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We present all second order classical integrable systems of the cylindrical type in a three dimensional Euclidean space $\mathbb{E}_3$ with a nontrivial magnetic field. The Hamiltonian and integrals of motion have the form $H =\frac{1}{2}\left(\vec{p}+\vec{A}(\vec{x})\right)^2+W(\vec{x})$, $X_1=(p_\phi^A)^2+s_1^r(r, \phi, Z)p_r^A+s_1^\phi(r, \phi, Z)p_\phi^A+s_1^Z(r, \phi, Z)p_Z^A+m_1(r,\phi,Z)$, $X_2=(p_Z^A)^2+s_2^r(r, \phi, Z)p_r^A+s_2^\phi(r, \phi, Z)p_\phi^A+s_2^Z(r, \phi, Z)p_Z^A+m_2(r,\phi,Z)$. Infinite families of such systems are found, in general depending on arbitrary functions or parameters. This leaves open the possibility of finding superintegrable systems among the integrable ones (i.e. systems with 1 or 2 additional independent integrals)., Comment: 26 pages

We review recent results on superintegrable quantum systems in a two-dimensional Euclidean space with the following properties. They are integrable because they allow the separation of variables in Cartesian coordinates and hence allow a specific integral of motion that is a second order polynomial in the momenta. Moreover, they are superintegrable because they allow an additional integral of order $N>2$. Two types of such superintegrable potentials exist. The first type consists of "standard potentials" that satisfy linear differential equations. The second type consists of "exotic potentials" that satisfy nonlinear equations. For $N= 3$, 4 and 5 these equations have the Painlev\'e property. We conjecture that this is true for all $N\geq3$. The two integrals X and Y commute with the Hamiltonian, but not with each other. Together they generate a polynomial algebra (for any $N$) of integrals of motion. We show how this algebra can be used to calculate the energy spectrum and the wave functions., Comment: 23 pages, submitted as a contribution to the monographic volume "Integrability, Supersymmetry and Coherent States", a volume in honour of Professor V\'eronique Hussin. arXiv admin note: text overlap with arXiv:1703.09751

This article is the third in a series the aim of which is to use Lie group theory to obtain exact analytic solutions of Delay Ordinary Differential Systems (DODSs). Such a system consists of two equations involving one independent variable $x$ and one dependent variable $y$. As opposed to ODEs the variable $x$ figures in more than one point (we consider the case of two points, $x$ and $x_-$). The dependent variable $y$ and its derivatives figure in both $x$ and $x_-$. Two previous articles were devoted to {\it first}-order DODSs, here we concentrate on a large class of {\it second}-order ones. We show that within this class the symmetry algebra can be of dimension $n$ with $0 \leq n \leq 6$ for nonlinear DODSs and must be $n=\infty$ for linear or linearizable ones. The symmetry algebras can be used to obtain exact particular group invariant solutions. As a specific application we present some exact solutions of a DODS model of traffic flow., Comment: arXiv admin note: substantial text overlap with arXiv:1712.02581

We develop new constructions of 2D classical and quantum superintegrable Hamiltonians allowing separation of variables in Cartesian coordinates. In classical mechanics we start from two functions on a one-dimensional phase space, a natural Hamiltonian $H$ and a polynomial of order $N$ in the momentum $p.$ We assume that their Poisson commutator $\{H,K\}$ vanishes, is a constant, a constant times $H$, or a constant times $K$. In the quantum case $H$ and $K$ are operators and their Lie commutator has one of the above properties. We use two copies of such $(H,K)$ pairs to generate two-dimensional superintegrable systems in the Euclidean space $E_2$, allowing the separation of variables in Cartesian coordinates. All known separable superintegrable systems in $E_2$ can be obtained in this manner and we obtain new ones for $N=4.$

The Lie point symmetries of ordinary differential equations (ODEs) that are candidates for having the Painlev\'e property are explored for ODEs of order $n =2, \dots ,5$. Among the 6 ODEs identifying the Painlev\'e transcendents only $P_{III}$, $P_V$ and $P_{VI}$ have nontrivial symmetry algebras and that only for very special values of the parameters. In those cases the transcendents can be expressed in terms of simpler functions, i.e. elementary functions, solutions of linear equations, elliptic functions or Painlev\'e transcendents occurring at lower order. For higher order or higher degree ODEs that pass the Painlev\'e test only very partial classifications have been published. We consider many examples that exist in the literature and show how their symmetry groups help to identify those that may define genuinely new transcendents.

