Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries
We give a review of our recent results on group classification of the most general nonlinear evolution equation in one spatial variable. The method applied relies heavily on the results of our paper, Acta Appl. Math., 69, 2001, in which we obtain the complete solution of the group classification pro...
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| Cite this: | Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries / R. Zhdanov, V. Lahno // Symmetry, Integrability and Geometry: Methods and Applications. — 2005. — Т. 1. — Бібліогр.: 28 назв. — англ. |
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| citation_txt | Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries / R. Zhdanov, V. Lahno // Symmetry, Integrability and Geometry: Methods and Applications. — 2005. — Т. 1. — Бібліогр.: 28 назв. — англ. |
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| description | We give a review of our recent results on group classification of the most general nonlinear evolution equation in one spatial variable. The method applied relies heavily on the results of our paper, Acta Appl. Math., 69, 2001, in which we obtain the complete solution of the group classification problem for a general quasilinear evolution equation.
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Symmetry, Integrability and Geometry: Methods and Applications Vol. 1 (2005), Paper 009, 7 pages
Group Classification of the General Evolution
Equation: Local and Quasilocal Symmetries
Renat ZHDANOV † and Victor LAHNO ‡
† Institute of Mathematics, 3 Tereshchenkivs’ka Str., Kyiv 4, 01601 Ukraine
E-mail: renat@imath.kiev.ua
‡ State Pedagogical University, 2 Ostrogradskogo Str., Poltava, 36003 Ukraine
E-mail: laggo@poltava.bank.gov.ua
Received September 04, 2005, in final form October 19, 2005; Published online October 25, 2005
Original article is available at http://www.emis.de/journals/SIGMA/2005/Paper009/
Abstract. We give a review of our recent results on group classification of the most general
nonlinear evolution equation in one spatial variable. The method applied relies heavily on
the results of our paper Acta Appl. Math., 69, 2001, in which we obtain the complete solution
of group classification problem for general quasilinear evolution equation.
Key words: group classification; symmetry; second order nonlinear evolution equation
2000 Mathematics Subject Classification: 35K55; 58J70
In this paper we briefly review our recent results on group classification of the general non-
linear evolution equation
ut = F (t, x, u, ux, uxx). (1)
Here u = u(t, x), ut = ∂u/∂t, ux = ∂u/∂x, uxx = ∂2u/∂x2; F is an arbitrary smooth function
obeying the restriction ∂F/∂uxx 6= 0.
Using the standard Lie approach (see, e.g., [1, 2, 3, 4]) we prove that the maximal invariance
group of equation (1) is generated by the operator
Q = τ(t)∂t + ξ(t, x, u)∂x + η(t, x, u)∂u, (2)
where functions τ , ξ and η are arbitrary solutions of a single partial differential equation (PDE)
ηt − uxξt + (ηu − τt − uxξu)F =
(
ηx + ux(ηu − ξx)− u2
xξu
)
Fux
+
(
ηxx + ux(2ηxu − ξxx) + u2
x(ηuu − 2ξxu)− u3
xξuu
+ uxx(ηu − 2ξx)− 3uxuxxξu
)
Fuxx + τFt + ξFx + ηFu. (3)
So to obtain (exhaustive) group classification of the class of equations (1) we need to construct
all possible functions, τ , ξ, η and F , obeying the above constraint (determining equation).
Evidently the challenge of the problem is in the word all, since the system of classifying equations
is not over-determined (as is customary for this type of problems). Moreover, it is under-
determined. This is the reason why the numerous papers devoted to group classification of
nonlinear evolution equations [5, 6, 7, 8, 9, 10, 11, 12, 13, 14] deal mostly with classes of PDEs
depending on arbitrary functions of one, or at most two, variables.
A starting point of our analysis is a simple observation that solutions va = (τa, ξa, ηa),
a = 1, . . . , n, of (3) span a Lie algebra `. So without any loss of generality we can replace (3)
mailto:renat@imath.kiev.ua
mailto:laggo@poltava.bank.gov.ua
http://www.emis.de/journals/SIGMA/2005/Paper009/
2 R. Zhdanov and V. Lahno
with the finite set of systems of PDEs
Equation (3),
[Qi, Qj ] = Ck
ij Qk,
or, equivalently,
Equation (3),
Qiτj −Qjτi = Ck
ij τk,
Qiξj −Qjξi = Ck
ij ξk,
Qiηj −Qjηi = Ck
ij ηk. (4)
In the above formulas the indices i, j, k take the values 1, . . . , n (n ≥ 1 is a dimension of the
corresponding Lie algebra), and Ck
ij are structure constants of the Lie algebra `.
