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Three-Phase Freak Waves

Aleksandr O. SMIRNOV, Sergei G. MATVEENKO, Sergei K. SEMENOV and Elena G. SEMENOVA

St.-Petersburg State University of Aerospace Instrumentation (SUAI), 67 Bolshaya Morskaya Str., St.-Petersburg, 190000, Russia

E-mail: [email protected], [email protected],[email protected], [email protected] Received December 05, 2014, in final form April 11, 2015; Published online April 21, 2015

http://dx.doi.org/10.3842/SIGMA.2015.032

Abstract. In the article, we describe three-phase finite-gap solutions of the focusing non- linear Schr¨odinger equation and Kadomtsev–Petviashvili and Hirota equations that exhibit the behavior of almost-periodic “freak waves”. We also study the dependency of the solution parameters on the spectral curves.

Key words: nonlinear Schr¨odinger equation; Hirota equation; freak waves; theta function;

reduction; covering; spectral curve

2010 Mathematics Subject Classification: 35Q55; 37C55

1 Introduction

This study was motivated by the intention to demonstrate the behavior of three-phase extreme waves. Most recent scientific research shows that the simplest and most universal model for such waves is the focusing nonlinear Schr¨odinger equation (NLS)

ipt+pxx+ 2|p|2p= 0, i2=−1, (1)

Since 1968 the equation (1) has been describing distribution on the surface of the ocean of weakly nonlinear quasi-monochromatic wave packets with relatively steep fronts [44]. An application of this equation to the problems of nonlinear optics was known earlier [7]. Since the equation (1) is a model of first approximation, it appears in simulations of many weakly nonlinear phenomena.

This equation has a wide range of applications ranging from plasma physics [28] to financial markets [43].

Among the properties of equation (1) there is a modulation instability that leads to the appearance of the so-called “freak waves” (in hydrodynamics known as “rogue waves”) [2].

These waves represent amplitude peaks localized in space and time. In the last 20 years, first in hydrodynamics and then in nonlinear optics, these waves have been the object of numerous theoretical and experimental studies [3]. Such attention to the problem of the “freak waves” is due to the losses at oil platforms, tankers, container ships and other large vessels caused by the

“rogue waves”.

There are many more precise and more complex models, which give a more exact description of the “freak waves” [3]. These models can be divided into two classes. In the first class one can solve them analyticaly while in the second class one can use numerical methods only. Analytical methods include: inverse scattering transform method; finite-gap integration method; B¨acklund transform method; Darboux transform method; Hirota method.

In the present work, we use a finite-gap integration method. The works of Dubrovin, Novikov, Marchenko, Lax, McKean, van Moerbeke, Matveev, Its, Krichever [9,10,11,12,13,21,22,26,29, 31,33,35] give a description of this method (see also the review [32]). However, another method of constructing finite-gap solutions of integrable nonlinear equations exists [23,24,34,36]. Let

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us remark that first method is based on Baker–Akhiezer function but the second one is based on some Fay’s identities [14]. In our paper, we use the first method and Its and Kotlyarov’s classic formulas [18,20] (see also [6]).

Our goal here is to show the behavior of three-phase algebro-geometric solutions of NLS, KP-I and Hirota equations. Section 2 of this paper contains the basic notations and classic formulas for algebro-geometric solutions of integrable nonlinear equations under consideration. Section3 is devoted to the periodicity of three-phase solutions of NLS, KP-I and Hirota equations. In Section4we consider an example of three-phase algebro-geometric solutions of KP-I and Hirota equations for different values of parameters.

2 Finite-gap multi-phase solutions of the NLS equation

The nonlinear differential equations that are integrated by methods of the algebraic geome- try, can be obtained as a compatibility condition of the system of ordinary linear differential equations with a spectral parameter [6, 15, 16]. In particular, let us consider the following equations [15,19,38]

Yx=UY, Yz =VY, Yt=WY, (2)

where

U=−λ

i 0 0 −i

+

0 iψ

−iφ 0

, V= 2λU+V0, W= 4λ2U+ 2λW0+W1, λis a spectral parameter. Using these equations and additional relations

