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36 Supplement of the Progress of Theoretical Physics, No.

59, 1976

Transformation Theories for Nonlinear Discrete Systems

Miki WADATI

Instz"tute for Optical Research, Tokyo University of Educatz"on


Hyakunz"ntyo, Shinjuku-ku, Tokyo

(Received Aprill9, 1976)

Transformation theories for nonlinear discrete systems are summarized. As a model


system, the special interest is paid on a one-dimensional exponential lattice (Toda lattice)
with infinite length. Backlund transformation and a canonical transformation for Toda
lattice is explicitly presented. It is shown that the Backlund transformation is closely
related to inverse scattering method and the existence of an infinite number of conservation
laws. A remarkable transformation which relates solutions of Toda lattice equation and
a nonlinear self-dual network equation is found. The transformation may be thought
as a discrete version of the well-known Miura transformation. Furthermore, it is shown
that a class of nonlinear differential-difference equations which appear to have N-soliton
solutions can be derived naturally from the Volterra system. It is suggested that the
Volterra system which is first order in time is a fundamental equation in the theory of
lattice soliton. In the presentation mathematical similarities between continuous and
discrete case are emphasized.

§ 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. N onHnear lattice dynamics


We consider a one-dimensional lattice, which consists of N particles of
mass m connected by springs (Fig. 1). If the potential energy is denoted
by rfo(r), Hamiltonian for the system is given by

(1·1)

where Qn is the displacement of the n-th particle from its equilibrium and
Pn is its conjugate momentum.

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Transformation Theories for Nonlinear Discrete Systems 37

~ ~~___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)

Then, the Hamilton's equation of motion 1s

. 1
Qn=-;nPn, (1·3a)

Pn =exp {- (Qn- Qn-1)}- exp {- Wn+l- Qn)} · (l.3b)


Hereafter we consider Eqs. (1·3) in a dimensionless form

Pn=On, (1·4a)

Fn=exp{ -(Qn-Qn-I)} -exp{ -(Qn+l-Qn)}, (1·4b)

by changing the variables

bQn Qn, - /_ b Pn Pn,


---+
V ma
---+

V!a!J
m t---+ t. (1·5)

This system is named as Toda lattice. Toda lattice is a first example


of integrable nonlinear lattice system 4 >~ 6 > and has served as a useful guide
in the recent studies on nonlinear waves, ergode theory, etc.
The equation of motion for Toda lattice may be rewritten in a compact
form:

(1·6)

in terms of the relative displacement of adjacent particles,

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)

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38 M. Wadati

Uin-1l LOn) Uln+l)

Fig. 2. A ladder type nonlinear LC circuit.

(1·8b)

and
qn=C(Vn)Vn, (1·9a)

(j)n=L(ln)ln. (1·9b)

Nonlinearity in this system comes from the voltage dependent capacitance


C( Vn) and (or) the current dependent inductance L(In)·
We list a few examples which seem to have N-soliton solutions. It is
to be remarked that the quantities are written in dimensionless form.
i) If we take

L=constant=1, (1·10a)

(1·10b)

then Eqs. (1·8) reduces to


d2q
dt 2n =eq•+~+eq•-~-2eq•, (1·11)

which is the same form as the Toda lattice equation (1·6).


ii) If we take

(1·12a)

(l·12b)

then we have from Eqs. (1.8)

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

qn=log(a' + Vn), (1·14a)

(j)n=log(a+ln), (1·14b)

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TransformaNon Theories for Nonlz'near Discrete Systems 39

a, a'; constants, (1·14c)

then Eqs. (1·8) yield

;t [log( Vn+a')] =ln-ln+l• (1·15a)

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 >

1-3. Volterra system


We consider a sequence of feader-eater process m a very simple form:

(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)

Dynamical behaviour of solitons in continuous and discrete cases is


described by nonlinear partial differential eq~ations and nonlinear differential-
difference equations, respectively. In this paper we shall study the nonlinear
differential-difference equations such as mentioned above to clarify the
fundamental properties of lattice-soliton system. Our main interest will
be to realize the importance and usefulness of the various transformations
in the theory of nonlinear differential-difference equations. Therefore we
shall not seek the solutions for each equation in most cases.
Contents of the paper are the followings. In § 2, we extend the concept
of Backlund transformation to discrete problem and present Backlund
transformation for Toda lattice. Using the transformation we obtain one-
soliton solution and a method for constructing N-soliton solution. Also

Fig. 3. A simple Volterra system.

