Nonlinear Waves Lecture Notes

Nonlinear Waves Lecture Notes
(G14 NWA/2)
Dr R H Tew
Division of Applied Mathematics, School of Mathematical Sciences,
University of Nottingham, University Park, Nottingham, NG7 2RD.
Autumn Semester 2005
Contents
3.3.3 Behaviour at intermediate times . . . 26
1 Linear Wave Theory & Other Background 4 3.3.4 Summary Power Balancing . . . . . 26
1.1 Linear wave equations . . . . . . . . . . . . . 4 3.4 Nonsymmetric Klein-Gordon breather . . . . 26
1.2 Other equations . . . . . . . . . . . . . . . . . 4 3.5 Numerical Solution of Equations . . . . . . . 28
1.3 Dispersion relation . . . . . . . . . . . . . . . 5
1.4 Group velocity . . . . . . . . . . . . . . . . . 5 4 Applications 29
1.5 Lagrangian mechanics . . . . . . . . . . . . . 6 4.1 Electrical Transmission Lines . . . . . . . . . 29
1.5.1 The Euler-Lagrange equations . . . . 6 4.1.1 Aside . . . . . . . . . . . . . . . . . . 30
1.5.2 Hamiltonian mechanics . . . . . . . . 7 4.1.2 Onto KdV . . . . . . . . . . . . . . . . 30
1.6 Nonlinearity . . . . . . . . . . . . . . . . . . . 8 4.1.3 Regularising long wave equations . . . 31
4.1.4 Comparison of solitary wave solutions 33
2 Integrable Systems 9 4.2 Fibre-optic Cables . . . . . . . . . . . . . . . 34
2.1 The solitary wave solution . . . . . . . . . . . 9 4.3 Water Waves . . . . . . . . . . . . . . . . . . 35
2.2 The classic integrable systems . . . . . . . . . 10 4.3.1 Linear Theory . . . . . . . . . . . . . 36
2.2.1 KdV . . . . . . . . . . . . . . . . . . . 10 4.3.2 Nonlinear Theory . . . . . . . . . . . . 37
2.2.2 NLS . . . . . . . . . . . . . . . . . . . 10 4.3.3 Intepretation of Results . . . . . . . . 39
2.2.3 NLS dispersion relations . . . . . . . 10 4.4 Long Josephson junctions . . . . . . . . . . . 39
2.2.4 NLS special solutions . . . . . . . . 11 4.4.1 CurrentVoltage Characteristics . . . 41
2.2.5 SG . . . . . . . . . . . . . . . . . . . . 12 4.5 Waves in nonlinear diffusion problems . . . . 41
2.2.6 SG Kink solution . . . . . . . . . . . 13 4.5.1 Fisher-KPP equation . . . . . . . . . . 44
2.2.7 SG Breather solution . . . . . . . . 14 4.5.2 Multiple waves . . . . . . . . . . . . . 44
2.2.8 SG 2-soliton solution . . . . . . . . . 14
2.2.9 Others . . . . . . . . . . . . . . . . . . 15
2.3 2-soliton solution - Backlund Transformation 15
Format of Exam:
2.3.1 KdV - History . . . . . . . . . . . . . 15 G14 NW2 (15 credits): one 2 12 -hour paper, attempt
2.3.2 Example: (nothingsoliton) . . . . . 16 3 out of 4 questions
2.3.3 Example: (1-soliton2-soliton) . . . . 17 G14 NWA (20 credits): one 3-hour paper, attempt
2.3.4 Backlund Transformation for SG . . . 17 4 out of 5 questions
2.3.5 Application of BT for SG . . . . . . . 18
2.4 Lax pairs . . . . . . . . . . . . . . . . . . . . 18
2.4.1 Lax pair for KdV . . . . . . . . . . . . 19 Syllabus for G14 NW2 (useful for Revision)
2.4.2 NLS . . . . . . . . . . . . . . . . . . . 20 (i) Linear wave theory & background
2.5 Conserved quantities . . . . . . . . . . . . . . 20 (ii) Integrable systems: 1-soliton solution, hierarchies
2.5.1 KdV - motivation . . . . . . . . . . . 20 of conserved quantities, Lax pair, 2-soliton solution,
2.5.2 KdV-theory . . . . . . . . . . . . . . . 21 envelope solutions (bright and dark), kink solutions,
2.5.3 NLS . . . . . . . . . . . . . . . . . . . 21
breather solutions. Examples: KdV, NLS & SG
3 Methods for nonintegrable systems 22 (iii) Methods for nonintegrable systems: perturbation
3.1 Easy example (NLS) . . . . . . . . . . . . . . 22 theory, large-time asymptotics, stability of solitons, power-
3.2 Harder example collective variables (NLS) . 22 balancing, numerical solution of equations
3.3 Forcing and damping in SG . . . . . . . . . . 24 (iv) Applications: electrical transmission lines, fibre-
3.3.1 Ground States . . . . . . . . . . . . . 24 optic cables, water waves, Josephson junctions, nonlin-
3.3.2 Kink solution . . . . . . . . . . . . . . 25
ear diffusion equations
1
G14 NWA/2 Nonlinear Waves 2
Module Philosophy Lesson 1
Lesson 1
Ideally the scientific process goes:
(1) physical process/scientific experiment
(2) set of mathematical equations
(3) solution of equations
(4) interpret results
However, we are mathematicians and probably most comfortable with the stage (2) (3).
This module will also try to cover some of the processes involved in stages (1) (2) and (3) (4).
This module is designed to be fairly self-sufficient, no knowledge of PDEs, functional analysis, electric cir-
cuit theory, fibre-optic cables, superconductors, water waves, perturbation theory, etc., will be assumed,
(although I hope you will pick some up by the end of the module).
Lesson 2
There is a nice neat theory of constant coefficient linear ODEs[hopefully you have met this]solutions have
the form C0 vet . You may also have met a nice neat theory of second order linear PDEs classifying them
as elliptic, parabolic or hyperbolic.
But a nice neat theory of nonlinear PDEs does not exist. Instead this module shows some typical
behaviours which may be observed, and ways of analysing them. There are other more exotic solutions
out there being discovered all the timethis is an area of current active research.
[Not everything fits into neat categories, you set up a set of boxes and then soon find something which straddles two boxes,
or you have to keep creating new categories].
[If you are doing the 20 credit option (C) and there are things which interest you and you want to know more about, you
can do it as a project - come and talk and Ill point you in the right direction to get started.]
1 Linear Wave Theory & Other Background
1.1 Linear wave equations
The simplest wave equation

