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Acta Wexionensia
No 170/2009
Mathematics
Raisa Khamitova
v
Acknowledgments
My most sincere thanks are due to my supervisors Professor
Börje Nilsson and Assistant Professor Claes Jougréus for their
guidance and encouragement during my work on this thesis. My
thanks also go to Professor Andrej Khrennikov for offering valuable
advice during my studies as a PhD student.
I would like to express my greatest gratitude to Eva Pettersson,
head of the Department of Mathematics and Science, and Jan-Olof
Gustavsson, head of School of Engineering at Blekinge Institute of
Technology, for their support of my study.
I want to express my appreciation to Dr. Robert Nyqvist for his
help with LATEX. My thanks to my colleagues at the Department
of Mathematics and Science who showed interest towards my work
during this period. I would like to deeply thank the various people
who provided me with useful and helpful assistance.
Finally, my special thanks to my husband and our daughters
for all the good advice and their help and to my friend Nadezhda
Balayan for supporting me all these years.
vi
Contents
Abstract v
Acknowledgments vi
Preface 1
1 Introduction 3
2 Conservation laws 4
2.1 Concept of a conservation law . . . . . . . . . . . . . . . . . . 4
2.2 Hamilton’s principle and the Euler-Lagrange equations . . . 6
2.3 Lie group transformations and Noether’s theorem . . . . . . . 7
3 A basis of conservation laws 9
3.1 Classical mechanics . . . . . . . . . . . . . . . . . . . . . . . . 10
3.2 Relativistic mechanics . . . . . . . . . . . . . . . . . . . . . . 12
3.3 Motion in the de Sitter space . . . . . . . . . . . . . . . . . . 14
3.4 Nonlinear wave equation . . . . . . . . . . . . . . . . . . . . . 15
3.5 Lin–Reissner–Tsien equation . . . . . . . . . . . . . . . . . . . 15
3.6 Transonic three-dimensional gas motion . . . . . . . . . . . . 16
3.7 Short waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.8 Dirac equations . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4 Equations without Lagrangians 18
4.1 Formal Lagrangian . . . . . . . . . . . . . . . . . . . . . . . . 18
4.2 Maxwell-Dirac equations . . . . . . . . . . . . . . . . . . . . . 19
4.3 Conservation laws . . . . . . . . . . . . . . . . . . . . . . . . 20
4.4 General magma equation . . . . . . . . . . . . . . . . . . . . 21
5 Summary of thesis 21
6 Summary of papers 22
6.1 Paper 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
6.2 Paper 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
6.3 Paper 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
6.4 Paper 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
Bibliography 25
Paper 1 29
Paper 2 37
Paper 3 45
Paper 4 59
vii
Preface
This thesis consists of two parts. The first part is an introductory section
which gives the reader some necessary background on the subject matter.
The thesis is based upon 4 papers included in the second part.
1
in: J. A. Tenreiro Machado, M. F. Silva, R. S. Barbosa, L. B. Figueiredo
(Eds.), Proc. of the 2nd conference on "Nonlinear Science and Com-
plexity", July 28–31, 2008, Porto, Portugal, ISBN:978-972-8688-56-1.
• Self-adjointness and quasi-self-adjointness of an equation modelling melt
migration through the Earth’s mantle. Nonlocal conservation laws
R. Khamitova
Preprint in Archives of ALGA, 5, ALGA publ., BTH, Karlskrona, Swe-
den, pp. 143–159, 2008.
2
1 Introduction
1 Introduction
Conservation laws and symmetries have always been of considerable interest
in science. They are important in the formulation and investigation of many
mathematical models. They were used, e.g. for proving global existence
theorems [1]–[3], in problems of stability [4], [5], in elasticity for studying
cracks and dislocations [6], [7], in astrophysics [8]–[10], in designing new
radio antennas [11] and so on (see also [12]).
Let us look at the use of symmetries and conservation laws, e.g. in celes-
tial mechanics. In 1609, J. Kepler formulated two important laws known as
Kepler’s first and second laws. His first law states that the orbit of a planet
is an ellipse with the Sun as its focus. The second law says that if we join
the Sun and a planet by a straight line, the line will sweep out equal areas
at equal times.
What was important in these discoveries is that Kepler explained how the
planets moved. The next step, the explanation why they moved in such a
way, was given by I. Newton [13] in 1687. He formulated his law of gravity:
m1 m2
F =G , (1.1)
r2
where F is the force of gravity between two particles, G is a gravitational
constant, m1 and m2 are the masses of the particles and r is the distance
between them. At the beginning Newton tried to use a formula with r3
instead of r2 . However, he found out that it was not fruitful. When Newton
used the force of gravity (1.1) in his second law of motion, he obtained that
planets moved in ellipses. It proved to him that he was on the right track.
Thus, his way of discovery was by trial and error.
P.–S. Laplace showed that planets’ movement along ellipses followed from
the conservation law calculated by him, i.e. the conservation law for the
vector (see [14], Vol.1, Book II, Chap. III, Section 18):
x
A=v×M+μ , (1.2)
r
where v is the velocity of a planet, M = m(x×v) is the angular momentum,
m is the planet’s mass, x is a position-vector of the planet and r is the
magnitude of x. Laplace used the formal definition of a conservation law for
calculation of this conserved vector.
In 1983, N. H. Ibragimov [15] showed that it was possible to calculate
the vector (1.2) by using a certain symmetry of the Newton gravitational
field, a Lie-Bäcklund symmetry. This symmetry is more complicated than,
e.g. rotations, it depends not only on the position vector x but also on the
velocity v. Thus, the idea of symmetry and the corresponding conservation
law helps to explain the movement of planets in ellipses.
Kepler’s second law, the conservation of areas, follows from the conser-
vation of angular momentum. This was established [16] independently by
L. Euler and D. Bernoulli. The angular momentum corresponds to the
cental symmetry of Newton’s gravitational field.
3
2 Conservation laws
There are several ideas for constructing conservation laws. One of them is
to use the direct method, when a conservation law for a differential equation
is derived by using its definition. As mentioned earlier, Laplace was the first
one who used this idea in 1798.
Another idea, that certain conservation laws for differential equations
obtained from a variational principle could appear from their symmetries,
followed from the works of Jacobi, Klein and Noether. In 1884, Jacobi [17]
showed a connection between conserved quantities and symmetries of the
equations of a particle’s motion in classical mechanics. Similar result was
obtained by Klein [18] for the equations of the general relativity. Klein pre-
dicted that a connection between conservation laws and symmetries could be
found for any differential equation obtained from a variational principle. He
suggested to Emmy Noether to investigate the possibility. She showed [19]
in 1918 that the conservation laws were associated with invariance of varia-
tional integrals with respect to continuous transformation groups. Noether
obtained the sufficient condition for existence of conservation laws. How-
ever, there are no explicit expressions for resulting conservation laws in
Noether’s work. In 1921, following Noether’s oral remark, Bessel-Hagen
[20] applied Noether’s theorem with the so-called "divergence" condition to
the Maxwell equations and calculated their conservations laws.
In 1951, Hill wrote a remarkable review paper [21] where he discussed
Noether’s theorem and presented the explicit formula for conservation laws
in the case of a first-order Lagrangian. The formula is written in terms of
variations (see [21], Eq. (43)). In 1969, inspired by Hill’s article, Ibragimov
[22] proved the generalized version of Noether’s theorem. In this theorem
conservations laws are related to the invariance of the extremal values of
variational integrals. He derived the necessary and sufficient condition for
existence of conservation laws. He also presented the explicit expressions
for calculating conservation laws in the case of a Lagrangian of any order.
On the basis of these theorems many conservations laws for differential
equations having a Lagrangian were calculated (see collected examples in
[23]–[25]).
4
2 Conservation laws
change from 1 to n.
Definition 2.2. A vector C = (C 1 , C 2 , . . . , C n ) where
C i = C i (x, u, u(1) , . . .), i = 1, . . . , n,
is called a conserved vector for Eq. (2.4) if
div C = 0 (2.5)
on every solution of Eq. (2.4). We can also say that Eq. (2.5) is a conser-
vation law for Eq. (2.4).
A conservation law for a system of partial differential equations can be
defined similarly.
Instead of dealing with functions uα = uα (x) and their derivatives, which
are also functions of x, one can treat all variables, x, u and derivatives of u, as
independent variables, called differential variables. Variables with the same
set of subscripts will be symmetric, for example uij = uji and so on. Using
the idea of differential variables [26] one can reformulate the definition of
a conservation law by introducing the operator of total differentiation with
respect to xi :
∂ ∂ ∂ ∂
Di = + uα
i + uα
ij + · · · + uα
ij1 ...jk + ··· (2.6)
∂xi ∂uα ∂uαj ∂uα
j1 ...jk
where the usual convention of summation over repeated upper and lower
indices is used. Hence
div C (2.4) ≡ Di (C i )(2.4) = 0 (2.7)
5
where the notation (2.4) means that the relation holds on any solution
of Eq. (2.4). If one of the variables, for example x1 , is time t then the
component C 1 is called the density of the conservation law.
Remark 2.1. In practical calculations the conservation law (2.7) can be
rewritten to an equivalent form. If
1 + D2 (h2 ) + · · · + Dn (hn ).
