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direct and inverse problems

Francesco Oliverii

Department of Mathematics, University of Messina

Contrada Papardo, Salita Sperone 31, 98166 Messina, Italy

oliveri@mat520.unime.it

Abstract. This paper reviews some relevant problems arising within the context of Lie

group analysis of differential equations either in the direct approach or in the inverse one. For

what concerns the direct approach, there are considered two results, the first related to the

reduction through an invertible point transformation of a system of PDEs to an equivalent

autonomous form, and the second related to the reduction of a nonlinear first order system of

PDEs to linear form. Two applications of the results are given. The NavierStokesFourier

model equations for a viscous and heat conducting monatomic gas in a rotating frame are

mapped in two different autonomous forms, and some explicit exact solutions are determined.

Moreover, the first order system corresponding to the most general second order completely

exceptional equation in (1 + 1) dimensions (which is a MongeAmp`ere equation) is reduced to

linear form. Finally, within the context of the inverse approach of Lie group analysis, there is

introduced the concept of Lie remarkable systems and it is shown that second order Monge

Amp`ere equations and the third order MongeAmp`ere equation in (1 + 1) dimensions are Lie

remarkable.

tial equations, Completely exceptional equations, Lie remarkable equations.

1 Introduction

Lie group theory [17] provides extremely general and powerful methods for

determining (invariant) solutions to differential equations as well as reducing

the order of ordinary differential equations or transforming ordinary and partial

differential equations in more convenient forms. In this paper we shall focus our

attention on certain aspects related to the Lie point symmetries admitted by

partial differential equations (PDEs).

i

This work is supported by PRIN 2003-2005 Nonlinear Mathematical Problems of Wave

Propagation and Stability in Models of Continuous Media and by the Istituto Nazionale

di Alta Matematica through the Gruppo Nazionale per la Fisica Matematica, Research

Project Simmetrie e Tecniche di Riduzione per Equazioni Differenziali di Interesse Fisico

Matematico.

196 F. Oliveri

direct problem or an inverse one may be considered. In the direct problem,

starting with a system of PDEs

x, u, u(r) = 0, (1)

dependent variables, and u(r) the set of all partial derivatives of the us with

respect to the xs up to the order r, one is interested to find the admitted group

of Lie symmetries.

Let us consider a one-parameter () Lie group of point transformations

u?A = u?A (xj , uB ; ) = xi + A (xj , uB ) + O(2 ),

mal operator)

Xn XN

= i + A . (2)

xi uA

i=1 A=1

The use of the straightforward Lies algorithm, which requires that the r

order prolongation (r) of the vector field (2) acting on (1) be zero along the

solutions of (1), i.e.,

(r) = 0 , (3)

=0

provides an overdetermined set of linear differential equations for the infinites-

imal generators i and A , whose integration gives the infinitesimal operators

i , admitted by the system (1); these vector fields span a Lie algebra that can

be finite or infinite dimensional.

Many computer algebra packages (Mulie, Dimsym, MathLie, Spde, Symgrp,

Relie, . . . ) exist allowing to easily perform the cumbersome calculations involved

in the application of Lies algorithm and to render almost automatic much of

the computation of the Lie symmetries [8].

The Lie symmetries of a given system of PDEs can be used for various tasks:

for determining invariant solutions, by appending to the given system the

invariance surface conditions

n

X uA

i = A , A = 1, . . . , N, (4)

xi

i=1

less, is obtained;

Lie symmetries of differential equations 197

tem to a more convenient form [6, 911]: for instance, we may transform

the system to autonomous form (if the given system is nonautonomous),

or to a new equivalent autonomous form (if the given system is already

autonomous), or to linear form.

On the contrary, in the inverse problem one chooses a Lie group of sym-

metries and determine the most general system (having an assigned structure)

admitting it [2], or look for the additional constraints to be imposed in order to

have the requested invariance.

