A comparative study of some computer algebra packages which determine the Lie point symmetries of differential equations

The study seeks to determine which of five computer algebra packages is best at finding the Lie point symmetries of systems of partial differential equations with minimal user intervention. The chosen packages are LIEPDE and DIMSYM for REDUCE, LIE and BIGLIE for MUMATH, DESOLV for MAPLE, and MATHLIE for MATHEMATICA. A series of systems of partial differential equations are used in the study. The paper concludes that while all of the computer packages are useful, DESOLV appears to be the most successful system at determining the complete set of Lie point symmetries of systems of partial differential equations.     

几个非线性偏微分方程的非古典对称及相似解

研究了一些非线性偏微分方程的非古典势对称和非古典对称,得到了某些方程的新的势对称和新的对称,同时也得到了其伴随系统的新的对称,并求出了一些相似解．这些解对进一步研究这些非线性偏微分方程所描述的物理现象具有广泛的应用价值．     

Symbolic Computation and Differential Equations: Lie Symmetries

In this paper we discuss the package DESOLV written for the algebraic computing system MAPLE. DESOLV has routines which will systematically obtain with considerably flexibility, all resulting integrability conditions for any system of linear, coupled, partial differential equations. It also contains routines which will automatically generate and attempt to integrate the determining equations for the Lie symmetries of differential equations.     

Fokker-Planck方程的非古典势对称群及新显式解

本文利用一种新方法对Fokker- Planck方程的非古典势对称群生成元进行研究,找到方程的几个非古典势对称群生成元,并采用非古典对称群方法由这些对称群生成元构造得到Fokker- Planck方程的相应显式解.这些新显式解不能由Fokker -Planck方程本身的Lie对称或Li-e B cklund对称来获得.在验证所求得显式解的过程中,还发现并得到了另外几个显式解.这些新显式解则不能由Fokker -Planck方程本身的Lie对称,Lie- B cklund对称或非古典势对称来获得.文章表明,通过偏微分方程的非古典势对称群生成元来寻找其显式解是可能的.     

Symmetries and exact solutions for a 2 + 1-dimensional shallow water wave equation

Classical and nonclassical reductions of a 2 + 1-dimensional shallow water wave equation are classified. Using these reductions, we derive some exact solutions, including solutions expressed as the nonlinear superposition of solutions of a generalised variable-coefficient Korteweg-de Vries equation. Many of the reductions obtained involve arbitrary functions and so the associated families of solutions have a rich variety of qualitative behaviours. This suggests that solving the initial value problem for the 2 + 1-dimensional shallow water equation under discussion could pose some fundamental difficulties.The nonlinear overdetermined systems of partial differential equations whose solutions yield the reductions were analysed and solved using the MAPLE package diffgrob2, which we describe briefly.     

[SADE] a Maple package for the symmetry analysis of differential equations

We present the package SADE (Symmetry Analysis of Differential Equations) for the determination of symmetries and related properties of systems of differential equations. The main methods implemented are: Lie, nonclassical, Lie–Bäcklund and potential symmetries, invariant solutions, first-integrals, Nöther theorem for both discrete and continuous systems, solution of ordinary differential equations, order and dimension reductions using Lie symmetries, classification of differential equations, Casimir invariants, and the quasi-polynomial formalism for ODE's (previously implemented by the authors in the package QPSI) for the determination of quasi-polynomial first-integrals, Lie symmetries and invariant surfaces. Examples of use of the package are given.

Program summary

Program title: SADECatalogue identifier: AEHL_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHL_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC license, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 27 704No. of bytes in distributed program, including test data, etc.: 346 954Distribution format: tar.gzProgramming language: MAPLE 13 and MAPLE 14Computer: PCs and workstationsOperating system: UNIX/LINUX systems and WINDOWSClassification: 4.3Nature of problem: Determination of analytical properties of systems of differential equations, including symmetry transformations, analytical solutions and conservation laws.Solution method: The package implements in MAPLE some algorithms (discussed in the text) for the study of systems of differential equations.Restrictions: Depends strongly on the system and on the algorithm required. Typical restrictions are related to the solution of a large over-determined system of linear or non-linear differential equations.Running time: Depends strongly on the order, the complexity of the differential system and the object computed. Ranges from seconds to hours.     

Benney方程的势对称和不变解

利用微分形式的吴方法计算了Benney方程的势对称及其不变解．由于Benney方程中包含不稳定项和耗散项,使得直接求其不变解较为困难,利用吴一微分特征列算法可大大降低其中确定方程组的计算难度．本文全面讨论了Benney方程不同系数情况下的对称,并且得到了新的势对称,同时利用这些对称求得了相应的不变解,这些解对进一步研究Benney方程所描述的物理现象具有广泛的应用价值．文章表明,对于守恒形式的偏微分方程,可通过其辅助系统求得的势对称来构造其不变解．     

Automatically determining symmetries of partial differential equations

A REDUCE package for determining the group of Lie symmetries of an arbitrary system of partial differential equations is described. It may be used both interactively and in a batch mode. In many cases the system finds the full group completely automatically. In some other cases there are a few linear differential equations of the determining system left the solution of which cannot be found automatically at present. If it is provided by the user, the infinitesimal generators of the symmetry group are returned.     

Conservation laws of (3+α)-dimensional time-fractional diffusion equation

The concept of Lie–Backlund symmetry plays a fundamental role in applied mathematics. It is clear that in order to find conservation laws for a given partial differential equations (PDEs) or fractional differential equations (FDEs) by using Lagrangian function, firstly, we need to obtain the symmetries of the considered equation.Fractional derivation is an efficient tool for interpretation of mathematical methods. Many applications of fractional calculus can be found in various fields of sciences as physics (classic, quantum mechanics and thermodynamics), biology, economics, engineering and etc. So in this paper, we present some effective application of fractional derivatives such as fractional symmetries and fractional conservation laws by fractional calculations. In the sequel, we obtain our results in order to find conservation laws of the time-fractional equation in some special cases.     

