Closed-form solutions of a version

of the Gross-Pitaevskii equation

Solomon M. Antoniou
SKEMSYS
Scientific Knowledge Engineering
and Management Systems

Corinthos 20100, Greece
solomon_antoniou@yahoo.com

Abstract
The Riccati equation method with variable expansion coefficients, introduced
recently, is used to find explicit solutions to a nonlinear equation appearing in the
Gross-Pitaevskii equation. This equation appears in the two articles by Dalfovo et
al [Phys. Rev A 54 (1996) 4213] and by Lundh et al [Phys Rev A55 (1997) 2126]
and has the form ) x ( U ) x ( U x ) x ( U
3
+ = . The solutions are expressed in terms
of the Airy functions.

Keywords: Bose-Einstein condensation, Gross-Pitaevskii equation, extended
Riccati equation method, nonlinear equations, exact solutions, Painlev P-II,
Airy functions.





2

1. Introduction.
Bose-Einstein condensate is a new state of matter, predicted theoretically by Bose
and Einstein in 1925. The experimental verification of the theory was made
possible only in 1995 (Anderson et al [2]) and this experimental achievement won
the Nobel Prize for Physics in 2001. Bose-Einstein condensate is a dilute gas of
bosons cooled to temperature very close to the absolute zero. This is a new form of
matter with unusual properties. The quantitative description of the Bose-Einstein
state is implemented through the Gross-Pitaevskii equation (Gross [9], Pitaevskii
[11], Pitaevskii and Stringari [12]). This is a nonlinear, Schrdinger-like equation,
which determines the ground state
0
of the Bose-Einstein gas. In this paper we
solve one form of the Gross-Pitaevskii equation. This equation appears in Dalfovo,
Pitaevskii and Stringari [6] and in Lundh, Pethick and Smith [10].
The paper is organized as follows: In Section 2 we describe the extended Riccati
equation method with variable expansion coefficients. This method was
introduced in Antoniou ([3] and [4]) and applied successfully in two cases of
nonlinear PDEs, the Burgers and KdV equations. In Section 3 we solve the
equation ) x ( U ) x ( U x ) x ( U
3
+ = . We find two families of solutions, expressed
in terms of the Airy functions. In Section 4 we consider the ) G / G ( expansion
method with variable expansion coefficients. Using this last method we establish
two third order ordinary differential equations which when solved, provide more
families of solutions.
2. The Method.
We suppose that a nonlinear ordinary differential equation
0 ) , u , u , u , x ( F
xx x
= L (2.1)
with unknown function ) x ( u admits solution expressed in the form


= =
+ =
n
1 k
k
k
n
0 k
k
k
Y
b
Y a ) x ( u (2.2)
3
where all the expansion coefficients depend on the variable x,
) x ( a a
k k
, ) x ( b b
k k
for every n , , 2 , 1 , 0 k L =
contrary to the previously considered cases, where the expansion coefficients were
considered as constants. The function ) x ( Y Y satisfies Riccatis equation

2
Y B A ) x ( Y + = (2.3)
where the coefficients A and B depend on the variable x too.
In solving the nonlinear ODE (2.1), we consider the expansion (2.2) and then we
balance the nonlinear term with the highest derivative term of the function ) x ( u
which determines n (the number of the expansion terms). Equating the
coefficients of the different powers of the function ) x ( Y to zero, we can
determine the various expansion coefficients ) x ( a
k
, ) x ( b
k
and the functions
) x ( A , ) x ( B . We finally solve Riccati's equation and then find the solutions of the
equation considered.

3. The Gross-Pitaevskii equation ) x ( U ) x ( U x ) x ( U
3
+ = and its
solutions.
We start considering the Gross-Pitaevskii equation
) r ( ) r ( | ) r ( |
m
a 4
) r ( V
m 2
2
2
ext
2
2
r r r h r h
=
(
(

+ +
where a is the s wave scattering length and is the chemical potential.
In case of a spherical trap, the Gross-Pitaevskii equation takes the form
0
m
a 4
] ) r ( V [
dr
d
r m
dr
d
m 2
3
2
ext
2
2
2 2
=

