1. Introduction
Currently, nonlinear partial differential equations are widely used to describe the so-called “fine processes”, such as propagation of nonlinear waves in dispersive media [
1]. Due to the complexity of different nonlinear equations, no common method of their solution exists. For the integrable systems, efficient methods have been developed, such as the inverse scattering method [
2,
3], Hirota method [
4], Painlevé method [
5], Bäcklund transformation [
6], a method of mapping and deformation [
3], nonlocal symmetry method [
7,
8], etc.
In the classical works [
2,
6] the Bäcklund transformations (BTs) were considered for the couple of differential second order partial differential equations and presented in form of a system of relations and containing independent variables, functions of the said equations, and their first-order derivatives. The BTs allow to obtain not only couples of equations but, if the solution of one of them is known, obtain the solution of the other one.
BT plays an important role in the integrable systems because it reveals the inner relations between different integrable properties, such as determination of the point symmetries [
9,
10], the presence of the Hamiltonian structure [
11,
12,
13].
Lots of research has recently been conducted in this area. For example, determining the complementary symmetries and obtaining the Miura transformations for the hierarchy of the Kadomtsev–Petviashvili (KP) equation and modified KP, including for the discrete analog [
14,
15]; in [
16] the new BTs relative to the residual symmetry of the (2 + 1)-dimensional Bogoyavlenskij equation [
17] have been investigated; construction of new auto Bäcklund transformations for the Lagrange system and of Hеnon-Heiles system of equations in parabolic coordinates [
18]; it has been shown that the calibration conditions in the theory of the relativistic string, which allow using the d’Alembert equation instead of the nonlinear Liouville equation, are direct consequences of the BT relating the solutions of these equations [
19].
In Reference [
20] it is shown how pseudo constants of the Liouville-type equations can be exploited as a tool for construction of the Bäcklund transformations. In Reference [
21] it is proven that contact-nonequivalent three-dimensional linearly degenerate second-order equations that are Lax-integrable are related to each other by the corresponding Bäcklund transformations.
This work describes how new BTs for the Liouville generalized equations are obtained. The second and third sections deal with the special cases of the Liouville equation with exponential nonlinearity that have a multiplier that depends upon the independent variables and first-order derivatives from the function, and the three-dimensional case. The BTs construction is based on the method proposed by Clairin and has at such approach a clear geometric sense. The solutions of the considered equations have been found using the BTs, with a unified algorithm.
The fourth section contains the development of Clairin’s method for the system of two third-order equations related to the integrable perturbation and complexification of the KdV (cKdV) equation [
22]. An essential point for these dynamic systems of equations is that the application of special conditions to the differential forms may lead to different dynamic systems.
Among the constructed BTs an analog of the Miura transformations was found in Section five. The Miura transformations transfer the initial system to that of perturbed modified KdV (mKdV) equations. In this way, we were able to show that when considering the system as a relation between the real and imaginary parts of a complex function, we can pass to the cKdV, and the analog of the Miura transformations transforms it into the complexification of mKdV.
3. Bäcklund Transformations for Three-Dimensional Liouville Equation
Theorem 3. Nonlinear partial differential equationis linked to the nonlinear equationby the Bäcklund transformations of the form:whereare arbitrary constants, andare functions of three variables. Proof of Theorem 3. Shows that system (20) leads to Equation (18). For this differentiate the first equality of relation (20) by variable
and determine from the second and third equalities the second order derivatives
, then, having substituted their values into (21), gives
By reason of the first equality of system (20), the coefficient at function
becomes zero and there remains the equality that relates the only function
:
Then, try to get rid of function
in the initial system of transformations (20). In the second equation of the system separate the combination of functions
, so that the equality takes the form
In the third equation of system (20), substitute the value
from the first equality (20), then, after having grouped the elements together
Having separated the total derivatives, rewrite the first and third equations as
Obviously if
is assumed, such form is not a solution of Equation (23), hence, the two situations are possible:
is some function. The simplest is that if
is assumed, then, for function
, get
. As a result of the substitution, the first equality transforms into the nonlinear form (19). □
Corollary 5. If nonlinear partial differential Equation (18) has the solutionwhereis an arbitrary function of the combined variable, then Equation (19) has the solution in the formwhereare functions of three variables,is an arbitrary function,are arbitrary constants. Proof of Corollary 5. Use Bäcklund transformations (20). Perform this substitution of function
(27) into (20); obviously, the last two equations of the system will be fulfilled identically if
Having integrated the last equality get the sought for a function of the form
where
is an arbitrary function. For greater certainty, use the remaining first equality of the system (20), then
As in the resulting linear Equation (31), one of the first integrals coincides with the form of the argument of the function of the right part, write the solution in the form
with the unknown function
, which is obtained from the linear equation obtained after substitution into (31),
which is determined with accuracy to the summand of the form
are arbitrary parameters simultaneously not equal to zero. Now put together the resulting values of the functions (30), (32), and (33); this yields the sought for solution (28). □
Corollary 6. Equations (18) and (19) have a solution in the formwhereare arbitrary functions. Get back to the above rationale and consider the second case (26). It may be shown that Equation (18) relates to a more complex equation. For this, make in (23) change 2 in (26)
It can be seen that this equality may be integrated
where
is an arbitrary function. Substitute the found function into the last equality (25), this yields the equation for the function
The common solution (37) will be written in the form
, where
is an arbitrary function. Consider the partial solution in the form of a linear relation in relation to the second combined variable
with an arbitrary form of the function
. Hence, (36) takes the form
From (26), find the function
then the first equality of system (25) takes the form
Theorem 4. Nonlinear partial differential Equation (18) relates to the class of nonlinear Equations (41) by Bäcklund transformations (20), whereis an arbitrary function of the combined variable .
