Acta Mathematica Sinica, New Series

1990, Vol.6 No.I, p p . 3 5 - - 41

Stationary Harry-Dym's Equation and Its

Relation with Geodesics on Ellipsoid
Cao Cewen ('~ ~ f~ )
Departrrent of Matherratk's, Zhengzhou University

Received November 19, 1 9 8 7 RevisedAugust 1, 1988

_•
Abstract. Harry-Dym's equation (HD) rr = (r 2 )xxx is well-known for its cusp soliton so-
lutions. In this paper, relations are revealed between HD and a completely integrable Hamiltonian sys-
tem in Liouville sense given by
I >-I
H= T (p' P>-<q" q
in the symplectic manifold ( ~ z u dp Adq). Here <~, t/> is the standard inner product in ~/v

1. lsospectral Property of the HD Hierarchy

The isospectral property of the HD hierarchy has been studied in [1]. Another
description is given in[2] through Lenard-Lax approach, which we shall cite brief
ly as our starting point. Consider the Sturm-Liouville equation:
-02y=2r(x)y, r ( x ) >0, (1.1)
where the derivation with regard to x is denoted by a or '. Let the fundamental
interval f~ be [0, T] or ( - ~ , ~ ) under the periodic or decaying (at ~ ) condi-
tion respectively. Then the functional gradient of the eigenvalue 2" with regard to
the potential r (x) is

62,. = - 2 , . ~ , ~ ( x ) , (1.2)
6r
where ~" (x) is the corresponding eigenfunction with unit L 2 ( ~ ) norm.
Lemma 1.1. Let y ( x ) be any solution to (1.1). Then f ( x ) satisfies

9K f = - 42 jy2, ( 1.3 )
1
where K=03, J = ~ ( r O + a r ) = ~ r a ~ r .

The Lenard's sequence { Gm} is constructed with the help of K, J recursively

1
Go= 4 7 ' JC~176
(1.4)
JG,,+l =KG,., m= 1, 2, ....
I
G,, is a polynomial of r, r- ~- and their derivatives, which is uniquely determined if-the
 36 Cao Cewen

term const 9 Go is agreed to be zero for m~> 1. The m-th order Harry-Dym vector
field is defined as Arm=JGm, X0 = 0, and
rt---XN-l-O~rXN_l-I--.. + 0~N_I X 1 (1.5)
is an isospectral evolution equation for (1.1), where o~j's are constants. In particu-
lar,

is H a r r y - D y m ' s equation the original sense. In the case where r is independent

of t, (1.5) becomes an ordinary differential equation, which we shall call the sta-
tionary HD equation:
XN "I- O~I .,~N- 1 -[-"'"t-O~N_IX 1 : 0)
or equivalently"
Gu+ ~lGu- l + "'" + ~NGo = O. (1.7)
2. A Constraint Condition

Let 2~, .-. , 2 s be eigenvalues of (1.1), 0 < 2t <-.- < 2 u- Consider a constraint
condition among the potential r and the eigenfunctions ~1, ..., ~bN of the follow-
ing type"
62,,
Go = - ~ (2.1)
i.e. ~=l 6r '
N
1 (Be,
~r m=l
or
r ( x ) =f(~O)-----(BO, O)-2, (2.2)
where
B= diag (2 L , .-- , 2N ), ~ = (01, "'" , I~N )T.
The constraint of (2.1)style has a deep connection with the reflectionless and fi-
nite gap potentials, which has been investigated in [3] in the case of KdV equa-
tion.
Let r ( x ) be an ( N - t )-gap potential for ( 1 . 1 ), with 2 N - 1 simple
eigenvalues 2L<... < v2 < •2 < " " < 1JN< '~N' which give the instability intervals

( - o o , 2 ~ ) 0 (v,. , 2m). (2.3)

m=2
We will show that 2,.% and the corresponding eigenfunctions ~ . ( x ) satisfy the
constraint condition (2.1) ,?
In fact, (1,1) is reduced to the Hill's equation :

d'w + 1 ( rxx 5 ~ )
dz 2 ~ ra 4 r3 w = 2 w
X
under the Liouville' s transformation Z=So ~ r dx, w = ~ r Y, with the same
 Stationary Harry-Dym's Equation and Its Relation with Geodesics on Ellipsoid 37

eigenparameter 2 as in ( 1 . 1 ) , thus having the same instability intervals ( 2 . 3 ) .

