Solving First Order Ordinary Differential Equations Using Lie Symmetries

Solving First Order Ordinary
Differential Equations Using

Lie Symmetries
Katie Thompson
Overview
 Discrete symmetries vs. continuous
symmetries.
 What is a Lie symmetry?
 Using Lie symmetries to solve first order
ordinary differential equations.
 Examining “standard methods” taught
in a first course in ordinary differential
equations.
Transformations that are
Symmetries
 We look at diffeomorphisms on the
plane, i.e., maps :R2 R2.
 (x,y)=(f(x,y),g(x,y)), which are
invertible and infinitely differentiable.
 The set of diffeomorphisms {} forms a
group under composition.
Symmetries of Differential
Equations
 A symmetry of a differential equation is
a transformation that sends solutions to
solutions.
 The identity map is a trivial example of a
symmetry.
 Let y’(x)=(y). Then a translation in x
sends solutions to solutions.
Discrete vs. Continuous
Symmetries
y
 A rigid square has a
finite, discrete set of
symmetries.  x
 We interest
ourselves in infinite
sets of continuous
Any rotation by  R about the
symmetries. center is a symmetry. We denote
 Consider the unit the set of symmetries:
circle: x2+y2=1. {(x,y)}={(xcos-ysin,xsin+xcos)}.
One-Parameter Lie Group
Properties
 The set of diffeomorphisms {} for
 R forms a one-parameter Lie group if
the following hold:
  = 0 is the trivial symmetry.
 =+.
 Notice that the above imply that
-=-1.
Example of a One-Parameter
Lie Group
y
 Again, consider the  x

unit circle: x2+y2=1.
Any rotation by  R about the

center is a symmetry. We denote
the set of symmetries:
{(x,y)}={(xcos-ysin,xsin+xcos)}.
Symmetry Condition
 For the first-order ODE y’(x)=(x,y), a
symmetry group preserves the
equation, i.e.
 This is equivalent to the condition:

Example
Scaling is a symmetry of this ODE.
Verify the symmetry condition:

Goal
 We want to use the Lie symmetries to
separate variables and find the general
solution for a first-order ordinary
differential equation.
 From the symmetries, we find canonical
coordinates. The canonical coordinates
are the key to separating variables.
Infinitesimal Generators
 Let p=(x,y)be a point in R2 and let {}
be a one-parameter Lie group.
 Then the orbit of p under the group
action is the set, Op={(p)| R}.
 Then we define the infinitesimal
generator of  at the point p as the
tangent vector to Op at =0.
Canonical Coordinates
 We want to calculate canonical
coordinates, (r,s)=(r(x,y),s(x,y)).
 These canonical coordinates are built so
that the Lie symmetries become
translations (r,s+).
 Then the ODE reduces to
 We know that for the translation,
(r,s+), the tangent vector at (r,s) is
given by (0,1).
 We use the chain rule to get:
 We can find r by solving:
 Solve r(x,y) for y.

 We find s by calculating:
 Then evaluate the integral at r=r(x,y).

Solve ODEs Using Canonical
Coordinates
 To reduce the ODE to separation of
variables, rewrite in terms of canonical
coordinates.
First-Order ODEs of
Homogeneous Type
 These are differential equations of the
form:
 Make the substitution z(x)=y(x)/x.

 Use this substitution to solve the ODE.
 This method comes from the symmetry:
 Then canonical coordinates are given by
 We rewrite in terms of canonical

coordinates to get:
Example of 1st Order ODE of
Homogeneous Type
Riccati Equation
Solutions to Riccati Equations
 Apply the transformation (ye-2, xe) to
the solution when c is nonzero.
 When c=0, the transformation sends

the curve to itself.
Beyond 1st Order ODEs
 Higher Order ODEs: Symmetries are
used to reduce the order of the
differential equation.
 Partial Differential Equations:
 Methods to find symmetric solutions are
well understood.
 General methods to find non-symmetric
families of solutions are not known, and is
an open area of research.
References
 Edwards, C. Henry and Penney, David
E. Differential Equations: Computing
and Modeling. Upper Saddle River, NJ:
Prentice Hall 2000.
 Hydon, Peter E. Symmetry Methods for
Differential Equations: A Beginner’s
Guide. Cambridge, UK: Cambridge
University Press, 2000.

Solving First Order Ordinary Differential Equations Using Lie Symmetries

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Solving First Order Ordinary Differential Equations Using Lie Symmetries

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Solving First Order Ordinary

Differential Equations Using

 Again, consider the  x

Any rotation by  R about the

 This is equivalent to the condition:

Scaling is a symmetry of this ODE.

Verify the symmetry condition:

 Solve r(x,y) for y.

 Then evaluate the integral at r=r(x,y).

 Make the substitution z(x)=y(x)/x.

 We rewrite in terms of canonical

 When c=0, the transformation sends

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