(Yx)z = (Yz)x, (Yx)t= (Yt)x

one can easy obtain the so-called equations of zero curvature

Uz−Vx+UV−VU= 0 and Ut−Wx+UW−WU= 0, (3) which should be valid for all values of spectral parameter λ. Respectively, it follows from equations (3) that matrixesV0,W0,W1 take the forms

W0 =V0=

−iψφ −ψx

−φx iψφ

, W1 =

ψxφ−ψφx 2iψ2φ−iψxx

−2iψφ2+iφxx ψφx−ψxφ

,

Also, W = 2λV+W1. Conditions (3) lead to additional system of equations (parities). The first system is the coupled nonlinear Schr¨odinger equation

zxx−2ψ2φ= 0,

z−φxx+ 2ψφ2= 0, (4)

and the second system is the coupled modified Korteweg–de Vries equation ψtxxx−6ψφψx= 0,

φtxxx−6ψφφx = 0. (5)

These two systems of the nonlinear differential equations are closely related to two other ones. Specifically, differentiating equations (4) with respect to x and substituting them in (5), one obtains the coupled modified two-dimensional nonlinear Schr¨odinger equation in cone coor- dinates [27]

txz+ 2i(ψφx−φψx)ψ= 0, iφt−φxz+ 2i(φψx−ψφx)φ= 0,

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Also, the functions ψ(x, t,−αt) and φ(x, t,−αt) are solutions to the coupled integrable Hirota equation (α ∈R)

txx−2ψ2φ−iα(ψxxx−6ψφψx) = 0,

t−φxx+ 2ψφ2−iα(φxxx−6ψφφx) = 0, (6)

ifψ(x, z, t) and φ(x, z, t) are solutions of (4) and (5).

Systems of the nonlinear differential equations (4), (5) are the first two integrable systems from the AKNS hierarchy [15]. One of the features of finite-gap multi-phase solutions of the integrable nonlinear equations is that fact that in some sense they are the solutions of all hierarchy. Particulary, our solutions can be used for constructing solutions of generalized non- linear Schr¨odinger equation [42]. By substitutingφ=±ψ into equation (4) we get a standard form of the nonlinear Schr¨odinger equation. Particularly, for φ= −ψ equations (4) transform to (1) [11,18,19] and equations (6) transform to the integrable Hirota equation [4,8,17,30]

txx+ 2|ψ|2ψ−iα ψxxx+ 6|ψ|2ψx

= 0. (7)

It is also easy to check that for any ψ and φ, that satisfy both (4) and (5) simultaneously, the function u(x, z, t) =−2ψφ is a solution of the Kadomtsev–Petviashvili-I equation (KP-I)

3uzz = (4ut+uxxx+ 6uux)x. (8)

In caseφ=±ψthis solution is a real function.

Finite-gap solutions of systems (4), (5) are parameterized by the hyperelliptic curve Γ = {(χ, λ)} of the genus g [15,38]:

Γ : χ2=

2g+2

Y

j=1

(λ−λj),

The branch points (λ=λj,j = 1, . . . ,2g+ 2) of this curve are the endpoints of the spectral arcs of continuous spectrum of Dirac operator (2). Infinitely far point of the spectrum corresponds two different points P± on the curve Γ. In case φ=−ψ the curve Γ has the form

Γ : χ2=

g+1

Y

j=1

(λ−λj)(λ−λj) =λ2g+2+

2g+2

X

j=1

χjλ2g+2−j, =χj = 0, =(λj)6= 0. (9) Following a standard procedure of constructing finite-gap solutions [6, 11, 38], for Γ let us choose a canonical basis of cycles γt= (a1, . . . , ag, b1, . . . , bg) with matrix of intersection indices

C0 =

0 I

−I 0

.

To satisfy the condition φ= −ψ, it is necessary [6,11] that this basis of cycles is transformed according to the rules

τb1a=−a, τb1b=b+Ka, (10)

where τ1 is anti-holomorphic involution, τ1 : (χ, λ)→(χ, λ).

Let us also consider normalized holomorphic differentialsdUj: I

ak

dUjkj, k, j = 1, . . . , g,

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and a matrix of periods B of the curve Γ:

Bkj = I

bk

dUj, k, j = 1, . . . , g.

It is well known (see, for example, [5,11]) that the matrixBis a symmetric matrix with positively defined imaginary part.

