Dispersionless Limit Research Articles

Theory of Stochastic Laplacian Growth

We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of different growth scenarios and prove that the most probable evolution is governed by the deterministic Laplacian growth equation. A potential-theoretical analysis of the growth probabilities reveals connections with the tau-function of the integrable dispersionless limit of the two-dimensional Toda hierarchy, normal matrix ensembles, and the two-dimensional Dyson gas confined in a non-uniform magnetic field. We introduce the time-dependent Hamiltonian, which generates transitions between different classes of equivalence of closed curves, and prove the Hamiltonian structure of the interface dynamics. Finally, we propose a relation between probabilities of growth scenarios and the semi-classical limit of certain correlation functions of "light" exponential operators in the Liouville conformal field theory on a pseudosphere.

Two-layer interfacial flows beyond the Boussinesq approximation: a Hamiltonian approach

The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite two-dimensional channel. The Hamiltonian structure of the averaged equations is obtained directly from that of the Euler equations through the process of Hamiltonian reduction. Long-wave asymptotics together with the Boussinesq approximation of neglecting the fluids’ inertia is then applied to reduce the leading order vertically averaged equations to the shallow-water Airy system, albeit in a non-trivial way. The full non-Boussinesq system for the dispersionless limit can then be viewed as a deformation of this well known equation. In a perturbative study of this deformation, a family of approximate constants of the motion are explicitly constructed and used to find local solutions of the evolution equations by means of hodograph-like formulae.

On first integrals of geodesic flows on a two-torus

For a geodesic (or magnetic geodesic) flow, the problem of the existence of an additional (independent of the energy) first integral that is polynomial in momenta is studied. The relation of this problem to the existence of nontrivial solutions of stationary dispersionless limits of two-dimensional soliton equations is demonstrated. The nonexistence of an additional quadratic first integral is established for certain classes of magnetic geodesic flows.

An exact solution for the Hawking effect in a dispersive fluid

We consider the wave equation for sound in a moving fluid with a fourth-order anomalous dispersion relation. The velocity of the fluid is a linear function of position, giving two points in the flow where the fluid velocity matches the group velocity of low-frequency waves. We find the exact solution for wave propagation in the flow. The scattering shows amplification of classical waves, leading to spontaneous emission when the waves are quantized. In the dispersionless limit the system corresponds to a 1+1-dimensional black-hole or white-hole binary and there is a thermal spectrum of Hawking radiation from each horizon. Dispersion changes the scattering coefficients so that the quantum emission is no longer thermal. The scattering coefficients were previously obtained by Busch and Parentani in a study of dispersive fields in de Sitter space [Phys. Rev. D 86, 104033 (2012)]. Our results give further details of the wave propagation in this exactly solvable case, where our focus is on laboratory systems.

Dispersionless Pfaff-Toda hierarchy and elliptic Löwner equation

We show that one-variable reductions of the Pfaff-Toda integrable hierarchy in the dispersionless limit are described by a system of coupled elliptic Löwner (Komatu-Goluzin) equations.

Deformations of non-semisimple Poisson pencils of hydrodynamic type

We study the deformations of two-component non-semisimple Poisson pencils of hydrodynamic type associated with Balinskiǐ–Novikov algebras. We show that in most cases the second order deformations are parametrized by two functions of a single variable. We find that one function is invariant with respect to the subgroup of Miura transformations, preserving the dispersionless limit, and another function is related to a one-parameter family of truncated structures. In two exceptional cases the second order deformations are parametrized by four functions. Among these two are invariants and two are related to a two-parameter family of truncated structures. We also study the lift of the deformations of n-component semisimple structures. This example suggests that deformations of non-semisimple pencils corresponding to the lifted invariant parameters are unobstructed.

