sigma06-040. 190KB Jun 04 2011 12:09:51 AM

Symmetry, Integrability and Geometry: Methods and Applications

Vol. 2 (2006), Paper 040, 11 pages

Nonclassical Approximate Symmetries
of Evolution Equations with a Small Parameter
Svetlana KORDYUKOVA
Department of Mathematics, Ufa State Aviation Technical University,
12 K. Marx Str., Ufa, 450000 Russia
E-mail: sveta.kor05@mail.ru
Received November 30, 2005, in final form March 17, 2006; Published online April 10, 2006
Original article is available at http://www.emis.de/journals/SIGMA/2006/Paper040/
Abstract. We introduce a method of approximate nonclassical Lie–B¨acklund symmetries
for partial differential equations with a small parameter and discuss applications of this
method to finding of approximate solutions both integrable and nonintegrable equations.
Key words: nonclassical Lie–B¨acklund symmetries; approximate symmetry; conditionalinvariant solution
2000 Mathematics Subject Classification: 58J70; 35Q53

1

Introduction


The theory of one- and multi-parameter approximate transformation groups was initiated by
Ibragimov, Baikov, Gazizov [1, 13]. They introduced the notion of approximate Lie–B¨acklund
symmetry of a partial differential equation with a small parameter ε and develop a method, which
allows to construct approximate Lie–B¨acklund symmetries of such an equation (a perturbed
equation) in the form of a power series in ε, starting from an exact Lie–B¨acklund symmetry of
the unperturbed equation (for ε = 0). Similar ideas were suggested independently by Fushchych
and Shtelen (see, for instance, [5] and the bibliography therein). The main purpose of this paper
is to extend these methods to approximate nonclassical Lie–B¨acklund symmetries.
Nonclassical symmetries appeared for the first time in the paper by Bluman and Cole in
1969 [2]. Since then this theory was actively developed in papers of: Olver and Rosenau [3] (nonclassical method), Clarkson and Kruskal [4] (nonclassical symmetry reductions (direct method)),
Fushchych’s school ([5] and the bibliography therein) (conditional symmetries and reductions of
partial differential equations), Fokas and Liu [6] (the generalized conditional symmetry method),
Olver [10] (nonclassical and conditional symmetries). Nonclassical Lie–B¨acklund symmetries for
evolution equations were considered in the paper by Zhdanov [7]. This paper also contains
a theorem on reduction of an evolution equation to a system of ordinary differential equations.
The notion of nonclassical Lie–B¨acklund symmetry is a very wide generalization of the notion of
point symmetry. Nevertheless, in many cases, nonclassical Lie–B¨acklund symmetries enable to
construct differential substitutions, which reduce a partial differential equation to a system of
ordinary differential equations. This fact is used for finding new solutions of partial differential

equations, which cannot be found with the help of the classical symmetry method.
The method of approximate conditional symmetries for partial differential equations with
a small parameter was suggested by Mahomed and Qu [8] (point symmetries), Kara, Mahomed
and Qu (potential approximate symmetries) [9]. In this paper we develop the method of approximate nonclassical Lie–B¨
acklund symmetries. In [1], Baikov, Gazizov and Ibragimov constructed
approximate Lie–B¨acklund symmetries of the Korteweg–de Vries equation ut = uux + εuxxx ,

2

S. Kordyukova

starting from exact symmetries of the transport equation ut = uux . In this paper, we extend
this construction to approximate nonclassical Lie–B¨acklund symmetries.
We will consider a particular class of evolution partial differential equations with a small
parameter given by
ut = uux + εH(t, x, u, ux , uxx , . . .).
This class contains both integrable and nonintegrable equations. We consider such equations
as perturbations of the transport equation ut = uux and construct approximate nonclassical
symmetries of these equations, starting from exact nonclassical symmetries of the transport
equation. Using these approximate nonclassical symmetries and the reduction theorem, we

find approximate conditionally invariant solutions of equations under consideration. As an
example, we find approximate solutions of the KdV equation with a small parameter and of
some nonintegrable equations.

2

Nonclassical Lie–B¨
acklund symmetries

Recall the definition of classical Lie–B¨acklund symmetries (here we will consider symmetries
given by canonical Lie–B¨acklund operators):
Definition 1. An operator
X=ζ





+ (Dx ζ)
+ (Dt ζ)

+ (Dxx ζ)
+ ··· ,
∂u
∂ux
∂ut
∂uxx

where
ζ = ζ(t, x, u, ux , uxx , . . .),
will be called a classical Lie–B¨acklund symmetry for a partial differential equation of evolution
type
ut = F (t, x, u, ux , uxx , . . .),
if

X(ut − F ) ut =F = 0.

(1)

Here Dx and Dt are the total differentiation operators:
Dx = ∂x + ∂u ux + ∂ux uxx + ∂uxx uxxx + · · · ,

Dt = ∂t + ∂u ut + ∂ux uxt + ∂uxx uxxt + · · · ,

Dxx = Dx2 = Dx (Dx ), Dxxx = Dx3 = Dx (Dxx ) etc. The equation (1) is the determining equation
for Lie–B¨acklund symmetries.
Definition 2. An operator
X=η





+ (Dx η)
+ (Dt η)
+ (Dxx η)
+ ··· ,
∂u
∂ux
∂ut
∂uxx


(2)

where η = η(t, x, u, ux , uxx , . . .), will be called a nonclassical Lie–B¨acklund symmetry for a partial
differential equation
ut = F (x, u, ux , uxx , . . .),
if


X(ut − F ) ut = F = 0.
η=0

(3)

Nonclassical Approximate Symmetries of Evolution Equations with a Small Parameter

3

The equation (3) is the determining equation for nonclassical Lie–B¨acklund symmetries. This
definition is well known and can be found in the paper by Zhdanov [7].
Theory of approximate point symmetries was developed by Baikov, Gazizov, Ibragimov in [1,

13]. They proposed to consider point symmetries in the form of formal power series
0

1

n

X = X + εX + · · · + εn X + · · · .
Now we introduce approximate nonclassical Lie–B¨acklund symmetries.
Definition 3. An operator
!
!!
n
n
X
X


i
i

X=
εi η
+ Dx
+
εi η
∂u
∂ux
i=0
i=0
!!
n
X

i
+ Dxx
+ ··· ,
εi η
∂uxx

Dt


n
X

ii

εη

i=0

!!


∂ut
(4)

i=0

k


k

where η = η(t, x, u, ux , uxx , . . .), k = 1, 2, . . . , n will be called an approximate nonclassical Lie–

acklund symmetry (in the nth order order of precision) for an evolution partial differential
equation with a small parameter:
ut = F (t, x, u, ux , uxx , . . .) + εG(t, x, u, ux , uxx , . . .) + o(ε)
if


X(ut − F − εG) ut = F + εG
n
P

= o(εn ).

(5)

ii


ε η = o(εn )

i=0

The equation (5) is the determining equation for approximate nonclassical Lie–B¨acklund
symmetries.
Recall that, by definition, the equality α(z, ε) = o(εp ) is equivalent to the following condition:
α(z, ε)
= 0.
ε→0
εp
lim

Here p is called the order of precision.
We will use the following theorem on stability of symmetries of the transport equation [1].
Theorem 1 (Baikov, Gazizov, Ibragimov). Any canonical Lie–B¨
acklund symmetry
0

0

X=η

 0 ∂
 0 ∂

+ Dx η
+ Dt η
∂u
∂ux
∂ut

of the equation

ut = h(u)ux ,

(6)

gives rise to an approximate symmetry of the form (4) of the equation
ut = h(u)ux + εH(t, x, u, ux , uxx , . . .)

(7)

with an arbitrary order of precision in ε.
In other words, the equation (7) approximately inherits all the symmetries of the equation (6).

4

3

S. Kordyukova

Approximate conditionally invariant solutions

Now we introduce the definition of approximate conditionally invariant solutions:
Definition 4. An approximate solution of an equation
ut = F (t, x, u, ux , uxx , . . .) + εG(t, x, u, ux , uxx , . . .) + o(ε)
written in the form of a formal power series
u=


X

i

εi u

i=0

is called conditionally invariant under an approximate nonclassical symmetry X (in the nth
order order of precision), given by formula (4), if
!


