Read e-book online Applications of Lie Groups to Difference Equations PDF

By Vladimir Dorodnitsyn

ISBN-10: 1420083090

ISBN-13: 9781420083095

Intended for researchers, numerical analysts, and graduate scholars in a number of fields of utilized arithmetic, physics, mechanics, and engineering sciences, Applications of Lie teams to distinction Equations is the 1st e-book to supply a scientific development of invariant distinction schemes for nonlinear differential equations. A advisor to equipment and ends up in a brand new region of program of Lie teams to distinction equations, distinction meshes (lattices), and distinction functionals, this ebook makes a speciality of the renovation of entire symmetry of unique differential equations in numerical schemes. This symmetry maintenance ends up in symmetry relief of the adaptation version in addition to that of the unique partial differential equations and so as aid for usual distinction equations.

A monstrous a part of the booklet is worried with conservation legislation and primary integrals for distinction types. The variational process and Noether kind theorems for distinction equations are provided within the framework of the Lagrangian and Hamiltonian formalism for distinction equations.

In addition, the booklet develops distinction mesh geometry in response to a symmetry staff, simply because assorted symmetries are proven to require various geometric mesh constructions. the strategy of finite-difference invariants presents the mesh producing equation, any designated case of which promises the mesh invariance. a couple of examples of invariant meshes is gifted. particularly, and with quite a few functions in numerics for non-stop media, that almost all evolution PDEs must be approximated on relocating meshes.

Based at the constructed approach to finite-difference invariants, the sensible sections of the e-book current dozens of examples of invariant schemes and meshes for physics and mechanics. specifically, there are new examples of invariant schemes for second-order ODEs, for the linear and nonlinear warmth equation with a resource, and for recognized equations together with Burgers equation, the KdV equation, and the Schrödinger equation.

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Extra info for Applications of Lie Groups to Difference Equations (Differential and Integral Equations and Their Applications)

Example text

Just their solution gives all special cases in which the main group can be extended. To concentrate the results of the group classification, Ovsyannikov [112] proposed to write out the corresponding groups up to some “external” transformations that transform only the arbitrary element but do not change the type and structure of the equation under study. The group of such transformations was called the equivalence group. For Eq. 36), the following group was chosen as the equivalence group: t¯ = at + e, x¯ = bx + f, u¯ = cu + g; a, b, c, e, f, g = const, b2 k¯ = k; a abc = 0.

Part of these specific integration methods are also traditionally presented in manuals on differential equations. It is remarkable that an absolute majority of these integration methods can be considered from a unique viewpoint, namely, from the viewpoint of the transformation group admitted by a given equation. , see [107, 111]). Let us find the relationship between its symmetry and integrability. We seek the operator of a symmetry group in the form X = ξ(x, y) ∂ ∂ + η(x, y) . ∂x ∂y Prolonging it to the derivative X = ξ(x, y) ∂ ∂ ∂ + η(x, y) + D(η) − y D(ξ) , ∂x ∂y ∂y we apply it to Eq.

Xliv I NTRODUCTION E XAMPLE (symmetry reduction). A. Consider a solution invariant under the operator X1 = ∂/∂t for the heat equation with a power-law coefficient, ut = (uσ ux )x . In this case, the invariants are J1 = x and J2 = u. One can readily verify that both necessary conditions for the existence of an invariant solution are satisfied: R = 1 < 3, ∂I τ (x, u) ∂u R = 1. To pass to the space of invariants, we let the second invariant to be a function of the first: u = V (x). Substituting this representation into the heat equation, we obtain the ordinary differential equation (V σ Vx )x = 0 for the unknown function V (x).

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Applications of Lie Groups to Difference Equations (Differential and Integral Equations and Their Applications) by Vladimir Dorodnitsyn


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