A previous article was devoted to an analysis of the symmetry properties of a class of first-order delay ordinary differential systems (DODSs). Here we concentrate on linear DODSs. They have infinite-dimensional Lie point symmetry groups due to the linear superposition principle. Their symmetry algebra always contains a two-dimensional {sub}algebra realized by linearly connected vector fields. We identify all classes of linear first-order DODSs that have additional symmetries, not due to linearity alone. We present representatives of each class. These additional symmetries are then used to construct exact analytical particular solutions using symmetry reduction.

A group classification of first-order delay ordinary differential equation (DODE) accompanied by an equation for delay parameter (delay relation) is presented. A subset of such systems (delay ordinary differential systems or DODSs) which consists of linear DODEs and solution independent delay relations have infinite-dimensional symmetry algebras, as do nonlinear ones that are linearizable by an invertible transformation of variables. Genuinely nonlinear DODSs have symmetry algebras of dimension $n$, $0 \leq n \leq 3$. It is shown how exact analytical solutions of invariant DODSs can be obtained using symmetry reduction.

We consider a two dimensional quantum Hamiltonian separable in Cartesian coordinates and allowing a fifth-order integral of motion. We impose the superintegrablity condition and find all doubly exotic superintegrable potentials (i.e potentials V (x, y) = V_1(x)+V_2(y) where neither V_1(x) nor V_2(y) satisfy a linear ODE) allowing the existence of such an integral. All of these potentials are found to have the Painlev\'e property. Most of them are expressed in terms of known Painlev\'e transcendents or elliptic functions but some may represent new higher order Painlev\'e transcendents.

The symmetry algebra of the real elliptic Liouville equation is an infinite-dimensional loop algebra with the simple Lie algebra $o(3,1)$ as its maximal finite-dimensional subalgebra. The entire algebra generates the conformal group of the Euclidean plane $E_2$. This infinite-dimensional algebra distinguishes the elliptic Liouville equation from the hyperbolic one with its symmetry algebra that is the direct sum of two Virasoro algebras. Following a discretisation procedure developed earlier, we present a difference scheme that is invariant under the group $O(3,1)$ and has the elliptic Liouville equation in polar coordinates as its continuous limit. The lattice is a solution of an equation invariant under $O(3,1)$ and is itself invariant under a subgroup of $O(3,1)$, namely the $O(2)$ rotations of the Euclidean plane.

A study is presented of two-dimensional superintegrable systems separating in Cartesian coordinates and allowing an integral of motion that is a fourth order polynomial in the momenta. All quantum mechanical potentials that do not satisfy any linear differential equation are found. They do however satisfy nonlinear ODEs. We show that these equations always have the Painlev\'e property and integrate them in terms of known Painlev\'e transcendents or elliptic functions., Comment: 36 pages

Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective transformations of the independent variables $x$ and dependent variables $y$ are constructed. The ODEs are continuous limits of the O$\Delta$Ss, or conversely, the O$\Delta$Ss are invariant discretizations of the ODEs. The invariant O$\Delta$Ss are used to calculate numerical solutions of the invariant ODEs of order up to five. The solutions of the invariant numerical schemes are compared to numerical solutions obtained by standard Runge-Kutta methods and to exact solutions, when available. The invariant method performs at least as well as standard ones and much better in the vicinity of singularities of solutions., Comment: 21 pages, 12 figures

We consider a charged particle moving in a static electromagnetic field described by the vector potential $\vec A(\vec x)$ and the electrostatic potential $V(\vec x)$. We study the conditions on the structure of the integrals of motion of the first and second order in momenta, in particular how they are influenced by the gauge invariance of the problem. Next, we concentrate on the three possibilities for integrability arising from the first order integrals corresponding to three nonequivalent subalgebras of the Euclidean algebra, namely $(P_1,P_2)$, $(L_3,P_3)$ and $(L_1,L_2,L_3)$. For these cases we look for additional independent integrals of first or second order in the momenta. These would make the system superintegrable (minimally or maximally). We study their quantum spectra and classical equations of motion. In some cases nonpolynomial integrals of motion occur and ensure maximal superintegrability., Comment: 21 pages, 3 figures