ut + cux = 0
has general solution u = f (x ct) where f () is determined by initial conditions.
utt c2 uxx = 0
is usually referred to as the wave equation has general solution u(x, t) = f (x ct) + g(x + ct)
a linear superposition of two waves, one right-propagating and the other left-propagating.
An alternative solution method uses separation of variables, and seeks a solution in the form u(x, t) =
X(x)T (t). This leads to X 00 /X = T 00 /c2 T = k 2 , a constant; since X 00 /X is independent of t and T 00 /c2 T
is independent of x, k must be independent of x and t. Thus we have the solution
cos cos
X(x) = (kx), eikx T (t) = (kct), eikct . (1.1)
sin sin
These are standing waves, and can be shown to be the superposition of equally large waves travelling
in opposite directions
1
cos(kx) cos(kct) = 2
[cos(k(x + ct)) + cos(k(x ct))]
1
sin(kx) sin(kct) = 2
[cos(k(x ct)) cos(k(x + ct))] (1.2)
1
cos(kx) sin(kct) = 2
[sin(k(x + ct)) sin(k(x ct))]
1
sin(kx) cos(kct) = 2
[sin(k(x + ct)) + sin(k(x ct))].
General linear superposition then leads to the general solution

Z
u(x, t) = a(k)eikx+it dk FT-ans (1.3)
with = (k) = kc (cf. Fourier Transform method), and a(k) is an arbitrary function.
1.2 Other equations
Other equations which support wave-type solutions include
ut + vux + uxxx = 0, lin-kdv (1.4)

if we try u(x, t) = f (x ct) = f (z) we find cf + vf + f 00 = K;

p p
in the case K = 0 this has a solution of the form f = B0 cos(z (v c)/) + B1 sin(z (v c)/)
or f = Aeikz with k 2 = (v c)/, or u = Aeikxikct with c = v k 2 .
An alternative approach is to try a solution of the form (1.3) then (1.4) becomes
Z
a(k)eikx+it i + vik ik 3 dk = 0

(1.5)
thus for the equation to be satisfied, we need = k 3 vk.
1.3 Dispersion relation
A standard technique to investigate the possibility of wave propagation in a system is to assume a solution
of the form u = eikx+it and see how the temporal frequency depends on the spatial wave number k.
Such a relation = (k) is called the dispersion relation.
If is real then this is the frequency which the spatial mode eikx oscillates at.
If = i with > 0 then the solution has the form u = eikx et and the mode eikx is unstable, its
amplitude growing exponentially.
If = +i with > 0 then the solution has the form u = eikx et and the mode eikx is damped out in
the system, its amplitude decaying exponentially.
Example
For the telegraph equation utt = uxx + u, the dispersion relation is 2 = k 2 . However the interpre-
tation of this is the important part.
If < 0 then waves exist for all k and waves with higher wavenumbers having higher frequencies. But

if > 0 then waves with k < have real frequency, but when k > , is purely imaginary and so
u = eikx+t with = i, so there is a wave whose amplitude grows exponentiallyan unstable situation.
Such equations are usually termed ill-posed, although solutions with no high frequency component can
still be found.
1.4 Group velocity
In several of the examples quoted above, we have seen that the quantity /k gives the speed of translation
of the wave - this is known as the phase velocity.
Another important concept in more complicated waves is that of group velocity.

Suppose we have two waves ua , ub with similar wavenumbers k = k0 k1 and similar frequencies =
0 1 with k1 , 1 both small since = (k) is smooth. Then
a (0 + 1 )
ua = eika xia t = ei(k0 +k1 )xi(0 +1 )t travelling at speed ca = =
ka (k0 + k1 )
b (0 1 )
ub = eikb xib t = ei(k0 k1 )xi(0 1 )t travelling at speed cb = = (1.6)
kb (k0 k1 )
then the combination u1 + u2 can be written
u1 + u2 = eik0 xi0 t (eik1 xi1 t + eik1 x+i1 t ) (1.7)
so we see a wave like ua , ub travelling at speed c = 0 /k0 modulated with a wave of small wavenumber
(long wave length k1 ) which is travelling at speed
1 a b d
vgroup = = = . (1.8)
k1 ka kb dk
This is known as the group velocity. c = /k is known as the phase velocity.
1.5 Lagrangian mechanics
In many examples we shall make use of the Hamiltonian/Lagrangian formulation of the equations of
motion. If {qk }N
k=1 are the coordinate variables, and the kinetic and potential energies are given by
N
X
1 2
T = T ({qk }) = q
2 k
(typically), V = V ({qk }) (1.9)
k=1
then the Lagrangian is given by L(qk , qk ) = T V and the equations of motion are derived by applying:
1.5.1 The Euler-Lagrange equations
The Action is calculated by integrating the Lagrangian over time,

