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Infinite Symmetries and Infinite Conservation Laws V.Rosenhaus California State University, Chico Conference on Nonlinear Mathematical Physics Nordfjordeid, June 4 - 14, 2013 V.Rosenhaus (California State University) Infinite Symmetries 1 / 54

Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

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Page 1: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Infinite Symmetries andInfinite Conservation Laws

V.Rosenhaus

California State University, Chico

Conference on Nonlinear Mathematical PhysicsNordfjordeid, June 4 - 14, 2013

V.Rosenhaus (California State University) Infinite Symmetries 1 / 54

Page 2: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Outline

1 Arbitrary functions in the generators of symmetry groups

2 Infinite symmetries and conservation laws

3 Infinite symmetries and Linear PDE.

4 Symmetries of hydrodynamic-type systemOpen problems

V.Rosenhaus (California State University) Infinite Symmetries 2 / 54

Page 3: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Equations that admit symmetries with arbitrary functions:

Presence of arbitrary functions in the generators ofsymmetry groups (pseudo-groups), history, different casesof arbitrary functions.

Infinite-dimensional symmetries and conservation laws forLagrangian differential systems. Essential conservationlaws.

Linear PDE and infinite-dimensional symmetries.

Hydrodynamic-type system and infinite symmetries.

Open problems.V.Rosenhaus (California State University) Infinite Symmetries 3 / 54

Page 4: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions

Potential Kadomtsev-Petviashvili equation

uxxxx + 6uxuxx + 3s2uyy + 4uxt = 0, s2 = ∓1 (1)

(KP-I and KP-II). Lagrangian

L =u2

xx

2− u3

x − 2uxut −3s2u2

y

2, (2)

V.Rosenhaus (California State University) Infinite Symmetries 3 / 54

Page 5: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions

Lie point symmetry group [David, Kamran, Levi, Winternitz,1986]:

Xm = m∂

∂x+[2xm′/3− 4s2y2m′′/9

] ∂∂u,

Xg = g∂

∂y−(2s2yg′/3

) ∂

∂x+[−4s2xyg′′/9 + 8y3f ′′′/81

] ∂∂u,

Xf = f∂

∂t+ (2yf ′/3)

∂y+[xf ′/3− 2s2y2f ′′/9

] ∂∂x

(3)

+[−uf ′/3 + x2f ′′/9− 4s2xy2f ′′′/27 + 4y4f (IV )/243

] ∂∂u,

Xh = yh∂

∂u, Xl = l

∂u,

where m(t),g(t), f (t),h(t), l(t) are arbitrary functions.V.Rosenhaus (California State University) Infinite Symmetries 4 / 54

Page 6: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions and Conservation Laws

Infinite symmetry algebras with arbitrary functions and relationsto conservation laws have not been studied very extensively.

f (x1, x2, ..., xn) do not lead to conservation laws.Noether II: Infinite variational symmetries with arbitraryfunctions of all independent variables lead to a certainrelation between equations of original system (the originalsystem is underdetermined) .f (x1, x2, ..., xk ), k < n lead to a finite number of essentialconservation laws. f (t).Arbitrary functions of not all independent variables lead to afinite number of essential conservation laws, and eachessential conservation law is determined by a specific formof boundary conditions. [Rosenhaus, JMP, 2002]

V.Rosenhaus (California State University) Infinite Symmetries 5 / 54

Page 7: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions of independent variables

Infinite symmetries and corresponding essential conservationlaws

Transonic gas flows” [J. Dyn. Sys. Geom. Theor., 2002],“Short waves” equation, [Rep. Math. Phys., 2003]Potential Zabolotskaya–Khokhlov equation, [JNMP, 2006]Potential Kadomtsev–Petviashvili equation, [J. Phys. A,2006],The Davey-Stewartson equation” [V.R. and M.Gandarias, J.Phys. A, 2010].

V.Rosenhaus (California State University) Infinite Symmetries 6 / 54

Page 8: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions of dependent variables

Infinite symmetry algebras with arbitrary functions of dependentvariables - radically different situation leading to an infinite setof essential conservation laws (local conserved densities)[V.R. TMP 2005, 2007].Example: equations of Liouville type: [Zhiber, Shabat, Dokl.Akad. Nauk SSSR, 1979], [Zhiber, Ibragimov, Shabat Dokl.Akad. Nauk SSSR, 1979], orDarboux - integrable diff.eq. [Sokolov, Zhiber, Phys. Lett. A,1995], [Bryant, Griffiths, Hsu, Selecta Math., 1995], [Anderson,Kamran, Duke Math. J., 1997], [Juras, Anderson I.M., DukeMath. J., 1997].Another situation - hydrodynamic type equations.

