1. Introduction
In 1968 one of the great discoveries in mathematical physics took place. Its authors: P. Lax, C. S. Gardner, J. M. Greene, M. D. Kruskal, R. M. Miura and N. J. Zabusky after several years of analysis proved that the KdV equation can be exactly solved by the inverse scattering method (ISM). This was the first and for some time, the only NLEE that could be solved exactly. Soon after that it was demonstrated that the KdV is completely integrable infinite-dimensional Hamiltonian system; its action-angle variables were found by Zakharov and Faddeev [
137]. The whole story is well described by N. J. Zabusky in his review paper [
128].
The second big step in this direction followed in 1971 by the seminal paper of Zakharov and Shabat who discovered the second equation integrable by the ISM: the nonlinear Schrödinger (NLS) equation [
132]; in 1973 the same authors demonstrated that the NLS equation is integrable also under nonvanishing boundary conditions [
133]. Both versions of NLS equations described interesting and important physical applications in nonlinear optics, plasma physics, hydrodynamics and others. This inspired many scientists, mathematicians and physicists alike to join the scientific community interested in the study of soliton equations. As a result new soliton equations started to appear one after another. Here we only mention the modified KdV (mKdV) equation [
125], the
N-wave equations [
131], the Manakov system known also as the vector NLS equation [
92] and many others. Many of them have already been included in monographs: see e.g. [
1,
10,
18,
64,
104] and the numerous references therein.
The first few NLEE were related to the algebra
, so the corresponding inverse scattering problem could be solved using the famous Gelfand-Levitan-Marchenko (GLM) equation. For the Manakov system it was necessary to use
block matrix Lax operator, so the GLM equation was naturally generalized also for that case. However, the ISM for the
N-wave system came up to be substantially more difficult. Indeed, for the
(block) matrix Lax operator the Jost solutions possess analyticity properties which are basic for the GLM eq. However the Lax pair for the
N-wave system is the generalized
Zakharov-Shabat system:
where
and
are real constants such that
,
. Without restrictions we can assume that
. In this case only the first and the last column of the corresponding Jost solutions allow analytic extension in the spectral parameter
. This, however, was not enough to derive GLM equation. It was Shabat who discovered the way out of this difficulty [
106,
107]. He was able to modify the integral equations for the Jost solutions into integral equations that provide the fundamental analytic solutions (FAS)
and
of
L which allowed analytic extensions for
and
respectively. As a result the interrelation between the FAS and the sewing function
:
can be reformulated as Riemann-Hilbert problem (RHP). Now we can solve the ISP for
L by using the RHP with canonical normalization:
The normalization condition (1.4) ensures that the RHP has unique regular solution [
104]. It also allowed Zakharov and Shabat to develop their dressing method, which enables one to calculate the
N-soliton solutions not only for the
N-wave system, but also for the whole hierarchy of NLEE related to
L (1.1); see [
134,
135] and also [
32,
104]. In short, the dressing Zakharov-Shabat factor came up as one of the most effective methods for a) constructing soliton solutions, and b) understand that the dressed Lax operator has some additional discrete eigenvalues, as well as the explicit form of the dressed FAS.
The GZS system has natural reductions after which the potential
and
J belong either to
or to
algebra. Other reductions were proposed by Mikhailov [
96] which substantially enlarged the classes of integrable NLEE. Some of these reductions require that
J has complex-valued eigenvalues. Constructing FAS for such systems poses additional difficulties, which were overcome by Beals and Coifman [
7] for the GZS systems related to
algebra. Later the results of [
7] were extended first for the systems related to
or to
algebra, (see [
64]) as well as to Mikhailov’s reductions [
57,
64].
The FAS play an important role in soliton theory. Indeed, they can be used to introduce
-
1.
-
Scattering data The minimal sets of scattering data are determined by the asymptotics of
Here and are the factors of the Gauss decompositions of the scattering matrix .
-
2.
Resolvent The FAS determine the kernel of the resolvent of L. Applying contour integration method on one can derive the spectral expansions for L, i.e. the completeness relation of FAS.
-
3.
Dressing method Zakharov-Shabat dressing method is a very effective and convenient method to construct the class of reflectionless potentials of L and to derive the soliton solutions of the NLEE. The simplest dressing factor has pole singularities at , which determine the new discrete eigenvalues that are added to the spectrum of the initial Lax operator.
-
4.
Generalized Fourier transforms Here we start with GZSh system related to a simple Lie algebra
with Cartan-Weyl basis
,
[
67] and construct the so-called 'squared solutions'
where
is the projector onto the image of the operator
. It is known that the 'squared solution' are complete set of functions in the space of allowed potentials [
30]. In particular, if we expand the potential
over the 'squared solutions' the expansion coefficients will provide the minimal set of scattering data. Similarly, the expansion coefficients of
are the variations of the minimal set of scattering data. Therefore the 'squared solutions' can be viewed as FAS in the adjoint representation of
, see [
2,
12,
30,
45,
59,
62,
63,
64,
78,
108,
121] as well as [
12,
24,
39,
65].
