Preliminary group classification of the general quasi-linear wave equation

We begin the group classification of quasi-linear second-order wave equations of the most general form. We find the canonical forms for the symmetry operators which generate the invariance group of the equation, as well as the equivalence group, and we describe those equations which admit one- and t...

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Datum:2006
Hauptverfasser: Basarab-Horwath, P., Lahno, V., Басараб-Хорват, П., Лагно, В.
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Veröffentlicht: Інститут математики НАН України 2006
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Transactions of Institute of Mathematics of NAS of Ukraine
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author Basarab-Horwath, P.
Lahno, V.
Басараб-Хорват, П.
Лагно, В.
author_facet Basarab-Horwath, P.
Lahno, V.
Басараб-Хорват, П.
Лагно, В.
author_institution_txt_mv [ { "author": "P. Basarab-Horwath", "institution": null }, { "author": "V. Lahno", "institution": null } ]
author_sort Basarab-Horwath, P.
baseUrl_str https://trim.imath.kiev.ua/index.php/trim/oai
collection OJS
datestamp_date 2020-08-13T10:42:30Z
description We begin the group classification of quasi-linear second-order wave equations of the most general form. We find the canonical forms for the symmetry operators which generate the invariance group of the equation, as well as the equivalence group, and we describe those equations which admit one- and two-dimensional invariance groups.
first_indexed 2026-08-04T01:06:22Z
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fulltext Збiрник праць Iнституту математики НАН України 2006, т.3, N 2, 9–30 УДК 517.912:512.816 Preliminary group classification of the general quasi-linear wave equation P. BASARAB-HORWATH †, V. LAHNO ‡ † Linköping University, Linköping, Sweden E-mail: pehor@mai.liu.se ‡ Poltava State Pedagogical University, Ukraine E-mail: lvi@pdpu.poltava.ua Розпочато групову класифiкацiю квазiлiнiйного хвильового рiвняння другого порядку найбiльш загальної форми. Знайдено канонiчнi фор- ми операторiв симетрiї, якi генерують групу iнварiантностi рiвнян- ня, описано перетворення еквiвалентностi та рiвняння, що допускають одно- та двовимiрнi групи iнварiантностi. We begin the group classification of quasi-linear second-order wave equa- tions of the most general form. We find the canonical forms for the symmetry operators which generate the invariance group of the equation, as well as the equivalence group, and we describe those equations which admit one- and two-dimensional invariance groups. 1. Introduction. The group classification of partial differential equa- tions of mathematical physics occupies an important place among the fundamental problems of modern group analysis of differential equa- tions [1–3]. The solution of this problem is of particular interest because one is able to exploit the powerful methods of Lie groups and algebras for the analysis and construction of solutions of equations that model physical processes and which possess non-trivial symmetry properties. The problem derives its importance from the need to choose a differen- tial equation from some general class of differential equations modelling a process, which admit a non-trivial group symmetry. The history of the solution of the problem of group classification of differential equati- ons begins with the work of Sophus Lie. The first article of Lie on this problem was [4]. The modern form of the group classification problem was formulated by Ovsiannikov in his article [5], in which he proposed a procedure for its solution (which we shall call the Lie–Ovsiannikov 10 P. Basarab-Horwath, V. Lahno method) and where he obtained a complete classification of the non- linear heat conductivity equation. After this, the group classification of differential equations became the subject of intensive research. A detai- led survey of the work done in this area up to the beginning of the 1990’s is given in [6]. In the present article we solve the problem of group classi- fication for non-linear wave equations of the form utt = F (t, x, u, ux)uxx +G(t, x, u, ux), (1) where F 6= 0, G are arbitrary smooth functions, u = u(t, x). We note that differential equations of the form (1) are of great importance in mathematical physics and are used in modelling various types of di- spersion of waves. They have found applications in differential geometry, hydrodynamics, gas dynamics, as well as in chemical engineering and superconductivity. Many articles have been written on the subject of group classification of quasi-linear equations of the form (1). A complete solution of the problem of group classification of the general linear equation is given in [4,7]. The method of Lie–Ovsiannikov has also been applied to give a full solution of the