First Integrals/Invariants & Symmetries for Autonomous Difference Equations (original) (raw)
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PREFACE: Symmetries and Integrability of Difference Equations
Journal of Physics A-mathematical and General, 2007
The notion of integrability was first introduced in the 19th century in the context of classical mechanics with the definition of Liouville integrability for Hamiltonian flows. Since then, several notions of integrability have been introduced for partial and ordinary differential equations. Closely related to integrability theory is the symmetry analysis of nonlinear evolution equations. Symmetry analysis takes advantage of the Lie group structure of a given equation to study its properties. Together, integrability theory and symmetry analysis provide the main method by which nonlinear evolution equations can be solved explicitly. Difference equations (DE), like differential equations, are important in numerous fields of science and have a wide variety of applications in such areas as mathematical physics, computer visualization, numerical analysis, mathematical biology, economics, combinatorics, and quantum field theory. It is thus crucial to develop tools to study and solve DEs. While the theory of symmetry and integrability for differential equations is now largely well-established, this is not yet the case for discrete equations. Although over recent years there has been significant progress in the development of a complete analytic theory of difference equations, further tools are still needed to fully understand, for instance, the symmetries, asymptotics and the singularity structure of difference equations. The series of SIDE meetings on Symmetries and Integrability of Difference Equations started in 1994. Its goal is to provide a platform for an international and interdisciplinary communication for researchers working in areas associated with integrable discrete systems, such as classical and quantum physics, computer science and numerical analysis, mathematical biology and economics, discrete geometry and combinatorics, theory of special functions, etc. The previous SIDE meetings took place in Estérel near Montréal, Canada (1994), at the University of Kent in Canterbury, UK (1996), in Sabaudia near Rome, Italy (1998), at the University of Tokyo, Japan (2000), in Giens, France (2002), and in Helsinki, Finland (2004). The SIDE VII meeting was held at the University of Melbourne from 10-14 July 2006. The scientific committee consisted of Nalini Joshi (The University of Sydney), Frank W Nijhoff (University of Leeds), Reinout Quispel (La Trobe University) and Colin Rogers (University of New South Wales). The local organization was in the hands of John A G Roberts and Wolfgang K Schief. Proceedings of all the previous SIDE meetings have been published; the 1994 and 1988 meetings (edited respectively by D Levi, L Vinet and P Winternitz, and by D Levi and O Ragnisco) as volumes of the CRM Proceedings and Lecture Notes (AMS Publications), the 1996 meeting (edited by P Clarkson and F W Nijhoff) as Volume 255 in the LMS Lecture Note Series. Starting from the 1996 meeting the formula of publication has been changed to include rather selected refereed contributions submitted in response to a call for papers issued after the meetings and not restricted to their participants. Thus publications reflecting the scope of the 1996 meeting (edited by J Hietarinta, F W Nijhoff and J Satsuma) appeared in Journal of Physics A: Mathematical and General 34 48 (special issue), and of the 1998 and 2000 meetings (edited respectively by F W Nijhoff, Yu B Suris and C-M Viallet, and by J F van Diejen and R Halburd) in Journal of Nonlinear Mathematical Physics 10 (Suppl. 2) and 12 (Suppl. 2). The aim of this special issue is to benefit from the occasion offered by the SIDE VII meeting, producing an issue containing papers which represent the state-of-the-art knowledge for studying integrability and symmetry properties of difference equations. This special issue features high quality research papers and invited reviews which deal with themes that were covered by the SIDE VII conference. These are in alphabetical order: Algebraic-geometric approaches to integrability. The first section contains a paper by T Hamamoto and K Kajiwara on hypergeometric solutions to the q-Painlevé equation of type A4(1). Discrete geometry. In this category there are three papers. J Cielinski offers a geometric definition and a spectral approach on pseudospherical surfaces on time scales, while A Doliwa considers generalized