Startseite Naturwissenschaften Lie Symmetries and Similarity Solutions for Rotating Shallow Water
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Lie Symmetries and Similarity Solutions for Rotating Shallow Water

  • Andronikos Paliathanasis ORCID logo EMAIL logo
Veröffentlicht/Copyright: 22. Juni 2019

Abstract

We study a nonlinear system of partial differential equations that describe rotating shallow water with an arbitrary constant polytropic index γ for the fluid. In our analysis, we apply the theory of symmetries for differential equations, and we determine that the system of our study is invariant under a five-dimensional Lie algebra. The admitted Lie symmetries form the {2A1s 2A1}sA1 Lie algebra for γ ≠ 1 and 2A1s 3A1 for γ = 1. The application of the Lie symmetries is performed with the derivation of the corresponding zero-order Lie invariants, which applied to reduce the system of partial differential equations into integrable systems of ordinary differential equations. For all the possible reductions, the algebraic or closed-form solutions are presented. Travel-wave and scaling solutions are also determined.

1 Introduction

Lie symmetries are an essential tool for the study of nonlinear differential equations. The main characteristic of the Lie symmetry analysis is that invariant surfaces, in the space where the parameters of the nonlinear differential equation evolve, are determined, which can be used to perform an extended analysis of the nonlinear differential equation [1], [2], [3], [4], [5], [6], [7], construct conservation laws [8], [9], [10], and when it is feasible to determine solutions of the differential equation [11], [12], [13], [14]. In applied mathematics Lie symmetries cover a wide range of applications from physics, biology, financial mathematics, and many others (for instance, see [15], [16], [17], [18], [19], [20], [21], [22], [23], [24], [25], [26], [27], [28] and references therein).

In this work, we are interested on the application of Lie’s theory on a system of partial differential equations (PDEs) describing one-dimensional rotating shallow water phenomena. The system of our consideration expressed in Lagrangian coordinates is [29]:

(1)ht+h2ux=0
(2)ut+hγ1hxv=0
(3)vt+u=0

where h=h(t,x) denotes the height of the fluid surface, u=u(t,x) denotes the velocity component in the x-direction, and v=v(t,x) is the other horizontal velocity component that is in the direction orthogonal to the x-direction [29]. Parameter γ is the polytropic parameter of the fluid, where in this work is assumed to be 0γ. The system (1–3) is important for the study of atmospheric phenomena like geostrophic adjustment and zonal jets. For more details of the physical properties of the above system, we refer the reader in [30], [31], [32] and references therein.

The application of Lie symmetries in shallow-water theory is not new. Indeed, there are various studies in the literature [33], [34], [35], [36], [37], [38] that has provided important results with special physical interest. Recently, a detailed study of the nonlocal symmetries for a variable coefficient shallow water equation was performed in [39]. However, the majority of these studies are for the case where the fluid has a specific polytropic exponent γ, or the shallow water equations describe nonrotating phenomena. The plan of the article is as follows: In Section 2, we present the basic properties and definitions of Lie symmetry analysis, which is the main mathematical tool for our analysis. The main results of this work are presented in Section 3. More specifically, we reduce the system (1–3) into two equations for the variables h and v. We derive that the latter system of two PDEs admits five Lie point symmetries, and we study all the possible reductions in ordinary differential equations (ODEs) with the use of zero-order Lie invariants. We find that the reduced systems can be solved explicitly, and we derive the algebraic solution or closed-form solutions for every possible reduction and every value of the parameter γ. The latter result is important because it shows how powerful the method of Lie symmetry analysis is for the study of shallow-water phenomena to prove the existence of solutions for the model of our study. Emphasis is given on the travel-wave and scaling solutions. Finally, our discussion and conclusions are presented in Section 4.

2 Preliminaries

In this section, we briefly discuss the basic definitions and main steps for the determination of Lie point symmetries for differential equations.

Consider a system of PDEs

(4)HA(yi,uA,uiA,)=0,

where uAdenotes the dependent variables, yi are the independent variables, and uiA=uAyi.

We assume the one-parameter point transformation (1PPT) in the space of the independent and dependent variables:

(5)y¯i=yi(yj,uB;ε),
(6)u¯A=uA(yj,uB;ε),

in which ε is an infinitesimal parameter; the differential equation (4) remains invariant if and only if

(7)H¯A(y¯i,u¯A,;ε)=HA(yi,uA,),

or equivalently [12]

(8)limε0H¯A(y¯i,u¯A,;ε)HA(yi,uA,)ε=0.

The latter conditions is expressed

(9)X(HA)=0,

where denotes the Lie derivative with respect the vector field X[n], which is the nth extension of generator X of the infinitesimal transformation (5, 6) in the jet space {yi,uA,u,iA,}

(10)X[n]=X+η[1]uiA++η[n]uiiijinA,

with generator

(11)X=yεx+uAεuA,

and

(12)η[n]=Diη[n1]ui1i2in1Di(yε),i1.

When condition (9) is satisfied for a specific 1PPT, the vector field X is called a Lie point symmetry for the system of PDEs (4). For an unknown 1PPT, in order to specify the generators X, which are Lie point symmetries for a given differential equation, from the symmetry condition (9), we specify a system of PDEs with dependent variables in the components of the generator X. The solution of the latter system provides the generic symmetry vector, and the number of independent solutions gives the number of independent vector field and the dimension of the admitted Lie algebra.

3 Lie Symmetry Analysis

We write the system (1–3) as two second-order PDEs:

(13)vtxh2ht=0,
(14)vtthγ1hx+v=0

while the application of Lie’s theory provides a five-dimensional Lie algebra consists by the following vector fields:

X1=t,X2=x,
X3=cos(t)v,X4=sin(t)v
X5=(γ+1)xx+(γ1)vv+2hh

In Table 1, the commutators of the Lie symmetries are presented. Consequently, from Table 1, we can refer that the admitted Lie algebra is the {2A1s 2A1}sA1 in the Morozov–Mubarakzyanov Classification Scheme [40], [41], [42], [43]. However, in the limit where γ = 1, the admitted Lie algebra is the 2A1s 3A1.

Table 1:

Commutators of the admitted Lie point symmetries by system (13, 14).

[,]X1X2X3X4X5
X100X4X30
X20000(γ+1)X2
X3X4000(γ1)X3
X4X3000(γ1)X4
X50(γ+1)X2(γ1)X3(γ1)X40

In order to continue with the application of the Lie point symmetries, it is important to determine the one-dimensional optimal system and invariants [44]. In order to do that, the adjoint representations should be calculated. By definition, for every basis of the Lie symmetries Xi, the adjoint representation is given by the following expression:

(15)Ad(exp(εXi))Xj=Xjε[Xi,Xj]+12ε2[Xi,[Xi,Xj]]+.

For the admitted Lie point symmetries of the system (13, 14), the adjoint representation is given in Table 2. In order to find the optimal system, we consider the generic symmetry vector:

Table 2:

Adjoint representation for the Lie point symmetries of the system (13, 14).

Ad(exp(εXi))XjX1X2X3X4X5
X1X1X2cos(ε)X3+sin(ε)X4cos(ε)X4sin(ε)X3X5
X2X1X2X3X4X5ε(γ+1)X2
X3X1εX4X2X3X4X5ε(γ1)X3
X4X1+εX3X2X3X4X5ε(γ1)X4
X5X1eε(γ+1)X2eε(γ1)X3eε(γ1)X4X5
(16)X=a1X1+a2X2+a3X3+a4X4+a5X5

and we find the equivalent vectors by considering the adjoint representation. At this point, it is important to mention that the adjoint action admits two invariant functions, the ϕ1(ai)=a1 and ϕ2(ai)=a5 [45]. The invariants can be used to simplify the calculations on the derivation of the optimal system. Indeed, we have to consider the cases a1a20 and a1a2=0.

Case 1: For a1a50, we have that

X=Ad(exp(ε4X4))Ad(exp(ε3X3))Ad(exp(ε2X2))X

becomes

X=a1X1+a5X5

for specific values of the parameters ε2,ε3 and ε4.

