1st Edition

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

By L Dresner Copyright 1998
    240 Pages 16 B/W Illustrations
    by CRC Press

    240 Pages
    by CRC Press

    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.

    Conventions Used in This Book

    One-Parameter Groups
    Groups of transformations
    Infinitesimal transformations
    Group invariants
    Invariant curves and families of curves
    Transformation of derivatives: the extended group
    Transformation of derivatives (continued)
    Invariant differential equations of the first order

    First-Order Ordinary Differential Equations
    Lie's integrating factor
    The converse of Lie's theorem
    Invariant integral curves
    Singular solutions
    Change of variables
    Tabulation of differential equations
    Notes to chapter two

    Second-Order Ordinary Differential Equations
    Invariant differential equations of the second order
    Lie's reduction theorem
    Stretching groups
    Streching groups (continued)
    Stretching groups (continued)
    Other groups
    Equations invariant to two groups
    Two-parameter groups
    Noether's theorem
    Noether's theorem (continued)

    Similarity Solutions of Partial Differential Equations
    One-parameter families of stretching groups
    Similarity solutions
    The associated group
    The asymptotic behavior of similarity solutions
    Proof of the ordering theorem
    Functions invariant to an entire family of stretching groups
    A second example
    Further use of the associated group
    More wave propagation problems
    Wave propagation problems (continued)
    Shocks

    Traveling-Wave Solutions
    One-parameter families of translation groups
    The diffusion equation with source
    Determination of the propagation velocity a
    Determination of the propagation volocity: role of the initial condition
    The approach to traveling waves
    The approach to traveling waves (continued)
    A final example
    Concluding remarks
    Notes of chapter five

    Approximate Methods
    Introduction
    Superfluid diffusion equation with a slowly varying face temperature
    Ordinary diffusion equation with a nonconstant diffusion coefficient
    Check on the accuracy of the approximate formula

    Epilogue

    Appendix 1: Linear, First-Order Partial Differential Equations
    Appendix II: Riemann's Method of Characteristics
    Appendix III: The Calculus of Variations and the Euler-Lagrange Equation
    Appendix IV: Computation of Invariants and First Differential Invariants from the Transformation Equations

    Solutions to the Problems

    References

    Symbols and Their Definitions

    Biography

    L Dresner