C 1 (2.4) = C
where
2 = C 2 + Dt (h2 ),
C ..., n = C n + Dt (hn )
C
because Dt Di (hi ) = Di Dt (hi ).
I have used this in my calculations of conservation laws.
By employing differential variables one can also rewrite Eq. (2.2) in the
following form:
dC
≡ Dt (C)(2.1) = 0. (2.8)
dt (2.1)
Thus, conserved quantities and conserved vectors can be computed with
the help of Eq. (2.8) and Eq. (2.7), respectively (see, e.g. [27]–[31]).
6
2 Conservation laws
where
δ ∂ ∂ ∂
= − Di α + . . . + (−1)s Di1 Di2 . . . Dis α + . . . (2.13)
δuα ∂uα ∂ui ∂ui1 i2 ...is
is the variational derivative.
In my first two articles I discuss conservation laws for the Euler-Lagrange
equations.
Definition 2.3. A conservation law is called a trivial conservation law if
Di (C i ) ≡ 0
δL δL
or C i are smooth functions of δu α , Di δuα , . . . . Two conservation laws which
where
ϕ = (ϕ1 , ..., ϕn ), ψ = (ψ 1 , ..., ψ m ),
and
ϕ(x, u, 0) = x, ψ(x, u, a) = u.
The infinitesimal generator of the group G has the form
∂ ∂
X = ξ i (x, u) + η α (x, u) α , (2.14)
∂xi ∂u
where
∂ϕi (x, u, a) ∂ψ α (x, u, a)
ξ i (x, u) = , η α (x, u) = .
∂a a=0 ∂a a=0
7
Definition 2.4. A variational integral (2.10) is invariant under the group
G if
L(x̄, ū, ū(1) , . . . , ū(p) ) dx̄ = L(x, u, u(1) , . . . , u(p) ) dx.
V V
where W α = η α − ξ j uα
j.
Corollary. If for some one-parameter transformation group the invariance
condition (2.15) is not satisfied but the "divergence" condition
X(L) + LDi (ξ i ) = Di (B i ) (2.20)
holds, then the components of the corresponding conserved vector have the
form:
C i = N i (L) − B i , i = 1, 2, ..., n. (2.21)
8
3 A basis of conservation laws
η̄ α = W α = η α − ξ j uα
j, ζ̄iα = Di (η̄ α ) , ζ̄iα1 ...is = Di1 ...Dis (η̄ α ).
Some conservation laws can be obtained more readily by using the com-
mutativity of the generators X (or generators (2.14) with ξ 1 = const., ...,
ξ n = const. ) and Di .
Lemma 3.1. A canonical Lie–Bäcklund operator X and an operator of
total differentiation Di are commutative [15]:
XDi = Di X.
9
and this statement can be used for construction of a basis of conserved
vectors. The operators N1i and N2i in the diagram are given by (2.19) and
X, X1 , X2 by (2.14), the action adX is defined as follows:
[X, X1 ] = X2 .
Then the vectors X(C1 ) and C2 define equivalent conserved vectors, i.e.
X(C1 ) = C2 .
Remark 3.1. The theorem also holds when instead of the invariance con-
dition (2.15) of a variational integral we have the "divergence" condition
(2.20.)
The proof of the theorem is given in [39]. Later this theorem was formu-
lated in another form in [12]. Specific examples given in [37] were used by
Tsujishita [40] as applications in modern formal differential geometry.
Let us consider several examples.
p = mẋ,
the energy
1
E= m|ẋ|2
2
the angular momentum
M=p×x
and the vector
q = m(x − ẋt).
From the table of commutators, Table 3.1, it is easy to notice that only
X4 and one of generators Xμν can not be obtained by using adX. Thus,
employing Theorem 3.1 we can conclude the following:
A basis of conservation laws consists of two conservation laws defined by
the energy E and one of the components of the angular momentum M.
∂ ∂
Xμ4 = t + (μ = 1, 2, 3)
∂xμ ∂ ẋμ
and
∂ ∂ ∂ ∂
Xμν = xν μ
− xμ ν + ẋν μ − ẋμ ν (μ, ν = 1, 2, 3). (3.9)
∂x ∂x ∂ ẋ ∂ ẋ
Then
Xμ4 E = pμ , X24 M 1 = q 3 ,
X12 (M 1 ) = M 2 , X13 (M 1 ) = M 3 .
X34 M 2 = q 1 , X14 M 3 = q 2 .
11
Table 3.1: Table of commutators (Classical mechanics)
X1 0 0 0 0 −X2 0 −X3 0 0 0
X2 0 0 0 X1 −X3 0 0 0 0
X3 0 0 0 X2 X1 0 0 0
X4 0 0 0 0 X1 X2 X3
X14 0 0 0
X24 0 0
X34 0
x1 = x, x2 = y, x3 = z.
12
3 A basis of conservation laws
X4 0 0 0 0 X1 X2 X3
X34 0
Then we have
X34 (M02 ) = Q10 , X14 (M03 ) = Q20 ,
E0 can be obtained from Q0 with the help of the translation generators Xμ ,
13
i.e.
c2 Xμ (Qμ0 ) = E0
and the energy E0 transforms into the momentum p0 ,
μ
Xμ4 (E0 ) = p0 .
Remark 3.2. On the other hand it is also possible to choose any component
of the vector Q0 as a basis of conserved quantities.
x1 = x, x2 = y, x3 = z, x4 = ict
[Xμν , Xαβ ] = δμα Xνβ + δνβ Xμα − δμβ Xνα − δνα Xμβ .
14
3 A basis of conservation laws
Hence, for the equation of free motion of a particle in the de Sitter space,
we arrive at the following assertion:
A basis of conserved quantities with respect to the group G is defined by one
conserved quantity, e.g. any of the components of the angular momentum
MK = M0 /Φ2 .
Remark 3.3. In this case any conserved quantity, i.e the energy, or any
component of the linear momentum or any component of the vector QK
can also be chosen as a basis of the conserved quantities.
Dt (C 1 ) + Dx (C 2 ) + Dy (C 3 ) + Dz (C 4 ) = 0.
The basis of conserved vectors for the nonlinear wave equation also consists
of one conserved vector [37], [38].
Dt (C 1 ) + Dx (C 2 ) + Dy (C 3 ) = 0
where
1 2 1 3 1
C1 = ϕ − ϕ , C 2 = ϕ2t + ϕ2x ϕt , C 3 = −ϕt ϕy .
2 y 6 x 2
15
3.6 Transonic three-dimensional gas motion
The equation
−ux uxx − 2uxt + uyy + uzz = 0
of transonic gas motion has the Lagrangian
1 3 1 1
L= u + ux ut − u2y − u2z
6 x 2 2
and admits an infinite group transformations (the generators [44], [45], [39]
depends on arbitrary functions).
16
3 A basis of conservation laws
∂
∂
X3 = κ + y 2 dk κ − x(κ + κ) , (3.21)
∂x ∂ϕ
∂ ∂ ∂
X4 = λy , X5 = σ , X0 = y (3.22)
∂ϕ ∂ϕ ∂t
where μ, κ, λ, σ are arbitrary functions of t, the prime denotes differentiation
with respect to t, dk = d2 /dt2 + (k + 1)d/dt + k.
Although the constant k in Eq. (3.18) takes only the values 0 and 1 in
accordance with the physical content of the problem, it can be regarded as
an arbitrary parameter. For k = 2; 1/2 there is an extension of the group,
the following generators are added:
∂ ∂ ∂
X6 = 9a +{[3a −4(k+1)a]x−[3a −(k+1)a ]y 2 } +[6a −2(k+1)a]y
∂t ∂x ∂y
x2
+ −[3a +8(k+1)a]ϕ− [3a +(5−4k)a ]+[3a +(2−k)a −(k+1)a ]xy 2
2
y4 ∂
− [3aiv + 2(k + 1)a − (k 2 − k + 1)a − k(k + 1)a ] ·
6 ∂ϕ
The operator X0 does not satisfy the conditions of Noether’s theorem and
the generators X4 and X5 give only trivial conservation laws.
Among the commutation relations for X1 , X2 , X3 , X6 we can distinguish
ad X2 (X1 ) = −X2 < 9μ + 2(k + 1)μ >,
ad X3 (X1 ) = −X3 < 9κ + 4(k + 1)κ >, ad X6 (X1 ) = −X6 < 9a > .
Here the brackets < ... > mean that instead of the arbitrary function occur-
ring in the coordinates of the generator (or conserved vector) it is necessary
to substitute the expression in these brackets.
Therefore, the basis of the conservation laws
Dt (C 1 ) + Dx (C 2 ) + Dy (C 3 ) = 0
is determined by one vector corresponding to X1 , i.e. A1 with coordinates
A11 = η̄1 Eϕx + 9L, A21 = η̄1 E(ϕt − ϕ2x − 2xϕx ) − 4(k + 1)xL,
A31 = η̄1 Eϕy −2(k+1)yL, η̄1 = −8(k+1)ϕ−9ϕt +4(k+1)xϕx +2(k+1)yϕy .
1 k ∂ψ ∂ ψ
L= ψ γ + mψ − γ k − mψ ψ , k = 1, 2, 3, 4.
2 ∂x k ∂x k
17
Here the independent variables are
x1 = x, x2 = y, x3 = z, x4 = ict,
Dt (C 1 ) + Dx (C 2 ) + Dy (C 3 ) + Dz (C 4 ) = 0.