X
j X ii
η
ε u = o(εn ).
j=0

i=0

As an example, we consider approximate nonclassical symmetries of the KdV equation
ut − uux − εuxxx = 0.

(8)

Take the exact nonclassical Lie–B¨acklund symmetry of the transport equation:
0

0

X=η


+ ··· ,
∂u

0

η = uxx .

It is easy to check that this is not a classical Lie–B¨acklund symmetry.
The corresponding approximate nonclassical Lie–B¨acklund symmetry of the approximate
KdV equation (8) is written in the form

0
 0
 0
 ∂
 ∂
1 ∂
1
1
X = η + εη
+ Dx η + εη
+ Dt η + εη
∂u
∂ux
∂ut

 ∂
0
1
.
+ Dxxx η + εη
∂uxxx

(9)

From the determining equation (5) for X, it follows that
0

ε0 : η = uxx ,
∂ 1
∂ 1
∂ 1
∂ 1
1
ε1 : η − ux η − u η + u2x
η + 3ux uxx
η
∂t
∂x
∂ux
∂uxx
 ∂ 1
∂ 1
η + (10uxx uxxx + 5ux uxxxx )
η
+ 3u2xx + 4ux uxxx
∂uxxx
∂uxxxx


1
+ 10u2xxx + 15uxx uxxxx + 6ux uxxxxx
η − uxxxxx = 0.
∂uxxxxx

(10)

Whence we get
1

ux t + 1 uxx ux uxxx − 3ux x2 uxxxx u2x − 10ux uxx uxxx + 15u3xx
,−
,
,− 3 ,
ux
ux
u5x
u7x
!
105u4xx − uxxxxx u3x − 105u2xx ux uxxx + 15uxx uxxxx u2x + 10u2x u2xxx

ux
u9x

η = −F u, x + ut,

Nonclassical Approximate Symmetries of Evolution Equations with a Small Parameter
+

5

1 uxxxxx − 21 u2xxx − 34 uxx uxxxx 7 ux x2 uxxx 3 u4xx
+

,
+
4 ux
u2x
4
u3x
4 u4x

where F is an arbitrary function.
1
0
Note that the order of η equals the sum of the orders of η and the perturbation G minus
one. Here we consider an approximate conditionally invariant solution of the KdV equation (8)
in the form:
u = u0 + εu1 + o(ε).
Conditional invariance under an approximate nonclassical symmetry (9) in the first order of
precision is written as


0
1
η u0 + εu1 + εη u0 + εu1 = o(ε).

(11)

To compute an approximately invariant solution in the zero order of precision, we use the
following reduction theorem [7].
Theorem 2. Suppose that an equation
ut = F (t, x, u, ux , uxx , . . . , uN ),

uN =

∂N u
∂xN

is conditionally invariant under a Lie–B¨
acklund operator (2). Let
u = f (t, x, C1 , C2 , . . . , CN )
be a general solution of the equation η(t, x, u, u1 , . . . , uN ) = 0. Then the Ansatz

u = f t, x, ϕ1 (t), ϕ2 (t), . . . , ϕN (t) ,

where ϕj (t), j = 1, 2, . . . , N, are arbitrary smooth functions, reduces the partial differential
equation ut = F to a system of N ordinary differential equations for the functions ϕj (t), j =
1, 2, . . . , N .
There is a nice consequence of this theorem.
Corollary 1. Suppose an equation
ut = F (t, x, u, ux , uxx , . . .) + εG(t, x, u, ux , uxx , . . .) + o(ε)
admits an approximate Lie–B¨
acklund operator X, given by the formula (4) with n = 1. Let
0

u = f (t, x, C1 , C2 , . . . , CN ),

1

u = g(t, x, C1 , . . . , CN +M )

be a general solution of the equation
0
1 0
1
η + εη u + εu = o(ε).

Then the Ansatz


u = f t, x, ϕ1 (t), ϕ2 (t), . . . , ϕN (t)


+ εg t, x, ϕ1 (t), ϕ2 (t), . . . , ϕN (t), ψ1 (t), ψ2 (t), . . . , ψM (t) ,

reduces the equation ut = F +εG into a system of N +M ordinary differential equations for ϕj (t),
j = 1, 2, . . . , N, and ψk (t), k = 1, 2, . . . , M .

