[SADE] A Maple package for the Symmetry Analysis of Differential Equations

We present the package SADE (Symmetry Analysis of Differential Equations) for the determination of symmetries and related properties of systems of differential equations. The main methods implemented are: Lie, nonclassical, Lie-B\"acklund and potential symmetries, invariant solutions, first-integrals, N\"other theorem for both discrete and continuous systems, solution of ordinary differential equations, reduction of order or dimension using Lie symmetries, classification of differential equations, Casimir invariants, and the quasi-polynomial formalism for ODE's (previously implemented in the package QPSI by the authors) for the determination of quasi-polynomial first-integrals, Lie symmetries and invariant surfaces. Examples of use of the package are given

Lie point symmetries and ODEs passing the Painlev\'e test

The Lie point symmetries of ordinary differential equations (ODEs) that are candidates for having the Painlev\'e property are explored for ODEs of order $n =2, \dots ,5$. Among the 6 ODEs identifying the Painlev\'e transcendents only $P_{III}$, $P_V$ and $P_{VI}$ have nontrivial symmetry algebras and that only for very special values of the parameters. In those cases the transcendents can be expressed in terms of simpler functions, i.e. elementary functions, solutions of linear equations, elliptic functions or Painlev\'e transcendents occurring at lower order. For higher order or higher degree ODEs that pass the Painlev\'e test only very partial classifications have been published. We consider many examples that exist in the literature and show how their symmetry groups help to identify those that may define genuinely new transcendents

A probabilistic algorithm to test local algebraic observability in polynomial time

The following questions are often encountered in system and control theory. Given an algebraic model of a physical process, which variables can be, in theory, deduced from the input-output behavior of an experiment? How many of the remaining variables should we assume to be known in order to determine all the others? These questions are parts of the \emph{local algebraic observability} problem which is concerned with the existence of a non trivial Lie subalgebra of the symmetries of the model letting the inputs and the outputs invariant. We present a \emph{probabilistic seminumerical} algorithm that proposes a solution to this problem in \emph{polynomial time}. A bound for the necessary number of arithmetic operations on the rational field is presented. This bound is polynomial in the \emph{complexity of evaluation} of the model and in the number of variables. Furthermore, we show that the \emph{size} of the integers involved in the computations is polynomial in the number of variables and in the degree of the differential system. Last, we estimate the probability of success of our algorithm and we present some benchmarks from our Maple implementation.Comment: 26 pages. A Maple implementation is availabl

Local and nonlocal solvable structures in ODEs reduction

Solvable structures, likewise solvable algebras of local symmetries, can be used to integrate scalar ODEs by quadratures. Solvable structures, however, are particularly suitable for the integration of ODEs with a lack of local symmetries. In fact, under regularity assumptions, any given ODE always admits solvable structures even though finding them in general could be a very difficult task. In practice a noteworthy simplification may come by computing solvable structures which are adapted to some admitted symmetry algebra. In this paper we consider solvable structures adapted to local and nonlocal symmetry algebras of any order (i.e., classical and higher). In particular we introduce the notion of nonlocal solvable structure

A Solution Set-Based Entropy Principle for Constitutive Modeling in Mechanics

Entropy principles based on thermodynamic consistency requirements are widely used for constitutive modeling in continuum mechanics, providing physical constraints on a priori unknown constitutive functions. The well-known M\"uller-Liu procedure is based on Liu's lemma for linear systems. While the M\"uller-Liu algorithm works well for basic models with simple constitutive dependencies, it cannot take into account nonlinear relationships that exist between higher derivatives of the fields in the cases of more complex constitutive dependencies. The current contribution presents a general solution set-based procedure, which, for a model system of differential equations, respects the geometry of the solution manifold, and yields a set of constraint equations on the unknown constitutive functions, which are necessary and sufficient conditions for the entropy production to stay nonnegative for any solution. Similarly to the M\"uller-Liu procedure, the solution set approach is algorithmic, its output being a set of constraint equations and a residual entropy inequality. The solution set method is applicable to virtually any physical model, allows for arbitrary initially postulated forms of the constitutive dependencies, and does not use artificial constructs like Lagrange multipliers. A Maple implementation makes the solution set method computationally straightforward and useful for the constitutive modeling of complex systems. Several computational examples are considered, in particular, models of gas, anisotropic fluid, and granular flow dynamics. The resulting constitutive function forms are analyzed, and comparisons are provided. It is shown how the solution set entropy principle can yield classification problems, leading to several complementary sets of admissible constitutive functions; such problems have not previously appeared in the constitutive modeling literature

The Differential Form Method for Finding Symmetries

This article reviews the use of differential forms and Lie derivatives to find symmetries of differential equations, as originally presented by Harrison and Estabrook, J. Math. Phys., 12 (1971), 653. An outline of the method is given, followed by examples and references to recent papers using the method.Comment: Published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA