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ISSN 0965-5425, Computational Mathematics and Mathematical Physics, 2007, Vol. 47, No. 2, pp. 249261.

Pleiades Publishing, Ltd., 2007. Original Russian Text A.V. Schmidt, 2007, published in Zhurnal Vychislitelnoi Matematiki i Matematicheskoi Fiziki, 2007, Vol. 47, No. 2, pp. 256268.

Analysis of ReactionDiffusion Systems by the Method of Linear Determining Equations


A. V. Schmidt
Institute of Computer Modeling, Siberian Division, Russian Academy of Sciences, Akademgorodok, Krasnoyarsk, 660036 Russia e-mail: schmidt@kas.krasn.ru
Received January 10, 2006

AbstractExact solutions to two-component systems of reactiondiffusion equations are sought by the method of linear determining equations (LDEs) generalizing the methods of the classical group analysis of differential equations. LDEs are constructed for a system of two second-order evolutionary equations. The results of solving the LDEs are presented for two-component systems of reactiondiffusion equations with polynomial nonlinearities in the diffusion coefcients. Examples of constructing noninvariant solutions are presented for the reactiondiffusion systems that possess invariant manifolds. DOI: 10.1134/S0965542507020091 Keywords: system of reactiondiffusion equations, method of linear determining equations, method of exact solutions

1. INTRODUCTION In recent decades, considerable interest has been demonstrated in the multicomponent systems of reactiondiffusion equations C t = ----- D ( C ) ----- C + F ( C ). x x (1.1)

Systems (1.1) are used for describing the formation and evolution of spacetime structures in nonlinear media of various nature (see [1, 3]). Examples of such applications are the simulation of nonlinear combustion processes (see [4]), describing the laws of vital activity and evolution of living organisms and their communities (see [5, 6]), and modeling the processes in physicochemical systems (see [7, 8]). Constructing exact solutions for any mathematical model is always of signicant interest. First, an exact solution often corresponds to the real process in the system under study. Second, exact solutions can be used for testing numerical algorithms and programs designed for calculating the corresponding models. The results of the group classication of the second-order evolutionary equations can be found in [9, 10]. Furthermore, there is a great number of publications about constructing exact solutions to these equations (e.g., see [1113]). In the case of multicomponent systems (1.1), only invariant solutions or those in terms of separable variables are generally sought (e.g., see [1, 14, 15]). In [1619], efcient methods for nding exact solutions to the systems of nonlinear diffusion equations were proposed. In [16], a method based on reducing two-component systems of nonlinear diffusion equations to a single equation by means of differential substitutions was described. This method makes it possible to obtain exact solutions to the systems under investigation. Certain structures of the group analysis were generalized in [1719]. In particular, it was proposed to use LDEs for constructing the invariant manifolds of evolutionary equations and systems (see [19]). The LDEs are a generalization of the classical determining equations, which are used for nding admissible (by differential equations) operators of transformation groups. In this study, invariant manifolds are sought by the LDE method for two-component systems of reaction diffusion equations of the form u t = ( u v u x ) x + f 1 ( u, v ),
k l

v t = d 1 ( u v v x ) x + f 2 ( u, v ),
m n

(1.2)

where k, l, m, n, and d1 are arbitrary constants. This particular class of systems has been chosen because, in applications, the diffusion coefcient is generally a polynomial (e.g., see [15]). The calculations were per249

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formed using Maple V. Having found invariant manifolds, we constructed exact solutions to corresponding systems (1.2). 2. CONSTRUCTING LDEs The LDEs can be constructed by the scheme described in [19]. According to [19], the differential constraints H, h j ( t, x, u , , u , u x, u x, ) = 0,
1 m 1 2

j = 1, 2, , p, i = 1, 2, , m, (2.1)

where p m, dene the invariant manifold u t = F ( t, x, u , , u , u x, u x, ),


i i 1 m 1 2

of the system E if it holds that Dt ( h j )


[E] [ H]

= 0,

j = 1, 2, , p.

Here, as in [19], [E] and [H] denote, respectively, the equation E and the manifold H together with their differential consequences with respect to the variable x; Dt and Dx are the total differential operators with respect to t and x, respectively. If the number of differential constraints is equal to m and they are resolved for the highest derivatives of the functions u1, , um, then, according to [18], invariance condition (2.1) implies the existence of a smooth solution to the system consisting of the equations E and H. Below, invariance condition (2.1) is formulated in the form of nonlinear determining equations of the invariant manifold. This is presented below for the system of the evolutionary equations E u t = F ( u, v , u 1, v 1, u 2, v 2 ), and the differential constraints H h = u n + g ( t, x, u, v , u 1, v 1, , u n 1, v n 1 ), = g 1 v n + w ( t, x, u, v , u 1, v 1, , u n 1, v n 1 ), where ui = iu/xi, vi = iv/xi, and g1 is a constant. For brevity, we present only the derivation of one of the two determining equations. The other equation is constructed similarly. Assume that H is an invariant manifold of the system E and n > 4. The following formulas are valid (here, as in [19], the relation means that the difference does not contain terms with un, un + 1, and un + 2): Dt ( h )
[E]

v t = G ( u, v , u 1, v 1, u 2, v 2 )

(2.2)

