Conservation Laws: Systematic Construction, Noether s Theorem, Applications, and Symbolic Computations.

Similar documents
Alexei F. Cheviakov. University of Saskatchewan, Saskatoon, Canada. INPL seminar June 09, 2011

Conservation Laws of Surfactant Transport Equations

Conservation Laws for Nonlinear Equations: Theory, Computation, and Examples

Construction of Conservation Laws: How the Direct Method Generalizes Noether s Theorem

A Recursion Formula for the Construction of Local Conservation Laws of Differential Equations

Natural States and Symmetry Properties of. Two-Dimensional Ciarlet-Mooney-Rivlin. Nonlinear Constitutive Models

Symmetry Methods for Differential Equations and Conservation Laws. Peter J. Olver University of Minnesota

Symbolic Computation of Nonlocal Symmetries and Nonlocal Conservation Laws of Partial Differential Equations Using the GeM Package for Maple

A symmetry-based method for constructing nonlocally related partial differential equation systems

A comparison of conservation law construction approaches for the two-dimensional incompressible Mooney-Rivlin hyperelasticity model

Group analysis, nonlinear self-adjointness, conservation laws, and soliton solutions for the mkdv systems

Conservation Laws of Fluid Dynamics Models

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE

New methods of reduction for ordinary differential equations

Modeling using conservation laws. Let u(x, t) = density (heat, momentum, probability,...) so that. u dx = amount in region R Ω. R

Applications of Symmetries and Conservation Laws to the Study of Nonlinear Elasticity Equations

B.7 Lie Groups and Differential Equations

On the Linearization of Second-Order Dif ferential and Dif ference Equations

Group Actions and Cohomology in the Calculus of Variations

MATH 425, FINAL EXAM SOLUTIONS

Symmetry Reductions of (2+1) dimensional Equal Width. Wave Equation

Conservation laws for the geodesic equations of the canonical connection on Lie groups in dimensions two and three

Direct construction method for conservation laws of partial differential equations Part I: Examples of conservation law classifications

Symmetry Classification of KdV-Type Nonlinear Evolution Equations

Symbolic Computation of Conservation Laws of Nonlinear Partial Differential Equations in Multiple Space Dimensions

On Reduction and Q-conditional (Nonclassical) Symmetry

Chapter 3 Second Order Linear Equations

The Orchestra of Partial Differential Equations. Adam Larios

Direct and inverse problems on conservation laws

A Note on Nonclassical Symmetries of a Class of Nonlinear Partial Differential Equations and Compatibility

Symmetries and reduction techniques for dissipative models

On universality of critical behaviour in Hamiltonian PDEs

A NONLINEAR GENERALIZATION OF THE CAMASSA-HOLM EQUATION WITH PEAKON SOLUTIONS

Research Article Equivalent Lagrangians: Generalization, Transformation Maps, and Applications

Lucio Demeio Dipartimento di Ingegneria Industriale e delle Scienze Matematiche

1 The Stokes System. ρ + (ρv) = ρ g(x), and the conservation of momentum has the form. ρ v (λ 1 + µ 1 ) ( v) µ 1 v + p = ρ f(x) in Ω.

Nonlinear Equations for Finite-Amplitude Wave Propagation in Fiber-Reinforced Hyperelastic Media

Nonlocally related PDE systems for one-dimensional nonlinear elastodynamics

Group classification of nonlinear wave equations

A quantum heat equation 5th Spring School on Evolution Equations, TU Berlin

Nonlocal Symmetry and Generating Solutions for the Inhomogeneous Burgers Equation

Differential characteristic set algorithm for PDEs symmetry computation, classification, decision and extension

From a Mesoscopic to a Macroscopic Description of Fluid-Particle Interaction

Symbolic Computation and New Soliton-Like Solutions of the 1+2D Calogero-Bogoyavlenskii-Schif Equation

Partial Differential Equations, Winter 2015

Benjamin Bona Mahony Equation with Variable Coefficients: Conservation Laws

x ct x + t , and the characteristics for the associated transport equation would be given by the solution of the ode dx dt = 1 4. ξ = x + t 4.

SYMBOLIC SOFTWARE FOR SOLITON THEORY: INTEGRABILITY, SYMMETRIES CONSERVATION LAWS AND EXACT SOLUTIONS. Willy Hereman

Superintegrability? Hidden linearity? Classical quantization? Symmetries and more symmetries!

