Generalised Dirichelt-to-Neumann map in time dependent domains

We study the heat, linear Schrodinger and linear KdV equations in the domain l(t) < x < ∞, 0 < t < T, with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution

The Unified Method: III Non-Linearizable Problems on the Interval

Boundary value problems for integrable nonlinear evolution PDEs formulated on the finite interval 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 six scalar functions of $k$, called spectral functions. Two of these functions depend on the initial data, whereas the other four depend on all boundary values. The most difficult step of the new method is the characterization of the latter four spectral functions in terms of the given initial and boundary data, i.e. the elimination of the unknown boundary values. Here, we present an effective characterization of the spectral functions in terms of the given initial and boundary data. We present two different characterizations of this problem. One 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. The other is based on the analysis of the global relation and on the introduction of the so-called Gelfand-Levitan-Marchenko representations of the eigenfunctions defining the relevant spectral functions. We also show that these two different characterizations are equivalent and that in the limit when the length of the interval tends to infinity, the relevant formulas reduce to the analogous formulas obtained recently for the case of boundary value problems formulated on the half-line.Comment: 22 page

A Bilinear Approach to Discrete Miura Transformations

We present a systematic approach to the construction of Miura transformations for discrete Painlev\'e equations. Our method is based on the bilinear formalism and we start with the expression of the nonlinear discrete equation in terms of $\tau$-functions. Elimination of $\tau$-functions from the resulting system leads to another nonlinear equation, which is a ``modified'' version of the original equation. The procedure therefore yields Miura transformations. In this letter, we illustrate this approach by reproducing previously known Miura transformations and constructing new ones.Comment: 7 pages in TeX, to appear in Phys. Letts.

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 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 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