In the present paper the classical point symmetry analysis is extended from partial differential to functional differential equations with functional derivatives. In order to perform the group analysis and deal with the functional derivatives we extend the quantities such as infinitesimal transformations, prolongations and invariant solutions. For the sake of example the procedure is applied to the continuum limit of the heat equation. The method can further lead to significant applications in statistical physics and fluid dynamics.
Theory of differential operators on associative algebras is not extended to the non-associative ones in a straightforward way. We consider differential operators on Lie algebras. A key point is that multiplication in a Lie algebra is its derivation. Higher order differential operators on a Lie algebra are defined as composition of the first order ones. The Chevalley--Eilenberg differential calculus over a Lie algebra is defined. Examples of finite-dimensional Lie algebras, Poisson algebras, algebras of vector fields, and algebras of canonical commutation relations are considered. Differential …
Within the framework of inverse Lie problem, we give some non-trivial examples of coupled Lie remarkable equations, \textit{i.e.}, classes of differential equations that are in correspondence with their Lie point symmetries. In particular, we determine hierarchies of second order partial differential equations uniquely characterized by affine transformations of $\mathbb{R}^{n+m}$, and a system of two third order partial differential equations in two independent variables uniquely determined by the Lie algebra of projective transformations of $\mathbb{R}^4$.
In this paper we classify the irreducible quasifinite highest weight modules over the orthogonal and symplectic types Lie subalgebras of the Lie algebra of the matrix quantum pseudo differential operators. We also realize them in terms of the irreducible quasifinite highest weight modules of the Lie algebras of infinite matrices with finitely many nonzero diagonals and its classical Lie subalgebras of types B, C and D.
In this paper we extend general results obtained by V. Kac and J. Liberati, in "Unitary quasifinite representations of $W_\infty$", (Letters Math. Phys., 53 (2000), 11-27), for quasifinite highest weight representations of $\Z$-graded Lie algebras to ${1/2}\Z$-graded Lie superalgebras, and we apply these to classify the irreducible quasifinite highest weight modules of the Lie superalgebra of quantum pseudo-differential operators.
In this paper we use key elements of the Olver's approach to Hamiltonian evolution equations in partial derivatives and propose an algebraic construction appropriate for Hamiltonian evolution systems with constraints.
We introduce a search algorithm that utilises differential operator realisations to find polynomial Casimir operators of Lie algebras. To demonstrate the algorithm, we look at two classes of examples: (1) the model filiform Lie algebras and (2) the Schrödinger Lie algebras. We find that an abstract form of dimensional analysis assists us in our algorithm, and greatly reduces the complexity of the problem.
We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the "first differential approximation" is invariant under the same Lie group as the original ordinary differential equation.
The geometric theory of Lie systems is used to establish integrability conditions for several systems of differential equations, in particular some Riccati equations and Ermakov systems. Many different integrability criteria in the literature will be analysed from this new perspective, and some applications in physics will be given.
We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form. We also discuss relations with previous results in the literature.
The theory of Lie remarkable equations, i.e. differential equations characterized by their Lie point symmetries, is reviewed and applied to ordinary differential equations. In particular, we consider some relevant Lie algebras of vector fields on $\mathbb{R}^k$ and characterize Lie remarkable equations admitted by the considered Lie algebras.
A rigorous geometric proof of the Lie's Theorem on nonlinear superposition rules for solutions of non-autonomous ordinary differential equations is given filling in all the gaps present in the existing literature. The proof is based on an alternative but equivalent definition of a superposition rule: it is considered as a foliation with some suitable properties. The problem of uniqueness of the superposition function is solved, the key point being the codimension of the foliation constructed from the given Lie algebra of vector fields. Finally, as a more convincing argument supporting the use …
In this article, Lie symmetry analysis is used to investigate invariance properties of some nonlinear fractional partial differential equations with conformable fractional time and space derivatives. The analysis is applied to Korteweg-de Vries, modified Korteweg-de Vries, Burgers, and modified Burgers equations with conformable fractional time and space derivatives. For each equation, all of the vector fields and the Lie symmetries are obtained. Moreover, exact solutions are given to these equations in terms of solutions of ordinary differential equations. In particular, it is shown that the …
A theorem of Maurer-Cartan type for Lie algebroids is presented. Suppose that any vector subbundle of a Lie algebroid is called interior differential system (IDS) for that Lie algebroid. A theorem of Cartan type is obtained. Extending the classical notion of exterior differential system (EDS) to Lie algebroids, a theorem of Cartan type is obtained.
