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.

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.

This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.

Intended for researchers, numerical analysts, and graduate students in various fields of applied mathematics, physics, mechanics, and engineering sciences, Applications of Lie Groups to Difference Equations is the first book to provide a systematic construction of invariant difference schemes for nonlinear differential equations. A guide to methods

This book is a straightforward introduction to the subject of symmetry methods for solving differential equations, and is aimed at applied mathematicians, physicists, and engineers. The presentation is informal, using many worked examples to illustrate the main symmetry methods. It is written at a level suitable for postgraduates and advanced undergraduates, and is designed to enable the reader to master the main techniques quickly and easily.The book contains some methods that have not previously appeared in a text. These include methods for obtaining discrete symmetries and integrating factors.

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 modern group analysis and addresses issues to both beginners and experienced researchers in the application of Lie group methods.

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.

An accessible yet rigorous introduction to partial differential equations 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

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.

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.