Lax Pair Covariance and Integrability of Compatibility Condition S. B. Leble, 1 0 Faculty of Applied Physics and Mathematics 0 2 Technical University of Gdan’sk, n ul. G.Narutowicza, 11/12 80-952, Gdan’sk-Wrzeszcz, Poland, a J email [email protected] 7 1 and Kaliningrad State University, Theoretical Physics Department, ] I S Al.Nevsky st.,14, 236041 Kaliningrad, Russia. . n i l n Abstract [ 1 We continue to study Lax (L-A, U-V) pairs (LP) joint covariance with respect to v Darboux transformations (DT) as a classification principle. The scheme is based on a 8 2 comparison of general expressions for the transformed coefficients of LP and its Frechet 0 derivative. We use the compact expressions of the DT via some version of nonabelian 1 Bell polynomials. It is shown that one more version of Bell polynomials, so-called 0 1 binary ones, form a convenient basis for the invariant subspaces specification. Some 0 non-autonomous generalization of KdV and Boussinesq equations are discussed in the / n context. Tryingto pick up restrictions at minimal operator level we consider Zakharov- i l Shabat - like problem . The subclasses that allow a DT symmetry (covariance at the n LP level ) are considered from a point of view of dressing chain equations. The case : v of classic DT and binary combinations of elementary DT are considered with possible i X reduction constraints of Mikhailov type (generated by an automorphism). Examples of r Liuville - von Neumann equation for density matrix are referred as illustrations . a 1 Introduction IfapairoflinearproblemsissimultaneouslycovariantwithrespecttoaDT,itgeneratesBack- lund transformations of the corresponding compatibility condition. In the context of such integrability the joint covariance principle [1] may be considered as a classification scheme origin. In this paper we examine realizations of such scheme looking for possible covariant form and appropriate basis with a simplest transformation properties. It is important to note that the proof of the covariance theorems for the linear operators incoporates the so-called (generalized) Miura transformation having the form of (generalized) Riccati equation. We give and examine here the explicit form of the equality in both general and stationary case, look [2] as well. It gives additional nonlinear equation that is automatically solved by DT theory and used for generation of t-chain equations [3]. We show how the form of the covari- ant operator may be found while some kind of Frechet derivatives of the operator coefficients and the transforms are compared. Further, it is clear that the choice of DT type defines the class of covariant operators. The ”classic” DT generalization for the polynomials of a differentiation operator results in transformation formulas first obtained in Matveev papers [4], the form of DT we use below is from [2]. It is also possible to do it in an abstract way: i.e. to define elementary DT (eDT) for any projector (idempotent) element in a differential ring or module [2]. The abstract differentiation is naturally included in the scheme [1]. The appropriate Zakharov - Shabat (ZS) problem which contains some elements as ”potentials” and ”wave functions” (WF) is studied. The results open the way for DT theory applications in arbitrary matrix dimension (including infinite - dimensional or strictly operator case). It is shown [6] that the sequence of n such transformations in n×n matrix case with usual differentiation by a parameter give the standard dressing formulas of ZS problem [7] . In refs. [8], [6] eDT for direct and conjugate problems were used to obtain the binary DT (bDT) for matrices and in [9] - for three projectors with applications to N-wave interaction, a step from [5] upto the general case [10]. The symmetric form of the resulting expressions for potentials and wave functions (WF) make almost obvious the heredity of reduction restric- tions [8] and underlying automorphisms [11] of a generic ZS problems. In [12] an application to some operator problem (Liuville - von Neumann equation) is studied. In the Sec. 2 we examine