Case 2: For a1a5=0, there are three subcases, (a) a1 = 0, a50; (b) a10, a5 = 0; and (c) a1=a5=0.

Case 2a: For a1 = 0 and a20, and following the steps as before, we find the optimal system X5 where γ ≠ 1. In the limit, γ = 1, the generic optimal system is a3X3+a4X4+X5.

Case 2b: For a1 = 0 and a10, the optimal system is derived:

X=Ad(exp(ε4X4))Ad(exp(ε3X3))X

which for specific values of ε3 and ε4 is simplified as

X=a1X1+a2X2

Parameter a2 is not an invariant; hence, it can be zero too. Hence, the two optimal systems are a1X1+a2X2 and X1.

Case 2c: For a1=a5=0, we calculate the generic optimal systems a2X2+a3X3+a4X4.

Hence, the one-dimensional optimal systems for γ ≠ 1:

X1,X2,X5,aX1+X2,
αX1+X5,a2X2+a3X3+a4X4

and for γ = 1:

X1,X2,aX1+X2,αX1+X5,
a2X2+a3X3+a4X4,a3X3+a4X4+X5

There is a difference in the number of one-dimensional optimal systems, which depends on the parameter γ, which is expected because the structure of the Lie algebra changes.

We proceed our analysis by applying the Lie symmetries to reduce the system of PDEs into a system of ODEs and solve the resulting ODEs by applying the method of Lie symmetries.

3.1 Static Solution

The application of the symmetry vector X1 in (13, 14) provides the static solution h=H(t0,x) and v=V(t0,x). The system of PDEs reduces to one first-order ODE:

(17)1γ(Hγ),xV=0,

which provides a constraint condition between the velocity v and the height h.

3.2 Point Solution

The application of the symmetry vector X2 provides the time-dependent solution in a specific point, i.e. h=H(t,x0) and v=V(t,x0). The resulting system provides H(t,x0)=H0 and the second-order ODE:

(18)Vtt+V=0.

The latter equation is nothing else than the oscillator that admits eight Lie point symmetries, and it is maximally symmetric. The Lie symmetries X1, X3, and X4 are inherited symmetries, while the remaining five Lie point symmetries are type II symmetries. The exact solution of (18) is

(19)V(t,x0)=V1cos(t)+V2sin(t).

3.3 Travel-Wave Solution

The linear combination of X1 + cX2 provides travel-wave solutions h=H(xct),v=V(xct) where parameter c describes the wave speed. The reduced system is

(20)VξξH2Hξ=0,
(21)c2VξξHγ1Hξ+V=0.

in which the new independent parameter ξ is defined as ξ=xct.

From (20), we derive

(22)H1=H0Vξ,

where by substitute in (21) it follows

(23)(c2(H0Vξ)γ1)Vξξ+V=0.

The latter equation admits only one Lie point symmetry for γ ≽ 1, the autonomous symmetry ξ. Recall that for γ=1, (23) becomes a maximally symmetric equation, but such value for parameter γ is not physically accepted.

Application of the differential invariants of the autonomous symmetry vector ξ in (23) leads to the nonlinear first-order ODE:

(24)w(H0w)dwdz=z((H0w)γc2(H0w))1,

with solution

(25)γ(γ1)(z2+c2w2+w0)+(H0w)γ+1=0,

where the new variables {z,w(z)} are defined as z=V(ξ) and w(z)=Vξ.

In the simplest case where the integration constant H0 vanishes and γ = 1, the generic solution is given in terms of the Lambert function:

(26)ln(w(z))=12W(c2exp(z2+2w0))+z22+w0.

In Figure 1, we present a numerical simulation of the H(ξ) and V(ξ) as they are provided by the differential equation (23). The plots that are presented are for γ = 1.1 and γ = 2. From the figure, we observe a travelling-wave solution for V(ξ) and for the variable H(ξ).

Figure 1: Qualitative evolution of the functions V(ξ)$V\left(\xi\right)$ and H(ξ)$H\left(\xi\right)$ provided by the numerical simulation of the nonlinear differential equation (23). The plots are for c = 1 and H0 = 2 and initial conditions V(0)=0.01$V\left(0\right)=0.01$, Vξ(0)=−0.2${V_{\xi}}\left(0\right)=-0.2$. Left figure is for γ = 1.1, whereas right figure is for γ = 2. We observe that V(ξ)$V\left(\xi\right)$ and H(ξ)$H\left(\xi\right)$ are periodic functions and have similar behaviour; the different values of γ change only the frequency of the oscillations. However, as we decreased the initial value Vξ(0)${V_{\xi}}\left(0\right)$ in values where c2−(H0−Vξ)−γ−1≃1${c^{2}}-{\left({{H_{0}}-{V_{\xi}}}\right)^{-\gamma-1}}\simeq 1$, the numerical simulation provided singular behaviour for the V(ξ)$V\left(\xi\right)$, which corresponds to a shock.
Figure 1:

Qualitative evolution of the functions V(ξ) and H(ξ) provided by the numerical simulation of the nonlinear differential equation (23). The plots are for c = 1 and H0 = 2 and initial conditions V(0)=0.01, Vξ(0)=0.2. Left figure is for γ = 1.1, whereas right figure is for γ = 2. We observe that V(ξ) and H(ξ) are periodic functions and have similar behaviour; the different values of γ change only the frequency of the oscillations. However, as we decreased the initial value Vξ(0) in values where c2(H0Vξ)γ11, the numerical simulation provided singular behaviour for the V(ξ), which corresponds to a shock.

3.4 Scaling Solution

The Lie invariants of the scaling symmetry vector X5 are

(27)h=H(t)x2γ+1,v=V(t)xγ1γ+1.

Hence, the reduced system consists two second-order ODEs:

(28)γ1γ+1Vt+H2Ht=0,
(29)Vtt2γ+1Hγ+V=0.

From (28) and for γ > 1, we find

(30)V(t)=γ+1γ1H1+V0,

and replacing in (29), we end up with one second-order ODE with the dependent variable, the H(t), i.e.

(31)Ztt+Z(γ21)(γ+1)2V0+2(γ1)(γ+1)2Zγ=0

where we have replaced H=Z1 in order to simplify the form of the differential equation.

For arbitrary parameter γ, (31) admits only the autonomous symmetry vector ∂t. In the special case where V0 = 0 and γ = 3, (31) is invariant under the sl(3,R) Lie algebra and reduces to the Ermakov–Pinney equation [46], [47]. We proceed with the application of the autonomous vector field.

The Lie invariants of the autonomous symmetry are z = Z and w = Zt; hence, (31) reduces to the first-order ODE:

(32)ddz(w22)=(γ21)(γ+1)2V02(γ1)(γ+1)2zγz.

with solution

(33)w(z)2=2(γ21)(γ+1)2V0z4(γ+1)3z1γz2.

For γ = 1, the Lie invariants of the scaling symmetry X5 are h=H(t)x,v=V(t), where the reduced system gives Ht = 0, i.e. H = H0 and Vtt+V=0.

3.5 Reduction with the Vector Fields X3 & X4

The existence of the two symmetry vectors X3, X4 or of the more general symmetry Γ=cos(t+t0)v indicates that the system of our consideration (13, 14) is invariant under the point transformation

(34)vv+cos(t+t0).

Consequently, by taking any linear combination of the other symmetries with the vector field Γ, we determine the same reduced equations, where the invariants have been transformed according to the rule (34), except to the case of point reduction, i.e. X2 and scaling solution for γ = 1, which are the two cases we present in the following lines.

3.5.1 Reduction with X2+βΓ

By considering the Lie invariants in (13, 14) of the symmetry vector X2+βΓ, we find h=H(t) and v=βxcos(t+t0)+V(t) where

(35)H2Ht+βsin(t+t0)=0,
(36)Vtt+V=0.

Therefore, the main difference with the point reduction solution is that the height h is not a constant anymore, and it is given by

(37)H(t)=(H0βcos(t+t0))1,

while now

(38)v=βxcos(t+t0)+V1cos(t+t1)

It is important here to mention that in order to avoid singular behaviour in finite time, the integration constant H00 while β<H0. The latter solution provides a linear spread of the velocities in the space.

