arXiv:solv-int/9501001v1 30 Dec 1994
The integrable dynamics of discrete and continuous curves∗
Adam Doliwa
Institute of Theoretical Physics, Warsaw University
ul. Hoża 69, 00-681 Warsaw, Poland
e-mail:
[email protected]
Paolo Maria Santini
Dipartimento di Fisica, Università di Catania
Corso Italia 57, I-95129 Catania, Italy
and INFN, Sezione di Roma, P.le Aldo Moro 2, I-00185 Roma, Italy
e-mail:
[email protected] [email protected]
Abstract
We show that the following geometric properties of the motion of discrete and continuous curves select integrable dynamics: i) the motion of the curve takes place in the
N dimensional sphere of radius R, ii) the curve does not stretch during the motion,
iii) the equations of the dynamics do not depend explicitly on the radius of the sphere.
Well known examples of integrable evolution equations, like the nonlinear Schrödinger
and the sine-Gordon equations, as well as their discrete analogues, are derived in this
general framework.
1
A historical introduction
One of the classical problems of the XIX-century geometers was the study of the connection
between differential geometry of submanifolds and nonlinear (integrable) PDE’s. For
instance, Liouville found the general solution of the equation (known now as the Liouville
equation) which describes minimal surfaces in E 3 [1]. Bianchi solved the general Goursat
problem for the sine-Gordon (SG) equation [2], which encodes the whole geometry of the
pseudospherical surfaces. Moreover the method of construction of a new pseudospherical
surface from a given one, proposed by Bianchi [3], gives rise to the Bäcklund transformation
for the SG equation [4].
The connection between geometry and integrable PDE’s became even deeper when
Hasimoto [5] found the transformation between the equations governing the curvature
and torsion of a nonstretching thin vortex filament moving in an incompressible fluid
and the NLS equation. Several authors, including Lamb [6], Lakshmanan [7], Sasaki [8],
Chern and Tenenblat [9] related the Zakharov-Shabat(ZS) [10] spectral problem and the
associated Ablowitz-Kaup-Newell-Segur(AKNS) hierarchy [11] to the motion of curves in
E 3 or to the pseudospherical surfaces and certain foliations on them.
Almost at that time Sym introduced the soliton surfaces approach, in which the powerful tools of the IST method are used to construct explicit formulas for the immersions
∗
This work was supported by KBN grant 2-0168-91-01, by the INFN and by the 1994 agreement between
Warsaw and Rome Universities
1
of one-parameter families (labeled by the spectral parameter) of surfaces corresponding to
given solutions of integrable PDE’s [12]; see also the recent developments of Bobenko [13].
More recently Langer and Perline [14] showed that the dynamics of a nonstretching
vortex filament in R3 gives rise, through the Hasimoto transformation, to the recursion
operator of the NLS hierarchy. Similarly, Goldstein and Petrich [15] showed that the
dynamics of a nonstretching string on the plane produces the recursion operator of the
mKdV hierarchy.
Connections between geometry and integrable PDE’s in multidimensions can also be
found, for example in works of Tenenblat and Terng [16] and Konopelchenko [17]. Also at
a discrete level there is a similar situation. For instance, discrete pseudospherical surfaces
and the discrete analogues of constant mean curvature surfaces are described by integrable
discrete analogues of the sine-Gordon (SG) [18][19] and sinh-Gordon equations [20]. Such
discretizations were found by adapting the main geometric properties of the continuous
surfaces to a discrete level.
In two recent papers [21][22] we have proposed a new geometric characterization of the
integrable dynamics of a discrete or continuous curve (where, by discrete curve, we mean
just a sequence of points), based on the following three properties:
Property 1. The motion of the curve takes place in the N -dimensional sphere of radius R,
denoted by S N (R), N > 1.
Property 2. The curve does not stretch during the motion.
Property 3. The equations of the dynamics of the curve do not depend explicitly on the
radius R.
We remark that Properties 1-3 not only select integrable PDE’s, but also provide their
integrability scheme; in other words, in the process of deriving the dynamics selected
by Properties 1-3 one discovers ”for free” the integrable nature of such dynamics! In
particular, the spectral problem is given by the Frenet equations of the curve and is a
consequence of Property 1, and the spectral parameter is given by the inverse of the radius
of the sphere.
