A method of linearization for Painlevé equations: Painlevé IV, V

A method to linearize the initial value problem of the Painlevé equations IV, V is given. The procedure involves formulating a Riemann-Hilbert boundary value problem on intersecting lines for the inverse monodromy problem. This boundary value problem is reduced to a sequence of standard problems on single lines in a certain range of parameter space. Schlesinger transformations allow one to completely cover the parameter space. Special solutions are constructed from special cases of the Riemann problem as well.     

Wave Fronts for Hamilton-Jacobi Equations:¶The General Theory for Riemann Solutions in

The Hamilton-Jacobi equation describes the dynamics of a hypersurface in . This equation is a nonlinear conservation law and thus has discontinuous solutions. The dependent variable is a surface gradient and the discontinuity is a surface cusp. Here we investigate the intersection of cusp hypersurfaces. These intersections define (n-1)-dimensional Riemann problems for the Hamilton-Jacobi equation. We propose the class of Hamilton-Jacobi equations as a natural higher-dimensional generalization of scalar equations which allow a satisfactory theory of higher-dimensional Riemann problems. The fist main result of this paper is a general framwork for the study of higher-dimensional Riemann problems for Hamilton-Jacobi equations. The purpose of the framwork ist to unterstand the structure of Hamilton-Jacobi wave interactions in an explicit and constructive manner. Specialized to two-dimensional Riemann problems (i.e., the intersection of cusp curves on surfaces embedded in ), this framework provides explicit solutions to a number of cases of interest. We are specifically interested in models of deposition and etching, important processes for the manufacture of semiconductor chips. We also define elementary waves as Riemann solutions which possess a common group velocity. Our second main result, for elementary waves, is a complete characterization in terms of algebraic constraints on the data. When satisfied, these constraints allow a consistently defined closed form expression for the solution. We also give a computable characterization for the admissibility of an elementary wave which is inductive in the codimension of the wave, and which generalizes the classical Oleinik condition for scalar conservation laws in one dimension. Received: 9 September 1996 / Accepted: 22 April 1997     

An Exner-based coupled model for two-dimensional transient flow over erodible bed

Transient flow over erodible bed is solved in this work assuming that the dynamics of the bed load problem is described by two mathematical models: the hydrodynamic model, assumed to be well formulated by means of the depth averaged shallow water equations, and the Exner equation. The Exner equation is written assuming that bed load transport is governed by a power law of the flow velocity and by a flow/sediment interaction parameter variable in time and space. The complete system is formed by four coupled partial differential equations and a genuinely Roe-type first order scheme has been used to solve it on triangular unstructured meshes. Exact solutions have been derived for the particular case of initial value Riemann problems with variable bed level and depending on particular forms of the solid discharge formula. The model, supplied with the corresponding solid transport formulae, is tested by comparing with the exact solutions. The model is validated against laboratory experimental data of different unsteady problems over erodible bed.     

Riemann�CHilbert Problems for Hurwitz Frobenius Manifolds

In this paper we give an overview of the solutions of Fuchsian and non-Fuchsian Riemann-Hilbert problems associated with Frobenius manifold structures on Hurwitz spaces found in recent works of the authors. We show that by an application of an appropriate Laplace transform, one can derive solutions of the non-Fuchsian Riemann-Hilbert problem from the more recent construction of solutions of the Fuchsian linear system written in terms of meromorphic differentials on Riemann surfaces.     

The Complex Geometry of Weak Piecewise Smooth Solutions of Integrable Nonlinear PDE's¶of Shallow Water and Dym Type

