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Transformation Theories For Nonlinear Discrete Systems
Transformation Theories For Nonlinear Discrete Systems
59, 1976
Miki WADATI
§ 1. Introduction
Soliton is a localized nonliner wave which has a particle-like property. 1>, 2>
Mathematically and physically, the studies of soliton may be divided into two
categories, i.e., continuous and discrete (lattice). Soliton in discrete system
is sometimes called lattice-soliton. Up to now it has been known that
lattice-soliton arises in the following three fields of physics. For the moment,
the boundary conditions for each system are not specified.
(1·1)
where Qn is the displacement of the n-th particle from its equilibrium and
Pn is its conjugate momentum.
~ ~~___l!_______ t
~-··~·"'2 ~·~
Fig. 1. A one-dimensional lattice with fixed ends.
In 1967, Toda proposed a nonliner lattice with the potential of the form 3>
(ab>O) (1·2)
. 1
Qn=-;nPn, (1·3a)
Pn=On, (1·4a)
V!a!J
m t---+ t. (1·5)
(1·6)
rn=Qn-Qn-1· (1·7)
1-2. Ladder type electric circuit
We consider a ladder type nonlinear LC circuit (Fig. 2). Time changes
of electric charge qn in the n-th capacitance and magnetic flux ([Jn across
n-th inductance are described by
(1·8a)
(1·8b)
and
qn=C(Vn)Vn, (1·9a)
(j)n=L(ln)ln. (1·9b)
L=constant=1, (1·10a)
(1·10b)
(1·12a)
(l·12b)
1 dVn
~1-+----ccV-=-n-, dt = In -1n+ 1' (1·13a)
1
(1·13b)
This self-dual nonlinear network equation was introduced by Hirota. 7), 8>
iii) If we take
(j)n=log(a+ln), (1·14b)
d
dt[log(ln+a)]= Vn-1- Vn. (1·15b)
Computer study on the system (1·15) has been done by Daikoku, Mizushima
and Tamama. 9 >
(1·16)
Number of n-th species, Nn, increases by the collision with (n+1)th species
and decreases by the collision with (n-1)th species (Fig. 3). This system
may be considered as a special form of Volterra system. Recently Eq. (1·16)
was studied in connection with the spectrum of Langmuir wave in plasma
physics. IO), 11 >
As an extension of Eq. (1·16), we also consider the following model:
(1·17)
where
c=exp{ -(Q:...~- Q_~)}. (2·4)
Qn=y=constant. (2·5)
This solution will be referred as the "vacuum solution". One soliton solution
which satisfies the boundary condition
where
z=A exp(Q_~-Q:...~)=A exp(y-y'). (2·8)
(2·10)
Also, substituting Eq. (2·7) into Eq. (2·3b) and using the relation (2·9), we
have
where dot indicates the differentiation with respect to time t and a depends only
on t. Equation (2·12) determines the time dependence of B(t) and C(t) in Eq.
(2·10).
1
B(t)=B(O)f3(t)e--zt,
(2·13)
C(t) = C(0){3(t)e-z t,
where
Then
!f(n, t)=f3(t)sn exp[ -ccosh w·t]·cp(n, t), (2·15)
where
c=±1 (2·16)
and
cp(n, t)=B(O) exp( -nw-st sinh w)
+ C(O) exp(nw+st sinh w). (2·17)
(2·20)
(2·25)
Substitution of Eq. (2·23) into Eq. (2·7) yields
~~
~--· ~0§
Fig. 4. Lamb diagram showing Backlund transformation from Qn to Q;. with constant A (and z).
Then we have
Fig. 5. Lamb diagram for a sequence of Backlund transformations giving the relation (2·34).
= [z1 exp{ -(Q~D- Q~2,)} -z2 exp{ -(Q\f)- Q~2,)} ]exp(QW)- Q~2,)
+ [z 2 exp(Q~2_ 1 - Q~12,)-z 1 exp(Q\f2_ 1- Q~2,)]exp(- Q~~i + Q~~)),
which is equal to
as n ---+ - oo.
