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 .