An ODE with an arbitrary function F
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A pair of infinitesimals for it
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The transformation of variables which leaves invariant
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Note the introduction of _alpha, representing the parameter of the Lie group. Now, to check the invariance of under this group, you can change variables as follows:
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The change of variables
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As can be seen above, we arrived at the original just changing x, y by r, s (this is the meaning of "leaving the ODE invariant").