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Motions of Celestial Bodies: Theoretical background

E Butikov

Semiconductors: Electronic structure

D K Ferry

Semiconductors: The electronphonon interaction

D K Ferry

Oscillations of a simple pendulum with extremely large amplitudes

Eugene I Butikov

`Log formulae' for pendulum motion

F M S Lima

A comprehensive analytical solution of the nonlinear pendulum

Karlheinz Ochs

Euler equations on finite-dimensional Lie coalgebras, arising in problems of mathematical physics

O I Bogoyavlenskii

Physics of Nonlinear Waves

Physics of Nonlinear Waves

Minoru Fujimoto

All rights reserved. No part of this publication may be reproduced, stored in a retrieval system or

transmitted in any form or by any means, electronic, mechanical, photocopying, recording or

otherwise, without the prior permission of the publisher, or as expressly permitted by law or under

terms agreed with the appropriate rights organization. Multiple copying is permitted in accordance with the terms of licences issued by the Copyright Licensing Agency, the Copyright

Clearance Centre and other reproduction rights organisations.

Rights & Permissions

To obtain permission to re-use copyrighted material from Morgan & Claypool Publishers, please

contact info@morganclaypool.com.

ISBN

ISBN

978-1-627-05276-4 (ebook)

978-1-627-05275-7 (print)

DOI 10.1088/978-1-627-05276-4

Version: 20140301

IOP Concise Physics

ISSN 2053-2571 (online)

ISSN 2054-7307 (print)

A Morgan & Claypool publication as part of IOP Concise Physics

Morgan & Claypool Publishers, 40 Oak Drive, San Rafael, CA, 94903, USA

Contents

1

1.1

A pendulum

1.1.1 Oscillation

1.1.2 Vertical rotation

Vibration by a nonlinear spring force

A jumping rope

Hyperbolic and elliptic functions

1.4.1 Definitions

1.4.2 Differentiation

1.4.3 Reverse functions cn1 and dn1

1.4.4 Periodicity of Jacobis sn-function

Variation principle

Buckling deformation of a rod

Exercise

1.2

1.3

1.4

1.5

1.6

2.1

2.1.1 Phase of propagation

2.1.2 Energy flow

2.1.3 Scattering by an oscillator

Microwave transmission

Schrdingers equation

Scattering by the potential V x V o sech2 x

Two-dimensional waves in inhomogeneous medium

Sound propagation in air

Exercises

2.2

2.3

2.4

2.5

2.6

1-1

1-1

1-1

1-3

1-5

1-6

1-8

1-8

1-10

1-10

1-11

1-12

1-14

1-17

2-1

2-1

2-1

2-2

2-3

2-5

2-6

2-7

2-10

2-13

2-16

3-1

3.1

3.2

3.3

3.4

Steady solutions of the KortewegdeVries equation

Developing equations of nonlinear vector waves

Bargmanns theorem

3.4.1 One-soliton solution

3.4.2 Two-soliton solution

3-1

3-4

3-6

3-8

3-8

3-9

3.5

3.6

3.7

Riccatis theorem

Properties of the Eckart potential in the soliton field

ZabuskyKruskals computational analysis

Exercises

4.1

4.1.1 Specific heat anomalies

4.1.2 Landaus theory

Dynamical theory of collective motion

4.2.1 Longitudinal waves

4.2.2 Transverse waves

Pseudopotential and sine-Gordon equation

Exercises

4.2

4.3

3-11

3-14

3-16

3-18

4-1

4-1

4-1

4-2

4-4

4-4

4-5

4-6

4-11

Nonlinear waves

5-1

5.1

5.2

5.3

5.4

5.5

5.6

Elemental waves

Matrix formulation for nonlinear development

Heat dissipation of wave motion

BornHuang transitions in crystals

Symmetry of media for the KortewegdeVries equation

Soliton description

Exercise

5-1

5-3

5-4

5-5

5-6

5-7

5-9

Scattering theory

6-1

6.1

One-component waves

6.1.1 Scatterings of elemental waves

6.1.2 Singularity of a soliton potential

Two-component scatterings

6.2.1 A two-component wave

6.2.2 Reflection and transmission

6.2.3 Poles of transmission and reflection coefficients

6.2.4 Soliton potentials

6.2.5 Asymptotic expansion

Exercises

6.2

vi

6-1

6-1

6-4

6-7

6-7

6-8

6-10

6-11

6-13

6-14

7-1

7.1

7.1.1 Delta and truncated step functions for coherent wave packets

7.1.2 Fourier transforms and Marchenkos equations

Reflectionless multi-soliton potentials

Two-component systems

7.3.1 Inverse scatterings

7.3.2 Matrix method

7.3.3 Modified KortewegdeVries equation, part 1

Exercises

7.2

7.3

8-1

8.1

8.1.1 Nonstationary states

8.1.2 Thermal perturbation

Multi-soliton potentials in unsteady states

The modified Korteweg-deVries equation, part 2

Thermodynamic instability and Breezer potentials

The third-order Schrdinger equation

Exercises

8.2

8.3

8.4

8.5

7-1

7-1

7-3

7-8

7-10

7-10

7-12

7-13

7-15

8-1

8-1

8-2

8-4

8-6

8-7

8-10

8-11

9-1

9.1

9.2

9.3

9.4

9.5

9.6

The Bcklund transformation

The sine-Gordon equation

Numerical analysis of the sine-Gordon equation

Inverse scatterings and the Bcklund transformation

Scatterings by a pseudopotential

9-1

9-2

9-5

9-6

9-8

9-9

10

Miscellaneous applications

10-1

10.1.1 The first approximation

10.1.2 The second approximation

10.2 Vortex motion in fluid media

10.2.1 A vortex

10.2.2 Vortex motion

10-1

10-1

10-4

10-6

10-7

10-8

vii

10.4 Laser light transmission through absorbing media

10.4.1 Two-level atom in an intense radiation field

10.4.2 Scattering of intense radiation

10.4.3 Sine-Gordon limit

10.5 Periodic lattices

10.5.1 Todas lattice

10.5.2 Aperiodic transitions by pseudopotentials

viii

10-11

10-13

10-13

10-15

10-16

10-17

10-17

10-19

Preface

Nonlinear problems can be analyzed using inhomogeneous differential equations to

obtain information on the nonlinear content, which was harder to do using traditional approaches. Nevertheless, recent mathematical studies have revealed that

equations of SturmLiouvilles type can be specied by soliton solutions, representing potential energies of the surrounding medium, subject to the law of conservation that is fundamental for all physical applications.

Nonlinearity arises from the dynamical response from the surroundings, which is

essentially related to boundaries and interactions. Properties of a medium can

therefore be analyzed from mathematical consequences, but the thermodynamic

environment must also be considered. In contrast, in weather and extra-terrestrial

phenomena, for instance, the unspeciable conditions make it difcult to interpret

the nature of objects.

Nonlinear equations are generally restricted by conditions in the thermodynamic

environment, but microscopic systems are usually idealized as determined only by

external pressure and temperature. Justied by the least action principle, the Hamiltonian function is restricted to its eigenstates, so that nonlinear physics always deals

with canonical systems determined by Hamiltons equations, which enables properties of the system to be evaluated with minimized Gibbss potential.

In practice, nonlinearity, leading to a singular behavior of the dynamical system,

originates from the surroundings, as in the cases of radiation eld, shock-sound in

ultrasonic propagation, phase transitions in crystals and other phenomena. Interactions between relevant variables and their surroundings should therefore be treated

using dynamical systems; this constitutes the basic objective of nonlinear physics.

In thermodynamic equilibrium, the dynamical system is specied by eigenvalues

of the Hamiltonian function, hence postulating canonical ensembles in statistical

mechanics. The system may otherwise be chaotic, to which the traditional law of

conservation cannot be applied. In this paradigm of nonlinear physics, the

dynamical soliton theory should be incorporated within thermodynamical discipline. In Lagrangian formalism, this situation can be evaluated via a canonical

transformation H0 S1HS, where the action variable S between H and H0 is

associated in practice with phonon scatterings. Accordingly, the dynamical system

can be regarded as requiring canonical ensembles to be evaluated using Boltzmann

statistics. Dealing with nonlinear phenomena in media, it is signicant that noncanonical solutions do not correspond to equilibrium, although they are compatible with Kirkwoods denition of thermodynamical states. Experimentally,

observed anomalies at the threshold of nonlinearity are characterized by bifurcation

and chaotic uncertainties, while the dynamical system in equilibrium states is

clearly canonical. In the general theory of crystalline lattices, Born and Huang

postulated for such transitions from chaotic to canonical states to be evaluated by

minimizing the Gibbs function as calculated using the variation principle. We shall

therefore call such a chaotic-to-equilibrium process BornHuangs transition,

exhibiting experimentally a soft mode or relaxation process, depending on the

ix

restricted by practical surroundings, reviewing representative cases for physical

reality, then proceeding via general theory to its applications.

This book was written for students at upper undergraduate and graduate levels, as

a textbook for upgraded physics courses on nonlinear physics. Nevertheless, nonlinear mathematics is dominated by hyperbolic and elliptic functions, which are

relatively unfamiliar topics in the traditional physics curriculum. From the pedagogical viewpoint, I have therefore included a short account of elliptic functions

in the rst chapter of this book.

Acknowledgement

and dedication

As an experimental worker myself, I have benetted enormously from Elements

of Soliton Theory and Lecture Notes on Nonlinear Waves in writing this book. My

sincere thanks are therefore expressed to Professor G L Lamb Jr and Professors

T Taniuti and K Nishihara. I also thank my wife Haruko for her continuous

encouragement that has made this publication possible.

Minoru Fujimoto

August 2013

xi

Nonlinear physics is a well-established discipline in physics today, and this book

offers a comprehensive account of the basic soliton theory and its applications.

Although primarily mathematical, the theory for nonlinear phenomena in practical

environments needs to be understood at upper undergraduate level, with particular

attention given to the presence of media where nonlinearity takes place. This book

addresses mathematical theories, but also suggests possible theoretical innovations

for many issues, providing a stimulating reference for both students and researchers.

xii

Author biography

Minoru Fujimoto

Minoru Fujimoto is a retired professor of the University of Guelph,

Ontario, Canada. Engaged in experimental work on magnetic

resonance on structural phase transitions, his books Physics of

Classical Electromagnetism and Thermodynamics of Crystalline

States were published by Springer.

xiii

Minoru Fujimoto

Chapter 1

Nonlinearity in classical mechanics

classical mechanics as insignicant or bypassed by using idealized models to simplify

mathematical analysis. Energy damping during oscillatory motion, for example, is

attributed to air friction, where dynamical stability can be evaluated by thermal

relaxation. Such damping in microscopic physics should also be considered with

respect to surrounding media, at least for normal terrestrial phenomena. Referring to

the least action principle, dynamical systems may not necessarily be canonical, so the

compatibility of models with the thermodynamic environment should be determined

in many cases of nonlinearity, as will be discussed in the following chapters.

1.1 A pendulum

1.1.1 Oscillation

An oscillating mass m of a pendulum in a gravitational eld is a standard problem in

classical mechanics, providing the principle for studying mechanical stability.

Attributed to work by the restoring gravitational force, its excitation at a small

amplitude is sufcient for evaluating stability at a minimum potential energy.

However, at a nite amplitude, the motion cannot be steady against air friction and

supporting devices, and ceases eventually at zero amplitude.

Figure 1.1 illustrates a simple pendulum of mass m that is hung with an inexible

string or a rod of length l. Assuming the supporting point P xed at the rigid ceiling,

we can write the equation of motion with respect to coordinate axes xed in space as

ml

d2

mg cos

dt 2

and

T mg sin ;

1:1

where (t) is the angle of rotation around P in the vertical plane; g and T are the

gravitational acceleration and tension in the string, respectively. Further, we postulate somewhat unrealistically that the motion is restricted in the vertical plane.

doi:10.1088/978-1-627-05276-4ch1

1-1

acceptable assumption for a normal observation within a short period of time.

The equation of angular motion (1.1) is mathematically nonlinear. Expanding

cos 1 12 2 for small , however, we can reduce it to a linear differential

equation by cutting the expansion at the second-order term; otherwise (1.1) remains

nonlinear. Nevertheless, integrating (1.1) once, we obtain

1 2_2

ml mgl1 cos E;

2

1:2

where E mgl1 cos is an integration constant, which implies the total energy

of the pendulum determined by the initial angle t0 ; here the angle is mea_

sured from the vertical direction at t 0. Solving (1.2) for the derivative ,

we obtain

r r

d

g

2

where

sin :

2 sin2 ;

dt

l

2

2

Setting sin

r

d

g

2 cos d

2

cos ; and d p

:

dt

l

1 2 sin2

Rt

In this case, the time interval dened by t 0 dt between 0 and

s Z

s

Z t

l

d

l

p

dt

F; ;

2

g 0

g

0

1 2 sin

1-2

is given by

1:3

indicating the repetition time specied by the angle 0 2. Here, the integral

R

d

is an elliptic integral of the rst kind, which is one of

F; 0 p

2

2

1 sin

the standard forms of elliptic integrals. The period of oscillation can therefore be

dened by

s

Z

Z 2

2

l

d

p;

T 4

dt

F ; ;

where

K F ;

g

2

2

0

0

1 2 sin2

hence

s

l

K:

T 4

g

1:4

relation

Z

d

p sn1 z;

u

1:5

0

1 2 sin2

where z sn u is Jacobis elliptic sn-function; originally, the angle amu was

dened as the amplitude function of u. We note that the elliptic function sn u is

periodic, with amplitude related to the relation sn u sin , and hence the effective

phase is given by am u. Figure 1.2 shows the graph of the u- relation plotted

against representative values of the parameter , called the modulus.

1.1.2 Vertical rotation

Equation (1.2) expresses the law of conservation of energy, where the rst and

second terms are the kinetic and potential energies K and V, respectively. The kinetic

1-3

so that the motion is restricted in the range at sufciently small K.

On the other hand, as shown in gure 1.1, a circular motion can take place in a

vertical plane, if the kinetic energy K 12 ml 2 _ 2 is sufciently large. Oscillatory

motion can take place in the range 0 < < 2; no circular motion occurs, unless _ is

larger than _ , for which however the string of length l must always be taut. Usually,

values of and _ are specied as the initial conditions.

For a circular motion, the centrifugal force should be sufciently large, although

this can be ignored for a pendulum with a small amplitude. In circular motion, the

centrifugal force should be considered, expressed by

T mg cos T;

ml

1:6

_ which is not

in the radial direction, so that the tension T can be a function of ,

constant in general. Writing (1.6) as

Z

1 2_2 1 2_ 2

ml ml

Tl d;

2

2

2

we notice that the kinetic energy 12 ml 2 _ should be sufciently larger than the initial

_ 2 in order to rotate the mass completely. The criteria for

kinetic energy 12 ml 2

rotation can therefore be expressed in terms of the total energy by E E_ , where

1

2

E ml 2 _ Tl

2

and

1

E_ ml 2 _ 2 T l 2mgl:

2

The energy criteria for oscillation and rotation are illustrated in gure 1.1, where we

must have E > 2mgl for rotation.

q

E

E

For oscillation, from (1.2) we obtain 1 cos mgl

and 2mgl

. On the other

hand, with the condition E > 2mgl, the time of rotation can be dened by an elliptic

integral with a different modulus

r

2mgl

< 1:

1:7

o

E

Writing therefore

o

t

2

s Z

s

l

d

l

q o

F o ; ;

g 0

g

2

1 2o sin2 2

1:8

s

l

K o :

T 2o

g

1:9

In the range 2mgl > E > mgl, the motion cannot be fully described by this

model, unless an additional condition is imposed for the string to be straight during

1-4

motion; accordingly, the system belongs to the non-canonical category. With welldened kinetic and potential energies, the system can be classied as canonical, but

remains non-canonical otherwise.

Anharmonic vibration is usually discussed with a force characterized by a potential

energy V(z) of non-Hooke type, which can however be harmonic if V(z) is approximated as proportional to z2. The nonlinearity arises from unharmonic parts of

V(z), and one-dimensional anharmonic motion along the z axis can be described by

1 dz 2

V z E;

1:10

2 dt

where the mass is assumed as m 1 for simplicity. Accordingly, from (1.11) we

obtain the expression

Z z

dz

p:

t

1:11

2fE V zg

0

3

The restoring force is determined by @V

@z z z , hence the potential energy

can be expressed as

V z z2 z4 :

2

4

1:12

E V z. Considering an oscillating range a z a, the condition can be

written as

E V z E z2 z4 a za zb2 z2 0;

2

2

where

a2

p

1

2 4E

and

b2 a2

2

:

2fE V zg a za zvz;

conrming the oscillation in the range a < z < a. In this case, the phase angle of

oscillation can be dened by z acos , and so that vz 2 b2 a2 cos2 . The

oscillation time t between and determined by (1.8) can therefore be expressed

by an elliptic integral

sZ

2

d

p;

t

2

2

a b

1 2 sin2

1-5

where

a2

a2

:

b2

1:13

Figure 1.3. E V z versus z. Roots of E V z 0 are indicated by 1, 10 , 3 and 4 for specic solutions.

V zg 0 is an algebraic equation of the third order, characterized by three roots.

These are either three real or one real and two complex roots, as shown by points 1,

10 and 3 crossing the z axis in gure 1.3, among which two real roots may be

degenerate at the point 4 as a1 a and a2 a. Considering the oscillation in the

range a1 < z < a2 , this equation f(z) 0 is shown by the curve A, crossing the z

axis at 1 and 10 . A symmetric oscillation can take place in the range a < z < a at

the bottom, which is approximately symmetric in the curve B that is signied by

roots a1 ; a2 a and a3. The curve C is characterized only by one real root a3; two

others are complex conjugate a1, a2. The roots z a3 in these curves represent nonoscillatory motion, which can be ignored.

In terms of the total energy E, the oscillatory modes are separated discontinuously from non-oscillatory cases, as in a simple pendulum; they are characterized by

an energy gap E, where the system cannot be identied as canonical; and a possible

transition may be considered by bringing in an external agent.

We discuss here another classical example of a jumping rope, swinging or rotating

around the xed axis AA0 , as shown in gure 1.4(a). To turn the rope, an additional

energy is required as given by the energy difference between these modes. It is noted

that the rope in steady rotation is similar to the hanging rope, but has a different

shape in the coordinate system on the ground.

Figure 1.4(a) shows ropes in swinging, rotating and hanging modes, as indicated

by 1, 2 and 3, respectively. As remarked, these shapes are similar but not quite

identical, depending on the angular frequency and the mass density of the rope.

_ whereas

To set the rope in rotation, we need sufciently high initial angular speed ,

for the swinging case 1, the initial angle can be sufciently small. Gravity can be

ignored in the former case of rotation.

The rope is assumed to be exible but of a xed length l, for simplicity. However,

the tension is not uniformly distributed along the rope, where the centrifugal force is

balanced with the deformed shape. Figure 1.4(b) illustrates for equilibrium situation

in case 2.

1-6

Figure 1.4. (a) Jumping rope. (b) Balanced tensions on a differential rope ds.

We dene the curvilinear coordinate s along the curved rope, thereby considering

the tension as given by a function T(s), where s is a measure from one end, say A,

and 0 s l. Since the rope is in stationary shape in the rotating frame of reference

xy0 z, a segment of mass ds at an arbitrary position must be balanced as indicated

by the relations

dTy0

ds 2 y0 ds:

Tz1 ds Tz2 ds

and

Ty0 1 ds Ty0 2 ds

ds

dT

dz where

represents geometrical bend angle of the rope from the z axis. Therefore, we obtain

d dy0

2 0

y 0;

1:14

ds dz

To

0

Equation (1.14) can be solved with a standard elliptic integral as in the following.

0

2

02

2

we obtain

Setting p dy

dz for convenience, from the relation ds dy dz

ds

2

2

1 p . Accordingly, (1.14) can be modied as

dz

p

dp

2 y0 p2

1p :

dy0

To

p

2 2

b y02 ;

1 p2 1

2To

1-7

In solving this for y0 , we dene yb Y and

2

2 b2 =4To

1 2 b2 =4To

for

0 < < 1;

thereby writing

d

dz

q ;

c

1 2 1 2 2

1:15

with

1

s

2

2 2 b2

2

:

1

1 2 b

To

4To

z

b

2

where

y0 b sn

:

c

c 1 2

1:16

shape is expressed by an sn-function determined by a value of the modulus .

For a hanging rope, replacing the centrifugal potential 2 y02 ds in (1.14) by the

gravity potential gy ds, we have

d

dy

To

g 0;

1

ds

ds

with which the ropes shape can be expressed by

y a cosh

z zo

g:

a

1:17

dz 0 and the length of

the rope, respectively.

We used the elliptic sn-function in the foregoing discussion. Useful formulas of

elliptic functions and related hyperbolic functions are briey summarized in this

section for those readers who are not particularly familiar with these functions [1].

1.4.1 Denitions

The elliptic function z sn u was dened as the reverse function of elliptic integral

(1.6). Here, the mathematical properties of elliptic functions, known as Jacobis

functions, and related hyperbolic functions are summarized.

1-8

Figure 1.5. Comparing (a) jsin1 zj =2 with (b) jsn1 zj K 0 < < 1.

the integral formula for trigonometric sin1 z, i.e.

Z z

dz

p sin1 z

u

and

z sin u:

1:18a

1 z2

0

In parallel, we dened z sn u from the integral

Z z

dz

p:

u

1 z2 1 2 z2

0

1:18b

We notice that (1.6) and (1.8) are identical if 0, whereas (1.5) can be expressed by

a hyperbolic function if 1, as shown later. Graphically, the correspondence

between sin1 z and sn1 z is illustrated by comparison in gure 1.5. The elliptic

function is characterized by the modulus , so customarily (1.18a) and (1.18b) are

expressed as u sn1 z; or z snu; , which is called Jacobis sn-function.

Analogous to trigonometric cos-functions, we can dene cn u by the relation

sn2 u cn2 u 1;

1:19

dn2 u

1

:

1 2

1:20

snu; 0 sin u; cnu; 0 cos u

and

dnu; 0 1:

1:21

In the range of 0 < < 1, elliptic functions are similar but deformed from trigonometric shape, as shown in gure 1.5. For 1 however,

Z z

dz

u

tanh1 z;

2

0 1z

1-9

hence

snu; 1 tanh u

1:22

Graphs of snu; are compared for representative values of the modulus , illustrating their periodic feature in gure 1.6.

1.4.2 Differentiation

From the denition of (1.18a), we can derive the relation

du

1

p :

dz

1 z2 1 2 z2

Using (1.5), we obtain immediately that

dz p

1 sn2 u1 2 sn2 u cn udn u;

du

which is rewritten as the differentiation formula of sn u, i.e.

d

sn u cn udn u:

du

1:23

d

d p

sn u d sn u

cn u

1 sn2 u p

sn u dn u

du

du

1 sn2 u du

1:24

d

d p

2 sn u d sn u

dn u

2 sn u cn u:

1 2 sn2 u p

2

2

du

du

du

1 sn u

1:25

For cn u and dn u,

and

The reverse function of sn can be expressed by sn1, which is essentially the elliptic

integral. We can similarly obtain such integral expressions from cn and dn functions.

1-10

p

dz p2 p

1 z 1 2 1 z2 1 z2 02 2 z2 ;

du

Hence

Z

u

z

1

where

dz

p cn1 z; ;

1 z2 02 2 z2

p

1 2 :

1:26

Similarly, we can derive

Z z

dz

p:

1:27

dn1 z;

1 z2 z2 02

1

1.4.4 Periodicity of Jacobis sn-function

Equation (1.17) describes a general form of a jumping rope with both ends xed.

Here, the expression for the length of the curve between z a and a is obtained,

referring to gure 1.4. The sn-function is periodic in extended z axis with period

4K(), hence the shape indicates standing waves of half period 2a 2K() between A

and A0 , which take up the impacts at the joints. Rigid supports at A and A0 are

assumed to simplify the analysis, ignoring the

dy0 b z z

dn

;

cn

c

c

c

dz

hence

2

ds

b2

z

z

b2 1 2 2 z

b2

z

1 2 cn2 dn2 1 2

dn

dn4 :

2

2

2

dz

c

c

c c

c

c

c

2

Because of the relation bc 1

2 from (1.16), this can be simplied as

2

2

ds

2

2z

1

dn

:

dz

1 2

c

Accordingly,

2

sz

1 2

Z z

0

dn2

z

dz z;

c

1:28a

respectively. It is noted that thus dened is not the same as in (1.13), but both of

these represent the sinusoidal phase that corresponds to sn u. Using this time, we

differentiate the relation sin sn u to obtain

cos d cn u dn udu:

1-11

cos2 1 sin2 1 sn2 u cn2 u;

we can write cn u d (cn u dn u) du, and therefore d dn udu. Hence

Z

u

0

dn u du

q

1 2 sin2 d E; ;

which is called the elliptic integral of the second kind. Writing that

Z

E u

u

0

dn2 udu E; ;

z

2c

z:

sz

E

1 2

c

1:28b

vanishes at u 2K(), where

Z q

Z K

2

2

2

K

dn2 u du E K;

1 sin d

0

l

4cE

4aE

2a:

2a

2

1

1 2 K

In section 1.3, we considered that the rotating rope is in equilibrium with centrifugal

force in the rotating frame of reference xy0 z in gure 1.4(a). For a hanging rope, on

the other hand, it is in equilibrium with gravity, but the situation can be treated

in the same way as for the rotating rope. In these cases, it is noted that the expression

for the curved rope can be derived mathematically by the variation principle for the

potential energy to take a minimum value under the restriction of a constant length l,

as the laws of physics allow only for canonical dynamics to be associated with

thermodynamic equilibrium with the surroundings.

Rl

For a rotating rope, we consider

for potential energy U 0 y02 ds to be miniRl

mized under a constant l 0 ds. Writing that

s

s

0 2

0 2

Z 2a

Z 2a

dy

dy

02

U

y

1

dz max:

with l

1

dz const:;

dz

dz

0

0

1-12

0 )

Z z2

Z z2 (

0

0

dy

dy

@F

@F

dy

dz

dz:

I y0 ;

F y0 ;

y0 dy0

0

@y

dz

dz

dz

@ dz

z1

z1

Considering y0 0 at both limits z1 and z2, after integration by parts, we obtain

)

Z z2 (

@F d @F

I

0

y0 dz 0:

@y0 dz @ dy

z1

dz

Hence, for an arbitrary y0 in between, we have the Euler equation

d @F

@F

0

0 0:

dz @ dy

@y

dz

By denition, we have I U l, hence the Euler equation can be written

explicitly as

8

9

s

>

0 2

dy0 >

<

02

d y dz =

dy

0

q

0;

2y 1

2

0

dz >

dz

: 1 dy >

;

dz

which can be manipulated as

y02 d2 y0

0

dy0

2 dz2 2y 0:

1 dz

Integrating this, we arrive at

(

0 2 )

1

dy

ln 1

ln y02 const:

2

dz

We can therefore write

0 2

dy

1

y02 2 ;

dz

1= b2 2 ; as y0 b at

where

Therefore

dy0

0:

dz

0 2

dy

2

b2 y02

2

02

;

b y 1

b2

dz

2 b2

0 2

dy

which is identical

to

derived in section 1.3; and the same as (1.16), if writing

dz

2

2

b2 To .

