Lie systems form a class of systems of first-order ordinary differential equations whose general solutions can be described in terms of certain finite families of particular solutions and a set of constants, by means of a particular type of mapping: the so-called superposition rule. Apart from this fundamental property, Lie systems enjoy many other geometrical features and they appear in multiple branches of Mathematics and Physics, which strongly motivates their study. These facts, together with the authors' recent findings in the theory of Lie systems, led to the redaction of this essay, which aims to describe such new achievements within a self-contained guide to the whole theory of Lie systems, their generalisations, and applications.Comment: 161 pages, 2 figure

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A rigorous geometric proof of the Lie's Theorem on nonlinear superposition rules for solutions of non-autonomous ordinary differential equations is given filling in all the gaps present in the existing literature. The proof is based on an alternative but equivalent definition of a superposition rule: it is considered as a foliation with some suitable properties. The problem of uniqueness of the superposition function is solved, the key point being the codimension of the foliation constructed from the given Lie algebra of vector fields. Finally, as a more convincing argument supporting the use of this alternative definition of superposition rule, it is shown that this definition allows an immediate generalization of Lie's Theorem for the case of systems of partial differential equations.

A nonlinear two-dimensional system is studied by making use of both the Lagrangian and the Hamiltonian formalisms. The present model is obtained as a twodimensional version of a one-dimensional oscillator previously studied at the classical and also at the quantum level. First, it is proved that it is a super-integrable system, and then the nonlinear equations are solved and the solutions are explicitly obtained. All the bounded motions are quasiperiodic oscillations and the unbounded (scattering) motions are represented by hyperbolic functions. In the second part the system is generalized to the case of n degrees of freedom. Finally, the relation of this nonlinear system with the harmonic oscillator on spaces of constant curvature, two-dimensional sphere S 2 and hyperbolic plane H 2 , is discussed.MSC Classification: 37J35, 34A34, 34C15, 70H06 a)

A nonpolynomial one-dimensional quantum potential representing an oscillator, which can be considered as placed in the middle between the harmonic oscillator and the isotonic oscillator (harmonic oscillator with a centripetal barrier), is studied. First the general case, that depends on a parameter a, is considered and then a particular case is studied with great detail. It is proven that it is Schrödinger solvable and then the wavefunctions Ψn and the energies En of the bound states are explicitly obtained. Finally, it is proven that the solutions determine a family of orthogonal polynomials related to the Hermite polynomials and such that: (i) every is a linear combination of three Hermite polynomials and (ii) they are orthogonal with respect to a new measure obtained by modifying the classic Hermite measure.