Additive Invariant Functionals for Dynamical Systems

We consider the problem of defining completely a class of additive conservation laws for the generalized Liouville equation whose characteristics are given by an arbitrary system of first-order ordinary differential equations. We first show that if the conservation law, a time-invariant functional, is additive on functions having disjoint compact support in phase space, then it is represented by an integral over phase space of a kernel which is a function of the solution to the Liouville equation. Then we use the fact that in classical mechanics phase space is usually a direct product of physical space and velocity space (Newtonian systems). We prove that for such systems the aforementioned representation of the invariant functionals will hold for conservation laws which are additive only in physical space; i.e., additivity in physical space automatically implies additivity in the whole phase space. We extend the results to include non-degenerate Hamiltonian systems, and, more generally, to include both conservative and dissipative dynamical systems. Some applications of the results are discussed.     

Fractional generalization of Liouville equations

In this paper fractional generalization of Liouville equation is considered. We derive fractional analog of normalization condition for distribution function. Fractional generalization of the Liouville equation for dissipative and Hamiltonian systems was derived from the fractional normalization condition. This condition is considered as a normalization condition for systems in fractional phase space. The interpretation of the fractional space is discussed.     

Structure-preserving algorithms for the Duffing equation

In this paper, the dissipative and the forced terms of the Duffing equation are considered as the perturbations of nonlinear Hamiltonian equations and the perturbational effect is indicated by parameter ε. Firstly, based on the gradient- Hamiltonian decomposition theory of vector fields, by using splitting methods, this paper constructs structure-preserving algorithms （SPAs） for the Duffing equation. Then, according to the Liouville formula, it proves that the Jacobian matrix determinants of the SPAs are equal to that of the exact flow of the Duffing equation. However, considering the explicit Runge Kutta methods, this paper finds that there is an error term of order p＋l for the Jacobian matrix determinants. The volume evolution law of a given region in phase space is discussed for different algorithms, respectively. As a result, the sum of Lyapunov exponents is exactly invariable for the SPAs proposed in this paper. Finally, through numerical experiments, relative norm errors and absolute energy errors of phase trajectories of the SPAs and the Heun method （a second-order Runge-Kutta method） are compared. Computational results illustrate that the SPAs are evidently better than the Heun method when e is small or equal to zero.     

LAGRANGIANS FOR DISSIPATIVE NONLINEAR OSCILLATORS: THE METHOD OF JACOBI LAST MULTIPLIER

We present a method devised by Jacobi to derive Lagrangians of any second-order differential equation: it consists in finding a Jacobi Last Multiplier. We illustrate the easiness and the power of Jacobi's method by applying it to several equations, including a class of equations recently studied by Musielak with his own method [Z. E. Musielak, Standard and non-standard Lagrangians for dissipative dynamical systems with variable coefficients J. Phys. A: Math. Theor. 41 (2008) 055205], and in particular a Liènard type nonlinear oscillator and a second-order Riccati equation. Also, we derive more than one Lagrangian for each equation.     

Conservative and dissipative fiber Bragg solitons (a review)

We present a comparative review of two classes of optical solitons—conservative and dissipative solitons—propagating in single-mode optical fibers in which refractive-index gratings are induced such that their period is comparable with the radiation wavelength. Fibers that have the Kerr nonlinearity and negligibly small losses and that do not gain radiation (conservative system) are described by traditional equations of the approximation of slowly varying amplitudes, and effects caused by the nonlinearity of the medium, such as nonlinear switching, optical bistability, and formation of conservative Bragg solitons are considered. It is shown that the passage beyond the scope of the approximation of slowly varying amplitudes makes it possible to describe new important effects, including localization of soliton centers near maxima of the refractive-index grating. Bright and dark conservative solitons are demonstrated, which are formed when the Kerr nonlinearity is replaced by the nonlinearity of two-level atomic systems. The properties of conservative solitons in resonance semiconductor Bragg structures with quantum wells are considered. Results of experimental studies of nonlinear effects in fibers with Bragg gratings are presented. For an active single-mode fiber with a Bragg refractive-index grating and nonlinear gain and absorption, dissipative solitons are described using the approximation of slowly varying amplitudes and inertialess nonlinearity. It is shown that the dissipative factors qualitatively change the properties of solitons compared to the conservative case. Using the Maxwell-Bloch equations, it is demonstrated that the ratio between the gain and absorption relaxation times significantly affects the stability of localized structures. The interaction of dissipative optical Bragg solitons is described. It is shown that, beyond the scope of the approximation of slowly varying amplitudes, the average velocity of propagating dissipative Bragg solitons acquires only discrete values, and formation of pairs of solitons with two values of the phase difference becomes possible. For a birefringent fiber, dissipative vector optical Bragg solitons are demonstrated.     

Fractional statistical mechanics

The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element. This equation is used to obtain Bogoliubov hierarchy and fractional kinetic equations with fractional derivatives. Statistical mechanics of fractional generalization of the Hamiltonian systems is discussed. Liouville and Bogoliubov equations with fractional coordinate and momenta derivatives are considered as a basis to derive fractional kinetic equations. The Fokker-Planck-Zaslavsky equation that has fractional phase-space derivatives is obtained from the fractional Bogoliubov equation. The linear fractional kinetic equation for distribution of the charged particles is considered.     