3.5.2 Reduction with X5+βΓ for γ = 1

The case of scaling solutions with γ = 1when we consider the symmetry vector Γ in the reduction is totally different from the case before. Indeed, the Lie invariants are

(39)h=H(t)x,v=β2cos(t+t0)lnx+V(t),

where H(t) and V(t) satisfy the reduced equations:

(40)2H2Ht+βsin(t+t0)=0,
(41)Vtt+VH=0.

From (40), it follows

(42)H(t)=2H0βcos(t+t0)

where by replacing in (41) gives a maximally symmetric second-order ODE with generic solution

(43)V(t)=V1cos(t+t0+t1)+2β(2sin(t+t0)arctan(cos(t+t0)1sin(t+t0))cos(t+t0)ln(βcos(t+t0)2H0))+8(β4H02β2)1H0sin(t+t0)arctan(2H0+β4H02β2cos(t+t0)1sin(t+t0))

while the conditions follows β<H0 in order to avoid singularities at finite time.

In contrary to the previous reduction where the evolution of the speeds in the space is linear, in this case, the speed evolves with a logarithmic expansion that provides an initial singularity at x = 0.

3.6 Reduction with the Vector Fields αX1+X5

For the vector field αX1+X5, where α is nonzero constant, the Lie invariants are derived to be

(44)σ=xeγ+1αt,h=H(σ)e2αt,v=V(σ)eγ1αt,

where by replacing in (13, 14) we find the reduced system

(45)σH2(γ21)Vσ((γ1)2+α2)H2V(γ+1)2σ2Hσ+α2Hγ+1Hσ+2σH=0,
(46)(γ+1)σH2Vσσ(γ+1)σHσ+2H+2H2Vσ=0.

An exact solution for the latter system can be calculated by assuming a power-law behaviour for the functions H and V. Indeed, we find the special solution:

(47)V(σ)=V0σγ1γ+1,H(σ)=H0σ2γ+1

with constraint equation

(48)V0(γ+1)2H0γ=0.

In the special case of γ = 1, system (45, 46) is simplified as follows:

(49)α2H2V4σH+(4σ2α2)Hσ=0,
(50)4σ2Vσσ4σVσ+α2(HσV)=0.

where now the special solution (47) becomes H(σ)=H0σ,V(σ)=H0.

From the system (49, 50), we can identify the second-order ODE

(51)Zλλ+α2λ3+24Z12λ(α2λ24)Z12Zλ+2(α2λ2+24Z)λ2(α2λ24)=0.

where we have replaced λ=H(σ)σ and Z(λ)=(σ1(H(σ)σHσ))12. The latter second-order ODE can be integrated and reduced to the following first-order ODE:

(52)(α2λ24)Zλ+2αλ2(1+λZ)+16Zλ+Z0λ2=0.

4 Conclusions

In this work, we studied a system of nonlinear PDEs that describe rotating shallow water with the method of Lie symmetries. More specifically, we determine the Lie symmetries for the system (13, 14), and we found that the system of PDEs is invariant under a five-dimensional Lie algebra. The admitted Lie symmetries form the {2A1s 2A1}sA1 Lie algebra in the Morozov–Mubarakzyanov Classification Scheme for the parameter γ > 1 or the 2A1s 3A1 Lie algebra when γ = 1. That difference in the admitted Lie algebra between the two cases γ = 1 and γ ≠ 1 is observable in the application of Lie symmetries and more specifically in the reduction process.

Indeed, for any symmetry vector, we considered the application of the zero-order Lie invariants, and we rewrote the system of PDEs into a system ODEs, which we were able to solve explicitly in all cases by using the Lie symmetry analysis. Another important feature of the Lie symmetries is that we can transform solutions into solutions after the application of the invariant 1PPT.