-
5.
Hierarchies of Hamiltonian structures The GFT described above allow one to prove that each of the NLEE related to
L allows a hierarchy of Hamiltonian structures. More precisely, each NLEE allows a hierarchy of Hamiltonians
and a hierarchy of symplectic forms
(or a hierarchy of Poisson brackets) such that for any
n they produce the relevant NLEE. [
30,
81,
86]
-
6.
Complete integrability and action-angle variables. Starting from the famous paper by Zakharov and Faddeev [
137] it is known that some of the NLEE allow action-angle variables. The difficulty here is that these NLEE are Hamiltonian system with infinitely many degrees of freedom. Therefore the strict derivation of the proof must be based on the completeness relation for the 'squared solutions'. In fact VG and E. Khristov [
45,
59] (see also [
63]) proposed the so-called 'symplectic basis' of squared solutions, which maps the variation of the potential
of the AKNS system to the variation of the action-variables. Unfortunately for many multi-component systems such bases are not yet known.
The above arguments lead us to the hypothesis that we could use more effective approach to the integrable NLEE which starts from the RHP rather than from a specific Lax operator. In the first part of this paper we will demonstrate that FAS could be constructed and used also for quadratic pencils. We also formulate explicitly the corresponding RHP. For quadratic pencils we have additional natural symmetry which maps . This symmetry is also inherent in the contour in the complex -plane, on which the RHP is defined.
In
Section 2 we first demonstrate that the well known methods for analysis of NLEE can be generalized also for Lax operators quadratic in
, see eq. (2.28) below. On this level we for the first time meet with purely algebraic problem for constructing two commuting quadratic pencils. For polynomial pencils of higher orders those problems will be more and more difficult to solve. In particular we outline the construction of the FAS
and
which are analytic in
and
respectively, see
Figure 4 below. As a result, the continuous spectrum of these Lax operators fill up the union of the real and imaginary axis of the complex
-plane. As a consequence contours of the corresponding RHP will be
unless an additional factor complicates the picture. Thus we see that the symmetries of the NLEE or of its Lax pair determine the contour of the RHP.
In
Section 3 we remind the notion of Mikhailov’s reduction group and briefly outline characteristic contours of the relevant RHP. We also demonstrate that Zakharov–Shabat theorem is valid for a larger class of Lax operators than it was proved before. It is important to request that the RHP is canonically normalized. This ensures that the RHP has unique regular solution, which is important for the application of the Zakharov-Shabat dressing method.
Another important factor in formulating the RHP is Mikhailov’s reduction group. In
Section 4 we outline some of the obvious effects which the reduction group may have on the contour of the RHP. Therefore it is not only the order of the polynomial in
, but also the symmetry (the reduction group) which determine the contour of the RHP. For example, if we add an additional Mikhailov’s symmetry that maps
then the corresponding Lax operator will be polynomial in
and
which in turn will require adjustments in the techniques for deriving the dressing factors and soliton solutions.
In
Section 5 we propose a parametrization of the solutions
of RHP for the class of RHP related to homogeneous spaces, see eq. (5.1). Here we require that the coefficients
provide local coordinates of the corresponding homogeneous space. Thus we are able to derive a new systems of
N-wave equations, see also [
36,
52,
53,
56,
74]. We also demonstrate that the dressing Zakharov-Shabat method [
100,
129,
134,
135,
136] can be naturally extended to derive the soliton solutions of these new
N-wave equations. At the same time the structure of the dressing factors depends substantially on the symmetries of the Lax operators. Thus even for the one-soliton solutions we need to solve linear block-matrix equations. The situation when we have two involutions: the Hermitian one
and the
symmetry
are typical for Lax operators
L related to the algebras
. But if we request in addition that
L is related to symplectic or orthogonal Lie algebra then we have to deal with three involutions, and the corresponding linear equations get more involved. That is why we focus first on the one-soliton solutions. The derivation of the
N soliton solutions is discussed later.
Section 6 is devoted to the MNLS equations which require the use of symmetric spaces, see Refs. [
21,
40,
67,
92,
94,
118,
119,
122,
126]. We start again with the parametrization of the RHP which now must be compatible with the structure of the symmetric spaces. To us it was natural to limit ourselves to the four classes Hermitian symmetric spaces related to the non-exceptional Lie algebras, see [
67]. Again we parametrize the coefficients
as local coordinates of the corresponding symmetric spaces. In fact
must have the same grading as the symmetric space, but we were able to apply additional reductional requesting
, see eq. (6.11) below. Thus we formulate the typical MNLS equations related to the four classes of symmetric spaces.
In
Section 7 we derive the one soliton solutions of MNLS. Again, like in
Section 5, we treat separately the MNLS related to A.III type symmetric spaces, because the corresponding FAS have only two involutions. The MNLS related to C.I and D.III symmetric spaces possess three involutions; the corresponding linear equations are similar to the ones for the class of
N-wave equations, but the solutions are different. The symmetric spaces of BD.I class are treated separately, because their typical representation is provided by
block matrices, so many of the calculations are indeed different. At the end of this Section we derive the soliton interactions for the BD.I class of MNLS [
41]. More precisely we use the asymptotic of the dressing factor for
applying it to the two-soliton solution in order to calculate the center-of-mass and the phase shifts of the solitons.
In
Section 8 we introduce the resolvent of the Lax operators in terms of the FAS. The diagonal of the resolvent after a regularization can be expressed in terms of the solution of the RHP by
; here by 'hat' we denote the inverse matrix. It can be viewed as generating functional of the integrals of motion.
We end the paper by discussion and conclusions. Some technical aspects in the calculations such as the structure of the symmetric spaces, and the root systems of the simple Lie algebras as well as the Gauss decompositions of the elements of the simple Lie groups are given in the appendices.
5. Parametrizing the RHP with canonical normalization
An important tool in our investigation is the theory of the simple Lie algebras and the methods of their gradings.
The reason to limit our selves with the simple Lie algebras is due to the fact, that we need to have unique solution of the inverse spectral problem of the Lax operator. The mapping between the potential and the scattering matrix for generic, linear in
operators have been studied using the Wronskian relations [
10,
30,
63]. They require the existence of a non-degenerate metric. A metric, characteristic for the Lie algebras is the famous Killing form, which is non-degenerate for the semi-simple Lie algebras. In fact we will limit ourselves by considering only the simple Lie algebras.
We will limit ourselves also by considering only two families of NLEE. The first family is known as the
N-wave equations, discovered by Zakharov and Manakov [
131], see
Section 2.1 above. Typically they contain first order derivatives in both
x and
t and quadratic nonlinearities. In this Section we will describe a new class of
N-wave equations whose Lax operators are both quadratic in
[
36,
52]. We will see, that they have higher order nonlinearities.
The second family of NLEE we will focus on are the multi-component NLS (MNLS) equations. It is well known that they are related to the symmetric spaces [
21]. Their Lax operators will also be quadratic in
, so they will be multicomponent generalizations of the derivative MLS eq. [
81] and GI equations [
19,
20,
42,
58].
5.1. Generic parametrization of the RHP with canonical normalization
We can introduce a parametrization for
using its asymptotic expansion:
Obviously, if we want that
be elements of a simple Lie group
, then the coefficients
must be elements of the corresponding simple Lie algebra
. In addition we request that
provides local coordinates of the corresponding homogeneous space. Besides, the solution
is canonically normalized, because
The most general parametrization of requires that are generic elements of the algebra . However such approach has a disadvantage: the corresponding NLEE involve too many independent functions. There are two ways to avoid it: first, we can fix up the gauge of the Lax operators; second we can and will impose reductions of Mikhailov type. Typically we will fix the gauge by requesting that the leading terms in the Lax operators are chosen as diagonal constant matrices, i.e. constant elements of the Cartan subalgebra . Another important issue is to explain how, using from eq. (5.1) we can parameterize any generic Lax pair related to that RHP.
Let us choose, following the ideas of Gel’fand and Dickey
where the subscript + means that we retain only the non-negative in
terms in the right hand sides of (5.3) and explain how one can calculate
and
. First, we remind that since
and
, then both
. From the general theory of Lie algebras we know that
where
,
etc. The first few coefficients in these expansions take the form:
Thus we see that
and
are parameterized by the first few coefficients
.
Another formula from the general theory of Lie algebras which we will need below is:
In general:
The first few coefficients are:
The effectiveness of the general form of the Lax pair (5.3) follows from the relation which is easy to check:
because the matrices
K and
J are diagonal. Therefore, the commutator
must contain only negative powers of
.
In addition we may impose on
Mikhailov type reductions. Each of them uses a finite order automorphism, which introduces a grading in the algebra
. Below we will use several types of
-reductions based on automorphisms of order 2 of the Lie algebra:
compare with (4.3). The last reduction
is typical for Lax operators which are quadratic in
.
Another important
reduction is provided by the Cartan involutions
, which determines the hermitian symmetric spaces [
67] and acts on
as follows:
5.2. The family of N-wave equations with cubic nonlinearities
If we generalize to Lax pairs quadratic in
we find:
where
,
,
Q again belong to a simple Lie algebra
,
J and
K are constant elements of
. Examples of
N-wave type equations will be given below; here we just note that they contain first order derivatives with respect to
x and
t and cubic (not quadratic) nonlinearities with respect to
.
Below we will impose two types of Mikhailov reductions:
where
and
,
. In particular for the
n-wave equations (see eqs. (2.3) and (2.1), (2.2)), we get
and
J and
K must be real. For the FAS and the scattering matrix these reductions give:
see [
36,
52].