Z t1
S[q] = L(q(t), q(t))
dt. (1.10)
t0
S
This equations of motion can then be found by use of a variational principle, namely by setting q
= 0,
determining critical points of S[q].
Formally we wish to construct the first two terms in a Taylor series for S[q]
S[q + r] = S[q] + rS 0 [q] + O(2 ), (1.11)

where S 0 [q] = S
q
. We can form this by
Z t1
S[q + r] = L(q + r, q + r)
dt (1.12)
t
Z 0t1
L L
= L(q, q) + r
+ r dt + O(2 ) dt
t0 q q

Z t1 Z t1 t Z t1
L L 1 d L
= L(q, q)
dt + r dt + r r dt + O(2 )
t0 t0 q q t0 t0 dt q
Z t1
L d L
= S[q] + r dt + O(2 )
t0 q dt q

h it1
assuming r L
q
= 0; then
t0
Z t1
S L d L
r = S 0 [q]r = r(t) dt.
q t0 q dt q
By assuming S 0 [q]r = 0 for all possible choices of r(t), we find the Euler-Lagrange equations L
q

d L
dt q
= 0.
S
The variational derivative q
is also known as a Frechet derivative.
In systems where there are many independent variables, the above result generalises to

d L L
= , k = 1, 2, . . . , N. (1.13)
dt qk qk
Ex: Show that for L = L(q, q,

q), the Euler-Lagrange equation is
L d L d2 L
+ 2 = 0.
q dt q dt q
1.5.2 Hamiltonian mechanics
In the Hamiltonian formulation generalised momenta pk are used in place of qk , these are determined by
L
pk = . (1.14)
qk
The Hamiltonian is then defined by
N N
X X L
H= pk qk L = qk L (1.15)
k=1 k=1
qk
(this is usually equal to the total energy in the system). The Equations of motion can then be found by
H H
qk = , pk = . (1.16)
pk qk
For continuous systems, all quantities are replaced by densities, for example the Lagrangian density is
L = L(qt (x, t), q(x, t)) = T (qt (x, t)) V(q(x, t)) = 12 qt2 12 q 2 (for example) (1.17)
then the Lagrangian/Hamiltonian is the integral of the corresponding density over all space,
Z Z
L = L dx, H = H dx. (1.18)
The equations of motion (which are now PDEs) are then

H H H H 2 H
qt (x, t) = , pt (x, t) = = + 2 ... (1.19)
p(x, t) q(x, t) q x qx x qxx
[see Goldstein for more details].
This formalism has been generalised to systems in which there is only one time derivative by

u H
= . (1.20)
t x u
For example KdV can be generated by
H = u3 + 12 u2x . (1.21)
Alternatively, one can introduce a new variable such that x = u and then
L = 21 t x x3 + 21 xx
2
(1.22)
produces ut + 6uux + uxxx = 0.
1.6 Nonlinearity
Burgers equation
ut + uux = 0 burger (1.23)
is among the simplest nonlinear PDEs and can be solved exactly. By a strange quirk the implicit form
u = f (x ut) solves (1.23). Its solutions get progressively steeper where ux < 0
increasing
-
time -
A B
A B

A
B

A B

A B
A B

PP
PPHHH @

PP H @

PP H
PH@ x
-
f 0 (x ut)

u 0 u u
= f (x ut) 1 t = (1.24)
x x x 1 + tf 0 (x ut)
and so the wave breaks (reaches infinite gradient) after a time t = minR 1/f 0 ().
2 Integrable Systems
We have seen that linear waves often suffer from dispersion, so spread out, and that nonlinearity can
cause waves to steepen, so in systems which have both effects, there might be waves of permanent form
in which these two effects exactly balance.
This is indeed the case, and in some systems such waves pass through each other without suffering any
permanent change in form. These systems are called integrable. Integrable systems are in some sense
solvable. We would like to be able to find the solution u(x, t) of a problem, given a PDE, for an arbitrary
set of initial conditions u(x, 0) and some boundary data. For integrable systems there is a theory which
enables this to be carried out (the calculations are often hideous but technically possible).
2.1 The solitary wave solution
Simply look for a travelling wave: assume there is a solution of the form u(z) = u(x ct) for some
constant speed c (as yet undetermined), converting the PDE into an ODE which is easier to solve
Eg: the Boussinesq equation utt = uxx + (u2 )xx + uxxxx becomes
c2 u00 (z) = u00 + (u2 )00 + u0000 (2.1)
integrate twice
(c2 1)u = u2 + u00 K M z (2.2)
(assume M = 0 for simplicity),

u0 and integrate again
(c2 1)uu0 = u2 u0 + u00 u0 Ku0

1 2
2
(c 1)u2 = + 12 (u0 )2 Ku L
1 3
3
u (2.3)
Z
du du
q
= 2L + 2Ku + (c2 1)u2 23 u3 z z0 = q .
dz 2 3
2L + 2Ku + (c 1)u 3 u
2 2

