Abstract
In this paper, it is shown how a combination of approximate symmetries of a nonlinear wave equation with small dissipations and singularity analysis provides exact analytic solutions. We perform the analysis using the Lie symmetry algebra of this equation and identify the conjugacy classes of the one-dimensional subalgebras of this Lie algebra. We show that the subalgebra classification of the integro-differential form of the nonlinear wave equation is much larger than the one obtained from the original wave equation. A systematic use of the symmetry reduction method allows us to find new invariant solutions of this wave equation.
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1 Introduction
A systematic computational method for constructing an approximate symmetry group for a given system of partial differential equations (PDEs) has been extensively developed by many authors, see e.g. [1,2,3]. A broad review of recent developments in this subject can be found in such books as Bluman and Kumei [4], Olver [5], Sattinger and Weaver [6], Rozdestvenskii and Janenko [7] and Baikov et al. [8, 9]. Recently, Ruggieri and Speciale [10] determined the Lie algebras of approximate symmetries of nonlinear wave equations admitting a small perturbative dissipation. They discussed the generators of four different versions of the system of equations associated with the nonlinear wave equation
where u(t, x) is a function of t and x. They considered the following second-order PDE with a small dissipative term:
where \(\varepsilon<<1\) is a small parameter and f and \(\lambda \) are smooth functions of u. If we suppose that the function u(t, x) can be written as
where \(u_0\) and \(u_1\) are smooth functions of t and x, then Eq. (2) becomes the following two equations:
and
The Lie symmetry algebra of Eqs. (4) and (5) was identified for three separate cases [10]:
In addition, Eq. (1) is equivalent to the following integro-differential system of equations:
In the paper [10], two different cases of Eq. (7) were considered:
and their Lie symmetry algebras were identified. The objectives of this work are the following. For each of the five cases listed in Eqs. (6) and (8), we identify the classification of the one-dimensional subalgebras of the Lie symmetry algebra into conjugacy classes under the action of the associated Lie group. That is, we obtain a list of representative subalgebras of each Lie symmetry algebra \({\mathcal {L}}\) such that each one-dimensional subalgebra of \({\mathcal {L}}\) is conjugate to one and only one element of the list. In order to obtain these classifications, we make use of the results obtained by J. Patera and P. Winternitz in [11]. For cases (I) and (II), we identify the Lie symmetry subalgebra as \(2A_2\) from the list of Lie algebras of dimension 4 found in [11]. For case (III), we first express the Lie symmetry subalgebra as a direct sum of two algebras, one of which is the three-dimensional algebra \(A_{3,8}=su(1,1)\) found in [11]. The Goursat method of twisted and non-twisted subalgebras is used to complete the classification [12]. Next, we make a systematic use of the symmetry reduction method to generate invariant solutions corresponding to the above-mentioned subalgebras. We then perform a subalgebra classification for the integro-differential Eq. (7) and give two examples of symmetry reductions for this case. We provide a physical interpretation of the obtained results.
2 Subalgebra classification and invariant solutions
2.1 The case where \(f(u_0)=f_0e^{\frac{1}{p}u_0}\) and \(\lambda (u_0)=\lambda _0e^{\frac{1+s}{p}u_0}\)
We first consider the case where \(f(u_0)=f_0e^{\frac{1}{p}u_0}\) and \(\lambda (u_0)=\lambda _0e^{\frac{1+s}{p}u_0}\), where \(f_0\), \(\lambda _0\), p and s are constants and \(p\ne 0\). For this case, Eqs. (4) and (5) become
and
The Lie algebra of infinitesimal symmetries of Eqs. (9) and (10) is spanned by the four generators [10]
This Lie algebra is isomorphic to the algebra \(2A_2\) given in Table II of [11]. The list of conjugacy classes includes the following one-dimensional subalgebras:
where \(a\in \mathbb {R}\), \(a\ne 0\) and \(\varepsilon =\pm 1\). We proceed to use the symmetry reduction method to reduce the system of equations using each subalgebra given in the list (12).
