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Francesco Oliverii
Department of Mathematics, University of Messina
Contrada Papardo, Salita Sperone 31, 98166 Messina, Italy
oliveri@mat520.unime.it
Abstract. This paper reviews some relevant problems arising within the context of Lie
group analysis of differential equations either in the direct approach or in the inverse one. For
what concerns the direct approach, there are considered two results, the first related to the
reduction through an invertible point transformation of a system of PDEs to an equivalent
autonomous form, and the second related to the reduction of a nonlinear first order system of
PDEs to linear form. Two applications of the results are given. The NavierStokesFourier
model equations for a viscous and heat conducting monatomic gas in a rotating frame are
mapped in two different autonomous forms, and some explicit exact solutions are determined.
Moreover, the first order system corresponding to the most general second order completely
exceptional equation in (1 + 1) dimensions (which is a MongeAmp`ere equation) is reduced to
linear form. Finally, within the context of the inverse approach of Lie group analysis, there is
introduced the concept of Lie remarkable systems and it is shown that second order Monge
Amp`ere equations and the third order MongeAmp`ere equation in (1 + 1) dimensions are Lie
remarkable.
1 Introduction
Lie group theory [17] provides extremely general and powerful methods for
determining (invariant) solutions to differential equations as well as reducing
the order of ordinary differential equations or transforming ordinary and partial
differential equations in more convenient forms. In this paper we shall focus our
attention on certain aspects related to the Lie point symmetries admitted by
partial differential equations (PDEs).
i
This work is supported by PRIN 2003-2005 Nonlinear Mathematical Problems of Wave
Propagation and Stability in Models of Continuous Media and by the Istituto Nazionale
di Alta Matematica through the Gruppo Nazionale per la Fisica Matematica, Research
Project Simmetrie e Tecniche di Riduzione per Equazioni Differenziali di Interesse Fisico
Matematico.
196 F. Oliveri
x
bi = x
bi (xj , uB ), u
bA = u
bA (xj , uB ), (6)
[, ] denoting the commutator of two operators. The condition (8) means that
the operators i generate a ndimensional Abelian Lie algebra.
The proof consists in determining a set of canonical variables for the admit-
ted infinitesimal operators that in the new variables assume the form
bi = ,
i = 1, . . . , n, (9)
b
xi
L(b
x)[b
u] = g(b
x), (11)
where L(bx) is a linear first order differential operator, through the invertible
point transformation
x
bi = x
bi (xj , uB ), u
bA = u
bA (xj , uB ) (12)
where
n
X X N
i C
A = A (xj , uB ) + A (xj , uB ) , (14)
xi uC
i=1 C=1
i (x , u ), C (x , u ) specific functions of their arguments, and the func-
with A j B A j B
tions FA (b
xi (xj , uB )) satisfying the linear system
L(b
x)[F] = 0, (15)
A x
bi = 0, [A , B ] = 0, (16)
with i = 1, . . . , n, A, B = 1, . . . , N .