If u, u0 0 as z , then L = 0 = K and u = 23 (c2 1)sech2 ( 21 c2 1 z)
Defn: a solitary wave is a localised wave that propagates along one spatial direction only, with unde-
formed shape.
Defn: a soliton is a stable solitary wave whose speed and shape are not altered by collisions with other
solitary waves.
Ex: find a solitary wave solution of the modified Boussinesq equation utt = uxx + uxxxx + (u3 )xx .
Ex: find a solitary wave solution of the Korteweg-deVries equation ut = 6uux uxxx .
2.2 The classic integrable systems
2.2.1 KdV
Probably the most famous nonlinear wave equation is the Korteweg-deVries equation (KdV) derived by
two Dutchmen in the last century. It is often written as
ut 6uux + uxxx = 0 (2.4)
b + 16 )
although sometimes it is more convenient to consider it in the form (u = u
bt u
u bx 6b
uubx + u
bxxx = 0, (2.5)
ut u
which we can think of as a wave equation (b bx = 0) at leading order, with two perturbation terms.
The uxxx is a dispersion term which causes waves to spread out, and a nonlinearity uux which has a
counterbalancing effect of causing waves to steepen.
2.2.2 NLS
The Schrodinger equation arises in quantum mechanics, where it usually written in the form

ih = h2 2 + V (). (2.6)
t
In simpler cases V = V (x, y, z) and the equation is thus linear in ; however there are cases where
V = V () and the solution of the equation becomes more complicated. We shall study the simplest of
these nonlinear cases, namely for C
2
i = D 2 + Q||2 , (2.7)
t x
where we have removed h by rescaling time.
2.2.3 NLS dispersion relations
Often a useful indication of the types of solution an equation can support is given by the dispersion
relation. In this case assuming
= A0 eikx+it NLS-assump1 (2.8)
with A0 0 yields the dispersion relation

= Dk 2 (2.9)
so that waves with high wavenumber also have high temporal freqency. However, with a little more
thought, we realise that (2.8) is an exact solution for NLS for any A0 , not just in the limit A0 0.
Hence
= Dk 2 QA20 (2.10)
so that if Q > 0 the nonlinearity causes the frequency to be lowered and if Q < 0 the nonlinearity causes
the frequency to be increased. However, such solutions may not be stable, as we shall see later.
2.2.4 NLS special solutions
We now show that nonlinear effects can produce solutions which arent simply sinusoidal oscillations.
Let us seek a solution of the form = A(x, t)eikx+it with k, , A R then
iAt A = DAxx + 2ikDAx k 2 DA + QA3 (2.11)
The imaginary part implies At = 2kDAx , so the envelope, A(x, t), is a travelling wave A = A(x+2kDt) =
A(z), and the real part implies
A00 (z) = (k 2
D
)A Q 3
D
A (A0 )2 = P + (k 2
D
)A2 Q
2D
A4 nls-env (2.12)
The rhs is a quadratic in A2 .
Case B: If Q/D > 0 and

if P is large enough for there to be a range of A2 where (A0 )2 is also positive, then the equation is of the
Q
form (A0 )2 = 2D
(A2 A20 )(A21 A2 ).
Large ve P Small ve P P =0 Large +ve P
(A0 )2 6 (A0 )2 6 (A0 )2 6 A0 = 0 (A0 )2 6
J
irrelevant J
J J
-A2
J
- A2
0 = A20 JJ - 2 J
J- 2
A21 JJ A 2 A

2 AJ 2
J
A 0 1J

AJ 1
J
J
J periodic solvable by elliptic fn
JJ elliptic fn elementary fns
A1 < A < A1
A0 < A < A1 or done below
or A1 < A < A0
Example: if P = 0, then
s r
2D 2
A= k sech z k 2 , (2.13)
Q D D
hence we require < Dk 2
s r
2D 2
= k sech (x + 2kDt) k
2 eikx+it . nls-env-sol (2.14)
Q D D
This solution is known as the bright soliton. Stability ?

Q
Case D: However, if Q/D < 0 then (2.12) has the form (A0 )2 = 2D
(A2 A22 )(A2 A23 ) (assuming P is
small enough for there to be any real root of the quadratic). In this case the only solution which does
not blow-up is a solution which joins A = +A2 A3 to A = A2 .
Small P Larger P Special P Overly
(A0 )2 6 (A0 )2 6 (A0 )2J6 (A0 )2 6large P
J J
JJ J J
J J J J
J -
A22JJ A23 A2 J
A22JA23
- A2 J - A2 - A2
A22 = A23
J
Irrelevant
Irrelevant Elliptic Fns Solvable
A2 < A < A2 A2 < A < A2
D 2
Example: The case A2 = A3 is solvable, this corresponds to P = 2Q
(k 2 D
).
r Z r r !
Q Q A2 A Q
Z
dA 1
z = dz = 2
= log A = A2 tanh zA2
2D 2D A A2
2 2A2 A2 + A 2D
(2.15)
Clearly for this solution we require > Dk 2 , then
s
D
2 eikx+it tanh (x + 2kDt)
q

= k k 2 . (2.16)
Q D D
This solution is known as the dark soliton, since its centre is marked by a decrease in the intensity of
the linear wave. Thus NLS has two types of soliton solution depending on the sign of Q/D.
2.2.5 SG
The sine-Gordon equation (SG)
tt = xx sin or XT = sin . 2sg (2.17)
is the most-studied member of the family of Klein-Gordon equations. These are derived from the Hamil-
tonian
H = 12 2t + 21 2x + V () tt = xx V 0 (). (2.18)
In the case V = 0 this generates the linear wave equation, if V = 21 2 we obtain the telegraph equation,
and if V 0 () is nonlinear then we obtain a nonlinear PDE.
The SG equation clearly has the trivial solutions = n. Linearising around = 2n we find ( =
2n + , = eikx+it )
tt = xx 2 = k2 + 1 (2.19)
thus all wave numbers have real frequency. The other steady-states ( = (2n + 1) + ) imply
tt = xx + 2 = k2 1 (2.20)
so that waves with |k| < 1 have exponential growth. The steady-states = (2n + 1) are thus unstable
and those with = 2n are stable.
The SG potential V () = 1 cos , has minima at = 2n which are sometimes referred to as ground-
states. [One problem which naturally arises is the evolution of a system which asymptotes to one ground
state as x and another at x +.]
Another commonly studied example of a Klein-Gordon equation is the 4 model where V () = 21 2 +

