Symmetry transformation groups and differential invariants

FACULTY OF SCIENCE AND TECHNOLOGY Department of Mathematics and Statistics

Symmetry transformation groups and differential invariants

—

Eivind Schneider

MAT-3900 Master’s Thesis in Mathematics November 2014

Abstract

There exists a local classification of finite-dimensional Lie algebras of vector fields on C². We lift the Lie algebras from this classification to the bundle C²×C and compute differential invariants of these lifts.

Acknowledgements

I am very grateful to Boris Kruglikov for coming up with an interesting assignment and for guiding me through the work on it. I also extend my sincere gratitude to Valentin Lychagin for his help through many insightful lectures and conversations. A heartfelt thanks to you both, for sharing your knowledge and for the inspiration you give me.

I would like to thank Henrik Winther for many helpful discussions.

Finally, I thank my family, and especially my wife, Susann, for their support and encouragement.

Contents

1 Introduction 1

2 Preliminaries 3

2.1 Jet spaces and prolongation of vector fields . . . 3

2.2 Classification of Lie algebras of vector fields in one and two dimensions . . . 5

2.3 Lifts . . . 7

2.3.1 Cohomology . . . 8

2.3.2 Coordinate change . . . 9

2.4 Differential invariants . . . 9

2.4.1 Determining the number of differential invariants of order k . . . 10

2.4.2 Invariant derivations . . . 11

2.4.3 Tresse derivatives . . . 12

2.4.4 The Lie-Tresse theorem . . . 13

3 Warm-up: Differential invariants of lifts of Lie algebras in D(C) 15 3.1 g₁ =h∂_xi. . . 15

3.2 g2 =h∂x, x∂xi . . . 16

3.2.1 Lift of g₂ toD(C×C)and invariants on C×C . . . . 16

3.2.2 Differential invariants of first order . . . 16

3.2.3 Differential invariants of higher order . . . 17

3.2.4 Invariant derivations . . . 17

3.3 g₃ =h∂_x, x∂_x, x²∂_xi . . . 18

3.3.1 Lift of g₃ toD(C×C)and invariants on C×C . . . . 18

3.3.2 Differential invariants of first and second order . . . 19

3.3.3 Differential invariants of higher order . . . 19

3.3.4 Invariant derivations . . . 19

3.4 Summary . . . 20

4 Differential invariants of lifts of Lie algebras in D(C²) 21

4.1 Lifts to D(C²×C) . . . 21

4.1.1 Coordinate change . . . 21

4.1.2 Solving the differential equations . . . 22

4.1.3 List of lifts and cohomologies . . . 24

4.2 Counting differential invariants . . . 26

4.3 List of differential invariants . . . 32

4.3.1 g₁,g₂,g₃ . . . 32

4.3.2 g₆,g₇,g₁₁,g₁₂,g₁₅,g₁₆,g₁₇,g₁₈,g₁₉,g₂₀ . . . 34

4.3.3 g₈,g₉,g₁₀,g₁₃,g₁₄ . . . 35

4.3.4 g₄ . . . 43

4.3.5 g₅ . . . 46

4.3.6 g₂₁,g₂₂ . . . 46

5 General remarks and applications 49 5.1 Algebraic actions . . . 49

5.2 Projectable Lie algebras of vector fields . . . 51

5.3 Differential equations and their symmetries . . . 53

6 Appendix 55

Chapter 1 Introduction

Consider the problem of classifying all complex analytic scalar partial differ- ential equations of two independent variables with finite-dimensional sym- metry groups. The local action of a symmetry group can be described in terms of its Lie algebra of infinitesimal generators. We say that the vec- tor field X ∈ D(C³(x, y, u)) is an (infinitesimal) symmetry for the equation F(x, y, u, u_x, u_y, ..., u_y^k) = 0 if

X^(k)(F) = λF

where λ is a smooth function of x, y, ..., u_y^k. Given a differential equation F = 0, we can find its symmetries by solving for X. These symmetries form a Lie algebra. We can also go the other way: Given a Lie algebra of symmetries g ⊂ D(C³(x, y, u)), we can solve for F to find all differential equations with the given Lie algebra as its symmetry algebra.

There exists a local classification of finite-dimensional Lie algebras of vector fields on C². By using this, one can get a local description of all scalar ODEs with finite-dimensional Lie algebras of symmetries, up to point transformations.

For C³ there exists no complete classification of Lie algebras of vector fields, and therefore we cannot classify scalar PDEs of two independent vari- ables in the same way. In this thesis we take the Lie algebras of vector fields onC² from the classification, and lift them on the bundleC²×C. This gives us a subset of all Lie algebras of vector fields on C³.

A subproblem of finding all differential equations with a given Lie algebra g of symmetries, is to find functions F that satisfy

X^(k)(F) = 0 for every X ∈g.

We call such functions differential invariants (of order k). For each of the lifted vector fields inC²×C, we will compute differential invariants.

Structure of the thesis

We begin by describing the Jet spaceJ^k(π)for the bundleπ: C²×C→C² in 2.1. In section 2.2 we recall a classification of Lie algebras of vector fields onC andC². Then, in 2.3 we describe the procedure we use for lifting vector fields onC² toC²×C, and discuss how the lifts correspond to cohomology groups.

In section 2.4 we define differential invariants and invariant derivations, and state the Lie-Tresse theorem.

In chapter 3 we take the classification of Lie algebras of vector fields onC, and lift each Lie algebra into a Lie algebra of vector fields onC×C. We also find the differential invariants for the lifts. In this chapter the calculations are described in much more detail than in the later part of the thesis, and the chapter can therefore be considered as continuation of the introduction in 2.3 and 2.4.