Let us introduceg-dimensional Riemann theta function with characteristicsη,ζ ∈Rg [5,11, 14]:

Θ ηtt

(p|B) = X

m∈Zg

exp

πi(m+η)tB(m+η) + 2πi(m+η)t(p+ζ) , Θ

0t;0t

(p|B)≡Θ(p|B),

where B is a matrix of periods, p ∈ Cg and summation passes over an integer g-dimensional lattice.

Let us also define on Γ normalized Abelian integrals of the second kind (Ωj(P),j = 1,2,3) and the third kind (ω0(P)) with the following asymptotic at infinitely distant pointsP±:

I

ak

dΩ1= I

ak

dΩ2 = I

ak

dΩ3= I

ak

0 = 0, k= 1, . . . , g, Ω1(P) =∓i λ−K1+O λ−1

, P → P±, Ω2(P) =∓i 2λ2−K2+O λ−1

, P → P±, Ω3(P) =∓i 4λ3−K3+O λ−1

, P → P±, ω0(P) =∓ lnλ−lnK0+O λ−1

, P → P±, χ=± λg+1+O(λg)

, P → P±.

Let us denote the vectors ofb-periods of Abelian integrals of the second kind Ω1(P), Ω2(P), Ω3(P) by 2πiU, 2πiV, 2πiW respectively.

Theorem 1 ([6,38]). Function Y(P, x, z, t) =

y1(P, x, z, t) y10P, x, z, t) y2(P, x, z, t) y20P, x, z, t)

, where τ0 is hyperelliptic involution,τ0: (χ, λ)→(−χ, λ),

y1(P, x, z, t) = Θ(U(P) +Ux+Vz+Wt−X)Θ(Z) Θ(U(P)−X)Θ(Ux+Vz+Wt+Z)

×exp{Ω1(P)x+ Ω2(P)z+ Ω3(P)t+iΦ(x, z, t)}, y2(P, x, z, t) =ρΘ(U(P) +Ux+Vz+Wt+∆−X)Θ(Z−∆)

Θ(U(P)−X)Θ(Ux+Vz+Wt+Z)

×exp{Ω1(P)x+ Ω2(P)z+ Ω3(P)t−iΦ(x, z, t) +ω0(P)}, is the eigenfunction of the Dirac operator (2) with functions

ψ(x, z, t) = 2K0

ρ

Θ(Z)Θ(Ux+Vz+Wt+Z−∆)

Θ(Z−∆)Θ(Ux+Vz+Wt+Z)exp{2iΦ(x, z, t)}, φ(x, z, t) = 2ρK0

Θ(Z−∆)Θ(Ux+Vz+Wt+Z+∆)

Θ(Z)Θ(Ux+Vz+Wt+Z) exp{−2iΦ(x, z, t)}, (11)

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for any z, t and ρ 6= 0. The functions (11) satisfy the equations (4) and (5). Here ∆ is the vector of holomorphic Abelian integrals, calculated along a path connecting P and P+ without crossing any of the basic cycles,

∆=U(P+)− U(P), Φ(x, z, t) =K1x+K2z+K3t, X=K+

g

X

j=1

U(Pj), Z=U(P+)−X,

K is a vector of Riemann constants [5, 11,14,25]; Pj, j= 1, . . . , g is a non-special divisor. If the spectral curve Γ satisfies the condition (9), then the following equalities hold

|ψ|2=−4K02Θ(Ux+Vz+Wt+Z−∆)Θ(Ux+Vz+Wt+Z+∆)

Θ2(Ux+Vz+Wt+Z) , (12)

=U==V==W==Z=0, K02 <0.

It is easy to see that the corresponding solution of KP-I equation (8) has the form u(x, z, t) =−8K02Θ(Ux+Vz+Wt+Z−∆)Θ(Ux+Vz+Wt+Z+∆)

Θ2(Ux+Vz+Wt+Z) , (13)

and that the square of amplitude of solution of Hirota equation (7) equals

H|2(x, t) =−4K02Θ(Ux+ (V−αW)t+Z−∆)Θ(Ux+ (V−αW)t+Z+∆)

Θ2(Ux+ (V−αW)t+Z) .

3 Features of three-phase solutions

In caseg= 3, the basis of normalized holomorphic differentials is defined by the formula [6,11]:

dUk= ck1λ2+ck2λ+ck3

dλ χ , where

C = At−1

, Ajm= I

aj

λ3−mdλ χ .