We present the package SADE (Symmetry Analysis of Differential Equations) for the determination of symmetries and related properties of systems of differential equations. The main methods implemented are: Lie, nonclassical, Lie-Bäcklund and potential symmetries, invariant solutions, first-integrals, Nöther theorem for both discrete and continuous systems, solution of ordinary differential equations, reduction of order or dimension using Lie symmetries, classification of differential equations, Casimir invariants, and the quasi-polynomial formalism for ODE's (previously implemented in the packa…
Lie theory of continuous transformations provides a unified and powerful approach for handling differential equations. Unfortunately, any small perturbation of an equation usually destroys some important symmetries, and this reduces the applicability of Lie group methods to differential equations arising in concrete applications. On the other hand, differential equations containing \emph{small terms} are commonly and successfully investigated by means of perturbative techniques. Therefore, it is desirable to combine Lie group methods with perturbation analysis, \emph{i.e.}, to establish an app…
This is a short presentation of some classical results on finite dimensional complex Lie algebras (classification of nilpotent Lie algebras, deformations and perturbations, contractions and rigidity). We present some applications to Differential Geometry considering some left invariant structures on Lie groups : contact and symplectic structures, Generalized complex structures on real Lie Group. We present also the notion of riemannian and pseudo-riemannian G-symmetric spaces.
A set of linear second-order differential equations is converted into a semigroup, whose algebraic structure is used to generate many novel equations. Two independent methods that can be used to derive the equations of the semigroup are considered, namely, the Lagrangian formalism and the Lie group approach. The advantages and disadvantages of each method are discussed, and it is shown that the Lagrangian formalism can be established for all equations of the semigroup, however, the Lie group approach is only limited to a certain sub-semigroup . The obtained results are discussed in the context…
This paper investigates bicovariant differential calculus on noncommutative spaces of the Lie algebra type. For a given Lie algebra $g_0$ we construct a Lie superalgebra $g=g_0\oplus g_1$ containing noncommutative coordinates and one--forms. We show that $g$ can be extended by a set of generators $T_{AB}$ whose action on the enveloping algebra $U(g)$ gives the commutation relations between monomials in $U(g_0)$ and one--forms. Realizations of noncommutative coordinates, one--forms and the generators $T_{AB}$ as formal power series in a semicompleted Weyl superalgebra are found. In the special …
Classical Lie group theory provides a universal tool for calculating symmetry groups for systems of differential equations. However Lie's method is not as much effective in the case of integral or integro-differential equations as well as in the case of infinite systems of differential equations. This paper is aimed to survey the modern approaches to symmetries of integro-differential equations. As an illustration, an infinite symmetry Lie algebra is calculated for a system of integro-differential equations, namely the well-known Benney equations. The crucial idea is to look for symmetry gener…
We develop a pseudo-differential Weyl calculus on nilpotent Lie groups which allows one to deal with magnetic perturbations of right invariant vector fields. For this purpose we investigate an infinite-dimensional Lie group constructed as the semidirect product of a nilpotent Lie grup and an appropriate function space thereon. We single out an appropriate coadjoint orbit in the semidirect product and construct our pseudo-differential calculus as a Weyl quantization of that orbit.
