DEtools
ODEInvariants
computes relative invariants for linear and nonlinear ODEs of order 3 and higher
Calling Sequence
Parameters
Description
Examples
References
ODEInvariants(ODE, y(x))
ODE
-
ordinary differential equation satisfied by y(x)
y(x)
(optional) dependent variable; required when the ODE contains more than one function being differentiated
Given a linear or nonlinear ODE of order m=3 or higher, ODEInvariants returns a list of m−2 relative invariants under transformations of the formx→Fx,yx→Px⁢yx. The weight of each of these relative invariants is given by the power of the derivative of F⁡x entering as a factor in the transformed invariant, and given two relative invariants Ir and Is respectively of weights r and s, an absolute invariant can be constructed by taking IrsIsr (see references [1] and [2]).
The invariants in the returned list are ordered according to increasing weight, from weight = 3 to weight = m, the order of the equation. For example, for a fourth order ODE, the returned list contains two relative invariants, respectively of weights 3 and 4.
In the case of linear ODEs, these invariants coincide with the Wilczynski invariants (see reference [3]) although their computation is performed without rewriting the linear equation in Laguerre-Forsyth form. Instead, given a linear ODE of order 3 or higher, in normal form,
ym+cm−2⁡x⁢ym−2+...+c1⁡x⁢y⁢' +c0⁡x⁢y=0
(1)
by transforming this equation using
x→Fx,⁢y→F'm−12⁢ut
we obtain an equation of the same form as (1). Performing now a sequential reduction of the transformed cm−j⁡x coefficients, j=3..m, eliminating derivatives of F⁡x, a sequence of expressions result that coincide with the Wilczynski relative invariants. The advantage of this process if that it does not require rewriting the linear equation in Laguerre-Forsyth form, which in turn would require solving a linear ODE of order m-1.
For nonlinear ODEs of order m=3 or higher, that are polynomial in the unknown y⁡x and its derivatives, an auxiliary linear ODE is constructed - say in u⁡x - where the coefficient of each derivative of u⁡x in this linear ODE is equal to the coefficient of the derivative of y⁡x of the same order in the given nonlinear ODE. Thus, because the ODE in y⁡x is nonlinear, this auxiliary linear ODE in u⁡x has coefficients involving y⁡x and its derivatives. Next the Wilczynski invariants are computed for this linear ODE in u⁡x and finally they are reduced with respect to the given nonlinear ODE in y⁡x (i.e., the mth derivative of y⁡x is isolated and replaced in the invariants).
Note that in the nonlinear case the invariants may dependent on the unknown y⁡x and its derivatives. However, if the nonlinear equation is linearizable through a point transformation these invariants will depend only on the independent variable x - see examples below.
