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# Photocurrent, Rectification, and Magnetic Field Symmetry of Induced Current Through Quantum Dots

## Abstract

We report mesoscopic dc current generation in an open chaotic quantum dot with ac excitation applied to one of the shape-defining gates. For excitation frequencies large compared to the inverse dwell time of electrons in the dot (i.e., GHz), we find mesoscopic fluctuations of induced current that are fully asymmetric in the applied perpendicular magnetic field, as predicted by recent theory. Conductance, measured simultaneously, is found to be symmetric in field. In the adiabatic (i.e., MHz) regime, in contrast, the induced current is always symmetric in field, suggesting its origin is mesoscopic rectification.

The study of phase-coherent electron transport in systems with rapidly time-varying potentials significantly extends the domain of mesoscopic physics, and is likely to be important in quantum information processing in the solid state, where gate operations must be fast compared to decoherence rates. Three regimes of mesoscopic transport may be identified: dc interference effects with static potentials, including effects such as universal conductance fluctuations (UCF) and weak localization; adiabatic dynamic effects such as rectification and mesoscopic charge pumping Thouless83 ; Spivak96 ; Brouwer98 ; Switkes99 ; Shutenko00 ; Polianski01 ; Brouwer01 ; and high-frequency phenomena such as photovoltaic effects Falko89 ; Bykov89 ; Bykov90 ; Giordano92a ; Giordano92b ; Bykov93 ; Giordano96 ; Giordano97  and decoherence from a fluctuating electromagnetic environment Giordano89 ; Huibers99 ; Kravtsov01 ; Lin02 . Recently, theory connecting these regimes in quantum dots has appeared VavDeph ; VavOns ; VavPV ; Moskalets02 , with most predicted effects remaining unexplored experimentally.

In this Letter, we compare dc currents induced by adiabatic and nonadiabatic sinusoidal modulation of the voltage on one of the confining gates of an open GaAs/AlGaAs quantum dot. Motivated by recent theory Shutenko00 ; Brouwer01 ; VavPV , we pay particular attention to the symmetry of the induced dc current as a function of perpendicular magnetic field, $`B`$. For adiabatic frequencies ($`\omega \tau _d^1`$, where $`\tau _d`$ is the inverse dwell time of electrons in the dot) mesoscopic fluctuations (about a zero average) of induced current are always found to be symmetric in $`B`$. As discussed in SwitkesPhD ; Brouwer01 , this suggests rectification—due to coupling of the gate voltage to the reservoirs combined with gate-dependent conductance—as the principal source of induced current in this regime. On the other hand, for gate voltage modulation at GHz frequencies ($`\omega \tau _d^1`$), the induced dc current may be either predominantly symmetric or completely asymmetric in $`B`$, depending on the particular frequency. We interpret these results as showing competing mechanisms of induced mesoscopic current in the GHz regime, with rectification producing a signal symmetric in $`B`$ and photocurrent producing a signal fully asymmetric in $`B`$. Which effect dominates depends strongly on the frequency of the modulation. We thus establish field symmetry as an experimental tool for separating these different physical effects. This allows us to study, for instance, how rectification and photocurrent separately depend on the amplitude of the applied ac modulation.

The quantum dot investigated was formed by electrostatic gates $`90\mathrm{nm}`$ above the two-dimensional electron gas (2DEG) in a GaAs/AlGaAs heterostructure, and has an area $`A0.7\mu \mathrm{m}^2`$, accounting for $`50\mathrm{nm}`$ depletion at the gate edge. The bulk density of the 2DEG was $`2\times 10^{11}\mathrm{cm}^2`$ and the mobility $`1.4\times 10^5\mathrm{cm}^2/\mathrm{Vs}`$, giving a bulk mean free path $`1.5\mu \mathrm{m}`$. Ohmic contact resistances were on the order of $`350\mathrm{\Omega }`$. Measurements are presented for the case of one fully conducting (spin degenerate) mode per lead, which gives an average dot conductance $`ge^2/h`$. Relevant time scales include the dot crossing time $`\tau _{\mathrm{cross}}\sqrt{A}/v_F4\mathrm{ps}`$ and dwell time within the dot $`\tau _d=h/2\mathrm{\Delta }0.2\mathrm{ns}`$ for single-mode leads ($`\mathrm{\Delta }=2\pi \mathrm{}^2/m^{}A10\mu \mathrm{eV}`$ is the quantum level spacing, $`v_F`$ is the Fermi velocity and $`m^{}`$ the effective electron mass).

The induced dc current through the dot was measured in a dilution refrigerator via $`300\mathrm{\Omega }`$ leads, while two semirigid $`50\mathrm{\Omega }`$ coaxial lines allowed ac excitation to be coupled from the high frequency source (Wiltron 6769B) to either of two gates of the dot over a range $`10\mathrm{MHz}`$ to $`20\mathrm{GHz}`$. A room temperature bias tee enabled ac and dc voltage to be simultaneously applied to the chosen gate. With coaxial lines attached, the base electron temperature, where all measurements were carried out, was $`200\mathrm{mK}`$, determined from UCF amplitude Huibers99  and Coulomb blockade peak widths LK97 . The ac excitation was chopped at $`153\mathrm{Hz}`$ by a square pulse of variable duty cycle, $`p`$ (given as a percentage). The induced current was amplified with an ac-coupled Ithaco 1211 current amplifier (nominal input impedance $`2\mathrm{k}\mathrm{\Omega }`$) and lock-in detected. Conductance was simultaneously measured by applying a $`17\mathrm{Hz}`$, $`2\mu \mathrm{V}_{\mathrm{rms}}`$ sinusoidal voltage bias across the dot. Output of the same current amplifier was then detected using a second lock-in at $`17\mathrm{Hz}`$. The measured conductance $`g_p`$ was found to be a simple weighted average of the conductance with excitation on $`(g_{\mathrm{on}})`$ and off $`(g_{\mathrm{off}})`$, $`g_ppg_{\mathrm{on}}+(1p)g_{\mathrm{off}}`$, as seen in Fig. 1(d).

Fig. 1(a,b) shows dot conductance $`g_{50}(\pm B)`$ and induced current $`I(\pm B)`$, with $`p=50\%`$ duty cycle, as a function of perpendicular field, $`B`$, for applied frequencies of $`10\mathrm{MHz}`$ $`(\omega \tau _d.01)`$ and $`5.56\mathrm{GHz}`$ $`(\omega \tau _d7)`$. Dot conductances are in all cases found to be symmetric in $`B`$, and show the expected weak localization dip at $`B=0`$ and UCF. The induced current with $`10\mathrm{MHz}`$ excitation is also symmetric in field. In contrast, the induced current for $`5.56\mathrm{GHz}`$ applied to the gate is found to be fully asymmetric in field. This is evident in the traces in Fig. 1(b). The difference between induced current at $`10\mathrm{MHz}`$ and $`5.56\mathrm{GHz}`$ is seen most clearly by looking at the correlation between induced currents at $`\pm B`$, defined by $`C_I(B)=(\delta I(B)\delta I(B))/\delta I(B)^2_B`$. The brackets denote an average over the measured magnetic field range, and $`\delta I`$ is the deviation of the current from its average value over this range. For $`10\mathrm{MHz}`$, $`C_I`$ is non-negative for all magnetic field values, whereas for $`5.56\mathrm{GHz}`$ it changes sign numerous times.

The correlation field scales of mesoscopic fluctuations of induced current and conductance for $`10\mathrm{MHz}`$ and $`5.56\mathrm{GHz}`$ are roughly equivalent, $`1.5\mathrm{mT}`$, as determined from slopes of log-power spectra Huibers98 . Induced dc current at $`10\mathrm{MHz}`$ $`(5.56\mathrm{GHz})`$ have roughly zero average and rms fluctuation amplitude of $`20(13)\mathrm{pA}`$ corresponds to $`12(.015)`$ electrons per cycle. These values are obtained for ac gate voltages of $`6.4(12)\mathrm{mV}_{\mathrm{rms}}`$, comparable to the measured dc gate voltage correlation length, $`10\mathrm{mV}`$. (The ac gate voltage at 10 MHz was calibrated and found equal to the voltage applied at the top of the cryostat; the ac gate voltage at 5.56 GHz could not be easily calibrated and instead was estimated by locating the inflection of the curve of induced dc current versus incident power, as seen for instance in Fig. 3(d), and comparing to theory VavPV .)

Figure 2 shows fluctuations of conductance and induced current as a function of the dc gate voltage, $`V_g^{dc}`$, on a shape distorting gate of the dot—the same gate to which the ac excitation is applied—at opposite magnetic field values, $`\pm 50`$ mT. The conductance traces $`g(V_g^{dc})`$ in Fig. 2(a) are nearly identical at $`\pm 50`$ mT, for both $`10\mathrm{MHz}`$ and $`2.4\mathrm{GHz}`$ excitations. Induced current fluctuations, shown in Fig. 2(b), are symmetric at $`10\mathrm{MHz}`$, but are not symmetric for $`2.4\mathrm{GHz}`$.

Using the same gate both to drive the dot at ac and change dot shape as a slowly swept parameter allows the induced dc current to be compared to a simple model of rectification SwitkesPhD ; Brouwer01  applicable in the adiabatic limit. The model takes the measured $`g(V_g^{dc})`$ as input, and assumes that the ac part of the total gate voltage, $`V_g(t)=V_g^{dc}+V_g^{ac}\mathrm{sin}(\omega t)`$, couples to the source and drain reservoirs of the dot, giving rise to a (possibly phase shifted) drain-source voltage, $`V_{ds}(t)=\alpha V_g^{ac}\mathrm{sin}(\omega t+\varphi )`$, with $`\alpha `$ and $`\varphi `$ as parameters. The dc rectification current resulting from $`V_{ds}(t)`$ and $`g(V_g(t))`$ is given by

$$I_{\mathrm{rect}}=\frac{\omega }{2\pi }_0^{2\pi /\omega }\alpha V_g^{ac}\mathrm{sin}(\omega t+\varphi )g(V_g(t))𝑑t.$$
(1)
For $`V_g^{ac}`$ much less than the gate-voltage correlation scale, $`I_{\mathrm{rect}}\frac{\alpha }{2}\mathrm{cos}(\varphi )(V_g^{ac})^2\frac{dg}{dV_g}`$ Brouwer01 . However, for the data in Fig. 2, $`V_g^{ac}=6.8\mathrm{mV}(8\mathrm{mV})`$ for $`10\mathrm{MHz}`$ ($`2.4\mathrm{GHz}`$), which is not much smaller than the correlation voltage of 10 mV, so the full integral, Eq. (1), is used to model rectification. Figure 2(b) shows a comparison of measured currents and rectification currents calculated from Eq. (1), using the $`+50\mathrm{mT}`$ data from Fig. 1(a) as input and values $`\alpha =7(6)\times 10^4`$ and $`\varphi =0(0)`$ for $`10\mathrm{MHz}`$ ($`2.4\mathrm{GHz}`$). For the $`10\mathrm{MHz}`$ data, the similarity between the model and the measured current suggests that rectification adequately accounts for the induced current. On the other hand, the induced dc current at $`2.4\mathrm{GHz}`$ $`(\omega \tau _d3)`$ does not appear to be well described by the rectification model. This was to be expected: the lack of symmetry in field of the induced current already tells us that a rectification model that takes symmetric conductance as its input cannot describe the asymmetric current induced by this higher applied frequency.

Conductance and induced current as a function of perpendicular field are shown in Fig. 3(a,b) for different levels of incident power $`P`$ at $`5.56\mathrm{GHz}`$. Fluctuations in $`g_{50}`$ decrease with increasing $`P`$. In Figure 3(c), we show the power dependence of the variance of the conductance. For high applied powers, the variance of conductance fluctuations is reduced to $`1/4`$ of its zero-radiation level. This is expected, since during the fraction of time ($`p=50\%`$) that the radiation is on, UCF should be fully suppressed at high power by a combination of shape averaging, dephasing without heating, and heating effects Kravtsov01 ; VavDeph . Also shown in figure 3(c) is the variance of the extracted “on conductance,” $`g_{\mathrm{on}}^{\mathrm{ext}}=2g_{50}g_{\mathrm{off}}`$, which we observe to decrease at a rate intermediate between $`P^{1/2}`$ and $`P^1`$ at high power. Theory VavOns  predicts a rate $`P^{1/2}`$ in the absence of heating effects.

It is evident in Fig. 3(a) that no significant field asymmetry in conductance is observed, regardless of ac power applied. Recent theory VavOns  predicts that when applied frequency exceeds the temperature in the leads (which is the case here, $`k_BT_e/h4\mathrm{GHz})`$, dephasing will lead to field asymmetry in conductance. However, for our experimental conditions the predicted asymmetry is extremely small, smaller in fact than the asymmetry due to drift and noise in our setup (which, as seen in Figs. 1 and 2 is rather small.)

Figure 3(b) shows that mesoscopic fluctuations of the induced current at $`5.56\mathrm{GHz}`$ are fully asymmetric in field and increase in amplitude with increasing power. As a measure of this asymmetry, we compare the symmetric and antisymmetric components of current, $`I_{s(a)}(B)=(I(B)\pm I(B))/2`$. Figure 3(d) shows their variances and that of total induced current, calculated after subtracting a first order polynomial to $`I(B)`$ to account for a non-mesoscopic background present at the highest applied powers.

Variances of $`I_s`$ and $`I_a`$ are nearly equal, indicating that the current is fully asymmetric for all powers (except at the highest powers, discussed below). Variances of $`I`$, $`I_s`$, and $`I_a`$ increase at a rate approaching $`P^2`$ at the lowest powers, consistent with theory VavPV  for the weak pumping limit. The rate weakens at higher incident power, with a crossover near $`300\mathrm{nW}`$, corresponding to an ac gate voltage of about one correlation length.

In the nonadiabatic regime, the induced current is found to range between being predominantly symmetric and fully asymmetric in $`B`$, depending on the applied frequency. The degree of symmetry is also found to depend on the applied ac power, with greater symmetry found at higher power. This is illustrated in Fig. 4 for the case of ac gate voltage at $`2.4`$GHz. At low incident power the current is fully asymmetric, and the fluctuations have a correlation length $`1\mathrm{mT}`$. This is clearly observed in the top left inset, where we show the magnetic field dependence of the induced current for an incident power of $`14\mathrm{nW}`$. At high power, $`var(I_a)`$ saturates, leaving a predominantly symmetric signal (Fig. 4, lower inset). The magnetic-field correlation length increases to $`4\mathrm{mT}`$ at high power, suggesting enhanced dephasing presumably due to the ac voltages on the gate causing electron heating.

In summary, we have shown that field symmetry can be used to distinguish mechanisms of induced dc current in response to ac gate voltages in a quantum dot. For lower frequencies, the induced current is symmetric in field. This and other indications suggest that mesoscopic rectification is responsible for the induced current in this regime. For higher frequencies (GHz), the induced current can be fully asymmetric in field, suggesting instead that photocurrent can be the dominant source, as proposed in recent theory Shutenko00 ; VavPV .

We thank I. Aleiner, P. Brouwer, V. Falko, A. Johnson, and particularly M. Vavilov for valuable discussion, and thank C. I. Duruöz, S. M. Patel, and S. W. Watson for experimental contributions. We acknowledge support from the NSF under DMR-0072777.


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# Contact Equivalence Problem for Linear Parabolic Equations

## Introduction

In this article we consider a local equivalence problem for the class of linear second order parabolic equations

$$u_{xx}=T(t,x)u_t+X(t,x)u_x+U(t,x)u$$
(1)
under a contact transformation pseudo-group. Two equations are said to be equivalent if there exists a contact transformation mapping one equation to the other. Élie Cartan developed a general method for solving equivalence problems,  \- . The method provides an effective means of computing complete systems of differential invariants and associated invariant differential operators. The necessary and sufficient condition for equivalence of two submanifolds under an action of a Lie pseudo-group is formulated in terms of the differential invariants. The invariants parameterize the classifying manifold associated with given submanifolds. Cartan’s solution to the equivalence problem states that two submanifolds are (locally) equivalent if and only if their classifying manifolds (locally) overlap. The symmetry classification problem for classes of differential equations is closely related to the problem of local equivalence: symmetry groups and their Lie algebras of two equations are necessarily isomorphic if these equations are equivalent, while the converse statement is not true in general. The symmetry analysis of linear second order parabolic equations (1) is done by Sophus Lie, \[11, Vol. 3, pp 492-523\]. In \[14, § 9\], Ovsiannikov gives the finite defining equation for the equivalence pseudo-group and the symmetry classification in terms of a normal form $`u_{xx}=u_t+H(t,x)u`$ for equations (1). In , the Laplace type semi-invariant, i.e., the function remaining unchanged under a transformation $`\overline{u}=\sigma (t,x)u`$ for every $`\sigma (t,x)`$, is found for the class (1). This function

$$K=(2TXX_xX^2T_x+2T_xX_x+2T^2X_t2TX_xx+4TU_x4UT_x)/(2T^4)$$
(2)
is not invariant under the full symmetry group of equation (1). In , it is shown that equation (1) is reducible to the heat equation $`u_{xx}=u_t`$ under some contact transformation if and only if $`\lambda =0`$, where

$$\lambda =(8T^8K_{xx}+20T^7T_xK_x+12T^7T_{xx}K+288T^2T_xT_{xx}^2+220T^2T_xT_{xxx}$$

$$64T^3T_{xx}T_{xxx}40T^3T_xT_{xxxx}+4T^4T_{xxxxx}+4T^6T_{ttx}8T^5T_{txx}+405T_x^5$$

$$810TT_x^3T_{xx}+4T^4T_xT_t^2+4T^5T_xT_{tt}^2+80T^2T_tT_x^34T^5T_tT_{tx}80T^3T_x^2T_{tx}$$

$$+28T^4T_{tx}T_{xx}+36T^4T_xT_{txx}+8T^4T_tT_{xxx}64T^3T_tT_xT_{xx})/T^{10},$$
(3)
and $`K`$ is defined by (2).