Let g be a simplicial Lie algebra with Moore complex Ng of length k. Let G be the simplicial Lie group integrating g, which is simply connected in each simplicial level. We use the 1-jet of the classifying space of G to construct, starting from g, a Lie k-algebra L. The so constructed Lie k-algebra L is actually a differential graded Lie algebra. The differential and the brackets are explicitly described in terms (of a part) of the corresponding k-hypercrossed complex structure of Ng. The result can be seen as a geometric interpretation of Quillen's (purely algebraic) construction of the adjun…
We give a complete description of the anti-involutions that preserve the principal gradation of the algebra of matrix quantum pseudodifferential operators and we describe the Lie subalgebras of its minus fixed points.
A realization of coherent state Lie algebras by first-order differential operators with holomorphic polynomial coefficients on Kähler coherent state orbits is presented. Explicit formulas involving the Bernoulli numbers and the structure constants for the semisimple Lie groups are proved.
Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach.
We provide a general theoretical framework allowing us to extend the classical Lie theory for partial differential equations to the case of equations of fractional order. We propose a general prolongation formula for the study of Lie symmetries in the case of an arbitrary finite number of independent variables. We also prove the Lie theorem in the case of fractional differential equations, showing that the proper space for the analysis of these symmetries is the infinite dimensional jet space.
We present an algorithm for determining the Lie point symmetries of differential equations on fixed non transforming lattices, i.e. equations involving both continuous and discrete independent variables. The symmetries of a specific integrable discretization of the Krichever-Novikov equation, the Toda lattice and Toda field theory are presented as examples of the general method.
A tree diagram is a tree with positive integral weight on each edge, which is a notion generalized from the Dynkin diagrams of finite-dimensional simple Lie algebras. We introduce two nilpotent Lie algebras and their extended solvable Lie algebras associated with each tree diagram. The solvable tree diagram Lie algebras turn out to be complete Lie algebras of maximal rank analogous to the Borel subalgebras of finite-dimensional simple Lie algebras. Their abelian ideals are completely determined. Using a high-order Campbell-Hausdorff formula and certain abelian ideals of the tree diagram Lie al…
We demonstrate that the notions of derivative representation of a Lie algebra on a vector bundle, of semi-linear representations of a Lie group on a vector bundle, and related concepts, may be understood in terms of representations of Lie algebroids and Lie groupoids, and we indicate how these notions extend to derivative representations of Lie algebroids and semi-linear representations of Lie groupoids in general.
We describe a systematic method to construct arbitrary highest-weight modules, including arbitrary finite-dimensional representations, for any finite dimensional simple Lie algebra $\mathfrak{g}$. The Lie algebra generators are represented as first order differential operators in $\frac{1}{2} \left(\dim \mathfrak{g} - \text{rank} \, \mathfrak{g}\right) $ variables. All rising generators ${\bf e}$ are universal in the sense that they do not depend on representation, the weights enter (in a very simple way) only in the expressions for the lowering operators ${\bf f}$. We present explicit formula…
Twisted symmetries, widely studied in the last decade, proved to be as effective as standard ones in the analysis and reduction of nonlinear equations. We explain this effectiveness in terms of a Lie-Frobenius reduction; this requires to focus not just on the prolonged (symmetry) vector fields but on the distributions spanned by these and on systems of vector fields in involution in Frobenius sense, not necessarily spanning a Lie algebra.
A theory of local convexity for a second order differential equation (SODE) on a Lie algebroid is developed. The particular case when the SODE is homogeneous quadratic is extensively discussed.
