Bi-Integrable Couplings Associated With So: Morgan Mcanally Wen-Xiu Ma
Bi-Integrable Couplings Associated With So: Morgan Mcanally Wen-Xiu Ma
Bi-Integrable Couplings Associated With So: Morgan Mcanally Wen-Xiu Ma
https://doi.org/10.1007/s40840-017-0580-y
B Morgan McAnally
[email protected]
Wen-Xiu Ma
[email protected]
123
M. McAnally, W.-X. Ma
1 Introduction
The study of solitons in regard to integrable systems has facilitated a deeper under-
standing of mathematics and physics. Many well-known nonlinear partial differential
equations have been found to have soliton solutions, for example, the Korteweg–de
Vries equation and the sine-Gordon equation. It is known that zero curvature equa-
tions associated with simple Lie algebras generate classical integrable systems [1], and
semisimple Lie algebras generate non-coupled systems of classical integrable systems.
It is our business to further develop the study of non-semisimple Lie algebras in rela-
tion to integrable couplings. Soliton hierarchies, and specifically, integrable couplings
and bi-integrable couplings, provide valuable new insights into the classification of
multi-component integrable systems [2–6].
It is known that zero curvature equations on semidirect sums of matrix loop alge-
bras generate integrable couplings [7,8], and the associated variational identity [9,10]
is used to furnish Hamiltonian structures and bi-Hamiltonian structures of the result-
ing integrable couplings and bi-integrable couplings [11–17]. An important step in
generating Hamiltonian structures is to search for non-degenerate, symmetric, and
ad-invariant bilinear forms on the underlying loop algebras [13,18] as the trace iden-
tity proposed by Gui-Zhang Tu [18,19] is ineffective for non-semisimple Lie algebras
which possess a degenerate Killing form. Semidirect sums of loop algebras bring var-
ious interesting integrable couplings and bi-integrable couplings [20–24], including
higher-dimensional local bi-Hamiltonian integrable couplings [25–29], greatly enrich-
ing multi-component integrable systems. Recently, it has been of interest to study new
integrable couplings and bi-integrable couplings generated from spectral problems
associated with so(3, R) [14].
Integrable couplings enlarge an original integrable system and often times retain
its properties [2,4]. Bi-integrable couplings then take the integrable coupling system
and enlarge that system. Again, the original properties frequently are maintained. An
important feature is if a soliton hierarchy has infinitely many commuting symmetries
and conserved densities, the integrable coupling and then bi-integrable coupling gen-
erally will too [14–17,30,31]. A bi-integrable coupling system is a natural way of
extending a well-behaved integrable system. We show that the bi-integrable couplings
of an original spectral problem associated with so(3, R) will preserve bi-Hamiltonian
structures, i.e., Liouville integrability, of the integrable couplings associated with the
same spectral problem [32].
A zero curvature representation of a system of the form
where u is a column vector of dependent variables and means there exists a Lax pair
[33] U = U (u, λ) and V = V (u, λ) in a matrix loop algebra such that the zero
curvature equation,
Ut − Vx + [U, V ] = 0, (2)
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Bi-Integrable Couplings Associated with so(3, R)
will generate system (1) [19]. The integrable coupling of system (1) is an integrable
system of the form ([25,26] for definition):
K (u) u
ū t = K̄ 1 (ū) = , ū = , (3)
S(u, u 1 ) u1
Let us recall the a soliton hierarchy [32] given by the spectral problem
⎡ ⎤
0 q λ
φx = U φ , U = U (u, λ) = ⎣ −q 0 − p ⎦ ∈ so(3),
¯ (5)
−λ p 0
where
p φ
u= , φ= 1 ,
q φ2
ḡ = so(3)
¯ = {A ∈ so(3)|entries of A are Laurent series in λ} . (6)
123
M. McAnally, W.-X. Ma
Wx = [U, W ], (8)
a1 = 0, c1 = −q, b1 = − p,
1
a2 = ( p 2 + q 2 ), c2 = px , b2 = −qx ,
2
1 1 1 1
a3 = pqx − px q, c3 = qx x + p 2 q + q 3 , b3 = px x + p 3 + pq 2 ,
2 2 2 2
3 2 2 3 4 1 2 3 4 1 2
a4 = − p q − p + px − ppx x − q + qx − qqx x ,
4 8 2 8 2
1 1
b4 = qx x x + (3 p + 3q )qx , c4 = − px x x − (3 p 2 + 3q 2 ) px .