1. For the subalgebra \(\{X_1\}\), we obtain the stationary solution
where \(C_1\), \(C_2\), \(C_3\) and \(C_4\) are constants. This is a singular logarithmic solution with one simple pole.
2. For the subalgebra \(\{X_4\}\), we obtain a dissipative solution of the form
where the functions F(t) and G(t) are given by the quadratures
for F and
where \(K_0\), b and c are constants and \(\mu =\pm 1\). Therefore,
The gradient catastrophe occurs for the derivatives of the solution (17) when \(F=p\ln {\left( -\frac{K_0}{4p^2f_0}\right) }\). In this case, shock waves may occur.
3. For the subalgebra \(\{X_2\}\), we obtain the trivial linear (in t) solution
where \(C_1\), \(C_2\), \(C_3\) and \(C_4\) are constants.
4. For the subalgebra \(\{X_3+aX_4\}\), Eqs. (9) and (10) reduce to the system of third-order ordinary differential equations (ODE)
and
where we have the self-similar symmetry variable \(\xi =xt^{-a-1}\), and the functions
Equations (19) and (20) do not possess the Painlevé property. For the special case of the subalgebra where \(a=-1\), we obtain the singular logarithmic solution:
where \(C_0\) is a constant. The function G satisfies the single second-order linear differential equation
where \(\Delta =\frac{1}{\sqrt{f_0}}\xi +C_0\). In the specific case where \(\lambda _0=0\), we obtain the explicit solutions
in the case where \(s=-3/4\) and
where
in the case where \(s\ne -3/4\). The functions G in Eqs. (24) and (25) correspond respectively to the solutions
and
Solutions (27) and (28) involve damping.
5. For the subalgebra \(\{X_4-X_3+\varepsilon X_2\}\), we get
where we have the symmetry variable \(\xi =x+\varepsilon \ln {t}\). Here, F satisfies the nonlinear equation
and G satisfies
In the specific case where \(\lambda _0=0\) and \(f_0=0\), we obtain the explicit solution
Solution (32) involves damping terms in the case when \(\varepsilon =-1\). Otherwise, for \(\varepsilon =1\), this solution may contain unbounded terms.
6. For the subalgebra \(\{X_1+\varepsilon X_2\}\), we have the travelling wave solution
where \(\xi =x-\varepsilon t\). Here, \(u_0\) can be determined implicitly by the transcendental equation
In the case where \(\lambda _0=0\), \(u_1\) satisfies the second-order ODE
which is linear in \(u_1\) if \(u_0\ne -p\ln {(f_0)}\).
7. For the subalgebra \(\{X_1+\varepsilon X_4\}\), we obtain the center wave solution
where the symmetry variable is \(\xi =xe^{-\varepsilon t}\), F satisfies the ODE
which does not possess the Painlevé property, while G satisfies the ODE
In the case where \(\lambda _0=0\) and \(s=\frac{1\pm \sqrt{2}}{2}\), we obtain the periodic damping solution
2.2 The case where \(f(u_0)=f_0(u_0+q)^{\frac{1}{p}}\) and \(\lambda (u_0)=\lambda _0(u_0+q)^{\frac{1+s}{p}-1}\)
Next, we consider the case where \(f(u_0)=f_0(u_0+q)^{\frac{1}{p}}\) and \(\lambda (u_0)=\lambda _0(u_0+q)^{\frac{1+s}{p}-1}\), where \(f_0\), \(\lambda _0\), p, q and s are constants with \(p\ne 0\). For this case, Eqs. (4) and (5) become
and
The Lie algebra of infinitesimal symmetries of Eqs. (40) and (41) is spanned by the four generators [10]
This Lie algebra is isomorphic to the algebra \(2A_2\) given in Table II of [11]. The list of conjugacy classes includes the one-dimensional subalgebras:
where \(a\in \mathbb {R}\), \(a\ne 0\) and \(\varepsilon =\pm 1\). We obtain solutions of the equations by symmetry reduction using the different subalgebras in the list (43).