problem for a number of non-linear wave equations: utt = uxx + F (u); [8–11] utt = [f(u)ux]x ; [12, 13] utt = f(ux)uxx; [14] utt = f(ux)uxx +G(ux); [15] utt = umx uxx + F (u); [16] utt + f(u)ut = [F (u)ux]x ; [17] utt + f(u)ut = [F (u)ux]x +G(u)ux. [18] As one can see, the equations listed above involve arbitrary func- tions of one variable. This is connected with the fact that the standard method of performing a group classification involves solving a defining system of equations for the symmetry operators, and for the equations listed above it is possible to solve these defining equations because the arbitrary elements are functions of just one variable. However, one is confronted with a different situation when these arbitrary functions are functions of two or more variables and the defining equations for the symmetry operators then involve first order partial derivatives of the functions which render difficult or even impossible the complete solution Preliminary group classification 11 of the defining system of equations. It is this which explains why the classification of the equations utt = [f(x, u)ux]x ; [19] utt + λuxx = g(u, ux); [20, 21] utt = [f(ux)ux + g(x, u)]x ; [22–24] utt = f(x, ux)uxx + g(x, ux) [25] is, in the classical sense of Lie, incomplete. In the differential equations which we study, the arbitrary functions are functions of four variables, and therefore we shall use the method for the solution of the problem of the group classification which was described in [26] and was used in the group classification of the following equations: ut = uxx + F (t, x, u, ux); [26] ut = F (t, x, u, ux)uxx +G(t, x, u, ux); [27] ut = uxxx + F (t, x, u, ux, uxx); [28] utt = uxx + F (t, x, u, ux). [29, 30] A detailed description of the algorithmic method which we use may be found in [26, 27]. Here, we merely note that it differs from the classical method of group classification of differential equations in that we exploit all possible realizations of low-dimensional Lie algebras within the class of vector fields which are infinitesimal symmetries of the equation under study, and this also gives us further specification of the arbitrary functi- ons. We also note that in performing the group classification of equa- tion (1) we exclude all cases which are equivalent, under local changes of coordinates, to a linear equation or to utt = uxx + F (t, x, u, ux). (2) 2. Preliminary results of group classification of equation (1). Our first task is to determine the form of the vector fields which are symmetry operators for equation (1), and to determine the equivalence group of equation (1) (we define this concept later). We seek these symmetry operators amongst vector fields of the form Q = τ∂t + ξ∂x + η∂u, (3) 12 P. Basarab-Horwath, V. Lahno where τ(t, x, u), ξ(t, x, u), η(t, x, u) are smooth functions from V = R2× R to R. The variables (t, x) ∈ R2 are said to be the independent variables, and u = u(t, x) ∈ R is said to be the dependent variable. The condition that such an operator (3) be a symmetry of equation (1) is that φtt − φxxF − (τFt + ξFx + ηFu + φxFux)uxx − − (τGt + ξGx + ηGu + φxGux) ∣∣ (1) = 0. (4) By a standard but tedious calculation, equation (4) gives us the following initial information about the coefficients: τ = a(t, x)u+ b(t, x), ξ = ξ(t, x), η = at(t, x)u2 + c(t, x)u+ d(t, x) where the functions a(t, x), b(t, x), c(t, x), d(t, x), ξ(t, x), F , G satisfy the system of equations ξt − (axu+ bx + aux)F = 0, 2aF − (axu+ bx + aux)Fux = 0, 2ηtu − τtt − 3τuG+ (τxx + 2uxτxu)F + (τx + uxτu)Gux = 0, 2(ξx − τt)F − (τFt + ξFx + ηFu)− [ηx + (ηu − ξx)ux]Fux = 0, ηtt − uxξtt − [ηxx + (2ηxu − ξxx)ux + ηuuu 2 x)F − (2τt − ηu)G− − (τGt + ξGx + ηGu)− [ηx + (ηu − ξx)ux]Gux = 0. (5) From the first two equations of (5) we find that, since F 6= 0, then a = 0. Further, we distinguish three cases: (1) Fux 6= 0, (2) Fux = 0, Fu 6= 0, (3) Fu = Fux = 0. Case 1: Fux 6= 0. If Fux 6= 0 then it follows from the first two equations of (5) that ξt = bx = 0 and the third equation then becomes 2ct − btt = 0, from which we find that c = 1 2bt + θ(x). Then in (3) we have τ = b(t), ξ = ξ(x), η = ( 1 2 bt + θ(x) ) u+ d(t, x) (6) and the functions τ , ξ, η, F , G satisfy the last two equations of (5). Case 2: Fux = 0, Fu 6= 0. If, in this case, Guxux 6= 0 then we obtain the same result as in case 1. So, suppose that Guxux = 0, which gives us G = A(t, x, u)ux + B(t, x, u) with A and B being arbitrary smooth functions. If A = 0 then equation (1) becomes utt = Fuxx +B, Fu 6= 0 (7) Preliminary group classification 13 and in (3) we find τ = b(t), ξ = ξ(x), η = [ 1 2 (τt + ξx) + k ] u+ d(t, x), k ∈ R, k 6= 0. If, on the other hand, F = λ(x)A, λ(x)Au 6= 0, then equation (1) becomes utt = A[λ(x)uxx + ux] +B (8) and there is then a local change of coordinates t′ = t, x′ = X(x), u = v(t′, x′), Xx 6= 0 with λXxx + Xx = 0, which