In the present paper, we apply Cartan’s equivalence method,  \- , , , in its form developed by Fels and Olver, , to find all differential invariants of symmetry groups for equations (1) and to solve the local contact equivalence problem for equations from the class (1) in terms of their coefficients. Examples of computing structure for symmetry pseudo-groups of partial differential equations via the method of  are given in . Unlike Lie’s infinitesimal method, Cartan’s approach allows us to find differential invariants and invariant differential operators without analysing over-determined systems of PDEs at all, and requires differentiation and linear algebra operations only.

The paper is organized as follows. In Section 1, we begin with some notation, and use Cartan’s equivalence method to find the invariant 1-forms and the structure equations for the pseudo-group of contact transformations on the bundle of second-order jets. In Section 2, we briefly describe the approach to computing symmetry groups of differential equations via the moving coframe method of Fels and Olver. In Section 3, the method is applied to the class of parabolic equations (1). Finally, we make some concluding remarks.

## 1 Pseudo-group of contact transformations

In this paper, all considerations are of local nature, and all mappings are real analytic. Suppose $`\text{}=\text{}^n\times \text{}\text{}^n`$ is a trivial bundle with the local base coordinates $`(x^1,\mathrm{},x^n)`$ and the local fibre coordinate $`u`$; then by $`J^2(\text{})`$ denote the bundle of the second-order jets of sections of , with the local coordinates $`(x^i,u,p_i,p_{ij})`$, $`i,j\{1,\mathrm{},n\}`$, $`ij`$. For every local section $`(x^i,f(x))`$ of , the corresponding 2-jet $`(x^i,f(x),f(x)/x^i,^2f(x)/x^ix^j)`$ is denoted by $`j_2(f)`$. A differential 1-form $`\vartheta `$ on $`J^2(\text{})`$ is called a contact form, if it is annihilated by all 2-jets of local sections: $`j_2(f)^{}\vartheta =0`$. In the local coordinates every contact 1-form is a linear combination of the forms $`\vartheta _0=dup_idx^i`$, $`\vartheta _i=dp_ip_{ij}dx^j`$, $`i,j\{1,\mathrm{},n\}`$, $`p_{ji}=p_{ij}`$ (here and later we use the Einstein summation convention, so $`p_idx^i=_{i=1}^np_idx^i`$, etc.) A local diffeomorphism

$$\mathrm{\Delta }:J^2(\text{})J^2(\text{}),\mathrm{\Delta }:(x^i,u,p_i,p_{ij})(\overline{x}^i,\overline{u},\overline{p}_i,\overline{p}_{ij}),$$
(4)
is called a contact transformation, if for every contact 1-form $`\vartheta `$, the form $`\mathrm{\Delta }^{}\overline{\vartheta }`$ is also contact. To obtain a collection of invariant 1-forms for the pseudo-group of contact transformations on $`J^2(\text{})`$, we apply Cartan’s method of equivalence, . For this, take the coframe $`\{\vartheta _0,\vartheta _i,dx^i,dp_{ij}|i,j\{1,\mathrm{},n\},ij\}`$ on $`J^2(\text{})`$. A contact transformation (4) acts on this coframe in the following manner:

$$\mathrm{\Delta }^{}\left(\begin{array}{c}\overline{\vartheta }_0\\ \overline{\vartheta }_i\\ d\overline{x}^i\\ d\overline{p}_{ij}\end{array}\right)=S\left(\begin{array}{c}\vartheta _0\\ \vartheta _k\\ dx^k\\ dp_{kl}\end{array}\right),$$

where $`S`$ is an analytic function on $`J^2(\text{})`$, taking values in the Lie group 𝒢 of non-degenerate block matrices of the form

$$\left(\begin{array}{cccc}a& \stackrel{~}{a}^k& 0& 0\\ \stackrel{~}{g}_i& h_i^k& 0& 0\\ \stackrel{~}{c}^i& \stackrel{~}{f}^{ik}& b_k^i& r^{ikl}\\ \stackrel{~}{s}_{ij}& \stackrel{~}{w}_{ij}^k& \stackrel{~}{z}_{ijk}& \stackrel{~}{q}_{ij}^{kl}\end{array}\right).$$

In this matrix, $`i,j,k,l\{1,\mathrm{},n\}`$, $`r^{ikl}`$ are defined for $`kl`$, $`\stackrel{~}{s}_{ij}`$, $`\stackrel{~}{w}_{ij}^k`$, and $`\stackrel{~}{z}_{ijk}`$ are defined for $`ij`$, and $`\stackrel{~}{q}_{ij}^{kl}`$ are defined for $`ij`$, $`kl`$.

Let us show that $`\stackrel{~}{a}^k=0`$. Indeed, the exterior (non-closed!) ideal $`\text{}=\mathrm{span}\{\vartheta _0,\vartheta _i\}`$ has the derived ideal $`\delta \text{}=\{\omega \text{}|d\omega \text{}\}=\mathrm{span}\{\vartheta _0\}`$. Since $`\mathrm{\Delta }^{}\overline{\text{}}\text{}`$ implies $`\mathrm{\Delta }^{}(\delta \overline{\text{}})\delta (\mathrm{\Delta }^{}\overline{\text{}})\delta \text{}`$, we obtain $`\mathrm{\Delta }^{}\overline{\vartheta }_0=a\vartheta _0`$.

For convenience in the following computations, we denote by $`(B_i^j)`$ the inverse matrix for $`(b_i^j)`$, so $`b_i^jB_j^k=\delta _i^k`$, by $`(H_i^j)`$ denote the inverse matrix for $`(h_i^j)`$, so $`h_i^jH_j^k=\delta _i^k`$, define $`Q_{k^{}l^{}}^{kl}`$ by $`Q_{k^{}l^{}}^{kl}q_{ij}^{k^{}l^{}}=\delta _i^k\delta _j^l`$, and change the variables on 𝒢 such that $`g_i=\stackrel{~}{g}^ia^1`$, $`f^{ij}=\stackrel{~}{f}^{ik}H_k^j`$, $`c^i=\stackrel{~}{c}^ia^1f^{ik}g_k`$, $`s_{ij}=\stackrel{~}{s}_{ij}a^1\stackrel{~}{w}_{ij}^kH_k^mg_m\stackrel{~}{z}_{ijm}B_k^mc^k`$, $`w_{ij}^k=\stackrel{~}{w}_{ij}^mH_m^k\stackrel{~}{z}_{ijm}B_l^mf^{lk}`$ $`z_{ijk}=\stackrel{~}{z}_{ijm}B_k^m`$, and $`q_{ij}^{kl}=\stackrel{~}{q}_{ij}^{kl}\stackrel{~}{z}_{ijm}B_m^{}^mr^{m^{}kl}`$. In accordance with Cartan’s method of equivalence, we take the lifted coframe

$$\left(\begin{array}{c}\mathrm{\Theta }_0\\ \mathrm{\Theta }_i\\ \mathrm{\Xi }^i\\ \mathrm{\Sigma }_{ij}\end{array}\right)=S\left(\begin{array}{c}\vartheta _0\\ \vartheta _k\\ dx^k\\ dp_{kl}\end{array}\right)=\left(\begin{array}{c}a\vartheta _0\hfill \\ g_i\mathrm{\Theta }_0+h_i^k\vartheta _k\hfill \\ c^i\mathrm{\Theta }_0+f^{ik}\mathrm{\Theta }_k+b_k^idx^k+r^{ikl}dp_{kl}\hfill \\ s_{ij}\mathrm{\Theta }_0+w_{ij}^k\mathrm{\Theta }_k+z_{ijk}\mathrm{\Xi }^k+q_{ij}^{kl}dp_{kl}\hfill \end{array}\right)$$
(5)
on $`J^2(\text{})\times \text{𝒢}`$. Expressing $`du`$, $`dx^k`$, $`dp_k`$, and $`dp_{kl}`$ from (5) and substituting them to $`d\mathrm{\Theta }_0`$, we have

$$d\mathrm{\Theta }_0=da\vartheta _0+ad\vartheta _0=daa^1\mathrm{\Theta }_0+adx^idp_i=daa^1\mathrm{\Theta }_0+adx^i\vartheta _i$$

$$=\mathrm{\Phi }_0^0\mathrm{\Theta }_0+aB_k^iH_i^m\mathrm{\Xi }^k\mathrm{\Theta }_m+aH_i^mR^{ikl}\mathrm{\Sigma }_{kl}\mathrm{\Theta }_m$$

$$+aH_i^m\left(B_k^if^{kj}+R^{ikl}w_{kl}^j\right)\mathrm{\Theta }_j\mathrm{\Theta }_m,$$
(6)
where

$$\mathrm{\Phi }_0^0=daa^1+aH_i^m^{}(B_k^i(c^k+R^{ikl}s_{kl})\mathrm{\Theta }_m^{}g_m^{}B_k^i(\mathrm{\Xi }^kc^k\mathrm{\Theta }_0f^{kj}\mathrm{\Theta }_j)$$

$$g_m^{}R^{ikl}(\mathrm{\Sigma }_{kl}s_{kl}\mathrm{\Theta }_0w_{kl}^m\mathrm{\Theta }_mz_{klm}\mathrm{\Xi }^m))$$

and $`R^{jkl}=r^{ik^{}l^{}}B_i^jQ_{k^{}l^{}}^{kl}`$.

The multipliers of $`\mathrm{\Xi }^k\mathrm{\Theta }_m`$, $`\mathrm{\Sigma }_{kl}\mathrm{\Theta }_m`$, and $`\mathrm{\Theta }_j\mathrm{\Theta }_m`$ in (6) are essential torsion coefficients. We normalize them by setting $`aB_k^iH_i^m=\delta _k^m`$, $`R^{ikl}=0`$, and $`f^{kj}=f^{jk}`$. Therefore the first normalization is

$$h_i^k=aB_i^k,r^{ikl}=0,f^{kj}=f^{jk}.$$
(7)
Analyzing $`d\mathrm{\Theta }_i`$, $`d\mathrm{\Xi }^i`$, and $`d\mathrm{\Sigma }_{ij}`$ in the same way, we obtain the following normalizations:

$$q_{ij}^{kl}=aB_i^kB_j^l,s_{ij}=s_{ji},w_{ij}^k=w_{ji}^k,z_{ijk}=z_{jik}=z_{ikj}.$$
(8)
After these reductions the structure equations for the lifted coframe have the form

$$d\mathrm{\Theta }_0=\mathrm{\Phi }_0^0\mathrm{\Theta }_0+\mathrm{\Xi }^i\mathrm{\Theta }_i,$$

$$d\mathrm{\Theta }_i=\mathrm{\Phi }_i^0\mathrm{\Theta }_0+\mathrm{\Phi }_i^k\mathrm{\Theta }_k+\mathrm{\Xi }^k\mathrm{\Sigma }_{ik},$$

$$d\mathrm{\Xi }^i=\mathrm{\Phi }_0^0\mathrm{\Xi }^i\mathrm{\Phi }_k^i\mathrm{\Xi }^k+\mathrm{\Psi }^{i0}\mathrm{\Theta }_0+\mathrm{\Psi }^{ik}\mathrm{\Theta }_k,$$

$$d\mathrm{\Sigma }_{ij}=\mathrm{\Phi }_i^k\mathrm{\Sigma }_{ki}\mathrm{\Phi }_0^0\mathrm{\Sigma }_{ij}+\mathrm{{\rm Y}}_{ij}^0\mathrm{\Theta }_0+\mathrm{{\rm Y}}_{ij}^k\mathrm{\Theta }_k+\mathrm{\Lambda }_{ijk}\mathrm{\Xi }^k,$$

where the forms $`\mathrm{\Phi }_0^0`$, $`\mathrm{\Phi }_i^0`$, $`\mathrm{\Phi }_i^k`$, $`\mathrm{\Psi }^{i0}`$, $`\mathrm{\Psi }^{ij}`$, $`\mathrm{{\rm Y}}_{ij}^0`$, $`\mathrm{{\rm Y}}_{ij}^k`$, and $`\mathrm{\Lambda }_{ijk}`$ are defined by the following equations:

$$\mathrm{\Phi }_0^0=daa^1g_k\mathrm{\Xi }^k+(c^k+f^{km}g_m)\mathrm{\Theta }_k,$$

$$\mathrm{\Phi }_i^0=dg_i+g_kdb_j^kB_i^j(g_ig_k+s_{ik}+c^jz_{ijk})\mathrm{\Xi }^k+c^k\mathrm{\Sigma }_{ik}$$

$$+(g_ic^k+g_ig_mf^{mk}c^jw_{ij}^k+f^{mk}s_{im})\mathrm{\Theta }_k,$$

$$\mathrm{\Phi }_i^k=\delta _i^kdaa^1db_j^kB_i^j+(g_i\delta _j^kw_{ij}^kf^{km}z_{jm}^i)\mathrm{\Xi }^j+f^{km}\mathrm{\Sigma }_{im}+f^{jm}w_{ij}^k\mathrm{\Theta }_m,$$

$$\mathrm{\Psi }^{i0}=dc^i+f^{ij}\mathrm{\Phi }_j^0+c^k\mathrm{\Phi }_k^i+(c^if^{mj}g_mc^kf^{mj}w_{kj}^i)\mathrm{\Theta }_jc^kf^{ij}\mathrm{\Sigma }_{kj}$$

$$+c^k(f^{im}z^{kmj}+w_{kj}^ig_k\delta _j^ig_j\delta _k^i)\mathrm{\Xi }^j,$$

$$\mathrm{\Psi }^{ij}=df^{ij}+(f^{ik}\delta _m^j+f^{jk}\delta _m^i)\mathrm{\Phi }_k^m+(c^i\delta _k^j+c^j\delta _k^if^{ij}g_k+f^{im}f^{jl}z_{klm})\mathrm{\Xi }^k$$

$$+f^{ij}(c^k+f^{km}g_m)\mathrm{\Theta }_kf^{ik}f^{jm}\mathrm{\Sigma }_{km},$$

$$\mathrm{{\rm Y}}_{ij}^0=ds_{ij}s_{ij}daa^1+s_{kj}db_m^kB_i^m+s_{ik}db_m^kB_j^m+s_{ij}\mathrm{\Phi }_0^0+w_{ij}^k\mathrm{\Phi }_k^0+z_{ijk}\mathrm{\Psi }^{k0},$$

$$\mathrm{{\rm Y}}_{ij}^k=dw_{ij}^kw_{ij}^kdaa^1+(w_{il}^k\delta _j^m^{}+w_{jl}^k\delta _i^m^{})db_m^lB_m^{}^m+(s_{ij}\delta _m^k+z_{ijl}f^{m^{}k}w_{m^{}m}^l)\mathrm{\Xi }^m$$

$$+w_{ij}^m\mathrm{\Phi }_m^k+f^{lk}(w_{il}^m\delta _j^m^{}+w_{jl}^m\delta _i^m^{})\mathrm{\Sigma }_{m^{}m}(c^k+f^{mk}g_m)\mathrm{\Sigma }_{ij},$$

$$\mathrm{\Lambda }_{ijk}=dz_{ijk}2z_{ijk}daa^1+z_{ijl}db_m^lB_k^m+z_{ilk}db_m^lB_j^m+z_{ljk}db_m^lB_i^m+z_{ijk}\mathrm{\Phi }_0^0$$

$$+z_{ijk}g_m\mathrm{\Xi }^m+g_i\mathrm{\Sigma }_{jk}+g_j\mathrm{\Sigma }_{ik}+g_k\mathrm{\Sigma }_{ij}w_{ij}^l\mathrm{\Sigma }_{lk}w_{ik}^l\mathrm{\Sigma }_{lj}w_{jk}^l\mathrm{\Sigma }_{li}$$

$$f^{lm}(z_{imj}\mathrm{\Sigma }_{kl}+z_{imk}\mathrm{\Sigma }_{jl}+z_{jmk}\mathrm{\Sigma }_{il}.)$$

