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Nonlinear Reaction-Diffusion Systems

The document is a monograph on nonlinear reaction-diffusion systems (RDSs), focusing on conditional symmetry and exact solutions relevant to biological applications. It discusses the historical context, methods for finding exact solutions, and presents various results and examples from the authors' research. The book aims to provide a comprehensive overview of Q-conditional symmetries and their applications in constructing exact solutions for nonlinear PDEs.

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0% found this document useful (0 votes)
87 views173 pages

Nonlinear Reaction-Diffusion Systems

The document is a monograph on nonlinear reaction-diffusion systems (RDSs), focusing on conditional symmetry and exact solutions relevant to biological applications. It discusses the historical context, methods for finding exact solutions, and presents various results and examples from the authors' research. The book aims to provide a comprehensive overview of Q-conditional symmetries and their applications in constructing exact solutions for nonlinear PDEs.

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2cpq7vg7vf
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Lecture Notes in Mathematics 2196

Roman Cherniha
Vasyl’ Davydovych

Nonlinear
Reaction-
Diffusion
Systems
Conditional Symmetry, Exact Solutions
and their Applications in Biology
Lecture Notes in Mathematics 2196
Editors-in-Chief:
Jean-Michel Morel, Cachan
Bernard Teissier, Paris

Advisory Board:
Michel Brion, Grenoble
Camillo De Lellis, Zurich
Alessio Figalli, Zurich
Davar Khoshnevisan, Salt Lake City
Ioannis Kontoyiannis, Athens
Gábor Lugosi, Barcelona
Mark Podolskij, Aarhus
Sylvia Serfaty, New York
Anna Wienhard, Heidelberg
More information about this series at http://www.springer.com/series/304
Roman Cherniha • Vasyl’ Davydovych

Nonlinear
Reaction-Diffusion Systems
Conditional Symmetry, Exact Solutions
and their Applications in Biology

123
Roman Cherniha Vasyl’ Davydovych
Institute of Mathematics Institute of Mathematics
National Academy of Science National Academy of Science
Kyiv, Ukraine Kyiv, Ukraine

ISSN 0075-8434 ISSN 1617-9692 (electronic)


Lecture Notes in Mathematics
ISBN 978-3-319-65465-2 ISBN 978-3-319-65467-6 (eBook)
DOI 10.1007/978-3-319-65467-6

Library of Congress Control Number: 2017950000

Mathematics Subject Classification (2010): Primary: 35K57, 35K58, 35K61, 35Q79, 35Q92, 92D25,
92D99; Secondary: 17B80, 17B81, 34A05, 35N05, 35N10

© Springer International Publishing AG 2017


This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
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The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
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The publisher, the authors and the editors are safe to assume that the advice and information in this book
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The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
‘. . . And this devotion [to biology] is achieved
only by deep understanding of beauty,
infinity, symmetry, and harmony in nature.’
Taras Shevchenko,
the great Ukrainian poet
Preface

Nowadays it is widely known that nonlinear reaction-diffusion systems (RDSs) are


governing equations for many very important nonlinear models used to describe
various processes in physics, biology, ecology, chemistry, etc. Since the 1970s
they have been studied extensively by means of different mathematical methods.
Construction of particular exact solutions for nonlinear partial differential equations
(PDEs), especially for nonlinear RDSs, is an important problem. Finding exact solu-
tions that have a physical, chemical or biological interpretation is of fundamental
importance. The well-known principle of linear superposition cannot be applied
to generate new exact solutions of nonlinear PDEs and systems of PDEs. Thus,
the classical methods are not applicable for solving these equations. Of course, a
change of variables can sometimes be found that transforms a given nonlinear PDE
into a linear equation, but finding exact solutions of most nonlinear PDEs generally
requires new methods.
The most powerful methods for construction of exact solutions of nonlinear
PDEs are symmetry-based methods. These methods originate from the Lie method,
which was created by the prominent Norwegian mathematician Sophus Lie at the
end of the nineteenth century. The method was essentially developed using modern
mathematical language by L.V. Ovsiannikov, G. Bluman, N. Ibragimov, W.F. Ames
and some other researchers in the 1960s and 1970s. Although the technique of the
Lie method is well known, the method still attracts the attention of researchers and
new results are published on a regular basis.
However, it is well known that some nonlinear PDEs and systems of PDEs arising
in applications have poor Lie symmetry. For example, the Fisher and Fitzhugh–
Nagumo equations, which are widely used in mathematical biology, are invariant
only under time and space translations. The Lie method is not efficient for such
equations since it enables only those exact solutions to be constructed, which
can be easily obtained without using this method. Taking this fact into account,
other symmetry-based methods were developed. The best known among them is
the method of nonclassical symmetries proposed by G. Bluman and J. Cole in
1969. Even though this approach was suggested almost 50 years ago, its successful
applications for solving nonlinear equations were accomplished only in the 1990s

vii
viii Preface

owing to D.J. Arrigo, P. Broadbridge, P. Clarkson, J.M. Hill, E.L. Mansfield,


M.C. Nucci, P. Olver, E. Pucci, G. Saccomandi, E.M. Vorob’ev, P. Winternitz and
others. A prominent role in applications and further development of the nonclassical
symmetry method belongs to the Ukrainian school of symmetry analysis, which
was created in the early 1980s and led by W.I. Fushchych (V.I. Fyshchich) until
1997 when he passed away. In particular, a concept of conditional symmetry was
worked out and its applications to a wide range of nonlinear PDEs were realized by
M. Serov, I. Tsyfra, R. Zhdanov, R. Popovych, R. Cherniha and others. Notably,
following Fushchych’s proposal dating back to 1988, we use the terminology
‘Q-conditional symmetry’ instead of ‘nonclassical symmetry’.
It turns out that the problem of finding Q-conditional symmetry gets to be much
more complicated in the case of the two- and multi-component nonlinear systems
of PDEs. To the best of our knowledge, the pioneering papers devoted to the search
for Q-conditional symmetries of systems of reaction-diffusion equations appeared
only in the early 2000s, i.e., about 30 years later than the seminal Bluman and Cole
work was published. Moreover, the majority of such papers were published during
the last decade.
This book is devoted to searching for conditional symmetries of nonlinear RDSs
and their application for constructing exact solutions. Properties of exact solutions
obtained for several nonlinear systems (especially the diffusive Lotka–Volterra
system (DLVS)) arising in real-world applications are studied in order to provide
their biological, ecological and/or physical interpretation. The book is mostly based
on authors’ papers published during the last 10 years. Notably, several misprints and
inexactnesses arising in those papers were corrected during the book preparation.
To the best of our knowledge, this is the first monograph devoted to search and
application of conditional symmetries in the case of systems of nonlinear PDEs (not
scalar PDEs!). The reader does not need to study symmetry-based methods in detail
in order to use the exact solutions obtained in an explicit form and to construct new
solutions using conditional symmetry operators derived in the book. Each chapter
contains both ideas for further theoretical generalizations and examples of real-
world applications.
In Chap. 1, all the main results on Q-conditional symmetry (nonclassical sym-
metry) of the general class of nonlinear reaction-diffusion-convection equations are
summarized. Although some of them were published about 25 years ago, and others
were derived in the 2000s, this is the first attempt to present an extensive review
of this matter. It is shown that several well-known equations arising in applications
and their direct generalizations possess conditional symmetry. Notably, the Murray,
Fitzhugh–Nagumo, and Huxley equations and their natural generalizations are iden-
tified. Moreover, several exact solutions (including travelling fronts) are constructed
using the conditional symmetries obtained in order to find exact solutions with a
biological interpretation.
In Chap. 2, the recently developed theoretical background for searching
Q-conditional symmetries of systems of evolution PDEs is presented. We generalize
the standard notation of Q-conditional symmetry by introducing the notion of
Q-conditional symmetry of the p-th type and show that different types of symmetry
Preface ix

of a given system generate a hierarchy of conditional symmetry operators. It


is shown that Q-conditional symmetry of the p-th type possesses some special
properties, which distinguish it from the standard conditional symmetry. The
general class of two-component nonlinear RDSs is examined in order to find the
Q-conditional symmetry operators. The relevant systems of so-called determining
equations are solved under additional restrictions. As a result, several RDSs
possessing conditional symmetry are constructed. In particular, it is shown that
DLVS, the Belousov–Zhabotinskii system (with the correctly specified coefficients)
and some of their generalizations admit Q-conditional symmetry.
In Chap. 3, two- and three-component DLVSs are examined in order to find
Q-conditional symmetries, to construct exact solutions and to provide their bio-
logical interpretation. A complete description of Q-conditional symmetries of the
first type (a special subset of nonclassical symmetries) of these nonlinear systems
is derived. An essential part of this chapter is devoted to the construction of
exact solutions of the systems in question using the symmetries obtained. Starting
from examples of travelling fronts (finding such solutions is important from the
applicability point of view), we concentrate mostly on finding exact solutions with
a more complicated structure. As a result, a wide range of such exact solutions
are constructed for the two-component DLVS and some examples are presented for
the three-component DLVS. Moreover, a realistic interpretation for two and three
competing species is provided for some exact solutions.
In Chap. 4, two classes of two-component nonlinear RDSs are studied in order
to find Q-conditional symmetries of the first type, to construct exact solutions
and to show their applicability. The first class involves systems with the constant
coefficient of diffusivity, while the second one contains systems with variable
diffusivities only. The main theoretical results are given in the form of two theorems
presenting exhaustive lists (up to the given sets of point transformations) of the
RDSs belonging to the above classes and admitting Q-conditional symmetries of
the first type. The systems obtained allow us to extract specific systems occurring in
real-world models. A few examples are presented, including a modification of the
classical prey–predator system with diffusivity and a system modelling the gravity-
driven flow of thin films of viscous fluid. Exact solutions with attractive properties
are found for these nonlinear systems and their possible biological and physical
interpretations are presented.
The book is a monograph. Its academic level is suitable for graduate students
and higher. Some parts of the book may be used in ‘Mathematical Biology’ and
‘Nonlinear Partial Differential Equations’ courses for master students and in the
final year of undergraduate studies. Nowadays such courses are common in all
leading universities all over the world.
The book was typeset in LaTeX using the Springer templates; the figures were
drawn using the computer algebra package MAPLE.
The authors thank their Ukrainian colleagues for fruitful discussions, valuable
critique and helpful suggestions, which helped us to write this modest work. We
are especially grateful to Sergii Kovalenko, Anatoly Nikitin, Oleksii Pliukhin and
Mykola Serov.
x Preface

R. Ch. is indebted to John R. King for valuable discussions in 2013–2015 when


he was Marie Curie Fellow at the University of Nottingham. R. Ch. is also grateful
to George Bluman, Phil Broadbridge, Malte Henkel, Changzheng Qu, and Jacek
Waniewski for fruitful discussions and valuable comments, which inspired us to do
further research and generated new ideas.
Last but not least, we are grateful to Eva Hiripi, who invited us to write this book,
and for her continuous support during the preparation of the monograph.
Finally, we express our thanks to our mothers, Stefaniya and Valentyna, for their
love and support! R. Ch. reaffirms his love and thankfulness to his wife, Nataliya,
for her love, patience and understanding throughout the process of writing the book.

Kyiv, Ukraine Roman Cherniha


Kyiv, Ukraine Vasyl’ Davydovych
May 2017
Contents

1 Scalar Reaction-Diffusion Equations: Conditional Symmetry,


Exact Solutions and Applications . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1
1.1 Nonlinear Reaction-Diffusion Equations in Mathematical
Biology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1
1.2 Nonclassical Symmetry: Historical Review, Definitions
and Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 4
1.3 Examples of Q-Conditional Symmetries of Some
Reaction-Diffusion Equations . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 9
1.4 Determining Equations for the General
Reaction-Diffusion-Convection Equation.. . . . . . . . .. . . . . . . . . . . . . . . . . . . . 13
1.5 Q-Conditional Symmetry of Reaction-Diffusion-Convection
Equations with Constant Diffusivity . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 17
1.6 Exact Solutions of Some Equations Arising in Biological Models .. . 21
1.7 Q-Conditional Symmetry of Reaction-Diffusion-Convection
Equations with Variable Diffusivity .. . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 33
1.8 Exact Solutions of Some Equations with Power-Law
Diffusivity and Their Interpretation .. . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 36
1.9 Concluding Remarks .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 40
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 41
2 Q-Conditional Symmetries of Reaction-Diffusion Systems. . . . . . . . . . . . . . 45
2.1 Reaction-Diffusion Systems and Their Applications .. . . . . . . . . . . . . . . . . 45
2.2 Q-Conditional Symmetry for Systems of Partial Differential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 48
2.3 Systems of Determining Equations . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 52
2.4 Conditional Symmetries of Reaction-Diffusion Systems
with Constant Diffusivities . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 56
2.5 Conditional Symmetries of Reaction-Diffusion Systems
with Power-Law Diffusivities . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 61
2.6 Concluding Remarks .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 72
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 73

xi
xii Contents

3 Conditional Symmetries and Exact Solutions of Diffusive


Lotka–Volterra Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 77
3.1 The Lotka–Volterra System and Its Application .. .. . . . . . . . . . . . . . . . . . . . 77
3.2 The Two-Component Diffusive Lotka–Volterra System . . . . . . . . . . . . . . 79
3.2.1 Determining Equations . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 79
3.2.2 Q-Conditional Symmetry.. . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 82
3.2.3 Reductions to Systems of Ordinary Differential
Equations and Exact Solutions .. . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 89
3.3 The Three-Component Diffusive Lotka–Volterra System.. . . . . . . . . . . . 98
3.3.1 Lie Symmetry .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 99
3.3.2 Determining Equations . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 101
3.3.3 Q-Conditional Symmetry of the First Type.. . . . . . . . . . . . . . . . . . . 102
3.3.4 Exact Solutions and Their Interpretation . .. . . . . . . . . . . . . . . . . . . . 107
3.4 A Hunter-Gatherer–Farmer Population Model . . . .. . . . . . . . . . . . . . . . . . . . 112
3.5 Concluding Remarks .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 115
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 117
4 Q-Conditional Symmetries of the First Type and Exact
Solutions of Nonlinear Reaction-Diffusion Systems . .. . . . . . . . . . . . . . . . . . . . 119
4.1 Determining Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 119
4.2 Reaction-Diffusion Systems with Constant Diffusivities . . . . . . . . . . . . . 122
4.2.1 Q-Conditional Symmetry of the First Type.. . . . . . . . . . . . . . . . . . . 123
4.2.2 Reductions, Exact Solutions and Their Interpretation . . . . . . . . 132
4.3 Reaction-Diffusion Systems with Variable Diffusivities .. . . . . . . . . . . . . 137
4.3.1 Q-Conditional Symmetry of the First Type.. . . . . . . . . . . . . . . . . . . 137
4.3.2 Reductions and Exact Solutions . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 143
4.3.3 Application to a Physically Motivated Problem .. . . . . . . . . . . . . . 145
4.4 Concluding Remarks .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 147
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 151

A List of Reaction-Diffusion Systems and Exact Solutions . . . . . . . . . . . . . . . . 155

Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 157
Acronyms

BVP Boundary value problem


CSCP Conditional symmetry classification problem
DE Determining equation
DLVS Diffusive Lotka–Volterra system
FNE Fitzhugh–Nagumo equation
iff if and only if
KPPE Kolmogorov–Petrovskii–Piskunov equation
ODE Ordinary differential equation
PDE Partial differential equation
RDCE Reaction-diffusion-convection equation
RDE Reaction-diffusion equation
RDS Reaction-diffusion system
w.r.t. With respect to

xiii
Chapter 1
Scalar Reaction-Diffusion Equations:
Conditional Symmetry, Exact Solutions
and Applications

Abstract All the main results on Q-conditional symmetry (nonclassical symmetry)


of the general class of nonlinear reaction-diffusion-convection equations are sum-
marized. Although some of them were published about 25 years ago, and the others
were derived in the 2000s, it is the first attempt to present an extensive review of
this matter. It is shown that several well-known equations arising in applications
and their direct generalizations possess conditional symmetry. Notably, the Murray,
Fitzhugh–Nagumo, and Huxley equations and their natural generalizations are iden-
tified. Moreover, several exact solutions (including travelling fronts) are constructed
using the conditional symmetries obtained in order to find exact solutions with a
biological interpretation.

1.1 Nonlinear Reaction-Diffusion Equations in Mathematical


Biology

Since the seventeenth century when Leibnitz and Newton discovered differential
and integral calculus, differential equations have been the most powerful tools
for mathematical modelling of various processes in physics, chemistry biology,
medicine, ecology, etc. Of course, pioneering models were created in order to
express some classical laws in physics and astronomy.
Probably the first nontrivial biological model was created in 1838 by Verhulst
in order to describe the time evolution of species population (in particular, the total
world population of people). His model is usually called the logistic model and has
the form (in dimensionless variables)

dU
D U.1  U/; U.0/ D N0 > 0
dt
and is the classical example in any textbook on Mathematical Biology. Its exact
solution is well known

N0 et
UD (1.1)
1 C N0 .et  1/

© Springer International Publishing AG 2017 1


R. Cherniha, V. Davydovych, Nonlinear Reaction-Diffusion Systems,
Lecture Notes in Mathematics 2196, DOI 10.1007/978-3-319-65467-6_1
2 1 Scalar Reaction-Diffusion Equations. . .

Fig. 1.1 Solution (1.1) of the logistic equation for N0 D 1:25I 0:75I 0:05 (green, blue and red
curve, respectively)

and depending on the value N0 suggests three different scenarios for the population
evolution, which are presented in Fig. 1.1.
There are several other mathematical models based on ordinary differential
equations (ODEs) and used for describing biological processes, which can be
exactly solved. For example, the simplified Fitzhugh–Nagumo model

dU
D rU.1  U/.U  /; U.0/ D N0 ; 0 <  < 1:
dt
The situation is changed drastically if one constructs mathematical models in
order to take into account both time and space so that an unknown function (or
vector-function) is the function u of the variables x D .x1 : : : xn / and t. The most
known biological model in this direction was created by Fisher in 1937 and is based
on the nonlinear partial differential equation (PDE)

ut D u C u.1  u/;

where  is the Laplace operator and u.t; x/ means the concentration of cells
(population, drugs, molecules, etc.). The model was proposed in order to describe
the spread in space of a favoured gene in a population. In contrast to the logistic
model, the Fisher equation cannot be exactly solved taking into account any
reasonable initial and/or boundary conditions even in one-dimensional space. The
1.1 Nonlinear Reaction-Diffusion Equations in Mathematical Biology 3

only known exact solution is in the form of a travelling front (see Sect. 1.6 for
details). We remind the reader that a plane wave solution, which is nonnegative,
bounded and satisfies the zero Neumann conditions at infinity is usually called
travelling front.
In the seminal work [43] (see formulae (13) and (16) therein) the equation

ut D u C u.1  u/2

was introduced in order to generalize the Fisher equation. Notably, the Fisher
equation is not presented in [43], nevertheless many authors wrongly cite this paper
in this regard and even propose to call the Fisher equation the Fisher–Kolmogorov–
Petrovskii–Piskunov equation. In our opinion, the above equation with the cubic
nonlinearity can be called the Kolmogorov–Petrovskii–Piskunov equation (KPPE).
Since 1937 when the Fisher equation was derived, a wide range of reaction-
diffusion equations (RDEs) have been introduced in order to describe processes in
biology, ecology and medicine (see the well-known books [13, 52, 53, 58] and the
recent books [45, 73]). One may unite them in the form of the general RDE

ut D r  .D.u/ru/ C F.u/ (1.2)


 
(hereafter the standard notation r D @x@1 ; : : : ; @x@n is used). In (1.2) the variable
diffusivity D.u/ > 0 (typically it is a constant) arises in more and more modelling
situations of biomedical importance from diffusion of genetically engineered
organisms in heterogeneous environments to the effect of white and grey matter
in the growth and spread of brain tumours [52]. The function F.u/ > 0 represents a
source (sink) of cells and typically is called the reaction term. In particular, the most
typical forms of the nonconstant diffusivity and the reaction term are D.u/ D um
and F.u/ D 1 up  2 uq (see Sects. 11.3 and 13.4 in [52]). For example, the power-
law diffusivity occurs as an extension of the classical diffusion model, when there
is an increase in diffusion due to population pressure (see Sect. 11.3 in [52] and the
references therein).
There are processes, in which the convective transport plays an essential role
(e.g., the evolution of fish population in a river cannot be described properly, if one
neglects the stream velocity). As a result one needs to introduce the term V  ru into
RDE (1.2). In particular, the velocity vector V can be a function of the concentration
u (if V D constant then the equation obtained is equivalent to RDE (1.2)). Thus, the
RDE with a nonlinear convective term

ut D r  .D.u/ru/ C V.u/  ru C F.u/;

which describes three transport mechanisms (diffusion, convection and reaction/ki-


netics) is obtained.
The problem, which occurs with finding exact solutions for the models based
on the Fisher equation and its various generalizations, is very natural because
4 1 Scalar Reaction-Diffusion Equations. . .

they are nonlinear PDEs. Typically, the mathematical models used for description
of biomedical processes are based on nonlinear PDEs and usually they are not
linearizable (in contrast to many problems occurring in physics!).
The well-known principle of linear superposition cannot be applied to generate
new exact solutions to nonlinear PDEs. This means that classical methods (the
Fourier method, the methods of the Laplace transformations and the Green function,
etc.) are not applicable for solving such PDEs. Thus, the construction of particular
exact solutions for these equations is a nontrivial problem. Finding exact solutions
that have a physical, chemical or biological interpretation is of fundamental
importance.

1.2 Nonclassical Symmetry: Historical Review, Definitions


and Properties

In 1969, Bluman and Cole [9] introduced an essential generalization of Lie


symmetry (other terminology used for this symmetry is ‘Lie point symmetry’) using
the (1C1)-dimensional linear heat equation

ut D uxx :

The crucial idea used for introducing the notion of a new kind of symmetry, later
called nonclassical symmetry, is to change the classical criterion of Lie symmetry
by inserting into the criterion an additional equation, which is produced by the
symmetry in question. As a result, a so-called system of determining equations
(DEs) in finding the symmetry in question becomes nonlinear (in contrast to that
for finding Lie symmetry). Integration of the system of DEs is the most difficult
task for finding nonclassical symmetry of the PDE in question.
At the end of the 1980s and in the 1990s, the notion of nonclassical symmetry was
further developed and applied to various PDEs in [5–7, 17, 23, 24, 33, 35, 38, 46, 55–
57, 60, 61, 66–68, 77, 78] and many other papers (see an extensive overview in [71]).
A new generalization of Lie symmetry, conditional symmetry, was suggested
by Fushchych and his collaborators [34], [36, Sect. 5.7]. Note that the notion
of nonclassical symmetry can be derived as a particular case from conditional
symmetry but not vice versa (see, e.g., a highly nontrivial example in [20]). In
the mid-1990s, the notion of generalized conditional symmetry was introduced
[31, 48, 69, 76], which again can be considered as a special case of conditional
symmetry. Taking this into account, to avoid any misunderstanding we use the
terminology Q-conditional symmetry [36] instead of nonclassical symmetry. In
fact, there are several types of non-Lie symmetries at the present time and each
of them can be called a nonclassical symmetry.
1.2 Nonclassical Symmetry: Historical Review, Definitions and Properties 5

Now we present a definition of Q-conditional symmetry for an arbitrary PDE


with smooth coefficients. Let us consider the k-order PDE
 
L t; x; u; u; : : : ; u D 0; k  1; (1.3)
1 k

where u D u.t; x/ is an unknown function, u means a totality of s-order derivatives


s
of u.t; x/ (s D 1; 2; : : : ; k) and L is a given smooth function.
Similarly to Lie symmetries, Q-conditional symmetries are constructed in the
form of the first-order differential operators

Q D  0 .t; x; u/@t C  1 .t; x; u/@x C .t; x; u/@u ; . 0 /2 C . 1 /2 ¤ 0; (1.4)

where the operator coefficients  0 .t; x; u/;  1 .t; x; u/ and .t; x; u/ should be found
using the well-known criterion. Throughout this book we use the notation Q.u/ D 0
for the first-order PDE

 0 ut C  1 ux   D 0;

which is generated by the Q-conditional symmetry (1.4). Rigorously speaking, one


should write the invariance surface condition (see, e.g., [8] for details)
ˇ
ˇ
Q.u  u0 .t; x// ˇ D 0;
uDu0 .t;x/

which leads exactly to the above first-order PDE for arbitrary solution u D u0 .t; x/.
Definition 1.1 Operator (1.4) is called the Q-conditional symmetry of PDE (1.3) if
the following invariance criterion is satisfied:
ˇ
Q .L/ ˇˇ D 0; (1.5)
k M

where the differential operator Q is the k-order prolongation of operator (1.4) and
k
the manifold M is defined by the system of equations

@pCq Q.u/
L D 0; Q.u/ D 0; D 0; 1 pCq k1
@ t p xq
in the prolonged space of the variables

t; x; u; u; : : : ; u :
1 k

Remark 1.1 The operator Q is the kth-order prolongation of the operator Q. Its
k
coefficients are expressed via the functions  0 ;  1 and  by the well-known formulae
(see, e.g., [59, 64]).
6 1 Scalar Reaction-Diffusion Equations. . .

The definition generalizes the classical definition of Lie symmetry. We remind


the reader that the latter is defined by the same criterion, however the simpler
manifold ML D fL D 0g is used instead of M . In particular, each Lie symmetry is
automatically a Q-conditional symmetry.
The above definition allows us to formulate the main properties of Q-conditional
symmetries, which can be easily proved.
Property 1.1 If operator (1.4) is the Q-conditional symmetry of PDE (1.3), then
this symmetry can be multiplied by an arbitrary smooth function M.t; x; u/ and the
operator obtained is again the Q-conditional symmetry of the same PDE.
Property 1.2 In contrast to Lie symmetries, all possible Q-conditional symmetries
of PDE (1.3) form a set, which is not any Lie algebra in the general case.
Property 1.3 Similarly to Lie symmetries, each Q-conditional symmetry (1.4) of
PDE (1.3) guarantees reduction of this equation to an ODE.
Proof of Property 1.1 To avoid cumbersome calculations, we restrict ourselves to
the case of second-order PDEs, i.e., Eq. (1.3) with k D 2:

L.t; x; u; ut ; ux ; utt ; utx ; uxx / D 0: (1.6)

The proof for the arbitrary order k can be realized in the same way.
Let us assume that operator (1.4) is a Q-conditional symmetry of Eq. (1.6). Thus,
according to Definition 1.1, the condition
ˇ
Q .L/ ˇˇ D 0; M D fL D 0; Q.u/ D 0; Dt .Q.u// D 0; Dx .Q.u// D 0g
2 M

is fulfilled. Hereafter we use the notations

Dt D @t C ut @u C utt @ut C utx @ux ;


Dx D @x C ux @u C utx @ut C uxx @ux :

Let us show that the operator

Y D M.t; x; u/Q;

where M is an arbitrary smooth function, is also a Q-conditional symmetry of


Eq. (1.6). Thus, we need to show that the criterion
ˇ
ˇ
Y .L/ ˇ D 0; M  D fL D 0; Y.u/ D 0; Dt . Y.u// D 0; Dx . Y.u// D 0g
2 M

is fulfilled.
1.2 Nonclassical Symmetry: Historical Review, Definitions and Properties 7

Obviously the manifold M  coincides with the manifold M in the prolonged


space of variables, because

Dt . Y.u// D MDt .Q.u// C Q.u/Dt .M/;


Dx . Y.u// D MDx .Q.u// C Q.u/Dx .M/:

The second prolongations of the operators Q and Y have the forms

Q D Q C t @ut C x @ux C tt @utt C tx @utx C xx @uxx (1.7)


2

and

Y D Y C t @ut C x @ux C tt @utt C tx @utx C xx



@uxx :
2

Hereafter  and  with indices are the coefficients of the second prolongation of
the operators Q and Y and are calculated by the well-known formulae (see, e.g.,
[59, 64])

t D Dt ./  ut Dt . 0 /  ux Dt . 1 /;
x D Dx ./  ut Dx . 0 /  ux Dx . 1 /;
tt D Dt .t /  utt Dt . 0 /  utx Dt . 1 /; (1.8)
tx D Dx .t /  utt Dx . 0 /  utx Dx . 1 /;
xx D Dx .x /  utx Dx . 0 /  uxx Dx . 1 /

and

t D Dt .M/  ut Dt .M 0 /  ux Dt .M 1 /;


x D Dx .M/  ut Dx .M 0 /  ux Dx .M 1 /;
tt D Dt .t /  utt Dt .M 0 /  utx Dt .M 1 /;
tx D Dx .t /  utt Dx .M 0 /  utx Dx .M 1 /;

xx D Dx .x /  utx Dx .M 0 /  uxx Dx .M 1 /:

Let us show that the coefficients t ; x ; tt ; tx and xx are related to the
corresponding coefficients with stars on the manifold M . In fact,
   
t D M Dt ./  ut Dt . 0 /  ux Dt . 1 / C Dt .M/    0 ut   1 ux
D Mt  Dt .M/Q.u/ D Mt ;
8 1 Scalar Reaction-Diffusion Equations. . .

   
x D M Dx ./  ut Dx . 0 /  ux Dx . 1 / C Dx .M/    0 ut   1 ux
D Mx  Dx .M/Q.u/ D Mx ;

because Q.u/ D 0 on M .
Similarly
   
tt D M Dt .t /  utt Dt . 0 /  utx Dt . 1 / C Dt .M/ t   0 utt   1 utx
D Mtt  Dt .M/Dt .Q.u// D Mtt ;
   
tx D M Dx .t /  utt Dx . 0 /  utx Dx . 1 / C Dx .M/ t   0 utt   1 utx
D Mtx  Dx .M/Dt .Q.u// D Mtx ;

   
xx D M Dx .x /  utx Dx . 0 /  uxx Dx . 1 / C Dx .M/ x   0 utx   1 uxx
D Mxx  Dx .M/Dx .Q.u// D Mxx ;

because Dt .Q.u// D 0 and ˇ Dx .Q.u// D 0.ˇ


ˇ ˇ
Thus, we obtain .L/ ˇ  D M Q .L/ ˇ D 0.
Y
2 M 2 M
The proof is now complete. t
u
Let us consider a class of the k-order evolution equations
 
ut D F t; x; u; ux ; : : : ; u.k/
x ; k  1; (1.9)

.s/
where F is an arbitrary smooth function and u D u.t; x/; ux D @@xus ; s D 1; 2; : : : ; k.
s

In order to find the Q-conditional symmetry (1.4) of this equation, one needs to
examine two essentially different cases:

a)  0 ¤ 0; b)  0 D 0;  1 ¤ 0:

In fact, taking into account Property 1.1, the symmetry in question has essentially
different forms in these cases, namely:

Q D @t C .t; x; u/@x C .t; x; u/@u (1.10)

in case a) and

Q D @x C .t; x; u/@u (1.11)

in case b).
It turns out that the systems of DEs for finding Q-conditional symmetries (1.10)
and (1.11) are essentially different and we will discuss this issue at the end of
Sect. 1.4.
Hereafter we concentrate mostly on case a). In this case, Definition 1.1 can be
simplified. In fact, one notes that differential consequences of equation Q.u/ D 0
1.3 Examples of Q-Conditional Symmetries of Some Reaction-Diffusion. . . 9

with respect to (w.r.t.) the variables t and x lead to the second- and higher-
order PDEs involving the time derivatives utt ; uttt ; : : : and the mixed derivatives
utx ; utxx ; : : :, which do not occur in any evolution equation. This means that the
PDEs obtained do not play any role in criterion (1.5), hence the definition can be
reformulated as follows.
Definition 1.2 Operator (1.10) is called the Q-conditional symmetry for an evolu-
tion equation of the form (1.9) if the following invariance criterion is satisfied:
ˇ
Q .ut  F/ˇˇ D 0; (1.12)
k M

where the manifold M is formed by two equations fut D F; Q.u/ D 0g.


Notably, Definition 1.1 should still be applied to evolution equations provided
one searches for Q-conditional symmetries of the form (1.11).

1.3 Examples of Q-Conditional Symmetries of Some


Reaction-Diffusion Equations

Let us consider a nontrivial example of the application of Definition 1.2 to the fast
diffusion equation
 1 
Ut D U  2 Ux ; (1.13)
x

which has been extensively studied by symmetry-based methods [5, 37, 62].
1
First of all we simplify Eq. (1.13) by applying the substitution u D U 2 . As a
result, we obtain the equation

uut D uxx : (1.14)

Let us apply Definition 1.2 to construct Q-conditional symmetry operators of the


form (1.10). The invariance criterion (1.12) takes the form
ˇ
Q .uut  uxx /ˇˇ D 0;
2 M

where the manifold M is fuut D uxx ; Q.u/ D 0g, while Q is defined by


2
formula (1.7).
Now we consider Eq. (1.14) as a manifold in the prolonged space of independent
variables

t; x; u; ut ; ux ; utx ; utt ; uxx :


10 1 Scalar Reaction-Diffusion Equations. . .

Acting on (1.14) by the operator Q, we arrive at the second-order PDE


2

xx D ut C ut : (1.15)

The explicit forms t and xx are defined by formulae (1.8) with  0 D 1 and  1 D ;
hence

t D t C u ut  ux .t C u ut / ;
xx D xx C 2xu ux C uu u2x C u uxx
 
 ux xx C 2xu ux C uu u2x  2x uxx  3u ux uxx :

To obtain the system of DEs, one needs to insert into (1.15) the above expressions
for t and xx and exclude derivatives ut and uxx using (1.14) and the condition
Q.u/  ut C ux   D 0 generated by operator (1.10). As a result, one arrives at
the equation
 
xx C 2xu ux C uu u2x  ux xx C 2xu ux C uu u2x
C u.  ux / .u  2x  3u ux / (1.16)
D .  ux / C ut C uu .  ux /  uux .t C u .  ux // :

Since the unknown functions  and  do not depend on the derivative ux , we can
split Eq. (1.16) w.r.t. ux ; u2x and u3x . Thus, we obtain the system of DEs

uu D 0; (1.17)
uu D 2xu  2uu ; (1.18)
 C .t C 2x  2u / u C 2xu  xx D 0; (1.19)
2 C .2x  C t /u  xx D 0: (1.20)

In contrast to the case when Lie symmetries are studied, system (1.17)–(1.20) is
nonlinear. To the best of our knowledge, the general solution of the system of DEs
(1.17)–(1.20) is unknown. One may easily check that the partial solution

6
 D 0;  D
x2
of system (1.17)–(1.20) leads to a Q-conditional symmetry operator
6
Q D @t C @u ; (1.21)
x2
p
which generates the known symmetry Q D @t C 12x2 U@U of Eq. (1.13) [5].
Because each symmetry of Eq. (1.13) is spanned by the basic operators of the four-
1.3 Examples of Q-Conditional Symmetries of Some Reaction-Diffusion. . . 11

dimensional Lie algebra [63]

h@t ; @x ; 2t@t C x@x ; x@x C 2U@U i ;

we conclude that operator (1.21) is indeed a non-Lie operator.


Now we use the symmetry derived above in order to show that Property 1.2 holds.
Let us take the operator

6
@t C ˛@x C @u ; ˛ ¤ 0; (1.22)
x2
which is a linear combination of two Q-conditional symmetries of (1.14). It is
easily seen that operator (1.22) is not Q-conditional symmetry operator of Eq. (1.14)
because the functions  D ˛ and  D x62 do not satisfy (1.19). Thus, Property 1.2 is
indeed true.
Let us consider now the second-order equations of reaction-diffusion type

ut D uxx C f .u/; (1.23)

which form the most important subclass of evolution equations (1.4) because
they are widely used in mathematical modelling (as demonstrated in the previous
section). In the early 1990s, several papers were published in order to find Q-
conditional symmetries of RDEs (the pioneering papers [7, 26, 36, 55, 72] are the
most important among others). Here we briefly present the main results derived in
those works.
Theorem 1.1 Equation (1.23) is Q-conditionally invariant under operator

Q D @t C .t; x; u/@x C .t; x; u/@u ; (1.24)

if and only if (iff) it is locally equivalent to the equation

ut D uxx C 3 u3 C 1 u C 0 ; (1.25)

where 0 ; 1 and 3 are arbitrary constants.


It should be noted that the RDE with the most general cubic term

ut D uxx C 3 u3 C 2 u2 C 1 u C 0 (1.26)
2
is reduced to (1.25) by the substitution u ! u  3 3
provided 3 ¤ 0. In the case
3 D 0, one should also set 2 D 0, otherwise the relevant equation does not admit
any operator of the form (1.24). In [7, 26], RDE (1.26) was examined in order to
show how the form of Q-conditional symmetry depends on the roots of the cubic
term arising in the given equation.
12 1 Scalar Reaction-Diffusion Equations. . .

Theorem 1.2 RDE (1.25) is Q-conditional invariant under operator (1.24) iff:
Case 1. u ¤ 0; 3 ¤ 0;

3p 3 
Q D @t C 23 u@x C 3 u3 C 1 u C 0 @u I
2 2

Case 2. u D 0; 0 D 0; 3 ¤ 0;

Q D @t C b@x  bx u@u ;

where the function b.t; x/ is an arbitrary solution of the nonlinear system

bt  3bxx C 2bbx D 0;
(1.27)
bxxx  bbxx C 1 bx D 0I

Case 3. u D 0; 0 D 2 D 3 D 0;

Q D @t C q@x C .a C bu/@u ;

where the triplet of the functions .a; b; q/ is the general solution of the system

at D axx  2aqx C 1 a;
bt D bxx  2bqx C 21 ax ; (1.28)
qt D qxx  2qqx  2bx :

In Case 1, Theorem 1.1 was firstly proved by Serov in [72]; later this was
independently shown in [7, 26] without any restriction on the function .
We note that the general solution of the nonlinear system (1.27) was constructed
in an explicit form (for details see [7]). Therefore, the Q-conditional operators have
the form (one may set 1 D 0I ˙1 without loss of generality):

3 3
Q D @t  @x  2 u@u ; 1 D 0;
x x
p p ! p !
3 2 2 3 2
Q D @t C tan x @x  cos2 x u@u ; 1 D 1;
2 2 2 2
p p ! p !
3 2 2 3 2 2
Q D @t  tanh x @x C cosh x u@u ; 1 D 1;
2 2 2 2
p p ! p !
3 2 2 3 2 2
Q D @t  coth x @x  sinh x u@u ; 1 D 1:
2 2 2 2
1.4 Determining Equations for the General Reaction-Diffusion-Convection. . . 13

There is also the time-dependent solution b D 2tCc


xCc1
0
of system (1.27) with 1 D 0,
however this leads to an operator Q, which is equivalent to the known Lie symmetry
operators of the equation in question.
It should be noted that the DEs (1.28) (with 1 D 0) for searching symmetries of
the linear heat equation, which is a subcase of Case 3, were derived in [9] but not
solved therein. Many authors tried to build the general solution of those equations
[26, 66, 74]. The most general results were obtained in [4, 35, 49]. In the papers
[35] and [49], it was proved that the general solution is expressed in terms of
three solutions of the linear heat equation, while the authors of [4] showed how
the general solution is also obtainable via the matrix Cole–Hopf transformation.

1.4 Determining Equations for the General


Reaction-Diffusion-Convection Equation

Here we consider the general nonlinear RDE with a convection term

Ut D .A.U/Ux /x C B.U/Ux C C.U/; (1.29)

where U D U.t; x/ is an unknown function and A.U/; B.U/; C.U/ are smooth
functions, which are assumed to be known and A.U/  0 (strictly speaking, the
function A.U/ should also have a finite number of roots or no roots). Our aim is to
extend the results for the standard RDE on equations of the form (1.29).
It is easily shown that the Kirchhoff substitution
Z
uD A.U/du  A0 .U/

transforms Eq. (1.29) to the equivalent form

uxx D F 0 .u/ut C F 1 .u/ux C F 2 .u/; (1.30)

where

1 ˇˇ B.U/ ˇˇ
F 0 .u/ D ˇ ; F 1
.u/ D  ˇ ;
A.U/ UD.A0 /1 .u/ A.U/ UD.A0 /1 .u/
ˇ
ˇ
F 2 .u/ D C.U/ˇ 0 1
;
UD.A / .u/

 1
and A0 is the inverse function of A0 .U/. Thus, Eqs. (1.29) and (1.30) are locally
equivalent provided A.U/ is an arbitrary smooth function.
14 1 Scalar Reaction-Diffusion Equations. . .

Theorem 1.3 ( [24]) Equation (1.30) is Q-conditionally invariant under the oper-
ator (up to equivalent representations generated by multiplying on the arbitrary
smooth function M.t; x; u/):

Q D  0 .t; x; u/@t C  1 .t; x; u/@x C .t; x; u/@u ; (1.31)

iff the functions  0 ;  1 ;  satisfy the following equations:


Case 1.  0 D 1;
1
 
uu D 0; uu D 2u1 F 1   1 F 0 C 2xu 1
;
 1   
 F   1 F 0 u  t1 C 2 1 x1  3u1  F 0 (1.32)
Cx1 F 1 C 3u1 F 2  2xu C xx
1
D 0;
 0     
 F C F 2 u C 2x1  u F 0 C F 2 C t F 0 C x F 1  xx D 0:

Case 2.  0 D 0;  1 D 1;
 
 x C u  F 1  F 2 Fu0 (1.33)
   2
D xx C 2xu C 2 uu  2 Fu1  x F 1  Fu2 C u F 2 F 0 C t F 0 :

Proof First of all, we note that two essentially different cases should be examined,
i.e., Q-conditional symmetries of the form (1.10) and (1.11) should be found
separately.
Let us consider the case  0 D 1. In order to construct the relevant
system of DEs, we apply Definition 1.2 to Eq. (1.30) with an arbitrary given
triplet . F 0 ; F 1 ; F 2 /. The manifold M consists of two equations, hence two
derivatives, say ut and uxx , can be expressed via other variables (we remind
the reader that the invariance criterion acts in the prolonged space of variables
up to the second-order derivatives). So, using the equation Q.u/ D 0 we
obtain

ut D  1 ux C ; (1.34)

while the second-order derivative

uxx D F 0 . 1 ux C / C F 1 ux C F 2 (1.35)

can be derived from Eq. (1.30), taking into account Eq. (1.34).
1.4 Determining Equations for the General Reaction-Diffusion-Convection. . . 15

Now we calculate the second prolongation of Q, i.e., the operator Q (1.7). Its
2
coefficients are calculated via formulae (1.8) and take the forms
 
t D t C ut u  ux t1 C ut u1 ;
 1 
x D x C ux u  ux x C ux u1 ;  
tt D tt C 2ut tu C u2t uu C utt u  ux tt1 C 2ut tu1 C u2t uu
1
C utt u1
2utx t1 C ut u1 ;

tx D tx C ux tu C ut ux C ut ux uu C utx u  ux tx1 C ux tu1 C ut ux
1
1 1 1 1 1 1
Cut ux uu C utx u  utx x C ux u  uxx t C ut u ; 
xx D xx C 2ux xu C u2x uu C uxx u  ux xx 1
C 2ux xu 1
C u2x uu1
C uxx u1
 
2uxx x1 C ux u1 :
(1.36)

Thus, having operator (1.7) with coefficients (1.36) and formulae (1.34)–(1.35)
for excluding the derivatives ut and uxx , we apply Definition 1.2 to Eq. (1.30) and
derive the expression
   
u3x uu
1
C u2x 2u1 F 1   1 F 0 C 2x1 u  uu
 
Cux  F 1 1 F 0 u t1C2 1 x13u1  F 0C 1 F 1C3u1 F 22xuCxx
1
 
C.F 0 C F 2 /u C 2x1  u .F 0 C F 2 / C t F 0 C x F 1  xx D 0:
(1.37)

Expression (1.37) can be split w.r.t. u3x ; u2x ; u1x and u0x because all the functions
arising therein do not depend on the variable ux . As a result, one arrives exactly at
the system of DEs (1.32).
DEs for finding Q-conditional symmetries of the form (1.11) (i.e.,  0 D 0)
must be derived using Definition 1.1. The manifold M consists of three equations
in this case because the differential consequence of the equation Q.u/ D 0
w.r.t. the variable x belongs to M . As a result, three derivatives ut , ux and uxx
can be expressed via other variables. Indeed, the equation Q.u/ D 0 takes the
form

ux D ; (1.38)

differentiating (1.38) w.r.t. x, we obtain the second equation

uxx D x C u ux  x C u ; (1.39)

while the third equation is the given reaction-diffusion-convection equation


(RDCE) from class (1.30). Obviously, having (1.38) and (1.39), we arrive
at
1  
ut D x C u  F 1  F 2 : (1.40)
F0
16 1 Scalar Reaction-Diffusion Equations. . .

The second prolongation of (1.11) has the form (1.7) with the coefficients
t D t C ut u ;
x D x C ux u ;
tt D tt C 2ut tu C u2t uu C utt u ; (1.41)
tx D tx C ux tu C ut ux C ut ux uu C utx u ;
xx D xx C 2ux xu C u2x uu C uxx u :

Applying operator (1.7) with coefficients (1.41) to Eq. (1.30) and excluding the
derivatives ut ; ux and uxx using formulae (1.38), (1.39) and (1.40), we arrive exactly
at Eq. (1.33).
The proof is now complete. t
u
The system of the nonlinear equations (1.32) and the nonlinear equation (1.33)
are very complicated and it is impossible to construct their general solutions without
some restrictions on the functions F 0 .u/; F 1 .u/ and F 2 .u/. Here we present a partial
solution of (1.32) under the restrictions
 
F 1 D .u C 4 / F 0 C 33 u C 2 ; F 2 D P3 .u/ F 0 C 3 ;

where P3 .u/ D 0 C 1 u C 2 u2 C 3 u3 . 2 R;  D 0; : : : ; 4/ and F 0 .u/ is an


arbitrary smooth function. In this case, the solution of system (1.32) has the form

 1 D u C 4 ;  D P3 .u/:

Thus, the equation

uxx D F 0 .u/ Œut C .u C 4 /ux  P3 .u/ C .33 u C 2 /ux  3 P3 .u/

is Q-conditional invariant under the operator

Q D @t C .u C 4 /@x C P3 .u/@u :

It should be noted that this operator does not coincide with any Lie symmetry of
Eq. (1.33) because any RDCE can admit Lie symmetry operators of the form (1.31)
only under the restriction u1 D 0 [24].
Let us consider an example. The equation

ut D uxx C u2 .1  u/ (1.42)

is often called the Zeldovich equation [27] (the terminology ‘the Huxley equation’ is
also used [7]). One may easily check that (1.42) admits only a trivial Lie symmetry
generated by the operators of time and space translations (see, e.g., [24]). On the
other hand, this equation admits Q-conditional symmetry. In fact, inserting

F 0 D 1; F 1 D 0; F 2 D u2 .u  1/
1.5 Q-Conditional Symmetry of Reaction-Diffusion-Convection Equations. . . 17

into (1.32), we arrive at the system of DEs


1
uu D 0; uu D 2 1 u1 C 2xu 1
;
 
u1 C t1 C 2 1 x1  3u1   3u1 .u3  u2 / C 2xu  xx
1
D 0; (1.43)
 3 2
  1
  3 2

  C u  u u C 2x  u  C u  u C t  xx D 0:

Integrating the first two equations of system (1.43), we obtain

a2 3
 1 D a.t; x/u C b.t; x/;  D  u C .ax  ab/u2 C d.t; x/u C e.t; x/; (1.44)
3
where a; b; d and e are unknown smooth functions. In order to find these functions,
one needs to substitute (1.44) into the last two equations of system (1.43).
Splitting the expressions obtained w.r.t. the different exponents of u, and making
corresponding calculations, one derives two operators
 
3 1 3 2 
Q D @t ˙ p u  @x C u  u3 @u
2 3 2

of Eq. (1.42). The above operators of Q-conditional symmetry were independently


found in the 1990s by several authors [7, 26, 36, 57].
Hereafter we do not consider the problem of constructing Q-conditional symme-
tries in case 2 of Theorem 1.3 because it is equivalent (up to a set of transformations)
to solving of RDCE (1.29) [77]. Of course, some particular solutions can be found
using, for example, the algorithm proposed in [56].
In Sects. 1.5 and 1.7, two subcases of the nonlinear RDCE (1.29), which are most
relevant for modelling a wide range of processes in biology, ecology and medicine,
are examined in order to find all possible Q-conditional symmetry operators. Note
that we always search for purely conditional symmetry operators, i.e., those that are
inequivalent to Lie symmetry operators.

1.5 Q-Conditional Symmetry


of Reaction-Diffusion-Convection Equations
with Constant Diffusivity

Let us consider a particular case of Eq. (1.30):

ut D uxx C uux C C.u/;  2 R: (1.45)

It follows from Theorem 1.3 that all Q-conditional symmetries generated by the
operator

Q D @t C  1 .t; x; u/@x C .t; x; u/@u (1.46)


18 1 Scalar Reaction-Diffusion Equations. . .

can be found by solving the system of DEs (1.32). Note that we do not consider the
case  D 0 since this case has been studied in [26, 55, 72] and the result is presented
in Sect. 1.2. Now let us formulate a theorem, which gives complete information on
Q-conditional symmetries of Eq. (1.45).
Theorem 1.4 ( [18]) Equation (1.45) is Q-conditional invariant under the operator
(1.46) up to equivalent representations generated by transformations of the form

t ! t;
x ! c 1 x C c2 t C c3 t 2 ; (1.47)
u ! c4 C c5 t C c6 u;

iff it has one of the following forms.


Case 1. The Burgers equation

ut D uxx C uux

is Q-conditional invariant under the operator


   
 q 2 2 3
Q D @t C u C q @x C a C bu  u  u @u ; (1.48)
2 2 4

where the triplet of functions .a; b; q/ is the general solution of the system

at D axx  2aqx;
bt D bxx  2bqx C ax ; (1.49)
qt D qxx  2qqx  2bx :

Case 2. The equation

ut D uxx C uux C 0 C 2 u2

is Q-conditional invariant under the operator


 
2
Q D @t C u C @x C .0 C 2 u2 /@u ;


where 0 ; 2 6D 0 are arbitrary constants.


Case 3. The equation

ut D uxx C uux C 0 C 1 u C 3 u3
1.5 Q-Conditional Symmetry of Reaction-Diffusion-Convection Equations. . . 19

is Q-conditional invariant under the operators

3pi
Qi D @t C pi u@x C .0 C 1 u C 3 u3 /@u ; i D 1; 2;
2pi  

where pi are the roots of the quadratic equation

2p2 C p C 93  2 D 0; (1.50)

and 0 ; 1 ; 3 6D 0 are arbitrary constants, and the operators

Q D @t C b@x C . bxx  bx u/@u ; (1.51)

where the function b.t; x/ is an arbitrary solution of the overdetermined system

.  3/bxx C 2bbx C bt D 0;
bxxx  bbxx C 1 bx D 0; (1.52)
2
 bxxx C b2x C 3 1 bx C 30 b D c0 ;

where D 33 , 0 1 3 6D 0 and c0 2 R.
Proof The proof of the theorem is based on solving the DEs (1.32), which can be
essentially simplified if one considers RDCE (1.45). In fact, we obtain the following
system for the function C.u/ and the coefficients  1 and  of operator (1.46):

1
uu D 0; uu D 2u1 .u C  1 / C 2xu
1
; (1.53)
 C t1 C 2 1 x1  2u1  C ux1 C 2xu  1
xx C 3u1 C.u/ D 0; (1.54)
 .  C.u//u C .2x1  u / .  C.u// C t  ux  xx D 0: (1.55)

Subsystem (1.53) is easily integrated and its general solutions has the form
a
 1 D a.t; x/uCb.t; x/;  D  .aC/u3 C.ax ab/u2 Cd.t; x/uCe.t; x/; (1.56)
3
where a; b; d and e are arbitrary smooth functions. Obviously, one needs to consider
two different cases, namely: (I) a 6D 0 and (II) a D 0.
Consider case (I). Substituting (1.56) into (1.54), we immediately establish that
the function C.u/ can be at maximum a cubic polynomial w.r.t. the variable u:

C.u/ D 0 C 1 u C 2 u2 C 3 u3 ; (1.57)
20 1 Scalar Reaction-Diffusion Equations. . .

where the constants i .i D 0; : : : ; 3/ are determined by the functions a; b; d and e.


The relevant formulae have the form

2a2 C a C 93  2 D 0;
b.  2a/ D 32 ;
(1.58)
d.  2a/ D 3a1 ;
e.  2a/ D 3a0 ;

provided 3 6D 0. If 3 D 0, then the first equation (of course, with 3 D 0) of


(1.58) is again obtained and then a D  or a D 2 . The value a D  is examined
below. The value a D 2 leads to the requirement 2 D 0 therefore the function
C.u/ (see (1.57)) is linear. According to Theorem 1 [18], the RDCE (1.45) with the
linear C.u/ can be reduced to the form

ut D uxx C uux (1.59)

or

ut D uxx C uux C 1 u: (1.60)

Equation (1.59) is, of course, the well-known Burgers equation [14, 15] and its
Q-conditional symmetry is easily obtained by substitution of C.u/ D 0, a D 2
and (1.56) into the DEs (1.54)–(1.55). After the relevant calculations, we obtain
their general solution leading to operator (1.48) with coefficients satisfying (1.49).
The analogous procedure was realized for Eq. (1.60), however, only Lie symmetry
operators were found.
Now we consider the case 3 6D 0 and the subcase 3 D 0 and a D .
Solving the system of algebraic equations (1.58) w.r.t. a; b; d; e and substituting
the expressions obtained into DE (1.55), we arrive at the general solution (1.57) and

 1 D u C 2 ;
(1.61)
 D 2 u 2 C 1 u C 0 ;

if 3 D 0 and a D , and


32
 1 D pu  2p ;
3p   (1.62)
 D 2p 3 u3 C 2 u2 C 1 u C 0 ;

if 3 6D 0. Here the constant p is the solution of the quadratic equation (1.50). So,
operator (1.46) with coefficients (1.61) forms the Q-conditional symmetry of RDCE

ut D uxx C uux C 0 C 1 u C 2 u2 ; (1.63)


1.6 Exact Solutions of Some Equations Arising in Biological Models 21

while this operator with coefficients (1.62) forms two Q-conditional symmetries of
RDCE

ut D uxx C uux C 0 C 1 u C 2 u2 C 3 u3 : (1.64)

It should be noted that there is only a single Q-conditional symmetry, if 83 C


2 D 0. Finally, we note that Eqs. (1.63) and (1.64) are reduced to the same those
with 1 D 0 and 2 D 0, respectively, using local substitutions of the form (1.47)
with c3 D c5 D 0. Thus, the examination of the case (I) is now complete and cases
1, 2 and 3 (except operator (1.51)) of the theorem are obtained.
The examination of case (II) is rather similar and leads to Q-conditional
symmetry operator (1.51) only, in which the function b.t; x/ is the general solution
of the nonlinear system (1.52). It should be noted that this system is compatible
(for example, b D constant is a solution if c0 D 30 b). However, its general
solution is unknown in the case 0 1 3 6D 0. The theoretical background of this
difficulty follows from paper [40]. Indeed, one easily checks that both third-order
ODEs arising in (1.52) cannot be linearized by point and contact transformations
(see Theorems 2.1 and 5.1 in [40]). In the case 0 1 3 D 0, the general solution
was found but the operators obtained coincide with the Lie symmetry operators
listed in Theorem 1 [18].
Thus, the proof is now complete. t
u
Remark 1.2 Particular cases of Theorem 1.4 were derived a long time ago in papers
[6] (case 1) and [17] (subcases of cases 2 and 3).
Remark 1.3 System (1.52) with  D 0 is equivalent to the integrable system (1.27).

1.6 Exact Solutions of Some Equations Arising in Biological


Models

In this section, we apply the Q-conditional symmetry operators listed in Theo-


rem 1.4 for finding exact solutions of some RDCEs arising in applications. First
we note that nonlinear RDCEs, except for a very few examples (like the Burgers
equation), are nonintegrable equations. A common task is to construct particular
exact solutions in the form of travelling fronts. Because exact solutions of this
kind can be successfully found using several different techniques, we do not
go into details here but note that a wide range of travelling wave solutions for
RDCEs (especially with power-law coefficients) are presented in [39]. Hereafter
we concentrate on exact solutions with more complicated structures and typically
they contain the travelling waves as particular cases.
We start from the nonlinear equation, which was introduced by Fisher in 1937
[29]. In the (1C1)-dimensional case, the Fisher equation reads as

ut D uxx C u.1  u/: (1.65)


22 1 Scalar Reaction-Diffusion Equations. . .

Fig. 1.2 Exact solution


(1.66) of the Fisher equation
(1.65)

This equation describes the spread in space of a favoured gene in a population.


The Fisher equation (1.65) is not integrable and there have been many attempts to
construct its exact solutions taking into account any reasonable initial and boundary
conditions. In particular, the appropriate exact solution in the form of the travelling
front
   2
1 1 5
uD 1  tanh p x  p t ; (1.66)
4 2 6 6

satisfying the natural conditions at infinity

x D ˙1 W u D 1; u D 0;

was found in [1]. The above conditions are realistic because they coincide with the
steady-state solutions of (1.65). Thus, the travelling front (1.66) connects the stable
steady-state point u D 1 with the unstable one u D 0 and is presented in Fig. 1.2.
If one generalizes (1.65) to the form

ut D uxx C u.1  2 u/;

then solution (1.66) can be rewritten as


r !!2
1 1
u.t; x/ D 1 C c exp .x  ˛t/ ; (1.67)
2 6
1.6 Exact Solutions of Some Equations Arising in Biological Models 23

p
where ˛ D 5p6 1 , while 1 , 2 and c are arbitrary constants. If c > 0 and 1 > 0
then (1.67) can be reduced to the form (1.66), if c < 0 then this solution possesses
singularities and the solution is complex for each negative 1 .
The Fisher equation is invariant w.r.t. the discrete transformations x ! x, hence
formula (1.67) produces another travelling front solution by replacing x with x and
the front obtained is moving in the opposite direction.
However, the Fisher equation possesses only a trivial Lie symmetry (the oper-
ators of time and space translations, i.e., Pt and Px ) and has no Q-conditional
symmetry (see Theorem 1.1). It turns out that its natural generalization

ut D uxx C uux C u.1  2 u/ (1.68)

(here u is a velocity that is proportional to the concentration u) has essentially


different symmetry properties. Equation (1.68) was introduced by Murray in [50] as
a generalization of the Fisher equation by adding the simplest nonlinear convection
term, therefore it can be named the Murray equation.
Equation (1.68) is invariant w.r.t. the trivial Lie algebra spanned by the operators
Pt D @t and Px D @x [24], i.e., the Lie method leads only to the plane wave ansatz
(generated by the linear combination Pt C ˛Px )

u D .!/; ! D x  ˛t; ˛ 2 R; (1.69)

which reduces (1.68) to the second-order ODE

!! C .˛ C  / ! C .1  2 / D 0: (1.70)

The nonlinear ODE (1.70) (with the arbitrary coefficients ; 1 ; 2 and ˛) cannot be
integrated, however, a set of particular solutions (for some values of ˛) were found,
hence the exact solutions

1 2
uD C c exp. x C t/;
2
u D c exp. x C . 2 C 1 /t/;
 
2   2   1 2
u D C c exp  x  C 1 t ; D (1.71)
1 

of the Murray equation (1.68) were obtained [18]. In the case 1 D 2 D 1 and
c > 0, solution (1.71) is a typical travelling front, possessing similar properties to
the exact solution (1.66) of the Fisher equation. Moreover, one may note that this
solution with an appropriate  < 0 coincides with the numerical solution pictured
in Murray’s book [51, Fig. 11.5b].
It turns out that a new solution can be constructed using the Q-conditional
invariance of the Murray equation (1.68). In fact, according to Theorem 1.4 and
24 1 Scalar Reaction-Diffusion Equations. . .

Remark 1.2 this equation admits the Q-conditional symmetry operator


 
2
Q D @t  u C @x C .1 u  2 u2 /@u :

Using this operator one can construct the exact solution (for details see [24])
 
1 C c1 exp x C 2 t 2
uD ; D : (1.72)
2 C c0 exp.1 t/ 
This solution at c0 6D 0 is not of the plane wave form (1.68), hence one cannot
be found using the Lie method (see ansatz (1.69)). Note that (1.72) with c0 < 0
is the blow-up solution because it increases infinitely for the finite time t0 D
1
1 ln j2 =c0 j.
Let us consider the Fitzhugh–Nagumo equation (FNE)

ut D uxx C u.u  ı/.1  u/; 0 < ı < 1; (1.73)

which is a simplification of the classical model describing nerve impulse propaga-


tion [30, 53, 54]. This nonlinear RDE was extensively studied in [7, 26, 57], where
the Q-conditional symmetry operator
p
Q D 2@t C 2 .3u  ı  1/ @x C 3u.u  ı/.1  u/@u

was derived and applied for finding the three-parameter family of exact solutions
 p  p 
2xCt
ıc1 exp 2ı 2x C ıt C c2 exp 2
uD  p  p  ; (1.74)
ı 2xCt
c1 exp 2 2x C ıt C c2 exp 2 C c3 exp.ıt/

where c1 ; c2 and c3 are arbitrary constants. It should be noted that solution (1.74)
had been found earlier in the paper [42] using an ad hoc ansatz.
Properties of exact solutions of the form (1.74) essentially depends on the
constants ci .i D 1; 2; 3/. In particular, setting sequentially c1 D 0, c2 D 0 and
c3 D 0, one obtains three different travelling fronts (two of them are presented in
Figs. 1.3 and 1.4). These travelling fronts connect different pairs of the steady-state
points of the FNE (the travelling front connecting u D 0 and u D 1 is very similar
to that pictured in Fig. 1.2).
In the case ci > 0 .i D 1; 2; 3/, solution (1.74) describes the coalescence of two
fronts, which are moving with different speeds. This effect was studied in [42].
In the case ı D 0, Eq. (1.73) becomes the Zeldovich equation (1.42) and its exact
solution has the form [7]:
p  p
c1 exp 2xCt2 C 2c2
uD p  p : (1.75)
2xCt
c1 exp 2 C c 2 .x  2t/ C c 3
1.6 Exact Solutions of Some Equations Arising in Biological Models 25

Fig. 1.3 Exact solution


(1.74) with ı D 3=4; c1 D
c3 D 1; c2 D 0

Fig. 1.4 Exact solution


(1.74) with ı D 3=4; c1 D
c2 D 1; c3 D 0

Setting c2 D 0 in (1.75), a travelling front is obtained, which possesses quite


similar properties to that presented in Fig. 1.2. We also note that solution (1.75)
with c1 c2 > 0 is not continuous in the half-plane .t; x/ 2 RC  R.
Equation (1.42) is reduced to the equation

ut D uxx C u.1  u/2 (1.76)


26 1 Scalar Reaction-Diffusion Equations. . .

by the transformation (here i2 D 1)

t ! t; x ! ix; u ! 1  u:

This equation was introduced in [43] (see formulae (13) and (16) therein) in order to
generalize Fisher’s model [28] describing the spread in space of a favoured gene in
a population, hence (1.76) can be called a KPPE. It can be easily noted that solution
(1.75) is transformed in a complex solution of (1.76), hence the solution obtained
has no biological interpretation.
Consider the generalized FNE

ut D uxx C uux C 3 u.u  ı/.1  u/; 3 > 0; 0 < ı < 1 (1.77)

and the generalized KPPE

ut D uxx C uux  3 u.1  u/2 ; 3 < 0; (1.78)

which are particular cases of Eq. (1.64). Obviously, both equations generalize the
FNE and the cubic KPPE in order to take into account a possible convective
transport with the velocity u.
Both Eqs. (1.77) and (1.78) can be reduced to the form

vt D vyy C vvy C 0 C 1 v  3 v 3 ; (1.79)

where
   
1 2 3 2 2
1 D 3 .ı C 1/  ı ; 0 D .ı C 1/ .ı C 1/  ı ; (1.80)
3 3 9

by the local substitution

ıC1 
v.t; y/ D u  ; yDxC .ı C 1/t: (1.81)
3 3

Thus, Eq. (1.79) is locally equivalent to the generalized FNE and KPPE for 0 < ı <
1 and ı D 1, respectively.
Equation (1.79) with 3 6D 0 is invariant only w.r.t. the trivial Lie algebra spanned
by the Lie operators Pt D @t and Py D @y [24], hence the plane wave ansatz

v D .!/; ! D y  ˛t; ˛ 2 R (1.82)

reduces one to the nonlinear ODE


3
!! C .˛ C  / ! C 0 C 1  3 D 0; (1.83)
1.6 Exact Solutions of Some Equations Arising in Biological Models 27

which is not integrable (for the arbitrary given coefficients ; 0 ; 1 ; 3 and ˛). The
known particular solutions of (1.83) generate the plane wave solutions of (1.79),
which will be presented later as particular cases of more general solutions.
It turns out that Q-conditional symmetry of (1.79) leads to new families
of solutions, which possess more sophisticated structures. In fact, according to
Theorem 1.4 this equation admits two Q-conditional symmetries

3  3   
Q1 D @t C v@y C 0 C 1 v  3 v 3 @v
4 2.  /

and

3 C 3 C  
Q2 D @t  v@y C 0 C 1 v  3 v 3 @v ;
4 2. C /
p
where D 2 C 83 (they coincide if D 0). Using these operators, one can
construct two non-Lie ansätze
Z
.!/ D  C vv v3 dv  2y 
;
Z 0 1 3 (1.84)
! D 0 C11v3 v3 dv  2.3 
/ t

and
Z
v 2y
.!/ D 0 C1 v3 v3
dv C C ;
Z (1.85)
1 3 C
!D 0 C1 v3 v3
dv  2. C/
t

by solving the first-order PDEs Q1 .v/ D 0 and Q2 .v/ D 0, respectively. Since these
ansätze cannot be written in an explicit form (w.r.t. the variable v), we prefer to
solve directly the overdetermined systems

vt D vyy C vvy C 0 C 1 v  3 v 3 ;
(1.86)
Q1 .v/  vt C 3 4 vvy  2.3 /

.0 C 1 v  3 v 3 / D 0

and

vt D vyy C vvy C 0 C 1 v  3 v 3 ;
(1.87)
Q2 .v/  vt  3 4C vvy  2.3 C/
C
.0 C 1 v  3 v 3 / D 0:

This approach is equivalent to the substitution of formulae (1.84) and (1.85) into
(1.79).
28 1 Scalar Reaction-Diffusion Equations. . .

Consider first the overdetermined system (1.86). Eliminating ut in the first


equation using the second one, we arrive at the second-order ODE

3. C / C
vyy C vvy  .0 C 1 v  3 v 3 / D 0; (1.88)
4 2.  /

which can be reduced to the form

1 0
Vy y C 3VVy C V 3  V D0 (1.89)
3 3

by the local substitution

C
v.t; y/ D V.t; y /; y D y: (1.90)
4
It is known that ODE (1.89) is reduced to the linear third-order ODE

1 1
Wy y y  Wy  W D 0 (1.91)
3 3

by the nonlocal substitution [41] (see item (6.38))

Wy
VD : (1.92)
W
To construct the general solution of (1.91), one needs to solve the cubic equation

0 C 1 ˛  3 ˛ 3 D 0; (1.93)

which has three different roots ˛1 ; ˛2 ; ˛3 in the case of the generalized FNE and two
different roots ˛1 and ˛2 in the case of the generalized KPPE. The relevant general
solutions take the form
       
W t; y D 1 .t/ exp ˛1 y C 2 .t/ exp ˛2 y C 3 .t/ exp ˛3 y (1.94)

and
       
W t; y D 1 .t/ exp ˛1 y C 2 .t/ exp ˛2 y C 3 .t/ y

exp ˛2 y ; (1.95)

where i .t/ .i D 1; 2; 3/ are arbitrary (at the moment) functions.


Consider first solution (1.94). Taking into account formulae (1.89), (1.90)
and (1.92), one easily obtains the general solution of the nonlinear second-order
ODE (1.88)

˛1 1 .t/ exp . 1 y/ C ˛2 2 .t/ exp . 2 y/ C ˛3 3 .t/ exp . 3 y/


v .t; y/ D ; (1.96)
1 .t/ exp . 1 y/ C 2 .t/ exp . 2 y/ C 3 .t/ exp . 3 y/
1.6 Exact Solutions of Some Equations Arising in Biological Models 29

where i D C 4
˛i ; i D 1; 2; 3. In order to obtain the general solution of the
overdetermined system (1.86), it is sufficient to substitute (1.96) into the second
equation of this system. After the relevant calculations a cumbersomeexpression 
is obtained, however, it splits into separate parts for the functions exp i C j y
. j < i D 1; 2; 3/ and we arrive at the ODE system
 2 
P1 2  P2 1 D 3 .3 /
˛1  ˛22 1 2;
2. /
 
P 2 3  P3 2 D 3 .3 / ˛22  ˛32 2 3;
2. /
 
P3 1  P 1 3 D 3 .3 / ˛ 2  ˛ 2 1 3
2. / 3 1

(hereafter the dot over i .t/ .i D 1; 2; 3/ denotes differentiation w.r.t. the variable t).
This system is integrable and its general solution has the form
 
1 D c1 .t/ exp ˇ1 ˛12 t ;
2 D c2 .t/ exp ˇ1 ˛22 t ; (1.97)
3 D c3 .t/ exp ˇ1 ˛32 t ;

3 .3 /
where ci .i D 1; 2; 3/ are arbitrary constants, ˇ1 D 2. /
; and .t/ is an arbitrary
function. Finally, substituting (1.97) into (1.96), we obtain the three-parameter
family of exact solutions of RDCE (1.79)
 
˛i ci exp i y C ˇ1 ˛i2 t
v.t; y/ D   (1.98)
ci exp i y C ˇ1 ˛i2 t

(hereafter summation is assumed from 1 to 3 over the repeated index i).


In a quite similar way one can solve the overdetermined system (1.87), if
the algebraic equation (1.93) has three different roots ˛1 ; ˛2 ; ˛3 (in fact, the first
equation can also be reduced to the form (1.89)). Finally, the following family of
exact solutions of Eq. (1.79)
 
˛i ci exp i y C ˇ2 ˛i2 t
v.t; y/ D   (1.99)
ci exp i y C ˇ2 ˛i2 t
p
3 .3 C/
is obtained (here i D 4 ˛i .i D 1; 2; 3/, ˇ2 D 2. C/
and D 2 C 83 ).
Let us consider now solution (1.95). Taking into account formulae (1.89), (1.90)
and (1.92), the general solution of the nonlinear ODE (1.88)

˛1 1 .t/ exp . 1 y/ C ˛2 2 .t/ exp . 2 y/ C 3 .t/ .1 C 2 y/ exp . 2 y/


v.t; y/ D C
1 .t/ exp . 1 y/ C 2 .t/ exp . 2 y/ C 4 3 .t/ y exp . 2 y/
(1.100)

is obtained (we use here again the notation i D C 4 ˛i ; i D 1; 2). To obtain the
general solution of the overdetermined system (1.86), it is sufficiently to substitute
30 1 Scalar Reaction-Diffusion Equations. . .

(1.100) into the second equation of this system. It is important to note at this step
that the cubic equation (1.93) has two different roots ˛1 and ˛2 only under the
condition ˛1 C 2˛2 D 0. After simplification an expression is obtained, which
splits into separate parts for the functions exp .. 1 C 2 / y/ ; y exp .. 1 C 2 / y/ and
exp .2 2 y/. Finally, we arrive at the ODE system

  3 .3  /  3 
3˛2 P 1 2  P2 1 C P1 3  P3 1 D 9˛2 1 2  3˛22 1 3 ;
2 .  /

P1 33 .3  / 2
3  P3 1 D ˛2 1 3; (1.101)
2 .  /

P2 3 .3  /
3  P3 2 D ˛2 2
3:

In the case 3 D 0, the solution (1.100) is reduced to a particular case of
(1.96), hence we assume 3 6D 0. The ODE system (1.101) is integrable under
this restriction and its general solution has the form
 
1 D c1 exp 3ˇ1 ˛22 t .t/; 2 D .c2 C 2ˇ1 ˛2 t/ .t/; 3 D .t/: (1.102)

Finally, substituting (1.102) into (1.100), we obtain the two-parameter family of


exact solutions
  
1 C ˛2 c2 C 2 y C 2ˇ1 ˛22 t  2˛2 c1 exp 3 ˇ1 ˛22 t  2 y
v.t; y/ D    (1.103)
c2 C C4
y C 2ˇ1 ˛2 t C c1 exp 3 ˇ1 ˛22 t  2 y

of the nonlinear RDCE (1.79) when this equation takes the form

vt D vyy C vvy C 3 .˛1  v/.v  ˛2 /2 ; ˛1 C 2˛2 D 0: (1.104)

The overdetermined system (1.87) has been solved in a similar way and the
following family of exact solutions of the nonlinear RDCE (1.104)
  
1 C ˛2 c2 C 2 y C 2ˇ2 ˛22 t  2˛2 c1 exp 3 ˇ2 ˛22 t  2 y
v.t; y/ D    (1.105)
c2 C 4 y C 2ˇ2 ˛2 t C c1 exp 3 ˇ2 ˛22 t  2 y

has been found (the values ; ˇ2 and 2 are the same as in (1.99)).
Remark 1.4 Any solution of the form (1.98), (1.99), (1.103) and (1.105) with
c1 c2 6D 0 cannot be found using the Lie ansatz (1.82) so they are non-Lie solutions
of the nonlinear RDCE (1.79).
One observes that the exact solution families constructed above contains several
plane wave solutions of the form (1.82). In fact, vanishing one of the constants
1.6 Exact Solutions of Some Equations Arising in Biological Models 31

ci .i D 1; 2; 3/ in (1.98) and (1.99), we obtain the travelling wave solutions


  
ij
˛i C ˛j c exp j i y C ˇ1 t
v .t; y/ D    (1.106)
ij
1 C c exp j i y C ˇ1 t

and
  
ij
˛i C ˛j c exp j  i y C ˇ2 t
v .t; y/ D    ; (1.107)
ij
1 C c exp j  i y C ˇ2 t

respectively. Here any summation over i or j is not assumed, c is a positive constant


and

ij 4ˇ1   ij 4ˇ2  
ˇ1 D ˛i C ˛j ; ˇ2 D ˛i C ˛j ; i 6D j; i; j D 1; 2; 3:
C 

Obviously, each travelling wave solution of the form (1.106)–(1.107) tends either to
ij
˛i or to ˛j if ! D y C ˇk t ! ˙1; k D 1; 2 (we remind the reader that the roots
˛1 ; ˛2 ; ˛3 are called the steady-state points of the nonlinear equation (1.79)). Note
ij
that each travelling wave has the speed ˇk , therefore, taking into account the identity
ij ji
ˇk D ˇk , several (at least six) different travelling wave solutions are generated by
formulae (1.106)–(1.107).
Now we present families of exact solutions of the generalized FNE and KPPE,
which are easily constructed using the solutions found above and formulae (1.80)
and (1.81). The generalized FNE (1.77) possesses two families of exact solutions
   
˛i ci exp i x C u0 i C ˇ1 ˛i2 t
u.t; x/ D u0 C     (1.108)
ci exp i x C u0 i C ˇ1 ˛i2 t

and
   
˛i ci exp i x C u0 i C ˇ2 ˛i2 t
u.t; x/ D u0 C     ; (1.109)
ci exp i x C u0 i C ˇ2 ˛i2 t

where the summation is assumed over the repeated index i and ci .i D 1; 2; 3/ are
arbitrary constants, while the specified constants are

ıC1 ıC1 2ı  1 2ı


u0 D ; ˛1 D  ; ˛2 D ; ˛3 D ;
3 3 3 3
 C
i D ˛i ; i D ˛i ; i D 1; 2; 3;
4 4
3 .3  / 3 .3 C / p
ˇ1 D ; ˇ2 D ; D 2 C 83 :
2.  / 2. C /
32 1 Scalar Reaction-Diffusion Equations. . .

Any solution of the form (1.108) (or (1.109)) can be reduced to the relevant
solution of the classical FNE, in particular, solution (1.74) can be recovered by
setting  D 0 and 3 D 1. Thus, each solution (1.108) and (1.109) describes the
coalescence of two fronts, which are moving with different speeds provided

ci > 0; i D 1; 2; 3:

Using formulae (1.108) and (1.109), we obtain several plane wave solutions of
the generalized FNE (1.77):
    
ij
˛i C ˛j c exp j i x C u0 C ˇ1 t
u.t; x/ D u0 C      (1.110)
ij
1 C c exp j i x C u0 C ˇ1 t

and
    
ij
˛i C ˛j c exp j  i x C u0 C ˇ2 t
u.t; x/ D u0 C      (1.111)
ij
1 C c exp j  i x C u0 C ˇ2 t

(here i 6D j .i; j D 1; 2; 3/ and any summation over i or j is not assumed). In the


case c > 0, they are travelling fronts and each of them connects two steady-state
points among u D 0, u D 1 and u D ı. In contrast to the travelling fronts presented
in the figures above, the form of solutions (1.110) and (1.111) depends also on the
parameter . In particular, its sign may change the travelling front direction and the
restriction 2  83 is needed in order to avoid complex values.
Using formulae (1.80) and (1.81) with ı D 1, two families of exact solutions

8 C c2 C 2. C /x C . C /2 t
u.t; x/ D  C
  (1.112)
c1 exp  4 x C 3 2
4 t C c2 C 2. C /x C . C / t

and

8 C c2 C 2.  /x C .  /2 t
u.t; x/ D  
  (1.113)
c1 exp 4
x C C3
4
t C c2 C 2.  /x C .  /2 t

of the generalized KPPE (1.78) are obtained from (1.103) and (1.105) with ˛1 D  23
and ˛2 D 13 . Moreover, the travelling wave solutions (1.110) and (1.111) with u0 D
2 2 1
3 ; ˛i D  3 ; ˛j D 3 are also the solutions of Eq. (1.78). Because the generalized
KPPE (1.78) contains 3 < 0, the parameter  in the convective term cannot be
arbitrary but 2  83 . In particular, this means that any real-valued solutions
1.7 Q-Conditional Symmetry of Reaction-Diffusion-Convection Equations. . . 33

of KPPE (1.76) cannot be extracted from formulae (1.112) and (1.113). Finally, we
note that solutions (1.112) and (1.113) cannot describe the coalescence of two fronts
in contrast to those for the generalized FNE.

1.7 Q-Conditional Symmetry


of Reaction-Diffusion-Convection Equations
with Variable Diffusivity

Among RDCEs with variable coefficients the equations with power-law diffusion
and convective terms are the most common equations in real-world applications. In
this section, we want to find all possible Q-conditional symmetries of the form

Q D @t C .t; x; U/@x C .t; x; U/@U ; (1.114)

where  and  are unknown functions, for two special subclasses of the RDCE class
(1.29), namely:

Ut D .U m Ux /x C U m Ux C C.U/; (1.115)

Ut D .U m Ux /x C U mC1 Ux C C.U/; (1.116)

where  and m 6D 0 are arbitrary constants while C.U/ is an arbitrary function.


Now we present the main results in the form of two theorems. We remind the
reader that we are looking for purely conditional symmetry operators only, which
cannot be reduced to Lie symmetry operators described completely in [24, 25].
Theorem 1.5 ( [21]) Equation (1.115) is Q-conditional invariant under the oper-
ator (1.114) iff it and the relevant operator (up to equivalent representations
generated by multiplying on the arbitrary smooth function M.t; x; U/) have the
following forms:
 
(i) Ut D .U m Ux /x C U m Ux C 1 U mC1 C 2 .U m  3 / ; (1.117)
m
Q D @t C .1 U C 2 U / @U ; .m C 1/2 6D 0I (1.118)
 1 
(ii) Ut D U Ux x C U 1 Ux C .1 ln U C 2 /.U  3 /; 1 6D 0;
Q D @t C .1 ln U C 2 /U@U I
 1  1 1
(iii) Ut D U  2 Ux C U  2 Ux C 1 U C 2 U 2 C 3 ; (1.119)
x
 1

Q D @t C f .t; x/@x C 2 g.t; x/U C h.t; x/U 2 @U ; (1.120)
34 1 Scalar Reaction-Diffusion Equations. . .

where the function triplet (f ; g; h) is the general solution of the system

2ffx C ft C fg D 0;
fxx  fx  2gx  fh D 0;
 
1
g .g C 2fx / C gt D 0; (1.121)
2
2gh  1 h C 2fx h  2 fx C ht  gx  gxx D 0;
2 3
h2  h  3 fx C g  hx  hxx D 0:
2 2
Hereafter 1 ; 2 and 3 are arbitrary constants.
It should be noted that cases (i) and (ii) with  D 0 immediately give the RDEs
and the relevant symmetries obtained in [5].
Although system (1.121) contains five equations on three unknown functions,
it is compatible. In fact, the system with f D g D 0; 1 D 0 is reduced to the
second-order ODE
2
hxx C hx C h  h2 D 0 (1.122)
2
and hence
1
Q D @t C 2h.x/U 2 @U

is the Q-conditional symmetry operator for an arbitrary nonzero solution of (1.122).


Unfortunately, ODE (1.122) cannot be integrated for the arbitrary coefficients 
and 2 , however, some particular solutions can be easily established. For example,
setting h D 22 , a particular case of (i) with m D  12 ; 1 D 0 is obtained.
Setting  D 2 D 0 in (1.122), we arrive at the known ODE hxx D h2 with the
general solution h D W .0; c1 ; x C c2 /; where c1 and c2 are arbitrary constants, W is
the Weierstrass function with periods 0 and c1 . Its simplest solution takes the form
1
h D 6x2 and leads to the Q-conditionalsymmetry  operator Q D @t C12x2 U 2 @U of
1
the nonlinear diffusion equation Ut D U  2 Ux [5]. However the result derived
x
in [5] can be generalized as follows. An arbitrary solution of (1.121) with  D 0
generates the Q-conditional symmetry operator (1.120) of RDE
 1  1
Ut D U  2 Ux C  1 U C  2 U 2 C  3 :
x

Theorem 1.6 ( [21]) Equation (1.116) is Q-conditional invariant under the oper-
ator (1.114) iff it and the relevant operator (up to equivalent representations
generated by multiplying on the arbitrary smooth function M.t; x; U/) have the
following forms:

(i) Ut D .U m Ux /x C U mC1 Ux C 1 U C 2 U m ; m ¤ 1; (1.123)


Q D @t  U mC1 @x C .1 U C 2 U m / @U I
1.7 Q-Conditional Symmetry of Reaction-Diffusion-Convection Equations. . . 35

 1  1
 3 1
  1

2 1
(ii) Ut D U Ux C U Ux C 1 U C 2 U C 3
2 2 2 CU ;
2
x 22
   
1 31 3 1
Q D @t C U 2 C @x C 1 U 2 C 2 U 2 C 3 @U :
2

It should be noted that cases (i) and (ii) with  D 0 immediately give the RDEs
and the relevant symmetries obtained in [5].
Consider some equations, which arise as particular cases of those from The-
orem 1.5 and 1.6 and are known in applications. Equation (1.117) with m D 1
contains as a subcase the equation

Ut D .UUx /x C UUx C 1 U.1  U/; (1.124)

which is a natural generalization of the Murray equation

Ut D Uxx C UUx C 1 U.1  U/; (1.125)

which was extensively studied in Sect. 1.6. On the other hand, (1.124) is nothing else
but the porous-Fisher equation (see [19, 52, 75] and the references therein) with the
Burgers convection term UUx (see (1.59)). In population dynamics, this equation
implies that the population disperses to regions of lower density more rapidly as the
population gets more crowded. So, Eq. (1.124) may be called the porous-Murray
equation, i.e., Murray equation with slow diffusion.
The Murray equation with fast diffusion (i.e., power-law diffusivity with a
negative exponent) can be obtained from (1.117). Indeed, setting m D 2, 3 D 0
and 2 D 1 , we arrive at the equation
 
Ut D U 2 Ux x C U 2 Ux C 1 U.1  U/: (1.126)

It should be noted that Eq. (1.126) with 1 D 0 is linearizable by the known integral
substitution [32] while one with 1 6D 0 is not linearizable.
It is interesting to note that Eq. (1.119) with 2 D 1 and 3 D 0 takes the
form
 1  1 1
 1

Ut D U  2 Ux C U  2 Ux C 1 U 2 1  U 2 : (1.127)
x

This equation is an analogue of the Murray equation with fast diffusion. Another
analogue of the Murray equation with fast diffusion is
 1  1 1
 1

Ut D U  2 Ux C U 2 Ux C 1 U 2 1  U 2 ; (1.128)
x

which is a particular case of Eq. (1.123).


36 1 Scalar Reaction-Diffusion Equations. . .

1
Remark 1.5 Equations (1.127) and (1.128) are reduced by the substitution U 2 ! U
to the following evolution equations with constant diffusion and the logistic term

1
UUt D Uxx C Ux C U.1  U/
2
and

1
UUt D Uxx C U 2 Ux C U.1  U/:
2

1.8 Exact Solutions of Some Equations with Power-Law


Diffusivity and Their Interpretation

Here we construct exact solutions using the Q-conditional symmetry operators


found in Sect. 1.7, we show that they are non-Lie solutions (i.e., cannot be obtained
using Lie symmetry operators) and present a biological interpretation of the
solutions obtained.
We start from case (i) of Theorem 1.5. Equation (1.117) and operator (1.118) are
transformed by the substitution
(
U mC1 ; m ¤ 1;
VD (1.129)
ln U; m D 1

to the forms
 
Vxx D V n Vt  Vx C 1 V C 2 .3  V n / (1.130)

and
 
Q D @t C 1 V C 2 @V ;

where i D i .m C 1/; i D 1; 2. The relevant ansatz is constructed using the


standard procedure, i.e., we solve the linear equation Q.V/ D 0. Since its general
solution depends on 1 , two ansätze are obtained:
(
2 t C '.x/; 1 D 0;
VD   (1.131)
'.x/e 1t  2

; 1 ¤ 0
1

with '.x/ being an unknown function. Substituting (1.131) with 1 D 0 into
(1.130), one arrives at the linear ODE

'xx C 'x  2 3 D 0


1.8 Exact Solutions of Some Equations with Power-Law Diffusivity. . . 37

with the general solution

2 3
' D c1 C c2 ex C x:


Hereafter c1 and c2 are arbitrary constants. Thus, Eq. (1.130) with 1 D 0 possesses
the exact solution

2 3
V D 2 t C c1 C c2 ex C x:

Finally, applying substitution (1.129), we obtain the exact solution
  1
x 2 3 .m C 1/ mC1
U D 2 .m C 1/t C c1 C c2 e C x (1.132)


of RDCE with power nonlinearities

Ut D .U m Ux /x C U m Ux C 2 U m  2 3 ; m ¤ 1: (1.133)

Using the result of [24, 25] one establishes that Eq. (1.133) (with arbitrary
coefficients) is invariant only under two-dimensional Lie algebra with the basic
operators @t and @x . As shown in Sect. 1.6, this algebra leads to plane wave solutions
only. Obviously, the exact solution presented above has a different structure and
cannot be reduced to this form, therefore it is a non-Lie solution. Note that solution
(1.132) is a plane wave solution if one additionally sets c2 D 0. In a quite similar
way it can be shown that all solutions obtained below are also non-Lie solutions and
may be reduced to Lie solutions only under additional constraints.
Substituting (1.131) with 1 6D 0 into (1.130), one again obtains a linear second-
order ODE, which is integrable in terms of different elementary functions depending
on ı D 2 C 41 3 D 2 C 41 .m C 1/3 . Dealing in a quite similar way to the
case 1 D 0, we finally obtain three exact solutions

  p p   1
ı
 2ı x 2 mC1
UD e l.t;x/
c1 e 2 x
C c2 e  ; ı > 0; (1.134)
1
  1
2 mC1
U D el.t;x/ .c1 C c2 x/  ; ı D 0; (1.135)
1
p p ! ! mC1
1
ıx ıx  2
U D el.t;x/ c1 cos C c2 sin  ;ı<0 (1.136)
2 2 1
38 1 Scalar Reaction-Diffusion Equations. . .

Fig. 1.5 Exact solution


(1.134) with
m D 1;  D 3; 1 D
1; 2 D 0; c1 D c2 D 3

x
(here l.t; x/ D 1 .m C 1/t  2
) of the nonlinear RDCE

Ut D .U m Ux /x C U m Ux C .1 U mC1 C 2 /.U m  3 /; m ¤ 1: (1.137)

In the case of the porous-Murray equation (1.124), one notes that ı > 0 if 1 > 0.
Hence solution (1.134) takes the form
s  
  pı x p 
ı
UD exp 21 t  x c1 e 2 C c2 e 2 x ;
2

where ı D 2 C 81 . This solution unboundedly grows if t ! 1 or x ! ˙1 and


its straightforward interpretation is not obvious.
More interesting solutions occur in the case of (1.124) with the anti-logistic term
(1 < 0). Depending on ı D 2  8 one obtains three types of solutions. In the case
m D 1;  D 3; 1 D 1; 2 D 0; c1 D c2 D 3, solution (1.134) is presented
in Fig. 1.5. This solution tends to zero if t ! 1 and satisfies the zero Dirichlet
conditions:

x D 0 W U D 0; x D 1 W U D 0:

If  D 2, then solution (1.136) with m D 1 is valid. In the case 1 D 1; 2 D 0;


c1 D 0; c2 D 1; this solution is presented in Fig. 1.6. We note that the solution is
again vanishing if t ! 1 and it satisfies the zero Dirichlet conditions U D 0 on the
bounded interval Œ0; . In population dynamics both solutions describe the scenario
predicting the total extinction of species.
1.8 Exact Solutions of Some Equations with Power-Law Diffusivity. . . 39

Fig. 1.6 Exact solution


(1.136) with
m D 1;  D 2; 1 D
1; 2 D 0; c1 D 0; c2 D 1

Consider the Murray equation with fast diffusion (1.126). Since ı D 2 > 0
solution (1.134) takes the form

U D .1 C exp.1 t/ .c1 C c2 exp.x///1 (1.138)

and possesses attractive properties. Assuming c1 > 0 and c2 > 0, one sees that
this solution is positive and bounded for arbitrary .t; x/ 2 RC  R. Moreover, the
solution tends either to zero (1 < 0) or to 1 (1 > 0) if t ! 1. Both values, U D 0
and U D 1, are steady-state points of (1.126). Solution (1.138) tends to the steady-
state point U D 0 if x ! 1, while U D .1 C c1 exp.1 t//1 if x ! 1. It
should also be noted that solution (1.138) with c1 D 0 is a travelling front with the
same structure as one for the Murray equation (1.125) (see formula (1.71)).
An example of solution (1.138) is presented in Fig. 1.7. This solution describes
the scenario predicting an inhomogeneous distribution of the species population
at any fixed time. Notably, there are the region with nearly zero population density
(negative values of x << 0), the region with high population density U  1; x >> 0
and the intermediate region, in which the density is rapidly growing with x. The
high population density (for large values of x) is allowed on a semi-infinite space
interval but there are no spikes. Thus, one may claim that the population disperses
to regions of lower density more rapidly as the population gets more crowded. It is
exactly such behaviour that models with power-law diffusivity should describe in
population dynamics.
Finally, we present the following observation. If one applies substitution (1.129)
to RDCE (1.137) and its solutions (1.134)–(1.136), then Eq. (54) [16] with (65)–
(66) [16] and ˛.s/ D sn , and solutions (69)–(71) [16] are exactly obtained.
Although the authors of that paper do not use any symmetries to construct exact
40 1 Scalar Reaction-Diffusion Equations. . .

Fig. 1.7 Exact solution


(1.138) with  D 2; 1 D
1:5; c1 D 2; c2 D 1

solutions, formula (72) [16] is nothing else but the equation Q.V/ D 0, where Q is
the conditional symmetry operator
 
Q D @t C 1 V C 2 @V

of equation
 
Vxx D V n Vt  Vx C 1 V C 2 .3  V n /:

Thus, we obtain new confirmation of the well-known hypothesis that any exact
solution can be obtained by a Lie or conditional symmetry operator.

1.9 Concluding Remarks

It is commonly accepted that a new approach for finding symmetries was proposed
in 1969 by Bluman and Cole [9]. Although the approach is based on the classical Lie
scheme [3, 8, 36, 59, 64], the resulting symmetries can be non-Lie symmetries of the
equation in question, therefore they were called nonclassical symmetries. Following
the Fushchych works [34, 36], we call them Q-conditional symmetries (other
terminology used for this symmetry is conditional symmetry [46, 47] and reduction
operator [65]). Since 1987 when the Bluman–Cole approach was rediscovered in
[33, 60] and later was successfully applied to a wide range of nonlinear PDEs
(see, e.g., the most recent book [12] devoted to this topic and references therein),
several other definitions of non-Lie symmetries have been introduced and applied
References 41

for solving nonlinear PDEs (weak symmetry [60, 61, 67], potential symmetry
[10, 11, 44], conditional symmetry [20, 34, 36], generalized conditional symmetry
[31, 69, 70, 76]).
A common idea that underlies all these symmetries can be described as follows:
in order to find the relevant non-Lie symmetry, one needs to consider the given
equation together with differential constraint(s), i.e., a system of equations. The
main problem is how to define suitable constraint(s) in a such way that the
overdetermined system obtained will produce new symmetries leading to new
solutions of the given equation. Moreover, solving the system of DEs, which is
nonlinear in the case of non-Lie symmetry, is another nontrivial problem. For
example, the nonlinear system of DEs for searching nonclassical symmetries of the
linear heat equation obtained in [9] was not solved therein. The most general results
were obtained much later in [4, 35] and [49]. In the papers [35] and [49], it was
proved that the general solution is expressed in terms of three solutions of the linear
heat equation, while the authors of [4] showed how the general solution is also
obtainable via the matrix Cole–Hopf transformation. In [4] and [49] the system
of DEs for searching nonclassical symmetries of the Burgers equation were also
solved (notably, solving this problem was initiated in [2], i.e., immediately after the
appearance of the pioneering work [9]).
In this chapter, all the main results on Q-conditional symmetry of RDCEs
of the form (1.29) are summarized. They are presented in the form of Theo-
rems 1.2, 1.4, 1.5 and 1.6. Although some of them were published about 25 years
ago, and the others were established in the 2000s, this is the first attempt to present
an extensive review regarding this matter. It should be noted that a set of RDCEs
with exponential nonlinearities were studied in the recent paper [22].
The nonlinear RDCEs listed in these theorems contain several well-known
equations arising in applications and their direct generalizations. In the particular
case, the Murray equation (1.125), its porous analogue (1.124) and its analogue
(1.126) with the fast diffusion (see also (1.127)–(1.128)) were identified. Several
RDCEs with cubic nonlinearities, notably, FNE, KPPE, the Huxley equation and
their natural generalizations were also constructed.

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Chapter 2
Q-Conditional Symmetries of Reaction-Diffusion
Systems

Abstract A recently developed theoretical background for searching Q-conditional


(nonclassical) symmetries of systems of evolution partial differential equations is
presented. We generalize the standard definition of Q-conditional symmetry by
introducing the notion of Q-conditional symmetry of the p-th type and show that
different types of symmetry of a given system generate a hierarchy of conditional
symmetry operators. It is shown that Q-conditional symmetry of the p-th type
possesses some special properties, which distinguish them from the standard condi-
tional symmetry. The general class of two-component nonlinear reaction-diffusion
systems is examined in order to find the Q-conditional symmetry operators. The
relevant systems of so-called determining equations are solved under additional
restrictions. As a result, several reaction-diffusion systems possessing conditional
symmetry are constructed. In particular, it is shown that the diffusive Lotka–Volterra
system, the Belousov–Zhabotinskii system (with the correctly specified coefficients)
and some of their generalizations admit Q-conditional symmetry.

2.1 Reaction-Diffusion Systems and Their Applications

In 1952, Turing published a remarkable paper [56], in which a revolutionary


idea about the mechanism of morphogenesis (the development of structures in an
organism during its life) has been proposed. From the mathematical point of view
Turing’s idea immediately leads to the construction of reaction-diffusion systems
(RDSs) (not single equations!) exhibiting so-called Turing instability (see, e.g., [41,
Sect. 14.3]). Nowadays nonlinear RDSs are basic equations for many well-known
nonlinear models used to describe a wide range of processes in physics, biology,
medicine, chemistry, ecology, etc.
This chapter is mostly devoted to the investigation of two-component RDSs of
the form
 
Ut D D1 .U/Ux x C F.U; V/;
 2  (2.1)
Vt D D .V/Vx x C G.U; V/;

© Springer International Publishing AG 2017 45


R. Cherniha, V. Davydovych, Nonlinear Reaction-Diffusion Systems,
Lecture Notes in Mathematics 2196, DOI 10.1007/978-3-319-65467-6_2
46 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

where U D U.t; x/ and V D V.t; x/ are two unknown functions representing


the densities of populations (cells, tumours, chemicals), F.U; V/ and G.U; V/
are the given smooth functions describing the interaction between them and the
environment, the functions D1 .U/ and D2 .V/ are the relevant diffusivities (hereafter
they are positive smooth functions) and the subscripts t and x denote differentiation
with respect to (w.r.t.) these variables. The class of RDSs (2.1) generalizes a number
of nonlinear models describing various processes in biology, medicine and ecology
(see, e.g., the well-known books [10, 41, 43, 45]).
Usually the diffusivities Dk .k D 1; 2/ are taken to be positive constants dk .
An important subclass of RDSs of the form (2.1) consists of those, which satisfy
the well-known requirements leading to Turing instability, hence they can be
used for description of the chemical basis of morphogenesis [10, Chap. 7], [43,
Chap. 2]. The classical examples of such RDSs are the Gierer–Meinhardt system,
the Schnakenberg system, etc.
The two-component diffusive Lotka–Volterra system (DLVS)

Ut D d1 Uxx C U.a1 C b1 U C c1 V/;


(2.2)
Vt D d2 Vxx C V.a2 C b2 U C c2 V/

is another common RDS of the form (2.1) [10, 41, 43, 45]. System (2.2) is
the standard generalization of the classical Lotka–Volterra system that takes into
account the diffusion process for interacting species (see the terms d1 Uxx and
d2 Vxx ). Although the classical Lotka–Volterra system was independently introduced
by Lotka and Volterra about 90 years ago, its different generalizations are widely
studied at present because of their importance for mathematical modelling of a wide
range of processes in biology, ecology, economics, etc.
It is well known that DLVS (2.2) models several types of interaction between
two populations of species. Three common types are predator–prey interaction, the
competition (for food, space, etc.) of species and mutualism. Each type of species
interaction is defined by the signs of coefficients in DLVS (2.2). For example, the
coefficients

ak > 0; bk  0; ck  0; k D 1; 2

are used in order to describe the competition, while the cases c1 b2 < 0 and c1 >
0; b2 > 0 model predator–prey interaction and mutualism, respectively (see [42,
Chap. 3] for details).
A separate subclass of the RDS class (2.1) is formed by so-called   !
systems, which possess spiral wave solutions. Spiral waves occur naturally in a wide
variety of biological, physiological and chemical effects (see [41, Chap. 12] and
the references therein). Typically the   ! systems have a complicated structure
involving the nonlinearities .U 2 C V 2 / and !.U 2 C V 2 /, hence their analysis
is rather complicated. The most widely known are spiral waves occurring in the
2.1 Reaction-Diffusion Systems and Their Applications 47

Belousov–Zhabotinskii reaction [41, Sect. 13.3]. In contrast to the   ! systems,


the corresponding mathematical model is simple and it is the Belousov–Zhabotinskii
system

Ut D d1 Uxx C U.a1  b1 U  c1 V/ C rV;


(2.3)
Vt D d2 Vxx  V.a2 C b2 U/;

where all the parameters should be nonnegative.


As noted above, typically the diffusivities Dk .k D 1; 2/ in RDSs of the form
(2.1) are taken to be positive constant, however, in certain insect dispersal models
they depend on the densities U and V. For example, a power dependence is adopted
in diffusion models, when there is an increase in diffusion due to population pressure
[29], [41, Sect. 11.4], [42, Sect. 13.4] (see also the application to modelling flows of
thin films of viscous fluid [23]). Probably the simplest nonlinear RDS with variable
diffusivities follows as a particular case from the seminal work [54] and takes the
form

ut D ..d1 C d11 u/u/xx C u.a1  b1 u  c1 v/;


(2.4)
vt D ..d2 C d22 v/v/xx C v.a2  b2 u  c2 v/;

where the diffusivities D1 D d1 C 2d11 u and D2 D d2 C 2d22 v are linear


functions. Systems of the form (2.4) are used in order to model the competition
in a heterogeneous environment (see, e.g., [44] and references cited therein).
Nonlinear multi-component RDSs are an important tool for mathematical mod-
elling of a wide range of processes involving several kinds of species (cells,
chemicals, etc.). Such systems can possess some properties that are not common for
the relevant two-component systems. Thus, it is time to extend the results obtained
for two-component RDSs to the multi-component systems. It turns out that this is a
highly nontrivial problem and there are not many rigorous studies in this direction.
To the best of our knowledge, these studies are mostly focused on investigation
of the multi-component DLVS (see [39, 57, 58] and the papers cited therein). It
should be noted that the multi-component systems describe much more complicated
interactions between n populations than DLVS (2.2). The case n D 3 is studied in
Chap. 3.
During recent decades nonlinear RDSs have been extensively studied by means
of different mathematical methods and techniques. In this chapter and Chaps. 3
and 4, we restrict ourselves to the application of symmetry-based methods (another
terminology is group-theoretical methods) in order to construct subclasses of RDSs
with nontrivial conditional symmetry, to identify and to study in detail those, which
are used in biological applications.
48 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

2.2 Q-Conditional Symmetry for Systems of Partial


Differential Equations

Although finding Lie symmetries of two-component RD systems of the form (2.1)


was initiated about 30 years ago [6, 31, 32, 61], the complete Lie symmetry
classification problem was completed only in the 2000s in papers [12, 21, 22] (for
constant diffusivities) and [23, 24, 36] (for nonconstant diffusivities).
The time is therefore ripe for a complete description of non-Lie symmetries
for the class of RDSs (2.1). However, it seems to be an extremely difficult task
because, firstly, several definitions of non-Lie symmetries have been introduced
(nonclassical symmetry [3, 8], conditional symmetry [20, 34, 35], generalized
conditional symmetry [30, 37, 59], etc.), secondly, an exhaustive description of non-
Lie symmetries needs to solve the corresponding systems of determining equations
(DEs), which are nonlinear and can fully be solved only in exceptional cases.
Hereafter we use the most common notion among non-Lie symmetries, nonclas-
sical symmetry, which we call Q-conditional symmetry following the well-known
book [35] and our previous papers. It is well known that the notion of Q-
conditional symmetry plays an important role in investigation of nonlinear partial
differential equations (PDEs) because, having such symmetries in an explicit form,
one may construct new exact solutions, which are not obtainable by the classical Lie
algorithm. However, for an exhaustive description of such symmetries, one needs to
solve the corresponding nonlinear systems of DEs and this is a very difficult task. To
the best of our knowledge, only a few papers devoted to the search for Q-conditional
symmetries for systems of PDEs were published before 2010 [2, 5, 25, 28, 40]. The
majority of such papers were published during the current decade [4, 13, 15–19, 55].
Generally speaking, in order to solve the Q-conditional symmetry classification
problem for the RDS class (2.1), one should look for new constructive approaches
allowing to solve the relevant nonlinear system of DEs. A possible approach based
on new definitions of Q-conditional symmetry was proposed in [13] and is presented
in this section.
Consider a system of m evolution equations (m  2) with two independent .t; x/
and m dependent u D .u1 ; u2 ; : : : ; um / variables. Let us assume that the kth-order
(k  2) equations of evolution type
 
uit D F i t; x; u; ux ; : : : ; u.k/
x ; i D 1; 2; : : : ; m (2.5)

are defined in a domain ˝ R2 of the variables t and x. Hereafter, F i are the smooth
functions of the corresponding variables, the subscripts
 j 1 t and xj mdenote  differentiation
. j/
w.r.t. these variables, uit D @u @ ju @ u @ u
i
@t
and u x  @x j
D @x j
; : : : ; @x j
; j D 1; 2; : : : ; k.
It is well known (see, e.g., [7, Sect. 4.3]) that in order to find Lie invariance
operators, one needs to consider system (2.5) as the manifold

M D fS1 D 0; S2 D 0; : : : ; Sm D 0g ;
2.2 Q-Conditional Symmetry for Systems of Partial Differential Equations 49

where
 
Si  uit  F i t; x; u; ux ; : : : ; u.k/
x .i D 1; 2; : : : ; m/;

in the prolonged space of the variables

t; x; u; u; : : : ; u:
1 k

Here, the symbol u ( j D 1; 2; : : : ; k) denotes totalities of the jth-order derivatives


j
w.r.t. the variables t and x.
According to the definition, system (2.5) is invariant (in the Lie sense!) under the
transformations generated by the infinitesimal operator

Q D  0 .t; x; u/@t C  1 .t; x; u/@x C 1 .t; x; u/@u1 C    C m .t; x; u/@um ; (2.6)

if the following invariance criterion is satisfied:


ˇ
ˇ
Q .Si /ˇ D 0 .i D 1; 2; : : : ; m/: (2.7)
k M

The operator Q is the kth-order prolongation of the operator Q and its coefficients
k
are expressed via the functions  0 ;  1 ; 1 ; : : : ; m by well-known formulae (see,
e.g., [46, 49]), which will be specified in the next section for k D 2.
The crucial idea, which is used for introducing the notion of Q-conditional
symmetry (nonclassical symmetry) is to change the manifold M I in particular, the
operator Q is used for such a purpose. It was noted only recently [13] that there are
several different possibilities to realize this idea in the case of PDE systems.
Definition 2.1 ([13]) Operator (2.6) is called Q-conditional symmetry (nonclassi-
cal symmetry) for an evolution system of the form (2.5) if the following invariance
criterion is satisfied:
ˇ
ˇ
Q .Si /ˇ D 0; i D 1; 2; : : : ; m; (2.8)
k Mm

where the manifold Mm is


˚ 
S1 D 0; S2 D 0; : : : ; Sm D 0; Q.u1 / D 0; : : : ; Q.um / D 0 ;

where Q.ui / D  0 uit C  1 uix  i .i D 1; 2; : : : ; m/.


Definition 2.2 ( [13]) Operator (2.6) is called Q-conditional symmetry of the first
type for an evolution system of the form (2.5) if the following invariance criterion
is satisfied:
ˇ
ˇ
Q .Si /ˇ D 0; i D 1; 2; : : : ; m;
k M1
50 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

where the manifold M1 is


˚ 
S1 D 0; S2 D 0; : : : ; Sm D 0; Q.ui1 / D 0

with a fixed number i1 .1  i1  m/.


Definition 2.3 ( [13]) Operator (2.6) is called Q-conditional symmetry of the p-th
type for an evolution system of the form (2.5) if the following invariance criterion
is satisfied:
ˇ
ˇ
Q .Si /ˇ D 0; i D 1; 2; : : : ; m;
k Mp

where the manifold Mp is


˚ 
S1 D 0; S2 D 0; : : : ; Sm D 0; Q.ui1 / D 0; : : : ; Q.uip / D 0

with any given numbers i1 ; : : : ; ip .1  p  ip  m/.


Obviously, these three definitions coincide in the case of m D 1, i.e., a single
evolution equation. If m > 1, then one obtains a hierarchy of conditional symmetry
operators. It can easily be seen that

Mm Mp M1 M;

hence, each Lie symmetry is automatically a Q-conditional symmetry of the first and
p-th types, while Q-conditional symmetry of the first type is that of the p-th type.
From the formal point of view, it is enough to find all the Q-conditional symmetry
(nonclassical symmetry) operators. Having the full list of Q-conditional symmetries
one may simply check, which of them is the Lie symmetry or/and Q-conditional
symmetry of the p-th type. On the other hand, to construct Q-conditional symmetry
of the p-th type for a system of PDEs, one needs to solve another nonlinear system,
the system of DEs. It turns out that the system of DEs in the case p D m (i.e.,
for searching Q-conditional symmetry) is much more complicated than in the case
p < m, in particular p D 1 (i.e., for search of Q-conditional symmetry of the first
type). As a result, examples of Q-conditional symmetry can be only found using
particular solutions of the relevant system of DEs, while a complete classification of
Q-conditional symmetries of the first type can be derived for many classes of PDE
systems, including the RDS class (2.1).
Hereafter we assume that  0 6D 0, i.e., the so-called no-go case when  0 D 0
is not taken into account. The natural reason to avoid examination of the no-go
case follows the well-known statement (firstly proved in [60]) that exhaustive
description of Q-conditional symmetries with  0 D 0 for scalar evolution equations
is equivalent to solving the equation in question. This statement can be easily
extended to systems of evolution equations using Definition 2.1. However, very
recently (see [19] for details) we have shown that the no-go case can be completely
2.2 Q-Conditional Symmetry for Systems of Partial Differential Equations 51

examined (at least for some subclasses of class (2.1)) using the notion of Q-
conditional symmetry of the first type.
Using the definition of Q-conditional symmetry of the p-th type, one may prove
that Properties 1.2 and 1.3 (see Chap. 1) are still valid, however Property 1.1 is
no longer valid provided p < m [13]. On the other hand, a new property can be
formulated as follows.
Pm
Theorem 2.1 Let us assume that X D l .t; x; u/@ul (with a fixed number
l¤i1 ; lD1
i1 ; 1  i1  m) is a Lie symmetry operator of system (2.5) while Q is a Q-
conditional symmetry of the first type, which was found using the manifold
˚ 
M1 D S1 D 0; S2 D 0; : : : ; Sm D 0; Q.ui1 / D 0 :

Then any linear combination C1 X C C2 Q (hereafter C1 and C2 are arbitrary


constants) produces another Q-conditional symmetry of the first type.
Proof In order to prove this theorem, one needs to show that the operator Z D
C1 X C C2 Q satisfies Definition 2.2 on the manifold
˚ 
M1 D S1 D 0; S2 D 0; : : : ; Sm D 0; Z.ui1 / D 0 :

This means that we need to prove that


ˇ
ˇ
Z .Si /ˇ D 0; i D 1; 2; : : : ; m: (2.9)
k M1

Firstly we note that the manifold M1 coincides with M1 in this case because
Z.ui1 / D .C1 X C C2 Q/.ui1 / D C2 Q.ui1 /. So one may write the following equalities
ˇ ˇ   ˇ
ˇ ˇ Q .Si /ˇˇ
Z .Si /ˇ D Z .S i / ˇ D C 1 X C C2
k M1 ˇk M1 ˇ k k ˇ M1
ˇ ˇ ˇ (2.10)
D C1 X .Si /ˇ C C2 Q.Si /ˇ D C1 X .Si /ˇ ; i D 1; 2; : : : ; m:
k M1 k M1 k M1

On the other hand


ˇ
ˇ
X .Si /ˇ D 0; i D 1; 2; : : : ; m
k M

(here M D fS1 D 0; S2 D 0; : : : ; Sm D 0g) because the Lie symmetry X of system


(2.5) must satisfy criterion (2.7).
Finally, one easily realizes that M1 M , so that the above equalities produce
ˇ
ˇ
X .Si /ˇ D 0; i D 1; 2; : : : ; m: (2.11)
k M1
52 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

This means that Z is a Q-conditional symmetry of the first type because (2.9)
immediately follows from (2.10) and (2.11).
The proof is now complete. t
u
It should be stressed that Theorem 2.1 is not valid for arbitrary given Q-
conditional symmetry but only for that of the first type. However, this theorem can
be easily generalized on Q-conditional symmetry of the p-th type (p < m) using the
relevant modification of the Lie symmetry operator.
Pm
Theorem 2.2 Let us assume that X D l .t; x; u/@ul (with the fixed set of
˚  l2A; lD1
numbers A D i1 ; : : : ; ip j 1  ip  m ; p < m) is a Lie symmetry operator of
system (2.5) while Q is a˚ Q-conditional symmetry of the p-th type, which was found 
using the manifold S1 D 0; S2 D 0; : : : ; Sm D 0; Q.ui1 / D 0; : : : ; Q.uip / D 0 .
Then any linear combination C1 X CC2 Q produces another Q-conditional symmetry
of the p-th type of the evolution system (2.5).

2.3 Systems of Determining Equations

In this section, we construct the system of DEs for finding Q-conditional symmetries
for the class of RDSs (2.1) and present its preliminary analysis. From the very
beginning, one notes that RDS (2.1) can be simplified by applying the Kirchhoff
substitution
Z Z
u D D1 .U/dU; v D D2 .V/dV; (2.12)

where u.t; x/ and v.t; x/ are new unknown functions and Dk 6D 0; k D 1; 2 (in
the case of nonconstant diffusivities, we assume that they have a finite number of
roots). We remind the reader that the diffusivity coefficients must be nonnegative,
hence there exist unique inverse functions to those arising in the right-hand sides of
(2.12). Substituting (2.12) into (2.1), one obtains

uxx D d1 .u/ut C C1 .u; v/;


(2.13)
vxx D d2 .v/vt C C2 .u; v/;

where the functions d1 ; d2 and C1 ; C2 are uniquely defined via D1 ; D2 and F; G,


respectively. In fact, (2.1) and (2.13) are related by the formulae

d 1 .u/ D D11.U/ ; d2 .v/ D D21.V/ ;


(2.14)
C .u; v/ D F.U; V/; C2 .u; v/ D G.U; V/;
1
2.3 Systems of Determining Equations 53

R 1 1 R 2 1
where U D D1 .u/  D .u/du ; V D D2 .v/  D .v/dv
(the superscripts 1 mean inverse functions). Hereafter we construct conditional
symmetries for the class of RDSs (2.13) instead of (2.1). Having a conditional
symmetry operator and a system of the form (2.13), one may easily transform them
into the relevant operator and RDS of the form (2.1) provided the inverse functions
in (2.14) are known.
Let us apply Definition 2.1 to construct the system of DEs for finding the Q-
conditional symmetry operator of the form

Q D @t C .t; x; u; v/@x C 1 .t; x; u; v/@u C 2 .t; x; u; v/@v : (2.15)

Conditions (2.8) for system (2.13) take the form


  ˇˇ
Q uxx  d1 .u/ut  C1 .u; v/ ˇ D 0;
2
  ˇˇM2 (2.16)
Q vxx  d2 .v/vt  C2 .u; v/ ˇ D 0;
2 M2

where the manifold M2 is


˚ 
uxx D d1 .u/ut  C1 .u; v/; vxx D d2 .v/vt C C2 .u; v/; Q.u/ D 0; Q.v/ D 0 :

One can apply the second prolongation of the operator Q

@ @ @ @
Q D Q C t1 C t2 C x1 C x2
2 @ut @vt @ux @vx
@ @ @ @ 1 @ 2 @
Ctx1 C tx2 C tt1 C tt2 C xx C xx
@utx @vtx @utt @vtt @uxx @vxx

to each equations of (2.13). Here the coefficients k and  k with the relevant indices
are calculated by the well-known formulae (see, e.g., [46, 49]) and are presented
below.
Since system (2.13) should be considered as a manifold in the prolonged space
of independent variables

t; x; u; v; ut ; vt ; ux ; vx ; utx ; vxt ; utt ; vtt ; uxx ; vxx ;

we arrive at the second-order PDEs

1 du1 ut C 1 Cu1 C 2 Cv1 C t1 d1 D xx


1
;
2 2 2 2 1 2 2 2 2 (2.17)
 dv vt C  Cv C  Cu C t d D xx
54 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

with t1 ; t2 ; xx


1 2
and xx defined in (2.19). To obtain the system of DEs in an explicit
form, one needs to take into account not only system (2.13) (it will lead only to the
system of DEs for Lie symmetry operators!) but also two additional conditions

ut C ux D 1 ; vt C vx D 2 (2.18)

generated by operator (2.15). Thus, inserting into (2.17) the explicit expression for
k and  k :

t1 D 1t C 1u ut C 1v vt  ux .t C u ut C v vt / ;


t2 D 2t C 2u ut C 2v vt  vx .t C u ut C v vt / ;
1
xx D 1xx C 21xu ux C 21xv vx C 1uu u2x C 1vv vx2 C 21uv ux vx C 1u uxx
 
C 1v vxx  ux xx C 2xu ux C 2xv vx C uu u2x C vv vx2 C 2uv ux vx (2.19)
 ux .u uxx C v vxx /  2uxx .x C u ux C v vx / ;
2
xx D 2xx C 22xu ux C 22xv vx C 2uu u2x C 2vv vx2 C 22uv ux vx C 2u uxx
 
C 2v vxx  ux xx C 2xu ux C 2xv vx C uu u2x C vv vx2 C 2uv ux vx
 ux .u uxx C v vxx /  2vxx .x C u ux C v vx /

and excluding four derivatives ut ; vt ; uxx ; vxx using (2.13) and (2.18), one arrives at
two cumbersome equations of the form
 
d1 1t C 1u .1  ux / C 1v .2  vx /  ux t C u .1  ux /

Cv .2  vx / C 1 du1 .1  ux / C 1 Cu1 C 2 Cv1
D 1xx C 21xu ux C 21xv vx C 1uu u2x C 1vv vx2 C 21uv ux vx
 
 ux xx C 2xu ux C 2xv vx C uu u2x C vv vx2 C 2uv ux vx
 
C .1  ux /d1 C C1 .1u  2x  3u ux  2v vx /
 
C .2  vx /d2 C C2 .1v  v ux /; (2.20)
 
d2 2t C 2u .1  ux / C 2v .2  vx /  vx t C u .1  ux /

Cv .2  vx / C 2 dv2 .2  vx / C 1 Cu2 C 2 Cv2
D 2xx C 22xu ux C 22xv vx C 2uu u2x C 2vv vx2 C 22uv ux vx
 vx .xx C 2xu ux C 2xv vx C uu u2x C vv vx2 C 2uv ux vx /
 
C .2  vx /d2 C C2 .2u  2x  3v vx  2u ux /
 
C .1  ux /d1 C C1 .2u  u vx /:
2.3 Systems of Determining Equations 55

The next step is to take into account that the unknown functions 1 ; 2 and 
do not depend on the derivatives ux and vx and therefore we split two equations
arising in (2.20) w.r.t. u3x ; ux vx2 ; vx u2x ; ux vx ; u2x ; vx2 ; vx ; ux and vx3 ; vx u2x ;
ux vx2 ; ux vx ; u2x ; vx2 ; vx ; ux ; respectively. As a result, we obtain the nonlinear system
of DEs
.1/ uu D vv D uv D 0;
.2/ 1vv D 0;
.3/ 2uu D 0;
.4/ 2u d1 C 1uu  2xu D 0;
.5/ 2v d2 C 2vv  2xv D 0;
.6/ v .d1 C d2 / C 21uv  2xv D 0;
.7/ u .d1 C d2 / C 22uv  2xu D 0;
.8/ 1v .d1  d2 / C 21xv  2v C1  2v 1 d1 D 0;
.9/ 2u .d2  d1 / C 22xu  2u C2  2u 2 d2 D 0; (2.21)
.10/  1 du1 C .2u 1  t  v 2  2x /d1
Cv 2 d2 C 3u C1 C v C2  21xu C xx D 0;
.11/  2 dv2 C .2v 2  t  u 1  2x /d2
Cu 1 d1 C 3v C2 C u C1  22xv C xx D 0;
.12/ .1 /2 du1 C .1t C 2 1v C 2x 1 /d1  2 1v d2
C1 Cu1 C 2 Cv1  1u C1 C 2x C1  1v C2  1xx D 0;
.13/ .2 /2 dv2 C .2t C 1 2u C 2x 2 /d2  1 2u d1
C1 Cu2 C 2 Cv2  2u C1 C 2x C2  2v C2  2xx D 0:

The system of DEs (2.21) is very complicated and it seems to be unrealistic that
its general solution can be derived for arbitrary given functions d1 .u/; C1 .u; v/;
d2 .v/ and C2 .u; v/. This means that the conditional symmetry classification can
be done only under additional restrictions (see Sects. 2.4 and 2.5). However, if one
applies Definition 2.2 to search for Q-conditional symmetries of the first type, then
the system of DEs obtained is simpler and the conditional symmetry classification
problem can be completely solved (Chap. 4 is devoted to this topic).
From the point of view of qualitative PDE theory, system (2.21) is an overdeter-
mined nonlinear system of PDEs with seven unknown functions ; 1 ; 2 ; d1 .u/;
C1 .u; v/; d2 .v/ and C2 .u; v/. An overview of possible approaches in an attempt
to create a general algorithm of integrating overdetermined systems is presented in
[53] (see also discussion in [11]). However, to the best of our knowledge, there is
no constructive algorithm of integration of such systems at present. In order to solve
a given nonlinear overdetermined system, one should develop a separate algorithm,
adapted to the system in question. We study system (2.21) in Sects. 2.4 and 2.5. In
order to construct its solutions, some additional restrictions will be used.
In conclusion of this section, which (together with Sect. 2.2) contains a theoret-
ical background for Chaps. 2–4, we present the following observation. According
56 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

to the definition of conditional symmetry proposed in [9, Chap. 5], the differential
consequences of (2.18) should be used, hence one may reformulate criterion (2.16)
in a such way that the manifold

M2 D fuxx D d1 .u/ut  C1 .u; v/; vxx D d2 .v/vt C C2 .u; v/; Q.u/ D 0;
@ @ @ @
Q.v/ D 0; @t
Q.u/ D 0; @x
Q.u/ D 0; @t
Q.v/ D 0; @x
Q.v/ D 0g

will be used instead of M2 . It turns out that the definition obtained does not lead
to any new conditional symmetries of system (2.13) because (2.13) is a system of
evolution equations [13]. Here we present a sketch of the proof (the detailed proof
is presented in [50]).
Let us calculate the differential consequences of the equations Q.u/ D 0 and
Q.v/ D 0 (see (2.18)) w.r.t. the variables t and x:

utt D 1t C 1u ut C 1v vt  t ux  u ut ux  v vt ux  uxt ; (2.22)


utx D 1x C 1u ux C 1v vx  x ux  u ux ux  v vx ux  uxx ; (2.23)
vtt D 2t C 2u ut C 2v vt  t vx  u ut vx  v vt vx  vxt ; (2.24)
vtx D 2x C 2u ux C 2v vx  x vx  u ux vx  v vx vx  vxx : (2.25)

Obviously, the derivatives utt ; utx ; vtt and vtx can be easily found from (2.22)–(2.25).
However, the expressions obtained do not affect the algorithm presented above
because the governing equations (2.18) and (2.19) do not involve these derivatives,
hence one again arrives at the system of DEs (2.21).
Other possibilities are to find the first-order derivatives from (2.22)–(2.25) and
substitute into (2.18) and (2.19). However, the resulting system is again (2.21).

2.4 Conditional Symmetries of Reaction-Diffusion Systems


with Constant Diffusivities

As we noted above, the diffusivity coefficients in RDSs are usually taken to be


positive constants. Let us consider system (2.13) in the case d 1 D 1 and d2 D 2 :

uxx D 1 ut C C1 .u; v/;


(2.26)
vxx D 2 vt C C2 .u; v/;
2.4 Conditional Symmetries of Reaction-Diffusion Systems with Constant. . . 57

where 1 and 2 are positive constants. So, the system of DEs (2.21) for finding
coefficients of operator (2.15) takes the form

.1/ uu D vv D uv D 0;


.2/ 1vv D 0;
.3/ 2uu D 0;
.4/ 21 u C 1uu  2xu D 0;
.5/ 22 v C 2vv  2xv D 0;
.6/ .1 C 2 /v C 21uv  2xv D 0;
.7/ .1 C 2 /u C 22uv  2xu D 0;
.8/ .1  2 /1v C 21xv  2v C1  21 v 1 D 0;
.9/ .2  1 /2u C 22xu  2u C2  22 u 2 D 0; (2.27)
.10/ 1 .2u 1  t  v 2  2x / C 2 v 2
C3u C1 C v C2  21xu C xx D 0;
.11/ 2 .2v 2  t  u 1  2x / C 1 u 1
C3v C2 C u C1  22xv C xx D 0;
.12/ 1 .1t C 2 1v C 2x 1 /  2 2 1v C 1 Cu1 C 2 Cv1
1u C1 C 2x C1  1v C2  1xx D 0;
.13/ 2 .2t C 1 2u C 2x 2 /  1 1 2u C 1 Cu2 C 2 Cv2
2u C1 C 2x C2  2v C2  2xx D 0:

As pointed out in the previous section, the construction of the general solution
of such systems is a difficult task. Here we solve system (2.27) under the additional
restrictions

 D .u; v/; i D i .u; v/; i D 1; 2 (2.28)

in order to construct Q-conditionally invariant RDSs with constant diffusivities.


Solving Eqs. (1)–(3) of system (2.27), we obtain

 D au C bv C c; 1 D p1 .u/v C q1 .u/; 2 D p2 .v/u C q2 .v/; (2.29)

where a; b and c are arbitrary constants, and p1 ; p2 ; q1 and q2 are arbitrary smooth
functions. Substituting (2.29) into Eqs. (6) and (7) from (2.27) and splitting the
equations obtained w.r.t. the powers of u and v, we arrive at the system

a2 .1 C 2 / D 0; b2 .1 C 2 / D 0;
(2.30)
.1 C 2 /a.bv C c/ C 2p2v D 0; .1 C 2 /b.au C c/ C 2p1u D 0:

Obviously, solutions of the first pair of Eq. (2.30) are a D b D 0 because 1 and 2
are positive, hence  D c. Solving Eqs. (4)–(7) of system (2.27), we obtain

pi D const D ˛i .i D 1; 2/; q1 D ˇ1 u C 1; q2 D ˇ2 v C 2;
58 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

where ˇi and i .i D 1; 2/ are arbitrary constants. Thus, expressions (2.29) take the
form

 D c; 1 D ˛1 v C ˇ1 u C 1; 2 D ˛2 u C ˇ2 v C 2: (2.31)

Substituting (2.31) into Eqs. (8) and (9) of system (2.27), we arrive at

c˛1 .1  2 / D 0; c˛2 .1  2 / D 0: (2.32)

Solving the system of algebraic equations (2.32), we derive three solutions 1 D


2 ; ˛1 D ˛2 D 0 and c D 0. The general solution of the remaining Eqs. (10)–(13)
essentially depends on the above solutions. Examination of the first two solutions
leads to the following theorem.
Theorem 2.3 ([51]) The system of DEs for finding Q-conditional symmetry opera-
tors of the form (2.15) (under restrictions (2.28)) for system (2.26) coincide with
the system of DEs for finding of Lie symmetry operators provided 1 D 2 or
1v D 2u D 0.
Proof Substituting (2.31), with 1 D 2 , into system (2.27), we obtain that Eqs. (1)–
(11) are transformed into identities, while Eqs. (12) and (13) take the form

1 Cu1 C 2 Cv1  1u C1  1v C2 D 0;


(2.33)
1 Cu2 C 2 Cv2  2u C1  2v C2 D 0:

In [22] the DEs for finding Lie symmetries with condition 1 D 2 were written
down in the explicit form. Substituting conditions (2.28) into these equations, we
see that the equations obtained in this way are identical to Eq. (2.33).
Substituting (2.31), with ˛1 D ˛2 D 0; into system (2.27), we see, that Eqs. (1)–
(11) also transform into identities, and Eqs. (12) and (13) take the form

1 Cu1 C 2 Cv1  1u C1 D 0;


(2.34)
1 Cu2 C 2 Cv2  2v C2 D 0:

Comparing Eq. (2.34) with equations, which are obtained for finding Lie symmetries
of system (2.26) with conditions (2.28) from [21], we see that they are identical.
The proof is now complete. t
u
Thus, to find Q-conditional symmetry operators, which are inequivalent to Lie
symmetry operators, we must assume that 1 ¤ 2 ; ˛12 C ˛22 ¤ 0. Now one needs
to set c D 0 (see Eq. (2.32)). In this case expressions (2.31) take the form

 D 0; 1 D ˛1 v C ˇ1 u C 1; 2 D ˛2 u C ˇ2 v C 2: (2.35)
2.4 Conditional Symmetries of Reaction-Diffusion Systems with Constant. . . 59

So, Eqs. (1)–(11) of system (2.27) are satisfied identically by expressions (2.35),
while Eqs. (12) and (13) take the form

.˛1 v C ˇ1 u C 1 /Cu1 C .˛2 u C ˇ2 v C 1


2 /Cv  ˇ1 C1  ˛1 C2
D ˛1 .2  1 /.˛2 u C ˇ2 v C 2 /;
(2.36)
.˛1 v C ˇ1 u C 1 /Cu2 C .˛2 u C ˇ2 v C 2
2 /Cv  ˛2 C1  ˇ2 C2
D ˛2 .1  2 /.˛1 v C ˇ1 u C 1 /:

Thus, we can formulate the following theorem.


Theorem 2.4 ([51]) Nonlinear RDS (2.26) is Q-conditionally invariant under
operator (2.15) with coefficients (2.35) if and only if (iff) the nonlinearities C1 ; C2
are the solutions of the linear first-order system (2.36).
To find the general solution of system (2.36) one needs to analyse the two cases
˛2 D 0 and ˛2 ¤ 0. The case ˛2 ¤ 0; i.e., 2u ¤ 0 (then automatically 1v ¤ 0)
is much more complicated and needs a separate examination (see a particular result
in [51]).
In the case ˛2 D 0, system (2.36) contains an autonomous equation and has the
form
1
.˛1 v C ˇ1 u C 1 /Cu C .ˇ2 v C 2 /Cv1 D ˇ1 C1 C ˛1 C2 C ˛1 .2  1 /.ˇ2 v C 2 /;
.˛1 v C ˇ1 u C 1 /Cu2 C .ˇ2 v C 2 /Cv2 D ˇ2 C2 :
(2.37)
Since ˛1 ¤ 0, renaming C1 ! ˛1 C1 ; u ! ˛1 u; 1 ! ˛1 1 , and taking into
account that we can get rid of the parameter 1 using linear substitutions w.r.t. u and
v, system (2.37) can be reduced to the form

.v C ˇ1 u/Cu1 C .ˇ2 v C 2 /Cv1 D ˇ1 C1 C C2 C .2  1 /.ˇ2 v C 2 /;


(2.38)
.v C ˇ1 u/Cu2 C .ˇ2 v C 2 /Cv2 D ˇ2 C2 :

One notes the particular solution of system (2.38)

1 1 2 1
Cpart D .2  1 /.˛1 v C ˇ1 u C 1 /; Cpart D .1  2 /.ˇ2 v C 2 /:
2 2
In order to construct the general solution of (2.38), we need to solve the correspond-
ing homogeneous system, that is

.v C ˇ1 u/Cu1 C .ˇ2 v C 2 /Cv1 D ˇ1 C1 C C2 ;


(2.39)
.v C ˇ1 u/Cu2 C .ˇ2 v C 2 /Cv2 D ˇ2 C2 :

The general solution of (2.39) depends essentially on the parameters ˇ1 ; ˇ2 and 2.


As a result, the following theorem is proved.
60 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

Table 2.1 Q-conditional symmetry operators of RDS (2.26) with 1 ¤ 2


C1 .u; v/ C2 .u; v/ Q
1 f .v/ C ug.v/ vg.v/ @t C v@u
2 .v C u/f .v/  g.v/ g.v/ @t C ˇ1 .v C u/@u ; ˇ1 ¤ 0
3 f .!/ C g.!/vC g.!/ C 12 .1  2 / @t C v@u C @v
1
2
.2  1 /v ! D 2u  v 2
4 f .!/Cg.!/vC 12 .2 1 /v ˇ2 g.!/ .v C 2 / C 12 ˇ2 .1  @t C v@u C ˇ2 .v C 2 /@v ;
2 /.v C 2 / ˇ2 ¤ 0
! D ˇ2 u  vC 2 ln .v C 2 /
5 f .!/v C ˇ1 g.!/v C 12 .1  2 /ˇ1 v @t C .v C ˇ1 u/@u C ˇ1 v@v ;
 
g.!/v ln.v/C 12 .2  ! D v 1 exp ˇv1 u ˇ1 ¤ 0
1 /.v C ˇ1 u/
ˇ1
6 f .!/v ˇ2 C g.!/vC .ˇ2  ˇ1 /g.!/vC 12 .1  @t C .v C ˇ1 u/@u C ˇ2 v@v ;
1
2
.2  1 /.v C ˇ1 u/ 2 /ˇ2 v ˇ1 ˇ2 .ˇ1  ˇ2 / ¤ 0
ˇ1

! D v ˇ2 ..ˇ1  ˇ2 /u C v/
7 f .!/ exp.ˇ1 v/  2 g.!/C g.!/ C 12 .1  2 / @t C ˇ1 .u C 2 v/@u C
1
2
.2  1 /ˇ1 .u C 2 v/ ! D exp.ˇ1 v/
  @v ; ˇ1 2 ¤ 0
uC 2v C 2
ˇ1

Theorem 2.5 ([51]) RDS (2.26) with 1 ¤ 2 is Q-conditionally invariant under


operator (2.15) under restrictions (2.28) and 2u D 0 iff the system and correspond-
ing operator have one of the seven forms listed in Table 2.1. Any other system of the
form (2.26) admitting operator (2.15) with the above restrictions is reduced to one
of those from Table 2.1 by the linear transformation u ! c1 u C c2 ; v ! c3 v C c4
with correctly specified constants c1 ¤ 0; c2 ¤ 0; c3 and c4 .
Table 2.1 presents seven subclasses of RDSs with the constant diffusivities,
which admit Q-conditional symmetry. Each subclass involves arbitrary smooth
functions f and g of the relevant arguments. Depending on the form of f and g,
one may extract RDSs arising in applications and construct exact solutions for
them using the symmetry operators obtained. This approach is realized for several
nonlinear RDSs in Chaps. 3 and 4. Here we present an interesting example only. Let
us consider case 4 from Table 2.1. Assuming that f D c1 ! 2  a1 ! (c1 6D 0) and
g D c1 !  a2 C 2 
2
1
, one may extract the nonlinear RDS

uxx D 1 ut C ˇ2 u.a1 C ˇ2 c1 u  c1 v/ C rv;


(2.40)
vxx D 2 vt C ˇ2 v.a2 C ˇ2 c1 u  c1 v/;

where all the coefficients are arbitrary constants, while a2 D a1  r C 2  1 .


Making the discrete transformation v ! v and setting ˇ2 D 1 (for simplicity),
system (2.40) and its symmetry operator are transformed into

1 ut D uxx C u.a1  c1 u  c1 v/ C rv;


(2.41)
2 vt D vxx C v.a2  c1 u  c1 v/
2.5 Conditional Symmetries of Reaction-Diffusion Systems with Power-Law. . . 61

and

@t  v@u C v@v :

Now one realizes that system (2.41) with r D 0 is the DLVS describing, for example,
the competition of two populations (provided all parameters are nonnegative), while
(2.41) with r 6D 0 and a2 < 0 is the Belousov–Zhabotinskii type system.

2.5 Conditional Symmetries of Reaction-Diffusion Systems


with Power-Law Diffusivities

In this section, we find Q-conditional symmetry operators of the form

Q D @t C .t; x; U; V/@x C 1 .t; x; U; V/@U C 2 .t; x; U; V/@V (2.42)

of two-component RDSs with the power-law diffusivities

Ut D .U k Ux /x C F.U; V/;
(2.43)
Vt D .V l Vx /x C G.U; V/:

As pointed out in Sect. 2.1, a power dependence of the diffusion coefficients D1 .U/
and D2 .V/ is typically adopted in models with variable diffusivities. Hence, RDSs
of the form (2.43) form the most important class of such systems, if one wants to
apply the results obtained for some real-world models. Note that RDSs with the
diffusivities D1 D d1 U k and D2 D d2 V l (d1 and d2 are arbitrary positive constants)
are reduced to the form (2.43) via scale transformations [23].
First of all we apply the local substitution

u D U kC1 ; k ¤ 1;
(2.44)
v D V lC1 ; l ¤ 1

(this is a particular case of the Kirchhoff substitution (2.12)) in order to simplify


the further computations. Of course, the cases k D l D 1 and k D 1; l 6D
1 (l D 1; k 6D 1 is symmetric) are special and need separate investigation.
1
Substitution (2.44) reduces operator (2.42) to the form (2.15) with @u D kC1 U k @U ;
1 l
@v D lC1 V @V , while system (2.43) takes the form

uxx D um ut C C1 .u; v/;


(2.45)
vxx D v n vt C C2 .u; v/;
 1 1

where m D  kC1 k
¤ 1; n D  lC1 l
¤ 1; C1 .u; v/ D .k C 1/F u kC1 ; v lC1
 1 1

and C2 .u; v/ D .l C 1/G u kC1 ; v lC1 .
62 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

Thus, the system of DEs (2.21) corresponding to the RDS system (2.45) takes
the form

.1/ uu D vv D uv D 0;


.2/ 1vv D 0;
.3/ 2uu D 0;
.4/ 2u um C 1uu  2xu D 0;
.5/ 2v v n C 2vv  2xv D 0;
.6/ v .um C v n / C 21uv  2xv D 0;
.7/ u .um C v n / C 22uv  2xu D 0;
.8/ 1v .um  v n / C 21xv  2v C1  2v 1 um D 0;
.9/ 2u .v n  um / C 22xu  2u C2  2u 2 v n D 0; (2.46)
.10/  m1 um1 C .2u 1  t  v 2  2x /um
Cv 2 v n C 3u C1 C v C2  21xu C xx D 0;
.11/  n2 v n1 C .2v 2  t  u 1  2x /v n
Cu 1 um C 3v C2 C u C1  22xv C xx D 0;
.12/ m.1 /2 um1 C .1t C 2 1v C 2x 1 /um  2 1v v n
C1 Cu1 C 2 Cv1  1u C1 C 2x C1  1v C2  1xx D 0;
.13/ n.2 /2 v n1 C .2t C 1 2u C 2x 2 /v n  1 2u um
C1 Cu2 C 2 Cv2  2u C1 C 2x C2  2v C2  2xx D 0:

Equations (1) from system (2.46) are easily integrated and lead to

 D a.t; x/u C b.t; x/v C c.t; x/; (2.47)

where a; b and c are arbitrary (at the moment) smooth functions. Substituting (2.47)
into Eqs. (6) and (7) of (2.46) and taking into account the second and third equations
of (2.46), one arrives at the requirement a D b D 0. Thus, Eqs. (2)–(7) of system
(2.46) can be straightforwardly integrated and their general solution takes the form

 D .t; x/;
1 D q1 .t/v C r1 .t; x/u C p1 .t; x/; (2.48)
2 D q2 .t/u C r2 .t; x/v C p2 .t; x/;

where the functions in the right-hand sides are arbitrary.


The remaining Eqs. (8)–(13) of system (2.46) involving the functions C1 and C2
are the classification equations. To solve them one should consider three different
cases depending on the functions q1 .t/; q2 .t/ and .t; x/ arising in (2.48):

(a) q1 .t/ D q2 .t/ D 0; .t; x/ ¤ 0I


(b) q1 .t/ D q2 .t/ D 0; .t; x/ D 0I
(c) q1 .t/2 C q2 .t/2 ¤ 0; .t; x/ D 0:
2.5 Conditional Symmetries of Reaction-Diffusion Systems with Power-Law. . . 63

Remark 2.1 The fourth possible case q1 .t/2 C q2 .t/2 ¤ 0; .t; x/ 6D 0 arises only
under the restriction m D n D 0, which follows from Eqs. (8)–(9) of system (2.46).
Hereafter we assume m2 C n2 6D 0; because RDSs with constant diffusivities were
examined in Sect. 2.4.
It turns out that case (a) does not lead to any Q-conditional symmetry operators
of the form (2.42).
Theorem 2.6 ([50]) RDS (2.43) with k2 C l2 ¤ 0 and .k C 1/.l C 1/ 6D 0 admits
only such operators of the form (2.42) with  ¤ 0 and 1V D 2U D 0, which are
equivalent to the Lie symmetry operators.
Proof Here we present only a sketch of the proof. In order to prove Theorem 2.6
one should solve the system of DEs (2.46) under conditions q1 .t/ D q2 .t/ D 0;
.t; x/ ¤ 0 and (2.48). In particular, DEs (10)–(13) from (2.46) take the form
 
t C 2x C mr1 um C mp1 um1 C 2rx1  xx D 0;
 
t C 2x C nr2 v n C np2 v n1 C 2rx2  xx D 0;
 1       2
r u C p1 Cu1 C r2 v C p2 Cv1 C 2x  r1 C1  p1xx  rxx1
u C m p1 um1
   
C p1t C 2mh1 p1 C 2x p1 um C rt1 C m.r1 /2 C 2x r1 umC1 D 0; (2.49)
 1       2
r u C p1 Cu2 C r2 v C p2 Cv2 C 2x  r2 C2  p2xx  rxx2
v C n p2 v n1
    2 
C p2t C 2nh2 p2 C 2x p2 v n C rt2 C n r2 C 2x r2 v nC1 D 0:

Now one notes that the third and fourth equations of system (2.49) are linear first-
order PDEs w.r.t. C1 and C2 . According to the standard technique of solving such
equations, one needs to find variable !, using the following ordinary differential
equation (ODE)

du dv
D 2 :
r1 u Cp 1 r u C p2

Obviously, its solution essentially depends on r1 ; p1 ; r2 and p2 . As a result, one


needs to examine six different cases

(1) r1 D p1 D r2 D p2 D 0;
(2) r1 D p1 D r2 D 0; p2 ¤ 0;
(3) r1 D p1 D 0; r2 ¤ 0;
(4) r1 D r2 D 0; p1 ¤ 0; p2 ¤ 0;
(5) r1 D 0; p1 ¤ 0; r2 ¤ 0;
(6) r1 ¤ 0; r2 ¤ 0:
64 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

Note that three additional cases

r2 D p2 D r1 D 0; p1 ¤ 0;
r2 D p2 D 0; r1 ¤ 0;
r1 ¤ 0; r2 D 0; p2 ¤ 0

can be excluded from the examination because each of them can be obtained from
those above by renaming u ! v, v ! u.
Here we consider in detail only case (1). In this case, the third and fourth
equations of system (2.49) take the form

x C1 D 0; x C2 D 0;

hence two subcases, x D 0 and C1 D C2 D 0, arise. The latter simply means that
F 1 .U; V/ D F 2 .U; V/ D 0, i.e., RDS (2.43) reduces to two independent diffusion
equations.
The first subcase implies that t D 0 (see the first and second equations in (2.49)),
hence  D const. Thus, we conclude that the nonlinear RDS

uxx D um ut C C1 .u; v/;


(2.50)
vxx D v n vt C C2 .u; v/

admits only Q-conditional symmetry operators of the form

Q D @t C @x ; D const.

On the other hand, system (2.50) is invariant w.r.t. the Lie symmetry operators
Pt D @t and Px D @x ; hence the above operator Q is nothing else but the Lie
symmetry operator.
Cases (2)–(6) can be studied in a quite similar way. Finally, the detailed
examination leads exactly to the Lie symmetry operators, which are listed in Table 1
[24], in each case.
The sketch is now complete. t
u
In contrast to case (a), examination of case (b) leads to new results.
Theorem 2.7 ([25, 50]) RDS (2.43) with k2 C l2 ¤ 0 and .k C 1/.l C 1/ 6D 0 is
Q-conditional invariant under the operator (2.42) with  D 0 and 1V D 2U D 0 iff
it and the relevant operator have the forms listed in Table 2.2 (in the table, f and
g are arbitrary smooth functions of the relevant argument, while j . j D 1; 2; 3; 4/
are arbitrary constants).
Proof To prove the theorem one needs to construct the general solution of sub-
system (8)–(13) of system (2.46) having the general solution (2.48) of subsystem
(1)–(7) and applying the restrictions  D 0 and 1v D 2u D 0. Obviously, Eqs. (8)
2.5 Conditional Symmetries of Reaction-Diffusion Systems with Power-Law. . . 65

Table 2.2 Q-conditional symmetries of RDS (2.43)


RDSs of the form (2.43) Q-conditional operators Restrictions
1 Ut D .U k Ux /x C f .U kC1 / 1
@t C 2p.x/V 2 @V pxx D p2 C p; p ¤ 0
1 1
Vt D V  2 Vx 2V 2 Cg.U kC1 /
x
2 Ut D .U k Ux /x C 1 U k C @t C 1 U k @U C  .kC1/
˛ D 12 .lC1/ ; 2 ¤ 0;
f .U kC1  ˛V lC1 / 2 V l @V 21 C l2 ¤ 0
Vt D .V l Vx /x C 2 V l C
g.U kC1  ˛V lC1 /
   1
3 U D U  12 U 1
 2U 2 C @t C 2p.x/ U 2 @U C pxx D p2 C p; p ¤ 0
t x
 1  x
1

1
f U2 V2 V 2 @V
 1  1
Vt D V  2 Vx  2V 2 C
 1 1
 x
g U2 V2
4 Ut D .U k Ux /x C 1 U k C f .!/ @t C 1 U k @U C exp.2 .lC1/U kC1 /
!D  .kC1/ ;
Vt D .V l Vx /x C .V lC1  2 .V  3 V l /@V .V lC1 3 / 1
3 /.g.!/ C 2 V l / 2 ¤ 0; either 21 C 23 ¤
0 or
23 Ck2 ¤ 0 or 21 Cl2 ¤ 0
k  .lC1/
5 Ut D .U k Ux /x C @t C 2 .U  1 U /@U C .U kC1 1 / 4
! D lC1 2 .kC1/ ;
.U kC1  1 /. f .!/ C 2 U k / l
4 .V  3 V /@V .V 3 /
Vt D .V l Vx /x C 2 4 ¤ 0;
.V lC1  3 /.g.!/ C 4 V l / either 21 C 23 ¤ 0; or
23 Ck2 ¤ 0 or 21 Cl2 ¤ 0

and (9) are automatically satisfied, while Eqs. (10) and (11) are reduced to the form
1xu D 0 and 2xv D 0; respectively, i.e.:

r1 D r1 .t/; r2 D r2 .t/:

So, the remaining Eqs. (12) and (13) take the form
 1   
r u C p1 Cu1 C r2 v C p2 Cv1  r1 C1
     2
C rt1 C m.r1 /2 umC1 C p1t C 2mr1 p1 um C m p1 um1  p1xx D 0;
 1    (2.51)
r u C p1 Cu2 C r2 v C p2 Cv2  r2 C2
 2     2
C rt C n.r2 /2 v nC1 C p2t C 2nr2 p2 v n C n p2 v n1  p2xx D 0:

System (2.51) consists of two independent first-order linear PDEs w.r.t. the
unknown functions C1 .u; v/ and C2 .u; v/, therefore its general solution can be
straightforwardly constructed, however we should remember that the coefficients
in (2.51) are functions of t and x. To construct all possible solutions of (2.51) one
needs to consider the cases (1)–(6) as above (up to renaming u ! v and v ! u):
In case (1), operator (2.42) immediately takes the form Q D @t ; which is, of
course, the Lie symmetry operator. A similar situation occurs in case (3) because all
the operators obtained are equivalent to the relevant Lie symmetry operators listed
in [23]. The most interesting cases are (2) and (4)–(6).
66 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

Consider case (2) in detail. In this case system (2.51) takes the form

p2 Cv1 D 0;
(2.52)
p2 Cv2 C p2t v n C n. p2 /2 v n1  p2xx D 0

and its formal integration leads to the solution

C1 D f .u/
R  p2xx p2t n
 (2.53)
C2 D p2
 p2
v  np2 v n1 dv C g.u/;

where f and g are arbitrary smooth functions. Since the function C2 does not depend
on t and x, three subcases should be separately examined: n D 0, n D 1 and n 6D 0I 1.
p2 p2
The first subcase immediately gives C2 D xxp2 t v C g.u/; so that

p2xx  p2t
D ;
p2

where  is an arbitrary constant. So, the system

uxx D um ut C f .u/;
(2.54)
vxx D vt C v C g.u/

admits the Q-conditional symmetry operator

Q D @t C p2 .t; x/@v ; (2.55)

where p2 .t; x/ is the general solution of the linear PDE p2t D p2xx  p2 . However, if
one now applies substitution (2.44) to (2.54) and (2.55), then the RDS and the Lie
symmetry listed in [23] (see case 5 in Table 1) are obtained. So, subcase n D 0 does
not lead to any Q-conditional symmetries.
In the subcase n D 1 the general solution of (2.52) takes the form

C1 D f .u/; C2 D v C g.u/;

p2xx
where  D p2
 p2 . So, the system

uxx D um ut C f .u/;
(2.56)
vxx D vvt C v C g.u/

admits the Q-conditional symmetry operator

Q D @t C p2 .x/@v ; (2.57)
2.5 Conditional Symmetries of Reaction-Diffusion Systems with Power-Law. . . 67

where the function p2 .x/ is the general solution of the nonlinear ODE

p2xx D . p2 /2 C p2 : (2.58)

Applying now substitution (2.44) to (2.56)–(2.57) and introducing the relevant


notations, one arrives at the system and the Q-conditional symmetry operator listed
in case 1 of Table 2.2.
Considering the subcase n ¤ 0I 1; we immediately obtain p2 D  D const (see
(2.53)) and this leads to the system

uxx D um ut C f .u/;
(2.59)
vxx D v n vt  v n C g.u/

and the operator

Q D @t C @v : (2.60)

Operator (2.60) is reduced to the form Q D @t C lC1 V l @V with  6D 0 by using
substitution (2.44). On the other hand, system (2.59) and operator (2.60) correspond
to a particular case at 1 D ˛ D 0 of those listed in case 2 of Table 2.2. Thus, case
(2) is completely investigated.
Case (4) can be examined in a quite similar way and the system

uxx D um ut  ˛um C f .u  ˛v/;


(2.61)
vxx D v n vt  v n C g.u  ˛v/

and the operator

Q D @t C .˛@u C @v / (2.62)

are obtained, where ˛ ¤ 0 is an arbitrary constant. It is easily seen that systems and
operators (2.59)–(2.62) can be united, i.e., the restriction ˛ ¤ 0 is not essential.
Applying now substitution (2.44) to (2.61)–(2.62) and introducing the relevant
notations, one arrives at the system and the Q-conditional symmetry operator listed
in case 2 of Table 2.2. It turns out that the power m D n D 1 leads to an additional
symmetry in this case. In fact, the system

uxx D uut C u C f .u  v/;


(2.63)
vxx D vvt C v C g.u  v/

is conditionally invariant w.r.t. the operator

Q D @t C p2 .x/.@u C @v /; (2.64)
68 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

where p2 .x/ is the general solution of the nonlinear ODE (2.58). Formulae (2.63)–
(2.64) together with the substitution (2.44) generate the system and the operator
listed in case 3 of Table 2.2. Those listed in cases 4 and 5 of the table can be similarly
obtained by examination of cases (5) and (6).
Finally, we note that all operators arising in Table 2.2 are not Lie symmetry
operators because any Lie symmetry operator of RDS (2.43) must be linear on U
and V [23].
The proof is now complete. t
u
Remark 2.2 Restrictions on the coefficients k arising in the last column of
Table 2.2 guarantee that the relevant operators do not coincide with Lie symmetries.
Of course, those operators are still Q-conditional symmetry operators if some k
vanish, however, they are equivalent to the relevant Lie symmetry operators obtained
in [23].
Case (c) is the most complicated. In order to examine this case, one needs to
consider separately three subcases

(c1) p1x D 0; p2x ¤ 0;


(c2) p1x ¤ 0; p2x ¤ 0;
(c3) p1x D p2x D 0:

We note that the subcase p2x D 0; p1x ¤ 0 is reduced to (c1).


A complete analysis of subcase (c1) is done in [50] and the result can be
formulated as follows.
Theorem 2.8 RDS (2.43) with k2 C l2 ¤ 0 and .k C 1/.l C 1/ 6D 0 is Q-conditional
invariant under the operator (2.42) with p1x D 0; p2x ¤ 0 iff it and the relevant
operator have 16 forms listed below (F.U/ is an arbitrary smooth function, ˛; ˇ;
and j . j D 1; 2; 3; 4/ are arbitrary constants).

Ut D .U k Ux /x C F 1 ;
Vt D Vxx C F 2 ; k ¤ 0:

1. F 1 D 1 U kC1 C 2 ; F 2 D 3 V C F.U/; 
Q D @t C exp ..1 .k C 1/ C 3 / t/ U kC1 C p @V ;
pt D pxx C 3 p C 2 exp ..1 .k C 1/ C 3 / t/ ; ¤ 0.
2. F 1 D F.U/; F 2 D 3 V  2 .k C 1/F.U/
 C 2 3 U ;
kC1

Q D @t C 2 U kC1
C V C p @V ;
pt D pxx C 3 p; 2 ¤ 0.
3. F 1 D 1 C 2 U k ; F 2 D 3V C 4 U 2.kC1/ C 5U kC1 ; 
Q D @t C 2 U k @U C e3 t  22 4 .kC1/ U kC1
C p @V ;
 3  
2 .kC1/
pt D pxx C 3 p  .k C 1/ .1 C 2 / e3 t C 2 3 4 C 2 5 ;
2 3 ¤ 0.
2.5 Conditional Symmetries of Reaction-Diffusion Systems with Power-Law. . . 69

4. F 1 D 1 C 2 U k ; F 2 D 3U 2.kC1/ C 4 U kC1 ; 


Q D @t C 2 U k @U C .22 3 .k C 1/t C / U kC1 C p @V ;
pt D pxx  .22 3 t C /.2 C 1 /.k C 1/ C 2 4 ; 2 ¤ 0.
5. F 1 D 1 C 2 U k ; F 2 D 
3 V C 4 U
kC1
C 5exp ˛U kC1 ; 
Q D @t C 2 U k @U C e3 t C ˛2 4 .kC1/ U kC1
C˛ 2 .k C 1/V C p @V ;
3 
pt D pxx  3 p  .1 C 2 /.k C 1/ e3 t C ˛2 4 .kC1/ 3
C 2 4 .k C 1/;
˛2 3 ¤ 0.  
6. F 1 D 1 C 2 U k ; F 2 D 3 U kC1 C 4 exp ˛U kC1 ; 
Q D @t C2 U k @U C .  ˛2 3 .k C 1/t/ U kC1 C˛2 .kC1/V Cp @V ;
pt D pxx  
.1 C 2 /.k C 1/.  ˛2 3 t/ C 2 3 .k C 1/; ˛2 ¤ 0.
1 2
7. F D 1  kC1 U kC1 C 2 U;
F 2 D 1 .k C 1/V  3 .k C 1/U C 3 U kC1 ;
2
Q D @t C 1˛ exp. U@U
 2 kt/ 
3 ..2 ˇ/ exp.2 kt/C˛ˇ/ kC1
C 2 ˛.kC1/ U C ˇV C p @V ;
pt D pxx C 1 .k C 1/p; 2 ˛ ¤ 0.
8. F 1 D .1  2 /U kC1 C 2 .k C 1/U;
F 2 D 1 .k C 1/V  3 .k C 1/U C 3 U 
kC1
C 4 .k C 1/ ln U; 
2 .kC1/ 1
Q D @t C 1 exp.2 k.kC1/t/ U@U C 3 exp.2 k.k C 1/t/U kC1 C p @V ;
2
pt D pxx C 1 .k C 1/p  1 exp. 2 4 .kC1/
; 2 ¤ 0.
1
   k
 2 k.kC1/t/
9. F D U kC1
C ˛ 1 C 2 U ;
2
 kC1 ˇ  
F D .1 C 2 /.k C 1/V C 3 U C ˛ C 4 U kC1 C ˛ ;
Q D @t C 2 U C ˛U k @U 
C .  2 4 .ˇ  1/.k C 1/t/ U kC1 C ˇ2 .k C 1/V C p @V ;
pt D pxx C .1 C 2 /.k C 1/p  ˛2 4 .k C 1/.ˇ  1/
 ˛.1 C2 /.k C 1/.24 .k C 1/.ˇ  1/t C /; 2 ˇ.ˇ  1/ ¤ 0.
10. F 1 D U kC1 C ˛ 1 C 2 U k ;
 ˇ  kC1 
F 2 D 3 V C 4 U kC1 C ˛ C 5 U C˛ ;
Q D @t C 2 .U C ˛U k /@U C exp..1  2 .k C 1/ C 3 /t/
 
C 12 
5 .ˇ1/.kC1/
2 .kC1/C3
U kC1
C ˇ 2 .k C 1/V C p @V ;

pt D pxx C 3 p C ˛ .1  2 .k C 1// exp ..1  2 .k C 1/ C 3 /t/

 2 1 
3 5 .ˇ1/.kC1/
.kC1/C
; 2 .1  2 .k C 1/ C 3 /ˇ.ˇ  1/ ¤ 0.
  2
 3

11. F 1 D U kC1 C  ˛ 1 C2 U k ; 
F 2 D 3 V C U kC1 C ˛ 4 ln.U kC1  C ˛/ C 5 ;
 
Q D @t C 2 U C ˛U k @U C exp ..1  2 .k C 1/ C 3 /t/
 
2 4 .kC1/
 1  2 .kC1/C3
U kC1
C  2 .k C 1/V C p @V ;
70 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

pt D pxx C 3 p  ˛.1 C 2 /.k C 1/ exp ..1  2 .k C 1/ C 3 /t/


C ˛ 2 3 4 .kC1/
1 2 .kC1/3
; 1  2 .k C 1/ C 3 ¤ 0.
1
 kC1  
12. F D U C ˛ 1 C 2 U k ;  
F 2 D .1 C 2 /.k C 1/V C U kC1 C ˛ 3 ln.U kC1 C ˛/ C 4 ;
Q D @t C 2 .U C ˛U k /@U C .2 3 .k C 1/t C / U kC1

C2 .k C 1/V C p @V ;
 
pt D pxx C .1 C 2 /.k C 1/ p  ˛.2 3 .k C 1/t C / C ˛2 3 .k C 1/.
  
13. F 1 D U kC1 C ˛ 1 C 2 U k ;   kC1 
F 2 D .1 C 2 /.k C 1/V C 3 ln U kC1
 C ˛ C  4 U C ˛ ; 
k
Q D @t C 2 .U C ˛U /@U C .2 4 .k C 1/t C / U kC1
C p @V ;

pt D pxx C .k C 1/ .1 C 2 / .p  ˛.2 4 .k C 1/t C //

C2 .˛4 C 3 / .
  
14. F 1 D U kC1 C ˛ 1 C 2 U k

;
 
2
F D 3 V C 4 ln U
kC1 C ˛ C 5 U kC1 C ˛ ;
 
Q D @t C 2 U C ˛U k @U
  
C exp ..3  .1 C 2 /.k C 1//t/ C .1 C2/.kC1/
2 5
3
U kC1 C p @V ;
pt D pxx C 3 p  ˛.1 C 2 /.k C 1/ exp ..3  .1 C 2 /.k C 1///
 
C2 3 .˛ 3 5
1 C2 /.kC1/
C 4 ; 3  .1 C 2 /.k C 1/ ¤ 0:

15. F 1 D 1 U C 2 U k C 3 U k V  3 V C 4 U kC1 C 5 ;
F 2 D .4  1 /.k
 C 1/V;   
Q D @t C 3 V  1 U kC1 C 2 U k @U C ˛U kC1 C ˇV C p @V ;
pt D pxx C .k C 1/ ..4  1 /p  ˛.5 C 2 // ; 3 ¤ 0.

Ut D .U k Ux /x C F 1 ;
1
Vt D .V  2 Vx /x C F 2 :
 1

16. F 1 D 1 V  21 V 2 C ˛ U k C 3 U kC1  21 2 U C 4 ;
 1 
F 2 D 23 .k C 1/ V 2 C ˛  22 .k C 1/.1 V C 4 /;
 1   1
 1
Q D @t 21 V 2 C 2 U kC1 C ˛ U k @U C2 p.x/  1 2 .k C 1/V 2 V 2 @V ;
p00 D p2  3 .k C 1/p C 1 2 .k C 1/2 .2 4  ˛3 /; 1 ¤ 0.

The detailed proof of Theorem 2.8 is based on the construction of the general
solution of the system of DEs (2.46) provided the given restrictions on the operator
Q take place. We omit here the relevant cumbersome calculations.
Remark 2.3 Each Q-conditional symmetry presented in cases 1–15 involves the
function p.t; x/, which is an arbitrary solution of the linear diffusion equation
pt D pxx C pR1 .t; x/ C R0 .t; x/, where R1 .t; x/ and R0 .t; x/ are the correctly specified
2.5 Conditional Symmetries of Reaction-Diffusion Systems with Power-Law. . . 71

functions. The Q-conditional symmetry arising in case 16 contains the function p.x/,
which is an arbitrary solution of the integrable ODE.
Remark 2.4 In case 16, we have corrected inexactnesses arising in [50].
Remark 2.5 Each system arising in Theorem 2.8 is semi-coupled, i.e., contains
autonomous equations. It is unlikely that such systems can reflect any general
physical or biological laws. However, they may be governing equations for some
specific models describing real-world processes. For example, case 1 with 1 D
2 D 3 D F.U/ D 0 generates a system of two autonomous diffusion equations
admitting the Q-conditional symmetry Q D @t C . U kC1 C p/@V . These are
governing equations for the classical Stefan type problem modelling melting and
evaporation of metals (see, e.g., [1, 14]).
In contrast to (c1), examination of case (c2) leads to a trivial result: RDS (2.43)
is not invariant under the operator (2.42) provided p1x ¤ 0 and p2x ¤ 0. The proof
of this statement can be derived by solving the system of DEs (2.46) under the
restrictions

q1 .t; x/2 C q2 .t; x/2 ¤ 0;  D 0; p1x ¤ 0; p2x ¤ 0:

Finally, examination of case (c3) leads to the system

.q1 v C r1 u C p1 /Cu1 C .q2 u C r2 v C p2 /Cv1  r1 C1  q1 C2


C.q1 .q2 u C r2 v C p2 / C q1t v C rt1 u C p1t /um
Cm.q1 v C r1 u C p1 /2 um1  q1 .q2 u C r2 v C p2 /v n D 0;
(2.65)
.q v C r1 u C p1 /Cu2 C .q2 u C r2 v C p2 /Cv2  r2 C2  q2 C1
1

C.q2 .q1 v C r1 u C p1 / C q2t u C rt2 v C p2t /v n


Cn.q2 u C r2 v C p2 /2 v n1  q2 .q1 v C r1 u C p1 /um D 0

(here qi D qi .t/; ri D ri .t/; pi D pi .t/; i D 1; 2), which should be solved w.r.t. the
functions Ci D Ci .u; v/; i D 1; 2. Although system (2.65) is linear, the algorithm
for the construction of its general solution is cumbersome because the functions
qi ; ri and pi .i D 1; 2/ are not specified. Of course, the general solution can be
easily constructed in the case of correctly specified coefficients. For example, if
q1 D 0, then the first equation is autonomous and system (2.65) can be solved in a
similar way as it was done in [51].
As examples, we examined the systems

uut D uxx C u.a1 C b1 u C c1 v/;


(2.66)
vvt D vxx C v.a2 C b2 u C c2 v/

and

uut D uxx C u.a1  b1 u  c1 v/ C rv;


(2.67)
vvt D vxx  v.a2 C b2 u/:
72 2 Q-Conditional Symmetries of Reaction-Diffusion Systems

Obviously, systems (2.66) and (2.67) are natural generalizations of DLVS (2.2)
and of the Belousov–Zhabotinskii system (2.3), respectively. It turns out that both
systems admit Q-conditional symmetry operators, which can be constructed using
particular solutions of system (2.65) with m D n D 1 and the functions Ck .k D
1; 2/ taken from (2.66) and (2.67). Finally, we conclude that the generalized DLVS
(2.66) admits Q-conditional symmetry of the form

Q D @t C .a1 C b1 u C c1 v/@u C .a2 C b2 u C c2 v/@v

(the restriction c21 C b22 ¤ 0 guarantees that it is a non-Lie symmetry) and the
generalized Belousov–Zhabotinskii system (2.67) with

c1 D r.2b1  b2 /.r C a1 C a2 /.a1 C a2 /2 and a1 C a2 6D 0

is conditionally invariant w.r.t. the operator

Q D .a1 C a2 /2 @t  r2 .2b1  b2 /v@u C r.a1 C a2 /.2b1  b2 /v@v

(the restriction r.2b1  b2 / ¤ 0 guarantees that it is a non-Lie symmetry).

2.6 Concluding Remarks

A novel way to find new type of symmetries for PDEs was proposed in 1969 [8].
In the same paper, the idea was realized in the form of an algorithm for finding
new symmetries of the linear heat (diffusion) equation. Although the algorithm is
based on the classical Lie scheme [46, 49], the resulting symmetries can be non-
Lie symmetries of the equation in question, therefore they were called nonclassical
symmetries. Following [27, 35], we call them Q-conditional symmetries in order
to distinguish from other types of symmetries (weak symmetry [47, 48, 52],
conditional symmetry [20, 34, 35], generalized conditional symmetry [30, 59])
because each non-Lie symmetry can be called nonclassical. From the applicability
point of view, the algorithm for finding Q-conditional symmetry of a given PDE is
highly nontrivial (each time a nonlinear system of PDEs must be integrated) and this
was a reason why nontrivial examples of Q-conditional symmetries were not found
for a long time. In 1987 the Bluman–Cole algorithm was rediscovered in [33, 47]
and later successfully applied to a wide range of nonlinear PDEs (see, e.g., [9, 26]
and the references therein), especially reaction-diffusion-convection equations (see
Chap. 1 for details).
It turns out that the problem of finding Q-conditional symmetry becomes much
more complicated in the case of (multi-component) nonlinear systems of PDEs.
To the best of our knowledge, there are very few papers devoted to the search for
Q-conditional (nonclassical) symmetries of systems of evolution equations, which
References 73

were published before 2005 [5, 28, 38]. A majority of such papers were published
during the last 10 years [4, 13, 15–19, 25, 40, 55].
In this chapter, the recently developed theoretical background for searching for
Q-conditional symmetries of evolution systems of PDEs is presented. We generalize
the standard notation of Q-conditional (nonclassical) symmetry by introducing the
notion of Q-conditional symmetry of the p-th type and show that different types
of Q-conditional symmetry of a given system generate a hierarchy of conditional
symmetry operators. It is shown that Q-conditional symmetry of the p-th type
possesses some properties, which distinguish it from nonclassical symmetry.
The class of two-component nonlinear RDSs (2.1) is examined in order to find Q-
conditional symmetry operators. The relevant system of DEs was derived and solved
under additional restrictions, so that several RDSs of the form (2.1) possessing
conditional symmetry were obtained. In particular, it was shown that the DLVS and
the Belousov–Zhabotinskii system (with correctly specified coefficients) and some
of their generalizations admit Q-conditional symmetry operators.
Finally, it is worth highlighting the following remarks about Q-conditional
symmetry of the class of RDSs (2.1).
1. The system of DEs (2.21) is very complicated and we believe that its general
solution cannot be derived without additional restrictions on the symmetry
operators in question. In the case of scalar reaction-diffusion equations (RDEs),
the relevant system of DEs is essentially simpler, hence its general solution can
be constructed (see Chap. 1).
2. Particular solutions of system (2.21) usually lead to RDSs involving arbitrary
function(s) in reaction terms (see Tables 2.1 and 2.2). Scalar RDEs with Q-
conditional symmetry do not involve any arbitrary functions, but arbitrary
constants only (see Chap. 1).
3. The definition of Q-conditional symmetry of the first type should be applied in
order to obtain a system of DEs, which can be integrated without any restrictions
(in contrast to (2.21)). Thus, a complete classification of such symmetries could
be derived (see Chap. 4).

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Chapter 3
Conditional Symmetries and Exact Solutions
of Diffusive Lotka–Volterra Systems

Abstract Two- and three-component diffusive Lotka–Volterra systems are exam-


ined in order to find Q-conditional symmetries, to construct exact solutions and to
provide their biological interpretation. An exhaustive description of Q-conditional
symmetries of the first type (a special subset of nonclassical symmetries) of these
nonlinear systems is derived. An essential part of this chapter is devoted to the
construction of exact solutions of the systems in question using the symmetries
obtained. Starting from examples of travelling fronts (finding such solutions is
important from the applicability point of view), we concentrate mostly on finding
exact solutions with a more complicated structure. As a result, a wide range of exact
solutions are constructed for the two-component diffusive Lotka–Volterra system
and some examples are presented for the three-component diffusive Lotka–Volterra
system. Moreover, a realistic interpretation for two and three competing species is
provided for some exact solutions.

3.1 The Lotka–Volterra System and Its Application

It is widely accepted that Lotka [24] and Volterra [34] were the prominent
investigators who created the mathematical background of ecology. In the 1920s
they developed independently a mathematical model for describing a prey–predator
interaction. The model consists of two nonlinear ordinary differential equations
(ODEs) of the form

du
D u.a  bv/;
dt
dv
D v.c C du/;
dt

where the functions u.t/ and v.t/ describe the time evolution of the numbers
of prey and predators, respectively, a; b; c and d are positive parameters with

© Springer International Publishing AG 2017 77


R. Cherniha, V. Davydovych, Nonlinear Reaction-Diffusion Systems,
Lecture Notes in Mathematics 2196, DOI 10.1007/978-3-319-65467-6_3
78 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

well-known interpretation. In words, one may formulate the Lotka and Volterra
model as follows [5]:
[rate of change of u] = [net rate of growth of u without predation]  [net rate of loss
of u due to predation],
[rate of change of v] =  [net rate of loss of v without prey] C [net rate of growth
of v due to predation].
It was soon noted that two ODEs with quadratic nonlinearities can also describe
other types of interaction (competition, mutualism), hence the classical Lotka–
Volterra model is usually presented in the form

ut D u.a1 C b1 u C c1 v/;
(3.1)
vt D v.a2 C b2 u C c2 v/:

Depending on the signs of coefficients in (3.1), three common types of interaction


between two populations arise, namely: predator–prey interaction, competition and
mutualism.
A natural generalization of (3.1) follows if one considers the interaction of
several species, say m instead of 2, and takes into account their diffusion in space.
As a result, the diffusive m-component Lotka–Volterra system is obtained
0 1
X
m
uit D di ui C ui @ai C bij u j A ; i D 1; : : : ; m;
jD1

where u1 .t; x/; u2 .t; x/; : : : ; um .t; x/ are unknown concentrations of species, di 
0; ai and bij are arbitrary constants (i; j D 1; : : : ; m/; while x D .x1 ; x2 ; : : : ; xn / and
@2 @2
 is the Laplace operator @x 2 C    C @x2 . Nowadays the diffusive Lotka–Volterra
1 n
system (DLVS) is used as the basic model for a variety of processes in ecology,
biology, medicine, chemistry, economics, etc. [5, 27–29]. In those processes, the
functions uj . j D 1; : : : ; m/ can be concentrations/densities of species, cells (in
tissue, tumour, bones, etc.), drugs or chemicals.
On the other hand, the DLVS is a much more complicated model (compared
with that without diffusion); its extensive rigorous study started about 40 years ago
(see, e.g., [15, 18, 22, 32]). In the case of the two-component DLVS, existence
and construction of plane wave solutions were examined [10, 19, 21, 23, 31]. In
the case of multi-component DLVSs, the progress in this direction has been rather
modest (see some results in [6, 17, 20, 26]). Of course, there is a large number
of studies, in which numerical methods are applied, however, we concentrate on
analytical (especially symmetry-based) methods and techniques.
3.2 The Two-Component Diffusive Lotka–Volterra System 79

3.2 The Two-Component Diffusive Lotka–Volterra System

Here we examine the two-component DLVS

1 ut D uxx C u.a1 C b1 u C c1 v/;


(3.2)
2 vt D vxx C v.a2 C b2 u C c2 v/;

where k > 0; ak ; bk and ck are arbitrary constants (k D 1; 2), u D u.t; x/


and v D v.t; x/ are unknown functions presenting, for example, the population
concentrations. Hereinafter we assume that (3.2) is nonlinear and b22 C c21 ¤ 0, i.e.,
the system cannot consist of two independent equations.
In this section, Q-conditional symmetries of DLVS (3.2) are completely
described. All possible Q-conditional symmetries of the first type in an explicit form
are constructed. The relevant non-Lie ansätze reducing the DLVS with correctly
specified coefficients to ODE systems and examples of exact solutions are found. A
possible biological interpretation of some exact solutions is presented. In particular,
those describing different scenarios of the competition of two populations are
discussed.

3.2.1 Determining Equations

Lie symmetries of (3.2) have been completely described in [10]. Here we present
briefly this result in order to distinguish Lie and Q-conditional symmetries.
It is obvious that DLVS (3.2) with arbitrary coefficients is invariant under the
two-dimensional Lie algebra generated by the following operators of translation
with respect to (w.r.t.) the independent variables t and x:

Pt D @t ; Px D @x : (3.3)

This algebra is usually called the principal (trivial) algebra. From the applicability
point of view this means that one may look for the plane wave solutions of DLVS
(3.2) of the form

u D .!/; v D .!/; ! D x  ˛t; ˛ 2 R: (3.4)

In papers [10, 19, 21, 23, 31], ansatz (3.4) was used for constructing some plane
wave solutions in an explicit form (see Sect. 3.2.3).
It turns out that there are several cases when this nonlinear system admits a
nontrivial Lie symmetry, i.e., three- and higher-dimensional Lie algebra.
Theorem 3.1 ([10]) DLVS (3.2) is invariant w.r.t. three- and higher-dimensional
Lie algebra if and only if (iff) its reaction terms and the corresponding symmetry
operator(s) have the forms listed in Table 3.1. If DLVS (3.2) with other reaction
80 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

Table 3.1 Lie symmetries of DLVS (3.2)


Lie symmetries extending
Reaction terms Restriction algebra (3.3)
1 u.b1 u C c1 u/ D D 2tPt C xPx  2.u@u C v@v /
v.b2 u C c2 v/
2 b1 u2 D; v@v
b2 uv
3 b1 u2 D; v@v ; X 1 D P.t; x/@v
0
4 u.a1 C b1 u/ v@v
b2 uv
5 u.a1 C b1 u/ v@v ; X 1 D P.t; x/@v
0
6 u.a1 C b1 u/ 1 D 2 v@v ; u@v
v.a1 C b1 u/
7 b1 u2 1 D 2 v@v ; u@v ; D R D b1 tu@u C @v
b1 uv
The function P.t; x/ is an arbitrary solution of the linear diffusion equation 1 Pt D Pxx and, hence,
the operator X 1 generates an infinite-dimensional Lie algebra, which is typical for all linear partial
differential equations

terms admits a nontrivial Lie algebra, then it is reduced to one of the forms presented
in Table 3.1 by a local substitution from the set

u ! c11 exp.c10 t/u C c12 ;


v ! c21 C c22 exp.c20 t/v

(here cki (k D 1; 2; i D 0; 1; 2) are some correctly specified constants).


It can be seen from Table 3.1 that DLVSs possessing nontrivial Lie symmetry are
semi-coupled (see cases 2–7), except for case 1. From the point of view of real-world
applications, DLVS (3.2) with a1 D a2 D 0 only is important and can be examined
in order to find exact solutions using the operator of scale transformations D.
It turns out that DLVS (3.2) also admits Q-conditional symmetry under the
relevant coefficient restrictions, which do not affect the biological sense of the
system. Definition 2.1 should be applied in order to construct the system of
determining equations (DEs) for finding the Q-conditional symmetry operator of
the form

Q D @t C .t; x; u; v/@x C 1 .t; x; u; v/@u C 2 .t; x; u; v/@v : (3.5)

However, we have done this already for the general reaction-diffusion system (RDS)
in Chap. 2. Thus, one needs only to substitute

dk D k ; C1 D u.a1 C b1 u C c1 v/; C2 D v.a2 C b2 u C c2 v/


3.2 The Two-Component Diffusive Lotka–Volterra System 81

into (2.21). As a result, the system of DEs takes the form

uu D vv D uv D 1vv D 2uu D 0; (3.6)


21 u C 1uu  2xu D 0; (3.7)
22 v C 2vv  2xv D 0; (3.8)
.1 C 2 /v C 21uv  2xv D 0; (3.9)
.1 C 2 /u C 22uv  2xu D 0; (3.10)
.1  2 /1v C 21xv 1
C 2u.a1 C b1 u C c1 v/v  21 v  D 0; (3.11)
.2  1 /2u C 22xu C 2v.a2 C b2 u C c2 v/u  22 u 2 D 0; (3.12)
 
1 2u 1  t  v 2  2x C 2 v 2  3u u.a1 C b1 u C c1 v/
 v v.a2 C b2 u C c2 v/  21xu C xx D 0; (3.13)
 
2 2v 2  t  u 1  2x C 1 u 1  3v v.a2 C b2 u C c2 v/
 u u.a1 C b1 u C c1 v/  22xv C xx D 0; (3.14)
 1 2 1 1
 2 1
1 t C  v C 2x   2  v  1 .a1 C 2b1 u C c1 v/  c1 2 u
C u.a1 C b1 u C c1 v/.1u  2x / C 1v v.a2 C b2 u C c2 v/ D 1xx ; (3.15)
 2 2 2 2
 1 2
2 t C  u C 2x   1  u  2 .a2 C b2 u C 2c2 v/  b2 1 v
C 2u u.a1 C b1 u C c1 v/ C v.a2 C b2 u C c2 v/.2v  2x / D 2xx : (3.16)

It turns out that the functions 1 and 2 can be at maximum linear functions
w.r.t. u and v. In fact, the differential consequences of (3.9) and (3.10) w.r.t. these
variables lead to the expressions

.1 C 2 /v2 D 0; .1 C 2 /u2 D 0

so that u D v D 0. Having  D .t; x/, Eqs. (3.6)–(3.10) can be easily solved and
one arrives at

1 D q1 .t; x/v C r1 .t; x/u C p1 .t; x/;


(3.17)
2 D q2 .t; x/u C r2 .t; x/v C p2 .t; x/;

hence, the most general form of operator (3.5) for system (3.2) is
   
Q D @t C @x C q1 v C r1 u C p1 @u C q2 u C r2 v C p2 @v ; (3.18)

where the functions qk ; rk ; pk .k D 1; 2/ should be found from the remaining


Eqs. (3.11)–(3.16).
82 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

Substituting (3.17) and u D v D 0 into Eqs. (3.11)–(3.16), they can be split


w.r.t. u; v; u2 ; v 2 ; uv. Finally, one obtains the system

.c1  c2 /q1 D 0; (3.19)


2
.b1  b2 /q D 0; (3.20)
c1 q2 C b1 .r1 C 2x / D 0; (3.21)
1 2
b2 q C c2 .r C 2x / D 0; (3.22)
.2b1  b2 /q1 C c1 .r2 C 2x / D 0; (3.23)
2 1
.2c2  c1 /q C b2 .r C 2x / D 0; (3.24)
.1  2 /q1 C 2q1x D 0; (3.25)
2
.2  1 /q C 2q2x D 0; (3.26)
1 .t C 2x / C 2rx1  xx D 0; (3.27)
2 .t C 2x / C 2rx2  xx D 0; (3.28)
1 .rt1 C 2r1 x / C .1  2 /q1 q2  c1 p2  2b1 p1  2a1 x  rxx
1
D 0; (3.29)
2 .rt2 C 2r2 x / C .2  1 /q1 q2  b2 p1  2c2 p2  2a2 x  rxx
2
D 0; (3.30)
1 .q1t C 2q1 x / C .1  2 /q1 r2  .a1  a2 /q1  c1 p1  q1xx D 0; (3.31)
2 .q2t 2 2 1
C 2q x / C .2  1 /q r C .a1  a2 /q  b2 p  2 2
q2xx D 0; (3.32)
1 . p1t C 2p1 x / C .1  2 /q1 p2  a1 p1  p1xx D 0; (3.33)
2 . p2t 2
C 2p x / C .2  1 /q p  a2 p  2 1 2
p2xx D 0; (3.34)

which does not involve the unknown functions u and v.

3.2.2 Q-Conditional Symmetry

Analysis of the overdetermined system (3.19)–(3.34) shows that its solutions


essentially depends on the relation between 1 and 2 .
Theorem 3.2 ([7]) In the case 1 ¤ 2 , DLVS (3.2) is Q-conditionally invariant
under operator (3.18) iff b1 D b2 D b; c1 D c2 D c.
If bc D 0; b2 C c2 ¤ 0, then system (3.2) and the Q-conditional
 symme-
tries (up to local transformations u ! bu; v ! exp a22 t v; b ¤ 0 and
3.2 The Two-Component Diffusive Lotka–Volterra System 83

 
u ! exp a1
1 t v; cv ! u; c ¤ 0) have the forms

1 ut D uxx C u.a1 C u/;


(3.35)
2 vt D vxx C vu;

Q D @t C 12˛ 1
@
 2 x   
C '.t/ exp.˛1 x/u C exp.˛1 x/ 2 ' 0 .t/ C a1 '.t/  ˛12 '.t/ C ˛2 v @v ;
(3.36)
where the function '.t/ ¤ 0 is the general solution of the linear ODE

22 ' 00 C 2 .a1  2˛12 /' 0 C ˛12 .˛12  a1 /' D 0: (3.37)

If bc ¤ 0 and the additional restrictions

q1x D q2x D 0 (3.38)

hold, then exactly three cases (up to local transformations u ! bu; v ! cv and
u ! v; v ! u) exist when system (3.2) admits Q-conditional symmetry operators.
They are listed as follows:

(i) 1 ut D uxx C u.a1 C u C v/;


(3.39)
2 vt D vxx C v.a2 C u C v/; a1 ¤ a2 ;

Q1 D .1  2 /@t  .a1 v C a2 u C a1 a2 /.@u  @v /; a1 a2 ¤ 0; (3.40)


Q2 D .1  2 /@t C .a1  a2 /u.@u  @v /; (3.41)
Q3 D .1  2 /@t  .a1  a2 /v.@u  @v /I (3.42)

(ii) 1 ut D uxx C u.a C u C v/;


(3.43)
2 vt D vxx C v.a C u C v/;

Q1 D .1  2 /@t  a.v C u C a/.@u  @v /; a ¤ 0; (3.44)


Q2 D .1  2 /t@t  .1 v C 2 u/.@u  @v /I (3.45)

(iii) 1 ut D uxx C u.a1 C u C v/;


(3.46)
2 vt D vxx C v.a2 C u C v/; a ¤ 0;
84 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

Q1 D .1  2 /@t  a.1 v C 2 u C a1 2 /.@u  @v /; (3.47)


Q2 D @t C au.@u  @v /; (3.48)
Q3 D @t  av.@u  @v /; (3.49)
at
Q4 D .e  ˛.1  2 //@t C a˛.1 v C 2 u C a1 2 /.@u  @v /; ˛ ¤ 0:
(3.50)

Proof Using Eqs. (3.19)–(3.20) from the system of DEs, one notes that three cases
can take place:

(a) b1 6D b2 and/or c1 6D c2 I
(b) b1 D b2 D b 6D 0; c1 D c2 D 0I
(c) b1 D b2 D b 6D 0; c1 D c2 D c 6D 0:

Note that the fourth possible case b1 D b2 D 0; c1 D c2 D c ¤ 0 is reduced to


the second case by renaming u ! v; v ! u.
It turns out that case (a) produces the restrictions

q1 D 0; q2 D 0; (3.51)

which lead only to Lie symmetry operators of system (3.2). Let us show this.
If b1 ¤ b2 and c1 ¤ c2 , then restrictions (3.51) immediately follow from (3.19)–
(3.20). If b1 D b2 D b and c1 ¤ c2 , then q1 D 0 follows from (3.19); furthermore,
Eqs. (3.21) and (3.24) lead to .c2 c1 /q2 D 0 , q2 D 0 (the subcase b1 ¤ b2 ; c1 D
c2 D c leads to the same result).
Having restrictions (3.51), we immediately obtain c1 p1 D 0; b2 p2 D 0 from
(3.31) and (3.32). Obviously, if c1 b2 ¤ 0, then

p1 D p2 D 0: (3.52)

If c1 b2 D 0, say, c1 D 0; b2 ¤ 0 (subcase c1 ¤ 0; b2 D 0 can be treated in


the same way) then p2 D 0. Simultaneously system (3.2) is reduced to one with an
autonomous equation, which is nothing else but the Fisher equation

1 ut D uxx C u.a1 C b1 u/: (3.53)

Now we assume that such a system is Q-conditionally invariant under an operator


of the form (3.18). However, the Fisher equation does not admit any Q-conditional
symmetry [3, 14, 33] but only Lie symmetry

Q D ˛1 @t C ˛2 @x (3.54)
3.2 The Two-Component Diffusive Lotka–Volterra System 85

if a1 is an arbitrary constant, and

Q D .2˛0 t C ˛1 /@t C .˛0 x C ˛2 /@x  2˛0 u@u

(here ˛i are arbitrary constants, i D 0; 1; 2) if a1 D 0.


So, p1 D 0 and the restrictions (3.52) are again obtained.
Restrictions (3.51) and (3.52) essentially simplify the system of DEs (3.19)–
(3.34), which takes the form

b1 .r1 C 2x / D 0; (3.55)


b2 .r1 C 2x / D 0; (3.56)
2
c1 .r C 2x / D 0; (3.57)
c2 .r2 C 2x / D 0; (3.58)
1 .t C 2x / C 2rx1  xx D 0; (3.59)
2 .t C 2x / C 2rx2  xx D 0; (3.60)
1 .rt1 1
C 2r x /  2a1 x  1
rxx D 0; (3.61)
2 .rt2 C 2r2 x /  2a2 x  rxx
2
D 0: (3.62)

Now one may easily check that any solution of system (3.55)–(3.62) leads to a Q-
conditional symmetry operator, which will be equivalent to the corresponding Lie
symmetry operator listed in Table 3.1. Consider, for example, the most general case
b2 c1 ¤ 0. Obviously, (3.56) and (3.57) with b2 c1 ¤ 0 lead to

r1 D r2 D 2x : (3.63)

So, having (3.63) and 1 ¤ 2 ; we obtain the system

t C 2x D 0; xx D 0; (3.64)

from (3.59), (3.60) and (3.63). Substituting the general solution of (3.64)

˛0 x C ˛2
.t; x/ D
2˛0 t C ˛1

into (3.63), we can solve Eqs. (3.61)–(3.62). Finally, the operator

˛0 x C ˛2 2˛0
@t C @x  .u@u C v@v / (3.65)
2˛0 t C ˛1 2˛0 t C ˛1

is obtained if a1 D a2 D 0. However, operator (3.65) is nothing else but a linear


combination of Lie symmetry operators of (3.2) (see Table 3.1, case 1) multiplied
by 2˛0 t C ˛1 . If a21 C a22 ¤ 0, then operator (3.54) occurs, which is again the Lie
symmetry operator. Thus, case (a) is completely examined.
86 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

Consider case (b).


 Here
 system (3.2) can be reduced to (3.35) by the substitution
u ! bu; v ! exp a22 t v; because c1 D c2 D 0. Since the first equation of (3.35)
is the Fisher equation (3.53) the same approach can be used as above. Thus, using
operator (3.54), one can obtain the restrictions q1 D p1 D r1 D 0 and operator
(3.18) takes the form

Q D @t C ˛@x C .q2 u C r2 v C p2 /@v ; ˛ D const:

Simultaneously, the system of DEs (3.19)–(3.34) reduces to

rx2 D rt2 D 0; 2 p2t  p2xx D 0;


.2  1 /˛ q2 C 2q2x D 0; 2 q2t C a1 q2  p2  q2xx D 0:

The general solution of this linear system can be straightforwardly constructed and
it reads as follows
 
r2 D ˛2 ; q2 D '.t/ exp.˛1 x/; p2 D exp.˛1 x/ 2 ' 0 .t/ C a1 '.t/  ˛12 '.t/ ;

where ˛1 D 12 ˛.1  2 / and ˛2 are arbitrary constants, while the function '.t/ is
the general solution of the ODE (3.37). Thus, system (3.35) and the Q-conditional
symmetry (3.36) are found.
Consider case (c). Here the DLVS (3.2) is reduced to system (3.39), i.e., (3.2)
with b D c D 1, by the substitution u ! bu; v ! cv. Now we take into account
the restrictions q1x D q2x D 0; hence, the system of DEs reads as follows

.1  2 /q1 D 0; .2  1 /q2 D 0; (3.66)


1 2 2 1
q C r C 2x D 0; q C r C 2x D 0; (3.67)
1 .t C 2x / C 2rx1  xx D 0; 2 .t C 2x / C 2rx2  xx D 0; (3.68)
1 .rt1 1 1 2
C 2r x / C .1  2 /q q  p  2p  2a1 x  2 1 1
rxx D 0; (3.69)
2 .rt2 C 2r2 x / C .2  1 /q1 q2  p1  2p2  2a2 x  rxx
2
D 0; (3.70)
1 .q1t 1 1 2
C 2q x / C .1  2 /q r  .a1  a2 /q  p D 0; 1 1
(3.71)
2 .q2t C 2q2 x / C .2  1 /q2 r1 C .a1  a2 /q2  p2 D 0; (3.72)
1 . p1t 1
C 2p x / C .1  2 /q p  a1 p  1 2 1
p1xx D 0; (3.73)
2 . p2t C 2p2 x / C .2  1 /q2 p1  a2 p2  p2xx D 0: (3.74)

If q1 D q2 D 0, then we again obtain Lie symmetry operators only (see case (a)).
So, nontrivial results are obtainable only under the restriction .q1 /2 C .q2 /2 ¤ 0.
Equations (3.66) under this restrictions produce  D 0, hence, we obtain

q1 D r2 D  .t/; q2 D r1 D '.t/ (3.75)


3.2 The Two-Component Diffusive Lotka–Volterra System 87

from (3.67) and (3.68) (here '.t/ and .t/ are arbitrary smooth functions at the
moment). Substituting (3.75) into (3.71)–(3.72), we find

p1 D .a1  a2 / .t/ C .2  1 / 2 .t/  1 0 .t/;


(3.76)
p2 D .a2  a1 /'.t/ C .1  2 /' 2 .t/  2 ' 0 .t/:

Having (3.75) and (3.76), Eqs. (3.69)–(3.70) can be rewritten as ODEs for the
functions '.t/ and .t/:

P D  a2 a1 C.
'.t/ 1 2 /.'C
.1 2 /2
/
..31  2 / ' C 22 / ; (3.77)
P .t/ D a2 a1 C.1 2 /.'C /
.21 ' C .32  1 / / : (3.78)
.1 2 /2

Finally, using formulae (3.75)–(3.78), the last two Eqs. (3.73)–(3.74) can be
rewritten as two algebraic equations for finding '.t/ and .t/. The difference of
those leads to the classification equation
 
.1 ' C 2 / a1  a2  .1  2 /.' C / a1 .41 C 52 /

a2 .51 C 42 /  4.1  2 /..21 C 2 /' C .1 C 22 / / D 0:
(3.79)
Thus, three subcases follow from (3.79):
a1  a2
(c1) 'D C I
1  2
2
(c2) 'D I
1
(c3) ' D ..4a1  5a2 /1 C .5a1 C 4a2 /2

4.1  2 /.1 C 22 / / =4.1  2 /.21 C 2 /:

In subcase (c1), Eqs. (3.73) and (3.74) are equivalent to the equation

.a1  .1  2 / / .a1  a2  .1  2 / / D 0:

If D 1a1
2
; then ' D  1a2
2
and using (3.75) and (3.76) we arrive at
operator (3.40).
If D 0, then ' D a11 a 2
2 , so that operator (3.41) is obtained (the restriction
a1 ¤ a2 guarantees that it is not a Lie symmetry operator).
If D a11 a
2 , then ' D 0, hence operator (3.42) and the same restriction a1 ¤ a2
2

are obtained. Thus, the proof of item (i) is complete.


In subcase (c2), Eqs. (3.73) and (3.74) are equivalent to the equation

.t/.a1  a2 /.a1 2  a2 1 / D 0:
88 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

Since .t/ ¤ 0 (otherwise one arrives at the Lie symmetry operator Q D @t ) two
possibilities occur: a1 D a2 and a1 D 12 a2 .
If a1 D a2 , then we obtain

.t/ D 1 .˛ C .1  2 /t/1 ; ˛ D const

from (3.78). Note that we set ˛ D 0 without loss of generality. Now the functions
p1 ; p2 ; can be found from (3.76), hence, we obtain operator (3.45). Operator (3.44)
follows from (3.40) if one sets a1 D a2 D a. Thus, the proof of item (ii) is complete.
If a1 D 12 a2 (here a2 6D 0 otherwise item (ii) is obtained), then Eq. (3.78)
produces
  1
a2
.t/ D ˛0 a2 1 ˛0 .1  2 /2  exp  t ;
2

where ˛0 is a nonvanishing constant. Thus, using notations a2 D a2 ; 2 ˛0 D ˛ and


Eq. (3.76), we obtain the most complicated operator (3.50). Finally, operators (3.47),
(3.48) and (3.49) are nothing else but (3.40), (3.41) and (3.42) with a1 D a1 ; a2 D
a2 , respectively. Thus, system (3.46) is obtained and all operators arising in item
(iii) are constructed.
It turns out that the detailed analysis of subcase (c3) does not lead to any new
operators.
The proof is now complete. t
u
Theorem 3.3 ([7]) In the case 1 D 2 , DLVS (3.2) admits only such operators of
the form (3.18), which are equivalent to the Lie symmetry operators.
The proof of the theorem is rather simple because Eqs. (3.25)–(3.26) immediately
produce restrictions (3.38) and the next steps are the standard routine.
Finally, we note that the solution of (3.19)–(3.34) without restrictions (3.38) is
still unknown. This means that one cannot claim that all possible Q-conditional
symmetries (3.5) of DLVS (3.2) are known.
Now we turn to finding Q-conditional symmetries of the first type. In order to
find such symmetries one should apply Definition 2.2 to DLVS (3.2). The system
of DEs obtained is simpler than (3.19)–(3.34) and can be integrated without any
restrictions (see details in [7]). Here we present only the final result.
Theorem 3.4 In the case 1 ¤ 2 , DLVS (3.2) is invariant under Q-conditional
operators of the first type only in two cases: b1 D b2 D b; c1 D c2 D c; bc D
0; b2 C c2 ¤ 0 and b1 D b2 D b; c1 D c2 D c; bc ¤ 0. The corresponding systems
and Q-conditional
 symmetries (up to the point transformations bu ! u; v !
exp 2 t v; c D 0I u ! exp a11 t v; cv ! u; b D 0I bu ! u; cv ! v; bc ¤ 0)
a2
3.2 The Two-Component Diffusive Lotka–Volterra System 89

have the forms

1 ut D uxx C u.a1 C u/;


(3.80)
2 vt D vxx C vu;
Q D @t C 12˛1 2 @x C .'.t/ exp.˛1 x/u
   (3.81)
C exp.˛1 x/ 2 ' 0 .t/ C a1 '.t/  ˛12 '.t/ C ˛2 v @v ;

where the function '.t/ ¤ 0 is the general solution of the linear ODE (3.38).

1 ut D uxx C u.a1 C u C v/;


(3.82)
2 vt D vxx C v.a2 C u C v/; a1 ¤ a2 ;
Q1 D .1  2 /@t C .a1  a2 /u.@u  @v /; (3.83)
Q2 D .1  2 /@t  .a1  a2 /v.@u  @v /: (3.84)

There are no other Q-conditional operators of the first type.


In the case 1 D 2 , DLVS (3.2) is invariant only under such Q-conditional
operators of the first type, which coincide with Lie symmetry operators.
It can be noted that Theorem 3.4 presents a particular result of Theorem 3.2
(formulae (3.80)–(3.84) coincide with the relevant formulae in Theorem 3.2), and
this is in agreement with the general theory (see Sect. 2.2). However, the theorem
gives an exhaustive list of Q-conditional symmetries of the first type in explicit form
and this is important from the mathematical point of view.

3.2.3 Reductions to Systems of Ordinary Differential


Equations and Exact Solutions

First of all, we note that DLVS (3.2) is invariant under time and space translations,
hence, its arbitrary solution u0 .t; x/; v0 .t; x/ generates a two-parameter family of
solutions of the form u.t  t0 ; x  x0 /; v.t  t0 ; x  x0 /. Having this in mind, we
always apply these translations in order to get t0 D x0 D 0 in the solutions obtained
below.
Now we look for the plane wave solutions of DLVS (3.2) in the case when the
system models the competition between two populations. Introducing new notation
k ! 1=k ; ak ! ak =k ; bk ! bk =k , ck ! ck =k we rewrite (3.2) in the
typical form

ut D 1 uxx C u.a1  b1 u  c1 v/;


(3.85)
vt D 2 vxx C v.a2  b2 u  c2 v/;
90 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

where all the coefficients are positive. Using ansatz (3.4), the competition model
(3.85) is reduced to ODEs

1 '! ! C ˛'! C '.a1  b1 '  c1 / D 0;


(3.86)
2 ! ! C ˛ ! C '.a2  b2 '  c2 / D 0:

Since it is impossible to construct the general solution of this nonlinear ODE


system with arbitrary coefficients, we consider a special case. Let us assume that
the following condition is satisfied:

D ˇ0 C ˇ1 '; (3.87)

where ˇ0 and ˇ1 are certain constants to be found below. Substituting (3.87)


into (3.86), we arrive at an overdetermined system, which possesses nonconstant
solutions only under the condition 1 D 2 D . So, without loss of generality we
set  D 1 below. As a result, the single second-order ODE

'! ! C ˛'! C '.a  b'/ D 0 (3.88)

is obtained. Here the parameters a and b depend essentially on the additional


parameter ˇ0 , namely:
( (
c1 b2 b1 c2
a1 D a2 ; ˇ0 D 0; c1 c2
;
ˇ0 D 0;
aD bD (3.89)
a1  a2 cc12 ; ˇ0 D ac22 ; b1 C c1 ˇ1 ; ˇ0 D ac22 ;
(
b1 b2
c2 c1 ; c1 6D c2 ; b1 6D b2 ;
ˇ1 D (3.90)
 aa21bc11 ; c1 D c2 ; b 1 D b 2 :

ODE (3.88) is well known because it is the reduced equation of the Fisher
equation (see Chap. 1 for details). In particular, ODE (3.88) possesses the exact
solution [1]
  r 2
a a
'.!/ D 1 C c exp ˙ ! ; (3.91)
b 6
p
where ˛ D p5 a and c is an arbitrary constant.
6
If c > 0, then taking into account formulae (3.87) and (3.4) and fixing the upper
sign in (3.91), the solution of DLVS (3.85)
 r 2
a a 5a
uD 1  tanh x t ;
4b 24 12
v D ˇ0 C ˇ1 u (3.92)

is obtained. Here the coefficients a, b, ˇ0 and ˇ1 are defined by (3.89) and (3.90).
3.2 The Two-Component Diffusive Lotka–Volterra System 91

It turns out that solution (3.92), which is a typical travelling front, has essentially
different properties depending on the value of the constant ˇ0 , therefore one
simulates different types of population interaction (see below).
If c < 0, then solution (3.91) generates the following solution of DLVS (3.85):
 r 2
a a 5a
uD 1  coth x t ;
4b 24 12
v D ˇ0 C ˇ1 u:

In
p acontrast to (3.92), this solution blows up at all points .t; x/ of the plane
5a
24 x  12 t D 0. We assume that such a solution may describe a pathologic type of
interaction when both populations grow unboundedly.
Now we apply solution (3.92) for solving the Neumann boundary value problem
(BVP) for the nonlinear DLVS (3.85).
Theorem 3.5 ([10]) A bounded exact solution of the nonlinear BVP, which consists
of DLVS (3.85) (with 1 D 2 D 1), the initial conditions
 r 2
a a
uD 1  tanh x  u0 .x/;
4b 24
v D ˇ0 C ˇ1 u0 .x/ (3.93)

and the Neumann conditions at infinity

ux .t; 1/ D ux .t; C1/ D vx .t; 1/ D vx .t; C1/ D 0 (3.94)

in the domain ˝ D f.t; x/ 2 Œ0; C1/  .1; C1/g has the form (3.92). In
formulae (3.93) and (3.92), the coefficients a, b, ˇ0 and ˇ1 are defined by (3.89)
and (3.90).
The proof is reduced to the verification that the boundary conditions (3.94) and
the initial conditions (3.93) are satisfied by the exact solution (3.92).
In order to provide some biological interpretation of this theorem, we note that
two essentially different cases occur, namely: ˇ0 6D 0 and ˇ0 D 0. If ˇ0 6D 0, then
solution (3.92) possesses the asymptotical behaviour
 
a1
.u; v/ ! ;0 as t ! 1; (3.95)
b1

provided the following condition is satisfied:

A > maxfB; Cg; (3.96)

where A D aa12 ; B D bb12 ; C D cc12 (note that the condition A.B1/ D B.C1/ follows
from (3.92) and (3.95)). In population dynamics, this means the uncompromising
92 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

competition between two populations of species u and v. An increase in population


u leads to a decrease in species v. Eventually, the complete disappearance of species
v takes place. In the case of the opposite condition

A < minfB; Cg (3.97)

the competition, in fact, has the same character. In this case, species u eventually
dies, while species v dominates. Note that there are no other relations between A; B;
and C (except (3.96) and (3.97)) provided ˇ0 6D 0.
If ˇ0 D 0 (in this case, the restriction a1 D a2 D a follows from (3.89)), then
solution (3.92) possesses the property
 
a.C  1/ a.1  B/
.u; v/ ! ; ; t ! 1: (3.98)
b2 .C  B/ c2 .C  B/

The restriction ˇ1 D bc12 b2


c1
> 0 must also be satisfied (see (3.90)), which guarantees
that solution (3.92) is nonnegative. In terms of A; B and C; formula (3.98) implies
either the relation

B>AD1>C (3.99)

or the relation

C > A D 1 > B: (3.100)

Solution (3.92) with property (3.98) describes the case of a ‘soft’ competition
between two populations, which allows an arbitrarily long (in time) coexistence
of species u and v.
It should be stressed that theorems on the existence of solutions of the Neumann
problem for DLVS (3.85) with properties (3.95) and (3.98) have been known for
a long time (see, e.g., [25] and the bibliography therein); in particular, it has been
established that relations (3.96), (3.97), (3.99) and (3.100) play a key role. However,
to the best of our knowledge, there are no papers presenting such solutions explicitly
except for a few studies [10, 16, 21, 31] devoted to the construction of appropriate
plane wave solutions. In particular, paper [16] is devoted to a special case of the
Belousov–Zhabotinskii system, namely DLVS (3.85) with a2 D c2 D 0. The exact
solution constructed in [16] can easily be obtained from (3.92) (for details see [10]).
The main part of this subsection is devoted to the construction of exact solutions
with more complicated structures than the plane wave solutions found above. It
is well known that by using Q-conditional symmetries one can reduce the given
two-dimensional PDE (system of PDEs) to an ODE (system of ODEs) via the
same procedure as for classical Lie symmetries. Thus, to construct an ansatz
corresponding to the operator Q, the system of the linear (quasi-linear) first-order
PDEs

Q.u/ D 0; Q.v/ D 0 (3.101)


3.2 The Two-Component Diffusive Lotka–Volterra System 93

should be solved. Substituting the ansatz obtained into the DLVS with correctly
specified coefficients, one obtains a system of ODEs, i.e., the reduced system
of equations. Solving the ODE system by applying the standard techniques and
inserting its solution(s) into the ansatz, we immediately obtain exact solutions for
the DLVS in question.
Theorem 3.2 gives several possibilities for finding exact solutions of DLVS
with the correctly specified coefficients. Here we apply Q-conditional symmetry
operators (3.40) and (3.44) in order to find exact solutions of systems (3.39) and
(3.43). Of course, all other operators can be applied in a quite similar fashion.
In the case of operator (3.40), system (3.101) takes the form

.1  2 /ut D .a1 v C a2 u C a1 a2 /;


(3.102)
.1  2 /vt D a1 v C a2 u C a1 a2 :

In order to solve (3.102) we immediately note that ut D vt , hence,

u.t; x/ D v.t; x/ C '1 .x/: (3.103)

Substituting (3.103) into the second equation of (3.102), we arrive at the linear
equation

.1  2 /vt D .a1  a2 /v C a2 '1 .x/ C a1 a2 :

If a1 ¤ a2 ; then this equation has the general solution


   
1 a1  a2
vD exp t '2 .x/  a2 '1 .x/  a1 a2 ;
a1  a2 1  2

therefore the ansatz


   
uD 1
a1 a2
 exp a11 a2

t ' 2 .x/ C a 1 ' 1 .x/ C a 1 a 2 ;
  2  (3.104)
1 a1 a2
vD a1 a2 exp 1 2 t '2 .x/  a2 '1 .x/  a1 a2

is obtained. Here '1 and '2 are functions to be found.


If a1 D a2 D a; then operator (3.43) is applied, therefore the ansatz

u D '1 .x/  '2 .x/  1 


a
2
.'1 .x/ C a/ t;
(3.105)
v D '2 .x/ C 1 2 .'1 .x/ C a/ t
a

is obtained.
In order to construct the reduced system, we substitute ansatz (3.104) into (3.39).
This means that we simply calculate the derivatives ut ; vt ; uxx ; vxx ; and insert them
94 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

into (3.39). After the relevant simplifications one arrives at the ODE system

'100 C '12 C .a1 C a2 /'1 C a1 a2 D 0;


(3.106)
'200 C a2 11 a1 2
2 '2 C '1 '2 D 0

to find the functions '1 and '2 .


Similarly, ansatz (3.105) leads to the reduced system

'100 C .a C '1 /2 D 0;
 
'200 C '2  1a2 2 .a C '1 / D 0:

Now we solve the ODE systems obtained above in order to construct exact
solutions in an explicit form. Let us consider system (3.106). Since the general
solution of this nonlinear ODE system cannot be found in an explicit form, we look
for particular solutions. Setting '1 D ˛ D const; we find

˛ 2 C .a1 C a2 /˛ C a1 a2 D 0 ) ˛1 D a1 ; ˛2 D a2

from the first equation of system (3.106). Now we take '1 D a1 (the case '1 D
a2 leads to the solution with the same structure) and substitute into the second
equation of system (3.106):

'200  ˇ1 '2 D 0; (3.107)

where ˇ D a11 a2


2
6D 0. Depending on the sign of the parameter ˇ the linear ODE
(3.107) generates two families of general solutions. Using those solutions and ansatz
(3.104), we obtain the following families of exact solutions of DLVS (3.39):
 p   p 
1
u D a1 C a2 a C1 exp ˇ 1 x C C2 exp  ˇ 1 x eˇt ;
 1 p   p  (3.108)
1
v D a1 a2
C1 exp ˇ1 x C C2 exp  ˇ1 x eˇt ;

if ˇ > 0; and
 p  p 
1
u D a1 C a2 a C1 cos ˇ 1 x C C2 sin ˇ 1 x eˇt ;
 1 
p  p  (3.109)
1
v D a1 a2
C1 cos ˇ1 x C C2 sin ˇ1 x eˇt ;

if ˇ < 0 (hereafter C1 and C2 are arbitrary constants).


Let us construct solutions of (3.106) with some restrictions on 1 and 2 . Firstly,
we note that the substitution

'1 D '  a 1 (3.110)


3.2 The Two-Component Diffusive Lotka–Volterra System 95

simplifies the first equation of (3.106) to the form

' 00 C ' 2 C .a2  a1 /' D 0: (3.111)

Of course, (3.111) can be reduced to the first-order ODE


 2
d' 2
D  ' 3 C .a1  a2 /' 2 C C
dx 3

with the general solution involving the Weierstrass function [4]. To avoid cumber-
some formulae, we set C D 0, hence, the general solution is
 p 
3.a1  a2 / a1  a2
'D 1  tanh2 x ; (3.112)
2 2

if a1 > a2 , and
 p 
3.a1  a2 / 2 a2  a1
'D 1 C tan x ; (3.113)
2 2

if a1 < a2 .
Thus, we can apply formulae (3.112) and (3.113) to solve the second ODE of
(3.106). In the case of solution (3.112), this ODE takes the form
 p 
1  32 3 a1  a2
'200 C '2 .a1  a2 /  tanh2 x D 0: (3.114)
2.1  2 / 2 2

The general solution of (3.114) with some restrictions on 1 and 2 can be found
[30]:
 Z 
1
'2 D f1 .x/ C1 C C2 dx ; (3.115)
f12 .x/

if 1 D 95 2 , and
 Z 
1
'2 D f2 .x/ C1 C C2 dx ; (3.116)
f22 .x/

if 1 D 43 2 , where
p  p  p 
a1 a2 a1 a2 a1 a2
f1 .x/ D cosh3 2 x ; f2 .x/ D sinh 2 x cosh3 2 x :
96 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

Thus, substituting the functions '1 .x/ and '2 .x/ given by formulae (3.110),
(3.112) and (3.115) into ansatz (3.104), we find the exact solution
p 
3a1 2 a1 a2
uD a1
2  2tanh 2 x
Z  
f1 .x/ C1
C C2 dx exp 5.a4
11 a2 /
f12 .x/2
t ;
 p  (3.117)
a
v D  3a22 1  tanh2
a1 2
x
 Z 2   
Cf1 .x/ C1 C C2 f 21.x/ dx exp 5.a4
1 a2 /
2
t
1

1
(hereafter Ci D a1 a 2
Ci are still arbitrary constants) of DLVS (3.39) with 1 D
9

5 2 and a 1 > a 2 .
Similarly, solution (3.116) leads to the exact solution
p 
3a1 a1 a2
uD a1
2
 2
tanh2 2
x
Z   
f2 .x/ C1 C C2 f 21.x/ dx exp 3.a1a
2
2/
t ;
 p 2  (3.118)
a1 a2
v D  3a22 1  tanh2 x
 Z 2   
Cf2 .x/ C1 C C2 f 2 .x/ dx exp 3.a1a
  1
2
2/
t
2

of DLVS (3.39) with 1 D 43 2 and a1 > a2 .


In a quite similar way solution (3.113) can also be used to construct new solutions
of DLVS (3.39). Omitting straightforward calculations we present only the result:
p 
3a1 2 a2 a1
uD a1
2 C 2 tan 2 x
Z   
g1 .x/ C1 C C2 g21.x/ dx exp 5.a4
1 a2 /
2
t ;
  p 1  (3.119)
a2 a1
v D  3a22 1 C tan2 x
 Z2   
Cg1 .x/ C1 C C2 g2 .x/ dx exp 5.a4
  1 1 a2 /
2
t ;
1

if a1 < a2 and 1 D 95 2 I
p 
3a1 2 a2 a1
uD a1
2 C 2 tan 2 x
Z  
g2 .x/ C C1 C2dx exp 3.a1a
1
g22 .x/
2
2/
t ;
 p  (3.120)
a
v D  3a22 1 C tan2
a2 1
x
 Z2   
Cg1 .x/ C1 C C2 g21.x/ dx exp 3.a1a
2
2/
t ;
2
3.2 The Two-Component Diffusive Lotka–Volterra System 97

if a1 < a2 and 1 D 43 2 ; where


p  p  p 
a2 a1 a2 a1 a2 a1
g1 .x/ D cos3 2 x ; g2 .x/ D sin 2 x cos3 2 x :

It should be noted that all the solutions obtained above cannot be constructed
using Lie symmetries. In fact DLVS (3.39) does not admit any nontrivial Lie
symmetry, hence, plane wave solutions of the form (3.4) can only be found by Lie
symmetry reductions.
Now we present an example that demonstrates remarkable properties of some
solutions presented above. Consider solution (3.109) with C1 D 0. Using the
substitution

u D bU; v D cV .b > 0; c > 0/;

one transforms DLVS (3.39) to the system describing the competition of two species

1 Ut D Uxx C U.a1  bU  cV/;


(3.121)
2 Vt D Vxx C V.a2  bU  cV/

and solution (3.109) to the form


p 
1
U.t; x/ D a1
C .a1 a2 /b
C2 sin ˇ1 x eˇt ;
b p  (3.122)
1
V.t; x/ D .a2 a1 /c C2 sin ˇ1 x eˇt ;

where the coefficient restrictions ˇ  a11 a


2 < 0; a1 > 0; a2 > 0 are
2

assumed. Using this solution one may formulate the following theorem giving the
classical solution of a nonlinear BVP with the constant Dirichlet conditions on the
boundaries.
Theorem 3.6 The classical solution of the nonlinear BVP formed by the competi-
tion system (3.121), the initial profile
p 
1
U.0; x/ D a1
b
C .a1 a2 /b
C2 sin ˇ1 x ;
p 
1
V.0; x/ D .a2 a1 /c C2 sin ˇ1 x

and the boundary conditions


a1
xD0W UD ; V D 0;
b
a1
xD p W UD ; VD0
ˇ1 b
n  o
in the domain ˝ D .t; x/ 2 .0; C1/  0; pˇ is given by formulae (3.122).
1
98 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

Fig. 3.1 Solution (3.122) of system (3.121) with a1 D 5; a2 D 2; 1 D 1; 2 D 3; b D


0:9; c D 0:05; C2 D 0:5; ˇ D 1:5

The solution (3.122) with ˇ < 0 has the time asymptotic


a 
1
.U; V/ ! ; 0 ; t ! C1:
b
Thus, this solution describes the competition between two species when species U
eventually dominates while species V dies. An example of this competition with the
correctly specified coefficients is presented in Fig. 3.1.

3.3 The Three-Component Diffusive Lotka–Volterra System

Here we study the three-component DLVS

1 ut D uxx C u.a1 C b1 u C c1 v C e1 w/;


2 vt D vxx C v.a2 C b2 u C c2 v C e2 w/; (3.123)
3 wt D wxx C w.a3 C b3 u C c3 v C e3 w/;

where u.t; x/; v.t; x/; w.t; x/ are unknown concentrations, ak ; bk ; ck ; ek and k > 0
are arbitrary constants (hereafter k D 1; 2; 3). Note that we want to exclude the semi-
coupled systems, i.e., those containing an autonomous equation, hence, hereafter the
restrictions

c21 C e21 ¤ 0; b22 C e22 ¤ 0; b23 C c23 ¤ 0 (3.124)


3.3 The Three-Component Diffusive Lotka–Volterra System 99

are assumed. Notably, system (3.123) describes much more complicated interactions
between three populations than the two-component system (2.2). For example, it can
be the predator–prey–competition interaction, if one sets

ak > 0; bk  0; ck  0; ek < 0; k D 1; 2; a3  0; c3 > 0; e3 > 0:

Such interaction assumes that there are two competing species u and v, while the
species w are predators eating the species u and v.
Section 3.3.1 is devoted to the search for Lie symmetry operators in order to
distinguish Lie and conditional symmetry of this nonlinear system. Section 3.3.2 is
devoted to finding the system of DEs in order to find Q-conditional symmetries
of the first type. Because DLVS (3.123) belongs to the general class of three-
component RDSs

1 ut D uxx C C1 .u; v; w/;


2 vt D vxx C C2 .u; v; w/; (3.125)
3 wt D wxx C C3 .u; v; w/;

where Ck .u; v; w/ are arbitrary smooth functions, we obtain the system of DEs
directly for the class of PDEs (3.125). In Sect. 3.3.3, all possible Q-conditional
symmetries of the first type are constructed via solving the system of DEs. Finally,
examples of reductions of DLVS (3.123) to ODE systems via conditional symmetry
operators are presented. Moreover, particular exact solutions of DLVS (3.123) are
derived and their biological interpretation is proposed.

3.3.1 Lie Symmetry

In contrast to the two-component DLVS, the Lie symmetry of the three-component


DLVS was found very recently in [8]. Obviously DLVS (3.123) admits the Lie
algebra with the basic operators:

Pt D @t ; Px D @x : (3.126)

It can be easily shown that (3.126) is the principal (trivial) algebra of DLVS (3.123),
i.e., this is the maximal invariance algebra of this system with arbitrary coefficients
ak ; bk ; ck ; ek and k > 0. In order to find all possible extensions of the principal
algebra one needs to apply the invariance criterion (2.7), to solve the obtained
system of DEs and find all possible values of these coefficients leading to extensions
of the principal algebra (3.126). Because all the coefficients of DLVS (3.123) are
constants (otherwise the symmetry classification problem occurs, which will be
discussed in Chap. 4 in the case of two-component systems), this problem can be
solved by standard calculations, hence, we present the result only.
100 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

Table 3.2 Lie symmetry operators of DLVS (3.123)


Lie symmetries extending algebra
Reaction terms Restrictions (3.126)
1 u.b1 u C c1 v C e1 w/ D D 2t@t Cx@x 2.u@u Cv@v Cw@w /
v.b2 u C c2 v C e2 w/
w.b3 u C c3 v C e3 w/
2 u.c1 v C e1 w/ u@u
v.a2 C c2 v C w/
w.a3 C v C e3 w/
3 u.c1 v C e1 w/ u@u ; D
v.c2 v C w/
w.v C e3 w/
4 u.a1 C bu C v/ 2 D 3 D 1 exp.a2 t/v@w ; w@w
v.a2 C u C cv/
w.u C cv/
5 u.bu C v/ 2 D 3 D 1 v@w ; w@w ; D
v.u C cv/
w.u C cv/
6 u.a1 C u C v/ 1 D 2 D 3 D 1; exp.a1 t/u@w ; w@w ; exp.a2 t/v@w ;
v.a2 C u C v/ a1 a2 .a1  a2 / ¤ 0 .a2 .u C a1 / C a1 v/@w
w.u C v/
7 u.a C u C v/ 1 D 2 D 3 D 1; exp.at/u@w ; w@w ; v@w ;
v.u C v/ a¤0 .u C a C avt/@w
w.u C v/
8 u.bu C v/ 1 D 2 D 3 D 1; w@w ; ..b  1/u C .1  c/v/ @w ; D
v.u C cv/ .b  1/2 C .c  1/2 ¤ 0
w.bu C cv/

Theorem 3.7 ([8]) DLVS (3.123) admits a nontrivial Lie algebra of symmetries iff
it and the corresponding symmetry operators have the forms listed in Table 3.2. Any
other DLVS admitting three- and higher-order Lie algebra is reduced to one of those
from Table 3.2 by the local transformations:

u ! c11 exp.c10 t/u C c12 v C c13 w;


v ! c21 exp.c20 t/v C c22 u C c23 w;
(3.127)
w ! c31 exp.c30 t/w C c32 u C c33 v;
t ! c40 t C c41 ; x ! c50 x C c51 ;

where cij (i D 1; : : : ; 5, j D 0; : : : ; 3) are correctly specified constants (many of


them vanish), which are defined by the DLVS in question.
It can be seen from Table 3.2 that DLVS (3.2) admits a nontrivial Lie symmetry
provided at least three coefficients vanish. It is not plausible that such systems
are important for real-world applications. Of course, some of them can be an
approximation of relevant models, e.g., the DLVS with a1 D a2 D a3 D 0 (case 1)
prescribes the zero natural birth/death rate for all species.
3.3 The Three-Component Diffusive Lotka–Volterra System 101

3.3.2 Determining Equations

In order to find all possible Q-conditional symmetry of the first type for DLVS
(3.123), one needs to apply Definition 2.2 and to derive the relevant system of DEs,
which should be solved at the final step.
Let us consider the operator of the general form

Q D  0 .t; x; u; v; w/@t C  1 .t; x; u; v; w/@x C 1 .t; x; u; v; w/@u


(3.128)
C2 .t; x; u; v; w/@v C 3 .t; x; u; v; w/@w :

This operator is Q-conditional symmetry of the first type of system (3.123) provided
the following criterion is fulfilled
ˇ  ˇ
Q .S1 /ˇˇ  Q 1 ut  uxx  C1 .u; v; w/ ˇˇ D 0;
2 M 2 M1
ˇ 1   ˇˇ
ˇ 2
Q .S2 /ˇ  Q 2 vt  vxx  C .u; v; w/ ˇ D 0; (3.129)
2 M 2 M1
ˇ 1   ˇˇ
ˇ 3
Q .S3 /ˇ  Q 3 wt  wxx  C .u; v; w/ ˇ D 0;
2 M1 2 M1

where the manifold M1 is either M11 D fS1 D 0; S2 D 0; S3 D 0; Q.u/ D 0g, or


M12 D fS1 D 0; S2 D 0; S3 D 0; Q.v/ D 0g, or M13 D fS1 D 0; S2 D 0; S3 D
0; Q.w/ D 0g.
Omitting rather standard calculations we present the system of DEs correspond-
ing to the manifold M11 :

x0 D u0 D v0 D w0 D u1 D v1 D w1 D 0; (3.130)


kuu D kuv D kvv D kww D kuw D kvw D 0; k D 1; 2; 3; (3.131)
1xv D 1xw D 2xw D 3xv D 0; (3.132)
.1  2 /1v D .2  3 /3v D 0; (3.133)
.1  3 /1w D .2  3 /2w D 0; (3.134)
2x1  t0 D 0; (3.135)
2 0 2xu C .2  1 / 1 2u D 0; (3.136)
2 0 3xu C .3  1 / 1 3u D 0; (3.137)
21xu C 1 t1 D 0; 22xv C 2 t1 D 0; 23xw C 3 t1 D 0; (3.138)
1 Cu1 C 2 Cv1 C 3 Cw1 C 1xx  1 1t
C.2x1  1u /C1  1v C2  1w C3 D 0; (3.139)
102 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

1
1 Cu2 C 2 Cv2 C 3 Cw2 C .1  2 /  0 2u

C2xx  2 2t C .2x1  2v /C2  2u C1  2w C3 D 0; (3.140)


1
1 Cu3 C 2 Cv3 C 3 Cw3 C .1  3 /  0 3u

C3xx  3 3t C .2x1  3w /C3  3u C1  3v C2 D 0: (3.141)

It turns out that the functions  0 ;  1 and k .k D 1; 2; 3/ can be partly defined


independently on the functions Ck .k D 1; 2; 3/. In fact, solving subsystem (3.130)–
(3.132), one obtains

0 D  0 .t/;  1 D  1 .t; x/;


1 D r1 .t; x/u C q1 .t/v C h1 .t/w C p1 .t; x/;
(3.142)
2 D r2 .t; x/v C q2 .t; x/u C h2 .t/w C p2 .t; x/;
3 D r3 .t; x/w C q3 .t; x/u C h3 .t/v C p3 .t; x/;

where  0 ;  1 ; rk ; qk ; hk and pk are unknown functions at the moment. Because the


functions Ck .u; v; w/ are defined (up to arbitrary constants) in system (3.123), the
system of DEs (3.130)–(3.141) can be solved. However, solving this system in the
general case is a very complicated problem and we make no attempt to solve it here.

3.3.3 Q-Conditional Symmetry of the First Type

Theorem 3.8 ([8]) DLVS (3.123) is invariant under Q-conditional operators of the
first type (3.128) (with  0 ¤ 0) iff it and the corresponding operators have the
forms listed in Table 3.3. Any other DLVS admitting a Q-conditional operator of
the first type is reduced to one of those from Table 3.3 by a local transformation
from the set (3.127). Simultaneously this Q-conditional operator is transformed to
the corresponding operator listed in Table 3.3 (up to equivalent representations
generated by adding a Lie symmetry operator of the form h2 .t; x; u; v; w/@v C
h3 .t; x; u; v; w/@w , see Theorem 2.1).
DLVS (3.123) with 1 D 2 D 3 admits only such Q-conditional operators of
the first type, which are equivalent to the Lie symmetries listed in Table 3.2.
In Table 3.3, the following designations are introduced:

Q2i D Q4i with ˛ D 0; i D 1; : : : ; 6I


a1  a2
Q41 D @t C u.@u  @v / C ˛u.@v  @w /;
1  2
a1  a2
Q42 D @t C v.@v  @u / C ˛v.@u  @w /;
1  2
3.3 The Three-Component Diffusive Lotka–Volterra System 103

Table 3.3 Q-conditional symmetries of the first type of DLVS (3.123)


Q-conditional symmetry
Reaction terms Restrictions operators
1 u.a1 C bu C bv C ew/ .b  1/2 C .e  e3 /2 ¤ 0; @t C a11 a
2
2
u.@u  @v /;
v.a2 C bu C bv C ew/ a1 ¤ a2 a1 a2
@t C 1 2 v.@v  @u /
w.a3 C u C v C e3 w/
2 u.a1 C u C v C w/ .a1  a2 /2 C .a1  a3 /2 ¤ 0 Q2i ; i D 1; : : : ; 6
v.a2 C u C v C w/
w.a3 C u C v C w/
3 u.a1 C u C v C w/ .2  3 /a1  2 a3 Q2i ; i D 1; : : : ; 6; 
v.a2 C u C v C w/ C3 a2 D 0; a2 ¤ a3 ; ˇ ¤ 0 @t C ˇ exp a22 a 3
t u.@v  @w /
3
w.a3 C u C v C w/
4 u.a1 C u C v C w/ .2  3 /a1  .1  3 /a2 Q4i ; i D 1; : : : ; 6
v.a2 C u C v C w/ C.1  2 /a3 D 0;
w.a3 C u C v C w/ .a1  a2 /2 C ˛ 2 ¤ 0
5 u.a1 C bu C v/ .b  1/2 C .c  1/2 ¤ 0 Q51
v.a2 C u C cv/
w.bu C v/
6 u.a1 C u C v/ Q51 ; Q6i ; i D 1; : : : ; 4
v.a2 C u C v/
w.u C v/
7 u.a1 C bu C cv/ 2 D 3 D 1; b ¤ 1; c ¤ 1; @t C ..1  b/u C .1  c/v
v.a2 C u C v/ a1 .1  b/ D a2 b.1  c/ Ca2 .1  c/ / @w
w.bu C v/
8 u.a C bu C cv/ 2 D 3 D 1; b ¤ 1; c ¤ 1; @t C .1  c/@w C ..1  b/u
v.a C u C v/ b.2  c/ D 1 C.1  c/v / '4 .t/@w
w.bu C v/
9 u.a1 C u C v/ 2 D 3 D 1 Q9i ; i D 1; : : : ; 5
v.a2 C u C v/
w.u C v/
The coefficients k > 0; k D 1; 2; 3 are assumed to be different in cases 1–6

a1  a3
Q43 D @t C u.@u  @w / C ˛u.@v  @w /;
1  3
a1  a3
Q44 D @t C w.@w  @u / C ˛w.@u  @v /;
1  3
a2  a3
Q45 D @t C v.@v  @w / C ˛v.@u  @w /;
2  3
a2  a3
Q46 D @t C w.@w  @v / C ˛w.@u  @v /I
2  3
  
.1  3 /2 2 t 1  3
Q51 D @t C ˛1 @x C exp ˛1  a1 C ˛1 x u@w I
4 3 2
  
.2  3 /2 2 t 2  3
Q61 D @t C ˛1 @x C exp ˛1  a2 C ˛1 x v@w ;
4 3 2
104 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

 
a1  a2 .1  3 /a2  .2  3 /a1
Q62
D @t C u.@u  @v / C ˇ exp t u@w ;
1  2 3 .2  1 /
 
a1  a2 .2  3 /a1  .1  3 /a2
Q63 D @t C v.@v  @u / C ˇ exp t v@w ;
1  2 3 .1  2 /
 
a 2 1  a 1 2 .3  2 /a1  .3  1 /a2
Q64 D @t C w@w C exp t w.@u  @v /I
3 .2  1 / 3 .1  2 /
Q91 D Q51 with 3 D 1; Q92 D Q64 with 2 D 3 D 1;
a1  a2
Q93 D @t C u.@u  @v / C .'1 .t/u C '2 .t/v C ˇ1 / @w ;
1  1
a1  a2
Q94 D @t C .'3 .t/u C '2 .t/v C ˇ1 / @w ; Q95 D @t C v.@v  @u /I
1  1

where the functions 'i .t/ .i D 1; : : : ; 4/ are as follows:


(
ˇ1 t C ˇ2 ; if a2 D 0;
'1 .t/ D (3.143)
ˇ2 exp.a2 t/ C ˇa21 ; if a2 ¤ 0;
(
ˇ1 t; if a2 D 0; t C ˇ; if a D 0;
'2 .t/ D ˇ1 '4 .t/ D
a2
; if a2 ¤ 0; ˇ exp.at/ C 1a ; if a ¤ 0;
(
ˇ1 t C ˇ2 ; if a1 D 0;
'3 .t/ D (3.144)
ˇ2 exp.a1 t/ C ˇa11 ; if a1 ¤ 0;

while ˛ and ˇ (with and without subscripts 1 and 2) are arbitrary constants.
Proof In order to prove the theorem, one needs to solve the system of DEs (3.130)–
(3.141) with the functions

C1 D u.a1 C b1 u C c1 v C e1 w/;
C2 D v.a2 C b2 u C c2 v C e2 w/; (3.145)
C3 D w.a3 C b3 u C c3 v C e3 w/

and restrictions (3.124). It is worth noting that we also exempt from examination all
the cases, which lead to the Lie symmetry operators listed in Table 3.2.
The proof algorithm consists of three main steps. First we substitute the functions
Ck ;  0 ;  1 and k (see formulae (3.145) and (3.142)) into (3.133)–(3.141). The
equations obtained can be split w.r.t. the variables u; v; w; u2 ; v 2 ; w2 ; uv; uw and
vw. Thus, an overdetermined system of PDEs to find the functions  0 ;  1 ; rk ; qk ; hk
and pk (k D 1; 2; 3) is obtained.
Second we examine the overdetermined system in order to derive all possible
values of the coefficients ak ; bk ; ck ; ek and k leading to different conditional
symmetries. It turns out that the diffusion coefficients play the most important role
3.3 The Three-Component Diffusive Lotka–Volterra System 105

(see formulae (3.133)–(3.134)), hence the following four cases must be examined:
(1) k > 0; k D 1; 2; 3 are different, (2) 1 D 2 (the case 1 D 3 is equivalent
to 1 D 2 up to the discrete transformations v $ w), (3) 2 D 3 and
(4) 1 D 2 D 3 .
The final step is to apply the conditional symmetry criterion (3.129) with the
manifolds M12 and M13 (instead of M11 ) to the systems obtained in cases (1)–
(4). Note that there is no need to apply the conditional symmetry criteria three
times independently because DLVS (3.123) consists of equations having the same
structure.
Here we consider in detail the most general case (1) leading to six different
systems listed in cases 1–6 of Table 3.3. Because k .k D 1; 2; 3/ are different
constants and formulae (3.142) take place, Eqs. (3.133) and (3.134) immediately
produce q1 D hk D 0; k D 1; 2; 3. Thus, the system of DEs has the form

c1 p1 D e1 p1 D e2 p2 D c3 p3 D 0; (3.146)
.b1  b2 /q2 D 0; .e1  e2 /q2 D 0; (3.147)
3 3
.b1  b3 /q D 0; .c1  c3 /q D 0; (3.148)
t0  2x1 D 0; (3.149)
2rxk C k t1 D 0; (3.150)
ck .r2 C 2x1 / D 0; ek .r3 C 2x1 / D 0; (3.151)
2 3 1
c1 q C e1 q C b1 .r C 2x1 / D 0; (3.152)
.2c2  c1 /q2 C e2 q3 C b2 .r1 C 2x1 / D 0; (3.153)
2 3 1
c3 q C .2e3  e1 /q C b3 .r C 2x1 / D 0; (3.154)
.j  1 / 1 q j C 2 0 qxj D 0; (3.155)
1
rxx  1 rt1 C 2a1 x1 1
C 2b1 p C c1 p C e1 p D 0; 2 3
(3.156)
2
rxx  2 rt2 C 2a2 x1 C b2 p1 C 2c2 p2 C e2 p3 D 0; (3.157)
3
rxx  3 rt3 C 2a3 x1 1 2
C b3 p C c3 p C 2e3 p D 0; 3
(3.158)
j 1 j j 1
j
qxx  j qt C .aj  a1 /q j C bj p j C 0
qr D 0; (3.159)
1 k k 1
pkxx  k pkt C ak pk C 0
qp D 0; (3.160)

where k D 1; 2; 3; j D 2; 3. Now one should solve this system w.r.t. the functions
 0 ;  1 ; rk ; qk ; hk and pk taking into account the fact that the form of these functions
depends essentially on the system parameters. First of all, one observes that
 2 2  3 2
q C q ¤ 0; (3.161)

otherwise the system coincides with that for searching Lie symmetry operators.
Moreover, Eqs. (3.147) and (3.148) show us that two different subcases should be
106 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

examined: (i) q2 ¤ 0; q3 D 0; (ii) q2 ¤ 0; q3 ¤ 0. Formally speaking, there is a


third subcase (iii) q2 D 0; q3 ¤ 0I however, it is equivalent to (i) up to the discrete
transformations

v ! w; a2 ! a3 ; b2 ! b3 ; c2 ! e3 ; e2 ! c3 ;
(3.162)
w ! v; a3 ! a2 ; b3 ! b2 ; c3 ! e2 ; e3 ! c2 :

Let us consider subcase (i). Since c21 C d12 ¤ 0 (see (3.124)), Eq. (3.146) gives
1
p D 0; while Eqs. (3.149)–(3.151) lead to the equations
1
xx D rxk D t1 D 0 .k D 1; 2; 3/: (3.163)

Hence, Eqs. (3.147) and (3.152)–(3.153) produce the coefficient restrictions

b1 D b2 D b; c1 D c2 D c; e1 D e2 D e:

Moreover, (3.159) with j D 3 is reduced to the algebraic condition b3 p3 D 0 )


p3 D 0; b3 ¤ 0 (otherwise b3 D 0 and simultaneously (3.154) leads to c3 D 0; but
this contradicts restriction (3.124)).
Having b3 ¤ 0 and assuming c3 ¤ 0 (examination of the special subcase c3 D 0
using (3.162) leads to case 5 of Table 3.3 only), we obtain q2x D 0 differentiating
Eq. (3.153) w.r.t. x and taking into account (3.163). Hence, Eq. (3.155) with j D 2
immediately gives  1 D 0 and Eq. (3.151) leads to r2 D 0. Now (3.157) is reduced
to the algebraic condition cp2 D 0I hence, Eq. (3.146) produce p1 D p2 D 0. In
particular, this means that Eq. (3.160) vanish. Finally, we find q2 D  bc33 r1 ; b D bc33 c
from (3.152) and (3.154), r1 D a11 a
2
2
from (3.156), (3.163) and (3.159) with j D 2,
3
and r D ˇ D const from (3.158).
Thus, the system of DEs (3.146)–(3.160) is completely solved in subcase (i).
Substituting the functions and parameter values obtained into (3.123), (3.128) and
(3.142) we conclude that the DLVS
 
1 ut D uxx C u a1 C bc33 cu C cv C ew ;
 
2 vt D vxx C v a2 C bc33 cu C cv C ew ; (3.164)
3 wt D wxx C w .a3 C b3 u C c3 v C e3 w/

admits the Q-conditional symmetry of the first type


 
a1  a2 b3
Q D @t C u @u  @v C ˇw@w : (3.165)
1  2 c3

Because of Eq. (3.151) there are coefficient restrictions e D e3 D 0 or ˇ D 0.


However, in the case e D e3 D 0; the operator X D ˇw@w is the Lie symmetry of
(3.164). So, taking into account Theorem 2.1 we may set ˇ D 0 into (3.165) without
3.3 The Three-Component Diffusive Lotka–Volterra System 107

loss of generality, i.e.,


 
a1  a2 b3
Q D @t C u @u  @v : (3.166)
1  2 c3
Now one realizes that the system and the first operator listed in case 1 of Table 3.3
are obtained from (3.164) and (3.166) by the transformation b3 u ! u, c3 v ! v and
renaming c ! c3 b.
The second operator listed in case 1 of Table 3.3 and the operators from case
2 of Table 3.3 were obtained at the third step of the proof algorithm, i.e., criterion
(3.129) with M12 and M13 was subsequently applied to (3.164).
Thus, subcase (i) is completely examined and cases 1, 2 and 5 of Table 3.3 were
obtained.
Subcase (ii) has been investigated in a quite similar way so that cases 3, 4 and 6
of Table 3.3 were derived.
The examination of case (1) is now complete. It turns out that case (2) does not
produce any new system and symmetry, while the last three cases of Table 3.3 were
obtained by examination of case (3). In case (4) any DLVS (3.123) admits only
Q-conditional symmetries of the first type, which coincide with Lie symmetries.
The proof is now complete. t
u
Remark 3.1 We point out that the inequalities listed in the third column of Table 3.3
guarantee that the relevant operators from the fourth column are not equivalent to
any Lie symmetry operators listed in Table 3.2.
Remark 3.2 If a system from Table 3.3 contains as a particular case (up to local
transformations of the form (3.127)) a simpler system listed in another case, then in
order to get an exhaustive list of symmetries, one should consider the case involving
more symmetries. For example, if the coefficients of the system from case 2 satisfy
additionally the restrictions from case 3, then all the operators listed in case 3 are
conditional symmetries of the system in question.
We conclude that the three-component DLVS, depending on the coefficient
restrictions, possesses a wide range of Q-conditional symmetries of the first type in
contrast to the two-component system. It is worth stressing that there are cases when
DLVS (3.123) admits the sets consisting of 5, 6 and even 7 different symmetries and
each of these symmetries can be applied for finding exact solutions.
From the point of view of real-world applications, the systems arising in cases
1–4 of Table 3.3 are most interesting because their nonzero coefficients do not affect
the biological sense of these systems. One of these systems is examined in the next
subsection.

3.3.4 Exact Solutions and Their Interpretation

There are a very few papers devoted to finding exact solutions of the three-
component DLVS [6, 8, 20]. Travelling wave solutions modelling the competition
108 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

of three species were constructed in [6]. The solutions were derived under essential
restrictions on the coefficients of the system in question. Here we present an
example. System (3.123) with the restrictions 1 D 2 D 3 ; a1 D a2 D a3 D a
and b1 D c2 D e3 D 1 (other parameters are negative and satisfy cumbersome
restrictions, which are derived in [6]) possesses the travelling wave solution:
a
uD .1 C tanh.x  ˛t// ;
2
a
v D .1  tanh.x  ˛t//2 ; (3.167)
4
4  
wD 1  tanh2 .x  ˛t/ ;
1 C e1

where the wave speed ˛ D 4aC20e 1 ae1


2.1Ce1 / . One may note that (3.167) is a
generalization of the travelling wave (3.92) on the three-component system case.
Here we apply the symmetries obtained in order to find exact solutions for
the biologically motivated DLVS (3.123). One notes that the DLVS in case 4 of
Table 3.3 is equivalent (up to the substitution u ! bu; v ! cv; w ! ew from
the set (3.127)) to the system

1 ut D uxx C u.a1  bu  cv  ew/;


2 vt D vxx C v.a2  bu  cv  ew/; (3.168)
3 wt D wxx C w.a3  bu  cv  ew/;

where the coefficients ak ; b; c and e are known positive constants. As stated above,
system (3.168) is used for modelling the competition between three species in
population dynamics.
Let as assume that the coefficients ak ; k .k D 1; 2; 3/ satisfy the restrictions
listed in case 4 of Table 3.3, so that the system admits the symmetry operators
Q4i .i D 1 : : : 6/. Substituting u ! bu; v ! cv; w ! ew into the Q-
conditional symmetry operator Q41 one obtains
   
a1  a2 b 1 1
Q41 ! Q D @t C u @u  @v C ˛b u @v  @w : (3.169)
1  2 c c e

Applying the standard procedure for reducing the given PDE system to an ODE
system via the known symmetry operator (3.169), we easily find the ansatz

bu D '1 .x/eıt ;
˛ 
cv D '2 .x/ C  1 '1 .x/eıt ; (3.170)
ı
˛ a1  a2
ew D '3 .x/  '1 .x/eıt ; ı D 6D 0;
ı 1  2
3.3 The Three-Component Diffusive Lotka–Volterra System 109

where '1 .x/, '2 .x/ and '3 .x/ are new unknown functions. Substituting ansatz
(3.170) into (3.168) and taking into account the restriction

.2  3 /a1  .1  3 /a2 C .1  2 /a3 D 0

(see case 4 of Table 3.3), one obtains the reduced system of ODEs
 
'100 C '1 1a21 2 a1
2
 ' 2  ' 3 D 0;

'200 C '2 .a2  '2  '3 / D 0; (3.171)


'300 C '3 .a3  '2  '3 / D 0:

Now exact solutions of the three-component competition system (3.168) can be


easily derived by inserting solutions of this system into ansatz (3.170).
Because system (3.171) is three-component system of nonlinear second-order
ODEs, its general solution is unknown in an explicit form. Let us assume that the
triplet .'10 .x/; '20 .x/; '30 .x// is a particular solution of (3.171) and the functions 'k0
are nonnegative and bounded on the space interval I. Then one observes that the
0
exact
 1 solution
0 1 0
 (3.170) with 'k D 'k .k D 1; 2; 3/ tends to the steady-state solution
0; c '2 ; e '3 of DLVS (3.168) with ı < 0 provided t ! C1. In the general
 
case, the solution 0; 1c '20 ; 1e '30 produces a curve in the phase space .u; v; w/, which
lies in the plane .0; v; w/. Assuming that the competition of three populations take
place at the space interval I, we may conclude that solution (3.170) with 'k D 'k0
.k D 1; 2; 3/ describes such competition between them that species u dies while
species v and w coexist. In particular, the interesting phenomena, a limit cycle, may
occur if the concentrations v D 1c '20 .x/ and w D 1e '30 .x/ create a closed curve.
Let us consider an example in the simplest case when '20 .x/ and '30 .x/ are
constants. It is easy to verify that the constant solution '2 D v0 ; '3 D a2  v0 of the
second and third equations of (3.171) with a2 D a3 , produces the following exact
solution of the three-component competition system (3.168) with a1 ¤ a2 D a3 :
1
uD '1 .x/eıt ;
b
v0 1 ˛ 
vD C  1 '1 .x/eıt ; (3.172)
c c ı
a2  v0 ˛
wD  '1 .x/eıt ;
e eı

where '1 .x/ is a solution of the linear ODE

'100  2 ı '1 D 0: (3.173)

It should be stressed that solution (3.172) is not obtainable by any Lie symmetry
because system (3.168) is invariant only under the principal algebra (3.126), so that
only travelling wave solutions can be constructed. The general solution of ODE
(3.173) depends essentially on the sign of ı. The case ı > 0 leads to the unbounded
110 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

(in time) solutions (see formulae (3.172)) and it is unlikely that they can describe
any competition between three populations.
Obviously, Eq. (3.173) with ı < 0 possesses the general solution
p  p 
'.x/ D C1 cos ı2 x C C2 sin ı2 x ; (3.174)

where C1 and C2 are arbitrary constants. Setting, for example, C1 D 0 and C2 D 1


in (3.174) and substituting '.x/ into (3.172), we arrive at the exact solution

1 p 
uD sin ı2 x eıt ;
b
v0 1 ˛  p 
vD C  1 sin ı2 x eıt ; (3.175)
c c ı
a2  v0 ˛ p 
wD  sin ı2 x eıt
e eı

of system (3.168) with a1 ¤ a2 D a3 ; ı D a11 a2


2 .
Let us provide a biological interpretation of the solution obtained. Assuming
that the competition
p between three populations takes place at the space interval
I D 0; = ı2 , we observe that the components of solution (3.175) satisfy
the boundary conditions
v0 a2  v0
x D 0 W u D 0; v D ; wD I
c e
p v0 a2  v0
x D = ı2 W u D 0; v D ; w D :
c e
These conditions predict that the concentrations of all the species u; v and w
are constant on boundaries (for example, there is an artificial p regulation of the
population densities in a vicinity of points x D 0 and x D = ı2 ). We also note
that this exact solution tends to the steady-state point 0; vc0 ; a2 v
e
0
if t ! C1.
All the components of the solution (3.175) are bounded and nonnegative for
arbitrary given t > 0 and x 2 I provided the coefficient restrictions

0  v0  a2  ˛ı ; if ˛  ı;
˛
1 ı  v0  a2  ˛ı ; if ı < ˛  0;
˛
1 ı
 v0  a2 ; if ˛ > 0

hold. Thus, solution (3.175) can describe the following scenarios of the competition
between three species:
(i) species v and w eventually coexist while species u dies provided

0 < v0 < a2 I
3.3 The Three-Component Diffusive Lotka–Volterra System 111

(ii) species v eventually dominates while species u and w die provided

v0 D a2 I

(iii) species w eventually dominates while species u and v die provided

v0 D 0:

Examples of scenarios (i) and (ii) are presented in Figs. 3.2 and 3.3, respectively.

Fig. 3.2 The components u; v (yellow) and w (green) of exact solution (3.175) of system (3.168)
with 1 D 2; 2 D 3 D 1; a1 D 1:5; a2 D a3 D 2:5; b D 0:3; c D 0:5; e D 0:15; ˛ D
0:5; v0 D 1:8; ı D 1

Fig. 3.3 The components u; v (yellow) and w (green) of exact solution (3.175) of system (3.168)
with 1 D 2; 2 D 3 D 1; a1 D 1:5; a2 D a3 D 2:5; b D 0:3; c D 0:5; e D 0:2; ˛ D
1:5; v0 D 2:5; ı D 1
112 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

3.4 A Hunter-Gatherer–Farmer Population Model

Here we briefly examine the three-component model introduced in [2] in order


to describe the spread of an initially localized population of farmers into a region
occupied by hunter-gathers. Under some assumptions clearly indicated in [2], the
spread and interaction between farmers and hunter-gatherers can be modelled as a
reaction-diffusion process. The nonlinear reaction-diffusion system has the form

Ft D df Fxx C rf F .1  . F C C/=K/ ;
Ct D dc Cxx C rc C .1  . F C C/=K/ C e. F C C/H; (3.176)
Ht D dh Hxx C rh H .1  H=L/  e. F C C/H;

where F.t; x/; C.t; x/ and H.t; x/ are densities of the three populations of initial
farmers, converted farmers and hunter-gatherers, respectively. Parameters df ; dc and
dh are the positive diffusion constants; rf ; rc and rh are the intrinsic growth rates of
initial farmers converted farmers, and hunter-gatherers, respectively; K and L are
the carrying capacities of farmers and hunter-gatherers; e is the conversion rate of
hunter-gatherers to initial and converted farmers. The parameters rc ; rh and e are
assumed to be nonnegative, while all others are positive. We note that df D dc D dh
in [2]. In our opinion, it is very unlikely that the three populations of initial farmers,
converted farmers and hunter-gatherers have the same diffusivity in space, hence
their diffusivities are assumed to be arbitrary.
The nonlinear RDS (3.176) can be simplified using the following re-scaling of
the variables
s
df df
F D Ku; C D Kv; H D Lw; t ! t; x ! x
rf rf

and introducing new notations

1 1 1 df rc edf L df rh edf K
1 D ; 2 D ; 3 D ; a 1 D ; a2 D ; a3 D ; a4 D :
df dc dh dc rf dc rf dh rf dh rf

In fact, the above scale transformations simplify (3.176) to the system

1 ut D uxx C u.1  u  v/;


2 vt D vxx C a1 v.1  u  v/ C a2 .u C v/w; (3.177)
3 wt D wxx C a3 w.1  w/  a4 .u C v/w:

Notably, system (3.177) with a2 D a4 D 0 is a particular case of the three-


component DLVS (3.123), so that we additionally assume ja2 j C ja4 j 6D 0.
System (3.177) contains seven parameters. It turns out that Lie and Q-conditional
symmetries of the system essentially depend on their values. A complete description
3.4 A Hunter-Gatherer–Farmer Population Model 113

of these symmetries lies beyond the scope of this monograph. Here we present only
an interesting result.
Because system (3.177) belongs to the general class of three-component RDSs
(3.125), we can use the system of DEs (3.130)–(3.141) in order to find Q-conditional
symmetries of the first type. As a result, the following statement can be formulated.
Theorem 3.9 The nonlinear RDS

1 ut D uxx C u.1  u  v/;


2 vt D vxx C 21 3
3
v.1  u  v/ C .u C v/w; (3.178)
3 wt D wxx  .u C v/w

admits Q-conditional symmetry of the first type


 
u 1  2
Q D @t C @u  @v C @w ; 1 ¤ 3 : (3.179)
1  3 1  3

The proof of the theorem is rather simple because one needs only to check that the
system of DEs (3.130)–(3.141) with coefficients from operator (3.179) is identically
fulfilled provided the functions C1 ; C2 and C3 are taken from system (3.178).
In the case 1 D 2 D , RDS (3.178) and operator (3.179) are reduced to DLVS

ut D uxx C u.1  v/;


vt D vxx C v.1  v C w/;
3 wt D wxx  vw

and the operator @t C 1 u


3
@u by the substitution u C v ! v. It can be noted that
the above operator is a linear combination of the Lie symmetry operators @t and u@u
of the system obtained (see case 2 of Table 3.2).
In the case 1 6D 2 , operator (3.179) is a pure Q-conditional symmetry of the
nonlinear RDS (3.178).
It turns out that a nontrivial exact solution can be derived using operator (3.179).
In fact, the corresponding ansatz is
t
u D '1 .x/e 1 3 ;
t
v D '2 .x/  '1 .x/e 1 3 ; (3.180)
1  2 t
w D '3 .x/ C '1 .x/e 1 3 ;
1  3
114 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

where '1 .x/, '2 .x/ and '3 .x/ are new unknown functions. Substituting ansatz
(3.180) into (3.178), one obtains the reduced system of ODEs
 
'100  '1 1
3
3
C ' 2 D 0;
 
'200 C '2 21 3
3  2 3
1 3 ' 2 C ' 3 D 0; (3.181)

'300  '2 '3 D 0:

Of course, the nonlinear system (3.181) cannot be integrated in a straightforward


way, however, its particular solution can be derived by setting '3 D 0. As a result,
we obtain
0s 1 0s 1
1 1
'1 D C1 cos @ xA C C2 sin @ xA ; '2 D 1; '3 D 0;
3  1 3  1
(3.182)
where C1 and C2 are arbitrary constants. We should additionally assume that 1 <
3 (otherwise the solution is complex). Setting, for example, C1 D 0 and C2 D 1 in
(3.182) and using ansatz (3.180), we arrive at the exact solution
0s 1
1 t
u D sin @ xA e 1 3 ;
3  1
0s 1
1 t
v D 1  sin @ xA e 1 3 ; (3.183)
3  1
0s 1
1  2 1 t
wD sin @ xA e 1 3
1  3 3  1

of system (3.178) with 1 < 3 .


All the components of solution
n (3.183) with 1 <q2 are bounded
o and non-
3 1
negative in the domain ˝ D .t; x/ 2 .0; C1/  0; 1
. This solution
tends to the steady-state point .0; 1; 0/ if t ! 1. Such a scenario predicts the
extinction of the initial farmers and hunter-gatherers and the domination of the
converted farmers.
3.5 Concluding Remarks 115

3.5 Concluding Remarks

In this chapter, the two- and three-component DLVSs and a three-component


population system were examined in order to find Q-conditional symmetries,
to construct exact solutions and to provide a biological interpretation of some
solutions.
First of all, Lie symmetry classification of two- and three-component DLVSs
was derived in order to separate them from conditional symmetries. Although a
wide range of Lie symmetries were found (see Theorems 3.1 and 3.7), the relevant
systems are not important from the applicability point of view because of coefficient
restrictions (some coefficients must vanish).
Theorems 3.2 and 3.4 allow us to identify Q-conditional symmetries of the two-
component DLVS and apply the symmetries obtained for finding exact solutions.
As a result, a variety of exact solutions of the two-component DLVS with correctly
specified coefficients have been derived. Moreover, it was shown that some of them
admit a clear biological interpretation because they describe the competition of two
populations.
Theorem 3.8 presents an exhaustive description of Q-conditional symmetries
of the first type for the three-component DLVS. It should be emphasized that
Theorem 3.8 is not a straightforward generalization of the relevant theorem for the
two-component DLVS. In fact, according to Theorem 3.4 there is a unique case
when system (3.2) with c21 C b22 ¤ 0 (otherwise the system contains an autonomous
equation) admits Q-conditional symmetry of the first type, while there are nine
inequivalent cases for three-component DLVS (3.123). It is quite interesting that the
main result of Theorem 3.4 can be obtained from case 1 (see Table 3.3) by formally
setting w D 0 in the reaction terms. Thus, the results of the conditional symmetry
classification for DLVSs with different numbers of components can be summarized
as follows.
1. In the case of the one-component system, i.e., the famous Fisher equation (3.53)
there is no Q-conditional symmetry (nonclassical symmetry). This statement
follows from the results derived independently by different authors [3, 14, 33]
for scalar reaction-diffusion equations.
2. In the case of the two-component system, there is a unique system admitting
two Q-conditional symmetries of the first type. Any other system admitting a
conditional symmetry of the first type is either equivalent to this unique system
or contains the autonomous Fisher equation.
3. In the case of the three-component system, there are nine inequivalent systems
admitting Q-conditional symmetries of the first type. Any other system admitting
a conditional symmetry operator either is equivalent (up to transformations of
the form (3.127)) to one of these systems, or contains the autonomous two-
component system, or contains the autonomous Fisher equation.
4. In the case of the m-component system (m > 3), the problem is still open
and cannot be solved by a simple generalization of the results obtained for
.m  1/-component system. Of course, some particular results can be derived.
116 3 Conditional Symmetries and Exact Solutions of Diffusive Lotka–Volterra Systems

For example, we have checked that the straightforward generalization of the


system and the operators listed in case 2 of Table 3.3 can be done as follows:
m-component system

i uit D uixx C ui .ai C u1 C    C um /; i D 1; 2; : : : ; m

admits m.m  1/ operators of the form


ai  aj i
Qij D @t C u .@ui  @uj / ; i 6D j D 1; 2; : : : ; m;
i  j

provided .ai  aj /.i  j / 6D 0.


It should be noted that Q-conditional symmetry operators were found under the
restriction  0 6D 0 (see formula (3.128)), hence, the case  0 D 0 (this is a so-
called no-go case) should be analysed separately. We discuss this issue extensively
in Chap. 4 and in the recent paper [9].
An essential part of this chapter is devoted to the construction of exact solutions
of DLVSs. We present examples of travelling fronts for two- and three-component
systems because finding such solutions is important from the applicability point of
view (see Theorem 3.5 and its interpretation). However, we concentrate mostly on
finding exact solutions with more complicated structures than travelling fronts. To
the best of our knowledge, this is a relatively new topic in the case of DLVSs.
All the Q-conditional symmetry operators found for the two-component DLVS
were used to construct non-Lie ansätze and to reduce the system (with correctly
specified coefficients) to the corresponding systems of ODEs. As result, a wide
range of new exact solutions in explicit form was found. These solutions possess
complicated structures and they differ from the travelling fronts obtained in
[7, 21, 31]. Moreover, a realistic interpretation for two competing species was
provided for some exact solutions.
We have also applied the Q-conditional symmetry operator obtained for the three-
component DLVS in order to find exact solutions, which describe the competition
between three species in population dynamics. An analysis of the relevant reduced
ODE system in order to provide a biological interpretation was performed. In
particular, it was shown that even the simplest particular solution of the ODE system
leads to the exact solution (3.175), describing different scenarios of the competition
between three species. Work on the application of other symmetries for finding new
exact solutions is in progress.
Finally, it is worth noting that a few nonlinear BVPs were exactly solved using
the solutions obtained (see Theorems 3.5–3.6 and Sect. 3.3.4). It turns out that the
definitions of Lie and conditional symmetry for PDEs can be extended on BVPs (it is
a highly nontrivial step). Essential progress in this direction was made very recently
(see [11–13] and the papers cited therein). In particular, the relevant algorithm
for finding Lie and conditional symmetry of BVPs was worked out and applied
successfully for solving some nonlinear problems arising in physics. Work is in
References 117

progress on application of the algorithm for solving some biologically motivated


BVPs, especially describing tumour growth.

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Chapter 4
Q-Conditional Symmetries of the First Type
and Exact Solutions of Nonlinear
Reaction-Diffusion Systems

Abstract Two classes of two-component nonlinear reaction-diffusion systems are


studied in order to find Q-conditional symmetries of the first type (a special
subset of nonclassical symmetries), to construct exact solutions, and to show
their applicability. The first class involves systems with constant coefficient of
diffusivity, while the second contains systems with variable diffusivities only. The
main theoretical results are given in the form of two theorems presenting exhaustive
lists (up to the given sets of point transformations) of the reaction-diffusion systems
belonging to the above classes and admitting Q-conditional symmetries of the
first type. The reaction-diffusion systems obtained allow one to extract specific
systems occurring in real-world models. A few examples are presented, including a
modification of the classical prey–predator system with diffusivity and a system
modelling the gravity-driven flow of thin films of viscous fluid. Exact solutions
with attractive properties are found for these nonlinear systems and their possible
biological and physical interpretations are presented.

4.1 Determining Equations

The main object of investigation in this chapter is the following class of two-
component reaction-diffusion systems (RDSs)

uxx D d1 .u/ut C C1 .u; v/;


(4.1)
vxx D d2 .v/vt C C2 .u; v/;

where dk and Ck .k D 1; 2/ are arbitrary smooth functions of their arguments. Each


system with the variable functions d1 and/or d2 is transformed to the standard RDS
of the form (2.1) using the Kirchhoff substitution (2.12). Discussion concerning
possible real-world applications of such systems is presented in Chap. 2.
We want to find all possible Q-conditional symmetries of the first type of the
form

Q D  0 .t; x; u; v/@t C  1 .t; x; u; v/@x


C 1 .t; x; u; v/@u C 2 .t; x; u; v/@v ;  0 6D 0; (4.2)

© Springer International Publishing AG 2017 119


R. Cherniha, V. Davydovych, Nonlinear Reaction-Diffusion Systems,
Lecture Notes in Mathematics 2196, DOI 10.1007/978-3-319-65467-6_4
120 4 Q-conditional symmetries of the first type. . .

where the functions  0 ;  1 ; 1 and 2 should be found, to apply the symmetry


obtained for the construction of exact solutions and to provide possible interpre-
tation of the solutions obtained.
Since the class of RDSs (4.1) contains four arbitrary functions, dk and Ck
.k D 1; 2/, the problem of symmetry classification arises. This means that we
need to describe all possible Q-conditional symmetries that can be admitted by each
system from this class depending on the form of these four functions. In the case of
Lie symmetries, this problem is often called the group classification problem (see
[52] for details). This terminology is not applicable to Q-conditional symmetries
because, generally speaking, they do not generate any group. So, we introduce
new terminology the ‘conditional symmetry classification problem’ (CSCP) for
this purpose. In the case of a class of partial differential equations (PDEs), the
Lie symmetry (group) classification problem was formulated by Ovsiannikov [52]
using notions of the equivalence group Eeq , the principal group of invariance and
the classical Lie algorithm. During the last few decades this problem has been
further studied and a more efficient algorithm worked out (see [21–23, 25] and the
references cited therein), which involves the notion of form-preserving (admissible)
transformations [31, 44].
Here this algorithm is adopted for solving the CSCP. We say that the CSCP is
completely solved for the given PDE class and the given kind (type) of conditional
symmetry if it has been shown that
(i) the set of conditional symmetry operators for each PDE (system of PDEs) from
the list obtained is maximal (i.e., contains all possible symmetries of the given
type);
(ii) all PDEs (systems) from the list are inequivalent with respect to (w.r.t.) form-
preserving transformations, which are explicitly (or implicitly) presented;
(iii) any other PDE (system) from the class admitting a conditional symmetry
operator (of the given type) is reduced to one from the list by a form-preserving
transformation.
It should be noted that a complete description of form-preserving transformations
is another nontrivial problem. However, in order to solve a group classification
problem, the construction of a subset (not the total set!) of these transformations
is enough in many cases.
Let us apply the algorithm for solving the CSCP for the RDS class (4.1) in the
case of Q-conditional symmetries of the first type.
In order to realize the first step (i), Definition 2.2 should be applied to the RDS
class (4.1) and operator (4.2). Formally speaking, we should construct systems of
determining equations (DEs) using two different manifolds M1 (see Definition 2.2).
However, the class of RDSs (4.1) is invariant under discrete transformations u !
v; v ! u. Thus, we can use only the manifold, say, M1 D fS1 D 0; S2 D 0; Q.u/ D
0g. Having an exhaustive list of the conditional symmetry operators and the relevant
RDSs, one may simply extend the list using these discrete transformations.
4.1 Determining Equations 121

Here we present the result under the restriction  0 ¤ 0 (the case  0 D 0 is


discussed in the final section).
Thus, applying Definition 2.2, the following system of DEs that corresponds to
the manifold M1 D fS1 D 0; S2 D 0; Q.u/ D 0g is derived

x0 D u0 D v0 D u1 D v1 D 0; (4.3)


1v D 1uu D 2uu D 2vv D 2uv D 0; (4.4)
 
 1 2u d2  d1 C 2 0 2xu D 0; (4.5)
 0 1 
t    0 t1  2 1 x1 d1   1 1 du1  2 0 1xu C  0 xx
1
D 0; (4.6)
 1 0
 2 2 2
2x  t d C  dv D 0; (4.7)
t1 d2 C 22xv  xx
1
D 0; (4.8)
  . /
1
2
1 Cu1 C 2 Cv1 C 2x1  1u C1 C  0 du1
 1 1

C 1t C 2x1  0  t0  0 d1  1xx D 0; (4.9)
 
1 Cu2 C 2 Cv2  2u C1 C 2x1  2v C2
 1
 1
C 2t C  0 2u d2   0 2u d1  2xx D 0: (4.10)

We remind the reader that we are looking for purely conditional symmetry
operators, i.e., we want to exclude all such operators, which are equivalent to those
presented in [20–22]. Having this in mind, we present also the system of DEs for
search Lie symmetry operators,

x0 D u0 D v0 D u1 D v1 D 0;


1v D 2u D 1uu D 2vv D 0;
 1 
2x  t0 d1 C 1 du1 D 0;
 1 
2x  t0 d2 C 2 dv2 D 0; (4.11)
t1 d1 C 21xu   1 xx D 0;
t1 d2 C 22xv  xx
1
D 0;
 
1t d1  1xx C 1 Cu1 C 2 Cv1 C 2x1  1u C1 D 0;
 
2t d2  2xx C 1 Cu2 C 2 Cv2 C 2x1  2v C2 D 0;

which can be easily derived using paper [22] and the Kirchhoff substitution (2.12).
One notes that systems of DEs (4.3)–(4.10) and (4.11) coincide if the restrictions
 
2u D 0; 2x1  t0 d1 C 1 du1 D 0 (4.12)
122 4 Q-conditional symmetries of the first type. . .

hold. Thus, we take into account only such solutions of (4.3)–(4.10), which do not
satisfy at least one of the equations from (4.12). Moreover, since Q-conditional
symmetry of the first type is automatically nonclassical symmetry (see Chap. 2),
we should also check restrictions (4.12) for coefficients of the operator obtained
by multiplying them on arbitrary smooth functions. Otherwise the Q-conditional
symmetry obtained can be equivalent to a Lie symmetry.
It can be noted that the functions  0 ;  1 and k .k D 1; 2/ can be partly defined
independently on the functions dk and Ck .k D 1; 2/. In fact, Eqs. (4.3) and (4.4)
can be easily integrated:

 0 D  0 .t/;  1 D  1 .t; x/;


(4.13)
 D r .t; x/u C p1 .t; x/; 2 D q.t; x/u C r2 .t; x/v C p2 .t; x/;
1 1

where  0 .t/;  1 .t; x/; q.t; x/; rk .t; x/ and pk .t; x/ (k D 1; 2) are to-be-determined
functions. Thus, one may claim that the coefficients  0 and  1 of the operator Q in
question do not depend on u and v while 1 and 2 are linear with w.r.t. u and v.
The further implementation of the algorithm for solving the CSCP depends
essentially on the diffusivities dk .k D 1; 2/ because solutions of the remaining
Eqs. (4.5)–(4.10) have different structures for constant and variable diffusivities.

4.2 Reaction-Diffusion Systems with Constant Diffusivities

This section is devoted to investigation of the two-component RDSs of the form

ut D d1 uxx C F.u; v/;


(4.14)
vt D d2 vxx C G.u; v/;

where d1 and d2 are diffusivities assumed to be positive constants.


It can be noted that the diffusion coefficient d1 in system (4.14) can be omitted
without loss of generality because the simple substitution

t ! t=d1 ; F ! d1 C1 ; G ! d2 C2

reduces the system to the form

uxx D ut C C1 .u; v/;


(4.15)
vxx D dvt C C2 .u; v/;

where d D d1
d2 . Thus, we consider system (4.15) in what follows.
4.2 Reaction-Diffusion Systems with Constant Diffusivities 123

4.2.1 Q-Conditional Symmetry of the First Type

The system of DEs corresponding to the system (4.15) takes the form

x0 D u0 D v0 D u1 D v1 D 0; (4.16)


1v D 1uu D 2uu D 2vv D 2uv D 0; (4.17)
2 0 2xu C .d  1/ 1 2u D 0; (4.18)
21xu C t1 D 0; (4.19)
22xv C dt1 D 0; (4.20)
2x1  t0 D 0; (4.21)
1 1 2 1
 1 1
 1 1 1
 Cu C  Cv C 2x  u C D xx  t ; (4.22)
  1
1 Cu2 C 2 Cv2 C 2x1  2v C2 D 2u C1 C .1  d/  0 2u C 2xx  d2t : (4.23)

The DE system for the search for Lie symmetry operators is

x0 D u0 D v0 D u1 D v1 D 0;


1v D 2u D 1uu D 2vv D 0;
21xu C t1 D 0;
22xv C dt1 D 0; (4.24)
2x1  t0 D 0;
 
1 Cu1 C 2 Cv1 C 2x1  1u C1 D 1xx  1t ;
 
1 Cu2 C 2 Cv2 C 2x1  2v C2 D 2xx  d2t :

Comparing DEs (4.16)–(4.23) with (4.24) one concludes that 2u ¤ 0 is the
necessary and sufficient condition, which guarantees that we find purely conditional
symmetry operators, i.e., exclude all such operators, which are equivalent to Lie
symmetry operators derived in [20, 21].
Now we need to solve the nonlinear system (4.16)–(4.23). First of all, we
substitute (4.13) into (4.18)–(4.23) and obtain the equivalent system of PDEs:

2 0 qx C  1 .d  1/q D 0; (4.25)
2rx1 C t1 D 0; (4.26)
2rx2 C dt1 D 0; (4.27)
2x1  t0 D 0; (4.28)
124 4 Q-conditional symmetries of the first type. . .

     
r1 u C p1 Cu1 C qu C r2 v C p2 Cv1 C 2x1  r1 C1
 1 
D rxx  rt1 u C p1xx  p1t ; (4.29)
 1     
r u C p1 Cu2 C qu C r2 v C p2 Cv2 C 2x1  r2 C2
1 1  2 
D qC1 C r uCp
0
q.1  d/ C rxx  drt2 v C .qxx  dqt /u C p2xx  dp2t ; (4.30)

to find the functions  0 .t/;  1 .t; x/; q.t; x/ ¤ 0; rk .t; x/ and pk .t; x/. In other words,
all possible Q-conditional symmetries of the first type are constructed  provided
 the
general solution of system (4.25)–(4.30) is known for each pair C1 ; C2 .
Theorem 4.1 ([17]) The nonlinear RDS (4.15) with d ¤ 1 is invariant under Q-
conditional symmetry of the first type (4.2) if and only if (iff) it and the corresponding
symmetry have the forms listed in Table 4.1. Any other RDS admitting this kind
of Q-conditional operator is reduced to one of those from Table 4.1 by the
transformations

t ! C1 t C C2 ; x ! C3 x C C4 ;
(4.31)
u ! C5 eC6 t u C C7 t C C8 ; v ! C9 eC10 t v C C11 t2 C C12 t C C13

with correctly specified constants Cl .l D 1; : : : ; 13/ and/or the discrete transfor-


mation

u ! v; v ! u:

Simultaneously the relevant symmetry operator is reduced (a Lie symmetry operator


of the form .h1 .t; x/v C h0 .t; x//@v should be used in some cases) to that from
Table 4.1.
Proof In order to prove the theorem, one needs to solve the nonlinear PDE system
(4.25)–(4.30) with the restriction q.t; x/ ¤ 0. We remind the reader that C1 and C2
should be treated as unknown functions. As follows from the preliminary analysis
(see Eqs. (4.29) and (4.30) involving the functions C1 and C2 ), we should examine
six cases separately:

(1) r1 D r2 D p1 D 0;
(2) r1 D r2 D 0; p1 ¤ 0;
(3) r1 D p1 D 0; r2 ¤ 0;
(4) r1 D 0; p1 ¤ 0; r2 ¤ 0;
(5) r2 D 0; r1 ¤ 0;
(6) r1 ¤ 0; r2 ¤ 0:
4.2 Reaction-Diffusion Systems with Constant Diffusivities 125

Solving system (4.25)–(4.30) in each case one obtains the list of Q-conditional
symmetries of the first type together with the correctly-specified functions C1
and C2 . Note that the symmetry operators have different structures depending on
the case.
Let us consider case (1) in detail. Equations (4.29) and (4.30) take the form

.qu C p2 /Cv1 C 2x1 C1 D 0;


2 (4.32)
.qu C p /Cv2 C 2x1 C2 D qC1 C .qxx  dqt /u C p2xx  dp2t :

Differentiating the first equation of (4.32) w.r.t. x, one arrives at the equation
.qx u C p2x / Cv1 D 0; which leads to the requirement Cv1 D 0. In fact, if qx ¤ 0, then
immediately Cv1 D 0. If qx D 0, then Eq. (4.25) produces  1 D 0, hence, Cv1 D 0.
Thus, the first equation of system (4.32) takes the form x1 C1 D 0 and two subcases
x1 ¤ 0 and x1 D 0 should be examined.
The general solution of (4.32) with x1 ¤ 0 is
 
1 2 2x1 qxx  dqt p2xx  dp2t
C D 0; C D exp  v g.u/ C u C ; (4.33)
qu C p2 2x1 2x1

where g.u/ is an arbitrary (at the moment) function. Because the function C2
does not depend on t and x, Eq. (4.33) with g.u/ ¤ 0 immediately produces
the restrictions q D ˛1 x1 ; p2 D ˛2 x1 ; where ˛1 and ˛2 are arbitrary constants.
1 1
Differentiating Eq. (4.28) w.r.t. x, one obtains xx D 0. So, qx  ˛1 xx D 0, however,
1
this contradicts the assumption x ¤ 0. The remaining possibility g.u/ D 0 leads to
the linear RDS (4.15) only.
Now we examine the subcase x1 D 0, i.e.,  1 D 1 D const. The general solution
of (4.32) takes the form

qf .u/ C .qxx  dqt /u C p2xx  dp2t


C1 D f .u/; C2 D v C g.u/; (4.34)
qu C p2

where f .u/ and g.u/ are arbitrary (at the moment) functions.
If f .u/ is an arbitrary function, then we obtain p2 D ˇq (ˇ D const). Hence

f .u/
C2 D v C ˛v C g.u/;
uCˇ

where ˛ D qxx dq


q
t
. Having this, we use renaming f .u/
uCˇ ! f .u/ and solve the
overdetermined system
qxx dqt
q D ˛;
2qx C 1 .d  1/q D 0:
126 4 Q-conditional symmetries of the first type. . .

Thus, the system of DEs (4.25)–(4.30) is completely solved (under the restrictions
listed above!) and we obtain the conditional symmetry operator
 
1 .1  d/ 2 .1  d/2  4˛
Q D @t C 1 @x C 2 exp xC 1 t .u C ˇ/@v ;
2 4d

where 1 and 2 6D 0 are arbitrary constants, of the system

uxx D ut C .u C ˇ/f .u/;


vxx D dvt C f .u/v C ˛v C g.u/:

Finally, using the simple transformation

1 .1  d/
u ! u  ˇ; ! 1 (4.35)
2
and renaming the functions f and g, one sees that it is exactly case 6 of Table 4.1.
To complete the examination of case (1) we look for the correctly specified
function f .u/, which satisfies (4.34) without the restriction p2 D ˇq. Indeed, if
one finds the differential consequences of the second order (see equation for C2 ),
2 2
namely Cvx D 0; Cvt D 0, then the following algebraic equations for the function
f .u/ are obtained:
 2    
qt p  qp2t f D .qxx  dqt / u C p2xx  dp2t qt u C p2t
    
 .qxx  dqt /t u C p2xx  dp2t t qu C p2 ;
 2    
qx p  qp2x f D .qxx  dqt / u C p2xx  dp2t qx u C p2x
    
 .qxx  dqt /x u C p2xx  dp2t x qu C p2 :

Now one realizes that the function f .u/ D ˛1 C ˛2 u C ˛3 u2 (˛1 ; ˛2 and ˛3 should be
determined) provided p2 ¤ ˇq. Substituting this expression into (4.34) and using
the standard routine, one arrives at case 8 of Table 4.1 if ˛3 ¤ 0 and case 9 if ˛3 D 0.
Let us consider case (6), which is the most complicated. In order to solve
the linear PDEs (4.29)–(4.30) w.r.t. the unknown functions C1 .u; v/ and C2 .u; v/
using the standard technique, one obtains two essentially different expressions for
invariant variable !, namely:
(i) if r1 D r2 D r, then
 
rv C qu C p2 q p1
!D  ln u C I
ru C p1 r r
4.2 Reaction-Diffusion Systems with Constant Diffusivities 127

(ii) if r1 ¤ r2 , then

  r21    
p1 r q p1 r1 p2  qp1
! D uC 1 v 1 u C C : (4.36)
r r  r2 r1 r1 r2

So, integrating Eq. (4.29) we arrive at C1 .u; v/:

 1 21x1 Z   21x1 2


1 r 1
p1 p1
C1 D u C
rxx
f .!/ C u uC
r t r
r1 r1 r1
du
Z  ! (4.37)
 21x1 2
p1 p1 p1
C xxr1 t uC du ;
r
r1

where f .!/ is an arbitrary smooth function. In order to find C1 .u; v/ in an explicit


form using (4.37), the following subcases should be examined:

x1 D 0; 2x1 D r1 ; x1 .2x1  r1 / ¤ 0: (4.38)

This means that examination of subcases (i) and (ii) depends essentially on the fixed
restriction from (4.38). Here we consider in detail the most general subcase (ii) with
the restriction x1 .2x1  r1 / ¤ 0. From (4.37), we immediately obtain

2x1
 1 1 r1
p r1  r1 p1  p1t p1 .rxx
1
 rt1 /
C1 D u C 1 f .!/ C xx 1 t u C xx1  ; (4.39)
r 2x 2x  r1 2x1 .2x1  r1 /

where ! is given by (4.36). The further analysis consists of solving the remaining
Eqs. (4.25)–(4.28) and (4.30) for the function C1 .u; v/ of the form (4.39). Because
the function C1 .u; v/ depends only on the variables u and v, the second-order
1 1
differential consequences Cvt D 0 and Cvx D 0 lead to much simpler expressions.
As a result, it was derived that the only restriction t1 rx1 rx2 ¤ 0 may lead to
conditional symmetry operator(s), otherwise Lie symmetries are obtained.
Now we realize that (4.39) cannot involve an arbitrary function f , otherwise,
1 1
taking into account (4.28), rx1 D ) xx D rx1 D 0 ( is an arbitrary nonzero
1
constant) and then the contradiction rx D 0 is obtained. In order to specify f , the
second-order differential consequence of (4.39) w.r.t. v and x was calculated and it
was proved that the only possibility is f D 0 (otherwise the right-hand side of (4.39)
depends on t and/or x). Thus, we arrive at the linear function

C1 D ˛1 u C ˛2 : (4.40)
128 4 Q-conditional symmetries of the first type. . .

Here ˛1 and ˛2 are arbitrary constants, which satisfy the equalities


1
rxx  rt1 p1xx  p1t p1 .r1  r1 /
D ˛1 ;  1 xx 1 t 1 D ˛2 : (4.41)
2x1 1
2x  r 1 2x .2x  r /

Having C1 .u; v/, the function C2 .u; v/ is easily calculated using (4.30):

  r2 2 1
x
p1 r1 r2 dr2
2
C D u C r1 g.!/ C xx2 1 t v C 2 1 Cr1 1 r2 .qxx  dqt
   x x
r2 dr2 1 1q
C ˛1  xx2 1 t C .1d/r  0 q u C 2
1
1 r 2 p2xx  dp2t C ˛2 q C .1d/p
 0
(4.42)
x  x  
r2 dr2 p1 r2 dr2 1
 xx2 1 t p2  2 1 Cr 1 r 2 qxx  dqt C ˛1  xx2 1 t C .1d/r  0 q ;
x x x

where g.!/ is an arbitrary smooth function. Hereafter we assume g.!/ ¤ 0


(otherwise (4.42) produces a linear C2 , so that a linear RDS will be derived).
Let us assume g.!/ ¤ 0 is arbitrary. This means the right-hand side of (4.36)
r2 2 1 2
does not depend on t and x, hence we derive r1 x D ˇ and rr1 D (ˇ and are
2 1
nonzero constants). In particular, these equalities produce r1x D  ˇ leading to
the restriction rx1 D 0; but t1 rx1 rx2 ¤ 0.
Thus, the only possibility is to specify g in a clever way. In order to do this the
2 2
second-order differential consequences Cvx D 0 and Cvt D 0 were calculated using
(4.42). Solving the equations obtained, we find g.!/ D g1 6D 0, where g1 is an
arbitrary constant. We may set g1 D 1 without loss of generality because of the
transformation v ! g1 v. So, formula (4.42) can be rewritten in the form
 ˇ
p1
C2 D u C 1 C ˛3 v C ˛4 u C ˛5 ; (4.43)
r

where the constants ˇ and ˛k (k D 3; 4; 5) should satisfy the equalities

r2 2x1
r1
D ˇ; (4.44)
2 dr 2
rxx
D ˛3 ;
2x1
t
(4.45)
   
1 .1d/r1
2x1 Cr1 r2
qxx  dqt C ˛1  ˛3 C  0 q D ˛4 ; (4.46)
 
1 .1d/p1 q
2x1 r2
p2xx  dp2t C ˛2 q C 0
 ˛3 p2  ˛4 p1 D ˛5 : (4.47)

Using Eqs. (4.26), (4.27) and (4.44), one easily shows that ˇ D d 6D 1I 0.
1
Moreover, one should set pr1 D ˛0 D const in (4.43) because the function C2
depends only on u and v (the special case d D 2 should be separately examined,
however no conditional symmetry was derived). So, we use the transformation
u ! u  ˛0 . This means that we can set ˛0 D p1 D 0 without loss of generality,
4.2 Reaction-Diffusion Systems with Constant Diffusivities 129

simultaneously ˛2 also vanishes (see (4.41)). Moreover, ˛5 also vanishes because of


the transformation
(
v  ˛˛53 ; if ˛3 ¤ 0;
v! (4.48)
v  ˛d5 t; if ˛3 D 0:

Thus, formulae (4.40) and (4.43) contain only the parameter d and three arbitrary
constants ˛k (k D 1; 3; 4).
Using the first equation in (4.41) and Eqs. (4.26), (4.27), (4.44), (4.45), one
derives the linear PDE
 
d.d  5/tx1 D 4 ˛3  ˛1 d2 x1 ; (4.49)

which can be easily integrated provided d ¤ 5. Having,  1 one readily finds the
functions  0 .t/; q.t; x/; r1 .t; x/ and r2 .t; x/ from Eqs. (4.25)–(4.28). However, the
functions obtained do not satisfy (4.41), (4.44)–(4.46) for any ˛k . Happily, there is
the special case

d D 5; ˛3 D ˛1 d2

when (4.49) vanishes. Integrating the linear equations (4.25)–(4.28), (4.41)


and (4.44)–(4.47) under the above restrictions, we have found the functions
 0 .t/;  1 .t; x/; q.t; x/; r1 .t; x/; r2 .t; x/ and p2 .t; x/, leading to the Q-conditional
symmetry
 2 
Q D t2 @t C tx@x  x C2t
4 C ˛1 t 2
u@u
  2   2   (4.50)
C  exp  xt  4˛1 t u  5x 4C2t C 5˛1 t2 v C p2 .t; x/ @v ;

where  ¤ 0 is an arbitrary constant, while the function p2 .t; x/ is the solution of


the linear equation p2xx D 5p2t C 25˛1 p2 . Simultaneously, the restriction ˛4 D 0 was
obtained, hence the corresponding RDS has the form

uxx D ut C ˛1 u;
(4.51)
vxx D 5vt C u5 C 25˛1 v:

Since the operator p2 .t; x/@v is a Lie symmetry of (4.51) (this follows from case
12 of Table 3 [14]), we can apply Theorem 2.1 and set p2 D 0 in (4.50) without
loss of generality.
Finally, applying the transformation

u ! e˛1 t u; v ! e5˛1 t v (4.52)


130 4 Q-conditional symmetries of the first type. . .

system (4.51) and operator (4.50) are reduced to the forms presented in case 26 of
Table 4.1. Thus, examination of case (6) is complete. Cases (2)–(5) were treated in
the similar way and the results are listed in Table 4.1.
It should be noted that several transformations ((4.35), (4.48) and (4.52) are
examples) have been used to reduce the number of cases and simplify structures
of the relevant RDSs. These transformations can be united and presented in the
form (4.31). The systems listed in Table 4.1 are inequivalent w.r.t. the set of
transformations (4.31), hence step (ii) of the CSCP is realized.
The proof is now complete. t
u

Table 4.1 Q-conditional symmetry operators of RDS (4.15) with d ¤ 1


C1 .u; v/ C2 .u; v/ Q and the coefficient restrictions
1 uf .!/ uk g.!/ C u . f .!/ C ˛.1  d// @t C ˛u@u C ˛ ..1  k/u C kv/ @v ;
! D uk .v  u/ ˛ ¤ 0; k ¤ 1
2 uf .!/ u.g.!/ C ˛.1  d/ ln u @t C ˛u@u C ˛.u C v/@v ; ˛ ¤ 0
Cf .!/ ln u/; ! D u exp. vu /
3 uf .!/ g.!/ C u. f .!/ C ˛.1  d// @t C ˛u@u C ˛.u C 1/@v ; ˛ ¤ 0
! D u exp.u  v/
4 f .!/ eu g.!/  f .!/  ˛.1  d/ @t C ˛@u C ˛.u C v  1/@v ; ˛ ¤ 0
! D eu .u C v/
5 f .!/ uf .!/ C g.!/ C .1  d/u @t C @u C u@v
! D u2  2v
21
6 uf .u/ vf .u/ C g.u/ C ˛v @t C @ C
1d x 
qu@v ; 2 ¤ 0;

2 ˛
q D 2 exp 1 x C 1 d t
 
7 f .u/ .u C v/ .g.u/ C ˛ ln.u C v// @t C  exp  ˛d t .u C v/@v ;  ¤ 0
 f .u/
21
8 ˛1 C ˛2 u g.u/ C uv @t C 1d @x C .qu C p2 /@v ;
C u2 1 x
q D e '1.t/; '1 ¤ 0 
p2 D e1 x .21 C ˛2 /'1  d'P1
21
9 ˛1 C ˛2 u g.u/ C ˛3 v @t C 1d @x C .qu C p2 /@v ;
 
2 C˛ ˛
q D 2 exp 1 x C 1 d2 3 t ;
p2xx D dp2t C ˛3 p2  ˛1 q; 2 ¤ 0
10 ˛1 C ˛2 u ˛3 v C .˛3  ˛2 /u  ˛4 ln.u C v/ @t C ˛4˛.1d/
1 ˛2
.u C v/@v
   
C ˛4
C .x/ exp ˛4˛.1d/
1 ˛2 ˛1
t  1d
ln.u C v/
 .@u  @v /; ˛1 ˛2 ˛4 ¤ 0
2
11 ˛2 u C v ˛3 v C.1Cd/ v2u C˛1 u ln uC˛4 u @t C '2 .t/.u@u C v@v /  'P2 .t/u@v ;
˛2 'P2 .t/ ¤ 0
12 ˛2 u ˛3 v C ˛4 u C uk @t C 2 u@u C .'3 .t/u C 2 kv/@v ;
˛4 2 '3 ¤ 0; k ¤ 1
1 2
13 ˛1 u ln u ˛3 v C ˛1 v ln u C ˛2 u d @t C 1d1 @x C 2 e˛1 t u@u
C.qu C d2 e˛1 t v/@v ; ˛1 2 3 ¤ 0;
qD  
21 ˛3
3 exp 1 x C d
tC d1  e˛1 t
˛1 d 2

(continued)
4.2 Reaction-Diffusion Systems with Constant Diffusivities 131

Table 4.1 (continued)


C1 .u; v/ C2 .u; v/ Q and the coefficient restrictions
˛1 t
14 ˛1 u ln u ˛3 v C ˛1 v ln u C ˛4 u @t C
 2 e u@u 
C '4 .t/u C . d2 e˛1 t C 3 /v @v ; ˛1 2 '4 ¤ 0
15 ˛1 u ln u ˛3 v C ˛1 v ln u C ˛4 u @t C 2 e˛1 t u@u C .'5 .t/uC d2 e˛1 t v/@v ;
1
C ˛2 u d ˛1 ˛2 ˛4 2 '5 ¤ 0
16 ˛1 u ln u ˛3 v C ˛1 dv ln u @t C 2 e˛1 t u@u C .˛1 u C .2 e˛1 t  ˛1 /v/@v ;
+˛1 .1  d/u ln u  ˛3 u ˛1 2 ¤ 0
21
17 0 ˛3 v C ln u @t C 1d @x C 2 u@u C .qu C p2 /@v ;
pxx D dpt C ˛3 p2 C 2 ; 2 3 ¤ 0;
2 2

21 ˛3 C2 .1d/


q D 3 exp 1 x C d
t
18 ˛2 u ˛3 v C ln u C ˛4 u @t C 2 u@u C .'6 .t/u C p2 /@v ;
p2xx D dp2t C ˛3 p2 C 2 ; ˛4 2 '6 ¤ 0
19 ˛2 u ˛3 v C u ln u @t C 2 u@u C .'7 .t/u C 2 v/@v ; 2 '7 ¤ 0
20 ˛1 C ˛2 u uv C ˛3 @t C  .v C '8 .t/.u C ˛2 /  d'P8 .t// @v ;'8 ¤ 0
C u2
21
21 ˛1 C ˛2 u ˛3 v C u2 @t C 1d @x C p1 @u C .qu C p2 /@v ;
q D '9 .t/ exp.1 x/;
'9 ¤ 0; p2xx D dp2t C ˛3 p2 C .d  1
 1/qp  ˛1 q;
1 1 2
p D 2 .1 C ˛2  ˛3 /'9  d'P9 exp.1 x/
21
22 0 ˛3 v C eu @t C 1d @x C 2 @u C.qu C 2 v C p2 /@v ;
p2xx D dp2t C ˛3 p2  2 .1 
 d/q;
21 ˛3
q D 3 exp 1 x C d
t ; 3 ¤ 0
23 ˛1 ˛3 v C ˛4 u C e u
@t C 2 @u C .'10 .t/u C 2 v C p2 /@v ;˛4 2 '10 ¤ 0;
p2xx D dp2t C ˛3 p2  .2 .1  d/ C ˛1 /q C ˛4 2
˛2
24 0 ˛1 .u C v/ ln.u C v/ C ˛2 @t C d1 .@u  @v / C  exp. ˛d1 t/.u C v/@v ;
˛1 ˛2  ¤ 0
2
 2
25 0 u2 2t@t C x@x C 2txp exp  x
5 4t
@u
 4 t 
1 x2 2
C p exp. 4t /u C 2v C p @v ;
t
2
 2
pxx D 3p2t C 2tx
2
4t4
exp  x2t ; d D 3

26 0 u5 t2 @t C tx@x   2 
2 5x2 C2t
 x C2t4
u@u C  exp  xt u  4
v @v ;
d D 5;  ¤ 0

In Table 4.1, the functions .x/, '1 .t/, '2 .t/, '4 .t/, '5 .t/, '8 .t/ and '9 .t/ are the
general solutions of the linear ordinary differential equations (ODEs)
 
00 ˛1 ˛2
 C ˛2 D 0;
˛4 .1  d/
  4 C ˛2 21 C ˛1
d 'R 1  221 C ˛2 'P 1 C 1 '1 D 0;
d
132 4 Q-conditional symmetries of the first type. . .

d 'R2  .˛2  ˛3 C .1  d/'2 / 'P2  ˛1 '2 D 0;


 
  1  d ˛1 t
d'P4 C ˛3 C 2 .d  1/e˛1 t '4  ˛4 3 C 2 e D 0;
d
  1  d ˛1 t
d'P5 C ˛3 C 2 .d  1/e˛1 t '5  ˛4 2 e D 0;
d
˛1 ˛3
d 'R8  ˛2 'P8 C '8 C D 0;
d d
and
   
d 'R9  21 .1 C d/ C ˛2 .1  d/  ˛3 'P9 C 41  ˛3 21  ˛2 .˛2  ˛3 / '9 D 0;

respectively. The functions


(  
˛2 ˛3 C2 .1d/ ˛4 2 .1k/
3 exp t C ˛2 ˛3 C2 .1d/
; if ˛2 ¤ ˛3  2 .1  d/;
'3 .t/ D ˛4 2 .1k/
d
 d t C 3 ; if ˛2 D ˛3  2 .1  d/I
(  
3 exp  ˛d3 t C ˛˛4 3 2 ; if ˛3 ¤ 0;
'10 .t/ D ˛4 2
d t; if ˛3 D 0:

Finally, the function '6 .t/ D '3 .t/ at k D 0; while '7 .t/ D '3 .t/ at k D 0 and
˛4 D 1. Hereafter the upper dot index denotes differentiation w.r.t. the variable t.
Theorem 4.1 presents all possible RDSs with constant diffusivities admitting
Q-conditional symmetries of the first type, which are inequivalent up to any
transformation of the form (4.31). A natural question is: Can we claim that
the 26 systems listed in Table 4.1 are inequivalent up to arbitrary local (point)
transformations (not only of the form (4.31)!)? It turns out that the answer is
positive. The rigorous proof of this statement is presented in [17] (see Sect. 3) and is
based on finding a set of form-preserving transformations. As a result, it was shown
that Table 4.1 cannot be shortened. Thus, one may claim that the CSCP for the RDS
class (4.15) is completely solved, i.e., the classification obtained satisfies items (i),
(ii) and (iii).

4.2.2 Reductions, Exact Solutions and Their Interpretation

Table 4.1 presents a wide range of RDSs with the constant diffusivities, which admit
Q-conditional symmetry of the first type. The most general RDSs occur in cases 1–
7 because they contain the systems involving arbitrary smooth functions f and g.
Depending on the form of f and g, one may extract RDSs arising in applications,
construct exact solutions and provide some interpretation for them. Here we present
a few examples.
4.2 Reaction-Diffusion Systems with Constant Diffusivities 133

Let us construct exact solutions of the nonlinear RDS listed in case 1 of Table 4.1,
when the system and the corresponding symmetry operator have the form

ut D uxx  uf .!/; ! D uk .v  u/;


(4.53)
dvt D vxx  uk g.!/  u. f .!/ C ˛.1  d//

and

Q D @t C ˛u@u C ˛ ..1  k/u C kv/ @v : (4.54)

It is well known that using any Q-conditional symmetry, one reduces the given
system of PDEs to a system of ODEs via the same procedure as for classical Lie
symmetries. Since each Q-conditional symmetry of the first type is automatically
one of the second type, i.e., the standard Q-conditional symmetry, we apply this
procedure for finding exact solutions.
The system

Q .u/ D 0; Q .v/ D 0 (4.55)

for the operator (4.54) takes the form

ut D ˛u;
vt D ˛.1  k/u C ˛kv

and its general solution produces the ansatz

u D '.x/e˛t ;
(4.56)
v D .x/ek˛t C '.x/e˛t ;

where '.x/ and .x/ are new unknown functions. Substituting ansatz (4.56) into
(4.53), one obtains the reduced system of ODEs

' 00 D ' .˛ C f .!// ;


00 (4.57)
D ' k g.!/ C ˛kd ; ! D ' k ;

(hereafter ' 00 D 'xx ; 00 D xx ).


Because system (4.57) is nonlinear (excepting, of course, some special cases) it
can be integrated only for the correctly specified functions f and g. We specify f and
g in a such way that the RDS in question will be still nonlinear (otherwise the result
will be rather trivial) but (4.57) will be integrable. Thus, setting
1
f .!/ D ! k  ˛; g.!/ D ˇ!
134 4 Q-conditional symmetries of the first type. . .

(ˇ and 6D 0 are arbitrary constants), RDS (4.53) takes the form


1
ut D uxx  .v  u/ k C ˛u;
1
dvt D vxx  .v  u/ k  ˇv C .ˇ C ˛d/u; (4.58)

while the corresponding reduced system is


1
' 00 D k;
00
(4.59)
D .ˇ C ˛kd/ :

The general solution of (4.59) can be easily constructed:


Z Z 
1
'.x/ D k .x/ dx dx C c3 x C c4 ; (4.60)

.x/ D c1 exp.x/ C c2 exp.x/; if 2 D ˇ C ˛kd > 0;


.x/ D c1 cos.x/ C c2 sin.x/; if 2 D .ˇ C ˛kd/ > 0; (4.61)
.x/ D c1 x C c2 ; if ˇ C ˛kd D 0:

Thus, substituting (4.60) and (4.61) into (4.56), the four-parameter family of
solutions for the nonlinear RDS (4.58) is constructed.
Hereafter we highlight the solutions satisfying the zero Neumann boundary
conditions, which widely arise in biologically motivated problems. Hence, setting
c3 D ˇ D 0; k D 13 ; 2 D  ˛d 3 > 0; D c1 cos.x/ in (4.60) and (4.61), one
obtains the periodic solution
c31  
u D ˛d cos2 .x/ C 6 cos.x/e˛t C c4 e˛t ; (4.62)
˛t
v D c1 cos.x/e 3 C u

of the nonlinear RDS

ut D uxx  .v  u/3 C ˛u;


(4.63)
dvt D vxx  .v  u/3 C ˛du:

Obviously, the exact solution (4.62) is bounded and nonnegative in time and
space provided ˛ < 0 and c4 > 0 is sufficiently large. It can also be noted that
this solution satisfies the zero Neumann boundary conditions

ux jxD0 D 0; vx jxD0 D 0; ux jxDj  D 0; vx jxDj  D 0;

where j 2 N. Thus, formulae (4.62) present the


n bounded nonnegative
 solution
o of
the nonlinear RDS (4.63) in the domain ˝ D .t; x/ 2 .0; C1/  0; j  , which
satisfies the zero Neumann boundary conditions.
4.2 Reaction-Diffusion Systems with Constant Diffusivities 135

Let us set

f .!/ D .a1 C b!/; g.!/ D .˛.1  d/  a1 /!

(hereafter ˛; a1 and b are arbitrary nonzero constants) in (4.53), hence, it takes the
form

ut D uxx C a1 u  bu2k C bvu1k ;


dvt D vxx  a2 v  bu2k C bvu1k ; (4.64)

where a2 D ˛.1  d/  a1 . The corresponding reduced system of ODEs is

' 00 C b ' 1k C .a1  ˛/' D 0;


00 (4.65)
D .˛kd C a2 / :

Although we have not constructed the general solution of system (4.65), its
particular solution was found by setting D ı; ı 6D 0. In this case, the first-
order ODE
r
0 2bı 2k a1
' D ˙ .˛  a1 /' 2 C ' C c1 ; ˛ D ; k¤2 (4.66)
2k d.k  1/ C 1
for the function
p ' is obtained (the value k D 2 is special and leads to the equation
' 0 D ˙ .˛  a1 /' 2 C 2bı ln ' C c1 ).
If c1 ¤ 0, then the general solution of (4.66) can be expressed via hypergeometric
functions. In order to avoid cumbersome formulae, here we present the solution of
ODE (4.66) with c1 D 0; k ¤ 0:
   p   1k
k a1 ˛
'.x/ D ˇ tan2 2
.x ˙ c 2 / C 1 ; if a1 > ˛;
   p   1k (4.67)
k ˛a1
'.x/ D ˇ tanh2 2 .x ˙ c2 /  1 ; if a1 < ˛;
 
ˇ D .a1 ˛/.2k/
2bı , which seems to be the most interesting. Note that an arbitrary
constant can be removed by the trivial substitution x ˙ c2 ! x.
Now we rewrite system (4.64) setting v ! v in order to obtain a biologically
motivated model. So the system takes form
 
ut D uxx C u a1  bu1k  bvu1k ;
 
dvt D vxx C v a2 C bu1k C bu2k ; (4.68)

where all coefficients (except k) should be positive. System (4.68) can be treated
as a prey–predator model in population dynamics. In fact, the species u is prey
and described by the first equation. Its population decreases proportionally to the
predator density v. The natural birth–death rule for the prey is u.a1  bu1k / and
136 4 Q-conditional symmetries of the first type. . .

can be treated as a generalization of the standard logistic rule u.a1  bu/ (see, e.g.,
[48]). Similar arguments are also valid for the second equation, which describes
the predator density v. Notably this system with k D 0 is the classical prey–
predator model [48] with the additional term bu2 . Such models usually involve
the zero Neumann boundary conditions (zero-flux on the boundaries), which reflect
the natural assumption that both species cannot be widespread over the globe and
they occupy a bounded domain.
Using ansatz (4.56) with v ! v, D ı and (4.67) with a1 > ˛ we construct
the exact solution
   p   1k
k a1 ˛
u D ˇ tan2 2 x C 1 e˛t ;
   p   1k (4.69)
˛kt 2 k a1 ˛ ˛t
v D ıe  ˇ tan 2
x C1 e

of (4.68). It turns out that solution can describe the interaction between prey and
predator on the space interval Œ0; l (here l D kp2a1j˛ ; j 2 N) provided

  1k
1
1 .2  k/.a1  ˛/ a1
0<k <1 ; 0<ı  ; ˛D < 1:
d 2b d.k  1/ C 1
(4.70)

One easily checks that solution (4.69) is nonnegative, bounded in the domain ˝ D
f.t; x/ 2 .0; C1/  .0; l/g and satisfies the Neumann conditions

ux jxD0 D 0; vx jxD0 D 0; ux jxDl D 0; vx jxDl D 0:

As an example we present this solution (4.69) with the parameters satisfying the
restrictions (4.70) in Fig. 4.1. This solution describes the type of the interaction

Fig. 4.1 Exact solution (4.69) of system (4.68) with k D 1=2; ˛ D 10=3; ˇ D 25=48; ı D
4; d D 5; a1 D 5; b D 3
4.3 Reaction-Diffusion Systems with Variable Diffusivities 137

between the species u and v when both of them eventually die, i.e., .u; v/ ! .0; 0/
if t ! C1.

4.3 Reaction-Diffusion Systems with Variable Diffusivities

4.3.1 Q-Conditional Symmetry of the First Type

Here we are looking for conditional symmetries of RDS (4.1) with variable
diffusivities. We examine in detail the most general case du1 dv2 ¤ 0 (the case when,
say, du1 D 0 and dv2 ¤ 0 can be examined in a similar fashion), applying the above
algorithm for solving the CSCP. The final result can be formulated as the following
statement.
Theorem 4.2 ([16]) The nonlinear RDS (4.1) with du1 dv2 ¤ 0 is invariant under Q-
conditional symmetry of the first type iff it and the corresponding operator have the
forms listed in Table 4.2. Any other RDS admitting such symmetry is reduced to one
of those from Table 4.2 by the continuous equivalence transformations

t ! C1 t C C2 ; x ! C3 x C C4 ;
(4.71)
u ! C5 u C C6 ; v ! C7 v C C8 ;

with correctly specified constants Cl ; l D 1; : : : ; 8 and/or by the discrete transfor-


mation

u ! v; v ! u: (4.72)

Proof In order to prove the theorem, one needs to solve the nonlinear PDE system
(4.5)–(4.10) and (4.13) under the restriction du1 dv2 ¤ 0. Of course, solutions of this
overdetermined system depend essentially on the functions dk and Ck .k D 1; 2/
and the main challenge is to find all possible solutions, which are inequivalent up to
the equivalence transformations (4.71)–(4.72).
Substituting (4.13) into (4.7) and differentiating w.r.t. u, one arrives at the
restriction qdv2 D 0, hence q D 0 in (4.13). Since dv2 ¤ 0, one obtains t1 D 0
from Eq. (4.8), i.e.,  1 is a function on the variable x. Now we need to examine two
essentially different possibilities 2 D 0 and 2 ¤ 0, which follow from Eq. (4.7).
Let us assume that 2 D 0. In this case the subsystem (4.5)–(4.7) is reduced to
the equation

 1 1 du1 C 2 0 rx1 D 0 (4.73)

because Eq. (4.7) is equivalent to the requirements 2x1  t0 D 0; xx


1
D 0. Since
1
 6D 0 in Eq. (4.73) (otherwise (4.12) will be fulfilled) we arrive at two subcases
(a)  1 ¤ 0 , rx1 ¤ 0I (b)  1 D 0 , rx1 D 0.
138

Table 4.2 Q-conditional symmetry operators of RDS (4.1) with du1 .u/ dv2 .v/ ¤ 0
d1 .u/ d2 .v/ C1 .u; v/ C2 .u; v/ Q and the coefficient restrictions
     
1 d1 .u/ vˇ u f .v ˇ u˛ /  ˛1 d1 .u/ v g.v ˇ u˛ /  ˇ1 v ˇ et @t C ˛1 u@u C ˇ1 v@v
 
2 d1 .u/ ev u f .ev u˛ /  d1 .u/ g.ev u˛ /  ˛ev e˛t .@t C u@u C ˛@v /
3 d1 .u/ ev f .v  ˛u/  d1 .u/ g.v  ˛u/  ˛ev e˛t .@t C @u C ˛@v /
 
4 d1 .u/ vˇ f .v ˇ eu /  d1 .u/ f .v ˇ eu /  d1 .u/ et @t C @u C ˇ1 v@v
 
˛ e˛t
5 d1 .u/ vˇ f .u/ v g.u/  ˇ˛ v ˇ Q1 D . C e˛t /@t C ˛ˇ e˛t v@v ; Q2 D @t C ˇ Ce˛t
u@u ;
˛e˛t
6 d1 .u/ ev f .u/ g.u/  ˛ev Q1 D . C e˛t /@t C ˛e˛t @v ; Q2 D @t C Ce˛t
@u ;
1 ˇ 1 1
7 d .u/ v f .u/ vg.u/ Q1 D t@t C ˇ
v@v ; Q2 D @t C ˇt
u@u
1 v
8 d .u/ e f .u/ g.u/ Q1 D t@t C @v ; Q2 D @t C 1t @u
 
9 d1 .u/ d2 .v/ u f .v/  ˛d1 .u/ g.v/ @t C ˛u@u
1 2 1
10 d .u/ d .v/ f .v/  ˛d .u/ g.v/ @t C ˛@u
2
11 u d .v/ f .v/ C ˛1 u g.v/ @t C p.x/@u ; p00 D p2 C ˛1 p
v v
12 u e ˛1 v C ˛2 u C ˛3 ˛4  e et .@t C p.x/@u C @v /; ˛1 ¤ 0; p00 D p2 C ˛2 p C ˛1
13 u vˇ ˛1 ln v C ˛2 u C ˛3 v.˛4  v ˇ / eˇt .@t C p.x/@u C v@v /; p00 D p2 C ˛2 p C ˛1 ; ˛1 ¤ 0
1
14 u vˇ ˛
˛2 v C ˛1 u C ˛2  u2 v.˛3  ˛v ˇ / exp.˛ˇt/ .@t C .p.x/C u/@u C ˛v@v / ; p00 D p2 C ˛1 p  ˛2
v
15 u ev ˛
ˇe C ˛1 u C ˛2  u2 ˛3  ˛ev e˛t .@t C .p.x/ C u/@u C ˛@v / ;p00 D p2 C ˛1 p  ˛2
16 u1 vˇ ˛1 v ˇ C ˛2 u1 ˛3 v t@t  .u C ˛2 t/@u C ˇ1 v@v ; ˛1 ˛2 ¤ 0
17 u1 ev ˛1 ev C ˛2 u1 ˛3 t@t  .u C ˛2 t/@u C @v ; ˛1 ˛2 ¤ 0
1 ˛ 1 ˛u 1
The following restrictions are assumed: d ¤ u in cases 1 and 2, d ¤ e in case 3, d ¤ eu in case 4, and ˛ˇ ¤ 0 in all the cases
4 Q-conditional symmetries of the first type. . .
4.3 Reaction-Diffusion Systems with Variable Diffusivities 139

Subcase (a) does not lead to any conditional symmetry operators. In fact,
differentiating (4.10) w.r.t. x gives .rx1 u C p1x /Cu2 D 0 ) Cu2 D 0. Thus, Eq. (4.10)
takes the form x1 C2 D 0.
If x1 ¤ 0, then C2 D 0. Similarly, differentiating Eq. (4.9) w.r.t. v; u; x and
taking into account that  1 ¤ 0; 1x ¤ 0 while xx 1
D 0, we conclude that Cv1 D 0.
So, we arrive at systems containing two independent equations, which are excluded
from consideration.
If x1 D 0, then the corresponding calculations lead to the requirement r1 D
const, i.e., a contradiction to rx1 6D 0 is obtained.
Thus, the subcase (a) has been completely examined.
Subcase (b) is more complicated. First of all Eq. (4.10) immediately gives
1 Cu2 D 0 ) C2 D g.v/, where g.v/ is an arbitrary smooth function. To solve
Eq. (4.9)

.r1 u C p1 /Cu1  r1 C1 D p1xx  .r1 u C p1 /2 du1  .rt1 u C p1t /d1 ; (4.74)

one needs to examine two subcases: r1 ¤ 0 and r1 D 0; p1 ¤ 0. If r1 ¤ 0, then the


general solution of (4.74) has the form
 Z 
p1xx  .rt1 u C p1t /d1
C1 D .r1 u C p1 / f .t; x; v/ C du  d 1
; (4.75)
.r1 u C p1 /2

where f .t; x; v/ is an arbitrary smooth function at the moment and the restriction
fv ¤ 0 should hold. Analysing the differential consequences of (4.75), namely:
1
Cvx  p1x fv C .r1 u C p1 /fvx D 0 and Cvxu
1
 r1 fvx D 0, we conclude p1x D 0; fx D 0.
The differential consequences of (4.75) w.r.t. v and t leads to the equation
   
rt1 u C p1t fv C r1 u C p1 fvt D 0: (4.76)

Now it can be shown that p1t ¤ 0 leads to the relation p1 D C6 r1 ; C6 2 R. So, the
Q-conditional symmetry operator has the form Q D @t C r1 .u C C6 /@u . However,
the equivalence transformation u C C6 ! u, makes p1 D 0. So, assuming p1t D 0,
we derive p1 fvt D 0 from (4.76), i.e., either p1 D 0 or fvt D 0 ) rt1 D 0. If p1 D 0,
then formula (4.75) gives C1 D uf .v/  ˛ud1 .u/, provided r1 D ˛. Thus, case 9 of
Table 4.2 is derived.
Formula (4.75) with nonconstant r1 .t/ leads to the differential consequence
 
rt1 d1
rt1 du1 C D0
r1 t u

for finding the function d1 .u/. Solving this linear ODE, one easily finds d1 D ˛uˇ
and the relevant forms for r1 .t/. Substituting these expressions for d1 and r1 .t/
into (4.75) and using the discrete transformation (4.72), the nonlinearities and the
operators Q2 listed in cases 5 and 7 of Table 4.2 are obtained.
140 4 Q-conditional symmetries of the first type. . .

The examination of subcase (b) with r1 D 0 and p1 ¤ 0 can be done in a


similar way, so that cases 10 and 11 from Table 4.2 are derived. Simultaneously, the
nonlinearities and the operators Q2 listed in cases 6 and 8 of Table 4.2 are obtained
as special subcases of case 10.
Thus, subcase (b) is completely studied.
Let us assume that 2 ¤ 0. Solving Eq. (4.7) w.r.t. the function d2 .v/ and using
the equivalence transformation v ! v C C8 , one obtains two types of the general
solution depending on the function r2 (see the expression for 2 in (4.13)):
1
d2 D ˛1 e˛2 v ; 2 D 0
˛2 .t  2x1 /; (4.77)
1
d2 D ˛1 v ˛2 ; 2 D 0
˛2 .t  2x1 /v; (4.78)

where ˛1 and ˛2 are arbitrary nonzero constants. Substituting (4.77) into Eq. (4.8),
one concludes that the equation obtained is equivalent to the conditions

rx2 D 0; 1
xx D 0:

The same result yields substitution of (4.78) into Eq. (4.8), except for the special
power ˛2 D 4. We have examined this power separately and established that Lie
symmetry operators are obtained only, which are presented in case 10 of Table 1
[22]. Notably, the diffusivity exponent ˛2 D 4 is equivalent to the conformal
power 4=3 in the case of the nonlinear RDS (2.1).
Thus, to solve the system of DEs, we need to integrate Eqs. (4.6), (4.9) and (4.10).
These equations under the restrictions derived above take the forms
    
 1 r1 u C p1 du1 C 2x1  t0 d1 C 2 0 rx1 D 0; (4.79)
 1     
r u C p1 Cu1 C 2 Cv1 D r1  x1 C1 C rxx 1
u C p1xx  rt1 u C p1t d1
1 1     
 r uCp
0
r1 u C p1 du1 C 2x1  t0 d1 ; (4.80)
 1     
r u C p1 Cu2 C 2 Cv2 D r2  x1 C2 C p2xx  rt2 v C p2t d 2 : (4.81)

Now one notes that the standard integration procedure leads to three different
subcases

.1/ r1 D 0; p1 ¤ 0;
.2/ r1 D p1 D 0; (4.82)
1
.3/ r ¤ 0;

because derivatives (w.r.t. u) of all unknown functions contain the term r1 u C p1 as


the multiplier.
Consider the first subcase r1 D 0; p1 ¤ 0. Equation (4.79) with  1 ¤ 0 gives
the exponential form of the function d2 and the relevant calculations lead only to
4.3 Reaction-Diffusion Systems with Variable Diffusivities 141

Q-conditional symmetry operators, which are equivalent to Lie symmetry operators


derived in [22]. So, setting  1 D 0, inserting expressions for d2 ; 2 from (4.77) into
(4.80)–(4.81) and integrating the equations obtained, one constructs their general
solution
 0 Z
p1 1  p1
C1 .u; v/ D f .!/ C pxx1 u  p 0 d1 C t0  pt1 d1 du;
(4.83)
0
C2 .u; v/ D g.!/  ˛˛12 tt0 e˛2 v ;
t

where f .!/ and g.!/ are arbitrary smooth functions (generally speaking, they
1
contain the variables t and x as parameters) while ! D u  ˛2 p 0 v (t0 6D 0 otherwise
t
2 D 0!).
Since the left-hand sides in (4.83) do not depend on t and x, the equations

p1 tt0
D ˇ1 ; D ˇ2 (4.84)
t0 t0

(ˇ1 and ˇ2 are nonzero constants) are immediately obtained provided g.!/ is an
arbitrary function. Solving this ODE system and making the relevant equivalence
transformations of the form (4.71), we arrive at case 3 of Table 4.2. We also use
restriction d1 .u/ (d1 ¤ eu ) otherwise both equations (4.12) will be fulfilled.
The correctly specified forms for g.!/ can be identified from the following
differential consequences of (4.83)
2 2
Cux  g! ! !x D 0; Cut  g! ! !t D 0:

If g! ! ¤ 0, then again case 3 of Table 4.2 is obtained. If g.!/ is a linear function,


say, g.!/ D g1 .t; x/ C g2 .t; x/!, then the second equation from (4.83) immediately
0
gives g2 .t; x/ D 0; g1 D 1 and tt0 D ˇ2 (the case g2 .t; x/ D 2 ¤ 0 implies
t
g1 D 1 and (4.84), hence a subcase of case 3 from Table 4.2 is obtained).
Similar analysis for the function C1 from (4.83) leads to the requirement f .!/ D
f1 .t; x/ C f2 .t; x/!, where f1 and f2 are arbitrary smooth functions at the moment,
hence
 0 Z
1 p1 p1xx p1 1 t p1t
C D f1 C f2 u  ˛2 f2 0 v C 1 u  0 d C  d 1 du: (4.85)
t p   0 p1

Since the left-hand side of (4.85) cannot depend on t and x, one concludes that
0
f2 .t; x/ D ˇ3 pt1 (ˇ3 is a nonzero constant). To find the function d1 .u/, we used the
differential consequence of (4.85)
     
1 p1 t0 p1t 1 p1
Cut  f2 C xx1 C  d  du1 D 0;
p t  0 p1 t 0 t
142 4 Q-conditional symmetries of the first type. . .

which is a linear ODE w.r.t. d1 .u/. It turns out that only a solution of the form
d1 D ˇ4 C ˇ5 u (ˇ4 and ˇ5 ¤ 0 are arbitrary constants) leads to a new Q-conditional
symmetry operator. This operator and the corresponding functions C1 and C2 are
listed in case 12 of Table 4.2.
In order to complete the examination of the first subcase from (4.82), we insert
the expressions for d2 and 2 from (4.78) into (4.81) and integrate the equations
obtained. The general solution takes the form
 Z
p1 1 t0 p1t
C1 .u; v/ D f .!/ C pxx1 u  p0 d1 C 0
 p1
d1 du;
  (4.86)
0
C2 .u; v/ D v g.!/  ˛˛12 tt0 v ˛2 ;
t

 0 

where ! D exp  pt1 u v ˛2 . Assuming that g.!/ is an arbitrary smooth function,
we again arrive at Eq. (4.84) to find  0 and p1 . Thus, case 4 of Table 4.2 is identified.
Finally, we establish that the function g.!/ D ˇ1 leads to another Q-conditional
0
symmetry operator. Then the second equation of (4.86) ultimately requires that tt0 D
t
1 1
ˇ2 . Analysing the differential consequences Cvx D 0 and Cvt D 0 for the function
C1 from (4.86), we find the function f .!/ D f1 .t; x/ C f2 .t; x/ ln.!/.
Thus, we arrive at the expression
 Z
t0 p1xx p1 1 t0 p1t
C1 D f1 C ˛2 f2 ln.v/  f2 u C u  d C  d1 du;
p1 p1 0  0 p1

which has a similar structure to one from (4.85), hence we used the same approach
for finding the function d1 .u/. As a result, the RDS and Q-conditional symmetry
operator listed in case 13 of Table 4.2 are derived.
Thus, the first subcase from (4.82) is completely examined and cases 3, 4, 12 and
13 are identified. Examination of the second subcase from Eq. (4.82) is rather trivial
because Eqs. (4.79)–(4.81) possess simple structures so that the additional operators
Q1 listed in cases 5–8 can be easily derived. Finally, we have done a detailed
study of the third subcase and found six new Q-conditional symmetry operators
and corresponding RDSs, which are listed in cases 1, 2, 14–17 of Table 4.2.
The proof is now complete. t
u
In conclusion of this subsection, we present an important observation. As we
pointed out in Sect. 4.1, the class of RDSs (4.1) is invariant w.r.t. the discrete
transformation u ! v; v ! u. Now one observes that RDSs arising in cases 5–
8 of Table 4.2 admit two operators of Q-conditional symmetries of the first type.
However, the symmetry operators Q2 listed in cases 5–8 are reduced to Q1 via
multiplication on the relevant functions (e.g.,  C e˛t in case 5). This means that
operators Q2 can be removed from Table 4.2 provided one postulates that standard
Q-conditional symmetries (not those of the first type!) are studied.
Remark 4.1 Theorem 4.2 presents all possible RDSs with variable diffusivities
admitting Q-conditional symmetries of the first type, which are inequivalent up to
4.3 Reaction-Diffusion Systems with Variable Diffusivities 143

the equivalence transformations (4.71)–(4.72). It can be proved in a similar way, as


done in [17] (see Sect. 3) for systems of the form (4.15), that Table 4.2 cannot be
shortened via any form-preserving transformations.

4.3.2 Reductions and Exact Solutions

Table 4.2 presents a wide range of RDSs with the variable diffusivities, which admit
Q-conditional symmetry of the first type. The most interesting systems from the
applicability point of view occur in cases 1–4 because other cases involve RDSs with
autonomous equations. Depending on the form of the functions d1 , f and g (see the
relevant systems in cases 1–4), one may extract some systems arising in applications
and construct exact solutions for them. Here we present some examples.
Since the problem of constructing ansätze is the same for all operators, we
consider in detail only the operator and system arising in case 1 of Table 4.2. One
sees that the first-order PDEs (4.55) for the operator
 
u v
Q D et @t C @u C @v
˛ ˇ

take the form


u v
ut D ; vt D ; (4.87)
˛ ˇ

where x should be involved as a parameter because the unknown functions depend


on two variables. The general solution of (4.87) is easily constructed, hence, the
ansatz
t  
t
u D '.x/ exp ; v D .x/ exp (4.88)
˛ ˇ

is obtained. Here '.x/ and .x/ are new unknown functions. To construct the
reduced system, we substitute ansatz (4.88) into the system in question (see
Table 4.2)
   
uxx D d1 ut C u f v ˇ u˛  ˛1 d1 ;
   
vxx D v ˇ vt C v g v ˇ u˛  ˇ1 v ˇ

and, making the relevant simplifications, obtain the ODE system


 ˛ ˇ 
' 00 D 'f '
 ;
00 (4.89)
D g ' ˛ ˇ :
144 4 Q-conditional symmetries of the first type. . .

Table 4.3 Ansätze and Ansätze Systems of ODEs


reduced systems of ODEs t
corresponding to cases 1–4 of 1 u D '.x/ exp ' 00 D 'f .' ˛ ˇ
/
˛ 
Table 4.2 vD .x/ exp t 00
D g.' ˛ ˇ
/
ˇ
00 ˛
2 u D '.x/e t
' D 'f .' e /
00
vD .x/ C ˛t D g.' ˛ e /
3 u D '.x/ C t ' 00 D f .  ˛'/
00
vD .x/ C ˛t D g.  ˛'/
00 ˇ '
4 u D '.x/ C t ' D f. e /
 
00 ˇ '
vD .x/ exp t
ˇ
D g. e /

In Table 4.3, the ansätze and the reduced systems are presented for cases 1–4 of
Table 4.2. The reader may easily extend this table for other cases listed in Table 4.2.
One sees that the reduced systems of ODEs are nonlinear and it is quite
implausible that they are integrable for arbitrary smooth functions f and g. However,
these systems can be integrated if the functions f and g are correctly specified. For
example, the ODE system (4.89) arising in case 1 takes the form

' 00 D 11 ' C 12 ;


00 (4.90)
D 21 ' C 22 ;

if one sets ˛ D ˇ and the functions f and g as follows

f D 11 C 12 ' 1 ; g D 22 C 21 ' 1


;

where ij (i; j D 1; 2) are arbitrary constants. Assuming 12 ¤ 0 (otherwise 21 ¤
0 and one will start from the second equation of (4.90)) the function can be
expressed from the first equation of (4.90), namely:

' 00  11 '


D : (4.91)
12

The second equation of (4.90) takes the form

' 0000  .11 C 22 /' 00 C .11 22  12 21 /' D 0: (4.92)

Since (4.92) is a fourth order linear ODE its solutions are constructed using roots
of the algebraic equation

z4  .11 C 22 /z2 C .11 22  12 21 / D 0: (4.93)


4.3 Reaction-Diffusion Systems with Variable Diffusivities 145

Obviously, the roots will depend on the values of constants ij (i; j D 1; 2) and the
accurate analysis shows that nine different forms of the general solutions occur (see
Table 3 [16]). For example, if 11 22  12 21 D 0, then the roots of (4.93) are
p p
z1 D z2 D 0; z3 D 11 C 22 ; z4 D  11 C 22 :

This means that the general solution of (4.92) has the form
p
'.x/ D C1 cos.hx/ C C2 sin.hx/ C C3 x C C4 ; h D .11 C 22 /; (4.94)

if 11 C 22 < 0;


p
'.x/ D C1 exp.hx/ C C2 exp.hx/ C C3 x C C4 ; h D 11 C 22 ; (4.95)

if 11 C 22 > 0 (hereafter Ci .i D 1 : : : 4/ are arbitrary constants).


Thus, using formulae (4.94), (4.95) and (4.91) one constructs the four-parameter
family of solutions
 
u D '.x/ exp ˛t ;
00   (4.96)
v D ' 12
11 '
exp ˛t ;

for the nonlinear RDS

uxx D d1 .u/ut C 11 u C 12 v  ˛1 ud1 .u/;


(4.97)
vxx D v ˛ vt C 21 u C 22 v  ˛1 v ˛C1

with the corresponding restrictions on the coefficients ij (i; j D 1; 2). It should be
noted that the exact solutions of the form (4.96) are valid for the nonlinear system
(4.97) with the coefficient d1 .u/, which is an arbitrary smooth function.

4.3.3 Application to a Physically Motivated Problem

Now we consider an example of possible application of the solutions obtained.


System (4.97) with the power diffusivity d1 D u takes the form

1
 
Ut D .U k Ux /x  kC1 11 U kC1 C 12 V lC1 C lC1 U ;
1
 l  (4.98)
Vt D .V l Vx /x  lC1 21 U kC1 C 22 V lC1 C lC1
l
V ;

if one applies the substitution (a particular case of (2.12))


˛
u D U kC1 ; v D V lC1 ; kD ; lD ; k ¤ 1; l ¤ 1: (4.99)
C1 ˛C1
146 4 Q-conditional symmetries of the first type. . .

1i 2i
Using the notations 1i D  kC1 and 2i D  lC1 .i D 1; 2/, system (4.98) can
be rewritten as follows

Ut D .U k Ux /x  l.kC1/
lC1
U C 11 U kC1 C 12 V lC1 ;
(4.100)
Vt D .V l Vx /x  1l V C 21 U kC1 C 22 V lC1 :

This system can be used as a mathematical model for some real processes. For
example, (4.100) with k D l D 1, i.e.,

Ut D .UUx /x  U C 11 U 2 C 12 V 2 ;


(4.101)
Vt D .VVx /x  V C 21 U 2 C 22 V 2

is a system of Lotka–Volterra type with porous diffusivities [22], in which the


standard terms 12 UV and 21 UV are replaced by the terms 12 V 2 and 21 U 2 ,
respectively, and a negative birth–death rate is assumed.
System (4.101) with 11 C 21 D 0 and 12 C 22 D 0 can also be regarded as a
model for the gravity-driven flow of thin films of viscous fluid through two networks
of pores (in which the fluid pressures are U.t; x/ and V.t; x/, the film heights
being proportional to the pressures) in a porous medium [22]. The two networks
are connected with some mass transport presented by the quadratic terms, while
the linear terms represent the sinks assumed to be proportional to the pressures.
Because we consider the flow in a one-dimensional (in space) approximation, the
functions U.t; x/ and V.t; x/ describe two macroscopic films (one may assume
also a pulse-train of films) of a fixed size, say L, moving along the relevant
network of pores (in the form of tubules) in the perpendicular direction to the axis
0X.
Consider the functions defined by (4.91) and (4.94). Setting C3 D 0, we obtain

'.x/ D C1 cos.hx/ C C2 sin.hx/ C C4 ;


.l C 1/22 11
.x/ D .C1 cos.hx/ C C2 sin.hx//  C4 ;
.k C 1/12 12

where
q
h D .k C 1/11 C .l C 1/22 ; .k C 1/11 C .l C 1/22 > 0; 11 22  12 21 D 0:

Using the ansatz (4.88) and substitution (4.99), one constructs the three-
parameter family of solutions
1
 
U D .C1 cos.hx/ C C2 sin.hx/ C C4 / kC1 exp  l.kC1/
lC1
t ;
  lC1
1
  (4.102)
.lC1/ 
V D .kC1/22 .C1 cos.hx/ C C2 sin.hx//  11
 C4 exp  tl :
12 12
4.4 Concluding Remarks 147

Fig. 4.2 Solution (4.102) with k D l D 1; j D 4;    


11 D 3; 21 D 3; 12 D 2; 22 D
2; C1 D 0:5; C2 D 0; C4 D 0:7

We note that this solution tends to the stable steady-state point .0; 0/ of system
(4.100) provided t ! 1 and the restrictions l > 0; k > 0 hold. Moreover, solution
(4.102) is nonnegative and satisfies the standard zero-flux conditions on the correctly
specified intervals. For instance, solution (4.102) with C2 D 0 satisfies the boundary
conditions

Ux jxD0 D 0; Vx jxD0 D 0; Ux jxDj h D 0; Vx jxDj h D 0

on the space interval 0; j h ; j 2 N;ˇ and its components are positive provided
nˇ o
ˇ .lC1/ ˇ
11 12 < 0; C4 > max ˇ .kC1/22 C1 ˇ ; jC1 j : Thus, we have established that the
11
exact solutions obtained can satisfy the typical requirements occurring in physically
and biologically motivated problems. For example, the exact solution of the model
describing the gravity-driven flow of thin films of the size L D j h is presented
in Fig. 4.2.

4.4 Concluding Remarks

In this chapter, RDSs with constant and variable diffusivities were studied in order
to find Q-conditional symmetries of the first type, to construct exact solutions, and
to show applicability of the solutions obtained. The main theoretical results are
presented in the form of Theorems 4.1 and 4.2. These theorems contain exhaustive
lists (up to the given sets of point transformations) of the nonlinear RDSs of the
forms (4.15) and (4.1) admitting Q-conditional symmetries of the first type. Thus,
we have shown that the CSCP for RDSs with constant and variable diffusivities
can be completely solved provided we restrict ourselves to search Q-conditional
symmetries of the first type. Because such symmetries are only a subset of the
148 4 Q-conditional symmetries of the first type. . .

standard Q-conditional symmetries (nonclassical symmetries), the CSCP is still an


open task in the general case.
It should be noted that Q-conditional symmetry operators were found under
restriction  0 6D 0 (see formula (4.2)), hence, the case  0 D 0 (this is a so-called
no-go case) should be analysed separately. It is well known that the problem of
finding Q-conditional symmetry operators with  0 D 0 for a single evolution PDE
is equivalent to that of the construction of the general solution for the given PDE
(see [56, 65] for details). Thus, this problem cannot be completely solved for any
nonintegrable evolution equation. Of course, particular solutions of the equation
in question may help one to solve this problem partly, for example, an interesting
approach was presented in [50] (see [33] for its recent application).
It turns out that the situation is different for systems of evolution PDEs if
one is seeking for Q-conditional symmetry operators of the first type and this
was demonstrated in the recent paper [18]. Using the notion of Q-conditional
symmetries of the first type, an exhaustive list of RDSs of the form (4.1) admitting
such symmetry is derived in the no-go case. The symmetries are applied to find
exact solutions. As a result, multiparameter families of exact solutions for nonlinear
RDSs with an arbitrary power-law diffusivity are constructed and their properties
for possible applicability are established [18].
It is worth pointing out that the structure of the operator coefficients in (4.2)
can be generalized by involving the derivatives of the functions u and v. As a
result, the relevant definitions and the algorithm for finding generalized conditional
symmetries of the first type for RDSs can be worked out. We make no attempt to
explore such matters here in detail. However, we predict that the system of DEs
obtained for finding such generalized conditional symmetries will be much more
complicated than (4.3)–(4.10). Of course, some particular solutions in the case of
a fixed RDS can be obtained (similarly to those constructed very recently in [62])
but we do not expect that any complete result (like that presented in Theorems 4.1
and 4.2) will be derived.
Tables 4.1 and 4.2 present a wide range of RDSs with constant and variable
diffusivities, which admit Q-conditional symmetry operators. Many of them involve
the functions d 1 , d2 , f and g, which can be arbitrary smooth functions of the relevant
arguments. This gives a variety of possibilities for extracting specific systems, which
occur in real-world models. In this chapter, a few examples are presented, which
show how the symmetry operators derived can be applied for searching for exact
solutions. Moreover, exact solutions with attractive properties were found for some
RDSs (see systems (4.68) and (4.101)) and their possible biological and physical
interpretations were presented. Work is in progress to construct exact solutions for
other RDSs from Tables 4.1 and 4.2, which are used in real-world applications.
It is worth noting that there are many papers [1, 2, 4, 5, 10, 14, 19–21, 32,
34, 37, 53, 57, 61] devoted to finding exact solutions of nonlinear RDSs of the
form (4.1) because they are governing equations for relevant models describing
various biological, ecological and chemical processes. The handbook [55, Chap. 17]
summarizes many exact solutions presented in the papers cited above. It can be
noted that a large majority of the solutions presented therein were constructed by
4.4 Concluding Remarks 149

application (explicitly or implicitly) of Lie symmetry of the systems in question.


Here and in Chap. 3, several families of exact solutions are derived using Q-
conditional symmetry and it is shown that they cannot be constructed by application
of Lie symmetry, i.e., they are non-Lie solutions.
In conclusion, we present the following observation. All symmetry-based meth-
ods for solving nonlinear PDEs have a clear connection to the method of differential
constraints, which has been formulated in [58, 64] (actually the main ideas of this
method were published much earlier, see, e.g., the historical review in [30]). In fact,
a common property that underlies all the symmetry-based methods can be described
as follows: in order to find exact solutions one solves a nonlinear PDE (system of
PDEs) together with the differential constraint(s) generated by a symmetry operator.
The corresponding symmetry can be of different types: Lie symmetry, Q-conditional
symmetry, generalized conditional symmetry, etc. Because the overdetermined
system consisting of the given PDE and the constraint generated by the symmetry
is compatible, one can find its solutions in a much simpler way. This means that
the main problem of the method of differential constraints, how to define suitable
constraint(s) for the given PDE in a such way that the overdetermined system
obtained will be compatible, is automatically solved.
There are several techniques, which propose to use the correctly specified
differential constraints in order to find exact solutions for some classes of PDEs
without knowledge of any symmetries. Let us restrict ourselves (just for simplicity)
to a second-order two-dimensional equation of the form

L .t; x; u; ut ; ux ; utt ; utx ; uxx / D 0: (4.103)

If PDE (4.103) can be reduced to one with quadratic nonlinearities, then the
method of additional generating conditions [11–13, 22, 49] and the method of
determining equations [38, 39], which were independently worked out in the 1990s,
are applicable for constructing exact solutions. Very similar techniques were also
used in later papers (see, e.g., [9, 35]).
According to the method of additional generating conditions, PDE (4.103) should
be examined together with the additional generating conditions (i.e., specified
differential constrains) in the form of the linear mth-order homogeneous ODE

du dm1 u dm u
˛1 .t; x/ C    C ˛m1 .t; x/ m1 C m D 0; (4.104)
dx dx dx

where ˛1 .t; x/; : : : ; ˛m1 .t; x/ are arbitrary smooth functions and the variable t is
considered as a parameter. As a result, the given PDE is reduced to a system of ODEs
with the structure determined by PDE (4.103) and condition (4.104) (see [12, 13]
for details). Having any solution of the obtained system of ODEs, we immediately
derive an exact solution of PDE (4.103).
Several approaches based on substitutions of the special form, which are usually
called ansatz, should be mentioned. Ansatz reduces the given PDE to a simpler
equation (e.g., ODE) or a system of simpler equations, which can be integrated
150 4 Q-conditional symmetries of the first type. . .

(at least partly). In order to construct the relevant ansatz, either some physical
(biological, chemical, etc.) motivation or an ad hoc approach is used.
The most typical is the plane wave ansatz

u D .!/; ! D x  vt; v 2 R; (4.105)

which reduces Eq. (4.103) to an ODE provided the function L does not depend
explicitly on t and x. Although solving the nonlinear ODE obtained can also be
a nontrivial problem, the solution (at least partial) can usually be found by using
classical methods or handbooks like [36, 54]. Notably, there exist some recent
techniques (e.g., the tanh- and exp-function methods) allowing to construct such
solutions of the nonlinear ODE obtained, which lead to travelling waves (fronts) of
the given PDE (see, e.g., [46, 47, 63]), however their wide applicability is often
questionable [45].
The second classical ansatz follows from the Fourier method (the method of
separation of variables) and reads as

u D T.t/X.x/; (4.106)

where T.t/ and X.x/ are to-be-determined functions. Depending on the form of L,
PDE (4.103) can be reduced to a system of two ODEs. Both ansätze have been
well known since the nineteenth century and are related to the Lie symmetry of
the equation in question. The first one reflects invariance under time and space
translations, while the second is related to scale invariance of the given equation.
Notably, J. Boussinesq was the first to construct an exact solution of the nonlinear
physically motivated problem using ansatz (4.106) [8].
Several new ansätze have been suggested during recent decades in order to
construct exact solutions for nonlinear PDEs, especially evolution equations. Many
of them can be united and written in the form of the ansatz with separated variables

A.u/ D '0 .t/g0 .x/ C    C 'm1 .t/gm1 .x/: (4.107)

Of course, (4.107) is a straightforward generalization of ansatz (4.106). Here some


functions are known, and others should be found. Typically, the functions '0 ; : : : ;
'm1 .t/ are unknown in the case of evolution equations, the functions g0 .x/; : : : ;
gm1 .x/ are specified by either physically motivated reasons or an ad hoc approach,
while A.u/ usually reflects nonlinearities in the given PDE. As a result, an m-
dimensional system of ODEs should be obtained for finding '0 ; : : : ; 'm1 .t/ by
using ansatz (4.107). For example, ansatz (4.107) with the power-law functions
gk D xk , i.e.,

A.U/ D '0 .t/ C '1 .t/x C    C 'm1 .t/xm1 ; (4.108)

was extensively used for constructing exact solutions of reaction-diffusion equations


with power and exponential nonlinearities in the 1990s [28, 29, 40, 41, 43, 59].
References 151

It should be mentioned that ansatz (4.108) was also applied in the earlier papers
[51, 60]), while later, in the 2000s, it was shown that the ansatz is applicable for
reduction of some nonlinear PDEs when the functions gk D xk contain rational (and
even irrational) exponents k (see, e.g., examples in [24, 30]). It is worth noting that a
generalization of ansatz (4.108) for solving multi-dimensional PDEs was suggested
in [42] (see also examples in [30]).
Several cases of ansatz (4.107) with the functions gk 6D xk were used for con-
struction of new solutions to nonlinear evolution PDEs (see, e.g., [13, 15, 29, 59]).
Papers [6, 51] were the first in this direction.
In the 1990s, the method of linear invariant subspaces was developed [29, 59] and
was extensively applied for constructing exact solutions of a wide range of nonlinear
PDEs (almost all the results are summarized in monograph [30]). One may note that
the method is reduced to finding exact solutions in the form (4.107) provided the
functions g0 .x/; : : : ; gm1 .x/ generate the basis of an invariant subspace for a given
PDE. However, it is worth noting that there are exact solutions, which cannot be
derived by the method of invariant subspaces (see an example in [13] on page 8196).
Thus, there are suitable differential constraints, which are not related to invariant
subspaces.
Finally, the direct method [27], which is also called the Clarkson–Kruskal
method, should be mentioned. The basic idea of the method is to reduce PDE (4.103)
to ODEs (a system of ODE and PDE) using the ansatz

u D '.t; x; !/; (4.109)

where the function !.z/ is a solution of some ODE, while the variable z.t; x/ should
be additionally defined (e.g., it can be an invariant variable corresponding to a Lie
symmetry). The function ' is usually assumed to be linear with respect to !.z/.
It turns out that this ansatz leads to new exact solutions for some PDEs arising in
real-world applications [26, 27]. It was shown later that a consistency criterion can
be formulated when the direct method and the nonclassical method [7] lead to the
same solutions [3]. On the other hand, there are examples of the exact solutions
found by the nonclassical method, which are not obtainable by the direct method
[3], hence the nonclassical method seems to be a more general tool for finding exact
solutions of nonlinear PDEs.

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Appendix A
List of Reaction-Diffusion Systems and Exact
Solutions

In Chaps. 2–4, a great variety of Q-conditional symmetries was derived for two-
and three-component reaction-diffusion systems. Some symmetries were applied
in order to construct exact solutions. The solutions obtained are summarized in
Table A.1.

© Springer International Publishing AG 2017 155


R. Cherniha, V. Davydovych, Nonlinear Reaction-Diffusion Systems,
Lecture Notes in Mathematics 2196, DOI 10.1007/978-3-319-65467-6
156

Table A.1
Reaction-diffusion system Q-conditional symmetry Exact solutions
1 ut D uxx C u.a1 C u C v/ .1  2 /@t .a1 v C a2 u C a1 a2 /.@u  @v / (3.108), (3.109), (3.117)–(3.120)
2 vt D vxx C v.a2 C u C v/
 
1 ut D uxx C u.a1  bu  cv/ .1  2 /@t C.a1 cv C a2 bu  a1 a2 /  1b @u C 1c @v (3.122), Fig. 3.1
2 vt D vxx C v.a2  bu  cv/
a1 a2
 b
  1

1 ut D uxx C u.a1  bu  cv  ew/ @t C 1 2
u @u  c
@v C˛b u 1c @v  e
@w (3.172), (3.175), Fig. 3.2, Fig. 3.3
2 vt D vxx C v.a2  bu  cv  ew/
3 wt D wxx C w.a3  bu  cv  ew/
 
u 1 2
1 ut D uxx C u.1  u  v/ @t C 1 3
@u  @v C @
1 3 w
(3.183)
3
2 vt D vxx C 21 
3
v.1  u  v/ C uw C vw
3 wt D wxx  uw  vw
1
ut D uxx  .v  u/ k C ˛u @t C ˛u@u C ˛ ..1  k/u C kv/ @v (4.56), (4.60), (4.61)
1
dvt D vxx  .v  u/ k  ˇv C .ˇ C ˛d/u
2 
ut D uxx  .v  u/3 C ˛u @t C ˛u@u C ˛ 3
u C 13 v @v (4.62)
dvt D vxx  .v  u/3 C ˛du
 
ut D uxx C u a1  bu1k  bvu1k @t C ˛u@u  ˛ ..1  k/u  kv/ @v (4.69), Fig. 4.1
dvt D vxx C v a2 C bu1k C bu2k
 
d1 .u/ ut D uxx  11 u  12 v C ˛u d1 .u/ et @t C ˛u @u C ˇv @v (4.96)
v ˛ vt D vxx  21 u  22 v C ˛1 v ˛C1
A List of reaction-diffusion systems. . .
Index

ansatz, 23, 26, 79, 93, 108, 113, 133, 143, 150 Fitzhugh–Nagumo equation (FNE), 24, 32, 41
form-preserving transformation, 120, 132, 143

basic operator, 37, 99


Belousov–Zhabotinskii system, 47, 72, 73, 92 general solution, 12, 18, 28, 29, 34, 55, 62, 83,
boundary condition, 2, 22, 91, 97, 110, 147 93, 95, 110, 125, 131, 134, 139, 141,
boundary value problem (BVP), 91, 97, 116 142
Burgers equation, 18, 20, 41 generalized conditional symmetry, 4, 41, 48,
72
generalized Fitzhugh–Nagumo equation
competition of populations, 61, 79, 109 (FNE), 26, 28, 31–33
competition of species, 46, 92, 97, 108 generalized Kolmogorov–Petrovskii–Piskunov
conditional symmetry, 4, 40, 47, 48, 56, 72, equation (KPPE), 26, 28, 32
105, 120

heat equation, 4, 13, 41, 129


differential consequence, 8, 15, 56, 81, 126, Huxley equation, 16, 41
127, 139, 141
diffusion equation, 34, 70, 80
diffusive Lotka–Volterra system (DLVS), 46, independent variable, 9, 48, 53, 79
47, 78–80, 82, 88, 91, 94, 98, 100, infinitesimal operator, 49
102, 103, 107 invariance criterion, 5, 9, 14, 49, 50, 99
Dirichlet condition, 38, 97 inverse function, 13, 52, 53

equivalence transformation, 137, 139, 141, 143 Kirchhoff substitution, 13, 52, 61, 119, 121
evolution equation, 8, 9, 48, 50, 148, 150 Kolmogorov–Petrovskii–Piskunov equation
exact solution, 1, 3, 21–24, 29, 30, 36, 37, 39, (KPPE), 3, 26, 41
48, 60, 79, 80, 90, 91, 94, 96, 107,
109, 115, 120, 132, 134, 136, 143,
147, 148 Lie algebra, 6, 79, 80, 99, 100
Lie method, 23, 24
Lie symmetry, 4, 6, 16, 23, 48, 50, 79, 80, 97,
fast diffusion, 35, 39, 41 99, 100, 122, 129, 150, 151
Fisher equation, 2, 3, 21–23, 84, 90 logistic model, 1, 2

© Springer International Publishing AG 2017 157


R. Cherniha, V. Davydovych, Nonlinear Reaction-Diffusion Systems,
Lecture Notes in Mathematics 2196, DOI 10.1007/978-3-319-65467-6
158 Index

manifold, 5, 6, 9, 14, 15, 48–53, 56, 101, 120, reaction-diffusion equation (RDE), 3, 11, 12,
121 24, 34, 73
Murray equation, 23, 35, 39, 41 reaction-diffusion system (RDS), 45, 46, 52,
mutualism, 46, 78 56, 60, 61, 63–65, 68, 80, 99, 119,
122, 124, 130, 137
reaction-diffusion-convection equation
Neumann condition, 91, 134, 136 (RDCE), 15–17, 19–21, 33, 72
non-Lie solution, 30, 36, 37, 149 reduction, 6, 97, 99, 151
nonclassical symmetry, 4, 13, 48–50, 72

slow diffusion, 35
overdetermined system, 19, 27, 55, 90, 104, smooth function, 5, 8, 13, 14, 46, 48, 57, 68,
125, 149 87, 99, 119, 127, 128, 139, 149
steady-state point, 22, 24, 31, 32, 110, 147
steady-state solution, 22, 109
plane wave solution, 3, 27, 30, 32, 79, 89, 92, system of determining equations, 4, 14, 15, 48,
97 52, 55, 57, 62, 81, 85, 86, 101, 120,
population, 1–3, 26, 35, 46, 61, 78, 91, 92, 110, 121, 123
135
porous-Fisher equation, 35
porous-Murray equation, 35, 38 thin film, 146, 147
potential symmetry, 41 travelling front, 3, 21–25, 32, 39, 91, 116, 150
power-law diffusivity, 3, 39, 61 travelling wave solution, 21, 31, 107, 109
predator–prey interaction, 46, 77, 78 trivial algebra, 23, 26, 79, 99
predator–prey model, 135, 136
principal algebra, 79, 99, 109
weak symmetry, 41, 72
Weierstrass function, 34, 95
Q-conditional symmetry, 4–6, 9, 14, 15, 24,
48–51, 61, 79, 82, 92, 101, 119, 132,
148 Zeldovich equation, 16, 24
LECTURE NOTES IN MATHEMATICS 123
Editors in Chief: J.-M. Morel, B. Teissier;

Editorial Policy
1. Lecture Notes aim to report new developments in all areas of mathematics and their
applications – quickly, informally and at a high level. Mathematical texts analysing new
developments in modelling and numerical simulation are welcome.
Manuscripts should be reasonably self-contained and rounded off. Thus they may, and
often will, present not only results of the author but also related work by other people. They
may be based on specialised lecture courses. Furthermore, the manuscripts should provide
sufficient motivation, examples and applications. This clearly distinguishes Lecture Notes
from journal articles or technical reports which normally are very concise. Articles
intended for a journal but too long to be accepted by most journals, usually do not have
this “lecture notes” character. For similar reasons it is unusual for doctoral theses to be
accepted for the Lecture Notes series, though habilitation theses may be appropriate.

2. Besides monographs, multi-author manuscripts resulting from SUMMER SCHOOLS or


similar INTENSIVE COURSES are welcome, provided their objective was held to present
an active mathematical topic to an audience at the beginning or intermediate graduate level
(a list of participants should be provided).
The resulting manuscript should not be just a collection of course notes, but should require
advance planning and coordination among the main lecturers. The subject matter should
dictate the structure of the book. This structure should be motivated and explained in
a scientific introduction, and the notation, references, index and formulation of results
should be, if possible, unified by the editors. Each contribution should have an abstract
and an introduction referring to the other contributions. In other words, more preparatory
work must go into a multi-authored volume than simply assembling a disparate collection
of papers, communicated at the event.

3. Manuscripts should be submitted either online at www.editorialmanager.com/lnm to


Springer’s mathematics editorial in Heidelberg, or electronically to one of the series edi-
tors. Authors should be aware that incomplete or insufficiently close-to-final manuscripts
almost always result in longer refereeing times and nevertheless unclear referees’ rec-
ommendations, making further refereeing of a final draft necessary. The strict minimum
amount of material that will be considered should include a detailed outline describing
the planned contents of each chapter, a bibliography and several sample chapters. Parallel
submission of a manuscript to another publisher while under consideration for LNM is not
acceptable and can lead to rejection.

4. In general, monographs will be sent out to at least 2 external referees for evaluation.
A final decision to publish can be made only on the basis of the complete manuscript,
however a refereeing process leading to a preliminary decision can be based on a pre-final
or incomplete manuscript.
Volume Editors of multi-author works are expected to arrange for the refereeing, to the
usual scientific standards, of the individual contributions. If the resulting reports can be
forwarded to the LNM Editorial Board, this is very helpful. If no reports are forwarded
or if other questions remain unclear in respect of homogeneity etc, the series editors may
wish to consult external referees for an overall evaluation of the volume.

5. Manuscripts should in general be submitted in English. Final manuscripts should contain


at least 100 pages of mathematical text and should always include
– a table of contents;
– an informative introduction, with adequate motivation and perhaps some historical
remarks: it should be accessible to a reader not intimately familiar with the topic
treated;
– a subject index: as a rule this is genuinely helpful for the reader.
– For evaluation purposes, manuscripts should be submitted as pdf files.

6. Careful preparation of the manuscripts will help keep production time short besides
ensuring satisfactory appearance of the finished book in print and online. After accep-
tance of the manuscript authors will be asked to prepare the final LaTeX source files
(see LaTeX templates online: https://www.springer.com/gb/authors-editors/book-authors-
editors/manuscriptpreparation/5636) plus the corresponding pdf- or zipped ps-file. The
LaTeX source files are essential for producing the full-text online version of the book,
see http://link.springer.com/bookseries/304 for the existing online volumes of LNM). The
technical production of a Lecture Notes volume takes approximately 12 weeks. Additional
instructions, if necessary, are available on request from lnm@springer.com.

7. Authors receive a total of 30 free copies of their volume and free access to their book on
SpringerLink, but no royalties. They are entitled to a discount of 33.3 % on the price of
Springer books purchased for their personal use, if ordering directly from Springer.

8. Commitment to publish is made by a Publishing Agreement; contributing authors of


multiauthor books are requested to sign a Consent to Publish form. Springer-Verlag
registers the copyright for each volume. Authors are free to reuse material contained in
their LNM volumes in later publications: a brief written (or e-mail) request for formal
permission is sufficient.

Addresses:
Professor Jean-Michel Morel, CMLA, École Normale Supérieure de Cachan, France
E-mail: moreljeanmichel@gmail.com

Professor Bernard Teissier, Equipe Géométrie et Dynamique,


Institut de Mathématiques de Jussieu – Paris Rive Gauche, Paris, France
E-mail: bernard.teissier@imj-prg.fr

Springer: Ute McCrory, Mathematics, Heidelberg, Germany,


E-mail: lnm@springer.com

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