6

S. Kordyukova
0

Example 1. Take a nonclassical symmetry (2) (η = η) of the transport equation
ut = uux ,

(12)

where
0

η = uxx .
0

Applying the operator (2) to the equation (12) in the zero order of precision, we have η(u0 ) = 0,
whence we get u0 = Ax + B.
By Reduction Theorem, we substitute
u0 = A(t)x + B(t)
to the transport equation (12) and get
A˙ = A2 ,

B˙ = AB.

A general solution has the form:
A=−

1
,
t+a

B=

b
,
t+a

where a, b are constants.
Thus we get
u0 =

b−x
.
t+a

1

Take η as in (10) with
F (u) = p eu .
where p is a constant. From (11) it follows that
u1xx −

p b−x
e t+a = 0
t+a

and
b−x

u1 = p(t + a)e t+a + Cx + D.
Take the approximate solution


b−x
b−x
u=
+ ε p(t)(t + a)e t+a + C(t)x + D(t)
t+a

and substitute it into the KdV equation (8). We get three first order ODE for C(t), D(t), p(t):
2C
C˙ = −
,
t+a

bC − D
D˙ =
,
t+a

p˙ =

−2p
.
t+a

A general solution of the system can be written as
C(t) =

c3
,
b(t + a)2

D(t) =

c2 t + c2 a + c3
,
(t + a)2

p(t) =

c1
(t + a)2

where c1 , c2 , c3 are constants.
Finally, we get the following solution of the KdV equation in the first order of precision:


b−x
c2 t + c2 a + c3
c3 x
c1 b−x
u=
.

e t+a +
+
t+a
t+a
b(t + a)2
(t + a)2

Nonclassical Approximate Symmetries of Evolution Equations with a Small Parameter

7

We use the following proposition to construct nonclassical symmetries.
Proposition 1. Let
X=η


+ ··· ,
∂u

η = η(t, x, u, ux , uxx , . . .),

be a classical Lie–B¨
acklund symmetry for a f irst order PDE
F (t, x, u, ux , ut ) = 0.

(13)

For any function f = f (t, x, u, ux , uxx , . . .), the operator




X=η


+ ··· ,
∂u



η = f η,

is a nonclassical Lie–B¨
acklund symmetry for (13).
Example 2. Now we consider an example of finding symmetries of the KdV equation with
a small parameter (8) and construct its approximate solution. We have a classical Lie–B¨acklund
symmetry
0

X=η


0 ∂
0 ∂
+ Dx η
+ Dt η
∂u
∂ux
∂ut

of the transport equation (12), where


ux t + 1 uxx ux uxxx − 3u2xx
0
.
,− 3 ,
η = ux Φ u, x + ut,
ux
ux
u5x
0

By Proposition 1, η = ux uxxx − 3u2xx is a nonclassical Lie–B¨acklund symmetry of the transport
equation (12). Now we take operator (9). Applying the operator X to the equation (8), we get
the following equations in the zero and first orders of precision in ε:
0

ε0 : η = ux uxxx − 3u2xx ,
∂ 1
∂ 1
∂ 1
∂ 1
∂ 1
1
η + 3ux uxx
η + (3u2xx + 4ux uxxx )
η
ε1 : η − ux η − u η + u2x
∂t
∂x
∂ux
∂uxx
∂uxxx

∂ 1
1
η + (10u2xxx + 15uxx uxxxx + 6ux uxxxxx )
η
+ (10uxx uxxx + 5ux uxxxx )
∂uxxxx
∂uxxxxx

1
+ (35uxxx uxxxx + 21uxx uxxxxx + 7ux uxxx )
η + 14uxxx uxxxx
∂uxxxxxx
+ 3uxx uxxxxx − ux uxxxxxx = 0.
From the last equation, we find
1

η = −F u, x + ut,

ux t + 1 uxx ux uxxx − 3u2xx 15u3xx + uxxxx u2x − 10uxx ux uxxx
,−
,
,− 3 ,
ux
ux
u5x
u7x

105u4xx − uxxxxx u3x − 105u2xx ux uxxx + 15uxx uxxxx u2x + 10u2x u2xxx
,
u9xxx
945u5xx − 1260u3xx ux uxxx + 280uxx u2x u2xxx + 210u2xx uxxxx u2x − 21uxx uxxxxx u3x

u11
x
!