+ +

h h h
(3.1)
We suppose that the boundary of the system is determined by the equation
) R ( V
ext
= . In this case we can consider the approximation
) R r ( o F ) R r ( ) r ( V
ext
+ =
4
where F is the modulus of the external attractive force. Therefore equation (3.1)
becomes
0
m
a 4
F ) r R (
dr
d
m 2
3
2
2
2 2
=

+ +

h h
(3.2)
Introducing the change of variables

=
R r
x ,
3 / 1
2
F
m 2

|

\
|
=
h
and ) x ( U
) a 8 (
1
) r (
2 / 1

=
equation (3.2) becomes an ordinary nonlinear differential equation
) x ( U ) x ( U x ) x ( U
3
+ = (3.3)
This equation appears in Dalfovo, Pitaevskii and Stringari ([6], equation (10)) and
in Lundh, Pethick and Smith ([10], equation (3)). It is a remarkable fact that
equation (3.3) is the Painleve II equation. This equation was recently solved
(Antoniou [5]) in its general form w z ) z ( w 2 ) z ( w
3
+ = .
We consider the extended Riccati equation method in solving equation (3.3). In
this case we consider the expansion

= =
+ =
n
1 k
k
k
n
0 k
k
k
Y
b
Y a ) x ( U and balance the
second order derivative term with the second order nonlinear term of (3.3). We
then find 1 n = and thus

Y
b
Y a a ) x ( U
1
1 0
+ + = (3.4)
where all the coefficients
0
a ,
1
a and
1
b depend on x, and Y satisfies Riccatis
equation
2
BY A Y + = . The prime will always denote derivative with respect to
the variable x. From equation (3.4) we obtain, taking into account
2
BY A Y + =

2
2
1 1 2
1 1 0
Y
) BY A ( b
Y
b
) BY A ( a Y a a ) x ( U
+

+ + + + = (3.5)
) BY A ( Y B 2 Y B A ( a ) BY A ( a 2 Y a a ) x ( U
2 2
1
2
1 1 0
+ + + + + + + =
5
2
2
1
2
1
2
1 1
Y
) BY A ( BY b 2 ) Y B A ( b ) BY A ( b 2
Y
b + + + + +

+
3
2 2
1
Y
) BY A ( b 2 +
+ (3.6)
Therefore equation (3.3), under the substitution (3.4) and (3.6), becomes
) BY A ( Y B 2 Y B A ( a ) BY A ( a 2 Y a a
2 2
1
2
1 1 0
+ + + + + + +
2
2
1
2
1
2
1 1
Y
) BY A ( BY b 2 ) Y B A ( b ) BY A ( b 2
Y
b + + + + +

+
3
1
1 0
1
1 0
3
2 2
1
Y
b
Y a a
Y
b
Y a a x
Y
) BY A ( b 2
|

\
|
+ + +
|

\
|
+ + =
+
+ (3.7)
Upon expanding and equating the coefficients of Y to zero in the above equation,
we obtain a system of seven differential equations from which we can determine
the various expansion coefficients. We obtain
coefficient of
3
Y :
0 a B a 2
3
1
2
1
= (3.8)
coefficient of
2
Y :
0 B a 2 B a a a 3
1 1
2
1 0
= + + (3.9)
coefficient of Y:
0 a a a 3 b a 3 a x AB a 2
1 1
2
0 1
2
1 1 1
= + (3.10)
coefficient of
0
Y :
0 A a 2 B b A a B b 2 b a a 6 a a x a
1 1 1 1 1 1 0
3
0 0 0
= + + (3.11)
coefficient of
1
Y

:
0 AB b 2 b a 3 b a 3 b x b
1
2
1 1 1
2
0 1 1
= + (3.12)
coefficient of
2
Y

:
0 A b b a 3 A b 2
1
2
1 0 1
= (3.13)
6
coefficient of
3
Y

:
0 b A b 2
3
1
2
1
= (3.14)
We are to solve the system of equations (3.8)-(3.14), supplemented by Riccati's
equation
2
BY A Y + = .
From equations (3.8) and (3.14), ignoring the trivial solutions, we obtain
B 2 a
1
= and A 2 b
1
= (3.15)
respectively.
3.I. Case I. We first consider the case
B 2 a
1
= and A 2 b
1
= (3.16)
We then obtain from (3.9) and (3.13)