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40 M. Wadati

we show that the fundamental equations of inverse scattering method and


an infinite number of conservation laws can be derived from the Backlund
transformation. In §3, we apply the theory of canonical transformation
to Toda lattice. A canonical transformation which gives the relation between
two solutions of Toda lattice equation is presented. The equivalence of the
canonical transformation and the Backlund transformation is shown explicitly.
In §4, we present a remarkable transformation between Toda lattice equation
and a nonlinear self-dual network equation, Eqs. (1·13). Using the trans-
formation, fundamental equations of inverse scattering method for Toda
lattice is obtained. This transformation may be thought as a discrete version
of Miura transformation. 12 > In §5, we show that Volterra system which
is first order in time relates a variety of nonlinear differential-difference
equations. Last section will be devoted to concluding remarks.
Throughout the paper, we consider the infinite system (-=<n<oo).
In the presentation, we often point out that most of the mathematical arguments
which are valid for continuous problems work also for discrete problems.

§ 2. Backlund transformation for Toda lattice

In the theory of partial differential equation, Backlund transformation


may be defined as follows. A Backlund transformation for a partial differential
equation of second order in two independent variables is a pair of first order
partial differential equations that relate the dependent variable satisfying
the given equation to another dependent variable which satisfies the same
(or another) partial differential equation of second order. As an example,
Backlund transformation that relates the solution of Korteweg-de Vries
equation (K-dV equation) and the solution of Modified Korteweg-de Vries
equation (M.K-dV equation) is shown in Eqs. (4·7).
Since Lamb 13 > rediscovered Backlund transformation and its usefulness
in obtaining 2mr pulse solutions of the Sine-Gordon equation, there have
been a series of successful applications to nonlinear partial differential
equations; the K-dV equation, 14> the M.K-dV equation 15 > and nonlinear
Schrodinger equation. 16>
In this section we extend the concept of Backlund transformation to
differential-difference equation. According to the definition, for the equation
of motion of Toda lattice which is second order in time, we try to find out
a pair of differential-difference equations of first order in time.
Backlund transformation for Eq. (1·6) was found to be,H>

;t (Qn-Q~-1)=A[exp{ -(Q~-Qn)} -exp{-CQ~-1-Qn-1)}], (2·1a)

;t (Q~- ~ Qn)= Q~)}


[exp{-(Qn+l- Q~-1)}
-exp{-(Qn- ], (2·1b)

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Transformatz"on Theories for Nonlinear Discrete Systems 41

where A is an arbitrary constant. It is readily verified that rn=Qn-Qn_ 1


and r~=Q~-Q~_ 1 satisfy Eq. (1·6). Recently, Chen and Liu found Backlund
transformation for Toda lattice in a different form. 18>
If we impose the boundary condition

Qn and Q~ ---+ constant as In I ----+ CXJ, (2·2)

Backlund transformation is rewritten as follows:

d~n =A[exp{-(Q~-Qn)}-c]+ ~ [exp{-(Qn-Q~-1)}- ~], (2·3a)

d~~ =A[exp{-(Q~-Qn)}-c]+ ~ [exp{-(Qn+l-Q~)}- ~], (2·3b)

where
c=exp{ -(Q:...~- Q_~)}. (2·4)

Equations (2·3) give Backlund transformation for Eqs. (1·4).

2-1. One-soliton solutz"on


At first we shall show that one-soliton solution comes very naturally
from the transformation.
We notice that Eq. (1·6) admits the trivial solution,

Qn=y=constant. (2·5)

This solution will be referred as the "vacuum solution". One soliton solution
which satisfies the boundary condition

Q~ ----+ y' =constant as n ----+ - CXl (2·6)


can be obtained from the vacuum solution by using Backlund transformation
(2·3). In order to solve Eqs. (2·3), it is convenient to introduce an auxiliary
function !f(n) defined by

' Q' ) !f(n)


exp (Q n- 1 - -~ =z !f(n+ l) , (2·7)

where
z=A exp(Q_~-Q:...~)=A exp(y-y'). (2·8)

