Lie Symmetry Analysis of the Hopf Functional-Differential Equation
Abstract
:1. Introduction
1.1. Three Complete Descriptions of Turbulence
- In the multi-point correlation approach, an infinite dimensional chain of linear, but non-local differential equations has to be solved. On the n-th level, the unknown -point correlation is present. Solving the infinitely many equations directly provides all multi-point correlations. In [1], the Lie symmetries of the infinite set of multi-point correlation equations are investigated.
- In the Lundgren–Monin–Novikov approach [2], it is assumed that the velocity field admits probability density functions (PDFs):
- In the Hopf approach, the characteristic functions ϕ of the PDFs for are investigated, cf. [4]. The n-point characteristic function is defined as:
1.2. Hopf Functional and Multi-Point Correlations
- Let be a function space. A functional is a mapping:
- Let be a functional. We define the functional derivative of ϕ as the limit:
- Let be a functional. A functional differential equation (FDE) of order q is an equation where F is a functional relating ϕ and all its derivatives up to order q, which can include partial derivatives with respect to t, partial derivatives with respect to x and functional derivatives with respect to each , α = 1,2,3:
1.2.1. Viscous Hopf–Burgers Functional Integro-Differential Equation
2. Extension of the Lie Symmetry Analysis towards Functional Integro-Differential Equations
2.1. One-Parameter Lie Point Transformations
2.2. Differential Operators
2.3. Infinitesimals
- In order to calculate , we differentiate the transformed Hopf functional with respect to t, taking into account the decomposition (10):
- In order to calculate , we differentiate with respect to . An analogouscalculation leads to:
- In order to calculate , we differentiate with respect to x. We have:
2.4. Infinitesimal Generator and the Determining System of Equations for the Infinitesimals
- The differential operator:
- The differential operator:
2.5. Global Transformations
3. Lie Symmetry Analysis of the Viscous Hopf–Burgers Functional Integro-Differential Equation
3.1. Three Different Approaches to Lie Symmetry Analysis
- We transform instead of and have to take into account the transformation of the integral term appearing in Hopf FDEs. In [13,16], Ibragimov suggests to use the fact that X given by Definition 7 is equivalent to a canonical Lie–Bäcklund operator , which does not contain the term . This implies that is very suitable for the symmetry analysis of integro-differential equations. Hence, one might replace X by and perform the extended Lie symmetry analysis on functional integro-differential equations.
- We transform instead of and consider the differential equation as an equation , where F depends on an integral term I and an integral-free term H, i.e., . In order to get the correct determining system of equations for the infinitesimals, the transformation of F is expanded in a two-dimensional Taylor series about H and I. This method is presented by Zawistowski in [17].In [18], it is shown that using Zawistowski’s approach leads to results being equivalent to the results presented in Ibragimov’s study and that the Lie algebra of symmetry group transformations spanned by the infinitesimal generators containing integral terms is solvable; cf. [17] for the Vlasov–Maxwell integro-differential equation and [18] for the Benney integro-differential equations. Zawistowski’s approach leads to the following determining system of equations for the infinitesimals , , , :One has to pay attention that the analogous formula for the transformed integral should be used during the calculation of , and (cf. Section 2.3) in order to determine the generator given by Definition 7, which, in our particular case of the equation with functional derivatives, makes this approach more complicated.
- We transform instead of and introduce a transformation of x. Then, we perform the extended Lie symmetry analysis on the viscous Hopf–Burgers FDE (8). Presently, this approach is successfully applied to (8), and we rediscover all known symmetries of the usual viscous Burgers Equation (6). The results and a discussion comparing the symmetries of the viscous Hopf–Burgers FDE and the symmetries of the viscous Burgers equation are presented in the following subsections.
3.2. Local Transformations of the Viscous Hopf–Burgers Functional Integro-Differential Equation
3.2.1. Determining the System of Equations for the Infinitesimals
- is not independent of ,
- is not independent of ,
- is not independent of ,
- The first option is to demand that is bounded: with . If this holds true, one has to demand additionally that all appearing terms evaluated at are equal to the same terms evaluated at . Then, all boundary integrals vanish. As this demands a huge number of restrictions, we do not choose G to be bounded. Instead, we choose the second option.
- The second option is to demand that is not bounded. We restrict ourselves to the case . If this holds true, one may impose the condition:Additionally, we impose that all functional derivatives of ϕ vanish for , i.e.,Hence, all appearing boundary integrals vanish. For example,
- reads:
- reads:
- reads:
- reads:
- reads:
- reads:
- reads:
- reads
- reads:
- reads:
- reads:
- reads
3.2.2. Solution of the Determining System of Equations for the Infinitesimals
- First of all, consider Equation (35). Since this equation has to hold for all choices of , the coefficient of y has to vanish, and we get:
- Now, consider Equation (34). Similarly, we get:
- Then, consider Equation (33). Similarly, we get:
- Considering the case , and taking into account that is an arbitrary function, we get:
- Now, we take a look at the remaining four Equations (25)–(28). We start with Equation (28). Considering Equations (39), (42) and (43), Equation (28) reads:Equation (44) means that there are functionals , such that:For f, we choose the ansatz:
- The next equation we solve is Equation (27). If we use Equations (40) and (37) and apply the product rule, Equation (27) reads:Considering the case , we get:Although Equation (48) allows a broader range of solutions, we will restrict our considerations to the case:Next, we want to consider Equation (47) without the restriction ; hence, we integrate Equation (47) with respect to . This leads to:Now, we put in Ansatz (50), make use of and take into consideration that this equation has to hold for all choices of ; hence, the coefficients of one, y, , , , have to vanish:
- Now, we are ready to deal with Equation (26). If we use Equations (56), (57), (40), (46) and (55), Equation (26) reads:In this equation, the last two integrals involving the Dirac delta distribution vanish if we assume that:As Equation (58) has to hold for all choices of , the coefficients of one, y, and have to vanish. We evaluate the coefficient of in and get:From the above system, we first use the relation (62), (45), take into account (55) and substitute into Equation (25) to get:This equation has to hold for every ϕ; hence, the coefficient of ϕ has to vanish. This, together with (55) furnishes:Hence, Equation (63) reads:
3.3. Symmetry Breaking Restrictions
- 1. is real-valued and non-negative, i.e.,
- 2. The integral of over the whole domain of integration equals one, i.e.,
- 1. where denotes the complex conjugate of ϕ,
- 2.
- 3.