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Research Article

Binary Bargmann symmetry constraint associated with 3 × 3 discrete matrix spectral problem

Xin-Yue Lia,, Qiu-Lan Zhaoa, Yu-Xia Lib, Huan-He Donga

aCollege of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao 266590, P. R. China.

bShandong Key Laboratory for Robot and Intelligent Technology, Qingdao 266590, P. R. China.

Communicated by B. G. Sidharth

Abstract

Based on the nonlinearization technique, a binary Bargmann symmetry constraint associated with a new discrete 3×3 matrix eigenvalue problem, which implies that there exist infinitely many common commuting symmetries and infinitely many common commuting conserved functionals, is proposed. A new symplectic map of the Bargmann type is obtained through binary nonlinearization of the discrete eigenvalue problem and its adjoint one. The generating function of integrals of motion is obtained, by which the symplectic map is further proved to be completely integrable in the Liouville sense. c2015 All rights reserved.

Keywords: Discrete Hamiltonian structure, binary Bargmann symmetry constraint, finite-dimensional integrable system .

2010 MSC: 35Q51, 37J15.

1. Introduction

Recently in the past decade, an unusual way of using the nonlinearization technique arose in the theory of soliton equations. In general, one considers the complicated nonlinear problems to be solved in such a way to break nonlinear problems into several linear or smaller ones and then to solve these resulting problems. It is following this idea that one has introduced the method of Lax pair to study nonlinear soliton equations. The Lax pairs are always linear with respect to their eigenfunctions. Nevertheless, the nonlinearization technique puts this original object, the Lax pair, into a nonlinear and more complicated object, the nonlinearized Lax system. The main reason why the nonlinearization technique takes effect is that kind of specific symmetry constraints expressed through the variational derivative of the potential.

Corresponding author

Email addresses: [email protected](Xin-Yue Li),[email protected](Qiu-Lan Zhao) Received 2015-3-30

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The study of symmetry constraints itself is an important part of the kernel of the mathematical theory of nonlinearization, which can manipulate both mono-nonlinearization [3] and binary nonlinearization [12, 25].

However, all examples of application of the nonlinearization technique, discussed so far, are related to lower-order matrix spectral problems of soliton equations, most of which are only concerned with second- order traceless matrix spectral problems. On the other hand, there appears much difficulty in handling the Liouville integrability of the so-called constrained flows generated from spectral problems, in the case of the third and fourth-order matrix spectral problems[5, 10, 15, 16, 29, 34]. It is a challenging task to extend the theory of nonlinearization to the case of higher-order matrix spectral problems. In this article, we would like to establish a concrete example to apply the nonlinearization technique to the case of higher-order matrix spectral problems, by manipulating binary nonlinearization[1, 4, 7, 9, 11, 13, 14, 17, 18, 22, 23, 24, 30, 31, 32]

for arbitrary-order matrix spectral problems associated with 3×3 discrete matrix eigenvalue problem. The resulting theory will show a direct way for generating sufficiently many integrals of motion for the Liouville integrability of the constrained flows resulting from higher-order matrix spectral problems.

This article is organized as follows. In Section 2, a discrete 3×3 matrix spectral problem is introduced, and a hierarchy of lattice soliton equations is derived by the method of discrete zero curvature representation.

A lattice system is proposed, it is a typical lattice system in resulting hierarchy. Infinitely many commuting symmetries and infinitely many commuting conserved functionals for the obtained hierarchy are given. In Section 3,we consider the Bargmann symmetry constraint for the proposed new Lax pairs and adjoint Lax pairs of the discrete soliton hierarchy. Finally in Section 4, conclusions and remarks are given.

2. A family of lattice soliton equations and its Liouville integrability Let we define the shift operator E, the inverse ofE by

Efn=fn+1, E−1fn=fn1,∆ =E−E−1, n∈Z,

(1−E)1=(1 +E1)∆1,(1−E1)1 = (1 +E)∆1. We introduce the new discrete 3×3 matrix spectral problem

n=Un(un, λ)ψn=

pn 1 qn−λ

0 0 1

sn 0 0

ψn1 ψn2 ψn3

, (2.1)

where the potential vector Un = (pn, qn, sn)T, λt = 0, and solve the stationary discrete zero curvature equation

(EVn)Un−UnVn= 0, Vn= (Vnij)3×3, (2.2) where each entry (Vnij)3×3 =Vnij(An(λ), Bn(λ), Dn(λ)) of the 3×3 matrixVn is a Laurent expansion ofλ.

