438 Exact Solutions and Invariant Subspaces
earities. We illustrate the results using the quasilinear parabolic equations from non-
linear diffusion and combustion theory with operators
F[u] ≡ ϕ(u)u
xx
+ ψ(u)(u
x
)
2
+ f (u), (9.37)
where ϕ, ψ,and f are given sufficiently smooth functions, and ϕ ≥ 0 (the parabol-
icity condition).
One of the basic tools of solving the PDE (9.36) numerically is the method of
finite differences. Consider first the case of discretization in both the spatial and
time-variables. Using a given uniform time-grid, T
τ
={nτ : n = 0, 1, ...} with the
fixed, sufficiently small step τ>0,andaninfinite uniform space-grid, X
h
={x =
kh : k = 0, ±1, ...} with the fixed small step h > 0, we replace (9.36), (9.37) by the
following implicit finite-difference equation
u
t
= F
h
[u] ≡ ϕ(u)u
xx
+ ψ(u)(u
x
)
2
+ f (u) (9.38)
for (x, t) ∈ Q
hτ
= X
h
× T
τ
. We again keep the same notation, u
t
, for discrete and
continuous derivatives. As usual, u = u(x, t) belongs to the space of grid functions
on Q
hτ
, and the derivatives denote
u
t
=
1
τ
u(x , t + τ)− u(x, t)
,
u
x
=
1
2h
u(x +h, t) − u(x − h, t)
,
u
xx
=
1
h
2
u(x +h, t) + u(x − h, t) − 2u(x, t)
,
(9.39)
so that F
h
[u] = F[u] with the derivatives replaced by those given in (9.39). We
consider the Cauchy problem on X
h
with prescribed initial data, so we do not need
boundary conditions. The PDE is then replaced by a discrete, infinite-dimensional
DS. In the case of the spatial discretization only (the method of lines), there occurs
the continuoustime-derivativeon the left-handside of (9.38) that is a continuous DS.
In the construction of the finite-difference approximation of the problem, the el-
liptic differential operator F
0
: C
2
(IR ) → C(IR ) is replaced by the corresponding
finite-difference operator F
h
: V → V ,whereV ={u : X
h
→ IR } denotes the
space of grid functions on X
h
. The type of discretization depends on the properties
of the differential model, which it is necessary to preserve. Namely, these may be
conservation laws (conservation of the mass, or of the first moment, corresponding
to the diffusion operator, or other higher-order moments), preservation of a fixed
symmetry or scaling invariance of the equation, etc. In what follows, a standard and,
sometimes, non-divergent type of discretization is chosen in order to preserve the
invariant subspace property of the discretized nonlinear operator and the PDE.
We will establish that the finite-difference approximation may preserve the prop-
erty of the nonlinear operator F to admit a subspace. We show that, in some cases, if
F admits a finite-dimensional linear subspace W , such that F[W ] ⊆ W , the approx-
imating operator F
h
can also have a subspace W
h
⊂ V (i.e., F
h
[W
h
] ⊆ W
h
)ofthe
same dimension and with similar basis functions. In the discretized problem, there
is also a reduction of the dimension, which gives solutions on the lower-dimensional
subspaces. The same effect is proved to be true for the partially discretized equation
(9.38)with the continuousderivativeu
t
, so that (9.38)is a systemof nonlinearODEs.
In the discrete case, the space V is infinite-dimensional (as well as in the differential
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