Intended for researchers, numerical analysts, and graduate scholars in quite a few fields of utilized arithmetic, physics, mechanics, and engineering sciences, Applications of Lie teams to distinction Equations is the 1st ebook to supply a scientific building of invariant distinction schemes for nonlinear differential equations. A consultant 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 maintenance of entire symmetry of unique differential equations in numerical schemes. This symmetry upkeep leads to symmetry aid of the adaptation version besides that of the unique partial differential equations and so as relief for traditional distinction equations.

A titanic a part of the publication is anxious with conservation legislation and primary integrals for distinction types. The variational technique and Noether variety theorems for distinction equations are awarded within the framework of the Lagrangian and Hamiltonian formalism for distinction equations.

In addition, the ebook develops distinction mesh geometry in response to a symmetry staff, simply because various symmetries are proven to require varied geometric mesh constructions. the strategy of finite-difference invariants offers the mesh producing equation, any targeted 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 have to be approximated on relocating meshes.

Based at the constructed approach to finite-difference invariants, the sensible sections of the booklet 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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Extra resources for Applications of Lie Groups to Difference Equations (Differential and Integral Equations and Their Applications)

Sample text

Consider the space Z of sequences (x, u, u1 , u2 , . . ), where x is an independent variable, u is a dependent variable, and u1 , u2 , . . are differential variables; here us is the sth derivative. By z we denote some vector consisting of finitely many coordinates of the vector (x, u, u1 , u2 , . ), and by z i we denote its ith coordinate. In the space Z, we introduce a mapping D (differentiation) by the rule D(x) = 1, D(u) = u1 , . . , D(us ) = us+1 , s = 1, 2, . . Let A be the space of analytic functions F(z) of finitely many variables z.

The lemma also provides a necessary and sufficient condition for the invariance of the Euler–Lagrange equations. T HEOREM ( [45]). 59) if and only if the following conditions are true (on the solutions of Eqs. 63)): δ X(L) + LD(ξ) δuj = 0, j = 1, . . , n. 68) δL δL =···= δu n =0 δu1 Proof. The assertion follows from the identities in the preceding lemma. E XAMPLE . 69) u2 1 − . 2 u The equation admits the symmetries X1 = ∂ , ∂t X2 = 3t ∂ ∂ + 2u . ∂t ∂u The operator X1 is a symmetry of the Lagrangian L and hence a symmetry of Eq.

X ∂u ∂u ∂u ∂J1 ∂J2 It follows that the only common differential invariant is I = J2 = u3 u . Note that each group has differential invariants. Indeed, in the case of successive prolongations of the group to derivatives provided that the rank R is bounded, the group begins to acquire differential invariants after a certain increase in the dimension of the space. In our example, this occurs in the prolongation to the second derivative. 9. Invariant manifolds of a group D EFINITION . A manifold K is said to be invariant under the group Gr N if Ta x ∈ K for any x ∈ K and Ta ∈ Gr N .