arXiv:1111.5178v1 [math.AP] 22 Nov 2011
Lie symmetries and conservation laws of the
Hirota-Ramani equation
Mehdi Nadjafikhah∗
Vahid Shirvani-Sh.†
Abstract
In this paper, Lie symmetry method is performed for the HirotaRamani (H-R) equation. We will find The symmetry group and optimal
systems of Lie subalgebras. Furthermore, preliminary classification of its
group invariant solutions, symmetry reduction and nonclassical symmeries
are investigated. Finally the conservation laws of the H-R equation are
presented.
Keywords. Lie symmetry, Invariant solutions, Nonclassical symmetries,
Conservation laws, Hirota-Ramani equation.
1
Introduction
In the present paper, we study the following equation
ut − ux2 t + aux (1 − ut ) = 0,
(1)
where a 6= 0 and u(x, t) is the amplitude of relevant wave mode. This equation
was introduced by Hirota and Ramani in [10]. Jie Ji obtained some travelling soliton solutions of this equation by using Exp-function method [12]. This
equation is completely integrable by the inverse scattering method. Eq. (1)
is studied in [10, 12, 9] where new kind of solutions were obtained. HirotaRamani equation is widely used in various branches of physics, such as plasma
physics, fluid physics, quantum field theory. It also describes a variety of wave
phenomena in plasma and solid state [10].
The theory of Lie symmetry groups of differential equations was developed by
Sophus Lie [14], which was called classical Lie method. Nowadays, application
of Lie transformations group theory for constructing the solutions of nonlinear
partial differential equations (PDEs) can be regarded as one of the most active
fields of research in the theory of nonlinear PDEs and applications. Such Lie
∗ School of Mathematics, Iran University of Science and Technology, Narmak, Tehran
1684613114, Iran. e-mail: m nadjafikhah@iust.ac.ir
† Department of Mathematics, Islamic Azad University, Karaj Branch, Karaj 31485-313,
Iran. e-mail: v.shirvani@kiau.ac.ir
1
groups are invertible point transformations of both the dependent and independent variables of the differential equations. The symmetry group methods
provide an ultimate arsenal for analysis of differential equations and is of great
importance to understand and to construct solutions of differential equations.
Several applications of Lie groups in the theory of differential equations were
discussed in the literature, the most important ones are: reduction of order
of ordinary differential equations, construction of invariant solutions, mapping
solutions to other solutions and the detection of linearizing transformations for
many other applications of Lie symmetries see [17, 5, 4].
The fact that symmetry reductions for many PDEs are unobtainable by
applying the classical symmetry method, motivated the creation of several generalizations of the classical Lie group method for symmetry reductions. The
nonclassical symmetry method of reduction was devised originally by Bluman
and Cole in 1969 [6], to find new exact solutions of the heat equation. The
description of the method is presented in [7, 13]. Many authors have used the
nonclassical method to solve PDEs. In [8] Clarkson and Mansfield have proposed an algorithm for calculating the determining equations associated to the
nonclassical method. A new procedure for finding nonclassical symmetries has
been proposed by Bı̂lǎ and Niesen in [1].
Many PDEs in the applied sciences and engineering are continuity equations
which express conservation of mass, momentum, energy, or electric charge. Such
equations occur in, e.g., fluid mechanics, particle and quantum physics, plasma
physics, elasticity, gas dynamics, electromagnetism, magneto-hydro-dynamics,
nonlinear optics, etc. In the study of PDEs, conservation laws are important
for investigating integrability and linearization mappings and for establishing
existence and uniqueness of solutions. They are also used in the analysis of
stability and global behavior of solutions [2, 3, 19, 20].
This work is organized as follows. In section 2 we recall some results needed
to construct Lie point symmetries of a given system of differential equations.
In section 3, we give the general form of a infinitesimal generator admitted by
Eq. (1) and find transformed solutions. In Section 4, we construct the optimal
system of one-dimensional subalgebras. Lie invariants, similarity reduced equations and differential invariants corresponding to the infinitesimal symmetries of
Eq. (1) are obtained in section 5 and 6. Section 7, is devoted to the nonclassical symmetries of the H-R model, symmetries generated when a supplementary
condition, the invariance surface condition, is imposed. Finally in last section,
the conservation laws of the Eq. (1) are obtained.
