Abstract
We obtained the non-local transformations of the Cole—Hopf type, which translate the Liouville equations with three and four independent variables into the Bianchi equations. The solutions with arbitrary functions of these Liouville equations are constructed.
Access provided by Autonomous University of Puebla. Download conference paper PDF
Similar content being viewed by others
Keywords
1 On the Group Properties of Bianchi Equations
Consider a homogeneous equation with a dominant partial derivative with variable coefficients (Bianchi equation)
In the paper [1] some group properties of this equation have been considered. It is known that the set of equivalence transformations for (1)
Two equations of the form (1) are called equivalent in function [2, p 117], if they pass into each other during transformations (2), in which
In the paper [3] it was shown that two equations of the form (1) are equivalent in function if and only if the Laplace invariants
are the same for both equations.
If we look for the operator allowed by the Eq. (1)
then it turns out that part of the system of defining equations will be
It is known [2, pp. 99–100] that in this case the Lie algebra of the Eq. (1) there is \(L=L^r\oplus L^{\infty }\), where the algebra \(L^r\) of dimension r is formed by operators of the form
and \(L^{\infty }\) is an Abelian subalgebra typical of linear equations with the operator \(\omega (x,y,z)\partial _u\), where \(\omega \) is the solution of the Eq. (1). It is clear that the operator \(u\partial _u\) is allowed by any Eq. (1), therefore, this operator can be included in \(L^{\infty }\) and assume that \(\sigma (x,y,z)\) is defined in (4) up to a constant summand.
To construct the defining equations we use the third continuation of the operator (4)
The notation used here is \(u_1=u_x\), \(u_2=u_x\),..., \(u_{12}=u_{xy}\),..., \(u_{333}=u_{zzz}\). We get
By applying the operator \({X_3}\) to the Eq. (1), we obtain the defining equations
Defining Eq. (5) can be written using Laplace invariants (3) in the form
The first row in (6) shows that
The second, third and fourth rows from (6) are differential equations for determining the function \(\sigma \), after \(\xi ^1\), \(\xi ^2\), \(\xi ^3\) have been obtained. The equations starting from the fifth row are responsible for the results of the group classification.
Some consequences can be deduced directly from the defining equations in the form (6). If all \(H_i\), \(i=\overline{1,9}\), are identically equal to zero, then the Eq. (1) is equivalent to the equation \(u_{xyz}=0\) and admits an infinite-dimensional Lie algebra of operators of the form
with arbitrary \(\xi ^1(x)\), \(\xi ^2(y)\), \(\xi ^3(z)\).
Let’s introduce the relations into consideration
Substitute \(H_1=p_{23}H_6\), \(H_6\not =0\), in the fifth row (6)
Since the term in parentheses vanishes, it follows
The identity (9) means that either \(p_{23}=const\) or \(p_{23}\) is an invariant of the group G with the operator (4).
If \(p_{23}=const\), then from the fifth and sixth rows (6) we get
Differentiating by y, z we get
Subtracting (10) from (11) and then multiplying by \((\ln {H_{6}})_{yz}/H_{6}\), we get
Thus, again either \(q_{6}=const\) or \(q_{6}\) is an invariant of the group G with the operator (4).
Then similar identities can be obtained for \(p_{12}\), \(p_{13}\), \(q_i\), \(i=\overline{1,5}\).
Similar identities can be obtained for relations
For example, considering the relation \(P_{1}\), we come to the identity
Again, either \(P_{1}=const\), or \(P_{1}\) is an invariant of the group G with the operator (4). If \(P_{1}=const\), then row 12 from (6) gives
Differentiating by x, y, z we get
Subtracting (12) from (13) and multiplying by \((\ln {H_{8}})_{xyz}/H_{8}\), we get
Thus, either \(q_{8}=const\) or \(q_{8}\) is an invariant of the group G with the operator (4).
Based on the above statements, classes of equations of the form (1) admitting Lie algebras of the largest dimensions were listed in the work [1].
In the case when \(q_i=const\), \(i=\overline{1,6}\), the invariant \(H_i\) is a solution of the Liouville equation (this follows from (8)), the formula of the general solution of which is known [2, p 123]. Similarly, if any of the constructions \(q_i\), \(i=\overline{7,9}\), is constant, then the corresponding invariant \(H_i\) is the solution of the equation
In this regard, the task of constructing is of interest exact solutions of the three-dimensional analogue of the Liouville equation
We can propose the following method of constructing an exact solution based on the application of Lie groups of point transformations.
The usual algorithm for calculating the group of point transformations allowed by the Eq. (14) leads to the Lie algebra of operators
where \(\xi (x)\), \(\eta (y)\), \(\zeta (z)\) are arbitrary functions.
To determine the invariants of the group allowed by the Eq. (14), we obtain the system
The first integrals of the system (15) have the form
Let’s introduce new variables
Invariant with respect to the group of point transformations allowed by the Eq. (14) , the solution has the form \(v=w(t,\tau )\). As a result, we come to the equation for determining the function w
The Eq. (16) has a solution
Then (here \(\xi (x)\eta (y)\zeta (z)>0\))
Denoting \(\lambda (x)=2\varphi (x)\), \(\mu (y)=-\psi (y)\), \(\nu (z)=-\chi (z)\), we obtain an exact solution of the Eq. (14), depending on three arbitrary functions
In [4, 5] some group properties of the fourth-order Bianchi equation were considered. The homogeneous Bianchi equation of the fourth order is
It is implied here that the coefficients are variable.