The main purpose of this article is to show how symmetry structures in partial differential equations can be preserved in a discrete world and reflected in difference schemes. Three different structure preserving discretizations of the Liouville equation are presented and then used to solve specific boundary value problems. The results are compared with exact solutions satisfying the same boundary conditions. All three discretizations are on four point lattices. One preserves linearizability of the equation, another the infinite-dimensional symmetry group as higher symmetries, the third one preserves the maximal finite-dimensional subgroup of the symmetry group as point symmetries. A 9-point invariant scheme that gives a better approximation of the equation, but significantly worse numerical results for solutions is presented and discussed.

The Korteweg-de Vries equation is one of the most important nonlinear evolution equations in the mathematical sciences. In this article invariant discretization schemes are constructed for this equation both in the Lagrangian and in the Eulerian form. We also propose invariant schemes that preserve the momentum. Numerical tests are carried out for all invariant discretization schemes and related to standard numerical schemes. We find that the invariant discretization schemes give generally the same level of accuracy as the standard schemes with the added benefit of preserving Galilean transformations which is demonstrated numerically as well., Comment: 24 pages, 3 figures, 5 tables

The Liouville equation is well known to be linearizable by a point transformation. It has an infinite dimensional Lie point symmetry algebra isomorphic to a direct sum of two Virasoro algebras. We show that it is not possible to discretize the equation keeping the entire symmetry algebra as point symmetries. We do however construct a difference system approximating the Liouville equation that is invariant under the maximal finite subalgebra $ SL_x \lf 2 , \mathbb{R} \rg \otimes SL_y \lf 2 , \mathbb{R} \rg $. The invariant scheme is an explicit one and provides a much better approximation of exact solutions than comparable standard (non invariant) schemes.

The symmetry algebra of the differential--difference equation $$\dot u_n = [P(u_n)u_{n+1}u_{n-1} + Q(u_n)(u_{n+1}+u_{n-1})+ R(u_n)]/(u_{n+1}-u_{n-1}),$$ where $P$, $Q$ and $R$ are arbitrary analytic functions is shown to have the dimension $1 \le \mbox{dim}L \le 5$. When $P$, $Q$ and $R$ are specific second order polynomials in $u_n$ (depending on 6 constants) this is the integrable discretization of the Krichever--Novikov equation. We find 3 cases when the arbitrary functions are not polynomials and the symmetry algebra satisfies $\mbox{dim}L=2$. These cases are shown not to be integrable. The symmetry algebras are used to reduce the equations to purely difference ones. The symmetry group is also used to impose periodicity $u_{n+N}=u_n$ and thus to reduce the differential--difference equation to a system of $N$ coupled ordinary three points difference equations.

A superintegrable system is, roughly speaking, a system that allows more integrals of motion than degrees of freedom. This review is devoted to finite dimensional classical and quantum superintegrable systems with scalar potentials and integrals of motion that are polynomials in the momenta. We present a classification of second-order superintegrable systems in two-dimensional Riemannian and pseudo-Riemannian spaces. It is based on the study of the quadratic algebras of the integrals of motion and on the equivalence of different systems under coupling constant metamorphosis. The determining equations for the existence of integrals of motion of arbitrary order in real Euclidean space $E_2$ are presented and partially solved for the case of third-order integrals. A systematic exposition is given of systems in two and higher dimensional space that allow integrals of arbitrary order. The algebras of integrals of motions are not necessarily quadratic but close polynomially or rationally. The relation between superintegrability and the classification of orthogonal polynomials is analyzed., Comment: 124 pages, 7 figures, review article

We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the "first differential approximation" is invariant under the same Lie group as the original ordinary differential equation.

