On Thu, Mar 7, 2013 at 2:58 AM, Manoj Kumar
<[email protected]> wrote:
> Hello again.
>
> Sorry to bring this post up again, but I thought it would be good to keep
> all my ideas on a single thread.
>
> I've been reading about lie groups and their application in solving
> differential equations and I believe I've got my concepts right about
> solving a linear first order differential equation. Maple, (according to the
> papers cited in the SoC ideas pages), has two separate papers dedicated to
> solving differential equations of the first and second order using lie
> groups. I would like to like to code a clone for solving first order
> differential equations using lie groups in sympy for my SoC proposal.
>
> Theory:
> There are many differential equations that cannot be solved using the
> present dsolve in ode.py. Suppose there is a differential equation of the
> form
> (dr / ds) = f(r), since the slope is independent of s, moving in the s
> direction would merge one solution into another. The principal aim of using
> lie groups is to reduce any given differential equation to the above
> mentioned form.
>
> The coordinates r and s are called canonical coordinates because any lie
> group transformation which leaves the differential equation invariant would
> transform it into the form (r, s + alpha) where r remains invariant.If we
> are able to find such coordinates, then the equation becomes separable.
>
> The problem is finding these canonical co-ordinates. This can be broken into
> four steps(This is for first order differential equations)
>
> 1. Find η and ξ , the infinitesimals using this partial diffential equation,
> which
> are basically the differentials of the transformed co-ordinates with respect
> to
> the transformation parameter.
>
> ηx - ξy h2 + (ηy - ξx )h - (ξhx + ηhy ) = 0
>
> This should be the toughest part of the project. As you can see solving a
> linear first order ODE, leads to solving a much more complicated PDE.
> However in this PDE, some assumptions could be made for the infinitesimals.
>
> Maple has 6 separate algorithms just for finding the infinitesimals as
> described in the paper. Once this is done.
>
> 2. rx ξ + ry η = 0,
>    sx ξ + sy η = 1,
>
> Solving these two equations would give, r and s , this can be done by. dx /
> ξ = dy / η = r(x,y) and dx / ξ = ds
>
> 3. After this substituting r and s  in
> ds / dr = sx + h(x,y)sy / rx + h(x, y)ry and simplifying in terms of r and s
> would give a separable form.
>
> 4. And after solving the differential equation in terms of r and s,
> substituting back r and s in terms of x and y.
>
> I haven't focussed on the implementation part yet, but I think it should be
> structured similar to dsolve, or should it be implemented in dsolve.
>
> I've focussed on only first order differential equations here, even Maple
> also has support only upto the second order.I feel this project would be
> challenging for me and also a addition to the ODE solver of sympy.
>
> @Aaron, Stefan, and Smichr Please do give your feedback.

I haven't formally studied Lie groups and their applications to
solving ODEs, but from my understanding, they are indeed a powerful
method for doing so.  This would definitely be a welcome project for
GSoC.

Aaron Meurer

>
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