By Vladimir Dorodnitsyn

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 e-book to supply a scientific development of invariant distinction schemes for nonlinear differential equations. A advisor to tools and ends up in a brand new sector of software of Lie teams to distinction equations, distinction meshes (lattices), and distinction functionals, this booklet makes a speciality of the upkeep of whole symmetry of unique differential equations in numerical schemes. This symmetry protection ends up in symmetry aid 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 ebook is anxious with conservation legislation and primary integrals for distinction types. The variational technique and Noether variety theorems for distinction equations are provided within the framework of the Lagrangian and Hamiltonian formalism for distinction equations. additionally, the ebook develops distinction mesh geometry in response to a symmetry team, simply because diverse symmetries are proven to require varied geometric mesh buildings. the tactic of finite-difference invariants presents the mesh producing equation, any certain case of which promises the mesh invariance. a couple of examples of invariant meshes is gifted. specifically, and with various functions in numerics for non-stop media, that the majority evolution PDEs must be approximated on relocating meshes. in accordance with the built approach to finite-difference invariants, the sensible sections of the e-book current dozens of examples of invariant schemes and meshes for physics and mechanics. particularly, 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)

Example text

S − R. D EFINITION . Operators Xα , α = 1, 2, . . , r, are said to be linearly connected if there exist functions Φα (x) of which not all are identically zero such that Φα Xα = 0. 2 D EFINITION . Operators Xα , α = 1, 2, . . , r, form a complete system if they are linearly unconnected and their commutators satisfy the representation [Xα , Xβ ] = φαβ σ Xσ with some functions φσαβ (x). The above-introduced definitions permit stating the following lemma. L EMMA . If the system of equations Xα I(x) = 0, α = 1, 2, .

The set of invariant solutions of given rank ρ can also be arranged in a certain order. To this end, L. Ovsyannikov proposed to divide a subgroup H ∈ Gr N of given rank into classes of equivalent subgroups in the sense of the following definition. Two subgroups H and H ∗ are said to be similar in the group Gr N if there exists a transformation T ∈ Gr N such that H ∗ = T HT −1 . In this case, the invariant solutions corresponding to the subgroups H and H ∗ are obviously related to each other by the same transformation T .

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 . Just as in the case of invariants, the problem on the invariance of a manifold regularly defined by the equations φk (x) = 0, k = 1, 2, .

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