According to the well-known McKean-Trubowitz's identity, for the right- end point
2m and its eigenfunction Wm(Z)(with appropriate normal coefficient) we have"
N

E
rn=[
1 1
which becomes (2.1) by setting 0,, ( x ) = 2~, 2 r " w,,.

3. A Finite-dimensional Completely Integrable System

The equations of the eigenfunctions
--Sin' = r2,,$r, ' m = 1, . . . , N
are condensed into a single o n e : -~b" = r B $ , which becomes a system of
nonlinear Sturm-Liouville equations (NSL) under the constraint (2.2):

$ "= -(B$, $ )-ZB~,. (3.1)

It has the Hamiltonian form:
, OH , M-1
=- a--T- ' O=o o
with
I 1 )-t
H = -~- < ~p, ~p > - -~- < B ~ , ff ,

which can reduced into

1
H= -~ ( p , p ) - ( q, q ) -~ (3.2)

by introducting the canonical variables q,, = 2 x / ' ~ ~ m' P m -~" ~Orn = ~1 m "

Proposition 3.1. The Hamiltonian system in (~zu, dpAdq)given by ( 3 . 2 ) is

completely integrable in Liouville sense.
Proof. Consider the D e l a u n e y - M o s e r involutive system (see [4], [5] ):
k-I k-1
B~= E B~j=Y~ (Pkqj-Pjq~ )Z, k = 2 , 9. . , N .
/=I j=l

According to a lemma in [5], w2 , lip II= ~/(p, p ) as well as II q IIis involutive

with Bkj. Hence H and Bk are involutive, and H , B2 , ". , BN constitutes
an N- involutive system.

4. Relation Between NSL and the Stationary HD

Lemma 4.1. Let ~(x) be a solution of (3.1) and F be any N • constant
diagonal matrix. Then
K ( F ~ , , ~,) = J ( - 4 B F O , O ). (4.1)
Proof. According to Lemma 1.1, we have
 38 Cao Cewen

N N

m=l m=l

which gives the required result.

Theorem 4.2. f : ~ ~ r = ( B ~ , ~k )-2maps the solution ~ ( x ) o f the NSL
equation (3.1) into a solution r(x) of certain stationary HD equation
Gu + ~ t G~-z+ " ' + ~ uGo = 0
with constants % suitably chosen.
Proof. Since ~ satisfies - ~, "= rB~, r= ( B r >-2, we have
1
Go = ~ =<B@, @>;
,Jr
JGt = KGo = K ( B~, ~b >= J ( ( - 4B)Br ~k ).
Hence
G, =c,(B~k, ~b )+ ( ( - 4 B ) B f f , r ),
since JG= 0 implies G= const" G0. In a similar way, one can prove (ck = const.,
c0=l)

G,, = ~ c , , _ j ( ( - 4 B Y B • , ~ )
)=0

by induction. This is a linear algebraic system for ( ( - 4BY B~,, r )with a trian-
gular coefficient matrix, from which we obtain
J
((-4B)JB~O,~k)= Z bykGk, b j j = l . (4.2)
k=0

Consider the polynomial

N
P ( ~ ) = d e t ( ~ I + 4 B ) = ~ au_j~ j, (4.3)
j=0

where a0 = 1. According to Hamilton-Caylay's theorem, P ( - 4 B ) = 0 . And a

linear conbination of (4.2)'s with coefficients au, ..., al, 1 yields
O = ( P ( - 4 B ) B $ , $ )=Gu +~lGu-l+'"+otuGo ,
where
N
~u-k = ~ au-j bjk, ~o = ao b~,= 1 .
j=k