We also remark that our aproach explains in a simple way Sym’s formula [12], which
allows to calculate, from the wave function of the spectral problem, the surface generated
by the motion of the curve.
In papers [21] and [22] we have dealt with the integrable dynamics of a continuous
and discrete curve respectively, obtaining, in the case of N = 3, the AKNS [11] and the
Ablowitz-Ladik (AL) [23] hierarchies. As we shall see in the following if, in Property 3,
we consider discrete time dynamics, one also generates integrable fully discrete evolution equations, like the Hirota equation [24][25]. Since integrable discrete dynamics can
always be interpreted as Bäcklund Transformations (BT’s) of the corresponding continuous dynamics [26], the hierarchies of BT’s of integrable systems are also characterized by
Properties 1–3.
2
2.1
The curve in S N (R) and the associated spectral problem
Frenet basis along the discrete curve
Let us consider a sequence Z ∋ k 7→ r(k) ∈ S N (R) ⊂ RN +1 of points of the N-dimensional
sphere of radius R. We are interested in the sequence r(k) which gives rise to a piecewise
2
linear curve in S N (R). Our goal is to construct an analog of the Frenet basis along the
discrete curve and of the corresponding Frenet equations.
By F 1 (k) we denote the 1-dimensional oriented vector subspace of RN +1 given by
r(k) and let F l+1 (k) = F l (k) + F 1 (k + l). For the point r(k) in general position (what
we assume in the sequel for simplicity) F l (k) is l-dimensional oriented subspace of RN +1
(l ≤ N + 1). It is also convenient to denote F 0 (k) = {0}. Now we define the orthonormal
Frenet basis {fl (k)}N
l=0 in the point r(k) of the discrete curve: fl (k) is the unit vector of
F l+1 (k) orthogonal to F l (k) and correctly oriented.
The distance ∆(k) between points r(k) and r(k + 1) of the curve is given in terms of
the radius R of the sphere and the angle ϕ0 (k) between f1 (k) and f1 (k + 1) as
∆(k) = R ϕ0 (k) .
(1)
We are going to construct N − 1 other angles which play similar role as curvatures of the
(continuous) curve.
Both F 2 (k) and F 2 (k+1) are subspaces of F 3 (k) and their intersection is F 1 (k+1). Its
orthogonal complement in F 3 (k) is the plane π1 (k). Since f2 (k) ∈ F 3 (k) and f2 (k)⊥F 2 (k),
then f2 (k) ∈ π1 (k); similarly f1 (k + 1) ∈ π1 (k). By f̃1 (k) we denote the unit vector of π1 (k)
normal to f2 (k); it is also the vector of π0 (k) = F 2 (k) orthogonal to f0 (k + 1). The angle
ϕ1 (k) between the hyperplanes F 2 (k) and F 2 (k + 1) in F 3 (k) (equivalently, between f̃1 (k)
and f1 (k + 1)) is the angle of geodesic curvature.
f0(k+1)
f 0(k)
f 1(k)
r(k)
π1(k) r(k+1)
ϕ1(k)
f1(k+1)
~
f 1(k)
r(k+2)
π0(k) π 0(k+1)
ϕ0(k)
Fig.1
In general we consider the subspaces F l (k) and F l (k + 1) of F l+1 (k), their intersection
F l−1 (k+1) and its orthogonal complement πl−1 (k). Since fl (k) ∈ F l+1 (k) and fl (k)⊥F l (k),
then fl (k) ∈ πl−1 (k). Similarly, since fl−1 (k + 1) ∈ F l (k + 1) ⊂ F l+1 (k) and fl−1 (k +
1)⊥F l−1 (k + 1), then fl−1 (k + 1) ∈ πl−1 (k).
By f̃l−1 (k) we denote the unit vector of πl−1 (k) orthogonal to fl (k). One can show
that f̃l−1 (k) is also the unit vector of πl−2 (k) orthogonal to fl−2 (k + 1). This is the
3
consequence of two facts: f̃l−1 (k) ∈ F l (k) (as f̃l−1 (k) ∈ F l+1 (k) and f̃l−1 (k)⊥fl (k)) and
f̃l−1 (k)⊥F l−1 (k + 1). The angle ϕl−1 (k) between the hyperplanes F l (k) and F l (k + 1)
of F l+1 (k) (equivalently, between their normals fl (k) and f̃l (k), or between f̃l−1 (k) and
fl−1 (k + 1)) is the angle of the (l − 1)th curvature.
