Algebraic properties of ordinary differential equations.

Abstract

In Chapter One the theoretical basis for infinitesimal transformations is presented with particular emphasis on the central theme of this thesis which is the invariance of ordinary differential equations, and their first integrals, under infinitesimal transformations. The differential operators associated with these infinitesimal transformations constitute an algebra under the operation of taking the Lie Bracket. Some of the major results of Lie's work are recalled. The way to use the generators of symmetries to reduce the order of a differential equation and/or to find its first integrals is explained. The chapter concludes with a summary of the state of the art in the mid-seventies just before the work described here was initiated. Chapter Two describes the growing awareness of the algebraic properties of the paradigms of differential equations. This essentially ad hoc period demonstrated that there was value in studying the Lie method of extended groups for finding first integrals and so solutions of equations and systems of equations. This value was emphasised by the application of the method to a class of nonautonomous anharmonic equations which did not belong to the then pantheon of paradigms. The generalised Emden-Fowler equation provided a route to major development in the area of the theory of the conditions for the linearisation of second order equations. This was in addition to its own interest. The stage was now set to establish broad theoretical results and retreat from the particularism of the seventies. Chapters Three and Four deal with the linearisation theorems for second order equations and the classification of intrinsically nonlinear equations according to their algebras. The rather meagre results for systems of second order equations are recorded. In the fifth chapter the investigation is extended to higher order equations for which there are some major departures away from the pattern established

at the second order level and reinforced by the central role played by these equations in a world still dominated by Newton. The classification of third order equations by their algebras is presented, but it must be admitted that the story of higher order equations is still very much incomplete. In the sixth chapter the relationships between first integrals and their algebras is explored for both first order integrals and those of higher orders. Again the peculiar position of second order equations is revealed. In the seventh chapter the generalised Emden-Fowler equation is given a more modern and complete treatment. The final chapter looks at one of the fundamental algebras associated with ordinary differential equations, the three element 8£(2, R), which is found in all higher order equations of maximal symmetry, is a fundamental feature of the Pinney equation which has played so prominent a role in the study of nonautonomous Hamiltonian systems in Physics and is the signature of Ermakov systems and their generalisations.