2 2
2 2
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Bi-Integrable Couplings Associated with so(3, R)
∂
in which m ≥ 0 and ∂ = ∂x . The first nonlinear example is
−qx x − 21 p 2 q − 21 q 3 px x + 21 p 3 + 21 pq 2 δH2
u t2 = K 2 = =J =J . (14)
px x + 21 p 3 + 21 pq 2 qx x + 21 p 2 q + 21 q 3 δu
3 Bi-Integrable Couplings
It is known that block matrices of this form are closed under multiplication, i.e.,
constitute a Lie algebra [34]. The associated loop matrix Lie algebra g̃(λ) is formed
by all block matrices of the type
g̃(λ) = {M(A1 , A2 , A3 )|M defined by (15), entries of A are Laurent series in λ}.
(16)
A spectral matrix is chosen from g̃(λ) as
where U is defined as in (5) and the supplementary spectral matrices U1 and U2 are
⎡ ⎤
0 s 0
r
U1 = U1 (u 1 ) = ⎣−s 0 −r ⎦ , u1 = , (18)
s
0 r 0
⎡ ⎤
0 w 0
v
U2 = U2 (u 2 ) = ⎣−w 0 −v ⎦ , u2 = . (19)
w
0 v 0
where W is defined by (7) and solves Wx = [U, W ], and W1 and W2 are assumed to
be ⎡ ⎤
0 g e
W1 = W1 (u, u 1 , λ) = ⎣−g 0 − f ⎦ ∈ so(3),
¯ (22)
−e f 0
123
M. McAnally, W.-X. Ma
and ⎡ ⎤
0 g e
W2 = W2 (u, u 1 , u 2 , λ) = ⎣−g 0 − f ⎦ ∈ so(3).
¯ (23)
−e f 0
⎧
⎪
⎨Wx = [U, W ],
W1,x = [U, W1 ] + [U1 , W ], (24)
⎪
⎩
W2,x = [U, W2 ] + [U2 , W ] + α[U1 , W1 ].
⎧
⎪
⎨ex = pg − q f + r c − sb,
f x = −λg + qe + sa, (25)
⎪
⎩
gx = − pe + λ f − ra,
and ⎧
⎪
⎨ex = − f sα + gr α − q f + pg − wb + vc,
f x = qe − λg + wa + seα, (26)
⎪
⎩
gx = − pe + λ f − r eα − va,
respectively. Plugging into recursion relations (25) and (26) into the Laurent expan-
sions, ⎧
⎪
⎪ e= ei λ−i , f = f i λ−i , g = gi λ−i ,
⎨
i≥0
i≥0
i≥0
(27)
−i −i
⎪
⎪
⎩ e = ei λ , f = f i λ , g = gi λ−i ,
i≥0 i≥0 i≥0
we have
⎧
⎪
⎪ f i+1 = gi,x + pei + rai ,
⎪
⎪
⎪
⎪ g i+1 = − f i,x + qei + sai ,
⎪
⎪
⎨e
i+1,x = pgi+1 − q f i+1 + r ci+1 − sbi+1 ,
+ pe + va + αr c ,
(28)
⎪
⎪ f i+1 = gi,x
⎪
⎪ i i i
⎪
⎪ g = − f + qe + wa + αsc ,
⎪
⎪ i+1 i,x i i i
⎩
ei+1,x = pgi+1 − q f i+1 − αs f i+1 + αrgi+1 − wbi+1 + vci+1 ,
where i ≥ 0. We take the initial data as {e0 = −1, f 0 = g0 = 0; e0 = −1, f 0 = g0 =
0} and suppose that the integration constants are zero. Then, recursion relation (28)
uniquely generates {ei , f i , gi , ei , f i , gi |i ≥ 1}. We obtain
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Bi-Integrable Couplings Associated with so(3, R)
⎧
⎪
⎪ e1 = 0,
⎪
⎪
⎪
⎪
⎪
⎪ f 1 = − p − r,
⎪
⎪
⎪
⎪
⎪
⎪ g1 = −q − s;
⎪
⎪
⎪
⎪ 1 2 1 2
⎪
⎪ e2 = 2 p + 2 q + r p + sq,
⎪
⎪
⎪
⎪ f 2 = −qx − sx ,
⎪
⎪
⎪
⎪
⎪
⎪ = px + r x ;
⎪ g
⎨ 2
e3 = qx p − qpx − spx + rqx + sx p − r x q,
⎪
⎪
⎪
⎪ f 3 = px x + 1 p 3 + 1 pq 2 + 3 r p 2 + psq + 1 rq 2 + r x x ,
⎪
⎪
⎪
⎪
2 2 2 2
⎪
⎪
⎪
⎪ g3 = qx x + 21 q 3 + 21 qp 2 + 23 sq 2 + qr p + 21 sp 2 + sx x ;
⎪
⎪
⎪
⎪ 1 2 1 2
⎪e4 = (− p − r ) px x + (−q − s)qx x − pr x x − qsx x 2 px + px r x + 2 qx + qx sx
⎪
⎪
⎪
⎪
⎪
⎪ − 38 ( p 2 + q 2 )( p 2 + 4 pr + q(q + 4s)),
⎪
⎪
⎪
⎪
⎪ f 4 = qx x x + sx x x + 21 (3 p 2 + 6 pr + 3q 2 + 6qs)qx + 21 (3 p 2 + 3q 2 )sx ,
⎪
⎪
⎪
⎩
g4 = − px x x − r x x x + 21 (−3 p 2 − 6 pr − 3q 2 − 6qs) px + 21 (−3 p 2 − 3q 2 )r x ;
and ⎧
⎪
⎪e1 = 0,
⎪
⎪
⎪
⎪ f 1 = − p − αr − v,
⎪
⎪
⎪
⎪
⎪
⎪ g1 = −q − αs − w;
⎪
⎪
⎪
⎪
⎪
⎪e = 21 p 2 + 21 q 2 + αr p + αsq + vp + wq + 21 αs 2 + 21 αr 2 ,
⎪
⎪ 2
⎪
⎪
⎪
⎪
⎪ f 2 = −qx − αsx − wx ,
⎪
⎪
⎪
⎪
⎪ g2 = px + αr x + vx ;
⎪
⎪
⎪
⎪
⎪
⎪
⎪e = qx p − qpx − αspx + αrqx + αsx p − r x q − wpx + vqx + wx p − αqr x
⎪ 3
⎪
⎪
⎪ − vx q + αsx r − αsr x ,
⎪
⎪
⎪
⎪
⎪
⎪ = p + 1 p 3 + 1 pq 2 + α 3 r p 2 + αpsq + α 1 rq 2 + r + α 3 pr 2 + αr sq
⎪
⎪
f 3 xx 2 2 2 2 xx 2
⎪
⎪
⎪
⎪ 3 2 1 2 1 2
+ pqw + 2 vp + 2 vq + 2 αps + αr x x + vx x ,
⎪
⎪
⎪
⎪
⎪
⎪ 1 3 1 2 3 2 1 2 3 2
⎪g3 = qx x + 2 q + 2 qp + α 2 sq + αqr p + α 2 sp + sx x + α 2 qs + αsr p
⎨
+ pvq + 23 wq 2 + 21 wp 2 + 21 αpr 2 + αsx x + wx x ;
⎪
⎪
⎪
⎪e = (−αr − p − v) px x + (−αs − q − w)qx x − α( p + r )r x x − α(q + s)sx x
⎪
⎪
⎪
⎪
4
⎪
⎪ − vx x p − wx x q + 21 px2 + (αr x + vx ) px
⎪
⎪
⎪
⎪
⎪
⎪ + 21 qx2 + (αsx + wx )qx + 21 αr x2 + 21 αsx2 − 38 p 4 + 23 (−αr − v) p 3
⎪
⎪
⎪
⎪
⎪
