Applications of Lie's Theory of Ordinary and Partial Differential Equations

Author: L Dresner
Publisher: CRC Press
ISBN: 9781420050783
Category: Science
Page: 225
View: 2925
Lie's group theory of differential equations unifies the many ad hoc methods known for solving differential equations and provides powerful new ways to find solutions. The theory has applications to both ordinary and partial differential equations and is not restricted to linear equations. Applications of Lie's Theory of Ordinary and Partial Differential Equations provides a concise, simple introduction to the application of Lie's theory to the solution of differential equations. The author emphasizes clarity and immediacy of understanding rather than encyclopedic completeness, rigor, and generality. This enables readers to quickly grasp the essentials and start applying the methods to find solutions. The book includes worked examples and problems from a wide range of scientific and engineering fields.

Applications of Lie Groups to Differential Equations

Author: Peter J. Olver
Publisher: Springer Science & Business Media
ISBN: 1468402749
Category: Mathematics
Page: 497
View: 2077
This book is devoted to explaining a wide range of applications of con tinuous symmetry groups to physically important systems of differential equations. Emphasis is placed on significant applications of group-theoretic methods, organized so that the applied reader can readily learn the basic computational techniques required for genuine physical problems. The first chapter collects together (but does not prove) those aspects of Lie group theory which are of importance to differential equations. Applications covered in the body of the book include calculation of symmetry groups of differential equations, integration of ordinary differential equations, including special techniques for Euler-Lagrange equations or Hamiltonian systems, differential invariants and construction of equations with pre scribed symmetry groups, group-invariant solutions of partial differential equations, dimensional analysis, and the connections between conservation laws and symmetry groups. Generalizations of the basic symmetry group concept, and applications to conservation laws, integrability conditions, completely integrable systems and soliton equations, and bi-Hamiltonian systems are covered in detail. The exposition is reasonably self-contained, and supplemented by numerous examples of direct physical importance, chosen from classical mechanics, fluid mechanics, elasticity and other applied areas.

Geometrical Properties of Differential Equations

Applications of the Lie Group Analysis in Financial Mathematics
Author: Ljudmila A Bordag
Publisher: World Scientific Publishing Company
ISBN: 9814667269
Category: Mathematics
Page: 340
View: 1625
This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics. We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way. The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study. The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).

Symmetry Analysis of Differential Equations with Mathematica®

Author: Gerd Baumann
Publisher: Springer Science & Business Media
ISBN: 1461221102
Category: Mathematics
Page: 521
View: 8995
The first book to explicitly use Mathematica so as to allow researchers and students to more easily compute and solve almost any kind of differential equation using Lie's theory. Previously time-consuming and cumbersome calculations are now much more easily and quickly performed using the Mathematica computer algebra software. The material in this book, and on the accompanying CD-ROM, will be of interest to a broad group of scientists, mathematicians and engineers involved in dealing with symmetry analysis of differential equations. Each section of the book starts with a theoretical discussion of the material, then shows the application in connection with Mathematica. The cross-platform CD-ROM contains Mathematica (version 3.0) notebooks which allow users to directly interact with the code presented within the book. In addition, the author's proprietary "MathLie" software is included, so users can readily learn to use this powerful tool in regard to performing algebraic computations.


Author: NITA H. SHAH
Publisher: PHI Learning Pvt. Ltd.
ISBN: 8120350871
Category: Mathematics
Page: 528
View: 3778
This revised and updated text, now in its second edition, continues to present the theoretical concepts of methods of solutions of ordinary and partial differential equations. It equips students with the various tools and techniques to model different physical problems using such equations. The book discusses the basic concepts of ordinary and partial differential equations. It contains different methods of solving ordinary differential equations of first order and higher degree. It gives the solution methodology for linear differential equations with constant and variable coefficients and linear differential equations of second order. The text elaborates simultaneous linear differential equations, total differential equations, and partial differential equations along with the series solution of second order linear differential equations. It also covers Bessel’s and Legendre’s equations and functions, and the Laplace transform. Finally, the book revisits partial differential equations to solve the Laplace equation, wave equation and diffusion equation, and discusses the methods to solve partial differential equations using the Fourier transform. A large number of solved examples as well as exercises at the end of chapters help the students comprehend and strengthen the underlying concepts. The book is intended for undergraduate and postgraduate students of Mathematics (B.A./B.Sc., M.A./M.Sc.), and undergraduate students of all branches of engineering (B.E./B.Tech.), as part of their course in Engineering Mathematics. New to the SECOND Edition • Includes new sections and subsections such as applications of differential equations, special substitution (Lagrange and Riccati), solutions of non-linear equations which are exact, method of variation of parameters for linear equations of order higher than two, and method of undetermined coefficients • Incorporates several worked-out examples and exercises with their answers • Contains a new Chapter 19 on ‘Z-Transforms and its Applications’.