Substituting Eq. (2·7) into Eq. (2·3a), we obtain

,P(n+1)+,P(n-l)=(z+ ~ ),p(n). (2·9)

General solution of Eq. (2·9) is

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42 M. Wadati

(2·10)

Also, substituting Eq. (2·7) into Eq. (2·3b) and using the relation (2·9), we
have

~(n) if(n-1) ~(n-1) if(n-2)


if(n) + !f(n) (2·11)
!f(n-1) + if(n-1)'
then
~(n) if(n-1)
if(n) + if(n) a(t), (2·12)

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

{3(t) =exp{ J: a(t')dt'}. (2·14)

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)

According to the sign of B(O)C(O), we have two kinds of solutions, regular


solution and singular solution.
a) B(O)C(O)>O
In this case we obtain a regular solution. - Equation (2·17) is rewritten as

cp(n, t)=2D 0 cosh[(n-1)w+st sinh w+8], (2·18)


where
D~=B(O)C(O) (2·19)
and

(2·20)

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Transformatz'on Theorz'es for Nonl£near Dz'screte Systems 43

Substitution of Eq. (2·18) into Eq. (2·7) yields

exp(Q~_ 1 - Q~oo)=ez[cosh w-sinh w tanh(nw+Et sinh w+8)] (2·21)


and therefore we obtain
exp( -(Q~- Q~_ 1))=1+sinh 2 w sech 2 (nw+et sinh w+8). (2·22)

This is the "one-soliton solution". The sign of E determines the direction of


propagation.
b) B(O)C(O)<O
In this case we obtain a singular solution. Equation (2·17) is rewritten as

cp(n, t)=2D 0 sinh[(n-1)w+et sinhw+8], (2·23)


where
D~= -B(O)C(O) (2·24)
and

(2·25)
Substitution of Eq. (2·23) into Eq. (2·7) yields

exp(Q~_ 1 - Q~oo)=ez[cosh w-sinh w coth(nw+et sinh w+8)], (2·26)


and therefore we obtain
exp{ -(Q~- Q~_ 1 )} =1-sinh 2 w cosech 2 [nw+Et sinh w+8]. (2·27)

This solution which will be referred as the "one-antisoliton solution" is


singular and unphysical, however it plays an important role in the theory of
Backlund transformation as will be seen later. Again the sign of E in Eq.
(2·27) determines the running direction of soliton. It is to be remarked
that both regular and singular solutions have the same finite asymptotic value.
Both solutions can be written in a simpler form.

exp{-(Q~-Q~_ 1 )}=1+ ~: log~(n+1)


d2
=1+ dt 2 logcp(n+1). (2·28)

To represent Backlund transformation it is convenient to use a diagram.


Figure 4 shows the Backlund transformation from Qn to Q~ with constant
A(and z). This kind of diagram is often called "Lamb diagram".

~~
~--· ~0§

Fig. 4. Lamb diagram showing Backlund transformation from Qn to Q;. with constant A (and z).

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44 M. Wadati

2-2. Method for constructing N-solz"ton solution


+
In principle we can find (N 1)-soliton solution from N-soliton solution
by integrating Backlund transformation. One of the big advantages of using
Backlund transformation comes from a fact that we can obtain an algebraic
recursion formula for constructing a ladder of solutions. Let QWl, QCJl, Q;pl
and QCJ 2 l be the solutions of Toda lattice equation which are connected by
Backlund transformation as shown in Fig. 5:

__!___ (Q(O)- Q(l) )


dt n n-1

=A 1 [exp{ -(QCJl- QWl)} -exp{ -(Q~12 1 - QW2 1)} ], (2·29a)

__!___ (QCOl _ QC2) )


dt n n-1

=A 2[exp{ -(Q~2 l- QWl)} -exp{ -(Q;p2 1- QW2 1)} ], (2·29b)

__!___ (Q(l)- QCl2))


dt n n-1

=A 2[exp{ -(Q~12 l- Q~1 l)} -exp{ -(Q~1~i- Q~12 1 )} ], (2·29c)

__!___ (QC2l_ QCl2l)


dt n n-1

=A 1 [exp{ -(Q~12 l- Q~2 l)} -exp{ -(Q~1~i- Q~22 1)}]. (2·29d)

Here we impose the boundary conditions:

Q~2, = yC 0 l =constant, Q~2, = ym =constant,


Q~2, = yC 2l =constant, Q~1~l = yC12l =constant (2·30)
and
(2·3~)

Then we have

~ (QWl-Q~121)=z 1 [exp{ -(Q~D- Q~2,- QWl+ Q~2,)}


-exp{ -(QCJ2 1 -Q~2,-QW21 + Q~2,)} ], (2·32a)

Fig. 5. Lamb diagram for a sequence of Backlund transformations giving the relation (2·34).

