Applications of Lie's Theory of Ordinary and Partial Differential Equations

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Author: L Dresner

Publisher: CRC Press

ISBN: 9781420050783

Category: Science

Page: 225

View: 5846

Lie's group theory of differential equations unifies the many ad hoc methods known for solving differential equations and provides powerful new ways to find solutions. The theory has applications to both ordinary and partial differential equations and is not restricted to linear equations. Applications of Lie's Theory of Ordinary and Partial Differential Equations provides a concise, simple introduction to the application of Lie's theory to the solution of differential equations. The author emphasizes clarity and immediacy of understanding rather than encyclopedic completeness, rigor, and generality. This enables readers to quickly grasp the essentials and start applying the methods to find solutions. The book includes worked examples and problems from a wide range of scientific and engineering fields.

Applications of Lie Groups to Differential Equations

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Author: Peter J. Olver

Publisher: Springer Science & Business Media

ISBN: 1468402749

Category: Mathematics

Page: 497

View: 6228

This book is devoted to explaining a wide range of applications of con tinuous symmetry groups to physically important systems of differential equations. Emphasis is placed on significant applications of group-theoretic methods, organized so that the applied reader can readily learn the basic computational techniques required for genuine physical problems. The first chapter collects together (but does not prove) those aspects of Lie group theory which are of importance to differential equations. Applications covered in the body of the book include calculation of symmetry groups of differential equations, integration of ordinary differential equations, including special techniques for Euler-Lagrange equations or Hamiltonian systems, differential invariants and construction of equations with pre scribed symmetry groups, group-invariant solutions of partial differential equations, dimensional analysis, and the connections between conservation laws and symmetry groups. Generalizations of the basic symmetry group concept, and applications to conservation laws, integrability conditions, completely integrable systems and soliton equations, and bi-Hamiltonian systems are covered in detail. The exposition is reasonably self-contained, and supplemented by numerous examples of direct physical importance, chosen from classical mechanics, fluid mechanics, elasticity and other applied areas.

Geometrical Properties of Differential Equations

Applications of the Lie Group Analysis in Financial Mathematics

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Author: Ljudmila A Bordag

Publisher: World Scientific Publishing Company

ISBN: 9814667269

Category: Mathematics

Page: 340

View: 3883

This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics. We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way. The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study. The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).

Symmetry Analysis of Differential Equations with Mathematica®

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Author: Gerd Baumann

Publisher: Springer Science & Business Media

ISBN: 1461221102

Category: Mathematics

Page: 521

View: 3827

The first book to explicitly use Mathematica so as to allow researchers and students to more easily compute and solve almost any kind of differential equation using Lie's theory. Previously time-consuming and cumbersome calculations are now much more easily and quickly performed using the Mathematica computer algebra software. The material in this book, and on the accompanying CD-ROM, will be of interest to a broad group of scientists, mathematicians and engineers involved in dealing with symmetry analysis of differential equations. Each section of the book starts with a theoretical discussion of the material, then shows the application in connection with Mathematica. The cross-platform CD-ROM contains Mathematica (version 3.0) notebooks which allow users to directly interact with the code presented within the book. In addition, the author's proprietary "MathLie" software is included, so users can readily learn to use this powerful tool in regard to performing algebraic computations.

Ordinary Differential Equations with Applications

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Author: Carmen Chicone

Publisher: Springer Science & Business Media

ISBN: 9780387985350

Category: Mathematics

Page: 561

View: 6026

This graduate-level textbook offers students a rapid introduction to the language of ordinary differential equations followed by a careful treatment of the central topics of the qualitative theory. In addition, special attention is given to the origins and applications of differential equations in physical science and engineering.

Elementary Lie group analysis and ordinary differential equations

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Author: Nailʹ Khaĭrullovich Ibragimov

Publisher: John Wiley & Sons Inc

ISBN: 9780471974307

Category: Mathematics

Page: 347

View: 6821

Lie group analysis, based on symmetry and invariance principles, is the only systematic method for solving nonlinear differential equations analytically. One of Lie's striking achievements was the discovery that the majority of classical devices for integration of special types of ordinary differential equations could be explained and deduced by his theory. Moreover, this theory provides a universal tool for tackling considerable numbers of differential equations when other means of integration fail. * This is the first modern text on ordinary differential equations where the basic integration methods are derived from Lie group theory * Includes a concise and self contained introduction to differential equations * Easy to follow and comprehensive introduction to Lie group analysis * The methods described in this book have many applications The author provides students and their teachers with a flexible text for undergraduate and postgraduate courses, spanning a variety of topics from the basic theory through to its many applications. The philosophy of Lie groups has become an essential part of the mathematical culture for anyone investigating mathematical models of physical, engineering and natural problems.