5. Nonlinearization of the Lax Pair

With the mapping r= p-S, the HD equation (1.6) is reduced into the follow-
ing form which will also be called the HD equation for short:
2p, +p3pxxx = 0 9 (5.1)
Proposition 5.1. HD has the Lax representation Lt = [ A, L], where
 Stationary H a r r y - D y m ' s Equation and Its Relation with Geodesics on Ellipsoid 39

L = - p2 632 , A = - 2p3633 - 3p2px632 = - (p363 + 63p3)632.

Proof. A direct calculation of the commutator [ A, L ] = A L - L A yields
L t - [ A , L] = - p (2pt+p3pxxx)0 2
1
= r-2{ r , - (r - T ) ~ }0 2 9 (5.2)

Consider the Lax system in vector form:

L(P )O =-- p2O '" = BO ,
(5.3)
@t=A(P)@ ~---~-2p3@" 3p2Px@'',
where @= (@~ ,.-., @u )% B=diag (2~ ,..-, 2 N ). The constraint (2.2) is equivalent to
h:@l-~p=(B~, @),
under which the Lax pair (5.3) is nonlinearized into
L(h(@))@~- (B@, @ 7@" =B@, (5.4)
@, = A(h(@ ) )0 -=S(@ ). (5.5)
Obviously (5.4) is the NSL equation ( 3 . 1 ) , whose real analytic solutions consti-
tute a set .A". The one-parameter local group of the solution operators for the ini-
tial value problem of (5.5) will be called an S-flow. Next we shall prove that .A"
is an invariant set of the S-flow, i . e . the Lax pair aider the above non-
linearization becomes naturally consistent in a certain sense.
Lemma 5.2. Let @ be a solution of @;=A@. Then F = L @ - B @ satisfies:
F, = A F - p (2p, + p3p '")@ ". (5.6)
Proof. Since the constant diagonal matrix B and the differential operator A
commute, we have
BA@ = AB@ = AL@ - A F .
Hence
F,=L,@+ ( L - B ) @ , = L t O + ( L - B ) A @
= AF+ ( L , - [ A, L I )@,
which completes the proof by taking into account of (5.2).
Lemma 5.3. Let p= (B@, @ )' Then under the condition of the above lemma
we have
2Pt+p3p ''' = 6 p ( B @ , F ' ) - 6 p ( B @ ' , F). (5.7)
Proof. A direct calculation of the letl-hand side of (5.7) gives
- 6 p 3 ( B O , @ ' " ) + 6 p 3 ( B @ ', ~k")-12p2p ' (B@, 0 " ) , (5.8)

in which @,=A@ is used to cancel @t. By using ~ "= _p-2 (F+B@) and its deri-
vative to cancel @ "and @"; (5.8) is reduced to the right- hand side of (5.7).
 40 Cao Cewen

Theorem 5.4. Let ~(x, t) be a real analytic solution to (5.5): ~, = S ( O ) ;

O(x, O)~.A', Then
1) O(x, t)e.A";
1
2) r (x, t) = ( BO, O )-2 satisfies HD" r,= (r-T)xxx 9
Proof. 1 ) The real analyticity of ~, implies the real analyticity of p = (B O ,O)
and F = L~,- BO. According to the above two lemmas, F satisfies:

F,= -2p3F ''' -3p2p 'F'" - 6 p 2 ( ( B r 1 6 2 ',F ))~ " (5.9)

~(x,0)s ~ ' i s equivalent to F(x,O)~---O, and hence O~'F(x,O)~-O, m = 0 , 1 ,2 ,..-.

From (5.9),
O,F(x, 0)=~0, O,02F(x,O)-~-~O.
And by induction, OfOgF(x,O)==-O, So F(x,t)=~O, which means 4,(x,t)s J ' .
2) F-~0 implies that the left- hand side of ( 5 . 7 ) is zero, which is equivalent
to the HD equation satisfied by r ( x ) .
Since .,e" is an invariant set of the S-flow, S(~b ) can be restricted as a vector
field on .A". Consider the derivative mapping of h :~O ~ p = ( B ~ , ~ , ) :

h.l~(~)= ~d I~-o h (~+ e~)=2(Br

h,rnaps the vector field S(~k ) on .An into the HD vector field on
Theorem 5.5.
~ =h(~A") (see (5.1)):
X~ =A - - g1 p3p -, po=h(O)
= h , { S(O )}.

Proof. Let ~ = S(O ). We have

h . { S ( O ) } = - 4 p 3 ( B 0 , O .... )-6p2p ( B O , O " ) .
Differentiating p = ( B 4 ' , O ) t h r e e times, we obtain

f(t =
~ 21 p3p , - = _ p3 (Br " ).
Using ~0 " = - p - 2 B ~ and its derivative to cancel r ",r "' in the above two expres-
sions, both of them are reduced to the same result 4p ( B0,B~' ' ) - 2p '(B if, q~ ) .
6. Relation with Geodesics on an Eliipsiod
The equation for the geodesic if(x) on the ellipsoid ( B ~ , r 1 in ~Ncan be
written as

- ~ ' " =r(x)B~O, r= (B~, ',~, ')) '

(B~k,B~ (6. 1 )

which is completely integrable in Liouville sense and generated by the so-called

confocal involutive system (see [4] ).
Lemma 6.1. Let r be a solution of (6.1). Then tkere exists a constanteo
 Stationary H a r r y - D y m ' s Equation and Its Relation with Geodesics on Ellipsoid 41

such that
r ( x ) = (B2r r (6.2)

Proof. Let a(x)=(BqJ ',~ ")(B2~O,r ), Then a ' ( x ) = 0 in virtue of (6.1).

Hence a ( x ) = c o z and r(x) has the required form (6.2).
Theorem 6.2. Let ~ (x) be a geodesic on the ellipsoid (BqJ, ~ )= 1, satisfying
the parametrization of (6.1). Then r (x) = ( B~ ', ~ ') (B 2 ~k,r )-l is a solution to
the stationary HD equation
GN + O~I GN- t + "" + O~N G o = 0

with constants uj suitably chosen.

Proof. By (6.2), we have

1 B2
Go = - ~ r =Co( 0,6' ).

In quite a similar way as in Section 4, it can be proved that

G,,= ~. cm_j((-4BYB2~k, ~k ).
j=O

Hence we can solve

Co( ( - 4 B ) J B 2 ~, 0 )=Gj+ c j t G j _ , + . . . + cjjGo 9 (6.3)
By using the polynomial P(r ) given in ( 4 . 3 ) , the required result is obtained
through a linear conbination of (6.3)'s with coefficients a s , - ' - , al, 1:
N
O=co(P(-4B)B2~O, ~0 )=Co ~ au-j((-4B)JB2O, ~ )
j=0

=Gu§ Gu-, + ""+o~NGo 9

References

[ I] Li Yishen, Chen Dengyuan and Zeng Yunbo, Some equivalent classes of soliton equations, Proc. 1983
Beijing Symp. on Diff. Geom. and Diff. Equ's, Science Press, Beijing, 1986,359-368.
[2] Cao C.ewen, An isospectral class for a generalized Hill's equation, Intern. Workshop on Appl. Diff.
Equ's World Scient. Pub. Co. , Singapore, 1986.
[ 3] Cao Cewen, A cubic system which generates Bargmann potential and N-gap potential (in Chinese ),
Quart. J. on Math. , 3 (1988), 90-.- 95.
[4] Moser ,J. , Integrable Hamiltonian system and spectral theory, Proc. 1983 Beijing Symp. on Diff. Geom.
and Diff. Equ's, Science Press, Beijing ,1986,157-229.
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