The first order quasi-linear PDEs

Nonlinear Wave Propagation in 1D Random Media

Traffic Flow Problems

Math 46, Applied Math (Spring 2009): Final

On second order sufficient optimality conditions for quasilinear elliptic boundary control problems

Generalized evolutionary equations and their invariant solutions

Élie Cartan s Theory of Moving Frames

1.5 First Order PDEs and Method of Characteristics

Partial Differential Equations

Exact solutions through symmetry reductions for a new integrable equation

Potential Symmetries and Differential Forms. for Wave Dissipation Equation

2. The Schrödinger equation for one-particle problems. 5. Atoms and the periodic table of chemical elements

PARTIAL DIFFERENTIAL EQUATIONS. Lecturer: D.M.A. Stuart MT 2007

A symmetry analysis of Richard s equation describing flow in porous media. Ron Wiltshire

examples of equations: what and why intrinsic view, physical origin, probability, geometry

Info. No lecture on Thursday in a week (March 17) PSet back tonight

ENO and WENO schemes. Further topics and time Integration

Mathematical Methods - Lecture 9

Symmetry and Exact Solutions of (2+1)-Dimensional Generalized Sasa Satsuma Equation via a Modified Direct Method

Travelling wave solutions for a CBS equation in dimensions

Connecting Euler and Lagrange systems as nonlocally related systems of dynamical nonlinear elasticity

Partial Differential Equations Separation of Variables. 1 Partial Differential Equations and Operators

Multidimensional partial differential equation systems: Nonlocal symmetries, nonlocal conservation laws, exact solutions

The first three (of infinitely many) conservation laws for (1) are (3) (4) D t (u) =D x (3u 2 + u 2x ); D t (u 2 )=D x (4u 3 u 2 x +2uu 2x ); D t (u 3

ANALYSIS OF A NONLINEAR SURFACE WIND WAVES MODEL VIA LIE GROUP METHOD

Algorithmic Lie Symmetry Analysis and Group Classication for Ordinary Dierential Equations

Continuous and Discrete Homotopy Operators with Applications in Integrability Testing. Willy Hereman

Potential symmetry and invariant solutions of Fokker-Planck equation in. cylindrical coordinates related to magnetic field diffusion

arxiv: v1 [math-ph] 25 Jul Preliminaries

Conditional Symmetry Reduction and Invariant Solutions of Nonlinear Wave Equations

Symmetry Properties of Two-Dimensional Ciarlet-Mooney-Rivlin Constitutive Models in Nonlinear Elastodynamics

Applications of Lie Group Analysis to the Equations of Motion of Inclined Unsagged Cables

Free energy concept Free energy approach LBM implementation Parameters

Conditional symmetries of the equations of mathematical physics

Hamiltonian partial differential equations and Painlevé transcendents

Complete Description of Turbulence in Terms of Hopf Functional and LMN Hierarchy: New Symmetries and Invariant Solutions

Lie and Non-Lie Symmetries of Nonlinear Diffusion Equations with Convection Term

NONLOCAL DIFFUSION EQUATIONS

2.3 Calculus of variations

Wave Equation With Homogeneous Boundary Conditions

MATH1231 CALCULUS. Session II Dr John Roberts (based on notes of A./Prof. Bruce Henry) Red Center Room 3065

MATH 819 FALL We considered solutions of this equation on the domain Ū, where

Vibrating-string problem

Control of Interface Evolution in Multi-Phase Fluid Flows

Math 5440 Problem Set 3 Solutions

Entropy and Relative Entropy

Symmetry classification of KdV-type nonlinear evolution equations

MA 201, Mathematics III, July-November 2016, Partial Differential Equations: 1D wave equation (contd.) and 1D heat conduction equation

Point-transformation structures on classes of differential equations

Math 342 Partial Differential Equations «Viktor Grigoryan

Review: control, feedback, etc. Today s topic: state-space models of systems; linearization

Transcription:

Conservation Laws: Systematic Construction, Noether s Theorem, Applications, and Symbolic Computations. Alexey Shevyakov Department of Mathematics and Statistics, University of Saskatchewan, Saskatoon, Canada Physics seminar November 10, 2011 A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 1 / 33

Outline 1 Conservation Laws Definition and Examples Applications 2 Variational Principles 3 Symmetries and Noether s Theorem Symmetries and Variational Symmetries Noether s Theorem, Examples Limitations of Noether s Theorem 4 Direct Construction Method for Conservation Laws The Idea Completeness A Detailed Example 5 Examples of Construction of Conservation Laws Symbolic Software (Maple) KdV Surfactant Dynamics Equations 6 Conclusions A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 2 / 33

