Research paperSymmetries of the Eikonal equation
Introduction
In this paper we consider the problem of classifying the Lie symmetries of the Eikonal equation with an arbitrary number of independent variables. The Eikonal equation arises in the study of geometric optics and electro-magnetism and is discussed in [5], for example. It provides a very nice example of a nonlinear equation that still has a lot of underlying symmetry. Nonetheless it is too complicated to be able to find a closed form general solution in terms of an arbitrary function; indeed such a property is the prerogative of quasilinear equations, when it comes to first order PDE’s. Since it is hard to find solutions, the approach of finding Lie symmetries to map solutions to solutions becomes particularly attractive. It is also a matter of practical importance to find satisfactory numerical solutions [7] and [6].
Here is an outline of the paper. In Section 2 we derive the PDE system that determines an infinitesimal symmetry of the Eikonal equation for an arbitrary number n of independent variables. In Section 3 we show that the determining functions of the symmetry are quadratic and give the general solution of the PDE. We find that the resulting Lie symmetry algebra is isomorphic to . In Section 4 we discuss briefly the pseudo-orthogonal Lie algebra o(p, q) in general and exhibit, for the case a basis of symmetries for the Eikonal equation that accords with a standard basis for o(3, 2). In view of the precise correspondence between the vector field and matrix representations of o(3, 2), in Section 5 we consider the adjoint representation of o(3, 2) and in Section 6 we are able to determine inequivalent one-dimensional subalgebras of vector fields that correspond to so called optimal systems, for which the reader is referred to, for example, [1] and [2]. In Section 7 we finally turn to the issue of finding solutions of the Eikonal equation by applying Lie symmetries.
The Einstein summation is applied for the most part in the paper but at certain points it is convenient to suspend its usage.
Section snippets
Derivation of the PDE determining the symmetry algebra
We shall write the Eikonal equation as where . We shall also find it convenient to use where the summation convention is in force without necessarily having to have the sum run over a subscript and superscript.
Define and . The first prolongation of X is given by
Now we apply to 2.1 so as to make X a symmetry and we find that Using 2.1 and rearranging once we obtain
Solving the pde
We are going to write the possible third order derivatives of ai as follows: where i ≠ j but there are no other restrictions on the values of i, j, k, m.
From 2.9 we have, where i ≠ j, and from 2.11 It follows that and It follows that the second, sixth and seventh types of derivatives in 3.1 are zero.
From 2.11 we have
The Lie algebra o(p, q)
If we put then A ∈ O(p, q) if and only if and a matrix R is in o(p, q) if and only if It follows that the Lie algebra o(p, q) is the set of matrices of the form where a is p × p, the matrix c is q × q and and b is p × q arbitrary. We are going to consider a canonical basis for o(p, q) as follows: Fab is the matrix whose only non-zero entries are 1 in the (a, b)-th and in the (b, a)-th positions, respectively, and 1 ≤ a < b ≤ p; Hij
The adjoint representation of
The Lie group O(p, q) acts on its Lie algebra o(p, q) by conjugation giving the adjoint representation of O(p, q). Recall that the Lie algebra o(p, q) is defined in 4.4. From 4.3 it follows from that where is non-singular symmetric and S is skew-symmetric. Suppose that λ is an eigenvalue of R so that Since G is non-singular 5.2 is equivalent to Taking the transpose in 5.3, since and we find that Thus if λ is an eigenvalue of R so too is
Optimal systems
The classification of the subalgebras of o(p, q) coming from the adjoint representation of O(p, q) is altogether more involved than is the case for . Indeed, for the orthogonal group proper, elements of o(n) are semi-simple matrices and the eigenvalues are either zero, or pure imaginary occurring in conjugate pairs. The normal form for matrices under the action of the classical groups is treated systematically in [4]. In the case of o(3, 2) any matrix is singular and the normal forms are
Solutions of the Eikonal equation
It is too much to be able to integrate the vector fields appearing at the end of the last section in complete generality so in this Section we shall use symmetries to find some solutions of the Eikonal equation.
Acknowledgment
The authors thank the Qatar Foundation and Virginia Commonwealth University in Qatar for funding this project.
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