D x ( F ) + h un 1 D x
n

n1

( F ) + hv n 1 D x

n1

( G ) + h un 2 D x (G)

n2

( F ) + hv n 2 D x

n2

( G ),

Dx Dx Dx
n1

n2

(F)

F u2 u n + F v 2 v n ,

Dx

n2

G u2 u n + G v 2 v n ,

(F)

F u2 u n + 1 + u n [ F u1 + ( n 1 )D x ( F u2 ) ] + F v 2 v n + 1 + v n [ F v 1 + ( n 1 )D x ( F v 2 ) ], G u2 u n + 1 + u n [ G u1 + ( n 1 )D x ( G u2 ) ] + G v 2 v n + 1 + v n [ G v 1 + ( n 1 )D x ( G v 2 ) ], n(n 1) 2 F u2 u n + 2 + [ F u1 + nD x ( F u2 ) ]u n + 1 + F u + nD x ( F u1 ) + ------------------- D x ( F u2 ) u n 2

n1

(G)
n

Dx( F)

n(n 1) 2 + F v 2 v n + 2 + [ F v 1 + nD x ( F v 2 ) ]v n + 1 + F v + nD x ( F v 1 ) + ------------------- D x ( F v 2 ) v n . 2 The rst formula, in view of the subsequent formulas, can be rewritten as follows: Dt ( h )
[E]

F u2 u n + 2 + F v 2 v n + 2 + [ F u1 + nD x ( F u2 ) + h un 1 F u2 + h v n 1 G u2 ]u n + 1

n(n 1) 2 + [ F v 1 + nD x ( F v 2 ) + h un 1 F v 2 + h v n 1 G v 2 ]v n + 1 + F u + nD x ( F u1 ) + ------------------- D x ( F u2 ) 2 -- + h un 1 [ F u1 + ( n 1 )D x ( F u2 ) ] + h v n 1 [ G u1 + ( n 1 )D x ( G u2 ) ] + h un 2 F u2 + h v n 2 G u2 u n
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n(n 1) 2 + F v + nD x ( F v 1 ) + ------------------- D x ( F v 2 ) + h un 1 [ F v 1 + ( n 1 )D x ( F v 2 ) ] 2 - + h v n 1 [ G v 1 + ( n 1 )D x ( G v 2 ) ] + h un 2 F v 2 + h v n 2 G v 2 v n . It is clear that Dx(h) Dx(h)


2

u n + 1 + u n h un 1 + v n h v n 1 ,

Dx()

v n + 1 + u n un 1 + v n v n 1 ,

u n + 2 + u n + 1 h un 1 + v n + 1 h v n 1 + u n [ h un 2 + 2D x ( h un 1 ) u n h un 1 un 1 v n h un 1 v n 1 ] + v n [ h v n 2 + 2D x ( h v n 1 ) u n h un 1 v n 1 v n h v n 1 v n 1 ],

Dx()
2

v n + 2 + u n + 1 un 1 + v n + 1 v n 1 + u n [ un 2 + 2D x ( un 1 ) u n un 1 un 1 v n un 1 v n 1 ] + v n [ v n 2 + 2D x ( v n 1 ) u n un 1 v n 1 v n v n 1 v n 1 ].

Hence, the difference Dt ( h )


[E]

F u2 D x ( h ) F v 2 D x ( )
2 2

does not contain terms with un + 2 and vn + 2. It is easy to prove that the difference Dt ( h )
[E]

F u2 D x ( h ) F v 2 D x ( ) [ F u1 + nD x ( F u2 ) + h v n 1 G u2 un 1 F v 2 ]D x ( h )
2 2

[ F v 1 + nD x ( F v 2 ) + F v 2 ( h un 1 v n 1 ) + h v n 1 ( G v 2 F u2 ) ]D x ( ) does not contain terms with the derivatives un + 2, vn + 2, un + 1, and vn + 1. Hence, we can easily obtain the expression Dt ( h )
[E]

F u2 D x ( h ) + F v 2 D x ( ) + [ F u1 + nD x ( F u2 ) + h v n 1 G u2 un 1 F v 2 ]D x ( h )
2 2

n(n 1) 2 + [ F v 1 + nD x ( F v 2 ) + F v 2 ( h un 1 v n 1 ) + h v n 1 ( G v 2 F u2 ) ]D x ( ) + F u + nD x ( F u1 ) + ------------------- D x ( F u2 ) 2 h un 1 D x ( F u2 ) + h v n 1 [ G u1 + ( n 1 )D x ( G u2 ) ] + h v n 2 G u2 2F u2 D x ( h un 1 ) F v 2 [ un 2 + 2D x ( un 1 ) ] h un 1 h v n 1 G u2 + h un 1 un 1 F v 2 un 1 [ F v 1 + nD x ( F v 2 ) + F v 2 ( h un 1 v n 1 ) + h v n 1 ( G v 2 F u2 ) ] n(n 1) 2 -- + F u2 ( hh un 1 un 1 + h un 1 v n 1 ) + F v 2 ( h un 1 un 1 + un 1 v n 1 ) h + F v + nD x ( F v 1 ) + ------------------- D x ( F v 2 ) 2 + h un 1 [ F v 1 + ( n 1 )D x ( F v 2 ) ] + h v n 1 [ G v 1 + ( n 1 )D x ( G v 2 ) ] + h un 2 F v 2 + h v n 2 G v 2 F u2 [ h v n 2 + 2D x ( h v n 1 ) ] F v 2 [ v n 2 + 2D x ( v n 1 ) ] h v n 1 [ F u1 + nD x ( F u2 )h v n 1 G u2 un 1 F v 2 ] v n 1 [ F v 1 + nD x ( F v 2 ) + F v 2 ( h un 1 v n 1 ) + h v n 1 ( G v 2 F u2 ) ] - + F u2 ( hh un 1 v n 1 + h v n 1 v n 1 ) + F v 2 ( h un 1 v n 1 + v n 1 v n 1 ) . Denote it by and write in the shorter form = Dt ( h ) Since H is an invariant manifold, it holds that Dt ( h )
[E] [ H] [E]

M(h)

0.

