On the paper “Symmetry analysis of wave equation on sphere” by H. Azad and M. T. 0 1 0 Mustafa 2 n a Igor Leite Freire J 3 Centro de Matem´atica, Computa¸c˜ao e Cogni¸c˜ao 1 Universidade Federal do ABC - UFABC ] P Rua Catequese, 242, Jardim, 09090 400 − A Santo Andr´e, SP - Brasil . E-mail: [email protected] h t a m [ 2 v 3 1 Abstract 8 0 Usingthescalarcurvatureofthe productmanifoldS2 Randthecompletegroupclassification 0. of nonlinear Poisson equation on (pseudo) Riemannian m×anifolds, we extend the previous results 1 on symmetry analysis of homogeneous wave equation obtained by H. Azad and M. T. Mustafa [H. 9 Azad and M. T. Mustafa, Symmetry analysis of wave equation on sphere, J. Math. Anal. Appl., 0 : 333 (2007) 1180–1188]to nonlinear Klein-Gordon equations on the two-dimensional sphere. v i X r a 2000 AMS Mathematics Classification numbers: 76M60, 58J70, 35A30, 70G65 Key words: Lie point symmetry, Noether symmetry, conservation laws, wave equations on the sphere, scalar curvature 1 1 Introduction In a previous work, Azad and Mustafa [1] considered the Liepoint symmetries of the homogeneous wave equation induced by the 2 Sphere S2 metric − 1 u = u +(cotx)u + u . (1) tt xx x sin2x yy Equation (1) is a particular case of the general equation ∆ u+f(u)= 0, (2) g where 1 ∂ ∂u ∆ u= (√ggij ) = gij u = j u= iu, g √g∂xi ∂xj ∇i∇j ∇ ∇j ∇i∇ where∆ istheLaplace-Beltrami operatoronanarbitrary(pseudo)Riemannianmanifold(Mn,g)and g isthecovariant derviativecorrespondingtotheLevi-CivitaconnectionandtheEinsteinsummation i ∇ convention over repeated indices is understood. Equation (2) covers Poisson and Klein-Gordon semilinear equations, depending on if (Mn,g) is a Riemannian or a pseudo-Riemannian manifold, respectively. Equation (1) can be obtained from (2) taking on S2 R the metric × ds2 = dt2 dx2 sin2x dy2 (3) − − and f(u)= 0. We shall denote the product manifold S2 R endowed with the metric (3) as (S2 R,g). × × Group classification of equations with coefficients dependingon metric tensor on especific Rieman- nian manifolds are well-known. See [1, 4, 6, 7, 8, 11]. TheLiepointsymmetriesofequation(2)onflatmanifolds,withsomefunctionsf(u)areperformed in [11]. In [4, 3, 5, 10] the Lie point symmetries, the Noether symmetries and the conservation laws of the Kohn-Laplace equations were studied. In [6] the symmetry analysis of equation (2) was carried out on an arbitrary (pseudo) Riemannian manifold. The Lie symmetries of the Poisson equation with Euclidean metric are well known, see [20]. The group classification of the Poisson equation on the Hyperbolic plane with metric of Klein’s model of Lobachevskian geometry and in S2 was carried out in [7, 8] and [8], respectively. In this article we are interested in the Lie point symmetries, the Noether symmetries and the conservation laws of equation 1 u = u +(cotx)u + u +f(u), (4) tt xx x sin2x yy where f : R R is a smooth function. Existence, uniqueness and behavior of solutions of initial value → problems of (4) are established in [19]. Denoting by Isom(S2 R) theLie algebra of the Killing vector fields of (S2 R,g), our main result × × can be formulated as follows: Theorem 1. Except to the linear cases, the symmetry Lie algebra of equation (4) with an arbitrary function f(u) is generated by Isom(S2 R,g), that is, × ∂ ∂ ∂ ∂ ∂ ∂ S = , S = , S = siny +cotxcosy , S = cosy cotxsiny . (5) 0 1 2 3 ∂t ∂y ∂x ∂y ∂x − ∂y 2 If f(u) = cu, c= const., in (2), in addition to Isom(S2 R), we have the following generators: × ∂ S = u (6) 4 ∂u and ∂ S∞ = b(x,y,t) , (7) ∂u where 1 b = b +(cotx) b + b +cb. (8) tt xx x sin2x yy The case f(u)= k = const= 0 is reduced to the case f(u)= 0 under the change u u+kt2/2. 