Second-Order Systems of ODEs Admitting Three-Dimensional Lie Algebras and Integrability

Abstract

We present a systematic procedure for the determination of a complete set of kth-order ($k\ge 2$) differential invariants corresponding to vector fields in three variables for three-dimensional Lie algebras. In addition, we give a procedure for the construction of a system of two kth-order ODEs admitting three-dimensional Lie algebras from the associated complete set of invariants and show that there are 29 classes for the case of k = 2 and 31 classes for the case of $k\ge 3$. We discuss the singular invariant representations of canonical forms for systems of two second-order ODEs admitting three-dimensional Lie algebras. Furthermore, we give an integration procedure for canonical forms for systems of two second-order ODEs admitting three-dimensional Lie algebras which comprises of two approaches, namely, division into four types I, II, III, and IV and that of integrability of the invariant representations. We prove that if a system of two second-order ODEs has a three-dimensional solvable Lie algebra, then, its general solution can be obtained from a partially linear, partially coupled or reduced invariantly represented system of equations. A natural extension of this result is provided for a system of two kth-order ($k\ge 3$) ODEs. We present illustrative examples of familiar integrable physical systems which admit three-dimensional Lie algebras such as the classical Kepler problem and the generalized Ermakov systems that give rise to closed trajectories.