A simple and direct method for generating travelling wave solutions for nonlinear equations

We propose a simple and direct method for generating travelling wave solutions for nonlinear integrable equations. We illustrate how nontrivial solutions for the KdV, the mKdV and the Boussinesq equations can be obtained from simple solutions of linear equations. We describe how using this method, a soliton solution of the KdV equation can yield soliton solutions for the mKdV as well as the Boussinesq equations. Similarly, starting with cnoidal solutions of the KdV equation, we can obtain the corresponding solutions for the mKdV as well as the Boussinesq equations. Simple solutions of linear equations can also lead to cnoidal solutions of nonlinear systems. Finally, we propose and solve some new families of KdV equations and show how soliton solutions are also obtained for the higher order equations of the KdV hierarchy using this method.     

Nonlinear mean field Fokker-Planck equations. Application to the chemotaxis of biological populations

We study a general class of nonlinear mean field Fokker-Planck equations in relation with an effective generalized thermodynamical (E.G.T.) formalism. We show that these equations describe several physical systems such as: chemotaxis of bacterial populations, Bose-Einstein condensation in the canonical ensemble, porous media, generalized Cahn-Hilliard equations, Kuramoto model, BMF model, Burgers equation, Smoluchowski-Poisson system for self-gravitating Brownian particles, Debye-Hückel theory of electrolytes, two-dimensional turbulence... In particular, we show that nonlinear mean field Fokker-Planck equations can provide generalized Keller-Segel models for the chemotaxis of biological populations. As an example, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). Therefore, the notion of generalized thermodynamics can have applications for concrete physical systems. We also consider nonlinear mean field Fokker-Planck equations in phase space and show the passage from the generalized Kramers equation to the generalized Smoluchowski equation in a strong friction limit. Our formalism is simple and illustrated by several explicit examples corresponding to Boltzmann, Tsallis, Fermi-Dirac and Bose-Einstein entropies among others.     

Nonlinear coupled-mode equations

Nonlinear coupled-mode equations governing the modal coupling of a two-mode coupled system (such as twin core couplers) are integrable; power swapping in such a system follows a periodical manner and can be expressed analytically. When three or more modes (for systems such as multiple-core couplers) are involved, the nonlinear coupled-mode equations are no longer integrable and chaotic power swapping is expected. A numerical approach is required, in general, to solve such nonlinear coupled systems involving the coupling of three or more modes. We find, however, that for certain structural configurations, such as triple-core couplers with the cores arranged in the shape of an isosceles triangle, the nonlinear coupled-mode equations for multiple-core couplers can be solved analytically under a resonant condition. The analytical solution indicates that power swapping among, for example, the three cores placed in the shape of an isosceles triangle can be aperiodic at high power, although power may flow from core to core periodically at low power.     

Geometry and nonlinear evolution equations

We briefly review the nonlinear dynamics of diverse physical systems which can be described in terms of moving curves and surfaces. The interesting connections that exist between the underlying differential geometry of these systems and the corresponding nonlinear partial differential equations are highlighted by considering classic examples such as the motion of a vortex filament in a fluid and the dynamics of a spin chain. The association of the dynamics of a non-stretching curve with a hierarchy of completely integrable soliton-supporting equations is discussed. The application of the surface embeddability approach is shown to be useful in obtaining such connections as well as exact solutions of some nonlinear systems such as the Belavin-Polyakov equation and the inhomogeneous Heisenberg chain.     

Modulation instabilities in a system of four coupled, nonlinear Schrödinger equations

The modulation instability of continuous waves for a system of four coupled nonlinear Schrödinger equations, two of which are in the unstable regime, is studied. In earlier studies, plane or continuous waves for a system of two coupled, nonlinear Schrödinger equations is shown to exhibit modulation instability (MI), even if both modes are in the normal dispersion regime, provided that the coefficient of cross phase modulation (XPM) is larger than that of self phase modulation (SPM). Requirements for MI in this system of four coupled, nonlinear Schrödinger equations can be relaxed. MI can occur even if the magnitude of XPM is less than that of SPM, and the magnitude of instability is generally larger than that of each mode alone. The implications for parametric process and wavelength exchange in optical physics with two pump waves are discussed.     