Applications of the Theory of Groups in Mechanics and Physics

Author: Petre P. Teodorescu,Nicolae-A.P. Nicorovici
Publisher: Springer Science & Business Media
ISBN: 9781402020469
Category: Mathematics
Page: 446
View: 7701
The notion of group is fundamental in our days, not only in mathematics, but also in classical mechanics, electromagnetism, theory of relativity, quantum mechanics, theory of elementary particles, etc. This notion has developed during a century and this development is connected with the names of great mathematicians as E. Galois, A. L. Cauchy, C. F. Gauss, W. R. Hamilton, C. Jordan, S. Lie, E. Cartan, H. Weyl, E. Wigner, and of many others. In mathematics, as in other sciences, the simple and fertile ideas make their way with difficulty and slowly; however, this long history would have been of a minor interest, had the notion of group remained connected only with rather restricted domains of mathematics, those in which it occurred at the beginning. But at present, groups have invaded almost all mathematical disciplines, mechanics, the largest part of physics, of chemistry, etc. We may say, without exaggeration, that this is the most important idea that occurred in mathematics since the invention of infinitesimal calculus; indeed, the notion of group expresses, in a precise and operational form, the vague and universal ideas of regularity and symmetry. The notion of group led to a profound understanding of the character of the laws which govern natural phenomena, permitting to formulate new laws, correcting certain inadequate formulations and providing unitary and non contradictory formulations for the investigated phenomena.

Elementary Lie group analysis and ordinary differential equations

Author: Nailʹ Khaĭrullovich Ibragimov
Publisher: John Wiley & Sons Inc
ISBN: 9780471974307
Category: Mathematics
Page: 347
View: 8055
Lie group analysis, based on symmetry and invariance principles, is the only systematic method for solving nonlinear differential equations analytically. One of Lie's striking achievements was the discovery that the majority of classical devices for integration of special types of ordinary differential equations could be explained and deduced by his theory. Moreover, this theory provides a universal tool for tackling considerable numbers of differential equations when other means of integration fail. * This is the first modern text on ordinary differential equations where the basic integration methods are derived from Lie group theory * Includes a concise and self contained introduction to differential equations * Easy to follow and comprehensive introduction to Lie group analysis * The methods described in this book have many applications The author provides students and their teachers with a flexible text for undergraduate and postgraduate courses, spanning a variety of topics from the basic theory through to its many applications. The philosophy of Lie groups has become an essential part of the mathematical culture for anyone investigating mathematical models of physical, engineering and natural problems.

Linear Theory of Colombeau Generalized Functions

Author: M Nedeljkov,S Pilipovic,D Scarpalezos
Publisher: CRC Press
ISBN: 9780582356832
Category: Mathematics
Page: 168
View: 9466
Results from the now-classical distribution theory involving convolution and Fourier transformation are extended to cater for Colombeau's generalized functions. Indications are given how these particular generalized functions can be used to investigate linear equations and pseudo differential operators. Furthermore, applications are also given to problems with nonregular data.

Symmetries, Differential Equations and Applications

SDEA-III, İstanbul, Turkey, August 2017
Author: Victor G. Kac,Peter J. Olver,Pavel Winternitz,Teoman Özer
Publisher: Springer
ISBN: 3030013766
Category: Mathematics
Page: 199
View: 9615
Based on the third International Conference on Symmetries, Differential Equations and Applications (SDEA-III), this proceedings volume highlights recent important advances and trends in the applications of Lie groups, including a broad area of topics in interdisciplinary studies, ranging from mathematical physics to financial mathematics. The selected and peer-reviewed contributions gathered here cover Lie theory and symmetry methods in differential equations, Lie algebras and Lie pseudogroups, super-symmetry and super-integrability, representation theory of Lie algebras, classification problems, conservation laws, and geometrical methods. The SDEA III, held in honour of the Centenary of Noether’s Theorem, proven by the prominent German mathematician Emmy Noether, at Istanbul Technical University in August 2017 provided a productive forum for academic researchers, both junior and senior, and students to discuss and share the latest developments in the theory and applications of Lie symmetry groups. This work has an interdisciplinary appeal and will be a valuable read for researchers in mathematics, mechanics, physics, engineering, medicine and finance.