Chapter 4 contains the main results. Lists of the lifts and their differential invariants are given in 4.1 and 4.3, respectively. In section 4.2 we look at the dimension of a generic orbit of some of the lifts and their jet-prolongations, and we use this to count how many independent differential invariants we expect to find.

Finally, in chapter 5, we look back on our computations and discuss possible applications of our results and some interesting properties of our lifts of Lie algebras. In 5.1 we discuss algebraicity of Lie algebra actions by looking at examples from our computations, and we see how this relates to the form of the differential invariants. In 5.2 we introduce the notion of projectable Lie algebra of vector fields, and discuss the surprising fact that all our lifts has at least one differential invariant of order two. In 5.3 we give an example of how our results can be usefull in the study of differential equations.

The appendix contains a list of differential invariants and invariant deriva- tions that were to long to fit into 4.3 in a reasonable way.

Chapter 2

Preliminaries

2.1 Jet spaces and prolongation of vector fields

We start by fixing some notations regarding Jet spaces. For a more general and detailed description, see for example [KL08], [KV99] or [ALV91].

Jet spaces

Consider the trivial bundleπ: C²×C→C². Letx¹, x² be coordinates on C² and let ube a coordinate on C. We call x¹, x² independent coordinates, and uthe dependent coordinate.¹ Lets: C² →C²×Cbe a section of the bundle.

We can describe this section by a function f:C² →C in the following way:

s(x¹, x²) = (x¹, x², f(x¹, x²)). We say that two sections s₁, s₂ are tangent up to order k at a ∈ Cⁿ if ^∂_∂x^|σ|σ^f1(a) = ^∂_∂x^|σ|σ^f2(a) for 0 ≤ |σ| ≤ k, where σ is a multi-index. Denote by [s]^k_a the equivalence class of all sections which are tangent up to order k to s at a ∈ C². We call this the k-jet of s at a. Let J_a^k(C²×C) =J_a^k(π)be the set of k-jets of sections onπ at the point a∈C², and J^k(π) = ∪a∈C²J_a^k(π). This set is naturally equipped with the structure of a smooth manifold.

This description of thek-jets of sections, gives a natural set of coordinates xⁱ, u, u_σ onJ^k(π):

xⁱ([s]^k_a) = aⁱ, u([s]^k_a) =f(a), u_σ([s]^k_a) = ∂^|σ|f

∂x^σ , 1≤ |σ| ≤k We will also use the notationu₀ =u.

1We will for the most part be naming the coordinatesx, y, u, but for general discussion it’s convenient to use indices.

The map(a, f(a))7→[s]⁰_a gives us the identificationJ⁰(C²×C) = C²×C. The projections π_k,l: J^k(π) → J^l(π) defined by [s]^k_a 7→ [s]^l_a for k ≥ l give a tower structure:

C²×C=J⁰(π)←−^π1,0 J¹(π)←− · · ·^{π2,1 π}←−^k,k−1 J^k(π)^π←− · · ·^k+1,k We denote the inverse limit of this system of maps by J^∞(π).

Let F_k be the algebra of analytic functions on J^k(π). Through the pro- jections πk,k−1, we get a filtering of the function algebras:

F0 ⊂ F1 ⊂ · · · ⊂ Fk ⊂ · · · ⊂ F∞

Prolongation of vector fields

Consider a diffeomorphismφ:C²×C→C²×C. Thekth prolongation ofφis the diffeomorphismφ^(k): J^k(π)→J^k(π) defined byφ^(k)([s]^k_a) = [φ◦s]^k_φ(a). If X ∈D(C²×C)is a vector field, then we can define thekth prolongationX^(k) to be the vector field onJ^k(π)which is generated by the kth prolongation of the flow ofX. We will be working with vector fields, so it’s useful to have a coordinate description of prolongations of vector fields.

Given a vector field X ∈ D(C² ×C), the prolonged field X^(k) can be computed in terms of the generating functionϕof X, defined by ϕ=ω0(X) whereω₀ =du−u_idxⁱ (we use the Einstein summation convention).

The generating function gives us a nice formula for computing the pro- longation of a vector field. If the vector field X has generating function ϕ, then itskth prolongation is given by

X^(k) = X

|σ|≤k

D_σ(ϕ)∂_uσ −

2

X

i=1

∂_ui(ϕ)D^(k+1)_i

where

D^(k+1)_i =∂_xⁱ+

k

X

|σ|=0

u_σi∂_uσ

is the total derivative with respect to xⁱ restricted to J^k(π). Let Э_ϕ = P∞

|σ|=0D_σ(ϕ)∂_uσ. This is called the evolutionary derivation with generating functionϕ. The infinite prolongation X^(∞) ∈D(J^∞(π))of X is given by

X^(∞) =Эϕ−

n

X

i=1

∂_ui(ϕ)D_i where∂_xⁱ+P∞

|σ|=0u_σi∂_uσ is the total derivative.

Remark 1. The differential forms ω_σ = du_σ −u_σidxⁱ for |σ| ≤ k−1 de- termine a distribution on J^k(π) called the Cartan distribution. Using this we can define a Lie field as a vector field on J^k(π) that preserves the Cartan distribution. IfX ∈D(C²×C), thenX^(k) is the unique Lie field that projects to X through dπ_k,0. The Lie-Bäcklund theorem tells us that all Lie fields are prolongations of Lie (or, in other words, contact) fields on J¹(π). In this sense there are more Lie fields on J^k(π) than those prolonged from vector fields on C²×C.

2.2 Classification of Lie algebras of vector fields in one and two dimensions

Let G be a Lie group acting on a manifold M, and let g be the Lie algebra corresponding to G. The infinitesimal generators of the action of G on M are given by a Lie algebra homomorphismρ:g→D(M). The imageρ(g)∈ D(M)is a Lie algebra algebra of vector fields.

The Lie group Gacts locally effectively onM if and only ifρ is injective.

