting method. Velocity and shear stress at the body surface are presented for a range of the above parameters. These results are also compared with the corresponding flow problems for a Newtonian fluid. Numerical results show that for the case of the constant wedge angle and material parameter A, the local skin friction coefficient is lower for a dilatant fluid as compared with the pseudo-plastic or Newtonian fluids.     

The Connection Between Isometries and Symmetries of Geodesic Equations of the Underlying Spaces

A connection between the symmetries of manifolds and differential equations is sought through the geodesic equations of maximally symmetric spaces, which have zero, constant positive or constant negative curvature. It is proved that for a space admitting so(n+1) or so(n,1) as the maximal isometry algebra, the symmetry of the geodesic equations of the space is given by so( or (where d ₂ is the two-dimensional dilation algebra), while for those admitting (where represents semidirect sum) the algebra is sl(n+2). A corresponding result holds on replacing so(n) by so(p,q) with p+q = n. It is conjectured that if the isometry algebra of any underlying space of non-zero curvature is h, then the Lie symmetry algebra of the geodesic equations is given by , provided that there is no cross-section of zero curvature at the point under consideration. If there is a flat subspace of dimension m, then the symmetry group becomes ).     

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.     

Representation of solutions to equations of hyperbolic type

The general solutions to hyperbolic equations of fourth and sixth order are obtained using Vekua’s method for the representation of the general solutions to elliptic equations of order 2n with the aid of n analytic functions. It is assumed that the right-hand sides of the hyperbolic equations can be expanded in time series of sines. The systems of equations of various approximations for a prismatic thin body in terms of moments with respect to the system of Legendre polynomials can be reduced to these equations and to some hyperbolic-type equations of higher order.     

Equivalent lagrangians and the solution of some classes of non-linear equations

It has been shown that one can generate a class of nontrivial conservation laws for second-order partial differential equations using some recent results dealing with the action of any Lie–Bäcklund symmetry generator of the equivalentfirst-order system on the respective conservation law. These conservedvectors are nonlocal as they are constructed from associatednonlocal symmetries of the partial differential equation. The method canbe successfully extended to association with genuine nonlocal(potential) symmetries. However, it usually involves solving moredifficult systems of partial differential equations which may not alwaysbe easy to uncouple.     

Potential Symmetries and Associated Conservation Laws with Application to Wave Equations

It has been shown that one can generate a class of nontrivial conservation laws for second-order partial differential equations using some recent results dealing with the action of any Lie–Bäcklund symmetry generator of the equivalentfirst-order system on the respective conservation law. These conservedvectors are nonlocal as they are constructed from associatednonlocal symmetries of the partial differential equation. The method canbe successfully extended to association with genuine nonlocal(potential) symmetries. However, it usually involves solving moredifficult systems of partial differential equations which may not alwaysbe easy to uncouple.     

Multimode vibration control using several piezoelectric transducers shunted with a multiterminal network

In this paper a new approach is presented to reduce vibrations for one- and two-dimensional mechanical structures, as beam or thin plates, by means of several piezoelectric transducers shunted with a proper electric network system. The governing equations of the whole system are coupled to each other through the direct and converse piezoelectric effect. More in detail, the mechanical equations are expressed in accordance with the modal theory considering n vibration modes and the electrical equations reduce to the one-dimensional charge equation of electrostatics for each of n considered piezoelectric transducers. In this electromechanical system, a shunting electric device forms an electric subsystem working as multi degrees of freedom (dof’s) damped vibration absorber for the mechanical subsystem. Herein, it is introduced a proper transformation of the electric coordinates in order to approximate the governing equations for the whole shunted system with n uncoupled, single mode piezoelectric shunting systems that can be readily damped by the methods reported in literature. A further numerical optimisation problem on the spatial distribution of the piezoelectric elements allows to achieve a better performance. Numerical case studies of two relevant systems, a double clamped beam and a fully clamped plate, allow to take into account issues relative to the proposed approach. Laboratory experiments carried out in real time on a beam clamped at both ends consent to validate the proposed technique.     

Similarity solutions for creeping flow and heat transfer in second grade fluids

The two-dimensional equations of motions for the slowly flowing and heat transfer in second grade fluid are written in cartesian coordinates neglecting the inertial terms. When the inertia terms are simply omitted from the equations of motions the resulting solutions are valid approximately for Re?1. This fact can also be deduced from the dimensionless form of the momentum and energy equations. By employing Lie group analysis, the symmetries of the equations are calculated. The Lie algebra consist of four finite parameter and one infinite parameter Lie group transformations, one being the scaling symmetry and the others being translations. Two different types of solutions are found using the symmetries. Using translations in x and y coordinates, an exponential type of exact solution is presented. For the scaling symmetry, the outcoming ordinary differential equations are more involved and only a series type of approximate solution is presented. Finally, some boundary value problems are discussed.     

