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.     

Exact solutions for a diffusion equation with a nonlinear external force

This work is devoted to investigate the solutions of the one-dimensional diffusion equation by taking the nonlinear external force F(x,t;ρ)=−k(t)x+K/x+κx|x|^α−1η[ρ(x,t)] into account. Our investigation is first performed by considering the case α=0 and η=1, which results in a Burgers like equation with a spatial and time dependent external force. After, we consider the case α≠0 and η=α+1 and show that the solution found may be expressed in terms of the q-exponential functions present in the Tsallis formalism. In addition, we also discuss the stationary solution for α and η arbitraries.     

Stability for the Korteweg-de Vries equation by inverse scattering theory

The stability problems for the Korteweg-de Vries equation, where linear stability fails, are investigated by the inverse scattering method. A rather general solution u(t, x) of the K-dV equation is shown to depend, for fixed time t, continuously on the initial condition u(0, x). For a continuum solution u_c(t, x), this continuity holds uniformly in t (stability), but for a soliton solution this is not true. A soliton solution can be uniquely decomposed into a continuum and discrete (soliton) part: u(t, x) = u_e(t, x) + u_d(t, x). Then the perturbed solution u is close to u after a suitable t-dependent “shift” of the soliton part (form stability).     

The derivative nonlinear Schrödinger equation on the half-line

We analyze the derivative nonlinear Schrödinger equation on the half-line using the Fokas method. Assuming that the solution q(x,t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter ζ. The jump matrix has explicit x,t dependence and is given in terms of the spectral functions a(ζ), b(ζ) (obtained from the initial data q₀(x)=q(x,0)) as well as A(ζ), B(ζ) (obtained from the boundary values g₀(t)=q(0,t) and g₁(t)=q_x(0,t)). The spectral functions are not independent, but related by a compatibility condition, the so-called global relation. Given initial and boundary values {q₀(x),g₀(t),g₁(t)} such that there exist spectral functions satisfying the global relation, we show that the function q(x,t) defined by the above Riemann-Hilbert problem exists globally and solves the derivative nonlinear Schrödinger equation with the prescribed initial and boundary values.     

The Schrödinger Equation,the Zero-Point Electromagnetic Radiation,and the Photoelectric Effect

A Schrödinger type equation for a mathematical probability amplitude Ψ(x,t) is derived from the generalized phase space Liouville equation valid for the motion of a microscopic particle, with mass M and charge e, moving in a potential V(x). The particle phase space probability density is denoted Q(x,p,t), and the entire system is immersed in the “vacuum” zero-point electromagnetic radiation. We show, in the first part of the paper, that the generalized Liouville equation is reduced to a simpler Liouville equation in the equilibrium limit where the small radiative corrections cancel each other approximately. This leads us to a simpler Liouville equation that will facilitate the calculations in the second part of the paper. Within this second part, we address ourselves to the following task: Since the Schrödinger equation depends on \(\hbar \), and the zero-point electromagnetic spectral distribution, given by \(\rho _{0}{(\omega )} = \hbar \omega ^{3}/2 \pi ^{2} c^{3}\), also depends on \(\hbar \), it is interesting to verify the possible dynamical connection between ρ₀(ω) and the Schrödinger equation. We shall prove that the Planck’s constant, present in the momentum operator of the Schrödinger equation, is deeply related with the ubiquitous zero-point electromagnetic radiation with spectral distribution ρ₀(ω). For simplicity, we do not use the hypothesis of the existence of the L. de Broglie matter-waves. The implications of our study for the standard interpretation of the photoelectric effect are discussed by considering the main characteristics of the phenomenon. We also mention, briefly, the effects of the zero-point radiation in the tunneling phenomenon and the Compton’s effect.     

Density matrix interpretation of solutions of Lie-Nambu equations

The spectrum of a density matrix ρ(t) is conserved by the Lie-Nambu dynamics if ρ(t) is a self-adjoint and Hilbert-Schmidt solution of a nonlinear triple-bracket equation. This generalizes the previous result, which was valid for finite-dimensional Hilbert spaces, to arbitrary separable (positive- and indefinite-metric) Hilbert spaces.     

Exact solutions for a forced Burgers equation with a linear external force

We investigate the solutions of the Burgers equation , where F(x,t) is an external force and Φ(x,t) represents a forcing term. This equation is first analyzed in the absence of the forcing term by taking F(x,t)=k₁(t)−k₂(t)x into account. For this case, the solution obtained extends the usual one present in the Ornstein-Uhlenbeck process and depending on the choice of k₁(t) and k₂(t) it can present a stationary state or an anomalous spreading. Afterwards, the forcing terms Φ(x,t)=Φ₁(t)+Φ₂(t)x and Φ(x,t)=Φ₃x−Φ₄/x³ are incorporated in the previous analysis and exact solutions are obtained for both cases.     