Short-time correlations of many-body systems described by nonlinear Fokker–Planck equations and Vlasov–Fokker–Planck equations

Analytical expressions for short-time correlation functions, diffusion coefficients, mean square displacement, and second order statistics of many-body systems are derived using a mean field approach in terms of nonlinear Fokker–Planck equations and Vlasov–Fokker–Planck equations. The results are illustrated for the Desai–Zwanzig model, the nonlinear diffusion equation related to the Tsallis statistics, and a Vlasov–Fokker–Planck equation describing bunch particles in particle accelerator storage rings.     

Integrable dissipative nonlinear second order differential equations via factorizations and Abel equations

We emphasize two connections, one well known and another less known, between the dissipative nonlinear second order differential equations and the Abel equations which in their first-kind form have only cubic and quadratic terms. Then, employing an old integrability criterion due to Chiellini, we introduce the corresponding integrable dissipative equations. For illustration, we present the cases of some integrable dissipative Fisher, nonlinear pendulum, and Burgers–Huxley type equations which are obtained in this way and can be of interest in applications. We also show how to obtain Abel solutions directly from the factorization of second order nonlinear equations.     

Dynamics of normal and anomalous diffusion in nonlinear Fokker-Planck equations

Consequences of the connection between nonlinear Fokker-Planck equations and entropic forms are investigated. A particular emphasis is given to the feature that different nonlinear Fokker-Planck equations can be arranged into classes associated with the same entropic form and its corresponding stationary state. Through numerical integration, the time evolution of the solution of nonlinear Fokker-Planck equations related to the Boltzmann-Gibbs and Tsallis entropies are analyzed. The time behavior in both stages, in a time much smaller than the one required for reaching the stationary state, as well as towards the relaxation to the stationary state, are of particular interest. In the former case, by using the concept of classes of nonlinear Fokker-Planck equations, a rich variety of physical behavior may be found, with some curious situations, like an anomalous diffusion within the class related to the Boltzmann-Gibbs entropy, as well as a normal diffusion within the class of equations related to Tsallis’ entropy. In addition to that, the relaxation towards the stationary state may present a behavior different from most of the systems studied in the literature.     

Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.     

Korteweg-de Vries hierarchy using the method of base equations

A base-equation method is implemented to realize the hereditary algebra of the Korteweg-de Vries (KdV) hierarchy and the N-soliton manifold is reconstructed. The novelty of our approach is that, it can in a rather natural way, predict other nonlinear evolution equations which admit local conservation laws. Significantly enough, base functions themselves are found to provide a basis to regard the KdV-like equations as higher order degenerate bi-Lagrangian systems.     

Discretizing families of linearizable equations

We investigate generalizations of the discrete Riccati equation as a linearizable system, to multicomponent linearizable systems. These are discretizations of nonlinear ordinary differential equations with superposition formulas. We present discrete matrix Riccati equations, projective, conformal, orthogonal and symplectic Riccati equations. Also obtained are discrete equations, based on complex orthogonal and symplectic groups, that in the continuous limit involve fourth order polynomial nonlinearities. All these equations satisfy the criterion of singularity confinement.     

Generalized Ginzburg-Landau equations for phase transition-like phenomena in lasers,nonlinear optics,hydrodynamics and chemical reactions

The recently found close analogies between the continuous mode laser, the Bénard instability, and chemical instabilities with respect to their phase transition-like behaviour are shown to have a common root. We start from equations of motion containing fluctuations. We first assume external parameters permitting only stable solutions and linearize the equations, which define a set of modes. When the external parameters are changed the modes getting unstable are taken as order parameters. Since their relaxation time tends to infinity the damped modes can be eliminated adiabatically leaving us with a set of nonlinear coupled order parameter equations resembling the time dependent Ginzburg-Landau equations with fluctuating forces. In two and three dimensions additional terms occur which allow for e.g. hexagonal spatial structures. We also treat the hard mode instability and obtain the stationary distribution function as solution of the Fokker-Planck equation. Our procedure has immediate applications to the Taylor instability, to various chemical reaction models, to the parametric oscillator in nonlinear optics and to some biological models. Furthermore, it allows us to treat analytically the onset of laser pulses, higher instabilities in the Bénard and Taylor problems and chemical oscillations including fluctuations.     