If we solve the (over-determined) system of PDEs (4) for all possible dimensions n ≥ 1 of all
admissible Lie algebras, `, then the problem of group classification of equation (1) is completely
solved. In other words, the problem of group classification of the general evolution equation (1)
reduces to integrating over-determined systems of PDEs (4) for all n = 1, 2, . . . , n0, where n0 is
the maximal dimension of the Lie algebra admitted by the equation under study.
One way to handle the above problem would be starting with investigating compatibility of
systems (4) for all n ≥ 1. This strategy is close in spirit to Reid’s procedure of describing the
algebra admitted by PDE without integrating determining equations [16].
However, a more natural approach is actually to integrate equations (4) so that compatibi-
lity conditions come as a by-product. This is even more so if we take into account that low-
dimensional abstract Lie algebras are described up to the dimension n = 6 (mainly due to efforts
by Mubarakzyanov [17, 18]). So, if we
1. construct all realizations of Lie algebras by operators, the coefficients of which satisfy
equation (3), up to some fixed dimension n0, and
2. prove that (1) does not admit invariance algebras of the dimension n > n0,
then the problem of group classification of equation (1) is completely solved.
The underlying ideas of the above approach are rather natural. No wonder that they have
already been used in various contexts. In particular Fushchych & Serov [19] exploited them to
classify conformally-invariant wave equations in the multidimensional case. In a more systematic
way these ideas have been utilized by Gagnon & Winternitz [20] to classify variable coefficient
Schrödinger equations.
In its present form the approach formulated above has been developed in [21], where we per-
form preliminary group classification of nonlinear Schrödinger equations. Later we applied this
approach to classify second-order quasilinear evolution equations [22, 23], third-order evolution
equations [24] and nonlinear wave equations [25] in one spatial variable.
We perform group classification within the action of equivalence group preserving the class
of PDEs under study. It is not difficult to prove that the maximal equivalence transformation
group preserving class (1) is
t̄ = T (t), x̄ = X(t, x, u), ū = U(t, x, u), (5)
where
T ′ =
dT
dt
6= 0,
D(X, U)
D(x, u)
6= 0.
Group Classification of the General Evolution Equation 3
In the paper [22] we obtain an exhaustive group classification of (quasilinear) evolution equa-
tion
vt = f(t, x, v, vx)vxx + g(t, x, v, vx), v = v(t, x). (6)
Those results provide almost complete solution of the problem of group classification for general
evolution equation (1). By this we mean that if equation (1) admits a one-parameter transfor-
mation group with the infinitesimal generator
Q = ξ(t, x, u)∂x + η(t, x, u)∂u, (7)
then it is transformed into an equation of the form (6). Consequently, if the symmetry algebra
of (1) contains at least one operator of the form (7) then it is equivalent to the PDE (6). What is
more, the symmetry algebra of (1) is mapped into the symmetry algebra of (6). Note, however,
that some symmetry operators may become nonlocal (see the examples below).
Indeed operator (7) can be reduced to the canonical form ∂u′ by a suitable change of variables
t′ = T (t), x′ = X(t, x, u), u′ = U(t, x, u) (8)
(note that the above transformation belongs to the equivalence group of equation (1)). The
corresponding invariant equation takes the form
u′
t′ = F ′(t′, x′, u′
x′ , u′
x′x′).
Differentiating the obtained equation by x′, replacing u′
x′ with v(t′, x′) and dropping the
primes we arrive at the quasilinear PDE of the form (6).
Before proceeding to exploit the above fact any further, we briefly summarize the principal
results of [22].
• There are 2 inequivalent PDEs (6) admitting one-dimensional algebras.
• There are 5 inequivalent PDEs (6) admitting two-dimensional algebras.
• There are 34 inequivalent PDEs (6) admitting three-dimensional algebras.
• There are 35 inequivalent PDEs (6) admitting four-dimensional algebras.
• There are 6 inequivalent PDEs (6) admitting five-dimensional algebras.
Note that there are PDEs (1) admitting infinite-dimensional symmetry algebras. However
these equations are locally equivalent to linear PDEs and therefore their infinite-dimensional
symmetries provide no essential information about them. That is why these PDEs do not
appear in the above list. Note also that group classification of the general linear parabolic type
equation have been performed by Sophus Lie [26] (these results can also be found in [1]).
