Methods for constructing exact solutions of partial differential equations. Mathematical and analytical techniques with applications to engineering (Q2388719)

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Methods for constructing exact solutions of partial differential equations. Mathematical and analytical techniques with applications to engineering
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    Methods for constructing exact solutions of partial differential equations. Mathematical and analytical techniques with applications to engineering (English)
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    20 September 2005
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    The main subject of the monograph under review is the construction of exact solutions for partial differential equations (PDEs) as a necessary part of applied mathematics and mathematical physics. Ch. 1 considers this problem for constructing exact solutions with one unknown function. The relevant methods are introduced at first on simple examples. Illustrated by the Hopf equation, the Cauchy method (method of characteristics) allows the finding of exact solutions with arbitrary functions and leads to the notions of complete and singular integrals. The Lagrange-Charpit method for the obtaining complete integral is described. The finding of any invariant solution requires to solve an overdetermined system of linear PDEs, where the compatibility problem is solved with the aid of Poisson brackets and complete systems. For the solution of DEs often the change of the dependent and independent variables is used transforming the given DE into another one with known properties. This leads to the notion of tangent transformation. The classical Legendre, Hopf-Cole and Laplace tangent transformations are studied here. The basic part of Ch. 1 is devoted to some methods of constructing particular solutions, based on additional information about the representation of a solution, such as separation of variables, self-similar solutions, travelling waves and others. Functionally invariant solutions and solutions having intermediate integrals are also discussed here. Ch. 2 is devoted to systems of equations and begins with the main definitions of quasilinear systems such as the notions of characteristics and relations along characteristics. The Riemann invariants are introduced for a hyperbolic system of quasilinear PDEs with two independent variables with application of Riemann waves for the description of the one-dimensional motion of elastic-plastic materials. The basic part of Ch. 2 contains the hodograph method, the idea of which consists of interchanging the role of the dependent and independent variables, and the theory of self-similar solutions connected with the dimensional analysis in continuum mechanics. The essence of the first one is described here by the system of equations governing two-dimensional irrotational isentropic flows of a gas and of the second one by the concept of an admitted scale group. The method of construction of self-similar solutions is presented on the examples of one-dimensional gas dynamics equations and an intense explosion in a gas. Solutions with a linear profile of velocity and travelling waves type are considered, illustrating the approaches for obtaining classes of exact solutions in continuum mechanics. In conclusion the theory of completely integrable systems is developed in the general case. The method of degenerate hodographs is presented in Ch. 3 with the aid of which the vast majority of exact solutions in continuum mechanics have been obtained. It deals with solutions which are distinguished by finite relations between the dependent variables. Solutions with degenerate hodograph form a class of solutions of multiple wave type. The simplest examples of which are Riemann waves of one-dimensional unsteady motion and Prandtl-Meyer waves of a steady two-dimensional flow of a gas. From the group analysis point of view a multiple wave is a partial invariant solution. The main problem of multiple waves solutions is obtaining a compatible system of equations in the space of dependent and independent variables. Among the few theorems with sufficient conditions for reducibility to a smaller defect solution there is the Ovsiyannikov theorem providing restrictions on systems of PDE for the description of irreducible double waves. Here by several examples the practical meaning of this theorem is demonstrated together with the classification of double waves. Besides multiple waves applications in multidimensional gas dynamics here applications of double waves to rigid plastic bodies are considered. Ch. 3 ends with the study of triple waves of isentropic potential gas flows. The method of differential constraints described in Ch. 4 has mostly been applied to systems of quasilinear PDEs with two independent variables. The first problem arising in its applications is the involutiveness problem for the original ODEs system with differential constraints. Existence of its solutions is proved by Cartan-Kähler theorem. For nonanalytic involutive systems the existence problem is solved by using the notion of characteristics for an overdetermined PDEs system, where the characteristic curves play the main role in defining a class of solutions generalizing simple waves. Finding a solution for this class is reduced to the integration of a system of ODEs along characteristics. The generalized simple waves solutions are derived here for gas dynamic equations. In the second part of Ch. 4 applications of the method of differential constraints to systems of quasilinear equations with more than two independent variables are considered. Following the general study examples of differential constraints for multi-dimensional gas dynamic equations are given. The relations between the method of differential constraints and Lie-Bäcklund transformation groups are discussed. Ch. 4 ends with the construction of one class of solutions for systems of quasilinear equations with more than two independent variables. The core of the monograph forms the Ch. 5 on invariant and partially invariant solutions of equations admitting the Lie and Lie-Bäcklund group of transformations. After a useful introduction into Lie groups and Lie algebras the problem of finding an admitted Lie group as the first step in the application of group analysis to the construction of an exact solution is discussed . The algebraic structure of the admitted group induces the algebraic structure into the set of all solutions of a nonlinear equation. The classification of subgroup invariant solutions is reduced to the problem of classification of Lie subalgebras. The general theory of the determination of optimal systems of subalgebras is illustrated on the example of Lie algebra generators for the group admitted by the nonlinear equation \(u_{tt}=k(u)u_{xx}\), \(k(u)>0\), \(k'(u)\neq 0\). Here the realization of \textit{L. V. Ovsyannikov} ``Program SUBMODELS'' [Dokl. Akad. Nauk, Ross. Akad. Nauk 333, No. 6, 702--704 (1993; Zbl 0827.17007) and J. Appl. Math. Mech. 58, No. 4, 30--55 (1994; Zbl 0890.76070)] is given on the base of a classification algorithm of higher dimensional Lie algebras for one- and multiparameter transformations Lie groups. As example the group classification of invariant solutions for two-dimensional steady gas dynamics equations are studied in detail. Then the more difficult problem of partial invariant solutions, also going back to Ovsyannikov works, is constructed. Applications to Navier-Stokes equations are given. Ch. 5 also contains the results on exact solutions for the cases of nonclassical, weak and conditional symmetries and also for groups of tangent transformations with applications to contact transformations of the Monge-Ampère equations. Involving derivatives in the transformation generalizes the notions of Lie group and leads to groups of Lie-Bäcklund transformations, which are considered with application to the Boussinesq equation. Ch. 6 is devoted to symmetries of equations with nonlocal operators -- integro-differential and functional-differential equations. Here the development of the admitted group notion and the algorithm for the solving the determining equation are given with their realizations for the system of Vlasov-Maxwell kinetic equations, Boltzmann equation, equations describing the one-dimensional motion of a viscoelastic medium and one class of delay-differential equations.
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    exact solutions symmetry
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    Lie and Lie-Bäcklund transformations
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    subgroup structure
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    Lagrange-Charpit method
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    tangent transformation
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    hodograph method
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    self-similar solutions
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    differential constraints
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