6 → As a consequence, we have the following classification of the Noether symmetries. Theorem 2. For any function f(u) in (4), the isometry algebra Isom(S2 R) generates a variational × symmetry Lie algebra. If f(u) = cu, the symmetry (7) is a Noether symmetry, where b = b(x,y,t) satisfies (8). From Theorem 2 and the Noether’s Theorem, we have: ′ Corollary 1. Let F = F(u) be a function such that F (u) = f(u). The conservation laws of the Noether symmetries of equation (4), for any function f(u), are: 1. For the symmetry S , the conservation law is Div(A) = 0, where A = (A0,A1,A2) and 0 sinx sinx 1 1 A0 = u2 u2 u2 sinxF(u), A1 = sinxu u , A2 = u u . (9) − 2 t − 2 x− 2sinx y − t x sinx t y 2. For the symmetry S , the conservation law is Div(B) = 0, where B = (B0,B1,B2) and 1 sinx sinx 1 B0 = sinxu u , B1 = sinxu u , B2 = u2 u2 + u2 sinxF(u). (10) − t y x y 2 t − 2 x 2sinx y − 3. For the symmetry S , the conservation law is Div(C) = 0, where C = (C0,C1,C2) and 2 C0 = sinx sinyu u cosx cosyu u , t x t y − − sinx siny sinx siny siny C1 = u2+ u2 u2 +cosx cosyu u sinx sinyF(u), 2 t 2 x− 2sinx y x y − (11) cosx cosy cosx cosy cosx cosy siny C = u2 u2 + u2 + u u cosx cosyF(u). 2 2 t − 2 x 2sin2x y sinx x y − 4. For the symmetry S , the conservation law is Div(D) = 0, where D = (D0,D1,D2) and 3 D0 = sinx cosyu u +cosx sinyu u , t x t y − sinx cosy sinx cosy cosy D1 = u2+ u2 u2 2 t 2 x − 2sinx y cosx sinyu u sinx cosyF(u), x y (12) − − cosx siny cosx siny cosx siny D2 = u2+ u2 u2 − 2 t 2 x− 2sin2x y cosy + u u +cosx sinxF(u). x y 2sinx 3 5. If F(u) = cu2/2, then the conservation law for the symmetry (7), with b satisfying (8), is Div(α) = 0, where α= (α0,α1,α2) and 1 α0 = sinx(bu b u), α1 = sinx(b u bu ), α2 = (bu b u). (13) t t x x t t − − sinx − We shall not present preliminaries concerning Lie point symmetries of differential equations sup- posing that the reader is familiar with the basic notions and methods of contemporary group analysis. See [2, 11, 15]. For a geometric viewpoint of Lie point symmetries, see [13, 14]. This paper is organized as follows. In section 2 we recall some geometric results regarding to (S2 R,g). These results will be used in section 3 to prove the Theorem 1. The Noether’s symmetries × and the conservation laws are obtained in section 4. In section 5 we identify the classical Lie algebras that the symmetry Lie algebras are isomorphic to. 2 The product manifold S2 R × Let x0 = t, x1 = x and x2 = y be local coordinates of (S2 R,g). We observe that the Riemann × and the Ricci tensors used in this paper coincide with those in Yano’s book [16] and in Dubrovin, Fomenko and Novikov’s book [9]. Lemma 1. The scalar curvature R of the product manifold (S2 R,g) is constant. × Proof. The Riemann tensor of (S2 R,g) is × Ri = (δ2iδ δ δ δ2iδ δ δ )+sin2x(δ2iδ δ δ δ1iδ δ δ ). jks 1j 2k 1s 1j 1k 2s 2j 2k 1s 2j 1k 2s − − − Then Ri = δ2iδ δ2iδ and R = 1. s 2s 1s − − − Lemma 2. The sectional curvature of (S2 R,g) is non-constant. × Proof. Let K(p,X,Y) be the sectional curvature of (S2 R,g) at a point p = (t,x,y). (See [12] for × the definitions.) Let X = (X0,X1,X2) and Y = (Y0,Y1,Y2). Then, we obtain X2 sin2x+X1 K(p,X,Y)= − . 