Nonlocal and multipoint boundary value problems for linear evolution equations

We derive the solution representation for a large class of nonlocal boundary value problems for linear evolution PDEs with constant coefficients in one space variable. The prototypical such PDE is the heat equation, for which problems of this form model physical phenomena in chemistry and for which we formulate and prove a full result. We also consider the third order case, which is much less studied and has been shown by the authors to have very different structural properties in general. The nonlocal conditions we consider can be reformulated as \emph{multipoint conditions}, and then an explicit representation for the solution of the problem is obtained by an application of the Fokas transform method. The analysis is carried out under the assumption that the problem being solved is well posed, i.e.\ that it admits a unique solution. For the second order case, we also give criteria that guarantee well-posedness.Comment: 28 pages, 4 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

Two-point boundary value problems for linear evolution equations

We study boundary value problems for a linear evolution equation with spatial derivatives of arbitrary order, on the domain 0 < x < L, 0 < t < T, with L and T positive nite constants. We present a general method for identifying well-posed problems, as well as for constructing an explicit representation of the solution of such problems. This representation has explicit x and t dependence, and it consists of an integral in the k-complex plane and of a discrete sum. As illustrative examples we solve some two-point boundary value problems for the equations iqt + qxx = 0 and qt + qxxx = 0

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

Evolution equations on time-dependent intervals

We study initial boundary value problems for linear evolution partial differential equations (PDEs) posed on a time-dependent interval $l_1(t)<x<l_2(t)$, $0<t<T$, where $l_1(t)$ and $l_2(t)$ are given, real, differentiable functions, and $T$ is an arbitrary constant. For such problems, we show how to characterise the unknown boundary values in terms of the given initial and boundary conditions. As illustrative examples we consider the heat equation and the linear Schr\"{o}dinger equation. In the first case, the unknown Neumann boundary values are expressed in terms of the Dirichlet boundary values and of the initial value through the unique solution of a system of two linear integral equations with explicit kernels. In the second case, a similar result can be proved but only for a more restrictive class of boundary curves.

Four-loop large-n_f contributions to the non-singlet structure functions F_2 and F_L

We have calculated the n_f^2 and n_f^3 contributions to the flavour non-singlet structure functions F_2 and F_L in inclusive deep-inelastic scattering at the fourth order in the strong coupling alpha_s. The coefficient functions have been obtained by computing a very large number of Mellin-N moments using the method of differential equations, and then determining the analytic forms in N and Bjorken-x from these. Our new n_f^2 terms are numerically much larger than the n_f^3 leading large-nf parts which were already known; they agree with predictions of the threshold and high-energy resummations. Furthermore our calculation confirms the earlier determination of the four-loop n_f^2 part of the corresponding anomalous dimension. Via the no-pi^2 conjecture/theorem for Euclidean physical quantities, we predict the z4 n_f^3 part of the fifth-order anomalous dimension for the evolution of non-singlet quark distributions.Comment: 48 pages, LaTex, 5 eps-based figures. Analytical results in ancillary FORM file

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