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A Discrete Negative Order Potential Korteweg–de Vries Equation

  • Song-lin Zhao EMAIL logo and Ying-ying Sun
Published/Copyright: October 21, 2016

Abstract

We investigate a discrete negative order potential Korteweg–de Vries (npKdV) equation via the generalised Cauchy matrix approach. Solutions more than multisoliton solutions of this equation are derived by solving the determining equation set. We also show the semidiscrete equation and continuous equation together with their exact solutions by considering the continuum limits.

MSC 2010: 35Q51; 35Q53; 37K60; 39A14

1 Introduction

Studying negative order integrable equations is particularly interesting both from mathematical and a physical point of view. Actually, many physically meaningful systems, such as the Camassa–Holm equation [1], the Degasperis–Procesi equation [2], and the short pulse equation [3], are associated to negative order equations through reciprocal transformations [4]. Besides, negative order flows can be used to construct infinitely many symmetries for the nonisospectral Ablowitz–Ladik hierarchy [5]. A well-known example of the negative order equations is the sine-Gordon (sG) equation, which was originally introduced by Bour in the course of study of surfaces of constant negative curvature in ℝ3 [6] and rediscovered by Frenkel and Kontorova in their study of crystal dislocations [7]. Up to now, two negative order KdV (nKdV) equations have been proposed: Verosky [8] studied symmetries and negative powers of recursion operator and gave the following nKdV equation

(1)αt=wx,
(2)wxxx+4αwx+2αxw=0,

and Lou [9] presented additional symmetries based on the invertible recursion operator of the KdV system and particularly provided the following nKdV equation

(3)αt=2vvx,
(4)vxx+αv=0,

which can be reduced from (1 and 2) under the following transformation

(5)w=v2,α=vxxv.

Equation (4) is the famous Schrödinger equation, which can also be referred to as the Hill equation when α is a periodic function. Fuchssteiner [10] investigated the gauge-equivalent relation between the nKdV equation (1 and 2) and the following Camassa–Holm equation [1]

(6)βt+βxv+2βvx=0,β=vvxx.

Recently, Fan and Li discussed solitons and kink wave solutions for the integrable equation [11]

(7)(vxxv)t=2vvx,

and pointed out this equation can be viewed as a reduction form of (6). Moreover, Qiao and Fan systematically studied the nKdV equations (1 and 2) and (3 and 4), particularly including Hamiltonian structures, Lax pairs, conservation laws, and explicit multisoliton and multikink wave solutions [12]. It is remarkable to note that an x-integral form of (7):

(8)2(vxtvvxvt)=1v4,

can be transformed into the usual sG equation ϕxt=−2s in ϕ through introducing variable transformation v=eiϕ2 (cf. [13]).

Many integrable discretisation versions of the continuous integrable equations have been proposed in recent decades. The study of integrable partial difference equations dates back to the pioneering work of Ablowitz and Ladik [14], [15] and Hirota [16]. Subsequently, Sato’s approach [17] and direct linearisation method [18], [19] were also established to construct the discrete integrable system. Besides, with the help of property of multidimensional consistency [20], [21], several discrete systems were classified, including Adler–Bobenko–Suris lattice list [22], lattice Boussinesq type equations [23], and lattice Kadomtsev–Petviashvili type equations [24]. With regard to the solutions for discrete integrable system, some approaches have been developed in recent years, such as Cauchy matrix approach [25], generalised Cauchy matrix approach [26], bilinear method [27], Bäcklund transformation [28], Darboux transformation [29], inverse scattering transformation [30], and algebro-geometric method [31].

The generalised Cauchy matrix method is purely an algebraic procedure that enables us to obtain integrable equations and their various kinds of explicit solutions. Recently, the author (Zhao) of this article has successfully used this method to construct a discrete and a semidiscrete negative order Ablowitz–Kaup–Newell–Segur equation, where some exact solutions were obtained [32]. With the help of this approach, the purpose of this article is to construct the discrete version of the following npKdV equation

(9)vxx+uxv=0,
(10)ut=v21.