First we will derive the
N-wave equations in general form; then we will illustrate them by a couple of examples. Using the generic parametrization (5.1) we obtain:
The compatibility condition in this case is:
It must hold identically with respect to
. It is easy to check that the coefficients at
and
vanish. Some more efforts are needed to check that the coefficient at
:
also vanishes identically due to the proper parametrization of
U and
V. The compatibility conditions must hold identically with respect to
. The first three of these relations:
are satisfied identically due to the correct parametrization of
. In more details
The last two coefficients at
and
vanish provided
and
satisfy the following
N-wave type equations:
Note, that while
and
are linear in
,
and
are quadratic in
. Therefore the nonlinearities in this
N-wave equations are cubic in
.
We assume that the root system of
is split into
, such that
We also denote positive and negative roots by a plus or minus superscript. Then considering (5.12) we must have:
It is easy to check that this choice of
is compatible with the following two involutions of the RHP
which means that
Example 1 (6-wave type equations:
)
. The involution is given by
The corresponding NLEE ensure that the coefficients at and also vanish. These give:
where and
Example 2 (4-wave type equations:
)
. The involution is given by
We first choose the potentials , , J, K and the involution as follows:
It is easy to check that and , and consequently the FAS of (5.11) satisfies . The corresponding equations (5.20) become:
5.3. The main idea of the dressing method
In this section we will generalize Zakharov-Shabat dressing method [
134,
135] for the quadratic pencils. We will start with the simplest possible form of the dressing factor which generates the one-soliton solutions. We do this for two reasons. The first one is that due to the additional involutions inherent in the quadratic pencils the dressing factors for the one-soliton solutions require solving block-matrix linear equations. The other reason is that we will be able to calculate the asymptotics of the one-soliton dressing factors which will allow us to study the soliton interactions for the corresponding NLEE. The
N-soliton solutions can be derived either by repeating
N-times the one-soliton dressing or by considering dressing factors whose pole singularities determined by
,
. In this case one has to solve much more complicated block-matrix linear equations.
In order to avoid unnecessary repetitions of formulae we will introduce the notations for the 'naked' and one-soliton solutions FAS of the Lax pairs.
where
and
are the Lax pair whose potentials
and
are vanishing. By
and
we denote the Lax pair whose potentials are provided by the one-soliton solutions of the corresponding NLEE. Each time from the context it will be clear which specific La pair we are considering.
For the
N-wave systems the 'naked' FAS are given by:
while for the NLS-type equations
where the dressing factor
will be calculated below for each of the relevant cases. The specific form of
J and
K in (5.34) depends on the specific choice of the corresponding homogeneous space. Likewise the specific form of
J in (5.35) is determined by the choice of the relevant symmetric space.
Each dressing factor is a fractional linear function of the spectral parameter
. As such we will use:
Indeed,
comes up naturally due to the symmetry
. By
we denote constants such that
; i.e
. As we shall see below
,
and their hermitian conjugate determine the discrete eigenvalues of
.
The generic form of the dressing factors is the same for both types of NLEE considered above. If we impose only types of symmetries on
L and
M, such as:
and similar relations for
. Here
is constant diagonal matrix such that
. Then
must satisfy:
then
and its inverse have the form
Here the 'polarization' vectors , , and determine the residues of u and . These residues for the one-soliton case will be evaluated explicitly below for each of the NLEE we consider.
5.4. Dressing of N-wave equations: two involutions
We start with the
N-wave type on homogeneous spaces with two involutions. Using the equations (5.33) we derive the following equation for the dressing factor:
which also must hold identically with respect to
. This can be verified by taking the residues of the left hand sides of (5.40) for
and equating them to 0. This gives:
from which one easily finds, see e q. (5.34):
Similarly, we can use the equation satisfied by
which reads:
Putting the residue of (5.43) at
to 0 we get:
The result is, see eq. (5.34):
Remark 7. We note that the vectors , , and are constants, which must satisfy the (5.38). Due to the same reductions we must also have . We have also chosen to be constant diagonal matrix whose matrix elements equal .
Thus, if we know the regular solutions
then we have derived explicitly the
x and
t dependence of the vectors
and
. In addition we know that
also must hold identically with respect to
. That means that the residues:
must vanish. Inserting
u and
from eq. (5.39) we obtain the equations:
In the specific calculations below we will use more convenient notations, namely:
where
and
. The functions
and
are linear functions of
x and
t; for each specific example they will be given explicitly.
The last step we need to do is to determine the corresponding singular potentials
and
. To this end we come back to the equation (5.40) for the dressing factor and study its limit for
. Its left hand side is a quadratic polynomial of
. Skipping the details we obtain:
We we put
we get simplified expression for the one-soliton solution:
More explicit expressions for
and
in terms of hyper-trigonometric functions will be given below for each of the examples.
Example 3 (One soliton solutions,
case)
. The Lax representation in that case is provided by the operators (5.11) where J, K, and are given by (5.26). The 'naked' polarization vectors (5.42) and (5.45) become:
Taking into account the typical hermitian reduction of L and M we find and . The dressed polarization vectors defined by (5.47) are equal to:
They also satisfy . Therefore
where and . In addition
5.5. Dressing of N-wave equations: three involutions
Here we will consider only the cases, when the two above involutions are combined with condition that
or
. Then the dressing factors take the form:
where
. Inserting
into (5.57) we get:
Since the dressing factor is mapping a regular solution to the RHP into a singular solution of the same problem, it must satisfy the reductions (5.24), i.e
In addition one can check that the conditions:
are identically satisfied. The second condition in (5.60) ensures that
belongs to the orthogonal group if
; for
belongs to the symplectic group.