2X1 Lemma 3. The isometry group of (S2 R,g) is generated by the vector fields S , S , S and S . 0 1 2 3 × Proof. It is clear that the vector fields (5) satisfy the equation ∂g ∂ξk ∂ξk L g = ξs ij +g +g = 0. X ij ∂xs kj∂xi ik∂xj From Lemma 2, the sectional curvature of (S2 R,g) is non-constant. Then, from Yano [16], pag. × 57, Theorem6.2, dim(Isom(S2 R))< 6. From Fubini’sTheorem (see Yano[16]), dim(Isom(S2 R)) × × cannot be 5. Thus, dim(Isom(S2 R)) 4. Since (5) are isometries, we conclude that the isometry × ≤ algebra Isom(S2 R) is generated by S , S , S and S . 0 1 2 3 × 4 3 The group classification In this section we perform the group classification of equation (4). To begin with we need of the following Lemma Lemma 4. Let (Mn,g) be a manifold with non-null constant scalar curvature. Then the Lie point symmetry group of the Poisson equation (2) with an arbitrary f(u) coincides with the isometry group of Mn. In the particular cases f(u) = cu, where c = const., in addition to the isometry group, we have the generators ∂ ∂ U = u and X∞ = b(x) , ∂u ∂u where b satisfies (2). Proof. See [6]. We observe that the Lemma 4 is a particular case of the main result obtained in [6]. In this work the authors carried out the group classification of equation (2) on an arbitrary (pseudo) Riemannian manifold. Proof of Theorem 1: From Lemma 1, the scalar curvature of (S2 R,g) is R = 1. Then, the × − Theorem 1 follows from lemmas 3 and 4. 4 The Noether’s symmetries and the conservation laws In this section we prove Theorem 2. It is easy to check that the if X Isom(S2 R), then X is a variational symmetry of equation ∈ × (2), for any function f(u). That is X(1) + D ξi = 0, i L L where sinx sinx 1 = u2 u2 u2 +sinxF(u) (14) L 2 t − 2 x − 2sinx y is the function of Lagrange of equation (2). For more details, see [6]. Let us consider the symmetry (7). It is easy to verify that 1 X(1) + D ξi = Div sinxb u, sinxb u, b u , i t x y L L (cid:18) − −sinx (cid:19) where F(u) = cu2/2 in (14). These observations prove the Theorem 2. The following lemma establishes the conservation laws (9)-(13): Lemma 5. The conservation laws of the Noether symmetries of equation (2), where (Mn,g) is a manifold with constant, non-null scalar curvature, are D Ai = 0, where i 1 Ak = √g( gijξk gkjξi)u u √gξkF(u), (15) i j 2 − − for any function f(u). If f(u) = cu, then the conservation law corresponding to the symmetry (7) is Ak = √ggjk(bu b u). (16) j j − 5 Proof. It is a consequence of [6] when the scalar curvature of (Mn,g) is constant. Proof of Corollary 1: Substituting the symmetries and the metric coefficients into (15)-(16), we obtain (9)-(13). 5 Symmetry Lie algebras Let S , S be the finite dimensional symmetry Lie algebras for an arbitrary f(u) and f(u)= cu, 1 2 c= const, respectively. Following the notations of [17, 18], the symmetry Lie algebras are: 1. If f(u) is an arbitrary function, then [S ,S ] = S , [S ,S ] = S , [S ,S ] = S . Thus, S = 1 2 3 1 3 2 2 3 1 1 − Isom(S2 R) A A , where A = s0(3). 3,9 1 3,9 × ≈ ⊕ 2. If f(u)= cu, then S A 2A . 2 3,9 1 ≈ ⊕ We have the following one-dimensional sub´algebras of S : L =< S +aS > and L =<S >. 1 1 0 1 2 1 If f(u)= cu, we have the following classification of subalgebras of S : 2 1. Dimension 1: L =< aS +S +bS > A and L =< aS +bS > A . 1 0 1 4 1 2 0 4 1 ≈ ≈ 2. Dimension 2: L =< aS +bS ,S > 2A and L =<S ,S > 2A . 3 0 4 1 1 4 0 4 1 ≈ ≈ 3. Dimension 3: L =< S ,S ,S > A and L =< S ,S ,S > 3A . 