Ordinary and Partial Differential Equations

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Author: Victor Henner,Tatyana Belozerova,Mikhail Khenner

Publisher: CRC Press

ISBN: 1466515007

Category: Mathematics

Page: 644

View: 5747

Covers ODEs and PDEs—in One Textbook Until now, a comprehensive textbook covering both ordinary differential equations (ODEs) and partial differential equations (PDEs) didn’t exist. Fulfilling this need, Ordinary and Partial Differential Equations provides a complete and accessible course on ODEs and PDEs using many examples and exercises as well as intuitive, easy-to-use software. Teaches the Key Topics in Differential Equations The text includes all the topics that form the core of a modern undergraduate or beginning graduate course in differential equations. It also discusses other optional but important topics such as integral equations, Fourier series, and special functions. Numerous carefully chosen examples offer practical guidance on the concepts and techniques. Guides Students through the Problem-Solving Process Requiring no user programming, the accompanying computer software allows students to fully investigate problems, thus enabling a deeper study into the role of boundary and initial conditions, the dependence of the solution on the parameters, the accuracy of the solution, the speed of a series convergence, and related questions. The ODE module compares students’ analytical solutions to the results of computations while the PDE module demonstrates the sequence of all necessary analytical solution steps.

ORDINARY AND PARTIAL DIFFERENTIAL EQUATIONS

THEORY AND APPLICATIONS

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Author: NITA H. SHAH

Publisher: PHI Learning Pvt. Ltd.

ISBN: 8120350871

Category: Mathematics

Page: 528

View: 7874

This revised and updated text, now in its second edition, continues to present the theoretical concepts of methods of solutions of ordinary and partial differential equations. It equips students with the various tools and techniques to model different physical problems using such equations. The book discusses the basic concepts of ordinary and partial differential equations. It contains different methods of solving ordinary differential equations of first order and higher degree. It gives the solution methodology for linear differential equations with constant and variable coefficients and linear differential equations of second order. The text elaborates simultaneous linear differential equations, total differential equations, and partial differential equations along with the series solution of second order linear differential equations. It also covers Bessel’s and Legendre’s equations and functions, and the Laplace transform. Finally, the book revisits partial differential equations to solve the Laplace equation, wave equation and diffusion equation, and discusses the methods to solve partial differential equations using the Fourier transform. A large number of solved examples as well as exercises at the end of chapters help the students comprehend and strengthen the underlying concepts. The book is intended for undergraduate and postgraduate students of Mathematics (B.A./B.Sc., M.A./M.Sc.), and undergraduate students of all branches of engineering (B.E./B.Tech.), as part of their course in Engineering Mathematics. New to the SECOND Edition • Includes new sections and subsections such as applications of differential equations, special substitution (Lagrange and Riccati), solutions of non-linear equations which are exact, method of variation of parameters for linear equations of order higher than two, and method of undetermined coefficients • Incorporates several worked-out examples and exercises with their answers • Contains a new Chapter 19 on ‘Z-Transforms and its Applications’.

Applications of the Theory of Groups in Mechanics and Physics

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Author: Petre P. Teodorescu,Nicolae-A.P. Nicorovici

Publisher: Springer Science & Business Media

ISBN: 9781402020469

Category: Mathematics

Page: 446

View: 8311

The notion of group is fundamental in our days, not only in mathematics, but also in classical mechanics, electromagnetism, theory of relativity, quantum mechanics, theory of elementary particles, etc. This notion has developed during a century and this development is connected with the names of great mathematicians as E. Galois, A. L. Cauchy, C. F. Gauss, W. R. Hamilton, C. Jordan, S. Lie, E. Cartan, H. Weyl, E. Wigner, and of many others. In mathematics, as in other sciences, the simple and fertile ideas make their way with difficulty and slowly; however, this long history would have been of a minor interest, had the notion of group remained connected only with rather restricted domains of mathematics, those in which it occurred at the beginning. But at present, groups have invaded almost all mathematical disciplines, mechanics, the largest part of physics, of chemistry, etc. We may say, without exaggeration, that this is the most important idea that occurred in mathematics since the invention of infinitesimal calculus; indeed, the notion of group expresses, in a precise and operational form, the vague and universal ideas of regularity and symmetry. The notion of group led to a profound understanding of the character of the laws which govern natural phenomena, permitting to formulate new laws, correcting certain inadequate formulations and providing unitary and non contradictory formulations for the investigated phenomena.

CRC Handbook of Lie Group Analysis of Differential Equations

Symmetries, Exact Solutions, and Conservation Laws

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Author: Nail H. Ibragimov

Publisher: CRC Press

ISBN: 9780849344886

Category: Mathematics

Page: 448

View: 1133

Today Lie group theoretical approach to differential equations has been extended to new situations and has become applicable to the majority of equations that frequently occur in applied sciences. Newly developed theoretical and computational methods are awaiting application. Students and applied scientists are expected to understand these methods. Volume 3 and the accompanying software allow readers to extend their knowledge of computational algebra. Written by the world's leading experts in the field, this up-to-date sourcebook covers topics such as Lie-Bäcklund, conditional and non-classical symmetries, approximate symmetry groups for equations with a small parameter, group analysis of differential equations with distributions, integro-differential equations, recursions, and symbolic software packages. The text provides an ideal introduction to the modern group analysis and addresses issues to both beginners and experienced researchers in the application of Lie group methods.

Linear Theory of Colombeau Generalized Functions

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Author: M Nedeljkov,S Pilipovic,D Scarpalezos

Publisher: CRC Press

ISBN: 9780582356832

Category: Mathematics

Page: 168

View: 9923

Results from the now-classical distribution theory involving convolution and Fourier transformation are extended to cater for Colombeau's generalized functions. Indications are given how these particular generalized functions can be used to investigate linear equations and pseudo differential operators. Furthermore, applications are also given to problems with nonregular data.

Delay and Functional Differential Equations and Their Applications

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Author: Klaus Schmitt

Publisher: Elsevier

ISBN: 1483272338

Category: Mathematics

Page: 412

View: 9232

Delay and Functional Differential Equations and Their Applications provides information pertinent to the fundamental aspects of functional differential equations and its applications. This book covers a variety of topics, including qualitative and geometric theory, control theory, Volterra equations, numerical methods, the theory of epidemics, problems in physiology, and other areas of applications. Organized into two parts encompassing 25 chapters, this book begins with an overview of problems involving functional differential equations with terminal conditions in function spaces. This text then examines the numerical methods for functional differential equations. Other chapters consider the theory of radiative transfer, which give rise to several interesting functional partial differential equations. This book discusses as well the theory of embedding fields, which studies systems of nonlinear functional differential equations that can be derived from psychological postulates and interpreted as neural networks. The final chapter deals with the usefulness of the flip-flop circuit. This book is a valuable resource for mathematicians.

Linear Integral Equations

Theory and Technique

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Author: Ram P. Kanwal

Publisher: Academic Press

ISBN: 1483262502

Category: Mathematics

Page: 310

View: 6663

Linear Integral Equations: Theory and Technique is an 11-chapter text that covers the theoretical and methodological aspects of linear integral equations. After a brief overview of the fundamentals of the equations, this book goes on dealing with specific integral equations with separable kernels and a method of successive approximations. The next chapters explore the properties of classical Fredholm theory and the applications of linear integral equations to ordinary and partial differential equations. These topics are followed by discussions of the symmetric kernels, singular integral equations, and the integral transform methods. The final chapters consider the applications of linear integral equations to mixed boundary value problems. These chapters also look into the integral equation perturbation methods. This book will be of value to undergraduate and graduate students in applied mathematics, theoretical mechanics, and mathematical physics.

Geometry in Partial Differential Equations

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Author: Agostino Prastaro,Themistocles M. Rassias

Publisher: World Scientific

ISBN: 9789810214074

Category: Mathematics

Page: 465

View: 1599

This book emphasizes the interdisciplinary interaction in problems involving geometry and partial differential equations. It provides an attempt to follow certain threads that interconnect various approaches in the geometric applications and influence of partial differential equations. A few such approaches include: Morse-Palais-Smale theory in global variational calculus, general methods to obtain conservation laws for PDEs, structural investigation for the understanding of the meaning of quantum geometry in PDEs, extensions to super PDEs (formulated in the category of supermanifolds) of the geometrical methods just introduced for PDEs and the harmonic theory which proved to be very important especially after the appearance of the Atiyah-Singer index theorem, which provides a link between geometry and topology.