Outline 1 Conservation Laws Definition and Examples Applications 2 Variational Principles 3 Symmetries and Noether s Theorem Symmetries and Variational Symmetries Noether s Theorem, Examples Limitations of Noether s Theorem 4 Direct Construction Method for Conservation Laws The Idea Completeness A Detailed Example 5 Examples of Construction of Conservation Laws Symbolic Software (Maple) KdV Surfactant Dynamics Equations 6 Conclusions A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 3 / 33

Conservation Laws: Some Definitions Notation: The total derivative by x: The partial derivative by x assuming all chain rules carried out as needed. Dependent variables should be taken care of. Example: u = u(x, y), g = g(u), then D x[xg] [xg(u(x, y))] x = x [xg] + g [xg] u [g(u)] u(x, y). x A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 4 / 33

Conservation Laws: Some Definitions Conservation law: Given: some model. Independent variables: x = (t, x, y,...); dependent variables: u = (u, v,...). A conservation law: a divergence expression equal to zero D tθ(x, u,...) + D xψ 1 (x, u,...) + D y Ψ 2 (x, u,...) + = 0. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 5 / 33

Conservation Laws: Some Definitions Conservation law: Given: some model. Independent variables: x = (t, x, y,...); dependent variables: u = (u, v,...). A conservation law: a divergence expression equal to zero D tθ(x, u,...) + D xψ 1 (x, u,...) + D y Ψ 2 (x, u,...) + = 0. Time-independent: D i Ψ i div x,y,...ψ = 0. Time-dependent: A conserved quantity: D tθ + div x,y,...ψ = 0. D t Θ dv = 0. V A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 5 / 33

ODE Models: Conserved Quantities An ODE: Dependent variable: u = u(t); A conservation law D tf (t, u, u,...) = d dt DtF (t, u, u,...) = 0. yields a conserved quantity (constant of motion): F (t, u, u,...) = C = const. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 6 / 33

ODE Models: Conserved Quantities An ODE: Dependent variable: u = u(t); A conservation law D tf (t, u, u,...) = d dt DtF (t, u, u,...) = 0. yields a conserved quantity (constant of motion): F (t, u, u,...) = C = const. Example: Harmonic oscillator, spring-mass system Independent variable: t, dependent: x(t). ODE: ẍ(t) + ω 2 x(t) = 0; ω 2 = k/m = const. ( d mẋ 2 (t) Conservation law: + kx ) 2 (t) = 0. dt 2 2 Conserved quantity: energy. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 6 / 33

ODE Models: Conserved Quantities Example: ODE integration An ODE: Three independent conserved quantities: K (x) = 2 (K (x)) 2 K(x) (K (x)) 2 K (x). K(x)K (x) KK (K ) 2 = C1, KK ln K (K ) 2 ln K = C 2, yield complete ODE integration. xkk + KK (K ) 2 x = C 3. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 7 / 33

PDE Models Example 1: small string oscillations, 1D wave equation Independent variables: x, t; dependent: u(x, t). u tt = c 2 u xx, c 2 = T /ρ. Conservation laws: Momentum: D t(ρu t) D x(tu x) = 0; Conserved quantity: total momentum M = ρu tdx = const. ) D x(tu tu x) = 0; ( ρu 2 Energy: D t t 2 + Tu2 x 2 Conserved quantity: total energy E = ( ρut 2 2 + Tu2 x 2 ) dx = const. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 8 / 33

PDE Models Example 2: Adiabatic motion of an ideal gas in 3D Independent variables: t; x = (x 1, x 2, x 3 ) D R 3. Dependent: ρ(x, t), v 1 (x, t), v 2 (x, t), v 3 (x, t), p(x, t). Equations: D tρ + D j (ρv j ) = 0, ρ(d t + v j D j )v i + D i p = 0, i = 1, 2, 3, ρ(d t + v j D j )p + γρpd j v j = 0. Conservation laws: Mass: D tρ + D j (ρv j ) = 0, Momentum: D t(ρv i ) + D j (ρv i v j + pδ ij ) = 0, i = 1, 2, 3, Energy: D t(e) + D j ( v j (E + p) ) = 0, E = 1 2 ρ v 2 + p γ 1. Angular momentum, etc. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 9 / 33

Applications of Conservation Laws ODEs Constants of motion. Integration. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 10 / 33