Note that the new dressing factors and their inverse satisfy the same differential equations (5.40) and (5.43) respectively. These equations must be satisfied identically with respect to . This means that all the residues of these equations at the poles of u and must vanish.
Thus we obtain the generalizations of eqs. (5.45) and (5.42) for the three involutions case:
where
,
,
and
are constant polarization vectors. We assume that we know
which are related to the regular solutions of the RHP. Typically they correspond to vanishing potentials
and
; thus we must have:
In addition we need to ensure that the expressions for
and
hold identically with respect to
. The presence of the third involution makes this problem more difficult, because these expressions have second order poles at the points
. It is easy to see that these residues simplify to:
Remember that these vectors depend on
x and
t and the conditions (5.63) must be identities. But we also know that these polarization vectors must satisfy (5.61). Therefore we have:
The proof that all other scalar products in (5.63) are
x and
t independent is done similarly. Thus the conditions (5.63) in fact impose restrictions only on the initial polarization vectors:
The last condition that is imposed on the polarization vectors comes from eq. (5.59) and reads
Taking the residues at
leads to
i.e., transposing the first of the above equations we find:
By the way,
, so
Thus eq. (5.68) is rewritten as:
where the block matrices
and
are given by:
The inverse of the matrix in the right hand side of eq. (5.69) is given by:
and
i.e., we introduce the relations and the notations
Using the fact that
S and
commute we can simplify the matrix in (5.71) into:
where
Thus we find the following expressions for
and
in terms of
and
:
It remains to calculate the potentials. To this end we rewrite eq. (5.40) in the form:
where we have assumed
and
. Taking the limit
of (5.77) we obtain:
where
Figure 5.
One soliton solution for the 6-wave equations: (blue), (red), (green) and (yellow) on the left panel; (green) and (red) are on the right panel. All functions are evaluated for . The values of the parameters are , , , , , .
Figure 5.
One soliton solution for the 6-wave equations: (blue), (red), (green) and (yellow) on the left panel; (green) and (red) are on the right panel. All functions are evaluated for . The values of the parameters are , , , , , .
Example 4 (One soliton solutions,
case)
. We start with the 'naked' polarization vectors:
where . In addition the constant polarization vectors must satisfy eqs. (5.64). For convenience we choose the following parametrization of , , and :
where the real constants , , and satisfy the relations:
With polarization constants the relations (5.64) are automatically satisfied; in addition the relations (5.66) are also satisfied. With these notations for the scalar products of the 'naked' polarization vectors we obtain:
The 'dressed' polarization vectors:
where
Note that are real constants. Skipping the details we find:
where , provided in general by eq. (5.75) now takes the form:
Thus we obtain the dressed polarization vectors as follows:
where
It remains to use eq. (5.78) and calculate the corresponding one-soliton solutions of the 4-wave NLEE (5.31) and (5.32). The result is:
and
6. MNLS family and symmetric spaces
We already pointed out the importance of the seminal paper of Fordy and Kulish [
21] for the NNLS equations. Each symmetric space is generated by a Cartan involution [
67], which determines the principal symmetry for the Lax pair and for the solution of the RHP. For this family of NLEE it will be more convenient to use another parametrization of
:
This is similar to the parametrization in (5.1), however now each of the coefficients
provides local coordinates for the relevant symmetric space. The typical reduction here is to assume that
is anti-hermitian:
In the appendix we briefly describe the root systems of the simple Lie algebras, as well as the Cartan involutions that generate the corresponding Hermitian spaces. We remind that the Cartan involution is determined by a special element of the Cartan subalgebra
. By
we will denote the vector in the space
which is dual to
J. Using
we can split the positive roots
of
into two subsets:
Below we specify the Cartan involutions for the four classes of Hermitian symmetric spaces and their realizations as factor groups:
in A.III case
. The corresponding vectors
and the subsets of roots
are given by:
where
.
The Cartan involution splits the root system
of the relevant simple Lie algebra into two subsets:
In the appendix we will briefly describe the roots systems and the Cartan involutions corresponding to these symmetric spaces. Here we just note that for the A.III, C.I and D.III symmetric spaces we can introduce local coordinates, which in the typical representation is given by block
matrices:
Indeed, for the A.III type symmetric spaces the blocks
and
may be arbitrary, apart from the fact that they must be hermitian conjugate to each other. For the symmetric spaces of type C.I and D.III these blocks must be constrained in such a way that the corresponding matrix
must be an element of the
or
algebra.
The fourth hermitian symmetric space is
has different block-matrix structure. In this case we a dealing with the root system of
algebras and the Cartan involution is provided by
J which is dual to
. As a result we have:
As a result, in the typical representation the local coordinates are provided by a
block matrices
with the following structure:
For these reasons we will consider separately these two types of symmetric space.