As an example, we give below the complete list of inequivalent equations (6) invariant under
five-dimensional Lie algebras:
ut = u−4 uxx − 2u−5 u2
x,
ut = uxx + x−1 u ux − x−2 u2 − 2x−2 u,
ut = u−2
x uxx + u−1
x ,
ut = eux uxx,
ut = un
x uxx, n ≥ −1, n 6= 0,
ut = (1 + u2
x)−1 exp(n arctanux) uxx.
4 R. Zhdanov and V. Lahno
It follows from the above considerations that, if the invariance algebra of equation (1) contains
an operator of the form (7), then it is equivalent to equation (6) the group properties of which
are already known. Thus to complete group classification of equation (1) we need to describe
all equations (1) the invariance algebras of which are spanned by the operators
Qi = τi(t)∂t + ξi(t, x, u)∂x + ηi(t, x, u)∂u, i = 1, . . . , n, (9)
where the functions τ1(t), . . . , τn(t) are linearly independent. We denote the class of such equa-
tions as L1.
We prove that the highest dimension of an invariance algebra of equation (6) belonging to L1
equals 3. The algebra in question is sl(2, R) and the corresponding invariant equations are given
below:
ut = x−1 uux − x−2 u2 + x−2 F̃
(
x2uxx − 2u, 2u− xux
)
,
sl(2, R) =
〈
2t∂t + x∂x, −t2∂t − tx∂x + x2∂u, ∂t
〉
;
ut = −1
4
x−1 ux + x−3 u−1
x F̃
(
u, u−2
x uxx + 3x−1u−1
x
)
,
sl(2, R) =
〈
2t∂t + x∂x, −t2∂t + x(x2 − t)∂x, ∂t
〉
.
Here F̃ is an arbitrary smooth function.
There are only two equations from L1 admitting lower-dimensional invariance algebras,
namely,
ut = F̃
(
x, u−1ux, u−1uxx
)
, ` = 〈−t∂t − u∂u, ∂t〉 .
ut = F̃ (x, u, ux, uxx), ` = 〈∂t〉 .
In the above formulas F̃ is an arbitrary smooth function.
Equations from L1 together with invariant equations of the form (6) provide the complete
solution of the problem of classifying equations (1) that admit nontrivial Lie symmetry.
As we noted in [23], results of the group classification of (1) can be utilized to derive their
quasilocal symmetries. The term quasilocal has been introduced independently in [27] and [28]
to distinguish nonlocal symmetries that are equivalent to local ones through nonlocal transfor-
mations.
We have already shown that equations (1) and (6) are related through the nonpoint trans-
formation v(t, x) = ux(t, x) or, inversely, u(t, x) = ∂−1
x v(t, x). Suppose now that equation (1)
admits the one-parameter transformation group
t′ = T (t, θ),
x′ = X(t, x, u, θ),
u′ = U(t, x, u, θ).
Computing the first prolongation of the above formulas gives the transformation rule for the
first derivative of u′
∂u′
∂x′ =
uxUu + Ux
uxXu + Xx
.
In terms of the variables, t, x, v(t, x), this transformation group is
t′ = T (t, θ),
x′ = X(t, x, u, θ),
v′ =
vUu(t, x, u(t, x), θ) + Ux(t, x, u(t, x), θ)
vXu(t, x, u(t, x), θ) + Xx(t, x, u(t, x), θ)
,
Group Classification of the General Evolution Equation 5
where u(t, x) = ∂−1v(t, x). Consequently, if the relation
X2
uu + X2
xu + U2
uu + U2
ux 6= 0 (10)
holds, the transformed equation (6) possesses a quasilocal symmetry. If a symmetry group of
equation (1) satisfies constraint (10), then we say that this equation belongs to the class L2.
In what follows we describe all equations from L2, the symmetry algebras of which are at most
three-dimensional.
It is not difficult to become convinced of the fact that the class L2 does not contain equations
the maximal invariance algebras of which are of the dimension n ≤ 2. Below we give a full list of
inequivalent equations belonging to L2 and admitting three-dimensional Lie algebras (we follow
notations of [23]).
Algebra sl(2, R):
1. Realization
Q1 = ∂u, Q2 = 2u∂u − x∂x, Q3 = −u2∂u + xu∂x.
Invariant equation:
ut = xux F̃
(
t, x−5 u−3
x uxx + 2x−6 u−2
x
)
.
2. Realization
Q1 = ∂u, Q2 = 2u∂u − x∂x, Q3 =
(
εx−4 − u2
)
∂u + xu∂x, ε = ±1.
Invariant equation:
ut = x−2
√
x6 u2
x + 4ε F̃
(
t,
(
x6 u2
x + 4ε
)− 3
2
(
x4 uxx + 5x3 ux +
1
2
x9 u3
x
))
.
