3.1. Mathematical Statement of the Nonlinear Problem
Let us consider the equation
where
,
is a sought-for function,
and
are positive constants and
is a real parameter, together with boundary conditions
where
A is an arbitrary positive constant.
We note that substituting Fields (
4)–(
5) into Maxwell’s Equation (
1) and using notation
,
,
,
, we obtain Equation (
6). Thus, Equation (
6) depends on frequency, as terms
and
depend on
. We stress that the same notation is used in the problems below. From the conditions imposed on the electromagnetic field, one obtains Conditions (
7) and (
8).
Thus, our main goal is to study
problem , which is to find
such that there exists solution
to Equation (
6), satisfying Conditions (
7) and (
8).
Definition 1. A value such that there exists solution to Equation (6), satisfying conditions (7) and (8), is called an eigenvalue, and the corresponding function is called an eigenfunction of problem . So, the problem of electromagnetic wave propagation is equivalent to problem , and therefore eigenvalues of problem are (squared) propagation constants of waveguide . We stress, however, that due to the fact that is real, and notation , only positive eigenvalues of problem have electromagnetic sense. The same is also true for the linearized problem described in the next section.
3.3. Solvability of Problem Q
Let us assume that the solution to Equation (
6) satisfying Condition (
7) exists globally on the whole segment
; the validity of this assumption is approved below. Then, integral
exists and, in fact, it is a positive parameter. Taking this into account, Equation (
6) can be considered as an ordinary linear differential equation with constant coefficients; we can write its solution in the form
where
and
are arbitrary constants.
Using boundary condition
, one finds that
, and thus
can be rewritten as
Using condition
, one obtains the equation
In fact, this is the so-called dispersion equation, which defines propagation constants. Setting , one obtains the dispersion equation of the problem .
Hence, one can see from (
14) that
Indeed, as is known from the complex function theory,
vanishes only for
,
. For this reason, the argument of sin in (
14) must be real. Thus, Condition (
15) is necessary.
From (
14), one obtains
where
is an integer.
Substituting (
16) into (
13), solution
takes the form
Using condition
, one obtains
Substituting (
17) into Equation (
16), one finds
So, one can see that for
, the corresponding function
given by (
17) satisfies Equation (
6) and Conditions (
7) and (
8). It proves our assumption of the existence of a solution and, therefore, all further calculations are valid.
Values
are eigenvalues, and the corresponding functions
are eigenfunctions of problem
. One can see that Formulas (
17) and (
18) are explicit formulas for propagation constants and eigenwaves of problem
. One can also compare Formulas (
11) and (
12) for problem
with similar Formulas (
17) and (
18) for problem
.
The following result takes place.
Theorem 2. Problem has infinitely many negative and a finite number(
possibly not one)
of positive eigenvalues ; they are defined by Formula (18). In addition, it is true thatwhere are eigenvalues of (
linear)
problem . The eigenfunctions of problem are defined by Formula (17) and exactly coincide with the eigenfunctions of problem , which are defined by Formula (12) provided that one set in (12). Proof. The main part of the theorem easily results from Formula (
18). Indeed, the first term is
, the second one is
and the third one is
; in addition, the first two terms are positive, whereas the third one is negative. Then, there exists an integer
such that for all
the absolute value of the third term is larger than the sum of the first two terms. Thus,
for
and
for
.
The link between solutions to the linear and nonlinear problems can be obtained passing to the limit
in Formula (
18) and comparing the found expression with Formula (
11), which defines the eigenvalues of problem
. □
From the electromagnetic standpoint, only positive are interesting (the same is true for problem ). Then, the following corollary is a simple consequence of the found results.
Corollary 2. If positive eigenvalues of problem exist, then , where is a constant.
3.4. Problem
In this section, we briefly present the main results in the case of monochromatic TE-wave propagation in a plane shielded dielectric layer filled with Kerr medium, where Kerr nonlinearity is described by Formula (
2). This problem we denote problem
. In other words, the only difference between problems
and
is in the form of nonlinearity.
Problem
is to find
such that there exists function
, which is the solution to equation
satisfying boundary conditions
and
, where
A is an arbitrary positive constant. Problem
is studied in [
26,
27].
For , problem degenerates into a linear one, which obviously coincides with problem .
From a physical point of view, the positive eigenvalues of problem correspond to the so-called propagation constants of waveguide and the eigenfunctions correspond to the eigenmodes of the waveguide.
The following results take place [
26,
27].
Theorem 3. Problem has infinitely many positive eigenvalues with an accumulation point at infinity for any .
This result means that there exist infinitely many eigenvalues
, where
, and eigenfunctions
of problem
such that
as
. We stress that even this result is completely different from those that are derived in problems
; see Theorem 1, Corollary 1 and
, as well as Theorem 2 and Corollary 2 and
Figure 5 and
Figure 7.
Theorem 4. If problem has k eigenvalues , where , then there are at least k eigenvalues of problem such thatfor each j;
in addition,
We note that there is only a finite number of eigenvalues
of problem
satisfying Relation (
21); see
Figure 5 and
Figure 7. This time again we pay attention to the difference between results found for problem
and problems
and
. To be more precise, in problems
and
, all eigenvalues belong to a finite interval; see Corollaries 1 and 2. In problem
, eigenfunctions were not written explicitly here (they are expressed via elliptic functions), however, in [
16] Formula (
22) is proved. Result expressed by Formula (
22) obviously are not valid for problems
and
.
Due to our concentration on the electromagnetic application, above, we presented results for positive eigenvalues only.
Let us formulate Theorem 3 in terms of eigenmodes: for any , waveguide supports infinitely many different eigenmodes. We recall that in the linear case (if ) the waveguide supports only a finite number of eigenmodes. This means that for any , there exist infinitely many eigenmodes which are “nonlinearizable”, in other words, they do not have linear counterparts. Being correct from a mathematical point of view, this result seems to be strange from the physical point of view.