Rl

For a hanging rope, we consider for the gravitational potential U 0 gy ds to

Rl

be minimized with a constant length l 0 ds. Therefore, the variation principle

1-13

Figure 1.7. (a) Model for a buckled rod. (b) Energies of unbuckled rod Uo and buckled rod U o ; Uo > Uo .

q

2

R 2a

demands for the integral 0 y g 1 dy

dz dz to be minimized, leading to the

dy

2

2

relation dz y g , which can be solved as y a cosh az g.

Buckling, in the example of a compressed elastic rod, is a fundamental issue for

structural stability. In addition, it provides an example of a bifurcation that is

characteristic in nonlinear phenomena. In this section, a compressed elastic rod at

both ends is discussed, exhibiting a nonlinear deformation, as shown in gure 1.7.

When the forces F and F are sufciently weak at both ends, the rod can just be

compressed with no deformation, but deformed as illustrated in the gure, if F

exceeds a critical strength Fo. Normally, F > Fo and such a deformation is bifurcate.

For a rod bent as described by the angle d and radius of curvature R, as shown in

gure 1.7, we have the relation

1

d F

y;

R

ds B

where B is a constant determined by properties of the rod and its cross-sectional

area. Since dy

ds sin , we can write the equation

d2

F

1:29

c2 sin

where

c2 :

ds2

B

This is the same as (1.1) for a pendulum, if replacing the time t by the curved

length s.

1-14

We solve (1.29) with the boundary conditions at A and A0 , where the rod is

attached with no distortion, and we can assume R N. Therefore, there should be

discontinuous changes of the curvature for the buckled rod both at A and A0 , for

which the constant c is determined by physical properties of the rod and the strength

of F. Specifying A and A0 by coordinates x1, x2, and letting AA00 2l as constant, we

calculate s along the curved rod from the center.

Referring to (1.1), we write sin 2 sin , and obtain

Z

d

p cs

or

amcs;

0

1 2 sin2

and

cos

p

1 2 sn2 cs dncs:

2

Hence

dy

2sncsdncs;

ds

from which we derive that

y

2

cncs;

c

1:30

because y 0 at s l/2, hence cl K().

p

For a small , the expression 1 2 sin2 1 can be expanded in series of

, and

Z

2

2 2

2

K

1 sin d 1 cl:

2

2

4

0

p

Since c F=B, we can dene the bifurcation point by such a specic value of Fo

q

that FBo l 2. Therefore, the rod can be buckled with > 0 for F > Fo, otherwise

The energy of buckling can be calculated as composed of strain energy and the

potential energy due to the applied forces F, which is expressed as

)

Z l ( 2

Z l

B d

U

F cos ds

V ds

1:31

2 ds

0

0

where V is the energy density per unit length. Using the variation for U to be

minimized, we can obtain the Euler equation dsd @@Vd @V

0, which is written as the

ds @

same as (1.30).

1-15

2

U Uo 2 F

l

0

1:32a

where Uo Fl represents the potential energy of the straight rod. Using the relation

cl K() and sin sn u, we arrive at

U Uo

22 Fl

K

K

0

1:32b

Ru

Ru

Manipulating further with the relation E; 0 dn2 udu 0 1 2 sn2 udu,

and setting u K() and sin sn u, we obtain

Z K

2

E K

sn2 udu;

0

and

4Fl

2

E 1

K :

U Uo

K

2

2

1:32c

2

notice that U < Uo for 6 0, implying that the buckled rod has always a lower

energy than the straight one. Therefore, we may consider that represents the strain

energy in the rod.

For a small value of , we can consider the stressed rod by assuming the angle d

as innitesimally small. In this case, the rod cannot be modeled as innitely thin, but

as a nite cross-section that is stressed as proportional to ds. The strain energy per

2

unit length of the rod can then be expressed as 12 2l , where is constant. Referring to

gure 1.7(a), the potential energy for bending can be expressed as 2R sin lF,

where R 2l. Expanding sin for a small , we have therefore

U

2

sin

Fl 2 Fl 4

1 Fl

;

2l 24

5!

2l

l 2 , U min. at 0; if F > Fo , from

bifurcate angle Fo can be determined by

@U

@

0 the

p

Fl

Fo l 2

Fo 0; and hence Fo F Fo :

2l 24

24

It is noted that equation (1.29) can be linearized for F < Fo , and buckling can be

attributed to the nonlinear equation for F > Fo as a typical nonlinear effect.

1-16

Exercise

Reviewing classical problems in this chapter with respect to the total mechanical

energy E, construct energy level diagrams to indicate the presence of forbidden

energy bands, which are characteristically due to a model that is either inadequate or

not properly dened.

Reference

[1] Bowman F 1961 Introduction to Elliptic Functions with Applications (New York: Dover);

Greenhill A G 1959 The Application of Elliptic Functions (New York: Dover); Hancock H

1958 Lecture on the Theory of Elliptic Functions (New York: Dover)

1-17

Minoru Fujimoto

Chapter 2

Wave propagation, singularities and boundaries

where mutual interactions, singularities and boundary conditions are responsible for

deviation from linearity at low energies. Nevertheless, these are considered as perturbations in linear physics, providing somewhat insecure results to deal with physical

reality. Therefore, it is necessary to interpret the mathematical consequences in light

of the principles of physics. Specic properties of the Eckart potential are studied here

in particular, as required for discussion in the following chapters.

2.1.1 Phase of propagation

Basic excitations in a condensed matter exhibit propagating waves in one dimension,

occurring as the consequence of an adapted dynamical model.

Considering a string of innite length embedded in a medium, we describe the

displacement y y(x, t) of a differential segment of mass ds, where and ds are

the density and differential length, respectively, obeying the equation

@2y 1 @2y

0:

@x2 v2 @t2

2:1

With respect to the spacetime coordinates x and t along the string, v is the speed of

propagation determined by the tension of the string Ts and the density (x, t). The

general solution of (2.1) can be expressed as

y f x vt gx vt;

2:2

expansion, (2.2) can be written as

Z

1 N

y

Y eikxt d;

2:3

2 N

doi:10.1088/978-1-627-05276-4ch2

2-1

where the amplitude Y() should be a real quantity, i.e. Y*() Y(). Here, is

the angular frequency, related to the corresponding wavevector k as vk, and the

variable kx t is the phase of propagation. Using these notations, Fouriers

component waves at a frequency are expressed by A ei , where A are

amplitudes that can be complex functions for convenience. In practice, it is practical

to dene real amplitudes, so that we can write A aei and A bei for (2.3)

with a single phase , namely

y aei bei :

Mathematically, the phase is an angle in the range (0, 2) in repetition, which is

invariant for the spacetime transformation x vt ! x0 vt0 , so that the propagation can be restricted to the nite range 0 2. On the other hand,

the amplitude is related to the energy of propagation, which is determined by the

physical excitation mechanism. The amplitude can therefore be assumed as

unchanged with propagation, if there is no mechanism considered for energy dissipation; the phase determines linear propagation, described by equation (2.1).

2.1.2 Energy ow

Physically waves represent propagating excitation energy that is transported through

the medium. For a one-dimensional region between x x1 and x x2, we can

dene the kinetic and potential energies K and V, composing the vibration energy

E K V per unit length of the string. Here, arising from the speed y_ x; t and the

displacement dy(x, t), respectively, K and V can be expressed as

1

K

2

x2

x1

2

@y

dx

@t

and

Z

V Ts

x2

x1

0s

1

2

Z

@y

Ts x2 @y 2

@ 1

A

dx;

1 dx

@x

2 x1 @x

between x2 x1 dx of the string. Therefore, at a small vibration amplitude,

E is written as

2 )

Z ( 2

x2

@y

@y

Ts

dx; where v2 :

E

v2

2 x1

@t

@x

Z x2

Z x2

2

dE

@y @ 2 y

@ @y @y

2 @y @ y

2

dx:

dx v

v

dt

@t @t2

@x @x2

x1

x1 @x @t @x

2-2

Rx

Dening the energy density and the corresponding current density by E x12 E dx

@y

and J x; t v2 @y

@t @x, respectively, the continuity of energy ow can be

expressed by

Z x2

Z

d x2

@

E dx

J x; tdx Jx1 t Jx2 t;

dt x1

x1 @x

which can be rewritten at an arbitrary time as

dE

Jx1 Jx2 :

dt

2:4a

constant of time for a steady ow, for which in-going and out-going ows are equal,

i.e. Jx1 Jx2 ; otherwise E is not constant, due to an unknown mechanism that is not

yet concerned with this model. In any case, we have the equation for continuity

@E @J

0;

@x

@t

2:4b

where the current density J plays a signicant role for time-dependent E that can

often be dispersed from a specic part of the string signied by a current ow. If so,

J Jout Jin 6 0 is responsible for the singularity as usually related to energy loss,

while suggesting a possible connection to outside at this point.

@J

E

According to (2.4b), a steady ow of energy means that @

@t 0 and @x 0, hence

J const. On the contrary, if J 6 const., the dynamical system is not necessarily

in thermodynamic equilibrium with the surroundings.

2.1.3 Scattering by an oscillator

Figure 2.1 shows an elastic string connected vertically with a spring at one end, M,

whereas the two ends, A and B, are connected at xed points. Such a spring system

can be employed as a model of singularity for wave propagation along the string,

Figure 2.1. (a) A long elastic string held horizontally with a vertical spring attached at M. The spring constant

is Ko . (b) Tensions Ts balanced with the spring force.

2-3

effective mass m at the joint M is given as

d2 y

@y >

@y <

eit ;

m 2 Ko y Ts

2:5

dt

@x x0

@x x0

where Ko and are the restoring constant and frequency of the spring, respectively.

We solve (2.5) for the transverse displacement y y0; keikvt , where vk.

Writing

y < x; k eikx Rkeikx

y > x; k T xeikx ;

2:6

y0; k y > 0; k y< 0; k;

we obtain the relation

y0; k

k2

2ik

;

ko2 2ik

2:7

p

p

where ko v Ko =m is a resonant frequency and is dened as v Ts =m. In

addition, we have

T k y0; k

and

Rk T k 1

k 2 ko2

:

k 2 ko2 2ik

If k ko, we have R(k) 0 and T(k) 1, indicating that there is no reection, and

the wave in resonance at ko propagates through the singularity. On the other hand, if

k 6 ko the singular behavior of y(0, k) determined by k 2 ko2 2ik 0 gives rise to

q

k i ko2 2 ;

2:8

p

indicating that the two poles of y(0, k) at k i ko2 2 are close to the

imaginary axis, if ko , which become a single pole at k i and ko .

The singular force for propagation is therefore expressed as

dy >

dy >

Ts

eit ikTs f2T k 1geit :

dx x0

dx x0

Using (2.6), we write dydt> iT keit , so that this force may be considered as if

an external force is applied on the string on the right side; equation (2.5) can then be

written as

q

d2 y >

dy >

2 2

2v

v

y

iT

ko2 2 eit ;

>

s

dt2

dt

2-4

where the second term on the left side of this equation represents damping of

propagating energy on the string. It should be noted that normally such damping

occurs with owing energy toward the surrounding medium, establishing thermodynamical equilibrium with the string. It is signicant that a force on the right side is

responsible for dispersion of the frequency. In general, nonlinear waves caused by

such a singularity are always dissipative as well as dispersive in character. Particularly, it is further noticeable that at resonance, ko , phases of y> and y< are

identical, i.e. x t, corresponding to R 0 and T 1.

Electromagnetic waves between parallel conducting plates are a well-studied model

for practical microwave transmission in waveguides [1]. Such guided waves transmit

waves reected zigzag between parallel metal walls, traveling as a group of plane

waves at a group velocity vg along the direction of propagation. Therefore, the

guided wave at a frequency can be characterized effectively by the wavevector

k vg .

Figure 2.2 shows such a waveguide as simplied by parallel plates, which conne

propagating microwaves in the space between them. Here, two end regions marked

in and out act as obstacles of propagation, where waves can reect back and

transmit through, if waves come from the left, and are going to the right out of the

waveguide. Ignoring the detail of such obstacles, we can consider a scattering process of plane waves in one dimension, as illustrated in the gure.

First, denoting the gap width between the plates as 2d, we can write the wave

equation

@2y

1 @2y

0;

@t 2 v2gc @x2

where

2

1

k2 2 ;

2

4d

vgc

2:9

in this waveguide. Noted from the -k relation in (2.9), the frequency should be

1

for the wave to propagate in this space; 2d c is called the

restricted as k > 2d

cut-off frequency. Letting y yxexpit, we can derive the stationary equation

for y(x),

d2 y

k 2 y Kxy;

dx2

where Kx 4d1 2 , effectively like a spring constant, signies that electromagnetic

energy can be conned to this region, for which the restoring potential 12 Kxy2 is

responsible. The region between obstacles in length xo, called a cavity resonator in

microwave engineering, can accommodate stationary waves in large amplitude, if

2-5

xo ngc =2, where n indicates integers at resonance; a large amount of electromagnetic energy can be stored in the resonant space 0 < x < xo.

Ignoring details of the coupling area, a scattering process can be described in a

simple way. In the three regions for propagation marked 1, 2 and 3 in gure 2.2,

waves traveling from left to right can be expressed by

y < x eikx Reikx ;

0

yx Aeik x Beik x ;

where

k0

;

vgc

and

y > x T eikx :

Here the wavevector k0 in the space 2 should be equal to k at resonance, for which

the above relations are written.

At the obstacles, we normally apply two boundary conditions:

dy <

dy

y < 0 y0;

at x 0;

dx x0

dx x0

and

dy

dy >

dx xxo

dx xxo

y < xo yxo ;

at

x xo ;

1RAB

ik1 R ik 0 A B;

and

and at x xo

0

at x xo, which signify that the energy of waves is transmitted through the obstacles

when the space is at resonance, i.e. g ngc , where n is a discrete integer. In this

case, the resonant space behaves as if described by such an attractive potential for

K(x) > 0.

In microwave electronics, such obstacles and resonators are fabricated for practical use, and the reection and transmission are detected by observing resonance

phenomena. The detected R and T contain more information of the obstacles,

serving as informative quantities in microwave spectroscopy.

In quantum mechanics, scatterings of an electron by atomic species can be discussed

in one dimension with a Schrdingers equation,

2 d2

V x E:

2m dx2

2-6

d2

fk 2 U xg 0:

dx2

2:10

approximately for distant points x ! N, the scattering can be discussed in terms

of reection factor R and transmission factor T as

< Aeikx AReikx ;

> AT eikx :

2:11

2

Supposing that

R a the potential can be written as U x Uo x, where Uo 2mVo =

and x a dx, we can derive

iUo a

k iUo a

and

k

:

k iUo a

equation (2.11) indicates that < a < x AeU o ax and > x < a AeU o ax , implying

that a particle is trapped in the range a < x < a of the potential U(x). It can be

signied by stating that a wavevector k for the singularity is located on the imaginary axis in the upper half of the complex k-plane, whose property can be investigated from observed coefcients R and T.

It is a signicant mathematical nding in early physics that a wave (x) cosh x

expressed by a linear combination of eix satises the equation

d2 2

k

U

x

0;

dx2

as the eigenvalue k 1 is characterized by no reection from the potential U(x)

2 sech2x. This means that the wave scattered by the potential U(x) is given by

(x) 0 at x N, and invariant for all coordinate transformations along the

x-axis. In this section, we analyze this specic scattering from sech2-potential

mathematically, leaving its physical signicance to later discussions.

For convenience, we write

V x Vo sech2

x

;

d

where

Vo > 0;

2:12a

showing a negative potential with the width 2d, as shown in gure 2.3. The above

wave equation can then be expressed as

d2

v sech2 z 0;

dz2

where x zd, and 2md 2 E=2 , v 2md 2 Vo =2 .

2-7

2:12b

1

ez

A sech zY z and then u 1 tanh z z

;

2

e ez

2:12c

d2 Y

dY

v 2 sech2 zY 0:

2tanh z

2

dz

dz

This can then be re-expressed as

uu 1

d2 Y

dY

abu 0;

fc a b 1ug

2

du

du

2:13

where

c 1 ;

a b 1 21

ab 2 v:

and

2:14

solution for z ! N can be expressed as

Y u Fa; b; c; u 1

ab

u :

c

z!N ! A2 ez :

2 2

In order for this z!N to represent propagating wave eikz, where E 2mk , we

should have the relation ikd. Solving (2.14), the values of a, b and c are

determined as

1

a ikd

2

r

1

v ;

4

1

b ikd

2

2-8

r

1

v

4

and

c 1 ikd: 2:15

u 1. From [2], we obtain the formula

Fa; b; c; u

cc a b

Fa; b; a b c 1; 1 u

c ac b

1 ucab

ca b c

Fc a; c b; c a b 1; 1 u:

ac

2:16

Noticing that in (2.15) the functions F::; ::; ::; 1 u approach 1, when u ! 1, and

that the factor 1 ucab exp2z, z!N in (2.12a) characterizes the

amplitude A, so that Fa; b; c; u ! 1 ! 1. Further, using the relations from

sech z 2 ez and ikd, we can write

ca b c ikx cc a b ikx

e

e

x!N A2

:

ab

c ac b

It is interesting to notice at this point that these coefcients have singularities arising

from the properties of gamma-functions; namely, ab ! N occur if

a; b m 1; 2; 3; : : :;

2:17a

r!

r!

1

1

1

1

v

c ac b v

q ;

2

4

2

4

cos v 1

4

which becomes N if

r

1 2n 1

;

v

4

2

where n 1; 2; : : : ;

2-9

2:17b

and hence

v nn 1;

2:17c

at which the potential (2.12a) causes no reection. Applying (2.17b) to the incident

wave, (2.17a) is allowed to write for > 0 that

2n 1

1

m n m;

2

2

where m 0; 1; 2; : : : ; n 1;

or

p p n; n 1; n 2; : : : ; 1:

2:18

Summarizing the above mathematics, the wave equation for the potential sech2 x

can be signied by discrete integers p and n, namely

d2 p;n 2

p nn 1sech2 z p;n 0;

dz2

2:19

propagating wave n. The above is just a mathematical result, but the potential

n(n 1)sech2 z in (2.19) can physically be interpreted as an attractive potential in

the nonlinear mechanism, which was represented only in mean-eld accuracy

in traditional theories. In addition, we need to interpret physically why such a

sech2-potential is discrete in exhibiting singularities at n0 6 n.

It was a signicant nding that the Eckart potential was proven as a reection-free

potential in the nonlinear problem. In this section we discuss two-dimensional waves,

where such a sech2-potential should exist in water of inhomogeneous distributed

densities. In addition, we see that one-dimensional waves are not an adequate model

to describe practical wave motion in media. Furthermore, such a model for twodimensional waves discussed here is consistent with the symmetry of terrestrial

gravity. Although considered as obvious for mathematical simplicity, it provides a

restricted boundary condition for still water that is not stated as obvious, indicating

the signicance of the symmetry of surroundings for nonlinear phenomena.

Figure 2.5 sketches deep water where the density (z) is a function of depth z

measured from the surface, which is nevertheless consistent with symmetry of the

gravitational eld. Although implicit in the present problem, such symmetry is

explicit in crystalline media, as will be discussed in later chapters.

With such a density function (z), the medium can be regarded of innite extent

except the depth, where the sound pressure p(x, z) can propagate along the

x-direction, disregarding the y-direction. We therefore write the wave equation as

@2p @2p

2

p 0;

@x2 @z2 vz2

2-10

2:20

Figure 2.5. Sound propagation under water of a variable density. (a) The speed of propagation vo z vs

depth z. (b) Horizontal layer for sound propagation.

vz2

v2o

1 z2

d2 A

fk 2 V zgA 0;

dz2

where

k2

2

v2o

and

V z

2 z2

:

v2o

that the above equation for A is modied

by the localized potential V(z), and sol

,

where

ko vo . In this case, (2.20) can be

uble, if assuming z2 2 sech2 z

vo

expressed as

@2p @2p

@x2 @z2

2:21

responding medium in the z-direction. It looks very hypothetical, though such a

potential as proportional to sech2 ko z arises as the consequence of the soliton theory,

as veried in later discussions.

It is noted that (2.21) satises boundary conditions for p 0 at x, z ! N.

However, in practice, the wavevector ko cannot be dened precisely because of

2-11

distributed components kx, for which we redene the sound pressure as given by the

Fourier transform pkx ; z:

Z

Z

1 N

1 N ikx x

ikx x

pk; z

pkx ; ze d kx

and

x

e dkx :

2 N

2 N

We therefore write the equation for pkx ; z as

d2 p

ko2 kx2 2ko2 sech2 ko zp Qz at

dz2

x 0;

2:22a

indicating that pressures p > and p < above and below the source, respectively, are

related as

dp >

dp <

Q at x 0:

2:22b

dz x0

dz x0

On the other hand, at x > 0 and x < 0, we have the homogeneous equation

d2 p > ;<

ko2 kx2 2ko2 sech2 ko zp > ;< 0:

dz2

2:23

p > Akx eikz z ikz ko tanh ko z

and

p < Akx eikz z ikz ko tanh ko z;

2:24

with the same factor A(kx). At z 0, we should have the relation p > p < , so that

Akx

Q

:

kx2

22ko2

2:25

px; z

Q

4

N

N

;

2ko2 kx2

2:26

Such a complex integral as (2.26) can be evaluated with Cauchys theorem of the

mathematical theory of complex functions, using a circular path for integration in

the k-space. In the present case, gure 2.6 illustrates the analysis in p

the

kx kz

space. From (2.26), we note that there are singular points at kx 2ko . Here,

uctuations kz and kx restricted by kz2 kx2 ko2 can be expressed by a complex

notation ko k 0 ik 00 , showing the anomalies signied by the broadened

2-12

Figure 2.6. Cauchys semi-circle diagram for the k-vector of sound wave propagation.

integration to exclude these singularity poles and anomalies, Cauchys calculation

results in the expression:

p

Q

Q

px; z p ei 2kx x2 sech ko z

4

4 2

N

N

where

p

2

2

kz eikx ko kz

Fkz p

:

ko2 kz2 ko2 kz2

2:27b

that the real and imaginary parts should be perpendicular in directions. In fact, we

can show that

Z N

sech kx xfikz ko tanh ko zgeikz z dz 0;

N

We now consider the problem of sound propagation in still air. It is noted that the

propagation is dissipative, however the dynamics remain as in free space, unless

the energy transfer to the surrounding air is considered. The sound wave is basically

longitudinal to the direction of propagation, but practically transverse as well; the

transport of energy is performed by a pressure gradient exerted on the latter, which is

responsible for nonlinear sound propagation. We consider the density of air (x, t) as

a function of phase kx t, however modulated by the surrounding air for

nonlinear propagation.

2-13

momentum change due to pressure variation, which may be expressed as given by

the equation

@v

@v

1 @p

v

;

@t

@x

o @x

density o, where A and l x are cross-sectional area and height, respectively.

Here, the pressure variation p is a function of x at a still pressure po.

In reality, the wave density is not restricted in the geometrical x-axis, spreading

out in the perpendicular as well, so that we can logically assume that x z,

allowing the writing of continuity equations as

@x

@v

0

o

@x

@t

@z

0:

@t

and

ii

assume the relation

@ 2 z

z o p;

@t 2

iii

where is a constant.

Equation (i) is nonlinear because of the term v @v

@x on the left, whereas (ii) and (iii)

are linear. The density components x and z are both functions of

px, z,0 butpwe

0

assume jx j jz j o . Introducing a set of reduced variables x x, t t,

p

0 x;z o and 12 k 3 t 0 , we can write p0 for these relations to be linearized by

o

o

neglecting v @v

@x , which are

@v @p0

0;

@t0 @x0

@0 @v

0

@t0 @x0

@ 2 0

0 p0 :

@t 02

and

0

iv

Assuming that 0 , v, p0 are all proportional to eikx t , we can obtain the relation

for their amplitudes. Then, the following dispersion relation can be derived from

2

(iv), namely 2 1 k k 2 . For small values of k, we have an approximate relation

1

k k 3:

2

0

i 3 0

12 k 3 t 0 for a coordinate change x0 ; t 0 ! ; on the perturbed equations (i)

and (ii), using transformations,

@

@

k

@x0

@

and

@

@ 1 @

k k 3 :

@t0

@ 2 @

2-14

Perturbed equations (i) and (ii) expressed with these reduced variables x0 , t0 , 0 and

p are

0

@v

@v @p0

0

@t 0

@x0 @x0

@0 @v @0 v

0:

@x0

@t 0 @x0

and

vi

Combining the second relation in (iv) with transformed (vi) by the above, we have

@v 1 2 @v

@v @p0

k

v

0

@ 2 @

@ @

and

@0 1 2 @0 @v @0 v

0: viia

k

@

@ 2 @ @

p0 0 k 2

2 0

2 0

@ 2 0

4 @

6@

k

k

:

@@

@2

@2

viib

Equations (viia) and (viib) can be solved with respect to k2 in asymptotic approximation, where variables 0 , vvo and p0 are attributed to emerging nonlinear quantities in media under critical conditions. Expanding in power series of k2, we write

0 k 2 01 k 4 02

v vo k 2 v01 k 4 v02

and

p0 k 2 p01 k 4 p02

Substituting these in (viia) and (viib), factors of terms of k 2 ; k 4 ; : : : are compared

separately.

From terms of k2, we obtain

@01 @v

0;

@ @

@v @p01

0

@ @

and

p01 01 ;

p01 01 v1 ; where is an arbitrary function of :

From terms of k4,

@02 1 @01 @v2 @01 v1

0;

@

@ 2 @

@

@v2 1 @v1

@v1 @p02

v1

0

@ 2 @

@

@

and

p02 02

2-15

@ 2 01

:

@2

Using the last expression in the rst two, we can eliminate 02 ; p02 ; v2 to obtain

relations among 01 , p02 and v01 , which are

@v01

@v0 @ 2 v0

@v0 @

0

3v01 1 31 1

@

@

@

@

@

and

@01

@0 @ 3 0

@0 @

0:

301 1 31 1

@

@

@

@

@

@v0 ; 0

1

1

Choosing the function () to satisfy the relation @

@

@ 0, we obtain the

0

0

0

following expression for V1 to represent all of 1 ; v1 ; p1 , namely,

@V1

@V1 @ 3 V1

3V1

0;

@

@

@3

2:28

derivative on the left side of (2.28) originates from the dispersion relation (v) that

includes k3-term in particular, describing the nonlinear effect. It is physically

essential that 01 ; v01 ; p01 can be specied in a common steady development process,

whereby (2.28) is called a development equation.

So interpreting the relation (i), the

@p0

nonlinearity is developed by a force 1 @x1 that is attributed to the surrounding

o

medium. In chapter 3, we will discuss that equation (2.28) holds for the medium to

react against the dynamical change at a steady rate, determining nonlinear waves.