Algebra so(3):
1. Realization
Q1 = ∂u, Q2 = cos u∂x + tanx sinu∂u, Q3 = − sinu∂x + tanx cos u∂u.
Invariant equation:
ut =
√
sec2 x + u2
x F̃
(
t,
(
uxx cos x−
(
2 + u2
x cos2 x
)
ux sinx
) (
1 + u2
x cos2 x
)− 3
2
)
.
Algebra A3.8:
1. Realization
Q1 = ∂u, Q2 = x∂u, Q3 = −(x2 + 1)∂x − xu∂u.
Invariant equation
ut =
√
1 + x2 F̃
(
t, uxx (1 + x2)
3
2
)
.
2. Realization
Q1 = ∂u, Q2 = − tan(t + x)∂u, Q3 = ∂t + tan(t + x)u∂u.
Invariant equation
ut = ux + sec(t + x) F (x, uxx cos(t + x)− 2ux sin(t + x)) .
6 R. Zhdanov and V. Lahno
Algebra A3.9:
1. Realization
Q1 = ∂u, Q2 = x∂u, Q3 = −(x2 + 1)∂x + (q − x)u∂u, q 6= 0.
Invariant equation
ut = e−q arctan x
√
1 + x2 F̃
(
t, uxx eq arctan x (1 + x2)
3
2
)
.
2. Realization
Q1 = ∂u, Q2 = − tan(t + x)∂u, Q3 = ∂t + (q + tan(t + x))u∂u, q 6= 0.
Invariant equation
ut = ux + sec(t + x) eqt F̃
(
x, e−qt (uxx cos(t + x)− 2ux sin(t + x))
)
.
Differentiating any of the above equations by x and replacing ux with v yields an equation
of the form (6) that admits a quasilocal symmetry. Consider, as an example, equation
ut = ux + sec(t + x) F (x, uxx cos(t + x)− 2ux sin(t + x))
which is invariant with respect to the algebra 〈∂t +tan(t+x)u∂u〉. The corresponding one-para-
meter transformation group is
t′ = t,
x′ = x,
u′ = u sec(t + x + θ),
where θ ∈ R is the group parameter. Computation of the first prolongation of the above formulas
yields
u′
x′ = ux sec(t + x + θ) + u sec(t + x + θ) tan(t + x + θ)
or
v′x′(t′, x′) =
(
v(t, x) + u(t, x) tan(t + x + θ)
)
sec(t + x + θ),
where u(t, x) = ∂−1v(t, x). The corresponding equation for v = v(t, x) is
vt = vx + sec(t + x) (tan(t + x) F̃ + F̃ω1) + (vxx − 3 tan(t + x) vx − 2v) F̃ω2 .
Here F̃ is an arbitrary smooth function of the variables
ω1 = x and ω2 = cos(t + x) vx − 2 sin(t + x) v.
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Group Classification of the General Evolution Equation 7
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|
| id | nasplib_isofts_kiev_ua-123456789-209351 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 1815-0659 |
| language | English |
| last_indexed | 2025-12-07T13:33:47Z |
| publishDate | 2005 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Zhdanov, R. Lahno, V. 2025-11-19T12:28:31Z 2005 Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries / R. Zhdanov, V. Lahno // Symmetry, Integrability and Geometry: Methods and Applications. — 2005. — Т. 1. — Бібліогр.: 28 назв. — англ. 1815-0659 2000 Mathematics Subject Classification: 35K55; 58J70 https://nasplib.isofts.kiev.ua/handle/123456789/209351 https://doi.org/10.3842/SIGMA.2005.009 We give a review of our recent results on group classification of the most general nonlinear evolution equation in one spatial variable. The method applied relies heavily on the results of our paper, Acta Appl. Math., 69, 2001, in which we obtain the complete solution of the group classification problem for a general quasilinear evolution equation. en Інститут математики НАН України Symmetry, Integrability and Geometry: Methods and Applications Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries Article published earlier |
| spellingShingle | Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries Zhdanov, R. Lahno, V. |
| title | Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries |
| title_full | Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries |
| title_fullStr | Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries |
| title_full_unstemmed | Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries |
| title_short | Group Classification of the General Evolution Equation: Local and Quasilocal Symmetries |
| title_sort | group classification of the general evolution equation: local and quasilocal symmetries |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/209351 |
| work_keys_str_mv | AT zhdanovr groupclassificationofthegeneralevolutionequationlocalandquasilocalsymmetries AT lahnov groupclassificationofthegeneralevolutionequationlocalandquasilocalsymmetries |