1 4
4
, which implies V 0 () = + 3 so that = 1 are the (only) ground states. Unlike SG, this model
is not integrable.
The substitution = 4 tan1 in (2.17) eliminates the trig function in favour of polynomial nonlinearities
1
(1 + 2 )(tt xx ) = (2t2 2x2 1 + 2 ). (2.21)
It is possible to find separable solutions of this equation, letting = X(x)T (t) we find
!
X 00 2T 2 2(X 0 )2

1 T 1
+ 1 = + 1 , sg-reduc (2.22)
X 2T 2 T X T2 X2 X 2T 2
Although we cannot separate all xs to one side and all ts to the other, it is possible to satisfy this
equation. For example, X = ex and T = et (with 2 = 1 + 2 ) [TW];
or T = cos(t) and X = sech(x) (for some , ) [BR];
or X = cosh(x) and T = csch(t) [K-AK].
But note that since (2.22) is nonlinear, these solutions cannot be linearly combined to produce further
solutions. We shall examine each in turn.
2.2.6 SG Kink solution

2 1
= ext corresponds to a travelling wave since it is a function of the moving coordinate z = x ct

with c = 1 2 1.
= tan1
4t
p
2
t = 1+ 2
1+
cos tan1 = 1
1+ 2 4
tt = (1+ 2 )2 [tt + 2 tt 2t2 ]

sin tan1 = 2
1+

1
sin(4 tan1 ) = 4 sin(tan1 ) cos(tan1 )[cos2 (tan1 ) sin2 (tan1 )]
1
Alternatively, we can seeking a travelling wave solution by assuming (x, t) = (x ct) = (z), then
c2 00 = 00 sin 1
2
(1 c2 )(0 )2 = K cos . (2.23)

Assuming , 0 0 as z implies K = 1 and = 4 tan1 ez where = 1/ 1 c2 .
2.2.7 SG Breather solution

1 2

=
cos(t)sech(x 1 2 ) yields
= 4 tan1 (tan() cos(t cos )sech(x sin )) (2.24)
For small values of this looks like a nonlinear standing wave. At larger values of this has the form of
a two kinks travelling in opposite directions until they reach a maximum separation at which they they
turn around and collide, passing through each other and forming a pair of negative kinks separating.
SG is invariant under the Lorentz group (cf. special relativity) x 7 (x ct), t 7 (t cx), so above
implies that
1 tan() cos((t cx t0 ) cos )
= 4 tan . (2.25)
cosh((x ct x0 ) sin )
is also a solution. We note from above that c = 1 is the maximum speed a kink can travel at. This
corresponds to the speed of light in special relativity. Transforming to light cone coordinates X = x+t
and T = x t yields an alternative formulation of SG, namely
2
= sin . (2.26)
XT
2.2.8 SG 2-soliton solution
When X = sin() cosh(x/ cos ) and T = sinh(t tan ) we have a kink-anti-kink collision

1 sin() cosh(x/ cos )
= 4 tan (2.27)
sinh(t tan )
The kinks positions can be described by the x-value where = , giving
sinh(t tan ) = sin cosh(x/ cos ) (2.28)
As t this asymptotes to sin() exp(x/ cos ) = exp(t tan ).
[Show MapleV animations here]

2.2.9 Others
Once a couple of integrable equations had been found, the search was on, starting with generalisations
of KdV, such as the modified KdV
ut + u2 ux + uxxx = 0, (2.29)
and a two-dimensional model, the Kadomtsev-Petviashvili equation (KP)
(ut + uux + uxxx )x + uyy = 0, (2.30)
and equations which allow waves to travel in both directions, such as the Boussinesq equation (Bq)
utt + (u2 )xx + uxxxx = 0 (2.31)
Many systems require even symmetry, so that if u(x, t) is a solution then so is u(x, t). Neither KdV or
Bq have this symmetry whereas mKdV, mBq (and SG) do.
Finally, there is even an example of an integrable differentialdifference equation the Toda lattice
un = (a(1 ebun+1 )) 2(a(1 ebun )) + (a(1 ebun1 )). (2.32)
A natural question to ask in any of these wave-bearing equations is how do waves interact ? In linear
systems we have a superposition principle whereby two solutions can be combined to produce a third by
simply adding them together, but such a procedure is not valid with nonlinear equations.
2.3 2-soliton solution - Backlund Transformation
[Recall the method of reduction of order in linear ODEs, for a second order ODE, given one solution
u1 (x), can generate other by putting u2 (x) = q(x)u1 (x) and get a simpler problem for q(x).]
To generate more exotic solutions, it is possible to use a Backlund transformation. This typically has
the form of a pair of equations
w1,x = F (w0 , w1 , w0,x , w0,t ; ) BT-F (2.33)

w1,t = G(w0 , w1 , w0,x , w0,t ; ) BT-G (2.34)
from which we hope to generate a new solution (w1 ) from a known solution (w0 ).
2.3.1 KdV - History
In 1968 Miura showed that if v satisfies the mKdV
vt = 6v 2 vx vxxx BT-mKdV (2.35)

then u = v 2 + vx solved KdV [ut = 6uux uxxx ].
By considering symmetries of mKdV and KdV we can find more ways of getting from a solution of mKdV
to a solution of KdV.
(i) KdV is invariant under x = x + 6t, t = t, u = u :
)