8. For the subalgebra \(\{X_1\}\), we obtain the explicit stationary solution
where
and \(B_1\), \(B_2\), K and C are constants. This solution involves a combination of powers of x and is unbounded.
9. For the subalgebra \(\{X_2\}\), we obtain the trivial linear (in t) solution
where \(C_1\), \(C_2\), \(C_3\) and \(C_4\) are constants. 10.
For the subalgebra \(\{X_4\}\), we obtain
where
and G satisfies the linear second-order ODE
The function F involves damping if \(p>0\). In the specific case where \(\lambda _0=0\), \(t_0=0\) and either \(s=-2\) or \(s=\frac{1}{2}\), we obtain \(G=C_1t^3+C_2t^{-2}\), so the solution is
In the specific case where \(\lambda _0=0\), \(t_0=0\) and either \(s=1\) or \(s=-\frac{5}{2}\), we obtain \(G=C_1t^4+C_2t^{-3}\), so the solution is
These solutions involve combinations of powers of x and t, and each solution admits a pole and is unbounded for large values of x.
11. For the subalgebra \(\{X_3+aX_4\}\), we get
where the self-similar invariant has the form \(\xi =xt^{-a-1}\), with \(F=\dfrac{(a+1)^{2p}}{f_0^p}\xi ^{2p}\) and \(G=R\xi ^{2s}\), where R is a constant. Here, the following conditions have to be satisfied:
Equation (52) leads to the following two solutions. In the case where \(a=-2\) and \(s=-\frac{1}{2}\), we have the solution
In the case where \(a=-2\) and \(s=-1\), we have the solution
Both solutions admit poles at \(t=0\) and at \(x=0\). Also, for large values of x, the solutions become unbounded.
12. For the subalgebra \(\{X_4-X_3+\varepsilon X_2\}\), we get
with symmetry variable \(\xi =x+\varepsilon \ln {t}\). Here, F satisfies the ODE
which does not possess the Painlevé property. In the case where \(p=-\frac{1}{2}\), we obtain the implicitly-defined function
The equation for \(G(\xi )\) in this case becomes
If we further suppose that \(\lambda _0=0\) and \(f_0=0\), we obtain the explicit solution
where
In the case where \(p>0\), we obtain a damping solution.
13. For the subalgebra \(\{X_1+\varepsilon X_2\}\), we have the travelling wave solution
where \(\xi =x-\varepsilon t\) is the symmetry variable. Here, \(u_0\) satisfies
and \(u_1\) satisfies
In the case where \(\lambda _0=0\), we obtain the explicit solution
while \(u_1=u_1(\xi )\) is an arbitrary function of \(\xi \). Since \(u_1(\xi )\) is arbitrary, we can choose, for example, the Jacobi elliptic function
It should be noted that if the modulus k of the elliptic function is such that \(0<k^2<1\), then it has one real and one purely imaginary period. If the argument of the \(\hbox {cn}\) function is real, then \(-1\le u_1\le 1\). This represents a travelling bump solution.
14. For the subalgebra \(\{X_1+\varepsilon X_4\}\), we obtain
where the symmetry variable is \(\xi =\ln {x}-\varepsilon t\) and F satisfies the ODE
which does not possess the Painlevé property, and G satisfies the coupled ODE
In the case where \(p=-\frac{1}{2}\) and \(\lambda _0=0\), we obtain the explicit solution
In the case where \(\varepsilon r<0\), this is a damping solution.