B
B
2
2
a
0

= and
A
A
2
2
a
0

= (3.17)
respectively. Equating the two different expressions of
0
a and integration, we find
that
p AB= (3.18)
where p is a constant.
From equation (3.10), we get
0 ) x p 4 (
B
B
2
3
B
B
2
= +
|

\
|

(3.19)
From equation (3.12) we get
0 ) x p 4 (
A
A
2
3
A
A
2
= +
|

\
|

(3.20)
From equation (3.11) we get
0
B
B
) x p 8 (
B
B
2
1
B
B
3
=
|

\
|

+
|

\
|

\
|

(3.21)
7
Equations (3.19) and (3.20) are connected through the relation p B A = . Therefore
there is not any need to solve them separately since they are equivalent due to the
relation p B A = . We now solve equation (3.19). Under the substitution

B
B
F

= (3.22)
equation (3.19) transforms into
) x p 4 ( F
2
1
F
2
+ + = (3.23)
which is a Riccati differential equation. Under the standard substitution

u
u
2 F

= (3.24)
Riccati's equation becomes
0 ) x ( u
2
x p 4
) x ( u =
+
+ (3.25)
The previous equation can be transformed into the Airy equation. In fact, under
the substitution + = z x ( and parameters to be determined) equation
(3.25) takes on the form
0 ) z ( u
2
) p 4 (
z
2
dz
) z ( u d
2 3
2
2
=
|
|

\
|
+
+

+ (3.26)
The choice 2
3
= and p 4 = transforms (3.26) into
0 ) z ( u z
dz
) z ( u d
2
2
= (3.27)
which is the Airy differential equation with general equation
) z ( Bi C ) z ( Ai C ) z ( u
2 1
+ = (3.28)
where ) z ( Ai and ) z ( Bi are Airy's functions of the first and second kind
respectively (see for example Abramowitz and Stegun [1]). Going back to the
original variable, i.e. taking into account z ) 2 ( p 4 z
3 / 1
= + , we obtain the general
solution of equation (3.25)
8

|
|

\
|

+
+
|
|

\
|

+
=
3 / 1
2
3 / 1
1
) 2 (
p 4 x
Bi C
) 2 (
p 4 x
Ai C ) x ( u (3.29)
We now have to determine the function Y which satisfies Riccati's equation
2
BY A Y + = . Under the substitution

v
v
B
1
Y

= (3.30)
Riccati's equation becomes
0 v ) AB ( v
B
B
v = +
|

\
|

(3.31)
Since
u
u
2
B
B
=

and p B A = , equation (3.31) becomes

0 u v p 2 v u 2 v u = + +
which can be written as
0 v ) u u p 2 ( ) v u ( = + (3.32)
The substitution
v u Z = (3.33)
transforms (3.32) into
0 Z
u
u
p 2 Z =
|

\
|

+ (3.34)
Since x
2
1
p 2
u
u
=

(this relation comes from (3.25)), equation (3.34) takes on
the form
0 Z x
2
1
p 4 Z =
|

\
|
+ + (3.35)
The above equation can be transformed into the Airy's equation (the same way
(3.25) was transformed into (3.27)) and admits general solution

|
|

\
|

+
+
|
|

\
|

+
=
3 / 1
2
3 / 1
1
) 2 (
p 8 x
Bi C
~
) 2 (
p 8 x
Ai C
~
Z (3.36)
9
Integrating
u
u
2
B
B
=

we obtain

) x ( u
K
B
2
= (3.37)
where K is a constant. Since
u
u
Z
Z
v
v

(this relation comes by differentiation

of u / Z v = ), we obtain from (3.30), using also (3.37), that

|

\
|

=
u
u
Z
Z
K
u
Y
2
(3.38)
where Z and u are given by (3.36) and (3.29) respectively.
We consider finally equation (3.21). This equation takes the form
F ) p 8 x ( F
2
1
F
3
+ = (3.39)
where F is defined in (3.22). This equation should be combined with (3.23) to get
a compatibility condition, which will eventually establish a relation determining
the constant p. From (3.23) multiplying by F we obtain
F ) x p 4 ( F F F
2
1
3
+ + = and because of that, equation (3.39) takes on the form
F p 4 F F F = . Differentiating (3.23) we get 1 F F F = . We thus obtain the
equation 1 F p 4 = . Since
u
u
2 F

= , we derive the compatibility condition
p 8
1
u
u
=

, i.e.
0 u u p 8 = + (3.40)
This last condition should hold for every x. Writing the compatibility condition as
+

|
|

\
|

+
+
|
|

\
|

3 / 1
2
3 / 1
1
) 2 (
p 4 x
Bi C
) 2 (
p 4 x
Ai C
dx
d
p 8
0
) 2 (
p 4 x
Bi C
) 2 (
p 4 x
Ai C
3 / 1
2
3 / 1
1
=

|
|

\
|

+
+
|
|

\
|

+
+
10
and expanding around 0 x = , we obtain the relation
+ } ) p ; C , C ( H p ) 2 ( 4 ) p ; C , C ( G {
2 1
3 / 2
2 1

+
)
`

+ x ) p ; C , C ( H ) 2 (
2
1
) p ; C , C ( G p 16
2 1
3 / 2
2 1
2

+ + +
2
2 1
2 3 / 2
2 1
x } ) p ; C , C ( H p ) 2 ( 4 ) p ; C , C ( G p 3 {
+

+
|
|

\
|
+ +
3
2 1
3 / 2
2 1
3
x ) p ; C , C ( H p ) 2 (
6
5
) p ; C , C ( G
3
p 16
12
1

0 ) x ( O
4
= + (3.41)
where
) p ) 2 ( 2 ( Bi C ) p ) 2 ( 2 ( Ai C ) p ; C , C ( G
3 / 2
2
3 / 2
1 2 1
+ = (3.42)

p ) 2 ( 2 x
2
p ) 2 ( 2 x
1 2 1
3 / 2 3 / 2
) x ( Bi
dx
d
C ) x ( Ai
dx
d
C ) p ; C , C ( H
= =
+ = (3.43)
In all the higher order expansion terms, there appears the same linear combination
of the quantities ) p ; C , C ( G
2 1
and ) p ; C , C ( H
2 1
. Therefore the relation (3.41) is
true for every x , if and only if
0 ) p ; C , C ( G
2 1
= and 0 ) p ; C , C ( H
2 1
= (3.44)
The two equations (3.44) hold simultaneously if

) p ) 2 ( 2 ( Ai
) p ) 2 ( 2 ( Bi
C
C
3 / 2
3 / 2
2
1


= and
) p ) 2 ( 2 ( i A
) p ) 2 ( 2 ( i B
C
C
3 / 2
3 / 2
2
1


= (3.45)
Equating the two different expressions of the ratio
2 1
C / C , we arrive at the
condition
0 ) p ) 2 ( 2 ( Bi ) p ) 2 ( 2 ( i A ) p ) 2 ( 2 ( i B ) p ) 2 ( 2 ( Ai
3 / 2 3 / 2 3 / 2 3 / 2
= (3.46)
The above condition determines the constant p.
Let us now collect everything together:
11
The solution of the nonlinear equation ) x ( U ) x ( U x ) x ( U
3
+ = is given by
Y
b
Y a a ) x ( U
1
1 0
+ + = where
B
B
2
2
a
0

= , B 2 a
1
= , A 2 b
1
= with p B A = ,
) x ( u
K
) x ( B
2
= and
|

\
|

=
u
u
Z
Z
K
u
Y
2
, where Z and u are given by (3.36) and
(3.29) respectively. Therefore ) x ( U is given by

1
Z
Z
u
u
p 2
Z
Z
2 ) x ( U

\
|

= (3.47)
where p is determined by (3.46), and Z, u are given by (3.36) and (3.29)
respectively.
3.II. Case II. We next consider the case
B 2 a
1
= and A 2 b
1
= (3.48)
We then obtain from (3.9) and (3.13)

B
B
2
2
a
0

= and
A
A
2
2
a
0

= (3.49)
respectively. Equating the two different expressions of
0
a , we find that
p AB= (3.50)
where p is a constant.
From equation (3.10), we get
0 ) x p 4 (
B
B
2
3
B
B
2
= +
|