Also in this case the proof is constructive and passes through the determi-
nation of the canonical variables of the infinitesimal operators A (in general
not admitted by the system), whereupon the operator writes as
N
X
b=
FA (b
xi (xj , uB )) , (17)
b
uA
A=1
(vk )
+ = 0,
t xk
(vi ) 2 K 1 vi vk 1 vr
+ vi vk T + ik
t xk m 2 xk xi 3 xr
K
+ T ik = (fi + ii ), (18)
m
(T ) 5 K T
+ T vk T
t xk 2 m xk
2 4 1 vl vk 1 vr vl
+ T lk T + lk = 0,
3 3 2 xk xl 3 xr xk
where ii are the components of the specific inertial forces, fi are the components
of the specific external forces acting on the gas, K is the Boltzmann constant,
m the mass of a single particle, and the coefficient is an appropriate constant
which describes the interaction between the Maxwellian molecules. If the origins
of both frames coincide, since we are considering a time independent rotation,
we have only the contributions of the Coriolis and the Centrifugal forces, so that
ii = 2ijl l vj + 2 xi (r xr )i , (19)
where = (0, 0, ) and ijl is the Ricci tensor. Moreover, if f = (0, 0, g) (with
g the gravitational acceleration), what we obtain is
The system (18) is invariant with respect to a 12parameter Lie group whose
Lie symmetries of differential equations 201
1 = x 2 x 1 x 1 x 2 + v 2 v1 v 1 v2 ,
2 = 2tt + (2x1 + 2x2 t)x1 + (2x2 2x1 t)x2 + (2x3 gt2 )x3
+ (2v2 t + 2x2 )v1 + (2v1 t + 2x1 )v2 + 2gtv3 2 ,
3 = tt x2 tx1 + x1 tx2 + gt2 x3 + (v1 v2 t x2 )v1
+ (v2 + v1 t + x1 )v2 + (v3 + 2gt)v3 + + 2T T ,
4 = x3 , 5 = tx3 + v3 , 6 = t ,
7 = sin(t)x1 + cos(t)x2 + cos(t)v1 sin(t)v2 ,
8 = t sin(t)x1 + t cos(t)x2
+ (t cos(t) + sin(t))v1 + (t sin(t) + cos(t)v2 ,
9 = cos(t)x1 + sin(t)x2 + sin(t)v1 + cos(t)v2 ,
10 = t cos(t)x1 + t sin(t)x2
+ (t sin(t) cos(t))v1 + (t cos(t) + sin(t))v2 ,
11 = (gt g 2 t2 2 2 x3 ) sin(t) 2gt cos(t) x1
+ (gt g 2 t2 2 2 x3 ) cos(t) + 2gt sin(t) x2
+ 2 2 (x1 sin(t) + x2 cos(t))x3
+ (g 2 2 v3 ) sin(t) (g 3 t2 gt + 2 3 x3 + 2g) cos(t) v1
+ (g 2 2 v3 ) cos(t) + (g 3 t2 gt + 2 3 x3 + 2g) sin(t) v2
+ 2 2 [(v1 sin(t) + v2 cos(t)) + (x1 cos(t) x2 sin(t))] v3 ,
12 = (g 2 t2 2 2 x3 + 2g) cos(t) + 2gt sin(t) x1
+ (g 2 t2 + 2 2 x3 2g) sin(t) + 2gt cos(t) x2
+ 2 2 (x1 cos(t) x2 sin(t))x3
+ (g 3 t2 + 2 3 x3 ) sin(t) 2 2 v3 cos(t) v1
+ (g 3 t2 + 2 3 x3 ) cos(t) + 2 2 v3 sin(t) v2
+ 2 2 [cos(t)(v1 x2 ) sin(t)(v2 + x1 )] v3 .
Since the governing system involves 4 independent variables (the time t and
the 3 spatial coordinates xi ) its reduction to autonomous form through the ap-
plication of Theorem 1 requires the existence of a 4dimensional Abelian Lie
subalgebra. By direct inspection it is easily seen that either the Lie subalge-
bra L1 generated by {2 , 5 , 8 , 10 } or the Lie subalgebra L2 generated by
{3 , 4 , 7 , 9 } are Abelian.
By considering the Lie subalgebra L1 , we may construct the following in-
202 F. Oliveri
where the new dependent variables b, Tb, vb1 , vb2 and vb3 depend on the new
independent variables b
t, x
b1 , x
b2 and x
b3 .
In the new variables the NavierStokesFourier system (18) writes in the
autonomous form
b (b vbk )
+ + 2b = 0,
t b b
xk
(b vbi ) 2 K b 1 b vi b
vk 1 bvr
+ bvbi vbk T + ik
bt b xk m 2 b xk b
xi 3 bxr
K b
+b T ik + 3b vbi = 0, (21)
m
( )
(b Tb) 5 K b
T
+ bTbvbk Tb
bt b xk 2 m b
xk
2 b 4 b 1 b vl bvk 1 b
vr bvl
+ bT lk T + lk + 4bTb = 0.