F l-1 (k+1)
1
F (k)
F1 (k+l)
Fl(k)
Fl(k+1)
~
fl(k) fl(k)
f l-1 (k+1)
ϕl-1 (k)
πl-1 (k)
~
fl-1 (k)
Fig.2
The transition from the Frenet basis {fl (k)}N
l=0 in the point r(k) of the discrete curve to
{fl (k + 1)}N
is
obtained
by
the
superposition
of N rotations of the angles ϕl (k) in the
l=0
planes πl (k), (l = 0, ..., N − 1):
{f0 (k), f1 (k), f2 (k), ..., fN (k)}
ϕ0 (k),π0 (k)
{f0 (k + 1), f̃1 (k), f2 (k), ..., fN (k)}
−→
ϕ1 (k),π1 (k)
−→
... {f0 (k + 1), ..., f̃l−1 (k), fl (k), fl+1 (k), ..., fN (k)}
...
ϕl−1 (k),πl−1 (k)
{f0 (k + 1), ..., fl−1 (k + 1), f̃l (k), fl+1 (k), ..., fN (k)}
−→
ϕl (k),πl (k)
−→
(2)
...
... {f0 (k + 1), ..., fN −1 (k + 1), f̃N (k) = fN (k + 1)} .
2.2
The spinor representation of the Frenet equations
The linear transformation related to the resulting rotation gives the discrete analog of the
Frenet equations. We will present it using the language of the Clifford algebras and Spin
N +1 cosidered as a subspace
groups [27]. Let E = {el }N
l=0 be a fixed orthonormal basis of R
of the Clifford algebra Cl(N + 1), then any other orthonormal (correctly oriented) basis
4
F = {fl }N
l=0 can be obtained from E using an element S of the corresponding Spin(N + 1)
group
F = S −1 ES .
(3)
Moreover, when another basis F̃ is obtained from F by rotation in the plane hfi , fj i of the
angle ϕ, then
ϕ
ϕ
ϕ
S .
(4)
S̃ = (cos + ei ej sin )S = Oij
2
2
If S(k) ∈ Spin(N + 1) represents the rotation to Frenet basis in point r(k) then it is
subjected to the equation
ϕ
(k)
ϕ (k)
1
S(k + 1) = ONN−1
−1,N · . . . · O12
ϕ (k)
O010
S(k) .
(5)
The arc-length along the curve
s=
k−1
X
∆(i)
(6)
i
in the continuous limit ϕ0 (i) → 0 is the arc-length parameter. Moreover
S(k + 1) − S(k)
dS(s)
= lim
=
ds
∆(k)
ϕ0 (k)→0
1
E01 + κ1 (s)E12 + ... + κN −1 (s)EN −1,N S(s) ,
R
(7)
where
κl (s) =
ϕl (k)
ϕ0 (k)→0 ∆(k)
lim
(8)
is the l-th curvature of the corresponding continuous curve and Eij = ei ej /2 are elements
of the canonical basis of the orthogonal Lie algebra so(N + 1) in the Clifford algebra
representation. The equation (7) is nothing but the classical Frenet equation for the curve
in S N (R).
Remark: Even when point r(k) is not in general position, the corresponding spaces F l (k)
can be defined in a way that their dimension is l. We just keep the space F l (k − p) (p > 0)
of the nearest point in which it was ”properly” defined. In this way one can define, for
example, the Frenet frame along the geodesic line (which is any big circle): only f0 and
f1 vary along the curve, and the rest of the Frenet frame remains as it was defined in a
starting point.
3
The discrete curve in S 3(R)
In this Section we investigate in detail the discrete curve in S 3 (R) with constant distance
∆ between the subsequent points. Throught the Section we use the following definitions:
ν = ∆/R = ϕ0 (k), ϕ(k) = ϕ1 (k), θ(k) = ϕ2 (k), the Frenet basis {fl (k)}3l=0 is denoted by
{r̂(k), t(k), n(k), b(k)} and consists of the radial, tangent, normal and binormal vectors.
