On the relations between several notions of symmetry for the second order linear differential equation

Abstract

There are several non-equivalent notions of infinitesimal symmetry in the literature of second order linear differential equations: Lie point symmetries, vertical (gauge) symmetries, operator symmetries, infinitesimal contact symmetries, and Lie--B\"acklund operators. We construct an explicit correspondence among the first three, We then describe the Lie algebra $\mathcal L_\Omega(\mathbb U)$ of infinitesimal contact transformations of the contact system $\Omega=\langle dy-y'\,dx\rangle$, with coefficients in a differential field $\U$ of functions of $x$ and $y$. We obtain a canonical decomposition $\mathcal L_\Omega(\mathbb U)=\prod_{k\ge0}\mathcal L_\Omega^k\mathbb U$ into $\mathbb C$-vector spaces, each parametrized by $\mathbb U$ (by $\mathbb U\oplus\mathbb U$ for $k=0$), and we compute the algebraic differential formulae for the Lie bracket in these coordinates. Applied to the symmetry problem, we prove that a contact vector field with generating function $W$ is a symmetry of if and only if $A^{2}W=aW+b\,AW$, where $A$ is the vector field in the jet space corresponding to the equation; equivalently, if and only if $W=F_1(u_1,u_2)\phi_1+F_2(u_1,u_2)\phi_2$ for arbitrary functions $F_1,F_2$ of the two first integrals of $A$ and a basis $\phi_1,\phi_2$ of solutions. The symmetry algebra is always parametrized by two arbitrary functions of two variables. It also shows that the decomposition of $\Lom(\U)$ never captures the whole symmetry algebra: for $a\neq0$ the graded part reduces to the point symmetries, while for $y''=0$ it is an infinite dimensional but still \emph{proper} subspace, and in neither case is it a Lie subalgebra. Finally we make precise the transformation law $W\mapsto\mu^{-1}(W\circ\varphi)$ for characteristics under a contact transformation with conformal factor $\mu$, which governs the transport of evolutionary representatives.