We investigate a quantum nonrelativistic system describing the interaction of two particles with spin 1/2 and spin 0, respectively. We assume that the Hamiltonian is rotationally invariant and parity conserving and identify all such systems which allow additional integrals of motion that are second order matrix polynomials in the momenta. These integrals are assumed to be scalars, pseudoscalars, vectors or axial vectors. Among the superintegrable systems obtained, we mention a generalization of the Coulomb potential with scalar potential $V_0=\frac{\alpha}{r}+\frac{3\hbar^2}{8r^2}$ and spin orbital one $V_1=\frac{\hbar}{2r^2}$., Comment: 32 pages

A method is presented that makes it possible to embed a subgroup separable superintegrable system into an infinite family of systems that are integrable and exactly-solvable. It is shown that in two dimensional Euclidean or pseudo-Euclidean spaces the method also preserves superintegrability. Two infinite families of classical and quantum superintegrable systems are obtained in two-dimensional pseudo-Euclidean space whose classical trajectories and quantum eigenfunctions are investigated. In particular, the wave-functions are expressed in terms of Laguerre and generalized Bessel polynomials., Comment: 19 pages, 6 figures

The present article is part of a research program the aim of which is to find all indecomposable solvable extensions of a given class of nilpotent Lie algebras. Specifically in this article we consider a nilpotent Lie algebra n that is isomorphic to the nilradical of the Borel subalgebra of a complex simple Lie algebra, or of its split real form. We treat all classical and exceptional simple Lie algebras in a uniform manner. We identify the nilpotent Lie algebra n as the one consisting of all positive root spaces. We present general structural properties of all solvable extensions of n. In particular, we study the extension by one nonnilpotent element and by the maximal number of such elements. We show that the extension of maximal dimension is always unique and isomorphic to the Borel subalgebra of the corresponding simple Lie algebra., Comment: 22 pages; minor changes, mostly reformulations, typo corrections and added references

A symmetry classification is performed for a class of differential-difference equations depending on 9 parameters. A 6-parameter subclass of these equations is an integrable discretization of the Krichever-Novikov equation. The dimension $n$ of the Lie point symmetry algebra satisfies $1 \le n \le 5$. The highest dimensions, namely $n=5$ and $n=4$ occur only in the integrable cases.

We define a class of transformations of the dependent and independent variables in an ordinary difference scheme. The transformations leave the solution set of the system invariant and reduces to a group of contact transformations in the continuous limit. We use a simple example to show that the class is not empty and that such "contact transformations for discrete systems" genuinely exist.

We define infinitesimal contact transformations for ordinary difference schemes as transformations that depend on $K+1$ lattice points $(K \geq 1)$ and can be integrated to form a local or global Lie group. We then prove that such contact transformations do not exist., Comment: 5 pages

In this paper, we derive a nonseparable quantum superintegrable system in 2D real Euclidean space. The Hamiltonian admits no second order integrals of motion but does admit one third and one fourth order integral. We also obtain a classical superintegrable system with the same properties. The quantum system differs from the classical one by corrections proportional to $\hbar^2.$

A complete classification is presented of quantum and classical superintegrable systems in $E_2$ that allow the separation of variables in polar coordinates and admit an additional integral of motion of order three in the momentum. New quantum superintegrable systems are discovered for which the potential is expressed in terms of the sixth Painlev\'e transcendent or in terms of the Weierstrass elliptic function.

We show that all bounded trajectories in the two dimensional classical system with the potential $V(r,\phi)=\omega^2 r^2+ \frac{\al k^2}{r^2 \cos^2 {k \phi}}+ \frac{\beta k^2}{r^2 \sin^2 {k \phi}}$ are closed for all integer and rational values of $k$. The period is $T=\frac{\pi}{2\omega}$ and does not depend on $k$. This agrees with our earlier conjecture suggesting that the quantum version of this system is superintegrable., Comment: 16 pages, 14 figures

An infinite family of exactly-solvable and integrable potentials on a plane is introduced. It is shown that all already known rational potentials with the above properties allowing separation of variables in polar coordinates are particular cases of this family. The underlying algebraic structure of the new potentials is revealed as well as its hidden algebra. We conjecture that all members of the family are also superintegrable and demonstrate this for the first few cases. A quasi-exactly-solvable and integrable generalization of the family is found., Comment: 30 pages, Introduction extended, description of known integrals given, some statements clarified, one reference added, will be published in J Phys A (FTC)