We show that the Frenet equation (5) reduces to the Ablowitz-Ladik spectral problem,
and its continuous limit to the Zakharov-Shabat spectral problem. We also present the
geometric explanation of Sym’s formula.
5
The Hasimoto transformation for the discrete curve in S 3 and the
Ablowitz-Ladik spectral problem
3.1
It is convenient to modify Frenet basis by a rotation in the normal plane hn(k), b(k)i of
P
the angle σ(k) = ik−1 θ(i).
N(k) = cos σ(k)n(k) − sin σ(k)b(k)
(9)
NJ (k) = sin σ(k)n(k) + cos σ(k)b(k) .
This change of basis corresponds to a partial ”integration” of the Frenet equations in the
normal plane, since the vectors N(k), NJ (k) does not vary from the point of view of the
normal plane (this is the discrete analog of the parallel transport in the normal bundle).
It is also convenient to interprete any vector of the normal plane as a complex number
~
φ(k)
= Reφ(k)N(k) + Imφ(k)NJ (k) ⇔ φ(k) = Reφ(k) + i Imφ(k) .
(10)
If we define S(k) ∈ Spin(4) by the relation
H(k) = {r̂(k), t(k), N(k), NJ (k)} = S(k)−1 ES(k) ,
then
−σ(k)
S(k + 1) = O23
ϕ(k)
σ(k)
ν
S(k) .
O12 O23 O01
To represent the above rotation in terms of matrices we first choose the following representation of the basis E as 4 × 4 Dirac matrices
e0 ↔
0 I
I 0
!
0 −iσ1
iσ1
0
e2 ↔
,
e1 ↔
!
, e3 ↔
!
,
0
iσ2
−iσ2 0
!
0 −iσ3
iσ3
0
(11)
,
where I is the 2 × 2 identity matrix and σl are the standard Pauli matrices . The linear
problem related to the discrete curve takes the form
S ′ (k + 1)
0
′′
0
S (k + 1)
S(k + 1) =
with
′
A (k) =
wher
!
A′ (k)
0
′′
0
A (k)
=
!
eiν/2 cos(ϕ(k)/2)
e−iν/2 sin(ϕ(k)/2)eiσ(k)
−eiν/2 sin(ϕ(k)/2)e−iσ(k)
e−iν/2 cos(ϕ(k)/2)
1
=p
1 + |q(k)|2
ζ
q(k)ζ −1
−q̄(k)ζ
ζ −1
!
q(k) = tan(ϕ(k)/2)eiσ(k) , ζ = eiν/2 ,
A′′ (k, ζ)
S ′ (k)
0
′′
0
S (k)
A′ (k, ζ −1 ).
,
!
!
,
(12)
=
(13)
(14)
and
=
This linear problem is equivalent [22] to the Ablowitz-Ladik
spectral problem [23].
In the limit of the continuous curve we obtain the Zakharov-Shabat spectral problem
[10]
!
1
dS ′ (s)
iλ
q(s)
=
S ′ (s) ,
(15)
ds
2 −q̄(s) −iλ
where q(s) = κ(s)eiσ(s) , σ(s) =
Rs
τ (s′ )ds′ and λ = R−1 .
6
3.2
The geometric interpretation of Sym’s formula
In short notation: E ↔ {I, iσ3 , iσ1 , −iσ2 }
H(k) = S ′′ (k)−1 ES ′ (k)
(16)
and, as a consequence, for a function q(k), the radius vector of the corresponding curve in
sphere S 3 (R) is represented by
r(k) = R S ′′ (k)−1 S ′ (k) .
(17)
Suppose one is interested in the radius vector of the curve in R3 corresponding to q(k).
One can consider R3 as sphere of infinit radius but one cannot just take the limit R → ∞
in the formula above. This way the center of the sphere is fixed while R3 is pushed away
to infinity.
RN
rnew
r
r0
SN
Fig. 3
To remove this incovenience we first have to shift the basis of R4 to a point of the sphere:
rnew (k) = r(k) − r0 .
If the linear problem is solved under the initial condition S ′ (0, λ) = S ′′ (0, λ) = I,
then S ′′ (k, λ) = S ′ (k, −λ). Choosing r0 = r(0, λ) = Re0 = λ1 I, one obtains the following
formula for the Cartesian coordinates (X i (k))3i=1 of the points r̃(k) of the curve in R3
r̃(k) =
3
X
i=1
∂S ′ (k, λ)
1 ′
|λ=0 .