From the Lie symmetry vectors X1X5 of the system (13, 14), we determine the generic 1PPT to be

t¯=c1(t+ε)
x¯=c2(x+ε)+c5e(γ+1)εx
h¯=c3h+c5e2εh
v¯=c4(v+εcos(t+t0))+c5e(γ1)εv

It is important to mention that someone could start the present analysis by studying the original three-dimensional first-order differential equations (1–3). Either in that approach the results of the analysis will not change, except from that the point transformation is defined in the space of variables J={t,x,h,v,u}. In our analysis, we consider to study the point transformations defined in the space of variable I={t,x,h,v}. Now by extending the symmetry vectors obtained in the space I in the (partial-) extension space I={t,x,h,v,vt}, the symmetry vectors X15 become

X1=t+0vt,X2=x+0vt
X3=cos(t)vsin(t)vt,X4=sin(t)v+cos(t)vt
X5=(γ+1)xx+(γ1)vv+2hh+(γ1)vtvt

where by replacing u=vt, the Lie point symmetries of the original system (1–3) are found.

We conclude that with the application of Lie symmetries we were able to prove the existence of solutions for the rotating shallow wave system (13, 14). Another important observation is that the reduced differential equations were reduced into well-known first-order ODEs. Finally, we proved the existence of travel-wave and scaling solutions.

Acknowledgements

The author thanks the University of Athens for the hospitality provided.

Appendix

A Lie Symmetry Analysis in the Euler Coordinates

The dynamical system (1–3) in the Euler coordinates is written as [29]

(53)ht+(hu)x=0,
(54)(hu)t+(hu2+1γhγ)xhv=0,
(55)(hv)t+(huv)x+hu=0.

The symmetry analysis provide the same results in the Euler coordinates. The applications of the symmetry condition (9) gives the symmetry vector fields

Y1=t,Y2=x,Y3=sin(t)(xv)+cos(t)u,Y4=cos(t)(xv)sin(t)u,Y5=(γ1)(xx+uu+vv)+2hh.

The latter symmetry vectors form the same Lie algebras with that of system (1–3). Because they are in a different representation with the vector fields X1X5, the invariant functions are different. Vector fields Y1 and Y2 provide static and stationary solutions while the linear combination cY1+Y2 gives the similarity solution which describe traveling waves. For γ1,the vector field Y5 provide the scaling invariants

(56)h=H(t)x2γ1,u=U(t)x,v=V(t)x

where functions H(t),U(t) and V(t) satisfy the following system of first-order ODEs

(57)(γ1)Ht+(γ+1)HU=0,
(58)(γ1)((HU)tHV)+2γ(HU2+Hγ)=0,
(59)(γ1)(HV)t+(γ1)UV+2γHUV=0.

The latter system can be easily integrated, however its general solution it is not given by a closed-form expression. Numerical simulations of the latter system are presented in Figure 2 for two values of the parameter γ. More specifically for γ = 2 and γ=32. From the figures we observe periodic behaviour for the dynamical parameters of the dynamical system.

Figure 2: Qualitative evolution of the parameters H(t),U(t)$H\left(t\right),U\left(t\right)$, and V(t)$V\left(t\right)$ given by the system (57) to (59) for γ = 2 and γ=3/2.$\gamma=3/2.$ For initial conditions, we assumed H(0)=0.02,U(0)=0.01$H\left(0\right)=0.02,U\left(0\right)=0.01$ and V(0)=0.01$V\left(0\right)=0.01$. The numerical solutions provide oscillations for the dynamical parameters.
Figure 2:

Qualitative evolution of the parameters H(t),U(t), and V(t) given by the system (57) to (59) for γ = 2 and γ=3/2. For initial conditions, we assumed H(0)=0.02,U(0)=0.01 and V(0)=0.01. The numerical solutions provide oscillations for the dynamical parameters.

Finally, the symmetry vector aY2 + Y3 provide the generic solution

(60)h(t,x)=h0(a+sin(t))1,u(t,x)=cos(t)(a+sin(t))x+U(t),v(t,x)=sin(t)(a+sin(t))x+V(t),

where

(61)U(t)=U1acos(t)+U2(asin(t)+1)a(a+sin(t)),V(t)=U2cos(t)U1sin(t)(a+sin(t)).

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Received: 2019-02-28
Accepted: 2019-05-31
Published Online: 2019-06-22
Published in Print: 2019-09-25

©2019 Walter de Gruyter GmbH, Berlin/Boston

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