2
Method of Lie Symmetries
In this section, we recall the general procedure for determining symmetries for
any system of partial differential equations see [17, 15, 5, 4]. To begin, let us
consider the general case of a nonlinear system E of partial differential equations
2
of order n in p independent and q dependent variables is given as a system of
equations
∆ν (x, u(n) ) = 0,
ν = 1, · · · , l,
(2)
involving x = (x1 , · · · , xp ), u = (u1 , · · · , uq ) and the derivatives of u with respect
to x up to n, where u(n) represents all the derivatives of u of all orders from 0
to n. We consider a one-parameter Lie group of infinitesimal transformations
acting on the independent and dependent variables of the system (2)
x̃i
=
xi + sξ i (x, u) + O(s2 ),
i = 1 · · · , p,
ũj
=
uj + sϕj (x, u) + O(s2 ),
j = 1 · · · , q,
(3)
where s is the parameter of the transformation and ξ i , η j are the infinitesimals of
the transformations for the independent and dependent variables, respectively.
The infinitesimal generator v associated with the above group of transformations
can be written as
v=
p
X
ξ i (x, u)∂xi +
q
X
ϕα (x, u)∂uα .
(4)
α=1
i=1
A symmetry of a differential equation is a transformation which maps solutions
of the equation to other solutions. The invariance of the system (2) under the
infinitesimal transformations leads to the invariance conditions (Theorem 2.36
of [17])
Pr(n) v ∆ν (x, u(n) ) = 0,
ν = 1, · · · , l, whenever ∆ν (x, u(n) ) = 0, (5)
where Pr(n) is called the nth order prolongation of the infinitesimal generator
given by
Pr(n) v = v +
q X
X
ϕJα (x, u(n) )∂uαJ ,
(6)
α=1 J
where J = (j1 , · · · , jk ), 1 ≤ jk ≤ p, 1 ≤ k ≤ n and the sum is over all J’s of
α
order 0 < #J ≤ n. If #J = k, the coefficient ϕα
J of ∂uJ will only depend on
k-th and lower order derivatives of u, and
ϕJα (x, u(n) ) = DJ (ϕα −
p
X
ξ i uα
i)+
i=1
p
X
ξ i uα
J,i ,
(7)
i=1
α
i
α
α
i
where uα
i := ∂u /∂x and uJ,i := ∂uJ /∂x .
One of the most important properties of these infinitesimal symmetries is
that they form a Lie algebra under the usual Lie bracket.
3
3
Lie symmetries of the H-R equation
We consider the one parameter Lie group of infinitesimal transformations on
(x1 = x, x2 = t, u1 = u),
x̃
= x + sξ(x, t, u) + O(s2 ),
t̃
ũ
= x + sη(x, t, u) + O(s2 ),
= x + sϕ(x, t, u) + O(s2 ),
(8)
where s is the group parameter and ξ 1 = ξ, ξ 2 = η and ϕ1 = ϕ are the infinitesimals of the transformations for the independent and dependent variables,
respectively. The associated vector field is of the form:
v = ξ(x, t, u)∂x + η(x, t, u)∂t + ϕ(x, t, u)∂u .
(9)
and, by (6) its third prolongation is
Pr(3) v
2
2
v + ϕx ∂ux + ϕt ∂ut + ϕx ∂ux2 + ϕxt ∂uxt + ϕt ∂ut2
=
3
2
2
3
+ϕx ∂ux3 + ϕx t ∂ux2 t + ϕxt ∂uxt2 + ϕt ∂ut3 .
(10)
where, for instance by (7) we have
ϕx
ϕt
t3
ϕ
= Dx (ϕ − ξ ux − η ut ) + ξ ux2 + η uxt ,
= Dt (ϕ − ξ ux − η ut ) + ξ uxt + η ut2 ,
..
.
=
Dt3 (ϕ
(11)
− ξ ux − η ut ) + ξ uxt3 + η ut4 ,
where Dx and Dt are the total derivatives with respect to x and t respectively.
By (5) the vector field v generates a one parameter symmetry group of Eq. (1)
if and only if
Pr(3) v[ut − ux2 t + aux (1 − ut )] = 0,
(12)
whenever
ut − ux2 t + aux (1 − ut ) = 0.
The condition (12) is equivalent to
(1 − aux )ϕt + a(1 − ut )ϕx − ϕx
2
t
= 0,
(13)
whenever
ut − ux2 t + aux (1 − ut ) = 0.