When we choose Vn12=An(λ), Vn32=Bn(λ), Vn22=Dn(λ), we have

Vn11=E1pnAn(λ)−λE1Bn(λ) +E1qnBn(λ) +E1Dn(λ), Vn13=qnAn(λ)−λAn(λ) +s1

nEBn(λ), Vn21=E1Bn(λ), Vn23=E1 1s

nE1snAn(λ)−E1psn

nBn(λ), Vn31=E1snAn(λ), Vn33=−λBn(λ) +qnBn(λ) +EDn(λ).

(2.3)

Substituting the following expressions An(λ) =

m=1

A(m)n λm, Bn(λ) =

m=1

Bn(m)λm, Dn(λ) =

m=1

Dn(m)λm. (2.4) The stationary discrete zero-curvature equation (2.2) is equivalent to the recursion relation:

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(snE−E1sn)A(j)n (λ) +pn(1−E1)B(j)n (λ)

= (p2n−pnE1pn+snEqn−qnE1sn)A(jn1)(λ) + (pnqn−pnE1qn+snEs1

nE−E1)Bn(j1)(λ) +pn(1−E1)D(jn1)(λ), (1−E)Djn(λ)

= (E−E−1 1s

nE−1sn)A(jn1)(λ) + (E−1psn

n psnnE)Bn(j1)(λ) +qn(1−E)Dn(j1)(λ), sn(E−E1)Bn(j)(λ)

=sn(1−E1)pnA(jn1)(λ) +sn(E−E1)qnBn(j1)(λ) +sn(E2−E1)Dn(j1)(λ).

(2.5)

From the above recursion equations, we obtain the initial data A(−1)n = 0, B(−1)n = 1, D(−1)n = 0, A(0)n = 1

sn, B(0)n =qn, Dn(0)= pn1 sn1,· · · To obtain Lax integrable equations, we defineFnj by the following relation:

D(j)n (λ) =−pnA(j)n (λ)(1 +E1)snFn(j)(λ). (2.6) It is easy to see that

(snE−E1sn)A(j)n (λ) +pn(1−E1)Bn(j)(λ)

= (snEqn−qnE1sn)A(jn1)(λ) + (pnqn−pnE1qn+snEs1

nE−E1)Bn(j1)(λ) +pn(E21)snFn(j1)(λ),

(E1)pnA(j)n (λ) + ∆snFnj(λ)

= (E−E1 1s

nE1sn+qnEpn−pnqn)A(jn1)(λ) + (E1psn

n psnnE)Bn(j1)(λ) +qn∆snFn(j1)(λ),

sn∆Bn(j)(λ) =sn(1−E2)pnA(jn1)(λ) +sn∆qnBn(j1)(λ) +sn(E2−E2+E1−E)snFn(j1)(λ).

(2.7)

Using the matrix notation, the above expressions (2.3) can be written as

KGjn1 =J Gjn, Gjn= (A(j)n , B(j)n , Fn(j))T, j 0, (2.8) where so-called Lenards operator pair J and K are two skew-symmetric operators

J =

snE−E1sn pn(1−E1) 0

(E1)pn 0 ∆sn

0 sn∆ 0

and K =

snEqnqnE

1sn pnqnpnE1qn+snEs1

nEE1 pn(E21)sn

EE1 1s

nE1sn+qnEpnpnqn E1pn

sn pn

snE qn∆sn

sn(1E2)pn sn∆qn sn(E2E2+E1E)sn

.

From (2.8), we have

Gn1= (A(n1), Bn(1), Fn(1))T = (0,1,0)T, G0n= (A(0)n , B(0)n , Fn(0))T = ( 1sn, qn,0)T, G1n= (A(1)n , B(1)n , Fn(1))T = (qn+qn+1

sn , q2+pn

sn +pn−1

sn1,pn(qn+qn+1)1 sn ),· · · Letψn(λ) satisfy (2.1) and its auxiliary problem

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∂ψn(λ)

∂tn =Vn(m)ψn(λ), (2.9)

where

Vn(m) = (Vn(ijm))3×3, Vn(ijm) =Vn(ij)(A(m)n (λ), Bn(m)(λ), D(m)n (λ)) and

A(m)n (λ) =

i=1

A(m)n λmi, Bn(m)(λ) =

i=1

B(m)n λmi, Dn(m)(λ) =

i=1

Dn(m)λmi.

Then the compatibility conditions of (2.1) and (2.9) are

∂Un

∂tnm

= (EVn(m))Un−UnVn(m), m≥ −1, (2.10) which implies the lattice solition equations

∂Un

∂tnm =Xnm+1, Un= (pn, qn, sn)T, m≥ −1, and

Xnj =J Gjn=KGjn1, j 0 which give rise to the following hierarchy of lattice soliton equations













∂pn

∂tnm = (snE−E1sn)A(j)n (λ) +pn(1−E1)Bn(j)(λ),

∂qn

∂tnm

= (E1)pnA(j)n (λ) + ∆snFnj(λ),

∂sn

∂tnm

=sn∆Bn(j)(λ).

j ≥ −1. (2.11)

So the (2.10) are discrete zero curvature representation of (2.11), the discrete spectral problem (2.3) and (2.9) constitute the Lax pair of (2.11), and (2.11) is a hierarchy of Lax integrable nonlinear lattice equations. It is easy to verify that the new first Liouville integrable differential-difference equation in (2.11), whenm= 0, is









∂t∂npn=pn(qn−qn1) +sn−sn+1 sn+1 ,

∂tnqn= pn+1

sn+1 −pn sn,

∂t∂nsn=sn(qn+1−qn1).

(2.12)

The variational derivative, the Gateaux derivative and the inner product are defined, respectively, by δHn

δun = ∑

mZ

Em( ∂Hn

∂un+m), J(un)[vn] =

∂εJ(un+εvn)|ε=0,⟨fn, gn=∑

nZ

(fn, gn)R2, (2.13) wherefn, gnare required to be rapidly vanished at the infinity, and (fn, gn)R2 denotes the standard inner product offnand gn in the Euclidean spaceR2. OperatorJ is defined by⟨f, Jg⟩=⟨J fn, gn; it is called adjoint operator of J with respect to (2.8). If an operator J has the property J =−J, then J is called to be a skew-symmetric. A linear operator J is called a Hamiltonian operator, if J is a skew-symmetric operator and satisfies the Jacobi identity, i.e., it satisfies that

⟨f, J g⟩=−⟨J f, g⟩, ⟨J(un)[J f]g, h⟩+Cycle(f, g, h) = 0 (2.14) based on a given Hamiltonian operator J, we can define a corresponding Poisson bracket

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{f, g}J = δf δun, J δg

δun=∑

nZ

( δf δun, J δg

δun). (2.15)

To establish the Hamiltonian structures for (2.11), we define

Rn=VnUn1 =





Vn12−qn)Vn12+Vn13 Vn11−pnVn12 sn Vn22−qn)Vn22+Vn23 Vn21−pnVn22

sn

Vn32−qn)Vn32+Vn33 Vn31−pnVn32 sn





and ⟨A, B⟩=T r(AB), where A and B are the some order square matrices. We have

∂Un

∂λ =

 0 0 1

0 0 0

0 0 0

,∂Un

∂pn =

 1 0 0 0 0 0 0 0 0

,∂Un

∂qn =

 0 0 1 0 0 0 0 0 0

,∂Un

∂sn =

 0 0 0 0 0 0 1 0 0

.

Hence

⟨Rn,∂Un

∂λ =−Vn32=−Bn(λ), ⟨Rn,∂Un

∂pn=Vn12=An(λ), ⟨Rn,∂Un

∂qn=Vn32=Bn(λ),

⟨Rn,∂Un

∂sn= Vn11−pnVn12 sn = s1

n[(E11)pnAn(λ)−E1−qn)Bn(λ) +E1Dn(λ)].

(2.16)

By virtue of the discrete trace identity δ

δu

nZ

⟨Rn,∂Un

∂λ = (

λε (

∂λ )

λε )

⟨Rn,∂Un

∂uin⟩, i= 1,2,3. (2.17) The substitution of (2.4) into (2.17), and comparing the coefficients ofλm1 in (2.17), we get

( δ δpn

, δ δqn

, δ δsn

) (

Bn(m+1) )

= (εm)

A(m)n Bn(m) 1

sn

(E11)A(m)n E1B(m+1)n +E1(qnBn(m)+Dn(m))

. (2.18)

When m= 0 in the (2.18), through a direct calculation, we find thatε= 0. So we have

( δ δsn

, δ δwn

, δ δpn

) (

−Bn(m+1) m+ 1

)

=



A(m)n Bn(m) 1

sn

(E11)A(m)n E1Bn(m+1)+E1(qnB(m)n +D(m)n )

, m≥ −1.

