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K. S. Mahomed, E. Momoniat, "Characterization of Symmetry Properties of First Integrals for Submaximal Linearizable ThirdOrder ODEs", Mathematical Problems in Engineering, vol. 2013, Article ID 214872, 9 pages, 2013. https://doi.org/10.1155/2013/214872
Characterization of Symmetry Properties of First Integrals for Submaximal Linearizable ThirdOrder ODEs
Abstract
The relationship between first integrals of submaximal linearizable thirdorder 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 thirdorder ODEs. It is known that the maximum Lie algebra of the first integral is achieved for the simplest equation and is fourdimensional. 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 thirdorder ODEs. For the 5 symmetry class of linear thirdorder ODEs, the first integrals can have 0, 1, 2, and 3 symmetries, and for the 4 symmetry class of linear thirdorder ODEs, they are 0, 1, and 2 symmetries, respectively. In the case of submaximal linear higherorder ODEs, we show that their full Lie algebras can be generated by the subalgebras of certain basic integrals.
1. Introduction
Algebraic properties of first integrals of scalarorder 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 [3]. 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 [6], the authors showed that the full Lie algebra of scalar linear secondorder ODEs represented by the simplest free particle equation can be generated by the three triplets of the threedimensional algebras of the two basic integrals and their quotient. In their work [4], they found that the symmetries of the maximal cases of scalar linear thorder ODEs, , are , , and . Thus, for scalar linear thirdorder equations these correspond to 4, 5, and 7 symmetries. Govinder and Leach studied the symmetry properties of first integrals of scalar linear thirdorder ODEs which belong to these three classes in [7]. They showed that the three equivalence classes each has certain first integrals with a specific number of point symmetries. Later Flessas et al. in [8] examined the symmetry structure of the first integrals of higherorder equations of maximal symmetry and they proved some interesting basic propositions related to the scaling symmetry and basic integrals.
In a recent paper [9], Mahomed and Momoniat, obtained a classifying relation between the symmetries and the first integrals of linear or linearizable scalar secondorder 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 secondorder 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 thirdorder equation in the paper [10]. They found that the maximal Lie algebra of a first integral for this equation is unique and fourdimensional. They also showed that the Lie algebra of the simplest linear thirdorder 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 thirdorder ODEs of maximal symmetry. Furthermore, they provided insights into the manner in which one can generate the full Lie algebra of higherorder 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 thirdorder ODEs of the submaximal classes which are represented by and , where is an arbitrary function of . The former has fourpoint symmetries, and the latter has five. As we mentioned earlier, there was some work [8] done by Flessas et al. for the simplest class and extended by Mahomed and Momoniat in [10] 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 thirdorder equations. Then, by using this, we find the point symmetry properties of the first integrals of the submaximal classes of thirdorder equations and which also represent all linearizable by point transformations thirdorder 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 thirdorder ODEs exist [10]. Then, in Section 3 we analyze the class which has fourpoint 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 thirdorder ODE which has fivepoint 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 [11] for a general result on this).
After substitution of the values of , , and given in (5), with , , , and as in (6) and together using the first integrals , , and in (4), we finally arrive at the classifying relation
The relation (8) provides the relationship between the symmetries and first integrals of the thirdorder 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
We utilize the classifying relation (8) to investigate the number and properties of the symmetries of the first integrals of the ODE (1).
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 onedimensional subalgebra spanned by (2). Then, we invoke the classifying relation (8). So the strategy followed here is different from that employed for the simplest thirdorder ODE, . The reason is that we do not have a simple manner subalgebra structure of the symmetries of (1), as we had for .
The Lie algebra of the operators (2) is fivedimensional and has commutator relations given in Table 1.