The solution of Equation (41) may be obtained having assumed
then
where
is an arbitrary function.
Corollary 7. Function (42), whereandare arbitrary functions, is a solution of Equation (41).
Use the fact that, according to theorem 2, Equation (18) and family of Equations (41) are related by Bäcklund transformations (20), and see how the trivial solution of the first equation may serve to construct a solution for the family (41).
Corollary 8. Family of nonlinear partial differential Equations (41) has the solutionwhereis an arbitrary function of the combined variable, a is an arbitrary constant. Proof of Corollary 8. Substitute function
to system (20), then the first equality of system (20) yields
with an arbitrary function
. Denote the first component derivative as
and the second component derivative as
. Substitute (44) into the remaining two equations of the system (20) (for compaction:
)
It is easily seen that both equalities reduce to the single equation whose solution has the form , and plays the role of the integration constant.
As the resulting solution must comply with a whole class of equalities (41) differing from each other by the function , the arbitrary functions relate to the defined function . The check leads to the necessity to assume , then solution (41) has the form (43). □
4. Bäcklund Transformations for System of Two Third-Order Equations
We will develop the ideas of Clairin [
5] and try to construct differential relations that transform the defined system of two equations on the function
of the form
into a certain unknown system on the function
of the same order.
As the initial system describes the relation of two functions of two variables
, to define the transition from one system to another one, it is necessary to define two couples characterizing the differential transformations from the independent variables
x and
t. Assuming that the considered system (45) is of third-order for variable
x, and of first-order for variable
t, and to construct (45) the cross differentiation is used, the differential relationships of the first order should be defined from variable
t, and those of the second order should be defined from variable
x:
To define the explicit form of transformation, functions
,
, and
,
must be found. The condition of integrability (equality of mixed second order derivatives) requires functions (46) to comply with the relationship
where all the functions
depend upon the variables
. Taking into account (46),
similarly for functions
. Equaling the right parts of the obtained equalities, and using (46) to exclude
,
,
,
,
,
, finally get the condition of consistency, which must lead to system (45).
System (45) has the exponential nonlinearity of the first order
and second order
, while each summand in (48) is a product of two or three co-multipliers. To make the condition of consistency (47) yield the considered system (45) and without terms of higher than second power it is necessary to assume that functions
are of linear structure in relation to variables
:
When composing the condition of consistency (48) at differentiation
by variable
t, summands occur with the co-multipliers
that are absent from the initial system (45) and cannot be replaced or compensated, hence, it is necessary to set the coefficients
As a result, the condition of consistency (47) takes the form
where
Functions
are known, while the form of system (51) is determined by the equalities (45). The terms with multipliers
cannot occur during substitutions
and their first order derivatives
(only second-order derivatives from
x may occur), hence, comparing the coefficients for the couple
and
in formulas (45) it is necessary to assume
Taking into account (53), equality (51) takes the form
System (45) has no terms not containing
or
. Hence, differentiate (54) by variable
(correspondingly, by
), and obtain the relation that must be fulfilled identically
similarly for
:
As the equalities have functions
and do not have similar summands, the coefficients at these functions must return to zero, hence, (55), (56) separate into system
:
To make the first, second, fourth, and fifth equalities be fulfilled identically, assume
,
independent of functions
. Note that here the simplest variant is selected. Other relations between functions
,
are possible as well. The introduced assumptions are not final and may be changed when constructing transformations in the event when, at the next steps, incompatible systems or terms that cannot be eliminated occur. The third and sixth equalities yield
As a result of the performed analysis, functions (4.5) were transformed into the form
Continue examining equality (54). See with what coefficient the term with the multiplier , point (1) (point (2): , point (3): ), enters the condition of consistency (54); for this, differentiate (54) twice, first by variable (by w in (2), and by u in (3)), then by variable (in (2), (3) by variable ). During the manipulations, interrelated equations are obtained, hence, describe their construction separately.
After differentiation of (54) in relation to multiplier
, the following summands remain
where, taking into account (59), derivatives are transformed into a simpler form
As a result of the performed differentiation of the condition of consistency get the coefficient (60), that will be at the multiplier .