1 ∂ ψ k
k ∂ψ + δ k ,
Akl = γ ψ − ψγ k = 1, 2, 3, 4, l = 1, 2,
2 ∂x l ∂xl l
18
4 Equations without Lagrangians
δ(v β Fβ )
Fα∗ x, u, v, u(1) , v(1) , . . . , u(s) , v(s) ≡ = 0, α = 1, . . . , m, (4.2)
δuα
where v = (v 1 , . . . , v m ) are new dependent variables, v = v(x), and δ
δuα is
the variational derivative (2.13).
In the case of linear equations this definition is equivalent to the standard
one.
Remark 4.1. The variables v = (v 1 , . . . , v m ) were called in [50] nonlocal
variables in accordance with the general concept of nonlocal symmetries.
Therefore, conservation laws involving v were named nonlocal conservation
laws.
Using the new definition of the adjoint system, it can be shown that any
system of sth-order differential equations (4.1) considered together with
its adjoint equation (4.2) has a Lagrangian. Namely, the Euler-Lagrange
equations with the Lagrangian
L = v β Fβ x, u, u(1) , . . . , u(s) (4.3)
∂E
∇×B− − σe E = 0, (4.5)
∂t
∇ · E − ρe = 0,
∇ · B − ρm = 0,
where σm , σe = const. The system (4.5) has eight equations for eight de-
pendent variables: six coordinates of the electric and magnetic vector fields
E = (E 1 , E 2 , E 3 ) and B = (B 1 , B 2 , B 3 ), respectively, and two scalar quan-
tities ρe and ρm , the electric and magnetic monopole charge densities.
19
Using (4.3) we write the Lagrangian (4.3) for Eqs. (4.5) in the following
form [54] :
∂B
L=V· ∇×E+ + σ m B + R e ∇ · E − ρe
∂t
∂E
+W · ∇ × B − − σ e E + R m ∇ · B − ρm , (4.6)
∂t
where V, W, Re , Rm are adjoint variables. With this Lagrangian the
adjoint equations for the new dependent variables V, W, Re , Rm have the
form [55]
∂W
∇×V+ − σe W = 0,
∂t
∂V
∇×W− + σm V = 0, (4.7)
∂t
Re = 0, Rm = 0.
Dt (τ ) + div χ = 0, (4.9)
which holds on the solutions of Eqs (4.5) and (4.7). Here τ is the density
of the conservation law (4.9), χ = (χ1 , χ2 , χ3 ), and
20
5 Summary of thesis
models the migration of melt through the Earth’s mantle. It follows from
the equations
∂ 1 ∂u
uz = −ft , u = f n 1 + (4.11)
∂z f m ∂z
where u is the vertical barometric flux of melt, f is the volume fraction
of melt, z is a vertical space coordinate and t is time. All the variables
are dimensionless. Eqs. (4.11) were proposed by Scott and Stevenson [56].
They suggested that 2 ≤ n ≤ 5 or even bigger and supposed that 0 ≤ m ≤ 1.
Some authors discussed Eq. (4.10) for any values of n and m.
I denote f by u in order to make Eq. (4.10) compatible with the general
notation used above. It has the form
F ≡ ut + Dz un 1 − Dz u−m ut . = 0 (4.12)
The general magma equation does not have any Lagrangian and therefore
the formal Lagrangian is introduced. Using the Lagrangian and employing
infinitesimal symmetries of Eq. (4.10) nonlocal conservation laws are ob-
tained in my articles [57]– [59]. The central part of these articles is the
proof of the remarkable property of Eq. (4.12) to be quasi-self-adjoint for
any values of the parameters m and n. This property allows us to obtain
local conservation laws from nonlocal ones. They include the local conser-
vation laws obtained by the direct method by Barcilon and Richter [27] and
Harris [28] and later discussed in [36].
5 Summary of thesis
This thesis is a collection of four papers. I present the outline of each of them
below. My investigations in this thesis concern symmetries and conservation
laws. Two ideas are discussed throughout the text. The first one is about
constructing a basis of conservation laws (with respect to admitted group
G) obtained from Noether’s theorem (papers 1 and 2). It is proven that
there is a connection between a basis of conservation laws and the structure
of the Lie algebra of G.
The second idea is the contraction of conservation laws for differential
equations without Lagrangians (papers 3 and 4). Nonlocal conservation
laws are constructed for Dirac’s symmetrized Maxwell-Lorentz equations
with dual Ohm’s law and the equation modelling a melt migration through
the Earth’s mantle.
21
6 Summary of papers
6.1 Paper 1
Lie-Bäcklund groups allow us to reduce a number of independent conserved
quantities for differential equations and construct a basis of conservation
laws. This article is devoted to constructing a basis for some equations in
mechanics by the method described in [32]. The results are the following:
for the equation of free motion of a particle in classical mechanics a basis
(with respect to the admitted group G) of the set of 10 conserved quantities
consists of two conserved quantities, namely the energy and one of the
components of the angular momentum.
For the motion of a relativistic particle a basis of the set of 10 conserved
quantities is formed by one conserved quantity. In the case of the Minkowski
space it can be any component of the angular momentum M0 or any com-
ponent of the vector Q0 , in the case of the de Sitter space it can be any
of the conserved quantities, e.g. any component of the angular momentum
MK .
The nonlinear wave equation, describing string vibration immersed in
nonlinear media, has a set of 15 conserved vectors. The basis is defined by
one conserved vector.
The Lin-Reissner-Tsien equation for the non-steady-state potential gas
flow with transonic velocities possesses an infinite set of conservation laws.
The basis consists of one conservation law.
6.2 Paper 2
The derivation of conservation laws for invariant variational problems is
based on fundamental identity connecting Lie-Bäcklund, Euler-Lagrange
and Ibragimov’s operators. It is shown that this identity also makes it pos-
sible to establish a connection between a basis of conservation laws (with
respect to the group G admitted by the considered system of differential
equations) and the structure of the Lie algebra of G. This provides a jus-
tification for the basis construction scheme proposed by Ibragimov. The
theorem is applied to the short waves equation, to the transonic three-
dimensional gas motion equation and the Dirac equations. As a result a
basis of conservation laws for each equation is obtained.
6.3 Paper 3
Some differential equations have no Lagrangian. However using a general
theorem on conservation laws for arbitrary differential equations proven by
Ibragimov [50] it is possible to introduce a formal Lagrangian. We have de-
rived conservation laws for Dirac’s symmetrized Maxwell-Lorentz equations
under the assumption that both the electric and magnetic charges obey lin-
ear conductivity laws (dual Ohm’s law). The conserved quantities obtained
in the article involve solutions v and w of the adjoint equations. It may be
useful for applications to use an alternative representation of the conserved
22
6 Summary of papers
quantities in terms of the electric and magnetic vector fields E and B only.
It is shown that nonlocal conservation laws (see Remark 4.1) can be written
in two-solution or one-solution representations.
6.4 Paper 4
A general magma equation models a melt migration through the Earth’s
mantle. It is a nonlinear third-order differential equation which does not
have any Lagrangian. Therefore, the recent theorem on nonlocal conser-
vation laws [50] is applied to this equation. It is shown that the equa-
tion has a remarkable property: for any values of the parameters m and n
the general magma equation is quasi-self-adjoint in the terminology of [52].
The self-adjoint equations are also singled out. Nonlocal conservation laws
are obtained using the symmetries of the equation. By employing quasi-
self-adjointness of the equation it is shown that all local conservation laws
calculated by direct method are consequences of the nonlocal ones.
23
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[1] Lax, P. D. Shock waves and entropy, in Contributions to Nonlinear
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[3] DiPerna, R. J. Uniqueness of solutions to hyperbolic conservation laws,
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tion and Fracture, Cambridge Univ. Press, Cambridge, 1985.
[7] Knops, R. J. and Stuart, C. A. Quasiconvexity and uniqueness of equi-
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45
JOURNAL OF MATHEMATICAL PHYSICS 48, 053523 共2007兲
I. INTRODUCTION
In all areas of physics, conservation laws are essential since they allow us to draw conclusions
of a physical system under study in an efficient way.
Electrodynamics, in terms of the standard Maxwell electromagnetic equations for fields in
vacuum, exhibit a rich set of symmetries to which conserved quantities are associated. Recently,
there has been a renewed interest in the utilization of such quantities. Here we use a theorem of
Ibragimov 共2006兲 to derive conservation laws for Dirac’s symmetric version of the Maxwell-
Lorentz microscopic equations, allowing for magnetic charges and magnetic currents, where the
latter, just as electric currents, are assumed to be described by a linear relationship between the
field and the current, i.e., Ohm’s law. The method of Ibragimov 共2006兲 produces two new adjoint
vector fields which fulfil, Maxwell-like equations. In particular, we obtain conservation laws for
the symmetrized electromagnetic field which are nonlocal in time.
II. PRELIMINARIES
A. Notation
We will use the following notation 共see, e.g., Ibragimov, 1999兲. Let x = 共x1 , . . . , xn兲 be inde-
pendent variables and u = 共u1 , . . . , um兲 be dependent variables. The set of the first-order partial
derivatives u␣i = u␣ / xi will be denoted by u共1兲 = 兵u␣i 其, where ␣ = 1 , . . . , m and i , j , ¯ = 1 , . . . , n.