V.Rosenhaus (California State University) Infinite Symmetries 7 / 54

Page 9: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions of dependent variables

TheoremEquations with infinite variational symmetry algebrasparametrized by arbitrary functions of dependent variablespossess infinite sets of essential conservation laws.

V.Rosenhaus (California State University) Infinite Symmetries 8 / 54

Page 10: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Essential Conservation Laws

DefinitionBy a conservation law for a differential system

ωa(x ,u,u(1),u(2), . . . ) = 0, a = 1, . . . ,n,

is meant a divergence expression

DiKi(x ,u,u(1),u(2), . . . ).

= 0,

vanishing for all solutions of the original system ( .=).x = (x1, x2, . . . , xm+1), xm+1 = t , u = (u1,u2, . . . ,un),u(r) - r th-order derivatives of u, ωa and Ki are differentialfunctions: smooth functions of x , u, and u(r).

V.Rosenhaus (California State University) Infinite Symmetries 9 / 54

Page 11: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Essential Conservation Laws

Definition

Two conservation laws K and K are equivalent if they differ bya trivial conservation law [Olver].

DefinitionA conservation law DiPi

.= 0 is trivial if a linear combination of

two kinds of triviality is taking place:1. (m+1)-tuple P vanishes on the solutions of the originalsystem: Pi

.= 0.

2. The divergence identity is satisfied in the whole space:DiPi = 0.

V.Rosenhaus (California State University) Infinite Symmetries 10 / 54

Page 12: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Essential Conservation Laws

DefinitionBy an essential conservation law , we mean such non-trivialconservation law DiKi

.= 0, which gives rise to a non-vanishing

conserved quantity

Dt

∫DKt dx1dx2 · · · dxm .

= 0, x ∈ D ⊂ Rm+1, Kt ˙6= 0. (4)

V.Rosenhaus (California State University) Infinite Symmetries 11 / 54

Page 13: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

The approach

We consider functions ua = ua(x) defined on a region D of(m+1)-dimensional space-time. Let

S =∫

DL(x ,u,u(1), . . . ) dm+1x

be the action functional, where L is the Lagrangian density.Then the equations of motion are

Ea(L) ≡ ωa(x ,u,u(1),u(2), . . . ) = 0, (5)

whereEa =

∂ua −∑

iDi

∂uai

+∑i6j

DiDj∂

∂uaij

+ · · · , (6)

is the Euler–Lagrange operator.

V.Rosenhaus (California State University) Infinite Symmetries 12 / 54

Page 14: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

The approachConsider an infinitesimal (one-parameter) transformation withthe canonical infinitesimal operator

Xα = αa ∂

∂ua +∑

i(Diα

a)∂

∂uai

+∑i6j

(DiDjαa)

∂uaij

+ · · · , (7)

αa = αa(x ,u,u(1), . . . ).

Variation of the functional S under the transformation withoperator Xα is

δS =∫

DXαL dm+1x . (8)

Xα is a variational (Noether) symmetry if

XαL = DiMi , (9)

where Mi = Mi(x ,u,u(1), . . . ) are smooth functions.V.Rosenhaus (California State University) Infinite Symmetries 13 / 54

Page 15: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

The approachThe Noether identity. Relates the operator Xα to Ea,

Xα = αaEa + DiRαi , (10)

Rαi = αa ∂

∂uai

+

∑k>i

(Dkαa)− αa

∑k6i

Dk

∂uaik

+ · · · . (11)

Applying the Noether identity to L we obtain

Di(Mi − RαiL) = αaωa, (12)

On the solution manifold (ω = 0, Diω = 0, . . . ) is

Di(Mi − RαiL).

= 0, (13)

Thus, any variational one-parameter symmetry transformationXα gives rise to a conservation law (13) - First Noether Theorem.

V.Rosenhaus (California State University) Infinite Symmetries 14 / 54

Page 16: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions of independent variables

Consider an infinite variational symmetry with a characteristic αof the form

αa = αa0p(x) + αaiDip(x) +∑i6jαaijDiDjp(x) + · · · , (14)

where p(x) are smooth functions, and αa0, αai , αaij , . . . aredifferential functions.

p(x) is an arbitrary function of all base variables Accordingto Noether II a consequence of an infinite symmetry (11) offunctional S is not a conservation law but a certain relationbetween the original differential equations [Noether 1918].p(x) is an arbitrary function of not all base variables[Rosenhaus JMP 2002].