Let  be the subgroup of 𝒢 defined by (7) and (8). We shall prove that the restriction of the lifted coframe (5) to $`J^2(\text{})\times \text{}`$ satisfies Cartan’s test of involutivity, \[15, def 11.7\]. The structure equations remain unchanged under the following transformation of the modified Maurer - Cartan forms $`\mathrm{\Phi }_0^0`$, $`\mathrm{\Phi }_i^0`$, $`\mathrm{\Phi }_i^k`$, $`\mathrm{\Psi }^{i0}`$, $`\mathrm{\Psi }^{ij}`$, $`\mathrm{{\rm Y}}_{ij}^0`$, $`\mathrm{{\rm Y}}_{ij}^k`$, and $`\mathrm{\Lambda }_{ijk}`$:

$$\mathrm{\Phi }_0^0\mathrm{\Phi }_0^0+K\mathrm{\Theta }_0,$$

$$\mathrm{\Phi }_i^k\mathrm{\Phi }_i^k+L_i^{kl}\mathrm{\Theta }_l+M_i^k\mathrm{\Theta }_0,$$

$$\mathrm{\Phi }_i^0\mathrm{\Phi }_i^0+M_i^k\mathrm{\Theta }_k+N_i\mathrm{\Theta }_0,$$

$$\mathrm{\Psi }^{ij}\mathrm{\Psi }^{ij}+P^{ij}\mathrm{\Theta }_0+S^{ijk}\mathrm{\Theta }_kL_k^{ij}\mathrm{\Xi }^k,$$

$$\mathrm{\Psi }^{i0}\mathrm{\Psi }^{i0}+P^{ij}\mathrm{\Theta }_j+T^i\mathrm{\Theta }_0+K\mathrm{\Xi }^iM_k^i\mathrm{\Xi }^k,$$

$$\mathrm{{\rm Y}}_{ij}^0\mathrm{{\rm Y}}_{ij}^0+U_{ij}\mathrm{\Theta }_0+V_{ij}^k\mathrm{\Theta }_k+W_{ijk}\mathrm{\Xi }^k+K\mathrm{\Sigma }_{ij}+M_i^k\mathrm{\Sigma }_{kj},$$

$$\mathrm{{\rm Y}}_{ij}^k\mathrm{{\rm Y}}_{ij}^k+X_{ij}^{kl}\mathrm{\Theta }_l+V_{ij}^k\mathrm{\Theta }_0+Y_{ijl}^k\mathrm{\Xi }^l+L_i\mathrm{\Sigma }_{lj},$$

$$\mathrm{\Lambda }_{ijk}\mathrm{\Lambda }_{ijk}+Z_{ijkl}\mathrm{\Xi }^l+Y_{ijk}^l\mathrm{\Theta }_l+W_{ijk}\mathrm{\Theta }_0,$$

where $`K`$, $`L_i^{kl}`$, $`M_i^k`$, $`N_i`$, $`P^{ij}`$, $`S^{ijk}`$, $`T^i`$, $`U_{ij}`$, $`V_{ij}^k`$, $`W_{ijk}`$, $`X_{ij}^{kl}`$, $`Y_{ijl}^k`$, and $`Z_{ijkl}`$ are arbitrary constants satisfying the following symmetry conditions : $`L_i^{kl}=L_i^{lk}`$, $`P^{ij}=P^{ji}`$, $`S^{ijk}=S^{jik}=S^{ikj}`$, $`U_{ij}=U_{ji}`$, $`V_{ij}^k=V_{ji}^k`$, $`W_{ijk}=W_{jik}=W_{ikj}`$, $`X_{ij}^{kl}=X_{ji}^{kl}=X_{ij}^{lk}`$, $`Y_{ijl}^k=Y_{jil}^k=Y_{ilj}^k`$, and $`Z_{ijkl}=Z_{jikl}=Z_{ijlk}=Z_{ikjl}`$. The number of such constants

$$r^{(1)}=1+\frac{n^2(n+1)}{2}+n^2+n+\frac{n(n+1)}{2}+\frac{n(n+1)(n+2)}{6}+n+\frac{n(n+1)}{2}$$

$$+\frac{n^2(n+1)}{2}+\frac{n(n+1)(n+2)}{6}+\frac{n^2(n+1)^2}{4}+\frac{n^2(n+1)(n+2)}{6}$$

$$+\frac{n(n+1)(n+2)(n+3)}{24}=\frac{1}{24}(n+1)(n+2)(11n^2+29n+12)$$

is the degree of indeterminancy of the lifted coframe, \[15, def 11.2\]. The reduced characters of this coframe, \[15, def 11.4\], are easily found

$$s_i^{}=\frac{(n+1)(n+4)}{2}i,i\{1,\mathrm{},n+1\},$$

$$s_{n+1+j}^{}=\frac{(n+1j)(n+2j)}{2},j\{1,\mathrm{},n\}.$$

A simple calculation shows that

$$r^{(1)}=s_1^{}+2s_2^{}+3s_3^{}+\mathrm{}+(2n+1)s_{2n+1}^{}.$$

So the Cartan test is satisfied, and the lifted coframe is involutive.

It is easy to directly verify that a transformation $`\widehat{\mathrm{\Delta }}:J^2(\text{})\times \text{}J^2(\text{})\times \text{}`$ satisfies the conditions

$$\widehat{\mathrm{\Delta }}^{}\overline{\mathrm{\Theta }}_0=\mathrm{\Theta }_0,\widehat{\mathrm{\Delta }}^{}\overline{\mathrm{\Theta }}_i=\mathrm{\Theta }_i,\widehat{\mathrm{\Delta }}^{}\overline{\mathrm{\Xi }}^i=\mathrm{\Xi }^i,\widehat{\mathrm{\Delta }}^{}\overline{\mathrm{\Sigma }}_{ij}=\mathrm{\Sigma }^{ij}$$
(9)
if and only if it is projectable on $`J^2(\text{})`$, and its projection $`\mathrm{\Delta }:J^2(\text{})J^2(\text{})`$ is a contact transformation.

Since (9) imply $`\widehat{\mathrm{\Delta }}^{}d\overline{\mathrm{\Theta }}_0=d\mathrm{\Theta }_0`$, $`\widehat{\mathrm{\Delta }}^{}d\overline{\mathrm{\Theta }}_i=d\mathrm{\Theta }_i`$, $`\widehat{\mathrm{\Delta }}^{}d\overline{\mathrm{\Xi }}^i=d\mathrm{\Xi }^i`$, and $`\widehat{\mathrm{\Delta }}^{}d\overline{\mathrm{\Sigma }}_{ij}=d\mathrm{\Sigma }_{ij}`$, we have

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_0^0\overline{\mathrm{\Theta }}_0+\overline{\mathrm{\Xi }}^i\overline{\mathrm{\Theta }}_i\right)=\left(\widehat{\mathrm{\Delta }}^{}\overline{\mathrm{\Phi }}_0^0\right)\mathrm{\Theta }_0+\mathrm{\Xi }^i\mathrm{\Theta }_i=\mathrm{\Phi }_0^0\mathrm{\Theta }_0+\mathrm{\Xi }^i\mathrm{\Theta }_i,$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_i^0\overline{\mathrm{\Theta }}_0+\overline{\mathrm{\Phi }}_i^k\overline{\mathrm{\Theta }}_k+\overline{\mathrm{\Xi }}^k\overline{\mathrm{\Sigma }}_{ik}\right)=\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_i^0\right)\mathrm{\Theta }_0+\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_i^k\right)\mathrm{\Theta }_k+\mathrm{\Xi }^k\mathrm{\Sigma }_{ik}$$

$$=\mathrm{\Phi }_i^0\mathrm{\Theta }_0+\mathrm{\Phi }_i^k\mathrm{\Theta }_k+\mathrm{\Xi }^k\mathrm{\Sigma }_{ik},$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_0^0\overline{\mathrm{\Xi }}^i\overline{\mathrm{\Phi }}_k^i\overline{\mathrm{\Xi }}^k+\overline{\mathrm{\Psi }}^{i0}\overline{\mathrm{\Theta }}_0+\overline{\mathrm{\Psi }}^{ik}\overline{\mathrm{\Theta }}_k\right)$$

$$=\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_0^0\right)\mathrm{\Xi }^i\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_k^i\right)\mathrm{\Xi }^k+\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Psi }}^{i0}\right)\mathrm{\Theta }_0+\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Psi }}^{ik}\right)\mathrm{\Theta }_k$$

$$=\mathrm{\Phi }_0^0\mathrm{\Xi }^i\mathrm{\Phi }_k^i\mathrm{\Xi }^k+\mathrm{\Psi }^{i0}\mathrm{\Theta }_0+\mathrm{\Psi }^{ik}\mathrm{\Theta }_k,$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_i^k\overline{\mathrm{\Sigma }}_{ki}\overline{\mathrm{\Phi }}_0^0\overline{\mathrm{\Sigma }}_{ij}+\overline{\mathrm{{\rm Y}}}_{ij}^0\overline{\mathrm{\Theta }}_0+\overline{\mathrm{{\rm Y}}}_{ij}^k\overline{\mathrm{\Theta }}_k+\overline{\mathrm{\Lambda }}_{ijk}\overline{\mathrm{\Xi }}^k\right)$$

$$=\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_i^k\right)\mathrm{\Sigma }_{ki}\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_0^0\right)\mathrm{\Sigma }_{ij}+\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{{\rm Y}}}_{ij}^0\right)\mathrm{\Theta }_0+\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{{\rm Y}}}_{ij}^k\right)\mathrm{\Theta }_k$$

$$+\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Lambda }}_{ijk}\right)\mathrm{\Xi }^k=\mathrm{{\rm Y}}_{ij}^0\mathrm{\Theta }_0\mathrm{\Phi }_0^0\mathrm{\Sigma }_{ij}+\mathrm{\Phi }_i^k\mathrm{\Sigma }_{ki}+\mathrm{{\rm Y}}_{ij}^k\mathrm{\Theta }_k+\mathrm{\Lambda }_{ijk}\mathrm{\Xi }^k.$$

Therefore,

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_0^0\right)=\mathrm{\Phi }_0^0+K\mathrm{\Theta }_0,$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_i^k\right)=\mathrm{\Phi }_i^k+L_i^{kl}\mathrm{\Theta }_l+M_i^k\mathrm{\Theta }_0,$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Phi }}_i^0\right)=\mathrm{\Phi }_i^0+M_i^k\mathrm{\Theta }_k+N_i\mathrm{\Theta }_0,$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Psi }}^{ij}\right)=\mathrm{\Psi }^{ij}+P^{ij}\mathrm{\Theta }_0+S^{ijk}\mathrm{\Theta }_kL_k^{ij}\mathrm{\Xi }^k,$$
(10)
$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Psi }}^{i0}\right)=\mathrm{\Psi }^{i0}+P^{ij}\mathrm{\Theta }_j+T^i\mathrm{\Theta }_0+K\mathrm{\Xi }^iM_k^i\mathrm{\Xi }^k,$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{{\rm Y}}}_{ij}^0\right)=\mathrm{{\rm Y}}_{ij}^0+U_{ij}\mathrm{\Theta }_0+V_{ij}^k\mathrm{\Theta }_k+W_{ijk}\mathrm{\Xi }^k+K\mathrm{\Sigma }_{ij}+M_i^k\mathrm{\Sigma }_{kj},$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{{\rm Y}}}_{ij}^k\right)=\mathrm{{\rm Y}}_{ij}^k+X_{ij}^{kl}\mathrm{\Theta }_l+V_{ij}^k\mathrm{\Theta }_0+Y_{ijl}^k\mathrm{\Xi }^l+L_i\mathrm{\Sigma }_{lj},$$

$$\widehat{\mathrm{\Delta }}^{}\left(\overline{\mathrm{\Lambda }}_{ijk}\right)=\mathrm{\Lambda }_{ijk}+Z_{ijkl}\mathrm{\Xi }^l+Y_{ijk}^l\mathrm{\Theta }_l+W_{ijk}\mathrm{\Theta }_0,$$

with some functions $`K`$, $`L_i^{kl}`$, $`M_i^k`$, $`N_i`$, $`P^{ij}`$, $`S^{ijk}`$, $`T^i`$, $`U_{ij}`$, $`V_{ij}^k`$, $`W_{ijk}`$, $`X_{ij}^{kl}`$, $`Y_{ijl}^k`$, and $`Z_{ijkl}`$ on $`J^2(\text{})\times \text{}`$.

## 2 Contact symmetries of differential equations

Suppose  is a second-order differential equation in one dependent and $`n`$ independent variables. We consider  as a sub-bundle in $`J^2(\text{})`$. Let $`Cont(\text{})`$ be the group of contact symmetries for . It consists of all the contact transformations on $`J^2(\text{})`$ mapping  to itself. The moving coframe method, , is applicable to find invariant 1-forms characterizing $`Cont(\text{})`$ is the same way, as the restriction of the lifted coframe (5) to $`J^2(\text{})\times \text{}`$ characterizes $`Cont(J^2(\text{}))`$. We briefly outline this approach.

Let $`\iota :\text{}J^2(\text{})`$ be an embedding. The invariant 1-forms of $`Cont(\text{})`$ are restrictions of the coframe (5), (7), (8) to : $`\theta _0=\iota ^{}\mathrm{\Theta }_0`$, $`\theta _i=\iota ^{}\mathrm{\Theta }_i`$, $`\xi ^i=\iota ^{}\mathrm{\Xi }^i`$, and $`\sigma _{ij}=\iota ^{}\mathrm{\Sigma }_{ij}`$ (for brevity we identify the map $`\iota \times id:\text{}\times \text{}J^2(\text{})\times \text{}`$ with $`\iota :\text{}J^2(\text{})`$). The forms $`\theta _0`$, $`\theta _i`$, $`\xi ^i`$, and $`\sigma _{ij}`$ have some linear dependencies, i.e., there exists a non-trivial set of functions $`E^0`$, $`E^i`$, $`F_i`$, and $`G^{ij}`$ on $`\text{}\times \text{}`$ such that $`E^0\theta _0+E^i\theta _i+F_i\xi ^i+G^{ij}\sigma _{ij}0`$. These functions are lifted invariants of $`Cont(\text{})`$. Setting them equal to some constants allows us to specify some parameters $`a`$, $`b_i^k`$, $`c_i`$, $`g_i`$, $`f^{ij}`$, $`s_{ij}`$, $`w_{ij}^k`$, and $`z_{ijk}`$ of the group  as functions of the coordinates on  and the other group parameters.

After these normalizations, some restrictions of the modified Maurer - Cartan forms $`\varphi _0^0=\iota ^{}\mathrm{\Phi }_0^0`$, $`\varphi _i^k=\iota ^{}\mathrm{\Phi }_i^k`$, $`\varphi _i^0=\iota ^{}\mathrm{\Phi }_i^0`$, $`\psi ^{ij}=\iota ^{}\mathrm{\Psi }^{ij}`$, $`\psi ^{i0}=\iota ^{}\mathrm{\Psi }^{i0}`$, $`\upsilon _{ij}^0=\iota ^{}\mathrm{{\rm Y}}_{ij}^0`$, $`\upsilon _{ij}^k=\iota ^{}\mathrm{{\rm Y}}_{ij}^k`$, and $`\lambda _{ijk}=\iota ^{}\mathrm{\Lambda }_{ijk}`$, or some their linear combinations, become semi-basic, i.e., they do not include the differentials of the parameters of . From (10), we have the following statements: (i) if $`\varphi _0^0`$ is semi-basic, then its coefficients at $`\theta _k`$, $`\xi ^k`$, and $`\sigma _{kl}`$ are lifted invariants of $`Cont(\text{})`$; (ii) if $`\varphi _i^0`$ or $`\varphi _i^k`$ are semi-basic, then their coefficients at $`\xi ^k`$ and $`\sigma _{kl}`$ are lifted invariants of $`Cont(\text{})`$; (iii) if $`\psi ^{i0}`$, $`\psi ^{ij}`$, or $`\lambda _{ijk}`$ are semi-basic, then their coefficients at $`\sigma _{kl}`$ are lifted invariants of $`Cont(\text{})`$. Setting these invariants equal to some constants, we get specifications of some more parameters of  as functions of the coordinates on  and the other group parameters.