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Transformation Theories for Nonlinear Discrete Systems 45

~ (Q~O)_ Q\f2_ 1)=z 2[exp{ -(Q~2 )- Q~2,- QW)+ Q~2,)}


- exp {- (Q\f2_ 1- Q~2,- QW2_ 1+ Q~2,)}], (2·32b)

~ (Q)P- Q~~D=z 2 [exp{ -(Q~12 )- Q~~)_ Q~1 )+ Q~2,)}


-exp{ -(Q~~i- Q~~)_ Q~2_1 + Q~l2,)}], (2·32c)

~ (Q~2)_ Q~1~i)=z1[exp{ -(Q~12)_ Q~~)- Q~2)+ Q~2,)}


-exp{-(Q~~i-Q~~)-Q~~1+ Q~O:,)}], (2·32d)
where
z 1 =A 1 exp(yCO)- yCD) =A 1 exp(yC 2)- yC12)),
(2·33)
z 2=A 2 exp(ycm_yt2))=A 2 exp(yCD-yC12)).

Eliminating the terms with time derivative in Eqs. (2·32), we obtain

[z 1 exp{ -(Q~l_j_ 1 - Q~l2,)} -z 2 exp{ -(Q\f_f- 1- Q~22,)} ]exp(QW_f- 1- Q~2,)


+ [z 2 exp(Q~D- Q~12,)-z 1 exp(Q~2)_ Q~2,)]exp(- Q~12)+ Q~~))

= [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.

QW) =yCO) =constant, (2·35)

(2·36)

(2·37)

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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)

Substituting Eqs. (2·35),......{2·39) into Eq. (2·34), we obtain

(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)

Since the function fn defined by Eq. (2·41) satisfies

fn+Ifn-1 =f~ + fnfn- j~, (2·42)

we simply have
fn+1fn-1
f~
d2
=1+ dt2 logfn· (2·43)

This is the two soliton solution.


By continuing this procedure we can find N-soliton solution. The usage
of antisoliton solution in constructing N-soliton solution in the theory of Ba-
cklund transformation is common to the case of nonlinear partial differential
equations; the K-dV equation 14 > and Sine-Gordon equation.l 3 >· 19 >

2-3. Derivation of inverse scattering method from Backlund transformation


A striking property of Backlund transformation is its close relation to

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Transformation Theories for Nonlinear Discrete Systems 47

the inverse scattering method. For nonlinear partial differential equations,


it has been confirmed that the fundamental equations of inverse scattering
method can be derived from Backlund transformation by linearizing the
equation with respect to an auxiliary function which is introduced to relate
a solution to the other. 20 > We shall show that this is the case for discrete
problem.
Motivated by the fact that substitution of Eq. (2·7) into Eq. (2·3a) yields
a linear equation for t/J(n) in the case of Qn=constant, we introduce an
auxiliary function t/J(n) in the following form

exp(Q~_1)=A expg (Qn+Qn-1)} t/J(~~1) · (2·44)

Substitution of Eq. (2·44) into Eq. (2·3a) gives

a(n-1)tfi(n-1)+a(n)t/J(n+ 1)+b(n)ifl(n)

= ~ (z+ ; )if(n), (2.45)

where we have used the abbreviations:

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)

=A[exp{ -(Q~- Qn)} -exp{ -(Q~-1- Qn-1)}]

- ~ [exp{ -(Qn- Q~-1)} -exp{ -(Qn-1-Q~-1)}] (2·49)

instead of Eq. (2·3b). Substitution of Eq. (2·44) into Eq. (2·49) gives

,jJ(n+ 1) !/J(n+2) ifl(n)


!/J(n+1) a(n+l) ifl(n+ l) +a(n) t/J(n+ 1)
,jJ(n) !f(n+1) !/J(n-1)
= !f(n) -a(n) t/J(n) +a(n-1) !/J(n) ,

which implies that

,jJ(n)=a(n)t/J(n+ l)-a(n-1)!/J(n-l)+ F(t)tfi(n). (2·50)

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48 M. Wadati

Here F(t) is independent of n) but an arbitrary function of time t. This


arbitrariness is associated with the time part of inverse scattering method
and we may take F=O. Equations (2-45) and (2·50) constitute the funda-
mental equations of inverse scattering method. 21>

2-4. Derivation of conservation laws from Backlund transformation


For nonlinear partial differential equations it has been shown that con-
servation laws can be derived from the Backlund transformation in a systematic
way. 20 > Here we shall show that the similar procedure works for discrete
problem.
Again we impose the boundary condition:

Qn and Q~ --+ constants as lnl --+ oo. (2·51)

We expand exp{-(Q~-Qn+l)} in the power series of z,

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)

Formula (2·53) with (2·54) yields


COl - l '
/ n-1- jCll _
n-1-- p n•

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

di [log{c2~ozmf~~H] =4z[a~+12~ozmf~ml_a~m~o zmf~~l]. (2·56)

Again equating the terms of the same powers of z, we obtain

_r!__
dt flCkl -4a2 jCk-1l_4a2jCk-ll
n-1- n+1 n n n-1 , (2·57)

where D>,fJ. 1 is given by

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Transformation Theories for Nonlinear Discrete Systems 49

00 00

log{ ~ zmf~~l} = ~ zk D;£'.2 1. (2·58)


m=o k=1

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

D(3) n-1 -j<D


n-1 =j(3) n-1 j<2)
n-1 +l_(JCD
3 n-1 )3
1
= -3 P~ + Pn -4a~+l(Pn+1 + P n),
D (4)
n-1--j<4)
n-1 -jCD
n-1 j<3l
n-1 _l_(j<2l
2 n-1 )2+(/CD
n-1)2.f(2)
J n-1
_l_(j<D
4 n-1)4
1 1
=4 P~- P~ +2+4a~+1( P~+1 + P~ + P n+lpn- 2)

+16a~+l(a~+ 2 + ~ a~+I)· (2.59)

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. A canonical transformation for Toda lattice

At first we summarize the canonical transformation theory in classical


mechanics briefly. Suppose that (P={P 1}, Q={Q 1}) and (P'={Pj}, Q'=
{Qj}) are new and old canonical variables respectively and generating function
of the transformation is in the form of

W(Q, Q', t)= W(Q, Q')+Et. (3·1)


In this case, the canonical transformation is derived from the formula 22 >

(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

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50 M. Wadati

sets of variables {Pn} and { Qn} such that

Pn=f(Qn)/j(Q~)+JCQ~-1)/j(Qn), (3·3a)

P~ = /( Qn)/f( Q~) +f(Q'n)//( Qn+1)· (3·3b)

Then we readily see that

(3·4)

Therefore, if we have a canonical transformation of the form (3·3), it will


transform the Hamiltonian

(3·5)

to itself except for a constant term when appropriate boundary conditions


are imposed.
Let us consider Toda lattice with the Hamiltonian

(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 >

W(Q, Q', t)= ~[A exp{ -(Qj-Q,)}- ~ exp{ -(Q,+ 1 - Qj)}

+a(Qj-Q,)] +Et, (3·7)

where A, a and E are constants to be determined later by the boundary


conditions. The canonical transformation is derived from the formula (3·2):

Pn=::r =A exp{-(Q~-Qn)}+ ~ exp{-(Qn-Q~_ 1 )}-a, (3·8a)

P~=-:~ =A exp{-(Q~-Qn)}+ ~ exp{-(Qn+I-Q~)}-a, (3·8b)

H'=H+E. (3·8c)

We assume the boundary conditions that both Qn and Q~ tend to constant


values at infinity:

(3·9a)

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Transformatz'on Theorz'es for Nonlz"near Dz'screte Systems 51

Qn-----+ Q~, Q~-----+ Q:X, for n-----+ oo. (3·9b)