t
= t
+ 6 x
ut = 6uux uxxx

(2.36)
x
= x
ut + 6ux = 6(u + )ux uxxx
so we shall work with u in place of u

(ii) if v solves mKdV then so does v, thus u = v 2 vx must also solve KdV.
Thus given a single solution v(x, t) of mKdV we have two families of solutions of KdV:
u0 = + v 2 + vx (2.37)
u1 = + v 2 vx
Alternatively written as
u0 u1 = 2vx (2.38)
u0 + u1 = 2 + 2v 2
Our aim now is to eliminate v - the dependence on mKdV - so that we can go straight from one solution
of KdV to the next. Thus we shall work with w0 , w1 with w0,x = u0 , w1,x = u1 so that v = 21 (w0 w1 ),
then
w0,x + w1,x = 2 + 21 (w1 w0 )2 (2.39)
This has the form (2.33) and the corresponding formula (2.34) is found by requiring v = 12 (w0 w1 ) to
satisfy mKdV (2.35)
2 2
w1,t w0,t = 3w1,x 3w0,x w1,xxx + w0,xxx . (2.40)
2.3.2 Example: (nothingsoliton)
To show that this method works, let us start with the trivial solution w0 = 0 and see if w1 is more
interesting. We have
2
w1,x = 2 + 21 w12 , w1,t = 3w1,x w1,xxx (2.41)
The former is the simpler to solve, being an ODE; with = k 2 it gives
w1 (x, t) = 2k tanh(kx + f (t)) (2.42)
for some function f (t) to be determined.

2
The former equation also implies w1,xx = w1 w1,x and w1,xxx = w12 w1,x + w1,x , so the latter equation
becomes
2
w1,t = 3w1,x 2
w1,x w1,x w12 = w1,x (4k 2 ) ft = 4k 3 . (2.43)
Thus w1 = 2k tanh(k(x 4k 2 t)) and the new solution is u1 = w1,x = 4k 2 sech2 (k(x 4k 2 t)).
2.3.3 Example: (1-soliton2-soliton)
Let us now use the method to create something new.
w2,x = 2 + 12 (w2 w1 )2 w1,x (2.44)

2 2
w2,t = 3w2,x 3w0,x w2,xxx + w1,xxx + w1,t
And out of Frankensteins box comes forth

3 3 3 3 3 3 3 3
k12 ek1 xk1 t + k22 ek2 xk2 tk0 + 2(k2 k1 )2 ek1 x+k2 xk1 tk2 tk0 + Aek1 x+k2 xk1 tk2 tk0 (k22 ek1 xk1 t + k12 ek2 xk2 tk0 )
u=2 3 3 3 3
(1 + ek1 xk1 t + ek2 xk2 tk0 + Aek1 x+k2 xk1 tk2 tk0 )2
(2.45)
where A = (k2 k1 )2 /(k2 + k1 )2 , = k12 , = k22 .
2.3.4 Backlund Transformation for SG
Using the light-cone formulation of SG (XT = sin ) the formulae

= + 2 sin( 12 ( + )), (2.46)
X X
2
= + sin( 12 ( )),
T T
imply
XT = XT + (T + T ) cos( 21 ( + ))
= XT + 2 sin( 21 ( )) cos( 21 ( + )) (2.47)
1
XT = XT + (X X ) cos( 21 ( ))

= XT + 2 sin( 21 ( + )) cos( 12 ( )).
These two expressions for XT are consistent only if XT = sin , and by adding the two expressions we
find XT = sin .
2.3.5 Application of BT for SG
Using = 0, we use the above Backlund transformation to generate a new solution for SG, this requires
us to solve
T = 2 sin( 21 ), X = 2 sin( 12 )/, (2.48)
which yields the (already-known) solitary wave

1c2
= 4 tan1 eT +X/ = 4 tan1 ex(+1/)t()1/ = 4 tan1 e(xct)/ (2.49)
1+c 2 1
since X = x + t, T = x t and 2 = 1c
c= 2 +1
.
2.4 Lax pairs
If we have two equations for one unknown, then in general we do not expect a solution to exist. However,
if a solution exists, then the two equations must be compatible and there is a compatibility condition.
For example )
ax + b = 0 b d
x= = | {z
ad bc = 0} . (2.50)
cx + d = 0 a c
compatibility condition
| {z }
solution
Another example: Suppose
)
x = A(t)x + B(t) D(t) B(t)
x= laxegsimp (2.51)
x = C(t)x + D(t) A(t) C(t)
by equating the rhss of the two equations. However, this must actually solve the differential equation,
so substituting into x = Ax + B yields
(AD DA)
+ (BC
B C)
+ (AB
AB)
+ (CD
C D)
= (A C)(AD BC). (2.52)
This is the compatibility condition which (A, B, C, D) must satisfy if the overdetermined linear system
(2.51) is to have a solution. Note that the compatibility condition is nonlinear even though the problem
for x is linear.
With A being a nonlinear operator not involving t-derivatives, constructing a Lax pair typically involves
rewriting the equation
ut = A(u) gen-nlop (2.53)
as
Lt = M L LM lax (2.54)
where L, M are linear operators in x, for example. Consider the eigenvalue problem for (x, t) defined
by L = , then
t + t = Lt + Lt
t = [M L LM ] + Lt t
t = M L LM + Lt t (2.55)
t = M + Lt LM t
t = (M t ) + L(t M )
so if evolves according to t = M then the eigenvalue remains constant, so if (x, 0) is an

eigenfunction then so is (x, t) for all t > 0. This is a very special property of the system, and only a few
special systems (2.53) have the property of being expressible as (2.54); the quest for such decompositions
goes on.
2.4.1 Lax pair for KdV
Consider
2
L= + u(x, t) (2.56)
x2
then (details are not really for public consumption, but will illustrate the point)
L = xx + u
hence (L)t = xxt + ut + ut .
Note that Lt = xxt + ut
so Lt = ut Lt = ut . (2.57)
Now to choose M : KdV has xxx terms and ux terms, so let us try
3
M = u + u 3 (2.58)
x x x
then
M = ux + ux + ux xxx
M L = uxxx + u2 x + uux uxxx ux xx + u2 x + 2uux
+xxxxx uxxx 3ux xx 3uxx x uxxx
LM = uxxx 2ux xx uxx x uxxx 3ux xx 3uxx x uxxx + xxxxx
+u2 x + u2 x + uux uxxx
(M L LM ) = (3 4)ux xx + (3 4)uxx x + (uxxx uxxx 2uux ) (2.59)
So if we choose = 3 and = 4, the condition Lt = M L LM is equivalent to ut = uxxx 6uux .
The Lax pair enables the nonlinear problem for u to be posed as a sequence of linear problems for ,
which can in principle be solved and the solution can be used to determine u(x, t).
2.4.2 NLS
For NLS with Q = 2/(1 p2 ) and D = 1 (iut + uxx + Q|u|2 u)

! !
1+p 0 0 u
L = i + (2.60)
0 1 p x u 0
|u|2
! !

1 0 2 1+p
iu x
A = iM = p 2
+ |u|2
(2.61)
0 1 x iux 1p
where u is the complex conjugate of u. The above calculation can be reworked with Lt = i(LA AL)
and it = A. (Exercise)
2.5 Conserved quantities
Any equation of the form

F G
+ =0 cons-form (2.62)
t x
can be thought of as a conservation law (usually neither F or G involve t-derivatives); F and G are
functions of (x, t, u, ux , uxx , uxxx , . . .). If limx G = limx G then we can integrate (2.62) over all x
R
and find a constant of the motion, F dx.
2.5.1 KdV - motivation
[Qu: Can you write KdV in the form (2.62) ?]

R
Ans1: F1 = u, G1 = uxx 3u2 . [Mass M = u]
Ans2: F2 = u2 , G2 = uuxx 12 u2x 2u3 . [Momentum P =
R
u2 ]
R
Ans3: F3 = 2u3 + u2x , G3 = 9u4 + 6u2 uxx 12uu2x + 2ux uxxx u2xx . [Energy E = 2u3 + u2x ]
R
Ans4: F4 = 5u4 + 10uu2x + u2xx [I4 = 5u4 + 10uu2x + u2xx ]
Ans5: F5 = 21u5 + 105u2 u2x + 21uu2xx + u2xxx
R R
What do F4 dx and F5 dx correspond to ?
What is going on ?
Is there a systematic way to find Fn ?
2.5.2 KdV-theory
Using a generalisation of the Miura transformation (see (2.35))
u = w + vx + 2 v 2 gen-miura (2.63)
the KdV equation can be written
ut 6uux +uxxx = wt +wxt +22 wwt 6(w+wx +2 w2 )(wx +wxx +22 wwx )+wxxx +wxxxx +22 (wwx )xx

+ 2 w wt 6(w + 2 w2 )wx + wxxx
2

= 1+ (2.64)
x
So if w solves
0 = wt 6(w + 2 w2 )wx + wxxx (2.65)
then u given by (2.63) solves KdV.
Now this has the form of a conservation equation (2.62) involving the parameter
0 = (w)t + (wxx 3w2 22 w3 )x (2.66)

R
so w dx is a conserved quantity.
Now we assume that w can be written as an asymptotic series in the parameter

X
w n wn (x, t) as 0, (2.67)
n=0
R
then each of wn dx must be a conserved quantity. Substituting this expansion into (2.63) we find

!2
X X X
u n wn + n+1 wn,x 2 n wn w0 + w1 + w0,x + 2 w2 + 2 w1,x + 2 w02 + . . . (2.68)
n=0 n=0 n=0
Thus we have w0 = u as the first conserved quantity, w1 = ux as the second (though this is trivial
R R
since w1 = ux = u(, t) u(+, t) and so is guaranteed simply by the BCs and tells us nothing
about the system itself); the third is w2 = w1,x w02 = uxx u2 which is commonly interpreted as the
energy.
All odd ns produce trivial conserved quantities, only the wn s corresponding to even ns giving useful
information.
2.5.3 NLS
For NLS, the first few conserved quantities are

Z Z Z
2
|| dx, i(qqx q qx ) dx, |qx |2 |q|4 dx, (2.69)
which correspond to norm, momentum and energy.

3 Methods for nonintegrable systems
3.1 Easy example (NLS)
We would like to check whether small additional terms in the NLS significantly affect the nature of
solutions. Suppose we perturb the NLS equation by the addition of a term
it = Dxx + Q||2 + 3p1 (3.1)
then how does 6= 0 influence the solution (x, t) ?
Answer: (Trick): (x, t) = h(t)(x, t)

(If |h| > 1 then solution is amplified, if |h| < 1 then solution is diminished, etc.)
If we assume |h|2 = 1 then we find
iht
+ it = Dxx + Q||2 + (3.2)
h
so that satisfies an unperturbed NLS equation if h = eit . So the temporal frequency of the solution
is altered, while the solutions amplitude is left unchanged. So (3.1) is integrable.
3.2 Harder example collective variables (NLS)
Suppose we perturb the NLS equation by the addition of the term i:
it Dxx Q||2 = i =: R NLS-gen-hardeg (3.3)
then what happens to the solution (x, t) ?
If is small we still expect the solution to have the form of a solution to NLS. For example, if D, Q are
such that there is an envelope solution we expect the perturbation to maintain this, although it may
slightly alter its height, width, speed of travel etc. [Balancing temporal derivative with perturbation
yields t = , so we might expect some sort of decay.]
The method of collective variables enables one to study the solution in terms of these characteristic
parameters; if = 0 then these quantities are all constant, but with 6= 0, we allow them to vary slowly.
Take the solution of the unpertubed problem ( = 0) as
= A sech(A(x p(t)))eik(xp(t))+i(t) . nls-ass-sol (3.4)
By comparison with (2.14) we know that in the case D/Q > 0, (3.3) has a solution of the form p(t) = 2kt
and = ( 2k 2 )t. We now generate this solution by another technique.
Assuming (3.4) is a solution for some p(t), k(t), (t), A(t) we determine these from
L = 21 i( t t ) |x |2 + ||4 , (3.5)
hence the Lagrangian integral is

