In these lectures, I want to illustrate an application of symmetry ideas to integration
of differential equations. Basically, we will consider only differential equations of
finite type, i.e. equations with finite-dimensional space Sol of (local) solutions. Ordinary
differential equations make up one of the main examples of such equations. The
symmetry Lie algebra Sym induces an action on manifold Sol. In the case when this
action is transitive, we expect to get more detailed information on solutions. Here,
we are going to realize this expectation; namely, we will show that in the case when
the Lie algebra Sym is solvable, integration of the differential equation can be done
by quadratures due to the Lie–Bianchi theorem (see, for example, [4] or [6]). In
the case when the Lie algebra Sym contains simple subalgebras, integration shall
use quadratures (for radical of the Lie algebra) and integration of some differential
equations, which we will call model equations [6, 10]. The model equations depend
on the type of the simple Lie subalgebras and are natural generalizations of the wellknown
Riccati differential equations. They possess nonlinear Lie superposition,
and all their solutions could be obtained by nonlinear superposition of a finite set
of solutions (the so-called fundamental solutions). Once more, the form of this
superposition and the number of fundamental solutions are dictated by the symmetry
Lie algebra. In order to give a more “practical” reader a feeling of the power of
the geometrical approach to differential equations, we included in these lectures a
number of examples on the formula level.