isothermic lattices. The paper by U Pinkall, B Springborn and S Weiss mann is concerned with a new doubly discrete analogue of smoke ring flow and the real time simulation of fluid flow. Integrable systems in statistical physics. Under this heading there is a paper by R J Baxter on corner transfer matrices in statistical mechanics, and a paper by S Boukraa, S Hassani, J-M Maillard, B M McCoy, J-A Weil and N Zenine where the authors consider Fuchs-Painlevé elliptic representation of the Painlevé VI equation. KP lattices and differential-difference hierarchies. In this section we have seven articles. C R Gilson, J J C Nimmo and Y Ohta consider quasideterminant solutions of a non-Abelian Hirota-Miwa equation, while B Grammaticos, A Ramani, V Papageorgiou, J Satsuma and R Willox discuss the construction of lump-like solutions of the Hirota-Miwa equation. J Hietarinta and C Viallet analyze the factorization process for lattice maps searching for integrable cases, the paper by X-B Hu and G-F Yu is concerned with integrable discretizations of the (2+1)-dimensional sinh-Gordon equation, and K Kajiwara, M Mazzocco and Y Ohta consider the Hankel determinant formula of the tau-functions of the Toda equation. Finally, V G Papageorgiou and A G Tongas study Yang-Baxter maps and multi-field integrable lattice equations, and H-Y Wang, X-B Hu and H-W Tam consider the two-dimensional Leznov lattice equation with self-consistent sources. Quantum integrable systems. This category contains a paper on q-extended eigenvectors of the integral and finite Fourier transforms by N M Atakishiyev, J P Rueda and K B Wolf, and an article by S M Sergeev on quantization of three-wave equations. Random matrix theory. This section contains a paper by A V Kitaev on the boundary conditions for scaled random matrix ensembles in the bulk of the spectrum. Symmetries and conservation laws. In this section we have five articles. H Gegen, X-B Hu, D Levi and S Tsujimoto consider a difference-analogue of Davey-Stewartson system giving its discrete Gram-type determinant solution and Lax pair. The paper by D Levi, M Petrera, and C Scimiterna is about the lattice Schwarzian KDV equation and its symmetries, while O G Rasin and P E Hydon study the conservation laws for integrable difference equations. S Saito and N Saitoh discuss recurrence equations associated with invariant varieties of periodic points, and P H van der Kamp presents closed-form expressions for integrals of MKDV and sine-Gordon maps. Ultra-discrete systems. This final category contains an article by C Ormerod on connection matrices for ultradiscrete linear problems. We would like to express our sincerest thanks to all contributors, and to everyone involved in compiling this special issue.
Symmetries and Related Topics in Differential and Difference Equations
Contemporary Mathematics, 2011
Let k be a differential field and let [A] : Y ′ = A Y be a linear differential system where A ∈ Mat(n , k). We say that A is in a reduced form if A ∈ g(k) where g is the Lie algebra of [A] andk denotes the algebraic closure of k. We owe the existence of such reduced forms to a result due to Kolchin and Kovacic [Kov71]. This paper is devoted to the study of reduced forms, of (higher order) variational equations along a particular solution of a complex analytical hamiltonian system X. Using a previous result [AW], we will assume that the first order variational equation has an abelian Lie algebra so that, at first order, there are no Galoisian obstructions to Liouville integrability. We give a strategy to (partially) reduce the variational equations at order m + 1 if the variational equations at order m are already in a reduced form and their Lie algebra is abelian. Our procedure stops when we meet obstructions to the meromorphic integrability of X. We make strong use both of the lower block triangular structure of the variational equations and of the notion of associated Lie algebra of a linear differential system (based on the works of Wei and Norman in [WN63]). Obstructions to integrability appear when at some step we obtain a non-trivial commutator between a diagonal element and a nilpotent (subdiagonal) element of the associated Lie algebra. We use our method coupled with a reasoning on polylogarithms to give a new and systematic proof of the non-integrability of the Hénon-Heiles system. We conjecture that our method is not only a partial reduction procedure but a complete reduction algorithm. In the context of complex Hamiltonian systems, this would mean that our method would be an effective version of the Morales-Ramis-Simó theorem.