= 0.
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Consequently, on the set [E] [H], we have M ( h ) + = 0. However, M(h) = 0 on this set; therefore,
[E] [ H]

= 0.

The derivatives of the function u with respect to t do not appear in . Consequently, we can write
[H]

= 0.

The last equality is fullled if and only if = 0. Thus, we have shown that 0. On the other hand, H depends on un and vn. Hence, we have constructed one of the two nonlinear determining equations of the invariant set H of the system of evolutionary equations E: Dt ( h )
[E]

= F u2 D x ( h ) + F v 2 D x ( ) + [ F u1 + nD x ( F u2 ) + h v n 1 G u2 un 1 F v 2 ]D x ( h )
2 2

n(n 1) 2 + [ F v 1 + nD x ( F v 2 ) + F v 2 ( h un 1 v n 1 ) + h v n 1 ( G v 2 F u2 ) ]D x ( ) + F u + nD x ( F u1 ) + ------------------- D x ( F u2 ) 2 h un 1 D x ( F u2 ) + h v n 1 [ G u1 + ( n 1 )D x ( G u2 ) ] + h v n 2 G u2 2F u2 D x ( h un 1 ) F v 2 [ un 2 + 2D x ( un 1 ) ] h un 1 h v n 1 G u2 + h un 1 un 1 F v 2 un 1 [ F v 1 + nD x ( F v 2 ) + F v 2 ( h un 1 v n 1 ) + h v n 1 ( G v 2 F u2 ) ] n(n 1) 2 -- + F u2 ( hh un 1 un 1 + h un 1 v n 1 ) + F v 2 ( h un 1 un 1 + un 1 v n 1 ) h + F v + nD x ( F v 1 ) + ------------------- D x ( F v 2 ) 2 + h un 1 [ F v 1 + ( n 1 )D x ( F v 2 ) ] + h v n 1 [ G v 1 + ( n 1 )D x ( G v 2 ) ] + h un 2 F v 2 + h v n 2 G v 2 F u2 [ h v n 2 + 2D x ( h v n 1 ) ] F v 2 [ v n 2 + 2D x ( v n 1 ) ] h v n 1 [ F u1 + nD x ( F u2 )h v n 1 G u2 un 1 F v 2 ] v n 1 [ F v 1 + nD x ( F v 2 ) + F v 2 ( h un 1 v n 1 ) + h v n 1 ( G v 2 F u2 ) ] - + F u2 ( hh un 1 v n 1 + h v n 1 v n 1 ) + F v 2 ( h un 1 v n 1 + v n 1 v n 1 ) . The second determining equation is constructed similarly: Dt ( )
[E]

= G u2 D x ( h ) + G v 2 D x ( ) + [ G u1 + nD x ( G u2 ) + G u2 ( v n 1 h un 1 ) + un 1 ( F u2 G v 2 ) ]D x ( h )
2 2

+ [ G v 1 + nD x ( G v 2 ) + un 1 F v 2 h v n 1 G u2 ]D x ( ) n(n 1) 2 + G v + nD x ( G v 1 ) + ------------------- D x [ G v 2 v n 1 D x ( G v 2 ) + un 1 ( F v 1 + ( n 1 )D x ( F v 2 ) ) ] + un 2 F v 2 2 2G v 2 D x ( v n 1 ) G u2 [ h v n 2 + 2D x ( h v n 1 ) ] v n 1 un 1 F v 2 + v n 1 h v n 1 G u2 h v n 1 [ G u1 + nD x ( G u2 ) + G u2 ( v n 1 h un 1 ) + un 1 ( F u2 G v 2 ) ] n(n 1) 2 -- + G v 2 ( v n 1 v n 1 + h v n 1 un 1 ) + G u2 ( h v n 1 v n 1 + hh v n 1 un 1 ) + G u + nD x ( G u1 ) + ------------------- D x ( G u2 ) 2 + v n 1 [ G u1 + ( n 1 )D x ( G u2 ) ] + un 1 [ F u1 + ( n 1 )D x ( F u2 ) ] + v n 2 G u2 + un 2 F u2 G v 2 [ un 2 + 2D x ( un 1 ) ] G u2 [ h un 2 + 2D x ( h un 1 ) ] un 1 [ G v 1 + nD x ( G v 2 ) un 1 F v 2 h v n 1 G u2 ] h un 1 [ G u1 + nD x ( G u2 ) + G u2 ( v n 1 h un 1 ) + un 1 ( F u2 G v 2 ) ]