Substituting (11) into (13), and equating the coefficients of the various monomials in partial derivatives with respect to x and various power of u, we can
4
find the determining equations for the symmetry group of the Eq. (1). Solving
this equations, we get the following forms of the coefficient functions
ξ=
−x
c1 + c3 ,
3
η = c1 t + c2 ,
ϕ=(
2t u 2x
+ −
)c1 + c4 .
3
3
3a
(14)
where c1 , c2 , c3 and c4 are arbitrary constant. Thus, the Lie algebra g of
infinitesimal symmetry of the Eq. (1) is spanned bye the four vector fields
v1 = ∂x ,
v2 = ∂t ,
v3 =
1
∂u ,
a
v4 = 3t∂t − x∂x + (2t + u −
2x
)∂u .
a
(15)
The commutation relations between these vector fields are given in the Table
1. The Lie algebra g is solvable, because if g(1) = hvi , [vi , vj ]i = [g, g], we have
g(1) = hv1 , · · · v4 i, and g( 2) = [g(1) , g(1) ] = h−v1 − 2v3 , 3v2 + 2av3 , v3 i, so, we
have a chain of ideals g(1) ⊃ g(2) ⊃ 0.
Table 1: The commutator table
[vi , vj ]
v1
v2
v3
v4
v1
0
0
0
v1 + 2v3
v2
0
0
0
−3v2 − 2av3
v3
0
0
0
-v3
v4
−v1 − 2v3
3v2 + 2av3
v3
0
To obtain the group transformation which is generated by the infinitesimal
generators vi for i = 1, 2, 3, 4 we need to solve the three systems of first order
ordinary differential equations
dx̃(s)
ds
dt̃(s)
ds
dũ(s)
ds
=
ξi (x̃(s), t̃(s), ũ(s)),
x̃(0) = x,
=
ηi (x̃(s), t̃(s), ũ(s)),
t̃(0) = t,
=
ϕi (x̃(s), t̃(s), ũ(s)),
ũ(0) = u.
i = 1, · · · , 4
(16)
Exponentiating the infinitesimal symmetries of Eq. (1), we get the one-parameter
groups Gi (s) generated by vi for i = 1, · · · , 4
G1 : (t, x, u)
G2 : (t, x, u)
7−→ (x + s, t, u),
7−→ (x, t + s, u),
G3 : (t, x, u)
7−→ (x, t, u + s/a),
G4 : (t, x, u)
7−→ (xe−s , te3s , te3s +
Consequently,
5
(17)
x
x −s
e + (u − t − )es ).
a
a
Theorem 3.1
4
If u = f (x, t) is a solution of Eq. (1), so are the functions
G1 (s) · f (x, t) =
f (x − s, t),
G2 (s) · f (x, t) =
G3 (s) · f (x, t) =
f (x, t − s),
f (x, t) + s/a,
G4 (s) · f (x, t) =
es f (xes , te−3s ) +
(18)
x
(1 − e2s ) + t(1 − e−2s ).
a
Optimal system of the H-R equation
In general, to each s-parameter subgroup H of the full symmetry group G of
a system of differential equations in p > s independent variables, there will
correspond a family of group-invariant solutions. Since there are almost always
an infinite number of such subgroups, it is not usually feasible to list all possible
group-invariant solutions to the system. We need an effective, systematic means
of classifying these solutions, leading to an ”optimal system” of group-invariant
solutions from which every other such solution can be derived.[17]
Definition 4.1 Let G be a Lie group with Lie algebra g. An optimal system of s−parameter subgroups is a list of conjugacy inequivalent s−parameter
subalgebras with the property that any other subgroup is conjugate to precisely one subgroup in the list. Similarly, a list of s−parameter subalgebras
forms an optimal system if every s−parameter subalgebra of g is equivalent to
a unique member of the list under some element of the adjoint representation:
h = Ad(g(h)).[17]
Theorem 4.2 Let H and H be connected s-dimensional Lie subgroups of the
Lie group G with corresponding Lie subalgebras h and h of the Lie algebra g of
G. Then H=gHg −1 are conjugate subgroups if and only if h = Ad(g(h)) are
conjugate subalgebras. [17]
By theorem (4.2), the problem of finding an optimal system of subgroups
is equivalent to that of finding an optimal system of subalgebras. For onedimensional subalgebras, this classification problem is essentially the same as
the problem of classifying the orbits of the adjoint representation, since each onedimensional subalgebra is determined by nonzero vector in g. This problem is
attacked by the naı̈ve approach of taking a general element V in g and subjecting
it to various adjoint transformation so as to ”simplify” it as much as possible.