2011
Let k be a differential field and let [A] : Y ′ = A Y be a linear differential system where A ∈ Mat(n , k). We say that A is in a reduced form if A ∈ g(k) where g is the Lie algebra of [A] andk denotes the algebraic closure of k. We owe the existence of such reduced forms to a result due to Kolchin and Kovacic [Kov71]. This paper is devoted to the study of reduced forms, of (higher order) variational equations along a particular solution of a complex analytical hamiltonian system X. Using a previous result [AW], we will assume that the first order variational equation has an abelian Lie algebra so that, at first order, there are no Galoisian obstructions to Liouville integrability. We give a strategy to (partially) reduce the variational equations at order m + 1 if the variational equations at order m are already in a reduced form and their Lie algebra is abelian. Our procedure stops when we meet obstructions to the meromorphic integrability of X. We make strong use both of the lower block triangular structure of the variational equations and of the notion of associated Lie algebra of a linear differential system (based on the works of Wei and Norman in [WN63]). Obstructions to integrability appear when at some step we obtain a non-trivial commutator between a diagonal element and a nilpotent (subdiagonal) element of the associated Lie algebra. We use our method coupled with a reasoning on polylogarithms to give a new and systematic proof of the non-integrability of the Hénon-Heiles system. We conjecture that our method is not only a partial reduction procedure but a complete reduction algorithm. In the context of complex Hamiltonian systems, this would mean that our method would be an effective version of the Morales-Ramis-Simó theorem.
Cosymmetries and Nijenhuis recursion operators for difference equations
Nonlinearity, 2011
In this paper we discuss the concept of cosymmetries and co-recursion operators for difference equations and present a co-recursion operator for the Viallet equation. We also discover a new type of factorisation for the recursion operators of difference equations. This factorisation enables us to give an elegant proof that the recursion operator given in arXiv:1004.5346 is indeed a recursion operator for the Viallet equation. Moreover, we show that this operator is Nijenhuis and thus generates infinitely many commuting local symmetries. This recursion operator and its factorisation into Hamiltonian and symplectic operators can be applied to Yamilov's discretisation of the Krichever-Novikov equation.
Hierarchies of Difference Equations and Bäcklund Transformations
Journal of Nonlinear Mathematical Physics, 2003
In this paper we present a method for deriving infinite sequences of difference equations containing well known discrete Painlevé equations by using the Bäcklund transformations for the equations in the second Painlevé equation hierarchy.
Recursion operators, conservation laws, and integrability conditions for difference equations
Theoretical and Mathematical Physics, 2011
In this paper we make an attempt to give a consistent background and definitions suitable for the theory of integrable difference equations. We adapt a concept of recursion operator to difference equations and show that it generates an infinite sequence of symmetries and canonical conservation laws for a difference equation. Similar to the case of partial differential equations these canonical densities can serve as integrability conditions for difference equations. We have found the recursion operators for the Viallet and all ABS equations.
Invariant manifolds for analytic difference equations
2012
We use a modification of the parameterization method to study invariant manifolds for difference equations. We establish existence, regularity, smooth dependence on parameters and study several singular limits, even if the difference equations do not define a dynamical system. This method also leads to efficient algorithms that we present with their implementations. The manifolds we consider include not only the classical strong stable and unstable manifolds but also manifolds associated to non-resonant spaces. When the difference equations are the Euler-Lagrange equations of a discrete variational we present sharper results. Note that, if the Legendre condition fails, the Euler-Lagrange equations can not be treated as a dynamical system. If the Legendre condition becomes singular, the dynamical system may be singular while the difference equation remains regular. We present numerical applications to several examples in the physics literature: the Frenkel-Kontorova model with long-range interactions and the Heisenberg model of spin chains with a perturbation. We also present extensions to finite differentiable difference equations.
A functional-analytic method for the study of difference equations
Advances in Difference Equations, 2004
We will give the generalization of a recently developed functional-analytic method for studying linear and nonlinear, ordinary and partial, difference equations in the 1 p and 2 p spaces, p ∈ N, p ≥ 1. The method will be illustrated by use of two examples concerning a nonlinear ordinary difference equation known as the Putnam equation, and a linear partial difference equation of three variables describing the discrete Newton law of cooling in three dimensions. and the Banach space