New finite-gap solutions for the coupled Burgers equations engendered by the Neumann systems

On the tangent bundle TS^N-1 of the unit sphere S^N-1, this paper reduces the coupled Burgers equations to two Neumann systems by using the nonlinearization of the Lax pair, whose Liouville integrability is displayed in the scheme of the r-matrix technique. Based on the Lax matrix of the Neumann systems, the Abel--Jacobi coordinates are appropriately chosen to straighten out the restricted Neumann flows on the complex torus, from which the new finite-gap solutions expressed by Riemann theta functions for the coupled Burgers equations are given in view of the Jacobi inversion.     

Liouville Integrability of Conservative Peakons for a Modified CH equation

The modified Camassa-Holm (also called FORQ) equation is one of numerous cousins of the Camassa-Holm equation possessing non-smoth solitons (peakons) as special solutions. The peakon sector of solutions is not uniquely defined: in one peakon sector (dissipative^a) the Sobolev H¹ norm is not preserved, in the other sector (conservative), introduced in [2], the time evolution of peakons leaves the H¹ norm invariant. In this Letter, it is shown that the conservative peakon equations of the modified Camassa-Holm can be given an appropriate Poisson structure relative to which the equations are Hamiltonian and, in fact, Liouville integrable. The latter is proved directly by exploiting the inverse spectral techniques, especially asymptotic analysis of solutions, developed elsewhere [3].     

Solitons and periodic solutions to a couple of fractional nonlinear evolution equations

This paper studies a couple of fractional nonlinear evolution equations using first integral method. These evolution equations are foam drainage equation and Klein–Gordon equation (KGE), the latter of which is considered in (2 + 1) dimensions. For the fractional evolution, the Jumarie’s modified Riemann–Liouville derivative is considered. Exact solutions to these equations are obtained.     

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     

Mass transport theory for the Toda lattices, dispersive and dissipative

To establish mass transport theory on nonlinear lattices, we formulate the Korteweg–deVries (KdV) equation and the Burgers equation using the flow variable representation so as to facilitate comparison with the Boltzmann equation and with the Cahn–Hilliard equation in classical statistical mechanics. We also study Toda lattice microdynamics using the Flaschka representation, and compare with the Liouville equation. Like the linear diffusion equation, the Boltzmann equation and the Liouville equation are to be solved for a distribution function, which is intrinsically probabilistic. Transport theory in linear systems is governed by the isotropic motions of the kinetic equations. In contrast, the KdV perturbation equation derived from the Toda lattice microdynamics expresses hydrodynamic mass transport. The KdV equation in hydrodynamics and the Burgers equation in thermodynamics do not involve a probability distribution function. The nonlinear lattices do not retain isotropy of the mass transport equations. In consequence, it is proposed that in the presence of hydrodynamic flows to the left, KdV wave propagation proceeds to the right. This basic property of the KdV system is extended to thermodynamics in the Burgers system. These features arise because linear systems are driven towards an equilibrium by molecular collisions, whereas the inhomogeneities of the nonlinear lattices are generated by the potential energy of interaction. Diffusion as expressed by the Burgers equation is governed not only by a chemical potential, but also by the Toda lattice potential energy.     

Dynamics of homogeneous magnetizations in strong transverse driving fields

Spatially homogeneous solutions of the Landau-Lifshitz-Gilbert equation are analysed. The different cases of conservative as well as dissipative motion are considered separately. For the linearly polarized driven Hamiltonian system we apply a global perturbation theory to uncover the main resonances as well as the phase space structure. The case of circularly polarized driven dissipative motion is studied in detail. We present the complete bifurcation diagram including bifurcations up to codimension three.     

Dynamics of homogeneous magnetizations in strong transverse driving fields

Spatially homogeneous solutions of the Landau-Lifshitz-Gilbert equation are analysed. The different cases of conservative as well as dissipative motion are considered separately. For the linearly polarized driven Hamiltonian system we apply a global perturbation theory to uncover the main resonances as well as the phase space structure. The case of circularly polarized driven dissipative motion is studied in detail. We present the complete bifurcation diagram including bifurcations up to codimension three.     

Variation of wave action: Modulations of the phase shift for strongly nonlinear dispersive waves with weak dissipation

Strongly nonlinear dispersive waves described by a general Klein—Gordon equation with slowly varying coefficients and a dissipative perturbation are analyzed using the method of multiple scales. We use the exact equation of wave action. The spatial and temporal slow modulations of the phase shift are shown to be governed by a new equation, which results from linearization of the wave action, its flux, and its dissipation due to perturbations of the slow parameters: frequency and wave number (vector). This result extends to nonlinear partial differential equations, the quite recent work by the authors on nonlinear oscillations governed by ordinary differential equations.     

Path-integral solution of the one-dimensional Dirac quantum cellular automaton

Quantum cellular automata, which describe the discrete and exactly causal unitary evolution of a lattice of quantum systems, have been recently considered as a fundamental approach to quantum field theory and a linear automaton for the Dirac equation in one dimension has been derived. In the linear case a quantum cellular automaton is isomorphic to a quantum walk and its evolution is conveniently formulated in terms of transition matrices. The semigroup structure of the matrices leads to a new kind of discrete path-integral, different from the well known Feynman checkerboard one, that is solved analytically in terms of Jacobi polynomials of the arbitrary mass parameter.     

Linked-cluster expansions in the equations of motion method for nonequilibrium processes

For an arbitrary irreversible process taking place in a closed physical system equations of motion are derived directly from the Liouville equation without introducing any projection operator. These equations are of nonmarkowian nature and are exactly valid for any system arbitrarily far from equilibrium. Using field-theoretical techniques the integral kernels in these equations are expanded into a diagram perturbation series which is proved to be linked. For a system having short memory it is shown that the secular divergent terms cancel each other. Then, using the diagram language the equations of motion are obtained in a much simpler form.