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.

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.

A self-contained introduction to the methods and techniques of symmetry analysis used to solve ODEs and PDEs Symmetry Analysis of Differential Equations: An Introduction presents an accessible approach to the uses of symmetry methods in solving both ordinary differential equations (ODEs) and partial differential equations (PDEs). Providing comprehensive coverage, the book fills a gap in the literature by discussing elementary symmetry concepts and invariance, including methods for reducing the complexity of ODEs and PDEs in an effort to solve the associated problems. Thoroughly class-tested, the author presents classical methods in a systematic, logical, and well-balanced manner. As the book progresses, the chapters graduate from elementary symmetries and the invariance of algebraic equations, to ODEs and PDEs, followed by coverage of the nonclassical method and compatibility. Symmetry Analysis of Differential Equations: An Introduction also features: Detailed, step-by-step examples to guide readers through the methods of symmetry analysis End-of-chapter exercises, varying from elementary to advanced, with select solutions to aid in the calculation of the presented algorithmic methods Symmetry Analysis of Differential Equations: An Introduction is an ideal textbook for upper-undergraduate and graduate-level courses in symmetry methods and applied mathematics. The book is also a useful reference for professionals in science, physics, and engineering, as well as anyone wishing to learn about the use of symmetry methods in solving differential equations.

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.

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.

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.

Volume 2 offers a unique blend of classical results of Sophus Lie with new, modern developments and numerous applications which span a period of more than 100 years. As a result, this reference is up to date, with the latest information on the group theoretic methods used frequently in mathematical physics and engineering. Volume 2 is divided into three parts. Part A focuses on relevant definitions, main algorithms, group classification schemes for partial differential equations, and multifaceted possibilities offered by Lie group theoretic philosophy. Part B contains the group analysis of a variety of mathematical models for diverse natural phenomena. It tabulates symmetry groups and solutions for linear equations of mathematical physics, classical field theory, viscous and non-Newtonian fluids, boundary layer problems, Earth sciences, elasticity, plasticity, plasma theory (Vlasov-Maxwell equations), and nonlinear optics and acoustics. Part C offers an English translation of Sophus Lie's fundamental paper on the group classification and invariant solutions of linear second-order equations with two independent variables. This will serve as a concise, practical guide to the group analysis of partial differential equations.

A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis of PDEs. The book presents the three main discretization methods of elliptic PDEs: finite difference, finite elements, and spectral methods. Each topic has its own devoted chapters and is discussed alongside additional key topics, including: The mathematical theory of elliptic PDEs Numerical linear algebra Time-dependent PDEs Multigrid and domain decomposition PDEs posed on infinite domains The book concludes with a discussion of the methods for nonlinear problems, such as Newton's method, and addresses the importance of hands-on work to facilitate learning. Each chapter concludes with a set of exercises, including theoretical and programming problems, that allows readers to test their understanding of the presented theories and techniques. In addition, the book discusses important nonlinear problems in many fields of science and engineering, providing information as to how they can serve as computing projects across various disciplines. Requiring only a preliminary understanding of analysis, Numerical Analysis of Partial Differential Equations is suitable for courses on numerical PDEs at the upper-undergraduate and graduate levels. The book is also appropriate for students majoring in the mathematical sciences and engineering.

This (post) graduate text gives a broad introduction to Lie groups and algebras with an emphasis on differential geometrical methods. It analyzes the structure of compact Lie groups in terms of the action of the group on itself by conjugation, culminating in the classification of the representations of compact Lie groups and their realization as sections of holomorphic line bundles over flag manifolds. Appendices provide background reviews.

Geometric Methods in System Theory In automatic control there are a large number of applications of a fairly simple type for which the motion of the state variables is not free to evolve in a vector space but rather must satisfy some constraints. Examples are numerous; in a switched, lossless electrical network energy is conserved and the state evolves on an ellipsoid surface defined by x'Qx equals a constant; in the control of finite state, continuous time, Markov processes the state evolves on the set x'x = 1, xi ~ O. The control of rigid body motions and trajectory control leads to problems of this type. There has been under way now for some time an effort to build up enough control theory to enable one to treat these problems in a more or less routine way. It is important to emphasise that the ordinary vector space-linear theory often gives the wrong insight and thus should not be relied upon.