Above all, we will learn that the KortewegdeVries equation has a specic solution

in sech2-type.

Exercises

(1) In section 2.2, we derived expressions to determine R and T, for an idealized

one-dimensional resonator. Conrm for the relation jRj2 jT j2 1 to be satised in this case that characterizes it as conservative.

(2) How can a system of a particle interacting with a local potential be characterized as conservative? Discuss it in one dimension as in section 2.3.

(3) Discuss the reason why Galilean invariance is a signicant criterion in single

crystals.

(4) In section 2.6, a spacetime coordinate change, x0 ; t 0 ! ; , was performed

to derive the KortewegdeVries equation mathematically. What is the significance of the transformation? Does it not violate physical spacetime? Discuss

this issue.

References

[1] Fujimoto M 2007 Physics of Classical Electromagnetism (New York: Springer) chapter 19

[2] Morse P M and Feshbach H 1953 Methods of Theoretical Physics (New York: McGraw-Hill)

2-16

Minoru Fujimoto

Chapter 3

Solitons and adiabatic potentials

the medium regarding Newtons actionreaction principle, yielding useful information about responding surroundings. Corresponding to the adiabatic potential in

thermodynamics, the soliton potential represents the properties of a medium,

allowing a better expression of media response than does mean-eld accuracy,

constituting a basic objective in modern physics on nonlinearity.

Models in mechanics cannot necessarily be adapted for use in dynamical applications

in microscopic systems, unless they are signied by eigenstates of the Hamiltonian

function. In principle, the model should be supported for dynamical systems to be

used in thermal equilibrium with the surroundings; in other words, the system should

be conservative in character.

The pressure from the surrounding medium, for example, is traditionally

assumed to be constant for a system in thermodynamic equilibrium. On the other

hand, the perturbing pressure gradient p01 6p represents a force by the reacting

surroundings, by which we can dene a potential V1 as related with p01 V1 ,

corresponding to an adiabatic potential in thermodynamics. In section 2.6, we found

that such a potential V1() is in phase with the related 01 () and v01 () in the rstorder asymptotic approximation, so that V1 interacts with 01 in the coordinate

system moving at a speed v01 , where 01 is considered to be scattered by V1().

Arising from V1(), the nonlinearity is developed as a function of that is normally a developing time, or otherwise related to the temperature T in the thermodynamic environment. In the latter, it is essential to include lattice phonons in the

Hamiltonian to facilitate thermal interactions [1], although can remain as a time

variable in general discussion. In the thermal case, any change V1 can be attributed

to a temperature change T.

doi:10.1088/978-1-627-05276-4ch3

3-1

wave to be described by the equation

@

B;

@

3:1

where B is called a developing operator, and represents the time variable for progressing nonlinearity; accordingly, (3.1) is called the development equation.

Expanding the Hamiltonian H of the responsible elements in a BornOppenheimer

approximation, we write

2

H Ho k H1 k H2 ;

2

where k is dened as related to the mass-ratio between the responsible element and

the corresponding constituent, which is considered as legitimate in this case.

In the presence of an adiabatic potential, the wave equation due to the perturbing

2

Hamiltonian k H1 can be expressed as

H1 D2 V1 1 ;

3:2

for which the phase variable can be expressed as k(x v), so is a function of

2

2

x and ; k V1 is a potential arising from the medium in the accuracy of k , as related

to the corresponding adiabatic potential U(); here 1 is an eigenvalue of the

@

a differential operator.

Hamiltonian H1, and D @x

However, in order for (3.2) to be compatible with the thermodynamic environment, the Hamiltonian H1 for the order variable must be canonical for a steady state

to be specied by the eigenvalue, which should therefore be independent of .

Therefore, we postulate that the Hamiltonian H1 is conservative, constituting a

canonical ensemble in the thermodynamic environment. Applying the condition

@1

@ 0 to equation (3.2), we obtain the relations

@

@H1

@

@V1

H1

H1

H1 B

@

@

@

@

and

@

@1

@

1

1 B BH1 ;

1

@

@

@

which should be equal, so we obtain the equation

@V1

H1 B BH1 0:

@

Dening a communitatorH1 ; B H1 B BH1 , this relation can be expressed as

@V1

H1 ; B x; 0:

3:3

@

3-2

B a1 D a2 D2 a3 D3 ;

where a1, a2, a3, : : : are all functions of x. If the development is determined by the rst

@

term only, namely if B B1 a1 D, (3.3) can be written as @

@ a1 @x , where

x a1 is a simple wave with a constant phase velocity a1, assuming B2 a2D2,

the propagation can remain as linear, as signied also by the phase x a2. On the

other hand, considering B3 a3 D3 a1 D ao , we can show that these coefcients

a3, a1 and ao can be determined as functions of x by V1 and its derivatives.

The commutator term in (3.3) can be written as

2

@a1

@V1 2

@ a1

@ao

@ 2 V1

3a3

D

2a3

H1 ; B3 2

2

D

@x

@x

@x2

@x

@x2

2

@ ao

@ 3 V1

@V1

:

3

1

@x2

@x3

@x

Since the terms of D2 and D are not required, we let their coefcients be zero, and

obtain the relations

2

@a1

@V1

3a3

0

@x

@x

@ 2 a1

@ao

@ 2 V1

3a

2

0;

3

@x2

@x

@x2

and

3

a1 a3 V1 c

2

and

3 @V1

c0 ;

ao a3

4

@x

3:4

3

a3 @ V1

@V1

@V1

c

;

H1 ; B3

6V1

4 @x3

@x

@x

and (3.3) can be expressed as

a3 @ 3 V1

@V1 @V1

0:

6V

c

1

4 @x3

@x

@

3:5

@V1

@V1 @ 3 V1

6V1

0;

@

@x

@x3

3:6

Note that (3.6) is not exactly the same as (2.28): it is a matter of denition, as will be claried below.

3-3

It is noted that for the potential V1 given by a solution of equation (3.6), the

function (x,) is developed by the equation

@

@V1

3

B3 4D 6V1 D 3

;

3:7

@

@x

while the eigenvalue 1 is kept unchanged, i.e.

D2 V1 1

and

@1

0:

@

3:8

canonical and in equilibrium with the surroundings thermodynamically. Contrary to

the above, if assuming c 6 0, the system is not conservative, and does interact with

the surroundings.

In a canonical system, the phase is specied as x a1 at a speed of prop2

agation a1 6V1 in the presence of a perturbing potential k V1 , for which we

assumed c 0 for (3.5) to obtain a steady solution of equations (3.6) and (3.8),

which is invariant under the Galilean transformation x 6V1 ! 0 x. Considering as pinned by a moving coordinate system, the potential V1() propagates at

a phase velocity v 6V1 with respect to the moving framework. In section 2.6, we

discussed a typical case, where V1 and the density 01 T move

together at the speed 6V1(), all in phase.

In the thermodynamic environment, equation (3.1) can be written with respect to

temperature, where possible changes can all refer to a temperature change T [1].

Although the potential V1() basically emerges adiabatically, the related energy

should be dissipated at a slow rate T in isothermal changes. However, this process

was not considered in the foregoing, unless phonons are included in Ho.

It is signicant that the KortewegdeVries equation has an analytical solution for

steady nonlinear phenomena in the thermodynamic environment.

For the potential pinned by the moving Galilean system, we have the equation

@V1

@V1

@ v @x , whereby the KortewegdeVries equation can be solved for the potential V1(xv) with respect to the phase x v. Accordingly, (3.6) can be

expressed as

dV1

dV1 2 d d2 V1

3

v

0;

dx

dx dx2

dx

where we set x, for convenience, as supported by Galilean invariance, which can

be integrated rst as

d2 V1

3V12 vV1 a;

dx2

3-4

where a is a constant:

Figure 3.1. Curves V1x 2 vs V1. Curve 1: an oscillatory case; Curve 2: a soliton solution.

dV 2

1

1

1

Multiplying by dV

3V12 vV1 adV1 , which is

dx on both sides, we have 2 d dx

integrated again to arrive at the expression

1 dV1 2

v

V13 V12 aV1 b;

2 dx

2

where b is another integration constant. The right side is an algebraic expression of

third order with respect to V1, which can generally be factorized as

dV1 2

2V1 V1A V1 V1B V1 V1C ;

3:9a

dx

1 2

where V1A,V1B and V1C are three roots of the algebraic equation dV

0. Curves

dx

of (3.9a) are illustrated in gure 3.1 for two representative sets of roots, in analogy to

gure 1.3. There are cases for three or two real roots, as shown in cases (a) and (b);

otherwise the case is for only one real and two complex conjugates. Case (a) gives

rise to an oscillatory solution between V1A and V1B.

Dening V1V1C g in the case (a), we rewrite (3.9a) as

2

dg

2gV1C V1A gV1C V1B g:

dx

Further, introducing another variable by writing g V1C V1B 2 , the above

2 V1C V1A

V1B

equation can be expressed as d

2 1 2 1 2 2 , where 2 VV1C

.

dx

1C V1A

p

Expressing the phase of as V1C V1A x, the above turns out to be

2

d

2

1 2 1 2 2 ;

d

which can then be integrated as

p1

2

1

0

d

q:

2

1 1 2 2

3-5

Here 1 is determined by the upper limit 1; this is the elliptic integral, as dened

in section 1.1, and its reverse function is Jacobis sn-function

1

1 sn p ; :

2

The potential V1 can therefore be expressed as

p

V1 V1C V1C V1B sn2 V1C V1A ;

for

0 < < 1:

3:9b

Z 1

d

q;

2K

0

1 2 1 2 2

2K

while V1() has a periodic interval p

, corresponding to the nite amplitude

V1C V1B

V1C V1B.

If V1B ! V1A, on the other hand, we have the limiting case of curve (b) in the

gure, where ! 1, K(1) ! N and

p

V1 V1C V1C V1B sech2 V1C V1A ;

3:9c

p

showing a pulse-shaped

potential with height V1C V1B that propagates with the

p

effective phase V1C V1A . As will be explained later, such a potential as (3.9c)

represents an adiabatic potential in the thermodynamic environment, behaving like

a free particle, and it is called the soliton.

In another specic case of V1B ! V1C, (3.9c) turns into a sinusoidal potential

with innitesimal amplitude V1C V1B 0, namely

p

V1 V1C V1C V1B sin2 V1C V1A :

3:9d

We realize that the above solutions are optional in terms of the modulus , which

should be determined by the symmetry of the environment, namely the symmetry of

a crystal eld or gravitational eld in terrestrial phenomena, respectively. In general

terms symmetry of media is an additional requirement necessary for deciding

the option. With a symmetry of the environment, V1() expressed by (3.9c) can be

the steady solution, so that the sech2 potential is considered as a soliton at a given

temperature, which is expressed as V1(x, ) Vo sech2 () with a constant .

Signied by the direction of propagation, for simplicity waves in a medium are

mostly discussed using one-dimensional models of linear theories, but this is

somewhat unrealistic in practice. Though unspecied in previous discussions, such

waves should be modied in a practical medium space, which is particularly

important for a system with inversion symmetry. In this case, the wavefunction

should be characterized by spatial inversion r ! r.

3-6

In section 2.6, we considered that vector waves () are in phase with the potential

V1(), meaning that there may be no refection from V1() against the density

ow *. Therefore, for a developing mode of nonlinearity, we can

write that

2

@2

2@

a

K 2 x; ;

1

@2

@x2

V1(), notably signied by a space inversion. Letting a1 v, we can assume

@

@

v

iKx; *

@

@x

@*

@*

v

iKx;

@

@x

and

3:10a

considering 0 i 00 , instead of (,*), for two components, equations (3.10a)

can be rewritten as

@ 0

@ 0

v

Kx; 00

@

@x

@ 00

@ 00

v

Kx; 0 ;

@

@x

and

3:10b

expressing classical impacts of the two component waves with the surrounding

medium; this is expressed by an imaginary function iK(x, ). Using Fouriers

transformation

0 x; t i 00 x; t f0 x; k i00 x; kgeikvt

Kx; Kxeikv ;

and

d0

ik0 ux00

dx

and

d00

ik00 ux0 ;

dx

where

Kx

ux:

v

re-expressed by

d 1

iux 1 k 2

dx

and

d 2

iux 2 k 1 :

dx

d2 1

du

2

2

0;

u

i

dx 1

dx2

eliminating 1 ,

d2 2

du

2

2

0:

i

dx 2

dx2

3:10c

3:11a

3:11b

(3.6) as a thermodynamic equivalent, as the nonlinear waves are driven by

3-7

K 2 xx or complex potentials u2 i du

dx. However, the dynamical process in this

case is irreversible thermally, as discussed later, for which the KortewegdeVries

equation will be modied.

On the other hand, letting k 0 2 k 2 u2 , equation (3.12) becomes a wave equa0

tion for complex potentials i du

dx at the wavevector k , which should be compatible

with the KortewegdeVries equation. In this case, we can write (3.11) as

d2

du

02

0;

3:12

k

i

dx2

dx

for two components independently.

In section 2.4, we discussed scatterings of a plain wave by a potential sech2 x,

implying a specic coherent phase relation. In section 3.3, such a potential, called

Eckarts or soliton potential, was found as a steady solution of the Korteweg

deVries equation. We show here that Bargmanns mathematical theory (1949)

implies the same: soliton solutions can be regarded as more-than-one Eckarts

potentials in phase, thereby behaving like an intense pulse.

3.4.1 One-soliton solution

First, against a wave equation

we consider

d2

dx2

d2

k 2 V1 0

dx2

assumed as a polynomial of k. Writing that

1 exp ikxf2k iaxg;

ii

whose value can increase with increasing k.

Differentiating 1 for (i), we obtain

da

V1

dx

and

2

12 da

dx ,

d2 a

V1 a:

dx2

d2 a

dx2

da a2

22 ;

dx 2

3-8

a da

dx ; then obtain

iii

1 d da 2

2 dx dx

equation becomes a linear equation

dw

dx ,

this

d2 w

2 w 0;

dx2

whose solution is given by w expx exp x. In this case, from (iii) we

obtain

V1 2

d2 ln w

22 sech2 x ;

dx2

where

1

ln :

2

assuming is a function of . Substituting this for V1 of (3.9), we can show that

43 , so that

V1 22 sech2 x 43 ;

3:13

p

which agrees withpthe

previous expression if v=2, where the phase is expressed

v

as x 2 x v, characterizing the steady solution of the Korteweg

deVries equation, where x v is invariant of the Galilean transformation

x v ! x0 .

p

If otherwise, 6 v=2 implies that the phase can change in the thermodynamic

environment, so that the phase of V1 can shift with time or temperature, as inferred

from (3.13). As a steady solution of the KortewegdeVries equation, (3.13) indicates

a signicant feature of the soliton potential, as discussed in section 3.5.

3.4.2 Two-soliton solution

Assuming that the Bargmann function Fk; x is expressed as second order of k, we

can show that the potential V1 satisfying the KortewegdeVries equation can be

expressed as two independent Eckart potentials, as if combined by the superposition

principle, allowing to consider a classical gas of solitons in the thermodynamic

environment in adiabatic approximation.

Considering

2 expikxf4k 2 2iax bxg;

iv

da

V1 ;

dx

d2 a db

V1 a

dx2 dx

and

d2 b

V1 b;

dx2

1 2 da db

d

Eliminating V1 from the above, we have a relation dx

2 a dx dx, hence

b

da 1 2

a 2c1 ;

dx 2

where c1 is a constant:

3-9

d b

a

Also, noted is that b ddxa2 db

dx

dx2 0, which can be integrated as

1 2

da

db

b b a 2c2 ; where c2 is a constant:

2

dx

dx

Writing a w2

dw

dx ,

vi

1 d2 w

;

b 2 c1

w dx2

2

2

2 2

dw d3 w

dw

dw

2c

w2 c21 c2 0:

1

3

2

dx dx

dx

dx

d4 w

d2 w

2c

c21 c2 w 0;

1

dx4

dx2

vii

w 1 e1 x 1 e1 x 2 e2 x 2 e2 x :

viii

p

can therefore

which can be solved in the form w ex , where 2 c1 c2 . We

p

p

express pfour

roots

of

the

integrated

equation

by

c

c2 and

1

1

p

2 c1 c2 , and write

Here, these four constants are not independent as expressed by 1 1 21 2 2 22 ,

because of (vii). Accordingly, (viii) can be expressed as

w 22 cosh 1 x 1 21 cosh 2 x 2 :

Therefore,

a

2 dw

sinh 1 x 1 sinh 2 x 2

21 2

:

w dx

2 cosh 1 x 1 1 cosh 2 x 2

a 2p2 q2 p coth 1 q tanh 2 1 ;

where 1 px

and 2 qx :

V1

da

p2 cosech 2 1 q2 sech2 2

2p2 q2

:

dx

p coth1 qtanh2 2

3:14

V1

2q2 p2 q2 sech2 2

p q tanh 2 2

3-10

3:15

Figure 3.2. Interacting solitons. (a) two-soliton pulses. (b) phase shifts in an xt diagram.

V1 p 2p2 sech2 px and

where tanh qp, and the phase parameter and can be functions of , according

d

3

3

to the one-soliton potential (3.14), namely d

d 4p and d 4q . Thus, Bargmanns

potential of the second order is composed of two independent solitons, whose collision may be considered for the phase shift to occur at 0. Figure 3.2 shows the

result of numerical studies by Zabusky on (3.14) and (3.15), where two independent

solitons exhibit virtually no destructive impact, but show a phase shift. Equation

(3.16) corresponds to two independent 2 sech2 - peaks as simulated numerically in

gure 3.2. It is notable is that two soliton potentials marked 1 and 2 overlap

completely, becoming V1 x; 0 6 sech2 px at 0, implying the particlelike image of colliding independent solitons.

In crystalline states, we can interpret that solitons become in phase at points of

high structural symmetry, exhibiting a process of approaching macroscopic

equilibrium.

Nonlinear waves are captured by a soliton potential, derived from a steady solution

of the KortewegdeVries equation. On the other hand, Riccatis theorem signies

the way in which the captured energy can be transferred to the surrounding medium.

3-11

For two values V10 ; V100 of the potential V1, we consider that the corresponding

waves 0 ; 00 are linearly related as

00 Ax; 0 Bx;

d 0

;

dx

where

d2 0

V10 0

dx2

d2 00

V100 00 0;

dx2

and

is the common eigenvalue. We assume that Bx; is constant for simplicity, which

is adequate, making the analysis straightforward. From these relations combined

with the rst relation, we can derive

d2 A dV10

AV10 V100 0

dx2

dx

and

dA

V10 V100 0:

dx

A2

dA

~

V1 ;

dx

3:17

where ~ is a constant. Equation (3.17), known as Riccatis equation, can be linearized by setting A ~1 ddx~, namely

::

d2~

~ V1 ~

0:

dx2

It is noted that ~ makes this equation identical to the wave equation for 0 ; hence

writing ~ 0 , we obtain

V10 V100 2

~

d2 ln

d2 ln 0

2

dx2

dx2

and

d2 00

d2 ln 0 00

0

0:

V1 2

dx2

dx2

3:18

equation (3.17) can be interpreted as related to an energy transfer process in

2

the thermodynamic environment, disregarding higher-than k V1 potentials in

d

BornOppenheimers approximation. The transformation A dx

ln ~ associated

with Riccatis theory gives rise to stepwise changes in the soliton potential, reacting

to the surroundings.

In section 3.3, we discussed the development of a two-component system

0 i 00 to deal with inversion, for which the corresponding Schrdinger

3-12

Kx

equation has a complex potential expressed by u2 i du

dx , where ux v .

Accordingly, the two-component development equation cannot be exactly compatible with the KortewegdeVries equation for a real potential V1 x.

However, as required by eigenvalues independent of developing parameter , i.e.

@1

2

du

@ 0, we consider for V1 u i dx to satisfy the equation

@V1

@V1

v

0;

@

@x

@V1

@V1 @ 3 V1

6V1

0:

ii

@

@x

@x3

@u

@u

@u

Substituting the complex V1 in (i), we have 2u @u

@t v @x i @t v @x 0. But

substituting in (ii), we obtain

@u

@3u

@u

@3u

2 @u

2 @u

6u

6u

i

0;

2u

@

@x @x3

@

@x @x3

hence

@u

@u @ 3 u

6u2

0;

@

@x @x3

3:19

(ii), but not identical to the KortewegdeVries equation.

In the above, (3.19) was derived from (ii) by transformation

V1 u2

du

:

dx

iii

d2

V1 0;

dx2

iv

if u is converted to by letting V1 1 d

dx . Equation (iv) can be modied for a

change V1 ! V1 , where is independent of , as

d2

V1 0;

dx2

if considering that the Galilean invariance for x ! x 6. Here, the eigenvalue is

shifted by , and equation (3.19) should have a steady soliton solution characterized by a sech2 -type. On the other hand, the transformation process from (ii) to

(3.19) is thermodynamically irreversible, as indicated by the shift in the

eigenvalue.

3-13

In section 2.4 we discussed the properties of the Eckart potential V1 x Vo sech2 dx .

Considering the scattering of a plane wave by V1 x, we found that no reection

occurs, as described by the equation

d2 p;n

fp2 nn 1 sech2 xg p;n 0;

dx2

3:20

Writing another equation for p and n 1 as

d2 p;n1

fp2 n 1n 2 sech2 xg p;n1 0;

dx2

we can show that

V10 V100 2 sech2 x 2

d2 ln 0

V1 :

dx2

3:21

represent the number of solitons. If n 1, equation (3.20) represents a simple wave

0 A exppx B exppx, which can be simplied as o cosh x by letting

2

1 cosh2 x, : : : and n coshn x, signifying that cosh x behaves like a free particle.

Therefore, the soliton potential can be designated as V1 n, where the larger n

enhances its singular feature.

In the previous mathematics, the development parameter is left as optional

theoretically. If signies the temperature, the system is in a thermodynamic

environment, where the equipartition theorem can be utilized for phonons to calculate thermodynamic probabilities.

Sound propagates as activated by the pressure gradient @p

@x , where the waves are

2

not in equilibrium with the surrounding air. The potential k V1 should modify

propagation in the medium adiabatically, as seen from examples in crystalline elds.

Originating from the medium, the KortewegdeVries equation signies a change in

the thermodynamic environment, as discussed in the previous section.

It is a fundamental postulate that modied crystalline states can be signied by

displacive variables in the space group, where the ground state energy of correlated

identical atoms and ions is characterized by a degree of degeneracy; this is taken as

granted in todays concept of crystalline lattices. Excited crystalline states can be

specied by a lowered symmetry, either isothermally or adiabatically in terms of

thermodynamic description. Born and Huang [2] considered that the lattice structure

is strained between these states, so that strain energy should be minimized for

equilibrium; we shall therefore call such changing processes between different

structures BornHuang transitions. In isotropic media, the pressure change p

corresponds similarly to BornHuangs change between crystalline states. It is

notable that if V1 is given by sech2 -function with respect to a symmetry axis, the

3-14

BornHuang process can take place discontinuously in a new medium. The steady

solution (3.9c) of the KortewgdeVries equation therefore represents thermodynamic states of the medium, while the sn2 -solution of (3.9b) occurs in two components during adiabatic transitions described as 0 < < 1. Thus, in thermodynamic

arguments, we consider that the adiabatic potential V1 can basically be determined

in equilibrium states by the Eckart potential at 1. It is signicant that a onesoliton potential sech2 x, as related to tanh x wave, is compatible with lowering

crystal symmetry; thereby the soliton eld is characterized by V1 n. However, such

a number n cannot be sharply determined in crystalline states, because of initial

phase uncertainties at the transition threshold, although it is sharpened if such

chaotic states become stabilized thermally to equilibrium.

Soliton potentials in media are related to collective wave motion of microscopic

species, so they do not contribute to thermodynamic quantities, unless their space

time variables are all in phase in a crystal eld. On the other hand, in the isotropic

case, they represent properties of the medium. In the former, we are allowed to

ignore surface effects in sufciently large crystals, where the distributed solitons can

be delineated by phasing into the single size 0 2. Hence, in crystals their

observations are reduced within the phase, so that the thermodynamic quantity

observed in a timescale to is expressed as

Z

1 to

hV1 it

V1 dt:

3:22

to 0

Although signied by spatial distribution in general, such a time average hV1 it can be

dened without broadening, if the frequency of observation is sufciently higher

than 2

to , i.e. to 1. Under such a condition, the observed quantity is sharply dened

at p and T, and we can consider hV1 it V1 with reasonable accuracy.

The spontaneous change in soliton potential V1 x v in crystals must be

considered in the thermodynamic environment, however; ignoring h : : : it in the

following for now, we write

@V1

@V1

V1 x v

x

:

3:23

@x

@ x

Applying (3.23) to an adiabatic change characterized by x 0, we have

@V1

V1

2ln 0 ;

3:24a

@ x

whereas for isothermal change

V1

@V1

@x

x 2ln 0 x:

3:24b

In a normal thermodynamic environment, the development equation is dissipative, because the variable and its wavefunction are subjected to inelastic scatterings

3-15

matrix elements between phonon states, hQ; jjQ0 ; 0 i [1, 3]. The probability of

phonon scatterings is predominantly determined by inelastic scatterings, Q k

0

0 2

; i

and k , as proportional to hQ; jjQ

, whose statistical average is given by

k

the statistical average hphonon jj0phonon i2 , which is proportional to T, according to

the equipartition theorem. Therefore, even at an adiabatic condition of 0, we

have the relation V1 T . It is noted that such temperature-dependent changes,

together with normal damping, should be thermodynamically irreversible.

The signicance of the potential (3.13) as a particle-like object was rst demonstrated by Zabusky and Kruskal (1965) [4] by means of computational analysis.

Reviewing their numerical studies on equations (3.13) and (3.15), the concept of

solitons can be established, thereby proceeding to the formal scattering theory

presented in the following chapters.

In deriving the KortewegdeVries equation (3.6), we chose a specic value

3

a3 4 for mathematical convenience, resulting in the term @@xV31 that is responsible

for dispersive nature of propagation; this however is too nonlinear at the outset of

nonlinearity. To deal with the initial situation, we can therefore specify the frequency as vo k k 3 , where vo and are the initial-phase velocity and dispersion

parameter, respectively. In this case, the phase velocity at time t is determined by

v vo 2 v1 vo 22 sech2 fx vo t 43 tg;

written as

v vo 22 cos x ;

ii

where the second term on the right can be considered a discontinuous outset in phase

velocity at t to . Also noted is that represents different time from real time t,

whereby the phase x is Galilean-invariant.

For their numerical analysis, Zabusky and Kruskal considered that a sinusoidal

wave

v cos x

for

t < to ;

iii

Figure 3.3 shows the numerical results for a very weak dispersion given by

1=2 0:022, where the amplitudes are plotted at t 0; tB and 3:6tB . At these

developing times, the emergence of soliton peaks is clearly seen; these authors

identied eight solitons at t 3:6tB , while just one peak can be recognized at t tB .