The Laplace invariants for this equation have the form
Here we consider coefficients that differ in the order of the indices to be equal (for example, \(a_{123}=a_{231}\)). There are a total of 28 Laplace invariants for this equation. Two equations of the form (17) are equivalent in function if and only if they have all the corresponding Laplace invariants equal.
Note that if all Laplace invariants are identically zero, then the Eq. (17) is equivalent to the equation \(u_{x_1x_2x_3x_4}=0\) and admits an infinite-dimensional Lie algebra of operators of the form
with arbitrary \(\xi ^i(x_i)\).
Similarly to the case of the third-order Bianchi equation, we can introduce into consideration the constructions
These constructions are used in [5] to obtain classes of fourth-order Bianchi equations with certain group properties.
It is easy to notice that for constants \(q_{ij}\), \(q_{ijk}\), \(q_{ijkl}\) the Laplace invariants are again solutions of the Liouville equation and its three-dimensional and four-dimensional analogues.
2 Three-Dimensional Analogue of the Liouville Equation
Let us consider an approach to the problem of constructing exact solutions to nonlinear equations based on non-local transformations of variables. Equation
is a three-dimensional analogue of the Liouville equation
Equation (19), in particular, plays a key role in the problem of group classification of second-order hyperbolic equations [2, pp. 116–125]
The general solution of the Eq. (19) is well known and can be constructed in various ways [2, p. 123], [6, pp. 239–240]. As noted earlier, the Eq. (18) is used in the study of the group properties of the third-order Bianchi Eq. (1).
Here a non-local transformation (such as the Cole—Hopf substitution [7]) is constructed, translating the Eq. (18) into the simplest Bianchi equation
which has a general solution with three arbitrary functions
In this case, an algorithm based on the use of group methods is used [6, pp. 237–241].
Equation (18) admits the Lie algebra of operators
where \(\xi (x)\), \(\eta (y)\), \(\zeta (z)\) are arbitrary functions [1].
On the other hand, the Eq. (20) admits the Lie algebra of operators
where \(\xi (x)\), \(\eta (y)\), \(\zeta (z)\) are also arbitrary. In addition, like any linear equation, Eq. (20) admits a stretching operator
In this regard, assume that there is a non-local transformation
such that the system of Eqs. (18), (20), (22) admits the Lie algebra of operators
We find the first continuations of operators
We get relations
Since the function v has the form (21), from (23) and (24) we get the system
The system (25) is satisfied by the relation
Substituting (26) into the Eq. (18) taking into account (21) leads to a formula defining a class of solutions to the Eq. (18) depending on three arbitrary functions
Here \(f_1(x)\), \(f_2(y)\), \(f_3(z)\)—arbitrary continuously differentiable functions.
3 Fourth-Order Analogue of the Liouville Equation
Now consider the equation
related to the fourth-order linear Bianchi equation, whose group properties are considered in [4, 5].
Similarly to the case of the Eq. (18), we construct a non-local transformation that translates the Eq. (28) into the equation
the general solution of which
Equation (28) admits a Lie algebra of operators
where \(\xi (x)\), \(\eta (y)\), \(\zeta (z)\), \(\tau (t)\) are arbitrary functions [5].
On the other hand, the Eq. (29) admits the Lie algebra of operators
as well as the stretching operator
Looking for a non-local transformation
such that the system of Eqs. (28), (29), (31) admits the Lie algebra of operators
We calculate the first continuations of operators
and we write down the ratios
The function v has the form (30), therefore from (32)–(33) we get the system
The system (34) is satisfied by the relation
Substituting (35) into (28) and taking into account (30), we get the solution of the Eq. (28)
where \(f_1(x)\), \(f_2(y)\), \(f_3(z)\), \(f_4(t)\)—arbitrary continuously differentiable functions.
This paper has been supported by the Kazan Federal University Strategic Academic Leadership Program (Priority—2030).
References
Mironov AN (2013) Classes of Bianchi equations of third order. Math Notes 94:369–378. https://doi.org/10.1134/S0001434613090083
Ovsyannikov LV (1978) Group analysis of differential equations. Nauka, Moscow [in Russian]
Dzhokhadze OM (2004) Laplace invariants for some classes of linear partial differential equations. Differ Equ 40:63–74. https://doi.org/10.1023/B:DIEQ.0000028714.62481.2d
Mironov AN (2009) On the Laplace invariants of a fourth-order equation. Differ Equ 45:1168–1173. https://doi.org/10.1134/S0012266109080084
Mironov AN (2013) On some classes of fourth-order Bianchi equations with constant ratios of Laplace invariants. Differ Equ 49:1524–1533. https://doi.org/10.1134/S0012266113120070
Fushchich VI, Shtelen’ VM, Serov NI (1989) Symmetric analysis and exact solutions of nonlinear equations of mathematical physics. Naukova dumka, Kyiv [in Russian]
Cole JD (1951) On a quasi-linear parabolic equation occurring in aerodynamics. Quart Appl Math 9:225–236. https://doi.org/10.1090/qam/42889
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2023 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this paper
Cite this paper
Mironov, A., Mironova, L. (2023). Non-local Substitutions for Liouville Equations with Three and Four Independent Variables. In: Vasilyev, V. (eds) Differential Equations, Mathematical Modeling and Computational Algorithms. DEMMCA 2021. Springer Proceedings in Mathematics & Statistics, vol 423. Springer, Cham. https://doi.org/10.1007/978-3-031-28505-9_6
Download citation
DOI: https://doi.org/10.1007/978-3-031-28505-9_6
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-031-28504-2
Online ISBN: 978-3-031-28505-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)