An extension of the algebraic-geometric method for nonlinear integrable PDE's is shown to lead to new piecewise smooth weak solutions of a class of N-component systems of nonlinear evolution equations. This class includes, among others, equations from the Dym and shallow water equation hierarchies. The main goal of the paper is to give explicit theta-functional expressions for piecewise smooth weak solutions of these nonlinear PDE's, which are associated to nonlinear subvarieties of hyperelliptic Jacobians. The main results of the present paper are twofold. First, we exhibit some of the special features of integrable PDE's that admit piecewise smooth weak solutions, which make them different from equations whose solutions are globally meromorphic, such as the KdV equation. Second, we blend the techniques of algebraic geometry and weak solutions of PDE's to gain further insight into, and explicit formulas for, piecewise-smooth finite-gap solutions. The basic technique used to achieve these aims is rather different from earlier papers dealing with peaked solutions. First, profiles of the finite-gap piecewise smooth solutions are linked to certain finite dimensional billiard dynamical systems and ellipsoidal billiards. Second, after reducing the solution of certain finite dimensional Hamiltonian systems on Riemann surfaces to the solution of a nonstandard Jacobi inversion problem, this is resolved by introducing new parametrizations. Amongst other natural consequences of the algebraic-geometric approach, we find finite dimensional integrable Hamiltonian dynamical systems describing the motion of peaks in the finite-gap as well as the limiting (soliton) cases, and solve them exactly. The dynamics of the peaks is also obtained by using Jacobi inversion problems. Finally, we relate our method to the shock wave approach for weak solutions of wave equations by determining jump conditions at the peak location. Received: 16 February 1999 / Accepted: 10 April 2001     

Interaction of electromagnetic waves with nonlinear substance layer under conditions of electron paramagnetic resonance in millimeter waves

Trancated equations have been obtained by the Green's functions method for a slowly varying amplitude of a transverse magnetic field component in a paramagnetic layer under conditions of the electron paramagnetic resonance (EPR). A magnetic susceptibiliti of the substence has been found from the Bloch equation for a homogeneously line breadth of the EPR. In a stationary case a solution of a nonlinear boundary-value problem is redused to a solution of two boundary problems for amplitude and phase equations. It is shown that unstable regimes of the electrodynamic system under inves tigation are possible.Electrodynamic characteristics of a nonlinear resonator of the Fabry-Pero type filled with a saturated paramagnetic medium have been analyzed numerically in a non-stationery case.     

Riemann-Hilbert approach and N double-pole solutions for a nonlinear Schrödinger-type equation

We investigate the inverse scattering transform for the Schrödinger-type equation under zero boundary conditions with the Riemann-Hilbert (RH) approach. In the direct scattering process, the properties are given, such as Jost solutions, asymptotic behaviors, analyticity, the symmetries of the Jost solutions and the corresponding spectral matrix. In the inverse scattering process, the matrix RH problem is constructed for this integrable equation base on analyzing the spectral problem. Then, the reconstruction formula of potential and trace formula are also derived correspondingly. Thus, N double-pole solutions of the nonlinear Schrödinger-type equation are obtained by solving the RH problems corresponding to the reflectionless cases. Furthermore, we present a single double-pole solution by taking some parameters, and it is analyzed in detail.     

Biorthogonality and radiative transfer in finite slab atmospheres

It is shown that the exact solution of transfer problems of polarized light in finite slab atmospheres can be obtained from an eigenmode expansion, if there is a known set of adjoints defined appropriately to treat two-point, half-range boundary-value problems. The adjoints must obey a half-range biorthogonality relation.The adjoints are obtained in terms of Case's eigenvectors and the reflection or the transmission matrices. Half-range characteristic equations for the eigenvectors and their adjoints are derived, where the kernel functions of the integral operators are given by the boundary values of the source function matrix of the slab albedo problem. Spectral formulae are obtained for the surface Green's functions. A relationship is noted between the biorthogonality concept and some half-range forms of the transfer equation for the surface Green's functions and their adjoints. Linear and non-linear functional equations that are well known from an invariance approach, are derived from a new point of view. The biorthogonality concept offers the opportunity for a better understanding of mathematical structures and the nonuniqueness problem for solutions of such functional equations.     

The dressing method, symmetries, and invariant solutions

The dressing method associates to a given nonlinear equation for q, a Riemann-Hilbert problem or a problem uniquely determined in terms of certain inverse data ƒ. Thus it generates a map from solutions of a linear system of PDEs (that for ƒ) to a nonlinear system of PDEs (that for q). We show that the corresponding tangent map can be expressed in closed form. Hence, symmetries and invariant solutions of ƒ induce symmetries and invariant solutions for q. The procedure can be used to charaterize solutions of Painlevé equations.     