We construct all solvable Lie algebras with a specific n-dimensional nilradical n_(n,2) (of degree of nilpotency (n-1) and with an (n-2)-dimensional maximal Abelian ideal). We find that for given n such a solvable algebra is unique up to isomorphisms. Using the method of moving frames we construct a basis for the Casimir invariants of the nilradical n_(n,2). We also construct a basis for the generalized Casimir invariants of its solvable extension s_(n+1) consisting entirely of rational functions of the chosen invariants of the nilradical., Comment: 19 pages; added references, changes mainly in introduction and conclusions, typos corrected; submitted to J. Phys. A, version to be published

We introduce a new 2N--parametric family of maximally superintegrable systems in N dimensions, obtained as a reduction of an anisotropic harmonic oscillator in a 2N--dimensional configuration space. These systems possess closed bounded orbits and integrals of motion which are polynomial in the momenta. They generalize known examples of superintegrable models in the Euclidean plane., Comment: 6 pages. Version accepted in Physical Review E

Two-dimensional superintegrable systems with one third order and one lower order integral of motion are reviewed. The fact that Hamiltonian systems with higher order integrals of motion are not the same in classical and quantum mechanics is stressed. New results on the use of classical and quantum third order integrals are presented in Section 5 and 6., Comment: To appear in J. Phys A: Mathematical and Theoretical (SPE QTS5)

All finite-dimensional indecomposable solvable Lie algebras $L(n,f)$, having the triangular algebra T(n) as their nilradical, are constructed. The number of nonnilpotent elements $f$ in $L(n,f)$ satisfies $1\leq f\leq n-1$ and the dimension of the Lie algebra is $\dim L(n,f)=f+{1/2}n(n-1)$.

A method is presented for calculating the Lie point symmetries of a scalar difference equation on a two-dimensional lattice. The symmetry transformations act on the equations and on the lattice. They take solutions into solutions and can be used to perform symmetry reduction. The method generalizes one presented in a recent publication for the case of ordinary difference equations. In turn, it can easily be generalized to difference systems involving an arbitrary number of dependent and independent variables.

Invariants of the coadjoint representation of two classes of Lie algebras are calculated. The first class consists of the nilpotent Lie algebras $T(M)$, isomorphic to the algebras of upper triangular $M\times M$ matrices. The Lie algebra $T(M)$ is shown to have $[M/2]$ functionally independent invariants. They can all be chosen to be polynomials and they are presented explicitly. The second class consists of the solvable Lie algebras $L(M,f)$ with $T(M)$ as their nilradical and $f$ additional linearly nilindependent elements. Some general results on the invariants of $L(M,f)$ are given and the cases M=4 for all $f$ and $f=1$, or $f=M-1$ for all $M$ are treated in detail.

A method is presented for finding the Lie point symmetry transformations acting simultaneously on difference equations and lattices, while leaving the solution set of the corresponding difference scheme invariant. The method is applied to several examples. The found symmetry groups are used to obtain particular solutions of differential-difference equations.

We show that the three body Calogero model with inverse square potentials can be interpreted as a maximally superintegrable and multiseparable system in Euclidean three-space. As such it is a special case of a family of systems involving one arbitrary function of one variable., Comment: Extended references, more content has been added

A procedure for obtaining a "minimal" discretization of a partial differential equation, preserving all of its Lie point symmetries is presented. "Minimal" in this case means that the differential equation is replaced by a partial difference scheme involving N difference equations, where N is the number of independent and dependent variable. We restrict to one scalar function of two independent variables. As examples, invariant discretizations of the heat, Burgers and Korteweg-de Vries equations are presented. Some exact solutions of the discrete schemes are obtained., Comment: 29 pages, 3 figures

Classical trajectories are calculated for two Hamiltonian systems with ring shaped potentials. Both systems are super-integrable, but not maximally super-integrable, having four globally defined single valued integrals of motion each. All finite trajectories are quasi-periodical; they become truly periodical if a commensurability condition is imposed on an angular momentum component.