Equations (3 and 4) can be deduced from (9 and 10) under transformation u+t=∂−1α (ux=α), where 1=12(xx). Besides we also consider some exact solutions and continuum limits for the resulting discrete npKdV equation. This article is organised as follows. In Section 2, we briefly review the Sylvester equation and some properties of master function S(i,j) (defined as (15)), such as recurrence relations, invariance, and symmetry property. In Section 3, by imposing dispersion relations on r, a discrete npKdV equation is obtained in closed form. In Section 4, we solve determining equation set and construct several kinds of solutions more than multisoliton solutions. In Section 5, we discuss continuum limits of the obtained discrete npKdV equation. Section 6 is for conclusions. In addition, an Appendix is given as a complement to the article.

2 The Sylvester Equation and Master Function

2.1 The Sylvester Equation

The Sylvester equation [33]

(11)XMMY=Z

with known matrices X, Y, Z, and unknown matrix M, has important applications in many areas of applied mathematics. On the solution to the Sylvester equation (11), a famous result is as follows:

Proposition 1Let us denote the eigenvalue sets of matrices X and Y by ℰ(X) and ℰ(Y), respectively. For the known matrices X, Y, and Z, (11) has a unique solution M if and only if ℰ(X)∩(Y)=Ø.

When (X) and (Y) satisfy certain conditions, the solution of the Sylvester equation (11) can be expressed via series or integration. (See [34] and the references therein.)

Similar to KdV case [26], the Sylvester equation utilised in this article is

(12)KM+MK=rtc,

in which M=(Mi,j)N×N and K=(Ki,j)N×N are N×N matrices, r=(ρ1, ρ2,…, ρN)T and tc=(c1, c2,…, cN) are Nth-order vectors, where Mi,j=Mi,j(n, m) and ρj=ρj(n, m) are undetermined functions while Ki,j and cj are constants. The Sylvester equation (12) corresponds to X=−Y and Z being of rank 1 in (11). In terms of Proposition 1, we know that for arbitrary vectors r and tc, system (12) is solvable and has unique solution when (K)∩(−K)=Ø, which implies 0∉(K), i.e. |K|≠0. In the rest parts of this section, we assume that K satisfies such condition.

By using the Sylvester equation (12) repeatedly, we get the following result.

Proposition 2For the matrix M defined by (12), we have the following relations

(13)KsM(1)sMKs=j=0s1(1)jKs1jrtcKj,   (s=1,2,),
(14)KsM(1)sMKs=j=1s(1)j1Ks1jrtcKj,(s=1,2,),

where K0=I represents the Nth-order unit matrix.

When s=1, (13) reduces to the Sylvester equation (12).

2.2 Master Function S(i,j)

By the Sylvester equation (12), we introduce master function

(15)S(i,j)=tcKj(I+M)1Kir,   i,j,

together with an auxiliary column vector function

(16)u(i)=(I+M)1Kir,   i.

An apparent fact is

(17)S(i,j)=tcKju(i),   i,j.

The master function S(i,j) defined by (15) with M, K, r, tc satisfying the Sylvester equation (12) possesses some properties, including recurrence relations, invariance, and symmetry property. In the following, we list some main results and skip the verifications. For more details, one can refer to [13], [26].

Recurrence relations:

Proposition 3For the master function S(i,j)defined by (15) with M, K, r, tc satisfying the Sylvester equation (12), we have the following relation,

(18)S(i,j+2s)=S(i+2s,j)l=02s1(1)lS(2s1l,j)S(i,l),   (s=1,2,).

In particular, when s=1 we have

(19)S(i,j+2)=S(i+2,j)S(i,0)S(1,j)+S(i,1)S(0,j).

Proposition 4For the master function S(i,j) defined by (15) with M, K, r, tc satisfying the Sylvester equation (12), we have the following relation,

(20)S(i,j2s)=S(i2s,j)+l=02s1(1)lS(i,2s+l)S(1l,j),   (s=1,2,).

In particular, when s=1, we have

(21)S(i,j2)=S(i2,j)+S(i,2)S(1,j)S(i,1)S(2,j).