transforms (8) to a wave equation of the form (7). As is well-known (see [1]), from the group- theoretic point of view, such equations are deemed to be equivalent. Finally, if F 6= λ(t, x)A, λA 6= 0 or if F = λ(t, x)A, λA 6= 0, λt 6= 0 then the invariance group of the corresponding wave equation (1) is generated by the operator (3) with τ , ξ, η satisfying (6). Case 3: Fux = Fu = 0, F 6= 0. If, in equation (1) we have Guxux 6= 0 or G = A(t, x, u)ux +B(t, x, u) with Au 6= 0 then the invariance group is generated by operators( 3) with coefficients given by (6). This leaves us with the case when equation (1) is of the form utt = F (t, x)uxx +A(t, x)ux +B(t, x, u). (9) It is well known from the general theory of partial differential equations that there are invertible changes of coordinates t′ = α(t, x), x′ = β(t, x), D(t′, x′) D(t, x) 6= 0 which transform the equation (9) either to an equation of hyperbolic type vt′t′ − vx′x′ = Ã(t′, x′)vx′ + C̃(t′, x′)vt′ + B̃(t′, x′, v) (10) or to an equation of elliptic type vt′t′ + vx′x′ = Ã(t′, x′)vx′ + C̃(t′, x′)vt′ + B̃(t′, x′, v). (11) However from the point of view of the local analytic theory with analytic coefficients, the elliptic type is equivalent to the hyperbolic type. Therefo- re there exist corresponding transformations in the complex domain whi- ch allow us to obtain equations (10) and (11) from each other. Further, 14 P. Basarab-Horwath, V. Lahno the change of variables y = t′, z = x′, ω(y, z) = Λ(t′, x′)v, Λ 6= 0 where Λ = exp ( − 1 2 ∫ C̃(t′, x′)dt′ ) transforms equation (10) into an equation of the form ωyy = ωzz +H(y, z)ωz +R(y, z, ω). This equation belongs to the class of equations (2) and therefore, as we noted earlier, we exclude it from our considerations. From the analysis carried out above, it now follows that, in order to solve our problem of group classification, we need consider only the following cases: utt = F (t, x, u, ux)uxx +G(t, x, u, ux), Fux 6= 0, (12) utt = F (t, x, u, )uxx +G(t, x, u, ux), F 6= 0, Guxux 6= 0, (13) utt = F (t, x, u)uxx +G(t, x, u, )ux +H(t, x, u), (14) Fu 6= 0, F 6= λ(t, x)G, λG 6= 0, utt = F (t, x, u)[H(t, x)uxx + ux] +G(t, x, u), (15) Fu 6= 0, Ht 6= 0, utt = F (t, x)uxx +G(t, x, u)ux +H(t, x, u), (16) F 6= 0, Gu 6= 0, utt = F (t, x, u)uxx +G(t, x, u), Fu 6= 0. (17) The following result follows from the above considerations. Proposition 1. The invariance groups of equations (12)–(16) are gene- rated by vector fields of the form Q = τ(t)∂t + ξ(x)∂x + [( 1 2τt + θ(x) ) u+ η(t, x) ] ∂u. (18) Further, for equations (12) and (13) the functions τ , ξ, θ, η, F , G satisfy the system of equations 2(ξx − τt)F − (τFt + ξFx + [( 1 2τt + θ(x) ) u+ η(t, x) ] )Fu = = [ θxu+ ηx + ux ( 1 2τt + θ − ξx )] Fux , 1 2τtttu+ ηtt − [θxxu+ ηxx + ux(2θx − ξxx)]F − ( 3 2τt − θ ) G− − (τGt + ξGx + [( 1 2τt + θ(x) ) u+ η(t, x) ] )Gu = = [ θxu+ ηx + ux ( 1 2τt + θ − ξx )] Gux . (19) Preliminary group classification 15 For equation (14) the functions τ , ξ, θ, η, F , G, H satisfy the system of equations (ξx − 2τt)G+ (ξxx − 2θx)F − ( τGt + ξGx +[( 1 2τt + θ(x) ) u+ η(t, x) ] Gu ) = 0, 2(ξx − τt)F − ( τFt + ξFx + [( 1 2τt + θ(x) ) u+ η(t, x) ]) Fu = 0, 1 2τtttu+ ηtt − [θxxu+ ηxx]F − (ηx + uθx)G− ( 3 2τt − θ ) H − − ( τHt + ξHx + [( 1 2τt + θ(x) ) u+ η ]) Hu = 0. (20) For equation (15) the functions τ , ξ, θ, η, F , G, H satisfy the system of equations [2(ξx − τt)H − τHt − ξHx]F − − { τFt + ξFx + [( 1 2τt + θ(x) ) u+ η(t, x) ] Fu } H = 0, (ξxx − 2θx)HF − (2τt − ξx)F − − { τFt + ξFx + [( 1 2τt + θ(x) ) u+ η(t, x) ] Fu } = 0, 1 2τtttu+ ηtt − (ηxx + uθxx)HF − (uθx + ηx)F − ( 3 2τt − θ ) G− − { τGt + ξGx + [( 1 2τt + θ(x) ) u+ η(t, x) ] Gu } = 0. (21) For equation (16) the functions τ , ξ, θ, η, F , G, H satisfy the system of equations (ξxx − 2θx)F − (2τt − ξx)G− − { τGt + ξGx + [( 1 2τt + θ(x) ) u+ η(t, x) ] Gu } = 0, 2(ξx − τt)F − τFt − ξFx = 0, 1 2τtttu+ ηtt − (ηxx + uθxx)F − (uθx + ηx)G− ( 3 2τt − θ ) H − − { τHt + ξHx + [( 1 2 τt + θ(x) ) u+ η(t, x) ] Hu } = 0. (22) The general infinitesimal operator Q of the invariance group of equation (17) is given by Q = τ(t)∂t + ξ(x)∂x + [( 1 2 (τt + ξx) + k ) u+ η(t, x) ] ∂u, (23) where the functions τ , ξ, η, F , G and the constant k satisfy the system of equations 2(ξx − τt)F − ( τFt + ξFx + [( 1 2 (τt + ξx)+ ) u+ η ] Fu ) = 0, 16 P. Basarab-Horwath, V. Lahno ηtt + 1 2τtttu− ( 1 2ξxxxu+ ηxx ) F − ( 3 2τt − 1 2ξx − k ) G− − ( τGt + ξGx + [( 1 2 (τt + ξx) + k ) u+ η(t, x) ] Gu ) = 0. (24) A direct calculation shows that when the equations (12)–(17) contain arbitrary functions then the equations do not possess any symmetri- es in the classical sense of Lie. In what follows, we shall carry out a group classification up to equivalence under the equivalence group (which we denote by E) of the equation under consideration. The equivalence group E of a given equation consists of those