In mathematics, in the theory of integrable systems, a Lax pair is a pair of time-dependent matrices or operators that satisfy a corresponding differential equation, called the Lax equation. Lax pairs were introduced by Peter Lax to discuss solitons in continuous media. The inverse scattering transform makes use of the Lax equations to solve such systems.

Definition

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A Lax pair is a pair of matrices or operators   dependent on time, acting on a fixed Hilbert space, and satisfying Lax's equation:

 

where   is the commutator. Often, as in the example below,   depends on   in a prescribed way, so this is a nonlinear equation for   as a function of  .

Isospectral property

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It can then be shown that the eigenvalues and more generally the spectrum of L are independent of t. The matrices/operators L are said to be isospectral as   varies.

The core observation is that the matrices   are all similar by virtue of

 

where   is the solution of the Cauchy problem

 

where I denotes the identity matrix. Note that if P(t) is skew-adjoint, U(ts) will be unitary.

In other words, to solve the eigenvalue problem = λψ at time t, it is possible to solve the same problem at time 0, where L is generally known better, and to propagate the solution with the following formulas:

  (no change in spectrum),
 

Through principal invariants

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The result can also be shown using the invariants   for any  . These satisfy   due to the Lax equation, and since the characteristic polynomial can be written in terms of these traces, the spectrum is preserved by the flow.[1]

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The above property is the basis for the inverse scattering method. In this method, L and P act on a functional space (thus ψ = ψ(tx)) and depend on an unknown function u(tx) which is to be determined. It is generally assumed that u(0, x) is known, and that P does not depend on u in the scattering region where   The method then takes the following form:

  1. Compute the spectrum of  , giving   and  
  2. In the scattering region where   is known, propagate   in time by using   with initial condition  
  3. Knowing   in the scattering region, compute   and/or  

Spectral curve

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If the Lax matrix additionally depends on a complex parameter   (as is the case for, say, sine-Gordon), the equation   defines an algebraic curve in   with coordinates   By the isospectral property, this curve is preserved under time translation. This is the spectral curve. Such curves appear in the theory of Hitchin systems.[2]

Zero-curvature representation

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Any PDE which admits a Lax-pair representation also admits a zero-curvature representation.[3] In fact, the zero-curvature representation is more general and for other integrable PDEs, such as the sine-Gordon equation, the Lax pair refers to matrices that satisfy the zero-curvature equation rather than the Lax equation. Furthermore, the zero-curvature representation makes the link between integrable systems and geometry manifest, culminating in Ward's programme to formulate known integrable systems as solutions to the anti-self-dual Yang–Mills (ASDYM) equations.

Zero-curvature equation

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The zero-curvature equations are described by a pair of matrix-valued functions   where the subscripts denote coordinate indices rather than derivatives. Often the   dependence is through a single scalar function   and its derivatives. The zero-curvature equation is then   It is so called as it corresponds to the vanishing of the curvature tensor, which in this case is  . This differs from the conventional expression by some minus signs, which are ultimately unimportant.

Lax pair to zero-curvature

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For an eigensolution to the Lax operator  , one has   If we instead enforce these, together with time independence of  , instead the Lax equation arises as a consistency equation for an overdetermined system.

The Lax pair   can be used to define the connection components  . When a PDE admits a zero-curvature representation but not a Lax equation representation, the connection components   are referred to as the Lax pair, and the connection as a Lax connection.

Examples

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Korteweg–de Vries equation

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The Korteweg–de Vries equation

 

can be reformulated as the Lax equation

 

with

  (a Sturm–Liouville operator),
 

where all derivatives act on all objects to the right. This accounts for the infinite number of first integrals of the KdV equation.

Kovalevskaya top

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The previous example used an infinite-dimensional Hilbert space. Examples are also possible with finite-dimensional Hilbert spaces. These include Kovalevskaya top and the generalization to include an electric field  .[4]

 

Heisenberg picture

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In the Heisenberg picture of quantum mechanics, an observable A without explicit time t dependence satisfies

 

with H the Hamiltonian and ħ the reduced Planck constant. Aside from a factor, observables (without explicit time dependence) in this picture can thus be seen to form Lax pairs together with the Hamiltonian. The Schrödinger picture is then interpreted as the alternative expression in terms of isospectral evolution of these observables.

Further examples

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Further examples of systems of equations that can be formulated as a Lax pair include:

The last is remarkable, as it implies that both the Schwarzschild metric and the Kerr metric can be understood as solitons.

References

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  1. ^ Hitchin, N. J. (1999). Integrable systems : twistors, loop groups, and Riemann surfaces. Oxford: Clarendon Press. ISBN 0198504217.
  2. ^ Hitchin, N. J. (1999). Integrable systems : twistors, loop groups, and Riemann surfaces. Oxford: Clarendon Press. ISBN 9780198504214.
  3. ^ Dunajski, Maciej (2010). Solitons, instantons, and twistors. Oxford: Oxford University Press. pp. 54–56. ISBN 978-0-19-857063-9.
  4. ^ Bobenko, A. I.; Reyman, A. G.; Semenov-Tian-Shansky, M. A. (1989). "The Kowalewski top 99 years later: a Lax pair, generalizations and explicit solutions". Communications in Mathematical Physics. 122 (2): 321–354. Bibcode:1989CMaPh.122..321B. doi:10.1007/BF01257419. ISSN 0010-3616. S2CID 121752578.
  5. ^ A. Sergyeyev, New integrable (3+1)-dimensional systems and contact geometry, Lett. Math. Phys. 108 (2018), no. 2, 359-376, arXiv:1401.2122 doi:10.1007/s11005-017-1013-4
  • Lax, P. (1968), "Integrals of nonlinear equations of evolution and solitary waves", Communications on Pure and Applied Mathematics, 21 (5): 467–490, doi:10.1002/cpa.3160210503 archive
  • P. Lax and R.S. Phillips, Scattering Theory for Automorphic Functions[1], (1976) Princeton University Press.