These recurrence relations can be viewed as discrete equations of S(i,j) with discrete independent variables i and j. The relation (19) first appeared in [25]. Relations (18) and (20) do not play any role in the construction of lattice equations [25], but they are really indispensable in the construction of continuous equations [13].

Invariance:

Suppose K1 is the matrix that is similar to K under the transform matrix T, i.e.

(22)K1=TKT1.

We also denote

(23)M1=TMT1,   r1=Tr,   tc1=tcT1.

It is easy to verify that

(24)M1K1+K1M1=r1tc1,

and

(25)S(i,j)=tcKj(I+M)1Kir=tc1K1j(I+M1)1K1ir1.

Therefore, we can say that S(i,j) is invariant under the similar transformation (22 and 23).

Symmetry property:

Proposition 5Suppose that M, K, r, andtc satisfy the Sylvester equation (12) and ℰ(K)∩(−K)=Ø. Then the master function S(i,j)defined by (15) satisfies the symmetry property

(26)S(i,j)=S(j,i).

3 The Discrete npKdV Equation

In order to construct discrete npKdV equation, the shifts of r appeared in (12) are set as

(27)(pIK)r˜=(pI+K)r,
(28)(qIK1)r^=(qI+K1)r,

where p and q are continuous lattice parameters, associated with the grid size in the directions of the lattice given by the independent variables n, m, respectively. In (27 and 28), we have used the conventional notations to denote the lattice shifts by

r=rn,mr˜=rn+1,m,r=rn,mr^=rn,m+1,r=rn,mr˜^=rn+1,m+1.

For convenience, we call the gather of the Sylvester equation (12) and system (27 and 28) the determining equation set.

3.1 Shifts of M

Proposition 6For M,K,r, andtcobeying the determining equation set (12) and (27 and 28), one has relations

(29)(pIK)M˜=(pI+K)M,
(30)(qIK1)M^=(qI+K1)M,

and

(31)M˜(pI+K)(pI+K)M=r˜tc,
(32)(pIK)M˜M(pIK)=rtc,
(33)M^(qI+K1)(qI+K1)M=K1r^tcK1,
(34)(qIK1)M^M(qIK1)=K1rtcK1.

Proof. Taking ~-shift on (12) and noting that (27), we have

(35)(pIK)M˜K+K(pIK)M˜=(pI+K)rtc.

Meanwhile, left-multiplying (pI+K) on (12) yields

(36)(pI+K)MK+K(pI+K)M=(pI+K)rtc.

Subtracting (36) from (35) gives

(37)[(pIK)M˜(pI+K)M]K+K[(pIK)M˜(pI+K)M]=0,

which means

(38)(pIK)M˜=(pI+K)M,

in light of Proposition 1. For q^ part, we consider the equation

(39)MK1+K1M=K1rtcK1.

Similarly, one can easily arrive at relation (30).

Based on relations (29) and (30), shift relation (31–34) can be derived immediately. In fact, taking ~-shift of (12) and replacing the term KM˜ by (38) yields (31). In addition, using (38), we can eliminate the term KM from (12) and get (32). When focusing on equation (39), similar analysis yields equations (33) and (34).

3.2 Shifts of S(i,j)

We first consider the quantity u(i). Taking ~-shift and using (27), we have

(40)(pIK)u˜(i)+(pIK)M˜u˜(i)=Ki(pI+K)r,

which under relation (32) can be expressed as

(41)(I+M)(pIK)u˜(i)=pKir+Ki+1rrtcu˜(i).

Left-multiplying (I+M)−1 on both sides of (41) and noting that the relation (17), we get

(42)(pIK)u˜(i)=pu(i)+u(i+1)u(0)S˜(i,0),

which is a shift relation of u(i) along with the n-direction. Similarly, we consider ~-shift (backward direction) of (16). Analogous to the previous analysis, we get another shift relation of u(i), along with the n-direction

(43)(pI+K)u(i)=pu˜(i)u˜(i+1)+u˜(0)S(i,0).

Similarly, in light of the shift relation (28) and relations (33) and (34), we can arrive at two shift relations of u(i), along with the m-direction

(44)(qIK1)u^(i)=qu(i)+u(i1)u(1)S^(i,1),
(45)(qI+K1)u(i)=qu^(i)u^(i1)+u^(1)S(i,1).