New extension of dispersionless Harry Dym hierarchy

The symmetry constraint for dispersionless Harry Dym (dHD) hierarchy is derived for the first time by taking dispersionless limit of that for 2+1 dimensional Harry Dym hierarchy. Then, the dHD is extended by means of the symmetry constraint which we derived. From the zero-curvature equation of the new extended dHD hierarchy, two types of dHD equations with self-consistent sources (dHDESCS) together with their associated conservation equations are obtained. Moreover, the hodograph solutions to the first type of dHDESCS are given. Finally, Bäcklund transformation between the extended dispersionless mKP hierarchy and extended dHD Hierarchy are also constructed.

Elliptic parameterization of Pfaff integrable hierarchies in the zero-dispersion limit

We show that the dispersionless limits of the Pfaff-KP (also known as the DKP or Pfaff lattice) and the Pfaff-Toda hierarchies admit a reformulation through elliptic functions. In the elliptic form they look like natural elliptic deformations of the KP and 2D Toda hierarchy respectively.

Dispersionless DKP hierarchy and the elliptic Löwner equation

We show that the dispersionless DKP hierarchy (the dispersionless limit of the Pfaff lattice) admits a suggestive reformulation through elliptic functions. We also consider one-variable reductions of the dispersionless DKP hierarchy and show that they are described by an elliptic version of the Löwner equation. With a particular choice of the driving function, the latter appears to be closely related to the Painlevé VI equation with a special choice of parameters.

On the Classification of Discrete Hirota-Type Equations in 3D

In the series of recent publications [15, 16, 18, 21] we have proposed a novel approach to the classification of integrable differential/difference equations in 3D based on the requirement that hydrodynamic reductions of the corresponding dispersionless limits are `inherited' by the dispersive equations. In this paper we extend this to the fully discrete case. Based on the method of deformations of hydrodynamic reductions, we classify 3D discrete integrable Hirota-type equations within various particularly interesting subclasses. Our method can be viewed as an alternative to the conventional multi-dimensional consistency approach.

Mechanism of wave breaking from a vacuum point in the defocusing nonlinear Schrödinger equation

We study the wave breaking mechanism for the weakly dispersive defocusing nonlinear Schrödinger equation with a constant phase dark initial datum that contains a vacuum point at the origin. We prove by means of the exact solution to the initial value problem that, in the dispersionless limit, the vacuum point is preserved by the dynamics until breaking occurs at a finite critical time. In particular, both Riemann invariants experience a simultaneous breaking at the origin. Although the initial vacuum point is no longer preserved in the presence of a finite dispersion, the critical behavior manifests itself through an abrupt transition occurring around the breaking time.

APPROXIMATE TECHNIQUES FOR DISPERSIVE SHOCK WAVES IN NONLINEAR MEDIA

Many optical and other nonlinear media are governed by dispersive, or diffractive, wave equations, for which initial jump discontinuities are resolved into a dispersive shock wave. The dispersive shock wave smooths the initial discontinuity and is a modulated wavetrain consisting of solitary waves at its leading edge and linear waves at its trailing edge. For integrable equations the dispersive shock wave solution can be found using Whitham modulation theory. For nonlinear wave equations which are hyperbolic outside the dispersive shock region, the amplitudes of the solitary waves at the leading edge and the linear waves at the trailing edge of the dispersive shock can be determined. In this paper an approximate method is presented for calculating the amplitude of the lead solitary waves of a dispersive shock for general nonlinear wave equations, even if these equations are not hyperbolic in the dispersionless limit. The approximate method is validated using known dispersive shock solutions and then applied to calculate approximate dispersive shock solutions for equations governing nonlinear optical media, such as nematic liquid crystals, thermal glasses and colloids. These approximate solutions are compared with numerical results and excellent comparisons are obtained.