Then we arrive at
That is, the second-order solution Q~12 ) is expressed in terms of the original
solution QW) and two first-order solutions Q)P and Q\f). Since the starting
solution Q~m is not specified, this relation gives a recursion formula for con-
structing a ladder of solutions, for instance, N-soliton solution.
Let the starting solution QW) be the vacuum solution and Q~D and Qh2)
be one-soliton solution and one-antisoliton solution, respectively.
(2·36)
(2·37)
where
c/J1(n, t)=B1 exp( -nw1-e1 tsinh w1)+ C1 exp(nw1 +e1 tsinh w1),
B 1C1>0, z 1= e1e-w•, e1= ± 1 (2·38)
and
cp2(n, t)=B2 exp( -nw2 -e 2 tsinh w 2)+ C2 exp(nw2+e2 tsinh w 2),
B2C2<0, z 2 =e 2 e-w•, e2=±l. (2·39)
(2·40)
where
fn = c/1 2( n+ 1)¢1 (n + 2) -¢1 (n + 1)cp 2(n+ 2)
=2D 1 cosh[n(w 1 +w 2)+t(e 1 sinhw 1 +e 2 sinhw 2)+8 1]
+2D 2 cosh[n(w 1 -w 2)+t(e1 sinh w 1 -e 2 sinh w 2)+8 2], (2·41)
we simply have
fn+1fn-1
f~
d2
=1+ dt2 logfn· (2·43)
a(n-1)tfi(n-1)+a(n)t/J(n+ 1)+b(n)ifl(n)
l
a(n)=an=2exp{ -(Qn- Qn-1)/2}, (2·46)
l d
b(n)=bn= -2 dt Qn-1• (2·47)
(2·48)
For the present purpose it is more convenient to work with the expression
:t (Qn + Qn-1-2Q~-1)
instead of Eq. (2·3b). Substitution of Eq. (2·44) into Eq. (2·49) gives
z=Ac. (2·52)
Substituting Eq. (2·52) into Eq. (2·3a) and equating the terms of the same
powers of z, we obtain a recursion formula for f~ml:
cml -S m,o -PnjCm-ll_jCm-2l+4a2
/ n-1- n-1 n-1 n+1 ""
.:;.., .:;.., jCkl+W
"" n Jn-1 (2·53)
k=O 1=0
k+l=m-2
with
(2·54)
f~~1=P~-l+4a~+1>
f~3_21 = - P~ + 2Pn -4a~+1(Pn+l +2Pn),
f~4_21 = P~- 3P~ + l + 4a~+ 1( P~+ 1 + 3P~ + 2Pn+ 1P n- 3)
+ l6a~+l(a~+ 2 +a~+1),
(2·55)
On the other hand, upon substituting Eq. (2·52) into Eq. (2·la), we have
d 00 co 00
_r!__
dt flCkl -4a2 jCk-1l_4a2jCk-ll
n-1- n+1 n n n-1 , (2·57)
00 00
Equation (2·57) is in the form of conservation laws and ~;=-oo D;['l (k=1, 2,. .. )
are constants of motion. Explicit forms of D;£'.2 1 are, for example,
DCD -j<D
n-1- - -Pn•
n-1-
D<2) -j<2)
n-1- n-2 _1_(/(1) - 2 n +4a2n+ 1-1 '
2 n-1)2-l_p2
Physical meanings of - ~;=-oo D<,[l and ~;=-oo Dftl are the total momentum
and the total energy of the lattice, respectively. The existence of an infinite
number of conservation laws implies that Toda lattice is an integrable system.
(3·2a)
, aw
Pn=- oQ~, (3·2b)
H'=H+E. (3·2c)
Here H and H' are new and old Hamiltonian.
We shall apply the canonical transformation theory to Toda lattice.
Before that, we give a simple comment. Consider a transformation of the
Pn=f(Qn)/j(Q~)+JCQ~-1)/j(Qn), (3·3a)
(3·4)
(3·5)
(3.6)
and look for a canonical transformation which preserves the Hamiltonian form
(3·6). From the above discussion, it is quite natural to consider a canonical
transformation induced by the generating function 23 >
H'=H+E. (3·8c)
(3·9a)
e=±l. (3·llc)
The difference between the total momenta :En P n and :En P~ is readily
found from Eqs. (3·8) to be
then
Next we shall see the relation between :EnP~ and :EnP~2 . From Eqs.