An approach to radially symmetrical solutions of the sine-Gordon equation

The solution φ(r, t) of the radially symmetric sine-Gordon equation is considered in three and two spatial dimensions for initial curves, analogous to a 2π-kink, in the expanding and in the shrinking phase, for R(t)j? R(0). It is shown that the parameterization φ(r, t) = 4 arcian exp[γ(r?R(0)] + x(r, t), where R(t) describes the exact propagation of the maximum of φ,(r, t), is suitable. Using an appoximate differential equation, recently given for the propagation of the solitary ring wave, a rough analytic approximation for the correction function x(r = R(t), t) is found and tested numerically. A relationship between the fluctuations in x(r = R(t), t) and those in $\text{R}\text{?}\text{(t), t)}\text{and}\text{R(t)}$ explains why the solitary wave is almost stable. From x(r = R(t), t) and the supposition x(1, t) ≈ x(∞, t) ≈ 0 an assymetry in φ_r(r, t) with respect to r = R(t) is predicted. It also exhibits fluctuations corresponding to those in x(r = R(t), t). The condition for validity of this approximation apparently is also a limit for the stability of the solitary ring wave.     

Non-homogeneous random walks, generalised master equations, fractional Fokker-Planck equations, and the generalised Kramers-Moyal expansion

A generalised random walk scheme for random walks in an arbitrary external potential field is investigated. From this concept which accounts for the symmetry breaking of homogeneity through the external field, a generalised master equation is constructed. For long-tailed transfer distance or waiting time distributions we show that this generalised master equation is the genesis of apparently different fractional Fokker-Planck equations discussed in literature. On this basis, we introduce a generalisation of the Kramers-Moyal expansion for broad jump length distributions that combines multiples of both ordinary and fractional spatial derivatives. However, it is shown that the nature of the drift term is not changed through the existence of anomalous transport statistics, and thus to first order, an external potential Φ(x) feeds back on the probability density function W through the classical term ∝/ x (x)W(x, t), i.e., even for Lévy flights, there exists a linear infinitesimal generator that accounts for the response to an external field. Received 30 June 2000 and Received in final form 12 November 2000     

A simple and direct periodic solution of the Korteweg-de vries equations

The solutionq(x, t) of one of the KdV hierarchy is assumed to be a potential in the Schrödinger equation as usual. We differentiate this equation with respect to the time variable and solve it with the aid of the Green function. The obtained equation relatesw _t (x, t, λ)=φ _t (x + c, x, t, λ) withq _t (x, t). The functionφ(x, x ₀,t, λ) obeys the Schrödinger equation and the boundary conditionsφ(x ₀,x ₀,t, λ)=0,φ _x (x ₀,x ₀;t, λ)=1. The shiftingc is equal to the period. We differentiatew _t (x, t, λ) three times with respect to thex coordinate and obtain the time derivative of the Milne equation. The integration of this equation with respect tox allows to solve simply the inverse problem. The reconstructed periodic potential is given by means of the well known formula for the root functions ofw(x, t, λ). The time behaviour of this function, i.e. the solution of the KdV equation, is obtained when one replacesq _t (x, t) by an expression of the KdV hiearchy in the relation betweenq _t (x, t) andw _t (x, t, λ) and transforms it. We estimated also the limit, whenc → ∞, i.e. the possible relation of the periodic solutions with the soliton ones.     

On the connection between the macroscopical and microscopical evolution in an exactly soluble hopping model: I. Neutral particles

The hopping rate equation for neutral particles, on an arbitrary periodical lattice, can be solved exactly. It is shown that if one scales the time t and the distances x(t→λ²t, x→λx) then, in the λ→∞ limit, the particle density tends to the solution of the diffusion equation faster than λ^?3. The diffusion coefficient is the same as obtained from both Kubo and Miller-Abrahams theory via the Einstein relation.     

The Initial-boundary Value Problem for the Ostrovsky-Vakhnenko Equation on the Half-line

We analyze an initial-boundary value problem for the Ostrovsky-Vakhnenko equation on the half-line. This equation can be viewed as the short wave model for the Degasperis-Procesi (DP) equation. We show that the solution u(x,t) can be recovered from its initial and boundary values via the solution of a vector Riemann-Hilbert problem formulated in the plane of a complex spectral parameter z.     