Multiplying (42–45) from the left by row vector tcKj and noting relation (17), we have the shift relations of S(i,j):

(46)pS˜(i,j)S˜(i,j+1)=pS(i,j)+S(i+1,j)S(0,j)S˜(i,0),
(47)pS(i,j)+S(i,j+1)=pS˜(i,j)S˜(i+1,j)+S˜(0,j)S(i,0),
(48)qS^(i,j)S^(i,j1)=qS(i,j)+S(i1,j)S(1,j)S^(i,1),
(49)qS(i,j)+S(i,j1)=qS^(i,j)S^(i1,j)+S^(1,j)S(i,1).

3.3 Discrete npKdV Equation

We now introduce two variables

(50)u=S(0,0),   v=S(0,1)1.

In (46) and (47), we take i=0, j=−1 and get

(51)p(v˜v)=S(1,1)vu˜,
(52)=S˜(1,1)v˜u,

which implies

(53)p(v˜˜+v)=(2p+uu˜˜)v˜.

In (48) or (49), we take i=j=0 and get

(54)q(u^u)=1vv^.

Equations (53–54) are the discrete npKdV equation. Eliminating the variable v, an equation for u can be found. For the calculation, one can refer to Appendix A. The variable v defined by (50) can be used to construct discrete sG equation (See also [18]). In fact, taking i=1, j=0 in (48) and (49), we have

(55)qS^(1,0)=qS(1,0)+uvS^(1,1),
(56)qS(1,0)=qS^(1,0)u^+v^S(1,1).

By adding these two equations, we get

(57)u^u=v^S(1,1)vS^(1,1).

Replacing S(1,−1) in (57) by applying (51) and relation (54), we derive the following Bianchi-identity

(58)pq(v^v˜vv˜^)+vv˜v^v˜^=1.

By taking the transformation

(59)v=exp(2iϕ),

(58) is turned to the discrete sG equation [35]

(60)pqsin(ϕ˜+ϕ^ϕϕ˜^)+sin(ϕ+ϕ˜+ϕ^+ϕ˜^)=0.

4 Exact Solutions

According to the analysis of Section 3, we know that solution for the discrete npKdV equation (53–54) is given by scalar functions

(61)u=S(0,0)=tc(I+M)1r,
(62)v=S(0,1)1=tcK1(I+M)1r1,

where tc, r, M, and K are defined by the determining equation set (12) and (27 and 28). Therefore, for deriving exact solutions to this equation, we just need to solve the determining equation set (12) and (27 and 28). In terms of the invariance of S(i,j) under transformation (22 and 23), we turn to solve the Jordan canonical form of equations (12) and (27 and 28), i.e.

(63)ΓM+MΓ=rtc,
(64)(pIΓ)r˜=(pI+Γ)r,
(65)(qIΓ1)r^=(qI+Γ1)r,

where Γ is the canonical form of the matrix K. Corresponding to condition (K)∩(−K)=Ø, hereafter we assume (Γ)∩(−Γ)=Ø. The Sylvester equation (63) has been exactly solved by factorising M into FGH. For the detailed solving procedure, one can refer to [13], [26] and here we list out the main results.

4.1 Some Notations

We firstly introduce some notations, where usually the subscripts D and J correspond to the cases of Γ being diagonal and being of Jordan block, respectively.

  • Diagonal matrix:

    (66)ΓD[N]({ki}1N)=Diag(k1,k2,,kN),
  • Jordan block matrix:

    (67)ΓJ[N](a)=(a00001a00001a000001a)N×N,
  • Lower triangular Toeplitz matrix:[1]

    (68)T[N]({aj}1N)=(a10000a2a1000a3a2a100aNaN1aN2a2a1)N×N,
  • Skew triangular Hankel matrix:

    (69)H[N]({bj}1N)=(b1bN2bN1bNb2bN1bN0b3bN00bN000)N×N.