More lifted invariants can appear as essential torsion coefficients in the reduced structure equations

$$d\theta _0=\varphi _0^0\theta _0+\xi ^i\theta _i$$

$$d\theta _i=\varphi _i^0\theta _0+\varphi _i^k\theta _k+\xi ^k\sigma _{ik}$$

$$d\xi ^i=\varphi _0^0\xi ^i\varphi _k^i\xi ^k+\psi ^{i0}\theta _0+\psi ^{ik}\theta _k$$

$$d\sigma _{ij}=\varphi _i^k\sigma _{ki}\varphi _0^0\sigma _{ij}+\upsilon _{ij}^0\theta _0+\upsilon _{ij}^k\theta _k+\lambda _{ijk}\xi ^k.$$

After normalizing these invariants and repeating the process, two outputs are possible. In the first case, the reduced lifted coframe appears to be involutive. Then this coframe is the desired set of defining forms for $`Cont(\text{})`$. In the second case, when the reduced lifted coframe does not satisfy Cartan’s test, we should use the procedure of prolongation, \[15, ch 12\].

## 3 Structure and invariants of symmetry groups for linear parabolic equations

We apply the method described in the previous section to the class of linear parabolic equations (1). Denote $`x^1=t`$, $`x^2=x`$, $`p_1=u_t`$, $`p_2=u_x`$, $`p_{11}=u_{tt}`$, $`p_{12}=u_{tx}`$, and $`p_{22}=u_{xx}`$. The coordinates on  are $`\{t,x,u,u_t,u_x,u_{tt},u_{tx}\}`$, and the embedding $`\iota :\text{}J^2(\text{})`$ is defined by (1). Computing the linear dependence conditions for the reduced forms $`\theta _0`$, $`\theta _i`$, $`\xi ^i`$, and $`\sigma _{ij}`$ by means of MAPLE, we express the group parameters $`b_2^1`$, $`z_{122}`$, $`z_{222}`$, $`w_{22}^1`$, $`w_{22}^2`$, and $`s_{22}`$ as functions of the coordinates on  and the other parameters of the group . Particularly, since

$$\sigma _{22}(b_2^1)^2(b_2^2)^2\sigma _{11}2b_2^1(b_2^2)^1\sigma _{12}(\mathrm{mod}\theta _0,\theta _1,\theta _2,\xi ^1,\xi ^2),$$

and without loss of generality $`b_1^10`$, $`b_2^20`$, we take $`b_2^1=0`$. After that, we have

$$\sigma _{22}(z_{22}^1+a(b_2^2(Tu_{tt}+Xu_{tx}+(U+T_t)u_t+X_tu_x+U_tu)$$

$$b_1^2(Tu_{tx}+(TX+T_x)u_t+(X^2+U+X_x)u_x+(U_x+XU)u))(b_1^1)^1(b_2^2)^3)\xi ^1$$

$$+\left(z_{22}^2+a\left(Tu_{tx}+(TX+T_x)u_t+(X^2+U+X_x)u_x+(U_x+XU)u\right)(b_2^2)^3\right)\xi ^2$$

$$(\mathrm{mod}\theta _0,\theta _1,\theta _2).$$

Then we take

$$z_{22}^1=a(b_2^2(Tu_{tt}+Xu_{tx}+(U+T_t)u_t+X_tu_x+U_tu)$$

$$b_1^2(Tu_{tx}+(TX+T_x)u_t+(X^2+U+X_x)u_x+(U_x+XU)u))(b_1^1)^1(b_2^2)^3,$$

$$z_{22}^2=a\left(Tu_{tx}+(TX+T_x)u_t+(X^2+U+X_x)u_x+(U_x+XU)u\right)(b_2^2)^3.$$

After that, setting the coefficients of $`\sigma _{22}`$ at $`\theta _1`$, $`\theta _2`$, and $`\theta _0`$ equal to $`0`$, we find $`w_{22}^1`$, $`w_{22}^2`$, and $`s_{22}`$ as the functions of the coordinates on  and the other parameters of . These expressions are too long to be written out in full here.

Now the form $`\varphi _2^1`$ is semi-basic. We have

$$\varphi _2^1f^{11}\sigma _{12}+b_1^1T(b_2^2)^2\xi ^2(\mathrm{mod}\theta _0,\theta _1,\theta _2,\xi ^1,\sigma _{11}),$$

therefore we take $`f^{11}=0`$, $`b_1^1=(b_2^2)^2T^1`$. After that, setting the coefficient of $`\varphi _2^1`$ at $`\xi ^1`$ equal to $`0`$, we find $`w_{12}^1`$.

Then the linear combination $`2\varphi _2^2\varphi _1^1\varphi _0^0`$ becomes semi-basic. Since

$$2\varphi _2^2\varphi _1^1\varphi _0^0f^{12}\sigma _{12}+\left(4g_2+\left(2T^2b_1^2+(2TXT_x)b_2^2\right)(b_2^2)^2T^1\right)\xi ^2$$

$$(\mathrm{mod}\theta _0,\theta _1,\theta _2,\xi ^1,\sigma _{11}),$$

we take $`f^{12}=0`$, $`g_2=\left(2T^2b_1^2+(2TXT_x)b_2^2\right)/(4(b_2^2)^2T)`$. Setting the coefficient of $`2\varphi _2^2\varphi _1^1\varphi _0^0`$ at $`\xi ^1`$ equal to $`0`$, we find $`w_{12}^2`$.

Since for the semi-basic linear combination $`2\varphi _2^0\varphi _1^2`$ we have $`2\varphi _2^0\varphi _1^2(2c^1f^{22})\sigma _{12}(\mathrm{mod}\theta _0,\theta _1,\theta _2,\xi ^1,\xi ^2,\sigma _{11})`$, the normalization $`c^1=f^{22}/2`$ is possible. Setting the coefficient of $`2\varphi _2^0\varphi _1^2`$ at $`\xi ^1`$ and $`\xi ^2`$ equal to $`0`$, we find $`s_{12}`$ and $`g_1`$.

After that, we obtain the following reduced structure equations

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _2=\alpha _1\theta _2\frac{1}{2}\alpha _2\theta _2+\alpha _3\theta _0+\xi ^1\sigma _{12}+\xi ^2\theta _1+\frac{1}{4}f^{22}\theta _1\theta _2,$$

$$d\xi ^1=\alpha _2\xi ^1+\alpha _4\theta _0+\frac{1}{2}f^{22}\xi ^2\theta _2,$$

where $`\alpha _1`$, $`\alpha _2`$, $`\alpha _3`$, and $`\alpha _4`$ are 1-forms on $`J^2(\text{})\times \text{}`$ depending on differentials of the parameters of . We normalize the essential torsion coefficient $`f^{22}`$ in these equations by setting $`f^{22}=0`$. Then, there are the following structure equations

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _1=\alpha _1\theta _1\alpha _2\theta _1+2\alpha _3\theta _2+\alpha _4\theta _0+\xi ^1\sigma _{11}+\xi ^2\sigma _{12}c^2\theta _1\theta _2,$$

$$d\theta _2=\alpha _1\theta _2\frac{1}{2}\alpha _2\theta _2+\alpha _3\theta _0+\xi ^1\sigma _{12}+\xi ^2\theta _1,$$

$$d\xi ^1=\alpha _2\xi ^1$$

(the forms $`\alpha _i`$ can change after the normalizations). The structure equations have the essential torsion coefficient $`c^2`$, therefore we normalize $`c^2=0`$. After that, we set the coefficients of $`d\sigma _{12}`$ at $`\theta _0\xi ^2`$ and $`\theta _2\xi ^2`$ equal to $`0`$ and express $`w_{11}^2`$ and $`s_{11}`$ as functions of the coordinates on  and the remaining parameters of . The formulas for $`w_{11}^2`$ and $`s_{11}`$ are too long to be written out in full here. Then we get

$$d\sigma _{11}=\alpha _1\sigma _{11}2\alpha _2\sigma _{11}+4\alpha _3\sigma _{12}+6\alpha _4\theta _1+\alpha _5\xi ^2+\alpha _6\xi ^1$$

$$+I^5(b_2^2)^5\theta _0\xi ^2,$$

$$d\tau _{12}=\alpha _1\sigma _{12}\frac{3}{2}\alpha _2\sigma _{12}+3\alpha _3\theta _1+3\alpha _4\theta _2+\alpha _5\xi ^1+\xi ^2\sigma _{11},$$

where $`I^5=\frac{1}{16}\lambda T^5`$, $`\lambda `$ is given by (3), and all the essential torsion coefficients in the other structure equations are constants.

There are two possibilities now: $`I=0`$ or $`I0`$. By $`\text{𝒫}_1`$ we denote the subclass of all equations (1) such that $`I0`$. For an equation from $`\text{𝒫}_1`$ all the essential torsion coefficients in the reduced structure equations are constants, but the lifted coframe $`\theta _0`$, $`\theta _1`$, $`\theta _2`$, $`\xi ^1`$, $`\xi ^2`$, $`\sigma _{11}`$, and $`\sigma _{12}`$ is not involutive yet. Therefore we use the procedure of prolongation, \[15, Ch 12\], and obtain the structure equations

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _1=\alpha _1\theta _1\alpha _2\theta _1+2\alpha _3\theta _2+\alpha _4\theta _0+\xi ^2\sigma _{12}+\xi ^1\sigma _{11},$$

$$d\theta _2=\alpha _1\theta _2\frac{1}{2}\alpha _2\theta _2+\alpha _3\theta _0+\xi ^1\sigma _{12}\theta _1\xi ^2,$$

$$d\xi ^1=\alpha _2\xi ^1,$$

$$d\xi ^2=2\alpha _3\xi ^1+\frac{1}{2}\alpha _2\xi ^2,$$

$$d\sigma _{11}=\alpha _1\sigma _{11}2\alpha _2\sigma _{11}+4\alpha _3\sigma _{12}+6\alpha _4\theta _1+\alpha _5\xi ^2+\alpha _6\xi ^1,$$

$$d\sigma _{12}=\alpha _1\sigma _{12}\frac{3}{2}\alpha _2\sigma _{12}+3\alpha _3\theta _1+3\alpha _4\theta _2+\alpha _5\xi ^1+\xi ^2\sigma _{11},$$

$$d\alpha _1=\alpha _3\xi ^2\alpha _4\xi ^1,$$

$$d\alpha _2=4\alpha _4\xi ^1,$$

$$d\alpha _3=\alpha _4\xi ^2\frac{1}{2}\alpha _2\alpha _3,$$

$$d\alpha _4=\alpha _2\alpha _4,$$

$$d\alpha _5=\pi _1\xi ^1+\alpha _1\alpha _5\frac{5}{2}\alpha _2\alpha _55\alpha _3\sigma _{11}10\alpha _4\sigma _{12}\alpha _6\xi ^2,$$

$$d\alpha _6=\pi _1\xi ^2+\pi _2\xi ^1+\alpha _1\alpha _63\alpha _2\alpha _6+6\alpha _3\alpha _515\alpha _4\sigma _{11},$$

where $`\alpha _1,\mathrm{},\alpha _6`$, $`\pi _1`$, and $`\pi _2`$ are 1-forms on $`\text{}\times \text{}`$ (they are too long to be written explicitly). From these structure equations, it follows that the only non-zero reduced character of the lifted coframe $`\theta _0`$, $`\theta _1`$, $`\theta _2`$, $`\xi ^1`$, $`\xi ^2`$, $`\sigma _{11}`$, $`\sigma _{12}`$, $`\alpha _1`$, $`\alpha _2`$, …, $`\alpha _6`$ is $`s_1^{}=2`$, while the degree of indeterminancy is $`r^{(1)}=2`$. So the Cartan test is satisfied, and the lifted coframe is involutive.

The same calculations show that the symmetry group of the linear heat equation

$$u_{xx}=u_t$$
(11)
has the identical structure equations, but with the different lifted coframe. All the essential torsion coefficients in the structure equations are constants. Thus, applying Theorem 15.12 of , we have

Theorem 1. (, Theorem 3.2) The linear parabolic equation (1) is equivalent to the linear heat equation (11) under a contact transformation if and only if it belongs to $`\text{𝒫}_1`$, i.e., iff $`I=0`$.

Numerous examples of equations (1) reducible to the linear heat equation are given in , .

Now we return to the case $`I0`$. Then we can take $`b_2^2=I`$. Setting the essential torsion coefficient in the structure equation for $`d\theta _2`$ at $`\theta _2\xi ^2`$ equal to $`0`$ and expressing $`w_{11}^1`$, we get the following structure equations

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _1=\alpha _1\theta _1+2\alpha _2\theta _2\frac{1}{2}J_1\alpha _2\theta _0+Z\theta _0\xi ^1\left(b_1^2J_{1x}IJ_{1t}\right)/(4I^3)\theta _0\xi ^1$$

$$J_1\xi ^2\theta _1+\xi ^1\sigma _{11}+\xi ^2\sigma _{12},$$

$$d\theta _2=\alpha _1\theta _2+\alpha _2\theta _0+\xi ^2\theta _1\frac{1}{2}J_1\xi ^2\theta _2+\xi ^1\sigma _{12},$$

$$d\xi ^1=J_1\xi ^1\xi ^2,$$

$$d\xi ^2=2\alpha _2\xi ^1,$$

where

$$J_1=\left(2TI_xIT_x\right)T^1I^2,$$

and $`Z`$ is a function of $`T`$, $`X`$, $`U`$, $`I`$, $`J_1`$, their derivatives w.r.t. $`t`$, $`x`$, and $`b_1^2`$. Recall that the forms $`\alpha _1`$, $`\alpha _2`$ are not necessary the same as in the previous structure equations.

Consider the subclass $`\text{𝒫}_2`$ of all equations (1) such that $`I0`$, $`J_{1x}0`$. This subclass is not empty, e.g., the equation $`u_{xx}=u_t+x^4u`$ belongs to $`\text{𝒫}_2`$. For an equation from $`\text{𝒫}_2`$, we normalize the coefficient in the structure equation for $`d\theta _1`$ at $`\theta _0\xi ^1`$ by setting $`b_1^2=IJ_{1t}J_{1x}^1`$. Then, after a prolongation, we obtain the following structure equations

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _1=\alpha _1\theta _1+J_3\theta _0\xi ^1\frac{1}{4}J_1J_2\theta _0\xi ^2+J_1\theta _1\xi ^2+J_4\theta _2\xi ^1$$

$$+J_2\theta _2\xi ^2+\xi ^1\sigma _{11}+\xi ^2\sigma _{12},$$

$$d\theta _2=\alpha _1\theta _2+\frac{1}{2}J_4\theta _0\xi ^1+\frac{1}{2}J_2\theta _0\xi ^2+\frac{1}{2}J_1\theta _2\xi ^2+\xi ^1\sigma _{12}\theta _1\xi ^2,$$

$$d\xi ^1=J_1\xi ^1\xi ^2,$$

$$d\xi ^2=J_2\xi ^1\xi ^2,$$
(12)
$$d\sigma _{11}=\alpha _1\sigma _{11}+\alpha _2\xi ^1+\alpha _3\xi ^2,$$

$$d\sigma _{12}=\alpha _1\sigma _{12}+\alpha _3\xi ^1\theta _0\xi ^1+\frac{3}{2}(J_4+J_1J_2)\theta _1\xi ^1+\frac{3}{2}J_2\theta _1\xi ^2$$

$$+3J_3\theta _2\xi ^1\frac{3}{4}J_1J_2\theta _2\xi ^2+2J_1\xi ^1\sigma _{11}+2J_2\xi ^1\sigma _{12}+\xi ^2\sigma _{11}$$

$$\frac{3}{2}J_1\xi ^2\sigma _{12}$$

$$d\alpha _1=\frac{1}{4}(2J_4+J_1J_2)\xi ^1\xi ^2,$$

$$d\alpha _2=\pi _1\xi ^1+\pi _2\xi ^2+\alpha _1\alpha _2+J_1\alpha _2\xi ^2+J_2\alpha _3\xi ^2\frac{1}{4}(2J_4+J_1J_2)\xi ^2\sigma _{11}$$

$$d\alpha _3=\pi _2\xi ^1+\alpha _1\alpha _3\alpha _2\xi ^2+\frac{9}{2}J_1\alpha _3\xi ^2(\frac{5}{2}J_1\frac{3}{8}J_{1}^{}{}_{}{}^{2}J_{2}^{}{}_{}{}^{2})\theta _0\xi ^2$$

$$+\frac{3}{4}(2\text{𝒟}_2(J_4)+2J_1\text{𝒟}_2(J_2)+2J_2\text{𝒟}_2(J_1)+6J_{2}^{}{}_{}{}^{2}+3J_4J_1+3J_{1}^{}{}_{}{}^{2}J_2+4J_3$$

$$2\text{𝒟}_1(J_2))\theta _1\xi ^2+(3\text{𝒟}_2(J_3)\frac{15}{4}J_1J_{2}^{}{}_{}{}^{2}+6J_3J_11+\frac{3}{4}J_1\text{𝒟}_1(J_2))\theta _2\xi ^2$$