Since P n and P~ vanish at infinity, we have

A exp{ -(Q~~- Q_~)} + ~ exp{ -(Q-~- Q~~)} -a=O, (3·10a)

A exp{-(Q:.-Q~)}+ ~ exp{-(Q~-Q:X.)}-a=O. (3·10b)

Therefore the constants a and A are determined in terms of the values at


infinity:

a=2ccosh ~ {(Q:..-Q~~)-(Qoo-Q-~)}, (3·lla)

A=eexp ~ {(Q:.+Q~~)-(Q~+Q-~)}, (3·llb)

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

:E (Pn +a) =A :E exp{ -2(Q~- Qn)} +


2 2 12 :En exp{ -2(Qn- Q~-1)}
n n
+2 :E exp{ -(Q~- Q~_ 1 )}, (3·14a)
n

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 2 [exp{ -2(Q~-Q:.,)} -exp{ -2(Q_~-Q~~)}]

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52 M. Wadati

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

H'(Q', P')= 21 I:; P~+ I:; exp{-(Q~-Q~_ 1 )} +E (3·16)


n n

and a constant E is

E=sinh{(Q:.,- Q'_~)-(Q~- Q_~)}. (3·17)

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.,

Q·, oH' P'


(3·19a)
n= oP'fl = "''

P~ =- ~g~ =exp{ -(Q~- Q~_ 1)} -exp{ -(Q~+1- Q~)}. (3·19b)

In this sense the above transformation is the Backlund transformation. In


fact, Eqs. (3·8) are the same as Eqs. (2·3). The analysis in this section
confirms that the Backlund transformation for Toda lattice is a canonical
transformation. It may be an interesting problem to study Backlund trans-
formations for other nonlinear equations (especially, nonlinear partial differen-
tial equations) from the view point of canonical transformation theory.

§ 4. A remarkable transformation between Toda lattice


equation and a nonlinear self-dual network equation

In this section we present a transformation which relates solutions of


Toda lattice equation and a self-dual network equation. The transformation
turns out to play a surprisingly similar role as Miura transformation.
The equation of motion for Toda lattice reads

(1·4a)

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Transformation Theories for Nonlinear Discrete Systems 53

or
dn =an(bn+l-bn), (4·1a)

bn =2(a~ -a~- 1 ), (4·1b)


where
1 1
an=2exp2(Qn-1-Qn), (4·2a)

1
bn=-2Pn-1· (4·2b)

The nonlinear self-dual network equation is given by

Sn= 1 + V~
Vn (ln-In+l)= ,
O (1·13a)

jn 0
Tn= 1 +n (Vn-1- Vn)= . (1·13b)

We shall consider the problem under the boundary conditions:

P n' Qn- Qn-1 ---+ 0,


1
an ---+ 2• bn ---+ 0,
In, Vn ---+ 0
as lnl ---+ oo. (4·3)

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

= [(1 +I~)(1 +i Vn-1)(1-i Vn)F' 2 (4·4a)


and
Pn-1= -2bn
= Vn-1(ln +In-1)-z'(ln -In-1)· (4·4b)

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

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54 M. Wadati

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·

In other words, transformation (4·4) is a Backlund transformation relating


Toda lattice equation and a nonlinear self-dual network equation.
Before we proceed, it is instructive to recall that Gardner, Greene, Kruskal
and Miura discovered inverse scattering method by linearizing the Miura
transformation.l 2 > Here we review their approach from essentially same but
a somewhat different point of view. Let u be a solution of the K-dV equation:

Ut-6Uux+Uxxx=0 (4·5)

and let v be a solution of the M.K-dV equation:

(4·6)

Backlund transformation which relates u and v IS given by

(4·7a)

(4·7b)

Equation (4·7a) is the Miura transformation. We notice that Eq. (4·7a)


is a Riccati type equation and can be linearized by introducing the function
{1 defined by
v=iiflxN=i(log ifl)x· (4·8)

Substitution of Eq. (4·8) into Eqs. (4·7) yields

iflxx-uifl=O, (4·9a)

iflt=2uiflx-uxifl+ C(t){l. (4·9b)

