Algorithmic Lie Theory for Solving Ordinary Differential Equations

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ISBN 9781584888895
Cat# C889X
 

Features

  • Explores two fundamental additions to Lie theory: Loewy's theory of linear ODEs and Janet's theory of linear PDEs
  • Discusses the close connection between Lie symmetries and closed form solutions
  • Includes numerous worked examples and problems, along with detailed solutions in an appendix
  • Provides a website that contains the software for performing lengthy algebraic calculations
  • Summary

    Despite the fact that Sophus Lie's theory was virtually the only systematic method for solving nonlinear ordinary differential equations (ODEs), it was rarely used for practical problems because of the massive amount of calculations involved. But with the advent of computer algebra programs, it became possible to apply Lie theory to concrete problems. Taking this approach, Algorithmic Lie Theory for Solving Ordinary Differential Equations serves as a valuable introduction for solving differential equations using Lie's theory and related results.

    After an introductory chapter, the book provides the mathematical foundation of linear differential equations, covering Loewy's theory and Janet bases. The following chapters present results from the theory of continuous groups of a 2-D manifold and discuss the close relation between Lie's symmetry analysis and the equivalence problem. The core chapters of the book identify the symmetry classes to which quasilinear equations of order two or three belong and transform these equations to canonical form. The final chapters solve the canonical equations and produce the general solutions whenever possible as well as provide concluding remarks. The appendices contain solutions to selected exercises, useful formulae, properties of ideals of monomials, Loewy decompositions, symmetries for equations from Kamke's collection, and a brief description of the software system ALLTYPES for solving concrete algebraic problems.

    Table of Contents

    INTRODUCTION

    LINEAR DIFFERENTIAL EQUATIONS
    Linear Ordinary Differential Equations
    Janet's Algorithm
    Properties of Janet Bases
    Solving Partial Differential Equations

    LIE TRANSFORMATION GROUPS
    Lie Groups and Transformation Groups
    Algebraic Properties of Vector Fields
    Group Actions in the Plane
    Classification of Lie Algebras and Lie Groups
    Lie Systems

    EQUIVALENCE AND INVARIANTS OF DIFFERENTIAL EQUATIONS
    Linear Equations
    Nonlinear First-Order Equations
    Nonlinear Equations of Second and Higher Order

    SYMMETRIES OF DIFFERENTIAL EQUATIONS
    Transformation of Differential Equations
    Symmetries of First-Order Equations
    Symmetries of Second-Order Equations
    Symmetries of Nonlinear Third-Order Equations
    Symmetries of Linearizable Equations

    TRANSFORMATION TO CANONICAL FORM
    First-Order Equations
    Second-Order Equations
    Nonlinear Third-Order Equations
    Linearizable Third-Order Equations

    SOLUTION ALGORITHMS
    First-Order Equations
    Second-Order Equations
    Nonlinear Equations of Third Order
    Linearizable Third-Order Equations

    CONCLUDING REMARKS

    APPENDIX A: Solutions to Selected Problems
    APPENDIX B: Collection of Useful Formulas
    APPENDIX C: Algebra of Monomials
    APPENDIX D: Loewy Decompositions of Kamke's Collection
    APPENDIX E: Symmetries of Kamke's Collection
    APPENDIX F: ALLTYPES Userinterface

    REFERENCES

    INDEX

    Editorial Reviews

    "The book will serve as a valuable reference for researchers interested in ordinary differential equations, symmetry methods, and computer algebra."
    Mathematical Reviews

    "… The aim of this book is to discuss algorithms for solving ordinary differential equations using the Lie approach. … There are a lot of exercises, some of them with solutions. Software for computer calculations is available on a web page."
    EMS Newsletter, June 2009

    "… readers interested in an in-depth treatment of the computational aspects of the symmetry approach to low-order ordinary differential equations will find many informations here not available elsewhere; this includes in particular the systematic use of Janet bases for a complete classification of all possibly symmetry types."
    —Werner M. Seiler, Zentralblatt Math, 2008

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