Applications of Conservation Laws ODEs Constants of motion. Integration. PDEs Direct physical meaning. Constants of motion. Differential constraints (div B = 0, etc.). Analysis: existence, uniqueness, stability. Nonlocally related PDE systems, exact solutions. Potentials, stream functions, etc.: V = (u, v), div V = u x + v y = 0, { u = Φy, v = Φ x. Modern numerical methods often require conserved forms. An infinite number of conservation laws can indicate integrability / linearization. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 10 / 33

Outline 1 Conservation Laws Definition and Examples Applications 2 Variational Principles 3 Symmetries and Noether s Theorem Symmetries and Variational Symmetries Noether s Theorem, Examples Limitations of Noether s Theorem 4 Direct Construction Method for Conservation Laws The Idea Completeness A Detailed Example 5 Examples of Construction of Conservation Laws Symbolic Software (Maple) KdV Surfactant Dynamics Equations 6 Conclusions A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 11 / 33

Variational Principles Action integral J[U] = L(x, U, U,..., k U)dx. Ω Principle of extremal action Variation of U: U(x) U(x) + εv(x). Require: variation of action δj J[U + εv] J[U] = Ω (δl) dx = O(ε2 ). A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 12 / 33

Variational Principles Action integral J[U] = L(x, U, U,..., k U)dx. Ω Principle of extremal action Variation of U: U(x) U(x) + εv(x). Require: variation of action δj J[U + εv] J[U] = Ω (δl) dx = O(ε2 ). Variation of Lagrangian δl = L(x, U + εv, U + ε v,..., k U + ε k v) L(x, U, U,..., k U) = ( ) L[U] ε U v σ + L[U] v σ σ Uj σ j + + L[U] v Uj σ j σ 1 j k + O(ε 2 ) 1 j k = ε(v σ E U σ (L[U]) +...) + O(ε 2 ), where E U σ are the Euler operators. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 12 / 33

Variational Principles Action integral J[U] = L(x, U, U,..., k U)dx. Ω Principle of extremal action Variation of U: U(x) U(x) + εv(x). Require: variation of action δj J[U + εv] J[U] = Ω (δl) dx = O(ε2 ). Euler-Lagrange equations: E u σ (L[u]) = L[u] u σ + + ( 1)k D j1 D jk L[u] u σ j 1 j k = 0, σ = 1,..., m. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 12 / 33

Variational Principles Example 1: Harmonic oscillator, x = x(t) L = 1 2 mẋ 2 1 2 kx 2, E xl = m(ẍ + ω 2 x) = 0. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 13 / 33

Variational Principles Example 1: Harmonic oscillator, x = x(t) L = 1 2 mẋ 2 1 2 kx 2, E xl = m(ẍ + ω 2 x) = 0. Example 2: Wave equation for u(x, t) L = 1 2 ρut 2 1 2 T ux 2, E ul = ρ(u tt c 2 u xx) = 0. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 13 / 33

Variational Principles Example 1: Harmonic oscillator, x = x(t) L = 1 2 mẋ 2 1 2 kx 2, E xl = m(ẍ + ω 2 x) = 0. Example 2: Wave equation for u(x, t) L = 1 2 ρut 2 1 2 T ux 2, E ul = ρ(u tt c 2 u xx) = 0. Example 3: Klein-Gordon nonlinear equations for u(x, t) L = 1 2 utux + h(u), EuL = utx + h (u) = 0. Many other non-dissipative systems have variational formulations. A practical way to tell whether a DE system has a variational formulation: its linearization must be self-adjoint (symmetric). Relatively few models are! A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 13 / 33

Outline 1 Conservation Laws Definition and Examples Applications 2 Variational Principles 3 Symmetries and Noether s Theorem Symmetries and Variational Symmetries Noether s Theorem, Examples Limitations of Noether s Theorem 4 Direct Construction Method for Conservation Laws The Idea Completeness A Detailed Example 5 Examples of Construction of Conservation Laws Symbolic Software (Maple) KdV Surfactant Dynamics Equations 6 Conclusions A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 14 / 33

Symmetries of Differential Equations Consider a general DE system R σ [u] = R σ (x, u, u,..., k u) = 0, σ = 1,..., N with variables x = (x 1,..., x n ), u = u(x) = (u 1,..., u m ). Definition A transformation x = f (x, u; a) = x + aξ(x, u) + O(a 2 ), u = g(x, u; a) = u + aη(x, u) + O(a 2 ). depending on a parameter a is a point symmetry of R σ [u] if the equation is the same in new variables x, u. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 15 / 33