3
4
−35ux uxxx uxxxx + uxxxxxx ux
1
13
17
+
ux + uxxxxxx + − uxx uxxxxx − uxxx uxxxx u−1
x
u11
6
14
6
x


8

S. Kordyukova
+




157 2
25 u3xx uxxx 15 u5xx
395
2
+
,

uxx uxxx +
uxx uxxxx u−2
x
84
56
4
u3x
8 u4x

where F is an arbitrary function. The invariance condition of a solution
0

1

u = u + εu + · · ·
in the first order of precision is written as
0
1 0
1
η + εη u + εu = o(ε).

(14)

0 1

If we substitute η, η to the equation (14), we obtain in the zero and first orders of precision by ε
0

1

equations for u and u:
0 0
ε0 : η u = 0,

1 0
0 1
1
0
1 0
ε1 : ux uxxx + ux uxxx − 6uxx uxx + η u = 0.

We find

p
0
u = 2 t2 + t − x − 2t − 1

and substitute it in the second equation:
1

1

1

uxxx
uxx
3u x
−√
+3 2
+ c(t2 + t − x)−11/2 = 0,

5/2
2
2
(t + t − x)3/2
t + t − x 4(t + t − x)

(15)

where c is a constant, depending on the choice of F . The equation (15) is an ordinary differential
equation and has the following solution:
1

u=

15(t2

p
F2 (t)
2c
+ F1 (t) + √
+ F3 (t) t2 + t − x.
2
+ t − x)
t2 + t − x
0

1

If we substitute u = u + εu in (8) we obtain a system of ordinary differential equations for
finding F1 (t), F2 (t), F3 (t):
F˙1 = −2F3 ,

F˙2 = −F1 ,

F˙3 = 0,

which has the solution:
F1 = −2At + B,

F2 = At2 − Bt + C,

F3 = A,

where A, B, C are arbitrary constants, c = 14 . Finally, we find the solution of (8):
p
u = 2 t2 + t − x − 2t − 1


p
1 2
At2 − Bt + C
2
2

(t + t − x) + (−2At + B) + √
+A t +t−x ,
4
t2 + t − x
where A, B, C are arbitrary constants.
Example 3. Now we consider an example of finding of symmetries of the nonintegrable equation
ut = uux + u2xxx

(16)

Nonclassical Approximate Symmetries of Evolution Equations with a Small Parameter

9

and construct its approximate solution. Using the criteria of integrability, it can be checked that
the equation (16) is nonintegrable [11].
As in Example 2, take a nonclassical Lie–B¨acklund symmetry of the transport equation (12)
0

with η = ux uxxx − 3u2xx . Applying the operator, given by (9), to the equation (16) we get in the
zero and first orders of precision by ε:
0

ε0 : η = ux uxxx − 3u2xx ,
 ∂ 1
∂ 1
∂ 1
∂ 1
∂ 1
1
η + 3ux uxx
η + 3u2xx + 4ux uxxx
η
ε1 : η − ux η − u η + u2x
∂t
∂x
∂ux
∂uxx
∂uxxx
∂ 1

1
+ (10uxx uxxx + 5ux uxxxx )
η + (10u2xxx + 15uxx uxxxx + 6ux uxxxxx )
η
∂uxxxx
∂uxxxxx

1
+ (35uxxx uxxxx + 21uxx uxxxxx + 7ux uxxx )
η
∂uxxxxxx
+ 2uxxx (14uxxx uxxxx + 3uxx uxxxxx − ux uxxxxxx ) = 0.
From the last equation, we find
1

η = −F u, x + ut,

ux t + 1 uxx ux uxxx − 3u2xx 15u3xx + uxxxx u2x − 10uxx ux uxxx
,−
,
,− 3 ,
ux
ux
u5x
u7x