Thus we will deal with the construction of the optimal system of subalgebras of
g.
6
To compute the adjoint representation, we use the Lie series
Ad(exp(εvi )vj ) = vj − ε[vi , vj ] +
ε2
[vi , [vi , vj ]] − · · · ,
2
(19)
where [vi , vj ] is the commutator for the Lie algebra, ε is a parameter, and
i, j = 1, 2, 3, 4. Then we have the Table 2.
Table 2: Adjoint representation table of the infinitesimal generators vi
Ad
v1
v2
v3
v4
v1
v1
v1
v1
v1 − ε(v1 + 2v3 )
v2
v2
v2
v2
v2 + ε(3v2 + 2av3 )
v3
v3
v3
v3
v3 + εv3
v4
v4 + ε(v1 + 2v3 )
v4 − ε(3v2 + 2av3 )
v4 − εv3
v4
Theorem 4.3 An optimal system of one-dimensional Lie algebras of the H-R
equation is provided by
1) v4 , 2) αv1 + βv2 + v3 , 3) αv1 + v2 , 4) v1
Proof: Consider the symmetry algebra g of the equation (1) whose adjoint
representation was determined in table 2 and let Fis : g → g defined by v 7→
Ad(exp(εvi )v) is a linear map, for i = 1, · · · , 4. The matrices Miε of Fiε , i =
1, · · · , 4, with respect to basis {v1 , · · · , v4 } are
1
0
0 1
M1ε =
0 0
0
0
0
0
1
0
−ε
1
0
0
, M2ε =
−2ε
0
1
0
0
1
0
0
0
0
1
0
0
1
3ε
0
, M3ε =
2aε
0
0
1
eε
0
M4ε = ε
e − e−ε
0
0
1
0
0
0
−3 ε
e
ae−ε e−2 ε − 1
0
0
0
1
0
0
0
,
ε
1
0
0
0
0
0
1
e−ε
0
P
Let V = 4i=1 ai vi is a nonzero vector field in g. We will simplify as many
of the coefficients ai as possible by acting these matrices on a vector field V
alternatively.
Suppose first that a4 6= 0, scaling V if necessary we can assume that a4 = 1,
then we can make the coefficients of v1 , v2 and v3 vanish by M1ε and M2ε . And
V reduced to case 1.
If a4 = 0 and a3 6= 0, then we can not make vanish the coefficients of v1
and v2 by acting any matrices Miε . Scaling V if necessary, we can assume that
a3 = 1 and V reduced to case 2.
7
If a4 = a3 = 0 and a2 6= 0, then we can not make vanish the coefficient of
v1 . Scaling V if necessary, we can assume that a2 = 1 and V reduced to case 3.
The remaining one-dimensional subalgebras are spanned by vectors of the
above form with a4 = a3 = a2 = 0. If a1 6= 0, we scale to make a1 = 1, and V
reduced to case 3.
✷
5
Symmetry reduction of the H-R equation
Lie-group method is applicable to both linear and non-linear partial differential
equations, which leads to similarity variables that may be used to reduce the
number of independent variables in partial differential equations. By determining the transformation group under which a given partial differential equation
is invariant, we can obtain information about the invariants and symmetries of
that equation.
Symmetry group method will be applied to the (1) to be connected directly to
some order differential equations. To do this, a particular linear combinations of
infinitesimals are considered and their corresponding invariants are determined.
The equation (1) is expressed in the coordinates (x, t, u), so to reduce this
equation is to search for its form in specific coordinates. Those coordinates
will be constructed by searching for independent invariants (y, v) corresponding
to the infinitesimal generator. So using the chain rule, the expression of the
equation in the new coordinate allows us to the reduced equation. Here we will
obtain some invariant solutions with respect to symmetries. First we obtain the
similarity variables for each term of the Lie algebra g, then we use this method
to reduced the PDE and find the invariant solutions.
We can now compute the invariants associated with the symmetry operators,
they can be obtained by integrating the characteristic equations. For example
for the operator v2 + v3 = ∂t + a1 ∂u characteristic equation is
dt
a du
dx
=
=
.