the general non-Abelian version of the operator transformations constructed by means of the above-mentioned Bell polynomials generalization. The resulting transformation formulas do not contain double summation that is convenient for the further analysis as in the context of classification as on the way of dressing chain reformulations [13], [14], [15] and solution generation. In the last part of the Sec. 2 we list few such polynomi- als. We show then the equation for the intermediate (sigma) function that naturally appear during the Darboux theorem proof. This equation generalizes Riccati equation (Miura trans- formation) for the celebrated KdV theory for general dynamics - it may be called generalized Burgers equation. In the next Sec 3 we concentrate our attention on the algorithmic derivation of Lax pairs starting from the idea of covariance. We use more simple nonabelian case to show main features of the scheme. The point we demonstrate is based on a comparison of the formal Taylor expansion of the transformed operator (by means of Frechet derivative notion) of a Lax pair and its formal DT expression. The comparison gives differential equations which solutions produce the explicit expressions for the Lax pair coefficients. Sec 4 introduces binary Bell polynomials and study the transformation of them via the differential forms incorporated. We also prove invariance of some combinations of such BBP with respect to DT. Next section starts from covariance of generalized ZS equation. Two versions of dressing chain are constructed for stationary spectral problems with nonabelian spectral parameter. We are trying to pick up relations that do not depend on matrix representation [17]. Simple examples are studied by closures of the chain equations on the operator level. The section 6 is devoted to the nonabelian Laxpairs fromthe point of view of bDTcovari- 2 ance. The Abelian version of binary transform (commuting ”matrix elements”) reproduces results of the dressing method based on the matrix Riemann-Hilbert problem [7]. Here we mainly treat the dressing chain equations, sending readers to [18], where the equation −iX = [X,h(X)], (1.1) t h(X) - analytical function, is studied. Further generalizations for essentially nonabelian functions (e.g. h(X) = XA + AX,[A,x] 6= 0, [12]) are considered in [19], where abundant set of integrable equations is listed. The list is in a partial correspondence with [21], and give direct link to solutions via the dressing chains. The papers also contain examples of ”self-scattering solutions” with discussions of possible applications [20]. 2 Darboux transformations in terms of Bell polynomi- als. The solution of the problem of a polynomial linear differential operator left and right division produces a version of the Darboux theorem. The theorem was reformulated for the classical DT ψ[1] = Dψ −σψ, (2.1) in terms of some generalization of the BeIl polynomials [2] that give compact expressions for transformed coefficients of the operator. We reproduce here the results with links to further applications, namely with equations for the element ”σ” that appear inside the theorem proof. Let us start from the linear operator N L = a Dn, n n=0 X and the evolution equation (flow) ψ = Lψ. (2.2) t Here the operator D may be a differentiation by some variable and ψ is the derivative with t respect to another one (see [5] for generalizations). The transformation of the solutions of the equation is taken in the standard form (2.1), where σ = (Dφ)φ−1 with a different solution of (2.2) incorporated φ = Lφ. We would now promote the convenient formulation of Matveev t theorem [4] Theorem. The coefficients of the resulting operator N L[1] = a [1]Dn n n=0 X are defined by a [1] = a , N N 3 and for all other n, by N an[1] = an + [akBk,k−n +((Dak)−σak)Bk−1,k−1−n] (2.3) k=n+1 X that yields a covariance principle. It means that the function ψ[1] is a solution of the equation ψ [1] = L[1]ψ[1], t where L[1] has the same structure and order as L. The proof of this statement incorporates the equation that links σ and coefficients of the