New PDF release: Applications of Lie Groups to Difference Equations

By Vladimir Dorodnitsyn

ISBN-10: 1420083090

ISBN-13: 9781420083095

Meant for researchers, numerical analysts, and graduate scholars in a variety of fields of utilized arithmetic, physics, mechanics, and engineering sciences, functions of Lie teams to distinction Equations is the 1st publication to supply a scientific building of invariant distinction schemes for nonlinear differential equations. A consultant to equipment and ends up in a brand new sector of program of Lie teams to distinction equations, distinction meshes (lattices), and distinction functionals, this e-book makes a speciality of the renovation of entire symmetry of unique differential equations in numerical schemes. This symmetry upkeep leads to symmetry relief of the adaptation version in addition to that of the unique partial differential equations and so as aid for usual distinction equations. a considerable a part of the e-book is anxious with conservation legislation and primary integrals for distinction types. The variational method and Noether style theorems for distinction equations are provided within the framework of the Lagrangian and Hamiltonian formalism for distinction equations. moreover, the e-book develops distinction mesh geometry according to a symmetry crew, simply because various symmetries are proven to require diverse geometric mesh constructions. the tactic of finite-difference invariants offers the mesh producing equation, any precise 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. in accordance with the built approach to finite-difference invariants, the sensible sections of the publication 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 Schr?dinger equation.

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Extra info for Applications of Lie Groups to Difference Equations (Differential and Integral Equations and Their Applications, Volume 8)

Sample text

I s (x)) = 0, then such solutions are said to be functionally dependent. 32) have been well studied in the classical literature. In particular, the following assertion holds. P ROPOSITION . For functions I 1 (x), I 2 (x), . . , I s (x) to be functionally independent, it is necessary and sufficient that the Jacobi matrix J = ∂I i /∂xJ have general rank equal to s (the number of functions), R(J) = s. If R(J) < s, then there exist s − R(J) independent functions Fα (y 1 , y 2 , . . , y s ) satisfying the condition Fα (I 1 (x), I 2 (x), .

Thus, a necessary and sufficient condition for I(x) to be invariant can be written as Xα I(x) = 0, α = 1, 2, . . 32) where the Xα are the basis operators of the group. 32) is a system of linear first-order partial differential equations. If I 1 (x), I 2 (x), . . , I s (x) are some solutions, then any function of them is also a solution of this system. , about solutions for which the relation F (I 1 (x), I 2 (x), . . , I s (x)) = 0 implies that F (y 1 , y 2 , . . , y s ) is zero as a function of the independent variables y 1 , y 2 , .

1. 78) implies that ∂H ∂ 2 I ∂H ∂ 2 I ∂I ∂ 2 H ∂I ∂ 2 H ∂2I + − = − , ∂t∂pi ∂pj ∂q j ∂pi ∂q j ∂pj ∂pi ∂pj ∂q j ∂pi ∂q j ∂pj ∂pi i = 1, . . , n. ∂ 2I ∂H ∂ 2 I ∂H ∂ 2 I ∂I ∂ 2 H ∂I ∂ 2 H − − + = j − , ∂t∂q i ∂pj ∂q j ∂q i ∂q j ∂pj ∂q i ∂q ∂pj ∂q i ∂pj ∂q j ∂q i These equations can be rewritten as ∂ ∂pi ∂ ∂q i ∂H ∂I ∂I ∂H ∂I + − j j ∂t ∂pj ∂q ∂q ∂pj ∂H ∂I ∂I ∂H ∂I + − j j ∂t ∂pj ∂q ∂q ∂pj = 0, i = 1, . . , n. = 0, Therefore, we obtain ∂I ∂H ∂I ∂H ∂I + − j = f (t). 70) . Thus, we conclude that a Hamiltonian symmetry determines a first integral of the canonical Hamiltonian equations up to some time-dependent function that can be found with the help of these equations.

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Applications of Lie Groups to Difference Equations (Differential and Integral Equations and Their Applications, Volume 8) by Vladimir Dorodnitsyn

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