\
|

(3.51)
From equation (3.12) we get
0 ) x p 4 (
A
A
2
3
A
A
2
= +
|

\
|

(3.52)
From equation (3.11) we get
0
B
B
) x p 8 (
B
B
2
1
B
B
3
=
|

\
|

+
|

\
|

\
|

(3.53)
12
Using the same reasoning as in Case I, we conclude the following:
The solution of the nonlinear equation ) x ( U ) x ( U x ) x ( U
3
+ = is given by
Y
b
Y a a ) x ( U
1
1 0
+ + = where
B
B
2
2
a
0

= , B 2 a
1
= , A 2 b
1
= with
p B A = ,
) x ( u
K
) x ( B
2
= and
|

\
|

=
u
u
Z
Z
K
u
Y
2
, where Z and u are given by
(3.36) and (3.29) respectively. Therefore ) x ( U is given by

1
Z
Z
u
u
p 2
Z
Z
2 ) x ( U

\
|

= (3.54)
where p is determined by (3.46), and Z, u are given by (3.36) and (3.29)
respectively.

4. The
|

\
|

G
G
expansion method with variable expansion coefficients.
We consider that equation (3.3) admits a solution of the form

|
|

\
|
+ =
) x ( G
) x ( G
) x ( a ) x ( a ) x ( U
1 0
(4.1)
Upon substituting (4.1) into (3.3) we obtain an equation, which when arranged
properly, can take the form
] G a a 3 G a 2 G a G a x G a [
) x ( G
1
) a a x a (
2
0 1 1 1 1 1
3
0 0 0
+ + +
] ) G ( a a 3 G G a 3 ) G ( a 2 [
) x ( G
1
2
0
2
1 1
2
1
2
+
0 ] ) G ( a 2 ) G ( a [
) x ( G
1
3
1
3 3
1
3
= + + (4.2)
Equating to zero all the coefficients of ) x ( G in the above equation, we obtain the
following system of ordinary differential equations
0 a a x a
3
0 0 0
= (4.3)
13
0 G a a 3 G a 2 G a G a x G a
2
0 1 1 1 1 1
= + + (4.4)
0 ) G ( a a 3 G G a 3 ) G ( a 2
2
0
2
1 1
2
1
= (4.5)
0 ) G ( a 2 ) G ( a
3
1
3 3
1
= + (4.6)
Equation (4.3) is essentially equation (3.3) and thus admits all the solutions found
in Section 4. From equation (4.6), ignoring the trivial solution, we obtain that
2 a
1
= (4.7)
From equation (4.4), taking into account the above values of
1
a , we derive the
equation
x a 3
G
G
2
0
+ =

(4.8)
From equation (4.5), we obtain

0
a 2
G
G
=

for 2 a
1
= and
0
a 2
G
G
=

for 2 a
1
= (4.9)
We thus derive the following solutions, by dividing (4.8) by (4.9):
Solution I. For 2 a
1
= , the function ) x ( G is determined as solution of the
equation
0
2
0
a
x a 3
2
2
G
G +
=


where
0
a is any solution of equation (4.3).
Solution II. For 2 a
1
= , the function ) x ( G is determined as solution of the
equation
0
2
0
a
x a 3
2
2
G
G +
=


where
0
a is any solution of equation (4.3).
In both the above solutions,
0
a is given by (3.47) and (3.54) (simply substitute
) x ( U by
0
a ). This method pressuposes the Riccati method with variable
expansion coefficients and the final solution might require supercomputing
facilities with symbolic capabilities. A remarkable feature of the
) G / G ( expansion with variable expansion coefficients is that a repeated use of
14
the method in determining
0
a , leads to a proliferation of solutions, a rather unique
feature of the Riccati ) G / G ( expansion.