IfGdoes not act effectively, then the quotient groupG/G_M, whereG_M is the global isotropy group, does act effectively with the action(g+G_M)·x=g·x.

So instead of considering G, we can consider G/G_M with Lie algebra ˆg.

Hence every Lie algebra of vector fields on a manifoldM can be described by a injective Lie algebra homomorphism ρˆ: ˆg → D(M) of an abstract Lie algebrag. We will usually useˆ ˆg to denote the image ρ(ˆˆ g)∈D(M).

Definition 1. We say that two Lie algebras of vector fields g∈D(M),g⁰ ∈ D(M⁰) are locally equivalent if there exist open sets U ⊂ M and U⁰ ⊂ M⁰, and a local biholomorphism f:U →U⁰ such that df(g|_U) =g⁰|_U⁰.

In [Lie70] Sophus Lie gave local classifications (up to local equivalence) of all nonsingular finite-dimensional Lie algebras of analytic vector fields in one and two complex dimensions (page 6 and 71, respectively). Nonsingular means that there are no fixed points.

Classification of Lie algebras of vector fields on C

Any nonsingular finite-dimensional Lie algebra of analytic vector fields on C is locally equivalent to one of the following:

g₁ =h∂_xi, g₂ =h∂_x, x∂_xi, g₃ =h∂_x, x∂_x, x²∂_xi.

Classification of Lie algebras of vector fields on C

Any nonsingular finite-dimensional Lie algebra of analytic vector fields onC² is locally equivalent to one of the following:

Primitive and locally transitive

g₁ =h∂_x, ∂_y, x∂_x, x∂_y, y∂_x, y∂_y, x²∂_x+xy∂_y, xy∂_x+y²∂_yi g₂ =h∂_x, ∂_y, x∂_x, x∂_y, y∂_x, y∂_yi

g₃ =h∂_x, ∂_y, x∂_y, y∂_x, x∂_x−y∂_yi

Nonprimitive, locally transitive (r= dimg_i)

g₄ =h∂_x, e^α1x∂_y, xe^α1x∂_y, ..., x^m1−1e^α1x∂_y, xe^α2x∂_y, ..., x^ms−1e^αsx∂_yi, wherem_i ∈N, α_i ∈C, i= 1, ..., s,

s

X

i=1

m_i+ 1 =r≥2

g₅ =h∂_x, y∂_y, e^α1x∂_y, xe^α1x∂_y, ..., x^m1−1e^α1x∂_y, xe^α2x∂_y, ..., x^ms−1e^αsx∂_yi, wheremi ∈N, αi ∈C, i= 1, ..., s,

s

X

i=1

mi+ 2 =r≥2 g₆ =h∂_x, ∂_y, y∂_y, y²∂_yi

g₇ =h∂_x, ∂_y, x∂_x, x²∂_x+x∂_yi

g8 =h∂x, ∂y, x∂y, ..., x^r−3∂y, x∂x+λy∂yi for λ∈C\ {r−2}, r≥3 g₉ =h∂_x, ∂_y, x∂_y, ..., x^r−3∂_y, x∂_x+ (r−2)y+x^r−2

∂_yi, r≥3 g₁₀=h∂_x, ∂_y, x∂_y, ..., x^r−4∂_y, x∂_x, y∂_yi, r ≥4

g11=h∂x, x∂x, ∂y, y∂y, y²∂yi g₁₂=h∂_x, x∂_x+∂_yi

g₁₃=h∂_x, ∂_y, x∂_y, ..., x^r−4∂_y, x²∂_x+ (r−4)xy∂_y, x∂_x+r−4

2 y∂_yi, r >4 g₁₄=h∂_x, ∂_y, ..., x^r−5∂_y, y∂_y, x∂_x, x²∂_x+ (r−5)xy∂_yi, r >5

g15=h∂_x, x∂_x+∂_y, x²∂_x+ 2x∂_yi g16=hx²∂x+y²∂y, x∂x+y∂y, ∂x+∂yi g₁₇=h∂_x, x∂_x, x²∂_x, ∂_y, y∂_y, y²∂_yi

Nonprimitive and locally intransitive g₁₈ =h∂_xi

g₁₉ =h∂_x, x∂_xi g₂₀ =h∂_x, x∂_x, x²∂_xi

g₂₁ =h∂_y, φ₂(x)∂_y, ..., φ_r(x)∂_yi, whereφ_i are analytic functions g₂₂ =h∂_y, y∂_y, φ₃(x)∂_y, ..., φ_r(x)∂_yi, where φ_i are analytic functions This list is copied from [GOV93].

2.3 Lifts

Given a vector bundleπ: E →M, a projectable vector field on E is a vector fieldX that projects to a vector fielddπ(X)onM. A projectable vector field on the bundle C²×C→C² with coordinatesx, y andu can be expressed on the forma(x, y)∂_x+b(x, y)∂_y+c(x, y, u)∂_u. We denote the set of projectable vector fields on C²×C byD^proj(C² ×C)

Definition 2. A lift of g ⊂ D(C²) on the bundle π: C² ×C → C² is a Lie algebra homomoorphism ρ⁰: g → D^proj(C² ×C) such that the following diagram commutes:

D^proj(C²×C)

dπ

g

ρ⁰ 99

ρ //D(C²)

We do not consider the most general lift in this paper, but only lifts that are constant on the fibers. Then the lift ofa(x, y)∂_x+b(x, y)∂_y has the form a(x, y)∂_x+b(x, y)∂_y +c(x, y)∂_u. We call this a “constant” lift.

Definition 3. A constant lift of g⊂D(C²)onπ: C²×C→C² is a lift that is constant on the fibers.