On deformations of quasi-Miura transformations and the Dubrovin–Zhang bracket

In our recent paper, we proved the polynomiality of a Poisson bracket for a class of infinite-dimensional Hamiltonian systems of partial differential equations (PDEs) associated to semi-simple Frobenius structures. In the conformal (homogeneous) case, these systems are exactly the hierarchies of Dubrovin and Zhang, and the bracket is the first Poisson structure of their hierarchy.Our approach was based on a very involved computation of a deformation formula for the bracket with respect to the Givental–Lee Lie algebra action. In this paper, we discuss the structure of that deformation formula. In particular, we give an alternative derivation using a deformation formula for the weak quasi-Miura transformation that relates our hierarchy of PDEs with its dispersionless limit.

Integrable hierarchies and the mirror model of local [formula omitted

We study structural aspects of the Ablowitz–Ladik (AL) hierarchy in the light of its realization as a two-component reduction of the two-dimensional Toda hierarchy, and establish new results on its connection to the Gromov–Witten theory of local CP1. We first of all elaborate on the relation to the Toeplitz lattice and obtain a neat description of the Lax formulation of the AL system. We then study the dispersionless limit and rephrase it in terms of a conformal semisimple Frobenius manifold with non-constant unit, whose properties we thoroughly analyze. We build on this connection along two main strands. First of all, we exhibit a manifestly local bi-Hamiltonian structure of the Ablowitz–Ladik system in the zero-dispersion limit. Second, we make precise the relation between this canonical Frobenius structure and the one that underlies the Gromov–Witten theory of the resolved conifold in the equivariantly Calabi–Yau case; a key role is played by Dubrovin’s notion of “almost duality” of Frobenius manifolds. As a consequence, we obtain a derivation of genus zero mirror symmetry for local CP1 in terms of a dual logarithmic Landau–Ginzburg model.

Quantized lattice dynamic effects on the Peierls transition of the extended Hubbard-Peierls model

The density matrix renormalization group method is used to investigate the Peierls transition for the extended Hubbard model coupled to quantized phonons. Following our earlier work on spin-Peierls systems, we use a phonon spectrum that interpolates between a gapped, dispersionless (Einstein) limit to a gapless, dispersive (Debye) limit to investigate the entire frequency range. A variety of theoretical probes are used to determine the quantum phase transition, including energy gap crossing, a finite size scaling analysis, and bipartite quantum entanglement. All these probes indicate that a transition of Berezinskii-Kosterlitz-Thouless-type is observed at a non-zero electron-phonon coupling, $g_{\text c}$, for a non-vanishing electron-electron interaction. An extrapolation from the Einstein limit to the Debye limit is accompanied by an increase in $g_{\text c}$ for a fixed optical ($q=\pi $) phonon gap. We therefore conclude that the dimerized ground state is more unstable with respect to Debye phonons, with the introduction of phonon dispersion renormalizing the effective electron-lattice coupling for the Peierls-active mode. By varying the Coulomb interaction, $U$, we observe a generalized Peierls transition, intermediate to the uncorrelated ($U=0$) and spin-Peierls ($U\to\infty$) limits, where $U$ is the Hubbard Coulomb parameter. Using the extended Hubbard model with Debye phonons, we investigate the Peierls transition in \textit{trans}-polyacetylene and show that the transition is close to the critical regime.

On the classification of scalar evolutionary integrable equations in 2 + 1 dimensions

We consider evolutionary equations of the form ut = F(u, w) where \documentclass[12pt]{minimal}\begin{document}$w=D_x^{-1}D_yu$\end{document}w=Dx−1Dyu is the nonlocality, and the right hand side F is polynomial in the derivatives of u and w. The recent paper [Ferapontov, Moro, and Novikov, J. Phys. A: Math. Theor. 52, 18 (2009)] provides a complete list of integrable third order equations of this kind. Here we extend the classification to fifth order equations. Besides the known examples of Kadomtsev–Petviashvili, Veselov–Novikov, and Harry Dym equations, as well as fifth order analogs and modifications thereof, our list contains a number of equations which are apparently new. We conjecture that our examples exhaust the list of scalar polynomial integrable equations with the nonlocality w. The classification procedure consists of two steps. First, we classify quasilinear systems which may (potentially) occur as dispersionless limits of integrable scalar evolutionary equations. After that we reconstruct dispersive terms based on the requirement of the inheritance of hydrodynamic reductions of the dispersionless limit by the full dispersive equation.

