ETD Collection

Permanent URI for this collectionhttps://wiredspace.wits.ac.za/handle/10539/104


Please note: Digitised content is made available at the best possible quality range, taking into consideration file size and the condition of the original item. These restrictions may sometimes affect the quality of the final published item. For queries regarding content of ETD collection please contact IR specialists by email : IR specialists or Tel : 011 717 4652 / 1954

Follow the link below for important information about Electronic Theses and Dissertations (ETD)

Library Guide about ETD

Browse

Has files: YesSubject: search.filters.subject.Differential equations.

Search Results

Now showing 1 - 5 of 5
  • No Thumbnail Available
    Item
    On lie and Noether symmetries of differential equations.
    (1994) Kara, A. H.
    The inverse problem in the Calculus of Variations involves determining the Lagrangians, if any, associated with a given (system of) differential equation(s). One can classify Lagrangians according to the Lie algebra of symmetries of the Action integral (the Noether algebra). We give a complete classification of first-order Lagrangians defined on the line and produce results pertaining to the dimensionality of the algebra of Noether symmetries and compare and contrast these with similar results on the algebra of Lie symmetries of the corresponding Euler-Lagrange .equations. It is proved that the maximum dimension of the Noether point symmetry algebra of a particle Lagrangian. is five whereas it is known that the maximum dimension Qf the Lie algebra of the corresponding scalar second-order Euler-Lagrange equation is eight. Moreover, we show th'a.t a particle Lagrangian does not admit a maximal four-dimensional Noether point symmeiry algebra and consequently a particle Lagrangian admits the maximal r E {O, 1,2,3, 5}-dimensional Noether point symmetry algebra, It is well .known that an important means of analyzing differential equations lies in the knowledge of the first integrals of the equation. We deliver an algorithm for finding first integrals of partial differential equations and show how some of the symmetry properties of the first integrals help to 'further' reduce the order of the equations and sometimes completely solve the equations. Finally, we discuss some open questions. These include the inverse problem and classification of partial differential equations. ALo, there is the question of the extension of the results to 'higher' dimensions.
  • No Thumbnail Available
    Item
    On the computational algorithms for optimal control problems with general constraints.
    (1992) Kaji, Keiichi
    In this thesis we used the following four types of optimal control problems: (i) Problems governed by systems of ordinary differential equations; (ii) Problems governed by systems of ordinary differential equations with time-delayed arguments appearing in both the state and the control variables; (iii) Problems governed by linear systems subject to sudden jumps in parameter values; (iv) A chemical reactor problem governed by a couple of nonlinear diffusion equations. • The aim of this thesis is to devise computational algorithms for solving the optimal control problems under consideration. However, our main emphasis are on the mathematical theory underlying the techniques, the convergence properties of the algorithms and the efficiency of the algorithms. Chapters II and III deal with problems of the first type, Chapters IV and V deal with problems of the second type, and Chapters VI and VII deal with problems of the third and fourth type respectively. A few numerical problems have been included in each of these Chapters to demonstrate the efficiency of the algorithms involved. The class of optimal control problems considered in Chapter II consists of a nonlinear system, a nonlinear cost functional, initial equality constraints, and terminal equality constraints. A Sequential Gradient-Restoration Algorithm is used to devise an iterative algorithm for solving this class of problems. 'I'he convergence properties of the algorithm are investigated. The class of optimal control problems considered in Chapter III consists of a nonlinear system, a nonlinear cost functional, and terminal as well as interior points equality constraints. The technique of control parameterization and Liapunov concepts are used to solve this class of problems, A computational algorithm for solving a class of optimal control problems involving terminal and continuous state constraints or inequality type was developed by Rei. 103 in 1989. In Chapter IV, we extend the results of Ref. 103 to a more general class of constrained time-delayed optimal control problems, which involves terminal state equality constraints, as well as terminal state inequality constraints and continuous state inequality constraints. In Ref. 104, a computational scheme using the technique of control parameterization was developed for solving a class of optimal control problems in which the cost functional includes the full variation of control. Chapter V is a straightforward extension of Ref. 104 to the time-delayed case. However the main contribution of this chapter is that many numerical examples have been solved. In Chapter VI, a class of linear systems subject to sudden jumps in parameter values is considered. To solve this class of stochastic control problem, we try to seek for the best feedback control law depending only on the measurable output. Based on this idea, we convert the original problem into an approximate constrained deterministic optimization problem, which can be easily solved by any existing nonlinear programming technique. In Chapter VII, a chemical reactor problem and its control to achieve a desired output temperature is considered. A finite element Galerkin method is used to convert the original distributed optimal control problem into a quadratic programming problem with linear constraints, which can he solved by any standard quadratic programming software .
  • No Thumbnail Available
    Item
    Conditional symmetry properties for ordinary differential equations
    (2015-05-07) Fatima, Aeeman
    This work deals with conditional symmetries of ordinary di erential equations (ODEs). We re ne the de nition of conditional symmetries of systems of ODEs in general and provide an algorithmic viewpoint to compute such symmetries subject to root di erential equations. We prove a proposition which gives important and precise criteria as to when the derived higher-order system inherits the symmetries of the root system of ODEs. We rstly study the conditional symmetry properties of linear nth-order (n 3) equations subject to root linear second-order equations. We consider these symmetries for simple scalar higherorder linear equations and then for arbitrary linear systems. We prove criteria when the derived scalar linear ODEs and even order linear system of ODEs inherit the symmetries of the root linear ODEs. There are special symmetries such as the homogeneity and solution symmetries which are inherited symmetries. We mention here the constant coe cient case as well which has translations of the independent variable symmetry inherited. Further we show that if a system of ODEs has exact solutions, then it admits a conditional symmetry subject to the rst-order ODEs related to the invariant curve conditions which arises from the known solution curves. This is even true if the system has no Lie point sym
  • No Thumbnail Available
    Item
    Symmetry properties for first integrals
    (2015-02-02) Mahomed, Komal Shahzadi
    This is the study of Lie algebraic properties of first integrals of scalar second-, third and higher-order ordinary differential equations (ODEs). The Lie algebraic classification of such differential equations is now well-known from the works of Lie [10] as well as recently Mahomed and Leach [19]. However, the algebraic properties of first integrals are not known except in the maximal cases for the basic first integrals and some of their quotients. Here our intention is to investigate the complete problem for scalar second-order and maximal symmetry classes of higher-order ODEs using Lie algebras and Lie symmetry methods. We invoke the realizations of low-dimensional Lie algebras. Symmetries of the fundamental first integrals for scalar second-order ODEs which are linear or linearizable by point transformations have already been obtained. Firstly we show how one can determine the relationship between the point symmetries and the first integrals of linear or linearizable scalar ODEs of order two. Secondly, a complete classi cation of point symmetries of first integrals of such linear ODEs is studied. As a consequence, we provide a counting theorem for the point symmetries of first integrals of scalar linearizable second-order ODEs. We show that there exists the 0, 1, 2 or 3 point symmetry cases. It is proved that the maximal algebra case is unique. By use of Lie symmetry group methods we further analyze the relationship between the first integrals of the simplest linear third-order ODEs and their point symmetries. It is well-known that there are three classes of linear third-order ODEs for maximal and submaximal cases of point symmetries which are 4, 5 and 7. The simplest scalar linear third-order equation has seven point symmetries. We obtain the classifying relation between the symmetry and the first integral for the simplest equation. It is shown that the maximal Lie algebra of a first integral for the simplest equation y000 = 0 is unique and four-dimensional. Moreover, we show that the Lie algebra of the simplest linear third-order equation is generated by the symmetries of the two basic integrals. We also obtain counting theorems of the symmetry properties of the first integrals for such linear third-order ODEs of maximal type. Furthermore, we provide insights into the manner in which one can generate the full Lie algebra of higher-order ODEs of maximal symmetry from two of their basic integrals. The relationship between rst integrals of sub-maximal linearizable third-order ODEs and their symmetries are investigated as well. All scalar linearizable third-order equations can be reduced to three classes by point transformations. We obtain the classifying relations between the symmetries and the first integral for sub-maximal cases of linear third-order ODEs. It is known, from the above, that the maximum Lie algebra of the first integral is achieved for the simplest equation. We show that for the other two classes they are not unique. We also obtain counting theorems of the symmetry properties of the rst integrals for these classes of linear third-order ODEs. For the 5 symmetry class of linear third-order ODEs, the first integrals can have 0, 1, 2 and 3 symmetries and for the 4 symmetry class of linear third-order ODEs they are 0, 1 and 2 symmetries respectively. In the case of sub-maximal linear higher-order ODEs, we show that their full Lie algebras can be generated by the subalgebras of certain basic integrals. For the n+2 symmetry class, the symmetries of the rst integral I2 and a two-dimensional subalgebra of I1 generate the symmetry algebra and for the n + 1 symmetry class, the full algebra is generated by the symmetries of I1 and a two-dimensional subalgebra of the quotient I3=I2. Finally, we completely classify the first integrals of scalar nonlinear second-order ODEs in terms of their Lie point symmetries. This is performed by first obtaining the classifying relations between point symmetries and first integrals of scalar nonlinear second order equations which admit 1, 2 and 3 point symmetries. We show that the maximum number of symmetries admitted by any first integral of a scalar second-order nonlinear (which is not linearizable by point transformation) ODE is one which in turn provides reduction to quadratures of the underlying dynamical equation. We provide physical examples of the generalized Emden-Fowler, Lane-Emden and modi ed Emden equations.
  • No Thumbnail Available
    Item
    Symmetry and transformation properties of linear iterative ordinary differential equation
    (2013-08-06) Folly-Gbetoula, Mensah Kekeli
    Solutions of linear iterative equations and expressions for these solutions in terms of the parameters of the source equation are obtained. Based on certain properties of iterative equations, nding the solutions is reduced to nding group-invariant solutions of the second-order source equation. We have therefore found classes of solutions to the source equations. Regarding the expressions of the solutions in terms of the parameters of the source equation, an ansatz is made on the original parameters r and s, by letting them be functions of a speci c type such as monomials, functions of exponential and logarithmic type. We have also obtained an expression for the source parameters of the transformed equation under equivalence transformations and we have looked for the conservation laws of the source equation. We conducted this work with a special emphasis on second-, third- and fourth-order equations, although some of our results are valid for equations of a general order.