It follows from equation (`is an arbitrary path on Γ) Z

τ `b

dω= Z

`

τdω, that

Ajm = I

aj

λ3−mdλ χ =

I

aj

τ1

λ3−mdλ χ

= I

bτ1aj

λ3−mdλ χ =−

I

aj

λ3−m

χ =−Ajm. ThereforeA=−A and C=−C. Similarly, with integrals on b-cycles, we obtain

B =−B−K or <B =−1 2K.

It follows from bilinear relations of Riemann (see, for example, [5,6,11]) that the coordinates of the vectors U,V,W can be written as

Um =−i dUm

ξ=0

− dUm+

ξ+=0

!

, Vm =−2i d2Um2

ξ=0

− d2Um+2

ξ+=0

! ,

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Wm=−2i d3Um3

ξ=0

− d3Um+3

ξ+=0

! ,

where ξ± = 1/λ are local parameters in the neighborhood of infinitely distant points P±. Calculating the derivatives we obtain the relations

Um =−2icm1, Vm= 2iχ1cm1−4icm2, Wm =i 4χ2−3χ21

cm1+ 4iχ1cm2−8icm3, or

(U,V,W) =iC

−2 2χ12−3χ21

0 −4 4χ1

0 0 −8

. (14)

It follows from (14) that the vectors U,V,W are real and linearly independent. Therefore, U,V, W are the basis vectors in R3. Hence, any vector fromR3 can be presented in the form of the linear combinations of these vectors. In particular, for the vectors of the periods of the three-dimensional theta-functions et1 = (1,0,0), et2 = (0,1,0), et3 = (0,0,1) we can write the following relations

ek=XkU+ZkV+TkW.

Therefore, three-phase solutions (13) of equation KP-I (8) are the periodic functions in a three- dimensional space

u(x+Xk, z+Zk, t+Tk) =u(x, z, t).

If a three-phase solution of (8) has a form of freak waves, then the maxima of its amplitude are located in nodes of a three-dimensional lattice with edges (Xk,Zk,Tk). These edges can be found by an inversion of the matrix (U,V,W):

X1 X2 X3 Z1 Z2 Z3 T1 T2 T3

= (U,V,W)−1 =i

1/2 χ1/4 χ2/4−χ21/16

0 1/4 χ1/8

0 0 1/8

At.

Therefore, for three-phases solutions of equation KP-I (8) it is possible to describe their behavior in the following way: after a time interval ∆t=Tk a surface of solutionu(x, z) reproduces itself with a shift on the XOZ plane by the (Xk,Zk) vector.

As the three-phase solution of the equations (1) depends on two coordinates, x and z, and the third coordinate t is considered to be a parameter, the value of amplitude of this solution depends on the distance between the nodes of the given three-dimensional lattice and a plane t=t0. Hence, in contrast to the case of the two-phase solution [39,40,41], where the change of initial phaseZled to trivial shift of the solution onXOZplane, the amplitude of the three-phase solution (11) of equations (1) depends on a choice of initial phase Wt0+Zin a slightly more complicated fashion.

4 An example of three-phase solution

Let us consider a spectral curve Γ3 ={χ, λ}of genus g= 3:

Γ3 : χ2= (λ−λ0)4−2a2(λ−λ0)2cos 2ϕ+a4

(λ−λ0)4−2b2(λ−λ0)2cos 2ϕ+b4 , where 0< a < b,π/4< ϕ < π/2.

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Figure 1. Canonical basis of cycles on Γ3.

Let us choose the basis of cycles on Γ3 as it is shown on Fig. 1.

It is easy to check that the anti-holomorphic involutionτ1 transforms the canonical basis of cycles using the rule (10) with the matrix

K =

0 1 1 1 0 1 1 1 0

.