3.5. Numerical Results and Discussion
As is clear from
Section 3.1, eigenvalues are squared propagation constants. Below, only positive eigenvalues
of problems
,
and
are under consideration, and we deal with
,
and
, which are square roots of
,
and
, respectively. We also call
and
eigenvalues, hoping that it does not lead to misunderstanding.
The dependence of a propagation constants on the thickness of a waveguide is usually used in theoretical and practical issues. Such a dependence we call the dispersion curve. It is convenient to use the following notation: the index of a particular eigenvalue is equal to the number of a corresponding dispersion curve that we number from left to right. If several eigenvalues lie on the same dispersion curve (this is possible for problem ), then such eigenvalues receives an additional index.
Everywhere, and ; other parameters are given in the figures’ captions.
In the case of problems
and
, we can find their solutions using explicit Formulas (
11) and (
18), respectively; the corresponding eigenfunctions are defined by explicit expressions as well. On the other hand, in the case of problem
, we do not have such formulas. For solving problem
numerically, we use the so-called "shooting method". The main scheme of the method is the following. We fix some segment on
, say
, and generate a grid with nodes
. For each
, we solve the Cauchy problem for equation
with initial conditions
,
and evaluate its solution
at the point
. Then, going through all
, we check if condition
is true or not; if it is true, then segment
definitely contains a solution to problem
.
In
Figure 2, the first three dispersion curves of problem
are shown by blue circle curves, and the first three dispersion curves of problem
are shown by red dashed lines. The vertical dashed line corresponds to
. The points of intersections of the dispersion curves with the line
are eigenvalues of the corresponding problem. In
Figure 2, one can see that the
problem
(as well as problem
) has only two solutions
and
(and
and
for problem
). Eigenfunctions for the eigenvalues marked in
Figure 2 are plotted in
Figure 3.
Figure 2.
Dispersion curves of problems (for ) shown by blue circle curves and (for ) shown by red dashed lines; purple and green diamonds are eigenvalues and of problem .
Figure 2.
Dispersion curves of problems (for ) shown by blue circle curves and (for ) shown by red dashed lines; purple and green diamonds are eigenvalues and of problem .
Figure 3.
Eigenfunctions (green curve) and (purple curve) of problem corresponding to eigenvalues and , respectively.
Figure 3.
Eigenfunctions (green curve) and (purple curve) of problem corresponding to eigenvalues and , respectively.
In
Figure 4, the first dispersion curves of problem
for several values of nonlinearity coefficient
are plotted.
Figure 4 is an illustration of Expression (
19): it is easy to see that if
decreases to zero, then the dispersion curve of problem
tends to the dispersion curve of problem
, and the same happens to the eigenvalue
.
Figure 4.
The first dispersion curves of problem for different values of parameter : the purple curve corresponds to , the green curve corresponds to , the gray curve corresponds to and, finally, the red one corresponds to (this is the linear case). Diamonds stand for one eigenvalue of problem for different values of , which are (purple diamond), (green diamond), (gray diamond) and (red diamond).
Figure 4.
The first dispersion curves of problem for different values of parameter : the purple curve corresponds to , the green curve corresponds to , the gray curve corresponds to and, finally, the red one corresponds to (this is the linear case). Diamonds stand for one eigenvalue of problem for different values of , which are (purple diamond), (green diamond), (gray diamond) and (red diamond).
In
Figure 5, blue curves are the first two dispersion curves of problem
, and the purple curves are the first two dispersion curves of problem
. It is easy to see that there are domains where dispersion curves of problems
and
are very similar; however, they are different greatly on the whole. The vertical dashed line corresponds to
. The points of intersection of dispersion curves with this line are eigenvalues of the corresponding problem. Here, one can see a "nonlinearizable" solution of problem
(it is denoted by the blue diamond), whereas problem
does not have such kinds of solutions.
Figure 5.
Dispersion curves of problems and ; parameter . Diamonds denote eigenvalues: (orange diamond), (green diamond), (brown diamond) and (blue diamond).
Figure 5.
Dispersion curves of problems and ; parameter . Diamonds denote eigenvalues: (orange diamond), (green diamond), (brown diamond) and (blue diamond).
In
Figure 6 we plot the eigenfunctions for the eigenvalues marked in
Figure 5 with green diamond and brown diamond corresponding to problems
and
, respectively.
Figure 6.
Eigenfunctions (green curve) and (brown curve) of problems and , respectively.
Figure 6.
Eigenfunctions (green curve) and (brown curve) of problems and , respectively.
We note that we do not write the exact expression for the eigenfunction of problem as, in fact, we plot it numerically (it is expressed by elliptic functions).
In
Figure 7, dispersion curves for all three problems
Q,
and
are shown together.
Figure 7.
Dispersion curves of problems (blue curves), (purple curves) and (red curves); parameter . Eigenvalues: (red diamond), (blue diamond), (purple diamond), (red diamond), (blue diamond), (purple diamond), (green diamond) and (green diamond).
Figure 7.
Dispersion curves of problems (blue curves), (purple curves) and (red curves); parameter . Eigenvalues: (red diamond), (blue diamond), (purple diamond), (red diamond), (blue diamond), (purple diamond), (green diamond) and (green diamond).
All presented results help to illustrate the following idea. For small , all solutions to problem Q are close to the corresponding solutions to problem . The same is true for several first eigenvalues of problem . However, problem has solutions (in accordance with Statements 3 and 4, there are infinitely many of them) which do not have linear counterparts.
We showed that problem has a finite number of positive and infinite number of negative eigenvalues and, if decreases to zero, then all of them tend to the corresponding solutions to linear problem .