$$+(\frac{9}{2}J_2+5J_{1}^{}{}_{}{}^{2}+2\text{𝒟}_2(J_1))\xi ^2\sigma _{11}+2(\text{𝒟}_2(J_2)J_1J_22J_4)\xi ^2\sigma _{12},$$

where $`\alpha _1`$, $`\alpha _2`$, $`\alpha _3`$, $`\pi _1`$, and $`\pi _2`$ are 1-forms on $`\text{}\times \text{}`$. The functions $`J_2`$, $`J_3`$, and $`J_4`$ are defined as follows:

$$J_2=1/2(2TIJ_{1x}J_{1tx}2TI_tJ_{1x}^22TIJ_{1t}J_{1xx}+TI^2J_1J_{1t}J_{1x}$$

$$+IT_xJ_{1t}J_{1x})J_{1x}^2I^3,$$

$$J_3=1/32(135I^2T_x^4J_{1x}^232T^6I_t^2J_{1x}^2+16J_{1x}^2T^3I^2T_{xx}T_t+16J_{1x}^2T^5I^2X_{tx}$$

$$+216I^2T_x^2TT_{xx}J_{1x}^2+32T^4I^2U_{xx}J_{1x}^2+16T^3I^2X_xT_{xx}J_{1x}^2+8T^3I^2T_{xxxx}J_{1x}^2$$

$$32I^2UT^3T_{xx}J_{1x}^236T^2I^2T_{xx}^2J_{1x}^216T^4I^2T_{txx}J_{1x}^2+16J_{1x}^2T^6II_{tt}$$

$$+16T^4I^2X_x^2J_{1x}^2+8T^6I_tJ_{1x}I^2J_{1t}J_140I^2T_x^2T^2X_xJ_{1x}^2+8T^6I^3J_{1t}J_{1tx}J_1$$

$$8J_{1t}^2T^6J_{1x}I^38J_{1x}T^6I^3J_{1tt}J_18T^5I^3T_tJ_{1x}J_{1t}J_18T^3I^2X^2T_{xx}J_{1x}^2$$

$$+8J_{1t}T^5I^5J_1J_{1x}J_24J_{1t}^2T^6I^4J_1^2+16I^2T^4X_{xx}XJ_{1x}^2+40T^3I^2T_xT_{tx}J_{1x}^2$$

$$+20I^2T_x^2T^2X^2J_{1x}^28T^4I^2X_tT_xJ_{1x}^240I^2T^3XX_xT_xJ_{1x}^240I^2T_x^2T^2T_tJ_{1x}^2$$

$$56T^2I^2T_{xxx}T_xJ_{1x}^216T^4I^2X_{xxx}J_{1x}^2+16T^5IT_tJ_{1x}^2I_t+40I^2T^3X_{xx}T_xJ_{1x}^2$$

$$+80I^2T_x^2UT^2J_{1x}^280I^2T^3U_xT_xJ_{1x}^2)T^4J_{1x}^2I^6,$$

$$J_4=1/8(8J_{1t}^2T^6I^332T^6I_t^2J_{1x}135I^2T_x^4J_{1x}+16T^5IT_tJ_{1x}I_t$$

$$8T^4I^2X_tT_xJ_{1x}+20I^2T_x^2T^2X^2J_{1x}+40I^2T^3X_{xx}T_xJ_{1x}8I^3J_{1x}T^4X_{xx}J_1$$

$$80I^2T^3U_xT_xJ_{1x}16T^4I^2X_{xxx}J_{1x}40I^2T^3XX_xT_xJ_{1x}8T^3I^2X^2T_{xx}J_{1x}$$

$$+40T^3I^2T_xT_{tx}J_{1x}40I^2T_x^2T^2T_tJ_{1x}+16I^2T^4X_{xx}XJ_{1x}+16T^4I^2X_x^2J_{1x}$$

$$+80I^2T_x^2UT^2J_{1x}40I^2T_x^2T^2X_xJ_{1x}56T^2I^2T_{xxx}T_xJ_{1x}32T^4J_{1x}I^6J_3$$

$$+8I^3J_{1x}T^5X_tJ_1+216I^2T_xT^2T_{xx}J_{1x}+8T^3I^2T_{xxxx}J_{1x}+8I^3J_{1x}T^4XX_xJ_1$$

$$36T^2I^2T_{xx}^2J_{1x}+16J_{1x}T^6II_{tt}+16J_{1x}T^3I^2T_{xx}T_t8J_{1x}T^4T_{tx}I^3J_1$$

$$4I^3J_{1x}T_xT^3X^2J_1+15I^3J_{1x}T_x^3TJ_1+4I^3J_{1x}T^3T_{xxx}J_118I^3J_{1x}T^2T_xT_{xx}J_1$$

$$16I^3J_{1x}T_xUT^3J_1+16T^3I^2X_xT_{xx}J_{1x}16T^4I^2T_{txx}J_{1x}+8I^3J_{1x}T_xT^3X_xJ_1$$

$$32I^2UT^3T_{xx}J_{1x}+16I^3J_{1x}T^4U_xJ_1+32T^4I^2U_{xx}J_{1x}+8J_{1x}T_xT^3T_tI^3J_1$$

$$+16J_{1x}T^5I^2X_{tx})J_{1x}^1T^4I^6J_1^1.$$

They are invariants of the symmetry pseudo-group for equation (1) from $`\text{𝒫}_2`$. The invariant differential operators are

$$\text{𝒟}_1=\frac{}{\xi ^1}=TI^1D_tJ_{1t}I^2J_{1x}^1D_x,\text{𝒟}_2=\frac{}{\xi ^2}=I^1D_x,$$
(13)
where $`D_t`$ and $`D_x`$ are the operators of total differentiation w.r.t. $`t`$ and $`x`$. These $`\text{𝒟}_1`$ and $`\text{𝒟}_2`$ are found without any integration. Indeed, they satisfy $`dF=\text{𝒟}_1(F)\xi ^1+\text{𝒟}_2(F)\xi ^2`$ for an arbitrary function $`F=F(t,x)`$. Since $`\xi ^1=I^2T^1dt`$ and $`\xi ^2=IJ_{1t}J_{1x}^1dt+Idx`$, we have (13).

To construct all the other invariants of the pseudo-group, we apply $`\text{𝒟}_1`$ and $`\text{𝒟}_2`$ to $`J_i`$ in an arbitrary order: $`\text{𝒟}_1^{k_1}\text{𝒟}_2^{k_2}\mathrm{}.\text{𝒟}_1^{k_{\beta 1}}\text{𝒟}_2^{k_\beta }J_i`$. The commutator identity

$$[\text{𝒟}_1,\text{𝒟}_2]=J_1\text{𝒟}_1+J_2\text{𝒟}_2$$

allows us to permute the coframe derivatives, so we need only to deal with the derived invariants $`J_{i,kl}=\text{𝒟}_1^k\text{𝒟}_2^l(J_i)`$, $`i\{1,\mathrm{},4\}`$, $`k0`$, and $`l0`$. For $`s0`$ define the $`s^{th}`$ order classifying manifold associated with the coframe $`\text{`}=\{\theta _0,\theta _1,\theta _2,\xi ^1,\xi ^2,\sigma _{11},\sigma _{12},\alpha _1,\alpha _2,\alpha _3\}`$ and an open subset $`U\text{}^2`$ as

$$\text{𝒞}^{(s)}(\text{`},U)=\{(J_{i,kl}(t,x))|i\{1,\mathrm{},4\},k+ls,(t,x)U\}$$
(14)
Since all the functions $`J_{i,kl}`$ depend on two variables $`t`$ and $`x`$, it follows that $`\rho _s=dim\text{𝒞}^{(s)}(\text{`},U)2`$ for all $`s0`$. Let $`r=\mathrm{min}\{s|\rho _s=\rho _{s+1}=\rho _{s+2}=\mathrm{}\}`$ be the order of the coframe \`. Since $`J_{1x}0`$, we have $`1\rho _0\rho _1\rho _2\mathrm{}2`$. In any case, $`r+12`$. Hence from Theorem 15.12 of  we see that two linear parabolic equations (1) from the subclass $`\text{𝒫}_2`$ are locally equivalent under a contact transformation if and only if their second order classifying manifolds (14) locally overlap.

Remark A Lie pseudo-group is called structurally intransitive, , if it is not isomorphic to any transitive Lie pseudo-group. In , Cartan proved that a Lie pseudo-group is structurally intransitive whenever it has essential invariants. An invariant of a Lie pseudo-group with the structure equations

$$d\omega ^i=A_{\beta k}^i\pi ^\beta \omega ^k+T_{jk}^i\omega ^j\omega ^k$$

is called essential, if it is a first integral of the systatic system $`A_{\beta k}^i\omega ^k`$. From the structure equations (12), it follows that the systatic system for the symmetry pseudo-group for an equation from $`\text{𝒫}_2`$ is generated by the forms $`\xi ^1`$ and $`\xi ^2`$. First integrals of these forms are arbitrary functions of $`t`$ and $`x`$. Therefore all the invariants $`J_1`$, …, $`J_4`$, and all the derived invariants are essential. Thus the symmetry pseudo-group of equation (1) from the subclass $`\text{𝒫}_2`$ is structurally intransitive.

Now we return to the case $`J_{1x}=0`$. Then the structure equations have the form

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _1=\alpha _1\theta _1+2\alpha _2\theta _2\frac{1}{2}J_1\alpha _2\theta _0\frac{1}{2}T^2I^4J_{1t}(b_1^2L_0)\theta _0\xi ^1$$

$$+\frac{1}{4}TJ_{1t}I^2\theta _0\xi ^2+J_1\theta _1\xi ^2+\xi ^1\sigma _{11}+\xi ^2\sigma _{12},$$

$$d\theta _2=\alpha _1\theta _2+\alpha _2\theta _0\theta _1\xi ^2+\frac{1}{2}J_1\theta _2\xi ^2+\xi ^1\sigma _{12},$$

$$d\xi ^1=J_1\xi ^1\xi ^2,$$

$$d\xi ^2=2\alpha _2\xi ^1,$$

$$d\sigma _{11}=\alpha _1\sigma _{11}+4\alpha _2\sigma _{12}3J_1\alpha _2\theta _1+\alpha _3\xi ^1+\alpha _4\xi ^2,$$

$$d\sigma _{12}=\alpha _1\sigma _{11}+3\alpha _2\theta _1\frac{3}{2}J_1\alpha _2\theta _2+\alpha _4\xi ^1\theta _0\xi ^1$$

$$\frac{3}{2}T^2I^4J_{1t}(b_1^2L_0)\theta _2\xi ^1\frac{3}{4}TI^2J_{1t}(2\theta _1\xi ^1\theta _2\xi ^2)+2J_1\xi ^1\sigma _{11}$$

$$+\xi ^2\sigma _{11}\frac{3}{2}J_1\xi ^2\sigma _{12},$$

where

$$L_0=1/16(135T_{x}^{}{}_{}{}^{4}I^2+16J_1T^3I^3T_xU16T^5I^2X_{tx}+16T^4I^2X_{xxx}16J_1T^4I^3U_x$$

$$8J_1T^3I^3T_xT_t+40T^2I^2T_tT_{x}^{}{}_{}{}^{2}15J_1TI^3T_{x}^{}{}_{}{}^{3}4J_1T^3I^3T_xX^220T^2I^2T_{x}^{}{}_{}{}^{2}X^2$$

$$80T^2I^2T_{x}^{}{}_{}{}^{2}U+8J_1T^4I^3X_{xx}16T^4I^2XX_{xx}+32T^3I^2UT_{xx}216TI^2T_{x}^{}{}_{}{}^{2}T_{xx}$$

$$+18J_1T^2I^3T_xT_{xx}+8T^3I^2X^2T_{xx}40T^3I^2X_{xx}T_x16T^4I^2X_{x}^{}{}_{}{}^{2}16T^3I^2T_tT_{xx}$$

$$+56T^2I^2T_{xxx}T_x+80T^3I^2U_xT_x4J_1T^3I^3T_{xxx}+32T^6I_{t}^{}{}_{}{}^{2}+36T^2I^2T_{xx}^{}{}_{}{}^{2}$$

$$8J_1T^4I^3XX_x8J_1T^3I^3T_xX_x+40T^2I^2T_{x}^{}{}_{}{}^{2}X_x16T^5IT_tI_t+40T^3I^2XX_xT_x$$

$$16T^3I^2X_xT_{xx}16T^6II_{tt}8J_1T^5I^3X_t+8T^4I^2X_tT_x32T^4I^2U_{xx}$$

$$+8J_1T^4I^3T_{tx}40T^3I^2T_{tx}T_x+16T^4I^2T_{txx}8T^3I^2T_{xxxx})T^6I^2J_{1t}^1.$$

Consider the subclass $`\text{𝒫}_3`$ of all equations (1) such that $`I0`$, $`J_{1x}=0`$, and $`J_{1t}0`$. This subclass is not empty, since the equation $`u_{xx}=u_t+Q(t)x^2u`$ with $`Q^{}(t)0`$ belongs to $`\text{𝒫}_3`$. For an equation from $`\text{𝒫}_3`$, we normalize the coefficient in the structure equation for $`d\theta _1`$ at $`\theta _0\xi ^1`$ by setting $`b_1^2=L_0`$. Then we prolong the structure equations and obtain

$$d\theta _0=\alpha _1\theta _0+\xi ^2\theta _2+\xi ^1\theta _1,$$

$$d\theta _1=\alpha _1\theta _1\frac{1}{4}J_1L_2\theta _0\xi ^1+\frac{1}{4}\left(\text{𝒟}_1(J_1)J_1L_1\right)\theta _0\xi ^2+J_1\theta _1\xi ^2+L_1\theta _2\xi ^2$$

$$+\xi ^2\sigma _{12}+\xi ^1\sigma _{11}+L_2\theta _2\xi ^1,$$

$$d\theta _2=\alpha _1\theta _2+\frac{1}{2}L_2\theta _0\xi ^1+\frac{1}{2}L_1\theta _0\xi ^2\theta _1\xi ^2+\frac{1}{2}J_1\theta _2\xi ^2+\xi ^1\sigma _{12},$$

$$d\xi ^1=J_1\xi ^1\xi ^2,$$

$$d\xi ^2=L_1\xi ^1\xi ^2,$$

$$d\sigma _{11}=\alpha _1\sigma _{11}+\alpha _2\xi ^1+\alpha _3\xi ^2,$$

$$d\sigma _{12}=\alpha _1\sigma _{12}+\alpha _3\xi ^1\theta _0\xi ^1\frac{3}{2}\left(\text{𝒟}_1(J_1)J_1L_1L_2\right)\theta _1\xi ^1$$

$$+\frac{3}{2}L_1\theta _1\xi ^2\frac{3}{4}J_1L_2\theta _2\xi ^1+\frac{3}{4}\left(\text{𝒟}_1(J_1)J_1L_1\right)\theta _2\xi ^2+2J_1\xi ^1\sigma _{11}$$

$$+2L_1\xi ^1\sigma _{12}+\xi ^2\sigma _{11}\frac{3}{2}J_1\xi ^2\sigma _{12},$$

$$d\alpha _1=\frac{1}{4}\left(2L_2\text{𝒟}_1(J_1)+J_1L_1\right)\xi ^1\xi ^2,$$

$$d\alpha _2=\pi _1\xi ^1+\pi _2\xi ^2+\alpha _1\alpha _2J_1\alpha _2\xi ^2+L_1\alpha _3\xi ^2$$

$$\frac{1}{4}\left(2L_2\text{𝒟}_1(J_1)+J_1L_1\right)\xi ^2\sigma _{11},$$

$$d\alpha _3=\pi _2\xi ^1+\alpha _1\alpha _3\alpha _2\xi ^2+\frac{9}{2}J_1\alpha _3\xi ^2+(\frac{3}{8}\text{𝒟}_1(J_1)^2\frac{3}{4}\text{𝒟}_1(J_1)J_1L_1$$

$$+\frac{3}{8}J_{1}^{}{}_{}{}^{2}L_{1}^{}{}_{}{}^{2}\frac{5}{2}J_1)\theta _0\xi ^2\frac{3}{4}(6\text{𝒟}_2(\text{𝒟}_1(J_1))6\text{𝒟}_2(L_2)6J_1\text{𝒟}_2(L_1)+J_1\text{𝒟}_1(J_1)$$

$$6J_1L_2J_1^2L_12L_{1}^{}{}_{}{}^{2}+6\text{𝒟}_1(L_1))\theta _1\xi ^2+(\frac{9}{2}L_1\text{𝒟}_1(J_1)\frac{15}{4}J_1L_{1}^{}{}_{}{}^{2}\frac{3}{2}J_{1}^{}{}_{}{}^{2}L_2$$

$$1+\frac{3}{4}J_1\text{𝒟}_1(L_1)\frac{3}{4}J_1\text{𝒟}_2(L_2)\frac{3}{4}\text{𝒟}_1^2(J_1))\theta _2\xi ^2+(\frac{9}{2}L_1+5J_{1}^{}{}_{}{}^{2})\xi ^2\sigma _{11}$$

$$2(L_22\text{𝒟}_1(J_1)+J_1L_1\text{𝒟}_2(L_1))\xi ^2\sigma _{12},$$

where

$$L_1=TI^3(L_{0x}I_t),$$

$$L_2=1/8(8I^2T^3T_{tx}8I^2T_xT^2X_x15I^2T_x^3+4I^2T_xT^2X^2+16I^2T_xUT^28T^4I^2X_t$$

$$8I^2T_xT^2T_t8IT^5L_{0t}+18TI^2T_xT_{xx}8L_0T^4IT_t4L_0^2T^5IJ_1+8T^4L_0L_1I^3$$

$$+16T^5I_tL_0+8I^2T^3X_{xx}8I^2T^3XX_x4T^2I^2T_{xxx}16I^2T^3U_x)I^5T^3,$$

and the invariant differential operators are defined by

$$\text{𝒟}_1=\frac{}{\xi ^1}=TI^2D_tTI^3L_0D_x,\text{𝒟}_2=\frac{}{\xi ^2}=I^1D_x.$$

The commutator relation for invariant differentiations is

$$[\text{𝒟}_1,\text{𝒟}_2]=J_1\text{𝒟}_1+L_1\text{𝒟}_2.$$

The $`s^{th}`$ order classifying manifold associated with the involutive coframe $`\text{`}=\{\theta _0,\theta _1,\theta _2,\xi ^1,\xi ^2,\sigma _{11},\sigma _{12},\alpha _1,\alpha _2,\alpha _3\}`$ and an open subset $`U\text{}^2`$ is

$$\text{𝒞}^{(s)}(\text{`},U)=\{(\text{𝒟}_1^k\text{𝒟}_2^l(J_1(t,x)),\text{𝒟}_1^k\text{𝒟}_2^l(L_i(t,x)))|i\{1,2\},k+ls,(t,x)U\}$$
(15)
Thus two linear parabolic equations (1) from the subclass $`\text{𝒫}_3`$ are locally equivalent under a contact transformation if and only if their second order classifying manifolds (15) locally overlap.

