By Vladimir Dorodnitsyn

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 booklet to supply a scientific development of invariant distinction schemes for nonlinear differential equations. A advisor to equipment and ends up in a brand new zone of program of Lie teams to distinction equations, distinction meshes (lattices), and distinction functionals, this e-book makes a speciality of the protection of entire symmetry of unique differential equations in numerical schemes. This symmetry maintenance ends up in symmetry aid of the adaptation version in addition to that of the unique partial differential equations and so as aid for traditional distinction equations.

A huge a part of the ebook is worried with conservation legislation and primary integrals for distinction types. The variational method and Noether variety theorems for distinction equations are offered within the framework of the Lagrangian and Hamiltonian formalism for distinction equations.

In addition, the e-book develops distinction mesh geometry in response to a symmetry workforce, simply because diversified symmetries are proven to require diverse geometric mesh buildings. the tactic of finite-difference invariants presents the mesh producing equation, any specified case of which promises the mesh invariance. a couple of examples of invariant meshes is gifted. specifically, and with quite a few functions in numerics for non-stop media, that almost all evolution PDEs have to 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 famous equations together with Burgers equation, the KdV equation, and the Schrödinger equation.

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Additional resources for Applications of Lie Groups to Difference Equations (Differential and Integral Equations and Their Applications)

Example text

X ∂u One can readily verify that the Lagrangian function L = u2 − 1 u2 satisfies the condition that the corresponding functional is invariant with respect to X1 and X2 . By Noether’s theorem, this implies the following first integrals: J1 = u 2 + 1 = A0 , u2 J2 = x − (u − u x)u = B 0 . u2 The action of the third operator X3 gives the total derivative X3 L + 2xL = 2uu = Dx (u2 ). 1. B RIEF INTRODUCTION TO L IE GROUP ANALYSIS OF DIFFERENTIAL EQUATIONS lv The divergence-invariant Lagrangian generates the first integral J3 = x2 + (u − xu )2 = C 0 .

X4 = The preceding examples show that if the necessary conditions are satisfied, then invariant solutions can be constructed for any subgroup of the group admitted by the equation or system under study. In the general case, the subgroups can have different dimensions, and for the operators one can take any linear combinations of basis operators. Therefore, the following problem of classification of the set of invariant solutions arises. The basic classification of invariant solutions is usually performed with respect to their rank ρ = n − R.

The equation thus obtained is an invariant representation of Eq. 19). This example shows that invariant equations can very easily be constructed for a given group; it suffices to calculate the differential invariants of the desired order and use them to construct an equation satisfying the conditions of a given problem. It is this simple idea that we use to construct finite-difference equations and meshes preserving the symmetry of the original differential equations. 10. 24), we have constructed the most general differential equation admitting the corresponding three-parameter transformation group.

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