Lahore University of Management Sciences MATH 414 Symmetry methods for Differential Equations

Spring 2012-2013
Instructor Room No. Office Hours Email Telephone Secretary/TA TA Office Hours Course URL (if any) Course Basics Credit Hours Lecture(s) Recitation/Lab (per week) Tutorial (per week) Course Distribution Core Elective Open for Student Category Close for Student Category COURSE DESCRIPTION Imran Naeem 124 Without appointment (any time) imran.naeem@lums.edu.pk +92-4235608014 TBA TBA Math.lums.edu.pk/moodle

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100 min

To all fields of science and people who are interested to learn differential equations in details All students None

Lie symmetry analysis of differential equations was initiated by the Norwegian mathematician Sophus Lie (1842 - 1899). Today, this area of research is actively engaged. In this course, we trace the mathematical idea of symmetry and provide the salient features on Lie theory of transformation groups with applications to ordinary and partial differential equations. The Lie approach is a systematic way of unraveling exact solutions of ordinary and partial differential equations. It works for linear as well as for nonlinear differential equations
COURSE PREREQUISITE(S) MATH 210 or Math 310

COURSE OBJECTIVES

Find symmetries of differential equations manually and by using symbolic packages as well Deduce new solutions from known solutions Solve ODEs and systems of ODEs using Lie symmetries Reduce partial differential equations by reduction of the number of independent variables Linearize differential equations by invertible transformation and exact solutions by using integration strategy Compute first integrals/conservation laws for differential equations and systems of differential equations

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Construct solutions of ODEs and PDEs by using first integrals/ conservation laws

Learning Outcomes Students will learn to: Compute symmetries of ODEs and PDEs manually and by using computer packages Find invariants, canonical variables using the symmetries of differential equations Solve ODEs , PDEs and systems using classical methods Linearize the ODE and system of ODEs using point symmetries Compute the first integrals for ODEs and conservation laws for PDEs using suitable methods Find exact solutions of ODEs and PDEs via first integrals and conservation laws Solve ODEs and PDEs using computer packages Grading Breakup and Policy Assignment(s) and Quiz(s): 25% Class Participation: Attendance: Midterm Examination: 35% Project: Final Examination: 40% Examination Detail Yes/No: Yes Combine/Separate: Duration: 90 min Preferred Date: 5 Mar 2013 Exam Specifications: No notes/No books/No calculators Yes/No: Yes Combine Separate: Duration: 180min Exam Specifications: No notes/No books/No calculators

Midterm Exam

Final Exam

COURSE OVERVIEW Week Topics Recommended Readings Objectives/ Application Basic theory of symmetries and point transformations for differential equations Group of transformations using symmetries Fundamental operators and invariants of differential equations Computation of symmetry generators for ODEs

Ordinary differential equations a) Preliminaries b) Point transformations and their generators c) One parameter group d) The group generators in new variables e) Canonical variables f) Invariants, Exercises g) Extended generators, Prolongation formulas Lie point symmetries of ordinary differential equations a) The definition of a symmetry: first and

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second formulation b) How to find Lie symmetries of an ordinary differential equations
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c) Exercises including, first order to sixth order ODEs d) systems of second and third order ODEs How to Use Lie point Symmetries to find exact solutions: Differential equations with one symmetry a) First order equations (Linear and nonlinear) b) Higher order differential equations (Linear and nonlinear) c) Exercises Mid Semester How to Use Lie point Symmetries to find exact solutions: Differential equations admitting groups G2 and G3 a) First order, higher order ODEs (Linear and nonlinear) b) The first integration strategy: normal forms of generators in the space of variables c) The second integration strategy: normal forms of generators in the space of first integrals d) Examples and exercises e) Exact solutions for systems of second order ODEs by using symmetries Applications Linearization of ODEs a) Linearization of second-order equations and systems b) Lies linearization criterium c) Examples, Applications to nonlinear equations of laser systems Partial differential equations a) Lie point transformation and symmetries b) How to determine the point symmetries of partial differential equations (First order fourth order) c) How to use Lie point symmetries of PDEs: similarity variables and reduction of the number of variables First order fourth order PDEs

Computation of symmetry generators for ODEs Applications to ODEs and system of ODEs from different fields of life

Solutions of ordinary differential equations

Solutions of ordinary differential equations

Solutions of ordinary differential equations

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Solutions of ordinary differential equations

Solutions of ordinary differential equations and linearization

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Construction of symmetry generators for PDEs

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Solutions of partial differential l equations and applications

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Laplace equation, heat equation, wave equation, Cauchy Riemann equation, special Euler poison- Darboux equation, Klein-Gordon equation, Helmholtz equation, generalized axisymmetric Laplace equation, Schrodinger equation, isotropic harmonic oscillator, two dimensional harmonic oscillator, Maxwell equations in vacuum, equations of glacier mechanics, equations of breezes and monsoons, equations of soil water motions, Navier stokes equations, two dimensional boundary layer system, Burgers equation, CamassaHolm equation, Dullin- Gottwald equation, generalized Dullin- Gottwald equation Exact solutions of ODEs and PDEs from first integrals/conservation laws a) Noethers approach, partial Noether approach, Multipliers approach b) Solutions of linear and nonlinear ODEs and PDEs from first integrals/ conservation laws
Solutions of differential equations

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Textbook(s)/Supplementary Readings There is no required text but the following texts will be used for reference.

1) CRC handbook of Lie group analysis of differential equations, Volume 1: Symmetries, exact solutions and conservation laws by Nail H. Ibragimov (CRC Press) 2) Applications of Lie groups to differential equations by Peter J Olver (Springer - Verlag) 3) Differential equations: Their solution using symmetries by Hans Stephani (Cambridge University Press) 4) Handouts
Handouts on topics will also been uploaded on the LUMS website

Symbolic Packages:
YaLie, Math Lie, GEM, Crack software for PDEs, SADE, Maple