with⁡DEtools,ODEInvariants
PDEtools:-declare⁡C,F,c,u,y⁡x,prime=x
C⁡x⁢will now be displayed as⁢C
F⁡x⁢will now be displayed as⁢F
c⁡x⁢will now be displayed as⁢c
u⁡x⁢will now be displayed as⁢u
y⁡x⁢will now be displayed as⁢y
derivatives with respect to⁢x⁢of functions of one variable will now be displayed with '
Consider the general form of a third order linear ODE
ode3≔diff⁡y⁡x,`$`⁡x,3=add⁡cj⁡x⁢diff⁡y⁡x,`$`⁡x,j,j=2,1,0
ode3≔y'''=c0⁢y+c1⁢y'+c2⁢y''
For ODEs of third order ODEInvariants returns one invariant
ODEInvariants⁡ode3
2⁢c0+2⁢c1⁢c23+4⁢c2327+c2''3−c1`'`−2⁢c2`'`⁢c23
Let's check that the returned invariants are relative invariants in the case of a fourth order linear ODE
ode4≔diff⁡y⁡x,`$`⁡x,4=add⁡cj⁡x⁢diff⁡y⁡x,`$`⁡x,j,j=3,2,1,0
ode4≔y''''=c0⁢y+c1⁢y'+c2⁢y''+c3⁢y'''
ii≔ODEInvariants⁡ode4
ii≔c1+c2⁢c32+c338+c3''2−c2`'`−3⁢c3⁢c3`'`4,c3'''4−c2''−3⁢c3''⁢c34−33⁢c3`'`240+312⁢c32+432⁢c2⁢c3`'`320−39⁢c34320−13⁢c2⁢c3220−5⁢c1⁢c34−9⁢c2220+5⁢c2`'`⁢c34−5⁢c0+5⁢c1`'`2
By definition, these expressions are relative invariants if when we transform in them the coefficients c[j](x) using
tr≔x=F⁡t,y⁡x=diff⁡F⁡t,t32⁢u⁡t
tr≔x=F⁡t,y=Ft32⁢u⁡t
the resulting expressions are of the form F⁢' k⁢Φ⁡cj⁡F, and if next, by replacing F by the identity, we reobtain the departing expressions ii
So we proceed first transforming these coefficients entering ii and for that purpose transform ode[4]
PDEtools:-dchange⁡tr,ode4,t,u⁡t,known=all,simplify
16⁢ut,t,t,t⁢Ft4+24⁢u⁡t⁢Ft,t,t,t,t⁢Ft3+80⁢Ft,t,t⁢ut,t⁢Ft3+80⁢ut⁢Ft,t,t,t⁢Ft3−120⁢u⁡t⁢Ft,t⁢Ft,t,t,t⁢Ft2−60⁢u⁡t⁢Ft,t,t2⁢Ft2−120⁢Ft,t2⁢ut,t⁢Ft2−320⁢Ft,t⁢ut⁢Ft,t,t⁢Ft2+300⁢u⁡t⁢Ft,t2⁢Ft,t,t⁢Ft+240⁢Ft,t3⁢ut⁢Ft−135⁢u⁡t⁢Ft,t416⁢Ft132=3⁢u⁡t⁢c3⁡F⁡t⁢Ft,t,t,t2⁢Ft52+12⁢c2⁡F⁡t⁢u⁡t⁢Ft3−30⁢c3⁡F⁡t⁢u⁡t⁢Ft,t⁢Ft+28⁢c3⁡F⁡t⁢ut⁢Ft2⁢Ft,t,t+8⁢c3⁡F⁡t⁢ut,t,t⁢Ft3+15⁢c3⁡F⁡t⁢u⁡t⁢Ft,t3+−6⁢c2⁡F⁡t⁢u⁡t⁢Ft2−30⁢c3⁡F⁡t⁢ut⁢Ft⁢Ft,t2+12⁢c1⁡F⁡t⁢u⁡t⁢Ft4+16⁢c2⁡F⁡t⁢ut⁢Ft3+12⁢c3⁡F⁡t⁢ut,t⁢Ft2⁢Ft,t+8⁢c0⁡F⁡t⁢u⁡t⁢Ft6+8⁢c1⁡F⁡t⁢ut⁢Ft5+8⁢c2⁡F⁡t⁢ut,t⁢Ft48⁢Ft92
To get the transformed coefficients Cj⁡x, first isolate u''''
subs⁡t=x,isolate⁡,diff⁡u⁡t,`$`⁡t,4
u''''=16⁢3⁢u⁢c3⁡F⁢F''''2⁢F'52+12⁢c2⁡F⁢u⁢F'3−30⁢c3⁡F⁢u⁢F''⁢F'+28⁢c3⁡F⁢u'⁢F'2⁢F'''+8⁢c3⁡F⁢u'''⁢F'3+15⁢c3⁡F⁢u⁢F''3+−6⁢c2⁡F⁢u⁢F'2−30⁢c3⁡F⁢u'⁢F'⁢F''2+12⁢c1⁡F⁢u⁢F'4+16⁢c2⁡F⁢u'⁢F'3+12⁢c3⁡F⁢u''⁢F'2⁢F''+8⁢c0⁡F⁢u⁢F'6+8⁢c1⁡F⁢u'⁢F'5+8⁢c2⁡F⁢u''⁢F'48⁢F'92⁢F'132−24⁢u⁢F'''''⁢F'3−80⁢F'''⁢u''⁢F'3−80⁢u'⁢F''''⁢F'3+120⁢u⁢F''⁢F''''⁢F'2+60⁢u⁢F'''2⁢F'2+120⁢F''2⁢u''⁢F'2+320⁢F''⁢u'⁢F'''⁢F'2−300⁢u⁢F''2⁢F'''⁢F'−240⁢F''3⁢u'⁢F'+135⁢u⁢F''416⁢F'4
Compute now the coefficients Cj⁡x of derivatives of u⁡x in the transformed equation
zip⁡`=`,C3⁡x,C2⁡x,C1⁡x,C0⁡x,PDEtools:-dcoeffs⁡rhs⁡,u⁡x
C3=F'⁢c3⁡F,C2=F'2⁢c2⁡F+3⁢c3⁡F⁢F''2−5⁢F'''F'+15⁢F''22⁢F'2,C1=F'3⁢c1⁡F+2⁢F'⁢c2⁡F⁢F''+7⁢c3⁡F⁢F'''2−15⁢c3⁡F⁢F''24⁢F'−5⁢F''''F'+20⁢F''⁢F'''F'2−15⁢F''3F'3,C0=F'4⁢c0⁡F+3⁢c3⁡F⁢F''''2+3⁢F'2⁢F''⁢c1⁡F2+3⁢F'⁢c2⁡F⁢F'''2−3⁢c2⁡F⁢F''24−15⁢c3⁡F⁢F''⁢F'''4⁢F'+15⁢c3⁡F⁢F''38⁢F'2+15⁢F''⁢F''''2⁢F'2−3⁢F'''''2⁢F'+15⁢F'''24⁢F'2−75⁢F''2⁢F'''4⁢F'3+135⁢F''416⁢F'4