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+ G v 2 ( v n 1 un 1 + h un 1 un 1 ) + G u2 ( h v n 1 un 1 + hh un 1 un 1 ) h. Finally, on the basis of the these determining equations, we can easily write the LDEs for system (2.2): D t ( h ) = F u2 D x ( h ) + F v 2 D x ( ) + [ b 1 F u1 + b 2 nD x ( F u2 ) ]D x ( h ) + [ b 3 F v 1 + b 4 nD x ( F v 2 ) ]D x ( )
2 2

n(n 1) 2 n(n 1) 2 + b 5 F u + b 6 nD x ( F u1 ) + b 7 ------------------- D x ( F u2 ) h + b 8 F v + b 9 nD x ( F v 1 ) + b 10 ------------------- D x ( F v 2 ) , 2 2 D t ( ) = G u2 D x ( h ) + G v 2 D x ( ) + [ b 11 G u1 + b 12 nD x ( G u2 ) ]D x ( h ) + [ b 13 G v 1 + b 14 nD x ( G v 2 ) ]D x ( )


2 2

n(n 1) 2 n(n 1) 2 + b 15 G u + b 16 nD x ( G u1 ) + b 17 ------------------- D x ( G u2 ) h + b 18 G v + b 19 nD x ( G v 1 ) + b 20 ------------------- D x ( G v 2 ) . 2 2 Here, bi are constants calculated when solving the determining equations. As a result, we write the LDEs for the two-component reactiondiffusion system (1.2) considered in this study: D t ( h ) = u v D x ( h ) + ( b 1 ku
k l 2 k1

v u x + b 2 lu v
k1 l

l1

v x )D x ( h ) + b 3 lu v
k k2

l1

ux Dx() (2.3)

+ { b 4 f 1u + ( b 4 + 2b 5 + b 6 )k [ u + ( b 4 + 3b 5 + b 6 )klu
k1

v u xx + ( k 1 )u
k l1

v ux ]
l 2 k l2

v
k

l1

u x v x + ( b 5 + b 6 )l [ u v u xx + ku
n k1

v xx + ( l 1 )u v
k l2

v x ]h
2

+ [ b 7 f 1v + b 8 l ( u v
m n 2

l1

l1 2 ux

+ ( l 1 )u v
m1

u x v x ) ] },
m n1

D t ( ) = d 1 u v D x ( ) + b 11 d 1 mu + { b 12 f 2u + b 13 d 1 m [ u
m1

m1 n

v v x D x ( h ) + d 1 ( b 9 mu
m1

v u x + b 10 nu v
m2 m n

v x )D x ( ) (2.4) v u x ] }.
n 2

v v xx + nu

n1

v x + ( m 1 )u
2

v u x v x ] }h
n2

+ { b 14 f 2v + d 1 n ( b 14 + 2b 15 + b 16 ) [ u v
m

n1

v xx + ( n 1 )u v
m1 n

v x]
2 m2

+ d 1 ( b 14 + 3b 15 + b 16 )mnu

m1

n1

u x v x + d 1 m ( b 15 + b 16 ) [ u

v v u xx + ( m 1 )u

3. SOLVING THE LDEs Since the solution to the LDEs for system (1.2) is rather cumbersome, we present only the results of seeking for invariant manifolds. The LDEs have the rst-order solutions h = u x + h 1 ( t, x, u, v ), h = u xx + h 1 ( t, x, u, v , u x, v x ), = g 1 v x + 1 ( t, x, u, v ), = g 1 v xx + 1 ( t, x, u, v , u x, v x ) but they result in only invariant solutions to system (1.2). Below, we present the second-order solutions to LDEs (2.3) and (2.4). The LDE system and its solution (ai and fij are arbitrary constants and fi are arbitrary functions) are as follows: u t = ( u v u x ) x + f 11 u + f 12 v + f 13 ,
k l

v t = d 1 ( u v v x ) x + f 21 u + f 22 v + f 23 ,
m n

k, l, m, n { 0, 1 },

k + l 1, h 1 = u xx ,

m + n 1, 1 = v xx ;

k + l + m + n 0,

2n k u t = ( u u x ) x + ----------- f 11 u + f 12 v + f 13 , 2k f 11 f 12 f 21 v t = d 1 ( u v v x ) x + f 21 u + 3kmd 1 f 11 + 6nd 1 ------ ------------------------ v + f 23 , f 12 ( n + 1 ) f 11


m n 2

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k, m, n { 0, 1 }, 2 ( 1 k ) f 12 f 21 h 2 = u xx + k f 11 + ---------------------------------- , 3d 1 f 11 u t = ( v u x ) x + f 11 u + f 12 v + f 13 ,
l

k + m 0,

m + n 1,
2

k ( n + 1 ) f 11 2 ( 1 k ) f 21 -; 2 = v xx + --------------------------- + -------------------------3d 1 f 12 v t = d 1 ( u v v x ) x + f 21 u + f 22 v + f 23 ,
m n

l, m, n { 0, 1 },

l + n = 1,

m + n 1,

( 1 l ) f 12 m l(1 m) h 3 = u xx + ( f 12 f 21 f 11 f 22 ) ---------------------- + --------------------------------- + ------------------- , 3d f 2 3 ( d 1 f 11 f 21 ) 3 f 21 1 11 ( 1 l ) f 12 m l(m 1) 3 = v xx + ( f 12 f 21 f 11 f 22 ) ---------------------- + --------------------------------- + ------------------- ; 3d 1 f 11 3 ( d 1 f 12 f 22 ) 3 f 22 u t = ( v u x ) x + f 11 u + f 12 v + f 13 , 2 f 22 ( d 1 f 11 3 f 22 ) -u v t = d 1 ( v v x ) x -------------------------------------------- + f 22 v + f 23 , d 1 f 12 f 22 4 = v xx + ------ ; d1
2

f 12 f 22 h 4 = u xx ---------------------------- , d 1 f 11 3 f 22 f 12 f 21 u t = ( uu x ) x + f 11 u + f 12 v -------------- , 2 f 11
2

2 f 11 3 -u v t = 2 ( uv x ) x + f 21 u 2 f 11 uv --------- , f 12

2 f 11 -u h 5 = u xx + --------- , 3
2

1 2 2 5 = v xx + --------- ( 2 f 11 u + 2 f 11 f 12 v f 12 f 21 ); 3 f 12 2 f 12 2 v t = 2 ( uv x ) x --------- ( f 11 uv + f 12 u + f 13 u + f 14 ), f 11 6 = 0;
s s

u t = ( uu x ) x + f 11 uv + f 12 u + f 13 u + f 14 ,

1 h 6 = u xx + -- ( f 11 v + 2 f 12 u + f 13 ) , 3 u t = ( u u x ) x + f 11 u + f 12 v
k 1s

+ f 13 ,

v t = d 1 ( v v x ) x + f 21 uv + f 22 v + f 23 v ,
1/2

k { 0, 1 }, h 7 = u xx , u t = ( u u x ) x + f 11 u v
1/2 s s q + 1/4 s

s { 3/4, 1/2 }, vx 7 = v xx s ----- ; v v t = d 1 ( v v x ) x + f 21 u v + f 22 v + f 23 v ,


1/2 1/4 q q 2 2

+ f 12 u + f 13 u ,
2

( s, q ) { ( 3/4, 1/2 ), ( 3/4, 3/4 ), ( 1/2, 1/2 ), ( 3/4, 0 ) }, ux h 8 = u xx s ---- , u u t = ( u u x ) x + f 11 u


1/2 1m

vx 8 = v xx q ----- ; v v t = d 1 ( u u x ) x + f 21 u + f 22 v + f 23 ,
m m 2

v + f 12 u

1m

+ f 13 u ,

m { 1/4, 3/2 }, ux h 9 = u xx + ( m 1 ) ---- , u u t = ( v u x ) x + f 11 uv


1/2 1/2

9 = v xx ; v t = f 21 uv
2 3/4

+ f 12 u,

+ f 22 v ,

f 11 h 10 = u xx + ------ u , 3

3v x 4 f 11 -v 10 = v xx -------- + --------- ; 3 4v
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u t = u xx + f 1 ( u, v ),

( a 1 u + a 2 ) f 1u ( u, v ) a 1 f 1 ( u, v ) v t = ------------------------------------------------------------------------------- , f 1v ( u, v ) 11 = 0; f 1 ( v ) + a 1 ( ln ( u ) + 1 ) v t = a 3 ----------------------------------------------------- , u f '1 ( v )


a t

h 11 = u xx + f 1 ( u, v ) + a 1 u + a 2 , u t = u xx + u f 1 ( v ) + a 1 u ln ( u ),

h 12 = u xx + u f 1 ( v ) + a 1 u ln ( u ) + a 2 e 1 u + a 3 , a 1 v + a 2 u t = u xx + f 1 -------------------- , f u f 21 e 23 v t = f 21 v + f 22 e

12 = 0;
f 23 u

+ f 24 ,

a 1 v + a 2 a 3 x + a 4 h 13 = u xx + a 1 u x + f 1 -------------------- + -------------------, f u f 23 f 21 e 23 13 = a 1 v x + f 21 v + f 22 e
f 23 u

f 24 + f 24 + ( a 3 v + a 4 ) v + ------ ; f 21 f 21 a v t = ------ v + f 22 u 1 , a2

v u t = u xx + f 21 u ln ( u ) + u f 1 ----- , a1 u h 14 = u xx + a 3 e
f 21 t

f 21 a 3 2 ( a2 + 1 ) f t v u x + f 21 u ln ( u ) + u f 1 ----- + ------------ ( x + a 5 )e 21 --------------------- u, a1 2 a1 a3 a2 u f 21 a 1 a 3 f 21 f 21 a f a t v x + ------ v + f 22 u 1 + ----------------- ( x + a 5 )e 21 2 + ------ v ; 2 a2 a2 u t = u xx + f 1 ( u ) + a 1 v ( n + 1 d 1 v ),


n

14 = a 3 e

f 21 t

d1 a2 f 1(u) n n+1 + a 2 u + a 3 ) f '1 ( u ) ----------- ( n + 1 d 1 n )v + ------------ , v t = d 1 ( v v x ) x + ----------- ( v n+1 n + 1 a1 h 15 = u xx + f 1 ( u ) + a 1 v ( n + 1 d 1 v ) + a 1 d 1 v


n n+1

+ a2 u + a3 ,

15 = 0;