S (k, λ)−1 S ′ (k, λ) − I = 2S ′ (k, 0)−1
λ→0 λ
∂λ
X i (k)ei = lim
(18)
The above formula was first used by Sym [12] in his approach of soliton surfaces. He also
found its generalization to soliton equations related to linear problems in semi-simple Lie
algebras. Our approach is more related to the Clifford algebras.
Remark: A modification of this formula was recently found by Cieśliński [28] in the
context of conformal geometry of isothermic surfaces in R3 .
7
4
The integrable dynamics in S 3 (R)
In this Section we consider the motion of the discrete curve subjected to Properties 1 - 3.
For convenience, we use the following short-hand notation: f for f (k), k ∈ Z and fn for
f (k + n), n = ±1, ±2, ...
The motion of the curve is governed by velocity field v which is convenient to write in
the form
sin(λ∆)
(V t + ReφN + ImφNJ ) ,
(19)
r,t = v =
λ
and, consequently,
S,t′
i
= TS =
2
′
γ δ
δ̄ −γ
!
S ′ , T ∈ su(2) .
(20)
The compatibility condition between equations (12)(19) and (20) specifies the entries γ
and δ in terms of the velocity field:
δ = iζ −2 φ − i(φ1 + q(V + V1 ))
γ = W + sin(λ∆)V
W1 − W
(21)
= −Re (iq̄ (φ2 − φ + q1 (V1 + V2 )))
and yields the kinematics
2q,t = −2 cos(λ∆) (φ1 + qV1 ) + R (φ1 + qV1 ) ,
(22)
(1 − |q 2 |)V1 − (1 + |q|2 )V = q φ̄1 + q̄φ1 ,
(23)
where
q̄f
−2iq(E−1)−1 Im(q̄1 f −q̄f1 )
Rf := (1+|q| ) f1 + f−1 + 2(q1 E − q−1 )(E − 1) Re
1 + |q|2
(24)
and E is the shift operator along the discrete curve: Ef = f1 .
Substituting the ansatz
2
−1
V
φ
!
=
m
X
V (m−j)
φ(m−j)
j
(cos(λ∆))
j=0
!
(25)
into equation (22) and requiring independence of cos(λ∆), we finally obtain the following
class of integrable dynamics:
q,t = h0 (R)(1 + |q|2 )(q1 − q−1 ) + h1 (R)(iq) ,
(26)
where h0 and h1 are arbitrary entire functions with real coefficients.
We remark that equation (22) implies the following interesting connection:
(m)
K (m) = φ1
(m)
+ qV1
(27)
between the integrable commuting flows
K (m) = Rm−1 (1 + |q|2 )(q1 − q−1 ) and/or K (m) = Rm (iq) , m ≥ 0
8
(28)
and the velocity fields. In the continuous limit this reduces to the result of Langer and
Perline [14].
The simplest examples are the following:
i) If h0 = 1, h1 = 0, then
v=
sin(λ∆)
sin(λ∆)
(t − ~q−1 ) =
(t − |q−1 |n) ,
λ
λ
(29)
q,t = (1 + |q|2 )(q1 − q−1 ) =: K (1) .
(30)
ii) If h0 (x) = x, h1 = 0, then
v=
4 sin(λ∆)
λ
φ = −q−1 cos(λ∆) +
1
~
cos(λ∆) + (q q̄−1 + q̄q−1 ) t + φ
2
,
1
(1 + |q−1 |2 )(q − q−2 ) − q−1 (q q̄−1 + q̄q−1 )
2
(31)
2
q,t = (1 + |q|2 ) (1 + |q1 |2 )q2 − (1 + |q1 |2 )q−2 + q̄(q12 − q−1
) + q(q1 q̄−1 − q−1 q̄1 ) =: K (2) .
(32)
iii) If h0 = 0 and h1 (x) = x, we obtain
v=
2 sin(λ∆)
ϕ−1
2 sin(λ∆)
(i~q−1 ) =
tan(
)b ,
λ
λ
2
q,t = i(1 + |q|2 )(q1 + q−1 ) .