Symmetries of Differential Equations Consider a general DE system R σ [u] = R σ (x, u, u,..., k u) = 0, σ = 1,..., N with variables x = (x 1,..., x n ), u = u(x) = (u 1,..., u m ). Definition A transformation x = f (x, u; a) = x + aξ(x, u) + O(a 2 ), u = g(x, u; a) = u + aη(x, u) + O(a 2 ). depending on a parameter a is a point symmetry of R σ [u] if the equation is the same in new variables x, u. Example 1: translations The translation leaves KdV invariant: x = x + C, t = t, u = u u t + uu x + u xxx = 0 = u t + u u x + u x x x. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 15 / 33

Symmetries of Differential Equations Consider a general DE system R σ [u] = R σ (x, u, u,..., k u) = 0, σ = 1,..., N with variables x = (x 1,..., x n ), u = u(x) = (u 1,..., u m ). Definition A transformation x = f (x, u; a) = x + aξ(x, u) + O(a 2 ), u = g(x, u; a) = u + aη(x, u) + O(a 2 ). depending on a parameter a is a point symmetry of R σ [u] if the equation is the same in new variables x, u. Example 2: scaling Same for the scaling: One has x = αx, t = α 3 t, u = αu. u t + uu x + u xxx = 0 = u t + u u x + u x x x. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 15 / 33

Variational Symmetries Consider a general DE system R σ [u] = R σ (x, u, u,..., k u) = 0, σ = 1,..., N that follows from a variational principle with J[U] = Ω L(x, U, U,..., k U)dx. Definition A symmetry of R σ [u] given by x = f (x, u; a) = x + aξ(x, u) + O(a 2 ), u = g(x, u; a) = u + aη(x, u) + O(a 2 ). is a variational symmetry of R σ [u] if it preserves the action J[U]. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 16 / 33

Variational Symmetries Consider a general DE system R σ [u] = R σ (x, u, u,..., k u) = 0, σ = 1,..., N that follows from a variational principle with J[U] = Ω L(x, U, U,..., k U)dx. Definition A symmetry of R σ [u] given by x = f (x, u; a) = x + aξ(x, u) + O(a 2 ), u = g(x, u; a) = u + aη(x, u) + O(a 2 ). is a variational symmetry of R σ [u] if it preserves the action J[U]. Example 1: translations for the wave equation u tt = (T /ρ) 2 u xx, L = 1 2 ρut 2 1 2 T ux 2. The translation x = x + C, t = t, u = u is evidently a variational symmetry. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 16 / 33

Variational Symmetries Consider a general DE system R σ [u] = R σ (x, u, u,..., k u) = 0, σ = 1,..., N that follows from a variational principle with J[U] = Ω L(x, U, U,..., k U)dx. Definition A symmetry of R σ [u] given by x = f (x, u; a) = x + aξ(x, u) + O(a 2 ), u = g(x, u; a) = u + aη(x, u) + O(a 2 ). is a variational symmetry of R σ [u] if it preserves the action J[U]. Example 2: scaling for the wave equation u tt = (T /ρ) 2 u xx, L = 1 2 ρut 2 1 2 T ux 2. The scaling x = x, t = t, u = u/α is not a variational symmetry: L = α 2 L, J = α 2 J. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 16 / 33

Noether s Theorem (restricted to point symmetries) Theorem Given: a PDE system R σ [u] = R σ (x, u, u,..., k u) = 0, σ = 1,..., N, following from a variational principle; a variational symmetry (x i ) = f i (x, u; a) = x i + aξ i (x, u) + O(a 2 ), (u σ ) = g σ (x, u; a) = u σ + aη σ (x, u) + O(a 2 ). Then the system R σ [u] has a conservation law D i Φ i [u] = 0. In particular, D i Φ i [u] Λ σ[u]r σ [u] = 0, where the multipliers are given by Λ σ = η σ (x, u) uσ x i ξ i (x, u). A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 17 / 33

Noether s Theorem: Examples Example: translation symmetry for the harmonic oscillator Equation: ẍ(t) + ω 2 x(t) = 0, ω 2 = k/m. Symmetry: t = t + a, ξ = 1; x = x, η = 0, Multiplier (integrating factor): Λ = η ẋ(t)ξ = ẋ; Conservation law: ΛR = ẋ(ẍ(t) + ω 2 x(t)) = 1 m ( d mẋ 2 (t) + kx ) 2 (t) = 0. dt 2 2 A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 18 / 33