operator L. It may be derived inside a factorization theory [2] and will be useful further N σ = Dr +[σ,r], r = a B , (2.4) t k k k=1 X where B are nonabelian Bell polynomials (see, e.g. [22]). In the stationary case one has k σ = φ φ−1 −φ φ−1φ φ−1 = 0. (2.5) t xt x t The functions B are introduced in [2]. m,n We reproduce here the definition and some statements about them. Definition B (σ) = 1, n = 0,1,2,..., n,0 and recurrence relations Bn,k(σ) = Bn−1,k(σ)+DBn−1,k−1(σ), k = 1, n−1, n = 2,3,.... (2.6) Bn,n(σ) = DBn−1,n−1(σ)+Bn(σ), n = 1,2,.... define the generalized Bell polynomials B . m,n The following formula is extracted, n i Bn,n−k+1(σ) = Bn,n−i(σ)Di−kσ, k = 1, n, n = 0,1,2,...; k! i=k X n Bn+1(σ) = Bn,n−i(σ)Diσ, n = 0,1,2,... (2.7). i=0 X it gives the link between standard (nonabelian) Bell polynomials and the generalized ones: n B (σ) = B (v)Dn−iσ, n = 0,1,2,.... n+1 n,i i=0 X Evaluation of the first three generalized Bell polynomials by the definition gives n B (σ) = σ; B (σ) = σ2 +nDσ; B (σ) = σ3 +nσ′σ +(n−1)σDσ + D2σ; n,1 n,2 n,3 2! 4 3 Towards the classification scheme. Joint covariance of L-A pairs The basis of the formalism we introduce is elaborated starting from [1] and the compact formulas with the generalized differential (Bell) polynomials from the previous section. Note again, that it is valid for nonabelian entries as well, the coefficients a , solutions of the n equation (1) φ and ψ we consider as matrices or operators. Let us however start from the scalar case. Topreparetheexplicit expressions forsuchworkandshowdetailswewouldsetupacouple of examples of the theory. Let us deliver a very simple analysis for better understanding of the sense of the integrability notion we introduce. First of all we notice that the ”elder” coefficients, with n = N and n = N-1 are transformed almost trivially. It follows that in general the functions rather do not play the role of potentials or unknown functions for a nonlinear equation of a compatibility condition. If N=2, the general transforms (2.3) reduces to a [1] = a = a(x,t), 2 2 a [1] = a (x,t)+Da(x,t) 1 1 a [1] = a +Da (x,t)+2a(x,t)Dσ +σDa(x,t) (3.1) 0 0 1 Keep in mind that we touch hear only the scalar (abelian, more precise) case. One can see that the explicit form of the transformations really shows a difference between the coefficients a(x,t),a (x,t) that transform without solutions account and the a = u(x,t) to be an un- 1 0 known function of a forthcoming nonlinear equation that we call potential in the context of Lax (L-A-pair) representation. One may easily recognize the KdV case here. Namely when a = const,a = 0 , a plays the role of the only unknown function of the KdV equation. So 1 0 we may formulate an observation: The abelian case N = 2 is the first nontrivial example of covariantoperators set with coefficients a that depends only on x and additional parameter (say t) but its 1,2 transforms contain the only functions a , hence, to be called trivial. The transformation 1,2 (DT) for u is given by the last equation of (3.1) and depends on both a and solutions of 1,2 the equation (2.2) via σ. By the next order example we would show more details especially when pairs of operators are analysed simultaneously. Especially it is important when both operators are functions of the only potential. Let us take N = 3. b [1] = b , 3 3 ′ b [1] = b +Db 2 2 3 b [1] = b +Db +3b Dσ +σDb 1 1 2 3 3 b [1] = b +Db +σDb +(σ2 +(2Dσ))Db +3b (σDσ +D2σ) (3.2) 0 0 1 2 3 3 Consider (3.1) and (3.2) as coefficients of a Lax pair operators both depending on the only variable u simultaneously and suppose the coefficients of the operator are analytical 5 functions of u and its derivatives with respect to x. Now we change t → y and L → L in 1 the equation (2.2) corresponding to the case (3.1) and left the parameter t (L → L ) for the 2 case (2.5), forming a Lax pair ψ = L ψ. (3.3) y 1 ψ = L ψ. (3.4) t 2 To produce the KdV case generalization we go to a stationary in y solution of (3.3). φ = λφ, y where λ is a constant. Let us also recall the KdV case. Then the stationary version of (2.4) for N = 2 