| heal.abstract |
Symmetry analysis of differential equations (DEs) is originated from the Norwegian mathematician Sophus
Lie, in the 1870s. Lie research work on continuous group analysis and their role in discovering symmetries
of DEs provides an indispensable framework for the systematic and efficient study of DEs, both ordinary
and partial. By revealing the admitted symmetries of these equations, the Lie-group approach provides
exact solutions in many cases, and also a deep understanding of the structural properties underlying these
equations, whence a variety of ad hoc methods of integration for DEs fail to do so.
The first part of this thesis examines the fundamental theory of Lie groups and Lie algebras, and their
significance in the study of DEs. We highlight the importance of the First Fundamental Theorem of Lie,
which allows us to reduce the problem of identifying symmetries, by transistioning to the corresponding
tangent vector space, the Lie algebra. Building on this foundation, and treating a DE as a geometric surface,
we introduce a systematic approach for determining symmetry groups through an algorithmic procedure
based on the determining equations.
In this part of our thesis, we also utilize all this theoretical framework in order to reduce the order of an
ODE, admitting a solvable Lie algebra, and finally obtain the general solution. We explain how to derive
first integrals by utilizing the corresponding symmetries. These first integrals lead us (under appropriate
conditions) in the consecutive reduction of order, and thus in the derivation of solutions of ODEs, usually
unsolvable through the classical integrating methods. We also formulate a classification of second-order
ODEs according to the admitted symmetries that span two-dimensional Lie algebras.
On the second part of the thesis, we turn our attention in PDEs. We first provide a presentation about a class
of solutions, characterized by their invariance under the action of a corresponding symmetry group, also
known as invariant solutions. These solutions are derived by solving a reduced system of equations with
fewer independent variables than the original PDEs. In many cases of nonlinear PDEs, where we cannot
obtain an exact solution with classical integration methods, we can still derive invariant solutions. To
illustrate the methods discussed, we focus on the Heat equation as a primary example, followed by Burgers’
equation and a system of gas-dynamic equations.
Initial and boundary conditions are also imposed to the Heat equation, to demonstrate how to solve initial
and boundary value problems (IBVPs) of PDEs, invariant under the action of a Lie group. Building on this
introductory example, we apply the developed methods to a physically significant IVP, governed by the
Fokker-Planck equation with an odd forcing function, which reflects systems with restoring forces
symmetric about the origin, and is initially undetermined. By leveraging the symmetry conditions provided
in the first part of this thesis, alongside the properties of odd functions, we can construct the general form
of this function, so that we can derive non-trivial symmetries for the IVP. Then, by utilizing these
symmetries, we simplify the problem in order to obtain an invariant solution. |
en |