Various examples of inverse problems relevant in mathematical physics in-

clude

the determination of quasilinear hyperbolic systems which are invariant

with respect to a stretching group of transformation in connection to the

study of the propagation of weak discontinuity waves into nonconstant

states described by self similar solutions [12];

which results invariant with respect to the Galilean group [1315].

tions of ideal gas dynamics [1619] and ideal magneto gas dynamics [2022]

in order their solutions be invariant with respect to generalized stretch-

ing transformations and generalized time translations (substitution prin-

ciples).

Reduction to autonomous form provides useful when one is interested to

study nonlinear wave propagation in continuous media whose governing equa-

tions are nonautonomous, namely when we consider inhomogeneous materials,

or axi-symmetric problems, or physical systems in non-inertial reference frames.

To study the propagation of weak discontinuities compatible with nonau-

tonomous quasilinear hyperbolic systems we need to know the state ahead of

the front wave, the so called unperturbed state, which is a solution (usually

taken constant) of the basic governing equations. But, if the governing system

is nonautonomous, there not exist, in general, constant solutions. Neverthe-

less, if the nonautonomous system can be mapped into autonomous form, we

may consider the evolution of weak discontinuities in particular nonconstant

states as evolution problems in constant states admitted by the transformed

system [2326].

198 F. Oliveri

1 Theorem. The system of partial differential equations

x, u, u(r) = 0, (5)

x

bi = x

bi (xj , uB ), u

bA = u

bA (xj , uB ), (6)

b u

b (r) = 0

b, u (7)

infinitesimal operators i (i = 1, . . . , n) satisfy the conditions

[, ] denoting the commutator of two operators. The condition (8) means that

the operators i generate a ndimensional Abelian Lie algebra.

The proof consists in determining a set of canonical variables for the admit-

ted infinitesimal operators that in the new variables assume the form

bi = ,

i = 1, . . . , n, (9)

b

xi

The Lie symmetries provide useful also for the construction of linearizing

transformations. Necessary and sufficient conditions for the existence of invert-

ible mappings linking a nonlinear system (source) of first order PDEs with a

linear system (target) of PDEs have been given by Kumei and Bluman [27]. The

proof they give does not seem natural, since it requires that a overdetermined

system of PDEs be compatible.

A more natural proof has been given in [9] and it involves the introduction

of the canonical variables related to some infinitesimal operators (in general not

admitted by the source system of PDEs) but whose linear combination (with

coefficients given by arbitrary functions that are solution of a linear system of

PDEs) is an admitted group of the source system of PDEs.

2 Theorem. The nonlinear system of first order PDEs

x, u, u(1) = 0, (10)

Lie symmetries of differential equations 199

L(b

x)[b

u] = g(b

x), (11)

where L(bx) is a linear first order differential operator, through the invertible

point transformation

x

bi = x

bi (xj , uB ), u

bA = u

bA (xj , uB ) (12)

N

X

= FA (b

xi (xj , uB ))A , (13)

A=1

where

n

X X N

i C

A = A (xj , uB ) + A (xj , uB ) , (14)

xi uC

i=1 C=1

i (x , u ), C (x , u ) specific functions of their arguments, and the func-

with A j B A j B

tions FA (b

xi (xj , uB )) satisfying the linear system

L(b

x)[F] = 0, (15)

A x

bi = 0, [A , B ] = 0, (16)

with i = 1, . . . , n, A, B = 1, . . . , N .

Also in this case the proof is constructive and passes through the determi-

nation of the canonical variables of the infinitesimal operators A (in general

not admitted by the system), whereupon the operator writes as

N

X

b=

FA (b

xi (xj , uB )) , (17)

b

uA

A=1

to autonomous form

In this section we give an example of application of Theorem 1 to a nonau-

tonomous system involving 4 independent variables.

200 F. Oliveri

angular velocity , it is convenient to introduce explicitly the inertial frame

{x0i } with respect to which the non-inertial system (with coordinates {xi }) is

rotating about the x03 axis (where x3 and the x03 axes will be assumed coincident).