a1 v 2 n u t = u xx + f 1 ( u ) + -------- ( d 1 u v n 1 ), d1u d1 d1 a2 2 a3 a2 2 n n+1 n+1 ' + ---- u + ---- u f 1 ( u ) ----------- v + ---- u f 1 ( u ) v t = d 1 ( u v v x ) x + ----------- v n+1 a1 n+1 a1 a 1 d 1 a3 n + 1 a3 n+1 2v a 1 v ----------- uv + a 2 + ----- , n+1 2u a1 v 2 n n+1 h 16 = u xx + f 1 ( u ) + -------- ( d 1 u v n 1 ) + a 1 v u + a 2 u + a 3 , d1u Finally, the third-order solutions to the LDEs have the form u t = ( u v u x ) x + 2 f 11 u ( ku + lv ) + f 12 u + f 13 v + f 14 ,
k l

16 = 0.

v t = d 1 ( u v v x ) x + 2d 1 f 11 v ( mu + nv ) + f 21 u + f 22 v + f 23 ,
m n

k, l, m, n { 0, 1 }, h 17 = u xxx + f 11 u x ,

k + l 1,

m + n 1,

17 = v xxx + f 11 v x .
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4. CONSTRUCTING SOLUTIONS TO REACTIONDIFFUSION SYSTEMS Having found the second- and third-order invariant manifolds, we can construct solutions to corresponding reactiondiffusion systems (1.2). Using the invariant manifolds hi = 0, i = 0 (i = 2, 3, 4), we can construct solutions of the form u = a 1 x + a 2 ( t )x + a 3 ( t ),
2

v = b 1 x + b 2 ( t )x + b 3 ( t ),
2

where a2(t), a3(t), b2(t), and b3(t) are the functions obtained after substituting these representations for u and v in the reactiondiffusion system. For example, consider the system u t = ( v u x ) x + u 2v + 1, v t = ( v v x ) x 2u + v ,

which admits only a translation transformation with respect to the independent variables x and t. It has invariant manifolds of the form h4 = 0, 4 = 0: u xx 1 = 0, Consequently, substituting the representation x u = ---- + u 1 ( t )x + u 2 ( t ), 2 into the original system, we obtain u '1 ( t ) = 0, u '2 ( t ) = u 1 ( t )v 1 ( t ) + u 2 ( t ) v 2 ( t ) + 1, v '2 ( t ) = v 1 ( t ) 2u 2 ( t ).
2 2

v xx + 1 = 0.
2

x v = ---- + v 1 ( t )x + v 2 ( t ) 2

v '1 ( t ) = 2 ( u 1 ( t ) + v 1 ( t ) ),

Integrating this system of ordinary differential equations, we nd the functions u1(t), u2(t), v1(t), and v2(t) and, consequently, the exact solution to the original reactiondiffusion system: b 4t a x t 2t u = ---- + ax + ce + de ----- e + ---- , 18 2 2 5b 4t a x 2t t 2t 2t v = ---- + ( be a )x + 2ce de ------- e + abe ---- + 1. 18 2 2 Consider the system u t = ( uu x ) x + u 2v + 1,
2 2 2 2 2 2 2

v t = 2 ( uv x ) x + u 2uv + u,
3

which has invariant manifolds of the form h5 = 0, 5 = 0: 2 u xx + -- u = 0, 3 1 2 v xx -- ( u 2v + 1 ) = 0. 3

Integrating them, we obtain the following representations for the functions u and v: 2 2 u = u 1 ( t ) sin -- x + u 2 ( t ) cos -- x , 3 3 1 2 1 2 2 2 2 2 v = -- u 1 ( t )u 2 ( t ) sin --------- x + ----- [ u 1 ( t ) u 2 ( t ) ] cos --------- x 3 12 3 6 1 2 2 2 2 + v 1 ( t ) sin -- x + v 2 ( t ) cos -- x + -- [ u 1 ( t ) + u 2 ( t ) + 2 ]. 3 3 4 Substituting these representations into the original reactiondiffusion system, we have 1 v 1 ( t ) = -- u '1 ( t ), 2 1 v 2 ( t ) = -- u '2 ( t ) 2
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and the system of ordinary differential equations 4 2 2 u '' ( t ) + -- u 1 ( t ) [ u 1 ( t ) + u 2 ( t ) ] = 0, 1 9 4 3 2 r'' r' = -- r , 9 The last equation implies ' = C 1 r ,
2

4 2 2 u '' ( t ) + -- u 2 ( t ) [ u 1 ( t ) + u 2 ( t ) ] = 0. 2 9

Changing the variables u1 = rcos and u2 = rsin, we obtain r'' + 2r'' = 0.

= C 1 r dt + C 2 ,
2

which yields the equation 4 3 3 r'' = c 1 r -- r . 9 Hence, according to [20], the solution can be represented parametrically: t = a ( C3 + )
2

4 1/2

d + C 4 ,

r = b,

C1 = a b , The system u t = ( uu x ) x + uv u + u + 1,
2

2 4

2 2 2 -- = a b . 9
2

v t = 2 ( uv x ) x + 2 ( uv u + u + 1 )

has an invariant manifold of the form h6 = 0, 6 = 0: 1 u xx + -- ( v 2u + 1 ) = 0. 3 u t = 2uu xx + u x + u + 1.