The symbol Di denotes the total differentiation with respect to the variable xi:
Di = + u␣i ␣ + u␣ij ␣ + u␣ijk ␣ + ¯ .
xi u u j u jk
We employ the usual convention of summation in repeated indices.
Recall that a necessary condition for extrema of a variational integral
a兲
Electronic mail: nib@bth.se
b兲
Also at LOIS Space Centre, School of Mathematics and Systems Engineering, Växjö University, SE-351 95 Växjö,
Sweden; electronic mail: bt@irfu.se
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053523-2 Ibragimov, Khamitova, and Thidé J. Math. Phys. 48, 053523 共2007兲
冕 V
L共x,u,u共1兲兲dx, 共1兲
with a Lagrangian L共x , u , u共1兲兲, depending on first-order derivatives, is given by the Euler-
Lagrange equations
␦L
⬅
L
␦u␣ u␣
− Di
L
u␣i
= 0, 冉 冊 ␣ = 1, . . . ,m. 共2兲
X = i共x,u兲 + ␣共x,u兲 ␣ 共3兲
xi u
of a continuous transformation group admitted by differential equations under consideration.
A vector field C = 共C1 , . . . , Cn兲 is said to be a conserved vector for the differential equations 共2兲
if the equation
Di共Ci兲 = 0 共4兲
holds for any solution of Eq. 共2兲.
If one of the independent variables is time, e.g., xn = t, then the conservation law is often
written in the form
dE
= 0,
dt
where
E= 冕 Rn−1
Cn共x,u共x兲,u共1兲共x兲兲dx1 ¯ dxn−1 . 共5兲
variables u = 共u1 , . . . , um兲, u = u共x兲 together with their derivatives up to an arbitrary order s. For our
purposes, we formulate the theorem in the case of systems of first-order differential equations.
Theorem 2.1: 共See Ibragimov, 2006, Theorem 3.5兲. Let an operator 共3兲 be a symmetry of a
system of first-order partial differential equations,
冋
Ci = v iF + 共␣ − ju␣j 兲
F
u␣i
册
, i = 1, . . . ,n 共8兲
furnish a conserved vector C = 共C1 , . . . , Cn兲 for the equations 共7兲 considered together with the
adjoint system
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053523-3 Conservation laws for the Maxwell-Dirac equations J. Math. Phys. 48, 053523 共2007兲
␦L
F␣* 共x,u, v,u共1兲, v共1兲兲 ⬅ = 0, ␣ = 1, . . . ,m, 共9兲
␦u␣
where
␦
= − Di ␣ , ␣ = 1, . . . ,m,
␦u␣ u␣ ui
and v = 共v1 , . . . , vm兲 are new dependent variables, i.e., v = v共x兲.
Remark 2.1: The simultaneous system of Eqs. 共7兲 and 共9兲 with 2m dependent variables u
= 共u1 , . . . , um兲, v = 共v1 , . . . , vm兲 can be obtained as the Euler-Lagrange equations 共2兲 with the La-
grangian
␦L
= F␣共x,u,u共1兲兲, 共11兲
␦v␣
␦L
= F␣* 共x,u, v,u共1兲, v共1兲兲. 共12兲
␦u␣
Remark 2.2: The conserved quantities 共8兲 can be written in terms of the Lagrangian 共10兲 as
follows:
L
Ci = Li + 共␣ − ju␣j 兲 . 共13兲
u␣i
Remark 2.3: If Eqs. 共7兲 have r symmetries X1 , . . . , Xr of the form 共3兲,
X = i 共x,u兲 + ␣共x,u兲 ␣ , = 1, . . . ,r,
xi u
then Eqs. 共8兲 provide r conserved vectors C1 , . . . , Cr with the components
L
Ci = Li + 共␣ − j u␣j 兲 , = 1, . . . ,r, i = 1, . . . ,n.
u␣i
B
⫻E+ + 0jm = 0, 共14a兲
t
1 E
⫻B− − 0je = 0, 共14b兲
c2 t
· E − 0c2e = 0, 共14c兲
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053523-4 Ibragimov, Khamitova, and Thidé J. Math. Phys. 48, 053523 共2007兲
· B − 0m = 0, 共14d兲
together with dual Ohm’s law
0
t̃ = ct, B̃ = cB, ˜e = c0e, ˜m = m ,
c
B
⫻E+ + mB = 0,
t
E
⫻B− − eE = 0,
t
· E − e = 0,
· B − m = 0. 共17兲
The system 共17兲 has eight equations for eight dependent variables: six coordinates of the electric
and magnetic vector fields E = 共E1 , E2 , E3兲 and B = 共B1 , B2 , B3兲, respectively, and two scalar quan-
tities, viz., the electric and magnetic monopole charge densities e and m.
Using the method of Ibragimov 共2006兲 we write the Lagrangian 共10兲 for Eqs. 共17兲 in the
following form:
冉
L=V· ⫻E+
B
t
冊
+ mB + Re共 · E − e兲 + W · ⫻ B −冉E
t
冊
− eE + Rm共 · B − m兲,
共18兲
where V , W , Re , Rm are adjoint variables 共we note in passing that V is a pseudovector and Rm a
pseudoscalar兲. With this Lagrangian we have
␦L B ␦L
=⫻E+ + mB, = · E − e ,
␦V t ␦Re
␦L E ␦L
=⫻B− − eE, = · B − m , 共19兲
␦W t ␦Rm
and
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053523-5 Conservation laws for the Maxwell-Dirac equations J. Math. Phys. 48, 053523 共2007兲
␦L W ␦L
=⫻V+ − eW − Re, = − Re ,
␦E t ␦e
␦L V ␦L
=⫻W− + mV − Rm, = − Rm . 共20兲
␦B t ␦m
It follows from Eqs. 共19兲 and 共20兲 that the Euler-Lagrange equations 共2兲 for the Lagrangian 共18兲
provide the electromagnetic equations 共17兲 and the following adjoint equations for the new de-
pendent variables V , W , Re , Rm:
W
⫻V+ − eW = 0,
t
V
⫻W− + mV = 0,
t
Re = 0, Rm = 0. 共21兲
1 2 3
Remark 3.1: Let the spatial coordinates x , x , x be x , y , z. For computing the variational
derivatives ␦L / ␦E and ␦L / ␦B in Eqs. 共20兲, it is convenient to use the coordinate representation of
the Lagrangian 共18兲, namely,
L = V1共E3y − Ez2 + B1t + mB1兲 + V2共Ez1 − E3x + B2t + mB2兲 + V3共E2x − E1y + B3t + mB3兲 + Re共E1x + E2y
+ Ez3 − e兲 + W1共B3y − Bz2 − E1t − eE1兲 + W2共Bz1 − B3x − E2t − eE2兲 + W3共B2x − B1y − E3t − eE3兲
+ Rm共B1x + B2y + Bz3 − m兲. 共22兲
B. Symmetries
Equations 共17兲 are invariant under the translations of time t and the position vector x
= 共x , y , z兲 as well as the simultaneous rotations of the vectors x, E, and B due to the vector
formulation of Eqs. 共17兲. These geometric transformations provide the following seven infinitesi-
mal symmetries:
X0 = , X1 = , X2 = , X3 = ,
t x y z
X12 = y − x + E2 1 − E1 2 + B2 1 − B1 2 ,
x y E E B B
X13 = z − x + E3 1 − E1 3 + B3 1 − B1 3 ,
x z E E B B
X23 = z − y + E3 2 − E2 3 + B3 2 − B2 3 . 共23兲
y z E E B B
The infinitesimal symmetries for the adjoint system 共21兲 are obtained from Eq. 共23兲 by replacing
the vectors E and B by V and W, respectively. Moreover, since Eqs. 共17兲 are homogeneous, they
admit simultaneous dilations of all dependent variables with the generator
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053523-6 Ibragimov, Khamitova, and Thidé J. Math. Phys. 48, 053523 共2007兲
T=E· +B· + e + m , 共24兲
E B e m
where
3 3
E· = 兺 Ei , B· = 兺 Bi .
E i=1 Ei B i=1 Bi
Recall that the Maxwell equations in vacuum admit also the one-parameter group of
Heaviside-Larmor-Rainich duality transformations
冉 冊
3
X=E· −B· ⬅ 兺 Ei i − Bi i .
B E i=1 B E
X=E· −B· + e − m . 共26兲
B E m e
The prolongation of the operator 共26兲 is written
X=E· −B· + e − m + Et · − Bt · + Ex · − Bx · + Ey ·
B E m e Bt Et Bx Ex B y
− By · + Ez · − Bz · . 共27兲
E y Bz Ez
Reckoning shows that the operator 共27兲 acts on the left-hand sides of Eqs. 共17兲 as follows:
X共 · B − m兲 = · E − e .
It follows that the operator 共26兲 is admitted by Eqs. 共17兲 only in the case
m = e . 共28兲
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053523-7 Conservation laws for the Maxwell-Dirac equations J. Math. Phys. 48, 053523 共2007兲
L L
=E· −B· = E · V + B · W.
Bt Et
Thus,
= E · V + B · W. 共30兲
The pseudovector is obtained likewise. For example, using the Lagrangian in the form 共22兲, we
have
L L
1 = E · −B· = E 2W 3 − E 3W 2 − B 2V 3 + B 3V 2 .
