Algebraic construction of the Darboux matrix revisited

We present algebraic construction of Darboux matrices for 1+1-dimensional integrable systems of nonlinear partial differential equations with a special stress on the nonisospectral case. We discuss different approaches to the Darboux-Backlund transformation, based on different lambda-dependencies of the Darboux matrix: polynomial, sum of partial fractions, or the transfer matrix form. We derive symmetric N-soliton formulas in the general case. The matrix spectral parameter and dressing actions in loop groups are also discussed. We describe reductions to twisted loop groups, unitary reductions, the matrix Lax pair for the KdV equation and reductions of chiral models (harmonic maps) to SU(n) and to Grassmann spaces. We show that in the KdV case the nilpotent Darboux matrix generates the binary Darboux transformation. The paper is intended as a review of known results (usually presented in a novel context) but some new results are included as well, e.g., general compact formulas for N-soliton surfaces and linear and bilinear constraints on the nonisospectral Lax pair matrices which are preserved by Darboux transformations.Comment: Review paper (61 pages). To be published in the Special Issue "Nonlinearity and Geometry: Connections with Integrability" of J. Phys. A: Math. Theor. (2009), devoted to the subject of the Second Workshop on Nonlinearity and Geometry ("Darboux Days"), Bedlewo, Poland (April 2008

Exact solutions to the focusing nonlinear Schrodinger equation

A method is given to construct globally analytic (in space and time) exact solutions to the focusing cubic nonlinear Schrodinger equation on the line. An explicit formula and its equivalents are presented to express such exact solutions in a compact form in terms of matrix exponentials. Such exact solutions can alternatively be written explicitly as algebraic combinations of exponential, trigonometric, and polynomial functions of the spatial and temporal coordinates.Comment: 60 pages, 18 figure

Quantum models related to fouled Hamiltonians of the harmonic oscillator

We study a pair of canonoid (fouled) Hamiltonians of the harmonic oscillator which provide, at the classical level, the same equation of motion as the conventional Hamiltonian. These Hamiltonians, say $K_{1}$ and $K_{2}$, result to be explicitly time-dependent and can be expressed as a formal rotation of two cubic polynomial functions, $H_{1}$ and $H_{2}$, of the canonical variables (q,p). We investigate the role of these fouled Hamiltonians at the quantum level. Adopting a canonical quantization procedure, we construct some quantum models and analyze the related eigenvalue equations. One of these models is described by a Hamiltonian admitting infinite self-adjoint extensions, each of them has a discrete spectrum on the real line. A self-adjoint extension is fixed by choosing the spectral parameter $\epsilon$ of the associated eigenvalue equation equal to zero. The spectral problem is discussed in the context of three different representations. For $\epsilon =0$, the eigenvalue equation is exactly solved in all these representations, in which square-integrable solutions are explicity found. A set of constants of motion corresponding to these quantum models is also obtained. Furthermore, the algebraic structure underlying the quantum models is explored. This turns out to be a nonlinear (quadratic) algebra, which could be applied for the determination of approximate solutions to the eigenvalue equations.Comment: 24 pages, no figures, accepted for publication on JM

Nonsquare Spectral Factorization for Nonlinear Control Systems

This paper considers nonsquare spectral factorization of nonlinear input affine state space systems in continuous time. More specifically, we obtain a parametrization of nonsquare spectral factors in terms of invariant Lagrangian submanifolds and associated solutions of Hamilton–Jacobi inequalities. This inequality is a nonlinear analogue of the bounded real lemma and the control algebraic Riccati inequality. By way of an application, we discuss an alternative characterization of minimum and maximum phase spectral factors and introduce the notion of a rigid nonlinear system.

Ruelle-Pollicott Resonances of Stochastic Systems in Reduced State Space. Part II: Stochastic Hopf Bifurcation

The spectrum of the generator (Kolmogorov operator) of a diffusion process, referred to as the Ruelle-Pollicott (RP) spectrum, provides a detailed characterization of correlation functions and power spectra of stochastic systems via decomposition formulas in terms of RP resonances. Stochastic analysis techniques relying on the theory of Markov semigroups for the study of the RP spectrum and a rigorous reduction method is presented in Part I. This framework is here applied to study a stochastic Hopf bifurcation in view of characterizing the statistical properties of nonlinear oscillators perturbed by noise, depending on their stability. In light of the H\"ormander theorem, it is first shown that the geometry of the unperturbed limit cycle, in particular its isochrons, is essential to understand the effect of noise and the phenomenon of phase diffusion. In addition, it is shown that the spectrum has a spectral gap, even at the bifurcation point, and that correlations decay exponentially fast. Explicit small-noise expansions of the RP eigenvalues and eigenfunctions are then obtained, away from the bifurcation point, based on the knowledge of the linearized deterministic dynamics and the characteristics of the noise. These formulas allow one to understand how the interaction of the noise with the deterministic dynamics affect the decay of correlations. Numerical results complement the study of the RP spectrum at the bifurcation, revealing useful scaling laws. The analysis of the Markov semigroup for stochastic bifurcations is thus promising in providing a complementary approach to the more geometric random dynamical system approach. This approach is not limited to low-dimensional systems and the reduction method presented in part I is applied to a stochastic model relevant to climate dynamics in part III

Separation of Variables. New Trends.

The review is based on the author's papers since 1985 in which a new approach to the separation of variables (\SoV) has being developed. It is argued that \SoV, understood generally enough, could be the most universal tool to solve integrable models of the classical and quantum mechanics. It is shown that the standard construction of the action-angle variables from the poles of the Baker-Akhiezer function can be interpreted as a variant of \SoV, and moreover, for many particular models it has a direct quantum counterpart. The list of the models discussed includes XXX and XYZ magnets, Gaudin model, Nonlinear Schr\"odinger equation, $SL(3)$-invariant magnetic chain. New results for the 3-particle quantum Calogero-Moser system are reported.Comment: 33 pages, harvmac, no figure