2.3 The case where \(f(u_0)=f_0(u_0+q)^{-\frac{4}{3}}\) and \(\lambda (u_0)=\lambda _0(u_0+q)^{-\frac{4}{3}}\)
We now consider the case where \(f(u_0)=f_0(u_0+q)^{-\frac{4}{3}}\) and \(\lambda (u_0)=\lambda _0(u_0+q)^{-\frac{4}{3}}\), where \(f_0\), \(\lambda _0\) and q are constants. This corresponds to the special instance of the previous case (in Sect. 2.2) in which \(p=-\frac{3}{4}\) and \(s=-\frac{3}{4}\). For this case, Eqs. (4) and (5) become
and
The Lie algebra of infinitesimal symmetries of Eqs. (71) and (72) is spanned by the five generators [10]
This Lie algebra is the direct sum
where \(\{X_4,X_2,X_5\}\) is isomorphic to the three-dimensional algebra \(A_{3,8}=su(1,1)\) given in Table I of [11]. The classification of \(A_{3,8}\) was found in [11] and, in this paper, the Goursat method of twisted and non-twisted subalgebras is used to obtain the list of conjugacy classes for the complete Lie symmetry algebra. The one-dimensional subalgebras of the Lie algebra can be classified as follows:
where \(a\in \mathbb {R}\), \(a\ne 0\) and \(\varepsilon =\pm 1\). We obtain the following solutions through symmetry reduction.
15. For the subalgebra \(\{X_3-X_4\}\), we obtain the power function solution
for the case where \(f_0=1\) and \(\lambda _0=0\). For small values of x, the function becomes unbounded. A second solution, obtained by making the hypothesis \(F=C_0x^a\), is
which constitutes a combination of monomial power functions. For both large and small values of x, the solution (77) becomes unbounded.
16. For the subalgebra \(\{X_4\}\), we get the solution
where \(u_0\) is a center wave in the sense given in [7, p. 101] and \(u_1\) is singular in t when \(t=0\).
17. For the subalgebra \(\{X_2\}\), we obtain the linear trivial solution in t
where \(C_1\), \(C_2\), \(C_3\) and \(C_4\) are constants.
18. For the subalgebra \(\{X_1\}\), we have the stationary solution \(u_0=u_0(x)\) and \(u_1=u_1(x)\) (i.e. \(u_0\) and \(u_1\) are functions of x only), where \(u_0\) satisfies the equation
and \(u_1\) satisfies the equation
For the specific case when \(q=0\), the solution of Eq. (80) is expressed in terms of the Gaussian quadrature
and Eq. (81) becomes the second-order ODE
where k is a constant.
19. For the subalgebra \(\{X_2-X_5\}\), we get
where the functions F and G of t satisfy the equations
and
In the case where \(\lambda _0=0\), looking for solutions of the type \(F=At^a\), \(G=Bt^b\), we obtain the solution
This solution involves a separation of the variables x and t. The solution becomes unbounded when x tends to 1.
20. For the subalgebra \(\{X_3-X_4+\varepsilon X_2\}\), we get
where the functions F and G of the symmetry variable \(\xi =x-\varepsilon \ln {t}\) satisfy the equations
and
Here, \(F(\xi )\) is the function which satisfies Abel’s equation of the second kind
where F and \(\eta \) obey the constraints
Solution (88) is given in the composed form (92) where G is determined by the ODE (90).
21. For the subalgebra \(\{X_3+aX_4\}\), we obtain
where F and G are functions of the self-similar symmetry variable \(\xi =xt^{-a-1}\). Here, F satisfies the equation
In the case where \(\lambda _0=0\) and either \(a=0\) or \(a=-2\), the function
is a solution with damping of Eq. (94). Substituting the function (95) and any arbitrary function \(G(\xi )\) of the symmetry variable \(\xi =xt^{-a-1}\) into (93), we obtain a solution of the system consisting of Eqs. (71) and (72) of the form
where G is an arbitrary function of \(\xi =xt^{-a-1}\). Since \(G(\xi )\) is arbitrary, we can choose
and we obtain the solution
This solution is finite everywhere except for \(t=0\). It represents a damping solution with various factors of t.
22. For the subalgebra \(\{X_1+\varepsilon X_2\}\), we obtain the travelling wave solution
where we have \(\xi =x-\varepsilon t\). Here, \(u_0\) satisfies the equation
and \(u_1\) satisfies
Equation (100) can be solved implicitly through the quadrature
The quadrature (102) admits a discontinuity where \(u_0=f_0^{\frac{3}{4}}-q\).