Bx Ex
The other coordinates of are computed likewise, and the final result is
= 共E ⫻ W兲 − 共B ⫻ V兲. 共31兲
One can readily verify that Eqs. 共30兲 and 共31兲 provide a conservation law for Eqs. 共17兲 considered
together with the adjoint equations 共21兲. Indeed, using the well-known formula · 共a ⫻ b兲
= b · 共 ⫻ a兲 − a · 共 ⫻ b兲 and Eqs. 共17兲 and 共21兲, we obtain
· = · 共E ⫻ W兲 − 共 · B ⫻ V兲 = W · 共 ⫻ E兲 − E · 共 ⫻ W兲 − V · 共 ⫻ B兲 + B · 共 ⫻ V兲.
Whence,
V 1 = e t, V2 = V3 = 0, W 1 = e t, W2 = W3 = 0.
Then Eqs. 共30兲 and 共31兲 yield
= 共E1 + B1兲et ,
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053523-8 Ibragimov, Khamitova, and Thidé J. Math. Phys. 48, 053523 共2007兲
1 1
X= E· − cB · + ce − m .
c B E m c e
Applying similar calculations to the generator 共24兲 of the dilation group provides the conser-
vation law with
= B · V − E · W, = 共E ⫻ V兲 + 共B ⫻ W兲. 共32兲
This conservation law is valid for arbitrary m and e. Indeed,
· = · 共E ⫻ V兲 + · 共B ⫻ W兲 = V · 共 ⫻ E兲 − E · 共 ⫻ V兲 + W · 共 ⫻ B兲 − B · 共 ⫻ W兲.
Hence, Dt共兲 + div = 0.
Let us find the conservation law provided by the symmetry X0 = / t from Eq. 共23兲. Formula
共8兲 yields
L L
= L − Et · − Bt · = L + Et · W − Bt · V.
Et Bt
Since the Lagrangian L given by Eq. 共18兲 vanishes on the solutions of Eqs. 共17兲, we can take
= Et · W − Bt · V 共33兲
or
L L
1 = − Et · − Bt · .
Ex Bx
Using the Lagrangian in the form 共22兲, we have
V 1 = e mt, V2 = V3 = 0, W 1 = e et, W2 = W3 = 0.
Then Eqs. 共34兲 and 共35兲 yield
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053523-9 Conservation laws for the Maxwell-Dirac equations J. Math. Phys. 48, 053523 共2007兲
L L
= − Ex · − Bx · = Ex · W − Bx · V.
Et Bt
For the pseudovector the formula 共8兲 yields
L L
1 = L − Ex · − Bx · .
Ex Bx
Using the Lagrangian in the form 共22兲, we have
= Ey · W − By · V, = 共V ⫻ Ey兲 + 共W ⫻ By兲
and
= Ez · W − Bz · V, = 共V ⫻ Ez兲 + 共W ⫻ Bz兲.
Applying formula 共8兲 to the symmetry X12 and to the Lagrangian 共22兲, we obtain the following
density of the conservation law:
L L L L L L
= E2 − E1 + 共xEy − yEx兲 · + B2 − B1 + 共xBy − yBx兲 · = W 2E 1 − W 1E 2
E1t E2t Et B1t B2t Bt
+ 共yEx − xEy兲 · W − 共V2B1 − V1B2兲 − 共yBx − xBy兲 · V.
The densities of the conservation laws for X13 and X23 are
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053523-10 Ibragimov, Khamitova, and Thidé J. Math. Phys. 48, 053523 共2007兲
1 = − V3E1 − y共E2x V3 − E3x V2兲 + x共E2y V3 − E3y V2兲 − W3B1 − y共B2x W3 − B3x W2兲 + x共B2y W3 − B3y W2兲,
2 = − V3E2 + y共E1x V3 − E3x V1兲 − x共E1y V3 − E3y V1兲 − W3B2 + y共B1x W3 − B3x W1兲 − x共B1y W3 − B3y W1兲,
3 = V1E1 + V2E2 − y共E1x V2 − E2x V1兲 + x共E1y V2 − E2y V1兲 + W1B1 + W2B2 − y共B1x W2 − B2x W1兲 + x共B1y W2
− B2y W1兲.
The pseudovector for the operator X13 has the following form:
1 = V2E1 − z共E2x V3 − E3x V2兲 + x共Ez2V3 − Ez3V2兲 + W2B1 − z共B2x W3 − B3x W2兲 + x共Bz2W3 − Bz3W2兲,
2 = − V1E1 − V3E3 + z共E1x V3 − E3x V1兲 − x共Ez1V3 − Ez3V1兲 − W1B1 − W3B3 + z共B1x W3 − B3x W1兲
− x共Bz1W3 − Bz3W1兲,
3 = V2E3 − z共E1x V2 − E2x V1兲 + x共Ez1V2 − Ez2V1兲 + W2B3 − z共B1x W2 − B2x W1兲 + x共Bz1W2 − Bz2W1兲.
The operator X23 provides the following pseudovector :
1 = V2E2 + V3E3 − z共E2y V3 − E3y V2兲 + y共Ez2V3 − Ez3V2兲 + W2B2 + W3B3 − z共B2y W3 − B3y W2兲 + y共Bz2W3
− Bz3W2兲,
2 = − V1E2 + z共E1y V3 − E3y V1兲 − y共Ez1V3 − Ez3V1兲 − W1B2 + z共B1y W3 − B3y W1兲 − y共Bz1W3 − Bz3W1兲,
3 = − V1E3 − z共E1y V2 − E2y V1兲 + y共Ez1V2 − Ez2V1兲 − W1B3 − z共B1y W2 − B2y W1兲 + y共Bz1W2 − Bz2W1兲.
B. Two-solution representation of conservation laws
The conserved quantities obtained in Sec. IV A involve solutions V , W of the adjoint equa-
tions 共21兲. It may be useful for applications to give an alternative representation of the conserved
quantities in terms of the electric and magnetic vector fields E , B only.
We suggest here one possibility based on the observation that one can satisfy the adjoint
system 共21兲 by letting
W E共x,s兲 s
⫻V+ − eW = ⫻ B共x,s兲 + − eE共x,s兲,
t s t
V B共x,s兲 s
⫻W− + mV = ⫻ E共x,s兲 − + mB共x,s兲,
t s t
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053523-11 Conservation laws for the Maxwell-Dirac equations J. Math. Phys. 48, 053523 共2007兲
Re = · E共x,s兲 − e共x,s兲,
B共x,s兲
⫻ E共x,s兲 + + mB共x,s兲 = 0,
s
E共x,s兲
· B共x,s兲 − − eE共x,s兲 = 0,
s
· E共x,s兲 − e共x,s兲 = 0,
ACKNOWLEDGMENT
One of the authors 共B.T.兲 gratefully acknowledges the financial support from the Swedish
Governmental Agency for Innovation Systems 共VINNOVA兲.
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N. H. Ibragimov, J. Math. Anal. Appl. 333, 311–320 共2007兲.
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N. H. Ibragimov, Elementary Lie Group Analysis and Ordinary Differential Equations, 2nd ed. 共Wiley, Chichester,
1999兲.
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P. A. M. Dirac, Proc. R. Soc. London, Ser. A 133, 60 共1931兲.
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J. Schwinger, Science 165, 757 共1969兲.
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B. Thidé, Electromagnetic Field Theory 共Upsilon Books, Uppsala, Sweden, 2006兲; http://www.plasma.uu.se/CED/Book
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N. Meyer-Vernet, Am. J. Phys. 50, 846 共1982兲.
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P. Olesen, Phys. Lett. B 366, 117 共1996兲.
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Paper IV
59
ARTICLE IN PRESS
Commun Nonlinear Sci Numer Simulat xxx (2008) xxx–xxx
a r t i c l e i n f o a b s t r a c t
Article history: In this paper the general magma equation modelling a melt flow in the Earth’s mantle is
Received 22 August 2008 discussed. Applying the new theorem on nonlocal conservation laws [Ibragimov NH. A
Accepted 22 August 2008 new conservation theorem. J Math Anal Appl 2007;333(1):311–28] and using the sym-
Available online xxxx
metries of the model equation nonlocal conservation laws are computed. In accordance
with Ibragimov [Ibragimov NH. Quasi-self-adjoint differential equations. Preprint in
PACS: Archives of ALGA, vol. 4, BTH, Karlskrona, Sweden: Alga Publications; 2007. p. 55–60,
02.30.Jr
ISSN: 1652-4934] it is shown that the general magma equation is quasi-self-adjoint for
02.20.Sv
arbitrary m and n and self-adjoint for n = m. These important properties are used for
Keywords: deriving local conservation laws.
Magma equation Ó 2008 Elsevier B.V. All rights reserved.
Self-adjointness
Quasi-self-adjointness
Nonlocal conservation laws
1. Introduction
The equation
of o o 1 of
þ fn 1 ¼0 ð1Þ
ot oz oz f m ot
models the migration of melt through the Earth’s mantle. In [3] it is called the general magma equation. It follows from the
equations
o 1 ou
uz ¼ ft ; u ¼ fn 1 þ ; ð2Þ
oz f m oz
where u is the vertical barometric flux of melt, f is the volume fraction of melt, z is a vertical space coordinate and t is time.