There are also three holomorphic involutions on Γ3: τ0 : (χ, λ)→(−χ, λ),

τ2 : (χ, λ)→(χ,2λ0−λ),

τ3 : (χ, λ)→ a2b2(λ−λ0)−4χ, λ0+ab(λ−λ0)−1 . As a corollary, the curve Γ3 covers the following two curves:

1) Γ1 = Γ32 of genusg= 1

Γ1 : χ2+= t2−2a2tcos 2ϕ+a4

t2−2b2tcos 2ϕ+b4 , 2) Γ2 = Γ3/(τ0τ2) of genusg= 2

Γ2 : χ2=t t2−2a2tcos 2ϕ+a4

t2−2b2tcos 2ϕ+b4 , where t= (λ−λ0)2+=χ,χ = (λ−λ0)χ, and

dt χ+

= 2(λ−λ0)dλ

χ , tdt

χ

= 2(λ−λ0)2

χ , dt

χ

= 2dλ χ .

The curves Γ1 and Γ2 are shown on Figs. 2 and3, wheret1=b2e2iϕ,t2 =a2e2iϕ. The coverings generate the following transformations of cycles:

 a1 a2 a3

→S

 a1 a21 a22

+P

 b1 b21 b22

,

 b1 b2 b3

→Q

 a1 a21 a22

+R

 b1 b21 b22

,

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Figure 2. The curve Γ1. Figure 3. The curve Γ2.

where S =

−1 1 0 1 0 −1

1 0 1

, P =

0 −2 0

0 0 2

0 0 −2

,

Q=

−1 1 0 0 0 −1

0 0 1

, R=

0 0 0

1 1 1

1 1 −1

. Recall that these matrices should satisfy the relations

StQ=QtS, RtP =PtR, StR−QtP =nI,

where I is identity matrix,n= 2 is the number of covering sheets.

Due to involutionτ3, the curve Γ2 covers two elliptic curves Γ± (Figs. 4and 5):

Γ± : ν±2 = (s±2ab) s2−2 a2+b2

scos 2ϕ+a4+b4+ 2a2b2cos 4ϕ , where

s=t+a2b2

t , ν±= t±ab

t2 χ, ds ν±

= (t∓ab)dt χ

.

The coverings of Γ2 on Γ± generate the following cycles mappings a21

a22

1 1

−1 1 a+

a

,

b21 b22

1 1

−1 1 b+

b

, As a result, we have

 a1 a2

a3

→

−1 1 1

1 1 −1

1 −1 1

 a1 a+

a

+

0 −2 −2

0 −2 2

0 2 −2

 b1 b+

b

, (15)

 b1 b2 b3

→

−1 1 1

0 1 −1

0 −1 1

 a1 a+ a

+

0 0 0 1 0 2 1 2 0

 b1 b+ b

. (16)

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Figure 4. The curve Γ+. Figure 5. The curve Γ.

From (15), (16) and relations dλ

χ = 1 4ab

ds ν

− 1 4ab

ds ν+

, λdλ

χ = 1 2

dt χ+

+ λ0

4ab ds ν

− λ0

4ab ds ν+

, λ2

χ =λ0 dt

χ+20+ab 4ab

ds ν

−λ20−ab 4ab

ds ν+ it follows that

C =

c1+c3 −2λ0(c1+c3) (λ20−ab)c1+ (λ20+ab)c3 c1 c2−2λ0c120−ab)c1−λ0c2 c3 c2−2λ0c320+ab)c3−λ0c2

,

B =

i(b1+b3) ib1−1/2 ib3−1/2 ib1−1/2 i(b1+b2) ib2−1/2 ib3−1/2 ib2−1/2 i(b2+b3)

, where

c1= 1

2(α1−2β1), c2 = 1 2α2

, c3 = 1

2(α3−2β3), ib1 = α1

2(α1−2β1), ib2= β2

2, ib3 = α3 2(α3−2β3), α1= 1

2 I

a+

ds

ν+, α2 = 1 2

I

a1

dt

χ+, α3 = 1 2

I

a

ds ν

, β1 = 1

2 I

b+

ds

ν+, β2= 1 2

I

b1

dt

χ+, β3 = 1 2

I

b

ds ν

.

From the structure of the matrixB and from the matrix version of Appel’s theorem [37] it follows that the Riemann theta function of curve Γ3 equals:

Θ(p|B) =f(pe1,pe2,pe3) =ϑ3(pe1|h13(pe2|h23(pe3|h3) +ϑ4(pe1|h11(pe2|h21(pe3|h3) +ϑ1(pe1|h14(pe2|h21(pe3|h3) +ϑ1(pe1|h11(pe2|h24(pe3|h3), (17) where pej =pj +pj+1−pj+2,pj+3 ≡pj,hj = exp(−4bj).

