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Two examples of C-integrability

Burgers and Eckhaus equations


Fabio Manniti

Università degli studi di Roma "La Sapienza"

fabio.manniti@gmail.com

July 2010
Contents

Introduction 2

Burgers's equation 3
Explicit solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Burgers hierarchy . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Eckhaus equation 9
Asymptotic study . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Connection between the two equations: Miura transformation 13

Bibliography 14

1
Introduction

Propagation of non linear dispersive waves has a big interest in physics since
their equations are been described for dierent aims. Many problems related
to wave's propagation in matter are done thanks to new integrations methods.
Generally two variables (spaces and time) non linear PDE's are not inte-
grable therefore it is necessary to nd approaches or algorithms which solve
our problems.
In 1991 Calogero introduced the idea of S and C integrability that is
integration methods through a inversal Spectral transformation or a Change
of variables.
Calogero and Eckhaus showed how a non linear equation can be integrated
if it is linearized through one or more change of variables.
In this short thesis will be showed c-integrability through two exemples
of equations: Burgers' equations that is easier in calculus and Eckhaus that
presents more diculties due to its linearization.

2
Burgers's equation

Storically this equation was born in 1906 by Forsyth and it is discussed by


Bateman in 1915. It takes this name only in 1948 due to the extensive work
done by Burgers.
This equation is used in dierent elds like acoustic, uid dynamic, heat
conduction and so on and even in applied physic like trac ow.
Given a function that depends to space and time u(x, t) and a positive
coecient ν that could be thought as a viscosity, Burgers's equation is:

ut + uux = νuxx (1)


. where ut means derivate of u with respect to time and same to x.
This equation can be linearized with Cole-Hopf transformation

ϕx
u = −2ν (2a)
ϕ
= −2ν(ln ϕ)x (2b)
.
If one puts (2) into (1) and integrates with respect to x, gets heat equation

ϕt = νϕxx (3)
.
The solution of initial value problem (IVP) for the diusion equation
could be expressed as the product of the initial data and the Green function
 Z x 
1
ϕ(x, t = 0) = ϕ0 (x) = exp − u0 (ε)dε (4)
2ν 0

where u0 (x) is the function u(x, t = 0).


In one dimension the fundamental solution is the Green function
(y − x)2
 
1
G(x, y, t) = √ exp −
4πνt 4νt

3
So the solution is:
Z +∞
ϕ(x, t) = ϕ0 (y)G(x, y, t)dy (5a)
−∞

or
Z +∞
1 (y−x)2 Ry
(5b)
1
ϕ(x, t) = √ e− 4νt · e− 2ν 0 u0 (ε)dε
dy
4πνt −∞

This tells us the solution for Burgers equation:


h
 i
R +∞
x−y 1 (x−y)2 Ry
−∞ t
exp − 2ν 2t
+ 0
u 0 (ε)dε dy
u= R +∞ h 
(x−y)2 Ry i (6a)
1
−∞
exp − 2ν 2t
+ 0 u0 (ε)dε dy

Explicit solution
According to initial data, Burgers equation can have dierent solutions. We
will take as example the simple situation with a gaussian as initial data.
x2
Let's consider ϕ0 (x) = e− s2 where s is a real and positive constant. (5)
then becomes Z +∞
1 y2 (y−x)2
ϕ(x, t) = √ e− s2 · e− 4νt dy (7)
4πνt −∞
.
Omitting calculus, we get a generic function of this type:

Z r
−bx2 +cx+f π
exp c2 \4b + f

ae dx = a
−∞ b

so the solution is
s − x
2

ϕ(x, t) = √ e 4νt+s2 (8)


4νt + s2
that mapped into Cole-Hopf turns into
4xν
u(x, t) = (9)
4νt + s2
which is graphed in the following picture