CRC Handbook of Lie Group Analysis of Differential Equations

Symmetries, Exact Solutions, and Conservation Laws
Author: Nail H. Ibragimov
Publisher: CRC Press
ISBN: 9780849344886
Category: Mathematics
Page: 448
View: 1628
Today Lie group theoretical approach to differential equations has been extended to new situations and has become applicable to the majority of equations that frequently occur in applied sciences. Newly developed theoretical and computational methods are awaiting application. Students and applied scientists are expected to understand these methods. Volume 3 and the accompanying software allow readers to extend their knowledge of computational algebra. Written by the world's leading experts in the field, this up-to-date sourcebook covers topics such as Lie-Bäcklund, conditional and non-classical symmetries, approximate symmetry groups for equations with a small parameter, group analysis of differential equations with distributions, integro-differential equations, recursions, and symbolic software packages. The text provides an ideal introduction to the modern group analysis and addresses issues to both beginners and experienced researchers in the application of Lie group methods.

Solution Sets of Differential Equations in Abstract Spaces

Author: Robert Dragoni,Paolo Nistri,Pietro Zecca,Jack W Macki
Publisher: CRC Press
ISBN: 9780582294509
Category: Mathematics
Page: 120
View: 5231
This book presents results on the geometric/topological structure of the solution set S of an initial-value problem x(t) = f(t, x(t)), x(0) =xo, when f is a continuous function with values in an infinite-dimensional space. A comprehensive survey of existence results and the properties of S, e.g. when S is a connected set, a retract, an acyclic set, is presented. The authors also survey results onthe properties of S for initial-value problems involving differential inclusions, and for boundary-value problems. This book will be of particular interest to researchers in ordinary and partial differential equations and some workers in control theory.

Continuous Symmetries, Lie Algebras, Differential Equations and Computer Algebra

Second Edition
Author: Willi-Hans Steeb
Publisher: World Scientific Publishing Company
ISBN: 9813107014
Category: Mathematics
Page: 472
View: 1811
This textbook comprehensively introduces students and researchers to the application of continuous symmetries and their Lie algebras to ordinary and partial differential equations. Covering all the modern techniques in detail, it relates applications to cutting-edge research fields such as Yang–Mills theory and string theory. Aimed at readers in applied mathematics and physics rather than pure mathematics, the material is ideally suited to students and researchers whose main interest lies in finding solutions to differential equations and invariants of maps. A large number of worked examples and challenging exercises help readers to work independently of teachers, and by including SymbolicC++ implementations of the techniques in each chapter, the book takes full advantage of the advancements in algebraic computation. Twelve new sections have been added in this edition, including: Haar measure, Sato's theory and sigma functions, universal algebra, anti-self dual Yang-Mills equation, and discrete Painlevé equations. Errata(s) Errata

Vorlesungen über partielle Differentialgleichungen

Author: Vladimir I. Arnold
Publisher: Springer-Verlag
ISBN: 3540350314
Category: Mathematics
Page: 174
View: 8161
Nach seinem bekannten und viel verwendeten Buch über gewöhnliche Differentialgleichungen widmet sich der berühmte Mathematiker Vladimir Arnold nun den partiellen Differentialgleichungen in einem neuen Lehrbuch. In seiner unnachahmlich eleganten Art führt er über einen geometrischen, anschaulichen Weg in das Thema ein, und ermöglicht den Lesern so ein vertieftes Verständnis der Natur der partiellen Differentialgleichungen. Für Studierende der Mathematik und Physik ist dieses Buch ein Muss. Wie alle Bücher Vladimir Arnolds ist dieses Buch voller geometrischer Erkenntnisse. Arnold illustriert jeden Grundsatz mit einer Abbildung. Das Buch behandelt die elementarsten Teile des Fachgebiets and beschränkt sich hauptsächlich auf das Cauchy-Problem und das Neumann-Problems für die klassischen Lineargleichungen der mathematischen Physik, insbesondere auf die Laplace-Gleichung und die Wellengleichung, wobei die Wärmeleitungsgleichung und die Korteweg-de-Vries-Gleichung aber ebenfalls diskutiert werden. Die physikalische Intuition wird besonders hervorgehoben. Eine große Anzahl von Problemen ist übers ganze Buch verteilt, und ein ganzer Satz von Aufgaben findet sich am Ende. Was dieses Buch so einzigartig macht, ist das besondere Talent Arnolds, ein Thema aus einer neuen, frischen Perspektive zu beleuchten. Er lüftet gerne den Schleier der Verallgemeinerung, der so viele mathematische Texte umgibt, und enthüllt die im wesentlichen einfachen, intuitiven Ideen, die dem Thema zugrunde liegen. Das kann er besser als jeder andere mathematische Autor.