Uniqueness Result in the Cauchy Dirichlet Problem via Mehler Kernel

Using the Mehler kernel, a uniqueness theorem in the Cauchy Dirichlet problem for the Hermite heat equation with homogeneous Dirichlet boundary conditions on a class P of bounded functions U(x, t) with certain growth on U _x (x, t) is established.     

Chapman-Enskog-maximum entropy method on time-dependent neutron transport equation

The time-dependent neutron transport equation in semi and infinite medium with linear anisotropic and Rayleigh scattering is proposed. The problem is solved by means of the flux-limited, Chapman-Enskog-maximum entropy for obtaining the solution of the time-dependent neutron transport. The solution gives the neutron distribution density function which is used to compute numerically the radiant energy density E(x,t), net flux F(x,t) and reflectivity R_f. The behaviour of the approximate flux-limited maximum entropy neutron density function are compared with those found by other theories. Numerical calculations for the radiant energy, net flux and reflectivity of the proposed medium are calculated at different time and space.     

A moment approach to non-Gaussian colored noise

The Langevin system subjected to non-Gaussian colored noise has been discussed, by using the second-order moment approach with two kinds of models for generating the noise. We have derived the effective differential equation (DE) for a variable x, from which the stationary probability distribution P(x) has been calculated with the use of the Fokker-Planck equation. The result of P(x) calculated by the moment method is compared to several expressions obtained by different methods such as the universal colored noise approximation (UCNA) [Jung and Hänggi, Phys. Rev. A 35 (1987) 4464] and the functional-integral method. It has been shown that our P(x) is in good agreement with that of direct simulations (DSs). We have also discussed dynamical properties of the model with an external input, solving DEs in the moment method.     

The Modified Korteweg-de Vries Equation on the Half-Line with a Sine-Wave as Dirichlet Datum

Boundary value problems for integrable nonlinear evolution PDEs, like the modified KdV equation, formulated on the half-line can be analyzed by the so-called unified transform method. For the modified KdV equation, this method yields the solution in terms of the solution of a matrix Riemann-Hilbert problem uniquely determined in terms of the initial datum q(x,0), as well as of the boundary values {q(0, t),qx(0, t),qxx(0, t)}. For the Dirichlet problem, it is necessary to characterize the unknown boundary values qx(0, t) and qxx(0, t) in terms of the given data q(x, 0) and q(0, t). It is shown here that in the particular case of a vanishing initial datum and of a sine wave as Dirichlet datum, qx(0, t) and qxx(0, t) can be computed explicitly at least up to third order in a perturbative expansion and that at least up to this order, these functions are asymptotically periodic for large t.     

Escape of stars from gravitational clusters in the Chandrasekhar model

We study the evaporation of stars from globular clusters using the simplified Chandrasekhar model [S. Chandrasekhar, Dynamical friction. II. The rate of escape of stars from clusters and the evidence for the operation of dynamical friction, Astrophys. J. 97 (1943) 263]. This is an analytically tractable model giving reasonable agreement with more sophisticated models that require complicated numerical integrations. In the Chandrasekhar model: (i) the stellar system is assumed to be infinite and homogeneous (ii) the evolution of the velocity distribution of stars f(v,t) is governed by a Fokker-Planck equation, the so-called Kramers-Chandrasekhar equation (iii) the velocities |v| that are above a threshold value R>0 (escape velocity) are not counted in the statistical distribution of the system. In fact, high velocity stars leave the system, due to free evaporation or to the attraction of a neighboring galaxy (tidal effects). Accordingly, the total mass and energy of the system decrease in time. If the star dynamics is described by the Kramers-Chandrasekhar equation, the mass decreases to zero exponentially rapidly. Our goal is to obtain non-perturbative analytical results that complement the seminal studies of Chandrasekhar, Michie and King valid for large times t→+∞ and large escape velocities R→+∞. In particular, we obtain an exact semi-explicit solution of the Kramers-Chandrasekhar equation with the absorbing boundary condition f(R,t)=0. We use it to obtain an explicit expression of the mass loss at any time t when R→+∞. We also derive an exact integral equation giving the exponential evaporation rate λ(R), and the corresponding eigenfunction f_λ(v), when t→+∞ for any sufficiently large value of the escape velocity R. For R→+∞, we obtain an explicit expression of the evaporation rate that refines the Chandrasekhar results. More generally, our results can have applications in other contexts where the Kramers equation applies, like the classical diffusion of particles over a barrier of potential (Kramers problem).