Also recognized is that those solitons are mobile with changing t, whose motion

shows as tracked in the xt phase diagram, gure 3.4. The signicant nding was

that those soliton peaks in sech2 shape move with varying time t without changing

3-16

Figure 3.3. Numerically simulated soliton spectra. (After Zabusky and Kruskal [4].)

Figure 3.4. Soliton movement in the xt plane. (After Zabusky and Kruskal [4].)

shape except at crossover points, and that they become bundled together at t 12 tB ,

exhibiting fewer numbers of peaks with higher amplitudes. The illustration in gure

3.2 for the collision of two solitons corresponds to the crossing tracks of two peaks in

gure 3.4.

We can interpret that (iii) represents static equilibrium of the medium, in the sense

that the symmetry can be determined by the nodal points of the standing wave, to

which the soliton positions of (i) are preferable, as consistent with experimental

observations of crystal structures.

3-17

Interpreted for physical preference, such bundled solitions are considered to occur in

symmetry planes of the medium. In crystalline media, we may therefore assume that

a specic time t 0:5tB can represent a critical temperature for a structural

transition.

Exercises

(1) Why does the dynamical system need to be canonical? This was Boltzmanns

postulate for the system to be subjected as a statistical object, which was

therefore referred to as a canonical ensemble in statistical mechanics. In this

chapter, we discussed that the system can otherwise be in a nonequilibrium

state. Discuss the issue, with respect to the fundamental laws of physics.

(2) In section 3.3, we considered that equations (3.10a,b) are an assumption that

corresponds to the resistive reection of a vector wave. For electromagnetic

reection, we also consider the inductive refection of two-component waves [5].

In a later chapter, the latter is assumed in a survey of different types of nonlinear development. Referring to such engineering models, we can identity a

development equation in terms of reection types. Discuss a possible twocomponent system analogous to (3.10a,b).

(3) The numerical analysis by Zabusky and Kruskal suggests that in crystalline

states, distributed solitons converge in a few numbers on symmetry axes, signifying the particle-like character of soliton pulses. Referring to Bargmanns

two-soliton theory, discuss the nature of solitons with respect to symmetry that

is essential for the medium.

References

[1] Cowley A 1968 Prog. Phys. 31 123

[2] Born M and Huang K 1954 Dynamical Theory of Crystal Lattices (London: Oxford

University Press)

[3] Fujimoto M 2013 Thermodynamics of Crystalline States 2nd edn (New York: Springer)

[4] Zabusky N J and Kruskal M D 1965 Phys. Rev. Lett. 15 240

[5] Fujimoto M 2007 Physics of Classical Electromagnetism (New York: Springer) chapter 19

3-18

Minoru Fujimoto

Chapter 4

Structural phase transitions

In the chapter, structural transitions are discussed as related to soliton potentials and

two-component waves in crystalline media, for which order variables should essentially

be of a displaceable vector character. The soliton potential in these cases is identied as

in sech2-type given by a steady solution of the KortewegdeVries equation. Further,

emerging microscopically, the initial anomalies due to quantum-mechanical uncertainties obscure the transition, but this diminishes with decreasing temperature.

Structural changes signied by emerging solitons can be interpreted from their

dynamics as restricted by the space group. In this chapter, the sine-Gordon equation is

discussed for distributed scatterings by a pseudopotential in crystalline states.

4.1.1 Specic heat anomalies

The initial condition is a serious concern for classical dynamics in determining

theoretical results. In crystalline states, the initial situation for collective motion is

obscured by spacetime uncertainties at lattice sites, as expressed by phase uncertainties, which are observed as anomalies in structural transitions under thermodynamic conditions [1].

Figure 4.1 sketches typical specic heat anomalies observed from a perovskite

crystal, exhibiting a second-order phase transition known as a -transition. In the

unit cell structure of SrTiO3 shown in gure 4.2, there is a bipyramidal TiO2

6

complex of eight oxygen ions; a Ti-ion is mobile inside TiO2

6 along the inversion

axis, randomly between two positions at temperatures above the critical point Tc.

Below Tc, on the other hand, inversion takes place at slower rates, whose collective

motion exhibits an anomalous Cp T curve that is characterized by a sharp rise at Tc

and a gradual tail below Tc. As such anomalies resemble a Greek letter lambda,

second-order phase transitions are called -transitions, although they cannot be

explained by Landaus mean-eld theory. Figure 4.1 shows a typical specic heat

curve that is signicantly deviated from the mean-eld calculation.

doi:10.1088/978-1-627-05276-4ch4

4-1

Figure 4.1. A comparison of typical specic-heat anomalies (a) where Landaus mean-eld theory, and (b) To

and Tc are theoretical and experimental transition temperatures, respectively.

Figure 4.2. Cell structures in perovskite crystals (a) linear displacements in BaTiO3, and (b) rotational displacements in SrTiO3.

A second-order structural change is a major subject of discussion in the thermodynamics of crystalline states [1]. Among crystals of many types, perovskite crystals,

which are composed of bipyramidal constituents, are a typical model for structural

4-2

transitions of the second order. The constituent ions in perovskites are characterized

by positive ions that can displace their positions inside bipyramidal complexes,

which are represented by vector variables n for classical displacements at lattice

sites n.

In Landaus theory [2], we assume a thermodynamic variable , called an order

parameter, corresponding to n to describe transitions with the Gibbs function G(),

without giving a specic relation for and n, except for inversion symmetry with

respect to the lattice. The transition observed at a critical temperature Tc cannot be

accurately described, as the anomalies obscure the threshold. This is related to

uncertainties from identical n at all lattice sites, although the corresponding lattice

strains diminish by virtue of BornHuangs principle [3].

In Landaus theory, the thermodynamic phase is represented by Gibbs potential

G(0) above Tc, while specied as G() below Tc, and the transition is assumed as

determined by a continuous change in Gibbs potential;

A

B

G G0 2 4 ;

2

4

4:1a

1, indicating a change from complete disorder to order. In this postulate, the

expansion

G

A 2 B 4

;

2

4

4:1b

where added expansion terms signify the properties of the periodic lattice. Further

assumed are

A A0 T To

for

T > To

A A0 To T

for

T < To ;

and

4:1c

where A0 > 0 and B > 0, indicating that the constant A changes its sign at T To,

keeping a positive B as constant. Here, To designates the transition temperature in

Landaus theory, which is signicantly different from observed Tc.

In addition, it is clear that equation (4.1a) is signied by

G G;

4:1d

thereby the Gibbs function is invariant under inversion ! ; hence there are no

odd-power terms in the expansion.

Under the above assumptions,

the second-order transition is signied by a dis1 @2G

continuous change G 2 @2

, hence specic heat CV T To @G

@T T To

T To

4-3

4.2.1 Longitudinal waves

In spite of the undened relation, the dynamics of collective mode of n are

undoubtedly responsible for to play a decisive role in the transition. We nevertheless consider an appropriate relation between them, leaving the solution to

experimental studies.

Disregarding anomalies in the critical region, we consider for the collective n

variables to be represented by the Fourier transform k n expfik:r tg,

regarding crystal symmetry of space group, for which an adiabatic potential

a

b

U k 2k 4k ;

2

2

4:2a

wave equation can be written, for simplicity, as

2

2

@

@Uk

2 @

ka k b 3k ;

k

m

v

4:2b

o

2

2

@t

@x

@x

where vok and m is the reduced mass of a displaced particle. Krumshansl and

Schrieffer [4] have shown that (4.2b) can analytically be solved as shown in the

following.

First, assuming k ko ei , where kx t, (4.2b) can be simplied by

writing kok Y , i.e.

d2 Y

Y Y 3 0;

2

d

where

ko

r

jaj

;

k2

jaj

ko2

mv2o v2 1 vv22

o

4:2c

and

ko2

jaj

:

mv2o

2 v2o k 2 ko2 ;

4:2d

From the dispersion relation (4.2d), we note that 0, if k ko. In order for

this condition to signify the phase transition, the phase for T < Tc can be specied by

v < vo; on the other hand, the phase for T > Tc is disordered, where no such collective motion as k can exist. If the temperature approaches close to Tc from above,

the variable Y is characterized by small amplitude ko, so that (4.2c) is a harmonic

oscillator equation, hence Y Yo sin o , where o is an arbitrary phase constant. Nevertheless, for an arbitrary ok, (4.2c) can be integrated as

2

dY

2

2 Y 2 2 Y 2 ;

4:3

d

4-4

where

2 1

p

1 2

2 1

and

p

1 2 :

Y

Here dY

d 0 is a constant of integration. Writing for convenience, (4.3)

can be expressed in integral form as

Z 1

1

d

q;

p

4:4

2

0

1 2 1 2 2

where 1 is a upper limit of integration, and the corresponding phase is denoted

as 1. Here , which is the modulus of the elliptic integral (4.3) of the rst kind;

p

p

2

2

p

,

.

and p

2

1

1 2

Using the reverse function of (4.4), i.e. a Jacobis elliptic sn-function, we can write

1 o sn p1

2

and

0 < < 1;

4:5a

which is a periodic function with respect to the phase 1(x, t), as shown in gure 1.6,

while the shape is undetermined, as indicated by the modulus that depends on at

1 0.

On the other hand, for 1, as discussed in chapter 1, the elliptic function takes a

specic form of hyperbolic function

1 o tanh p1

2

for

1;

4:5b

showing that 1 ! o as 1 ! N.

The periodicity of (4.4) can conveniently be visualized by using an angular variable dened by sin . Writing (4.4)

p1

2

d

p;

0

1 2 sin2

R

d

, which represents effectively

we have sn p21 sin 1 , where 1 am 0 1 p

2

1 2 sin

4.2.2 Transverse waves

From equation (4.4), the amplitude of the nonlinear wave is nite, so that it is logical

to consider the corresponding transverse wave for displacements expressed by

classical vectors. We therefore write

1\ o cos 1 o cn p1

2

4-5

for

0 < < 1;

4:6a

relation, 21\ has maximum 2 2o at 10 1 2, so that

0

1\ o sech p1

2

for

1;

4:6b

responsible for the soliton potential determined by 21\ .

Considering inversion to occur in the range 2 < 1 < 2, centering at a point for

R =2

@V1

1\ 0, the amount of work can be given by W =2 Fk d1 , where F k @

and V1 21\ represent the strained surroundings. Hence

dW

1

d

1

2 2o d

2 2

2 1

2 o cn p

cn p 2

dn p

d1

d1

2 d1

2

2

and

V1 2 2o dn2 p1

2

for

0 < < 1;

the cnoidal potential. On the other hand, if 1, dn-function can be replaced by

sech-function, so that the soliton potential in thermodynamic environment can be

written as

0

V\ 2o sech2 p1 ;

2

which has the characteristic phase 01 shifted from 1 by =2.

Accordingly, the vector variables 1 ; \ can be expressed mathematically as a

complex variable 1 i \ , determining the imaginary potential iV\ . Hence, it is

logical to write the wave equation for the complex in the complex potential

V V1 iV\ , where V1 u2 and V\ du

dx. Ensured by the modied Korteweg

deVries equation, whose solutions can be complex, we can discuss the ordering by a

quasi one-dimensional complex wave with two components.

In crystallography, pseudo-symmetry originates from the additional degree of

freedom of the constituent, which is well recognized in some crystals, as it does not

belong to the regular space group of some crystals [5]. Typically, the presence of

m-fold screw symmetry is responsible for incommensurate-to-commensurate phase

transitions. Illustrated as an example in gure 4.3(a), such symmetry is signied by

m-fold rotation of n along the screw axis x; in the yz plane, angles of rotation of

transverse displacements u are specied by

2p

and

p 1; 2; : : : ; m 1:

u uo exp ip ; where p

m

4-6

Figure 4.3. (a) A model of C3 -screw pseudo-symmetry. (b) A nonlinear wave in phase-matching.

X

VmL o ; 1 ; : : : ; m1

up

uo

2uo

cos Gm xp 2uo

X

p

X

p

cos p

cos Gm xp ;

4:7

p

where the angles are written as p 2

m a Gm xp ; a is the lattice constant. Using the

lattice potential (4.16), the counterpart potential for () can be expressed as

Vm

m

2 m

o

m

cos m;

m

m

4:8

as interpreted consistently with Bargmanns theorem.

The Gibbs function can then be written as

Z L

a

b

mv2 @* @

dx

* U * U 2 o

U

Vm

;

hGit

2

4

2 @x @x

0

t L

where the third term in the integrand represents the kinetic energy due to varying

. Considering the h it in the integrand for time scale to ! N, this can be

expressed for o f as

)

Z L( 2

a o b 4o mv2o @ o 2 mv2o @ 2 2 m

dx

o

cos m

G o ;

:

2

4

2

@x

2

m

@x

L

0

o ;

Setting @G

0 and @G@o ; 0 for G o ; to be minimized in the thermo@ o

dynamic environment, we obtain

(

)

2

2

d

d

o

a o b 3o 2 m1

cos m mv2o o

2 0

o

dx

dx

4-7

and

d2

2 m

o sin m 0:

dx2

Integrating the latter, the result conrms that the law of conservation,

1 2 2 d 2

mvo o

Vm const:;

2

dx

mv2o 2o

4:9

is associated m1

with the phase-matching between () and VmL . Writing that m

2m o

and mv2 , (4.18) the law of conservation can be expressed as

o

d2

sin 0

dx2

4:10a

1 d 2

cos E;

2 dx

4:10b

and

respectively. Equation (4.10a) is known as the sine-Gordon equation, and the integration constant E represents energy in adjusted units.

Equation (4.10b) is the same equation as for a simple pendulum, and can be

integrated as

Z 1

d

p;

x1 xo

2E cos

0

where x1 xo corresponds to the upper limit 1. Hence, dening modulus by

1

2 E 2

, it is an elliptic integral. Hence, writing 2 , we have

Z 1

d

p;

x1 xo p

0

1 2 sin2

4-8

where

p

x1 xo

sin 1 sn

for

0<<1

and

sin 1 tanh

p

x1 xo

for

1:

4:11a

d

2K

p p ;

2

1 2 sin

4:11b

where K() is the complete elliptic integral of the second kind. Figure 4.3(b) shows

that such a phase-matching can occur with a lattice at Cm-screw pseudo-symmetry.

The phase-matching mechanism can be assigned to observed incommensurateto-commensurate phase transitions, as p Gm xp 2mp for p 0; 1; : : : ; m 1,

although the theoretical results (4.11a) and (4.11b) indicate that the wave is

elliptical and distorted with respect to the modulus . Figure 4.3 shows sketches of

p for p 1, 2, 3, 4 that illustrate phase variations when the wave is pinned by the

potential VmL p . Experimentally, however, the phase-matching is analyzed by

empirical formula

VmL p Vo

m1

X

cos fp 1 p g;

4:12

p0

where the shift p is due to perturbation arising from in-phase interactions between

order variables and the lattice at the site p.

Figure 4.5 shows an electron microscopic image obtained from a K2 ZnCl4 crystal

[6], exhibiting discommensuration lines due to pseudopotentials of the three-fold

screw axis. These can be explained as lines of three potential peaks indicated by

(4.12) at m 3.

Interpreting the above theory with respect to the soliton theory, the mechanism

for domain formation can be signicantly revealed. For binary and tertiary systems,

we consider m 2 and 3, respectively, for C2 and C3 symmetry, thereby dealing with

thermodynamic phases in small values of the wavevector k and the developing

parameter , namely the phase variable. Therefore the potential VmL p should be

related to 2 sech2 m, where is the phase of a single soliton. This means that

solitons are not quite independent particles, but may couple as m linearly combined

solitons, scattering by VmL p .

Examples of other coupled solitons in crystalline states are shown in gure 4.6. [7]

In these states, a structural change can be identied as trigonal to orthorhombic or

tetragonal, so that the soliton potential should be uniaxial in the direction of k as

temperature is lowered below the critical point. Therefore, for experimental studies

in crystals, it is important to know about the direction of nonlinearity.

4-9

Figure 4.5. An electron-microscopic image observed from a K2 ZnCl4 crystal, showing discommensuration

lines along the C3 -screw axis [6].

Figure 4.6. A polarizing-microscopic photo of a crystal of tris-sarcosine calcium chloride, showing three

ferroelectric domains in quasi-trigonal arrangement [7].

4-10

Exercises

(1) Review the problem of two-dimensional waves in section 2.5, and obtain the

soliton potentials for the driving two-component vector-wave discussed in

section 4.1.

(2) Verify that the development equation is a sine-Gordon equation for a soliton

potential described by Vm .

References

[1] Fujimoto M 2013 Thermodynamics of Crystalline States 2nd edn (New York: Springer)

[2] Landau L D and Lifshitz E M 1958 Statistical Physics (London: Pergamon Press)

[3] Born M and Huang K 1954 Dynamical Theory of Crystal Lattices (London: Oxford

University Press)

[4] Krumshansl J A and Schrieffer J R 1975 Phys. Rev. B11 3535

[5] Megaw H 1973 Crystal Structures: A Working Approach (Philadelphia: Saunders)

[6] Pan X and Unruh HG 1990 J. Phys. Condens. Matter 2 323

[7] Fujimoto M 1983 Ferroelectrics 47 177

4-11

Minoru Fujimoto

Chapter 5

Nonlinear waves

simple as one-dimensional models; one of the essential features is nonetheless the

propagation described by the phase variable. Nonlinear waves are characterized by

phase variables and nite amplitudes that depend on the phase velocity through the

medium. While they are initially sinusoidal, it is logical rst to study the nature of

phase variables, prior to discussing nonlinear waves.

Two components are mandatory for vector waves, so that the one-dimensional

model provides only an approximate view of propagation in the media. The response

from a strained crystal is complex, however, unless the structure is steady in equilibrium

with its surroundings. In this chapter, phases and energy damping of nonlinear waves

are also discussed, in media inclusive of more general situations than in equilibrium.

We consider one-dimensional equations for a free running wave in the rst

approximation, assuming that the speed of propagation is given by 1, for simplicity,

and write a linear equation

@2 @2

0;

@t 2 @x2

5:1

1 x t 2 x t;

5:2

respectively, at a speed 1.

Factorizing (5.1), we can write

@

@

@

@

0:

@t @x @t @x

doi:10.1088/978-1-627-05276-4ch5

5-1

Figure 5.1. (a) Phase diagram of linear waves. (b) Elemental waves for nonlinear propagation.

@

Dening variables u @

@t and v @x , equation (5.1) can be transformed to

@

@

@

@

v u 0

and

v u 0;

@t @x

@t @x

5:3

showing graphically in the xt plane that the functions v u and v u are constant

along straight lines at slopes dx

dt 1 and 1, respectively. These v u are

unchanged in phase shifts x t and x t, respectively, and are known as

Riemanns invariants. We can write

v u

and

v u ;

5:4a

for a simple case, illustrating with groups of parallel straight lines, as shown in

gure 5.1(a).

However, the phase relations for nonlinear waves should be revised as related

to the medium, which can therefore be written in more general form than (5.4a),

namely

v u r

and

v u s;

5:4b

waves, and should accompany quantum-mechanical spacetime uncertainties

and at the threshold of nonlinearity, so that these straight lines should be

modied by groups of parallel lines C1( ) and C2( ), as shown in gure

5.1(b). In classical physics, on the other hand, the functions in (5.4b) can normally be

determined if the initial values ro(x) and so(x) are specied at t 0.

For (5.2), we have ; 1 2 ,

d 1 1

fvo uo g

2

d

and

d 2 1

fvo uo g:

2

d

o x

o

If writing (x, 0) o(x) and vo x ddx

at t 0, we have vo ddx

, and so

the initial conditions in this case can be given by

@

d o x

;

5:5a

2vo x 2

@t t0

dx

5-2

@ 1

@t

t0

vo uo vo x uo x

2

2

5:5b

vo uo vo x uo x

:

2

2

5:5c

and

@ 2

@t

t0

Z

1

o

1

uo d

2

and

Z

1

o

2

uo d ;

2

and hence

1

1

x; t f o x t o x tg

2

2

;

uo ; d; ;

5:6

It is notable from (5.5b) and (5.5c) that if vo vo x is constant on a straight

x-t line of C1, 1 and 2 are functions of only. Hence

Z

2 x; t o x t

uo d

5:7a

Z

1 x; t o x t

vo d:

5:7b

bifurcation. Accordingly, contrary to (5.2), waves (x t) and (x t) may not be

evenly mixed in discontinuous excitation, depending on initial values uo and vo; this

is typical for nonlinear waves. In the phase plot of gure 5.1, it is shown that the

discontinuity occurs in the region xi x xi , where waves can be dominated by

(x t) and (x t) in the areas marked 1 and 2, as determined by the initial values

of vo uo or vo uo, respectively; we specically call these elemental waves. Hence,

at times t sufciently later than to we can discuss elemental waves that are separate

from each other, which is a typical feature of nonlinear waves.

The nonlinear equation can be formulated in matrix form for two components u and

v, originating from nonlinearity. Considering for these components dened by (5.3),

we construct matrices

u

1

U u; v

and

U

;

5:8

v

5-3

Equations (5.3) can then be expressed in matrix form

0 1

@U 1

@U

A

0; where A

5:9

@t

@x

1 0

is a matrix to connect two components u and v.

1

The matrix (A) multiplied by unit vectors e1

1 1; 0 and e2 0; 1 from the

left, which are connected by the relations

1

e1

1 A e1

and

1

e1

2 A e2 ;

indicates that eigenvalues of the matrix (A) are 1. Alternatively, we have

Ae1 e1

and

Ae2 e2 :

@ 1

@ 1

1

0

@t

@x

and

@ 2

@ 2

1

0;

@t

@x

so that the component waves are given as 1 1(x t) and 2 2(x t),

corresponding to eigenvalues 1 and 1, respectively.

The above formulation can be extended to more-than-two components, which is

useful to deal with nonlinear systems of many components. For a multi-component

system, we can dene U y as a vector of many components, u1 ; u2 ; : : : ; un ; and write

the same equation as (5.9), i.e.

@U

@U

A

0;

@t

@x

where (A) is an n n matrix. For a linear system, we consider that eigenvectors

e1 ; e2 ; : : : ; en of (A) are orthonormal, its eigenvalues 1 ; 2 ; : : : ; n given by i dx

dt

are all real; then elemental waves can be expressed such that ui x; t ux i tei ,

i.e. functions of phase variables i x i t, representing parallel curves in general,

but equal to the initial ui (x) on phase-lines Ci, as shown by gure 5.1(b).

Except for electromagnetic waves in vacuum space, any wave motion in media

shows energy dissipation to heat. In isotropic media such as in air, if modeled by an

ideal gas, a change in the internal energy is determined by U TS under constant volume can be attributed to a change in entropy. Accordingly, a pressure

change p is responsible for S Rp p for T 0, acting to modify the wave

propagation. For crystalline media, we discussed a similar damping mechanism in

chapter 3, where off-diagonal elements of order variables between phonon states

were considered for an entropy change S, allowing consideration of the heat

transfer as in the isotropic case.

Physically, nonlinear propagating waves are described by equations of motion

and continuity with respect to two properties of media. Flowing in media can be

5-4

described in terms of the density (r, t) and the speed v(r, t), which are related by the

continuity equation

@ @v

0

@t

@x

5:10

@v

@v

1 @p

v U

:

@t

@x

@x

5:11

For an isotropic medium, p can be calculated from the relation p const. , where

Cp =CV , hence p const: 1 ; or writing p= a2 , where a is the

sound velocity, a2 const:1 to be used in (5.9).

We therefore re-express (5.10) and (5.11) as

@v

@v a2 @

v

0:

5:12

@t

@x @x

, we obtain

Writing in matrix form by dening vectors U 1 ; v and U

v

v

@U

@U

A

0; where A

:

5:13

@t

@x

a2 1 v

@

@

@v

v

0

@t

@x

@x

and

Diagonalizing (A), the eigenvalues in this case are 1;2 v a, thereby the vector

(, v) was transformed to the eigenvector (o, vo), representing an elemental wave.

Hence, we have the eigenequation

o

1 0

o

A

:

0 2

vo

vo

Noted that S p 0, so a 0, is held, such eigenstates at 1,2 v should

represent waves for damping energy to the surroundings to establish thermal equilibrium at a given temperature T. Accordingly, (A) can logically be considered to

include a phasing process ! 0 with temperature toward thermal equilibrium.

In section 3.5, the energy transfer mechanism via phonon scatterings was discussed in crystalline media, which is nevertheless entropy transfer thermodynamically, as described by phasing processes.

In section 5.2, we discussed the effect of isotropic surroundings in terms of p in

(5.9) to deal with energy transfer. On the other hand, the surroundings are anisotropic in crystalline media. In this case, p should occur, corresponding to microscopic correlations in the crystal, which can be expressed by the gradient of

correlation energies, i.e. rV. It is noted that including such a potential V, the

dynamical system can be nonconservative, where the change V between different

eigenvalues can basically be adiabatic in the rst order, but occurring in higher-order

isothermally at a given temperature. According to BornHuang theory, such a

5-5

change should take place in relation to lattice strains, that is, in second order with

respect to displacements, hence called the BornHuang transition.

The potential V is therefore subjected to approximate studies, as it is particularly

2

signicant at small values of the mass-ratio parameter k . We considered for V to be

2

expressed by a power series with respect to k , and wrote

2

V Vo k V1 k V2

5:14

The set of equations (5.8) and (5.9), and their matrix form (5.11), can be solved for V

in the same way as sound propagation.

In addition to V V Vo, we have

2

o k 1 k 2

and

v vo k v1 k v2 ;

2

where all of 1, v1 and V1 in the same approximation to k are synchronized with the

phase (x t), determined by the KortewegdeVries equation (3.6), i.e.

@V~ 1

@V~ 1 @ 3V~ 1

3V~ 1

0;

5:15

@

@

@3

where V~ 1 represents all of (1, v1, V1) and is a developing time. As compared with

(5.9), the third term on the left represents dispersive perturbation, and 3kV~ 1 is the

speed of propagation.

As discussed in section 2.6, for the development equation (5.13), the nonlinear

wave, written as eikxt with conventional wavevector k and angular frequency , is

2

characterized by the dispersion relation 2 1 k k 2 , which is approximated as

k 12 k 3 .

However, the KortewegdeVries equation is clearly insufcient for specifying

nonlinear waves, as implied by the presence of two components. Further, there is a

question, if such a response of the medium can always be determined by the

KortewegdeVries equation or any others. We will discuss the issue in chapter 8,

asking whether any different equations can be associated in phase with the propagating density and speed.

The signicance of equation (5.13) is that it is a development equation under a

condition for the eigenvalue is invariant during the developing process. If the

equation can signify the system in equilibrium with the medium, the soliton potential

should always exist in thermodynamic environments.