(3·8) we have
n n
2
:E (P~ +a) 2 =A :E exp{ -2(Q~- Qn)} + 12 :En exp{ -2(Qn+I- Q~)}
+2:Eexp{-(Qn+1-Qn)}. (3·14b)
n
Then
l
=-2 :E P~ + :E exp{ -(Qn+1- Qn)}
n n
1
- L;P~+L;exp{-(Qn+l-Qn)}
=2
n n
-sinh {( Q:.,- Q'_~)- (Q~- Q_~)}. (3·15)
Comparing Eq. (3·15) with Eq. (3·8c), we find that the new Hamiltonian is
and a constant E is
Thus the above transformation maps the dynamical space of the system to
itself. In other words, if Q and P constitute a solution of the equations of
motion for Toda lattice
. an (3·18a)
Qn= oPn =Pn,
. an
Pn=- oQn =exp{ -(Qn- Qn-1)} -exp{ -(Qn+l- Qn)}, (3·18b)
then Q' and P' give a solution of the same system e.g.,
(1·4a)
or
dn =an(bn+l-bn), (4·1a)
1
bn=-2Pn-1· (4·2b)
Sn= 1 + V~
Vn (ln-In+l)= ,
O (1·13a)
jn 0
Tn= 1 +n (Vn-1- Vn)= . (1·13b)
The transformation which relates solutions of Eqs. (1-4) (or Eqs. (4·1)) and
Eqs. (1·13) was found to be24)
1
exp2(Qn-1-Qn)-2an
It is shown that if Vn and In satisfy Eqs. (1·13), then Pn and Qn (or an and
bn) defined by Eqs. (4·4) satify Eqs. (1·4) (or Eqs. (4·1)). In fact, explicit
calculation yields
and
bn -2(a; -a;_ 1)
1
= -2(/n +In-1)(1+ V;_l)Sn- 1
+-~ (l+iVn-l)(l+I;)Tn
- ~ (l-iVn)(l+I;_1)Tn-1·
Ut-6Uux+Uxxx=0 (4·5)
(4·6)
(4·7a)
(4·7b)
iflxx-uifl=O, (4·9a)
Here C(t) depends only on time t. Since K-dV equation, Eq. (4·5), is
invariant under the Galilean transformation:
we replace u by u-.\ and o/ot by o/ot-6.\ o/ox in Eqs. (4·9), and then obtain
-ifixx+Uip=A.ifi, (4·lla)
!fie=(2u+4A.)ifix-uxifi+ C(t)ifi
(4·llb)
(4·12)
=1+iVn-1-z1n+ln Vn-1>
2an }n =(1+iln)(1-iVn)
'f'n+1
(4·13)
c/Jn+2
an+1-,~_--+an-,~_--= 1 -
c/Jn bn+1•
'f'n+1 'f'n+1
then
(4·14)
Pn ----+ Pn+fL,
Qn ----+ Qn +p.t,
fL: some constant, (4·15)
then
which reduces to
(4·17)
d
dt rp(n) =- B(n)rp(n-1), (4·18b)
where rp(n) is N-component column vector and A(n) and B(n) are NxN
matrices. We assume that A(n)-.0 and B(n)-+unit matrix as lnj-.oo.
Equation (4·18a) is a discrete version of NxN Schrodinger equation. The
condition At=O implies
A(n)=B(n+1)-B(n), (4·19a)
B(n)=A(n)B(n)-B(n)A(n-1). (4·19b)
Eqs. (4·19) is nothing but an equation of motion for Toda lattice, (1·4).