We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted to the symmetries considered. The invariant difference schemes can be so chosen that their solutions coincide exactly with those of the original differential equation., Comment: Minor changes and journal-ref

Integrable quantum mechanical systems with magnetic fields are constructed in two-dimensional Euclidean space. The integral of motion is assumed to be a first or second order Hermitian operator. Contrary to the case of purely scalar potentials, quadratic integrability does not imply separation of variables in the Schroedinger equation. Moreover, quantum and classical integrable systems do not necessarily coincide: the Hamiltonian can depend on the Planck constant in a nontrivial manner., Comment: 23 pages ,1 figure

A review is given of some recently obtained results on analytic contractions of Lie algebras and Lie groups and their applications to special function theory.

We show that the algebraic aspects of Lie symmetries and generalized symmetries in nonrelativistic and relativistic quantum mechanics can be preserved in linear lattice theories. The mathematical tool for symmetry preserving discretizations on regular lattices is the umbral calculus., Comment: 5 pages

In this series of lectures presented at the CIMPA Winter School on Discrete Integrable Systems in Pondicherry, India, in February, 2003 we give a review of the application of Lie point symmetries, and their generalizations to the study of difference equations. The overall theme of these lectures could be called "continuous symmetries of discrete equations"., Comment: 58 pages, 5 figures, Lectures presented at the Winter School on Discrete Integrable Systems in Pondicherry, India, February 2003

One of the difficulties encountered when studying physical theories in discrete space-time is that of describing the underlying continuous symmetries (like Lorentz, or Galilei invariance). One of the ways of addressing this difficulty is to consider point transformations acting simultaneously on difference equations and lattices. In a previous article we have classified ordinary difference schemes invariant under Lie groups of point transformations. The present article is devoted to an invariant Lagrangian formalism for scalar single-variable difference schemes. The formalism is used to obtain first integrals and explicit exact solutions of the schemes. Equations invariant under two- and three- dimensional groups of Lagrangian symmetries are considered., Comment: 31 pages, submitted to Journal of Mathematical Physics

An ordinary differential equation is said to have a superposition formula if its general solution can be expressed as a function of a finite number of particular solution. Nonlinear ODE's with superposition formulas include matrix Riccati equations. Here we shall describe discretizations of Riccati equations that preserve the superposition formulas. The approach is general enough to include $q$-derivatives and standard discrete derivatives., Comment: 20 pages; v.2: a misprint corrected

We discuss umbral calculus as a method of systematically discretizing linear differential equations while preserving their point symmetries as well as generalized symmetries. The method is then applied to the Schr\"{o}dinger equation in order to obtain a realization of nonrelativistic quantum mechanics in discrete space-time. In this approach a quantum system on a lattice has a symmetry algebra isomorphic to that of the continuous case. Moreover, systems that are integrable, superintegrable or exactly solvable preserve these properties in the discrete case., Comment: 41 pages, no figures

We consider here the coexistence of first- and third-order integrals of motion in two dimensional classical and quantum mechanics. We find explicitly all potentials that admit such integrals, and all their integrals. Quantum superintegrable systems are found that have no classical analog, i.e. the potentials are proportional to \hbar^2, so their classical limit is free motion., Comment: 15 pages

A family of maximally superintegrable systems containing the Coulomb atom as a special case is constructed in N-dimensional Euclidean space. Two different sets of N commuting second order operators are found, overlapping in the Hamiltonian alone. The system is separable in several coordinate systems and is shown to be exactly solvable. It is solved in terms of classical orthogonal polynomials. The Hamiltonian and N further operators are shown to lie in the enveloping algebra of a hidden affine Lie algebra.

It is shown that all four superintegrable quantum systems on the Euclidean plane possess the same underlying hidden algebra $sl(3)$. The gauge-rotated Hamiltonians, as well as their integrals of motion, once rewritten in appropriate coordinates, preserve a flag of polynomials. This flag corresponds to highest-weight finite-dimensional representations of the $sl(3)$-algebra, realized by first order differential operators., Comment: 14 pages, AMS LaTeX