All the variables are dimensionless. Eqs. (2) were proposed by Scott and Stevenson [4]. They suggested that according to Dul-
lien [5] 2 6 n 6 5 or even bigger and supposed that 0 6 m 6 1. Some authors discussed Eq. (1) for any values of n and m.
The general magma equation does not have any Lagrangian and therefore it is impossible to apply Noether’s theorem for
calculating conservation laws. However, according to Atherton and Homsy [6] and Ibragimov [1], it is possible to introduce a
formal Lagrangian if any given system of equations is taken into consideration together with the adjoint system. In his recent
paper [1], Ibragimov has proved that the adjoint system inherits symmetries of the given system and has suggested a new
theorem on nonlocal conservation laws. The nonlocal conserved vectors presented in my article are obtained by applying this
new theorem to the infinitesimal symmetries of Eq. (1). Preliminary results were published in the preprint [7] and in the
proceedings of the 2nd conference on ‘‘Nonlinear Science and Complexity” [8].
1007-5704/$ - see front matter Ó 2008 Elsevier B.V. All rights reserved.
doi:10.1016/j.cnsns.2008.08.009
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I denote f by u in order to make Eq. (1) compatible with the usual notation in the Lie group analysis. Using the notation of
differential algebra it is rewritten as follows:
F ut þ Dz fun ½1 Dz ðum ut Þg ¼ 0 ð3Þ
where
o o o o
Dz ¼ þ uz þ uzj þ uzjk þ
oz ou ouj oujk
is the operator of total differentiation with respect to z. Here the usual convention of summation over repeated indices is
used. Correspondingly, Dt is the operator of total differentiation with respect to t.
The local conservation laws for Eq. (3),
½Dt ðC 1 Þ þ Dz ðC 2 Þð3Þ ¼ 0;
were obtained by Barcilon and Richter [9] and Harris [10] using the direct method of calculating components of conserved
vectors. These conservation laws were also discussed in [11]. It is shown that the local conserved vectors of the form
F ut unm utzz þ ð2m nÞunm1 uz utz þ munm1 ut uzz þ mðn m 1Þunm2 ut u2z þ nun1 uz ¼ 0: ð5Þ
The adjoint equation F* = 0 is defined according to [1]
d
F ðvFÞ ¼ 0 ð6Þ
du
where v = v(t, z) is a new dependent variable and
d o o o o
¼ Di þ Di Dj Di Dj Dk þ
du ou oui ouij ouijk
is the variational derivative, D1 = Dt and D2 = Dz, i,j,k = 1,2. Eqs. (5) and (6) yield
F vt þ vtzz unm þ nvtz unm1 uz þ nvzz unm1 ut þ nvz ½2unm1 utz þ ðn m 1Þunm2 ut uz un1 ¼ 0: ð7Þ
Letting v = u in Eq. (7) and comparing it with Eq. (5) we obtain that F = F = 0 if m = n. We have proved the following:
*
Proposition 2.1. Eq. (5) is self-adjoint if m = n, i.e. when it has the following form:
F ut u2n utzz 3nu2n1 uz utz nu2n1 ut uzz nð2n 1Þu2n2 ut u2z þ nun1 uz ¼ 0: ð8Þ
According to Ibragimov [2] an equation is quasi-self-adjoint if there exists a function h(u) such that F* = k(u)F upon the
substitution v = h(u).
Proposition 3.1. Eq. (5) is quasi-self-adjoint for arbitrary m and n.
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0
Comparing with Eq. (5) we obtain k(u) = h and
00 0 0 00 0 0
2uh þ 3nh ¼ ð2m nÞh ; uh þ nh ¼ mh ; ð10Þ
2 000 00 0 0
u h þ 2nuh þ nðn m 1Þh ¼ mðn m 1Þh : ð11Þ
Eqs. (10) reduce to one equation, namely:
00 0
uh þ ðn þ mÞh ¼ 0:
The latter equation has two solutions:
C1
h¼ þ C2; when n þ m–1
ðn þ m 1Þunþm1
and
h ¼ C 1 ln juj þ C 2 ; when n þ m ¼ 1;
C1 and C2 are arbitrary constants. These functions also satisfy Eq. (11). Thus Eq. (5) is quasi-self-adjoint. We can choose
Dt ðC 1 Þ þ Dz ðC 2 Þ ¼ 0 ð15Þ
on any solution of Eqs. (5) and (7). Eq. (5) has a local conservation law if (15) is satisfied on any solution of the equation in
question. We will not take into consideration trivial conservation laws.1 Conservation laws are regarded as equivalent if they
differ only by a trivial conservation law.
The conserved vector corresponding to an operator
o o o
X ¼ n1 ðt; z; uÞ þ n2 ðt; z; uÞ þ gðt; z; uÞ ;
ot oz ou
admitted by Eq. (5), is obtained by the formula [1]
oL oL oL oL oL oL
C i ¼ ni L þ W Dj þ Dj Dk þ Dj ðWÞ Dk þ Dj Dk ðWÞ ; ð16Þ
oui ouij ouijk ouij ouijk ouijk
where
W ¼ g ni ui ;
i,j,k = 1, 2. Since the Lagrangian L is equal to zero on solutions of the equation F = 0 we can calculate Ci without the term ni L.
Furthermore, we can rewrite the density
oL oL oL oL oL oL
C1 ¼ W Dz þ D2z þ Dz ðWÞ Dz þ D2z ðWÞ
out outz outzz outz outzz outzz
1
A conservation law is trivial if Dt(C1) + Dz(C2) 0 or C1 and C2 are smooth functions of F, F*, Di(F), Di(F*),. . .
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Hence we obtain
oL oL oL
C1 ¼ W þ Dz ðWÞ 2 3Dz ; ð17Þ
out outz outzz
Using the fact that the Lagrangian (14) is symmetrical with respect to the mixed derivatives and adding the expression (19)
we can simplify C2 and obtain the following:
oL oL oL oL oL oL
C2 ¼ W 2Dt Dz þ 3Dt Dz þ Dz ðWÞ þ 3Dt Dz ðWÞ : ð20Þ
ouz outz ouzz outzz ouzz outzz
Invoking (14) we get the final expressions for the components of a nonlocal conserved vector from (18) and (20):
C 1 ¼ vfW½1 þ munm1 uzz þ mðn m 1Þunm2 u2z þ ð2m nÞunm1 uz Dz ðWÞg þ Dz ðWÞDz ðvunm Þ ð21Þ
and
C 2 ¼ Wfv ð2m nÞunm1 utz þ 2mðn m 1Þunm2 ut uz þ nun1 ð2m nÞDt ðvunm1 uz Þ mDz ðvunm1 ut Þ
Dt Dz ðvunm Þg þ mvunm1 ut Dz ðWÞ vunm Dt Dz ðWÞ: ð22Þ
Thus Eqs. (21) and (22) define components of a nonlocal conservation law for the system of Eqs. (5), (7) corresponding to any
operator X admitted by Eq. (5).
Here I present the conservation laws obtained in this article. Their computation is given in Sections 6–8.
The symmetries of Eq. (5) for n – 0 provide the following nonlocal conserved vectors:
Translation of time:
C 1 ¼ vz un ;
C 2 ¼ vt ðmunm1 ut uz unm utz þ un Þ þ nvz unm1 u2t þ vtz unm ut ;
Translation of the space coordinate z:
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Dilations:
1 n 2m 2 1
C ¼ u uz þ u1n ;
2 1n ð27Þ
C 2 ¼ u2 ut uz u1 utz þ n ln u:
Case (iv) n = 1, m = 1:
1
C 1 ¼ u2 u2z þ ln u;
2
C 2 ¼ u2 ut uz u1 utz þ ln u:
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e 3 ¼ mz o þ 2u o
Dilations with the operator X oz ou
The equation is quasi-self-adjoint.
C 1 ¼ vfut ½1 þ munm1 uzz þ mðn m 1Þunm2 u2z þ ð2m nÞunm1 uz utz g utz Dz ðvunm Þ:
It follows from Eq. (5), F = 0, that
ut þ ð2m nÞunm1 uz utz þ munm1 ut uzz þ mðn m 1Þunm2 ut u2z ¼ unm utzz nun1 uz ð28Þ
which gives
Hence
C 1 ¼ vz un : ð29Þ
nm n nm
Using (22) and adding the term Dt[v(u utz + u )] corresponding to Dz[v(u utz + u )] we compute the component C2:
n
2
C ¼ ut fv½ð2m nÞunm1 utz þ 2mðn m 1Þunm2 ut uz þ nun1 ð2m nÞDt ðvunm1 uz Þ mDz ðvunm1 ut Þ
Dt Dz ðvunm Þg mvunm1 ut utz þ vunm uttz þ Dt ½vðunm utz þ un Þ: ð30Þ
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v½ð2m nÞunm1 utz þ 2mðn m 1Þunm2 ut uz þ nun1 ð2m nÞDt ðvunm1 uz Þ mDz ðvunm1 ut Þ Dt Dz ðvunm Þ
is equal to
Dt ðC 1 Þ þ Dz ðC 2 Þ ¼ vt F þ ut F
which equals to zero on solutions of Eqs. (5) and (7).