In order to calculate the adjoint representation, we utilize the Lie series (see Olver [12]) together with the commutator table, namely, Table 2. As an example,

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 onedimensional subalgebras spanned by
The discrete symmetry transformation will map to and that of will transform the last entry in (13) to . Also will go to under . Therefore the above list (13) is reduced by four.
We now invoke each of the operators of (13) in the classifying relation (8) to systematically work out the symmetry structure of the first integral of (1).
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 thirdorder 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 thirdorder ODE linearizable by point transformation to this linear ODE is 0, 1, 2, or 3.
The proof follows from (9), Tables 3 and 4 and Theorem 1.
3. Algebraic Properties of the Integrals of
We consider the representative thirdorder 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 thirdorder 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 [11] for a general result).
After insertion of the values of , , and as in (31), with , , , and as in (32), and first integrals , , and as well as use of in (30), we eventually find the classifying relation
The relation (35) provides the relationship between the symmetries and first integrals of the thirdorder equation (27). We utilize this to classify the first integrals in terms of their symmetries.
3.2. Symmetry Structure of the First Integrals of
We use the relation (35) to systematically study the relationship between the symmetries and first integrals of (27).
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 onedimensional subalgebras of the fourdimensional algebra symmetry algebra of our ODE spanned by (28).
The Lie algebra of the symmetries (28) is represented by Table 5.

By use of Table 5, we can construct the adjoint representation which we present in Table 6.

We then obtain an optimal system of onedimensional subalgebras spanned by
For each of these operators, we are systematically able to compute the corresponding first integrals by using the classifying relation (35).
In Tables 7 and 8 we tabulate the symmetries and the corresponding first integrals.


It follows that there are no three symmetry cases. Moreover, we note that the maximal case of symmetries of the first integrals for (27) is two and these are listed in Table 8.
We therefore have the following result.
Theorem 3. The Lie algebra admitted by a first integral of or a thirdorder ODE linearizable by point transformation to this linear ODE is 0, 1, or 2.
The proof follows from (36) and Tables 7 and 8.
4. Further Considerations: Symmetries of First Integrals of Submaximal HigherOrder ODEs
We know that one cannot generate the full Lie algebra of any scalar firstorder ODE via the algebras of any of its integrals [10]. Also for scalar linear secondorder ODEs, it has been shown in [6] that the full Lie algebra of which represents any linear or linearizable secondorder ODE can be generated by three isomorphic triplets of threedimensional 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 [10], we have pointed out that the full Lie algebra of the simplest thirdorder 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 thirdorder ODE are generated by four symmetries of together with three symmetries of . In the case of higherorder ODEs of maximal symmetry, it was shown in [10] 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 threedimensional subalgebra of the integral .
What occurs to higherorder ODEs of submaximal symmetry? We discuss this in the following.
Consider the thorder ODE of submaximal symmetry
This ODE (39) can be taken as a representative of higherorder ODEs which has point symmetries. We have chosen this in a way that reduces to the thirdorder case focused on earlier. The first integrals of (39) have the same pattern as for the thirdorder 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 thirdorder 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 thorder ODE , , which is dimensional, is generated by two subalgebras, namely, the dimensional algebra of and the twodimensional subalgebra of .
We now study the generation of the full algebra of a representative thorder, of submaximal symmetries . A natural extension of the thirdorder 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 higherorder equation (46). Equation (46) has the point symmetries where is a solution to (46) and satisfies similar properties to that of the corresponding linear thirdorder 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 thorder ODE , , which is dimensional, is generated by two subalgebras, namely, the dimensional algebra of as given in (47) and the twodimensional subalgebra of as in (47).
Hence, the manner in which the full Lie algebra is generated for the ODEs [6], , [10], 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., [5]).
5. Conclusion
The algebraic properties of the first integrals of the 8 symmetries or maximal class were pursued in [6] in which it was shown that the algebra of the linearizable equations can be generated by three isomorphic triplets of threedimensional algebras. Then, in [7] the authors considered the symmetry properties of the basic first integrals of scalar linear thirdorder ODEs for which the symmetry structure has been investigated before (see, e.g., the review [5]). In a recent paper we performed a complete study of the symmetry structure of first integrals of the free particle or linearizable secondorder ODEs. We showed in our work [9] 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 [10] a symmetry classification of the first integrals of the maximal class of linear thirdorder ODEs represented by . Many interesting properties came to light. It was shown in [10] 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 [9].
In this work, we investigated the symmetry properties of the first integrals of scalar linearizable thirdorder 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 thirdorder equations. We further studied the generation of the full Lie algebras of the submaximal classes of linear higherorder 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.
Acknowledgments
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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Copyright
Copyright © 2013 K. S. Mahomed and E. Momoniat. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.