Since all the invariants of the symmetry pseudo-group for an equation from $`\text{𝒫}_3`$ are first integrals of the systatic system $`\xi ^1`$, $`\xi ^2`$, this pseudo-group is structurally intransitive.

Now we return to the case $`J_{1x}=J_{1t}=0`$. We denote $`J_1=N=const`$, then the structure equations have the form

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _1=\alpha _1\theta _1\frac{1}{2}N\alpha _2\theta _0+2\alpha _2\theta _2+M_1\theta _0\xi ^1+N\theta _1\xi ^2+\xi ^1\sigma _{11}+\xi ^2\sigma _{12},$$

$$d\theta _2=\alpha _1\theta _2+\alpha _2\theta _0\theta _1\xi ^2+\frac{1}{2}N\theta _2\xi ^2+\xi ^1\sigma _{12},$$

$$d\xi ^1=N\xi ^1\xi ^2,$$

$$d\xi ^2=2\alpha _2\xi ^1,$$

$$d\sigma _{11}=\alpha _1\sigma _{11}3N\alpha _2\theta _1+4\alpha _2\sigma _{12}+\alpha _3\xi ^1+\alpha _4\xi ^2,$$

$$d\sigma _{12}=\alpha _1\sigma _{12}+3\alpha _2\theta _1\frac{3}{2}N\alpha _2\theta _2+\alpha _4\xi ^1\theta _0\xi ^1+3M_1\theta _2\xi ^1$$

$$+2N\xi ^1\sigma _{11}+\xi ^2\sigma _{11}\frac{3}{2}N\xi ^2\sigma _{12},$$

where

$$M_1=1/32(40I^2T^3XX_xT_x+32I^2T^4U_{xx}32T^6I_{t}^{}{}_{}{}^{2}+16NI^3T^4U_x+8I^2T^3T_{xxxx}$$

$$+16I^2T^4XX_{xx}8NI^3T^4X_{xx}+8NI^3T^4XX_x+8NI^3T^5X_t+16I^2T^5X_{tx}$$

$$8NI^3T^4T_{tx}+16T^5IT_tI_t+80I^2T^2T_{x}^{}{}_{}{}^{2}U+20I^2T^2T_{x}^{}{}_{}{}^{2}X^216NI^3T^3T_xU$$

$$+15NI^3TT_{x}^{}{}_{}{}^{3}56I^2T^2T_{xxx}T_x+216I^2TT_{x}^{}{}_{}{}^{2}T_{xx}+40I^2T^3X_{xx}T_x$$

$$18NI^3T^2T_xT_{xx}+16I^2T^4X_{x}^{}{}_{}{}^{2}+40I^2T^3T_{tx}T_x135I^2T_{x}^{}{}_{}{}^{4}+8NI^3T^3T_xX_x$$

$$8I^2T^4X_tT_x40I^2T^2T_{x}^{}{}_{}{}^{2}X_x80I^2T^3U_xT_x8I^2T^3X^2T_{xx}32I^2T^3UT_{xx}$$

$$+16I^2T^3X_xT_{xx}+4NI^3T^3T_{xxx}+16I^2T^3T_tT_{xx}+8NI^3T^3T_xT_t40I^2T^2T_tT_{x}^{}{}_{}{}^{2}$$

$$4NI^3T^3T_xX^236I^2T^2T_{xx}^{}{}_{}{}^{2}16I^2T^4X_{xxx}16I^2T^4T_{txx}+16IT^6I_{tt})I^6T^4.$$

All the essential torsion coefficients now are independent of the group parameters, but

$$dM_1=\left((\frac{3}{2}NM_1+1)b_1^2+M_{1t}\right)TI^2\xi ^1\left(\frac{3}{2}M_1N1\right)\xi ^2.$$

By $`\text{𝒫}_4`$ we denote the subclass of all equations (1) such that $`I0`$, $`J_1=N=const`$, and $`3NM_12`$. This subclass contains, e.g., the equation $`u_{xx}=u_t+(\kappa x^2+\nu x)u`$ with $`\kappa 0`$, $`\nu 0`$. For an equation from $`\text{𝒫}_4`$, we set $`b_1^2=2M_{1t}(3NM_1+2)^1`$. After this normalization, we prolong the structure equations and obtain

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _1=\alpha _1\theta _1+\left(M_1NM_3\right)\theta _0\xi ^1\frac{1}{4}NM_2\theta _0\xi ^2+N\theta _1\xi ^2+4M_3\theta _2\xi ^1$$

$$+M_2\theta _2\xi ^2+\xi ^1\sigma _{11}+\xi ^2\sigma _{12},$$

$$d\theta _2=\alpha _1\theta _2+2M_3\theta _0\xi ^1+\frac{1}{2}M_2\theta _0\xi ^2\theta _1\xi ^2+\frac{1}{2}N\theta _2\xi ^2+\xi ^1\sigma _{12},$$

$$d\xi ^1=N\xi ^1\xi ^2,$$

$$d\xi ^2=M_2\xi ^1\xi ^2,$$

$$d\sigma _{11}=\alpha _1\sigma _{11}+\alpha _2\xi ^1+\alpha _3\xi ^2,$$

$$d\sigma _{12}=\alpha _1\sigma _{12}+\alpha _3\xi ^1\theta _0\xi ^1+\left(6M_3+\frac{3}{2}NM_2\right)\theta _1\xi ^1+\frac{3}{2}M_2\theta _1\xi ^2$$

$$+3\left(M_1NM_3\right)\theta _2\xi ^1\frac{3}{4}NM_2\theta _2\xi ^2+2N\xi ^1\sigma _{11}+2M_2\xi ^1\sigma _{12}$$

$$+\xi ^2\sigma _{11}\frac{3}{2}N\xi ^2\sigma _{12},$$

$$d\alpha _1=\left(2M_3+\frac{1}{4}NM_2\right)\xi ^1\xi ^2,$$

$$d\alpha _2=\pi _1\xi ^1+\pi _2\xi ^2+\alpha _1\alpha _2+N\alpha _2\xi ^2+M_2\alpha _3\xi ^2(2M_3+\frac{1}{4}NM_2)\xi ^2\sigma _{11},$$

$$d\alpha _3=\pi _2\xi ^1+\alpha _1\alpha _3\alpha _2\xi ^2+\frac{9}{2}N\alpha _3\xi ^2+\left(\frac{3}{8}N^2M_{2}^{}{}_{}{}^{2}\frac{5}{2}N\right)\theta _0\xi ^2$$

$$+(3M_1\frac{3}{2}\text{𝒟}_1(M_2)+6NM_3+\frac{9}{4}N^2M_2+\frac{9}{2}M_{2}^{}{}_{}{}^{2}+\frac{3}{2}N\text{𝒟}_2(M_2)$$

$$+6\text{𝒟}_2(M_3))\theta _1\xi ^2+(6NM_1\frac{15}{4}NM_{2}^{}{}_{}{}^{2}6N^2M_31+3\text{𝒟}_2(M_1)$$

$$+\frac{3}{4}N\text{𝒟}_1(M_2)+3N\text{𝒟}_2(M_3))\theta _2\xi ^2+(\frac{9}{2}M_2+5N^2)\xi ^2\sigma _{11}$$

$$\left(8M_3+2NM_22\text{𝒟}_2(M_2)\right)\xi ^2\sigma _{12},$$

where

$$M_2=T\left(M_{0x}I_t\right)I^3,M_0=2M_{1t}(3NM_1+2)^2,$$

$$M_3=1/32(8IT^5M_{0t}8T^4M_0M_2I^3+16T^5I_tM_04M_0^2T^5IN16I^2T^3U_x$$

$$+8I^2T^3X_{xx}+8I^2T^3T_{tx}4T^2I^2T_{xxx}+16I^2T_xUT^28M_0T^4IT_t$$

$$8I^2T^3XX_x+18TI^2T_xT_{xx}+4I^2T_xT^2X^28I^2T_xT^2T_t8I^2T_xT^2X_x$$

$$15I^2T_x^38T^4I^2X_t)I^5T^3.$$

The invariant differential operators

$$\text{𝒟}_1=TI^2D_tTM_0I^3D_x,\text{𝒟}_2=I^1D_x,$$

satisfy the commutator relation

$$[\text{𝒟}_1,\text{𝒟}_2]=N\text{𝒟}_1+M_2\text{𝒟}_2.$$

The $`s^{th}`$ order classifying manifold associated with the involutive coframe $`\text{`}=\{\theta _0,\theta _1,\theta _2,\xi ^1,\xi ^2,\sigma _{11},\sigma _{12},\alpha _1,\alpha _2,\alpha _3\}`$ and an open subset $`U\text{}^2`$ is

$$\text{𝒞}^{(s)}(\text{`},U)=\{(\text{𝒟}_1^k\text{𝒟}_2^l(M_i(t,x)))|i\{1,2,3\},k+ls,(t,x)U\}.$$
(16)
So two linear parabolic equations (1) from the subclass $`\text{𝒫}_4`$ are locally equivalent under a contact transformation if and only if their second order classifying manifolds (16) locally overlap.

The systatic system for the symmetry pseudo-group of equation (1) from the subclass $`\text{𝒫}_4`$ is generated by $`\xi ^1`$ and $`\xi ^2`$ again, and, as all the differential invariants are essential, this pseudo-group is structurally intransitive.

Finally, consider the subclass $`\text{𝒫}_5`$ of all equations (1) such that $`I0`$, $`J_1=N=const`$, and $`M_1=2/(3N)`$. For an equation from $`\text{𝒫}_5`$, after a prolongation, the structure equations have the form

$$d\theta _0=\alpha _1\theta _0+\xi ^1\theta _1+\xi ^2\theta _2,$$

$$d\theta _1=\alpha _1\theta _1\frac{N}{2}\alpha _2\theta _0+2\alpha _2\theta _2\frac{2}{3N}\theta _0\xi ^1+N\theta _1\xi ^2+\xi ^1\sigma _{11}+\xi ^2\sigma _{12},$$

$$d\theta _2=\alpha _1\theta _2+\alpha _2\theta _0\theta _1\xi ^2+\frac{N}{2}\theta _2\xi ^2+\xi ^1\sigma _{12},$$

$$d\xi ^1=N\xi ^1\xi ^2,$$

$$d\xi ^2=2\alpha _2\xi ^1,$$

$$d\sigma _{11}=\alpha _1\sigma _{11}3N\alpha _2\theta _1+4\alpha _2\sigma _{12}+\alpha _3\xi ^1+\alpha _4\xi ^2,$$

$$d\sigma _{12}=\alpha _1\sigma _{12}\frac{3N}{2}\alpha _2\theta _2+3\alpha _2\theta _1+\alpha _4\xi ^1\theta _0\xi ^1\frac{2}{N}\theta _2\xi ^1+2N\xi ^1\sigma _{11}$$

$$+\xi ^2\sigma _{11}\frac{3N}{2}\xi ^2\sigma _{12},$$

$$d\alpha _1=\frac{N}{2}\alpha _2\xi ^1\alpha _2\xi ^2,$$

$$d\alpha _2=N\alpha _2\xi ^2\frac{2}{3N}\xi ^1\xi ^2,$$

$$d\alpha _3=\pi _1\xi ^1+\pi _2\xi ^2+\alpha _1\alpha _3+6\alpha _2\alpha _42\alpha _2\theta _0\frac{8}{N}\alpha _2\theta _2\frac{9N}{2}\alpha _2\sigma _{11}$$

$$+N\alpha _3\xi ^2+2\theta _1\xi ^2+\frac{8}{3N}\xi ^2\sigma _{12},$$

$$d\alpha _4=\pi _2\xi ^1+\alpha _1\alpha _46N^2\alpha _2\theta _15\alpha _2\sigma _{11}+13N\alpha _2\sigma _{12}\alpha _3\xi ^2$$

$$+\frac{9N}{2}\alpha _4\xi ^2\frac{5N}{2}\theta _0\xi ^2\frac{4}{N}\theta _1\xi ^24\theta _2\xi ^2+5N^2\xi ^2\sigma _{11}.$$

From these structure equations, it follows that the classifying manifold is a point, and that two equations from the subclass $`\text{𝒫}_5`$ are equivalent under a contact transformation iff they have the same value of the constant $`N`$. Repeating the calculations for the equation

$$u_{xx}=u_t+\stackrel{~}{N}x^2u,$$
(17)
we see that its symmetry pseudo-group has the same structure equations whenever $`\stackrel{~}{N}=4/(3N^5)`$. Thus the linear parabolic equation (1) is equivalent to an equation of the form (17) under a contact transformation if and only if it belongs to the subclass $`\text{𝒫}_5`$.

The results of the calculations are summarized in the following statement:

Theorem 2 The class of linear parabolic equations (1) is divided into the five subclasses $`\text{𝒫}_1`$, $`\text{𝒫}_2`$, …, $`\text{𝒫}_5`$ invariant under an action of the pseudo-group of contact transformations:

$`\text{𝒫}_1`$ consists of all equations (1) such that $`I=0`$;

$`\text{𝒫}_2`$ consists of all equations (1) such that $`I0`$ and $`J_{1x}0`$;

$`\text{𝒫}_3`$ consists of all equations (1) such that $`I0`$, $`J_{1x}=0`$, and $`J_{1t}0`$;

$`\text{𝒫}_4`$ consists of all equations (1) such that $`I0`$, $`J_1=N=const`$, and $`3NM_12`$;

$`\text{𝒫}_5`$ consists of all equations (1) such that $`I0`$, $`J_1=N=const`$, and $`3NM_1=2`$.

Every equation from the subclass $`\text{𝒫}_1`$ is equivalent to the linear heat equation (11).

Two equations from one of the subclasses $`\text{𝒫}_2`$, $`\text{𝒫}_3`$, or $`\text{𝒫}_4`$ are locally equivalent to each other if and only if the classifying manifolds (14), (15), or (16) for these equations locally overlap.

Every equation from the subclass $`\text{𝒫}_5`$ is locally equivalent to the equation (17) whenever $`\stackrel{~}{N}=4/(3N^5)`$.

## Conclusion

In this paper, the moving coframe method of  is applied to the local equivalence problem for the class of linear second-order parabolic equations in two independent variables under an action of the pseudo-group of contact transformations. The class is divided into the five invariant subclasses. We have found the structure equations and the complete sets of differential equations for all the subclasses. The solution of the equivalence problem is given in terms of the differential invariants. It is shown that the moving coframe method is applicable to structurally intransitive symmetry pseudo-groups. The moving coframe method allows us to find invariant 1-forms, structure equations, differential invariants, and operators of invariant differentiation for symmetry pseudo-groups of differential equations without analyzing over-determined systems of partial differential equation or using procedures of integration.