Characterization of Hamiltonian symmetries and their first integrals

We provide explicit criteria when the Hamiltonian symmetries for a finite dimensional canonical Hamiltonian system correspond to their first integrals. There are two approaches used for the construction of the first integrals once the symmetry is known. In the standard classical approach the first integrals are obtained up to a distinguished function of time t. In the second, which is recent, the integrals are given by a formula which involves the determination of the divergence terms. In both methods utilized, the first integrals are not determined uniquely. Firstly we show what conditions need to be imposed on the Hamiltonian symmetry in order that it constructively and uniquely yields a first integral. Secondly we provide the extra condition on the first integral for the first approach and the integrability conditions on the divergence term for the second. As a consequence, we show that both methods are in fact equivalent. Furthermore, it is shown that when the Hamiltonian symmetries provide first integrals they form a Lie algebra. Moreover, we prove that the Hamilton first integral is invariant under the Hamilton action symmetry. Several examples taken from the literature are given to illustrate our results and conditions.     

A Simple Approach to the 1:1 Resonance Bifurcation in Follower-Load Problems

We consider the problem of 1:1 resonance in autonomous, timereversible systems. We first present an abstract treatment for n-dimensionalsecond-order systems, and then apply our method to two simplemechanical examples involving follower loads. As the magnitude of the follower load is increased past a criticalvalue, the trivial solution loses stability as the real-valuedfrequencies of the linearized system first coalesce and then splitapart with complex-conjugate values. In Hamiltonian systems this isusually referred to as the Hamiltonian–Hopf bifurcation. Some novelfeatures of our analysis are the direct exploitation of reversibilityand a Liapunov–Schmidt reduction of the second-order (Newtonian)equations of motion, the latter of which requires no complexification.The analysis of the resulting two-parameter, one-dimensionalbifurcation equation yields the possibility that families ofnontrivial periodic solutions may exist for load values in excess of the critical value.     

Periodic Solutions for Some Systems of Delay Differential Equations

In this paper, we give sufficient conditions for the existence of periodic orbits of some systems of delay differential equations with a unique delay having 3, 4 or n equations. Moreover, we provide examples of delay systems satisfying the different sets of sufficient conditions.     

Symbolic computation of flow in a rotating pipe

A perturbation solution of the fully developed flow through a pipe of circular cross-section, which rotates uniformly around an axis oriented perpendicularly to its own, is considered. The perturbation parameter is given by R = 2Ωa²/ν in terms of the angular velocity Ω, the pipe radius a and the kinematic viscosity ν of the fluid. The two coupled non-linear equations for the axial velocity ω and the streamfunction ? of the transverse (secondary) flow lead to an infinite system of linear equations. This system allows first the computation of a given order ?_n, n ? 1, of the perturbation expansion ? = ∑ Rⁿ?_n in terms of ω_n-1, the (n-1)-th order of the expansion ω = ∑ Rⁿω_n, and of the lower orders ?₁,…,?_{n ? 1}. Then it permits the computation of ω_n from ω₀,…,ω_{n ? 1} and ?₁,…,?;_n. The computation starts from the Hagen–Poiseuille flow ω₀, i.e. the perturbation is around this flow. The computations are performed analytically by computer, with the REDUCE and MAPLE systems. The essential elements for this are the appropriate co-ordinates: in the complex co-ordinates chosen the two-dimensional harmonic (Laplace, Δ) and biharmonic (Δ²) operators are ideally suited for (symbolic) quadratures. Symmetry considerations as well as analysis of the equations for ω_n, ?_n and of the boundary conditions lead to general (polynomial) formulae for these functions, with coeffcients to be determined. Their determination, order by order, implies, in complex co-ordinates, only (symbolic) differentiation and quadratures. The coefficients themselves are polynomials in the Reynolds number c of the (unperturbed) Hagen–Poiseuille flow. They are tabulated in the paper for the orders n ? 6 of the perturbation expansion.     

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

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

Numerical solution of a first-order conservation equation by a least square method

Least square methods have been frequently used to solve fluid mechanics problems. Their specific usefulness is emphasized for the solution of a first-order conservation equation. On the one hand, the least square formulation embeds the first-order problem into equivalent second-order problem, better adapted to discretization techniques due to symmetry and positive-definiteness of the associated matrix. On the other hand, the introduction of a least square functional is convenient for finite element applications. This approach is applied to the model problem of the conservation of mass (the unknown is the density ρ) in a nozzle with a specified velocity field (u, v), possibly including jumps along lines simulating shock waves. This represent a preliminary study towards the solution of the steady Euler equations. A finite difference and a finite element method are presented. The choice of the finite difference scheme and of a continuous finite element representation for the groups of variables (ρu, ρv) is discussed in terms of conservation of mass flux. Results obtained with both methods are compared in two numerical tests with the same mesh system.     

A New Representation Theorem for Elastic Constitutive Equations of Cubic Crystals

The objective of this paper is to provide a new irreducible nonpolynomial representation for elastic constitutive equations of cubic crystals with the material symmetry group O or T _d or O _h . The presented result is expressed in terms of a generating set composed of nine polynomial tensor generators. It is simpler and more compact than a recent result in terms of a generating set composed of ten tensor generators. This revised version was published online in August 2006 with corrections to the Cover Date.