Related papers: Discretization of partial differential equations p…
We show how to descritize the Korteweg-de Vries equation in such a way as to preserve all the Lie point symmetries of the continuous differential equation. It is shown that, for a centered implicit scheme, there are at least two possible…
The main purpose of this article is to show how symmetry structures in partial differential equations can be preserved in a discrete world and reflected in difference schemes. Three different structure preserving discretizations of the…
The method of equivariant moving frames on multi-space is used to construct symmetry preserving finite difference schemes of partial differential equations invariant under finite-dimensional symmetry groups. Invariant numerical schemes for…
We show on the example of the discrete heat equation that for any given discrete derivative we can construct a nontrivial Leibniz rule suitable to find the symmetries of discrete equations. In this way we obtain a symmetry Lie algebra,…
The Korteweg-de Vries equation is one of the most important nonlinear evolution equations in the mathematical sciences. In this article invariant discretization schemes are constructed for this equation both in the Lagrangian and in the…
Conservation laws are among the most fundamental geometric properties of a partial differential equation (PDE), but few known finite difference methods preserve more than one conservation law. All conservation laws belong to the kernel of…
Finite difference discretization schemes preserving a subgroup of the maximal Lie invariance group of the one-dimensional linear heat equation are determined. These invariant schemes are constructed using the invariantization procedure for…
We present an exposition of a method of discretizing ordinary differential equations while preserving their Lie point symmetries. This method is very general and can be applied to any ODE with a nontrivial symmetry group. The method is…
Lie group analysis of differential equations is a generally recognized method, which provides invariant solutions, integrability, conservation laws etc. In this paper we present three characteristic examples of the construction of invariant…
In the process of constructing invariant difference schemes which approximate partial differential equations we write down a procedure for discretizing an arbitrary partial differential equation on an arbitrary lattice. An open problem is…
We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which…
In these lectures we review two procedures for constructing finite difference numerical schemes that preserve symmetries of differential equations. The first approach is based on Lie's infinitesimal symmetry generators, while the second…
A discretisation scheme that preserves topological features of a physical problem is extended so that differential geometric structures can be approximated in a consistent way thus giving access to the study of physical systems which are…
We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…
The discrete heat equation is worked out in order to illustrate the search of symmetries of difference equations. It is paid an special attention to the Lie structure of these symmetries, as well as to their dependence on the derivative…
We propose the symmetry reduction method of partial differential equations to the system of differential equations with fewer number of independent variables. We also obtain generalized sufficient conditions for the solution found by…
A method is introduced for the construction of meshless discretization schemes which preserve Lie symmetries of the differential equations that these schemes approximate. The method exploits the fact that equivariant moving frames provide a…
Finite difference schemes that preserve two conservation laws of a given partial differential equation can be found directly by a recently-developed symbolic approach. Until now, this has been used only for equations with quadratic…
Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…
Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…