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Characterization of Symmetry Properties of First Integrals for Submaximal Linearizable Third-Order ODEs
The relationship between first integrals of submaximal linearizable third-order ordinary differential equations (ODEs) and their symmetries is investigated. We obtain the classifying relations between the symmetries and the first integral for submaximal cases of linear third-order ODEs. It is known that the maximum Lie algebra of the first integral is achieved for the simplest equation and is four-dimensional. We show that for the other two classes they are not unique. We also obtain counting theorems of the symmetry properties of the first 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 submaximal linear higher-order ODEs, we show that their full Lie algebras can be generated by the subalgebras of certain basic integrals.
Algebraic properties of first integrals of scalar-order differential equations have been of interest in the recent literature since the early works of Lie [1, 2] on symmetries and invariants of ODEs. The Noether classification has also drawn attention to them in . The symmetry classification of scalar ordinary differential equations has been studied in recent years (see, e.g., [4, 5]). Of the algebraic properties, the maximal symmetry properties of first integrals of linear ODEs have attracted particular attention. In , the authors showed that the full Lie algebra of scalar linear second-order ODEs represented by the simplest free particle equation can be generated by the three triplets of the three-dimensional algebras of the two basic integrals and their quotient. In their work , they found that the symmetries of the maximal cases of scalar linear th-order ODEs, , are , , and . Thus, for scalar linear third-order equations these correspond to 4, 5, and 7 symmetries. Govinder and Leach studied the symmetry properties of first integrals of scalar linear third-order ODEs which belong to these three classes in . They showed that the three equivalence classes each has certain first integrals with a specific number of point symmetries. Later Flessas et al. in  examined the symmetry structure of the first integrals of higher-order equations of maximal symmetry and they proved some interesting basic propositions related to the scaling symmetry and basic integrals.
In a recent paper , Mahomed and Momoniat, obtained a classifying relation between the symmetries and the first integrals of linear or linearizable scalar second-order ODEs. They presented a complete classification of point symmetries of first integrals of such linear ODEs, and as a consequence, they provided a counting theorem for the point symmetries of first integrals of scalar linearizable second-order ODEs. They showed that there exist the 0, 1, 2, or 3 point symmetry cases and that the maximal algebra case is unique. These authors then considered the problem of classifying the symmetry property of the first integrals of the simplest third-order equation in the paper . They found that the maximal Lie algebra of a first integral for this equation is unique and four-dimensional. They also showed that the Lie algebra of the simplest linear third-order equation is generated by the symmetries of two basic integrals instead of three. Moreover, they obtained counting theorems of the symmetry properties of the first integrals for such linear third-order ODEs of maximal symmetry. Furthermore, they provided 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 discussion of this work is about the Lie algebraic properties of first integrals of scalar linearizable third-order ODEs of the submaximal classes which are represented by and , where is an arbitrary function of . The former has four-point symmetries, and the latter has five. As we mentioned earlier, there was some work  done by Flessas et al. for the simplest class and extended by Mahomed and Momoniat in  to provide a complete analysis on the symmetries and first integrals for this simplest class of ODEs which included the maximal algebra case being generated by algebras of two basic integrals of the equation. In the present study, we deduce the classifying relation between the point symmetries and first integrals for the submaximal classes of scalar linear third-order equations. Then, by using this, we find the point symmetry properties of the first integrals of the submaximal classes of third-order equations and which also represent all linearizable by point transformations third-order ODEs that reduce to these classes. We obtain counting theorems for the number of point symmetries possessed by an integral of such equations. Noteworthy is that the maximal algebra is not unique.
In the next section, we study the point symmetry properties of the integrals of the 4 symmetry class represented by . This section is to remind the reader under what conditions point symmetries of first integrals of scalar linear third-order ODEs exist . Then, in Section 3 we analyze the class which has four-point symmetries for the symmetry structure of its first integrals. In Section 4, we focus on the generation of the full algebra by subalgebras of certain basic integrals. The Conclusion contains a summary and hints for future work.
2. Algebraic Properties of the Integrals of
We consider the representative third-order ODE which has five-point symmetries
The ordering of these is the translation in followed by the three solution symmetries and then the homogeneity symmetry. It is easy to see here that (1) has three functionally independent first integrals
The order of the integrals is dictated by their algebraic properties which come at the end of this section.
2.1. Classifying Relation for the Symmetries of
Let be an arbitrary function of , , and ; namely, . The symmetry of this general function of the first integrals is where
Now , , , and are
These are the coefficients of which are obtained by where s are the symmetry generators as given in (2) and the s are constants. The reason for taking a linear combination is that the symmetries of the first integrals are always the symmetries of the equation (see  for a general result on this).
The relation (8) provides the relationship between the symmetries and first integrals of the third-order equation (1). We use this relation in order to classify the first integrals according to their symmetries.
2.2. Symmetry Structure of the First Integrals of
In the first instance we see that if is arbitrary, then by use of (8) we immediately see that
The relations in (9) imply that all the ’s are zero. Hence, there is no symmetry for this case, that is, for an arbitrary function.