Compute now the invariants ii using these coefficients Cj⁡x expressed in terms of the cj⁡x using the formula above
subs⁡c=C,ii
C1+C2⁢C32+C338+C3''2−C2`'`−3⁢C3⁢C3`'`4,C3'''4−C2''−3⁢C3''⁢C34−33⁢C3`'`240+312⁢C32+432⁢C2⁢C3`'`320−39⁢C34320−13⁢C2⁢C3220−5⁢C1⁢C34−9⁢C2220+5⁢C2`'`⁢C34−5⁢C0+5⁢C1`'`2
factor⁡eval⁡,
F'3⁢c3⁡F3+4⁢c3⁡F⁢c2⁡F−6⁢c3⁡F⁢D⁡c3⁡F+8⁢c1⁡F+4⁢D2⁡c3⁡F−8⁢D⁡c2⁡F8,−F'4⁢39⁢c3⁡F4+208⁢c3⁡F2⁢c2⁡F−312⁢c3⁡F2⁢D⁡c3⁡F+400⁢c1⁡F⁢c3⁡F+240⁢c3⁡F⁢D2⁡c3⁡F−400⁢c3⁡F⁢D⁡c2⁡F+144⁢c2⁡F2−432⁢c2⁡F⁢D⁡c3⁡F+264⁢D⁡c3⁡F2+320⁢D2⁡c2⁡F−800⁢D⁡c1⁡F−80⁢D3⁡c3⁡F+1600⁢c0⁡F320
It is visible that each expression is now of the form F⁢' k⁢Φ⁡cj⁡F, and according to the description, the first relative invariant has weight 3 (in the factor F⁢' k,k=3) and the second one has weight 4. Let's verify that at F=identity we reobtain the departing expressions ii, proving in that way that the expressions ii are relative invariants
convert⁡eval⁡,`=`⁡F,x↦x,diff
c1+c2⁢c32+c338+c3''2−c2`'`−3⁢c3⁢c3`'`4,−39⁢c34320−13⁢c2⁢c3220+39⁢c3`'`⁢c3240−5⁢c1⁢c34−9⁢c2220+27⁢c2⁢c3`'`20+5⁢c2`'`⁢c34−3⁢c3''⁢c34−33⁢c3`'`240−5⁢c0−c2''+c3'''4+5⁢c1`'`2
normal⁡−ii
0,0
Let's now transform the linear equation ode[4] into a nonlinear one by means of a point transformation
PDEtools:-dchange⁡y⁡x=1u⁡x,ode4,u⁡x
24⁢u'4u5−36⁢u'2⁢u''u4+6⁢u''2u3+8⁢u'⁢u'''u3−u''''u2=c3⁢−6⁢u'3u4+6⁢u'⁢u''u3−u'''u2+c2⁢2⁢u'2u3−u''u2−c1⁢u'u2+c0u
nonlinearODE≔isolate⁡,diff⁡u⁡x,`$`⁡x,4
nonlinearODE≔u''''=−c3⁢−6⁢u'3u4+6⁢u'⁢u''u3−u'''u2+c2⁢2⁢u'2u3−u''u2−c1⁢u'u2+c0u−24⁢u'4u5+36⁢u'2⁢u''u4−6⁢u''2u3−8⁢u'⁢u'''u3⁢u2
ODEInvariants⁡nonlinearODE
c1+c2⁢c32+c338+c3''2−c2`'`−3⁢c3⁢c3`'`4,c3'''4−c2''−3⁢c3''⁢c34−33⁢c3`'`240+312⁢c32+432⁢c2⁢c3`'`320−39⁢c34320−13⁢c2⁢c3220−5⁢c1⁢c34−9⁢c2220+5⁢c2`'`⁢c34−5⁢c0+5⁢c1`'`2
The expressions above depend only on x, not on u⁡x or its derivatives, because this nonlinear ODE above is related - by construction - to a linear ODE (ode[4]) through a point transformation (y→1y used above). Moreover: the invariants are the same as those in ii, of the related linear ode[4]. When the nonlinear ODE cannot be related to a linear ODE through a point transformation, the invariants depend on the dependent variable and perhaps also its derivatives. For example:
diff⁡u⁡x,`$`⁡x,4=u⁡x3⁢diff⁡u⁡x,x+diff⁡u⁡x,x,x2+x
u''''=u3⁢u'+u''2+x
ODEInvariants⁡
u3−2⁢u''',−152⁢u'⁢u2−195⁢u''2−2⁢u3⁢u'−2⁢x
[1] Olver, P.J. Equivalence, Invariants and Symmetry. Cambridge Press, 1995.
[2] Chalkley, R., Basic Global Relative Invariants for Homogeneous Linear Differential Equations, Amer Mathematical Society (2002).
[3] Wilczynski, E.J., Projective differential geometry of curves and ruled surfaces, Leipzig, Teubner, 1905.
See Also
dchange
dcoeffs
declare
PDEtools
ReducedForm
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