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Figure 6. Three-phase solution of KP-I equa- tion forλ0= 0,t= 0.

Figure 7. Three-phase solution of KP-I equa- tion forλ0= 0,t= 0.1.

Figure 8. Three-phase solution of KP-I equa- tion forλ0= 0,t= 0.2.

Figure 9. Three-phase solution of KP-I equa- tion forλ0= 0,t= 0.3.

The functionsϑj(p|h) are Jacoby elliptic theta functions [1]:

ϑ1(p|h) = 2

X

m=1

(−1)m−1h(m−1/2)2sin[(2m−1)πp],

ϑ2(p|h) = 2

X

m=1

h(m−1/2)2cos[(2m−1)πp], ϑ3(p|h) = 1 + 2

X

m=1

hm2cos(2mπp), ϑ4(p|h) = 1 + 2

X

m=1

(−1)mhm2cos(2mπp).

Using the reduced form of theta function (17) and values for the vectors of periods, one obtains the following formula for a squared absolute value of the three-phase solution (12) of the focusing NLS equation (1)

|ψ|2=−4K02f(k1x+κ1t+δ1, k2z+δ2, k3x+κ3t+δ3) (18)

×f(k1x+κ1t−δ1, k2z−δ2, k3x+κ3t−δ3)× {f(k1x+κ1t, k2z, k3x+κ3t)}−2,

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Figure 10. Three-phase solution of KP-I equa- tion forλ0=k2/(4k1),t= 0.

Figure 11. Three-phase solution of KP-I equa- tion forλ0=k2/(4k1),t= 0.1.

Figure 12. Three-phase solution of KP-I equa- tion forλ0=k2/(4k1),t= 0.2.

Figure 13. Three-phase solution of KP-I equa- tion forλ0=k2/(4k1),t= 0.3.

where the function f(pe1,pe2,pe3) is defined by equation (17), and k1=−4ic1, k2 =−8ic2, k3=−4ic3,

κ1= 4k120−ab+ a2+b2

cos(2ϕ)

, κ3 = 4k320+ab+ a2+b2

cos(2ϕ) . (17), (18) imply that for λ0 = 0 the amplitude of the constructed solution of NLS equation (1) is a periodic function of z, and for λ0 = 0, ϕ = 12arccos a±ab2+b2

it is a periodic function of z and t.

Recall that the three-phase solutionu(x, z, t) of the KP-I equation (8) and the square of am- plitude of three-phase solution of Hirota equation (7),|ψH(x, t)|2, can be constructed from (18) by using relationsu(x, z, t) = 2|ψ(x, z, t)|2 and |ψH(x, t)|2 =|ψ(x, t,−αt)|2.

The three-phase solution of KP-I equation forab= 1,p

b/a= 1.3,ϕ= 0.3π at the different moment of time t and forλ0 = 0 is presented on the Figs. 6–9. One can see the same solution forλ0 =k2/(4k1) on the Figs. 10–13. It is easy to see all three phases of solution on Figs.6–13.

Two phases are shortwaves and the third phase is a long-wave envelope. One can see also on Figs. 6–9 that the solution for λ0 = 0 is periodic in z, and that the long-wave envelope moves to the right side.

The three-phase solution of Hirota equation forab= 1, p

b/a= 1.3, ϕ= 0.3π,α = 0.1 and for different values ofλ0 is presented in Figs.14–17. It is easy to see all three phases of solution only in Fig. 15.

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Figure 14. Amplitude of three-phase solution of Hirota equation forλ0= 0.

Figure 15. Amplitude of three-phase solution of Hirota equation forλ0= 4.

Figure 16. Amplitude of three-phase solution of Hirota equation forλ0=k2/(4k1).

Figure 17. Amplitude of three-phase solution of Hirota equation forλ0=k2/(4k3).

Acknowledgements

Authors thank Professor V.B. Matveev for his support and the discussions that we held over this paper and quasi-rational solutions of the NLS equation. This research was conducted within the framework of the State order of the Ministry of Education and Science of Russian Federation, and partially supported by RFBR (research project 14-01-00589 a).

References

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