Local conservation laws:
Eq. (5) is self-adjoint when n = m. Substitution of v = u in (32) yields
1
C 1 ¼ uz un ¼ Dz unþ1 ; if n– 1;
nþ1
C 1 ¼ uz u1 ¼ Dz ðln uÞ; if n ¼ 1:
In the case of quasi-self-adjointness of the equation F = 0, when n + m – 1 and v = u1nm the component C1 has the following
form:
1 n m 1m
C 1 ¼ ð1 n mÞum uz ¼ Dz u ; if m–1;
1m
1 1
C ¼ nu uz ¼ Dz ðn ln uÞ; if m ¼ 1; n–0:
For the second case of quasi-self-adjointness, when n + m = 1 and v = ln u, we have
1 n
C 1 ¼ un1 uz ¼ Dz u ; if n–0;
n
C ¼ u1 uz ¼ Dz ðln uÞ;
1
if m ¼ 1; n ¼ 0:
Thus for arbitrary m and n only trivial local conservation laws correspond to the operator X1.
C 1 ¼ vfuz ½1 þ munm1 uzz þ mðn m 1Þunm2 u2z þ ð2m nÞunm1 uz uzz g uzz Dz ðvunm Þ
or
C 2 ¼ uz fv½ð2m nÞunm1 utz þ 2mðn m 1Þunm2 ut uz þ nun1 ð2m nÞDt ðvunm1 uz Þ mDz ðvunm1 ut Þ
Dt Dz ðvunm Þg mvunm1 ut uzz þ vunm utzz þ Dt ½vðu þ munm1 u2z Þ:
or
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Thus Eqs. (32) and (33) define a nonlocal conservation law corresponding to the translation of the coordinate z. Indeed, cal-
culations give that
Dt ðC 1 Þ þ Dz ðC 2 Þ ¼ vz F þ uz F ;
which equals to zero on solutions of Eqs. (5) and (7).
Local conservation laws:
Self-adjointness of Eq. (5). Substitution of v = u and n = m in (29) gives
1 2
C 1 ¼ ½u þ mu2m1 u2z u2m uzz uz ¼ Dz ðu u2m u2z Þ :
2
Quasi-self-adjointness of Eq. (5): When n + m – 1 and v = u1nm the component C1 has the following form:
6.3. Dilations
W ¼ 2u ð2 n mÞtut ðn mÞzuz :
C 1 ¼ vf½2u ð2 n mÞtut ðn mÞzuz ½1 þ munm1 uzz þ mðn m 1Þunm2 u2z þ ð2m nÞunm1 uz Dz ½2u
ð2 n mÞtut ðn mÞzuz g þ ½vz unm þ ðn mÞvunm1 uz ÞDz ½2u ð2 n mÞtut ðn mÞzuz :
Collecting first all terms containing tut and invoking (28) we obtain:
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C 2 ¼ Wfv½ð2m nÞunm1 utz þ 2mðn m 1Þunm2 ut uz þ nun1 ð2m nÞDt ðvunm1 uz Þ mDz ðvunm1 ut Þ
Dt Dz ðvunm Þg þ mvunm1 ut Dz ðWÞ vunm Dt Dz ðWÞ þ Dt fv½2munm uz ðn mÞzðu þ munm1 u2z Þ
þ ð2 n mÞtðun unm utz Þg:
Collecting together all the terms containing t again, we get:
C 21 ¼ ð2 n mÞfvun þ t½vt ðun þ munm1 ut uz unm utz Þ þ nvz unm1 u2t þ vtz unm ut g:
The remaining terms in C2 will give:
C 22 ¼ v½2nun ð2 þ n mÞunm utz þ mð2 þ n mÞunm1 ut uz ðn mÞzuvt ½2u ðn mÞzuz ðnvz unm1 ut þ vtz unm Þ
ð36Þ
and the term (n m)zvF, which we can ignore. Thus
C 2 ¼ C 21 þ C 22 ¼ ð2 þ n mÞv½un unm utz þ munm1 ut uz þ vt ½ð2 n mÞtðun þ munm1 ut uz unm utz Þ ðn mÞzu
þ nvz ½ð2 n mÞtunm1 u2t 2unm ut þ ðn mÞzunm1 ut uz þ vtz ½ð2 n mÞtunm ut 2unmþ1
þ ðn mÞzunm uz : ð37Þ
Thus Eqs. (35) and (37) define the components of a nonlocal conserved vector corresponding to the operator X3.
Local conservation laws
Remark. The adjoint Eq. (7) has a solution v = const. If we choose v ¼ 2þnm
1
we immediately obtain from (35), (37) the local
conserved vector with the components (4),
e 1 ¼ u;
C e 2 ¼ munm1 ut uz unm utz þ un :
C
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and
h m i
C 2 ¼ 2 mu2m ut uz u12m utz u1m ð43Þ
1m
(which also holds for m = 2). Indeed, Dt(C1) + Dz(C2) = 2uF which is equal to zero on solutions of the equation F = 0.
For n = 1 and m = 1 we have the density from (41)
C 2 ¼ ut ½2tðu1 þ u3 ut uz u2 utz Þ þ 2zu uz ½2tu3 u2t 2u2 ut 2zu3 ut uz þ utz ½2tu2 ut 2u1 2zu2 uz
þ Dt ½zðu2 þ u2 u2z Þ þ Dt ð2t ln uÞ
whence
C 2 ¼ 2 u2 ut uz u1 utz ln u : ð45Þ
Thus for n = 1 and m = 1 the conserved vector has the components (44) and (45).
C 1 ¼ ð1 n mÞunm uz ½ðn mÞzðu þ munm1 u2z unm uzz Þ þ ð2 n mÞðunm uz tun Þ þ ð2 þ n mÞu2nm
whence
1 1
C1 ¼ ð1 n mÞð4 n 3mÞu2m u2z þ ð2 þ n mÞu2nm Dz ðn mÞð1 n mÞzu2m u2z
2 2
þ ðn mÞð1 n mÞzu1nm uz ð1 n mÞð2 n mÞtum uz : ð46Þ
Transformation of two last terms gives the following result:
8 h i
ðnmÞð1nmÞ
> zu2nm
> Dz
>
> 2nm
>
>
>
< ðnmÞð1nmÞ u2nm ;
2nm
ðn mÞð1 n mÞzu1nm uz ¼ if n þ m–2;
>
>
>
>
>
> Dz ½2ð1 mÞz ln uÞ þ 2ð1 mÞ ln u
>
:
if n þ m ¼ 2;
( h i
m Dz ð1nmÞð2nmÞ tu1m ; if m–1;
ð1 n mÞð2 n mÞtu uz ¼ 1m
for n + m = 2, m – 1
and for n – 1, m = 1
hn i
Dz ðn 1Þzu2 u2z þ Dz ½nzu1n þ Dz ½nð1 nÞt ln u: ð49Þ
2
Case (i) n + m – 2, m – 1.
C1 has the form:
1 ðn mÞð1 n mÞ 2nm
C1 ¼ ð1 n mÞð4 n 3mÞu2m u2z þ ð2 þ n mÞu2nm u
2 2nm
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or
1 1
C 1 ¼ ð4 n 3mÞ ð1 n mÞu2m u2z þ u2nm : ð50Þ
2 2nm
Using (37) and (48) we compute the component C2:
C 2 ¼ ð2 þ n mÞu1nm ½un unm utz þ munm1 ut uz þ ð1 n mÞunm ut ½ð2 n mÞtðun þ munm1 ut uz unm utz Þ
ðn mÞzu þ nð1 n mÞunm uz ½ð2 n mÞtunm1 u2t 2unm ut þ ðn mÞzunm1 ut uz
þ ð1 n mÞ½ðn þ mÞunm1 ut uz þ unm utz ½ð2 n mÞtunm ut 2unmþ1 þ ðn mÞzunm uz
1 ðn mÞð1 n mÞ 2nm ð1 n mÞð2 n mÞ 1m
Dt ðn mÞð1 n mÞzu2m u2z þ Dt zu Dt tu
2 2nm 1m
whence
h n i
C 2 ¼ ð4 n 3mÞ mu2m ut uz u12m utz þ u1m : ð51Þ
1m
Thus for n + m – 1, n + m – 2 and m – 1 it follows from (50) and (51) that the components
1 1
C1 ¼ ð1 n mÞu2m u2z þ u2nm : ð52Þ
2 2nm
and
n
C 2 ¼ mu2m ut uz u12m utz þ u1m ð53Þ
1m
define a nontrivial conserved vector.
Case (ii) n + m = 2, m – 1.