As such term occurs in system (45), the expression (60) must not be identically equal to zero but must be proportional to the coefficient
, with which the terms
enter. The coefficient of proportionality conforms to the coefficient of term
in system (45) and equals −6. As a result, after substitution (57), expression (60) yields equation
Perform similar actions in relation to the term
. In relationship (54) the following summands remain
where, taking into account (59), derivatives are transformed into a simpler form
Expression (63) must not be identically equal to zero but must be proportional to
with the coefficient of proportionality corresponding to the term
in system (45) and equal to
. As a result, after substitution (58), expression (63) yields equation
After differentiation (54) with multiplier
the following non-zero summands remain
Specifying the form of the derivatives using the earlier found form (53), rewrite the remaining coefficients (66) and equate
or, after substitution of the earlier found functions (57), (58):
Now it is necessary to solve the system of six quasilinear partial second order differential equations (62), (65), (68),
In the resulting system (69) the summands
,
, and
have occurred that depend only upon variables
, and operators of second order differentiation by variables
, for which the dependence upon variables
is parametric. Obviously, the system decomposes into two subsystems determining the dependence upon variables
:
and the dependence upon variables
:
It can be seen that both systems (70), (71) are over-determined, hence, we will not search for their solutions here (they may exist; this variant has not been examined).
The second possibility is when the action of the second order differential operators on function
yields the expression, dependent only upon variables
. This is possible if
has quadratic dependence upon variables
; write it in the form:
In this case, system (69) takes the form:
The first equation yields the system, relating two functions
. Select the simplest solutions (such an approach is justified because the Bäcklund transformations must, if possible, be of simple form)
then, it must be additionally assumed
Taking into account (74), (75), the remaining equalities take the form
Select, if possible, simpler solutions; for this suppose that
depend upon
f and do not depend upon
r, then
Only two first-order differential equations remain
whose solutions may be varied. Let
As a result, formulas (59) are transformed into the form
where, for compactness of entry
Return to the condition of consistency (54)
and find the dependence upon
(1) (
, step (2),
, step (3)); for this differentiate by
(1) (by variable
at step (2), and by variable
at step (3)).
By reason of the only linear dependence
in relation to function
(52), the condition (81) will, after differentiation by
taking the form
that yields
Perform the second step of the algorithm. According to (52), and, taking into account the linear character of
in relation to function
, (81) will, after differentiation, take the form:
After transformations, the relationship (83) takes the form
The condition of consistency (81) for the values
yields the system:
Using the earlier found form of coefficients and their dependence upon variables
,
, obtain from (85) two new differential equations:
Equalities (83), (85), (87) do not contain in explicit form the variables
; this allows to suppose that functions
. Perform a check having returned to equalities (4.37), where
after substitution
It can be seen that equalities coincide, hence, a Bäcklund transformation of the form (80), where has been found.
Theorem 5. Nonlinear systems of partial differential equations (45) andare interrelated by the Bäcklund transformations of the form:where differentiable functions of two independent variables,are arbitrary non-zero parameters. Another form of transformation may be obtained, as well. For this, return in the procedure of examination, to the moment that determines the form, i.e., to system (78). Such an approach has been implemented in Reference [
17].
5. Analog of Miura Transformations
We demonstrate how the results obtained in the previous section can be used. Use the earlier obtained Bäcklund transformation (89) and substitute the functions
by the functions
:
To perform the complete substitution with the new functions, the second couple of equalities (89) must be previously differentiated by variable
x. The substitution yields the following relation
The first line yields the explicit form of functions
via the two other functions:
Supposing that
, the resulting relation has terms similar to the known Miura transformation
[
22], which determines the conformity between the KdV equation and the modified KdV equation, hence, (92) may be considered a certain analog of this transformation.
Substitute (92) into the equalities of the second line (91), and get the system of two equations
each of which is a perturbation of modified KdV equation.
Theorem 6. Systems of partial differential Equations (45) and (93) are related by transformations (92).
Proof of Theorem 6. Substitute (92) into (90). Transform the first equation and separate the total derivatives
In the resulting equality, the linear operator
may be removed:
Do the same with the second equality of system (45) and factor out the operator
.
If functions are solutions of system (45) and , then, at , it follows from (94) and (95) that functions are solutions of system (93). □
Corollary 9. Complexification of Korteweg-de Vries equationandare related by transformationwhereare complex functions of independent variables . The pattern of proof fully coincides with the proof of the theorem above, where , , , is supposed to contain parameters , .
Assuming in equality (97) that
is a real function, get a routinely modified KdV equation
, hence, (97) may be considered as a modification of the KdV equation complexification [
22].
In the classic case, the resulting transformations can be used to build exact solutions. Let us show that the found relation (91) of the two systems (45) and (93) allows us to do this. We take, as the solution of system (45), the following trivial functions
Using (91) and integrating, we obtain the solution of system (93) in the form of traveling waves:
where
C1 and
C2 are the arbitrary integration constants. At
C1 = 0 we obtain classical solutions: