Integrable Nonlinear Evolution Equations on the Half-Line

 A rigorous methodology for the analysis of initial-boundary value problems on the half-line, is applied to the nonlinear §(NLS), to the sine-Gordon (sG) in laboratory coordinates, and to the Korteweg-deVries (KdV) with dominant surface tension. Decaying initial conditions as well as a smooth subset of the boundary values are given, where n=2 for the NLS and the sG and n=3 for the KdV. For the NLS and the KdV equations, the initial condition q(x,0) = q ₀ (x) as well as one and two boundary conditions are given respectively; for the sG equation the initial conditions q(x,0) = q ₀ (x), q _t (x,0) = q ₁ (x), as well as one boundary condition are given. The construction of the solution q(x,t) of any of these problems involves two separate steps: (a) Given decaying initial conditions define the spectral (scattering) functions {a(k),b(k)}. Associated with the smooth functions , define the spectral functions {A(k),B(k)}. Define the function q(x,t) in terms of the solution of a matrix Riemann-Hilbert problem formulated in the complex k-plane and uniquely defined in terms of the spectral functions {a(k),b(k),A(k),B(k)}. Under the assumption that there exist functions such that the spectral functions satisfy a certain global algebraic relation, prove that the function q(x,t) is defined for all , it satisfies the given nonlinear PDE, and furthermore that . (b) Given a subset of the functions as boundary conditions, prove that the above algebraic relation characterizes the unknown part of this set. In general this involves the solution of a nonlinear Volterra integral equation which is shown to have a global solution. For a particular class of boundary conditions, called linearizable, this nonlinear equation can be bypassed and {A(k),B(k)} can be constructed using only the algebraic manipulation of the global relation. For the NLS, the sG, and the KdV, the following particular linearizable cases are solved: , respectively, where χ is a real constant. Received: 22 October 2001 / Accepted: 22 March 2002 Published online: 22 August 2002     

A Note on the Third Family of N=2 Supersymmetric KdV Hierarchies

Abstract

We propose a hamiltonian formulation of the N = 2 supersymmetric KP type hierarchy recently studied by Krivonos and Sorin. We obtain a quadratic hamiltonian structure which allows for several reductions of the KP type hierarchy. In particular, the third family of N = 2 KdV hierarchies is recovered. We also give an easy construction of Wronskian solutions of the KP and KdV type equations.     

Reflectionless Analytic Difference Operators II. Relations to Soliton Systems

Abstract

This is the second part of a series of papers dealing with an extensive class of analytic difference operators admitting reflectionless eigenfunctions. In the first part, the pertinent difference operators and their reflectionless eigenfunctions are constructed from given “spectral data”, in analogy with the IST for reflectionless Schrödinger and Jacobi operators. In the present paper, we introduce a suitable time dependence in the data, arriving at explicit solutions to a nonlocal evolution equation of Toda type, which may be viewed as an analog of the KdV and Toda lattice equations for the latter operators. As a corollary, we reobtain various known results concerning reflectionless Schrödinger and Jacobi operators. Exploiting a reparametrization in terms of relativistic Calogero–Moser systems, we also present a detailed study of N-soliton solutions to our nonlocal evolution equation.     

ON THE APPLICATION OF A GENERALIZED VERSION OF THE DRESSING METHOD TO THE INTEGRATION OF VARIABLE COEFFICIENT N-COUPLED NONLINEAR SCHRÖDINGER EQUATION

N-coupled nonlinear Schrödinger (NLS) equations have been proposed to describe N-pulse simultaneous propagation in optical fibers. When the fiber is nonuniform, N-coupled variable-coefficient NLS equations can arise. In this paper, a family of N-coupled integrable variable-coefficient NLS equations are studied by using a generalized version of the dressing method. We first extend the dressing method to the versions with (N + 1) × (N + 1) operators and (2N + 1) × (2N + 1) operators. Then, we obtain three types of N-coupled variable-coefficient equations (N-coupled NLS equations, N-coupled Hirota equations and N-coupled high-order NLS equations). Then, the compatibility conditions are given, which insure that these equations are integrable. Finally, the explicit solutions of the new integrable equations are obtained.     

Exact Spectrum of Anomalous Dimensions of Planar <Emphasis Type="Italic">N</Emphasis> = 4 Supersymmetric Yang–Mills Theory: TBA and excited states

Using the thermodynamic Bethe ansatz method we derive an infinite set of integral non-linear equations for the spectrum of states/operators in AdS/CFT. The Y-system conjectured in Gromov et al. (Integrability for the Full Spectrum of Planar AdS/CFT. arXiv:0901.3753 [hep-th]) for the spectrum of all operators in planar N = 4 SYM theory follows from these equations. In particular, we present the integral TBA type equations for the spectrum of all operators within the sl(2) sector. We prove that all the kernels and free terms entering these TBA equations are real and have nice fusion properties in the relevant mirror kinematics. We find the analog of DHM formula for the dressing kernel in the mirror kinematics.     

Symmetry Approach in Boundary Value Problems

Abstract

The problem of construction of boundary conditions for nonlinear equations compatible with their higher symmetries is considered. Boundary conditions for the sine-Gordon, Zhiber–Shabat and KdV equations are discussed. New examples are found for the JS equation.     

Exact form factors in integrable quantum field theories: the sine-Gordon model

We provide detailed arguments on how to derive properties of generalized form factors, originally proposed by one of the authors (M.K.) and Weisz twenty years ago, solely based on the assumption of ‘maximal analyticity” and the validity of the LSZ reduction formalism. These properties constitute consistency equations which allow the explicit evaluation of the n-particle form factors once the scattering matrix is known. The equations give rise to a matrix Riemann-Hilbert problem. Exploiting the “off-shell” Bethe ansatz we propose a general formula for form factors for an odd number of particles. For the sine-Gordon model alias the massive Thirring model we exemplify the general solution for several operators. In particular we calculate the three-particle form factor of the soliton field, carry out a consistency check against the Thirring model perturbation theory and thus confirm the general formalism.     

Prolongation structure of the variable coefficient KdV equation

The prolongation structure methodologies of Wahlquist--Estabrook [Wahlquist H D and Estabrook F B 1975 J. Math. Phys. 16 1] for nonlinear differential equations are applied to a variable-coefficient KdV equation. Based on the obtained prolongation structure, a Lie algebra with five parameters is constructed. Under certain conditions, a Lie algebra representation and three kinds of Lax pairs for the variable- coefficient KdV equation are derived.     

A New Solution to the Hirota-Satsuma Coupled KdV Equations by the Dressing Method

The Hirota-Satsuma coupled KdV equations associated 2×2 matrix spectral problem is discussed by the dressing method, which is based on the factorization of integral operator on a line into a product of two Volterra integral operators. A new solution is obtained by choosing special kernel of integral operator.     

Solutions of the WDVV Equations and Integrable Hierarchies of KP Type

We show that reductions of KP hierarchies related to the loop algebra of SL_n with homogeneous gradation give solutions of the Darboux-Egoroff system of PDE's. Using explicit dressing matrices of the Riemann-Hilbert problem generalized to include a set of commuting additional symmetries, we construct solutions of the Witten– Dijkgraaf–E. Verlinde–H. Verlinde equations.     

On Integrability of a (2+1)-Dimensional Perturbed KdV Equation

Abstract

A (2+1)-dimensional perturbed KdV equation, recently introduced by W.X. Ma and B. Fuchssteiner, is proven to pass the Painlevé; test for integrability well, and its 4×4 Lax pair with two spectral parameters is found. The results show that the Painlevé; classification of coupled KdV equations by A. Karasu should be revised.     

Addendum to: “Coupled KdV Equations of Hirota-Satsuma Type” (J. Nonlin. Math. Phys. Vol. 6, No.3 (1999), 255–262)

Abstract

It is shown that one system of coupled KdV equations, found in J. Nonlin. Math. Phys., 1999, V.6, N 3, 255–262 to possess the Painlevé property, is integrable but not new.     

Painlevé analysis,conservation laws,and symmetry of perturbed nonlinear equations

We consider the Lie-Backlund symmetries and conservation laws of a perturbed KdV equation and NLS equation. The arbitrary coefficients of the perturbing terms can be related to the condition of existence of nontrivial LB symmetry generator. When the perturbed KdV equation is subjected to Painlevé analysisa la Weiss, it is found that the resonance position changes compared to the unperturbed one. We prove the compatibility of the overdetermined set of equations obtained at the different stages of recursion relations, at least for one branch. All other branches are also indicated and difficulties associated them are discussed considering the perturbation parameter to be small. We determine the Lax pair for the aforesaid branch through the use of Schwarzian derivative. For the perturbed NLS equation we determine the conservation laws following the approach of Chen and Liu. From the recurrence of these conservation laws a Lax pair is constructed. But the Painlevé analysis does not produce a positive answer for the perturbed NLS equation. So here we have two contrasting examples of perturbed nonlinear equations: one passes the Painlevé test and its Lax pair can be found from the analysis itself, but the other equation does not meet the criterion of the Painlevé test, though its Lax pair is found in another way.     

Integrable Structure of Conformal Field Theory II. Q-operator and DDV equation

This paper is a direct continuation of [1] where we began the study of the integrable structures in Conformal Field Theory. We show here how to construct the operators ${\bf Q}_{\pm}(\lambda)$ which act in the highest weight Virasoro module and commute for different values of the parameter λ. These operators appear to be the CFT analogs of the Q - matrix of Baxter [2], in particular they satisfy Baxter's famous T- Q equation. We also show that under natural assumptions about analytic properties of the operators as the functions of λ the Baxter's relation allows one to derive the nonlinear integral equations of Destri-de Vega (DDV) [3] for the eigenvalues of the Q-operators. We then use the DDV equation to obtain the asymptotic expansions of the Q - operators at large λ; it is remarkable that unlike the expansions of the T operators of [1], the asymptotic series for Q(λ) contains the “dual” nonlocal Integrals of Motion along with the local ones. We also discuss an intriguing relation between the vacuum eigenvalues of the Q - operators and the stationary transport properties in the boundary sine-Gordon model. On this basis we propose a number of new exact results about finite voltage charge transport through the point contact in the quantum Hall system. Received: 2 December 1996 / Accepted: 11 March 1997     

The Riccati and Ermakov-Pinney hierarchies

Abstract

The concept and use of recursion operators is well-established in the study of evolution, in particular nonlinear, equations. We demonstrate the application of the idea of recursion operators to ordinary differential equations. For the purposes of our demonstration we use two equations, one chosen from the class of linearisable hierarchies of evolution equations studied by Euler et al (Stud Appl Math 111 (2003) 315–337) and the other from the class of integrable but nonlinearisible equations studied by Petersson et al (Stud Appl Math 112 (2004) 201–225). We construct the hierarchies for each equation. The symmetry properties of the first hierarchy are considered in some detail. For both hierarchies we apply the singularity analysis. For both we observe intersting behaviour of the resonances for the different possible leading order behaviours. In particular we note the proliferation of subsidiary solutions as one ascends the hierarchy.     

Gelfand-Dikii analysis forN=2 supersymmetric KdV equations

We generalize the resolvent approach of Gelfand and Dikii to the KdV equation to study theN=2 supersymmetric KdV equations of Laberge and Mathieu. For the associated Lax operators, we study the coincidence limits of the resolvent kernel and its derivatives, and obtain differential equations which they satisfy. These allow us to obtain recursion relations for the analogues of the Gelfand-Dikii polynomials and to obtain a proof of Hamiltonian integrability of the supersymmetric KdV equations. We are also able to write the Lax equations for the corresponding hierarchies in terms of these polynomials.Address after January 1, 1993: Department of Physics, University of Western Australia, Nedlands, Australia 6009     

Fractional sub-equation method for Hirota–Satsuma-coupled KdV equation and coupled mKdV equation using the Atangana’s conformable derivative

ABSTRACT

In this paper, we present the exact solutions obtained for the space–time conformable generalized Hirota–Satsuma-coupled KdV equation and coupled mKdV equation using the Atangana’s conformable derivative. The conformable sub-equation method is applied to obtain the solutions; the solutions obtained are compared with the extended tanh-function method for the special case when the fractional order takes the integer order. The analytical solutions show that the conformable sub-equation method is very effective for the conformable-coupled KdV and mKdV equations.     

Inverse scattering transforms of the inhomogeneous fifth-order nonlinear Schrödinger equation with zero/nonzero boundary conditions

The present work studies the inverse scattering transforms (IST) of the inhomogeneous fifth-order nonlinear Schrödinger (NLS) equation with zero boundary conditions (ZBCs) and nonzero boundary conditions (NZBCs). Firstly, the bound-state solitons of the inhomogeneous fifth-order NLS equation with ZBCs are derived by the residue theorem and the Laurent’s series for the first time. Then, by combining with the robust IST, the Riemann-Hilbert (RH) problem of the inhomogeneous fifth-order NLS equation with NZBCs is revealed. Furthermore, based on the resulting RH problem, some new rogue wave solutions of the inhomogeneous fifth-order NLS equation are found by the Darboux transformation. Finally, some corresponding graphs are given by selecting appropriate parameters to further analyze the unreported dynamic characteristics of the corresponding solutions.     

Symplectic Symmetries of Hamiltonian Systems

Abstract

We prove a generalization to the case of s × s matrix linear differential operators of the classical theorem of E. Cotton giving necessary and sufficient conditions for equivalence of eigenvalue problems for scalar linear differential operators. The conditions for equivalence to a matrix Schrödinger operator are derived and formulated geometrically in terms of vanishing conditions on the curvature of a gl(s, R)-valued connection. These conditions are illustrated on a class of matrix differential operators of physical interest, arising by symmetry reduction from Dirac’s equation for a spinor field minimally coupled with a cylindrically symmetric magnetic field.     

Application of Differential Forms to Construction of Nonlocal Symmetries

Abstract

Differential forms are used for construction of nonlocal symmetries of partial differential equations with conservation laws. Every conservation law allows to introduce a nonlocal variable corresponding to a conserved quantity. A prolongation technique is suggested for action of symmetry operators on these nonlocal variables. It is shown how to introduce these variables for the symmetry group to remain the same. A new hidden symmetry and corresponding group-invariant solution are found for gas dynamic equations.