⎪ + 18 (−6q 2 + (−12αs − 12w)q − 18αr 2 − 6αs 2 ) p 2
⎪
⎪
⎪
⎪
⎪
⎪ − 23 q((αr + v)q + 2αr s) p − 23 q 2 41 q 2 + (αs + w)q + 21 α(r 2 + 3s 2 ) ,
⎪
⎪
⎪
⎪
⎪
⎪ f 4 = qx x x + αsx x x + wx x x + 21 (3 p 2 + (6αr + 6v) p + 3q 2 + (6αs + 6w)q
⎪
⎪
⎪
⎪
⎪
⎪ + 3αr 2 + 3αs 2 )qx + 21 (3αp 2 + 6αpr + 3αq 2 + 6αqs)sx
⎪
⎪
⎪
⎪
⎪
⎪ + 21 (3 p 2 + 3q 2 )wx ,
⎪
⎪
⎪
⎪
⎪g = − px x x − αr x x x − vx x x + 1 (−3 p 2 − (6αr + 6v) p − 3q 2 − (6αs + 6w)q
⎪
⎪
⎪ 4 2
⎪
⎪
⎪
⎪ − 3αr 2 − 3αs 2 ) p + 1 (−3αp 2 − 6αpr − 3αq 2 − 6αqs)r
⎪
⎪
x 2 x
⎩
− 21 (3 p 2 + 3q 2 )vx .
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M. McAnally, W.-X. Ma
Similar to [35], for each integer m ≥ 0, we further introduce an enlarged Lax matrix
V̄ [m] = (λm W̄ )+ = M V [m] , V1[m] , V2[m] ∈ g̃(λ), (29)
where V [m] is defined by (11) and Vi[m] = (λm Wi )+ , i = 1, 2. The enlarged zero
curvature equation,
Ūtm − V̄x[m] + Ū , V̄ [m] = 0, (30)
⎧
[m]
⎨U1,tm − V1,x + U, V1[m] + U1 , V [m] = 0,
(31)
⎩U [m] [m]
+ U2 , V [m] + α U1 , V1[m] = 0,
2,tm − V2,x + U, V2
along with the system in (11). The above equations then present the additional systems
S1,m (u, u 1 )
v̄tm = Sm = Sm (v̄) = , m ≥ 0, (32)
S2,m (u, u 1 , u 2 )
−gm+1
S1,m (u, u 1 ) = ,
f m+1
and
−gm+1
S2,m (u, u 1 , u 2 ) = .
f m+1
Then the enlarged zero curvature equation generates a hierarchy of bi-integrable cou-
plings, ⎡ ⎤ ⎡ ⎤
p −cm+1
⎢q ⎥ ⎢ bm+1 ⎥
⎢ ⎥ ⎢ ⎥
⎢r ⎥ ⎢−gm+1 ⎥
⎢ ⎥
ū tm = ⎢ ⎥ = ⎢ ⎢ ⎥ = K̄ m (ū), m ≥ 0, (33)
⎥
⎢s ⎥ ⎢ f m+1 ⎥
⎣v ⎦ ⎣−gm+1 ⎦
w t
f m+1
m
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Bi-Integrable Couplings Associated with so(3, R)
4 Hamiltonian Structures
We have a systematic approach for generating Hamiltonian structures for the bi-
integrable coupling in (33) using the variational identity over the enlarged matrix
loop algebra g̃(λ) [13,18]. The variational identity is as follows:
δ ∂ γ
W̄ , Ūλ dx = λ−γ λ W̄ , Ūū , γ = constant. (35)
δ ū ∂λ
where
⎡ ⎤
0 a3i a3i−2
A = M(A1 , A2 , A3 ) ∈ g̃(λ), Ai = ⎣ −a3i 0 −a3i−1 ⎦ , 1 ≤ i ≤ 3.