transformations (of the space V = R2 × R) t′ = T (t, x, u), x′ = X(t, x, u), v = U(t, x, u) which preserve the form of the differential equation (1), that is, transformations of the above type which transform (1) into an equation vt′t′ = F̃ (t′, x′, v, vx′)vx′x′ + G̃(t′, x′, v, vx′). In order to determine the transformations of E one may use the infini- tesimal method [31] or the direct method. These calculations are long but standard, and we give only their result. Proposition 2. The equivalence group E of equations (12)–(16) consist of the transformations t′ = T (t), x′ = X(x), v = U(x) √ |Tt|u+ Y (t, x) (25) with the condition TtXxU 6= 0 and with Y being an arbitrary function. The transformations of the equivalence group E of equation (17) consist of the transformations t′ = T (t), x′ = X(x), v = γ √ |Tt| √ |Xx|u+ Y (t, x) (26) with γTtXx 6= 0, γ ∈ R, and t′ = T (x), x′ = X(t), v = γ √ |Tt| √ |Xx|u+ Y (t, x) (27) with γTtXx 6= 0, γ ∈ R, and in both cases Y is an arbitrary function. We now pass to the description of those nonlinear equations which are invariant under low-dimensional Lie algebras. 3. Invariance of equations under one-dimensional Lie algeb- ras. As we showed above, when the functions F , G, H in equations (12)– (17) are allowed to be completely arbitrary, then the equations do not have any symmetry in the sense of Lie. For this reason we begin our classi- fication of those equations which admit symmetries by looking at those Preliminary group classification 17 which are invariant under one-parameter groups of local transformati- ons (which is equivalent to being invariant under one-dimensional Lie algebras). In order to do this, we first obtain all inequivalent realizations of one-dimensional Lie algebras. 3.1. Realizations of one-dimensional Lie algebras. Theorem 1. There exist transformations of the form (25) which trans- form the operator (18) into one of the following forms: Q = ∂t, Q = ∂x, Q = ∂t + ∂x, Q = f(x)u∂u, Q = g(t, x)∂u, Q = ∂t + f(x)u∂u, where f, g 6= 0. Proof. Applying the change of coordinates (25) we transform the ope- rator (18) into one of the form Q̃ = τTt∂t′ + ξXx∂x′ + {[ 1 2ετ |T | −1/2TttU + ξ|Tt|1/2Ux + + ( 1 2τt + θ ) |Tt|1/2U ] u+ τYt + ξYx + η|Tt|1/2U } ∂v, (28) where ε = 1 if Tt > 0 and ε = −1 if Tt < 0. We now consider three cases: (1) τ 6= 0, (2) τ = 0, ξ 6= 0, (3) τ = ξ = 0. Case 1: τ 6= 0. Putting Tt = τ−1 in (25) we make the coefficient of ∂t′ equal to one. If we also have ξ 6= 0 then we may put Xx = ξ−1. We also choose U to be a non-trivial solution of ξUx + θU = 0, and Y is taken as a solution of the equation τYt + ξYx + η|τ |−1/2U = 0. In this way we transform the operator given in (28) into the operator Q̃ = ∂t′ + ∂x′ . (29) If, however, ξ = 0, θ 6= 0 then, putting Y equal to a solution of τYt + η|τ |−1/2U = 0, the transformation (25) takes the operator Q into Q̃ = ∂t′ + θ(x′)v∂v. (30) If ξ = θ = 0 then, in the same way, we may transform Q into Q̃ = ∂t′ . (31) 18 P. Basarab-Horwath, V. Lahno Case 2: τ = 0, ξ 6= 0. Put Xx = ξ−1 in (25) and choose U to be a non-trivial solution of ξUx + θU = 0 and we choose Y to be a solution of ξYx + η|Tt|1/2U = 0. This then takes Q into the operator Q̃ = ∂x′ . (32) Case 3: τ = ξ = 0. If θ 6= 0 in (18) then we put T = t, Y = θ−1ηU in (25) and the operator (28) becomes Q̃ = θ(x′)v∂v. (33) If we have θ = 0 in (18) then η 6= 0 and we obtain the operator Q̃ = η̃(t′, x′)∂v. (34) The forms of the operator Q̃ obtained in (29)–(34) is, apart from the notation, that given in the statement of the theorem. All that remains to be done is to verify that these different forms are inequivalent under the action of transformations (25). We show this for the case of the operators Q1 = ∂t and Q2 = ∂t + f(x)u∂u, and the other cases are treated in the same way. First, we assume that there is a transformation of the form (25) which takesQ1 into Q̃ = ∂t′+f̃(x′)v∂v. Then this implies that we must have f = 0 which contradicts the requirement for Q2. This completes the proof. Theorem 2. There exist transformations of the type (26), (27) which transform the operator (23) into one of the following: Q = ∂t + ∂x, Q = ∂t, Q = ∂t + ∂x + u∂u, Q = ∂t + u∂u, Q = u∂u, Q = g(t, x)∂u, g 6= 0. The proof is carried out in the same way as that of Theorem 1. It follows from these two theorems that, in the classes (18) and (23) of operators, there exist six inequivalent (with respect to the equivalence group of our partial differential equation) types of one-dimensional Lie algebras A1 = 〈e1〉. We list these below, using a notation which we shall use in the rest of this paper. One-dimensional Lie algebras of operators of type (18). A1 1 = 〈∂t + ∂x〉, A2 1 = 〈∂t〉, A3 1 = 〈∂x〉, A4 1 = 〈∂t + f(x)u∂u〉, A5 1 = 〈f(x)u∂u〉, A6 1 = 〈g(t, x)∂u〉, f, g 6= 0. Preliminary group classification 19 One-dimensional Lie algebras of operators of type (23). Ã1 1 = 〈∂t + ∂x〉, Ã2 1 = 〈∂t〉, Ã3 1 = 〈∂t + ∂x + u∂u〉, Ã4 1 = 〈∂t + u∂u〉, Ã5 1 = 〈u∂u〉, Ã6 1 = 〈g(t, x)∂u〉, g 6= 0. 