Here we assume that the exponent
provides the local coordinates of the corresponding hermitian symmetric space; we also assume that it is an odd function of
. In short:
Note that if we evaluate the exponential in (6.11) we will have two types of terms. The even powers of
will be block diagonal matrices which are even functions of
; the odd powers of
will be block-off-diagonal matrices which will be odd functions of
. As we shall see below, this will give us more 'economic' way for the MNLS equations. Indeed, the equations that we will derive will be parametrized solely by the coefficients of
. In addition we have additional symmetry due to the fact that
and
. This means that
Let us now consider Lax operators which are quadratic in
, e.g. (2.28). The construction of their FAS is outlined in Subsection 2.4 above. Obviously the solutions
and
of the equations (2.33) are analytic for
and
respectively. This means that now
is analytic in the first and third quadrant of the complex
-plane, while
is analytic in the second and the third quadrant, see
Figure 1.
6.1. Lax pairs on symmetric spaces. Generic case
We start with the realization of Cartan involution which are convenient for Lax pairs. Here we assume that the reader is familiar with the theory of simple Lie algebras
and their root systems [
67,
87]. We already mentioned above that the Cartan involution is determined by the Cartan subalgebra element
J which provides the leading terms of the operators in the Lax pair. Below we will assume that
L is quadratic in
; then
M must be a quartic polynomial of
:
This Lax pair has the form of (5.3), only now
. Therefore
for
. Then the compatibility condition takes the form:
and equate to zero the terms with the different powers of
. It is easy to check that the terms at
,
and
vanish identically. The rest of the terms are given by:
where we used the traditional
. The first two of the above equations allow us to express
and
in terms of
Q and
.
Here we assume that functions
,
,
belong to the simple Lie algebra
;
J is a constant elements in the Cartan subalgebra
. The classification of all symmetric spaces, and therefore, of all possible Cartan involutions has been done by Cartan more than a century ago and can be found in many monographs, see e.g. [
67]. The Cartan involution introduces a
-grading in
, i.e.
Let us assume that
and
. Then:
In particular this means that the Cartan involution splits the roots system
into two subsets, which are determined by the choice of
J:
In particular this means, that the generic elements
and
take the form:
The Cartan involution can be realized as a similarity transformation by the Cartan subgroup element
which acts on
X and
Y above by:
Therefore the imposed reduction can be written as:
Note that this is in agreement with the chosen parametrization (5.1).
Remark 8. Note that the mapping maps and ; as a result its preserves the analyticity regions of both and . The mapping maps and , i.e. it maps the analyticity region of into the analyticity region of .
6.2. NLEE on symmetric spaces: A.III
We will limit ourselves with the Hermitian symmetric spaces, see [
67] and [
118].
Here we will consider multicomponent derivative NLS-type (DMNLS) equations [
81,
123] and multicomponent GI (MGI) equations [
42,
58]. Note that the RHP for the DMNLS equations is not canonically normalized which requires slight modifications in applying the dressing method. However DMNLS and MGI equations are gauge equivalent.
For
L linear in
we get the well known multicomponent NLS equations, see [
21]. For the symmetric spaces of the types A.III, C.I and D.III the Cartan involution is fixed up by the choice of the matrix
J which takes the form [
67]:
The coefficients of the Lax operators are:
The first of the equations in (6.15) is satisfied if
Comparing this expression for
with the one from (6.23) we find that
Inserting
into the expression for
in (6.23) we find:
The corresponding MNLS is obtained from the third of the equations (6.15). Taking into account that
and
we obtain the MNLS in the form:
If we put
the equations obtain more familiar form:
It remains to analyze the last of the equations (6.15). To this end we need:
Then the last of the equations (6.15) become:
It is easy to check that eq. (6.29) directly follows from (6.27).
Up to now in this subsection we treated the matrix
as generic
rectangular matrix. However below we would like to outline the special case: the vector NLS known also as the Manakov model. Then
and the number of vector components
1 can be any:
6.3. MNLS equations related to D.III and C.I symmetric spaces
Eq. (6.28) provides the NLEE related to the A.III type symmetric spaces. Similar considerations may be applied to other two classes of symmetric spaces: D.III and C.I. Indeed the block structure of the Lax pair for these two classes of symmetric spaces is the same as the one of (6.23) and
J has the form of (6.22) where the unit matrices
have equal dimensions
N. The substantial difference between these symmetric spaces is in the fact that they are subject of additional reduction. Indeed, for D.III we must require that
which means that they must satisfy in addition (see [
16]):
Therefore
and
For C.I type symmetric spaces we must have
which means that
Therefore
and
The reasons for such choice of the definitions of the algebras
and
is that the Cartan subalgebras are represented by diagonal matrices. The explicit form of
and
are given in [
16], see also the Appendix.