In chapter 3, we discussed general solutions of the KortewegdeVries equation

(5.15), as expressed by Jacobis elliptic functions. Referring to gure 3.1, the solution

of (5.15) can be written as

q

V~ 1C V~ 1A ;

for

0 < < 1;

i

V~ 1 V~ 1C V~ 1C V~ 1B sn2

and

V~ 1 V~ 1C V~ 1C V~ 1B sech2

q

V~ 1C V~ 1A ; 1

5-6

for

1;

ii

V 1B

where the modulus is dened by 2 VV~ 1C

~ that is determined as related to initial

1C V 1A

conditions at 0 of the wave. Considering that the density represents displacement density, the solution (i) corresponds to the density along the x direction,

while the transverse density should be associated with the transverse component

in perpendicular directions to the x axis; the sech2-potential of (ii) is always in

the perpendicular direction, as discussed in chapter 4. Then, the solution (ii) indicates that V~ 1 ; 1 at 1 is characterized by a peak of sech2 in perpendicular

to the x-axis.

Normally isotropic media are characterized by uniform densities, if any external

force such as gravity can be ignored as insignicant. On the other hand, in sea water

on the Earth, for instance, the effect of vertical gravity is signicant, where the

density cannot be constant in the vertical direction. In another example of a crystalline medium, the crystal eld is evident with regard to the space group, providing

the lowest energy specic to the crystal in equilibrium with the surroundings. In this

context, the solution (ii) for 1 should be considered as the potential in the

crystalline state determined by the lattice symmetry; whereas the solution (i) for

o < < 1 is not compatible with the equilibrium lattice structure, hence similar to

water on the Earth. Therefore we consider (ii) as a consistent potential with the

established symmetry of media, whereas in (i) the value of indicates a transient

state with no macroscopic symmetry.

In classical physics, the parameters, V~ 1A ; V~ 1B ; V~ 1C and , are all determined by

initial conditions. In quantum physics, on the other hand, waves are initiated in

microscopic scale, so that phase uncertainties in spacetime should dominate the

threshold of wave motion. Assuming that microscopic displacements i strain

the local structure, the potential V~ 1 should consist of the strain energy in lattice,

which can be given by binary dyadic i : *j , which should be minimized synchronously toward equilibrium in thermodynamic environments. In fact, such microscopic uncertainties were implicitly proposed by Born and Huang in their book

Dynamical Theory of Crystal Lattices [1], as supported by experimental results.

From the classical viewpoint, however, uncertain initial conditions make the nonlinear dynamics soluble with respect to other possible points of reference.

The presence of a symmetry group mandates the nonlinear mode in a given medium.

By the presence of a symmetry plane at least, the steady solution of the Korteweg

deVries equation can be adapted to crystalline states. In cases of uid dynamic

applications, the presence of the gravitational eld and practical boundaries play a

similar role, allowing allowing consideration of a sech2-potential to represent the

properties of surrounding media.

As discussed in section 2.4, we discussed the nature of Eckarts potential, allowing

the passage of waves without reection, as specied by discrete integers n associated

with the eigenvalue for propagation. In addition, it is signicant that attributed to

the medium, transitions between different n and n0 can take place, as veried by

Riccatis theorem. Eckarts potential is highly localized in pulse shape at x 0,

5-7

of Zabusky and Kruskal [2].

In section 2.4, we obtained the equation

d2 p;n

fp2 nn 1sech2 xg p;n 0;

dx2

2:19

where p is the eigenvalue and n(n 1) sech2 x is the potential. It is noted that

p;n coshn1 x satises (2.19) if p n 1. Accordingly, we may dene the

number of soliton particles by the integer n, without specifying the total number.

In this case, as indicated by p;n cosh xn1 , p;n represents the wavefunction of

n 1 solitons.

At this point, referring to the mathematical theorem for elliptic functions [3], we

are allowed to replace the cnoidal waves by series of sech2- peaks. The potential

(i) in the previous section is known as cnoidal potential. Although expressed by

sn-functions, the cnoidal series can be similarly written with cn- or dn-functions,

signifying the same potential physically. Accordingly, we use the formula

mN

X

2 2 sn2 x 2a

p

sech2 ax cm const:;

mN

5-8

5:16

where

a

2

2

4K 0

K

K 0

and

p

K 0 K 1 2 :

cm

Considering that xm p

represent positions of peaks for N < xm < N, all the

a

2

sn - peaks in the cnoidal potential (i) can be replaced by sech2- peaks. By doing so,

for ! 1, we have K0 (1) K(0), so that the period of the potential is determined by

4K(1). Accordingly, such a modied potential can be appropriately used for the

symmetry requirement in crystalline states.

Figure 5.2 sketches such cnoidal potentials for equation (2.19), where peak

potentials are all illustrated as sech2- pulses. Although maximum n is unspecied, the

gure is clearly consistent with ZabuskyKruskals analysis [2]. That is, both show

the presence of multiple solitions that converge to a single peak, when determined by

symmetry of the medium.

Exercise

(1) Discuss the signicance of spacetime boundaries for nonlinearity that can be

determined with the laws of conservation.

References

[1] Born M and Huang K 1954 Dynamical Theory of Crystal Lattices (London: Oxford

University Press)

[2] Zabusky N J and Kruskal M D 1965 Phys. Rev. Lett. 15 240

[3] Bowmann F 1961 Introduction to Elliptic Functions with Applications (New York: Dover);

Toda M 2011 Introduction to Elliptic Functions (in Japanese) (Nippon Hyoronsha)

5-9

Minoru Fujimoto

Chapter 6

Scattering theory

deVries equation, with which the nonlinear wave of two components is associated in

phase. As related with longitudinal and transverse modes, the potential V1(x v)

can be expressed by a complex function of the phase variable x v. Such waves are

composed of coherent waves due to interactions in the proximity, hence characterized by a ne-structure. Leaving the coherent wave packet to chapter 7, in this

chapter we discuss scatterings of elemental waves by the related potential V1(x v)

that is invariant for the Galilean transformation x v ! x, allowing us to write

the potential simply as V1(x). Scatterings determined by reection and transmission

coefcients constitute the central theme of the soliton theory.

6.1.1 Scatterings of elemental waves

In the presence of a localized potential V1(x), we consider the wave equation of

Schrdingers type with respect to the Galilean variable x,

d2 2

k V1 x 0;

2

dx

6:1

combination of expikx, approaching towards x ! N or N, respectively. For

the perturbed wavefunctions, we consider amplitudes f1(x,k) and f2(x,k) in such a

way that

limx!N feikx f1 x; kg 1

doi:10.1088/978-1-627-05276-4ch6

6-1

combination Aeikx Beikx , for which we write

Z N

Z N

1

1

0

0

ikx0 0

A

V1 x e

dx C1 and B

V1 x0 eikx dx0 C2 :

2ik 0

2ik 0

At a nite x, we assume that these coefcients are given by functions of x. Consider

expikxf1 x; k, substituting into A and B, we can derive

Z N

1

0

C1 1

V1 x0 f1 x0 ; k eikxx dx0

2ik 0

and

1

C2

2ik

V1 x0 f1 x0 ; keikxx dx0 ;

Z 0

1

0

C1

V1 x0 f2 x0 ; keikxx dx0

2ik N

and

C2 1

1

2ik

N

V1 x0 f2 x0 ; keikxx dx0 :

Accordingly,

f1 x; k eikx

1

k

N

x

V1 x0 f1 x0 ; ksin kx x0 dx0

6:2a

V1 x0 f2 x0 ; ksin kx x0 dx0 ;

6:2b

and

f2 x; k eikx

x

N

by V1(x0 ) toward x directions, respectively.

Approximated by a linear combination of expikx for x ! N, the general

solution of (6.1) can be written as

> c11 k eikx c12 k eikx ;

< eikx ;

6:3a

6:3b

and

> eikx ;

c11 kf1 x; k c12 kf1 x; k f2 x; k

6-2

6:4a

Figure 6.1. (a) Reection and transmission of elemental waves. (b) Cauchys diagram in k-space.

and

c21 kf2 x; k c22 kf2 x; k f1 x; k:

6:4b

The sets (6.3a) and (6.3b) express that the incident waves come from the right (R)

and from the left (L) of the potential located at x 0, respectively, which are

illustrated in gure 6.1(a). Accordingly, we dene the reection and transmission

factors by

RR k

c11 k

;

c12 k

TR k

1

;

c12 k

RL k

c22 k

;

c21 k

TL k

1

:

c21 k

6:5

Next, from (6.4a) and (6.4b), the relations among cij are examined for f1 x; k

and f2(x, k) to be symmetrical with respect to (k,k), resulting in

c11 kc22 k c12 kc21 k 1;

and

c21 kc12 k c11 kc22 k 1;

6:6

2

Using the Wronskian notation, dened by W f1 ; f2 @f@x1 f2 f1 @f

@x , we have relations:

W f1 x; k; f1 x; k W f2 x; k; f2 x; k 0;

W f1 x; k; f1 x; k 2ik

and

6-3

W f2 x; k; f2 x; k 2ik:

c11 k

1

W f2 x; k; f1 x; k;

2ik

c22 k

1

W f2 x; k; f1 x; k

2ik

6:7

and

c12 k c21 k

1

W f1 x; k; f2 x; k:

2ik

TL k TR K:

6:8

In such a symmetric system, as indicated by f1;2 x; k f1;2 x; k, we have com* x; k, and

plex relations f1;2 x; k f 1;2

* k

c12 k c12

and

c11

6:9

In addition, those denitions in (6.5) are used for a conservative system symmetrically, as expressed by

jc12 kj2 1 jc11 kj2 1 jc22 kj2 ;

6:10

6:11a

so that

RR k RL k 0;

and

RR kT k RL kT k:

6:11b

conservation of energy. Actually, non-conservative cases can be signied by no

transmission, which violates symmetry between right and left.

6.1.2 Singularity of a soliton potential

In section 2.5, we discussed a case where the singularity in complex k-plane indicates

information about the soliton potential that can transmit absorbed propagation

energy to the lattice. Here, this case can be discussed in more general terms of

reection and transmission. Regarding denitions in (6.5), the singular condition

arises from the denominator c12(k) that becomes zero at a particular value of k ko,

i.e. c12(ko) 0.

6-4

for the wavefunctions (x) and *x as

d2

k 2 ux

dx2

and

d2 *

k*

o * ux*;

dx2

where the function u(x) is assumed as a real function, as it is related to the soliton

d

potential. Multiplying dT

dx and dx on each of these equations, respectively, we subtract, then integrate it, and obtain

Z N

d

d* N

2

2

*

ko k*

*dx:

o

dx

dx N

N

The right side is a Wronskian that can tell if the values are the same at both integration limits. Setting ko ko0 iko00 on the left expression, we derive the following:

Z N

0 00

ko ko

* dx 0;

N

from which we can say that ko0 0, if ko00 6 0, meaning that the singular point is

ko iko00 located on the imaginary axis, unless there is energy dissipation. Hence such

a pole position on the positive imaginary axis indicates an energy transfer to the

surroundings.

At such a singular point ko, as can be derived from (i), we have

f2 x; ko c11 ko f1 x; ko

and

c22 ko

1

:

c11 ko

6:12

To obtain

the value of c121ko , we use Cauchys theorem for the complex function

H

1

dk

2i

c12 k, i.e. C c12 k c12 ko where the integration path is a semi-circle above the real

axis, including the singular point ik00o, as illustrated in gure 6.1(b). For the calculation of the residual c121ko , a differential coefcient of c12 k is denoted as

First, we write

c_ 12 ko

1

1

fW f_1 ; f2 W f1 ; f_2 g

fc11 ko W f_1 ; f1 c22 ko W f2 ; f_2 g:

2iko

2iko

namely,

d2 f1 x; k

k 2 f1 x; k uxf1 x; k

dx2

and

d2 f1 x; ko

ko2 f1 x; ko uxf1 x; ko ;

dx2

d d f1 x; ko

df1 x; k

f1 x; k

f1 x; ko k 2 ko2 f1 x; kf1 x; ko :

dx

dx

dx

6-5

Differentiating with respect to k, and setting k ko, we obtain the relations for

f1(x, ko),

d

W f1 x; ko ; f_1 x; ko 2ko f1 x; ko 2 ;

dx

and for f2(x, ko)

d

W f2 x; ko ; f_2 x; ko 2ko f2 x; ko 2

dx

after the similar calculation. Integrating, we have expressions for these Wronskians as

Z N

_

W f1 x; ko ; f 1 x; ko 2ko

f1 x; ko 2 dx

x

and

W f2 x; ko f_2 x; ko 2ko

x

N

f2 x; ko 2 dx:

i o

1

Z

c12 ko

N

N

6:13

f f1 x; ko f2 x; ko gdx

and

Z

N

N

o c11 ko f1 x; ko dx

N

o c22 ko f2 x; ko 2 dx 1:

Z N

c_ 12 ko ic11 ko

f1 x; ko 2 dx:

N

Implied by (vii), o c11 ko and o c22 ko can be used as normalization factors for

f1 (x, ko) and f2 (x, ko), respectively, as written

Z N

1

c11 ko

moR o c11 ko i

f2 x; ko 2 dx

6:14a

c_ 12 ko

N

and

moL

c22 ko

o c22 ko i

c_ 12 ko

Z

N

1

2

f1 x; ko dx

6:14b

single pole in the complex k-plane. On the other hand, in two-component systems,

6-6

which may not necessarily be located on the imaginary axis.

In the presence of many poles at k kp, wherePp 0. 1, : : : , the transmission

can be determined by T k p Tp k or ln T k p ln Tp k. For such a Tp k, we

may have a repulsive or attractive pole that is expressed from section 2.3 as

1

ln Tp k kik

00 . For a multipole potential, it is convenient to express reection and

p

Z

Z

1 N

1 N

ikz

~

~

RR ke dk; RL z

RL keikz dk;

Rz

2 N

2 N

where RR;L k* RR;L k, and

~ 1

z

2

N

N

Tp k 1eikp z dk;

where p indicates a pole in the upper half of the k-plane, i.e. kp ikp00 . If no pole is

~ 0. If there are many poles, we have a simple expression

there, z

X

00

~

z

p ekp z ;

6:15

p

discrete levels for trapped elemental solitons, as indicated by integers n.

As discussed above, such an imaginary kp ikp00 implying energy dissipation,

consistent with the nature of attractive potentials, can alternatively be expressed by

~ 0 in thermal equilibrium, where the dynamical system must be

Tp k 1 or z

1

conservative .

6.2.1 A two-component wave

In section 3.3, we showed that the differential equation

2

@2

2@

v

K 2 x; t;

@t 2

@x2

can be expressed in complex form with respect to real and imaginary components of

0 i 00 . For a localized K2(x), we can rewrite it as

@

@

v

iKx; t*

@t

@x

and

@*

@*

v

iKx; t;

@t

@x

In crystalline states, such imaginary kp cannot be simply attributed to the thermodynamical environment,

because of surfaces and lattice defects. Therefore, we consider the state of nonlinearity in quasi-statically frozen

media, while incurred energy loss is transferred to the surroundings in idealized equilibrium states.

1

6-7

two-component waves by 1 ; 2 0 i 00 ; 00 i 0 to evaluate the response of

the medium. Applying Fourier transforms,

Z N

Z N

1 x; k

1 x; texpikvtdt and 2 x; k

2 x; texpikvtdt;

N

N

we obtain

d 1

iux 1 k 2

dx

and

d 2

iux 2 k 1

dx

6:16

where ux Kx

v , describing the spatial pattern of the wave motion. In section 3.3,

we showed that these two equations in (6.16) are equivalent to Schrdingers

equation with a complex potential

d2 1

du

d2 2

du

2

2

2

2

0 and

0: 6:17

k u i

k u i

dx 1

dx 2

dx2

dx2

6.2.2 Reection and transmission

1

Dening matrixes n

1 ; 2 , wx

u 2

u 1

and A

ik

0

0

,

ik

dn

An wx:

dx

6:18

( 1 Bexpikx, 2 Bexpikx), we can write the perturbed solutions as

n1 f1 x; kexpikx; 2 x; kexpikxg;

6:19

component ratio 1/ 2, which is equal to 1. However, these independent components are signied by different damping constants in thermodynamic environment,

so that the ratio cannot be equal to 1 in general.

Nevertheless,

for

elemental

waves,

limx!N n1 eikx ; 0

and

1

ikx

limx!N n 0; e are considered for the present discussion. For the rst case,

as calculated for single solitons, we obtain

Z x

0

1 x; k expikx

dx0 eikxx ux0 2 x0 ; k

6:20a

N

and

Z

2 x; k

x

N

6-8

6:20b

For the second case to be different from the rst, we rewrite (6.25a) as

n1 f1 x; keikx ; 2 x; k eikx g:

6:21

Z

1 x; k

N

x

dx0 eikx x 2 x0

6:22a

and

Z

2 x; k eikx

6:22b

f1 x; k; 2 x; kg ! f1 x; k; 2 x; kg, both n andn are solutions of

(6.18), and n n. Also noted is that n satises (6.24b), for u ! u. In this

case, it is signicant for such conversions as ! and ! to show

W ; 1 and W ; 1 at x ! N, indicating that these sets () and () are

linearly independent. In contrast, and () are not independent, as shown below.

The general solution of (6.18) can be expressed as a linear combination of and

as

x; k c11 kx; k c12 kx; k;

x; k c21 kx; k c22 kx; k;

6:23

and

x; k c11 kx; k c12 kx; k

x; k c21 kx; k c22 kx; k;

where there are relations among coefcients cij :

c11 k W ; c22 k;

c12 k W ; c21 k;

6:24

* k c22 k and

c11

* k c12 k;

c12

6:25a

and

c11 kc22 k c12 kc21 k 1;

c11 kc21 k c12 kc22 k 0;

c11 kc21 k c12 kc22 k 0:

6-9

6:25b

The above linear combination (6.28a) considered to satisfy the wave equation (6.25)

allows us to dene the reection and transmission coefcients

RR k

c11 k

;

c12 k

TR k

1

;

c12 k

RL k

c22 k

;

c21 k

TL k

1

;

c21 k

for incident from the right and left sides, respectively. Hence we have the same

relation as for a real potential,

RR kT k RL kT k 0:

6:26a

In addition, conrming the relation jc11 kj2 jc22 kj2 1 from (6.25b), we obtain

jT kj2 1 jRR kj2 1 jRL j2 :

6:26b

As remarked already, the soliton number cannot be conserved for scattering from

the complex potential in the thermodynamic environment, hence (6.26) is not the

same as (6.11).

6.2.3 Poles of transmission and reection coefcients

To study the nature of a soliton potential, it is signicant to nd the singular point

that is determined by c12 k 0, for which the pole is given generally by complex k.

The imaginary part of k should be positive, so that the poles are located above the

real axis of the k-plane, i.e. k ko ik 00 , k 00 > 0. In this case, comparing with (2.11b),

k

by writing Uo a k 00 for an attractive potential, we have T k kik

00 and

00

ik

Rk kik 00 .

At these poles, we have c11 and c22 from (6.27a), hence the derivative c_ 12 ko k 00

dc12 k

dk

kko ik 00

can be expressed as

_ 0 ; 00 c11 W

_ 00 ; 0

c_ 12 ko ik 00 c22 W

Z N

dxx; ko ik 00 x; ko ik 00 :

2i

N

we have

Z N

1

c22 k 1

0

00

mR k i

dx x; k x; k

6:27a

c_ 12 k 2 N

and

mL k i

c11 k 1

c_ 12 k 2

Z

N

N

1

dx0 x; k00 x; k ;

6:27b

which are real quantities to determine the ratio of right/left components that can be

temperature-dependent in the thermodynamic environment.

6-10

In the previous material, we discussed the scattering theory between waves and

soliton potentials that are in phase, for which single and two-component systems are

mathematically equivalent. In this section, we discuss the soliton potential with

Bargmanns theory to study their general feature of wave packets.

According to Bargmanns theory for

one soliton discussed in section 3.4.1, we

2

assume that the wave equation ddx2 fk 2 V1 xg 0 has an amplitudemodulated solution

expikxFx;

where Fx 2k iax:

V1 x 22 sech2 x ;

3:14

1 2

2

where is a constant determined by da

dx 2 a 2 . The phase constant is

determined by the conversion ax w2 dw

dx , leading to an homogeneous equation

d2 w

2 w 0;

dx2

1

ln ;

2

p 2 exp cosh x . Hence, writing that

V1 x ux2 , we have ux 2 sechx .

For two-component waves expressed by a matrix 0 ; 00 , we can write

0 expikx2k iax

and

00 expikxbx:

da

ub;

dx

b 2u

and

db

ua:

dx

d

Eliminating u from the rst and third equation, we can obtain dx

a2 b2 0,

2

2

2

da

which is integrated as a b const:; and also b 2 dx. Writing the integration

1 2

2

constant as 42 , we can derive the relation da

dx 2 a 2 , as shown in section 3.4.1.

Therefore, in the same way as a single-component case, the variable w, converted

from ax by a w2 dw

dx , can be obtained as

1

where ln :

2

Accordingly, we have

u2

1 da

2 sech2 x

2 dx

and

u sechx :

d2 0 2

k V1 x 0 0;

2

dx

where

6-11

V1 x V10 x u2 ;

6:28

whereas

d2 00

dV1 x 00

2

0;

k

V

x

i

1

dx

dx2

where

dV1

V100 x 2u:

dx

V100 x x 2sechx ;

hence

d2 00

fk 002 V100 g 00 0;

d2

where ;

hand, for 0 the wave equation for k k 0 is given by

d2 0

fk 2 V10 g 0;

d2

where the potential V10 2 sech2 is maximum at 0. The soliton potential of

two components can therefore be expressed by V1 x V10 iV100 ; where

, as illustrated schematically in gure 6.2.

While no problem dynamically, the previous analysis must be revised for the

thermodynamic environment. In practice, judging from the Eckart potential,

because of the imaginary potential iV100 x 2iu, the function u is characterized as

off-diagonal with respect to the soliton number n. Therefore, in order for V100 x to be

a potential function, we should take interchain interactions such as ui uj into consideration to represent an energy, which is believed to be logical for a packet of

multi-soliton wave. In this sense, such an imaginary potential may be called a

pseudopotential thermodynamically.

For the numerical simulation, the ratio between two peaks was left as arbitrary.

As pointed out in chapter 3, it is signicant to realize that the phase of soliton

potentials depends of the developing parameter , so that a separation as

6-12

that is, diminishes as T ! 0, indicating that the system becomes conservative to

be in equilibrium with the surroundings. Therefore, the simulated potential at 0,

if consistent with the one-soliton potential, is regarded as a clear presentation of the

soliton potential.

For the system described by (3.16), scatterings by the soliton potential can be

calculated with (6.26b), resulting in

1 x; k eikx

2ik tanh x

2ik

and

2 x; k eikx

sechx

:

2ik

feikx bx; eikx 2ik axg;

we obtain

1 x; k eikx

sechx

2ik

2 x; k eikx

and

2ik tanh x

:

2ik

Hence

c12 k

2k i

;

2k i

where ko i=2 gives the zero point and Res1=c12 ko i at 0. In this case,

c11 ko c22 ko 0, so the potential is reection-free, as expected. Therefore, we

have local expressions

i

1 x

e 2 sechx;

1 x;

2

2

i

1 x

e 2 sechx;

1 x;

2

2

i

1 x

e 2 sechx;

2 x;

2

2

i

1 x

e 2 sechx;

2 x;

2

2

and

mR

i

i

mL

:

2

2

In the preceding theory, the soliton potential is included in the function AR x; x0 and

AL x; x0 , which need to be solved from Marchenkos equation by so-called inverse

6-13

scatterings, as will be discussed in chapter 7. On the other hand, we can expand the

corresponding functions f1 x; k and f2 x; k asymptotically with respect to k 2 to deal

with nonlinearity caused by the potential V1(x) in desired accuracy. This method

provides useful results, if relatively larger k is sufciently signicant.

Instead of the integral form of (7.2), we write

f2 x; t eikxhx;k ;

6:29

and apply the asymptotic method to the function hx that satises the requirement

limx!N hx; k 0:

Substituting (6.28) into Schrdingers equation (6.1), we obtain

2

d2 h

dh

dh

2ik

V1 ;

dx2

dx

dx

6:30

which can be solved for a larger value of k by the asymptotic expansion method.

Expressing by innite series

2ik

dh X gn

dx

2ikn

n

V1

and

X

n

un

;

2ikn

X

gn 1 g 0n

n1

X

gm gnm1

m0

n

2ik

X

n

un

;

2ikn

where n 1:

sides, for n 0; 1and 2 we have

g1 g 0o u0

go u;

and

g2 u00 u2 :

respectively, and expressed as iV1 iu0 and V2 u2 , composing the complex

potential V V2 iV1 u2 iu0 . Noting that the KortewegdeVries equation was

derived in the k 2 accuracy of asymptotic expansion, the above is regarded as the

consistent result with the two-component system. Experimentally, such a twocomponent model was actually found to be consistent with soft mode measurements

of a symmetry change in perovskite crystals [1], providing concrete evidence for

supporting the model.

Exercises

(1) For the equation ddxy2 k 2 2 sech2 xy, show the general solution that can be

given by y Aeikx ik tanh x Beikx ik tanh x. Using this result, verify

that c12 k ki

ki and c11 k c22 k 0, leading to RR RL 0.

2

6-14

f1 x; k eikx

;

k ik 2i

f2 x; k eikx

k ik 2i

and

c12 k

(3) For

d2 y

dx2

the

delta-potential

k ik 2i

:

k ik 2i

V(x) 2b(x),

Schrdingers

equation

2

f1 x; k eikx ;

f2 x; k eikx

eikx

2b

sin kx;

k

2b

sin kx;

k

eikx ;

Reference

[1] Fujimoto M 2013 Thermodynamics of Crystalline States 2nd edn (New York: Springer)

6-15

is

Minoru Fujimoto

Chapter 7

Method of inverse scatterings

central topic in soliton theory. Particularly important is the determination of

coherent multiple solitons that can be analyzed by Fouriers transform for properties

of a soliton potential. Signied by the function f(x, k), the effect of localized

potential V(x, ) can be described by the function of interactions AR,L(x, x0 ), which

can be analyzed with the Marchenko theorem introduced in this chapter. The theorem can be applied not only to equilibrium systems but also to -dependent cases,

allowing the study of nonlinearity in various situations.

The scattering process is generally signied by the reectiontransmission relation of two elemental waves propagating to x and x directions, which are

expressed as

T kf2 x; k RR kf1 x; k f1 x; k

and

RL x; kf2 x; k f2 x; k T kf1 x; k:

7:1

2 x; k and 2 x; k of the corresponding elemental waves, we can transform (7.1)

back to the time domain to obtain relations between reection and transmission

coefcients for a more general case than equilibrium.

7.1.1 Delta and truncated step functions for coherent wave packets

Fouriers transformation is a useful method to deal with the spacetime prole of a

wave packet for a group of n coherent waves. The potential V1(x, t) is a function of

doi:10.1088/978-1-627-05276-4ch7

7-1

Figure 7.1. (a) A delta function . (b) A step-function s multiplied by the potential V .

t vx, where the corresponding waves t vx are in propagation to the left and right,

respectively, so the wave equation

@2 1 1 @2 1

2

V1 x; t 1

v @t 2

@x2

7:2

x

x

vs t AR x; vt;

1 x; t t

7:3

v

v

where the function s t vx is a stepwise function to act on the potential V1(x, t), as

illustrated in gure 7.1. Here, for a space-time variable vx, we have normalR N

R N

ization conditions, N d n and x1 s d n, representing n elemental

R N

waves. Writing 1 k; N 1 x; teit dt, the Fourier transform of (7.3) is

1 x; k e

ikx

Z

N

x

AR x; x0 eikx dx0 ;

7:4

where x0 vt.

