The Generalized Dirichlet to Neumann map for the KdV equation on the half-line

For the two versions of the KdV equation on the positive half-line an initial-boundary value problem is well posed if one prescribes an initial condition plus either one boundary condition if $q_{t}$ and $q_{xxx}$ have the same sign (KdVI) or two boundary conditions if $q_{t}$ and $q_{xxx}$ have opposite sign (KdVII). Constructing the generalized Dirichlet to Neumann map for the above problems means characterizing the unknown boundary values in terms of the given initial and boundary conditions. For example, if $\{q(x,0),q(0,t) \}$ and $\{q(x,0),q(0,t),q_{x}(0,t) \}$ are given for the KdVI and KdVII equations, respectively, then one must construct the unknown boundary values $\{q_{x}(0,t),q_{xx}(0,t) \}$ and $\{q_{xx}(0,t) \}$, respectively. We show that this can be achieved without solving for $q(x,t)$ by analysing a certain ``global relation'' which couples the given initial and boundary conditions with the unknown boundary values, as well as with the function $\Phi^{(t)}(t,k)$, where $\Phi^{(t)}$ satisifies the $t$-part of the associated Lax pair evaluated at $x=0$. Indeed, by employing a Gelfand--Levitan--Marchenko triangular representation for $\Phi^{(t)}$, the global relation can be solved \emph{explicitly} for the unknown boundary values in terms of the given initial and boundary conditions and the function $\Phi^{(t)}$. This yields the unknown boundary values in terms of a nonlinear Volterra integral equation.Comment: 21 pages, 3 figure

The Dirichlet-to-Neumann map for the elliptic sine Gordon

We analyse the Dirichlet problem for the elliptic sine Gordon equation in the upper half plane. We express the solution $q(x,y)$ in terms of a Riemann-Hilbert problem whose jump matrix is uniquely defined by a certain function b(\la), \la\in\R, explicitly expressed in terms of the given Dirichlet data $g_0(x)=q(x,0)$ and the unknown Neumann boundary value $g_1(x)=q_y(x,0)$, where $g_0(x)$ and $g_1(x)$ are related via the global relation \{b(\la)=0, \la\geq 0\}. Furthermore, we show that the latter relation can be used to characterise the Dirichlet to Neumann map, i.e. to express $g_1(x)$ in terms of $g_0(x)$. It appears that this provides the first case that such a map is explicitly characterised for a nonlinear integrable {\em elliptic} PDE, as opposed to an {\em evolution} PDE

The solution of the global relation for the derivative nonlinear Schr\"odinger equation on the half-line

We consider initial-boundary value problems for the derivative nonlinear Schr\"odinger (DNLS) equation on the half-line $x > 0$. In a previous work, we showed that the solution $q(x,t)$ can be expressed in terms of the solution of a Riemann-Hilbert problem with jump condition specified by the initial and boundary values of $q(x,t)$. However, for a well-posed problem, only part of the boundary values can be prescribed; the remaining boundary data cannot be independently specified, but are determined by the so-called global relation. In general, an effective solution of the problem therefore requires solving the global relation. Here, we present the solution of the global relation in terms of the solution of a system of nonlinear integral equations. This also provides a construction of the Dirichlet-to-Neumann map for the DNLS equation on the half-line.Comment: 20 pages, 2 figures, minor corrections mad

The Unified Method: I Non-Linearizable Problems on the Half-Line

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general method to this particular class of problems yields the solution in terms of the unique solution of a matrix Riemann-Hilbert problem formulated in the complex $k$-plane (the Fourier plane), which has a jump matrix with explicit $(x,t)$-dependence involving four scalar functions of $k$, called spectral functions. Two of these functions depend on the initial data, whereas the other two depend on all boundary values. The most difficult step of the new method is the characterization of the latter two spectral functions in terms of the given initial and boundary data, i.e. the elimination of the unknown boundary values. For certain boundary conditions, called linearizable, this can be achieved simply using algebraic manipulations. Here, we present an effective characterization of the spectral functions in terms of the given initial and boundary data for the general case of non-linearizable boundary conditions. This characterization is based on the analysis of the so-called global relation, on the analysis of the equations obtained from the global relation via certain transformations leaving the dispersion relation of the associated linearized PDE invariant, and on the computation of the large $k$ asymptotics of the eigenfunctions defining the relevant spectral functions.Comment: 39 page

The Unified Method: II NLS on the Half-Line with tt-Periodic Boundary Conditions

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general method to this particular class of problems yields the solution in terms of the unique solution of a matrix Riemann-Hilbert problem formulated in the complex $k$-plane (the Fourier plane), which has a jump matrix with explicit $(x,t)$-dependence involving four scalar functions of $k$, called spectral functions. Two of these functions depend on the initial data, whereas the other two depend on all boundary values. The most difficult step of the new method is the characterization of the latter two spectral functions in terms of the given initial and boundary data, i.e. the elimination of the unknown boundary values. For certain boundary conditions, called linearizable, this can be achieved simply using algebraic manipulations. Here, we first present an effective characterization of the spectral functions in terms of the given initial and boundary data for the general case of non-linearizable boundary conditions. This characterization is based on the analysis of the so-called global relation and on the introduction of the so-called Gelfand-Levitan-Marchenko representations of the eigenfunctions defining the spectral functions. We then concentrate on the physically significant case of $t$-periodic Dirichlet boundary data. After presenting certain heuristic arguments which suggest that the Neumann boundary values become periodic as $t\to\infty$, we show that for the case of the NLS with a sine-wave as Dirichlet data, the asymptotics of the Neumann boundary values can be computed explicitly at least up to third order in a perturbative expansion and indeed at least up to this order are asymptotically periodic.Comment: 29 page

Boundary value problems for the elliptic sine-Gordon equation in a semi-strip

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a substantial generalization of the inverse scattering transform and can be used for the analysis of boundary as opposed to initial-value problems. We first express the solution in terms of a 2 by 2 matrix Riemann-Hilbert problem whose \jump matrix" depends on both the Dirichlet and the Neumann boundary values. For a well posed problem one of these boundary values is an unknown function. This unknown function is characterised in terms of the so-called global relation, but in general this characterisation is nonlinear. We then concentrate on the case that the prescribed boundary conditions are zero along the unbounded sides of a semistrip and constant along the bounded side. This corresponds to a case of the so-called linearisable boundary conditions, however a major difficulty for this problem is the existence of non-integrable singularities of the function q_y at the two corners of the semistrip; these singularities are generated by the discontinuities of the boundary condition at these corners. Motivated by the recent solution of the analogous problem for the modified Helmholtz equation, we introduce an appropriate regularisation which overcomes this difficulty. Furthermore, by mapping the basic Riemann-Hilbert problem to an equivalent modified Riemann-Hilbert problem, we show that the solution can be expressed in terms of a 2 by 2 matrix Riemann-Hilbert problem whose jump matrix depends explicitly on the width of the semistrip L, on the constant value d of the solution along the bounded side, and on the residues at the given poles of a certain spectral function denoted by h. The determination of the function h remains open