Let g = hY₁, ..., Y_ri be a Lie algebra of vector fields on C² with com- mutation relations [Y_i, Y_j] = C_ij^kY_k. The generators are of the form Y_i = a_i(x, y)∂_x+b_i(x, y)∂_y. We will consider lifts of Y_i to D(C²×C) of the form Y_i⁽⁰⁾ =a_i(x, y)∂_x+b_i(x, y)∂_y+c_i(x, y)∂_u. We must have[Y_i⁽⁰⁾, Y_j⁽⁰⁾] =C_ik^kY_k⁽⁰⁾, with the same structure constants as for g, for the diagram above to com- mute. The commutation relations for the lifted generators give some dif- ferential equations containing the functions c_i. By solving these differential equations, we find all the possible lifts. SinceC²×C=J⁰(C²×C), it seems

natural to denote the lift of this algebra by g⁽⁰⁾, and the lift of X ∈ g by X⁽⁰⁾. Our first objective is to apply this procedure to all the Lie algebras from the classifications in 2.2.

2.3.1 Cohomology

If we allow for coordinate transformations of the form (x, y, u) 7→ (x, y, u− U(x, y)), and say that two lifts are equivalent if one can be transformed into the other by such a transformation, then the different lifts are described in terms of Lie algebra cohomology.

Let X, Y ∈g. Then the lifts are given by X⁽⁰⁾ =X+ψ_X∂_u and Y⁽⁰⁾ = Y +ψ_Y∂_u, where ψ is a C^ω(C²)-valued one-form on g. The commutator is given by

[X⁽⁰⁾, Y⁽⁰⁾] = [X+ψX∂u, Y +ψY∂u] = [X, Y] + (X(ψY)−Y(ψX))∂u. We see that the one-formψ defines a lift if and only if the equalityX(ψ_Y)− Y(ψX) = ψ[X,Y] holds. Now, consider the following complex.

C^ω(C²)−→^d g^∗⊗C^ω(C²)−→ ∧^{d 2}g^∗⊗C^ω(C²) whered is defined by

df(X) =X(f), f ∈C^ω(C²)

dψ(X, Y) =X(ψ_Y)−Y(ψ_X)−ψ_[X,Y], ψ ∈g^∗⊗C^ω(C²).

The one-formψ defines a lift if and only if dψ= 0.

Now, two lifts are equivalent if there exists a biholomorphism φ: (x, y, u)7→(x, y, u−U(x, y))

onC²×C that brings one to the other. The expression dφ: X+ψX∂u 7→X+ (ψX −dU(X))∂u

for the differential ofφshows us that two lifts ψ,ψ˜are equivalent if and only if ψX −ψ˜X = dU(X) for some U ∈ C^ω(C²). This means that the different lifts are encoded in terms of the cohomology group

H¹(g, C^ω(C²)) = {ψ ∈g^∗⊗C^ω(C²)|dψ= 0}/{dU |U ∈C^ω(C²)}.

Hence we have the following theorem.

Theorem 1. There is a one-to-one corresponcence between the set of con- stant lifts of the Lie algebrag⊂D(C²) (up to equivalence) and the cohomol- ogy group H¹(g, C^ω(C²)).

2.3.2 Coordinate change

To begin with, we will consider the lifts of Lie algebras up to coordinate transformations of the form(x, y, u)7→(X(x, y), Y(x, y), u−U(x, y)). Since the Lie algebras of vector fields on C² are already in normal form, we can let X = x and Y = y. After finding the lifts we will also apply a trans- formation of the form u 7→ Cu. Note that transformations of the form (x, y, u) 7→ (X(x, y), Y(x, y), Cu−U(x, y)) preserve the set of vector fields that are constant on fibers, and these are actually the only transformations that do that.

The fact that we consider lifts up to suitable coordinate transformations significantly simplifies the expressions we get for the lifts, and it also simplifies the differential equations we have to solve in order to find the lifts.

Example 1. Consider abelian Lie algebra hX, Yi ⊂ D(C²), where X =

∂_x, y =∂_y. The lifts of the generators take the formX⁽⁰⁾ =∂_x+a(x, y)∂_u and Y⁽⁰⁾ =∂_y +b(x, y)∂_u. The holomorphic transformation u 7→u−R

a(x, y)dx brings X⁽⁰⁾ to the form ∂x. After this coordinate change, the expression for Y⁽⁰⁾ will change, but it will still be of the same form, just with a differ- ent function b. The lift is a Lie algebra homomorphism, so we must have [X⁽⁰⁾, Y⁽⁰⁾] =∂x(b)∂u = 0. Hence b =b(y). The holomorphic transformation u 7→ u−R

b(y)dy maps Y⁽⁰⁾ = ∂_y +b(y)∂_u to ∂_y. Hence all lifts of hX, Yi are trivial, up to a triangular transformation.

This example is very useful since most of the Lie algebras we work with contain hX, Yi as a subalgebra. The simple forms of X⁽⁰⁾, Y⁽⁰⁾ simplify the differential equations for the lift of the rest of the generators.

2.4 Differential invariants

In this section we will state some definitions and results regarding differen- tial invariants. At the end of this section, we state the Lie-Tresse theorem, which is of great importance for the calculation of differential invariants.

Usually these definitions and results are stated using Lie group actions (or pseudogroup actions), while computations are usually done by considering the Lie algebra of infinitesimal generators of the Lie group action. Since our starting point is the classifications of Lie group actions in terms of infinites- imal generators (i.e. Lie algebras of vector fields), we will define everything in terms of these. See for example [Olv96] for an introduction to differential invariants for Lie group actions.

Definition 4. Letg⊂D(C²×C). A functionI ∈ F_k =C^ω(J^k(C²×C)) is a differential invariant of order k if

X^(k)(I) = 0 for every X ∈g.