## References


text:
# Entangled Subspaces and Quantum Symmetries

## 1 Introduction

If quantum entanglement  is to be regarded as a physical resource , then it seems sensible to consider the entanglement not only of individual states, but also of collections of states of a given composite quantum system. On the other hand, it is not clear how to combine measures of entanglement of individual states in such a collection, because of the possibility of superposing given states to form new ones. Since the natural organizational unit for any collection of states is the vector (sub)space spanned by those states, we are led to the problem of quantifying the degree of entanglement inherent in a given vector subspace of the whole state space of a quantum system. Examples of vector subspaces of interest might be the space of states with a given total energy, or the space with a given total angular momentum. More generally, a state subspace might be labelled by the eigenvalues of any incomplete set of commuting observables. A situation that arises often is one where the state space is associated with a tensor product representation of some symmetry group or algebra, and the subspaces of interest carry irreducible subrepresentations of that algebra or group. Again, the example of angular momentum springs to mind; we may be interested in a subspace of states carrying a definite total angular momentum, for a quantum system made up of several subsystems, each contributing angular momentum to the total. In such cases, the problem of quantifying the entanglement of individual irreducible subspaces is seen to have an essentially group-theoretical character; any measure of entanglement of such a subspace must surely involve such group-theoretical constructs as the Clebsch-Gordan coefficients of the corresponding group or algebra. Conversely, considerations of the entanglement of such irreducible subspaces seems likely to throw interesting new light on familiar group-theoretical reduction problems.

In what follows, we consider only bipartite systems, and vector subspaces $`𝒱`$ of a complex, finite-dimensional state space $`=_1_2`$, where the two factor spaces have dimensions $`d_1`$ and $`d_2`$ respectively, and are equipped with the usual scalar products. Extensions to the multipartite case seem likely to face the same sort of difficulties as entanglement measures for state vectors of multipartite systems.

Example 1 : As more specific motivation, consider the following 3-dimensional vector subspaces of $``$, in the case where $`_1_2`$ has orthonormal basis $`\{e_1,e_2,e_3,\mathrm{}e_N\}`$, $`N3`$:

* $`𝒱_A`$ is spanned by the orthonormal vectors $`(e_1e_2e_2e_1)/\sqrt{2}`$,
$`(e_2e_3e_3e_2)/\sqrt{2}`$, $`(e_3e_1e_1e_3)/\sqrt{2}`$.
* $`𝒱_S`$ is spanned by the orthonormal vectors $`(e_1e_2+e_2e_1)/\sqrt{2}`$,
$`(e_1e_1e_2e_2)/\sqrt{2}`$, $`(e_1e_1+e_2e_2)/\sqrt{2}`$.

The bases of $`𝒱_A`$ and $`𝒱_S`$ so defined consist of three maximally entangled vectors in each case. However, it is possible to find another basis in $`𝒱_S`$ with only one entangled vector, namely the set $`\{e_1e_2+e_2e_1)/\sqrt{2},e_1e_1,e_2e_2\}`$, whereas every choice of basis in $`𝒱_A`$ consists entirely of maximally entangled vectors. It is intuitive that $`𝒱_A`$ is ‘more entangled’ than $`𝒱_S`$, and we seek to quantify such differences.

## 2 Operator entanglement and subspaces

In general, any vector subspace $`𝒱=_1_2`$, of dimension $`1dd_1d_2`$, is characterized by a corresponding hermitian projection operator $`\widehat{P}`$,

$$\widehat{P}𝒱=𝒱,\widehat{P}^{}=\widehat{P}=\widehat{P}^2,\mathrm{Tr}(\widehat{P})=d,$$
(1)
and we suggest that measures of entanglement of the operator $`\widehat{P}`$ provide suitable measures of entanglement of $`𝒱`$.

Measures of operator entanglement have been considered previously in other contexts . The central idea is to consider each linear operator (matrix) $`\widehat{A}`$ as an ‘operator vector’ $`|A`$ in the $`(d_1d_2)^2`$-dimensional ‘operator vector space’ $`E_{}`$ of all linear operators on $``$, with Hilbert-Schmidt scalar product

$$A,B=\mathrm{Tr}(\widehat{A}^{}\widehat{B}).$$
(2)
Similarly, for $`r=1,\mathrm{\hspace{0.17em}2}`$, linear operators on $`_r`$ can be considered as operator vectors in the $`d_r^2`$-dimensional operator vector space $`E__r`$ . If $`\widehat{A}=\widehat{B}\widehat{C}`$, then $`|A=|B|C`$, and $`\widehat{A}`$ is unentangled. Otherwise, $`\widehat{A}`$ is entangled.

The operator vector

$$|\stackrel{ˇ}{P}=\frac{1}{\sqrt{d}}|P$$
(3)
corresponding to the projector $`\widehat{P}`$ divided by $`\sqrt{d}`$, is a unit operator vector in $`E_{}`$, according to (1) and (2). We can define measures of entanglement of this unit operator vector in $`E_{}`$, just as we define measures of entanglement of unit vectors in $``$. To this end, we note firstly that $`|\stackrel{ˇ}{P}`$ will have a Schmidt decomposition,

$$|\stackrel{ˇ}{P}=\sqrt{p_1}|E_1|F_1+\sqrt{p_2}|E_2|F_2+\mathrm{}\sqrt{p_K}|E_K|F_K,$$
(4)
where

$`K\overline{K}=\mathrm{min}\{d_1^2,d_2^2\},`$
$`p_1p_2\mathrm{}p_K>0,p_1+p_2+\mathrm{}+p_K=1,`$ (5)
while $`|E_1`$, $`|E_2`$, $`\mathrm{}`$ $`|E_K`$ are orthonormal operator vectors in $`E__1`$, and $`|F_1`$, $`|F_2`$, $`\mathrm{}`$ $`|E_K`$ are orthonormal operator vectors in $`E__2`$. If we introduce the superoperator  density matrix, of dimension $`(d_1d_2)^2\times (d_1d_2)^2`$,

$$\widehat{}=|\stackrel{ˇ}{P}\stackrel{ˇ}{P}|,$$
(6)
and then define the reduced superoperator density matrices $`\widehat{}^{(1)}`$ and $`\widehat{}^{(2)}`$ by tracing over the second (respectively, the first) vector subspace of $`E_{}`$, then $`|E_1`$, $`|E_2`$, $`\mathrm{}`$ $`|E_K`$ are eigen operator vectors of $`\widehat{}^{(1)}`$, and $`|F_1`$, $`|F_2`$, $`\mathrm{}`$ $`|E_K`$ are eigen operator vectors of $`\widehat{}^{(2)}`$, in each case with eigenvalues $`p_1,p_2,\mathrm{}p_K`$. Furthermore, the unentangled unit operator vector closest to $`|\stackrel{ˇ}{P}`$ – in the sense of the norm defined by the scalar product (2) – is $`|E_1|F_1`$, and its distance from $`|\stackrel{ˇ}{P}`$ is

$`_D(|\stackrel{ˇ}{P})`$ $`=`$ $`\left((\stackrel{ˇ}{P}|E_1|F_1|)(|\stackrel{ˇ}{P}|E_1|F_1)\right)^{1/2}`$ (7)
$`=`$ $`\sqrt{2(1\sqrt{p_1})}.`$
This distance provides a partial measure of the entanglement of $`|\stackrel{ˇ}{P}`$, and of $`𝒱`$, and we shall also write it as $`_D(𝒱)`$.

The entanglement of $`𝒱`$ is fully characterized by its corresponding $`\overline{K}`$-dimensional ‘Schmidt string’

$$𝒮(𝒱)=(p_1,p_2,\mathrm{}p_K,p_{K+1}=0,p_{K+2}=0,\mathrm{},p_{\overline{K}}=0).$$
(8)
Various partial measures of entanglement can be defined in terms of the Schmidt string, including $`_D`$ as above. Thus the ‘information’ measure of entanglement of $`|\stackrel{ˇ}{P}`$, and hence of $`𝒱`$, is

$`_I(|\stackrel{ˇ}{P})`$ $`=`$ $`_I(𝒱)`$ (9)
$`=`$ $`\mathrm{Tr}(\widehat{}^{(1)}\mathrm{log}_2(\widehat{}^{(1)})=\mathrm{Tr}(\widehat{}^{(2)}\mathrm{log}_2(\widehat{}^{(2)})`$
$`=`$ $`{\displaystyle \underset{\alpha =1}{\overset{K}{}}}p_\alpha \mathrm{log}_2(p_\alpha ),`$
while the ‘trace’ measure of entanglement is

$`_T(|\stackrel{ˇ}{P})`$ $`=`$ $`_T(𝒱)`$ (10)
$`=`$ $`1\mathrm{Tr}(\widehat{}^{(1)\mathrm{\hspace{0.17em}2}})=1\mathrm{Tr}(\widehat{}^{(2)\mathrm{\hspace{0.17em}2}})`$
$`=`$ $`1{\displaystyle \underset{\alpha =1}{\overset{K}{}}}p_\alpha ^2.`$
A better indicator of entanglement is provided with the help of the notion of majorization . Thus we may say that $`𝒱`$ is more entangled than $`𝒲`$, with Schmidt string $`𝒮(𝒲)=(q_1,q_2,\mathrm{})`$, if $`p_1q_1`$ AND $`p_1+p_2q_1+q_2`$ AND $`\mathrm{}`$, that is to say, if $`𝒮(𝒱)`$ is majorized by $`𝒮(𝒲)`$, which we write as $`𝒮(𝒱)𝒮(𝒲)`$. When $`𝒮(𝒱)𝒮(𝒲)`$, it can be shown  that $`_D(𝒱)_D(𝒲)`$, $`_I(𝒱)_I(𝒲)`$ and $`_T(𝒱)_T(𝒲)`$. But when neither of $`𝒮(𝒱)`$ and $`𝒮(𝒲)`$ majorizes the other, some of these inequalities and not others may be reversed. In that situation, it is best to say only that $`𝒱`$ and $`𝒲`$ are differently entangled.

The preceding two paragraphs merely paraphrase for operator (or subspace) entanglement what is well-known for state entanglement. Many statements that hold true for the tensor product space of states $``$, go over to the tensor product space of operators $`E_{}`$, without the need for new proofs. In what follows, we give some properties of subspace entanglement as defined, and then some examples of naturally arising entangled subspaces and their Schmidt strings.

Property 1 : If in the situation described above, $`_1`$ is embedded as a subspace in a larger space $`_1^{}`$, and $`_2`$ is embedded as a subspace in a larger space $`_2^{}`$, so that

$$𝒱_1_2_1^{}_2^{},_1_1^{},_2_2^{},$$
(11)
then $`𝒮(𝒱)`$, when $`𝒱`$ is regarded as a subspace of $`_1^{}_2^{}`$, differs from $`𝒮(𝒱)`$ when $`𝒱`$ is regarded as a subspace of $`_1_2`$, only by the addition of the appropriate number of zeros on the right-hand end. In this sense, our notion of entanglement of a subspace is stable against embeddings.

Property 2 : If $`𝒱`$ has the form $`𝒱_1𝒱_2`$, where $`𝒱_1_1`$ and $`𝒱_2_2`$, then $`|\stackrel{ˇ}{P}=|\stackrel{ˇ}{P}_1|\stackrel{ˇ}{P}_2`$ is unentangled, and so also is $`𝒱`$, according to our definition. In this case, the Schmidt string has the form

$$𝒮(𝒱)=(1,\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}0},\mathrm{},\mathrm{\hspace{0.17em}0}).$$
(12)
In particular, $``$ itself is unentangled, and $`𝒮()`$ has the form (12).

Property 3 : If $`𝒱`$ is 1-dimensional, spanned by the unit vector $`|v`$ say, with Schmidt decomposition

$$|v=\underset{\alpha =1}{\overset{k}{}}\sqrt{p_\alpha }|e_\alpha |f_\alpha ,$$
(13)
then

$$\widehat{P}=|vv|=\underset{\alpha ,\beta =1}{\overset{k}{}}\sqrt{p_\alpha p_\beta }|e_\alpha e_\beta ||f_\alpha f_\beta |.$$
(14)
This defines the Schmidt decomposition of $`|\stackrel{ˇ}{P}`$, whose Schmidt string then has as components the $`p_\alpha p_\beta `$, with a suitable ordering. From this it is easily deduced that the Schmidt string of $`|v`$ majorizes the Schmidt string of $`|u`$ if and only if the Schmidt string of the subspace spanned by $`|v`$ majorizes the Schmidt string of the subspace spanned by $`|u`$. This guarantees that our notion of entanglement of 1-dimensional subspaces is consistent with that for state vectors. In particular, it is also easily seen that

$`_I(𝒱)`$ $`=`$ $`{\displaystyle \underset{\alpha ,\beta =1}{\overset{k}{}}}p_\alpha p_\beta \mathrm{log}_2(p_\alpha p_\beta )`$ (15)
$`=`$ $`2{\displaystyle \underset{\alpha =1}{\overset{k}{}}}p_\alpha \mathrm{log}_2(p_\alpha )=2_I(|v).`$
Thus the information measures of entanglement of a 1-dimensional subspace and of any unit vector within that subspace differ only by the constant factor 2.

## 3 Antisymmetric and symmetric subspaces

Example 2 : As a generalization of (A) in Example 1 above, consider the ‘antisymmetric tensor product’ space $`𝒱_A=_1_2`$, where $`_1_2`$ has an orthonormal basis $`\{|e_1,|e_2,\mathrm{},|e_n\}`$. An orthonormal basis for $`𝒱_A`$ is provided by the $`n(n1)/2`$ vectors

$$|e_{kl}=(|e_k|e_l|e_l|e_k)/\sqrt{2},k<l,k,l\{1,\mathrm{\hspace{0.17em}2},\mathrm{},n\},$$
(16)
and the projector onto $`𝒱_A`$ is then

$`\widehat{P}_A`$ $`=`$ $`{\displaystyle \underset{k<l=1}{\overset{n}{}}}|e_{kl}e_{kl}|`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{k<l=1}{\overset{n}{}}}`$ $`(|e_ke_k||e_le_l|+|e_le_l||e_ke_k|`$ (17)
$``$ $`|e_ke_l||e_le_k||e_le_k||e_ke_l|).`$
Labelling the unit operator vectors in $`E__1`$ and $`E__2`$ as

$`|1=|e_1e_1|,|2=|e_2e_2|,\mathrm{},|n=|e_ne_n|,`$
$`|n+1=|e_1e_2|,|n+2=|e_2e_1|,\mathrm{},|3n2=|e_ne_1|,`$
$`|3n1=|e_2e_3|,|3n=|e_3e_2|,\mathrm{},|5n6=|e_ne_2|,`$
$`\mathrm{},|n^2=|e_ne_{n1}|,`$ (18)
we then have from (17), the unit operator vector

$$|\stackrel{ˇ}{P}=\frac{1}{\sqrt{2n(n1)}}\underset{r,s=1}{\overset{n^2}{}}𝒜_{rs}|r|s$$
(19)
where the $`n^2\times n^2`$ matrix $`𝒜`$ with matrix elements $`𝒜_{rs}`$ takes the form

$$𝒜=𝒞𝒞\mathrm{}𝒞.$$
(20)
Here $``$ is $`n\times n`$, with all diagonal elements equal to $`0`$, and all nondiagonal elements equal to $`1`$. Each of the $`n(n1)/2`$ copies of $`𝒞`$ is $`2\times 2`$, with diagonal elements equal to $`0`$, and off-diagonal elements equal to $`1`$.

It follows from (19) that the matrix elements of $`\widehat{}^{(1)}`$ in this case are just those of $`𝒜𝒜^{}`$, whose eigenvalues are easily calculated from (20) to be

$$𝒮(𝒱_A)=\frac{1}{2n(n1)}((n1)^2,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{},\mathrm{\hspace{0.17em}1}),$$
(21)
where the $`1`$ appears $`n^21`$ times. Then (21) is the Schmidt string for $`𝒱_A`$. It follows that

$`_D(𝒱_A)=\sqrt{2(1\sqrt{(n1)/(2n)})},`$
$`_I(𝒱_A)=\mathrm{log}_2\left(2n(n1)^{1/n}\right),_T(𝒱_A)=(n+1)(3n4)/[4n(n1)].`$ (22)
Note that, as $`n\mathrm{}`$, $`_D(𝒱_A)`$ and $`_T(𝒱_A)`$ tend to constants, whereas $`_I(𝒱_A)\mathrm{log}_2(n)`$.

