Conservation Laws For Differential Equations Research Articles

A modified formal Lagrangian formulation for general differential equations

In this paper, we propose a modified formal Lagrangian formulation by introducing dummy dependent variables and prove the existence of such a formulation for any system of differential equations. The corresponding Euler--Lagrange equations, consisting of the original system and its adjoint system about the dummy variables, reduce to the original system via a simple substitution for the dummy variables. The formulation is applied to study conservation laws of differential equations through Noether's Theorem and in particular, a nontrivial conservation law of the Fornberg--Whitham equation is obtained by using its Lie point symmetries. Finally, a correspondence between conservation laws of the incompressible Euler equations and variational symmetries of the relevant modified formal Lagrangian is shown.

On the Generation of Infinitely Many Conservation Laws of the Black-Scholes Equation

Construction of conservation laws of differential equations is an essential part of the mathematical study of differential equations. In this paper we derive, using two approaches, general formulas for finding conservation laws of the Black-Scholes equation. In one approach, we exploit nonlinear self-adjointness and Lie point symmetries of the equation, while in the other approach we use the multiplier method. We present illustrative examples and also show how every solution of the Black-Scholes equation leads to a conservation law of the same equation.

Inverse problem on conservation laws

The explicit formulation of the general inverse problem on conservation laws is presented for the first time. Within this problem, one aims to derive the general form of systems of differential equations that admit a prescribed set of conservation laws. The particular cases of the inverse problem on first integrals of ordinary differential equations and on conservation laws for evolution equations are studied. We also solve the inverse problem on conservation laws for differential equations admitting an infinite dimensional space of zeroth-order conservation-law characteristics. This particular case is further studied in the context of conservative first-order parameterization schemes for the two-dimensional incompressible Euler equations. We exhaustively classify conservative first-order parameterization schemes for the eddy-vorticity flux that lead to a class of closed, averaged Euler equations possessing conservation of generalized circulation, generalized momentum and energy.

Approximate Conservation Laws of Nonvariational Differential Equations

The concept of an approximate multiplier (integrating factor) is introduced. Such multipliers are shown to give rise to approximate local conservation laws for differential equations that admit a small perturbation. We develop an explicit, algorithmic and efficient method to construct both the approximate multipliers and their corresponding approximate fluxes. Our method is applicable to equations with any number of independent and dependent variables, linear or nonlinear, is adaptable to deal with any order of perturbation and does not require the existence of a variational principle. Several important perturbed equations are presented to exemplify the method, such as the approximate KdV equation. Finally, a second treatment of approximate multipliers is discussed.

On the Relationship between the Invariance and Conservation Laws of Differential Equations

In this paper, we highlight the complimentary nature of the results of Anco & Bluman and Ibragimov in the construction of conservation laws that whilst the former establishes the role of multipliers, the latter presents a formal procedure to determine the flows. Secondly, we show that there is an underlying relationship between the symmetries and conservation laws in a general setting, extending the results of Kara & Mahomed. The results take apparently differently forms for point symmetry generators and higher-order symmetries. Similarities exist, to some extent, with a previously established result relating symmetries and multipliers of a differential equation. A number of examples are presented.

Solution of the equations for one-dimensional, two-phase, immiscible flow by geometric methods

Buckley–Leverett equations describe non viscous, immiscible, two-phase filtration, which is often of interest in modelling of oil production. For many parameters and initial conditions, the solutions of these equations exhibit non-smooth behaviour, namely discontinuities in form of shock waves. In this paper we obtain a novel method for the solution of Buckley–Leverett equations, which is based on geometry of differential equations. This method is fast, accurate, stable, and describes non-smooth phenomena. The main idea of the method is that classic discontinuous solutions correspond to the continuous surfaces in the space of jets - the so-called multi-valued solutions (Bocharov et al., Symmetries and conservation laws for differential equations of mathematical physics. American Mathematical Society, Providence, 1998). A mapping of multi-valued solutions from the jet space onto the plane of the independent variables is constructed. This mapping is not one-to-one, and its singular points form a curve on the plane of the independent variables, which is called the caustic. The real shock occurs at the points close to the caustic and is determined by the Rankine–Hugoniot conditions.

A recursion formula for the construction of local conservation laws of differential equations

A simple formula is presented that, for any given local divergence-type conservation law of a system of partial or ordinary differential equations (PDE, ODE), generates a divergence expression involving an arbitrary function of all independent variables. In the cases when the new flux vector is a local expression inequivalent to the initial local conservation law flux vector, a new local conservation law is obtained. For ODEs, this can yield additional integrated factors. Examples of systems of differential equations are presented for which the proposed new relationship yields important local conservation laws starting from basic ones. Examples include a nonlinear ODE and several fundamental physical PDE models, in particular, general classes of nonlinear wave and diffusion equations, vorticity-type equations, and a shear wave propagation model in hyper-viscoelastic fiber-reinforced solids.

Nonlinear Self-Adjointness and Generalized Conserved Quantities of the Inviscid Burgers’ Equation with Nonlinear Source

The conservation laws of the inviscid Burgers’ equation under consideration have been studied recently using the concept of quasi self-adjointness and self-adjointness. These two concepts have been extended to the notion of nonlinear self-adjointness to enable more conservation laws of differential equations, that are not achievable through them, be constructed. We explore this avenue in the present study and establish the generalized nonlinearly self-adjoint condition for the inviscid Burgers’ equation. This condition not only gives rise to new nontrivial independent conserved vectors, but also includes results of previous work as a particular case.

A new conservation theorem

A general theorem on conservation laws for arbitrary differential equations is proved. The theorem is valid also for any system of differential equations where the number of equations is equal to the number of dependent variables. The new theorem does not require existence of a Lagrangian and is based on a concept of an adjoint equation for non-linear equations suggested recently by the author. It is proved that the adjoint equation inherits all symmetries of the original equation. Accordingly, one can associate a conservation law with any group of Lie, Lie–Bäcklund or non-local symmetries and find conservation laws for differential equations without classical Lagrangians.

GeM software package for computation of symmetries and conservation laws of differential equations

We present a recently developed Maple-based “GeM” software package for automated symmetry and conservation law analysis of systems of partial and ordinary differential equations (DE). The package contains a collection of powerful easy-to-use routines for mathematicians and applied researchers. A standard program that employs “GeM” routines for symmetry, adjoint symmetry or conservation law analysis of any given DE system occupies several lines of Maple code, and produces output in the canonical form. Classification of symmetries and conservation laws with respect to constitutive functions and parameters present in the given DE system is implemented. The “GeM” package is being successfully used in ongoing research. Run examples include classical and new results. Program summary Title of program: GeM Catalogue identifier: ADYK_v1_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADYK_v1_0 Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Licensing provisions: none Computers: PC-compatible running Maple on MS Windows or Linux; SUN systems running Maple for Unix on OS Solaris Operating systems under which the program has been tested: Windows 2000, Windows XP, Linux, Solaris Programming language used: Maple 9.5 Memory required to execute with typical data: below 100 Megabytes No. of lines in distributed program, including test data, etc.: 4939 No. of bytes in distributed program, including test data, etc.: 166 906 Distribution format: tar.gz Nature of physical problem: Any physical model containing linear or nonlinear partial or ordinary differential equations. Method of solution: Symbolic computation of Lie, higher and approximate symmetries by Lie's algorithm. Symbolic computation of conservation laws and adjoint symmetries by using multipliers and Euler operator properties. High performance is achieved by using an efficient representation of the system under consideration and resulting symmetry/conservation law determining equations: all dependent variables and derivatives are represented as symbols rather than functions or expressions. Restrictions on the complexity of the problem: The GeM module routines are normally able to handle ODE/PDE systems of high orders (up to order seven and possibly higher), depending on the nature of the problem. Classification of symmetries/conservation laws with respect to one or more arbitrary constitutive functions of one or two arguments is normally accomplished successfully. Typical running time: 1–20 seconds for problems that do not involve classification; 5–1000 seconds for problems that involve classification, depending on complexity.

Conservation Laws of Differential Equations in Finance**The projectsupported by National Natural Science Foundation of China under Grant No. 10272021

Conservation laws of some differential equations infiance are studied in this paper. This method does not involve theuse or existence of a variational principle. As an alternative,linearize the given equation and find adjoint equation of thelinearized equation, the conservation laws can be constructeddirectly from the symmetries and adjoint symmetries of theassociated linearized equation and its adjoint equation.

Non-local symmetries and conservation laws for one-dimensional gas dynamics equations

The theory on the generation of conservation laws [Symmetry conditions and construction of conservation laws for differential equations, Preprint] for systems of partial differential equations by the use of Lie–Bäcklund symmetries is generalised to include the use of non-local symmetries. It is shown how the action of a symmetry on the appropriate conservation laws can be utilised to extend the symmetry generator with respect to a covering system. Systems of differential equations that describe one-dimensional gas flow are used to demonstrate the direct calculation of new non-local symmetries as well as the generation of new conservation laws. Also a solution that is invariant under a non-local symmetry is found.