Limitations of Noether s Theorem The given DE system, as written, must be variational. Numbers of PDEs and dependent variables must coincide. Dissipative systems are not variational. If single PDE, must be of even order. If a PDE system is not variational, artifices sometimes can make it variational! A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 19 / 33

Limitations of Noether s Theorem The given DE system, as written, must be variational. Numbers of PDEs and dependent variables must coincide. Dissipative systems are not variational. If single PDE, must be of even order. If a PDE system is not variational, artifices sometimes can make it variational! Example 1: The use of multipliers. The PDE u tt + H (u x)u xx + H(u x) = 0, as written, does not admit a variational principle. However, the equivalent PDE e x [u tt + H (u x)u xx + H(u x)] = 0, does follow from a variational principle! A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 19 / 33

Limitations of Noether s Theorem The given DE system, as written, must be variational. Numbers of PDEs and dependent variables must coincide. Dissipative systems are not variational. If single PDE, must be of even order. If a PDE system is not variational, artifices sometimes can make it variational! Example 2: The use of a transformation. The PDE e x u tt e 3x (u + u x) 2 (u + 2u x + u xx) = 0, as written, does not admit a variational principle. But the point transformation x = x, t = t, u (x, t ) = y(x, t) = e x u(x, t), maps it into the self-adjoint PDE y tt (y x) 2 y xx = 0, which is the Euler Lagrange equation for the Lagrangian L[Y ] = y 2 t /2 y 4 x /12. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 19 / 33

Limitations of Noether s Theorem The given DE system, as written, must be variational. Numbers of PDEs and dependent variables must coincide. Dissipative systems are not variational. If single PDE, must be of even order. If a PDE system is not variational, artifices sometimes can make it variational! Example 3: The use of a differential substitution. The KdV equation u t + uu x + u xxx = 0, as written, does not admit a variational principle. However, a substitution u = v x yields a variational PDE v xt + v xv xx + v xxxx = 0. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 19 / 33

Limitations of Noether s Theorem (ctd.)... The use of an artificial additional equation. Any PDE system can be made variational, by appending an adjoint equation! Example: The diffusion equation u t u xx = 0 is dissipative, hence not self-adjoint. Its adjoint equation: w t + w xx = 0. But the PDE system u t u xx = 0, is self-adjoint! Lagrangian: ũ t + ũ xx = 0 L = u tw w tu + 2u xw x. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 20 / 33

Outline 1 Conservation Laws Definition and Examples Applications 2 Variational Principles 3 Symmetries and Noether s Theorem Symmetries and Variational Symmetries Noether s Theorem, Examples Limitations of Noether s Theorem 4 Direct Construction Method for Conservation Laws The Idea Completeness A Detailed Example 5 Examples of Construction of Conservation Laws Symbolic Software (Maple) KdV Surfactant Dynamics Equations 6 Conclusions A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 21 / 33

The Idea of the Direct Construction Method Definition The Euler operator with respect to U j : E U j = D U j i U j i + + ( 1) s D i1... D is U j i 1...i s +, j = 1,..., m. Consider a general DE system R σ [u] = R σ (x, u, u,..., k u) = 0, variables x = (x 1,..., x n ), u = u(x) = (u 1,..., u m ). σ = 1,..., N with Theorem The equations E U j F (x, U, U,..., s U) 0, hold for arbitrary U(x) if and only if j = 1,..., m for some functions Ψ i (x, U,...). F (x, U, U,..., s U) D i Ψ i A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 22 / 33

The Idea of the Direct Construction Method Consider a general DE system R σ [u] = R σ (x, u, u,..., k u) = 0, σ = 1,..., N with variables x = (x 1,..., x n ), u = u(x) = (u 1,..., u m ). Direct Construction Method Specify dependence of multipliers: Λ σ = Λ σ(x, U,...), σ = 1,..., N. Solve the set of determining equations E U j (Λ σr σ ) 0, j = 1,..., m, for arbitrary U(x) (off of solution set!) to find all such sets of multipliers. Find the corresponding fluxes Φ i (x, U,...) satisfying the identity Λ σr σ D i Φ i. Each set of fluxes and multipliers yields a local conservation law D i Φ i (x, u,...) = 0, holding for all solutions u(x) of the given PDE system. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 23 / 33

