Nonlinear Reaction-Diffusion Systems
Nonlinear Reaction-Diffusion Systems
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
Mathematics Subject Classification (2010): Primary: 35K57, 35K58, 35K61, 35Q79, 35Q92, 92D25,
92D99; Secondary: 17B80, 17B81, 34A05, 35N05, 35N10
vii
viii Preface
xi
xii Contents
Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 157
Acronyms
xiii
Chapter 1
Scalar Reaction-Diffusion Equations:
Conditional Symmetry, Exact Solutions
and Applications
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/
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
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.
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
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 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 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
Y D M.t; x; u/Q;
is fulfilled.
1.2 Nonclassical Symmetry: Historical Review, Definitions and Properties 7
and
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
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 ;
.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:
in case a) and
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
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
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
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
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
ut D uxx C 3 u3 C 1 u C 0 ; (1.25)
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 ;
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
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/
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/):
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)
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)
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 ;
1 D u C 4 ; D P3 .u/:
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
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
It follows from Theorem 1.3 that all Q-conditional symmetries generated by the
operator
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;
ut D uxx C uux
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 :
ut D uxx C uux C 0 C 2 u2
ut D uxx C uux C 0 C 1 u C 3 u3
1.5 Q-Conditional Symmetry of Reaction-Diffusion-Convection Equations. . . 19
3pi
Qi D @t C pi u@x C .0 C 1 u C 3 u3 /@u ; i D 1; 2;
2pi
. 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. . .
2a2 C a C 93 2 D 0;
b. 2a/ D 32 ;
(1.58)
d. 2a/ D 3a1 ;
e. 2a/ D 3a0 ;
or
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 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
while this operator with coefficients (1.62) forms two Q-conditional symmetries of
RDCE
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
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
!! 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. . .
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
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
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
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
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
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. . .
3. C / C
vyy C vvy .0 C 1 v 3 v 3 / D 0; (1.88)
4 2. /
1 0
Vy y C 3VVy C V 3 V D0 (1.89)
3 3
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
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 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
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)
of the nonlinear RDCE (1.79) when this equation takes the form
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
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
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
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
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.
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
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)
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
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:
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
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
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
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 ;
with '.x/ being an unknown function. Substituting (1.131) with 1 D 0 into
(1.130), one arrives at the linear ODE
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)
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. . .
x
(here l.t; x/ D 1 .m C 1/t 2
) of the nonlinear RDCE
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
x D 0 W U D 0; x D 1 W U D 0:
Consider the Murray equation with fast diffusion (1.126). Since ı D 2 > 0
solution (1.134) takes the form
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. . .
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.
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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42 1 Scalar Reaction-Diffusion Equations. . .
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Chapter 2
Q-Conditional Symmetries of Reaction-Diffusion
Systems
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
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/;
t; x; u; u; : : : ; u:
1 k
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
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 :
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
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).
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
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 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
generated by operator (2.15). Thus, inserting into (2.17) the explicit expression for
k and k :
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:
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).
where 1 and 2 are positive constants. So, the system of DEs (2.21) for finding
coefficients of operator (2.15) takes the form
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
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
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
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 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
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.
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
Thus, the system of DEs (2.21) corresponding to the RDS system (2.45) takes
the form
Equations (1) from system (2.46) are easily integrated and lead to
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/;
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
(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
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
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
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
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
uxx D um ut C f .u/;
(2.54)
vxx D vt C v C g.u/
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/
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
uxx D um ut C f .u/;
(2.59)
vxx D v n vt v n C g.u/
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
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
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
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
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
(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
and
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
(the restriction c21 C b22 ¤ 0 guarantees that it is a non-Lie symmetry) and the
generalized Belousov–Zhabotinskii system (2.67) with
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
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
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/:
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
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
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
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
However, we have done this already for the general reaction-diffusion system (RDS)
in Chap. 2. Thus, one needs only to substitute
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
so that u D v D 0. Having D .t; x/, Eqs. (3.6)–(3.10) can be easily solved and
one arrives at
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)
u ! exp a1
1 t v; cv ! u; c ¤ 0) have the forms
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
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:
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:
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)
Q D ˛1 @t C ˛2 @x (3.54)
3.2 The Two-Component Diffusive Lotka–Volterra System 85
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)
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
˛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
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
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
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
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
In subcase (c1), Eqs. (3.73) and (3.74) are equivalent to the equation
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
.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
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 the function '.t/ ¤ 0 is the general solution of the linear ODE (3.38).
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
where all the coefficients are positive. Using ansatz (3.4), the competition model
(3.85) is reduced to ODEs
D ˇ0 C ˇ1 '; (3.87)
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)
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
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
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/
B>AD1>C (3.99)
or the relation
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
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
Substituting (3.103) into the second equation of (3.102), we arrive at the linear
equation
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 .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
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):
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 ;
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
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
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
one transforms DLVS (3.39) to the system describing the competition of two species
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
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
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
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
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.
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
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:
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
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
1
1 Cu2 C 2 Cv2 C 3 Cw2 C .1 2 / 0 2u
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:
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
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
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)
b1 D b2 D b; c1 D c2 D c; e1 D e2 D e:
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 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
(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;
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)
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
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
v0 D a2 I
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
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
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
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
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
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)
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Chapter 4
Q-Conditional Symmetries of the First Type
and Exact Solutions of Nonlinear
Reaction-Diffusion Systems
The main object of investigation in this chapter is the following class of two-
component reaction-diffusion systems (RDSs)
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,
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:
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.
where d D d1
d2 . Thus, we consider system (4.15) in what follows.
4.2 Reaction-Diffusion Systems with Constant Diffusivities 123
The system of DEs corresponding to the system (4.15) takes the form
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
u ! v; v ! u:
(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
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
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
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
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
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. . .
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
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
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
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
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
(continued)
4.2 Reaction-Diffusion Systems with Constant Diffusivities 131
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. . .
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).
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
and
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
ut D ˛u;
vt D ˛.1 k/u C ˛kv
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
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
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
Let us set
(hereafter ˛; a1 and b are arbitrary nonzero constants) in (4.53), hence, it takes the
form
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
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.
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 ;
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
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)
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. . .
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;
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:
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
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
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
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
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:
' 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
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)
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.
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 ;
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.,
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
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
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.
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. . .
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
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
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
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.
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
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
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
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