Partial Differential Equations

An Introduction to Theory and Applications

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Author: Michael Shearer,Rachel Levy

Publisher: Princeton University Press

ISBN: 140086660X

Category: Mathematics

Page: 288

View: 8290

This textbook provides beginning graduate students and advanced undergraduates with an accessible introduction to the rich subject of partial differential equations (PDEs). It presents a rigorous and clear explanation of the more elementary theoretical aspects of PDEs, while also drawing connections to deeper analysis and applications. The book serves as a needed bridge between basic undergraduate texts and more advanced books that require a significant background in functional analysis. Topics include first order equations and the method of characteristics, second order linear equations, wave and heat equations, Laplace and Poisson equations, and separation of variables. The book also covers fundamental solutions, Green's functions and distributions, beginning functional analysis applied to elliptic PDEs, traveling wave solutions of selected parabolic PDEs, and scalar conservation laws and systems of hyperbolic PDEs. Provides an accessible yet rigorous introduction to partial differential equations Draws connections to advanced topics in analysis Covers applications to continuum mechanics An electronic solutions manual is available only to professors An online illustration package is available to professors

Solution Sets of Differential Equations in Abstract Spaces

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Author: Robert Dragoni,Paolo Nistri,Pietro Zecca,Jack W Macki

Publisher: CRC Press

ISBN: 9780582294509

Category: Mathematics

Page: 120

View: 4906

This book presents results on the geometric/topological structure of the solution set S of an initial-value problem x(t) = f(t, x(t)), x(0) =xo, when f is a continuous function with values in an infinite-dimensional space. A comprehensive survey of existence results and the properties of S, e.g. when S is a connected set, a retract, an acyclic set, is presented. The authors also survey results onthe properties of S for initial-value problems involving differential inclusions, and for boundary-value problems. This book will be of particular interest to researchers in ordinary and partial differential equations and some workers in control theory.

Continuous Symmetries, Lie Algebras, Differential Equations and Computer Algebra

Second Edition

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Author: Willi-Hans Steeb

Publisher: World Scientific Publishing Company

ISBN: 9813107014

Category: Mathematics

Page: 472

View: 6864

This textbook comprehensively introduces students and researchers to the application of continuous symmetries and their Lie algebras to ordinary and partial differential equations. Covering all the modern techniques in detail, it relates applications to cutting-edge research fields such as Yang–Mills theory and string theory. Aimed at readers in applied mathematics and physics rather than pure mathematics, the material is ideally suited to students and researchers whose main interest lies in finding solutions to differential equations and invariants of maps. A large number of worked examples and challenging exercises help readers to work independently of teachers, and by including SymbolicC++ implementations of the techniques in each chapter, the book takes full advantage of the advancements in algebraic computation. Twelve new sections have been added in this edition, including: Haar measure, Sato's theory and sigma functions, universal algebra, anti-self dual Yang-Mills equation, and discrete Painlevé equations. Errata(s) Errata

Nonlinear Theory of Generalized Functions

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Author: Michael Oberguggenberger,Michael Grosser,Michael Kunzinger,Gunther Hormann

Publisher: CRC Press

ISBN: 9780849306495

Category: Mathematics

Page: 400

View: 6078

Questions regarding the interplay of nonlinearity and the creation and propagation of singularities arise in a variety of fields-including nonlinear partial differential equations, noise-driven stochastic partial differential equations, general relativity, and geometry with singularities. A workshop held at the Erwin-Schrödinger International Institute for Mathematical Physics in Vienna investigated these questions and culminated in this volume of invited papers from experts in the fields of nonlinear partial differential equations, structure theory of generalized functions, geometry and general relativity, stochastic partial differential equations, and nonstandard analysis. The authors provide the latest research relevant to work in partial differential equations, mathematical physics, and nonlinear analysis. With a focus on applications, this books provides a compilation of recent approaches to the problem of singularities in nonlinear models. The theory of differential algebras of generalized functions serves as the central theme of the project, along with its interrelations with classical methods.

Group Analysis of Differential Equations

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Author: L. V. Ovsiannikov

Publisher: Academic Press

ISBN: 1483219062

Category: Mathematics

Page: 432

View: 9474

Group Analysis of Differential Equations provides a systematic exposition of the theory of Lie groups and Lie algebras and its application to creating algorithms for solving the problems of the group analysis of differential equations. This text is organized into eight chapters. Chapters I to III describe the one-parameter group with its tangential field of vectors. The nonstandard treatment of the Banach Lie groups is reviewed in Chapter IV, including a discussion of the complete theory of Lie group transformations. Chapters V and VI cover the construction of partial solution classes for the given differential equation with a known admitted group. The theory of differential invariants that is developed on an infinitesimal basis is elaborated in Chapter VII. The last chapter outlines the ways in which the methods of group analysis are used in special issues involving differential equations. This publication is a good source for students and specialists concerned with areas in which ordinary and partial differential equations play an important role.