V.Rosenhaus (California State University) Infinite Symmetries 15 / 54

Page 17: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Boundary conditionsFor a Noether symmetry operator Xα we have

δS =∫

DδL dm+1x =

∫D

XαL dm+1x =∫

DDiMi dm+1x = 0. (15)

Therefore, the following conditions for Mi (Noether boundaryconditions) should be satisfied

Mi(x ,u, . . . )∣∣∣∣x

i→ ∂D= 0, i = 1, . . . ,m + 1, (16)

where i→ denotes the limit along the i th axis. Equations (16) areusually satisfied for a regular asymptotic behavior: ua → 0 andua

i → 0 at infinity, or for periodic solutions.Integrating (13) over the space Ω (x1, x2, . . . , xm) we get∫

Ωdx1 . . . dxmDt(Mt − RαtL)

.=∫

Ωdx1 . . . dxm

m∑i=1

Di(RαiL−Mi).

(17)V.Rosenhaus (California State University) Infinite Symmetries 16 / 54

Page 18: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Boundary conditionsApplying the Noether boundary condition and requiring the LHSto vanish on the solution manifold leads to the “strict”boundary conditions

Rα1L∣∣∣∣x

1→ ∂Ω= Rα2L

∣∣∣∣x

2→ ∂Ω= · · · = RαmL

∣∣∣∣x

m→ ∂Ω= 0. (18)

In the case L = L(x ,u,u(1)), the strict boundary conditions takea simple form

αa ∂L∂ua

l

∣∣∣∣x

l→ ∂Ω= 0, l = 1, . . . ,m. (19)

Thus, Noether and strict boundary conditions are necessary forthe existence of essential conservation laws. In case ofarbitrary functions of independent variables these conditionsallow only a finite number of essential conservation laws.

V.Rosenhaus (California State University) Infinite Symmetries 17 / 54

Page 19: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions of dependent variablesConsider infinite symmetries whose characteristics contain anarbitrary smooth function f of dependent variables and theirderivatives, i.e.

αa = αa0f + αas∂sf + · · · ,where s numerates arguments of f = f (u,u(1), . . . ), and αa0, αas,. . . are some differential functions. The conservation law (17)then has the form

Dl(Ml − RαlL) + Dt(Mt − RαtL).

= 0, l = 1, . . . ,m, (20)

where

Mi = M0i f + Ms

i ∂sf + · · · ,RαiL = P0

i f + Psi ∂sf + · · ·

(21)

for some differential functions M0i , Ms

i , . . . , and P0i , Ps

i , . . . .V.Rosenhaus (California State University) Infinite Symmetries 18 / 54

Page 20: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions of dependent variables

In order for the system to possess (Noether) local conservedquantities, both Noether (16) and strict boundary conditions (18)have to be satisfied. Let

f (u,u(1), . . . ) = g(ξ(u,u(1), . . . )), (22)

where g is some smooth function. Assuming regular boundaryconditions ua → 0, ua

i → 0, . . . at infinity, the Noether boundaryconditions take the form

Mi (g(ξ(0, . . . ,0),g′(ξ(0, . . . ,0), . . . )−Mi (g(ξ(0, . . . ,0),g′(ξ(0, . . . ,0), . . . ) = 0.

(23)

V.Rosenhaus (California State University) Infinite Symmetries 19 / 54

Page 21: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Arbitrary functions of dependent variablesThese conditions are satisfied for any smooth function g and∣∣∣ξ(0, . . . ,0)

∣∣∣ <∞. (24)

The strict boundary are also satisfied if conditions (24) are met.Thus, in the case of infinite symmetries with arbitrary functionsof dependent variables αa = f a(u,u(1), . . . ) unlike the case withindependent variables, there are no serious restrictions forfunctions f a to lead to local conservation laws, and thecontinuity equation provides an infinite number of essentialconservation laws [Rosenhaus, TMP, 2007]. Thecorresponding Noether conserved quantities

Dt

∫Ω

dx1dx2 . . . dxm (Mt − RαtL).

= 0. (25)

V.Rosenhaus (California State University) Infinite Symmetries 20 / 54

Page 22: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

f(u)1. Which equations would admit infinite variational symmetrieswith an arbitrary function of u: f (u)?

α = pf (u) + qf ′(u) + rf ′′(u), (26)

where p,q, r = gj(x , t ,u,ux ,ut), j = 1,2,3. We look forequations with Lagrangians of the first order

L = L(u,ux ,ut). (27)

Requiring Xα to be a variational symmetry

XαL = DxMx + DtMt ,

Mx = Af (u) + Bf ′(u) + Cf ′′(u), (28)Mt = Ef (u) + Ff ′(u) + Gf ′′(u),

(A,B,C,E ,F ,G = hj(x , t ,u,ux ,ut)) we obtain:V.Rosenhaus (California State University) Infinite Symmetries 21 / 54

Page 23: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

f(u)

L(u,ux ,ut) = R(ux

ut,u)

+ ut S(ux

ut,u), (29)

where R and S are arbitrary functions. [V.R.TMP 2007]

Any equations with Lagrangians of the form (29) have an infinitenumber of essential conservation laws given by expression (13).

V.Rosenhaus (California State University) Infinite Symmetries 22 / 54

Page 24: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

f (ux ,ut)

2. Look for equations admitting infinite variational symmetrieswith an arbitrary function of the first derivatives f (ux ,ut)

α = pf (ξ) + qf ′(ξ) + rf ′′(ξ). (30)

Requiring Xα to be a variational symmetry

XαL = DxMx + DtMt ,

Mx = Af (ξ) + Bf ′(ξ) + Cf ′′(ξ), (31)Mt = Ef (ξ) + Ff ′(ξ) + Gf ′′(ξ),

(A,B,C,E ,F ,G,p,q, r = hj(x , t ,u,ux ,ut)). We obtain

L = ut P(ux

ut,u)

(32)

L = Q(ux ,ut). (33)

with arbitrary functions P,QV.Rosenhaus (California State University) Infinite Symmetries 23 / 54

Page 25: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

f (ux ,ut)

The function ξ(z,w) should satisfy

ξw2Lzz − 2rξwξzLzw + ξz

2Lww = 0. (34)

To ensure the existence of real solutions for ξ the followingcondition has to hold.

L2zw − LzzLww ­ 0. ux ≡ z,ut ≡ w). (35)

Any equations with Lagrangians of the form (32) or (33) have aninfinite number of essential conservation laws given byexpression (13)

V.Rosenhaus (California State University) Infinite Symmetries 24 / 54

Page 26: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

f (ux ,ut)

An interesting example of the class (33) is Born-Infeld equation

(1− u2t )uxx + 2utuxuxt − (1 + u2

x )utt = 0, (36)

with the Lagrangian density

L =(1 + u2

x − u2t

)1/2. (37)

Born–Infeld Lagrangian is related to classical relativistic stringLagrangian in 4-d space. Infinite set of conservation laws forBorn–Infeld equation and its infinite group of contacttransformations [Koiv, Rosenhaus, Algebras Groups Geom.,1986].

V.Rosenhaus (California State University) Infinite Symmetries 25 / 54

Page 27: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

f (ux ,ut)

Another interesting example is hyperbolic Fermi–Pasta–Ulamequation [Juras, J. Diff. Eq., 2000]

utt − ku2x uxx = 0, (38)

with the Lagrangian density

L =u2

t

2− ku3

x

3. (39)

V.Rosenhaus (California State University) Infinite Symmetries 26 / 54

Page 28: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

f (ux ,ut ,uxx ,uxt ,utt)

3. Look for equations possessing infinite variational symmetrieswith an arbitrary function of the dependent variables and itsfirst and second derivatives. We look for equations withfirst-order Lagrangians, L = L(u,ux ,ut), possessing Xα as avariational symmetry for each characteristic α of the form

α = Pf (ξ) + Qf ′(ξ) + Rf ′′(ξ), (40)

where f is an arbitrary smooth functions of a single argument, ξis a smooth function of u and its first and second derivatives:ξ = ξ(u,u(1),u(2)), and P, Q and R are some differentialfunctions. Then we have [V.R. 2013]

Dtξ.

= 0. (41)

(or Dxξ.