Smooth and peaked solitons of the CH equation

The relations between smooth and peaked soliton solutions are reviewed for the Camassa–Holm (CH) shallow water wave equation in one spatial dimension. The canonical Hamiltonian formulation of the CH equation in action-angle variables is expressed for solitons by using the scattering data for its associated isospectral eigenvalue problem, rephrased as a Riemann–Hilbert problem. The dispersionless limit of the CH equation and its resulting peakon solutions are examined by using an asymptotic expansion in the dispersion parameter.

Quantized lattice dynamic effects on the spin-Peierls transition

The density matrix renormalization group method is used to investigate the spin-Peierls transition for Heisenberg spins coupled to quantized phonons. We use a phonon spectrum that interpolates between a gapped, dispersionless (Einstein) limit to a gapless, dispersive (Debye) limit. A variety of theoretical probes are used to determine the quantum phase transition, including energy gap crossing, a finite size scaling analysis, bond order auto-correlation functions, and bipartite quantum entanglement. All these probes indicate that in the antiadiabatic phonon limit a quantum phase transition of the Berezinskii-Kosterlitz-Thouless type is observed at a non-zero spin-phonon coupling, $g_{\text c}$. An extrapolation from the Einstein limit to the Debye limit is accompanied by an increase in $g_{\text c}$ for a fixed optical ($q=\pi $) phonon gap. We therefore conclude that the dimerized ground state is more unstable with respect to Debye phonons, with the introduction of phonon dispersion renormalizing the effective spin-lattice coupling for the Peierls-active mode. We also show that the staggered spin-spin and phonon displacement order parameters are unreliable means of determining the transition.

Canonical and Grand Canonical Partition Functions of Dyson Gases as Tau-Functions of Integrable Hierarchies and Their Fermionic Realization

The partition function for a canonical ensemble of 2D Coulomb charges in a background potential (the Dyson gas) is realized as a vacuum expectation value of a group-like element constructed in terms of free fermionic operators. This representation provides an explicit identification of the partition function with a tau-function of the 2D Toda lattice hierarchy. Its dispersionless (quasiclassical) limit yields the tau-function for analytic curves encoding the integrable structure of the inverse potential problem and parametric conformal maps. A similar fermionic realization of partition functions for grand canonical ensembles of 2D Coulomb charges in the presence of an ideal conductor is also suggested. Their representation as Fredholm determinants is given and their relation to integrable hierarchies, growth problems and conformal maps is discussed.

Auxiliary Linear Problem, Difference Fay Identities and Dispersionless Limit of Pfaff-Toda Hierarchy

Recently the study of Fay-type identities revealed some new features of the DKP hierarchy (also known as "the coupled KP hierarchy" and "the Pfaff lattice"). Those results are now extended to a Toda version of the DKP hierarchy (tentatively called "the Pfaff-Toda hierarchy"). Firstly, an auxiliary linear problem of this hierarchy is constructed. Unlike the case of the DKP hierarchy, building blocks of the auxiliary linear problem are difference operators. A set of evolution equations for dressing operators of the wave functions are also obtained. Secondly, a system of Fay-like identities (difference Fay identities) are derived. They give a generating functional expression of auxiliary linear equations. Thirdly, these difference Fay identities have well defined dispersionless limit (dispersionless Hirota equations). As in the case of the DKP hierarchy, an elliptic curve is hidden in these dispersionless Hirota equations. This curve is a kind of spectral curve, whose defining equation is identified with the characteristic equation of a subset of all auxiliary linear equations. The other auxiliary linear equations are related to quasi-classical deformations of this elliptic spectral curve.