is 2 a B = c, n n 0 X that reads as σ2 +σ′ +u = c = const. (3.5) Note that the equation (2.5) for N = 3 is still valid for this σ = φ φ−1, if φ is a solution to x the Lax pair system (3.3,3.4). If in the equations of (3.2) we restrict ourselves by the case of b = 0 and b = b = const, we arrive at the second equation of the KdV Lax pair. 2 3 Next, returning to the general case and taking into account the triviality of b = b(x,t) 3 and b in the above-mentioned sense, the first non-trivial potential is 2 ′ b = F(u,u,...). (3.6) 1 Suppose further that the covariance principle is valid, or, in shorten arguments notations, we address to an equation for this function F. b [1] = F(u[1]) = F(u+Da +2aDσ +σDa) = F(u)+Db +3bDσ +σDb. (3.7) 1 1 2 Analyticity of F gives a possibility to use Taylor series expansion in the left side of (3.7) F(u[1]) = F(u)+F (2aDσ +Da +σDa)+F (...)+.... (3.8) u 1 Du In fact we compare the transform (3.7) with the Frechet differential (3.8) of the F. The equation holds identically if the coefficients by the σ,Dσ and the free term are the same. Introducing F = c(x,t) yields u 2ac = 3b, (3.9) or 3bu F(u) = . (3.10) 2a with additional conditions cDa = Db; (3.11) 1 cDa = Db (3.12) 6 Plugging c from (3.9) into (3.12), one go either to 3D(lna) = 2D(lnb) and, integrating, obtains b = a3/2c (t), (3.13) 1 or to Da = Db = 0. In the last case (3.12) is valid with arbitrary c, or independent b(t) and a(t). While (3.11) yields the equation for a for both cases 1 3Da == 2aDb/3b (3.14) 1 with arbitrary c (t). 1 Next conditions follow from the last equation of the system (3.2), i.e., if one introduces next analytical function G and denote ′ b = G(u,u,...), (3.15) 0 the transformed b gives 0 G(u+Da +2aDσ+σDa) = G(u)+G (Da +2aDσ+σDa)+G D(Da +2aDσ+σDa)+.... 1 u 1 Du 1 (3.16) The DT transformation formula for the potential u is obviously used. The DT for the last coefficient b , see (3.2), yields 0 b [1] = G(u)+Db +σDb +(σ2 +2(Dσ))Db+3bD(σ2/2+Dσ). (3.17) 0 1 2 We should account now the general version of the Miura transformation (3.5) that has the form 2 a B = u+a σ +a(σ2 +Dσ) = µ, n n 1 0 X by which we would express the σ2 in (3.17). Doing this and equalizing the expressions (3.16) and (3.17) yields 3bu D +σDb +((µ−u−a σ)/a+(Dσ))Db+3bD[(µ−u−a σ)/2a+(Dσ)] = 2 1 1 2a G (Da +2aDσ+σDa+G D(Da +2aDσ+σDa) (3.18) u 1 Du 1 The equation (3.18) gives for the coefficients: by D2σ G Du)2a = 3b, (3.19) ( by Dσ, taking (3.19) into account G 2a+9b(Da)/2a = Db−3ba /2a, (3.20) u 1 by σ 3b G Da+ D2a(x,t) = Db −a /a−3bD(a /2a), (3.21) u 2 1 1 2a and the free term is 3bu D +((µ−u)/a)Db+3bD[(µ−u)/2a] = G Da +3b(D2a )/2a. (3.22) u 1 1 2a 7 From (3.19) and (3.20) we express G : u G = Db/2a−3ba /4a2 −9b(Da)/4a2. (3.23) u 1 If G is nonzero, from (3.21) follows u 3b (Db/2a−3ba /4a2 −9b(Da)/4a2)Da+ D2a = Db −a /a−3bD(a /2a) 1 2 1 1 2a The free term (3.22) gives Db 3bDa Db 3ba 9bDa u +µ(Db/a− = ( − 1 − )Da (x,t)+3b(D2a )/2a. (3.24) 2a 2a2 2a 4a2 4a2 1 1 When u is linear independent from σ and derivatives, and we do not account higher terms in thr Frechet differential, the only choice Db = 0 kills the term with u, and (3.24) simplifies D2a −a (Da )/2a = 0. 1 1 1 The condition Da=0 as the corollary of (3.12) is taken into account. The equation (3.21) also simplifies Db −a /a−3b(Da )/2a = 0 2 1 1 and integration gives the expression for b . 2 Another possibility is G = 0. It gives 9b(Da)/2a = Db−3ba /2a instead of (3.23). The u 1 free term transforms as Db u +µ(Db/a−3bDa/2a2) = +3b(D2a )/2a. (3.25) 1 2a and by the same reasons gives the conditions Db = Da = 0. It further means a = 0 and, 1 finally, from (3.21), Db = 0. 2 Hence this case contain KdV equation with the possible a(t),b(t),b (t). 2 Remark 1. The results for one isolated equation (3.3) contain rather wide class of coefficients (in a comparison with the joint covariance of (3.3) and (3.4). Namely, the a,a 1 are arbitrary functions of x,t. It may be useful for construction of potentials and solutions (e.g. - special functions) for the linear Schr¨odinger and evolution equations of the one- dimentional quantum mechanics [23]. The KdV case may be described separately (denote further Df = f’): Guσ′ +Gu′σ′′ = 3b(1−a)u′/4a2 +3bσ′′/4a ′ ′ The only choice is possible, if we consider σ,σ ,u as independent variables G = 0, u Gu′ = 3b/4a ′ or, taking into account the condition of zero coefficient by u, a = 1, one arrives at ′ ′ G(u,u,...) = 3bu/4. 8 The result leads directly to one of equivalent Lax pairs for the KdV equation. Now we would consider the next natural example with interchanged equations defining a spectral problem and evolution. Hence we should start from the equation (3.3) for the third order spectral operator, using (3.4) as evolution with N=2. We would restrict ourselves by the case of b = 0 and the autonomous b = 1 , b = 2 3 1 const = b, b = u. The DT yields 0 ′ b [1] = b +3bσ (3.26) 1 1 ′ b [1] = b +b +3b(σ σ +σ ). (3.27) 0 0 1 x xx As it was shown by analysis of the third order operator, see (3.21-25), the covariant spectral problem has the form ψ +bψ +Gψ = λψ (3.28) xxx x The second (evolution) equation of the case is : ψ = −ψ −wψ (3.29) t xx If one consider (3.3)( specified in (3.26) and (3.27)) or (3.28,29) as the Lax pair equations both with coefficients depending on the only variable w. Suppose again that the coefficients of the operators are analytical functions of w and its derivatives (or integrals) with respect to x. If one wants to save the form of the standard DT for the variable w (potential) the analysis just similar to the previous example give for the constant α b = 3w/2+α. (3.30) Compare with the formula (3.25), or w[1] = w + 2σ . Then the transformation for the x potential w follows from the last equation of the system (3.27), i.e., G[1] = G+3w /2+3(σ2/2+σ ) . (3.31) x x x we see that further analysis is necessary due to the possible constraint (reduction) existence. Then, again similar to the previous case of KdV the covariant equations (3.27,28) are accom- panied by the following (Burgers) equation. σ = −(σ2 +σ ) −w (3.32) t x x x for the problem (3.28) and σ3 +3σ σ +σ +bσ +u = const, (3.33) x xx see (2.5), compare with (3.5) that was Riccati equation (stationary version) for the second order spectral problem corresponding to KdV. If one would use the equation (3.32) in (3.31), the time-derivative of w appear. Moreover, the further analysis shows that the case we study need to widen the functional dependence in u, namely we should include not only derivatives of w with respect to x, but integrals (inverse derivatives) as arguments of the potential. So, for the equation (3.28) let us introduce next analytical function G and denote G = G(∂−1w,w,w ,...∂−1w ,w ,w ,...), (3.34) x t t tx 9 the first terms of Taylor series for (3.34) read G(w+2σx) = G(w)+Gwx2σxx +G∂−1wt2σt +..., (3.35) where we show only terms of further importance. The DT transform (24) after substitution of (3.31) gives G(w)+3w /2+3(−σ −w )/2+3σ /2. (3.36) x t x xx Equalizing (3.36) and (3.35) one obtains Gwx = 3/4;G∂−1wt = −3/4, That leads to the exact form of the Lax pair for the Boussinesq equation from [2] for the choice of α = −3/4. Remark 2. As one could see we cut the Frechet differential formulas on the level that is necessary for the minimal flows. The account of higher terms lead to higher flows (higher KdV, for example). Remark 3Inthesecondexampleweobviouslyrestrictthedescriptionbytheautonomous case within the special choice of DT and do not consider the class of gauge equivalent equa- tions. The general case with account of higher derivatives will be presented elsewere in forthcoming publications. We would finish with the Theorem. The Darboux covariant Lax pair (3.3,4) with the stationary equation (3.3) where the operator L is given by (3.1) has the following coefficients: 1 a = a(t), 2 a = a (x,t), 1 1 is a solution of the equation Da −a2/4a = c (t) with arbitrary c , 1 1 2 2 a = u. 0 The evolution (3.4), which form is presented by (3.2), contains b = b(t), 3 b = a dx/a+3ba /2a, 2 1 1 Z b = 3b/2a, 1 b = −3ba u/4a2 +3b(Du)/2a. 0 1 The pair produce the generalization of the KdV equation L = [L ,L ] 1t 1 2 that is solved by standard DT. 10