Nonlinear,nondispersive wave equations: Lagrangian and Hamiltonian functions in the hodograph transformation

The hodograph transformation is generally used in order to associate a system of linear partial differential equations to a system of nonlinear (quasilinear) differential equations by interchanging dependent and independent variables. Here we consider the case when the nonlinear differential system can be derived from a Lagrangian density and revisit the hodograph transformation within the formalism of the Lagrangian-Hamiltonian continuous dynamical systems.Restricting to the case of nondissipative, nondispersive one-dimensional waves, we show that the hodograph transformation leads to a linear partial differential equation for an unknown function that plays the role of the Lagrangian in the hodograph variables. We then define the corresponding hodograph Hamiltonian and show that it turns out to coincide with the wave amplitude. i.e., with the unknown function of the independent variables to be solved for in the initial nonlinear wave equation.     

Why many theories of shock waves are necessary: Kinetic functions,equivalent equations,and fourth-order models

We consider several systems of nonlinear hyperbolic conservation laws describing the dynamics of nonlinear waves in presence of phase transition phenomena. These models admit under-compressive shock waves which are not uniquely determined by a standard entropy criterion but must be characterized by a kinetic relation. Building on earlier work by LeFloch and collaborators, we investigate the numerical approximation of these models by high-order finite difference schemes, and uncover several new features of the kinetic function associated with physically motivated second and third-order regularization terms, especially viscosity and capillarity terms.On one hand, the role of the equivalent equation associated with a finite difference scheme is discussed. We conjecture here and demonstrate numerically that the (numerical) kinetic function associated with a scheme approaches the (analytic) kinetic function associated with the given model – especially since its equivalent equation approaches the regularized model at a higher order. On the other hand, we demonstrate numerically that a kinetic function can be associated with the thin liquid film model and the generalized Camassa–Holm model. Finally, we investigate to what extent a kinetic function can be associated with the equations of van der Waals fluids, whose flux-function admits two inflection points.     

Numerical solution of certain classes of transport equations in any dimension by Shannon sampling

A method is developed for computing solutions to some class of linear and nonlinear transport equations (hyperbolic partial differential equations with smooth solutions), in any dimension, which exploits Shannon sampling, widely used in information theory and signal processing. The method can be considered a spectral or a wavelet method, strictly related to the existence of characteristics, but allows, in addition, for some precise error estimates in the reconstruction of continuous profiles from discrete data. Non-dissipativity and (in some case) parallelizability are other features of this approach. Monotonicity-preserving cubic splines are used to handle nonuniform sampling. Several numerical examples, in dimension one or two, pertaining to single linear and nonlinear (integro-differential) equations, as well as to certain systems, are given.     

A novel method for nonlinear fractional differential equations using symbolic computation

In this paper, a new approach, namely an ansatz method is applied to find exact solutions for nonlinear fractional differential equations in the sense of modified Riemann–Liouville derivative. Based on a nonlinear fractional complex transformation, a certain fractional partial differential equation can be turned into another ordinary differential equation of integer order. For illustrating the validity of this method, we apply it to solve the fractional-order biological population model and the space–time fractional modified equal width equation, and as a result, some dark soliton solutions for them are established.     

柱面非线性麦克斯韦方程组的行波解

柱面电磁波在各种非均匀非线性介质中的传播问题具有非常重要的研究价值.对描述该问题的柱面非线性麦克斯韦方程组进行精确求解,则是最近几年新兴的研究热点.但由于非线性偏微分方程组的极端复杂性,针对任意初边值条件的精确求解在客观上具有极高的难度,已有工作仅解决了柱面电磁波在指数非线性因子的非色散介质中的传播情况.因此,针对更为确定的物理场景,寻求能够精确描述其中更为广泛的物理性质的解,是一种更为有效的处理方法.本文讨论了具有任意非线性因子与幂律非均匀因子的非色散介质中柱面麦克斯韦方程组的行波精确解,理论分析表明这种情况下柱面电磁波的电场分量E已不存在通常形如E=g(r-kt)的平面行波解;继而通过适当的变量替换与求解相应的非线性常微分方程,给出电场分量E=g(lnr-kt)形式的广义行波解,并以例子展示所得到的解中蕴含的类似于自陡效应的物理现象.