0
1
1
(20)
The corresponding invariants are y = x, v = u − at therefore, a solution of our
equation in this case is u = v(y) + at . The derivatives of u are given in terms of
y and v as
ux = vy ,
ux2 = vyy ,
ux2 t = 0,
ut =
1
.
a
(21)
Substituting (21) into the Eq. (1), we obtain the ordinary differential equation
−y
+c. Consequently,
(a−1)vy +1/a = 0, the solution of this equation is v = a(a−1)
we obtain that
x
t
u=
+ + c.
(22)
a(1 − a) a
All results are coming in the tables 3 and 4.
8
Table 3: Reduction of Eq. (1)
operator
v1
v2
v4
v1 + av3
v2 + v3
v1 + v2
y
t
x
xt1/3
t
x
x−t
v
u
u
(u − 2x/a)t−1/3 + t2/3
u−x
u − t/a
u
u
v(y)
v(y)
v(y)t1/3 + 2x/a − t
v(y) + x
v(y) + t/a
v(y)/a
Table 4: Reduced equations corresponding to infinitesimal symmetries
operator
v1
v2
v4
v1 + av3
v2 + v3
v1 + v2
6
similarity reduced equations
vy = 0
avy = 0
t−2/3 v + (xt−1/3 − 3)vy + xt−2/3 vyy + (at2/3 vy + 2)(6 − t−2/3 v − t−1/3 vy ) = 3
(1 − a)vy + a = 0
(a − 1)vy + 1/a = 0
−vy + vyyy + avy (1 + vy ) = 0
Characterization of differential invariants
Differential invariants help us to find general systems of differential equations
which admit a prescribed symmetry group. One say, if G is a symmetry group
for a system of PDEs with functionally differential invariants, then, the system
can be rewritten in terms of differential invariants. For finding the differential
invariants of the Eq. (1) up to order 2, we should solve the following systems of
PDEs:
∂I
1 ∂I
∂I
∂I
2x ∂I
∂I
,
,
, 3t
−x
+ (2t + u −
) ,
(23)
∂x
∂t
a ∂u
∂t
∂x
a ∂u
where I is a smooth function of (x, t, u),
∂I1
,
∂x
∂I1
,
∂t
1 ∂I1
,
a ∂u
3t
∂I1
∂I1
∂I1
,
−x
+ · · · + (2 − 2ut )
∂t
∂x
∂ut
(24)
where I1 is a smooth function of (x, t, u, ux , ut ),
∂I2
,
∂x
∂I2
,
∂t
1 ∂I2
,
a ∂u
3t
∂I2
∂I2
∂I2
∂I2
− 5utt
,
−x
+ · · · − uxt
∂t
∂x
∂uxt
∂utt
(25)
where I2 is a smooth function of (x, t, u, ux , ut , uxx, uxt , utt ). The solutions of
PDEs systems (23),(24) and (25) coming in table 5, where * and ** are refer to
ordinary invariants and first order differential invariants respectively.
9
Table 5: differential invariants
vector field
v1
v2
v3
v4
7
ordinary invariant
t, u
x, u
x, t
tx3 , ( −x
− t + u)x
a
1st order diff. invariant
∗, ux , ut
∗, ux , ut
∗, ux , ut
∗, x2 ux − a1 , utx−1
2
2nd order diff. invariant
∗, ∗∗, uxx , uxt , utt
∗, ∗∗, uxx , uxt , utt
∗, ∗∗, uxx , uxt , utt
∗, ∗∗, x3 uxx , uxxt , uxtt
5
Nonclassical symmetries of the H-R equation
In this section we would like to apply the nonclassical method to the H-R equation. The graph of a solution
uα = f α (x1 , · · · , xn ),
α = 1, · · · , q
(26)
to the system (2) defines an p-dimensional submanifold Γf ⊂ Rp × Rq of the
space of independent and dependent variables. The solution will be invariant
under the one-parameter subgroup generated by vector (4) if and only if Γf is
an invariant submanifold of this group. By applying the well known criterion
of invariance of a submanifold under a vector field we get that (26) is invariant
under vector (4) if and only if f satisfies the first order system EQ of partial
differential equations
Qα (x, u, u(1) ) = ϕ(α) (x, u) −
p
X
ξ i (x, u)uα
i = 0,
α = 1, · · · , q
(27)
i=1
known as the invariant surface conditions. The q-tuple Q = (Q1 , · · · , Qq ) is
known as the characteristic of the vector field (4). In what follows, the n-th
(n)
prolongation of the invariant surface conditions (27) will be denoted by EQ ,
which is a n-th order system of partial differential equations obtained by appending to (27) its partial derivatives with respect to the independent variables
of orders j ≤ n − 1.