= 0). Equations of Liouville type.V.Rosenhaus (California State University) Infinite Symmetries 27 / 54

Page 29: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

f (ux ,ut ,uxx ,uxt ,utt)

The most common equation of this class is the Liouville equation

uxt = eu with L =uxut

2+ eu, (42)

for which we have

α = ux f ′(ξ) + Dx f ′(ξ) = ux f ′(ξ) + ξx f ′′(ξ),

where

ξ = uxx −u2

x

2.

Indeed,Dtξ = uxxt − uxuxt = −Dxω + uxω

.= 0

where ω = eu − uxt .

V.Rosenhaus (California State University) Infinite Symmetries 28 / 54

Page 30: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

gauge transformations

In the field theory the presence of arbitrary functions ofindependent variables g(x) in the generators of a symmetrygroup is gauge invariance. However, the total symmetry groupincludes an arbitrary function of dependent variables as well[Kiiranen, Rosenhaus, 1989]. For example, for Maxwellequations with the action functional

S =∫∫

FµνFµν d4x (43)

Fµν = Aν,µ − Aµ,ν , Aµ,ν =∂Aµ

∂xν, µ, ν = 1, . . . ,4,

V.Rosenhaus (California State University) Infinite Symmetries 29 / 54

Page 31: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

gauge transformations

a variational symmetry transformation

Xα = αµ∂

∂Aµ+∑µ,ν

(Dναµ)

∂Aµ,ν

+ · · ·

takes a formαµ = Dµg (x ,A,A,ν , . . .) (44)

Dµ =∂

∂xµ+ Aν

, µ

∂Aν+ · · ·

g is an arbitrary function of all xν as well as 4-potentials Aµ andtheir derivatives. This is an extended form of the gauge(gradient) transformation for Maxwell equation.

V.Rosenhaus (California State University) Infinite Symmetries 30 / 54

Page 32: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

gauge transformations

Similarly, for the Yang-Mills equations (non-abelian case) a localgauge transformation can also be extended to include arbitraryfunctions g of potentials A and their derivatives :

g = g(x ,A,A,ν , . . .).

V.Rosenhaus (California State University) Infinite Symmetries 31 / 54

Page 33: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Infinite symmetries and Linear PDE

The presence of arbitrary functions in symmetry generators andcomponents of a continuity equation is not unusual for linearequations. The wave equation

uxx − utt = 0, (45)

has infinite conservation laws:

Dt (f (ut + ux ) + g(ut − ux )) + Dx (−f (ut + ux ) + g(ut − ux )).

= 0.(46)

with arbitrary functions f and g.

V.Rosenhaus (California State University) Infinite Symmetries 32 / 54

Page 34: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Infinite symmetries and Linear PDE

Similarly, for a parabolic equation

R2uxx + 2Ruxt + utt = 0, R = const . (47)

infinite conservation laws are given by

Dt (f (ut + Rux )) + Dx (f (ut + Rux )).

= 0. (48)

with an arbitrary function f .

V.Rosenhaus (California State University) Infinite Symmetries 33 / 54

Page 35: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Infinite symmetries and Linear PDELet us look at a connection between equations with infinitesymmetries and linear equations. Consider the class (33) ofequations with symmetries containing an arbitrary function ofthe first derivatives f (ux ,ut). The Lagrangian function (33)

L = Q(ux ,ut), (49)

leads to the equation

Dx (Lux ) + Dt (Lut ) = 0. (50)

In the notations ux ≡ z,ut ≡ w we will get the following system

uxxLzz + 2uxtLzw + uttLww = 0, (51)zt = wx .

V.Rosenhaus (California State University) Infinite Symmetries 34 / 54

Page 36: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Infinite symmetries and Linear PDE

Using hodograph transformation:

z(x , t), w(x , t)→ x(z,w), t(z,w)

the system (51) will take a form

twLzz − (xw + tz)Lzw + xzLww = 0, (52)xw = tz ,

which is a linear system.

V.Rosenhaus (California State University) Infinite Symmetries 35 / 54

Page 37: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Infinite symmetries and Linear PDE

Consider the class (29) of equations possessing symmetrieswith an arbitrary function of u

L = R(ux

ut,u), (53)

where function R is arbitrary.

V.Rosenhaus (California State University) Infinite Symmetries 36 / 54

Page 38: Infinite Symmetries and Infinite Conservation Lawsstaff.norbert/JNMP-Conference-2013/Rosenhaus.pdf · Equations that admit symmetries with arbitrary functions: Presence of arbitrary

Infinite symmetries and Linear PDE

Corresponding Euler-Lagrange equation will have a form

−u2t uxx + 2uxutuxt − u2

x utt = u4t f(ux

ut,u), (54)

where

f(ux

ut,u)

= −Ru

(uxut,u)

Rξξ

(uxut,u) , (55)

andξ =

ux

ut.

V.Rosenhaus (California State University) Infinite Symmetries 37 / 54

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Infinite symmetries and Linear PDE

Applying a hodograph transformation again u(x , t)→ t(x ,u) theequation (54) can be given a following form

txx (x ,u) = f (u,−tx (x ,u)) . (56)

The equation (56) in general, is not linear although it is linearwith respect to second derivatives.

V.Rosenhaus (California State University) Infinite Symmetries 38 / 54

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Symmetries of hydrodynamic-type system

Joint work with Jonathan Roy.Systems of hydrodynamic type were introduced by Dubrovinand Novikov [Sov. Math. Dokl. 1983] as quasi-linear systemsof first order PDE which possessed Hamiltonian structure.Hydrodynamic-type systems describe various physicsphenomena; hydrodynamics, gas dynamics, MHDmagnetohydrodynamics, nonlinear elasticity, nonlinear plasticitymodels, and other.

V.Rosenhaus (California State University) Infinite Symmetries 39 / 54

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Symmetries of hydrodynamic-type system

We will not require a Hamiltonian structure and consider ageneral n-component homogeneous system of first order PDEin the form

u it =

n∑j=1

vj(u1,u2, . . . ,un, x , t) u jx , (57)

where u i = u i(x , t), i = 1,2, . . . ,n: with n functions u i thatdepend on time t and one space variable x . We will furtherassume that the system is diagonalizable (in terms of itsRiemann invariants) and the coefficients v i do not depend on xor t explicitly:

u it = v i(u1,u2, . . . ,un) u i

x , i = 1,2, . . . ,n. (58)

V.Rosenhaus (California State University) Infinite Symmetries 40 / 54

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Symmetries of hydrodynamic-type systemMany papers have been written on systems ofhydrodynamic-type , incl. work related to invariance propertiesof this system: Tsarev, Ferapontov, Rogers, Sheftel, others.

Symmetries of hydrodynamic-type systems [Sheftel 2002],[Grundland, Sheftel, Winternitz J.Phys. A 2000]. Theyconsidereda) Strictly hyperbolic systems: v i 6= v j for i 6= j . We will notassume the condition of non-degeneracy of the spectrum.b) Coefficients v i had explicit dependence on t .c) Looking for hydrodynamic flows commuting with the flowsdetermined by the original system:

u iτ =

n∑j=1

Aij(u

1,u2, . . . ,un, x , t) u ix , i = 1,2, . . . ,n. (59)

V.Rosenhaus (California State University) Infinite Symmetries 41 / 54

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Symmetries of hydrodynamic-type system

(Sheftel, Grundland, Winternitz) called these commuting flowshydrodynamic symmetries. These symmetries are not classicalLie point or tangent symmetries.

We will look for point and tangent transformation group for thesystem (58), and our main interest is the presence of infinitesymmetries with arbitrary functions. Start with the simplest case

n = 1.We have

ω = ut − v(u)ux = 0. (60)

V.Rosenhaus (California State University) Infinite Symmetries 42 / 54

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Symmetries of hydrodynamic-type system

We are looking for a symmetry operator

Xα = α(u, ux )∂

∂u+ (Dx α(u, ux ))

∂ux+ (Dt α(u, ux ))

∂ut, (61)

such thatXα ω

.= 0. (62)

We will get the following result:

V.Rosenhaus (California State University) Infinite Symmetries 43 / 54

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Symmetries of hydrodynamic-type system

v ′(u) 6= 0 α(u, ux ) = C(u)ux , C(u) is arbitrary.v ′(u) = 0 α(u, ux ) is arbitrary.

Thus, n = 1 hydrodynamic systems admit infinite-dimensionalsymmetry with arbitrary functions either of u or both u andux .

V.Rosenhaus (California State University) Infinite Symmetries 44 / 54

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Symmetries of hydrodynamic-type system

n = 2.ωi = u i

t − v i(u1,u2)u ix = 0. (63)

The symmetry operator will take a form

Xα = α1(u1,u2,u1x ,u

2x )

∂u1 + α2(u1,u2,u1x ,u

2x )

∂u2 + . . . . (64)

The specific form of symmetry admitted by the system willdepend on the form of functions v i(u1,u2).

V.Rosenhaus (California State University) Infinite Symmetries 45 / 54

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Symmetries of hydrodynamic-type system

1. v1(u1,u2) 6= v2(u1,u2). in this case

α1 = α11(u1,u2) + α1

2(u1,u2)u1x ,

α1 = α21(u1,u2) + α2

2(u1,u2)u2x . (65)

Many sub-cases leading to various symmetries; wherecoefficients αi

k (u1,u2) include arbitrary functions l(u1),m(u2) orS(u1,u2).

V.Rosenhaus (California State University) Infinite Symmetries 46 / 54

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Symmetries of hydrodynamic-type system

2. v1(u1,u2) = v2(u1,u2) = v(u1,u2).

2a. vu1 = vu2 = 0 (66)

α1(u1,u2,u1x ,u2

x ), α2(u1,u2,u1x ,u2

x ) are completely arbitraryfunctions of four variables.

2b. v = v(u1) (67)

The coefficient v(u1,u2) is a function of a single variable.

V.Rosenhaus (California State University) Infinite Symmetries 47 / 54

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Symmetries of hydrodynamic-type system

α1(u1,u2,u1x ,u

2x ) = C1

(u1,u2,

u2x

u1x

)u1

x , (68)

α2(u1,u2,u1x ,u

2x ) = C1

(u1,u2,

u2x

u1x

)u2

x + C2

(u1,u2,

u2x

u1x

). (69)

with arbitrary functions C1, C2.

Symmetry vectors have arbitrary functions of threevariables.

V.Rosenhaus (California State University) Infinite Symmetries 48 / 54

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Symmetries of hydrodynamic-type system

2c. vu1 , vu2 6= 0. (70)

The coefficient v(u1,u2) is a function of two variables. In thiscase we obtain

α1(u1,u2,u1x ,u

2x ) = f

(u1,u2,

u2x

u1x

)u1

x − vu2 g(

u1,u2,u2

x

u1x

), (71)

α2(u1,u2,u1x ,u

2x ) = f

(u1,u2,

u2x

u1x

)u2

x + vu1 g(

u1,u2,u2

x

u1x

). (72)

Again, the symmetry group (pseudo-group) has arbitraryfunctions of three variables.

V.Rosenhaus (California State University) Infinite Symmetries 49 / 54

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Symmetries of hydrodynamic-type system

Corollary

In degenerate case v1 = v2 the symmetry of 2x2 system ofhydrodynamic-type drastically changes to include arbitraryfunctions of the derivatives u1

x ,u2x . The same effect is taking

place for cases of higher n.

V.Rosenhaus (California State University) Infinite Symmetries 50 / 54

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Symmetries of hydrodynamic-type system

n = 3.

1. v1(u1,u2,u3) 6= v2(u1,u2,u3) 6= v3(u1,u2,u3).

αi = αi1(u i) + αi

2(u1,u2,u3)u ix , i = 1,2,3 (73)

Many sub-cases leading to various symmetries; coefficients αik

include arbitrary functions l(u1),m(u2),n(u3),p(u1,u2),q(u1,u3),or r(u2,u3).

V.Rosenhaus (California State University) Infinite Symmetries 51 / 54

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Symmetries of hydrodynamic-type system

2. v2 = v3. (74)

α1 = α11(u1) + α1

2(u1,u2,u3)u1x ,

α2 = α21(u2,u3) + α2

2(u1,u2,u3)u2x + α2

4

(u2,u3,

u3x

u2x

),

α3 = α31(u2,u3) + α3

2(u1,u2,u3)u2x + α3

4

(u2,u3,

u3x

u2x

)(75)

In the degenerate case arbitrary functions of derivatives show

up.

V.Rosenhaus (California State University) Infinite Symmetries 52 / 54

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Symmetries of hydrodynamic-type system

3. v1 = v2 = v3. (76)

αi have arbitrary functions C i(u1,u2,u3, u2

xu1

x, u3

xu1

x

).

More degeneracy - more degrees of freedom in the derivatives.

Relations between infinite symmetries and conservation laws forhydrodynamic-type (non-Lagrangian) systems

V.Rosenhaus (California State University) Infinite Symmetries 53 / 54

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Open problems

Physical meaning of infinite number of conservation laws.

Relations between systems with infinite-dimensionalsymmetries and known integrable systems

V.Rosenhaus (California State University) Infinite Symmetries 54 / 54