In order to effectively and systematically study the one and higher symmetry cases of first integrals, we obtain optimal systems of one-dimensional subalgebra spanned by (2). Then, we invoke the classifying relation (8). So the strategy followed here is different from that employed for the simplest third-order ODE, . The reason is that we do not have a simple manner subalgebra structure of the symmetries of (1), as we had for .
In like manner, we obtain the other entries of the adjoint table, and we have the adjoint representation given by Table 2.
Here, the entry represents . For a nonzero vector we need to simplify the coefficients as far as possible through adjoint maps to . The computations are straightforward, and we find an optimal system of one-dimensional subalgebras spanned by
Firstly, we consider . Since is arbitrary, we have and hence, which possesses as symmetry. After the substitution of (14) into (8) and taking into account (15), we arrive at where . This at once gives .
Note that for , nonzero, we have in which case we further have that . This results in which has symmetry generators , , and which is the maximal case.
We systematically consider the cases when (16) imply two generators. These arise as follows.(i)Suppose that , are arbitrary. Then, (16) gives and For , not a constant, we must have that , and we get which has and as symmetries.(ii)Suppose that , are arbitrary. Then, (16) implies that from which we arrive at This integral (20) has and as symmetry generators.
We do not obtain any further three symmetry cases from (16) apart from the earlier for as it gives a constant and hence no integral.
Next we focus on . The use of the classifying relation (8) gives rise to and therefore, admits . In a similar manner as for we have the following cases.(i)If , are arbitrary, then we obtain as in (15).(ii)If , are arbitrary, then we have , , , and .(iii)If , are arbitrary, then we have , , , and .(iv)If , are arbitrary, then , result in .
We do not get any three symmetry case here.
The pattern is now clear. Instead of going through each of the remaining cases which are quite tedious albeit straightforward, we present our findings in a table. For completeness, this table also includes the cases and together with the corresponding first integrals (see Tables 3 and 4).
Finally, we look at the three symmetry cases.
For , there are three symmetries which have nonzero commutation relations
The Lie algebra is . In the case of the first integral , the symmetries are which have nonzero Lie brackets and constitute the Lie algebra , . The Lie algebra of the symmetries of is isomorphic to that of by means of the discrete transformation .
Thus, there are two Lie algebras of dimension three, namely, and , . There are no four symmetry cases. Therefore, we have the following result.
Theorem 1. The maximal dimension of the Lie algebra admitted by a first integral of or a third-order ODE linearizable by point transformation to this linear ODE is three. The maximal Lie algebras are and , .
The proof follows easily from the preceding discussion.
We also have the following counting theorem.
Theorem 2. The Lie algebra admitted by a first integral of or a third-order ODE linearizable by point transformation to this linear ODE is 0, 1, 2, or 3.
3. Algebraic Properties of the Integrals of
We consider the representative third-order ODE where is an arbitrary function of . This equation possesses four symmetries where again we commenced with the three solution symmetries and then the homogeneity symmetry. Here, is a solution of (27). The third-order equation (27) has the three functionally independent first integrals
The first in this list is the simplest, followed by the other two for which the order does not matter.
3.1. Classifying Relation for the Symmetries of
Let be an arbitrary function of , , and ; namely, . The symmetry of this general function of the first integrals is where
Now , , , and are
These are the coefficients functions of which are obtained by setting where s are the symmetry generators as given in (28) and the s are constants. The reason for taking a linear combination mentioned earlier is that the symmetries of the first integrals are always the symmetries of the equation (see  for a general result).
3.2. Symmetry Structure of the First Integrals of
We quickly note that if is arbitrary, then (35) implies which in turn give the result that the ’s are zero. Thus, there results no symmetry for this case.
As in the previous section on the constant coefficient ODE, we obtain the optimal system of one-dimensional subalgebras of the four-dimensional algebra symmetry algebra of our ODE spanned by (28).
We then obtain an optimal system of one-dimensional subalgebras spanned by
For each of these operators, we are systematically able to compute the corresponding first integrals by using the classifying relation (35).
We therefore have the following result.
Theorem 3. The Lie algebra admitted by a first integral of or a third-order ODE linearizable by point transformation to this linear ODE is 0, 1, or 2.
4. Further Considerations: Symmetries of First Integrals of Submaximal Higher-Order ODEs
We know that one cannot generate the full Lie algebra of any scalar first-order ODE via the algebras of any of its integrals . Also for scalar linear second-order ODEs, it has been shown in  that the full Lie algebra of which represents any linear or linearizable second-order ODE can be generated by three isomorphic triplets of three-dimensional algebras of the basic integrals and one of their quotient which have the interesting property that the algebras are isomorphic to each other. In our recent work , we have pointed out that the full Lie algebra of the simplest third-order equation is generated by the point symmetries of only two of the basic integrals and from the three
This is indeed very different to what happens to the classes and . One has that the seven symmetries of our the simplest third-order ODE are generated by four symmetries of together with three symmetries of . In the case of higher-order ODEs of maximal symmetry, it was shown in  that similar properties persist. That is, the full Lie algebra of , is generated by two subalgebras, namely the -dimensional algebra of the integral and the three-dimensional subalgebra of the integral .