Suppose A(n) and B(n) are 2x2 matrices. If we identify
/~)(1 +
(1+1~)(1-i:n-1)(1 +iVn) ],
(1 + i V n-1)(1- i V n)
B(n)= [ 0
(4·21)
Eqs. (4·19) gives a nonlinear self-dual network equation, (1·13). Recently,
Ablowitz and Ladik solved Eqs. (1·13) by the inverse scattering method. 27 >
Their formalism may be considered as a discrete version of Zakharov-Shabat 28>
or AKNS formalism. 2 9)
As a further application of the transformation (4·4) we obtain conserved
quantities (constants of motion) of Eqs. (1·13). Trivial conserved quantities
are readily found:
00
K 0 = L: arctan Vm (4·22)
n=-oo
(4·24)
(4·25)
and
(1·17)
and show that nonlinear differential-difference equation, such as mentioned
in §1, are closely related by nonlinear transformations. In one sense, we
emphasize the Volterra system which is first order in time is more fundamental.
Here we remark that in Eqs. (1·16) and (1·17) Nn (or Mn) with even nand
Nn (or Mn) with odd n can have different asymptotic values at lnl~= and
N2m=-(Vm+a'), (5·la)
~ [log(Vn+a')]=In-In+l> (1·15a)
d
dt[log(In+a)]= Vn-1- Vn (1·15b)
and if we identify
(5·2a)
(5·2b)
m Eq. (1·17), we have
1 dVn
1+ V~ dt =In-Inn (1·13a)
1 din
1+I~ --;It= Vn-1- Vn. (1·13b)
(5·3)
In fact, we have
Nn -Nn(Nntl-Nn-1)
=(Mn-l±z')[Mn-(1 +M~)(Mn+l-Mn-1)]
+(Mn =Fz')[Mn-1-(1 +M;_l)(Mn -Mn-2)]. (5·4)
Nn=a+u(x, t),
a; constant,
1 1
Nn±1 =a+u±ux+2uxx±()Uxxx+ ... ,
1 1
Mn±1 =v±vx+2vxx±()Vxxx+... , (5·5)
Eqs. (1·16) and (1·17) reduce to K-dV equation and M.K-dV equation,
respectively:
(5·6)
(5·7)
(1·6)
and Eq. (1·16) in some detail. Many authors have mentioned on the sub-
ject. 30)~32), 11), 23)
If we introduce the variable R(n)
W(n)=R(n)+R(n+1), (5·10)
and setting
(1·6)
This derivation of Toda lattice equation is due to Kac and van Moerbeke. 32 >
Above consideration gives us a simple way to derive Backlund trans-
formation for Toda lattice. We find
(5·14)
R(2m+1)-R(2m-1)=r~-rm, (5·15)
we find
R(2m+1)=Q~-Qm+c,
(5·16)
R(2m-1)= Q~- 1 -Qm-1 +c,
R(2m)=rm-R(2m-1)=Qm-Q~-1-c. (5·17)
where
(5·18)
Equations (2·1) are the Backlund transformation for Toda lattice equation.
Now it is rather trivial to see that Eqs. (1·15) is nothing but Backlund trans-
formation for Toda lattice. If we put
~ exp{-(Qn+I-Q~)}=Vn+a', (5·19b)
Um=N(2m)+N(2m+1)-2, (5·20a)
Wm=N(2m-l)N(2m). (5·20b)
dUm
~=Wm+I-Wm, (5·21a)
Setting
dQm
Um=-Pm=-~, (5·22a)
dA(n)
dt (5·24)
Setting
(5·26)
which reduces to
du(n) 1 1
~= u(n-1) (5·27)
u(n+1) '
where
u(n)=exp{q(n)}. (5·28)
1
w(n)= u(n), (5·29)
we have
dw(n)
~ =w 2 (n)( w(n+ 1)- w(n-1)). (5·30)
If we set
(5·31)
we have
~ ( 1 ~~{n))=v(n-1)-v(n+1). (5·32)
d ( S(m) ) (5·33a)
dt 1 +S(m) = T(m)- T(m+1),
d ( T(m) ) (5·33b)
dt 1 +T(m) =S(m-1)-S(m),
(5·34)
with appropriate boundary conditions, we can have solutions for a wide class of
nonlinear differential-difference equations. Equation (5·34) may be thought
as a discrete version of a nonlinear partial differential equation
§ 6. Concludin~ remarks
Acknowled~ements
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