The Riemann-Hilbert Formalism for Certain Linear and Nonlinear Integrable PDEs

Abstract

We show that by deforming the Riemann-Hilbert (RH) formalism associated with certain linear PDEs and using the so-called dressing method, it is possible to derive in an algorithmic way nonlinear integrable versions of these equations.

In the usual Dressing Method, one first postulates a matrix RH problem and then constructs dressing operators. Here we present an algorithmic construction of matrix Riemann-Hilbert (RH) problems appropriate for the dressing method as opposed to postulating them ad hoc. Furthermore, we introduce two mechanisms for the construction of the relevant dressing operators: The first uses operators with the same dispersive part, but with different decay at infinity, while the second uses pairs of operators corresponding to different Lax pairs of the same linear equation. As an application of our approach, we derive the NLS, derivative NLS, KdV, modified KdV and sine-Gordon equations.     

The solution of the global relation for the derivative nonlinear Schrödinger equation on the half-line

We consider initial-boundary value problems for the derivative nonlinear Schrödinger (DNLS) equation on the half-line x>0. In a previous work, we showed that the solution q(x,t) can be expressed in terms of the solution of a Riemann-Hilbert problem with jump condition specified by the initial and boundary values of q(x,t). However, for a well-posed problem, only part of the boundary values can be prescribed; the remaining boundary data cannot be independently specified, but are determined by the so-called global relation. In general, an effective solution of the problem therefore requires solving the global relation. Here, we present the solution of the global relation in terms of the solution of a system of nonlinear integral equations. This also provides a construction of the Dirichlet-to-Neumann map for the DNLS equation on the half-line.     

A hierarchy of long wave-short wave type equations: quasi-periodic behavior of solutions and their representation

Based on the Lenard recursion relation and the zero-curvature equation, we derive a hierarchy of long wave-short wave type equations associated with the 3 × 3 matrix spectral problem with three potentials. Resorting to the characteristic polynomial of the Lax matrix, a trigonal curve is defined, on which the Baker-Akhiezer function and two meromorphic functions are introduced. Analyzing some properties of the meromorphic functions, including asymptotic expansions at infinite points, we obtain the essential singularities and divisor of the Baker-Akhiezer function. Utilizing the theory of algebraic curves, quasi-periodic solutions for the entire hierarchy are finally derived in terms of the Riemann theta function.     

Monopoles and Baker functions

The work in this paper pertains to the solutions of Nahm's equations, which arise in the Atiyah-Drinfield-Hitchin-Manin-Nahm construction of solutions to the Bogomol'nyi equations for static monopoles. This paper provides an explicit construction of the solution of Nahm's equations which satisfy regularity and reality conditions. The Lax form of Nahm's equations is reduced to a standard eigenvalue problem by a special gauge transformation. These equations may then be solved by the method of Baker-Krichever. This leads to a compact representation of the solutions of Nahm's equations. The regularity condition is shown to be related to the monodromy of the gauge reduced linear operator. Hitchin showed that the solutions of Nahm's equations can be characterized by an algebraic curve and some data on that curve. Here, this characterization reduces to a transcendental equation involving certain loop integrals of a meromorphic differential. Donaldson coordinatized the moduli space ofk-monopoles by a class of rational maps from the Riemann sphere to itself. The data of a Baker function is equivalent to this map. This method gives an apriori construction of the (known) two monopole solutions. We also give a generalization of the two monopole solution to a class of elliptic solutions of arbitrary charge. These solutions correspond to reducible curves with elliptic components and the associated Donaldson rational function has a simple partial fraction expansion.Supported in part by the National Science Foundation, Grant Number DMS-8701318 and the Arizona Center for Mathematical Sciences, sponsored by AFOSR Contract F49620-86-C0130 with the University Research Initiative Program at the University of Arizona     

Diffusion front capturing schemes for a class of Fokker–Planck equations: Application to the relativistic heat equation

In this research work we introduce and analyze an explicit conservative finite difference scheme to approximate the solution of initial-boundary value problems for a class of limited diffusion Fokker–Planck equations under homogeneous Neumann boundary conditions. We show stability and positivity preserving property under a Courant–Friedrichs–Lewy parabolic time step restriction. We focus on the relativistic heat equation as a model problem of the mentioned limited diffusion Fokker–Planck equations. We analyze its dynamics and observe the presence of a singular flux and an implicit combination of nonlinear effects that include anisotropic diffusion and hyperbolic transport. We present numerical approximations of the solution of the relativistic heat equation for a set of examples in one and two dimensions including continuous initial data that develops jump discontinuities in finite time. We perform the numerical experiments through a class of explicit high order accurate conservative and stable numerical schemes and a semi-implicit nonlinear Crank–Nicolson type scheme.     