2 2

(4.1)

Expressing the function v from (4.1) and substituting it into the rst equation of the system, we obtain (4.2)

The second equation in the system under consideration is satised identically by virtue of the rst equation in (4.1). According to [12, 18], solutions to (4.2) can be sought in the form u = u 1 ( t )e + u 2 ( t )e + u 3 ( t ).
x x

Substituting it in (4.2), we obtain u '1 ( t ) = 0, u '2 ( t ) = 0, u '3 ( t ) = u 3 ( t ) 4u 1 ( t )u 2 ( t ) + 1.


2

Integrating these equations and taking into account (4.1), we nd the explicit solutions to the original reactiondiffusion system: u = C 1 e + C 2 e 4C 1 C 2 1 tanh [ 4C 1 C 2 1 ( t + C 3 ) ],
x x

v = C 1 e C 2 e 2 4C 1 C 2 1 tanh [ 4C 1 C 2 1 ( t + C 3 ) ] 1.
x x

Using the invariant manifolds of the form h7 = 0, 7 = 0, u xx = 0, we can easily nd the representations u = u 1 ( t )x + u 2 ( t ), for the solutions to the reactiondiffusion system u t = ( uu x ) x + u v ,
1/4

3v x v xx -------- = 0, 4v v = [ v 1 ( t )x + v 2 ( t ) ] v t = uv
3/4 4

(4.3)

3v .
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SCHMIDT

Substituting (4.3) in the system, we have u '1 ( t ) = u 1 ( t ) v 1 ( t ) , 1 v '1 ( t ) = -- u 1 ( t ), 4 Integrating this, we nally nd u 1 ( t ) = 2 [ C 1 ( t + 2 ) + C 2 ]e ,
t/2

u '2 ( t ) = u 1 ( t ) + u 2 ( t ) v 2 ( t ),
2

1 v '2 ( t ) = -- ( u 2 ( t ) 3 ). 4

v 1 ( t ) = ( C 1 t + C 2 )e ,
t/2 t 2 2

u 2 ( t ) = 2 [ C 3 ( t + 2 ) + C 4 ]e v 2 ( t ) = ( C 3 t + C 4 )e
t/2

t/2

+ 16e { [ C 1 ( t 1 ) + C 2 ] + 7C 1 } + 3,
2 2 t

+ 4 { [ C 1 ( t 2 ) + C 2 ] + 8C 1 }e + 3.

Using the invariant manifolds hi = 0, i = 0 (i = 7, 8, 9, 10), we can perform similar constructions. For the system u t = u xx + f 1 ( u, v ), v t = [ ( a 1 u + a 2 ) f 1u ( u, v ) a 1 f 1 ( u, v ) ]/ f 1v ( u, v ) (4.4)

it has been proved that there exists a differential constraint (h11 = 0, 11 = 0) such that u xx + f 1 ( u, v ) + a 1 u + a 2 = 0. The rst equation in (4.4) with account for (4.5) implies u = e
a1 t

(4.5)

F ( x ) a 2 /a 1 ,

where F(x) is an arbitrary function. We can easily check that the second equation in (4.4) is satised identically due to (4.5) and the rst equation in (4.4). Then, (4.5) implies the implicit expression for v: f 1(e
a1 t

F ( x ) a 2 /a 1, v ) = e

a1 t

( a 1 F ( x ) + F'' ( x ) ).

A similar reasoning is applicable for the reactiondiffusion systems possessing the invariant manifolds hi = 0, i = 0 (i = 12, , 16). Using the third-order invariant manifolds h17 = 0, 17 = 0, we can nd solutions to the corresponding reactiondiffusion systems in the form u = u 1 ( t )e
f 11 x

+ u 2 ( t )e

f 11 x

+ u 3 ( t ),

v = v 1 ( t )e

f 11 x

+ v 2 ( t )e

f 11 x

+ v 3 ( t ),

u = u 1 ( t ) sin ( f 11 x ) + u 2 ( t ) cos ( f 11 x ) + u 3 ( t ), u = u 1 ( t )x + u 2 ( t )x + u 3 ( t ),
2

v = v 1 ( t ) sin ( f 11 x ) + v 2 ( t ) cos ( f 11 x ) + v 3 ( t ), v = v 1 ( t )x + v 2 ( t )x + v 3 ( t ).
2

For example, consider the system u t = ( v u x ) x + 1, subject to the differential constraints u xxx = 0, Consequently, system (4.6) has solutions of the form u = u 1 ( t )x + u 2 ( t )x + u 3 ( t ),
2

v t = u,

(4.6)

v xxx = 0.

v = v 1 ( t )x + v 2 ( t )x + v 3 ( t ).
2

(4.7)
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Substituting (4.7) in (4.6), we obtain the system of ordinary differential equations u '1 = 6u 1 v 1 , u '2 = 4u 1 v 2 + 2u 2 v 1 , v '1 = u 1 , v '2 = u 2 , u '3 = 2u 1 v 3 + u 2 v 2 + 1, v '3 = u 3 . (4.8)

Expressing the functions u1, u2 , and u3 from the last three equations in (4.8) and substituting them into the rst three equations, we obtain v '' = 6v 1 v '1 , 1 v '' = 2v 1 v '2 + 4v '1 v 2 , 2 ' u1 = v 1 , ' u2 = v 2 , v '' = 2v '1 v 3 + v 2 v '2 1, 3 ' u3 = v 3 . (4.9)