The ordinary thermodynamics of viscous and heat conducting monatomic

gases can be obtained starting from the balance equations for the first 13 mo-

ments and using a formal iterative scheme analogous to the Maxwellian iter-

ation [28, 29]. In this case we have only 5 fields (density , velocity vi , and

temperature T ) governed by the balance equations for mass, momentum and

energy:

(vk )

+ = 0,

t xk

(vi ) 2 K 1 vi vk 1 vr

+ vi vk T + ik

t xk m 2 xk xi 3 xr

K

+ T ik = (fi + ii ), (18)

m

(T ) 5 K T

+ T vk T

t xk 2 m xk

2 4 1 vl vk 1 vr vl

+ T lk T + lk = 0,

3 3 2 xk xl 3 xr xk

where ii are the components of the specific inertial forces, fi are the components

of the specific external forces acting on the gas, K is the Boltzmann constant,

m the mass of a single particle, and the coefficient is an appropriate constant

which describes the interaction between the Maxwellian molecules. If the origins

of both frames coincide, since we are considering a time independent rotation,

we have only the contributions of the Coriolis and the Centrifugal forces, so that

ii = 2ijl l vj + 2 xi (r xr )i , (19)

where = (0, 0, ) and ijl is the Ricci tensor. Moreover, if f = (0, 0, g) (with

g the gravitational acceleration), what we obtain is

The system (18) is invariant with respect to a 12parameter Lie group whose

Lie symmetries of differential equations 201

1 = x 2 x 1 x 1 x 2 + v 2 v1 v 1 v2 ,

2 = 2tt + (2x1 + 2x2 t)x1 + (2x2 2x1 t)x2 + (2x3 gt2 )x3

+ (2v2 t + 2x2 )v1 + (2v1 t + 2x1 )v2 + 2gtv3 2 ,

3 = tt x2 tx1 + x1 tx2 + gt2 x3 + (v1 v2 t x2 )v1

+ (v2 + v1 t + x1 )v2 + (v3 + 2gt)v3 + + 2T T ,

4 = x3 , 5 = tx3 + v3 , 6 = t ,

7 = sin(t)x1 + cos(t)x2 + cos(t)v1 sin(t)v2 ,

8 = t sin(t)x1 + t cos(t)x2

+ (t cos(t) + sin(t))v1 + (t sin(t) + cos(t)v2 ,

9 = cos(t)x1 + sin(t)x2 + sin(t)v1 + cos(t)v2 ,

10 = t cos(t)x1 + t sin(t)x2

+ (t sin(t) cos(t))v1 + (t cos(t) + sin(t))v2 ,

11 = (gt g 2 t2 2 2 x3 ) sin(t) 2gt cos(t) x1

+ (gt g 2 t2 2 2 x3 ) cos(t) + 2gt sin(t) x2

+ 2 2 (x1 sin(t) + x2 cos(t))x3

+ (g 2 2 v3 ) sin(t) (g 3 t2 gt + 2 3 x3 + 2g) cos(t) v1

+ (g 2 2 v3 ) cos(t) + (g 3 t2 gt + 2 3 x3 + 2g) sin(t) v2

+ 2 2 [(v1 sin(t) + v2 cos(t)) + (x1 cos(t) x2 sin(t))] v3 ,

12 = (g 2 t2 2 2 x3 + 2g) cos(t) + 2gt sin(t) x1

+ (g 2 t2 + 2 2 x3 2g) sin(t) + 2gt cos(t) x2

+ 2 2 (x1 cos(t) x2 sin(t))x3

+ (g 3 t2 + 2 3 x3 ) sin(t) 2 2 v3 cos(t) v1

+ (g 3 t2 + 2 3 x3 ) cos(t) + 2 2 v3 sin(t) v2

+ 2 2 [cos(t)(v1 x2 ) sin(t)(v2 + x1 )] v3 .

Since the governing system involves 4 independent variables (the time t and

the 3 spatial coordinates xi ) its reduction to autonomous form through the ap-

plication of Theorem 1 requires the existence of a 4dimensional Abelian Lie

subalgebra. By direct inspection it is easily seen that either the Lie subalge-

bra L1 generated by {2 , 5 , 8 , 10 } or the Lie subalgebra L2 generated by

{3 , 4 , 7 , 9 } are Abelian.