(33)
(34)
This equation has also recently appeared in conection with the Heisenberg XXO antiferromagnet model [29].
In the continuous limit, R − 2 reduces to the recursion operator of the continuous NLS
hierarchy. Moreover the following combination of equation (34) with the ”zero order flow”
q,t = iq :
q,t = i q1 − 2q + q−1 + |q|2 (q1 + q−1 )
(35)
reduces [23] in the continuous limit, to the NLS equation
1
iq,t′ = q,ss + |q|2 q , t′ = −∆2 t .
2
(36)
which describes the motion of a vortex filament in the localized induction approximation
[5][30]. We remark that, in this approximation, the velocity field which governs the motion
of the vortex depends on its curvature κ through the relation
r,t = κb ;
(37)
therefore, since equation (35) has in R3 a velocity field of the same type:
r,t = 2∆ tan(
ϕ−1
)b ,
2
(38)
we expect it to be a good candidate for describing the motion of a discrete vortex in the
same approximation.
Consequently, the continuous limit of the linear combination
q,t = K (2) − 2K (1)
9
(39)
reduces to the complex mKdV equation
3
q,t′ = q,sss + |q|2 q,s , t′ = 2∆3 t .
2
(40)
We remark that, in the degenerate case of the curve on S 2 , θ ≡ 0 and consequently
q, φ ∈ R. In this case we are forced to choose h1 = 0 and only the first hierarchy survives.
Property 3 can also be satisfied through a mechanism (different from that of equation
(25)) which gives integrable dynamics with sources (see [21][22]).
5
Discrete-time dynamics and the Hirota equation
In this section we consider the discrete curve on S 2 (R) with constant distance ∆ = νR
between subsequent points ”moving” in discrete time.
n forf (k + m, l + n).
Now we use the following notation: f for f (k, l), k, l ∈ Z, and fm
The Frenet equations read
ϕ ν
S1 = O12
O01 S = AS .
(41)
The discrete-time kinematics can be described in terms of angles ω and µ which are
analogues of the direction and the length of the velocity field respectively.
ψ
ρ
(k,l+1)
ω
ϕ
(k,l)
(k+1,l)
µ
Fig.4
The induced kinematics of the Frenet frame reads
ρ
µ
ω
S 1 = O12
O01
O12
S = BS ,
(42)
where the angle ρ should be calculated from the compatibility condition
A1 B = B1 A .
(43)
It turns out that it is convenient to use, instead of ρ, another angle ψ = ω 1 + ρ, which is
the angle of curvature of the curve {rn }n∈Z .
10
The compatibility condition (43) written in terms of angles splits into three equations
cos
ω1 + ϕ − (ω11 + ϕ1 − ψ1 )
µ
ω − (ω 1 − ψ)
µ1
cos
= cos cos
,
2
2
2
2
ω1 + ϕ + ω11 + ϕ1 − ψ1
µ
ω + ω1 − ψ
µ1
cos
= cos cos
,
2
2
2
2
ω1 + ϕ + ω11 + ϕ1 − ψ1
µ1
ω1 + ϕ − (ω11 + ϕ1 − ψ1 )
µ1
sin
+ i cos
sin
=
sin
2
2
2
2
sin
e−iν
ω + ω1 − ψ
µ
ω − (ω 1 − ψ)
µ
+ i cos sin
sin sin
2
2
2
2
!
(44)
.
In this paper we consider only the motion subjected to the condition µ ≡const. This is
(together with the previous condition ν ≡const.) the discrete analog of the Tchebyschev
net condition, which in the continuous case gives the sine-Gordon equation [31]. The first
two equations of (44) imply
−1
−1
ϕ1−1 − ϕ−1
−1 = −(ψ1 − ψ−1 )
(45)
which asserts the existence of the ”potential” φ:
ϕ = φ2 − φ , ψ = −φ2 + φ ,
(46)
and allows to write ω in terms of it
ω = −(φ1 + φ1 ) .
(47)
Finally, the third equation of (44) gives the celebrated Hirota equation [24]
sin
µ
ν
φ1 + φ1 + φ11 + φ
φ1 + φ1 − φ11 − φ
= tan tan sin
.
2
2
2
2
(48)
References
[1] J. Liouville, J. Math. Pures Appl. 18 (1853) 71.
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