What occurs to higher-order ODEs of submaximal symmetry? We discuss this in the following.
Consider the th-order ODE of submaximal symmetry
This ODE (39) can be taken as a representative of higher-order ODEs which has -point symmetries. We have chosen this in a way that reduces to the third-order case focused on earlier. The first integrals of (39) have the same pattern as for the third-order case and are thus easily constructible, and we focus on the first and second which are
The first integral (40) has point symmetries
This forms an -dimensional subalgebra of the symmetry algebra of (39). The nonzero commutation relations are
The first integral (41) has point symmetries
These generators have nonzero commutation relations
We see that these two sets of symmetries (42) and (44) are easy to deduce as it is clear that (42) form symmetries of (40) since they are translation in and solution symmetries with maximum degree power . Also for , they reduce to the third-order case of the previous section. The full Lie algebra of (39) is generated from the symmetries of (42) and two symmetries of (44), namely, and of (44). However, the latter does not close due to the commutation relations (45). However, if we exclude , then does span an -dimensional algebra. Alternatively, a simpler way to generate the full algebra of (39) is to utilize the symmetries (44) together with the two symmetries and of (42).
We therefore have the theorem the proof of which follows from the above discussion.
Theorem 4. The full Lie algebra of the linear th-order ODE , , which is dimensional, is generated by two subalgebras, namely, the -dimensional algebra of and the two-dimensional subalgebra of .
We now study the generation of the full algebra of a representative th-order, of submaximal symmetries . A natural extension of the third-order ODE (27) is where is an arbitrary function of . Following the pattern of the integrals in (29), we can write the corresponding three out of immediately. They are
We show that the symmetries of these integrals are sufficient to generate the full algebra. From Table 8 in the previous section, we notice that and of (28) are symmetries of the integral in (29). Further we note that and of (28) are symmetries of the quotient integral . In a similar fashion, we have these algebraic properties persisting for the linear higher-order equation (46). Equation (46) has the point symmetries where is a solution to (46) and satisfies similar properties to that of the corresponding linear third-order equation; namely,
It is evident that the first are solution symmetries and the th is the homogeneity symmetry which are straightforward to observe. The first integral in (47) has the symmetries which is clear. The algebra constituted is Abelian. This fact can also be seen for of (29). Now, we analyze what occurs for the quotient integral of (47). It is noticed that the homogeneity symmetry is a symmetry of , as if we replace by in the quotient; it is left invariant. Moreover, for we have the invariance condition
The terms in the square brackets vanish due to the relations in (49). Thus, is a symmetry of this quotient integral. In view of the previous, we have the following theorem.
Theorem 5. The full Lie algebra of the linear th-order ODE , , which is dimensional, is generated by two subalgebras, namely, the -dimensional algebra of as given in (47) and the two-dimensional subalgebra of as in (47).
Hence, the manner in which the full Lie algebra is generated for the ODEs , , , and two submaximal linear cases investigated in the foregoing is quite interesting. This also conforms with the properties of their symmetry algebra which are different (see, e.g., ).
The algebraic properties of the first integrals of the 8 symmetries or maximal class were pursued in  in which it was shown that the algebra of the linearizable equations can be generated by three isomorphic triplets of three-dimensional algebras. Then, in  the authors considered the symmetry properties of the basic first integrals of scalar linear third-order ODEs for which the symmetry structure has been investigated before (see, e.g., the review ). In a recent paper we performed a complete study of the symmetry structure of first integrals of the free particle or linearizable second-order ODEs. We showed in our work  that the first integrals have rich symmetry algebras. We found that they have 0, 1, 2, or 3 dimensional algebras and that the maximal case is unique with algebra . Motivated by this and recent works [6–8], we performed in  a symmetry classification of the first integrals of the maximal class of linear third-order ODEs represented by . Many interesting properties came to light. It was shown in  that the symmetry structure of the first integrals is also rich, and there exit the 0, 1, 2, and 3 symmetry cases. In the case of the maximal algebra of the integrals which is 3 here, we showed that similar to the free particle case, it is unique. We also proved that the full Lie algebra of the equation for linear third and higher order can be generated by just two basic integrals. This result differs from what happens to the free particle or even first order equations .
In this work, we investigated the symmetry properties of the first integrals of scalar linearizable third-order ODEs of submaximal classes, namely, the 4 and 5 symmetry classes. Here we obtained the result that there can be the 0, 1, or 2 symmetry cases for the 4 symmetry class and 0, 1, 2, or 3 symmetry cases for the 5 symmetry class. Also we noted that the maximal cases are not unique as for the free particle or simplest third-order equations. We further studied the generation of the full Lie algebras of the submaximal classes of linear higher-order ODEs and have shown how these are generated by subalgebras of certain basic integrals and a quotient of two integrals.
Further work could be done to study submaximal classes of higher order ODEs for the symmetry properties of their first integrals.
Conflict of Interests
The authors declare that there is no conflict of interests in the publication of this work.
K. S. Mahomed thanks the University of the Witwatersrand as well as the NRF of South Africa for financial support. E. Momoniat is grateful to the NRF for a research grant.
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