4
(the graph has been done using ν = 1.83 × 10−5 that is the viscosity
coecient in air at room temperature).
Other interesting solution could be obtained superimposing exponential
N
X
cj (ϕj (x, t))x
N
(10)
X C−H j=1
ϕ= cj ϕj (x, t) =⇒ u = N
j=1
X
cj ϕj (x, t)
j=1

Let's take the general case as example


N
2
X
ϕ= ebj x eνbj t
j=1

and let's consider the particular case in which in sum (10) N = 2, b1 = −p e


b2 = 0:
2
ϕ = e−px eνp t + 1
u will be 2
−p · e−px eνp t
u=
1 + e−px eνp2 t

5
for t = 0
−p · e−px
u=
1 + e−px
that
for x → +∞ u → 0
for x → −∞ u → −p
or rahter I have a kink localized where derivate is maximum.

6
Burgers hierarchy
Burgers hierarchy is a family of non linear equation of the same nature of
(1).
Let's start from Cole-Hopf transformation:
ϕx
u= → ϕx = uϕ
ϕ
so we can rewrite the heat equation as

ϕx = uϕ
(11)
ϕt = (ux + u2 )ϕ
that leads to

ϕxt = ut ϕ + uϕt = [ut + u(ux + u2 )] ϕ
(12)
ϕtx = [(ux + u2 )x + (ux + u2 )u] ϕ
according to Schwartz lemma
ϕxt = ϕtx

so
ut = (ux + u2 )x (13)
(that is Burgers equation).

7
If we do the same thing for the equation

ϕt = ϕxxx
instead of heat equation and we keep the same condition ϕx = uϕ we get

ut = uxxx + 3u2x + 2uuxx + 3u2 ux


so we can say that for each n of ϕt = ϕn,x (where n, x means the n-derivate
respect to x) we have a dierent equation of this type:
ut = Fn (u, ux , ..., un,x )

We do have a Burgers hierarchy that can be linarized with Cole-Hopf.

u = Φx (x, t) (14)
where Φ = ln(ϕ).
Let's dene the operator D as
Dn = e−Φ ∂n,x eΦ (15)
so the Burgers hierarchy can be
ut = (Dn )x

and we have the Burgers equation for n = 2.

8
Eckhaus equation

From the Non linear Schrodinger equation Eckhaus found a linearizing form
that takes his name: Eckhaus equation.
Such equation has a universal character since describes the behavior under
appropriates circumstances of a whole class of the evolution of PDE's.
Eckhaus equation is the following:
ivt + vxx + 2 |v|2 x + |v|4 v = 0 (16)
  

Just like Burgers, Eckhaus equation is c-integrabile too, infact it can be


linearized by this change of variables

ψ(x, t)
v(x, t) = h Rx i1/2 (17a)
C 2 + 2 −∞ dx0 |ψ(x0 , t)|2
Z x 
ψ(x, t) = Cv(x, t)exp 0 0
dx |v(x , t)| 2
(17b)

or, simpler
ψ(x, t)
v(x, t) = √ (17c)

with

Ψx = |ψ|2 (17d)
Ψt = i (ψx ψ ∗ − ψψx∗ ) (17e)

that gives us Schrodinger equation:


iψt + ψxx = 0. (18)

9
The value of the constant C could be found easily considering the nor-
malization of ψ(x, t) and v(x, t)
Z +∞ Z +∞
2
|ψ(x, t)| dx = |v(x, t)|2 dx = 1
−∞ −∞

2
|C|2 = .
e2 − 1
At this point the solution of Schrodinger equation can be calculated as
in the previous chapter so we can say the solution is similar to (5a):
Z +∞
ψ(x, t) = ψ0 (y)G(x, y, t)dy (19)
−∞

where the Green function is the same already seen, instead


Z y 
2
ψ0 (y) = Cv0 (ε) exp |v0 (ε)| dε

so
+∞ y
(y − x)2
Z Z 
1
ψ(x, t) = √ Cv0 (ε) exp |v0 (ε)| dε − 2
dy (20)
4πt −∞ 0 4t