Clearly t vx is the solution of (7.2), when V1 x; t 0; on the other hand,

AR x; ct in (7.3) is related to the

V1 x; t 6 0. In this case, if considering a

potential

x

simple potential V1 x; t 2b t v for 1 x; t, we have

x

1 x; t t

v

for

x>0

and

x bv n

x

xo

t

t

for

x < 0:

1 x; t t

v

2

v

v

In the latter, we can prove AR x; vt b2 x vx b2 t vx , but should be

excluded from the second term on the right of (7.4). For scatterings from V1 t vx

after t vx > 0 in (7.3), we have specically employed the stepwise function s t vx ,

to disregard a part of the potential for x1 vt, as shown in the gure, taking

7-2

contributions from x x1 into account. Such a truncated potential can therefore be

written as Vs x s t vx V1 x. Therefore, we have

Z

1 x 0

ikx

f1n x; k f1 x; k and f2n x; k e

k x1

and

ikx

f1n x; k e

1

k

N

x1

for x > x1 and x < x1, respectively. These truncated quantities and derivatives

at k are all continuous at x x1; hence using a Wronskian expression, we can

derive

eikx1 0

f f 1 x1 ; k ikf1 x1 ; kg;

c12s k

2ik

x;k

where f 10 x1 ; k @f1@k

. Similarly, we obtain

xx1

c11s k

eikx1 0

f f 1 x1 ; k ikf1 x1 ; kg

2ik

and

c22s k

eikx1 0

f f 1 x1 ; k ikf1 x1 ; kg:

2ik

c12s k

k 2 1 k i tanh x1 2

2kk i

and

c11s k c22s k

e2ikx1 sech2 x1

:

2kk i

With these relations, we can conrm that Vn(x) is not reective for at x1 ! N. The

p

zero point determined by c12s k 0 is given by ko 12 tanh x1 1 sech2 x1 ,

2ikx1

x1

. From these results, the pole for transmission is given

at which c22s ko e 2ko ksech

o i

by ko i, which is always positive imaginary, and hence we have

c11s ko c22s ko 0

for

x1 ! N:

Representing a wave packet, 1 k; x obeys the wave equation

2

d2 1

2

~

K x; 1 0;

dx2

v2

7-3

where Kk;

limx!N eikx 1 x; k 1. Hence, (6.18) is identical to the function f1 x; k dened by

(6.2), namely

Z N

0

ikx

f1 x; k e

AR x; x0 eikx dx0 :

7:5a

x

Z x

0

f2 x; k eikx

AL x; x0 eikx dx0 :

N

7:5b

Z x

f1 x; k expikx

AR x; x0 expikx0 dx0

N

and

Z

f2 x; k expikx

N

x

AL x; x0 expikxdx0 ;

so that

1

AR x; x

2

0

N

N

eikxx f1 x; k 1dk

and

AL x; x0

1

2

N

N

eikx x f2 x; k 1dk:

wave packets, in the same way as to a single soliton.

Inserting 1(x, t) of (7.3) into the wave equation (7.2), we obtain

!(

)

x

@AR x; vt 2 @AR x; vt

2

V1 x; t

t

v

@x

v

@t

!(

)

x

@ 2 AR x; vt 1 @ 2 AR x; vt

vs t

2

V1 x; tAR x; vt 0:

v

@x2

v

@t 2

Integrating with respect to time from vx t to vx t, the quantity in the rst bracket

{: : :} can be expressed as RR kf1 x; k f1 x; k 0

@AR x; vt

@AR x; vt

2

2

V1 x 0;

@x

@vt

xvt

xvt

7-4

indicating that we have the equation for calculating V(x). Carrying out a similar

calculation, we can also obtain another formula, namely

V1 x 2

dAR x; x

dx

and

V1 x 2

dAL x; x

;

dx

7:6

From a repulsive potential characterized by no poles on the imaginary axis in the

complex k plane, there is no transmission expected. Therefore for such a potential

the left side of (7.1) can be set equal at zero, i.e.

RR kf1 x; k f1 x; k 0:

7:7

Since these f1 x; k are the same as 1 x; k, we can perform Fouriers transformation on this expression t vx < 0, and obtain

Z N

Z

Z N

d it N ~

0

ikz

e

dzRR ze

dt0 1 x; t0 eit 1 x; t

N 2

N

N

Z N

Z N

z

~R z

1 x; t

dzR

dt 0 1 x; t 0 t0 t

v

N

N

Z N

~R fvt0 tg 1 x; t0 1 x; t

v

dt0R

N

Z

~R x vt v2 dt 0R

~R fvt0 tgAR x; vt0 t x vs vt xAR x; vt:

vR

v

Writing x0 vt0 and y vt in the last expression, (7.2) can be expressed as

Z N

~R x y AR x; y

~R x0 yAR x; x0 dx0 0:

R

R

7:8a

x

Z x

~

~L x0 yAL x; x0 dx0 0:

RL x y AL x; y

R

N

7:8b

Equations (7.8a) and (7.8b), known as Marchenkos equations, are useful formulae

for problems of scatterings, as will be discussed in the following example.

Example:

We discuss a simple case given by the repulsive potential V1(x) 2b(x), where b > 0.

In this case, the equation is

d2 2

k 2bx 0;

2

dx

7-5

ib

~L x beibx s x. Further,

where RL k kib

, and R

f1 x; k eikx ;

and

eikx

f2 x; k eikx

2b

sin kx

k

2b

sin kx;

k

eikx ;

ibxy

be

s x y b

y

dx0 ebx y AL x; x0 AL x; y 0;

where for x < y, both n x y and the integral terms vanish, and AL(x, y) 0. For

x > y, on the other hand, AL x; y bn x y, so that with (7.1) we have

V1 x 2b

ds x

2bs x:

dx

T(k) on the positive imaginary axis, there is no reection, so Fouriers transform of

the left side of (7.1) should be zero, namely

T kf2 x; k 0;

7:9

for which we have (6.15) for t vz < 0, and which we wrote in (6.15) as

X

00

~

z

p ekp vt :

p

Z

~

t0 gAL x; vt 0

dt 0 fvt

x=v

Z x

X

X

00 0

00

k p ctx

k 00p vt

v

p e

v

pe

dx0 ek p x AL x; x0

~ x v2

v vt

X

00

p ek p vt f2 x; ik 00p ;

v

N

where f2 x; ik 00p c11 ik 00p f1 x; ik 00p , according to (6.12). Further, writing vt 0 x0 and

vt y,

Z N

X

X

00

00 0

v

p c11 ik 00p ek p xy v

p c11 ik 00p

dx0 AR x; x0 ek p x y :

p

7-6

X

00

~ R z R

~R z

7:10

to replace R

Z N

R x y AR x; y

dx0 R x0 yAR x; x0 :

x

7:11a

and

Z

L x y AL x; y

x

N

dx0 L x0 yAL x; x0 :

7:11b

Here, the effective reection

component potentials, and expressed generally as

Z N

X c11 ikp00

dk c11 k ikz

00

e i

ekp z

R z

7:12a

00

_

2

c

c

k

ik

12

12

N

p

p

Z

L z

N

N

X c22 ikp00 00

dk c22 k ikz

kp z

e

i

00 e

2 c12 k

_

ik

c

12

p

p

7:12b

Example:

For an attractive potential characterized by 2 a positive imaginary pole k ik 00 , the

00

reection coefcient is given by RL k kk

2 k 00 2 . Considering the transmission in this

case, we have

00

k ik

T~ k T k

k ik 00

and

p

kk 2k 00

T k

:

k 2 k 00 2

~R z o c11 ik 00 ek 00 z ;

R z R

where

p

p 00 p2k 00 z k 00 1 2 k 00 z

~R z 2 2k e

p e

R

2 1 2

and

p

k 00 1 2

p :

o c11 ik

2 1 2

00

and

Writing AR x; y f xe

p 00

2k y

p 00

p

R z 2 2k 00 e 2k z :

7-7

p 00

p

2 2k 00 e2 2k x

p

f x

:

1 e2 2k 00 x

V x 2

p

d

2

AR x; x 4k 00 s xsech2 2k 00 x:

dx

Marchenkos equations (7.11a) and (7.11b) can be analyzed for reection-free

potentials in matrix form. In this case, characterized by the transmission coefcient

with poles kp00 on the positive imaginary axis, we can assume that p 1, 2, : : : n in

general. In addition, the function R,L(z) dened by (7.12) is simplied by the

absence of reection, so that it is determined by the second term for reection-free.

Referring to (6.31), L(z) can be written

X

00

L z

mL;p ek p z :

7:13

p

z1 mL1 ek1 z ; mL2 ek2 z ; : : : ;

00

00

00

00

and write

L x y x1 :y:

Then, assuming that

AL x; y Px1 :y;

7:14

1

where Px

Z x

1

0

0 1

0

Px :

dx x : x :y x1 : y 0;

N

Z x

x

dx0 x0 1 : x0 ;

N

Px1 : x x1 : y 0:

7-8

7:15

Hence

Px1 x1 :x1 ;

and

AL x; y x1 :x1 :y:

Because only AL x; x is required for calculation, we write it as

AL x; x x1 :x1 :x1 tracex1 :x:x:

1

As given by (7.15) of the denition of x, we can write dx

dx x :x, so that

the above equation of AL(x, x) can be expressed as

dx

d

AL x; x trace

:x lnftracedet g;

dx

dx

Assuming that AL x; x and x are such matrices as related by d

dx AL , we

have AL d

:1,

which

is

likely

in

crystalline

states,

but

not

necessarily

so in

dx

d

1

:

lndet

,

allowing

us

to

use

the

general. In this case, trace A trace d

dx

dx

formula

V1 x 2

d2

lndet

dx2

7:16

Lamb [1] showed a result of such computational studies by simulating Bargmanns potential for two solitons. Considering

x1 mL1 ex ; mL2 e2x

2x

mL2 e3x

1 mL1 e

2

3

and

x

3x

mL2 e4x

mL1 e

1

3

4

and

x1 ex ; e2x ;

det 1

:

2

4

72

mL2

Using parameters 12 ln 2m

and 12 ln mL172mL2 , Lamb obtained

L1

AL x; x

;

3 cosh x cosh 3x

and

V1 x 2

dAL x; x

3 cosh 4x 4 cosh 2x

12

;

dx

f3 cosh x cosh3 x g2

7-9

7.3.1 Inverse scatterings

In chapter 3, we discussed a two-component system to deal with developing nonlinearity, as it is considered for a soliton potential in more detail than in KortewegdeVries

theory. However, as will be discussed in chapter 8, a modied KortewegdeVries

equation is found for developing a complex potential, where there is nothing particularly signicant other than the transverse mode, provided that the parameter

ux Kx

v is a real function. Nevertheless, we realized that scatterings can also occur

by such an imaginary potential, which should by studied by an inverse scattering

method.

To consider two components of the wave, we consider 0 i 00 separating

the wave equation

@2

@2

@

@

v

iK

@

@x

and

@

@

v

iK:

@

@x

3:10

represents a scatterer, which we can verify with Marchenkos equations.

Writing the Fourier transform as 1 0 i 00 eikv and 2 00 i 0 eikv

as in chapter 3, we have the relations

d 0

ik 0 ux 00

dx

and

d 00

ik 00 ux 0 :

dx

3:11b

1

1

0

00

00

0

By dening

matrices n ; , wx u ; u and A

1 0

, (3.11b) can be expressed as

ik

0 1

dn

An wx

dx

6:18

Noting that the homogeneous linear equation for (6.18) has independent solutions

eikx , nonlinear solutions can be written as

n1 f0 x; keikx ; 00 x; keikx g;

where 0 x; k and 00 x; k are Fourier transforms of 0 x; t and 00 x; t,

R N

R N

i.e. 0 x; k N 0 x; teit

dt and

00 x; k N 00 x; teit dt, respectively.

For an elemental wave 0 t vx dened by limx!N 0 eikx , we showed that

x

x

vs t A1 x; vt

10 x; t t

for

x < x1

v

v

and

x

2 0 vs t A2 x; vt for

v

7-10

x > x1

7:17a

are transformed to

10 x; k

ikx

N

ikx0

A1 x; x e

dx

and

20 x; k

x

N

A2 x; x0 eikx dx0 ;

respectively.

On the other hand, for an elemental wave 00 t vx dened by limx!N 00 eikx ,

x

100 x; t vs t B1 x; vt

for x < x1

v

and

x

x

vs t B2 x; vt

200 x; t t

for x > x1

7:17b

v

v

can be transformed to

Z N

0

100 x; k

B1 x; x0 eikx dx0

x

and

002 x; k eikx

N

x

B2 x; x0 eikx dx0 :

Actually, we can consider (7.17a) to represent the scattering process from the

right of the scatterer iu(x), substitute 10 x; t and 20 x; t for those in (3.10), and

obtain

x @A1

@A1

vs t

v

iKxA2 0

i

@t

@x

v

and

x

iKx

x @A2

@A2

2A2

vs t

v

iKxA1 0:

v t

v

v

v

@t

@x

ii

For t vx > 0, the brackets factors {: : :} of s functions in (i) and (ii) should be zero,

hence by writing y vt we have

@A1 x; y @A1 x; y iKx

A2 x; y

@y

@x

v

and

A1 x; y

@y

@x

v

iux

iKx

2A2 x; x

v

7:18a

from the factor of the -function. Using (7.18a) in (i), we can derive the relation

ux2

dA1 x; x

:

dx

7:18b

Equation (7.18b) is the same result of inverse scattering by (7.6), although (7.18a)

indicates a property of the scatterer, allowing cross-interaction between onedimensional propagation as discussed in chapter 3.

7-11

After similar analysis to the above on the other component 00 x; t, we obtain the

same results as (7.18), which are summarized as follows:

and ux2 2

iux 2B1 x; x

dB2 x; x

:

dx

7:19

Marchenkos formulae were derived for a real potential, but the above results

suggest that an imaginary scatterer can also be analyzed by assuming ux iKx

v ,

allowing us to make (7.18) and (7.19) legitimate for a complex potential.

Furthermore, we realize that the two-component model offers a more accurate

description of scattering process than the one-component one, because of rst- and

second-order mechanisms of scatterings, namely u and u2 , resulting in A2 as well as

A1 , respectively, and in B1 and B2 .

7.3.2 Matrix method

In this subsection, we show that Marchenkos equations can be applied rigorously to

a two-component system with Schrdingers wave equation with complex potential.

~L 0, Marchenkos formulae are written as

Considering R

Z x

A2 x; y L x y

A1 x; x0 L x0 ydx0 0;

N

Z x

A2 x; x0 L x0 ydx0 0

for

x < y;

A1 x; y

N

where

L z

X

p

mL;p ekp z

and

mL;p p c22 kp :

z1 mL1 eik1 z ; mL2 eik2 z ; : : :

and

we can write

L x y x1 :y:

Introducing operators P1 and P2 in such a way that

A1 x; y P1 x1 : y

A2 x; y P2 x1 : y;

and

P2 x x P1 x1 : M x 0

where M x is a dyadic dened by M x

derive

P2 x x1 :x;

and

Rx

N

P1 x P2 x1 : M x 0;

where x Mx1 :M x:

7-12

iux 2A2 x; x 2x:P2 x1 2x:x:x1

dM

: M :M1 :

trace

dx

In addition,

A1 x; x x1 :P1 x x1 :fx:x1 g:M x

dM

1

:x

trace M :

;

dx

leading to the expression

ux2

d2

flndet g:

dx2

dx for Schrdingers equation, to

see if it is derivable from Marchenkos formula. Assuming that it can be calculated

with scattering functions A1 x; x and A2 x; x, we write

du

d

d

dM 1

dM 1

2

trace M:

: i

:

u i 2 A1 iA2 2

dx

dx

dx

dx

dx

d

dM

d2

1

trace

: iM

2 2 lnfdet iM ; 7:20

2i

dx

dx

dx

which can be integrated to obtain the expression

u2

d

d

imaginary det iM

imaginary lnfdet iM 2 tan1

;

dx

dx

real det iM

where

Mij

k 00i

mLj

00

00

ek1 k2 x

00

kj

7:21

7.3.3 Modied KortewegdeVries equation, part 1

In section 3.5, we derived the modied equation (3.19) by transforming Riccatis

theorem from the KortewegdeVries equation. This signies that the eigenvalue for

(3.19) is no longer identical to that for the latter, implying that the Riccati process

needs to be described in terms of different time .

Therefore, the complex soliton potential should be obtained from the modied

KortewegdeVries equation, which was in fact veried by the inverse scattering

method.

Considering that the wave function is given by eikx as x ! N, we can transform coordinates as x ! x vo t and t ! , while the former is Galilean invariant,

7-13

and the latter can be attributed to the temperature. Therefore for a complex u, the

two-component equations can be written as

d 1 x; k

ik 1 x; k u 2 x; k

dx

and

d 2 x; k

ik 2 x; k u 1 x; k:

dx

7:22

relations

@ 1 x;

4ik 3 1 x;

@

and

@ 2 x;

4ik 3 2 x; :

@

3

where

c12 k; c12 k; 0 and

3

k ik 00 on the positive imaginary axis, we have

mR k 00 ; i

c11 k 00 ;

00 3

mR k 00 ; 0e8ik

00

c_ 12 k ; 0

and

mL k 00 ; mL k 00 ; 0e8ik

00 3

Z N

X

dk ~

00 3

00

RL k; 0e8ik ikz

L z;

mLp k 00p ; 0e8ik p ikp z ;

N 2

p

~ 0 0 can be applied, for Marchenkos equations

for which Rk;

Z x

A1 x; y

dx0 L x0 yA2 x; x0 0

N

and

Z

A2 x; y L x y

x

N

dx0 L x0 yA1 x; x0 0:

ux; 2A2 x; x; :

Using (7.21), this can be calculated with the matrix Mij

2 2, resulting in

@

1 m1 0 2kx8k 3

e

:

u 2 tan

@x

3k

7-14

,

ki00 k j00 e

if M is

ux; t 2k sech2kx 8k 3 ;

where ln

jm1 0j

;

2k

Exercises

(1) For a given potential V x 2s xsech2 x, verify the following expressions:

RR k

ki

;

k i2k 2 1

RL

1

;

2k 2 1

T k

2kk i

:

2k 2 1

Show next

L z 0

1

z

L z p sinh

2

2

for z < 0;

p

p

p

p

ez= 2 1 2 ez= 2 1 2

p p

p

R z p

2 2 1 2

2 2 1 2

for

z < 0;

for z > 0;

L z 2ez

for

z > 0:

potential, discuss Marchenkos equations to obtain the following relations.

00

Letting mR 2k 00 e2k , we have

00

A1 x; y

2ek 2xy

;

1 e2k 00 x

R x 2k 00 ek

and

2

ux 2k 00 sech2 k 00 x :

Reference

[1] Lamb Jr G L 1980 Elements of Soliton Theory (New York: Wiley)

7-15

00

x

Minoru Fujimoto

Chapter 8

Quasi-static soliton states

to time-dependent cases as well, allowing us to study dispersive interactions in

general. It is signicant that the soliton potential exists in non-conservative and

conservative states. Nonetheless, the KortewegdeVries equation should be modied by Riccatis theorem, signifying transitions between eigenvalues in the thermal

environment. In this chapter, we discuss modied developing processes, where their

quasi-static changes in media can be investigated.

8.1.1 Nonstationary states

For the KortewegdeVries equation derived in section 3.1, we assumed that the

development operator is determined by B3 ao a1D a3D3. On the other hand,

the second-order operator D2 is for the eigenvalue to be independent of the devel2

1

opment, i.e. @

@ 0 for (D V1) 1, which is essential for the potential V1 to be a

steady solution of the KortewegdeVries equation. Allowing to be a function of ,

however, V1 should vary with , implying possible energy transfer to the surroundings, which is essential in modied media.

Leaving the transfer process aside, in the region for V1 t vx ! 0, we have D2 0,

where the wavefunction can be approximately modied as (x, k, t) h(k, t)f1(x, k, t).

Hence, the dispersive nature is dominated by the D3 term as

@

B3 4D3 ;

@t

8:1

leading to the factor h(x, t) h(x, 0) exp (ik3t). Accordingly, we can write

x; k; t hx; 0exp4ik 3 tfc21 expikx c22 expikxg:

doi:10.1088/978-1-627-05276-4ch8

8-1

Substituting this approximate expression into (8.1), we can obtain the relations

c21 k; t c21 k; 0

mL k; t i

and

c22 k; t

mL k; 0exp8ik 3 t:

c_ 21 k; t

3

RL k; t RL k; 0exp8ik 00 t

and

Z

L z; t

N

N

dk

3

3

RL k; 0 expfikz 8k 00 tg mL 0expk 00 z 8k 00 t;

2

determined by RL(k, 0) and mL(0) related with k00 and the initial value of V1(x, 0).

For multiple poles at lk 00p in the k-plane, these expressions can simply be modied as

summing over the index p. Using RL(k, t) and L(z;t), the corresponding AL(x, y;t)

can be determined by the Marchenko equations as (7.11), from which we obtain

V1 x; t 2

@

AL x; x; t:

@x

8:2a

@

AR x; x; t:

@x

8:2b

V1 x; t 2

equations (8.2a,b) to analyze unsteady states. Accordingly, we shall call the potential

V1(x, ) in thermodynamic environment a quasi-static potential.

8.1.2 Thermal perturbation

The quasi-static potential V1(x, ) is temperature-dependent, corresponding to

@1

@V1

@ 6 0. Accordingly, the change V1 x @ should be subjected to thermal

relaxation in the thermodynamic environment. Therefore the KortewegdeVries

equation should be perturbed as

@V1

@V1 @ 3 V1

6V1

RV1 ;

@

@x

@x3

where the left side is the perturbation by the surrounding medium, and a small

factor (|| < 1). In this case, using the commutator notation in chapter 3, we can write

@V1

L; B RV1 ;

@

where L L 1, and

@

@

L 1 RV1

8-2

@ 1

8:3

1

is the equation to be solved for , implying that the function RV1 @

@ GV1 is

responsible for scatterings of perturbed waves. It is noted that G(V1) can be used for

@1

1

the reection and trapping as well, as distinguished by @

@ 0 and @ 6 0, respectively, while the latter case is the present concern.

The inhomogeneous equation (8.3) can be solved from the homogeneous equation

(L 1) 0 by the method of varying constants, as shown below.

First, as V1 is the solution of the KortewegdeVries equation, we start with the

basic solutions f1(x, k; ) and f2(x, k; ) as discussed in Chapter 6. Dening h()

f2(x, k; ) for x ! N, and considering B 4D3, the asymptotic form of can be

written as

dh

3

3

x!N !

and

h h0e4ik ;

4ik h eikx

d

other hand, for x ! N, these f1 and f2 are related in

dc12 ikx

dc11

3

e

8ik c11 eikx :

x!N ! h

d

d

For an arbitrary x, we consider that is determined by a linear combination

x; k; f1 x; k; x; k; f2 x; k; ;

8:4

where

h

x; k;

2ikc12

x; k;

N

h

2ikc12

dx0 V1 ff2 x0 ; k; g ;

x

N

dx0 V1 f1 x0 ; k; f2 x0 ; k;

and

2ikc12 W f1 : f2 :

Accordingly, from (8.4), we can conrm that x!N ! 0, consistent with 1 ! 0.

On the other hand, we have

Z N

Z N

h

x!N !

eikx

dx0 V1 f2 f2 c11 f1 c12 eikx

dx0 V1 f1 f2 ;

2ikc12

N

N

hence we obtain

dc11

i

8ik 3 c11

2k

d

N

N

dx0 V1 f2 x0 ; k; f1 x0 ; k;

and

dc12

i

2k

d

N

dx0 V1 f2 x0 ; k; f1 x0 ; k; :

8-3

For a scattering case, (V1) R(V1), from the rst relation above, we derive

Z N

d c11

c11

i

2 2

dx0 RV1 f22 :

8ik 3

d c12

c12

2k c12 N

00

1

On the other hand, for a trapping case, V1 RV1 @

@ , we have c12(ik ) 0

00

00

00

00

and f2(x, ik ) c11(ik )f1(x, ik ) for an imaginary k ik . Hence, writing k00 2,

we obtain

Z N

dx0 RV1 f22 x0 ; ik 00 ;

dk 00

N

00

:

Z N

2k

d

dx0 f22 x0 ; ik 00 ;

N

In chapter 7, we discussed the method of Marchenkos equations for studying steady

nonlinear states in thermal equilibrium. For a reection-free potential characterized

by imaginary poles, the matrix method can be employed for inverse scattering

solutions.

To simplify the problem, we consider two soliton states signied by k 00p k100 and k 002 .

Following Wadati and Toda [1], we write the function L(z, t) as

L x; t mL1 t expk100 x mL2 t expk 002 x;

to calculate the potential V(z, t) with (8.2a) as

V1 z; t 2

@AL z; t

@2

2 2 lndet x; t:

@x

@x

ij ij

and

k 00i k 00j

mL2 t

0

00

1 mL1 t exp 2k100 x

00

00

00 expk1 k2x

2k

k

k

1

1

2

:

det

mL1 t expk 00 k 00 x 1 mL2 t exp 2k 00 x

00

1

2

2

2k 002

k1 k 002

Using these expressions, we can nd that two soliton potentials at k100 and k 002 may

have phase variables for each, which is detectable in thermodynamic environments.

Following Lambs book [2], we sketch their manipulating process as follows,

although it is somewhat tedious in calculation.

8-4

Writing

exp

r

mL2 x1

mL1 x2

and

exp

1

2

r 00

mL1 mL2 k 2 k100

;

x1 x2 k 002 k100

and dening

k 002 k100 x

and

k 002 k100 x ;

we have

k 002 k100 00

k1 e k 002 e k100 k 002 e

@

k 002 k100

flndet g

k 002 k100

@x

cosh 00

cosh

k 2 k100

k100 k 002 k 002 2 k 001 2

k100 k 002

where 2

sinh sinh

k 002 k100 cosh k 002 k100 cosh

k 002 2 k 001 2

;

k 002 coth 2 k100 coth 1

k2 x

2

2

and

8:5

k100 x

:

2

2

00

00

2k 002

k 002 k100

;

2k1

k 002 k100

and

e

and

1

2 k 002 x k 002 t 2 ;

2

1 3

1 k100 x k 001 t 1

2

where

1;2

1

mL1;2 0 k 002 k100

:

ln

2

2x1;2 k 200 k100

The parameters k100 , k 002 , 1 and 2 are for the numerical adjustments in the above

analysis. Considering that k100 k 002 hence 1 2 0, the movement of two soliton

peaks in the x-t plane can be plotted, as shown in gure 3.1(a).

Differentiating (8.5) two times, we arrive at the formula for the two-soliton

potential

2

V1 x; t 2k200 k100

k 002 coth 2 k100 coth 1 2

8-5

8:6

Figure 8.1. A computer simulation of two solitons crossing at t 0, where two peaks are resolved by their

interactions [2].

which agrees with the Bargmann potential (3.15a), except for the phase shifts 1,2. As

mentioned in chapter 3, equation (8.4) may be interpreted as colliding soliton pulses,

where they appear to be separated as if independent particles, as expressed by

2

and

V1 x; t 2k200 sech2 2 2k100 sech2 1 ;

before and after the collision, respectively. Here, the phase shift is determined by

tan1

k100

k 002 k100

2

ln

:

k 002

k 002 k100

Figure 8.1 shows the result of numerical simulation, where the parameter t

represents developing time, or in the thermodynamic environment t can be referred

to the temperature in the surroundings. Notable in the gure is that the potential at

t 0 appears to be a single peak, but it is evidently composed of multi-soliton peaks

at t 6 0. However, in such a simulation, the two potentials may not necessarily

coincide, if separated by their interaction, as indicated by the potential at t 0.

In chapter 3, we considered a two-component model for developing nonlinear

waves. Assuming that the driving for nonlinearity is represented by a real function

8-6

u(x, t), its wave equation (x, t) is found as driven by a complex potential u2 i du

dx.

Because of the Galilean invariance in steady nonlinearity, such results was believed

to be compatible with the KortewegdeVries equation, which should however be

modied by V u2 i du

dx , known as Miuras transformation [3].

@V

Associated with (x, t), the potential V(x, t) should satisfy @V

@t v @x 0 and the

@V

@V

@3V

KortewegdeVries equation @t 6V @x @x3 0, we have

@V

@3V

@ @V

@3V

2 @V

2 @V

6V

3 i

6V

3 0:

2V

@t

@x

@x

@x @t

@x

@x

Hence, we obtain the equation

@V

@V @ 3 V

6V 2

3 0;

@t

@x

@x

8:7

However, considering an imaginary function iux; t ux; t, Miuras transformation can be written as

V u2

du

;

dx

8:8

@u

@u @ 3 u

6u 3 0:

@t

@x @x

Equation (8.8) is the Riccati theorem, stating that, if V (constant of x), the

Galilean invariance holds in nonsteady states as well. Accordingly, the steady

solution of these equations assures for the system to be canonical, but any discontinuous change can be attributed to a temperature change T in the thermodynamic environment, representing an irreversible process.

Referring to the surroundings, the potential V(x, t) is therefore characterized by

another time variable t0 that is not the same as t. In this case, we should write the

0

potential as V(x vt, t0 ) V(x vt)et in two timescales for t and t0 , where

can be expressed as i, where and are interpreted as damping and

parameter to determine the timescale of t0 . Such a time t0 is associated with varying

dx to linearize

Riccatis equation (3.17) and combining with (8.8), we can derive the equation

d2~

~

of the Galilean transformation x ! x 6t and

dx2 V 0, which is invariant

2

V ! V , namely, ddx~2 V ~ ~

. In this case, where the one-soliton solution

(3.13) is given by V 2k2 sech2(kx 4k3t0 ), we have the relation k2, allowing

us to consider k i.

In this section, with respect to the modied KortewegdeVries equation, a set of

linear equations for two components 1 and 2 is solved by an inverse scattering

8-7

method, assuming that the medium is modied in time-scale t0, where the dynamic

structural change is thermally stabilized. In critical states of a crystal in particular,

the transfer of excess energy during structural change occurs in this process, which is

alternatively observed as temporal variation of a soft mode or thermal relaxation.

For such a change, we can write

@ 1

4ik 3 1

@t0

@ 2

4ik 3 2 ;

@t 0

and

where the time t0 describes the process, and the complex wavevector k can be

modulated as k0 ik0 .

In section 7.3.2, we obtained the expression (7.21) for the function of u(x,t0 ) of

two-component waves, i.e.

ux; t 0 2 tan1

imaginary iM

;

real iM

where Mij

imLj 0 iki kj x

e

:

ki kj

elements of iM can be calculated as

realdet iM 1

42 2 2

and

imaginarydet iM

e2x m1 0

f ie2ix ie2ix g;

22 2

0

m1 ; t 0 m1 ; 0eit ;

where

832 2

and

82 i2 :

Therefore, we obtain

ux; t 0 2

@

sin 2 t0

tan1

;

@x

cosh 2x t 0

2

respectively. This can then be re-expressed as

4sech

2

1 2 sin2 sech2

8:9a

where

2x t0 ;

2x t 0

8-8

and

tan1 :

Figure 8.2. An example of two breezer solitons nears t 0, where modulated peaks are superimposed with

virtually no interacion [2].

ux; t 0 4 sech cos ;

8:9b

Figure 8.2 shows an example of a computer-simulated breezer. Clearly, it is a

localized potential, which was conrmed numerically as colliding elastically,

behaving like particles.

The modulated feature expressed by the amplitude of slow modulation

2 0

F 2e24i t sech , (8.9b) can further be written as

0

ux; t 0 Fei F * ei ;

where

0 2x 83 t0 :

8:9c

place of , we obtain approximately the expression

@F

@2F

2 @F

6i

12

12ijFj2 F 0;

@t 0

@x

@x2

4

@ F

ignoring terms jFj2 @F

@x and @x3 that are proportional to . If transforming spacetime

2

0

as x~ x 12 t and 6t , this equation becomes

3

@F @ 2 F

2 2jFj2 F 0;

@

@~

x

8:10

which is called the third-order Schrdinger equation. Using the spacetime x~t0 ,

2 0

F~

x; t 0 2e4i t sech2~

x

is the t0 -dependent solution of the third-order Schrdinger equation.

8-9

8:11

In section 3.3, the third-order Schrdinger equation (8.8) was obtained for small

amplitudes, but it can be derived with no restriction for a two-component system to

be associated with a complex u(x, t). Writing for the Fourier amplitude 1,2(x, k) as

@ 1

ik 1 u 2

@x

@ 2

ik 2 u* 1 ;

@x

and

8:12

2

2

@

2@

where u*u Kx

v2 , which are identical to @t 2 v @x2 Kx; t for j 1;2 j , this

is the same equation given in section 3.3, known as the KleinGordon equation.

As for the time variation, following Ablowitz et al [4], we can express

0

1;2 x; t 0 1;2 x; keikvt as

@ 1

A 1 B 2

@t0

where we assume A

2

P

n0

@ 2

C 2 A 1 ;

@t0

and

An k n , B

2

P

n0

Bn k n and C

2

P

n0

8:13

Cn k n to determine

B2 C2 0;

A2 a2 t 0 ;

B1 ia2 u;

A1 a1 t0 ;

C1 ia2 u*;

and

2iCo 2iu* ia2 u2x ;

U

. sing these results, from (8.13) we can derive the expression

@u

@u a2 @ 2 u

2

ia1

2juj u 0;

@t 0

@x 2 @x2

which is the third-order Schrdinger equation, if a1 0 and a1 2i. Also the linear

equations (8.12) can be written as

@ 1

ijuj2 2ik 2 1 iux 2ku 2

@t 0

and

@ 2

iu*x 2ku* 1 ijuj2 2k 2 2 :

@t0

8:14

2 0

written as

2 0

In this limit, 1 ! f 0c22 k; t 0 eikx2ik

where

c21 x; t 0 c21 x; 0

2 0

for

x ! N:

2 0

2 0

8-10

so that

2 0

and similarly

2 0

To obtain a soliton solution of the third-order Schrdinger equation, we can

apply the inverse scattering method for a reectionless complex potential. Assuming

there is one pole k1 i, where > 0, we have

M

mR1 k1 ; 0 2x4ii2 t0

e

;

2

and derive

ux; t 0

Letting

mR1 k1 ;0

2

2m*R1 k*

0

1 ; 0 2ik*

e 1 x4ik*1 t :

2

1 jM j

2

t 0 i

is an analogous model for electromagnetic waves scattering from a resonator [5]. In

this case, the coupling is considered between them, which can be resistive or inductive,

depending on its designed mechanism; the former corresponds clearly to a real u(x, t0 ),

whereas an imaginary u(x, t0 ) represents an inductive coupling effectively.

Exercises

(1) We used Riccatis theorem to obtain a modied KortewegdeVries equation.

On the other hand, the Miura transformation converts a real potential to a

complex potential. These are not the same, but discuss the relation between

these transformations in relation to the complex function u.

(2) Discuss about the physical origin for a modulating mechanism for a Breezer

potential.

References

[1]

[2]

[3]

[4]

[5]

Lamb Jr G L 1980 Elements of Soliton Theory (New York: Wiley)

Miura R M 1968 J. Math. Phys. 9 1202

Ablowitz M J, Kaup D J, Newell A C and Segur H 1973a Phys. Rev. Lett. 30 1262

Fujimoto M 2007 Physics of Classical Electromagnetism (New York: Springer) chapter 19

8-11

Minoru Fujimoto

Chapter 9

The Bcklund transformation and

sine-Gordon equations

The KortewegdeVries equation describes nonlinear development in media in equilibrium with the surroundings, as it is associated with a steady-state Schrdingers

equation that is applied to a canonical ensemble in thermodynamic equilibrium.

Physically, transforming the time-scale can be interpreted for different developing

processes. In this chapter, we discuss the Bcklund transformation between different

spacetimes, leading to a sine-Gordon equation.

The wave equation considered with the surrounding medium is

2

@2

2@

v

K 2 x; ;

@2

@x2

which is called the KleinGordon equation in eld theory. Wave motion occurs as

driven by the potential term on the left, which is attributed to an external or internal

origin. However, it is not necessarily the one given in this equation, and it is logical

to transform the equation to another to see if there is a different development

process in a different type.

First, we write the KleinGordon equation in the form

@2

@2

v2 2 m2 0;

2

@t

@x

9:1

xvt

! (, ) by xvt

2 and 2 , (9.1) can be converted to

@2

m2 ;

@@

doi:10.1088/978-1-627-05276-4ch9

9-1

9:2

@

m2

@

Z

d r

@

m2

@

and

Z

d s;

9:3

@

Writing P @

@ and Q @ , (9.3) can be modied as

Q

@P

m2

@

and

@Q

m2 ;

@

hence Q a2 P;

where a is an arbitrary constant. Inserting the last expression into the rst and

2 2

integrating, we obtain P2 m a22c, where the integration constant c can be set to

zero, for convenience. Then, we have

P

@

m

@

a

and

@

ma:

@

9:4

e m b AemKxt ;

9:5

1a

where A eb, a a, K 1a

2a and 2a . equation (9.5) expresses a one2

dimensional wave for a < 0, exhibiting dispersion 2 k2 m2, if mK ik and

m i.

2

The function satisfying (9.4) associated with the KleinGordon equation is

localized in Galilean spacetime moving in the medium. Hence, changing the

timescale signies interactions at resonance with the medium, which is not the same

as in the stationary noninteracting state. In the presence of pseudo-symmetry,

for instance, the medium is signied by a space-scale different from its absence.

Nevertheless, such solutions are linked together with a common Galilean invariance

for the steadily connected system. The Bcklund transformation dened in differential geometry can be applied for such a link as governed by a common phase

variable.

Considering for two independent solutions, (1) and (2), of the KleinGordon

equation, we assume that their linear combinations such as (1) (2) or (1) (2)

can satisfy the relations (9.4) in a common spacetime framework. Writing the source

term of the KleinGordon equation as F(), instead of m2, to generalize

the discussion, we dene the combining functions P and Q by

@ i

F d;

@ i

9-2

F i d

i 1; 2;

and

@ 1

@ 0

@

@

@ 1

@ 0

@

@

Z

Z

fF 1 F 0 gd P 1 ; 0 ;

9:6a

fF 1 F 0 gd Q 1 ; 0 ;

9:6b

where and are arbitrary constants. Differentiating the last two expressions with

respect to and , respectively, we obtain

@ 1 @P

@ 0 @P

F 1 F 0

@ @ 1

@ @ 0

9:7a

@ 1 @Q

@ 0 @Q

F 1 F 0 :

@ @ 1

@ @ 0

9:7b

and

P

@Q

@P

@Q

@P

Q 1 F 0 ;

P 0 Q 0 F 1 ;

1

@

@

@

@

@Q

@Q

@P

@P

and

1 0 0:

1 0 0

@

@

@

@

P

@2Q

@2P

Q

0;

@2

@2

therefore

@2P

2 P 0

@2

and

@2Q

2 Q 0;

@2

9:8

where is arbitrary.

Assuming 0, however, these in (9.8) are identical to (9.4), so we have

P 1 ; 0

and

Q 1 ; 0 ma

for

0: 9:9

@ 1

@ 0

m 1

0

a

@

@

9:10a

@ 1

@ 0

ma 1 0 ;

@

@

9:10b

and

9-3

We rst note that (9.10) cannot be integrated, unless . Further, any linear

combinations of (0) and (1) can be solutions, as characterized by a common space

time. Therefore, for 6 , we seek such a transformation as to combine these

solutions logically in the same spacetime.

Known as the Bcklund transformation, (9.10) can be extended mathematically to

a general case signied by more-than-one spacetime. Modifying (9.5) as

n

n

X

j1

Aj emj ;

9:10

signied by

n

Aj

n n1

j Aj

where

aj an

an 6 aj :

an aj

9:11

determine the solution (1) Aeim as given by (9.5). In this case, (1) is obtained

regardless of constants , . However, taking (1) as a known solution, (2) is

obtained as identical to (1) if , indicating that (1) is the only solution. On the

other hand, if considering two spacetimes j 1,2, we can proceed as

1 A1 em1 ;

2 A2 em2 1 A1 em1 ;

and

3 3 A2 em2 3 2 A1 em1 ;

9:12

beyond which there are no other terms related to 3, : : : in this case. If otherwise, we

may proceed further on, including A(3).

The process of (9.12) can conveniently be expressed by using step operators Bn as

dened by

n Bn n1 Bn Bn1 : : : B1 0 :

9:13

Noting that these operations are not always exchangeable, e.g. B3B2 (1) 6

B2B3 (1), we can make these products exchangeable, because Bj depends on aj, and

the integration constant Aj is arbitrary. Therefore, by choosing suitable values, we

can write

2

B3 a3 ; A3 B2 a2 ; A2 ! B2 a2 ; A0 B3 a3 ; A0 ;

2

which becomes the equality B3B2 (1) B2B3 (1) by changing A0 2 3 A2 and

2

A0 3 A3= 1 . Graphically that process is sketched in gure 9.1, which is known as

Lambs diagram [1].

9-4

In section 9.2, we dened operators P and Q for the Bcklund transformation,

and obtained equation (9.8). Using parameters and , (9.8) can be

re-expressed as

@2P

c2 P 0

@2

and

@2Q

c2 Q 0;

@2

where c is a constant. We therefore have the relation 2 c22 c22, indicating that

2 2; hence there are two cases, and . Clearly, the latter corresponds

to the case for 2 6 0, whereas the former represents the case for 2 0.

Equation (9.8) for 2 6 0 can be solved as

P p sin v

and

Q q sinu ;

F 0

pq

sin2 0

2

and

F 1

pq

sin2 1 :

2

F

pq

sin 2

2

Q q sin u

and

P q sin v;

@ 1 @ 0

p sin 1 0 ;

@

@

@ 1 @ 0

q sin 1 0 ;

@

@

9:14

which indicate that (0) and (1) satisfy the sine-Gordon equation

@2 @2

2 sin ;

@t 2

@x

9:15

and the expressions (9.14) are the Bcklund transformation. As p, q, and are all

arbitrary constants, while holding the relation , we can choose 0, 1/2

and pq 4, we obtain F sin ; then setting q 2a and p 2/a specially, the

transformation can be expressed as

@ 1 @ 0 2

1 0

sin

a

@

@

2

@ 1 @ 0

1 0

2a sin

;

@

@

2

where the signs corresponds to F sin .

9-5

and

9:16

In this section, following Taniuti and Nishihara [2], we discuss a typical example of

the sine-Gordon equation, as solved numerically.

As an obvious solution of the sine-Gordon equation, we use (0) 0 for the

transformation (9.16), which is then moved to (1), which is determined by

@ 1 2

1

sin

a

@

2

@ 1

1

2a sin

:

@

2

and

Therefore,

1 b

4 tan e

where a

a

1

1a2

a x

t :

a

1 a2

1u with regard to

q

F sin (1). Accordingly, we have a 1u

1u for juj < 1, the solution to which

can be expressed by

x ut

4 tan exp p :

1 u2

1

d2 1

1

sin 1 ;

2

2

1

u

d

if (1) represents an angular displacement from the vertical direction.

Noting that (0) is another solution of the sine-Gordon equation, we can

0

transform it to (1 ) by writing

0

@ 1 2

1

sin

a

2

@

and

@ 1

1

:

2a sin

2

@

0

00

sign in the last expression becomes , so that this case is considered as included in

the transformation (9.16).

Next, as remarked, reversible transformations are possible by adjusting the

parameters aj and Aj, so that we carry out the transformations,

1 B1 0 ;

2 B2 1

and

3 B2 B1 0 B1 B2 0 ;

as illustrated by gure 9.1. Assuming (9.6) for the type, the transformations in the

diagram can be written as

@ 1 0

1

1 0

sin

;

@

a1

2

2

@ 2 0

1

2 0

sin

@

a2

2

2

@ 3 1

1

3 1

sin

;

@

a2

2

2

@ 3 2

1

3 1

sin

:

@

a1

2

2

9-6

tan

3 0

1 2

a1 a2

tan

; where

;

4

4

a1 a2

9:17

which can be used for calculating (3) from (0), (1) and (2). Setting (0) 0, for

(1) and (2), we write

1

1 p2 ;

1 u1

1 1 x u1 t;

1

4 tan

2 2 x u2 t;

(

lnjj

signe

1

2 p2 :

1 u2

)

sinh 12 1 2

:

cosh 12 1 2

9:18

Assuming that a1 > a2 > 0 and u1 > u2 > 0 to simplify the argument, we have

<1 and

1 2 x u t;

where

1 2

and

p

1 u1 u2 1 u21 1 u22

:

u1 u2

soliton-like, and representing a soliton potential for the sine-Gordon equation.

Figure 9.2 shows the shape of (3) that was graphically analyzed by Taniuti and

Nishihara. Since u2 < u(+) < u1 < u() in the above case, we can discuss the behavior

of (3) in three regions: (i) x > u t, (ii) u t > x > u t and (iii) u()t > x.

In region (i), equation (9.18) can be approximated for sufciently large 1 2 as

1 1 2 =2

1 1 2 =2

2

2

and cosh 1

, hence

sinh 1

2 2e

2 2e

3 4tan1 e2 lnjj 4 tan1 e 2 xu2 t2 ;

9-7

where

2 1

2 lnjj > 0:

formation. (After Ref. [2].)

@ 3 x;t

@x

3 4 tan1 e 1 xu1 t 1 ;

where

1 1

1 lnjj;

3 4 tan1 e 2 xu2 t 2 :

These functions are all showing a at-top shape curve, as illustrated in the gure,

3

which includes curves of the derivatives dd that are also characteristic for the sineGordon equation.

It is interesting to note that

d 3

2 2 sechf 2 x u2 t2 g

d 2

and

d 3

2 1 sechf 1 x u1 t 1 g;

d1

respectively, if these derivatives are3interpreted as derived

0

in (i) and (iii). If so interpreted, dd should represent the

from the ratio

parameter m in the KleinGordon equation, equivalent to the function u(); hence

the corresponding soliton potentials are given in all regions by

V 1;2 4 21;2 sech2 f 1;2 x u1;2 t 1;2 g;

which is consistent with the results by inverse scatterings.

9-8

realizing that the Bcklund transformation can be applied between any spacetimes,

we consider transitions between space and time, namely x and t, and write

3

@ 1

@

2

2

2 sin 1

a

@t

@t

2

Dening the function tan

3

@ 1

@

2

2 2a sin 1

:

@x

@x

2

and

3

1 0

4

@ sin 1

cos 1

1 2

0

@t

2a

a

and

@ @ 1

1 2 a 0:

@x

@x

1

@1

1

3

3

1 cos 1 2 sin 1

2a

@t

and

@2

1

3

3

1 sin 1 2 cos 1 ;

2a

@t

and

@2 a

1 @ 1

:

@x 2 2 2 @x 1

@1 a

1 @ 1

2 @x 2

@x 2 1

3

1 @ 1

2 @x

ux; t characterizes propagation of (1, 2) with the KleinGordon equation, giving rise to the soliton potential u(x, t)2 as derived by Marchenkos formula.

In section 4.2, we discussed the pseudopotential in crystals, characterized by a

periodicity signied by an integral number m of the lattice constant. We found that

waves m can be trapped within a potential Vm(), if satisfying equation

(4.19a), i.e.

d2

sin 0;

dx2

where

2m m1

o

;

mv2o

4:19a

gravitational eld for a pendulum exerts a force F mgl(1 cos ) on the mass m,

hence the corresponding potential energy is V mglsin , so that the equation of

motion is similar to (4.19a).

We notice that equation (4.19a) is an obvious consequence of the pseudopotential

L

Vm p given by (4.21) that scatters the waves (x, t). Writing the pseudopotential as

VmL p Vo sin , the wave equation for the soliton potential V can be expressed by

2

@2V

2@ V

v

Vo sin ;

@t 2

@x2

9:20

which is the time-dependent sine-Gordon equation. While (9.20) is the equation for

scatterings of V by the pseudopotential Vo sin , there is a similar problem in

9-9

resonance, as briey discussed in section 2.2; these are all attributed to the sineGordon equation. It is interesting to realize that the cavity resonance condition in

the latter application can be determined as consistent with the Bcklund transformation in the former.

References

[1] Lamb Jr G L 1980 Elements of Soliton Theory (New York: Wiley)

[2] Taniuti T and Nishihara K 1998 Nonlinear Waves (Applied Mathematics Series) (Tokyo:

Iwanami)

9-10

Minoru Fujimoto

Chapter 10

Miscellaneous applications

Representative nonlinear waves studied with soliton theory are discussed in this

chapter. Primarily approximate, the soliton theory can explain the essential features of nonlinearity with reasonable accuracy. Normally it is a tedious task, but if

the development equation is obtained, it is straightforward to solve the problem in

the basic approach of nonlinear physics. Selected topics in this chapter are all

typical in uid mechanics, high-intensity coherent irradiation and lattice

dynamics, while no extensive discussions are attempted to cover the whole area of

investigation.

10.1.1 The rst approximation

Among hydrodynamic phenomena, surface waves on water in an area restricted by

rigid boundaries were studied in early physics, leading to current soliton theory.

Such waves were analyzed for water in a container, exhibiting visible features of

nonlinearity. In this case, the boundary conditions are not only essential, but also

important to simplify mathematics.

Figure 10.1 illustrates a water surface in a long channel, where we can study twodimensional waves on the surface in the xz-plane, considering the y direction as

insignicant. The motion of the water surface can be described by velocity v with

components u(x,z,t) and v(x,z,t) along the x and z axes, respectively.

Assuming vortex-free conditions, we have the relation U v 0 from the continuity relation in calm water, where the vector v is signied by the velocity potential

, i.e. v . Then, for the Laplace equation 0, we have the boundary

condition (x,0) 0 at any point (x,0) on the bottom surface z 0.

The water surface is displaced as z z1 h (x,t) on the wave, whereas the

calm surface with no wave is signied by z z1 with the sufx 1. In these notations,

@ dx1

the derivative, dzdt1 @

@t @x dt , describes a vertical movement of the surface.

doi:10.1088/978-1-627-05276-4ch10

10-1

Figure 10.1. A model for surface waves in a canal in the x direction. The shallow depth in the z direction is

essential for nonlinear waves, for which the y direction is considered as insignicant.

@1

dz1

1

Since u1 dxdt1 @

@x and v1 dt @z in this case, the boundary conditions can be

expressed by

v1

@ @

u1

@t @x

and

@1 @ @ @1

:

@t @x @

@z

10:1

In addition, the velocity vector v should satisfy the momentum law of conservation, that is

@v

p

v U v

ge;

@t

o

10:2a

where e is the unit vector along the gravity, o is the density of water assumed as

constant, and the last term on the right represents the gravity. Using the condition

for no vortex, i.e. v 0, (10.2a) can be integrated as

@ 1

p

2 gz 0:

@t 2

o

10:2b

(10.2b) with respect to x, we obtain another condition on the surface

@u1

@u1

@v1

@

0:

u1

v1

g

@x

@t

@x

@x

10:3

conditions (10.1) and (10.3) for small values of . Expanding asymptotically with

respect to 2, we can write

1 @ 2 o

1 4 @ 4 o

o 2

:

2 @x2

24 @x4

10-2

o

Dening f x; t @

@x for convenience, we can express the velocity components on

the surface as

u1

@1

1 @2f

f 2 2 ;

2 @x

@x

10:4

@

@f 1 @ 3 f

v1 1 3 3 :

@x 6 @x

@x

The surface conditions (10.2) and (10.3) can then be linearized by dropping secondorder terms in (10.4); as expressed by

v1

@

@t

@u1

@

g ;

@x

@t

and

the truncated expansions of (10.4) can be applied to obtain the nonlinear effect.

Considering only -unrelated rst terms in the expansions, however, we have

@

h @f

@x @t and

@f

@t

@

@

g @

@x, which are equivalent to @t 2 gh @x2 0, so that we have

Z

@

dt g eikxt

u1 x; t g

and

v1 i;

@x

On the other hand, in accuracy of 2, we have surface conditions

h

@f h3 @ 3 f

@

@x 6 @x3 @t

@f h2 @ 3 f

@

0;

g

2

@t

@x

@x

2

@t

and

hence

2

@2f

c2o h2 @ 4 f h2 @ 4 f

2@ f

0;

c

o

@t 2

@x2

6 @x4 2 @x3 @t

where

c2o gh:

co k1 16 h2 k 2 , similar to nonlinear sound waves in air. In this case,

f eikxco t e

ico h2 k 3

6

10:5

h2 k 2

where the second exponential factor can be written as eikco , where 6 , providing

a timescale of energy dissipation.

As shown in gure 10.1, dening the effective width of a wave by l, we can

introduce dimensionless variables, indicated by 0 , as x lx0 , t clo t 0 and a0 .