Noisy dynamic simulations in the presence of symmetry: Data alignment and model reduction

We process snapshots of trajectories of evolution equations with intrinsic symmetries, and demonstrate the use of recently developed eigenvector-based techniques to successfully quotient out the degrees of freedom associated with the symmetries in the presence of noise. Our illustrative examples include a one-dimensional evolutionary partial differential (the Kuramoto–Sivashinsky) equation with periodic boundary conditions, as well as a stochastic simulation of nematic liquid crystals which can be effectively modeled through a nonlinear Smoluchowski equation on the surface of a sphere. This is a useful first step towards data mining the symmetry-adjusted ensemble of snapshots in search of an accurate low-dimensional parametrization and the associated reduction of the original dynamical system. We also demonstrate a technique (Vector Diffusion Maps) that combines, in a single formulation, the symmetry removal step and the dimensionality reduction step.     

Fokker Planck方程的非古典广义势对称及精确解

分析了Fokker-Planck方程的非古典势对称,通过广义势系统而不是一般势系统求得了这些非古典势对称.文中得到了这些方程的新的对称,同时也得到了伴随系统的新的对称,并用其求出了一些精确解.这些解对进一步研究Fokker-Planck方程所描述的物理现象具有广泛的应用价值.     

A new ADI technique for two-dimensional parabolic equation with an integral condition

Nonclassical parabolic initial-boundary value problems arise in the study of several important physical phenomena. This paper presents a new approach to treat complicated boundary conditions appearing in the parabolic partial differential equations with nonclassical boundary conditions. A new fourth-order finite difference technique, based upon the Noye and Hayman (N-H) alternating direction implicit (ADI) scheme, is used as the basis to solve the two-dimensional time dependent diffusion equation with an integral condition replacing one boundary condition. This scheme uses less central processor time (CPU) than a second-order fully implicit scheme based on the classical backward time centered space (BTCS) method for two-dimensional diffusion. It also has a larger range of stability than a second-order fully explicit scheme based on the classical forward time centered space (FTCS) method. The basis of the analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from the 1974 work of Warming and Hyeet. This allows direct and simple comparison of the errors associated with the equations as well as providing a means to develop more accurate finite difference methods. The results of numerical experiments for the new method are presented. The central processor times needed are also reported. Error estimates derived in the maximum norm are tabulated.     

Automatic determination of dynamical symmetries of ordinary differential equations

We describe the application of a computer program CRACKSTAR for the exact analytic solution of overdetermined systems of differential equations which result in determining point-, contact- and dynamical symmetries of ordinary differential equations. Examples are discussed.     

Optimal control problem for stochastic evolution equations in Hilbert spaces

In this article, we consider an optimal control problem in which the controlled state dynamics is governed by a stochastic evolution equation in Hilbert spaces and the cost functional has a quadratic growth. The existence and uniqueness of the optimal control are obtained by the means of an associated backward stochastic differential equations with a quadratic growth and an unbounded terminal value. As an application, an optimal control of stochastic partial differential equations with dynamical boundary conditions is also given to illustrate our results.     

求一类非线性偏微分方程解析解的简洁构造算法

通过引入一个变换,利用齐次平衡原理和选准一个待定函数来构造求解一类非线性偏微分方程解析解的算法.作为实例,我们将该算法应用到了mKdV方程,KdV-Burgers方程和KdV-Burgers-Kuramoto方程.借助符号计算软件Mathematica获得了这些方程的解析解.不难看出,该方法不仅简洁,而且有望进一步扩展.     

Symmetries of Polynomials

New algorithms for determining discrete and continuous symmetries of polynomials - also known as binary forms in classical invariant theory - are presented, and implemented in MAPLE. The results are based on a new, comprehensive theory of moving frames that completely characterizes the equivalence and symmetry properties of submanifolds under general Lie group actions.     

The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton–Jacobi–Bellman equations

In this paper we study the optimal stochastic control problem for stochastic differential equations on Riemannian manifolds. The cost functional is specified by controlled backward stochastic differential equations in Euclidean space. Under some suitable assumptions, we conclude that the value function is the unique viscosity solution to the associated Hamilton–Jacobi–Bellman equation which is a fully nonlinear parabolic partial differential equation on Riemannian manifolds.     

Optimal bang-bang control of linear stochastic systems with a small noise parameter

This study considers the problem of determining optimal feedback control laws for linear stochastic systems with amplitude-constrained control inputs. Two basic performance indices are considered, average time and average integral quadratic form. The optimization interval is random and defined as the first time a trajectory reaches the terminal regionR. The plant is modeled as a stochastic differential equation with an additive Wiener noise disturbance. The variance parameter of the Wiener noise process is assumed to be suitably small. A singular perturbation technique is presented for the solution of the stochastic optimization equations (second-order partial differential equation). A method for generating switching curves for the resulting optimal bang-bang control system is then developed. The results are applied to various problems associated with a second-order purely inertial system with additive noise at the control input. This problem is typical of satellite attitude control problems.     

Optimal control problems for stochastic delay evolution equations in Banach spaces

We consider the optimal control for a Banach space valued stochastic delay evolution equation. The existence and uniqueness of the mild solution for the associated Hamilton–Jacobi–Bellman equations are obtained by means of backward stochastic differential equations. An application to optimal control of stochastic delay partial differential equations is also given.