Completeness Completeness of the Direct Construction Method For the majority of physical DE systems (in particular, all systems in solved form), all conservation laws follow from linear combinations of equations! Λ σr σ D i Φ i. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 24 / 33

A Detailed Example Consider a nonlinear telegraph system for u 1 = u(x, t), u 2 = v(x, t): R 1 [u, v] = v t (u 2 + 1)u x u = 0, R 2 [u, v] = u t v x = 0. Multiplier ansatz: Λ 1 = ξ(x, t, U, V ), Λ 2 = φ(x, t, U, V ). A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 25 / 33

A Detailed Example Consider a nonlinear telegraph system for u 1 = u(x, t), u 2 = v(x, t): R 1 [u, v] = v t (u 2 + 1)u x u = 0, R 2 [u, v] = u t v x = 0. Multiplier ansatz: Λ 1 = ξ(x, t, U, V ), Λ 2 = φ(x, t, U, V ). Determining equations: [ E U ξ(x, t, U, V )(Vt (U 2 + 1)U x U) + φ(x, t, U, V )(U t V ] x) 0, [ E V ξ(x, t, U, V )(Vt (U 2 + 1)U x U) + φ(x, t, U, V )(U t V ] x) 0. Euler operators: E U = U Dx D t, U x U t E V = V Dx D t. V x V t A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 25 / 33

A Detailed Example Consider a nonlinear telegraph system for u 1 = u(x, t), u 2 = v(x, t): R 1 [u, v] = v t (u 2 + 1)u x u = 0, R 2 [u, v] = u t v x = 0. Multiplier ansatz: Λ 1 = ξ(x, t, U, V ), Λ 2 = φ(x, t, U, V ). Determining equations: [ E U ξ(x, t, U, V )(Vt (U 2 + 1)U x U) + φ(x, t, U, V )(U t V ] x) 0, [ E V ξ(x, t, U, V )(Vt (U 2 + 1)U x U) + φ(x, t, U, V )(U t V ] x) 0. Split determining equations: φ V ξ U = 0, φ U (U 2 + 1)ξ V = 0, φ x ξ t Uξ V = 0, (U 2 + 1)ξ x φ t Uξ U ξ = 0. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 25 / 33

A Detailed Example Consider a nonlinear telegraph system for u 1 = u(x, t), u 2 = v(x, t): R 1 [u, v] = v t (u 2 + 1)u x u = 0, R 2 [u, v] = u t v x = 0. Multiplier ansatz: Λ 1 = ξ(x, t, U, V ), Λ 2 = φ(x, t, U, V ). Solution: five sets of multipliers (ξ, φ) = 0 1 t x 1 2 t2 1 t e x+ 1 2 U2 +V e x+ 1 2 U2 V Ue x+ 1 2 U2 +V Ue x+ 1 2 U2 V A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 25 / 33

A Detailed Example Consider a nonlinear telegraph system for u 1 = u(x, t), u 2 = v(x, t): R 1 [u, v] = v t (u 2 + 1)u x u = 0, R 2 [u, v] = u t v x = 0. Multiplier ansatz: Λ 1 = ξ(x, t, U, V ), Λ 2 = φ(x, t, U, V ). Resulting five conservation laws: D tu D xv = 0, D t[(x 1 2 t2 )u + tv] + D x[( 1 2 t2 x)v t( 1 3 u3 + u)] = 0, D t[v tu] + D x[tv ( 1 3 u3 + u)] = 0, D t[e x+ 2 1 u2 +v ] + D x[ ue x+ 1 2 u2 +v ] = 0, D t[e x+ 1 2 u2 v ] + D x[ue x+ 1 2 u2 v ] = 0. To obtain further conservation laws, extend the multiplier ansatz... A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 25 / 33

Outline 1 Conservation Laws Definition and Examples Applications 2 Variational Principles 3 Symmetries and Noether s Theorem Symmetries and Variational Symmetries Noether s Theorem, Examples Limitations of Noether s Theorem 4 Direct Construction Method for Conservation Laws The Idea Completeness A Detailed Example 5 Examples of Construction of Conservation Laws Symbolic Software (Maple) KdV Surfactant Dynamics Equations 6 Conclusions A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 26 / 33