Further, we can write that f co f 0 and z1 h1 , where and are small

factors to carry out the following calculation. In these notations, the dimensionless

velocity components are expressed by

1 @2f 0

u10 f 0 2 0 2

2 @x

and

v10 1 0

10-3

@f 0 1 2 @ 3 f 0

:

@x0 6 @x0 3

0

0

@0 @f 0

1 2 @3f 0

0 @f

0 @

f

0

@t 0 @x0

@x0

@x0 6 @x0 3

and

0

@f 0 @ 0

1 2 @3f 0

0 @f

f

0:

@t 0 @x0

@x0 2 @x0 2 @t0

10:6

order with respect to and 2. Using this in (10.6), we notice that

@f 1

@f 1 @f 2

@f 2

;

@t0

@x0

@t 0

@x0

0

@f 1

@f 2 2 @ 3 0

0 @

2

0;

and 2 0 0 2 0

3 @x0 3

@x

@x

@x

are independent and arbitrary, so that we obtain

3 0

0

f 1 4 and f 2 13 @@x0 3 . Accordingly, the rst equation of (10.13) can be written as

@ 0

@0

@0 3 0 @0 1 2 @ 3 0

0

0:

@ co @t 0 @x0 2

@x 6 @x0 3

Here, by transforming x0 co t0 ! ,

@ 0

co @t 0

0

@

@x0 0, while x in the last two terms of

2

the left side can be replaced by . Hence, by redening 0 6 , the above equation

0

3 0

@

0 @

expresses the KortewegdeVries equation @

@0 6 @ @3 0. The previous derivation was tedious, but those rescalings of variables were carried out to maintain

Galileian invariance. Expressing this soliton solution for regular variables in

dimension, we obtain

s

3

x

Vt

c

h

4h3

ho

o

2

; where o 2 ; L

;

o sech

and V co 1

L

3l

3o

2h

hence

@

@ 3co @ co h2 @ 3

co

0:

@t

@x 2h @x

6 @x3

10:7

The surface wave can be described by the steady solution of (10.7), which was

experimentally conrmed by Hammack and Segur [1], whose results were compared

with calculation performed by Tappert and Zabusky [2].

10.1.2 The second approximation

In the previous theory of surface waves, we showed how the KoretewegdeVries

equation can be obtained from hydromechanical principles. It was performed by

10-4

truncating (10.4) to linearize equations (10.2) and (10.3), which was however only

the rst approximation. On the other hand, it is signicant that the soliton waves are

modulated in higher approximation, leading to the third-order Schrdinger equation

that implies the presence of an additional modulating mechanism for nonlinearity.

Here, following Shimizu and Ichikawa [3], we discuss the next approximation.

We basically consider that the modulated variable (x,t) is expressed by Fouriers

series

X

x; t

n n;p x; teipkxt ;

10:8

n;p

components. We assume that n;p is determined by the phase variable (x Vt)

and the modulation parameter 2t, and write n;p x; t n;p ; . Hence, we

have n;p n;p ; eipkxt . In this case, for the KortewegdeVries equation, the

spacetime derivatives are modied as

@

@

@

!

@x

@x

@

@

@

@

@

! V

2 ;

@t

@t

@

@

and

thereby separating differentiations for (x,t) and (,) to phase and amplitude,

respectively.

Substituting (10.8) into the KortewegdeVries equation (10.7) gives the following,

which is then separated in terms of n for n 1, 2, 3 as

@1

@

@3

co 1 3 0;

@x

@t

@x

@2

@

@3

@

@

@3

co 2 32 co V 1 1 1 3 2 1 0;

@t

@x

@x

@

@x

@ x@

(

)

@3

@3

@3

@2

@ 32

@ 1 2

@1

1

co

3 co V

3 2

@x

@x

@t

@x

@

@x @

@x

@1

@3

0;

3

@

@x@ 2

2

co h

o

where 3c

2h and 6 .

From the term of , we have

ip co k p2 k 3 1;p 0;

providing nothing if p 0, but co k k 3 , which is the same dispersion relation

as in the rst approximation 1;p 0 for |p| > 1.

From the terms of 2, we obtain

ip2;p co k k 3 p

X

@1;p

co V 3k 2 p2 ik

q1;pq 1;q 0;

@

q

10-5

where V co

@ 1;0

@

same as (i).

In the accuracy of 3, we have

@ 2;p

@

V co 3k 2 p2

@

@

(

)

X

X

@1;q

@ 2 1;p

3ikp

1;pq 2;q

1;pq

0;

ikp

@

@2

q

q

ip3Up co k k 3 p2

@

fco V 2;0 j1;1 j2 g 0:

@

Integrating this, we have

co V f 2;0 ; N; g fj1;1 j2 Fg 0:

Assuming F j1;1 N; j2 and 2;0 N; 0, and using the relation

V co 3k 2 , we obtain 2;0 k 23h3 j 1;1 j2 F. For p 1, we can derive

@1;1

@ 2 1;1

ik1;1 2;0 1;1 2;2 3ik

0;

@

@2

which is re-expressed as

@ 1;1 9ico

@2

2

j

j

2F

3ik

0:

1;1

1;1

@

4kh3

@2

For a steady state characterized by F 0, this equation is the third-order

Schrdinger equation. Expecting a solution of the type 1;1 AeiK , we have

2

o jAj

F |A|2, and its dispersion relation is given by 3kK 2 9c4kh

2 , expressing

amplitude modulation.

In uid mechanics, the laminar and vortex motions of uid are independent in the

rst approximation, as characterized by v 0 and v 6 0, respectively.

However, they interact in higher-order approximation, as vortex motion depends on

the geometry of boundary walls. Such motion is not predictable in practice, but in

principle is caused by surrounding uid that reacts against vortexes, hence can be

described in terms of soliton potentials.

10-6

Figure 10.2. A closed lament of vortex. r and r0 indicate a point of observation and an arbitrary point on the

ring, respectively; t, n and b are unit vectors in tangential, normal and binormal directions.

10.2.1 A vortex

A vortex in a uid can be expressed by the vorticity vector v. Considering

incompressible uid, we have the relation v 0, which allows us to dene a

vector potential A by v A. In this case, if we can assume A 0, can be

expressed by A from the relation

A 2 A:

10:9

arbitrary point r determined by (r0 ) at a point r0 on the ring. Similar to the BiotSavart law in electromagnetic theory [4], the solution of (10.9) is given as

Z

1

r0

d3 r0

;

10:10

A

4

jr r0 j

hence

A

1

4

d3 r0

r r0 r0

jr r0 j3

10:11

the solution of equation (10.9). It is straightforward to prove that

Z

Z

1

1

1

r0

3 0

3 0

0

0 U

r U Ar

d r r r

d

r

r

4 Ring

jr r0 j

4 Ring

jr r0 j

Z

1

r0

0;

dS 0 U

4 Ring

jr r0 j

where the last integral vanishes over the nite surface area of the ring, which is the

Gauss theorem.

Considering the vortex ring has a cross-sectional area dS0 and differential length

ds along the lament, the volume element is d3r0 dS0 ds. Hence, the vector A

of (10.19) can be expressed as

ZZ

Z

Z

1

r r0 r0

1

r r0 ds

0

0

A

dS U ds

:

dS

jj

:

4 Ring

4 S 0

jr r0 j3

jr r0 j3

s

10-7

by an electric current on the lament. In this case, A represents geometrically

the rings orientation in space, which is therefore expressed by the vector dened by

u A. The above formula for u can be modied a little more specically.

As indicated in gure 10.2, with respect to unit vectors t and n along tangential

and normal directions of the ring, a point r0 can be expressed as r0 R sin t R

1 cos n, where R is the radius of curvature as related to s R. For a small

angle , we have r0 st 12 s2 n, so that dr0 t snds, where 1=R is the

curvature. Considering a close vicinity of the ring, we have

1

r r0 ds s2 dsb;

2

where b is the unit vector along the binormal, as shown in the gure. Therefore, in

this approximation, the vector u can be expressed by

Z L

s2 ds

u b

;

3=2

4

0 r 2 s2

Z

where

S0

jjdS 0 :

10:12

increasing L. Limiting the integral to the converging region, we can consider the

vector u given by (10.20) to discuss vortex motion in the next section.

10.2.2 Vortex motion

To deal with vortex motion that is clearly not random as normally observed, we set a

coordinate vector X(s,) along the curved lament of a vortex, where is the uctuating time, whose scale is determined by the surrounding uid.

with b, for (10.12) the time is determined specically

Assuming u @X

@ in parallel

R

L

s2 ds

as proportional to 4 0 2 2 3=2 , corresponding to a specic situation in the surr s

@s t, that

can specify the tangential unit vector along the lament.

It is noted from gure 10.2 that for a set of t, n and b, where n b t, there are

relations known as SerretFresnel equations, namely

@t

n;

@s

@n

b t

@s

@b

n;

@s

and

10:13

indicating that the ring can be modied for values of and to vary with the

length s. Hashimoto [5] considered that such a modication can be described by

the function

s; s; e

10-8

Rs

0

ds0 s0 ;

10:14

@ @ 2 1

2 fjj2 Ag 0:

10:15

@

@s

2

R 0 0

i

d A

This can be transformed by u 12 e 2 0

to a third-order Schrdinger equation

for u(s,). Following Lambs book [6], the proof is given in the following.

Considering the n-b plane as a complex plane, the second and third relation in

(10.13) can be written as

i

@n ib

in ib t:

@s

Rs 0

Rs 0

i

ds

i

ds

Dening N n ibe 0

and e 0

to deal with the structural uctuation, we obtain

@N

t;

@s

@t 1

*N N*:

@s 2

ii

By denition, we have

(

)

@t

@ @X

@ @X @b @

@

b n Re

b in ib in ;

@ @ @s

@s @

@s

@s

@s

(

!

)

!

!

@

@

i @

@*

i n ib Re i

N*

N*

N ;

Re i

@s

@s

2 @s

@s

hence

@t i @

@*

N*

N :

@ 2 @s

@s

iii

combination of N, N* and t, so that

@N

N N* t;

@

iv

where , and are coefcients to be determined with respect to the orthogonal set

(t,b,n). Since N U t N U N const: of is considered for the orthogonal frame, we

have N N* 2 by denition, and relations

2 N U

@N 1 @N U N

0;

@

2

@

10-9

and

2 N* U

@N

;

@

iR; in addition (s) can be a function of s. The coefcient can be deter@t

mined by N t 0, hence t U @N

@ @ U N 0; using (iii) and (iv)

@N

@t

i

@

@*

@

N U

NU

N*

N i

:

tU

@

@

2

@s

@s

@s

The relation (iii) can accordingly be expressed by

@N

@

iRN i

t;

@

@s

@s t, dened at the beginning.

Therefore,

@2N

@R i @

i @

@2

N i

*

N* it R 2

@s@

@s 2 @s

2 @s

@s

and

@2N

i @*

i @

@

N

N*

t;

@@s 2 @s

2 @s

@

which should be equal to each other. Here, we have

@R 1

@

@*

;

@s 2

@s

@s

which can be integrated as R 12 fjj2 Ag, where A() is a constant. Therefore,

we can derive the equation

@

@2

i 2 iR 0

@

@s

or

@ @ 2 1

2 fjj2 Ag 0;

@

@s

2

vi

which can

transformed to the third-order Schrdinger equation by

R be

2i

d0 A0

1

. Nevertheless, it is noted that for 6 0, equation (vi) has a

u 2 e 0

Galilean-steady solution expressed by

s; 4 sechf2s 4g;

where 2 and A() 8(22), indicating that a vortex is spirally modulated

along the direction of u.

On the other hand, if the framework (t,b,n) can be directionally rigid in space, the

motion can be described in terms of an angular momentum dened as

1 t 2 b 3 n;

so that

@t

@

t,

@b

@

b and

@n

@

n.

10-10

In this case, for all of these unit vectors, the derivatives with respect to s and are

@2

@2

reversible, i.e. @s@

@@s

, so the equations for and can be written for another

spacetime (s, t) as

@ @2

3 ;

@t

@s

@ @1

3

@t

@s

and

@3

2 1 :

@s

Assuming 1 0, for example, the rst and third equations can be integrated as

2 cos , 3 sin and @

@s , while from the second one we obtain

@2

sin ;

@@s

which is a sine-Gordon equation.

Noted that two assumptions for (t,b,n) in the foregoing have led to different

developing equations, these different results must be attributed to different elastic

responses from the surroundings, indicating different types of vortex motion.

In two-component plasma of electrons and ions, sound waves are observed from the

varying ionic density. In this section, this nonlinear phenomenon is discussed as a

typical example of nonlinear waves. Owing to the mass difference, ions and electrons

are considered as characterized by high and low frequencies in the dynamical system, arising from interactions in the gaseous state, where ionic waves propagate

through the ionized gas. We assume that such a plasma can be in a thermodynamic

state of the medium.

Denoting average number densities by ne and n, and charges by e and Ze on

electrons and ions, respectively, we write the conservation equation

@n

U nv 0;

@t

10:16

where v is the average velocity of ions. Momentum conservation laws should then be

applied to ions and electrons, i.e.

nmi

dv

ZenE pi

dt

and

ne m

dve

ene E p;

dt

10:17

where pi and p are partial pressures, respectively. Here, we may dene the ionic

temperature Ti by the hypothetical equation of ionic state pi ni kB Ti . Assuming

that Ti < T, we can consider that pi 0 at Ti 0.

The electric eld E in (10.17) represents locally disrupted charge neutrality in

average, which should satisfy a Poissons relation

U E 4eZn ne :

10:18

and hence ignored, if these speeds as sufciently slow; accordingly, we can consider

10-11

that j 0. Combining (10.17) and (10.18), we have E n1e e pe after ignoring the

small term

x0 x=L;

mnZ 2

m

mi ne , (mi

t 0 o t;

jEj

k B Te

E;

eL

n

no

and

ne

ne

;

Zno

where

s

k B Te

L

4e2 no

s

4no Ze2

;

o

mi

and

@n

@

0 nv 0;

0

@t @x

1 @ne

0

and

E

ne @x0

@v

@v

v 0 E;

0

@t

@x

@E

n ne :

@x0

10:19a

10:19b

In the limit of n ! ne, from the second and third relations we have

@v

@v 1 @n

v 0

0;

0

@t

@x n @x0

10:20

case, we can express that

0 0

0 0

n ne neik x t

and

0 0

0 0

v vik x t ;

so n ne. On the other hand, if n 6 ne, we consider other Fourier modes, participating to n and v, which can therefore be expressed as

X

X

0 0

0 0

0 0

0 0

n ne

nk 0 eik x t

and

v

vk 0 eik x t :

k0

k0

0 2

1 3

2

2

v

1 0

or

k 0 0 0

for

2

k0

0 {1:

expressed as follows:

!

@n @

@

@v

@v

@v

2

0

0 v

0

E;

nv 0 nv 0;

@ @

@

@

@

@

!

10:21

@n

@n

@E

@E

3

3

e

e

0

n ne :

0

ne E

0

and

0

@

@

@

@

10-12

0

4 4

ne 1 02 n1

e e ne ;

v 02 v2 04 v4

and

n 1 02 n1 04 n4 ;

E 03 E 1 05 E 2

From the lowest order terms of 0 2, we derive that

@ne 1

E 1

@

@n1 @v1

@v1

0;

E 1 ;

@

@

@

1

and

n1 n1

e 0;

@n2 @ 2

@v2

fv v1 n1 g

0;

@

@

@

1

@n2 @ne

1

n1

E 2

e E

@

@

and

@v2

@v1

v1

E 1 ;

@

@

@E 1

n2 n2

e :

@

Eliminating second-order quantities n(2), v(2) and E(2) from these relations, we arrive

at the KortewegdeVries equation,

@v1

@v1 1 @ 3 v1

v1

0:

2 @3

@

@

10:22

As v(2) n(1) in this order, we can bring quantities in dimensions back to the steady

solution of (10.22), which is thereby expressed as

ni no 02 no n1 n sech2

where

o L

n

V

o L 1

n

3no

1 3n

o

and

x Vt

;

D

10:23

2

L

n

n 2

n

1

:

D

6no

3no

6no

These results indicate that the width of the soliton (10.23) decreases, whereas the

phase velocity V increases with increasing n, respectively; these are the basic

properties of soliton propagation. Experimentally, the result (10.8) and its soliton

behavior, as shown in gure 3.1, are also reported in the literature [7].

10.4.1 Two-level atom in an intense radiation eld

Intense coherent light propagation through a medium of absorbing species constitutes a basic problem in modern physics, because of the explicit response of the

latter in the soliton spectra. We consider a gaseous medium of species characterized

by two energy levels Ea and Eb, where Ea > Eb for simplicity, and where the frequency of coherent light is given by D Ea Eb .

10-13

r; t at a r bt b r;

where

Z

Z

j a rj2 d3 r j b rj2 d3 r 1

Z

and

Z

n no ja a j2 jb b j2 d3 r no jatj2 jbtj2 :

In this case, the time-dependent Schrdinger equation is

@

;

10:24

@t

where H o is the Hamiltonian of a free species and H 1 ~

p U E represents perturbing

energy due to an oscillating electric eld of light acting on the induced dipole

operator p~ er. Accordingly,

Z

Z

Z

3

T

p T~

pdr po a*b b*a; where po e a jrj b d r e bT jrj a d3 r;

H o H 1 i

R In the3event of a large perturbation H 1 p U E, using the orthogonality relation

aT b d r ab , it is more appropriate than the conventional method to write

(10.24) as

da

db

ia a iVb

ib b iVa;

and

10:25

dt

dt

where a Ea , b Eb and V po Ex; t=.

Assuming that the atom is moving at a speed v along x direction, we can use the

Galilean coordinate xG x vt. The electric eld of light at the atom at x and t, is

expressed as

Ex; t cos fkxG vt t x; tg;

10:26

phase, while (x,t) is arbitrary. We assume, however, that and vary slowly in

@

time compared with the carrier waves, namely @

@x {k and @t {.

The functions a(t) and b(t) are modulated by E(x,t) as

xG

at iV1 eia t c 2t

i

and

xG

bt V2 eib t c 2t :

i

Ignoring radiation eld at higher frequencies 2 and over, the functions V1(t) and

V2(t) obey the equations

@V1 i

po i

@V2 i

po i

e V2

e V1 ;

V1

V2

and

2

2

2

2

@t

@t

which are similar to those used for developing two-component systems.

10-14

10:27a

The above normalization relations for a(t) and b(t) can be re-expressed in terms of

V1(t) and V2(t) as

jV1 j2 jV2 j2 1

and

n

jV1 j2 jV2 j2 ;

no

10:27b

n

o

xG

p po iV *1 V2 eit c it c:c: ;

which can be written as

p po iC cos S sin ;

where

kx t

a, nd

Cx; t; V1 V *2 ei V *1 V2 ei

and

10:27c

Here, poC and poS are polarizations induced along the direction of E and in perpendicular direction, respectively, both lasting nearly the same duration as (x,t).

10.4.2 Scattering of intense radiation

In practice, due to distributed atomic velocities, distributed Doppler shifts are

unavoidable, which are usually in Gaussian shape. Accordingly, the polarization per

unit volume can be written in one dimension as

Z N

Px; t no

px; t; gd no hpx; t; i;

N

where the function g() determines the distribution. Neglecting slow time-variation, Maxwells equation can be used to determine, which is written as

Z N

@2P

2

2

o P no o po

dgiC cos S sin :

@t 2

N

As P 4E in this approximation, we can differentiate (10.26) or this expression,

@

ignoring the second derivative of , and @

@t @t , to obtain

@

@

c 2no o po hSx; t; i

@t

@x

@

@

c

2no po hCx; t; i;

@t

@x

and

or in complex form as

@

@

c

ei 2no o po hS iCiei

@t

@x

10-15

10:28a

10:28b

@S po

@

@~

n

po

@C

@

n~

C;

S and

S;

10:28c

@t

@t

@t

@t

@t

which are often called the Bloch equation [8].

to note that in the second equation of (10.28a), we have

It is interesting

@

@t

c @

@x 0, because C(x,t;) is odd with respect to , if g() is an even

function, signifying propagation with invariant phase. That is exactly the requirement for a canonical system, as considered in chapter 3, which should be a limit for

no movement of constituent atoms in a given gaseous medium. Although unacceptable for a gaseous state, it is an otherwise acceptable model for paramagnetic

solid states.

10.4.3 Sine-Gordon limit

It is noted that from the previous argument that we can eliminate translational

motion of atoms by assuming g() (), Diracs -function. For an invariant

phase, the rst expression in (10.27a) can be written as

@~

@~

c 2 Sx; t; 0;

@t

@x

where

po

and

2no o p2o

;

10:29

@S

~n~

@t

and

@~

n

~

S;

@t

10:30

Integrating (10.30) in this case, n~2 S 2 1, from which we can express that

S sin ; n~ cos

and

@

;

@t

10:31

Rt

inferred from x; t N dt0~x; t 0 we have (x,N) 0, hence n~x; N 1,

signifying that na c nb and nb c na, respectively; the medium acts as if it is an

amplier and attenuator.

We further notice that the rst relation in (10.29) can be written as

thexsinex

Gordon equation, if the coordinate transformations, c and t c , are

@

@

@

@

and @x

c @

@

performed. Using @t@ @

, we obtain

@2

sin :

@@

10-16

10:32

po

@

2

t x=v

1 1

1

sech

1 2 :

~

;

where

10:33

@ p

p

v c

a

Basically, ~ expressed in (10.33) represents the response of radiation eld, which

can be shown as related with the soliton potential in this case, although it is a matter

of interpretation. Considering that (10.27a) are the developing equations for nonlinearity, dening y V1 iV2 and iz V1 iV2, Equations (10.27a) can be

written as

@y 1

iuy z

@ 2

and

@z 1

iuz y;

@ 2

where u ~ and

2 , from which we can derive the equations

@2y

2 V y 0

@2

and

@2z

2 V *z 0;

@2

where

1 2

@u

u 2i

V

4

@

is a complex potential. In this sense, the real soliton potential is given by

~2

4

2 t x=v

2

u 2 2 2 sech

:

p

10.5.1 Todas lattice

Among theories of lattice dynamics, there is a model known as the Toda lattice for

mathematical analysis of anharmonic crystal lattice [9]. In this model, the interatomic potential is considered as given in a exponential form shown in gure 10.3(a),

namely

a

r ebr ar;

b

where

ab > 0:

10:34

one-dimensional lattice, as illustrated in gure 10.3(b). If a and b are both positive,

the rst and second terms on the right of (10.34) represent repulsive and attractive

potentials, respectively. Otherwise, negative

a and

attractive and

babprovide

ab 2

b 3

2

repulsive potentials. Since r 2 r 3 r 2 r , the potential r

becomes harmonic for small r.

10-17

Figure 10.3. Todas lattice. (a) inter-atomic potential. (b) one-dimensional lattice.

Considering a one-dimensional lattice in innite length, for the relative displacement rn between n-th and (n 1)-th atoms, we have the expression

d2 rn

a2ebrn ebrn1 ebrn1 ;

dt 2

10:35

n

Fn 1a d

drn , we have

Fn ebrn 1

1 d2 sn

;

a dt 2

10:36

1 d2 sn

ln 1

bsn1 2sn sn1 :

a dt2

10:37

(

)

1

d2 n

dn 2

1

n

n1 2 n1

2

2

abn dt

dt

n

and

1

Fn

ab2n

(

)

d2 n

dn 2

:

dt 2 n

dt

10-18

10:38

n 1 Aen t

and

A 4 sinh 2 ;

2

where

ab:

Fn

2

n t

;

sech2

2

4

where

ln a:

potential (10.34).

10.5.2 Aperiodic transitions by pseudopotentials

In section 4.2, we discussed the pseudopotential thermodynamically, which can be

treated as scatterings of lattice waves from the pseudoperiodic potential. However,

in the presence of pseudopotentials, the atomic arrangement may become aperiodic,

which is called a negative transition in reference [6].

Figure 10.4 shows a one-dimensional periodic potential with unit translational

distance a, on which we consider a chain of mass particles that are connected by

spring forces between adjacent pairs. Basically each particle is at the bottom of the

periodic potential in equilibrium, but depending on strengths of the spring force and

the potential depth, we may have a different equilibrium that can be interpreted as

phase matching. Here, potential minimum positions in equilibrium are denoted by

xn , hence xn1 xn a; we write the particles displacement from xn as Xn, and

dene xn Xn xn . We assume that an external potential

X

X

2Xn

2xn

Vo

Vg Vo

1 sin

1 cos

a

a

n

n

10-19

is responsible for mass displacements, and the spring energy is given by the potential

X

X

2

2

Vs

Xn1 Xn

xn1 xn a b ;

2 n

2 n

where is the spring constant. Converting variables as n xan , and abbreviating

ba

2

a2

a c and lo 2Vo , for the total potential energy V Vg Vs we have

X

X

2

V 2Vo lo2

n1 n c Vo

1 cos 2n :

10:39

n

@V

from @

0, that is

n

2lo2 Vo n1 2n n1 Vo sin 2n 0

10:40

14 1

1

1

and 1 lo , we obtain 2 12 and l12 sin

2 1 where 1 < 4. Further, assuming 1 8,

o

8 , etc. [6], as indicated an aperiodic

arrangement of particles.

Assuming a slow-varying function of n, the variation of n can be expressed in

d

d2

series expansion as n1 n dn

2!1 dn

2 , thereby writing (10.32) approxi-

mately as

d2

dn2

o

2

d

1 cos 2

;

dn

2lo2

d

where is a constant determined as dn

. Considering, however, that 0

0

d

for simplicity, we can write dn

sinlo. Taking the positive sign for the expanding

chain, we derive from this expression that

2

tan1 en=lo ;

Corresponding to the potential energy V given by (10.31), we consider the kinetic

P 2

energy K 12 ma2 n ddtn , and derive from Lagranges function L K V the

equation of motion for a particle at the n-th position,

ma2

d @Ln

dt @ _ n

n

@L

@ n 0, that is

d2 n

2lo2 Vo n1 2n n1 Vo sin 2n 0;

dt 2

which is

a2 @ 2 @ 2

2 2 sin 2 0

2

2

@n

2lo

@t

10-20

t

for (n), where 2 kam . Using abbreviations u n

lo , v lo a and 2, the above

@2

@u2

given by

puv

4 tan1 e

12

2

2

Z

Z

Z

Z

alo2 Vo2

@

@

Vo

lo Vo

2

dn1

cos

2

Hu; vdn;

dn

dn

l

V

o o

@t

@n

2

2

2

where

1

H

2

(

@

@u

2

2 )

@

1 cos

@v

8

Hdn p

in this case, and the

2

1

Eo

energy associated with one-soliton motion is given by E p

.

2

1

References

[1]

[2]

[3]

[4]

[5]

[6]

[7]

[8]

[9]

Tappert F D and Zabursky N J 1971 Phys. Rev. Lett. 29 1774

Shimizu K and Ichikawa Y H 1972 J. Phys. Soc. Jpn. 33 789

Fujimoto M 2007 Physics of Classical Electromagnetism (New York: Springer) chapter 19

Hashimoto H 1972 J. Fluid Mech. 51 477

Lamb Jr G L 1980 Elements of Soliton Theory (New York: Wiley)

Izeki H 1973 Phys. Fluids 16 1668

Bloch F 1946 Phys. Rev. 70 460

Toda M 1970 Prog. Theor. Phys. Suppl. 45 171; Toda M 1967 J. Phys. Soc. Jpn. 22 431;

Toda M 1967 J. Phys. Soc. Jpn. 23 501

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