Symmetries of integro-differential equations. With applications in mechanics and plasma physics (Q990370)

It is known that classic Lie group theory can't directly be applied to integro-differential equations (I-DEs), infinite systems of DEs and delayed DEs. Naturally it is required to develop this theory on such mathematical objects, which is presented in the reviewed monograph. In the first chapter general ideas of classical and modern group analysis of ODEs and PDEs are presented together with numerous illustrating examples: parametric continuous groups; symmetries and invariants, invariant solutions of ordinary differential equations (ODEs) and partial differential equations (PDEs); optimal systems of subalgebras; moving frames; a new object -- approximate transformation groups all together with numerous illustrating examples. Chapter 2 gives a survey of different methods for finding and construction of symmetries and invariants, invariant solutions to I-DEs (methods of moments and methods using a transition to equivalent DEs), regular methods for computation of symmetries of equations with nonlocal operators. Here the essential generalizations of general group analysis schemes for equations with nonlocal operators are presented in detail with very interesting applications to the spatially homogeneous isotropic Boltzmann equation and equations of one-dimensional viscoelastic continuum motion. Chapter 3 deals with applications of group analysis methods to the full Boltzmann kinetic equation and some similar equations with square nonlinear integral operators, which form the foundation of the kinetic theory of rarefied gases and coagulation. Here the computations of the \(11\)-parametric Lie group \(G^{11}\) admitted by the full Boltzmann equation with arbitrary intermolecular potential and its extensions for power potentials are made and the isomorphism of the Lie group of point transformation admitted by the full Boltzmann equation and the Euler inviscid gas dynamic system is found. This isomorphism allows to construct an optimal system of admitted subalgebras (the lists of \(6\)- and \(7\)-dimensional subalgebras of the Lie algebra \(L_{11}\) and 6-dimensional subalgebras of the Lie algebra \(L_{11}\) are carried out in Appendix A, A.1.1 and A.1.2) and to classify all invariant solutions with one and two independent variables of the full Boltzmann equation. The proposed method allows to give a constructive proof of the completeness of admitted Lie groups with a presentation of all invariant solutions. Chapter 4 is devoted to group analysis of the Vlasov-Maxwell and related type equations, which form the foundation of the collisionless plasma kinetic theory and have therefore applications in gravitational astrophysics, shallow-water theory, the theory of pulverulent suspensions and similar objects. An approach for computation symmetries of the used I-DEs is introduced with a detailed description of the general algorithm applied to the simplest \(1\)-dimensional non-relativistic model of the \(1\)-component charged electron plasma (arising when treating only one particle species (electrons) in planar geometry). This model with neglected relativistic effects is considered as physically simple and informative from the group analysis point of view, having the same characteristic features as the complete \(3\)-dimensional system of kinetic equations for collisionless relativistic electron-ion plasma and requiring a smaller amount of computations at the construction and solving the group determining equations. Further the results of group analysis are presented for the successively complicated systems, which take into account other plasma species, relativistic effects, the presence of stationary or moving ion background, so-called quasi-neutral approximation for plasma particles dynamics. Symmetry of plasma kinetic equations in 3D geometry is analysed for electron gas and for electron-ion plasma together with the discussion of the symmetry of plasma kinetic equations in Lagrangian variables. In a special section the symmetry of Benney equations is investigated with application of the suggested algorithm and the method of moments for the demonstration of the incompleteness of the algorithm to describe all the admitted symmetries. The conclusive section is devoted mainly to particular problems which illustrate the efficiency of the symmetry approach to I-DEs with special attention to the symmetries in plasma kinetic theory, plasma dynamics and nonlinear optics, known as renormalization group symmetries. These results demonstrate the possibilities of the suggested methods in construction of analytic solutions to nonlocal problems of nonlinear physics. Chapters 5 and 6 are devoted to new fields of group analysis applications to stochastic and delay differential equations (SODEs and DDEs). Both theories are still developing. After the introduction into SODEs, including the discussion of stochastic integration, the stochastic differential and the change of variables (Itô formula), Chapter 5 contains the following sections: stochastic ODEs (Itô, Stratonovich and Kolmogorov equations); linearization of first order SODEs (weak and strong linearizations); linearization of second order SODEs; transformations of autonomous SODEs (admitted transformations and autonomous systems of first-order SODEs); transformations of SODEs, where the admitted Lie groups and their determining equations are introduced; symmetries of SODEs (determining equations and admitted Lie group of geometric Brownian motion); Lie groups of transformations of some SODEs (geometric Brownian motion, narrow-sense linear system; Black and Scholes market; nonlinear Itô system). The introduction to Chapter 6 contains preliminary notions and definitions from the still developing general theory of delayed (or retarded) DEs (having numerous applications in mathematical models of biology, physics and engineering), such as the definition of symmetries of DDEs, admitted Lie group of DODE and symmetries for differential-difference equations. Further the group classification of second order DODEs with determining equations, properties of the admitted generators and the elaborated strategy for obtaining a complete classification of second order DODEs is presented. The relevant realizations of Lie algebras on the real plane and group classification of second order DODEs on the domain of real space are carried out in Appendix B (tables B.1 and B.2). Sec. 6.5 gives a reasonable generalization of the definition of an equivalence Lie group for DDEs, which is realized on the basis of the equivalence Lie group of DDEs in terms of the Lie-Bäcklund operator. In the conclusive section 6.6 the complete group classification of the reaction-diffusion equation with a delay is presented as illustrative and very substantial example. The reviewed collective monograph is very useful to both physicists and mathematicians interested in general methods for investigation of nonlinear problems using symmetries. It can also serve as a textbook on symmetries of I-DEs, stochastic and delay equations for graduate students in applied mathematics, physics and engineering.