3 3 2 b xk bxl 3 b
xr b
xk
It is worth of noticing that this system has the same form as the original
system with the exception of the inhomogeneity terms.
A direct inspection of the transformed system (21) allows us for the deter-
mination of some simple classes of solutions to the system (18). For instance,
by searching for the solutions of the transformed system (21) depending only
on b
t, one gets the following solution to the original system (18):
0 T0
= 3
, T = 2,
t t
v10 cos(t) + v20 sin(t) x1
v1 = + + x2 ,
t t
Lie symmetries of differential equations 203
1 T0
= p , T = p ,
t3 (b x1 , x
b2 , x
b3 ) t2 (b
x1 , x
b2 , x
b3 )
x1 x2 x3 gt
v1 = + x2 , v2 = x1 , v3 = ,
t t t 2
where T0 is a positive constant, and is a positive solution of Laplace equation
2 2 2
+ + = 0. (22)
x21
b x22
b x23
b
In the case of the subalgebra L2 we are able to introduce the invertible point
transformation
b1 = x1 cos(t) x2 sin(t),
x x
b2 = x1 sin(t) + x2 cos(t),
gt 2
x
b3 = x3 + , b
t = ln(t),
2
1 1
= b, T = 2 Tb,
t t
vb1 vb2
v1 = cos(t) + sin(t) + x2 ,
t t
vb1 vb2
v2 = sin(t) + cos(t) x1 ,
t t
vb3
v3 = gt,
t
where the new dependent variables b, Tb, vb1 , vb2 and vb3 depend on the new
independent variables b
t, x
b1 , x
b2 and x
b3 .
In these new variables the NavierStokesFourier system (18) writes in the
autonomous form
b (b vbk )
+ b = 0,
t b b
xk
(b vbi ) 2 K b 1 b
vi b
vk 1 b
vr
+ bvbi vbk T + ik
bt b
xk m 2 b
xk b
xi 3 b
xr
204 F. Oliveri
K b
+b T ik 2b vbi = 0, (23)
m
( )
Tb)
(b b 5 K b Tb
+ bT vbk T
b
t b xk 2 m b
xk
2 b 4 b 1 b vl b
vk 1 b
vr b
vl
+ bT lk T + lk Tb = 0.
3b
3 3 2 b xk b
xl 3 b
xr b
xk
and also in this case the transformed system has the same form as the original
system with the exception of the inhomogeneity terms.
The solution of the transformed system (23) depending only on bt gives the
following solution to the original system:
= 0 ,
v1 = v10 cos(t) + v20 sin(t) + x2 ,
v2 = v10 sin(t) + v20 cos(t) x1 ,
v3 = v30 gt,
T = T0 ,
2 2 2 4m
+ + + = 0. (24)
x21
b x22
b x23
b 5KT0
4 MongeAmp`
ere equation Reduction to linear
form
The equation
with b assigned function of its arguments, and determine the infinitesimal op-
erators of the admitted Lie symmetries, say
1 , 2 , . . . , p . (35)
with unspecified function of its arguments, and impose the invariance with
respect to the Lie symmetries generated by (35), we recover some restrictions
of the functional dependence of that rarely led to
b
. (37)
When this occurs we call the system (34) a Lie remarkable system of PDEs.
with unspecified function of its arguments, with respect to the Lie point
symmetries of (38), leads to
b
. (40)
L[x]u = 0, x Rn , u RN , (41)
Lie symmetries of differential equations 207
6 MongeAmp`
ere equations
The homogeneous MongeAmp`ere equation for the surface u(x, y) with zero
Gaussian curvature
uxx uyy u2xy = 0, (46)
is a fully symmetric equation with respect to x, y, u.
It admits the 15parameter group whose Lie algebra is spanned by the op-
erators
, a , a , a x +y +u , (47)
a a b x y u
a, b {x, y, u}.
