Approximate Lie Group Analysis of Finite–difference Equations

Approximate group analysis technique, that is, the technique combining the methodology of group analysis and theory of small perturbations, is applied to finite–difference equations approximating ordinary differential equations. Finite–difference equations are viewed as a system of algebraic equations with a small parameter, introduced through the definitions of finite–difference derivatives. It is shown that application of the approximate invariance criterion to this algebraic system results in relations that can be viewed as prolongation formulae and the invariance criterion for the differential approximation of these finite–difference equations. This allows us to study the group properties of the finite–difference equations by analyzing the group properties of their differential approximations, which are the differential equations with a small parameter. In particular, the question of whether the group, admitted by the original differential equation, can be corrected by adding the first–order perturbation to it, so that the resulting group with a small parameter is approximately admitted by the finite–difference approximation, is studied. It is shown by examples that, for a given differential equation, its finite–difference approximation and the group, such a correction may not always be possible. It is also demonstrated that the finite–difference approximation can be modified in such a way that the correction becomes possible.