−a3i−2 a3i−1 0
(37)
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M. McAnally, W.-X. Ma
The map σ induces a Lie algebra structure on R9 isomorphic to the enlarged matrix
loop algebra g̃(λ). Thus, the corresponding Lie bracket [·, ·] on R9 is generated by
letting
[a, b]T = a T R(b), (38)
with ⎡ ⎤
0 −b3i b3i−1
Ri = ⎣ b3i 0 −b3i−2 ⎦ , 1 ≤ i ≤ 3. (40)
−b3i−1 b3i−2 0
There is an Lie isomorphism, σ , between the Lie algebra (R9 , [·, ·]) with the enlarged
matrix loop algebra g̃(λ).
We may find a bilinear form on R9 by
where F is a constant matrix and the symmetric property of ·, · requires that
F T = F. (42)
Upon solving the derived system of equations from (43) for an arbitrary vector b ∈ R9 ,
we find ⎡ ⎤
η1 η2 η3
F = ⎣η2 αη3 0 ⎦ ⊗ F0 , (44)
η3 0 0
where ⎡ ⎤
1 0 0
F0 = ⎣0 1 0⎦ , (45)
0 0 1
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Bi-Integrable Couplings Associated with so(3, R)
and ηi , 1 ≤ i ≤ 3, are arbitrary constants. Thus, the bilinear form on the semidirect
sum g̃(λ) of the two Lie subalgebras g̃ and g̃c is defined as
Bilinear form (46) is symmetric and ad-invariant due to the isomorphism σ . A bilinear
form, defined by (46), is non-degenerate iff the determinant of F is not zero, i.e.,
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M. McAnally, W.-X. Ma
−am+2 η1 − em+2 η2 − em+2 η3
H̄m = dx, (53)
m+1
⎡ ⎤−1
0 η1 0 η2 0 η3
⎢−η1 0 −η2 0 −η3 0⎥
⎢ ⎥
⎢ 0 η2 0 αη3 0 0⎥
J¯ = ⎢
⎢−η2
⎥ , (54)
⎢ 0 −αη3 0 0 0⎥ ⎥
⎣ 0 η3 0 0 0 0⎦
−η3 0 0 0 0 0
and note that det( J¯) = 0. In particular, when m = 2, the Hamiltonian functional is
1
H̄2 = −a4 η1 − e4 η2 − e4 η3 dx, (55)
3
where
123
Bi-Integrable Couplings Associated with so(3, R)
K̄ m = Φ̄ K̄ m−1 , m ≥ 0, (57)
and
q∂ −1 v + w∂ −1 p + αs∂ −1r q∂ −1 w + w∂ −1 q + αs∂ −1 s
Φ2 = . (60)
− p∂ −1 v − v∂ −1 p − αr ∂ −1r − p∂ −1 w − v∂ −1 q − αr ∂ −1 s
is symmetric with respect to T̄1 and T̄2 , and the two operators J¯ and M̄ = Φ̄ J¯ make a
Hamiltonian pair [38], i.e., J¯, M̄, and J¯ + M̄ are all Hamiltonian operators. Thus, the
hierarchy (33) of bi-integrable couplings possesses a bi-Hamiltonian structure [38,39]
and is Liouville integrable. It follows that there are infinitely many symmetries and
conserved functionals:
[ K̄ m , K̄ n ] = 0, m, n ≥ 0, (61)
and
{H̄m , H̄n } J¯ = {H̄m , H̄n } M̄ = 0, m, n ≥ 0. (62)
6 Concluding Remarks
We have obtained a new class of bi-integrable couplings (33) for the soliton hierarchy
(12) using on non-semisimple Lie algebra (16). We showed the resulting hierarchy
of bi-integrable couplings possesses a bi-Hamiltonian structure and is Liouville inte-
grable. It remains an open question how to generate a Hamiltonian structure for matrix
loop algebra (15) when α = 0 as the bilinear form presented in Sect. 4 is degenerate.
123
M. McAnally, W.-X. Ma
Some enlarged matrix loop algebras do not possess any non-degenerate, symmetric,
and ad-invariant bilinear forms required in the variational identity. In the following
example of a bi-integrable coupling,
⎧
⎪
⎨u t = K (u)
vt = K (u)[v] (63)
⎪
⎩
wt = K (u)[w].
where K (u) denotes the Gateaux derivative, is there any Hamiltonian structure for
this specific bi-integrable coupling?
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