Asymptotic study
An interesting study of Eckhaus equation is the one relative to the asymptotic
behavior.
Since ψ(x, t) goes proportionally to t−1/2 due to dispersion, we do aspect
also v(x, t) goes in the same way since are related to ψ(x, t) through (17b).
Let's see an explicit example:
we can easly see the following formula is the solution of linear Schrodinger
equation

(21)
1 2 /(a2 +t2 ) 1 2 /(a2 +t2 )−2tan−1 (t/a)]
ϕ(x, t) = A(a2 + t2 )−1/4 e− 4 ax × e 4 i[tx

which square modulus is:

(22)
1 2 /(a2 +t2 )
|ϕ(x, t)|2 = A2 (a2 + t2 )−1/2 e− 2 ax
that is a gaussian centered in the origin whose pick is A2 (a2 + t2 )−1/2 .

10
Solution corresponding to Eckhaus can be found putting (21) into (??):
ϕ(x, t)
v(x, t) = n 1/2 o1/2 (23)
C 2 + (2/a)1/2 Erf [ a2 x
(a2 +t2 )1/2
]

where Z y
2
Erf [y] = e−z dz.
−∞

and the square modulus is


1/2
exp[− a2 x
(a2 +t2 )1/2
]
2
|v(x, t)| =  2 (24)
C a 1/2 x

(a2 + t2 )1/2 |A|
+ Erf [ 2 (a2 +t2 )1/2
]

11
that, just like (21) shows a convessity and the pick is
 1/2
2
x= y0 (a2 + t2 )1/2
a
(where y0 is a constant time indipendent) that propagate itself through
the time with the same kind of evolution of the solution of Schrodinger.
Velocity which the peak moves is v = ± a2 y0 .
1/2

12
Connection between the two

equations:

Miura transformation

With some simple calculus we can show how Burgers and Eckhaus equations
are connected each other.
Let's summarize what done in previous chapters:
We dened Burgers equation
iut + uxx + uux = 0
and we linearized it through
ϕx
u(x, t) = . (25)
ϕ
and we got the heat equation
iϕt + ϕxx = 0. (26)
Then we dened Eckhaus equation
ivt + vxx + 2v|v|2 + v|v|4 = 0
and we linearized it ϕ
v=√ (27)

Using (17e) and (??) we note that dierentiating (27) respect with x:

 
ϕx Φx 1
= √ v + 2Φvx · √ =
ϕ 2Φ 2Φv
Φx vx
= + =
2Φ v
|ϕ|2 vx
= + =
2Φ v
vx
= |v|2 + .
v
13
(25) shows us
vx
u = |v|2 + (28)
v
.
This transformation is called Miura Transformation and it is the con-
nection between the two equation studied in this thesis. With a little patience
one can show that mapping (28) into Burgers, gets Eckhaus equation.

14
Bibliography

[1] Calogero, F. (1991) What is integrability?, V. E. Zakharov


[2] Bongiorno, B. On the C-integral, V. E. Zakharov
[3] Calogero, F., De Lillo, S. (1987)The Eckhaus PDE iψt +ψxx +2(|ψ|)2x ψ+
|ψ|4 ψ = 0, ipv3i4p633

[4] Calogero, F., Eckhaus, W. (1987)Nonlinear evolution, rescalings, model


PDE's and their integrability: I, ipv3i2p229
[5] De Lillo, S. (1992)Semiline solution of the Eckhaus equation, IOP-
science
[6] Levi, D., Scimiterna, C. (2009)The Kundu Eckhaus equation and it's
discretization, arXiv:0904.4844v1
[7] Degasperis, A. (2009) Dispense del corso Onde non lineari e solitoni
[8] Kudryashov, N.A. (1992) Partial dierential equations with solutions
having movable rst-order singularities, Physics LettersA 169 237-242

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