Example 3 : Consider again the space $``$ as in Example 2, and let $`𝒱_S`$ denote the ‘symmetric tensor product’ space of dimension $`n(n+1)/2`$, with orthonormal basis $`|e_{kl}`$, $`kl=1,\mathrm{\hspace{0.17em}2},\mathrm{},n`$, where

$`|e_{kl}=(|e_k|e_l+|e_l|e_k)/\sqrt{2},k<l,`$
$`|e_{kk}=|e_k|e_k.`$ (23)
A similar calculation to that for the antisymmetric case shows that the Schmidt string for $`𝒱_S`$ is

$$𝒮(𝒱_S)=\frac{1}{2n(n+1)}((n+1)^2,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{},\mathrm{\hspace{0.17em}1}),$$
(24)
where again the $`1`$ appears $`n^21`$ times. Then

$`_D(𝒱_S)=\sqrt{2(1\sqrt{(n+1)/(2n)})},`$
$`_I(𝒱_S)=\mathrm{log}_2\left(2n/(n+1)^{1/n}\right),_T(𝒱_S)=(n1)(3n+4)/[4n(n+1)].`$ (25)
The asymptotic behaviour of these quantities as $`n\mathrm{}`$ is similar to that in the antisymmetric case of Example 2.

We note from (21) and (24) that, in Example 1, the 3-dimensional antisymmetric and symmetric subspaces of the $`N^2`$-dimensional space $``$ have $`N^2`$-dimensional Schmidt strings

$`𝒮(𝒱_A)={\displaystyle \frac{1}{12}}(4,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}0},\mathrm{},\mathrm{\hspace{0.17em}0})`$
$`𝒮(𝒱_S)={\displaystyle \frac{1}{12}}(9,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}0},\mathrm{},\mathrm{\hspace{0.17em}0}),`$ (26)
so that $`𝒮(𝒱_A)𝒮(𝒱_S)`$, consistent with our intuition that $`𝒱_A`$ is more entangled than $`𝒱_S`$.

## 4 Coupled angular momenta

Example 4 : Consider the coupling of two angular momenta, $`(\widehat{J}_1,\widehat{J}_2,\widehat{J}_3)`$ with spin $`j`$, and $`(\widehat{S}_1,\widehat{S}_2,\widehat{S}_3)`$ with spin $`1/2`$. In this case, the full state space is

$$=_j_{1/2}=𝒱_{j+1/2}𝒱_{j1/2},$$
(27)
where the space $`_k`$, for $`k=j`$ or $`1/2`$, or $`𝒱_k`$, for $`k=j+1/2`$ or $`j1/2`$, has dimension $`(2k+1)`$, and carries the corresponding irreducible representation of the spin Lie algebra $`su(2)`$. We are interested in the entanglement of $`𝒱_{j\pm 1/2}`$, regarded as a subspace of $``$.

Let $`|m`$, $`m=j,j1,\mathrm{},j`$ denote the usual orthonormal basis of eigenstates of $`\widehat{J}_3`$ in $`_j`$, and let $`|+`$ and $`|`$ denote the usual orthonormal basis of eigenstates of $`\widehat{S}_3`$ in $`_{1/2}`$. Then let

$$|1=|++|,|2=||,|3=|+|,|4=|+|,$$
(28)
defining an orthonormal basis of operator vectors in $`E_{1/2}`$, and let

$$|m,n=|mn|,m,n=j,j1,\mathrm{},j,$$
(29)
defining an orthonormal basis of operator vectors in $`E_j`$. Then $`\widehat{S}_\pm =\widehat{S}_1\pm i\widehat{S}_2`$ and $`\widehat{S}_3`$, regarded as operator vectors in $`E_{1/2}`$, take the form

$$|S_+=|3,|S_{}=|4,|S_3=\frac{1}{2}(|1|2).$$
(30)
while $`\widehat{J}_\pm `$ and $`\widehat{J}_3`$, regarded as operator vectors in $`E_j`$, take the form

$`|J_+=\sqrt{(1)(2j)}|j,j1+\sqrt{(2)(2j1)}|j1,j2+\mathrm{}`$
$`\mathrm{}+\sqrt{(2j)(1)}|j+1,j`$
$`|J_{}=\sqrt{(1)(2j)}|j1,j+\sqrt{(2)(2j1)}|j2,j1+\mathrm{}`$
$`\mathrm{}+\sqrt{(2j)(1)}|j,j+1`$
$`|J_3=j|j,j+(j1)|j1,j1+\mathrm{}+(j)|j,j.`$ (31)
Recall  that the $``$ operator $`\widehat{X}`$, defined by

$$\widehat{X}=\widehat{J}_+\widehat{S}_{}+\widehat{J}_{}\widehat{S}_++2\widehat{J}_3\widehat{S}_3,$$
(32)
takes the eigenvalue $`j`$ on the subspace $`𝒱_{j+1/2}`$ and the eigenvalue $`(j+1)`$ on the subspace $`𝒱_{j1/2}`$. It follows that the projector from $``$ onto $`𝒱_{j\pm 1/2}`$ is given by

$$\widehat{P}_{j\pm 1/2}=\pm \frac{1}{2j+1}\left(\widehat{X}+\frac{1}{2}\widehat{I}\pm (j+\frac{1}{2})\widehat{I}\right),$$
(33)
where $`\widehat{I}`$ denotes the unit operator on $``$.

Consider firstly the projector $`\widehat{P}_{j+1/2}`$. From (30), (31), (32) and (33), we see that this operator, regarded as an operator vector on $`E_{}`$, and normalized to a unit operator vector, takes the form

$`|\stackrel{ˇ}{P}_{j+1/2}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2(j+1)}}}{\displaystyle \frac{1}{2j+1}}\{|J_+|S_{}+|J_{}|S_+`$
$`+2|J_3|S_3`$
$`+(j+1)(|j,j`$ $`+`$ $`|j1,j1+\mathrm{}+|j,j)(|1+|2)\}.`$
(34)
Here the terms on the last line represent the operator vector corresponding to the operator $`(j+1)\widehat{I}`$. Expression (34) has the general form

$$|\stackrel{ˇ}{P}_{j+1/2}=\underset{(m,n)=(j,j)}{\overset{(j,j)}{}}\underset{\alpha =1}{\overset{4}{}}A_{(m,n),\alpha }|m,n|\alpha ,$$
(35)
and we wish to claculate the eigenvalues of the reduced superoperator density matrix

$$\widehat{}^{(2)}=\underset{(m,n)=(j,j)}{\overset{(j,j)}{}}\underset{\alpha ,\beta =1}{\overset{4}{}}\left\{A_{(m,n),\alpha }A_{(m,n),\beta }^{}\right\}|\alpha \beta |,$$
(36)
or, what is the same thing, the eigenvalues of the $`4\times 4`$ matrix $`Q`$ with elements

$$Q_{\alpha \beta }=\underset{(m,n)=(j,j)}{\overset{(j,j)}{}}\left\{A_{(m,n),\alpha }A_{(m,n),\beta }^{}\right\}.$$
(37)
The only nonzero elements are, from (31) and (34),

$`Q_{11}=Q_{22}`$ $`=`$ $`{\displaystyle \frac{1}{2(j+1)}}{\displaystyle \frac{1}{(2j+1)^2}}\left((2j+1)^2+(2j)^2+\mathrm{}+(1)^2\right)`$ (38)
$`=`$ $`{\displaystyle \frac{4j+3}{6(2j+1)}},`$
$`Q_{33}=Q_{44}`$ $`=`$ $`{\displaystyle \frac{1}{2(j+1)}}{\displaystyle \frac{1}{(2j+1)^2}}\left((1)(2j)+(2)(2j1)+\mathrm{}+(2j)(1)\right)`$ (39)
$`=`$ $`{\displaystyle \frac{j}{3(2j+1)}},`$
and

$`Q_{12}`$ $`=`$ $`Q_{21}`$ (40)
$`=`$ $`{\displaystyle \frac{1}{2(j+1)}}{\displaystyle \frac{1}{(2j+1)^2}}\left((2j+1)(1)+(2j)(2)+\mathrm{}+(1)(2j+1)\right)`$
$`=`$ $`{\displaystyle \frac{2j+3}{6(2j+1)}},`$
and the eigenvalues of $`Q`$ are now easily calculated to be $`(j+1)/(2j+1)`$ (multiplicity 1) and $`j/(6j+3)`$ (multiplicity 3). The Schmidt string of $`𝒱_{j+1/2}`$ is therefore

$$𝒮(𝒱_{j+1/2})=\frac{1}{2j+1}(j+1,\frac{j}{3},\frac{j}{3},\frac{j}{3}).$$
(41)
We then have as scalar partial measures of the entanglement of this subspace,

$`_D(𝒱_{j+1/2})=\sqrt{2(1\sqrt{(j+1)/(2j+1)})},`$
$`_I(𝒱_{j+1/2})=\mathrm{log}_2\left({\displaystyle \frac{\left(\frac{j}{3}\right)^{j/(2j+1)}(j+1)^{(j+1)/(2j+1)}}{2j+1}}\right),`$
$`_T(𝒱_{j+1/2})=2j(4j+3)/[3(2j+1)^2].`$ (42)
We see that as $`j\mathrm{}`$, all these quantities approach constant values. This is a consequence of the fact that the Schmidt string (41) approaches the constant value

$$𝒮_0=(\frac{1}{2},\frac{1}{6},\frac{1}{6},\frac{1}{6}),$$
(43)
and can perhaps be understood as follows: as $`j`$ gets large, the number of states in $`𝒱_{j+1/2}`$ with larger and larger positive or negative eigenvalue of $`\widehat{J}_3\widehat{I}_{1/2}+\widehat{I}_j\widehat{S}_3`$ increases, and these states have smaller and smaller entanglement, with the entanglement reaching zero for the highest and lowest weight states.

A similar calculation shows that the Schmidt string of $`𝒱_{j1/2}`$ is

$$𝒮(𝒱_{j1/2})=\frac{1}{2j+1}(j,\frac{j+1}{3},\frac{j+1}{3},\frac{j+1}{3}).$$
(44)
In this case,

$`_D(𝒱_{j1/2})=\sqrt{2(1\sqrt{j/(2j+1)})},`$
$`_I(𝒱_{j1/2})=\mathrm{log}_2\left({\displaystyle \frac{\left(\frac{j+1}{3}\right)^{(j+1)/(2j+1)}j^{j/(2j+1)}}{2j+1}}\right),`$
$`_T(𝒱_{j1/2})=2(j+1)(4j+1)/[3(2j+1)^2].`$ (45)
As $`j\mathrm{}`$, these quantities approach the same constant values as in the previous case.

Note that $`𝒮(𝒱_{j+1/2})𝒮(𝒱_{j1/2})`$, so that $`𝒱_{j1/2}`$ is more entangled than $`𝒱_{j+1/2}`$.

## 5 Application: Electron spin and H-atom

Example 5 : Consider the space $`^{(n)}`$ of bound states of the nonrelativistic hydrogen atom with principal quantum number $`n`$, where $`n`$ is a positive integer. This space is $`n^2`$-dimensional, with the structure

$$^{(n)}=_0_1\mathrm{}_{n1},$$
(46)
where $`_l`$ is $`(2l+1)`$-dimensional, corresponding to the orbital angular momentum content $`l=0,\mathrm{\hspace{0.17em}1},\mathrm{},n1`$. Allowing for the spin of the electron, we have as the relevant state space including spin,

$``$ $`=`$ $`^{(n)}_{1/2}`$
$`=`$ $`\left(_0_{1/2}\right)\left(_1_{1/2}\right)\mathrm{}\left(_{n1}_{1/2}\right)`$
$`=`$ $`\left(𝒱_{1/2}\right)\left(\stackrel{~}{𝒱}_{1/2}𝒱_{3/2}\right)\left(\stackrel{~}{𝒱}_{3/2}𝒱_{5/2}\right)`$
$`\mathrm{}\left(\stackrel{~}{𝒱}_{n3/2}𝒱_{n1/2}\right).`$
From the results of Section 4, we see that the Schmidt strings corresponding to these subspaces are

$`𝒮(𝒱_k)`$ $`=`$ $`{\displaystyle \frac{1}{4k}}(2k+1,{\displaystyle \frac{2k1}{3}},{\displaystyle \frac{2k1}{3}},{\displaystyle \frac{2k1}{3}})`$
$`\mathrm{for}k={\displaystyle \frac{1}{2}},{\displaystyle \frac{3}{2}},\mathrm{},n{\displaystyle \frac{1}{2}},\mathrm{and}`$
$`𝒮(\stackrel{~}{𝒱}_k)`$ $`=`$ $`{\displaystyle \frac{1}{4(k+1)}}(2k+1,{\displaystyle \frac{2k+3}{3}},{\displaystyle \frac{2k+3}{3}},{\displaystyle \frac{2k+3}{3}}),`$
$`\mathrm{for}k={\displaystyle \frac{1}{2}},{\displaystyle \frac{3}{2}},\mathrm{},n{\displaystyle \frac{3}{2}}.`$
Now we see a remarkable ordering of these subspaces by their spin-orbit entanglement. From least entangled to most entangled, as indicated by their Schmidt strings, we have:

$`𝒮(𝒱_{1/2})`$ $`=`$ $`(1,\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}0})𝒮(𝒱_{3/2})\mathrm{}`$
$`\mathrm{}`$ $`𝒮(𝒱_{n1/2})={\displaystyle \frac{1}{4n2}}(2n,{\displaystyle \frac{2n2}{3}},{\displaystyle \frac{2n2}{3}},{\displaystyle \frac{2n2}{3}})`$
$`𝒮_0`$ $`=`$ $`({\displaystyle \frac{1}{2}},{\displaystyle \frac{1}{6}},{\displaystyle \frac{1}{6}},{\displaystyle \frac{1}{6}})`$
$`𝒮(\stackrel{~}{𝒱}_{n3/2})`$ $`=`$ $`{\displaystyle \frac{1}{4n2}}(2n2,{\displaystyle \frac{2n}{3}},{\displaystyle \frac{2n}{3}},{\displaystyle \frac{2n}{3}})\mathrm{}`$
$`\mathrm{}`$ $`𝒮(\stackrel{~}{𝒱}_{3/2})𝒮(\stackrel{~}{𝒱}_{1/2})=({\displaystyle \frac{1}{3}},{\displaystyle \frac{2}{9}},{\displaystyle \frac{2}{9}},{\displaystyle \frac{2}{9}}).`$
Here the limiting Schmidt string $`𝒮_0`$ as in (43), is approached from above by $`𝒮(𝒱_{n1/2})`$, and from below by $`𝒮(\stackrel{~}{𝒱}_{n3/2})`$, as $`n\mathrm{}`$.

In this example, it seems that the notion of subspace entanglement has to be interpreted as a kind of mean entanglement per basis vector, rather than a total entanglement. Thus the 2-dimensional subspace $`\stackrel{~}{𝒱}_{1/2}`$, according to this notion, has a greater entanglement than, say, $`𝒱_{n1/2}`$, although the latter subspace may be of much greater dimension, containing many entangled states.

## 6 Concluding remarks

The notion of subspace entanglement that has been introduced has some interesting features. It is desirable in future work to try and establish that it does indeed make good sense in the context of applications to physics, perhaps along the lines that have been explored  in the case of state entanglement. To do that, it may well be necessary to relate more closely than we have done here, the entanglement of individual basis vectors in a subspace, with the notion of subspace entanglement.

Are there other ways to measure subspace entanglement? Another way might be to consider an arbitrary orthonormal basis of the subspace, and to consider the system to be in a mixed state of those basis states, each with probability $`1/d`$, where $`d`$ is the subspace dimension. Then we could associate the entanglement of that mixed state with the entanglement of the subspace, using existing measures of entanglement of mixed states . The density operator for the mixed state in this case is simply a multiple (by $`1/d`$) of the projection operator onto the subspace, so we would then be considering in a different way, the entanglement associated with a projection operator. It should be interesting to explore the connections between these two notions of subspace entanglement.

We might also consider the possiblity that the subspace of states associated with a given quantum system is itself uncertain. In that situation it would seem appropriate to consider the extension of the superoperator density matrix $`\widehat{}`$ to the mixed case, with probabilties $`p_1,p_2,\mathrm{},p_N`$ associated with different subspaces $`𝒱_1,𝒱_2,\mathrm{},𝒱_N`$. Then we would need to extend existing notions of entanglement of mixed states to this new situation.

We have considered above the coupling of an angular momentum $`j`$ with a spin $`1/2`$. There is a challenge to calculate the entanglement of irreducible subspaces with definite total angular momentum, in the case when two arbitrary angular momenta are coupled together. When this is done, it should be possible to see how the entanglement is related to the values of Clebsch-Gordan coefficients, in particular. This ‘reduction entanglement’ problem has an obvious extension to representations of other groups and algebras, and seems to open up a new aspect of the tensor product reduction problem in general, including cases involving infinite-dimensional representations, and cases involving tensor products of more than two representations.

The concept of entanglement of a vector subspace of a tensor product space seems clearly to be of mathematical interest. It is less clear what may be its importance for physics, but we hope that the examples above are suggestive of important applications.