23. For the subalgebra \(\{X_1+\varepsilon X_4\}\), we get
where we have the symmetry variable \(\xi =t-\varepsilon \ln {x}\), \(x>0\). Here, F and G satisfy the equations
and
respectively. Equation (104) can be solved implicitly through the quadrature
The quadrature (106) admits a discontinuity where
24. For the subalgebra \(\{X_1+\varepsilon (X_2-X_5)\}\), we have
where we have the symmetry variable
Here, F and G satisfy the equations
and
Equation (110) can be solved implicitly through the quadrature
The quadrature (112) admits a discontinuity where
25. For the subalgebra \(\{X_3-X_4+a(X_2-X_5)\}\), we consider the case where \(a=\frac{1}{2}\). We obtain the solution in factored form
where the rational symmetry variable is \(\xi =t(x-1)(x+1)^{-1}\). Here, F satisfies the equation
A particular solution is
In the case where \(\lambda _0=0\) and \(a=\frac{1}{2}\), substituting the function (116) and any arbitrary function \(G(\xi )\) of the symmetry variable \(\xi =t(x-1)(x+1)^{-1}\) into (114) yields a solution of the system consisting of Eqs. (71) and (72)
Since \(G(\xi )\) is arbitrary, we can choose
and we obtain the solution
where \(c\in \mathbb {R}\). This solution represents a kink with damping.
3 Subalgebra classification and solutions for the integro-differential case
The system (7) given by the equations
is the potential system for Eq. (2) in the sense that its compatibility condition is given by Eq. (2). Here, we have
The approximate Lie algebra of infinitesimal symmetries of Eq. (120) is spanned by the five generators [10]
For two specific cases of \(f(u_0)\) and \(\lambda (u_0)\), we also have an additional generator \(X_6\). Specifically:
-
For the case where \(f(u_0)=f_0e^{u_0/p}\) and \(\lambda (u_0)=\lambda _0e^{(1+s)u_0/p}\), we have \(X_6=x\partial _x+2p\partial _{u_0}+v_0\partial _{v_0}+2su_1\partial _{u_1}+(2s+1)v_1\partial _{v_1}\)
-
For the case where \(f(u_0)=f_0(u_0+q)^{\frac{1}{p}}\) and \(\lambda (u_0)=\lambda _0(u_0+q)^{\frac{1+s}{p}-1}\), we have \(X_6=x\partial _x+2p(u_0+q)\partial _{u_0}+(2p+1)v_0\partial _{v_0}+2su_1\partial _{u_1}+(2s+1)v_1\partial _{v_1}\)
For both cases, we obtain a classification of 63 conjugacy classes of one-dimensional subalgebras, which we list in the Appendix.
3.1 The case where \(f(u_0)=f_0e^{u_0/p}\) and \(\lambda (u_0)=\lambda _0e^{(1+s)u_0/p}\)
Here, \(f_0\), \(\lambda _0\), p and s are constants. In this case, we have the additional symmetry generator
Performing a symmetry reduction corresponding to the subalgebra \(\{X_6\}\), we obtain the solution
where
and H(t) satisfies the linear ODE
In the case where \(\lambda _0=0\) and \(K=0\), we obtain
and Eq. (126) becomes the ODE
which is a Sturm–Liouville type equation. Therefore, we obtain the singular solution
where H satisfies (128).
3.2 The case where \(f(u_0)=f_0(u_0+q)^{\frac{1}{p}}\) and \(\lambda (u_0)=\lambda _0(u_0+q)^{\frac{1+s}{p}-1}\)
Here, \(f_0\), \(\lambda _0\), p, q and s are constants. In this case, we have the additional symmetry generator
Performing a symmetry reduction corresponding to the subalgebra \(\{X_6\}\), we obtain the solution
where
and H(t) satisfies the equation
In the specific case where \(p=\frac{1}{2}\), \(s=-\frac{3}{2}\) and \(t_0=0\), we obtain the following explicit solution in factored form:
where \(r_1=\frac{1}{2}\left( 1+\sqrt{1+\frac{16}{f_0}}\right) \) and \(r_2=\frac{1}{2}\left( 1-\sqrt{1+\frac{16}{f_0}}\right) \). The solution (134) admits a discontinuity in \(v_1\) for small values of t since \(r_2-1<0\).