3.2. Equations invariant under one-dimensional Lie algebras. We now have to determine for each of the above realizations whether the given operator is an admissible symmetry operator (that is, if there is a wave equation which is invariant under a given realization). To do this we use the system of determining equations Proposition 1. Since the procedure of constructing A1-invariant equations reduces to integrating systems of first-order partial differential equations, we do not give de- tails: we merely make some remarks and then give a list of our results. All the realizations Ai1 (i = 1, . . . , 6) are invariance algebras only for equations of the form (12). For equations of the form (13), substituting the values of the coefficients τ , ξ, θ, η in the realizations A5 1 and A6 1 into the system (19) leads to the equality Fu = 0, which contradicts the condition placed on the equation. We arrive at the same result when we examine these realizations for the equations (14) and (15). For equati- on (15) we also find that the condition of its invariance under A2 1 leads to Ht = 0, which contradicts the condition placed on the equation. Finally, for equation (16) the invariance under A6 1 leads toGu = 0, as follows from the second equation in (22). This contradicts the requirements placed on the equation. The realizations Ã5 1 and Ã6 1 cannot be invariance algebras of equation (17) since the first equation of the system (24) gives Fu = 0 which is a contradiction. Below we give a list of all A1-invariant equati- ons, and we give the realization of the algebras A1 which is an invariance algebra of the corresponding equation, and we give the corresponding forms of the functions F , G, H. A1-invariant equations of type (12). A1 1 : F = F̃ (z, u, ux), G = G̃(z, u, ux), z = t− x, F̃ux 6= 0; A2 1 : F = F̃ (x, u, ux), G = G̃(x, u, ux), F̃ux 6= 0; A3 1 : F = F̃ (t, u, ux), G = G̃(t, x, ux), F̃ux 6= 0; A4 1 : G = uG̃(x, v, ω)− f−1[f ′′u ln |u|+ 2f ′ux ln |u| − − (f ′)2f−1u ln2 |u|]F̃ , F = F̃ (x, v, ω), v = u exp (−tf), ω = u−1ux − f−1f ′ ln |u|, F̃ω 6= 0; 20 P. Basarab-Horwath, V. Lahno A5 1 : G = uG̃(t, x, ω)− f−1[f ′′u ln |u|+ 2f ′ux ln |u| − − (f ′)2f−1u ln2 |u|]F̃ , F = F̃ (t, x, ω), F̃ω 6= 0, ω = u−1ux − f−1f ′ ln |u|; A6 1 : F = F̃ (t, x, ω), G = G̃(t, x, ω)− g−1gxxuF̃ + g−1gttu, ω = gux − gxu, F̃ω 6= 0. A1-invariant equations of type (13). A1 1 : F = F̃ (z, u), G = G̃(z, u, ux), z = t− x, F̃u 6= 0; A2 1 : F = F̃ (x, u, ), G = G̃(x, u, ux), F̃u 6= 0; A3 1 : F = F̃ (t, u, ), G = G̃(t, u, ux), F̃u 6= 0; A4 1 : G = uG̃(x, v, ω)− f−1[f ′′u ln |u|+ 2f ′ux ln |u| − − (f ′)2f−1u ln2 |u|]F̃ , F = F̃ (x, ω), ω = u exp (−tf), v = u−1ux − f−1f ′ ln |u|, F̃ω 6= 0. A1-invariant equations of type (14). A1 1 : F = F̃ (z, u), G = G̃(z, u), H = H̃(z, u), z = t− x, F̃u 6= 0, F̃ 6= λ(z)G̃, λ(z)G̃ 6= 0; A2 1 : F = F̃ (x, u), G = G̃(x, u), H = H̃(x, u), F̃u 6= 0, F̃ 6= λ(x)G̃, λ(x)G̃ 6= 0; A3 1 : F = F̃ (t, u), G = G̃(t, u), H = H̃(t, u), F̃u 6= 0, F̃ 6= λ(t)G̃, λ(t)G̃ 6= 0; A4 1 : F = F̃ (x, ω), G = G̃(x, ω)− 2f ′f−1 ln |u|F̃ , H = uH̃(x, ω) + (f ′)2f−2u ln2 |u|F̃ − f ′f−1u ln |u|G̃− − f ′′f−1u ln |u|F̃ , ω = u exp (−tf), F̃ω 6= 0; if f ′ = 0 then F̃ 6= λ(x)G̃, λ(x)G̃ 6= 0. A1-invariant equations of type (15). A1 1 : F = F̃ (z, u), G = G̃(z, u), H = H̃(z), z = t− x, F̃u 6= 0, H̃z 6= 0; A3 1 : F = F̃ (t, u, ), G = G̃(t, u), H = H̃(t), F̃u 6= 0, H̃t 6= 0; Preliminary group classification 21 A4 1 : F = F̃ (x, ω)[H̃(x)− 2tf ′], H = [H̃(x)− 2tf ′]−1, G = etf G̃(x, ω) + uF̃ [ 1 4 (H − 2tf ′)2 − tf ′′ ] , ω = u exp (−tf), F̃ω 6= 0, f ′ 6= 0. A1-invariant equations of type (16). A1 1 : F = F̃ (z), G = G̃(z, u), H = H̃(z, u), z = t− x, G̃u 6= 0; A2 1 : F = F̃ (x), G = G̃(x, u), H = H̃(x, u), G̃u 6= 0; A3 1 : F = F̃ (t), G = G̃(t, u), H = H̃(t, u), G̃u 6= 0; A4 1 : F = F̃ (x), G = G̃(x, ω)− 2f ′f−1 ln |u|F̃ , H = uH̃(x, ω) + (f ′)2f−2u ln2 |u|F̃ − f ′f−1u ln |u|G̃− − f ′′f−1u ln |u|F̃ , ω = u exp (−tf); G̃ is arbitrary if f ′ 6= 0; G̃ω 6= 0 if f ′ = 0. A5 1 : F = F̃ (t, x), G = G̃(t, x)− 2f ′f−1 ln |u|F̃ , H = uH̃(t, x)− f ′′f−1u ln |u|F̃ + (f ′)2f−2u ln2 |u|F̃ − − f ′f−1u ln |u|G̃, f ′ 6= 0. A1-invariant equations of type (17). Ã1 1 : F = F̃ (z, u), G = G̃(z, u), z = t− x, F̃u 6= 0; Ã2 1 : F = F̃ (x, u), G = G̃(x, u), F̃u 6= 0; Ã3 1 : F = F̃ (z, ω), G = etG̃(z, ω), z = t− x, ω = u exp (−t), F̃ω 6= 0; Ã4 1 : F = F̃ (x, ω), G = etG̃(x, ω), ω = u exp (−t), F̃ω 6= 0. We note that in the above lists, f ′ = df dx , f ′′ = d2f dx2 . Also, we note that the Lie algebras given are the maximal invariance algebras of the corresponding equations when the functions F̃ , G̃, H̃ are arbitrary. 4. Invariance of equations under two-dimensional Lie algeb- ras. It is well-known (see [32]) that there are, up to isomorphism, only two Lie algebras A2 = 〈e1, e2〉 of dimension two: A2.1 : [e1, e2] = 0; A2.2 : [e1, e2] = e2. 