The following expressions need to be considered as well:

(70)discrete plane wave factor:ρi=(p+kipki)n(q+ki1qki1)mρi0,   with constants p,q,ρi0,
(71)N×Nmatrix:GD[N]({kj}1N)=(gi,j)N×N,   gi,j=1ki+kj,
(72)N1×N2 matrix: GDJ[N1,N2]({kj}1N1;a)=(gi,j)N1×N2,gi,j=(1ki+a)j,
(73)N1×N2 matrix: GJJ[N1,N2](a;b)=(gi,j)N1×N2,  gi,j=Ci+j2i1(1)i+j(a+b)i+j1,
(74)N×N matrix: GJ[N](a)=GJJ[N,N](a;a)=(gi,j)N×N,gi,j=Ci+j2i1(1)i+j(2a)i+j1,

where

Cji=j!i!(ji)!,   (ji).

4.2 Solutions to (63–65)

  1. When

    (75)Γ=ΓD[N]({kj}1N),

    we have

    (76)r=rD[N]({kj}1N)=(r1,r2,,rN)T,   with ri=ρi,
    (77)M=FGH=(ricjki+kj)N×N,

    where

    (78)F=ΓD[N]({rj}1N),   G=GD[N]({kj}1N),   H=ΓD[N]({sj}1N).
  2. When

    (79)Γ=ΓJ[N](k1),

    we have

    (80)r=rJ[N](k1)=(r1,r2,,rN)T,   with ri=k1i1ρ1(i1)!,
    (81)M=FGH,

    where

    (82)F=T[N]({rj}1N),   G=GJ[N](k1),   H=H[N]({sj}1N).
  3. When

    (83)Γ=Diag(ΓD[N1]({kj}1N1),ΓJ[N2](kN1+1),ΓJ[N3](kN1+2),,ΓJ[Ns](kN1+(s1))),

    where j=1sNj=N, we have

    (84)r=(rD[N1]({kj}1N1)rJ[N2](kN1+1)rJ[N3](kN1+2)rJ[Ns](kN1+(s1))),
    (85)M=FGH,

    where

    (86)F=Diag(ΓD[N1]({rj}1N1),T[N2]({rj}N1+1N1+N2),T[N3]({rj}N1+N2+1N1+N2+N3),,T[Ns]({rj}1+j=1s1NjN)),
    (87)H=Diag(ΓD[N1]({sj}1N1),H[N2]({sj}N1+1N1+N2),H[N3]({sj}N1+N2+1N1+N2+N3),,H[Ns]({sj}1+j=1s1NjN)),

    and G is a symmetric matrix with block structure

    (88)G=GT=(Gi,j)s×s

    with

    (89)G1,1=GD[N1]({kj}1N1),G1,j=Gj,1T=GDJ[N1,Nj]({kj}1N1;kNj1+1),(1<js),Gi,j=Gj,iT=GJJ[Ni,Nj](kNi1+1;kNj1+1),(1<ijs).

In summary, we obtain some types of exact solutions for the discrete npKdV equation (53 and 54) by solving the determining equation set (12) and (27 and 28). In Case 1, one can get the usual multisoliton solutions. The solution in Case 2 gives rise to the Jordan block solutions or multiple-pole solutions, which can be viewed as limit solutions (see [13], [36]). The solutions given by Case 3 are the most general mixed solutions, which in principle have properties of solitons and multiple-pole solutions.

5 Continuum Limit

The continuum limit is always an interesting topic to recognise the connections among discrete equations, semidiscrete equations, and continuous equations. To obtain the corresponding differential-difference equation, we consider the limit

(90)m,   q,   t=mqO(1),

in which t can be identified as the continuous temporal variable. Then for the discrete plane wave factor

ρ=(p+kpk)n(q+k1qk1)mρ0,

we find

(91)ρ(p+kpk)ne2tkρ0,

and (53 and 54) give rise to (in terms of q0)

(92)p(v˜˜+v)=(2p+uu˜˜)v˜,
(93)ut=v21,

where u=u(n, t) and v=v(n, t). We call (92 and 93) the semidiscrete npKdV equation. In the full continuum limit,

(94)n,   p,   x=2npO(1),

in which x can be identified as the continuous spatial variable, we have

ρekx2tkρ0.