Here C(t) depends only on time t. Since K-dV equation, Eq. (4·5), is
invariant under the Galilean transformation:

t--+ t, x--+ x-6.\t,


u--+ u-.\, ,\: some constant, (4·10)

we replace u by u-.\ and o/ot by o/ot-6.\ o/ox in Eqs. (4·9), and then obtain

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Transformatz"on Theories for Nonlz'near Discrete Systems 55

-ifixx+Uip=A.ifi, (4·lla)

!fie=(2u+4A.)ifix-uxifi+ C(t)ifi

(4·llb)

These two equations are the fundamental equations of inverses scattering


method for K-dV equation.12), 25 >
To return to our subject, we shall show that the fundamental equations
of inverse scattering method for Toda lattice can be derived from the trans-
formation (4·4). Let us introduce the function c/Jn defined by

(4·12)

Useful relations which will be used are

2an cp;: 1 = (1- ifn)(1 + z"Vn-1)

=1+iVn-1-z1n+ln Vn-1>

2an }n =(1+iln)(1-iVn)
'f'n+1
(4·13)

Using these relations, it is readily shown that

c/Jn+2
an+1-,~_--+an-,~_--= 1 -
c/Jn bn+1•
'f'n+1 'f'n+1
then
(4·14)

Since Eqs. (1·4) are invariant under the Galilean transformation:

Pn ----+ Pn+fL,
Qn ----+ Qn +p.t,
fL: some constant, (4·15)

we replace bn+ 1 by bn+ 1 + (1- A.) and obtain

an+lc/Jn+2 +bn+1cpn+1 +anc/Jn=Acpn. (4·16)


On the other hand, we have from Eq. (4·12) and Eqs. (1·13)

__r!_ log( c/Jn+1 )= ~n+1 _ ~n


dt c/Jn c/Jn+ 1 c/Jn
1 [ £in + i Vn-1
=2 - 1-iln 1+iVn-1

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56 M. Wadati

then

which reduces to

(4·17)

by using the relations (4·13). Here C(t) depends only on t. We notice


that Eqs. (4·16) and (4.17) are fundamental equations of inverse scattering
method. 21> The derivation of Eqs. (4·16) and (4·17) which is more faithful
to the original Gardner, Greene, Kruskal and Miura's approach is given in
Ref. 24).
We have observed the parallel discussions in continuous and discrete
cases. Therefore it seems natural to investigate whether this similarity holds
in the formalism of inverse scattering method. The author and Kamijo
proposed a matrix generalization of inverse scattering method starting from
NxN Schrodinger equation. 26 > Here we adopt their generalization and extend
it to discrete case.
Let us consider a set of equations:

rp(n +1) +A (n)rp(n) + B(n)rp(n-1) =Arp(n), (4·18a)

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)

Suppose A(n) and B(n) are scalars. If we identify

A(n)= -Pn-1> B(n)=exp{ -(Qn-1-Qn-2)}, (4·20)

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

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Transformation Theories for Nonlinear Discrete Systems 57

/~)(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

K~= L: arctan In, (4·23)


n=-oo

which correspond to conservations of total charge and total magnetic flux.


Since constants of motion for Toda lattice are given in Eqs. (2·59), we can
find conserved quantities of Eqs. (1·13) by substituting Eqs. (4·4) into Eqs.
(2·59). For instance, we have

(4·24)

(4·25)

In principle, we can calculate higher order conserved quantities by this


method. However, calculations are very much involved for them.

§5. Volterra systems

In previous sections we have considered mostly Toda lattice. In this


section we start from the Volterra systems

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

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58 M. Wadati

may be considered as independent variables if we desire. This remark


immediately suggests the followings. If we identify

N2m=-(Vm+a'), (5·la)

N2m-1 = -(Im+a) (5·lb)


in Eq. (1·16), we have

~ [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-l. The relat£on between Eq. (1·16) and Eq. (1·17)


The solutions of Eqs. (1·16) and (1.17) are related by the nonlinear
transformation

(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)

Then if Mn is solution of Eq. (1·17), Nn is solution of Eq. (1·16). In the


continuum approximation:

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)

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Transformation Theories for Nonlz"near Discrete Systems 59

Eqs. (1·16) and (1·17) reduce to K-dV equation and M.K-dV equation,
respectively:

(5·6)

(5·7)

Therefore transformation (5·3) is also discrete version of Miura transformation.

5-2. Nonlinear differentz'al-dziference equations related to Eq. (1·16)


At first we discuss the relation between Toda lattice equation

(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)

Nn= -exp{ -R(n)}, (5·8)

Eq. (1·16) is replaced by

dR(n) =e-RCn+ll_e-RCn-1) (5·9)


dt .
Setting

W(n)=R(n)+R(n+1), (5·10)

we find easily that

d 2 W(n) = 2e-wCn) -e-wcn-2) _ e-wcn+2l (5·11)


dt 2 '

and setting

r~= W(2m)=R(2m)+R(2m+1), (5·12)


Eq. (5·11) becomes

(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

rm= W(2m-1)=R(2m-1)+R(2m) (5·13)

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60 M. Wadati

also satisfies Eq. (1·6). Since rm and r~ are relative displacements

(5·14)

and we have from Eqs. (5·12) and (5·13)

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,

where c is a constant. Then we have from Eqs. (5·13) and (5·16)

R(2m)=rm-R(2m-1)=Qm-Q~-1-c. (5·17)

With these identifications, Eq. (5·9) yields

~ (Qm-Q~_ 1 )=A[exp{ -(Q~-Qm)} -exp{ -(Q~-1-Qm- 1)} ], (2·1a)

~ (Q~-Qm)= ~ [exp{-(Qm+1-Q~)}-exp{-(Qm-Q~-1)}], (2·1b)

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

A exp{-(Q~-Qn)} =In+a, (5·19a)

~ exp{-(Qn+I-Q~)}=Vn+a', (5·19b)

we have Eqs. (1·15) from Eqs. (2·1).


Here we give more direct relation between Eq. (1·16) and Toda lattice
equation. We introduce the variables defined by

Um=N(2m)+N(2m+1)-2, (5·20a)

Wm=N(2m-l)N(2m). (5·20b)

Equation (1·16) yields

dUm
~=Wm+I-Wm, (5·21a)

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Transformation Theories for Nonlinear Discrete Systems 61

Setting
dQm
Um=-Pm=-~, (5·22a)

W m=exp( -rm) =exp {- ( Qm- Qm-I)}, (5·22b)

we obtain equation of motion for Toda lattice.


Next we derive several nonlinear differential-difference equations from
Eq. (1·16). We shall assume that each equation has appropriate asymptotic
values at In 1- oo. If we write

Nn=exp( -A(n)), (5·23)

we have from Eq. (1·16)

dA(n)
dt (5·24)

Setting

A(n)=q(n)+q(n+ 1), (5·25)


we obtain from Eq. (5·24)

(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)

Equation (5·27) is an interesting equation. If we put

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)

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62 M. Wadati

we have

~ ( 1 ~~{n))=v(n-1)-v(n+1). (5·32)

Equation (5.32) yields a new equation

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),

which express an example of a ladder circuit (1·8).


So far we have discussed the transformations which relate the equations.
The existence of such transformations strongly implies that if we solve

(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

Ut + 6auux + 6{3u 2ux + Uzzz = 0, (5·35)

which can be solved by the inverse scattering method. 33 >

§ 6. Concludin~ remarks

In this work we discussed various transformations which relate the solu-


tions of same or different nonlinear differential-difference equations. We have
observed that transformation theories not only clarify mutual relations among
equations but also lead to the other analytic methods, such as inverse scattering
method. Recently, the properties of nonlinear partial differential equations
have been investigated by using a variety of transformation theories, i.e.,
Backlund transformation, 13 >~ 16 >· 20 > the so-called prolongation structure, 34 >
extended Lie transformation, 35 > Gauge transformation, 36 > Noether theorem, 37 >
etc. Contrary to the continuous case, transformation theories for discrete
problem is still immature. This paper is a summary of the present knowledge
and should be considered as a starting point for more general theories. How-
ever, since strong similarities between continuous and discrete problems have
been observed often in the discussion, it seems that more general theories
are at close hand.

Acknowled~ements

The author would like to express his sincere thanks to Professor M.

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Transformatz'on Theorz'es for Nonlz'near Dz'screte Systems 63

Toda for valuable discussions and critical reading of the manuscript. A


part of this work was done at Hiroshima University. The author is grateful
to Professor K. Nishikawa for excellent hospitality at Hiroshima University.

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