orrd

ORNL/TM-7407

OAK MASTER
RIDGE
NATIONAL
LABORATORY
On the Calculation of
Similarity Solutions of
Partial Differential Equations
L. Dresner

OPERATED BY
UNltfN CARBIDE CORPORATION
EOR THE U N I T E D S T A T E S
DISTRIBUTION OF THIS DOCUMENT IS UNLIMITED
D E P A R T M E N T OF ENERGY
 ORNL/TM-7407
D i s t . Category U C - 2 0 b

Contract N o . W-7405-eng-26

FUSION ENERGY DIVISION

ON THE CALCULATION O F SIMILARITY SOLUTIONS

OF PARTIAL DIFFERENTIAL EQUATIONS

L. D r e s n e r

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D a t e Published - August 1980

Prepared by the
ID^r NA "IONAL L A B O R A T O R Y
•'.<• Ric <;- f T e n n e s s e e 37830
operated by
U N I C J CARBIDE C O R P O R A T I O N
for the
D E P A R T M E N T OF ENERGY

DISTRIBUTION OF THIS DOCUMENT IS UNLIMJ

 CONTENTS

ABSTRACT v

1. INTRODUCTION 1

2. G R O U P I N V A R I A N C E OF T H E O R D I N A R Y D I F F E R E N T I A L

EQUATION 3

3. E X C E P T I O N A L SOLUTIONS OF SECOND-ORDER E Q U A T I O N S 6

4. EXAMPLE: B L A S I U S ' S EQUATION 8

5. EXAMPLE: T H E EQUATION ccfc = c ^ 10

6. T H E DIRECTION FIELD OF EQ. (20) 12

7. CALCULATION OF T H E SEPARATRIX 14

8. GENERALIZATION TO c n c = c 18
t zz
9. T H E EQUATION c. = (cc ) 20
w z z

ACKNOWLEDGMENT 24

REFERENCES 26

iii
 1. INTRODUCTION

S e l f - s i m i l a r functions preserve their forms u n d e r c e r t a i n scale

transformations of their m a g n i t u d e s and arguments. For e x a m p l e , the

2
function c = exp(-r /4t)/(4iTt) preserves its form under the group of
transformations r ' = Xr, t ' = X 2 t , c ' = X ~ 3 c , w h e r e X is any positive

number. T h i s function, a s the reader m a y recognize, is the instantaneous

point source solution of the spherically s y m m e t r i c a l d i f f u s i o n equation

c = c + 2c /r. I t s self-similarity
J a r i s e s from the i n v a r i a n c e of the
t rr r
diffusion e q u a t i o n to the wider group of transformations r ' = Xr, t r =

X 2 t , c ' = y c , w h e r e X and y a r e positive n u m b e r s independent of each

other. Such self-similar solutions to p a r t i a l d i f f e r e n t i a l equations

are important because they a r e m u c h easier to find than other solutions:

w h e n the p a r t i a l d i f f e r e n t i a l equation h a s two independent variables,

its self-similar solutions can b e found by solving an ordinary d i f f e r e n t i a l

equation.

According to A m e s , 1 the study of self-similar solutions b e g a n in

1894 w i t h B o l t z m a n , 2 w h o studied the d i f f u s i o n equation c t = t®(c)cxlx'

As A m e s also points out, B l a s i u s ' s 3 1908 s o l u t i o n of the boundary layer

flow over a flat plate is self-similar. So a r e the 1941 solutions of

T a y l o r 4 and v o n N e u m a n n 5 for the p r e s s u r e and flow fields created in air

by a point explosion.

Birkhoff6 (1950) w a s the first explicitly to m e n t i o n that invariance

of a p a r t i a l d i f f e r e n t i a l equation to a group of transformations (the

word " g r o u p " n o w being used in its r i g o r o u s sense) could b e used to find

self-similar solutions. S i n c e the time of B i r k h o f f ' s h i n t , self-similar

solutions h a v e b e e n published to problems in diffusion, h e a t and m a s s

transfer, h y d r o d y n a m i c s , s h o c k propagation, solid m e c h a n i c s , plasma

7
physics, and applied superconductivity.

M o s t a p p l i c a t i o n s i n v o l v e one-parameter groups of stretching

transformations, i.e., transformations in w h i c h images a r e formed by

m u l t i p l i c a t i o n b y p o w e r s of the group parameter. Q u i t e often, the

ordinary d i f f e r e n t i a l e q u a t i o n to w h i c h the problem reduces is also

invariant to a stretching g r o u p . This is n o coincidence, and the

conditions f o r it a r e explained b e l o w (Sect. 2). The group invariance

1
 2

of the ordinary d i f f e r e n t i a l equation c a n b e exploited in two w a y s , the

d i s c u s s i o n of w h i c h f o r m s t h e b u l k of t h i s p a p e r . F i r s t , if the s o l u t i o n

of the ordinary d i f f e r e n t i a l equation s a t i s f i e s two-point boundary

conditions, w e can u s e the group invariance to find it w i t h o u t trial and

error. T h i s is illustrated b e l o w w i t h B l a s i u s ' s p r o b l e m of b o u n d a r y

layer flow over a flat p l a t e (Sect. 4). Second, if t h e ordinary differ-

e n t i a l e q u a t i o n is of second order, w e c a n find, w i t h the help of the

group, n e w independent and dependent v a r i a b l e s w h o s e u s e r e d u c e s the

equation to one of first o r d e r . 8 This first-order e q u a t i o n can b e

analyzed by studying its d i r e c t i o n f i e l d . 9 T h e a d v a n t a g e s of this

reduction are illustrated b e l o w for the nonl.inear d i f f u s i o n equations

cc = c and r = (cc ) (Sects. 5-9). T h e s e e x a m p l e s m a k e clear h o w

t zz t z z
important the group -invariance of the o r d i n a r y d i f f e r e n t i a l e q u a t i o n is

to the calculation of s e l f - s i m i l a r solutions.

 3

2. GROUP I N V A R I A N C E OF T H E O R D I N A R Y D I F F E R E N T I A L EQUATION

S u p p o s e w e have a p a r t i a l d i f f e r e n t i a l e q u a t i o n w i t h one dependent

v a r i a b l e c and two independent v a r i a b l e s z and t. S u p p o s e the p a r t i a l

d i f f e r e n t i a l equation is invariant to the family of o n e - p a r a m e t e r groups

of transformations:

z' - Xz

t' = XBt 0 < X < ® (1)

c' = Aac

(Note that w e lose no g e n e r a l i t y by taking the exponent of A in the

first l i n e equal to 1 . )

If the partial d i f f e r e n t i a l e q u a t i o n is w r i t t e n in the primed

v a r i a b l e s and the substitution (1) m a d e , it quite o f t e n happens that

e a c h term in the p a r t i a l d i f f e r e n t i a l equation is m u l t i p l i e d by a p o w e r

of X. T h e exponents of X in these m u l t i p l i e r s are l i n e a r combinations

of a, 3, and 1. I n v a r i a n c e m e a n s that the exponents of a l l terms a r e

equal, and this equality leads to o n e o r two independent linear equations

in a and 3. (There cannot b e m o r e than two independent linear equations

b e c a u s e that would m e a n there is no solution for a a n d $ and contradict

the a s s u m e d invariance of the p a r t i a l d i f f e r e n t i a l e q u a t i o n . ) If there

are two linear r e l a t i o n s , a and @ a r e u n i q u e l y d e t e r m i n e d , and the

family of groups (1) r e d u c e s to a single group. If there is o n e linear,,,

relation, say,

Ma + NB « L , (2)

then t h e partial d i f f e r e n t i a l equation is invariant to a one-parameter

family of. one-parameter g r o u p s . T h e g r o u p s of the f a m i l y a r e labeled by

o o r 6; the transformations of each group a r e labeled b y X. It is t h i s

second c a s e that i n t e r e s t s us.

To find self-similar solutions w e l o o k for s o l u t i o n s invariant to

the g r o u p (1). T h e m o s t g e n e r a l invariant relation connecting the

 4

v a r i a b l e s c, z, and t c a n b e w r i t t e n 1 0

= y (3)
t«/B (J/B)

w h e r e y is an arbitrary function. Substitution of (3) into the p a r t i a l

d i f f e r e n t i a l e q u a t i o n g i v e s a n o r d i n a r y d i f f e r e n t i a l e q u a t i o n that the

function y ( x ) must satisfy (here x i s a n abbreviation for the argument

1/B
T h e v a l u e s of a and B a r e selected so that t h e b o u n d a r y

c o n d i t i o n s can b e s a t i s f i e d . For e x a m p l e , if c ( 0 , t ) = a prescribed

c o n s t a n t , a = 0 and B = L / N . If J cdz = a p r e s c r i b e d constant,
—oo

a = - 1 and B = (L + M ) / N . D e n o t e by a Q and B 0 the v a l u e s , satisfying

(2), so selected. Then

c = (4)

is the m o s t general r e l a t i o n connecting c, a, and t that is invariant to

group (1) of the family for w h i c h a = o q and B * BQ.

If w e transform c ( z , t ) given b y (4) according to o t h e r groups o f

the f a m i l y (1) for w h i c h a # a Q and B ^ its image c ' ( z ' , t ' ) must

a l s o s a t i s f y the p a r t i a l d i f f e r e n t i a l equation b e c a u s e the latter is

invariant to all groups of the family (1). W e find that

( a B - a fi)/g
o o a /6 (B-B )/B
c' = A
o . .. o o o o (5)
(t') y
1/B.
(f)

It is e a s y to verify that

«B - a B L
o o
(6)
BO - B M '
 5

r e g a r d l e s s of C h e v a l u e s of a and 8 a s long as ct and 8 satisfy (2).

(e-p 0 )/e 0
T h e r e f o r e , if w e set A • y a n d drop the p r i m e s , (5) b e c o m e s

"o/eo -L/M / z \ "o/Po -L/M , .

c - t y y (v ta \ = t v y(yx) . (7)

T h e f u n c t i o n c ( z , t ) g i v e n by (7) i s a l s o a solution of t h e p a r t i a l

d i f f e r e n t i a l e q u a t i o n and is f u r t h e r m o r e invariant to (1) w h e n a = a

o
and B • 6 .
o -L/M
T h e o n e - p a r a m e t e r family of f u n c t i o n s of x , y y(yx), appearing

i n (7), is the family of images of y ( x ) under the o n e - p a r a m e t e r group

y 't - y L/M y I
0 < y < «> . (8)
yx

T /M T /M
[For y ' ( x ' ) = y y(x) = y y(x'/y). If w e replace y b y 1/y, this
—L/M
w
becomes y'(x') - M "y(yx').] A o n e - p a r a m e t e r family w h o s e curves

transform into each o t h e r under a group is said to b e invariant to the

group. E a c h function y ( x ) satisfying (A) generates a n invariant one-

p a r a m e t e r family of functions y ( x ) a l s o satisfying (4), the invariance

of t h e family b e i n g w i t h respect to the group (8).

S u p p o s e that the ordinary d i f f e r e n t i a l e q u a t i o n for y ( x ) is of n t h

order. T h e solutions of such a n e q u a t i o n form a n n - p a r a m e t e r l a m i l y of

curves. F r o m w h a t w e h a v e just seen, this n - p a r a m e t e r family m u s t

d e c o m p o s e into an (n - 1)-parameter set of o n e - p a r a m e t e r families, each

of w h i c h is invariant to (8). But then the entire n - p a r a m e t e r family is

invariant to (8). T h i s m e a n s that the differential e q u a t i o n for y is

also invariant to (8), w h i c h is w h a t w e w a n t e d to p r o v e .

 6

3. E X C E P T I O N A L SOLUTIONS OF S E C O N D - O R D E R EQUATIONS

L i e 8 h a s given a p r e s c r i p t i o n for finding the m o s t g e n e r a l second-

order d i f f e r e n t i a l e q u a t i o n invariant to the group (8). If w e introduce

a g r o u p invariant u ( x , y ) a s a n e w independent v a r i a b l e and a first-

d i f f e r e n t i a l invariant v ( x , y , y ) as a n e w dependent v a r i a b l e , the m o s t

g e n e r a l s e c o n d - o r d e r e q u a t i o n for y in terms of x h a s the form d v / d u =

G ( u , v ) , w h e r e G ( u , v ) is some f u n c t i o n of u and v . An invariant and a

first-differential invariant of (8) a r e

u
a
x (9)
" M
=
a-1

Differentiation gives

du = (v - a u )
(a- (10a)

dv = fa--52- - (a - 1) (10b)

= [F(u,v) - (a - l ) v ] ( ~ ) (10c)

a-2
b e c a u s e L i e ' s t h e o r e m t e l l s u s that y / x m u s t b e a function F ( u , v ) of

u and v . Thus

d v _ F ( u , v ) - (a - l)v ..
U 1 )
dH ~ v - au '

Any integral curve v(u) of (11) r e p r e s e n t s a first-order differential

e q u a t i o n for y in t e r m s of x, i.e., a o n e - p a r a m e t e r family of integral

c u r v e s y ( x ) that t r a n s f o r m into one a n o t h e r under the group (8). In

a d d i t i o n to these o n e - p a r a m e t e r f a m i l i e s , there a r e e x c e p t i o n a l solutions

 7

a r i s i n g from the s i n g u l a r p o i n t s of (11). These exceptional solutions

y ( x ) correspond to constant v a l u e s U q and V q of u a n d v . Constant

v a l u e s of U q and V q m e a n that a s x and y vary, u a n d v r e m a i n fixed at

u and v . T h u s d u • d v a 0 , and w e see then from (1C) that u and v

o o o o
m u s t satisfy the e q u a t i o n s

F ( u ,v ) = (a - l)v( (12a)
O o Io

and

v • au (12b)
o Io

T h e only solutions of (12) „ of course, a r e the s i n g u l a r p o i n t s o f (11) ,

g

a s s u m i n g F ( u , v ) is not itself singular. Thus the s o l u t i o n y * U q X

c o r r e s p o n d s to the singular point (u ,v ).

 8

4. EXAMPLE: BLASIUS'S EQUATION

B l a s i u s ' s equation for the stream function c of the b o u n d a r y layer

d e v e l o p i n g along a flat p l a t e can b e w r i t t e n

c c - c c = c , (13)
z zt t zz zzz ' '

w h e r e z m e a s u r e s distance t r a n s v e r s e to the plate and t m e a s u r e s distance

along t h e p l a t e . (Special units h a v e b e e n chosen in w h i c h the kinematic

v i s c o s i t y and the mean stream v e l o c i t y a r e both equal to o n e . ) Equation

(13) is invariant to the group (1) if a - B = - 1 , i.e., if M = 1, N = - 1 ,

and L = - 1 . The boundary c o n d i t i o n s of Blasius's p r o b l e m are:

c(0,t) = 0 , (14a)

cz(0,t) = 0 , (14b)

c («,t) = 1 , (14c)
z

ct(z,0) = 0 . (14d)

Equations (14a) and (14b) b e c o m e y ( 0 ) = 0 and y ( 0 ) = 0, respectively.

In order to satisfy (14c) w e must h a v e a • o • 1, 6 • B Q * 2. Then

(14c) b e c o m e s y(°°) = 1. Equation (14d) becomes - x y ) = 0 or w h a t

is the s a m e thing, ^ " ( y / x ) = A = a constant; this condition is the same

as the c o n d i t i o n y(°°) = 1 if A is chosen to b e one. The differential

e q u a t i o n for y turns out to b e

2 y + yy « 0 , (15a)

and the b o u n d ? r y c o n d i t i o n s a g a i n are

y(Q) = y ( 0 ) = 0 (15b)
 9

and

y(°°) = 1 . (15c)

T h e group (8) h a s the form

x ' = yx ^

In this e x a m p l e . It is easy to v e r i f y that (15a) is invariant to (16).

T h e b o u n d a r y conditions (15b) and (15c) refer r e s p e c t i v e l y to x • 0

and x = Neither (15b) n o r (15c) a l o n e is sufficient to allow numerical

s o l u t i o n of (15a). Ordinarily, w e w o u l d assume a v a l u e of y ( 0 ) ,

integrate (15a) to large x, find y(°°), correct y ( 0 ) , and repeat. We can

2
avoid r e p e t i t i o n b y using the r e l a t i o n - y/y to find the v a l u e of y

that w i l l m a k e y'(°°) = 1. T h e n using (12) w e can find y ' ( x ' ) by scaling

the function y ( x ) calculated in the first n u m e r i c a l integration. If

h i g h accuracy is sought, m u c h r e p e t i t i o n can b e avoided in this w a y .

 10

5. EXAMPLE: T H E E Q U A T I O N cc = c
c zz

T h e equation cc^. = c z z arises in the p r o b l e m of transient heat

transfer from a heated surface to a single-phase, n e a r - c r i t i c a l fluid

and in the p r o b l e m of the e x p u l s i o n of fluid from a long, slender, heated

tube. In b o t h of these p r o b l e m s the b o u n d a r y and initial conditions are

c ( z , 0 ) = 0, c(°°,t) = 0 , and c z ( 0 , t ) = - b , a p r e s c r i b e d constant. These

a r e the b o u n d a r y conditions w e shall consider here.

T h e p a r t i a l d i f f e r e n t i a l e q u a t i o n is invariant to t h e group (1) if

a - B = - 2 , i.e., if M = 1, N = - 1 , and L = - 2 . In o r d e r to satisfy the

b o u n d a r y c o n d i t i o n that c ( 0 , t ) is constant, a m u s t b e c h o s e n e q u a l to

u = 1; then B = B =3. For convenience, w e introduce a factor of V T

into the d e f i n i t i o n of x, i.e., take c = t 1 ^ 3 y ( z / v T t 1 / 3 ) = t 1 / 3 y(x).

Then

y - y(y - xy) (17a)

and

y(°°) = 0, y ( 0 ) = -bs/3 . (17b)

T h e group (8) now takes the form

2
y' = y y
(18)
yx

and, as e x p e c t e d , the ordinary d i f f e r e n t i a l equation (17a) is invariant

8
to it. According to the theorem of L i e , if w e i n t r o d u c e as n e w indepen-

dent a n d d e p e n d e n t v a r i a b l e s a group invariant u ( x , y ) and a f i r s t -

d i f f e r e n t i a l group invariant v ( x , y , y ) , Eq. (17a) w i l l b e c o m e a f i r s t -

order d i f f e r e n t i a l e q u a t i o n for v in terms of u. Analysis of the

d i r e c t i o n field of this f i r s t - o r d e r e q u a t i o n can t e l l u s m u c h about the

s o l u t i o n s of (18a); in this p r o b l e m it w i l l give us the v a l u e of y ( 0 ) at

the cost of a single integration.

 11

T h e choice of u and v is not unique; a convenient choice is

u - x2y (19a)

and

v = x2(y - xy) . (19b)

Using (17) w e find that

dv = v(2 - u) (2Q)
du 3u - v
 12

6. THE D I R E C T I O N FIELD OF E Q . (20)

S h o w n in F i g . 1 is the d i r e c t i o n field of Eq. (20). The slope

d v / d u v a n i s h e s on the lines L j : v - 0 and L2*. u « 2 and is infinite o n

the line L3: v • 3u. T h e r e a r e two singular points, 0: (0,0) and

P: (2,6). T h e singular point P is a saddle p o i n t ; the o r i g i n 0 is a n o d e .

T r a v e r s i n g P a r e two s e p a r a t r i c e s Sj and S2« T h e sepairatrix S^ a l s o

t r a v e r s e s the singular point 0. Some typical integral c u r v e s a r e also

shown in F i g . 1.

T h e family of i n t e g r a l c u r v e s o f Eq. (17) w e are seeking transforms

into itself under the t r a n s f o r m a t i o n s of the group (18). In other

w o r d s , the image of each curve of the family is a n o t h e r c u r v e of the

family. T h e family thus c o r r e s p o n d s to a single integral curve in the

(u,v) p l a n e . Furthermore, this single curve m u s t pass through the origin

0 b e c a u s e u and v b o t h a p p r o a c h zero as x a p p r o a c h e s zero w i t h y and $

remaining finite. Of the i n t e g r a l curves p a s s i n g through the o r i g i n ,

the separatrix S 1 is the o n e w e w a n t . For in the neighborhood of the

a 2
singular point P , y 2 / x , and this is a satisfactory asymptotic

behavior for the integral c u r v e w e are seeking.

 13

ORNL-DWG 80-2740 FED

Fig. 1. T h e d i r e c t i o n field of E q . (20). 0 and P are the

singular points, S2 and S2 are t h e separatrices, and the curves
m a r k e d w i t h I are i n t e g r a l curves.
 14

7. CALCULATION OF T H E SEPARATRIX

N e a r the origin w h e r e u « 2, Eq. (20) can b e a p p r o x i m a t e d by the

h o m o g e n e o u s equation d v / d u = 2v/(3u - v ) . By " h o m o g e n e o u s " w e m e a n that

the d i f f e r e n t i a l e q u a t i o n is invariant to the group v ' = A v , u ' = Au.

The separatrix Sj, b e i n g an invariant curve of the g r o u p , must h a v e the

form v = m u . Substitution into the h o m o g e n e o u s d i f f e r e n t i a l equation

shows that m = 1.

If w e substitute v = u + w into (20) , then to lowest order dw/du =

3 2
3w/2u, so that w = C u ^ . T h i s suggests that v m a y b e expanded in
1 2
p o w e r s of u / near the origin. If w e set

v = u + C u 3 / 2 + D u 2 + E u 5 / 2 + Fu 3 + G u 7 ^ 2 + Hu1* + J u 9 / 2 + K u 5 + ... ,

(21)

substitute into (20), clear fractions, and equate c o e f f i c i e n t s of equal

powers of u, w e get

2
D = - | C - 1 , E = y ( y CD - C ) , F = y (4CE + 2 D 2 - D ) ,

G = \ [ |(DE + FC) - E ] , H = ^ [ | E 2 + 5(FD + GC) - F ,

J = ~ J "|^(FE + G D + CH> - G ] ,

K = y [ 3 F 2 + 6(GE + H D + CJ) - H ] . (22)

From E q . (22) it is c l e a r that once w e fix C, all the h i g h e r coefficients

in (21) a r e d e t e r m i n e d . Since all the integral curves p a s s i n g through

the o r i g i n a r e tangent to o n e another (and to the line v = u ) , it is

clear that t h e y a r e d i s t i n g u i s h e d from one another b y the value of C.

Finally,
 15

lim/v^_u\ _ _ y(0)
U
"°\u3/2 ) [y<0 )]3/2

A similar procedure n e a r t h e singular point P : (2,6) gives for the

separatrix Si

t - A s + B s 2 + R s 3 + Ss1* + ...» (24a)

t = v - 6, s = u - 2 , (24b)

A
A - ^(3 + V33) , B
2 ' 3A - 6 '

n _ B(1 ~ 2B) L ( 1 - 5B) x

R S = (24c
" 4A - 9 ' 5A - 12 * >

W e find the v a l u e of C o n Sj by u s i n g (24) to a d v a n c e a short

distance a l o n g Si away from P . T h e n w e integrate (20) numerically,

advancing along S} towards 0. W h e n w e get close to 0, w e match the

numerical solution to the series (21) b y choosing C correctly. In this

w a y , w i t h a single n u m e r i c a l integration, w e find

C - 0.932 . (25)

This n u m e r i c a l integration, as w e l l a s a l l others m e n t i o n e d later, w a s

performed b y the fourth-order Runge-Kutta m e t h o d on a p r o g r a m m a b l e d e s k

calculator (Hewlett-Packard 97). O n c e the v a l u e of C is in h a n d , cal-

culation of y is an easy m a t t e r b e c a u s e consistent initial v a l u e s can b e

obtained from (23). F i g u r e 2 shows t h e curve of y v e r s u s x for w h i c h

y ( 0 ) - 1. A s e x p e c t e d , y ^ 2 / x 2 for large x . A l s o shown is the follow-

ing s i m p l e analytic approximation y:

y a (l + C x + 1
, (26)
 16

ORNL-DWG 8 0 - 2 7 3 6 FED
1.0

0.8

0.6
y
0.4

0.?.

0
0 1 2 3 4 5
x
F i g . 2. T h e f u n c t i o n y ( x ) in Sect. 7 for t h e c a s e y ( 0 ) » 1.
 17

for w h i c h y ( 0 ) = 1 a n d y ( 0 ) - - C . It follows from (18) that i n g e n e r a l

y * X * ( l + XCx + )'1 . (27)

Finally,

c(O.t) , 1 > 5 1 b2/3 . (28)

tl/3
 18

8. GENERALIZATION TO c V - c
C zz

ii
T h e par- - differential equation c c - c can b e treated in the
c ZZ
same w a y whe. n i4 1 as w h e n n = 1. I n general, n a - fS • - 2 so that

M = n , N = - 1 , and L = - 2 . T o s a t i s f y the b o u n d a r y c o n d i t i o n c z ( 0 , t ) = - b ,

a p r e s c r i b e d constant, w e must take a = a « 1 and 6 = 8 • n + 2. If

l/So / l/Bv
w e set c = t ° y^z/VfP t °J , w e find y - y n ( y - x y ) , y ( 0 ) = - b V f P ,
and y(°°) = 0 as b e f o r e . A s e x p e c t e d , the d i f f e r e n t i a l e q u a t i o n for y is
n
invariant to the group y ' = y y , x ' = yx. If w e c h o o s e u - x ^ y
2 /n

and v = x (y - x y ) w e find

dv v ( 2 - nu") K
du (n + 2)u-nv '
The d i r e c t i o n field of (26) is s i m i l a r to that of Fig. 1. There is a

right triangle formed by lines L j , L2, and L 3 in the (u,v) plane like

the o n e formed by L j , L2, and L 3 in Fig. 1. On L 3 : (n + 2) u » n v the

1/n
s l o p e is infinite; on L 2 : u = (2/n) and L i : v - 0 the slope is

zero. T h e two vertices on the line L 2 are singular p o i n t s . These

1/n 1/n
p o i n t s a r e 0: (0,0) and P: [(2/n) , (1 + 2 / n ) ( 2 / n ) ]. They are

joined by a separatrix that n e a r the origin h a s the form

u + C u ( n + 2 ) / 2 + > > (30)

n

so that

lira v - u -y(Q> (31)

n u->o (n+2)/2 (n+2)/2
u [y(o)]

F i n a l l y , the separatrix n e a r P c o r r e s p o n d s to a s y m p t o t i c b e h a v i o r of

y ( x ) of the form
 19

y „ ( I ) 1 ' " ,-2/n , (32a)

y * - (f)1+1/" . (32b)

W h e n n • 2, I u s e d the p o w e r s e r i e s m e t h o d to c a l c u l a t e C2 and

found C2 = 0 . 7 7 7 . W h e n n = 0, t h e o r d i n a r y d i f f e r e n t i a l equation

y = y - x y i s solved by

00
-x2/2 _ f - X 2//22
y = e - x J e"X dx . (33)
x

It f o l l o w s from (33) that y ( 0 ) « 1 and y ( 0 ) * -^/HJZ. T h u s C Q = VIF72 =

1.253. Finally,

( 0 , t ) _ / Vvn£ Z+I \22 /V( n + 2 > b 2 / ( n + 2 )

ci(0,t) ( 3 4 )

t l /(n+2)"^ ^ )

K n o w i n g Co» Ci, and C 2 , w e can i n t e r p o l a t e to find C n for intermediate

values. It is w o r t h r e m a r k i n g that w h e n n > 2, fQ ydx diverges, a fact

w h i c h m a y b e of i m p o r t a n c e in applications.
 20

9. T H E EQUATION c. = (cc )_
L Z 4

T h i s partial d i f f e r e n t i a l equation c = (cc ) is invariant to the

C Z Z
group (1) if a + B = 2 , i.e., if M = 1, N = 1, and I. = 2. If w e set

w e find the following o r d i n a r y d i f f e r e n t i a l equation for y-

B(yy)* = ay - xy . (36)

Equation (36) is invariant no the group y ' = g 2 y , x ' = y x as expected.

If w e set u = y / x 2 and v = y/x w e obtain the first-order equation:

d v _ a u - v - g v 2 - Bvu /-37\
du ~ Bu(v - 2 u ) '

T h e choice of a and B depends on the b o u n d a r y conditions. Some

typical b o u n d a r y conditions together w i t h the corresponding v a l u e s of a

and B a r e as follows:

I* Clamped t e m p e r a t u r e : c ( 0 , t ) constant a = 0 , B = 2
1 3
2. C l a m p e d flux: (cc ) _ constant a = — , B = T
Z Z=U £. *•

3. Ramped t e m p e r a t u r e : c(0,t) <v«t a - 1 , 3 = 1

4. Point source: / cdz constant a = -1 , 6 = 3

—oo

Let u s first consider case 4, for w h i c h (37) b e c o m e s

d v
(u + v ) (1 + 3 v )
= <38)
du " 3u(v - 2 u ) '
 21

T h e direction field of (38) is shown in Fig. 3. T h e slope dv/du vanishes

o n t h e lines L i : u + v = 0 and L 2 : v = - 1 / 3 and is infinite on the

lines L3: u = 0 and L ^ : v • 2u. There are three s i n g u l a r points, 0:

(0,0), P : (0,-1/3), and Q: (-1/6,-1/3). It is i m m e d i a t e l y evident

from the figure that v = - 1 / 3 solves (38). Thus

y - - f (39a)

and

(x 2 - x 2 )
y ^ . (39b)

a s o l u t i o n found earlier b y P a t t l e . 1 1 Solution (39) enables us to

s a t i s f y the requirement that y b e zero at infinity by m a k i n g y v a n i s h

for x > x . For x < x , we use (39b). Interestingly, there is no

o o
solution y(x) for w h i c h y and y approach zero continuously as x a p p r o a c h e s

infinity. Such a s o l u t i o n w o u l d correspond to a n integral curve in the

(u,v) plane passing through the origin. However, n o n e of the integral

00
c u r v e s that do so e v e r attains the limit u .

Let us now turn to c a s e 2. Then (37) b e c o m e s

d
v u - 2v - 3 v 2 - 3uv
a ( 4 0 )
d^ 3u(v - 2u) '

F i g u r e 4 shows the d i r e c t i o n field of (40). The slope d v / d u = 0 o n the

curve C: u = v ( 2 + 3v)/(l - 3v). (The curve C h a s two branches, one of

w h i c h is shown in F i g . 4. T h e other branch is in the second quadrant

00
and is of n o concern to u s h e r e . ) T h e slope d v / d u « o n the l i n e s L j :

u = 0 and L 2 : v = 2u. T h e r e are three singular points, 0: (0,0), P :

(0,-2/3), and Q : ( - 1 / 6 , - 1 / 3 ) , a n d two separatrices, Si and S2: v = u/2.

2
T h e singular point Q leads to the exceptional solution y = - x / 6 and the

s e p a r a t r i x S2 leads to t h e family of solutions y = constant VST. Neither

of t h e solutions is o f any u s e to us here since n e i t h e r is e v e r zero for

any x > 0.
 22

0RNL-DW6 8 0 - 2 7 3 9 FED

1 t 1 / / /
\ 1 >*1 1 / / /

\ 1 / / / /
\ / 1 t / / / /
1 / / / / /
1 / / / / /
/ / / / — --

/ / /

— —

- * * /
/ /
/ / 1
/ / / 1,

F i g . 3. T h e d i r e c t i o n field of Eq. (38).

Fig. 4 . T h e d i r e c t i o n field o f Eq. (40).
 24

T h e r e is n o s o l u t i o n f o r w h i c h y a n d y -> 0 as x •*• Such «

solution must correspond t o a n i n t e g r a l c u r v e i n the (u,v) p l a n e passing

through the origin. A l l s u c h curves are tangent to S 2 n e a r the origin

and thus behave asymptotically like Vx" for l a r g e x. If w e l o o k for

s o l u t i o n s y ( x ) that h a v e a root at some x = x q , then at x q , y = 0 and

y < 0 so that u 0, v < 0 . The only point that f i l l s t h e b i l l is t h e

s i n g u l a r point P , and the f a m i l y of c u r v e s y ( x ) w e a r e s e e k i n g corre-

s p o n d s to the s e p a r a t r i x Sj,. T h e v a l u e o f v at the point P gives the

* ( x ) = - 2 x / 3 , and k n o w i n g
slope y this s l o p e , w e can u n d e r t a k e a n u m e r i c a x
Q q

integration to find y ( x ) . T h e r e s u l t s of such a n i n t e g r a t i o n for the

case x = 1 are s h o w n i n F i g . 5. Other cases can b e o b t a i n e d b y trans-

o
formation with the g r o u p y ' = p 2 y , x r = px.

W h e n u is l a r g e a n d p o s i t i v e , the s e p a r a t r i x Sj h a s t h e asymptotic

form v = -CN/C", w h e r e C is a c o n s t a n t . If w e s u b s t i t u t e the definitions

of u a n d v in t h i s e q u a t i o n , w e find y = -C\/y". Since u + ® a s x + 0,

this m e a n s

=i!2l = C . (41)
v9(o7

The n u m e r i c a l i n t e g r a t i o n of (36) used to d r a w Fig. 5 g a v e C = 0.679; a

n u m e r i c a l i n t e g r a t i o n of (40) s t a r t i n g o n Si n e a r P g a v e the same result.

A t t h i s point w e b r e a k o f f f u r t h e r d i s c u s s i o n o f examples.

ACKNOWLEDGMENT

I w i s h t o e x p r e s s m y g r a t i t u d e to J . K . B a l l o u for w r i t i n g the

c o m p u t e r g r a p h i c s p r o g r a m w i t h w h i c h F i g s . 1, 3, a n d 4 w e r e produced.
 ORNL-DWG 8 0 - 2 7 3 7 FED

Fig. 5. The solution y(x) of Eq. (36) for case 2: a = 1/2, B - 3/2 w h e n
x = 1.
 26

REFERENCES

1. W . F. A m e s , "Some A d - h o c T e c h n i q u e s for N o n l i n e a r Partial Differ-

e n t i a l E q u a t i o n s , " in Mathematical Physios and Physical Mathematics,

Vol. 2, ed. by K . M a u r i n and R. Raczka, D. R e i d e l Publishing Co.,

Boston, 1974.

2. L. Boltzmann, Ann. Physik (N.F.) 53, 959 (1894).

3. H . B l a s i u s , Z. A n g e w . M a t h . P h y s . 56, 1 (1908).

4. G . T a y l o r , M i n i s t r y of H o m e Security, R.C. 210 (1941); published

l a t e r i n Proc. R. Soc. London A 2 0 1 , 159 (1950).

5. J . v o n N e u m a n n , "Shock W a v e s Started by an Infinitesimally Short

D e t o n a t i o n of G i v e n E n e r g y , " National Defense R e s e a r c h Committee,

D i v i s i o n B , J u n e 30, 1941.

6. G. Birkhoff, Hydrodynamics, Princeton Univ. Press, Princeton, 1950.

7. For a short b i b l i o g r a p h y of this literature, see Sect. 8 of Ref. 1.

8. A. Cohen, An Introduction to the Lie Theory of One-Parameter Groups,

Sect. 27, G. E . Stechert and Co., N e w York, 1931.

9. L . D r e s n e r , J. M a t h . P h y s . 12(7), 1339 (1971).

10. See Sect. 11 of Ref. 8.

11. R. E . Pattle, Q. J. M e c h . Appl. M a t h . X I I (4), 407 (1959).