Solving Second-Order Differential Equations by Decomposition

The subject of this article are linear and quasilinear differential equations of second order that may be decomposed into a first-order component with guaranteed solution procedure for obtaining closed-form solutions. These are homogeneous or inhomogeneous linear components, special Riccati components, Bernoulli, Clairaut or d’Alembert components. Procedures are described how they may be determined and how solutions of the originally given second order equation may be obtained from them. This makes it possible to solve new classes of differential equations and opens up a new area of research. Applying decomposition to linear inhomogeneous equations a simple procedure for determining a special solution follows. It is not based on the method of variation of constants of Lagrange, and consequently does not require the knowledge of a fundamental system. Algorithms based on these results are implemented in the computer algebra system ALLTYPES which is available on the website www.alltypes.de

Nonlocal symmetries of Riccati and Abel chains and their similarity reductions

We study nonlocal symmetries and their similarity reductions of Riccati and Abel chains. Our results show that all the equations in Riccati chain share the same form of nonlocal symmetry. The similarity reduced $N^{th}$ order ordinary differential equation (ODE), $N=2, 3,4,...$, in this chain yields $(N-1)^{th}$ order ODE in the same chain. All the equations in the Abel chain also share the same form of nonlocal symmetry (which is different from the one that exist in Riccati chain) but the similarity reduced $N^{th}$ order ODE, $N=2, 3,4,$, in the Abel chain always ends at the $(N-1)^{th}$ order ODE in the Riccati chain. We describe the method of finding general solution of all the equations that appear in these chains from the nonlocal symmetry.Comment: Accepted for publication in J. Math. Phy

Integrability of Lie systems through Riccati equations

Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches. This approach provides us with a unified geometrical viewpoint that allows us to analyse some previous works on the topic and explain new properties. Moreover, this new approach can be straightforwardly generalised to describe integrability conditions for any Lie system. Finally, we show the usefulness of our treatment in order to study the problem of the linearisability of Riccati equations.Comment: Corrected typo

The nonlinear superposition principle and the Wei-Norman method

Group theoretical methods are used to study some properties of the Riccati equation, which is the only differential equation admitting a nonlinear superposition principle. The Wei-Norman method is applied to obtain the associated differential equation in the group $SL(2,R)$. The superposition principle for first order differential equation systems and Lie-Scheffers theorem are also analysed from this group theoretical perspective. Finally, the theory is applied in the solution of second order differential equations like time-independent Schroedinger equatio

Lie systems: theory, generalisations, and applications

Lie systems form a class of systems of first-order ordinary differential equations whose general solutions can be described in terms of certain finite families of particular solutions and a set of constants, by means of a particular type of mapping: the so-called superposition rule. Apart from this fundamental property, Lie systems enjoy many other geometrical features and they appear in multiple branches of Mathematics and Physics, which strongly motivates their study. These facts, together with the authors' recent findings in the theory of Lie systems, led to the redaction of this essay, which aims to describe such new achievements within a self-contained guide to the whole theory of Lie systems, their generalisations, and applications.Comment: 161 pages, 2 figure

A geometric approach to integrability conditions for Riccati equations

Several instances of integrable Riccati equations are analyzed from the geometric perspective of the theory of Lie systems. This provides us a unifying viewpoint for previous approaches.Comment: 14 page