Symbolic Software for Computation of Conservation Laws Example of use of the GeM package for Maple for the KdV. Use the module: with(gem): Declare variables: gem_decl_vars(indeps=[x,t], deps=[u(x,t)]); Declare the equation: gem_decl_eqs([diff(u(x,t),t)=u(x,t)*diff(u(x,t),x) +diff(u(x,t),x,x,x)], solve_for=[diff(u(x,t),t)]); Generate determining equations: det_eqs:=gem_conslaw_det_eqs([x,t, U(x,t), diff(u(x,t),x), diff(u(x,t),x,x), diff(u(x,t),x,x,x)]): Reduce the overdetermined system: CL_multipliers:=gem_conslaw_multipliers(); simplified_eqs:=detools[rifsimp](det_eqs, CL_multipliers, mindim=1); A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 27 / 33

Symbolic Software for Computation of Conservation Laws Example of use of the GeM package for Maple for the KdV. Solve determining equations: multipliers_sol:=pdsolve(simplified_eqs[solved]); Obtain corresponding conservation law fluxes/densities: gem_get_cl_fluxes(multipliers_sol, method=*****); A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 28 / 33

Examples of Symbolic Computation of Conservation Laws Example 1 KdV equation: u t + uu x + u xxx = 0. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 29 / 33

Example 2: Conserved Form of Surfactant Dynamics Equations Ref.: C. Kallendorf, A.S., M. Oberlack, Y.Wang, 2011 Surfactants = surface active agents. Two-phase interface described by a level set function Φ; S = { x R 3 : Φ(x) = 0 }. Unit normal: n = Φ. Concentration: c. Φ A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 30 / 33

Example 2: Conserved Form of Surfactant Dynamics Equations Ref.: C. Kallendorf, A.S., M. Oberlack, Y.Wang, 2011 Surfactants = surface active agents. Two-phase interface described by a level set function Φ; S = { x R 3 : Φ(x) = 0 }. Unit normal: n = Φ. Concentration: c. Φ Surfactant Dynamics Equations: Incompressibility of the flow: Interface transport by the flow: u = 0. Surfactant transport: Φ t + u (Φ) = 0. c t + u i c x i cn i n j u i x j α(δ ij n i n j ) x j ( (δ ik n i n k ) c ) = 0. x k A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 30 / 33

Example 2: Conserved Form of Surfactant Dynamics Equations Result The surfactant dynamics system can be written in a fully conserved form: where u = 0. Φ t + u (Φ) = 0. (c F(Φ) Φ ) + ( ) A i F(Φ) Φ t x i A i = cu i α and F is an arbitrary sufficiently smooth function. = 0, ( (δ ik n i n k ) c ), i = 1, 2, 3, x k A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 31 / 33

Conclusions and Open Problems Conclusions Divergence-type conservation laws are useful in analysis and numerics. Conservation laws can be obtained systematically through the Direct Construction Method, which employs multipliers and Euler operators. The method is implemented in a symbolic package GeM for Maple. For variational DE systems, conservation laws correspond to variational symmetries. Noether s theorem is usually not a preferred way to derive unknown conservation laws. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 32 / 33

Conclusions and Open Problems Conclusions Divergence-type conservation laws are useful in analysis and numerics. Conservation laws can be obtained systematically through the Direct Construction Method, which employs multipliers and Euler operators. The method is implemented in a symbolic package GeM for Maple. For variational DE systems, conservation laws correspond to variational symmetries. Noether s theorem is usually not a preferred way to derive unknown conservation laws. Open problems Computations become hard for conservation laws of high orders. Can we tell anything in advance about highest order of the conservation law for a given DE system? For complicated DEs and multipliers, computation of fluxes/densities can become challenging. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 32 / 33

Some references Bluman, G.W., Cheviakov, A.F., and Anco, S.C. (2010). Applications of Symmetry Methods to Partial Differential Equations. Springer: Applied Mathematical Sciences, Vol. 168. Anco, S.C. and Bluman, G.W. (1997). Direct construction of conservation laws from field equations. Phys. Rev. Lett. 78, 2869 2873. Anco, S.C. and Bluman, G.W. (2002). Direct construction method for conservation laws of partial differential equations. Part I: Examples of conservation law classifications. Eur. J. Appl. Math. 13, 545 566. Cheviakov, A.F. (2007). GeM software package for computation of symmetries and conservation laws of differential equations. Comput. Phys. Commun. 176, 48 61. Kallendorf, C., Cheviakov, A.F., Oberlack, M., and Wang, Y. Conservation Laws of Surfactant Transport Equations. Submitted, 2011. A. Shevyakov (Math&Stat) Conservation Laws 10 Nov. 2011 33 / 33