Now we can rewrite the (2.11) in the following Hamiltonian forms

∂Un

∂tnm =Xnm+1 =J( δ δpn, δ

δqn, δ

δsn)Hnm+1=J L( δ δpn, δ

δqn, δ

δsn)Hnm, m≥ −1. (2.19) Let

L=



L11 1

sn1 L13

1 1

sn 0 0

L31 0 (Esn−snE1)1

, (2.20)

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where

L11=1

sn1pn(Esn−snE1)1pn(E1)∆1 1 sn, L13=1

sn1(1−E1)pn(Esn−snE1)1, L31=(Esn−snE1)1pn(E1)∆1 1

sn.

It is easy to verify that K is a skew-symmetric operator in this way and the positive hierarchy (2.10) is derived. It is easy to verify that the positive hierarchy has the discrete zero-curvature representation (2.9). And, every soliton equation in (2.11) or the discrete Hamiltonian system (2.19) is a discrete Liouville integrable system.

3. A binary Symmetry constraint by binary nonlinearization

In order to impose the Bargmann symmetry constraint by binary nonlinearization, we consider the adjoint spectral problem of spectral problem (2.1)

E1ψn= (E1U˜nT(un, λ)ψn), ψn= (ψn1j, ψ2jn, ψn3j)T (3.1) and temporal spectral problem

ψntm =( ˜Vnm(un, λ))Tψn. (3.2) From the compatibility condition(E1ψn)tm =E1ψntm, we know that

E1U˜n T

tm= (E1U˜n

T)( ˜Vnm)T (E1( ˜Vnm)T)(E1U˜n

T) (3.3)

Let λ1, λ2, ..., λN be N distinct eigenvalues of spectral problem (1) and λj ̸= 0, j= 1,2, ..., N, we have {

(Eφ1jn, Eφ2jn, Eφ3jn) = (φ1jn, φ2jn, φ3jn)UnT(un, λ),1jn, φ2jn, φ3jn)tm= (φ1jn, φ2jn, φ3jn)VnT(un, λ), {

(Eψn1j, Eψ2jn, Eψn3j) = (ψn1j, ψn2j, ψ3jn)(Un(un, λ))1,n1j, ψ2jn, ψn3j)tm= (ψn1j, ψ2jn, ψn3j)(−Vn(un, λ)).

(3.4)

We can compute the variational derivative of the spectral parameter λwith respect to the potential u δλj

δun

=αj(Eψn1j, Eψn2j, Eψn3j)∂Un(un, λj)

∂un

1jn, φ2jn, φ3jn)T. (3.5) Namely

∇λj =





δλj δpn

δλj δqn δλj

δsn





=αj



φ2jnψ3jn

φ2jnψ1jn

sn1φ4jnψn4j

, (3.6)

whereδλj

δun is a variational derivative for eigenvalue λj, αj is a constant and φin, ψni, i = 1,2,3,4 are required to be rapidly vanishing at the infinity, and we denote the inner product inRN by < ., . > and use the following notations

Φin= (φi1n, φi2n, ..., φiNn ), Ψin= (ψi1n, ψni2, ..., ψniN), i= 1,2,3, =diag(λ1, λ2, ..., λN).

Such a gradient satisfies the following equation

K∇λj =λjJ∇λj. (3.7)

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Consider the discrete symmetry constraint G1 =

N j=1

∇λj. (3.8)

That is

δHn(0) δun =

1 sn

qn 0

=



φ1jnψn2j φ3jnψn2j

s−1n1jnψn1j−pnφ1jnψ2jn)

. (3.9)

Note that the explicit constraints of potential functions and eigenvalue functions can not be obtained with the express above. Under the constraint (3.8), we obtain a discrete binary constrained flows

1jn =pnφ1jn +φ2jn + (qn−λ)φ3jn, 1≤j≤N, 2jn =φ3jn, 1≤j ≤N,

3jn =snφ1jn, 1≤j ≤N, n1j =ψn2j, 1≤j ≤N,

n2j = (λ−qnn2j+ψn3j, 1≤j≤N, n3j =sn1n1j−pnψn2j), 1≤j≤N,

(3.10)

Here,< ., . >is the standard inner product ofRN. The symmetry constraint (3.8) yields explicit expressions from (3.9):



pn=<Φ1n,Ψ1n><Φ1n,Ψ2n>1, qn=<Φ3n,Ψ2n>,

sn=<Φ1n,Ψ2n>1.