For example, the NLEE related to the symmetric spaces C.I and D.III related to
and
respectively are obtained by inserting into the equation below:
the following matrices for
:
In both cases such substitutions into (6.28) can be viewed as special reductions to 6-component MNLS. Of course these MNLS can not be equivalent since they are related to non-isomorphic symmetric spaces. The parametrizations in eq. (6.36) have been obtained using the Cartan-Weyl basis given in Appendix A.
6.4. MNLS related to BD.I-type symmetric spaces
The basic parametrization for BD.I which is isomorphic to
has different block matrix form from the one for A.III, namely:
Here the matrices are
, while
are
-component vectors; this fixes up the block-structure of the matrices in this subsection. We also introduce
where
We have used the following notations above:
The potentials are:
Since
the first of the equations (6.15) gives:
which in components give:
The second equation in (6.15) is identically satisfied as a consequence of (6.45).
Finally the equations of motion:
Since in addition we put
we get [
38]:
One can check that the second equation in (6.46) holds identically as a consequence of (6.47).
9. The resolvent and spectral properties of Lax operators
In this Section following [
32] we briefly address the spectral properties of the Lax operators. We intend to demonstrate that the notion of the resolvent introduced in [
32] for the generalized Zakharov-Shabat systems can be naturally extended to the class of quadratic pencils that we have studied above.
Below for simplicity we assume that the function (5.1) which introduces the parametrization of the RHP is a smooth matrix-valued function of x satisfying the following conditions:
-
C.1
possesses smooth derivatives of all orders with respect to
x and falls off to zero for
faster than any power of
x:
-
C.2
is such that the corresponding RHP has finite index. For the class of RHP that we have been dealing with this means that the solution of the RHP must have finite number of simple zeroes and pole singularities.
Remark 9. Let us assume that the zeroes and the pole singularities of (resp. ) are located at the points (resp. at ). Taking into account the symmetries of the FAS (5.14) we conclude that:
-
1.
if is a zero or pole of , then there must exist which is also a zero or pole of ;
-
2.
if is a zero or pole of , then there must exist which is also zero or pole of .
-
3.
if is a zero or pole of , then there must exist which is a zero or pole of .
Choosing proper enumeration of the zeroes and poles we can arrange them so that , , , , , and , .
The FAS of
which are related to the solution of the RHP by
allow one to construct the resolvent of the operator
L and then to investigate its spectral properties. By resolvent of
we understand the integral operator
with kernel
which satisfies
where
is an
n-component vector function in
with bounded norm, i.e.
.
From the general theory of linear operators [
5,
17] we know that the point
in the complex
-plane is a regular point if
is the kernel of a bounded integral operator. In each connected subset of regular points
must be analytic in
.
The points which are not regular constitute the spectrum of . Roughly speaking the spectrum of consist of two types of points:
i) the continuous spectrum of consists of all points for which is an unbounded integral operator;
ii) the discrete spectrum of consists of all points for which develops pole singularities.
Let us now show how the resolvent
can be expressed through the FAS of
. Here and below we will limit ourselves with Lax operators
L which are quadratic pencils of
and have the form (5.3) (i.e.
). Assuming that the eigenvalues of
J are different and real we can always order them so that
In
Section 2 above we constructed the FAS of such operators. Using them we can write down
in the form:
the kernel
of the resolvent is given by:
where
where
is the number of positive eigenvalues of
J, see (9.2). Due to the condition
,
is fixed up uniquely.
The next theorem establishes that is indeed the kernel of the resolvent of .
Theorem 3. Let satisfy conditions (C.1) and (C.2) and let be the simple zeroes of the solutions of the RHP. Let and let be defined as in eq. (9.5). Then:
-
1.
will be FAS of a quadratic pencil of the form (5.11) whose coefficients will be expressed through as in (5.15).
-
2.
is a kernel of a bounded integral operator for ;
-
3.
is uniformly bounded function for and provides a kernel of an unbounded integral operator;
-
4.
satisfy the equation:
Idea of the proof.
is obvious from the fact that are the FAS of (5.11). It is also easy to see that if satisfies conditions (C.1) and (C.2) then and will also satisfy condition C1. In addition obviously will satisfy condition C2 and will have poles and zeroes at the points , see Remark 9.
-
Assume that
and consider the asymptotic behavior of
for
. From equations (5.11) we find that
We use the fact that has triangular asymptotics for and (see eq. (2.38)). With the choice of (9.5) we check that the right hand side of (9.7) falls off exponentially for and arbitrary choice of y. All other possibilities are treated analogously.
For the arguments of 2) can not be applied because the exponentials in the right hand side of (9.7) only oscillate. Thus we conclude that for is only a bounded function of x and thus the corresponding operator is an unbounded integral operator.
The proof of eq. (9.6) follows from the fact that and
If the algebra then and its inverse do not have common poles. In this case condition C2 is valid also for . However this is not true for the orthogonal or symplectic algebras; in this case may have poles of second order, which require additional care.
