Paper 2, Section II, D

Integrable Systems
Part II, 2015

(a) Explain how a vector field

V=ξ(x,u)x+η(x,u)uV=\xi(x, u) \frac{\partial}{\partial x}+\eta(x, u) \frac{\partial}{\partial u}

generates a 1-parameter group of transformations gϵ:(x,u)(x~,u~)g^{\epsilon}:(x, u) \mapsto(\tilde{x}, \tilde{u}) in terms of the solution to an appropriate differential equation. [You may assume the solution to the relevant equation exists and is unique.]

(b) Suppose now that u=u(x)u=u(x). Define what is meant by a Lie-point symmetry of the ordinary differential equation

Δ[x,u,u(1),,u(n)]=0, where u(k)dkudxk,k=1,,n\Delta\left[x, u, u^{(1)}, \ldots, u^{(n)}\right]=0, \quad \text { where } \quad u^{(k)} \equiv \frac{d^{k} u}{d x^{k}}, \quad k=1, \ldots, n

(c) Prove that every homogeneous, linear ordinary differential equation for u=u(x)u=u(x) admits a Lie-point symmetry generated by the vector field

V=uuV=u \frac{\partial}{\partial u}

By introducing new coordinates

s=s(x,u),t=t(x,u)s=s(x, u), \quad t=t(x, u)

which satisfy V(s)=1V(s)=1 and V(t)=0V(t)=0, show that every differential equation of the form

d2udx2+p(x)dudx+q(x)u=0\frac{d^{2} u}{d x^{2}}+p(x) \frac{d u}{d x}+q(x) u=0

can be reduced to a first-order differential equation for an appropriate function.