105u4xx − uxxxxx u3x − 105u2xx ux uxxx + 15uxx uxxxx u2x + 10u2x u2xxx
,
u9xxx
945u5xx − 1260u3xx ux uxxx + 280uxx u2x u2xxx + 210u2xx uxxxx u2x − 21uxx uxxxxx u3x

u11
x
!
3
4
1
−35ux uxxx uxxxx + uxxxxxx ux
ux + uxxx uxxxxxx
+
u11
5
x


51
3 2
35 2

uxxx uxx uxxxxx − uxx uxxxxxx − uxxx uxxxx u−1
x
55
55
11


113
18
32 2
u uxxx uxxxx +
uxx u3xxx + u3xx uxxxxx u−2
+
x
11 xx
33
55


695 3 2
405 5
150 4
81 7 −5
+ −
uxx uxxx −
uxx uxxxx u−3
uxx uxxx u−4
u u .
x +
x −
143
143
143
143 xx x


where F is an arbitrary function. Now we find an approximate solution of the equation (8) in
0

1

the form u = u + εu + o(ε). The invariance condition in the first order of precision is written as:
0
1 0
1
η + εη u + εu = o(ε).
0

1

(17)

If we substitute η, η to the equation (17), we obtain in the zero and first orders by ε equations
0

1

for u and u:
0 0
ε0 : η u = 0,

1 0
0 1
1
0
1 0
ε1 : ux uxxx + ux uxxx − 6uxx uxx + η u = 0.

From the first equation, we get
p
0
u = 2 t2 + t − x − 2t − 1,

10

S. Kordyukova

and, substituting this expression into the second equation, we obtain

−√

1
1
1
−8
uxx
uxxx
3u x
2
+
3
+
c
t
+
t

x
= 0,

(t2 + t − x)3/2
t2 + t − x 4(t2 + t − x)5/2

(18)

where c is a constant depending on the choice of F . The equation (18) is an ordinary differential
equation and has the following solution:
1

u=

p
−9/2
c 2
At2 − Bt + C
t +t−x
+ (−2At + B) + √
+ A t2 + t − x.
90
t2 + t − x
0

(19)

1

If we substitute u = u + εu in the equation (16) we obtain the system of ordinary differential
equations for finding F1 (t), F2 (t), F3 (t) :
F˙1 = −2F3 ,

F˙2 = −F1 ,

F˙3 = 0,

which has the solution:
F1 = −2At + B,

F2 = At2 − Bt + C,

F3 = A.

Therefore, the solution u has the form:
p
u = 2 t2 + t − x − 2t − 1


p
−9/2
At2 − Bt + C
405 2
t +t−x
+ (−2At + B) + √

+ A t2 + t − x ,
64
t2 + t − x
where A, B, C are arbitrary constants.

Remark 1. One can show that the approximate symmetries constructed in the above examples
remain stable in any higher order of precision. However, we do not know whether any nonclassical symmetry of an evolution partial differential equation with a small parameter is stable
in any order of precision.

4

Conclusion

The methods developed in this paper can be applied to larger classes of partial differential
equations with a small parameter, not only to the evolution ones. For instance, in the paper [12]
it is shown that classical approximate Lie–B¨acklund symmetries of the Boussinesq equation with
a small parameter can be constructed, starting from the exact Lie–B¨acklund symmetries of the
linear wave equation. It is quite possible that these results can be extended to non-classical
approximate symmetries of the Boussinesq equation.
From the other side, one should note that stability property of approximate classical symmetries holds only for a very restricted class of partial differential equations with a small parameter,
mainly, for those, which have very nice symmetry properties in the zero order of precision. The
class of non-classical symmetries is much larger than the class of classical symmetries. Therefore,
one can hardly expect to have some general theorems on stability of non-classical symmetries.
This means that we will have to investigate separately stability properties of non-classical symmetries in each particular case.
All the computations have been made with the help of Maple.

Nonclassical Approximate Symmetries of Evolution Equations with a Small Parameter

11

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in Mathematics. Newest Results, Vol. 34, Moscow, VINITI, 1989, 85–147 (English transl.: J. Soviet Math.,
1991, V.55, 1450–1490).
[2] Bluman G.W., Cole J.D., The general similarity solutions of the heat equation, J. Math. Mech., 1969, V.18,
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