Equations (92 and 93) yield (in terms of p−1) the continuous npKdV equation (9 and 10).

The solutions for both semidiscrete npKdV equation (92 and 93) and continuous npKdV equation (9 and 10) are still expressed by (61 and 62) and possess three types of exact solutions given in Section 4. The slight difference is that the plane wave factor (70) is replaced by

(95)ρi=(p+kipki)ne2tkiρi0, with constants ρi0,

for semidiscrete case, and

(96)ρi=ekix2tkiρi0, with constants ρi0,

for continuous case.

6 Conclusion

Discrete integrable systems have received much attention in various fields, such as mathematical physics, numerical algorithm, statistical physics, discrete differential geometry, special functions, combinatorics, and cellular automata. Recent studies revealed that the mathematical structures of discrete integrable systems are richer than those of continuous integrable systems. Up to now, many works have been done to deal with the positive order discrete integrable equations, while there was only little work on the negative order discrete integrable equations. In this article, by defining the plain wave factor dispersion relation (27 and 28) we generalise the Cauchy matrix approach to the discrete negative order case. The Sylvester equation of our interest is (12) and it defines the master function S(i,j)in (15), whose shift relations lead to the discrete npKdV equation (53 and 54). Multisoliton solutions, multiple-pole solutions, and the most general mixed solutions are obtained by taking different forms of Γ in the determining equation set (63–65). The continuum limits of the discrete npKdV equation are also considered. The continuous equations (3 and 4) have both bell-type soliton solutions and kink-soliton solutions [11], [12], which may be the first example has this property. We believe that the discrete equation (53 and 54) and the semidiscrete equation (92 and 93) also should possess both bell-type soliton solutions and kink-soliton solutions, which is left for further discussion. We have not touched in this article on the discrete version for Camassa–Holm equation, which might be done by searching the discrete gauge–equivalent relation between the discrete npKdV equation (53 and 54) and the discrete Camassa–Holm equation. Besides, many physically meaningful systems have been studied well by various methods [37], [38], [39], [40], [41], how to establish their discrete models and exact solutions by generalised Cauchy matrix approach is also an interesting topic and worthy to be considered. We hope that the results given in this article will be helpful to study the negative order discrete integrable system.

Acknowledgments

Song-lin Zhao is supported by the NSF of China (Nos. 11301483, 11401529). Ying-ying Sun is supported by NSF of China (No. 11371241) and China Scholarship Council.

Appendix A Equation for u

We denote

(A.1)A=2p+uu˜˜,   B=1q(u^u).

Then (53) and (54) can be rewritten as

(A.2a)pv˜˜=Av˜pv,
(A.2b)vv^=B.

Equation (A.2b) implies

(A.3)v^^=B^Bv.

The consistency of (A.2a) and (A.3) yields

(A.4)A^^v˜^^pv^^=pB˜˜^B˜˜v˜˜,

which after substituting (53) and (A.3) leads to

(A.5)v˜v1=pB˜(B^B˜˜BB˜˜^)B(A^^B˜^B˜˜AB˜B˜˜^).

Taking (54) and (A.5) into the identity

(v˜v1)(v^v)=(v^v)~(v˜1v)^,

then we arrive at the equation

(A.6)p2(B^B˜˜BB˜˜^)A^^B˜^B˜˜AB˜B˜˜^=B^(A^^^B˜^^B˜˜^A^B˜^B˜˜^^)B˜^(B^^B˜˜^B^B˜˜^^),

which can be viewed as one-component discrete npKdV equation. By eliminating the variable v in (92 and 93) and (9 and 10), one-component semidiscrete npKdV equation and one-component continuous npKdV equation can be obtained, which read, respectively,

(A.7)p(u˜˜t+1)12=(2p+uu˜˜)(u˜t+1)12p(ut+1)12

with u=u(n, t) and

(A.8)utx22utxx(ut+1)4ux(1+ut)2=0

with u=u(x, t).

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Received: 2016-8-28
Accepted: 2016-9-29
Published Online: 2016-10-21
Published in Print: 2016-12-1

©2016 Walter de Gruyter GmbH, Berlin/Boston

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