By considering the Lie subalgebra L1 , we may construct the following in-

202 F. Oliveri

x1 x2 x1 x2

x

b1 = cos(t) sin(t), x

b2 = sin(t) + cos(t),

t t t t

x3 gt b

x

b3 = + , t = ln(t),

t 2

1

= b, T = Tb,

t

x1

v1 = vb1 cos(t) + vb2 sin(t) + + x2 ,

t

x2

v2 = b v1 sin(t) + vb2 cos(t) + x1 ,

t

x3 gt

v3 = vb3 + ,

t 2

where the new dependent variables b, Tb, vb1 , vb2 and vb3 depend on the new

independent variables b

t, x

b1 , x

b2 and x

b3 .

In the new variables the NavierStokesFourier system (18) writes in the

autonomous form

b (b vbk )

+ + 2b = 0,

t b b

xk

(b vbi ) 2 K b 1 b vi b

vk 1 bvr

+ bvbi vbk T + ik

bt b xk m 2 b xk b

xi 3 bxr

K b

+b T ik + 3b vbi = 0, (21)

m

( )

(b Tb) 5 K b

T

+ bTbvbk Tb

bt b xk 2 m b

xk

2 b 4 b 1 b vl bvk 1 b

vr bvl

+ bT lk T + lk + 4bTb = 0.

3 3 2 b xk bxl 3 b

xr b

xk

It is worth of noticing that this system has the same form as the original

system with the exception of the inhomogeneity terms.

A direct inspection of the transformed system (21) allows us for the deter-

mination of some simple classes of solutions to the system (18). For instance,

by searching for the solutions of the transformed system (21) depending only

on b

t, one gets the following solution to the original system (18):

0 T0

= 3

, T = 2,

t t

v10 cos(t) + v20 sin(t) x1

v1 = + + x2 ,

t t

Lie symmetries of differential equations 203

v2 = + x1 ,

t t

v3 0 x3 gt

v3 = + ,

t t 2

where 0 , v10 , v20 , v30 and T0 are arbitrary constants.

Also, by assuming in (21) vb1 = vb2 = vb3 = 0, we get the following solution to

the original system:

1 T0

= p , T = p ,

t3 (b x1 , x

b2 , x

b3 ) t2 (b

x1 , x

b2 , x

b3 )

x1 x2 x3 gt

v1 = + x2 , v2 = x1 , v3 = ,

t t t 2

where T0 is a positive constant, and is a positive solution of Laplace equation

2 2 2

+ + = 0. (22)

x21

b x22

b x23

b

In the case of the subalgebra L2 we are able to introduce the invertible point

transformation

b1 = x1 cos(t) x2 sin(t),

x x

b2 = x1 sin(t) + x2 cos(t),

gt 2

x

b3 = x3 + , b

t = ln(t),

2

1 1

= b, T = 2 Tb,

t t

vb1 vb2

v1 = cos(t) + sin(t) + x2 ,

t t

vb1 vb2

v2 = sin(t) + cos(t) x1 ,

t t

vb3

v3 = gt,

t

where the new dependent variables b, Tb, vb1 , vb2 and vb3 depend on the new

independent variables b

t, x

b1 , x

b2 and x

b3 .

In these new variables the NavierStokesFourier system (18) writes in the

autonomous form

b (b vbk )

+ b = 0,

t b b

xk

(b vbi ) 2 K b 1 b

vi b

vk 1 b

vr

+ bvbi vbk T + ik

bt b

xk m 2 b

xk b

xi 3 b

xr

204 F. Oliveri

K b

+b T ik 2b vbi = 0, (23)

m

( )

Tb)

(b b 5 K b Tb

+ bT vbk T

b

t b xk 2 m b

xk

2 b 4 b 1 b vl b

vk 1 b

vr b

vl

+ bT lk T + lk Tb = 0.

3b

3 3 2 b xk b

xl 3 b

xr b

xk

and also in this case the transformed system has the same form as the original

system with the exception of the inhomogeneity terms.