Appendix.
In this Appendix we consider the two cases ( B 2 a
1
= , A 2 b
1
= ) and
( B 2 a
1
= , A 2 b
1
= ). We show that in these two cases we get incompatible
equations.
Case III. We first consider the case
B 2 a
1
= and A 2 b
1
= (A.1)
We then obtain from (3.9) and (3.13)

B
B
2
2
a
0

= and
A
A
2
2
a
0

= (A.2)
respectively. Equating the two different expressions of
0
a and integration, we find
that
B s A
2
= (A.3)
where s is a real constant. We do not consider the case B s A
2
= , since in that
case Riccati's equation gives complex-valued solutions.
From equation (3.10), we get
0 x B s 8
B
B
2
3
B
B
2 2
2
=
|

\
|

(A.4)
From equation (3.12) we get
0 x B s 8
A
A
2
3
A
A
2 2
2
=
|

\
|

(A.5)
From equation (3.11) we get
0 ) B ( s 12
B
B
x
B
B
2
1
B
B
2 2
3
=
|

\
|

\
|

\
|

(A.6)
15
Equation (A.4) under the substitution

) x ( u
1
B
2
= (A.7)
takes on the form

) x ( u
s 4
) x ( u
2
x
) x ( u
3
2
= + (A.8)
which is Ermakov's equation (Ermakov [7]). The equation 0 ) x ( u
2
x
) x ( u = +
admits two linearly independent solutions,
|
|

\
|

3 / 1
) 2 (
x
Ai and
|
|

\
|

3 / 1
) 2 (
x
Bi .
Therefore, using the standard procedure, the general solution of (A.8) is given by

|
|
|
|
|
|

\
|
(
(

|
|

\
|

+ +
(
(

|
|

\
|

=

2
2
3 / 1
1 2
2
2
3 / 1
2
1
) 2 (
x
Ai
dx
C C s 4
) 2 (
x
Ai ) x ( u C (A.9)
and

|
|
|
|
|
|

\
|
(
(

|
|

\
|

+ +
(
(

|
|

\
|

=

2
2
3 / 1
1 2
2
2
3 / 1
2
1
) 2 (
x
Bi
dx
C C s 4
) 2 (
x
Bi ) x ( u C (A.10)
Every solution of the equation (A.4) found previously has to be substituted in
(A.6) and thus obtain a compatibility condition. Despite the fact that (A.4) admits
a closed-form solution, equations (A.4) and (A.6) are incompatible. The proof
goes as follows: Equations (A.4) and (A.6) can be written in terms of
B
B
G

as
x B s 8 G
2
1
G
2 2 2
+ = (A.11)
16
and
0 ) B ( s 12 G x G
2
1
G
2 2 3
= (A.12)
respectively.
Multiplying equation (A.11) by G we derive the equation
G z B G s 8 G G G
2
1
2 2 3
+ + = (A.13)
Combining (A.12) with (A.13) we get
0 ) B ( s 12 B G s 8 G G G
2 2 2 2
= + (A.14)
Differentiating (A.11) with respect to x we obtain
1 ) B ( s 8 G G G
2 2
+ = (A.15)
Equations (A.14) and (A.15) give
0 ) B ( s 12 B G s 8 1 ) B ( s 8
2 2 2 2 2 2
= + +
which is equivalent to the quite remarkable result 0 1= . We have thus proved that
equations (A.4) and (A.6) are incompatible.
Case III. We consider next the case
B 2 a
1
= and A 2 b
1
= (A.16)
Using the same reasoning as before, we obtain again incompatible equations.

References
[1] M. Abramowitz and I. A. Stegun: "Handbook of Mathematical
Functions". Dover 1972
[2] M. H. Anderson, J. R. Ensher, M. R. Matthews, C. E. Wieman and
E. A. Cornell: "Observation of Bose-Einstein Condensation in a Dilute
Atomic Vapor". Science (New Series) 269 (1995) 198-201.
[3] S. Antoniou: The Riccati equation method with variable expansion
coefficients. I. Solving the Burgers equation. submitted for publication

17
[4] S. Antoniou: The Riccati equation method with variable expansion
coefficients. II. Solving the KdV equation. submitted for publication
[5] S. Antoniou: Some General Solutions of the Painleve P-II Equation".
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Complete Integrability. Appl. Anal. Discr. Math. 2 (2008) 123-145
Translation from the original Russian article:
Universitetskiye Izvestiya Kiev No. 9 (1880) 1-25
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Cambridge University Press 1995
[9] E. P. Gross: "Structure of a quantized vortex in boson systems"
Nuovo Cimento 20 (1961) 454-457
[10] E. Lundh, C. J. Pethick and H. Smith: "Zero-temperature properties of a
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[12] L. Pitaevskii and S. Stringari: "Bose-Einstein Condensation".
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