On the initial-boundary value problems for soliton equations

We present a novel approach to solving initial-boundary value problems on the segment and the half line for soliton equations. Our method is illustrated by solving a prototypal and widely applied dispersive soliton equation—the celebrated nonlinear Schroedinger equation. It is well known that the basic difficulty associated with boundaries is that some coefficients of the evolution equation of the (x) scattering matrix S(k, t) depend on unknown boundary data. In this paper, we overcome this difficulty by expressing the unknown boundary data in terms of elements of the scattering matrix itself to obtain a nonlinear integrodifferential evolution equation for S(k, t). We also sketch an alternative approach in the semiline case on the basis of a nonlinear equation for S(k, t), which does not contain unknown boundary data; in this way, the “linearizable” boundary value problems correspond to the cases in which S(k, t) can be found by solving a linear Riemann-Hilbert problem.     

Nonlinear dynamics of magnetohydrodynamic flows of a heavy fluid on slope in the shallow water approximation

Magnetohydrodynamic equations for a heavy fluid over an arbitrary surface are studied in the shallow water approximation. While solutions to the shallow water equations for a neutral fluid are well known, shallow water magnetohydrodynamic (SMHD) equations over a nonflat boundary have an additional dependence on the magnetic field, and the number of equations in the magnetic case exceeds that in the neutral case. As a consequence, the number of Riemann invariants defining SMHD equations is also greater. The classical simple wave solutions do not exist for hyperbolic SMHD equations over an arbitrary surface due to the appearance of a source term. In this paper, we suggest a more general definition of simple wave solutions that reduce to the classical ones in the case of zero source term. We show that simple wave solutions exist only for underlying surfaces that are slopes of constant inclination. All self-similar discontinuous and continuous solutions are found. Exact explicit solutions of the initial discontinuity decay problem over a slope are found. It is shown that the initial discontinuity decay solution is represented by one of four possible wave configurations. For each configuration, the necessary and sufficient conditions for its realization are found. The change of dependent and independent variables transforming the initial equations over a slope to those over a flat plane is found.     

The Resultant on Compact Riemann Surfaces

We introduce a notion of the resultant of two meromorphic functions on a compact Riemann surface and demonstrate its usefulness in several respects. For example, we exhibit several integral formulas for the resultant, relate it to potential theory and give explicit formulas for the algebraic dependence between two meromorphic functions on a compact Riemann surface. As a particular application, the exponential transform of a quadrature domain in the complex plane is expressed in terms of the resultant of two meromorphic functions on the Schottky double of the domain.     

On the initial value problem of the second Painlevé Transcendent

The initial value problem associated with the second Painlevé Transcendent is linearized via a matrix, discontinuous, homogeneous Riemann-Hilbert (RH) problem defined on a complicated contour (six rays intersecting at the origin). This problem is mapped through a series of transformations to three different simple Riemann-Hilbert problems, each of which can be solved via a system of two Fredholm integral equations. The connection of these results with the inverse scattering transform in one and two dimensions is also pointed out.     

Boundary value problems for the N-wave interaction equations

We consider boundary value problems for the N-wave interaction equations in one and two space dimensions, posed for x?0 and x,y?0, respectively. Following the recent work of Fokas, we develop an inverse scattering formalism to solve these problems by considering the simultaneous spectral analysis of the two ordinary differential equations in the associated Lax pair. The solution of the boundary value problems is obtained through the solution of a local Riemann-Hilbert problem in the one-dimensional case, and a nonlocal Riemann-Hilbert problem in the two-dimensional case.