22 P. Basarab-Horwath, V. Lahno In order to obtain a full list of non-linear equations (1) which are invari- ant under two-dimensional Lie algebras, we must first construct all possi- ble inequivalent realizations of the Lie algebras A2.1 and A2.2 in the class of operators (18) and (23). Then we must use the defining system of equations (19)–(22) and (22) in order to pick out those realizations which are invariance algebras for equations of the given type (1). To carry out this construction, we are able to exploit the results of Theorems 1 and 2, which allow us to choose one of the operators of the two-dimensional Lie algebras in one of the canonical forms given in these results. 4.1. A2.1-invariant equations. The Lie algebra A2.1 is Abelian, so we just add one more operator of the form (18) or (23) which commutes with the first operator chosen from amongst the canonical forms. We do this for the canonical form A1 1. In this case we put e1 = ∂t + ∂x, and we let the operator e2 have the form (18). Then the commutation relation [e1, e2] = 0 gives us e2 = c1∂t + c2∂x + (c3u+ η(z))∂u, (35) where c1, c2, c3 ∈ R, z = t−x. To give the operator (35) a canonical form we use the subgroup Φ of the equivalence group E (given by (25)) which maps e1 to λe′1with e′1 = ∂t′ + ∂x′ for some arbitrary choice of constant λ 6= 0. This is allowed because the commutation relation [e1, e2] = 0 is preserved. A straightforward calculation gives us the following form of the allowed transformation: t′ = λt+ λ1, x′ = λx+ λ2, v = λ3 √ |λ|u+ Y (z), (36) where λ, λ1, λ2, λ3 ∈ R, z = t − x, λ, λ3 6= 0. Applying this transforma- tion, we obtain the following possible forms for e2: ∂t, ∂x, ∂t + u∂u, ∂x + u∂u, u∂u, g(z)∂u, with g 6= 0. The extra factor λ gives us flexibility in our calculations so that no other arbitrary constants arise in the canonical forms for e2. We then have the following forms for the algebra A2.1: 〈∂t, ∂x〉, 〈∂t + ∂x, u∂u〉, 〈∂t + ∂x, g(z)∂u〉, 〈∂t + ∂x, ∂t + u∂u〉, where g 6= 0, z = t − x. Note that the two algebras 〈∂t + ∂x, ∂t〉 and 〈∂t+∂x, ∂x〉 are both the same as 〈∂t, ∂x〉. The other cases are treated in Preliminary group classification 23 the same manner, and we find the following realizations of the algebras Ai2.1 in the class of operators (18): A1 2.1 = 〈∂t, ∂x〉; A2 2.1 = 〈∂t + ∂x, u∂u〉; A3 2.1 = 〈∂t + ∂x, ∂t + u∂u〉; A4 2.1 = 〈∂t + ∂x, g(z)∂u〉, z = t− x, g 6= 0; A5 2.1 = 〈∂t, ∂u〉; A6 2.1 = 〈∂x, ∂t + u∂u〉; A7 2.1 = 〈∂x, u∂u〉; A8 2.1 = 〈∂x, ∂u〉; A9 2.1 = 〈∂t, f(x)u∂u〉, f 6= 0; A10 2.1 = 〈∂t + f(x)u∂u, e tf∂u〉, f 6= 0; A11 2.1 = 〈∂t + f(x)u∂u, h(x)u∂u〉, fh′ − f ′h 6= 0; A12 2.1 = 〈g(t, x)∂u, h(t, x)∂u〉; A13 2.1 = 〈f(x)u∂u, h(x)u∂u〉, fh′ − f ′h 6= 0. In the realization of A12 2.1 the functions h, g are linearly independent (with respect to at least one of the arguments). The next step is to check whether these realizations can be invariance algebras for equations (12)-(16). We find that all the realizations except A13 2.1 are invariance algebras for equations of the form given in (12). A2.1-invariant equations of the form (12). A1 2.1 : F = F̃ (u, ux), G = G̃(u, ux), F̃ux 6= 0; A2 2.1 : F = F̃ (z, ω), G = uG̃(z, ω), z = t− x, ω = u−1ux, F̃ω 6= 0; A3 2.1 : F = F̃ (v, ω), G = ezG̃(v, ω), v = u exp (−z), ω = u−1ux, z = t− x, F̃ω 6= 0; A4 2.1 : F = F̃ (z, ω), G = G̃(z, ω)− g−1g′′uF̃ + ug−1g′′, g = g(z) 6= 0, z = t− x, ω = gux + g′u, F̃ω 6= 0; A5 2.1 : F = F̃ (x, ux), G = G̃(x, ux), F̃ux 6= 0; A6 2.1 : F = F̃ (v, ω), G = uG̃(v, ω), v = u exp (−t), ω = u−1ux, F̃ω 6= 0; A7 2.1 : F = F̃ (t, ω), G = uG̃(t, ω), ω = u−1ux, F̃ω 6= 0; A8 2.1 : F = F̃ (t, ux), G = G̃(t, ux), F̃ux 6= 0; A9 2.1 : F = F̃ (x, ω), ω = u−1ux − f−1f ′ ln |u|, 24 P. Basarab-Horwath, V. Lahno F̃ω 6= 0, G = uG̃(x, ω)− f−1[f ′′u ln |u|+ 2f ′ux ln |u| − − (f ′)2f−1u ln |u|]F̃ ; A10 2.1 : (1) f = 1, F = F̃ (x, ω), G = u+ etG̃(x, ω), ω = e−tux, F̃ω 6= 0; (2) f = x, F = F̃ (x, ω), F̃ω 6= 0, ω = [u−1ux − − x−1 ln |u| − t−2x ln |u| − 2t+ x−1]u exp (−tx), G = etxG̃(x, ω) + ux2 + u[−4t3x ln |u| − t4x2 ln2 |u| − 5t2− − 2tu−1ux ln |u|+ 2tx−1 ln2 |u|+ 2t3x ln2 |u|+ 6t2 ln |u| − − 2tx−1 ln |u|+ 6tx−1 − 2x−2 − 2x−1u−1ux ln |u|+ + x−2 ln2 |u|]F̃ ; A11 2.1 : (1) f = 1, h′ 6= 0, F = F̃ (x, ω), F̃ω 6= 0, ω = u−1ux + (h7 − 1)h′t ln |u|, G = uG̃(x, ω) + h−1u[th′′ ln |u|+ 2h−1(h′)2u− 2h′ux]F̃ ; (2) f = x, h 6= 0, λx (λ 6= 0), F = F̃ (x, ω), ω = u−1ux − (x−1 − txh′h−1 + t) ln |u|, G = uG̃(x, ω) + h−1u[(2x−1h′ − h−1(h′)2 − hx−2) ln |v| − − h′′ + 2(x−1h− h′)ω] ln |v|F̃ + [x−2u ln2 |u| − − 2x−1ux ln |u|]F̃ , v = u exp (−tx), F̃ω 6= 0; A12 2.1 : g = 1, h = t, F = F̃ (t, x, ux), G = G̃(t, x, ux), F̃ux 6= 0. In constructing those A2.1-invariant equations of the form (13) and (14), we have used the fact that there are no realizations of A5 1 and A6 1 which can be symmetry algebras. This