For the system (2), (27) to be compatible, the n-th prolongation Pr(n) v of
(n)
the vector field v must be tangent to the intersection E ∩ EQ
Pr(n) v(∆ν )|E∩E (n) = 0,
ν = 1, · · · , l.
(28)
Q
If the equations (28) are satisfied, then the vector field (28) is called a nonclassical infinitesimal symmetry of the system (2). The relations (28) are generalizations of the relations (5) for the vector fields of the infinitesimal classical
symmetries. A similar procedure is applicable to the case of the nonclassical infinitesimal symmetries with an evident difference that in general one has fewer
10
determining equations than in the classical case. Therefore, we expect that
nonclassical symmetries are much more numerous than classical ones, since any
classical symmetry is clearly a nonclassical one. The important feature of determining equations for nonclassical symmetries is that they are nonlinear, this
implies that the space of nonclassical symmetries does not, in general, form a
vector space. For more theoretical background see [18, 1].
Consider the system E of second order equations
ut − vt + aux (1 − ut ) = 0,
uxx − v = 0
(29)
obtained from the H-R equation. If we assume that the coefficient of ∂t of the
vector field (4) does not identically equal zero, then for the vector field
v = ξ(x, t, u, v)∂x + ∂t + ϕ(x, t, u, v)∂u + ψ(x, t, u, v)∂v
(30)
the invariant surface conditions are
ut + ξux = ϕ,
vt + ξvx = ψ
(31)
The equations (28) take the forms
(2 (ut − 1/2)u2xa − ut (ux − vx ))ξu − ut ψu − ψt
+((1 − 2 ut )aux + ut )ϕu + (ux (1 − ut )a − ut )ψv
+(−u3x (ut − 1)a2 + 2 (ut − 1/2)u2xa − ut (ux − vx ))ξv
+(u2x (ut − 1)a2 + ((1 − 2 ut )ux − vx (ut − 1))a + ut )ϕv
+(1 − aux )ϕt − a(ut − 1)ϕx + ux (ut − 1)aξx + (u2x a − ux + vx )ξt = 0,
(32)
and
−ψ − ux ξxx − 2 u2x ξxu + u2x ϕuu − u3x ξuu + uxx ϕu − 2 uxxξx + vx2 ϕvv
+vxx ϕv + 2 uxϕxu + 2 vx ϕxv − 2 ux vx ξxv + 2 ux vx ϕuv − 2 u2x vx ξuv
−3 uxxux ξu − 2 uxxvx ξv − ux vx2 ξvv − vxx ux ξv + ϕxx = 0.
(33)
After inserting ψ and its derivatives, as determined by the equation (33), in
to (32) and substituting vx = uxxx, vxx = uxxxx, and equating the coefficients
of the various monomials in partial derivatives with respect to x and various
power of u, we can find the determining equations. Solving this equations, we
get four Algebraic equations equal to zero. This means that no supplementary
symmetries, of non-classical type, are specific for our model.
Now assume that the coefficient of ∂t in (30) equals zero and try to find the
infinitesimal nonclassical symmetries of the form
v = ∂x + ϕ(x, t, u, v)∂u + ψ(x, t, u, v)∂v
(34)
for which the invariant surface conditions are the following ones
ux = ϕ,
vx = ψ
11
(35)
Relations (28) lead to the system of equations for the functions ϕ and ψ
(u2x (ut − 1)a2 + ((−vx − 2 ux)ut + vx + ux )a + ut )ϕv
+((ux − 2 ux ut )a + ut )ϕu + (ux (ut − 1)a − ut )ψv
+(1 − aux )ϕt − a(ut − 1)ϕx − ψt − ut ψu = 0,
(36)
−ψ + ϕxx + 2 uxϕxu + 2 ϕxv vx + u2x ϕuu + 2 ux vx ϕuv
+uxx ϕu + vx2 ϕvv + vxx ϕv = 0.