Group Analysis of Differential Equations

Author: L. V. Ovsiannikov
Publisher: Academic Press
ISBN: 1483219062
Category: Mathematics
Page: 432
View: 6186
Group Analysis of Differential Equations provides a systematic exposition of the theory of Lie groups and Lie algebras and its application to creating algorithms for solving the problems of the group analysis of differential equations. This text is organized into eight chapters. Chapters I to III describe the one-parameter group with its tangential field of vectors. The nonstandard treatment of the Banach Lie groups is reviewed in Chapter IV, including a discussion of the complete theory of Lie group transformations. Chapters V and VI cover the construction of partial solution classes for the given differential equation with a known admitted group. The theory of differential invariants that is developed on an infinitesimal basis is elaborated in Chapter VII. The last chapter outlines the ways in which the methods of group analysis are used in special issues involving differential equations. This publication is a good source for students and specialists concerned with areas in which ordinary and partial differential equations play an important role.

Progress in Partial Differential Equations The Metz Surveys 2

Author: Michel Chipot
Publisher: CRC Press
ISBN: 9780582227699
Category: Mathematics
Page: 248
View: 9876
This volume presents papers from the conferences given at the University of Metz in 1992, and presents some recent advances in various important domains of partial differential equations and applied mathematics. A special attempt has been made to make this work accessible to young researchers and non-specialists.

Analysis of Weakly Compressible Turbulence Using Symmetry Methods and Direct Numerical Simulation

Author: Raphael Gotthard Harald Arlitt
Publisher: Cuvillier Verlag
ISBN: 3865373461
Page: 201
View: 7159

Nonlinear Theory of Generalized Functions

Author: Michael Oberguggenberger,Michael Grosser,Michael Kunzinger,Gunther Hormann
Publisher: CRC Press
ISBN: 9780849306495
Category: Mathematics
Page: 400
View: 2538
Questions regarding the interplay of nonlinearity and the creation and propagation of singularities arise in a variety of fields-including nonlinear partial differential equations, noise-driven stochastic partial differential equations, general relativity, and geometry with singularities. A workshop held at the Erwin-Schrödinger International Institute for Mathematical Physics in Vienna investigated these questions and culminated in this volume of invited papers from experts in the fields of nonlinear partial differential equations, structure theory of generalized functions, geometry and general relativity, stochastic partial differential equations, and nonstandard analysis. The authors provide the latest research relevant to work in partial differential equations, mathematical physics, and nonlinear analysis. With a focus on applications, this books provides a compilation of recent approaches to the problem of singularities in nonlinear models. The theory of differential algebras of generalized functions serves as the central theme of the project, along with its interrelations with classical methods.

Theory of Differential Equations

Partial differential equations
Author: Andrew Russell Forsyth
Publisher: CUP Archive
Page: 478
View: 4239

Symmetries and Integrability of Difference Equations

Author: Decio Levi,Peter Olver,Zora Thomova,Pavel Winternitz
Publisher: Cambridge University Press
ISBN: 1139493841
Category: Mathematics
Page: N.A
View: 954
Difference equations are playing an increasingly important role in the natural sciences. Indeed many phenomena are inherently discrete and are naturally described by difference equations. Phenomena described by differential equations are therefore approximations of more basic discrete ones. Moreover, in their study it is very often necessary to resort to numerical methods. This always involves a discretization of the differential equations involved, thus replacing them by difference equations. This book shows how Lie group and integrability techniques, originally developed for differential equations, have been adapted to the case of difference ones. Each of the eleven chapters is a self-contained treatment of a topic, containing introductory material as well as the latest research results. The book will be welcomed by graduate students and researchers seeking an introduction to the field. As a survey of the current state of the art it will also serve as a valuable reference.

The Action Principle and Partial Differential Equations

Author: Demetrios Christodoulou
Publisher: Princeton University Press
ISBN: 9780691049571
Category: Mathematics
Page: 319
View: 5700
This book introduces new methods in the theory of partial differential equations derivable from a Lagrangian. These methods constitute, in part, an extension to partial differential equations of the methods of symplectic geometry and Hamilton-Jacobi theory for Lagrangian systems of ordinary differential equations. A distinguishing characteristic of this approach is that one considers, at once, entire families of solutions of the Euler-Lagrange equations, rather than restricting attention to single solutions at a time. The second part of the book develops a general theory of integral identities, the theory of "compatible currents," which extends the work of E. Noether. Finally, the third part introduces a new general definition of hyperbolicity, based on a quadratic form associated with the Lagrangian, which overcomes the obstacles arising from singularities of the characteristic variety that were encountered in previous approaches. On the basis of the new definition, the domain-of-dependence theorem and stability properties of solutions are derived. Applications to continuum mechanics are discussed throughout the book. The last chapter is devoted to the electrodynamics of nonlinear continuous media.