4 Concluding remarks
In this paper, the approximate symmetry analysis of a nonlinear wave equation with small dissipation has been performed. Based on the Lie symmetry approach, we determined subalgebras of dimension one and reduced the perturbed system of PDEs to systems of ODEs. These ODEs could often be explicitly integrated in terms of known functions or at least their singularity structure could be investigated using well-known methods. In particular, for ODEs of second and third order, it is possible to determine whether they are of the Painlevé type (i.e. whether all of their critical points are fixed and independent of the initial data). This approach has achieved a systematic classification of equations and invariant solutions from the group-theoretical point of view. Solutions obtained included elementary solutions (constant and algebraic solutions involving one or two simple poles), combinations of monomial powers of x and t, solutions admitting damping and going to zero for large values of t, trigonometric and hyperbolic functions, doubly periodic solutions which can be expressed in terms of Jacobi elliptic functions, singular periodic solutions and solutions given by quadratures. In some cases, singular solutions represent static structures with quantities which define the given power in terms of the symmetry variable. Some of these singularities develop from a point into a line. A natural question that may be asked is what physical insight is obtained from such exact analytic particular solutions. A partial answer is that they allow us to observe qualitative behavior that may be difficult to detect numerically, especially in the case of doubly periodic solutions. Stable solutions could be observed and may provide a starting point for perturbative calculations. This analysis can be applied to more general hydrodynamic systems admitting dissipation terms like viscosity and could lead to some new understanding of the problem of solving the Navier–Stokes system through the use of approximate symmetries.
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Acknowledgements
AMG’s work was supported by a research grant from NSERC of Canada. AJH wishes to thank the Mathematical Physics Laboratory of the Centre de Recherches Mathématiques, Université de Montréal, for the opportunity to participate in this research.
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Appendix: subalgebra classification for the integro-differential case
Appendix: subalgebra classification for the integro-differential case
The Lie symmetry subalgebra for the integro-differential case given in Sect. 3 can be written as the semi-direct sum
The algebra \(\{X_5,X_6\}\) is Abelian and its subalgebra classification is given by
Using the method of splitting and non-splitting subalgebras as given in [12], we classify the one-dimensional subalgebras of the semi-direct sum (135). A basis element for each one-dimensional invariant subalgebra of \({\mathcal {L}}\) is transformed by the Baker-Campbell-Hausdorff formula in order to determine which other invariant subalgebras it is conjugate to. For instance, if we consider the subalgebra \(X=\{X_1\}\) and take an arbitrary element of the group generated by \({\mathcal {L}}\), \(e^Y\), where Y is the generator
we obtain
so the subalgebra \(\{X_1\}\) is conjugate only to itself. Applying this procedure to the other one-dimensional invariant subalgebras of \({\mathcal {L}}\), we obtain the following list of 63 one-dimensional subalgebras.
The following list constitutes the classification of the one-dimensional subalgebras of the symmetry Lie algebra for both cases of Eq. (120) (where the symbol \(X_6\) represents the symmetry generator (123) or the symmetry generator (130) respectively) into conjugacy classes.
The subalgebra structure of the integro-differential case is far more extensive than that of the three cases analyzed in Sect. 2.
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Grundland, A.M., Hariton, A.J. Invariant solutions of a nonlinear wave equation with a small dissipation obtained via approximate symmetries. Ricerche mat 69, 509–532 (2020). https://doi.org/10.1007/s11587-020-00486-9
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DOI: https://doi.org/10.1007/s11587-020-00486-9