Solving second-order differential equations with Lie symmetries (Q1572870)

This paper is a nice and detailed exposition of Lie's theory for solving second-order differential equations (ODEs) based on its symmetries. The author describes various results on this subject beginning from the basic facts of Lie theory of continuous groups in a form that is well suited for the applications to ODEs. In particular the results of Loewy on the decomposition of a linear ODE and very important results of Janet on the canonical form of linear PDEs (Janet base) are described. These results make Lie approach a constructive method for solving ODEs. (The concept of Janet base in differential equations is very much like Gröbner base in polynomial ideal theory.) On the base of these considerations the type of symmetry group for any given quasilinear ODE of order two is identified and the problem of transforming a given ODE with nontrivial symmetry to canonical form is studied. Then solution algorithms are described that are based on this canonical form transformation. Numerous examples are given in the text. Symmetry considerations provide us with algorithmic methods for solving ODEs in closed form whenever an equation allows nontrivial symmetries, in spite of the fact that the original goal of Lie to provide the generalization of Galois' theory of algebraic equations to ODEs has been realized only partially. Sure symmetry method requires tremendous calculations, but its combination with facilities provided by computer algebra systems becomes a powerful tool for solving ODEs.