(37)
and
Similar the previous case, we can find determining equations. Solving this equations, we get the following form of the coefficient functions
ϕ = c1 u −
c1 x
+ t(1 − 2ut )c1 + c2
a
(38)
where c1 and c2 are arbitrary constant. So the system (29) admits the classical
symmetry v1 and nonclassical symmetry v2 :
v1 = ∂x + ∂u ,
8
v2 = ∂x − (
x
− u − t + 2 tut )∂u
a
(39)
Conservation laws of the H-R equation
Many methods for dealing with the conservation laws are derived, such as the
method based on the Noether’s theorem, the multiplier method, by the relationship between the conserved vector of a PDE and the Lie-Bcklund symmetry
generators of the PDE, the direct method, etc.[17, 2, 3, 19].
Now, we derive the conservation laws from the multiplier method.
Definition 8.1 A local conservation law of the PDE system (2) is a divergence
expression
Di Φi [u] = D1 Φ1 [u] + · · · + Dn Φn [u] = 0
(40)
holding for all solutions of the system (2). In (40), Φi [u] = Φi (x, u, ∂u , · · · , ∂ur ),
i = 1, · · · , n, are called fluxes of the conservation law, and the highest-order
derivative (r) present in the fluxes Φi [u] is called the order of a conservation
law. [3]
In particular, a set of multipliers {Λν [U ]}lν=1 = {Λν (x, U, ∂U , · · · , ∂Ur )}lν=1
yields a divergence expression for the system ∆ν (x, u(n) ) such that if the identity
Λν [U ]∆ν [U ] ≡ Di Φi [U ]
(41)
holds identically for arbitrary functions U (x). Then on the solutions U (x) =
u(x) of the system (2), if Λν [U ] is non-singular, one has local conservation law
Λν [u]∆ν [u] = Di Φi [u] = 0.
12
Definition 8.2 The Euler operator with respect to U j is the operator defined
by
EU j =
∂
∂
∂
+ ···
− Di
+ · · · + (−1)s Di1 · · · Dis
∂U j
∂U j
∂Uij ···i
1
(42)
s
for j = 1, · · · , q. [3]
Theorem 8.3 The equations EU j F (x, U, ∂U , · · · , ∂Us ) ≡ 0, j = 1, · · · , q hold
for arbitrary U (x) if and only if F (x, U, ∂U , · · · , ∂Us ) ≡ Di Ψi (x, U, ∂U , · · · , ∂Us−1 )
holds for some functions Ψi (x, U, ∂U , · · · , ∂Us−1 ), i = 1, · · · q. [3]
✷
Theorem 8.4 A set of non-singular local multipliers {Λν (x, U, ∂U , · · · , ∂Ur )}lν=1
yields a local conservation law for the system ∆ν (x, u(n) ) if and only if the set
of identities
EU j (Λν (x, U, ∂U , · · · , ∂Ur )∆ν (x, u(n) )) ≡ 0, j = 1, · · · q,
holds for arbitrary functions U (x). [3]
(43)
✷
The set of equations (43) yields the set of linear determining equations to find
all sets of local conservation law multipliers of the system (2). Now, we seek all
local conservation law multipliers of the form Λ = ξ(x, t, u, ux , ut , uxx , uxt , utt )
of the equation (1). The determining equations (43) become
EU [ξ(x, t, U, Ux , Ut , Uxx , Uxt , Utt )(Ut − Ux2 t + aUx (1 − Ut ))] ≡ 0,
(44)
where U (x, t) are arbitrary function. Equation (44) split with respect to third
order derivatives of U to yield the determining PDE system whose solutions are
the sets of local multipliers of all nontrivial local conservation laws of second
order of H-R equation.
The solution of the determining system (44) given by
1
c2 (2 tUtt + Ut − 1) + c3 utt ,
(45)
2
where c1 , c2 and c3 are arbitrary constant. So local multipliers given by
1
1
1) ξ = Uxx ,
2) ξ = Utt ,
3) ξ = tUtt + Ut − ,
(46)
2
2
Each of the local multipliers ξ determines a nontrivial two-order local conservation law Dt Ψ + Dx Φ = 0 with the characteristic form
c1 Uxx +
Dt Ψ + Dx Φ ≡ ξ(Ut − Ux2 t + aUx (1 − Ut )),
(47)
To calculate the conserved quantities Ψ and Φ, we need to invert the total
divergence operator. This requires the integration (by parts) of an expression
in multi-dimensions involving arbitrary functions and its derivatives, which is
a difficult and cumbersome task. The homotopy operator [20] is a powerful
algorithmic tool (explicit formula) that originates from homological algebra and
variational bi-complexes.