We do not usually require I to be defined at all points. The common approach is to consider an open set in J^k(π) on which I is defined. We call this the micro-local approach.

Since prolongation is a Lie algebra homomorphism, we only need to check this equation on the generators of g. In other words, to find differential invariants of order k of the algebra generated by X1, ..., Xr we must solve r linear first-order differential equations:

X_i^(k)(I) = 0, i= 1, ..., r.

With pointwise addition and multiplication, the differential invariants of or- der k make up an algebra, A_k. It’s obvious that all differential invariants of orderkare also differential invariants of orderk+ 1. Hence, we get a filtering

A₀ ⊂ A₁ ⊂ A₂ ⊂ · · · .

2.4.1 Determining the number of differential invariants of order k

Often when we have a Lie group acting on a manifold, we want to know what the orbits of the group action look like. This question is closely related to the question about invariant functions on the manifold, i.e. functions that are constant on the orbits of the group action. Locally, around generic points, these questions can be answered by Frobenius’ theorem.

For us, the Lie group action will always be given in terms of the Lie algebra hX1, ..., Xri of infinitesimal generators. In the neighborhood of a generic point (a point where the dimension ofhX₁, ..., X_riis maximal), the Lie algebra of infinitesimal generators determines a distribution on the manifold which, by Frobenius’ theorem, is integrable.

Theorem 2 (Frobenius). Let P be an s-dimensional distribution on an n- dimensional manifold. There exist local coordinatesw¹, ..., wⁿ such that P = h∂_w¹, ..., ∂_w^si if and only if [X, Y]∈P for every X, Y ∈P.

In these coordinates the integral manifolds (which are the orbits of the group action) are given by w^s+1 = c_s+1, ..., wⁿ = c_n where c_s+1, ..., c_n ∈ C, which means that there aren−sfunctionally independent invariant functions:

w^s+1, ..., wⁿ.

A differential invariant of orderk ofgis the same as an invariant function of g^(k). In the neighborhood of a generic point, the Lie algebra g^(k) deter- mines an s-dimensional distribution. In this neighborhood J^k(π) is foliated by s-dimensional submanifolds that are the orbits of g^(k). Hence there are dimJ^k(π)−s functionally independent differential invariants of orderk. We say thatI ∈ A_k is a differential invariant of strict order k if I /∈ Ak−1. Definition 5. If I, J ∈ A_k are differential invariants of strict order k, we say that they are strictly independent if the functions I, J, x, y, u, ..., u_y^k−1 are functionally independent.

Our goal is to find all differential invariants for the lifts of Lie algebras.

This problem may seem too difficult, since there are infinitely many func- tionally independent differential invariants in A∞. However, the Lie-Tresse theorem tells us that every differential invariant is generated by a finite num- ber of differential invariants and invariant derivations.

2.4.2 Invariant derivations

Definition 6. An invariant derivation is a horizontal vector field ∇ = αD_x+βD_y ∈ D(J^∞(π)), where α, β ∈ F_k for some k, that commutes with the infinite prolongation of all vector fields in g, i.e. [∇, X^(∞)] = 0 for every X ∈g.

We say that ∇ is of order k if α, β ∈ F_k. Given a differential invariant I and an invariant derivation ∇, the product I · ∇ is again an invariant derivation. Hence the invariant derivations form a module over the algebra of differential invariants. We say that ∇₁ and ∇₂ are independent if they are linearly independent in this module. Since the base space of our bundle is two-dimensional, we only need two independent invariant derivations to generate all of them.

One way to find invariant derivations is to solve the commutation equa- tions. Let g = hX1, ..., Xri and ∇ = αDx+βDy for α, β ∈ Fk for some k.

∇ is an invariant derivation if the following equations hold:

[∇, X_i^(∞)] = 0, i= 1,2, ..., r.

We’ll rewrite these equations. Let x¹, x², u be coordinates on C² ×C. If X_i = a^j_i(x)∂_x^j +b_i(x)∂_u, then X_i^(∞) = a^j_i(x)D_x^j+Э_φ. The evolutionary

derivative commutes with total derivatives.

[∇, X_i^(∞)] = [α^lD_xl, a^j_i D_x^j+Э_φ]

=α^l∂_xl(a^j_i)D_x^j−(a^j_iD_x^j+Э_φ)(α^l)D_xl

=α^l∂_x^l(a^j_i)D_x^j−X_i^(∞)(α^j)D_x^j

= 0

So for each generator X_i we get a set of 2linear first-order differential equa- tions of the form

X_i^(∞)(α^j) =α^l∂_xl(a^j_i).

Note that since α^j is a function on some finite-order Jet space J^k(C² ×C), we have X_i^(∞)(α^j) =X_i^(k)(α^j).

2.4.3 Tresse derivatives

In some cases, the commutation equations are difficult to solve, and we need another method of finding invariant derivations. The following method re- quires that we have found two functionally independent differential invari- ants f₁, f₂. In local coordinates, we can define the horizontal differential dˆ: C^ω(J^k(π))→Ω¹(J^k+1(π))in the following way:

dfˆ =D_xⁱ(f)dxⁱ Iff₁, f₂ are functionally independent, then

dfˆ₁ ∧dfˆ₂ 6= 0.

This means that the total Jacobian matrix

DF =







D_x¹(f₁) D_x¹(f₂) D_x²(f1) D_x²(f2)







is nondegenerate. For any other differential invariantf, we have dfˆ =

∂ˆ_i

∂fˆ _i(f) ˆdf_i. Thus

dˆ=dxⁱ⊗ D_xⁱ = ˆdf_i⊗ ∂ˆi

∂fˆ _i.

This gives us the expression of Tresse derivatives ∂ˆ_i = ˆ∂_i/∂fˆ _i:







∂ˆ₁

∂ˆ₂





=







D_x¹(f₁) D_x¹(f₂) D_x²(f₁) D_x²(f₂)







−1



 D_x¹ D_x²







These are two independent invariant derivations that also have the property that they commute with eachother: [ ˆ∂_i,∂ˆ_j] = 0.

See [KL06] for more details.

2.4.4 The Lie-Tresse theorem

The Lie-Tresse theorem is a theorem motivated by Lie and Tresse ([Lie93, p. 760] and [Tre94]) that states, loosely speaking, that all differential invari- ants of a finite-dimensional Lie group of point transformations are generated by a finite number of differential invariants and invariant derivations.

The theorem was rigorously proved in [Kum75a] and [Kum75b] for actions of pseudogroups, micro-locally on generic orbits. In [KL08] it was generalized for pseudogroup actions on differential equations.

For us, the following version will be sufficient.

Theorem 3 (Lie-Tresse). Let g ⊂ D(C² ×C). There exist two invariant derivations∇₁,∇₂ and a finite number of differential invariantsI₁, ..., I_q such that, micro-locally, any other differential invariant can be written as a func- tion of I1, ..., Iq and ∇j_k· · · ∇j1(Ii) for some integer k, where jl ∈ {1,2} for l ∈ {1, ..., k}.

By adding some conditions for the group action and the manifold it acts on, we can obtain a global version of the Lie Tresse theorem (see [KL13]).

We saw earlier that Frobenius’ theorem guaranteed enough functionally in- dependent invariants to separate the orbits locally. If a Lie group is acting algebraically on an irreducible algebraic variety, then Rosenlicht’s theorem does the same thing, only globally.

Theorem 4 (Rosenlicht). For an algebraic action of a Lie group on an irreducible variety X, a finite set of rational invariants separates generic orbits.

Proof. See [Ros56], theorem 2 or [PV94], theorem 2.3.

We will discuss the topic of algebraic group actions further in 5.1.

Chapter 3

Warm-up: Differential invariants of lifts of Lie algebras in D( C )

Any nonzero, nonsingular finite-dimensional Lie algebra of analytic vector fields on C is locally equivalent to one of the following:

g₁ =h∂_xi, g₂ =h∂_x, x∂_xi, g₃ =h∂_x, x∂_x, x²∂_xi.

In this chapter we will find all constant lifts of these three Lie algebras to C× C, and compute the differential invariants of these lifts. Since there are only three cases, we will do a much more detailed description of the calculations here, than we will do for the Lie algebras of vector fields on C². Hence this chapter can be viewed as an elementary introduction to the techniques we use for the Lie algebras of vector fields on C². The reader not interested in the details can jump to section 3.4 for a summary.

3.1 g

= h∂

i

LetX =∂_x. The lift ofXhas the formX⁽⁰⁾ =∂_x+a(x)∂_u. By the coordinate transformation u7→u−R

a(x)dx it can be brought to the form X⁽⁰⁾ =∂_x. The kth prolongation is X^(k) = ∂_x for k = 0,1,2, .... Every function that does not depend on x is a differential invariant. Thus the differential invariants of orderk are generated by u, u_x, u_xx, ..., u_x^k.

Since the base space of C×C is one-dimensional, we need only one in- variant derivation. The vector field ∇=αD_x is an invariant derivation if it commutes withX^(∞) =∂_x, i.e. if α is a solution to the equation

[αD_x, ∂_x] =−α_xD_x = 0.

The function α = 1 is obviously a solution. And since D_x(u_xⁱ) = u_xⁱ⁺¹ for i= 0,1,2, ..., every differential invariant is generated by uand D_x.

3.2 g

= h∂

, x∂

i

3.2.1 Lift of g

to D( C × C ) and invariants on C × C

LetX₀ =∂_x, X₁ =x∂_x. The lifts of these to D(C×C) have the form X₀⁽⁰⁾ =∂_x+a₀(x)∂_u, X₁⁽⁰⁾ =x∂_x+a₁(x)∂_u.

We can straighten out X₀⁽⁰⁾ like we did in the last section, so the lifts get the following form:

X₀⁽⁰⁾ =∂_x, X₁⁽⁰⁾ =x∂_x+a(x)∂_u.

The commutation relation for g₂ is [X₀, X₁] = X₀. Let’s impose the corre- sponding equation equation onX₀⁽⁰⁾ and X₁⁽⁰⁾.

X₀⁽⁰⁾ = [X₀⁽⁰⁾, X₁⁽⁰⁾] = [∂x, x∂x+a(x)∂u] =∂x+a⁰(x)∂u

It follows thata⁰ = 0, so a =C is constant. Hence X₀⁽⁰⁾ =∂_x, X₁⁽⁰⁾ =x∂_x+C∂_u.

If C = 0, the invariants are generated by u. If C 6= 0, g⁽⁰⁾₂ = hX₀⁽⁰⁾, X₁⁽⁰⁾i is transitive onC×C, so there are no invariants onC×C. Note also that when C 6= 0, the coordinate transformation u7→u/C normalizes the constant. So we can assume thatC = 0 orC = 1.

3.2.2 Differential invariants of first order

Now, let’s prolongg⁽⁰⁾₂ toD(J¹(C×C)). We get

X₀⁽¹⁾ =∂_x, X₁⁽¹⁾ =x∂_x+C∂_u−u_x∂_ux

where C = 0or C = 1. We find the differential invariants of first order (the invariants ofg⁽¹⁾₂ on J¹(C×C)) by solving the system

(X₀⁽¹⁾(f) = 0 X₁⁽¹⁾(f) = 0

wheref =f(x, u, u_x). The system is equivalent to the equation C∂_uf(u, u_x)−u_x∂_uxf(u, u_x) = 0.

IfC = 1, the general solution to this equation is f(x, u, u_x) = F (u_xe^u).

Hence the algebra of differential invariants of first order is generated by I₁ =u_xe^u.

If C = 0, the equation reduces to ∂_uxf(u, u_x) = 0 which tells us that f =f(u). Hence, in this case, there are no new differential invariants of first order, and the algebra of differential invariants of first order is generated by u.

3.2.3 Differential invariants of higher order

A generic orbit ofg⁽¹⁾₂ is two-dimensional. This is also true for g^(k)₂ fork >1.

Frobenius’ theorem tells us that locally, there are dimJ^k(C×C)−2 = k functionally independent differential invariants of order k for k ≥ 1. This in turn implies that there is maximally one strictly independent differential invariant of strict orderk for k≥2.

In the next section we find an invariant derivation that, together with the differential invariant we have found, generates all differential invariants for the cases C = 0 and C = 1, respectively.

3.2.4 Invariant derivations

The vector field ∇ = αD_x is an invariant derivation if it commutes with X₀^(∞) and X₁^(∞):

[∇, X₀^(∞)] = [αD_Xx, ∂_x] =−α_xD_x = 0

[∇, X₁^(∞)] = [αD_x, xD_x+ЭC−xu_x] =αD_x−X₁^(∞)(α)D_x= 0

The first equation tells us that α does not depend on x. Let first C = 1. If we assume that α=α(u), the second equation is equivalent to α_u =α. One solution to this equation isα =e^u, and hence

∇=e^uD_x is an invariant derivation.

If C = 0, we try with α = α(u_x, u_xx). Then the second equation is equivalent to u_xα_ux+ 2u_xxα_uxx+α= 0. The functionu_xx/u³_x is a solution to this equation, and thus

∇ˆ = uxx

u³_x Dx

is an invariant derivation.

The algebra of differential invariants is generated byI₁and∇whenC = 1 and byu and ∇ˆ when C = 0.

3.3 g

= h∂

, x∂

, x

∂

i

3.3.1 Lift of g

to D( C × C ) and invariants on C × C

Let X₀ =∂_x, X₁ =x∂_x, X₂ =x²∂_x. By the same argument that we used in the last section, the lift of these vector fields can be brought to the form

X₀⁽⁰⁾=∂_x, X₁⁽⁰⁾ =x∂_x+A∂_u, X₂⁽⁰⁾ =x²∂_x+a(x)∂_u by a change of coordinates. The commutation relations for g₃ are

[X₀, X₁] =X₀, [X₀, X₂] = 2X₁, [X₁, X₂] =X₂.

The equation[X₀⁽⁰⁾, X₁⁽⁰⁾] =X₀⁽⁰⁾ was used get X₀⁽⁰⁾ andX₁⁽⁰⁾ to their current forms. The second commutation relation, gives us the equation

2x∂x+A∂u = 2X₁⁽⁰⁾ = [X₀⁽⁰⁾, X₂⁽⁰⁾] = 2x∂x+a⁰(x)∂u.

This implies thata⁰(x) = 2A, and therefore that a(x) = 2xA+B. From the last commutation relation we get the following equation:

x²∂x+ (2xA+B)∂u =X₂⁽⁰⁾

= [X₁⁽⁰⁾, X₂⁽⁰⁾]

=x²∂_x+x∂_x(a)∂_u

=x²∂_x+ 2Ax∂_u Hence B = 0, and a constant lift of g2 is generated by

X₀⁽⁰⁾ =∂_x,

X₁⁽⁰⁾ =x∂_x+A∂_u, X₂⁽⁰⁾ =x²∂_x+ 2Ax∂_u.

Also here, we can normalize the constant so that A = 0 or A = 1 by a coordinate transformation. If A = 0, then u is an invariant. If A = 1, there are no invariants onC×C.

3.3.2 Differential invariants of first and second order

There are no differential invariants of strict order one. IfA= 0 there are no differential invariants of strict order two. If A = 1, there is one differential invariant of second order:

I₂ = u_xx+u²_x/2 e^2u

3.3.3 Differential invariants of higher order

A generic orbit ofg⁽²⁾₂ is three-dimensional. This is also true forg^(k)₂ fork >2.

Therefore there are dimJ^k(C× C) −3 = k −1 functionally independent differential invariants of orderk fork ≥2. This in turn implies that there is maximally one strictly independent differential invariant of strict order k for k ≥3.

In the next section we find an invariant derivation that, together with the differential invariant we have found, generates all differential invariants for the cases A= 0 and A= 1, respectively.

3.3.4 Invariant derivations

The vector field ∇ = αD_x is an invariant derivation if it commutes with X₀^(∞), X₁^(∞) and X₂^(∞):

[∇, X₀^(∞)] = [αD_x, ∂_x] =−α_xD_x = 0

[∇, X₁^(∞)] = [αD_x, xD_x+ЭA−xux] =αD_x−X₁^(∞)(α)D_x= 0 [∇, X₂^(∞)] = [αDx, x²Dx+Э2Ax−x²ux] = 2xαDx−X₂^(∞)(α)Dx = 0 The first equation tells us that α does not depend on x. Let’s assume that A= 1 and try withα=α(u). Then the system is equivalent to the equation α_u =α, which has the solution

α =e^u. Hence we get an invariant derivation

∇=e^uD_x.

If A= 0, we let α =α(u, u_x, u_xx, u_xxx) and get the equations (−u_xα_ux −2u_xxα_uxx−3u_xxxα_uxxx =α

−2xu_xα_ux−(2u_x+ 4xu_xx)α_uxx−6(u_xx+xu_xxx)α_uxxx = 2xα .

It’s easily checked that the function

α= 2u_xxxu_x−3u²_xx u⁵_x

is a solution to this system, and thus we get an invariant derivation

∇ˆ = 2uxxxux−3u²_xx u⁵_x D_x.