allows us to shorten the list of reali- zations of the algebras of type A2.1 to just three: A1 2.1, A3 2.1, A6 2.1. All these algebras are in fact symmetry algebras of equations of type (13) and (14). A2.1-invariant equations of the type (13). A1 2.1 : F = F̃ (u), G = G̃(u, ux), F̃u 6= 0; A3 2.1 : F = F̃ (v), G = ezG̃(v, ω), F̃v 6= 0, v = u exp (−z), z = t− x, ω = u−1ux; Preliminary group classification 25 A6 2.1 : F = F̃ (ω), G = uG̃(v, ω), F̃ω 6= 0, ω = ue−t, v = u−1ux. A2.1-invariant equations of the type (14). A1 2.1 : F = F̃ (u), G = G̃(u), H = H̃(u), F̃u 6= 0, F̃ 6= G̃, G̃ 6= 0; A3 2.1 : F = F̃ (ω), G = G̃(ω), H = ezH̃(ω), F̃ω 6= 0, F̃ 6= G̃, G̃ 6= 0, ω = u exp (−z), z = t− x, ω = u−1ux; A6 2.1 : F = F̃ (ω), G = uG̃(ω), H = uH̃(ω), F̃ω 6= 0, F̃ 6= G̃, G̃ 6= 0, ω = ue−t. There are no A2.1-invariant equations of type (15). First, there are none which are invariant under A2 1, A5 1, A6 1. This then narrows the number of those which are left in the list of A2.1 algebras down to just two: A3 2.1 and A6 2.1. Then we use the system of defining equations (21) and find that requiring A3 2.1 invariance leads to H̃z = 0, which contradicts the conditions of (15); the defining system (21) also leads to f ′ = 0 when testing the algebra A6 2.1, and this contradicts the condition on f . The same type of procedure is used for examining the symmetry algebras for equation (16): there are just five such equations which are invariant under A2.1. A2.1-invariant equations of type (16). A1 2.1 : F = λ, G = G̃(u), H = H̃(u), G̃′ 6= 0, λ ∈ R∗; A3 2.1 : F = λ, G = G̃(ω), H = ezH̃(ω), G̃′ 6= 0, λ ∈ R∗, z = t− x, ω = ue−z; A6 2.1 : F = λ, G = G̃(ω), H = etH̃(ω), G̃′ 6= 0, λ ∈ R∗, ω = ue−t; A9 2.1 : F = F̃ (x), G = G̃(x)− 2f ′f−1F̃ ln |u|, H = uH̃(x)− f ′′f−1u ln |u|F̃ + (f ′)2f−2u ln2 |u|F̃ − − f ′f−1u ln |u|G̃, F̃ 6= 0, f ′ 6= 0; A11 2.1 : (1) f = 1, h′ 6= 0; F = F̃ (x) 6= 0, 26 P. Basarab-Horwath, V. Lahno G = G̃(x) + 2h′h−1t ln |u|F̃ , H = uH̃(x) + t2h−2u ln2 |u|F̃ + th′′h−1u ln |u|F̃ + + th′h−1u ln |u|G̃; (2) f = x, h 6= 0, F = F̃ (x) 6= 0, G = G̃(x)− 2h−1(x−1h− h′)tx ln |u|F̃ − 2x−1 ln |u|F̃ , H = uH̃(x) + x−2u ln2 |u|F̃ − x−1u ln |u|G̃+ + 2th−1(x−1h− h′)u ln2 |u|F̃ + t2u ln2 |u|F̃ − − tu ln |u|G̃− x2t3h′h−1u ln2 |u|F̃ − txh−1h′′u ln |u|F̃ − − t2x2(h′)2h−2u ln2 |u|F̃ + txh−1h′u ln |u|G̃. We are now left with the case of A2.1-invariant equations of type (17). Having constructed realizations of A2.1 in the class of operators (23), and then testing them as symmetry algebras for equations of type (17), we find only three algebras: Ã1 2.1 = 〈∂t, ∂x〉, Ã2 2.1 = 〈∂t, ∂x + u∂u〉, Ã3 2.1 = 〈∂t + u∂u, ∂x + u∂u〉. Ã2.1-invariant equations of type (17). Ã1 2.1 : F = F̃ (u), G = G̃(u), F̃ ′ 6= 0; Ã2 2.1 : F = F̃ (ω), G = exG̃(ω), F̃ ′ 6= 0, ω = ue−x; Ã3 2.1 : F = F̃ (ω), G = e(t+x)G̃(ω), F̃ ′ 6= 0, ω = ue−(t+x). 4.2. A2.2-invariant equations. As in the case of the A2.1-invariant equations, we must first construct all possible inequivalent algebras A2.2 in the classes of operators (18) and (23) which do not contain Ã5 1 or Ã6 1 as subalgebras (or algebras equivalent to them). In carrying out our construction, we begin with the results of Theorems 1 and 2, according to which we choose one of the basis operators of A2.2 (we choose the basis operator e2 for this) in one of the canonical forms given in these theorems. The calculations are similar to those involved in the construction of the algebras A2.1 so we do not dwell on the calculations for this case, and we merely give the list of realizations. Realizations of the algebras A2.2 in the classes of opera- tors (18). A1 2.2 = 〈−t∂t − x∂x, ∂t + ∂x〉; Preliminary group classification 27 A2 2.2 = 〈−t∂t − x∂x + ku∂u, ∂t + ∂x〉; A3 2.2 = 〈−t∂t + ku∂u, ∂t〉; A4 2.2 = 〈−t∂t + xu∂u, ∂t〉; A5 2.2 = 〈−t∂t, ∂t〉; A6 2.2 = 〈−t∂t + ∂u, ∂t〉; A7 2.2 = 〈−t∂t − x∂x, ∂t〉; A8 2.2 = 〈−x∂x + ku∂u, ∂x〉 (k 6= 0); A9 2.2 = 〈−x∂x + ∂u, ∂x〉; A10 2.2 = 〈−x∂x, ∂x〉; A11 2.2 = 〈−t∂t − x∂x, ∂x〉; A12 2.2 = 〈−t∂t − x∂x + ku∂u, ∂x〉 (k 6= 0); A13 2.2 = 〈−t∂t + x∂x, ∂t + xu∂u〉; A14 2.2 = 〈x∂x, xu∂u〉; A15 2.2 = 〈t∂t + x∂x, xu∂u〉; A16 2.2 = 〈∂t + ∂x, e tg(z)∂u〉, z = t− x, g 6= 0; A17 2.2 = 〈∂t, et∂u〉; A18 2.2 = 〈∂x, ex∂u〉; A19 2.2 = 〈∂t + u∂u, e 2t∂u〉; A20 2.2 = 〈∂t + xu∂u, e (1+x)t∂u〉; A21 2.2 = 〈−u∂u, ∂t, g(t, x)∂u〉, g 6= 0. Realizations of the algebras A2.2 in the class of operators (23). In this list we do not include those realizations which contain one- dimensional subalgebras equivalent to Ã5 1, Ã6 1. We have: Ã1 2.2 = 〈−t∂t − x∂x +mu∂u, ∂t + ∂x〉, m ∈ R; Ã2 2.2 = 〈−t∂t + ∂u, ∂t〉; Ã3 2.2 = 〈−t∂t +mu∂u, ∂t〉; Ã4 2.2 = 〈−t∂t − x∂x +mu∂u, ∂t〉, m ∈ R. We remark that when we construct A2.2-invariant equations, we put k = m + 1 in the system (24) for the realizations of Ã1 2.2, Ã3 2.2, Ã4 2.2. Further, we use only those algebras which do not contain subalgebras equivalent to A2 1, A5 1, A6 1. There are eight such