The solution of the transformed system (23) depending only on bt gives the

following solution to the original system:

= 0 ,

v1 = v10 cos(t) + v20 sin(t) + x2 ,

v2 = v10 sin(t) + v20 cos(t) x1 ,

v3 = v30 gt,

T = T0 ,

Also, by assuming in (23) vb1 = vb2 = vb3 = 0, we get the solution:

t

= p ,

(b

x1 , x

b2 , x

b3 )

p

T = T0 t (b x1 , x

b2 , x

b3 ),

v1 = x2 , v2 = x1 , v3 = gt,

2 2 2 4m

+ + + = 0. (24)

x21

b x22

b x23

b 5KT0

4 MongeAmp`

ere equation Reduction to linear

form

The equation

Amp`ere equation [30].

Lie symmetries of differential equations 205

t = x1 , x = x2 , ut = u 1 , ux = u 2 , (26)

the equation (25) can be written under the form of a first order system:

u2 u1

= 0,

x1 x2 !

u1 u2 u1 2 u1 u1 u2 (27)

1 + 2 + 3 + 4 + 5 = 0.

x1 x2 x2 x1 x2 x2

is invariant with respect to the one-parameter Lie group of point transformations

whose infinitesimal operator is

2

X

= Fk (b

x1 , x

b2 )k , k = k + , (28)

xk uk

k=1

1 + 2 2 + 4 1 + 5 1 2 = 0, (29)

whereas

b1 = x1 1 u1 ,

x b2 = x2 2 u2 ,

x (30)

and the functions F1 (b

x1 , x

b2 ) and F2 (b

x1 , x

b2 ) solutions of the linear system

F2 F1

= 0,

bx1 bx2 (31)

F1 F1 F2

(2 + 5 1 ) + 3 + (4 + 5 2 ) = 0.

b

x1 b

x2 b

x2

The hypotheses of the Theorem 2 are verified, since the two operators 1

and 2 commute, and the variables x b1 and xb2 are invariants of both operators.

By assuming that the dependent variables u1 and u2 depend upon the new

independent variables x b1 and x b2 , the system (27) reduces to the following linear

form:

u2 u1

= 0,

bx1 b x2 (32)

u1 u1 u2

(2 + 5 1 ) + 3 + (4 + 5 2 ) + 5 = 0.

b

x1 b

x2 b

x2

Finally, the system (32) is equivalent to the linear second order partial dif-

ferential equation

2u 2u 2u

(2 + 5 1 ) 2 + 3 + (4 + 5 2 ) 2 + 5 = 0. (33)

b

x1 b

x1 b

x2 b

x2

206 F. Oliveri

Within the context of inverse problems of Lie group analysis of PDEs an

interesting question may arise whether there exist non trivial equations which

are in one-to-one correspondence with their invariance groups.

Let us suppose we have a system of PDEs

b x, u, u(r) = 0,

(34)

with b assigned function of its arguments, and determine the infinitesimal op-

erators of the admitted Lie symmetries, say

1 , 2 , . . . , p . (35)

x, u, u(r) = 0, (36)

with unspecified function of its arguments, and impose the invariance with

respect to the Lie symmetries generated by (35), we recover some restrictions

of the functional dependence of that rarely led to

b

. (37)

When this occurs we call the system (34) a Lie remarkable system of PDEs.

b x, u, u(r) = 0, (38)

invariance of the general system of PDEs

x, u, u(r) = 0, (39)

with unspecified function of its arguments, with respect to the Lie point

symmetries of (38), leads to

b

. (40)

if we consider a system of linear homogeneous equations

L[x]u = 0, x Rn , u RN , (41)

Lie symmetries of differential equations 207

ables x, then it admits the infinitesimal operator

N

X

= fA , (42)

uA

A=1

L[x]f = 0. (43)

This operator uniquely characterizes system (41) and corresponds to the

well known principle of linear superposition of solutions.

There exist also nonlinear examples of Lie remarkable systems. Let us con-

sider a 2 2 quasilinear autonomous homogeneous system

u1 u1 u2 u2

a(u1 , u2 ) + b(u1 , u2 ) + c(u1 , u2 ) + d(u1 , u2 ) = 0,

x1 x2 x1 x2

u1 u1 u2 u2

p(u1 , u2 ) + q(u1 , u2 ) + r(u1 , u2 ) + s(u1 , u2 ) = 0;

x1 x2 x1 x2

it is left invariant [6] by the Lie group with vector field

= F1 (u1 , u2 ) + F2 (u1 , u2 ) , (44)

x1 x2

where F1 and F2 satisfy the linear system

F1 F1 F2 F2

d(u1 , u2 ) b(u1 , u2 ) c(u1 , u2 ) + a(u1 , u2 ) = 0,

u1 u2 u1 u2

F1 F1 F2 F2

s(u1 , u2 ) q(u1 , u2 ) r(u1 , u2 ) + p(u1 , u2 ) = 0.

u1 u2 u1 u2

This vector field allows for the introduction of the hodograph transformation

that linearizes 2 2 quasilinear autonomous and homogeneous systems.

There are, of course, examples of equations that are not Lie remarkable. For

instance, the Korteweg-deVries (KdV) equation

ut + uux + uxxx = 0, (45)

which indeed has many remarkable properties, admits only the Lie point sym-

metries generated by the vector fields

1 = t , 2 = x ,

3 = tx + u , 4 = 3tt + xx 2uu .

But, if we consider a general third order equation, then the requirement of

the invariance with respect to the infinitesimal operators of KdV equation is

not sufficient to characterize uniquely the KdV equation.

208 F. Oliveri

6 MongeAmp`

ere equations

The homogeneous MongeAmp`ere equation for the surface u(x, y) with zero

Gaussian curvature

uxx uyy u2xy = 0, (46)

is a fully symmetric equation with respect to x, y, u.

It admits the 15parameter group whose Lie algebra is spanned by the op-

erators

, a , a , a x +y +u , (47)

a a b x y u

a, b {x, y, u}.

Rosenhaus [32, 33] proved that, starting with the general equation

(x, y, u, ux , uy , uxx , uxy , uyy ) = 0, (48)

and imposing the invariance condition

(2) = 0 , (49)

=0

where (2) is the second prolongation of each of the operators (47), then (pro-

vided we exclude trivial cases) we are led to

= uxx yyy u2xy = 0. (50)

The same can be done [32, 33] for the ndimensional counterpart. Starting

from the general equation

xi , u, uxi , uxi xj = 0, (51)

and assuming the invariance with respect to the Lie group operators

n

!

X

, a , a , a xi +u , (52)

a a b xi u

i=1

(2) = 0 , (53)

=0

where (2) is the second prolongation of each of the operators (52), we are easily

led to

= det
uxi xj
= 0. (54)

The Rosenhaus result can be extended to the most general second order

completely exceptional equations (in 1, 2 and 3 space dimensions) and to the

third order MongeAmp`ere equation in 1 space dimension.

Lie symmetries of differential equations 209

solutions which break down in a finite time. For example, for a single quasilinear

equation of order n the jump in the higher order derivatives of the field u

propagates along the characteristics with speeds depending on the field u and

its derivatives up to the order (n 1). The discontinuities in the first order

derivatives of the characteristic velocities are responsible for the breakdown in

the (n 1)th order derivatives of the solution.

In certain circumstances it may occur that a speed of propagation depends

on the field u and its derivatives in such a way that its first order derivatives are

not discontinuous. A wave propagating with such a velocity is said exceptional

in the sense of Lax and Boillat [34]. If all the admitted speeds of propagation

have this property, the equation is said completely exceptional. A completely

exceptional equation behaves in some sense like a linear equation.

A typical example of a nonlinear completely exceptional equation is the

MongeAmp`ere equation assumed to be hyperbolic. This fact has been proved

by Boillat [35] in (1 + 1) dimensions, by Ruggeri [36] in (2 + 1) dimensions, by

Donato et al. [37] in (3 + 1) dimensions, and again by Boillat [38] in the general

case of (n + 1) dimensions. What has been proved is that all the second order

completely exceptional equations are given as a linear combination of all minors

extracted from the Hessian matrix.

In [37] it has been shown that, under suitable conditions, there exists (in

(1 + 1), (2 + 1) and (3 + 1) dimensions) a Backlund transformation of reciprocal

type mapping the MongeAmp`ere equations to a linear canonical form.

Moreover, the MongeAmp`ere equations, written under the form of first

order systems of PDEs, can be reduced to linear form by means of invertible

point transformations suggested by the invariance with respect to Lie groups of

point symmetries [31].

Also, the second order completely exceptional equations are Lie remarkable

since they are uniquely characterized by their Lie point symmetries. Here we

illustrate this results in the case of (1 + 1) dimensions.

4 Theorem. The (1 + 1)dimensional MongeAmp`ere equation

Proof. The equation is invariant with respect to the Lie groups generated

210 F. Oliveri

by

1 = t , 2 = x , 3 = u ,

4 = tu , 5 = xu ,

6 = 1 tt 1 xx + (2 x2 4 t2 )u ,

7 = 21 tx + (3 t2 22 xt)u ,

8 = 21 xx + (2 x2 + 4 t2 + 21 u)u ,

9 = 21 xt + (3 x2 24 xt)u .

Now let us prove that, by requiring the invariance of the generic equation

(2) = 0 , (57)

=0

exactly equation (55).

The request of invariance of (56) with respect to the operators 1 , 2 and

3 leads respectively to:

= 0, = 0, = 0. (58)

t x u

The request of invariance with respect to the operators 4 and 5 leads respec-

tively to:

= 0, = 0. (59)

ut ux

Therefore, at this stage we reduced to the equation

Now, let us impose the invariance with respect to the remaining operators.

What we get is:

(1 uxx + 2 ) (1 utt + 4 ) = 0 ,

uxx utt =0

(1 uxx + 2 ) + (21 utx 3 ) = 0 , (61)

utx utt =0

(21 utx 3 ) + (1 utt + 4 ) = 0 .

uxx utx =0

Lie symmetries of differential equations 211

and, further, let us assume that equation (60) can be solved with respect to u tt ,

i.e.,

= 1 (uxx )utt + 2 (utx , uxx ) , (62)

where 1 and 2 depend upon the indicated arguments.

The use of (62) into Equations (61) leads us to obtain

whereupon, setting

= 0, (64)

the MongeAmp`ere equation (55) is recovered.

Similar results are valid for the multidimensional versions of second order

completely exceptional equations.

Consider a general third order PDE

x , u, ux , ux x , ux x x = 0, (65)

with regular function of its arguments; the unknown field u depend on the

variables x with = 0, . . . , n; x0 is the time variable, whereas if 1 n

x s are the space variables; moreover, , and are such that .

Let us suppose the equation (65) to be hyperbolic and consider the weak

discontinuity waves across a hypersurface of equation (x ) = 0. The Cauchy

problem associated with the equation (65) is defined in terms of the fourth

order quasilinear equation obtained by taking the derivative with respect to one

independent variable, say x0 :

d

= 0, (66)

dx0

so that we recover a fourth order quasilinear equation.

By the standard positions

, i , (i = 1, . . . , n), (67)

x0 xi

where

t xi

= , i = , = , (68)

|| || =0 =0+

212 F. Oliveri

the time derivative, and the characteristic polynomial:

P () = 3 2 i + i j i j k = 0 on ; (69)

uttt uttxi utxi xj uxi xj xk

here and in the sequel the Einstein convention of sum over repeated indices is

assumed.

The relation (69) characterizes the possible normal speeds of propagation

of the discontinuities in the fourth order derivatives of u across , in terms of

i and the derivatives of with respect to the third order derivatives of u.

The condition of complete exceptionality reads

= 3 + 2 i i j + i j k = 0, on , (70)

uttt uttxi utxi xj uxi xj xk

that must be verified for all roots of the characteristic polynomial

P () = 3 2 i + i j i j k = 0 on . (71)

uttt uttxi utxi xj uxi xj xk

By some straightforward (even if cumbersome) calculations we arrive at

the conditions ensuring the complete exceptionality. We obtain 3 differential

constraints in the (1 + 1)dimensional case, 18 differential constraints in the

(2 + 1)dimensional case, 64 differential constraints in the (3 + 1)dimensional

case, to be satisfied by the function .

The (1 + 1)dimensional case has been considered in [39] within the frame-

work of Backlund transformations of reciprocal type. They proved that the most

general third order completely exceptional equation has the form:

1 (uttt utxx u2ttx ) + 2 (uttt uxx uttx utxx ) + 3 (uttx uxxx u2txx )

+4 uttt + 5 uttx + 6 utxx + 7 uxxx + 8 = 0, (72)

where i (i = 1, . . . , 8) are functions of the independent variables (t and x), the

unknown field u together its first and second order partial derivatives (the so

called inessential variables, since they are not involved in the complete excep-

tionality condition).

Now we prove that equation (72), when we assume the coefficients i to be

constant, is Lie remarkable.

5 Theorem. The third order MongeAmp`ere equation

1 (uttt utxx u2ttx ) + 2 (uttt uxxx uttx utxx ) + 3 (uttx uxxx u2txx )

+4 uttt + 5 uttx + 6 utxx + 7 uxxx + 8 = 0, (73)

where i (i = 1, . . . , 8) are constant, is Lie remarkable.

Lie symmetries of differential equations 213

Proof.

The third order MongeAmp`ere equation is left invariant by the group of

Lie point symmetries whose Lie algebra (10dimensional) is spanned by the

operators:

1 = t , 2 = x , 3 = u ,

4 = tu , 5 = xu ,

2

6 = t u , 7 = txu , 8 = x 2 u ,

9 = (23 t 22 x)x + (22 t 21 x)t + (74)

3 2 2 3

+(3 7 t 3 6 t x + 3 5 tx + 4 x )u ,

10 = (23 t + 42 x)x + 21 xt +

+(62 u 3 7 t3 + 3 6 t2 x 3 5 tx2 4 x3 )u .

and impose the invariance conditions with respect to each of the operators (74).

The invariance with respect to the operators 1 , 2 and 3 implies that

= 0, = 0, = 0, (76)

t x u

= 0, = 0. (77)

ut ux

= 0, = 0, = 0. (78)

utt uxt uxx

Finally, by requiring the invariance with respect to the two remaining operators

214 F. Oliveri

(32 uxxx + 31 uxxt + 34 ) +

uxxx

+ (3 uxxx + 2 uxxt + 1 uxtt + 3 5 ) +

uxxt

+ (23 uxxt 2 uxtt + 1 uttt 3 6 ) +

uxtt

(33 uxtt 32 uttt + 33 7 ) = 0 , (79)

uttt =0

(32 uxxx 31 uxxt 34 ) +

uxxx

+ (3 uxxx 2 uxxt 21 uxtt 3 5 ) +

uxxt

(23 uxxt + 2 uxtt 1 uttt + 3 6 ) +

uxtt

(33 uxtt + 32 uttt 33 7 ) = 0 . (80)

uttt =0

Also in this case let us impose the constraint = 0 through the introduction

of Lagrange multipliers, and assume that equation (75) can be solved with

respect to uttt , i.e.,

(uttt , uttx , utxx , uxxx ) = 1 (utxx , uxxx )uttt + 2 (uttx , utxx , uxxx ), (81)

By inserting (81) into equations (79) and (80) and performing some straight-

forward algebra we finally get (without any assumptions on the constants i ):

= 1 (uttt utxx u2ttx ) + 2 (uttt uxxx uttx utxx ) + 3 (uttx uxxx u2txx ) +

+ 4 uttt + 5 uttx + 6 utxx + 7 uxxx + 8 ,

References

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Lie symmetries of differential equations 215

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