Now we can derive the completeness relation for the eigenfunctions of the Lax operator
L by applying the contour integration method (see e.g. [
2,
46,
47]) to the integral:
where the contours
are shown on the
Figure 10. The idea is to calculate
first using the Cauchy residue theorem. Taking into account that the contours
and
are positively oriented, while
and
are negatively oriented we obtain:
We can also evaluate
integrating along the contours. The integration along the real and purely imaginary axis provides the contribution coming from the continuous spectrum of
L. The integration along the infinite arcs of the contours can be evaluated explicitly. To this end we use the fact that
are canonically normalized we find:
Adding these two answers and using the definitions of
we find
Equating the two answers for
we find the following completeness relations for the FAS of
L:
Figure 10.
The contours of the related Riemann-Hilbert problem .
Figure 10.
The contours of the related Riemann-Hilbert problem .
This relation (9.14) allows one to expand any vector-function
over the eigenfunctions of the system (5.11). If we multiply (9.14) on the right by
and integrate over
y we get:
where the expansion coefficients are of the form:
Corollary 3. The discrete spectrum of the Lax operator (5.11) consists of the poles of the resolvent which are described in Remark 9.
Remark 10. Here we used also the fact that all eigenvalues of J are non-vanishing. In the case when one (or several) of them vanishes we can prove completeness of the eigenfunctions only on the image of which is a subspace of .
Remark 11. The authors are aware that these type of derivations need additional arguments to be made rigorous. One of the real difficulties is to find explicit conditions on the potentials and that are equivalent to the condition (C.2). Nevertheless there are situations (e.g., the reflectionless potentials) when all these conditions are fulfilled and all eigenfunctions of can be explicitly calculated. Another advantage of this approach is the possibility to apply it to Lax operators with more general dependence on λ, e.g. polynomial and rational.
10. Discussion and conclusions
Our idea is to remind some of the old papers which were milestones in the past, but for various reasons tend to be forgotten. Another motivation to do this is our intention to generalize these results for quadratic pencils and pencils of higher degrees.
Of course. many of the results we mention below were first introduced for the GZSh system. One of the important results is the resolvent for the Lax operator
L [
29,
32,
33] expressed in terms of the FAS. Combined with the contour integration method it allows one to to construct the spectral decompositions of
L. They also allow one to prove that the poles and zeroes of FAS provide the discrete eigenvalues of
L. Rigorous proofs would hardly be possible with these methods, but their importance is in the fact that can be applied to wide class of non-self-adjoint Lax operators.
In the Introduction we already listed a number of results about the interpretation of the ISM as GFT and ISM for the GZaSha systems. Our comment on it is that this idea can be generalized also for the quadratic pencils considered as Lax operators above. We intend to continue the idea in our next publications. Of course it will have its versions for the homogeneous as well as for the symmetric spaces.
The initial ideas that we have extended above for quadratic pencils have been developed before by other influential scientists, see some of theirs reviews and monographs [
18,
32,
33,
63,
70,
71,
91,
101,
104,
130]. It is important to note that these ideas are applicable also to discrete evolution equations as Ablowitz-Ladik system [
3,
43].
Another important approach to integrable NLEE has been developed by Shabat, Mikhailov, Yamilov, Svinolupov et al, see [
98,
99,
101,
138]. It allows one to derive systems of equations that possess higher symmetries, or higher integrals of motion. Lately this method has been used by Zhao [
138], who covered all integrable systems in two independent functions. Some of these equations were shown to possess Lax representations related to the twisted Kac-Moody algebras [
54].
Special attention must be paid to the NLEE with deep Mikhailov reduction groups, like
and
. Typically by
h we denote the Coxeter number of the corresponding simple Lie algebra. Here we include the families of KdV and MKdV eqs., as well as 2-dimensional Toda field theories [
4,
49,
50,
51,
55,
79,
80,
97,
102,
103] as well as some Camassa-Holm type eqs. [
11,
44,
66,
68,
69,
75,
76].
Kulish-Sklyanin system, or in other words the 3-component NLS related to the BD.I symmetric space has important applications to the spin-1 Bose-Einstein condensate, see [
23,
24,
34,
38,
41,
60,
61,
72,
73,
84,
85,
105,
113,
114,
115,
116,
117,
124,
116]. Using the dressing method in [
35,
41] we calculated the limit of the dressing factor for
. This allowed us to describe the soliton interactions, i.e. to calculate the center-of-mass and the phase shifts in the soliton interactions.
In our final remarks we mention the generalizations to
dimensions [
48,
62,
83,
93], the MNLS related to spectral curves [
6,
11,
77,
109,
110,
111,
112] and the hierarchies of Hamiltonian structures. It is known that one can relate Poisson brackets on the quadratic pencils which, along with the integrals of motion allow one to interprete the NLEE in the hierarchy as Hamiltonian equations of motion. Such Poisson brackets have been introduced for the
polynomial pencils by Kulish and Reyman [
86]. Of course they allow generalization to any semi-simple Lie algebra. We already mentioned that for the generalized Zakharov-Shabat systems this has been already done. In fact the spectral theory of the recursion operators has been constructed which generate all NLEE along with its Hamilton formulation. For the quadratic pencils the recursion operators have not yet been constructed; we hope that this problem will be solved soon.