For these values of m and n the term
1
ð4 n 3mÞð1 n mÞu2m u2z þ ð2 þ n mÞu2nm
2
in (46) becomes equal to ð1 mÞu2m u2z þ 2ð1 mÞ. Therefore we have
1
C 1 ¼ ð1 mÞu2m u2z þ 2ð1 mÞ ln u ¼ 2ð1 mÞ u2m u2z þ ln u :
2
Ignoring the constant 2(1 m) we can choose
1
C 1 ¼ u2m u2z þ ln u ð54Þ
2
2
as the density of the conservation law in this case. Invoking (48) we have the corresponding component C from (37):
C 2 ¼ 2ð2 mÞu1 ½u2m u22m utz þ mu12m ut uz þ u2 ut ½ð2 2mÞzu ð2 mÞu2 uz ½2u22m ut þ ð2 2mÞzu12m ut uz
þ ½2u3 ut uz u2 utz ½2u32m þ ð2 2mÞzu22m uz þ Dt ½ð1 mÞzu2m u2z Dt ½2ð1 mÞz ln uÞ
or
ð2 mÞ 1m
C 2 ¼ 2ð1 mÞ mu2m ut uz u12m utz þ u :
1m
C 2 ¼ ð1 þ nÞun ½un un1 utz þ un2 ut uz nun1 ut ½ð1 nÞtðun þ un ut uz un1 utz Þ ðn 1Þzu
n2 un1 uz ½ð1 nÞtun2 u2t 2un1 ut þ ðn 1Þzun2 ut uz n½ðn þ 1Þun2 ut uz þ un1 utz ½ð1 nÞtun1 ut 2un
hn i
þ ðn 1Þzun1 uz þ Dt ðn 1Þzu2 u2z þ Dt ½nzu1n þ Dt ½nð1 nÞt ln u
2
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or
In (46) we substitute only m = 1 in the terms which can be equal to 0. Then we have
1 1n
C1 ¼ ð1 nÞu2 u2z þ 2 Dz zu2 u2z þ ðn 1Þzu1 uz þ ð1 nÞtu1 uz :
2 2
After ignoring the trivial part, the constant 2, we notice that all the other terms are multiplied by 1 n. Therefore the density
has the form:
1
C 1 ¼ u2 u2z þ ln u ð59Þ
2
and the remaining terms are
1 n 2 2
Dz zu uz Dz ½ð1 nÞz ln u þ Dz ½ð1 nÞt ln u
2
Repeating the steps for calculating C2 for Case (iii), and replacing Dt[nzu1n] by Dt[(1 n)zlnu] we obtain:
C 1 ¼ u1 uz ½ð1 2mÞzðu þ mu2m u2z u12m uzz Þ þ u12m uz tu1m þ ð3 2mÞu ln u
or
1 2m 2m 2 1 2m 2m 2
C 1 ¼ ð3 2mÞu ln u þ Dz ½ð1 2mÞzu ð1 2mÞu Dz zu uz þ u uz þ u2m u2z tum uz
2 2
where
(
Dz 1
tu1m if m–1
tum uz ¼ 1m
Dz ðt ln uÞ if m ¼ 1; n ¼ 0:
Hence, (61) is the density of a conservation law, which is the linear combination of two conservation laws. We exclude the
term ð1 2mÞ Ce 1 ¼ ð1 2mÞu from C1 in (61):
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1
C 1 ¼ ð3 2mÞ u2m u2z þ u ln u ð63Þ
2
e 2 to the respective C2. Using (37) and also adding the term corresponding for m – 1 to
and add the term ð1 2mÞ C
1 2m 2m 2 1
Dz ½ð1 2mÞzu Dz zu uz Dz tu1m ;
2 1m
we finally obtain:
C 2 ¼ ð3 2mÞ ln u½u1m u12m utz þ mu2m ut uz þ u1 ut ½tðu1m þ mu2m ut uz u12m utz Þ ð1 2mÞzu
þ ð1 mÞu1 uz ½tu2m u2t 2u12m ut þ ð1 2mÞzu2m ut uz þ ðu2 ut uz þ u1 utz Þ½tu12m ut 2u22m
1 2m 2m 2 1
þ ð1 2mÞzu12m uz þ Dt ½ð1 2mÞzu Dt zu uz Dt tu1m
2 1m
þ ð1 2mÞ½mu2m ut uz u12m utz þ u1m ð64Þ
whence
n m o
C 2 ¼ ð3 2mÞ ln u½mu2m ut uz u12m utz þ u1m þ mu2m ut uz u12m utz u1m :
1m
Thus, it follows from (63) and the latter equation, that if n + m = 1, m – 1, the conserved vector has the following
components:
1 2m 2
C1 ¼ u uz þ u ln u;
2
m
C 2 ¼ ln u½mu2m ut uz u12m utz þ u1m þ mu2m ut uz u12m utz u1m : ð65Þ
1m
Since we assumed here that n – 0, we investigate case m = 1, n = 0 later on.
Remark. The conserved vector in [11], Case (B.5) is a linear combination of two conserved vectors. It should have the
components (65).
n = 0, m – 0 and m– 43
In this case Eq. (5) admits a group of transformations with the following operators [11]:
o o e 3 ¼ mz o þ 2u o ;
X a ¼ aðtÞ ; X2 ¼ ; X ð66Þ
ot oz oz ou
where a(t) is an arbitrary function.
We have investigated the operator X2 in Section 6.2. Let us have a look at two other operators.
For this operator n1 = a(t), n2 = g = 0, therefore W = aut. The component (21) has the form:
C 1 ¼ vfaut ½1 þ mum1 uzz mðm þ 1Þum2 u2z þ 2mum1 uz Dz ðaut Þg Dz ðaut ÞDz ðvum Þ
or
C 1 ¼ av½ut þ mum1 ut uzz mðm þ 1Þum2 ut u2z 2mum1 uz utz autz Dz ðvum Þ:
e 3 ¼ mz o þ 2u o
7.2. Operator X oz ou
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1 2 2
C 2 ¼ ln u½1 u1 utz þ u2 ut uz þ zut þ ðu2 ut uz þ u1 utz Þ½2 zu1 uz Dt ½zu þ Dt zu uz ½u2 ut uz u1 utz þ 1
2
whence
Remark. The conserved vector in [11], Case (B.6) in Table 2, is a linear combination of two conserved vectors. It should have
the components (70) and (71).
For these values of m and n Eq. (5) admits a group of transformations with the operators (66) and the additional operator
[11] is
o o
X 4 ¼ z2 þ 3zu : ð72Þ
oz ou
Hence
or
h i
4 4 7 7 28 10 3 4
C 1 ¼ v 8u3 uz þ z 3u þ 4u3 uzz þ 4u3 u2z þ z2 uz þ 4u3 uz uzz u 3 uz þ ð3u þ 5zuz þ z2 uzz ÞDz ðvu3 Þ ð73Þ
9
Please cite this article in press as: Khamitova R, Symmetries and nonlocal conservation laws of the general magma equa-
tion, Commun Nonlinear Sci Numer Simulat (2008), doi:10.1016/j.cnsns.2008.08.009
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R. Khamitova / Commun Nonlinear Sci Numer Simulat xxx (2008) xxx–xxx 15
1
Since n – m and n + m – 1, we have only one possibility: we can use the quasi-self-adjointness of Eq. (5) when v ¼ u3 :
Invoking (73) we get the following C1:
h 2 i
5 5 8 1 8 28 11 3 5 8
C 1 ¼ 8u3 uz þ z 3u3 þ 4u3 uzz þ 4u3 u2z þ z2 u3 uz þ 4u3 uz uzz u 3 uz u3 uz ð3u þ 5zuz þ z2 uzz Þ
9 3
or
5 3 2 3 2 7 8
C 1 ¼ Dz 4zu3 uz u3 þ z2 u3 þ z2 u3 u2z :
2 2 6
Thus the local conservation law is trivial.
8.3. Remark
e1
C1 ¼ zC e 2 þ u3 ut
C2 ¼ zC
4
Therefore it is evident that for n = 0 it is possible to multiply the conserved vector by any function f(z). The new conserved
vector will have the following components:
u1m
C 1 ¼ f ðzÞu f 00 ðzÞ ;
1m
m1
2
C ¼ f ðzÞðmu ut uz um utz Þ þ f 0 ðzÞum ut
and
C 1 ¼ f ðzÞu f 0 ðzÞ ln u;
C 2 ¼ f ðzÞðu2 ut uz u1 utz Þ þ f 0 ðzÞu1 ut
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tion, Commun Nonlinear Sci Numer Simulat (2008), doi:10.1016/j.cnsns.2008.08.009
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16 R. Khamitova / Commun Nonlinear Sci Numer Simulat xxx (2008) xxx–xxx
9. Conclusion
The direct method for calculating conserved vectors of the general magma equation is complicated. On the other hand,
the use of the theorem on nonlocal conservation laws [1] and self-evident symmetries of the general magma equation (5)
gives a simple regular algorithm for computing conservation laws.
References
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[3] Takahashi D, Sachs JR, Satsuma J. Properties of the magma and modified magma equations. J Phys Soc Jpn 1990;59(6):1941–53.
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[5] Dullien FAL. Porous media fluid transport and pure structure. New York: Academic Press; 1979.
[6] Atherton RW, Homsy GM. On the existence and formulation of variational principles for nonlinear differential equations. Studies Appl Math
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[7] Khamitova R. Self-adjointness and quasi-self-adjointness of an equation modelling melt migration through the Earth’s mantle. Nonlocal conservation
laws. Preprint in Archives of ALGA, vol. 5. BTH, Karlskrona, Sweden: Alga Publications; 2008. p. 143–58, ISSN: 1652-4934.
[8] Khamitova R. In: Tenreiro Machado JA, Silva MF, Barbosa RS, Figueiredo LB, editors. Proceedings of the 2nd conference on nonlinear science and
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[9] Barcilon V, Ritcher FM. Nonlinear waves in compacting media. J Fluid Mech 1986;164:429–48.
[10] Harris SE. Conservation laws for a nonlinear wave equation. Nonlinearity 1996;9:187–208.
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Please cite this article in press as: Khamitova R, Symmetries and nonlocal conservation laws of the general magma equa-
tion, Commun Nonlinear Sci Numer Simulat (2008), doi:10.1016/j.cnsns.2008.08.009
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