(3.11) So the discrete symmetry constraint (3.8) is a Bargmann constraint. Setting

Pn= (φ11n, φ12n ,· · ·, φ1Nn ,· · · , φ31n, φ32n,· · ·, φ3Nn )T, Qn= (ψn11, ψn12,· · ·, ψn1N,· · ·, ψn31, ψn32,· · · , ψ3Nn )T

and

∂Pn = (

∂φ11n ,

∂φ12n ,· · · ,

∂φ1Nn ,· · ·,

∂φ31n ,

∂φ32n ,· · ·

∂φ3Nn ,)T,

∂Q∂n = (

∂ψ11n ,

∂ψ12n ,· · ·,

∂ψ1Nn ,· · ·,

∂ψ31n ,

∂φ32n ,· · · ,

∂ψn3N,)T,

the Poisson bracket of between two arbitrary function ofα, β in symplectic apaceR6N is defined by {α, β}=⟨∂α

∂P, ∂β

∂Q⟩ − ⟨∂β

∂P,∂α

∂Q⟩= (∂α

∂P)T(∂β

∂Q)(∂β

∂P)T(∂α

∂Q).

This is skew-symmetric, bilinear, and satisfies the Jacobi identity. In particular, any two of α, β is called involutive if{α, β}= 0.

The mapH defined as

H(φ1n, φ2n, φ3n, ψn1, ψ2n, ψn3) = (Eφ1n, Eφ2n, Eφ3n, Eψn1, Eψ2n, Eψn3) (3.12) is a symplectic map. Through laborious but direct computation, we get

i, αj}=i, βj}= 0,i, βj}=δij,1≤i, j ≤N and theγi, δj are of the same forms. Furthmore, we can deduce

d(EPn)∧d(EQn) =dPn∧dQn.

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Therefore, (3.12) determine a symplectic map.

Now, we will solve recursion equations (2.7). Whenm >1, we have

Untm =

pn

qn sn

tm

=



(snE−E1sn)A(j)n (λ) +pn(1−E1)Bn(j)(λ) (E1)pnA(j)n (λ) + ∆snFnj(λ)

sn∆Bn(j)(λ)



=JδHnm

δun =JΦmn1δHn1 δun =J

N j=1

λmj 1δλj

δun.

(3.13)

Using (3.8) and (3.10) and the constraint (3.11), we take the following restriction:

Gj1=

N k=1

λjk∇λk. (3.14)

That is to say,



(snE−E1sn)A(j)n (λ) +pn(1−E1)Bn(j)(λ) (E1)pnA(j)n (λ) + ∆snFnj(λ)

sn∆Bn(j)(λ)

=J

N j=1

λmj



φ1jnψ2jn

φ3jnψ2jn 1

sn1jnψn1j−pnφ1jnψn2j)

. (3.15)

From (3.15), we can conclude

Ajn=<jΦ1n,Ψ2n>, Bnj =<jΦ3n,Ψ2n>,

Fnj =sn1(<jΦ1n,Ψ1n>−pn<∧jΦ1n,Ψ2n>). (3.16) Substituting (3.16) into the relation (2.6), we obtain a solution ofDjn, that is

Dnj =<jΦ2n,Ψ2n> . (3.17) By using (3.16), (3.17) and (2.7), we have

E1snAn(λ) =<jΦ3n,Ψ1n>, E1Bn(λ) =<jΦ2n,Ψ1n>, E1 1s

nE1snAn(λ)−E1psn

nBn(λ) =<jΦ2n,Ψ3n>,

E1pnAn(λ)−λE1Bn(λ) +E1qnBn(λ) +E1Dn(λ) =<jΦ1n,Ψ1n>, qnAn(λ)−λAn(λ) + s1

nEBn(λ) =<jΦ1n,Ψ3n>,

−λBn(λ) +qnBn(λ) +EDn(λ) =<jΦ3n,Ψ3n> .

(3.18)

In the following, we would like to discuss the Louville integrability on the nonlinearized temporal parts of the Lax pairs and adjoint Lax pairs.

Under the control of (3.11), the temporal parts of the Lax pairs and the adjoint Lax pairs by substituting (3.18) into (3.4) become

∂t1jn, φ2jn, φ3jn)T =V|B1jn, φ2jn, φ3jn)T, j= 1,2,· · ·, N,

∂tn1j, ψ2jn, ψn3j)T =−VT|Bn1j, ψ2jn, ψ3j)T, j = 1,2,· · ·, N. (3.19) We arrive at the finite-dimensional Hamiltonian systems. Here, the subscript B means substitution of (3.18) into the expression.

The temporal parts of the nonlinearized Lax pairs and the adjoint Lax pairs (3.19) may be rewritten as

∂tΦin= ∂Fnm

∂Ψin,

∂tΨin=−∂Fnm

∂Φin, (3.20)

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