algebras: A1 2.2, A2 2.2, A8 2.2, A9 2.2, A10 2.2, A11 2.2, A12 2.2, A13 2.2. Then, substituting A8 2.2, A9 2.2, A10 2.2 into (21), we find that HF = 0, which is a contradiction. All the other algebras are invariance algebras of equations of the form (15). A2.2-invariant equations of type (15). A1 2.2 : F = z−1F̃ (ω), H = λz G = |z|−3/2G̃(ω), F̃ ′ 6= 0, z = t− x, ω = |z|−1/2u, λ 6= 0, A2 2.2 : F = z−1F̃ (ω), H = λz G = |z|k−3/2G̃(ω), 28 P. Basarab-Horwath, V. Lahno F̃ ′ 6= 0, z = t− x, ω = |z|k−1/2u, λk 6= 0, A11 2.2 : F = t−1F̃ (ω), H = λt G = |t|−3/2G̃(ω), F̃ ′ 6= 0, ω = |t|−1/2u, λ 6= 0, A12 2.2 : F = t−1F̃ (ω), H = λt G = |t|k−3/2G̃(ω), F̃ ′ 6= 0, ω = |t|k−1/2u, λk 6= 0, A13 2.2 : F = x3(λ− 2tx)F̃ (ω), H = x8λ− 2tx]−1, G = etx|x|3/2G̃(ω) + 1 4x 2u(λ− 2tx)2F̃ , F̃ ′ 6= 0, ω = |x|1/2ue−tx, λ ∈ R. A2.2-invariant equations of type (17). Ã1 2.2 : F = F̃ (ω), G = |z|−(m+2)G̃(ω), F̃ ′ 6= 0, z = t− x, ω = |z|mu, m ∈ R, Ã2 2.2 : F = e2uF̃ (x), G = e2uG̃(x), F̃ 6= 0, Ã3 2.2 : F = |u|4/(2m+1)F̃ (x), G = |u|(5+2m)/(2m+1)G̃(x), F̃ 6= 0, m 6= − 1 2 , Ã4 2.2 : F = F̃ (ω), G = |x|−(m+2)G̃(ω), F̃ ′ 6= 0, ω = |x|m, m ∈ R. Conclusion. It is clear from the above results that the successive in- crease in dimension of the Lie algebra of invariance of the given equation leads to a corresponding decrease in arbitrariness in the functions ente- ring into the equation. This then allows us, at a certain stage, to use the standard methods to obtain a complete solution of the problem of group classification of equations of type (1). In particular, for equations of the form (15) and (17), the A2-invariant equations contain arbitrary func- tions of one variable, which then allows us to use the Lie–Ovsiannikov method in order to obtain a complete list of equations of this type, and whose algebras of invariance are solvable Lie algebras. V. Lahno thanks the Swedish Research Council (Vetenskapsr̊adet) for financial support (grant 624-2004-1073) during this research. He also thanks the Mathematics Department of Linköping University for its hospitality during his stay. Preliminary group classification 29 [1] Ovsiannikov L.V. 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spelling oai:trim.imath.kiev.ua:article-3782020-08-13T10:42:30Z Preliminary group classification of the general quasi-linear wave equation Попередня групова класифікація загального квазілінійного хвильового рівняння Basarab-Horwath, P. Lahno, V. Басараб-Хорват, П. Лагно, В. We begin the group classification of quasi-linear second-order wave equations of the most general form. We find the canonical forms for the symmetry operators which generate the invariance group of the equation, as well as the equivalence group, and we describe those equations which admit one- and two-dimensional invariance groups. Розпочато групову класифікацію квазілінійного хвильового рівняння другого порядку найбільш загальної форми. Знайдено канонічні форми операторів симетрії, які генерують групу інваріантності рівняння, описано перетворення еквівалентності та рівняння, що допускають одно- та двовимірні групи інваріантності. Інститут математики НАН України 2006-11-14 Article Article application/pdf https://trim.imath.kiev.ua/index.php/trim/article/view/378 Transactions of Institute of Mathematics, the NAS of Ukraine; Vol. 3 No. 2 (2006): Symmetry and Integrability of Equations of Mathematical Physics (Dedicated to the 70-th Anniversary of Professor W.I. Fushchych); 9-30 Сборник Трудов Института математики НАН Украины; Том 3 № 2 (2006): Симетрія та інтегровність рівнянь математичної фізики (До 70-річчя від дня народження Вільгельма Ілліча Фущича); 9-30 Збірник Праць Інституту математики НАН України; Том 3 № 2 (2006): Симетрія та інтегровність рівнянь математичної фізики (До 70-річчя від дня народження Вільгельма Ілліча Фущича); 9-30 3083-7529 1815-2910 en https://trim.imath.kiev.ua/index.php/trim/article/view/378/475 Авторське право (c) 2006 П. Басараб-Хорват, В. Лагно http://creativecommons.org/licenses/by/4.0
spellingShingle Basarab-Horwath, P.
Lahno, V.
Басараб-Хорват, П.
Лагно, В.
Preliminary group classification of the general quasi-linear wave equation
title Preliminary group classification of the general quasi-linear wave equation
title_alt Попередня групова класифікація загального квазілінійного хвильового рівняння
title_full Preliminary group classification of the general quasi-linear wave equation
title_fullStr Preliminary group classification of the general quasi-linear wave equation
title_full_unstemmed Preliminary group classification of the general quasi-linear wave equation
title_short Preliminary group classification of the general quasi-linear wave equation
title_sort preliminary group classification of the general quasi-linear wave equation
url https://trim.imath.kiev.ua/index.php/trim/article/view/378
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