13
Definition 8.5 The 2-dimensional homotopy
operator is a vector operator
(t)
(x)
with two components, Hu(x,t) f, Hu(x,t) f , where
(x)
Hu(x,t) f
=
Z
1
0
q
X
(x)
Iuj f
j=1
(x)
The x-integrand, Iuj
dλ
[λu]
λ
and
(t)
Hu(x,t) f
Z
=
0
1
q
X
dλ
(t)
Iuj f [λu] . (48)
λ
j=1
f, is given by
(x,t)
j
j
M1 M2 k1 −1 k2
X
X X X
(x)
Iuj f =
k1 =1 k2 =0
B (x) ujxi1 ti2 (−Dx )k1 −i1 −1 (−Dt )k2 −i2
i1 =0 i2 =0
∂f
∂ujxk1 tk2
, (49)
where M1j , M2j are the order of f in u to x and t respectively and combinatorial
coefficient
B
(x)
= B(i1 , i2 , k1 , k2 ) =
(t)
Similarly, the t-integrand, Iuj
i1 + i2
i1
k 1 + k 2 − i1 − i2 − 1
k 1 − i1 − 1
k1 + k2
k1
.
(50)
f, is defined as
(x,t)
j
(t)
Iuj f
=
j
M1 M2 k1 k2 −1
X
X X X
k1 =0 k2 =1
B (t) ujxi1 ti2 (−Dx )k1 −i1 (−Dt )k2 −i2 −1
i1 =0 i2 =0
∂f
∂ujxk1 tk2
, (51)
where B (t) (i2 , i1 , k2 , k1 ).
For instance we apply homotopy operator to find conserved quantities Ψ and
Φ which yield of multiplier ξ = utt . We have
f = utt (ut − ux2 t + aux (1 − ut )),
(52)
the integrands (49) and (51) are
(x)
Iuj f = auut2 − auut ut2 − 23 uuxt3 + 13 ut uxt2 + 31 ux ut3 − 32 uxt ut2 ,
(t)
Iuj f = u2t − ut ux2 t + aux ut − aux u2t + 23 uux2 t2 − auuxt + auuxt ut
+ 31 ux uxt2 − 31 ux2 ut2 ,
(53)
apply (48) to the integrands (53), therefore
(x)
Hu(x,t) f = 12 auut2 − 31 auut ut2 − 31 uuxt3 + 16 ut uxt2 + 61 ux ut3 − 31 uxt ut2 ,
(t)
Hu(x,t) f = 12 u2t − 21 ut ux2 t + 21 aux ut − 31 aux u2t + 13 uux2 t2 − 12 auuxt
+ 31 auuxt ut + 16 ux uxt2 − 61 ux2 ut2 ,
14
(54)
so, we have the first conservation low of the H-R equation respect to multiplier
ξ = utt
Dx 12 auut2 − 31 auut ut2 − 31 uuxt3 + 16 ut uxt2 + 61 ux ut3 − 13 uxt ut2
+Dt
1 2
1
1
1
2
u2t + 13 uux2 t2
2 ut − 2 ut ux t + 2 aux ut − 3 aux
1
1
1
+ 3 auuxt ut + 6 ux uxt2 − 6 ux2 ut2 = 0.
− 21 auuxt
(55)
Similarly, conservation law respect to multiplier ξ = uxx is
Dx 21 ux ut + 21 au2x − 31 au2x ut − 21uuxt + 13 auux uxt )
+Dt ( 21 uuxx − 13 auux ut2 − 21 uxx = 0.
and conservation law respect to multiplier ξ = tutt + 21 ut −
1
2
(56)
is
Dx − 21 au + 12 auut + 12 atuut2 − 31 atuut ut2 − 61 auu2t − 12 uuxt2
1
1
1
1
1
2
2
3
− 13 tuuxt3 +
6 tut uxt − 12 ut uxt + 4 ux ut + 6 tux ut + 3 uxt
− 13 tuxt ut2 = 0.
1
+Dt − 12 u + 16 uux2 t + 31 tuux2 t2 + 16 tux uxt2 + 12
ux uxt + 61 ux2
1
− 12
ux2 ut − 12 atuuxt + 31 atuut uxt + 21 tu2t − 12 tut ux2 t
− 61 tux2 ut2 + 21 atux ut − 31 atux u2t = 0.
(57)
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