The rst equation in (4.9) can easily be integrated: C1 v 1 = ----- tan ( C 1 t + C 2 ). 3 Then, the second equation in (4.9) takes the form 2C 1 4C 1 2 v '' -------- tan ( C 1 t + C 2 )v '2 -------- [ 1 + tan ( C 1 t + C 2 ) ]v 2 = 0. 2 3 3 Using the change of variables arcsin ( q ) C 2 t = ---------------------------------- , C1 it is reduced to the Legendre equation 1 1 7 2 2 2 1 - ( 1 q )z'' 2qz' + ----- ----- + 1 -- ( 1 q ) z = 0. 6 66 It is well known that the general solution to this equation is expressed in terms of the associated Legendre functions of the rst and second kinds (see [21]): z = C 3 P 1/6 ( q ) + C 4 Q 1/6 ( q ).
7/6 7/6 2

v 2 = (q 1)
2

1/12

z,

Then, we have v 2 = C 3 cos ( C 1 t + C 2 )P 1/6 ( sin ( C 1 t + C 2 ) ) + C 4 cos ( C 1 t + C 2 )Q 1/6 ( sin ( C 1 t + C 2 ) ).


7/6 7/6 1/6 1/6

The third equation in (4.9) has the form 2C 1 2 v '' -------- [ 1 + tan ( C 1 t + C 2 ) ]v 3 + M ( t ) = 0, 3 3 where C 1 2/3 7/6 7/6 M ( t ) = ----- cos ( C 1 t + C 2 ) [ C 3 P 1/6 ( sin ( C 1 t + C 2 ) ) + C 4 Q 1/6 ( sin ( C 1 t + C 2 ) ) ] 3 { 2 sin ( C 1 t + C 2 ) [ C 3 P 1/6 ( sin ( C 1 t + C 2 ) ) + C 4 Q 1/6 ( sin ( C 1 t + C 2 ) ) ]
7/6 7/6 2

(4.10)

+ C 3 P 5/6 sin ( C 1 t + C 2 ) + C 4 Q 5/6 ( sin ( C 1 t + C 2 ) ) } + 1.


7/6 7/6

Let us nd the general solution to the linear homogeneous ordinary differential equation corresponding to (4.10): 2C 1 2 w'' -------- [ 1 + tan ( C 1 t + C 2 ) ]w = 0. 3
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(4.11)

260

SCHMIDT

The change of the variables arcsin ( q ) C 2 t = ---------------------------------- , C1 reduces (4.11) to the Legendre equation 1 1 11 2 2 1 - ( 1 q )z'' 2qz' + ----- ----- + 1 ----- ( 1 q ) z = 0, 12 22 whose general solution has the form z = C 5 P 1/2 ( q ) + C 6 Q 1/2 ( q ).
11/12 11/12 2

w = (q 1) z
2

1/4

Consequently, w = C5 w1 + C6 w2 = C 5 cos ( C 1 t + C 2 )P 1/2 ( sin ( C 1 t + C 2 ) ) + C 6 cos ( C 1 t + C 2 )Q 1/2 ( sin ( C 1 t + C 2 ) ) .


11/12 11/12 1/2 1/2

Hence, the general solution to Eq. (4.10) can be written as w 2 M ( t ) dt w 1 M ( t ) dt v 3 = C 5 w 1 + C 6 w 2 + w 2 ------------------------------ w 1 ------------------------------ . w 1 w '2 w '1 w 2 w 1 w '2 w '1 w 2

Note that, according to [21], the denominator in the integrands can be expressed in terms of the gamma functions of constants. The functions u1 , u2 , and u3 can easily be determined from the last three equations of system (4.9). ACKNOWLEDGMENTS This work was supported by the Russian Foundation for Basic Research, project no 04-01-00130. I am grateful to O. V. Kaptsov for his interest in my work and valuable remarks. REFERENCES
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14. Yu. A. Danilov, Group-Theoretic Properties of Mathematical Models in Biology, in Mathematical Biology of Development (Nauka, Moscow, 1982), pp. 515 [in Russian]. 15. N. V. Belotelov and A. I. Lobanov, Populational Models with Nonlinear Diffusion, Mat. Modelir. 9 (12), 4456 (1997). 16. O. V. Kaptsov, Constructing Exact Solutions to Diffusion Equations, Mat. Modelir. 7 (3), 107115 (1997). 17. O. V. Kaptsov, Nonlinear Diffusion Equations and Invariant Manifolds, Mat. Modelir. 4 (8), 3146 (1992). 18. O. V. Kaptsov and I. V. Verevkin, Differential Constraints and Exact Solutions of Nonlinear Diffusion Equations, J. Phys. A: Math. Gen. 36, 14011414 (2003). 19. O. V. Kaptsov, Linear Determining Equations for Differential Constraints, Mat. Sb. 189 (12), 103118 (1998). 20. V. F. Zaitsev and A. D. Polyanin, Hanbook of Ordinary Differential Equations (Fizmatlit, Moscow, 2001) [in Russian]. 21. H. Bateman and A. Erdelyi, Higher Transcendental Functions, (McGraw-Hill, New York, 1953; Nauka, Moscow, 1973).

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