Rosenhaus [32, 33] proved that, starting with the general equation
(x, y, u, ux , uy , uxx , uxy , uyy ) = 0, (48)
and imposing the invariance condition
(2) = 0 , (49)
=0
where (2) is the second prolongation of each of the operators (47), then (pro-
vided we exclude trivial cases) we are led to
= uxx yyy u2xy = 0. (50)
The same can be done [32, 33] for the ndimensional counterpart. Starting
from the general equation
xi , u, uxi , uxi xj = 0, (51)
and assuming the invariance with respect to the Lie group operators
n
!
X
, a , a , a xi +u , (52)
a a b xi u
i=1
where (2) is the second prolongation of each of the operators (52), we are easily
led to
= det
uxi xj
= 0. (54)
The Rosenhaus result can be extended to the most general second order
completely exceptional equations (in 1, 2 and 3 space dimensions) and to the
third order MongeAmp`ere equation in 1 space dimension.
Lie symmetries of differential equations 209
by
1 = t , 2 = x , 3 = u ,
4 = tu , 5 = xu ,
6 = 1 tt 1 xx + (2 x2 4 t2 )u ,
7 = 21 tx + (3 t2 22 xt)u ,
8 = 21 xx + (2 x2 + 4 t2 + 21 u)u ,
9 = 21 xt + (3 x2 24 xt)u .
Now let us prove that, by requiring the invariance of the generic equation
Now, let us impose the invariance with respect to the remaining operators.
What we get is:
(1 uxx + 2 ) (1 utt + 4 ) = 0 ,
uxx utt =0
(1 uxx + 2 ) + (21 utx 3 ) = 0 , (61)
utx utt =0
(21 utx 3 ) + (1 utt + 4 ) = 0 .
uxx utx =0
Lie symmetries of differential equations 211
whereupon, setting
= 0, (64)
the MongeAmp`ere equation (55) is recovered.
Similar results are valid for the multidimensional versions of second order
completely exceptional equations.
with regular function of its arguments; the unknown field u depend on the
variables x with = 0, . . . , n; x0 is the time variable, whereas if 1 n
x s are the space variables; moreover, , and are such that .
Let us suppose the equation (65) to be hyperbolic and consider the weak
discontinuity waves across a hypersurface of equation (x ) = 0. The Cauchy
problem associated with the equation (65) is defined in terms of the fourth
order quasilinear equation obtained by taking the derivative with respect to one
independent variable, say x0 :
d
= 0, (66)
dx0
so that we recover a fourth order quasilinear equation.
By the standard positions
, i , (i = 1, . . . , n), (67)
x0 xi
where
t xi
= , i = , = , (68)
|| || =0 =0+
212 F. Oliveri
Proof.
The third order MongeAmp`ere equation is left invariant by the group of
Lie point symmetries whose Lie algebra (10dimensional) is spanned by the
operators:
1 = t , 2 = x , 3 = u ,
4 = tu , 5 = xu ,
2
6 = t u , 7 = txu , 8 = x 2 u ,
9 = (23 t 22 x)x + (22 t 21 x)t + (74)
3 2 2 3
+(3 7 t 3 6 t x + 3 5 tx + 4 x )u ,
10 = (23 t + 42 x)x + 21 xt +
+(62 u 3 7 t3 + 3 6 t2 x 3 5 tx2 4 x3 )u .
and impose the invariance conditions with respect to each of the operators (74).
The invariance with respect to the operators 1 , 2 and 3 implies that
= 0, = 0, = 0, (76)
t x u
= 0, = 0. (77)
ut ux
= 0, = 0, = 0. (78)
utt uxt uxx
Also in this case let us impose the constraint = 0 through the introduction
of Lagrange multipliers, and assume that equation (75) can be solved with
respect to uttt , i.e.,
(uttt , uttx , utxx , uxxx ) = 1 (utxx , uxxx )uttt + 2 (uttx , utxx , uxxx ), (81)
= 1 (uttt utxx u2ttx ) + 2 (uttt uxxx uttx utxx ) + 3 (uttx uxxx u2txx ) +
+ 4 uttt + 5 uttx + 6 utxx + 7 uxxx + 8 ,
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216 F. Oliveri