A refined invariant subspace method and applications to evolution equations

The invariant subspace method is refined to present more unity and more diversity of exact solutions to evolution equations. The key idea is to take subspaces of solutions to linear ordinary differential equations as invariant subspaces that evolution equations admit. A two-component nonlinear system of dissipative equations was analyzed to shed light on the resulting theory, and two concrete examples are given to find invariant subspaces associated with 2nd-order and 3rd-order linear ordinary differential equations and their corresponding exact solutions with generalized separated variables.Comment: 16 page

Invariant Modules and the Reduction of Nonlinear Partial Differential Equations to Dynamical Systems

We completely characterize all nonlinear partial differential equations leaving a given finite-dimensional vector space of analytic functions invariant. Existence of an invariant subspace leads to a re duction of the associated dynamical partial differential equations to a system of ordinary differential equations, and provide a nonlinear counterpart to quasi-exactly solvable quantum Hamiltonians. These results rely on a useful extension of the classical Wronskian determinant condition for linear independence of functions. In addition, new approaches to the characterization o f the annihilating differential operators for spaces of analytic functions are presented.Comment: 28 pages. To appear in Advances in Mathematic

Conformal flow on S3S^3 and weak field integrability in AdS4_4

We consider the conformally invariant cubic wave equation on the Einstein cylinder $\mathbb{R} \times \mathbb{S}^3$ for small rotationally symmetric initial data. This simple equation captures many key challenges of nonlinear wave dynamics in confining geometries, while a conformal transformation relates it to a self-interacting conformally coupled scalar in four-dimensional anti-de Sitter spacetime (AdS$_4$) and connects it to various questions of AdS stability. We construct an effective infinite-dimensional time-averaged dynamical system accurately approximating the original equation in the weak field regime. It turns out that this effective system, which we call the conformal flow, exhibits some remarkable features, such as low-dimensional invariant subspaces, a wealth of stationary states (for which energy does not flow between the modes), as well as solutions with nontrivial exactly periodic energy flows. Based on these observations and close parallels to the cubic Szego equation, which was shown by Gerard and Grellier to be Lax-integrable, it is tempting to conjecture that the conformal flow and the corresponding weak field dynamics in AdS$_4$ are integrable as well.Comment: 22 pages, v2: minor revisions, several references added, v3: typos corrected, v4: typos corrected, one reference added, matches version accepted by CM

Structure theorems for linear and non-linear differential operators admitting invariant polynomial subspaces

In this paper we derive structure theorems that characterize the spaces of linear and non-linear differential operators that preserve finite dimensional subspaces generated by polynomials in one or several variables. By means of the useful concept of deficiency, we can write explicit basis for these spaces of differential operators. In the case of linear operators, these results apply to the theory of quasi-exact solvability in quantum mechanics, specially in the multivariate case where the Lie algebraic approach is harder to apply. In the case of non-linear operators, the structure theorems in this paper can be applied to the method of finding special solutions of non-linear evolution equations by nonlinear separation of variables.Comment: 23 pages, typed in AMS-LaTe

Dynamical indicators for the prediction of bursting phenomena in high-dimensional systems

Drawing upon the bursting mechanism in slow-fast systems, we propose indicators for the prediction of such rare extreme events which do not require a priori known slow and fast coordinates. The indicators are associated with functionals defined in terms of Optimally Time Dependent (OTD) modes. One such functional has the form of the largest eigenvalue of the symmetric part of the linearized dynamics reduced to these modes. In contrast to other choices of subspaces, the proposed modes are flow invariant and therefore a projection onto them is dynamically meaningful. We illustrate the application of these indicators on three examples: a prototype low-dimensional model, a body forced turbulent fluid flow, and a unidirectional model of nonlinear water waves. We use Bayesian statistics to quantify the predictive power of the proposed indicators

Relative Periodic Solutions of the Complex Ginzburg-Landau Equation

A method of finding relative periodic orbits for differential equations with continuous symmetries is described and its utility demonstrated by computing relative periodic solutions for the one-dimensional complex Ginzburg-Landau equation (CGLE) with periodic boundary conditions. A relative periodic solution is a solution that is periodic in time, up to a transformation by an element of the equation's symmetry group. With the method used, relative periodic solutions are represented by a space-time Fourier series modified to include the symmetry group element and are sought as solutions to a system of nonlinear algebraic equations for the Fourier coefficients, group element, and time period. The 77 relative periodic solutions found for the CGLE exhibit a wide variety of temporal dynamics, with the sum of their positive Lyapunov exponents varying from 5.19 to 60.35 and their unstable dimensions from 3 to 8. Preliminary work indicates that weighted averages over the collection of relative periodic solutions accurately approximate the value of several functionals on typical trajectories.Comment: 32 pages, 12 figure

Differential constraints and exact solutions of nonlinear diffusion equations

The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries

Negative magnetic eddy diffusivities from test-field method and multiscale stability theory

The generation of large-scale magnetic field in the kinematic regime in the absence of an alpha-effect is investigated by following two different approaches, namely the test-field method and multiscale stability theory relying on the homogenisation technique. We show analytically that the former, applied for the evaluation of magnetic eddy diffusivities, yields results that fully agree with the latter. Our computations of the magnetic eddy diffusivity tensor for the specific instances of the parity-invariant flow-IV of G.O. Roberts and the modified Taylor-Green flow in a suitable range of parameter values confirm the findings of previous studies, and also explain some of their apparent contradictions. The two flows have large symmetry groups; this is used to considerably simplify the eddy diffusivity tensor. Finally, a new analytic result is presented: upon expressing the eddy diffusivity tensor in terms of solutions to auxiliary problems for the adjoint operator, we derive relations between magnetic eddy diffusivity tensors that arise for opposite small-scale flows v(x) and -v(x).Comment: 29 pp., 19 figures, 42 reference