5 1 2 3 3,9 6 0 1 4 1 ≈ ≈ 4. Dimension 4: L =< aS +bS ,S ,S ,S > A A . 7 0 4 1 2 3 3,9 1 ≈ ⊕ We observe that the subalgebras (1-4) above were obtained by Azad and Mustafa when f(u) = 0 in (4). Theinvariant solutions of (4)can beobtained following thesameprocedureemployed byAzad and Mustafa in [1] with addition of the corresponding term f(u) in (2). Thus we shall omit the details. Acknowledgements I am grateful to Y. Bozhkov for his careful reading of this paper as well as for his firm encourage- ment. I am also pleased to thank the anonymous referee for his comments. References [1] H. Azad, M. T. Mustafa, Symmetry analysis of wave equation on sphere, J. Math. Anal. Appl. 333 (2007) 1180–1188. [2] G. W. Bluman, S. Kumei, Symmetries and differential equations, Applied Mathematical Sciences 81, Springer, New York, (1989). [3] Y.Bozhkov, I.L.Freire, Divergencesymmetriesofcritical Kohn-LaplaceequationsontheHeisen- berg group, Diff. Equations, (2007) - to appear. 6 [4] Y. D. Bozhkov, I. L. Freire, Group classification of semilinear Kohn-Laplace equations, Nonlinear Anal., Theory Methods Appl. 68 (2008) 2552–2568. [5] Y.D.Bozhkov, I.L.Freire, Conservations lawsforcritical Kohn-Laplaceequations ontheHeisen- berg group, J. Nonlinear Math. Phys. 15 (2008) 35–47. [6] Y. Bozhkov, I. L. Freire, Special conformal groups of a Riemannian manifold and Lie point symmetries of the nonlinear Poisson equation, arXiv:0911.5292v1 (2009) – submitted. [7] Y. Bozhkov, I. L. Freire, I. I. Onnis, Group analysis of nonlinear Poisson equations on the hyper- ◦ bolic plane, 66 Semin´ario Brasileiro de An´alise, (2007). (in Portuguese). [8] Y. Bozhkov, I. L. Freire, I. I. Onnis, Group analysis of nonlinear Poisson equations on two- dimensional Riemannian manifolds of constant curvature, – in preparation. [9] B. A. Dubrovin, A. T. Fomenko, S. P. Novikov, Modern geometry - methods and applications, Part I, Springer, New York, (1984). [10] I. L. Freire, Noether symmetries and conservation laws for non-critical semilinear Kohn-Laplace equations on three-dimensional Heisenberg group, Hadronic J., 30 (2007) 299–313. [11] N. H. Ibragimov, Transformation groups applied to mathematical physics, Translated from the Russian Mathematics and its Applications (Soviet Series), D. Reidel Publishing Co., Dordrecht, (1985). [12] D. Lovelock, H. Rund, Tensors, differential forms, and variational principles, Dover, (1989). [13] G. Manno, F. Oliveri, R. Vitolo, On differential equations characterized by their Lie point sym- metries, J. Math. Anal. Appl. 332 (2007) 767–786. [14] P. J. Olver, Symmetry groups and group invariant solutions of partial differential equations, J. Diff. Geom. 14 (1979) 497–542. [15] P. J. Olver, Applications of Lie groups to differential equations, GMT 107, Springer, New York, (1986). [16] K.Yano,ThetheoryofLiederivativesanditsapplications, North-HollandPublishingCo.,(1955). [17] J. Patera, R. T. Sharp, P. Winternitz, H. Zassenhaus, Invariants of real low dimension Lie alge- bras, J. Math. Phys. 17 (1976) 986–994. [18] J. Patera, P. Winternitz, Subalgebras of real three- and four-dimensional Lie algebras, J. Math. Phys. 18 (1977) 1449–1455. [19] M. A. Rammaha, T. A. Strei, Nonlinear wave equations on the two-dimensional sphere, J. Math. Anal. Appl. 267 (2002) 405–417. [20] S.R.Svirshchevskii, Group classification of nonlinear polyharmonicequations and their invariant solutions, Diff. Equations 29 (1993) 1538 – 1547. 7