All differential invariants are generated by ∇ and I2 whenA 6= 0 and by

∇ˆ and uwhen A= 0.

3.4 Summary

The constant lifts ofg1,g2,g3 are of the form g⁽⁰⁾₁ =h∂xi

g⁽⁰⁾₂ =h∂_x, x∂_x+C∂_ui

g⁽⁰⁾₃ =h∂_x, x∂_x+C∂_u, x²∂_x+ 2Cx∂_ui

after a suitable change of coordinates of the form(x, u)7→(x, u−U(x)). As a corollary we get the following cohomology groups:

H¹(g₁, C^ω(C)) ={0}, H¹(g₂, C^ω(C)) =C, H¹(g₃, C^ω(C)) =C By a scaling ofu, we can normalize the constant so thatC = 0orC = 1. The differential invariants of the lifts are generated by the following differential invariants and invariant derivations.

Differential invariants Invariant derivation

g₁ u D_x

g₂, C = 0 u ^u_u^xx3 x D_x g2, C = 1 u_xe^u e^uD_x g3, C = 0 u ^2uxxxu_u^x5^−3u2xx

x Dx

g₃, C = 1 (u_xx+u²_x/2)e^2u e^uD_x

Remark 2. In the cases where C = 0, we could have chosen the simpler invariant derivation ∇ = _u¹

x D_x. This is the Tresse derivative with respect to u, which means that ∇(u) = 0. Because of this we would need one more differential invariant (of higher order) to generate all differential invariants.

Chapter 4

Differential invariants of lifts of Lie algebras in D( C ² )

In [Olv96] there is a complete list of differential invariants of the Lie algebras of vector fields from the classification (Olver uses a slightly different classifi- cation than we use here) taken as vector fields onC×C. In this case xis an independent variable, and y is a dependent variable. In [Nes06] the same is done for a classification of vector fields on R².

In this chapter we’ll do the same for the classification of Lie algebras of vector fields on C² as we did in the previous chapter for the classification of Lie algebras of vector fields on C. We will first find all constant lifts of the Lie algebras to C²×C, and then find the differential invariants of these lifts.

4.1 Lifts to D( C

× C )

The computations of the lifts consists of two parts. First we change coordi- nates, so that the lifts of one or two of the generators get a simpler form.

Then we solve the differential equations given by the commutation relations.

4.1.1 Coordinate change

It was described in 2.3.2 how one can change coordinates u7→u−U(x, y)so that the lift of h∂_x, ∂_yi is the same as the trivial lift. This means that when we consider the lifts of Lie algebras that containX =∂_x and Y =∂_y, we can change coordinates so that X⁽⁰⁾ = ∂_x and Y⁽⁰⁾ = ∂_y. There are four other cases where we use other coordinate changes, namely for g4,g5,g12,g16.

The cases g₄ and g₅ are handled similarly. We may assume without loss of generality that m₁ ≥m₂ ≥ · · · ≥m_s. Let X =∂_x, Y =e^α1x∂_y. As before,

we can rectify the lift ofX by using a suitable coordinate transformation, so that X⁽⁰⁾ =∂_x. The general lift of Y is of the form e^α1x∂_y +b(x, y)∂_u. The commutation relation [X⁽⁰⁾, Y⁽⁰⁾] = α₁Y⁽⁰⁾ tells us that b(x, y) = c(y)e^α1x. By changing coordinatesu7→u−R

c(y)dy, we getY⁽⁰⁾=e^α1x∂_y.

Consider now g₁₂. Let X = ∂_x, Y = x∂_x+∂_y. After a change of coor- dinates we have X⁽⁰⁾ = ∂_x, Y⁽⁰⁾ = x∂_x +∂_y +b(x, y)∂_u. The commutation relation [X⁽⁰⁾, Y⁽⁰⁾] = X⁽⁰⁾ tells us that b does not depend on x. After changing coordinates u7→u−R

b(y)dy, we get Y⁽⁰⁾ =x∂_x+∂_y.

Lastly, consider g16. Let X = ∂_x, Y = x∂_x +y∂_y. After a change of coordinates we getX⁽⁰⁾ =∂_x, Y⁽⁰⁾=x∂_x+y∂_y+b(x, y)∂_u. The commutation relation[X⁽⁰⁾, Y⁽⁰⁾] =X⁽⁰⁾ tells us thatbdoes not depend onx. Writeb(y) = B +y˜b(y) where ˜b is an analytic function. The coordinate transformation u7→u−R ˜b(y)dy transforms the lift ofY to the formY⁽⁰⁾ =x∂_x+y∂_y+B∂_u.

4.1.2 Solving the differential equations

It was described in 2.3 how finding the general lift of a Lie algebra of vector fields on C² corresponds to solving a set of differential equations. We also saw how this worked in the previous chapter. Here we will only look closely at one case,g₈.

Let X0 = ∂x, X1 = ∂y, X2 = x∂x +λy∂y and Yi = xⁱ∂y. We have the following commutation relations:

[X₀, X₁] = 0, [X₀, X₂] =X₀, [X₁, X₂] =λX₁ [X₀, Y₁] =X₁, [X₀, Y_i] =iYi−1, i= 2,3, ..., r−3,

[X₂, Y_i] = (i−λ)Y_i, i= 1,2, ..., r−3.

Every other Lie bracket vanishes.

After we straighten out X₀⁽⁰⁾ and X₁⁽⁰⁾, the lifts of the generators are of the following forms:

X₀⁽⁰⁾ =∂_x X₁⁽⁰⁾ =∂_y

X₂⁽⁰⁾ =x∂_x+λy∂_y +a₂(x, y)∂_u Y_i⁽⁰⁾ =xⁱ∂_y +b_i(x, y)∂_u.