In a recent paper by Zhao and the author, the Lie algebras $A[D]=A\otimes F[D]$ of Weyl type were defined and studied, where $A$ is a commutative associative algebra with an identity element over a field $F$ of any characteristic, and $F[D]$ is the polynomial algebra of a commutative derivation subalgebra $D$ of $A$. In the present paper, the 2-cocycles of a class of the above Lie algebras $A[D]$ (which are called the Lie algebras of generalized differential operators in the present paper), with $F$ being a field of characteristic 0, are determined. Among all the 2-cocycles, there is a special…
Let $\operatorname{Witt}$ be the Lie algebra generated by the set $\{L_i\,\vert\, i \in {\mathbb Z}\}$ and $\operatorname{Vir}$ its universal central extension. Let $\operatorname{Diff}(V)$ be the Lie algebra of differential operators on $V=\mathbb{C}[[z]]$, $\mathbb{C}((z))$ or $V=\mathbb{C}(z)$. We explicitly describe all Lie algebra homomorphisms from $\mathfrak{sl}(2)$, $\operatorname{Witt}$ and $\operatorname{Vir}$ to $\operatorname{Diff}(V)$ such that $L_0$ acts on $V$ as a first order differential operator.
A class of exact solutions is obtained for the Liénard type ordinary non-linear differential equation. As a first step in our study the second order Liénard type equation is transformed into a second kind Abel type first order differential equation. With the use of an exact integrability condition for the Abel equation (the Chiellini lemma), the exact general solution of the Abel equation can be obtained, thus leading to a class of exact solutions of the Liénard equation, expressed in a parametric form. We also extend the Chiellini integrability condition to the case of the general Abel equati…
We prove that the scalar and $2\times 2$ matrix differential operators which preserve the simplest scalar and vector-valued polynomial modules in two variables have a fundamental Lie algebraic structure. Our approach is based on a general graphical method which does not require the modules to be irreducible under the action of the corresponding Lie (super)algebra. This method can be generalized to modules of polynomials in an arbitrary number of variables. We give generic examples of partially solvable differential operators which are not Lie algebraic. We show that certain vector-valued modul…
The correspondence between ordinary differential equations and Bethe ansatz equations for integrable lattice models in their continuum limits is generalised to vertex models related to classical simple Lie algebras. New families of pseudo-differential equations are proposed, and a link between specific generalised eigenvalue problems for these equations and the Bethe ansatz is deduced. The pseudo-differential operators resemble in form the Miura-transformed Lax operators studied in work on generalised KdV equations, classical W-algebras and, more recently, in the context of the geometric Langl…
Density functional theory together with the Kohn-Sham scheme represent an efficient framework to recover the ground state density and energy of a many-body quantum system from an auxiliary ``non-interacting'' system (one-body with a local potential). However, theoretical questions remain open. An important one is related to the existence of a derivative of the Lieb functional in some restricted (weak) sense (as pointed out by Lammert). Then, a further one would be related to the validity of the ``non-interacting $v$-representability'' conjecture. We gather here elements on these questions, pro…
In many Lagrangian field theories, there is a Poisson bracket on the space of local functionals. One may identify the fields of such theories as sections of a vector bundle. It is known that the Poisson bracket induces an sh-Lie structure on the graded space of horizontal forms on the jet bundle of the relevant vector bundle. We consider those automorphisms of the vector bundle which induce mappings on the space of functionals preserving the Poisson bracket and refer to such automorphisms as canonical automorphisms. We determine how such automorphisms relate to the corresponding sh-Lie structu…
In a recent work, Bindini and De Pascale have introduced a regularization of $N$-particle symmetric probabilities which preserves their one-particle marginals. In this short note, we extend their construction to mixed quantum fermionic states. This enables us to prove the convergence of the Levy-Lieb functional in Density Functional Theory , to the corresponding multi-marginal optimal transport in the semi-classical limit. Our result holds for mixed states of any particle number $N$, with or without spin.
In this paper, we consider some non-weight modules over the Lie algebra of Weyl type. First, we determine the modules whose restriction to $U(\frak h)$ are free of rank $1$ over the Lie algebra of differential operators on the circle. Then we determine the necessary and sufficient conditions for the tensor products of quasi-finite highest weight modules and $U(\frak h)$-free modules to be irreducible, and obtain that any two such tensor products are isomorphic if and only if the corresponding highest weight modules and $U(\frak h)$-free modules are isomorphic. Finally, we extend such results t…
We investigate the connection between the linear harmonic oscillator equation and some classes of second order nonlinear ordinary differential equations of Liénard and generalized Liénard type, which physically describe important oscillator systems. By using a method inspired by quantum mechanics, and which consist on the deformation of the phase space coordinates of the harmonic oscillator, we generalize the equation of motion of the classical linear harmonic oscillator to several classes of strongly non-linear differential equations. The first integrals, and a number of exact solutions of th…
Reduced sh-Lie structures have been studied for the case when a Lie group acts on the fibers of a vector bundle while preserving the base space of the bundle. In this paper we investigate how one obtains a reduced sh-Lie structure using the ideas of symmetry reduction where the action of the Lie group is transversal to the fibers of the bundle. We also show how local functionals are reduced using these ideas.
We discuss the notion of criticality of semilinear differential equations and systems, its relations to scaling transformations and the Noether approach to Pokhozhaev's identities. For this purpose we propose a definition for criticality based on the S. Lie symmetry theory. We show that this definition is compatible with the well-known notion of critical exponent by considering various examples. We also review some related recent papers.
In this paper we study the Cauchy problem for diffusion equations associated to a class of strongly hypoelliptic pseudo-differential operators on graded Lie groups. To do so, we develop a global complex functional calculus on graded Lie groups in order to analyse the corresponding energy estimates. One of the main aspects of this complex functional calculus is that for the $(ρ,δ)$-Euclidean Hörmander classes we recover the standard functional calculus developed by Seeley [38]. In consequence the Gårding inequality that we prove for arbitrary graded Lie groups absorbs the historical 1953's ineq…
In this paper, we study Lie superalgebras of $2\times 2$ matrix-valued first-order differential operators on the complex line. We first completely classify all such superalgebras of finite dimension. Among the finite-dimensional superalgebras whose odd subspace is nontrivial, we find those admitting a finite-dimensional invariant module of smooth vector-valued functions, and classify all the resulting finite-dimensional modules. The latter Lie superalgebras and their modules are the building blocks in the construction of QES quantum mechanical models for spin 1/2 particles in one dimension.
In the present paper we continue the project of systematic explicit construction of invariant differential operators. On the example of the non-compact exceptional group $E_{6(-14)}$ we give the multiplets of indecomposable elementary representations. This includes the data for all relevant invariant differential operators.
We apply the theory of infinitesimal transformations for the study of a family of 1+1 fifth-order partial differential equations which have been proposed before for the description of multiple kink solutions. In this analysis we perform a complete classification of the Lie symmetries and of the one-dimensional optimal system. The results are applied for the derivation of similarity solutions and in particular we find travel-wave and scaling solutions. We show that the kink-solution of these equations can be recovered by the use of the Lie symmetries, while new solutions are also derived.
We study the symmetry reduction of nonlinear partial differential equations which are used for describing diffusion processes in nonhomogeneous medium. We find ansatzes reducing partial differential equations to systems of ordinary differential equations. The ansatzes are constructed by using operators of Lie-Bäcklund symmetry of third order ordinary differential equation. The method gives the possibility to find solutions which cannot be obtained by virtue of classical Lie method. Such solutions have been constructed for nonlinear diffusion equations which are invariant with respect to one-pa…
In this paper, we solve the initial value problems of variable-coefficient generalized wave equations associated with trees and a large family of linear constant-coefficient partial differential equation by algebraic methods. Moreover, we find all the polynomial solutions for a 3-dimensional variable-coefficient flag partial differential equation of any order, the linear wave equation with dissipation and the generalized anisymmetrical Laplace equation. Furthermore, the polynomial-trigonometric solutions of a generalized Klein-Gordan equation associated with 3-dimensional generalized Tricomi o…
We present a novel differential-difference system in (2+1)-dimensional space-time (one discrete, two continuum), arisen from the Bogoyavlensky's (2+1)-dimensional KdV hierarchy. Our method is based on the bilinear identity of the hierarchy, which is related to the vertex operator representation of the toroidal Lie algebra $\sl_2^{tor}$.