Z
L= L dx = 32 A3 2Ak 2 + 2Ak p 2A.
(3.6)
In the unperturbed problem, the Euler-Lagrange equations reduce to

d L
dt
L

= 0 d
dt
(2A) = 0 A = 0 A = A0
d L
dt p
L
p
= 0 d
dt
(2Ak) = 0 k = 0 k = k0
L
k
= 0 4Ak + 2Ap = 0 p = 2k0 p = 2k0 t
L 2 2 2 2
A
= 0 2A 2k + 2k p 2 = 0 =A +k = (A20 +k02 )t.
(3.7)
confirming what has already been obtained.
In the presence of perturbations ( 6= 0) however, the Euler-Lagrange equations are modified.

Let y denote any one of our collective coordinates (A, k, , p), then
Z (
)
L L t L x

L L L t L x
= + + + + + dx
y y t y x y y t y x y
Z
L L t L
= + + {c.c.} dx (3.8)
y t y x x y
and
L t
Z
d L L t
= + dx
dt y t t y t t y
Z
L
= + c.c. dx (3.9)
t t y
Z
L L t
= + + c.c. dx
t t y t y
so Z
L d L L L L
= + c.c. dx EL-mod (3.10)
y dt y t t x x y
Now, the term in curly braces is the c.c. of the equation of motion (3.3)

{} = it + xx + 2||2 = R = i in our case (3.11)
so that (3.10) becomes

Z
L d L
= R dx + c.c. =: Ry . (3.12)
y dt y y
Using (3.4) we find

1
= i(xp), = i, = [ (xp) tanh(A(xp))], = [A tanh(A(xp))ik],
k A A p
(3.13)
and thus the integrals are
Z Z

Rk = i k k dx = i ||2 2i(x p) dx = 0
Z Z

R = i dx = i 2||2 dx = 4A (3.14)
Z Z

RA = i A A dx = i ||2 [ A1 (x p) tanh() 1
A
+ (x p) tanh()] dx = 0
Z Z

Rp = i k k dx = i ||2 [A tanh() ik A tanh() ik] dx = 4kA
Thus we find
L
d L
dt
= R 2A = 4A A = 2A A = A0 e2t
L
p
d L
dt p
= Rp 2 dtd (Ak) = 4Ak k = 0 k = k0
L
k
= Rk 4Ak + 2Ap = 0 p = 2k p = 2k0 t
L
A
= RA 2A2 2k 2 + 2k p 2 = 0 =A2 +k 2 =k02 t+A20 (1e4t )/4
(3.15)
Hence
2 2
(x, t) ' A0 e2t eik0 (x+2k0 t)+ik0 t+iA0 (1exp(4t))/4 sech((x+2k0 t)A0 e2t ). (3.16)
Thus amplitude decays exponentially, and the wave spreads out, its width growing exponentially, but
surprisingly, its speed is not reduced nor is its temporal frequency altered.
3.3 Forcing and damping in SG
In the theory of Long Josephson junctions derived later, we obtain the damped and drived sine-Gordon
equation
tt = xx 2 sin I t (3.17)
In order to convert this to the more familiar SG-form seen earlier we rescale the independent variables,
= x, = t to arrive at
I
= sin 2
. 3-sg-ctm2 (3.18)

3.3.1 Ground States
We can easily see that the ground states which any kink connects are given by solutions of
I
sin = 2 , (3.19)

which has real solutions provided |I| < 2 . We will define these solutions by = sin1 (I/2 ) + 2n.
(The + subscript refers to the value of in the limit z +, and to the z limit.) If
|I| 2 then there are no solutions. Hence we have a single kink solution if |I| < 2 .
3.3.2 Kink solution
The terms in this equation can be placed in 3 categories:

(i) those which appear in SG
(ii) a forcing term I which adds energy to the system
(iii) a damping term involving . Equation (3.18) with = I = 0 is a Hamiltonian (and Lagrangian)
system, with
Z Z
1 2
H = H dx =
2
+ 12 2 + (1 cos ) d
Z Z
1 2
L = L dx =
2
12 2 (1 cos ) d. (3.20)
We seek an approximate solution to equation (3.18) with I/2 , / small by assuming that the forcing
and damping do not change the shape of the wave at leading order, so that we still have the solution
(z) = 4 tan1 (exp(( c ))), 43aphi (3.21)

for some c and with = 1/ 1 c2 . For this solution
8
H= . H-ljj (3.22)
1 c2
Intuituively, we expect the forcing current (I) to add energy to the solution, increasing the speed of
the kink, and the damping term () to remove energy, slowing it down. These two effects may find an
equilibrium point where they balance each other out, and the kink has an equilibrium speed.
In many examples the Hamiltonian, H, is a measure of energy, and so we calculate the change of energy
dH
in the full system (, I 6= 0) by calculating using the full equation of motion. This gives
d
Z
dH I
= 2
+ 2 d (3.23)
d
As already noted energy can be added to the system by the forcing term, and removed via the damping
terms, however in the long run the system will settle down to an equilibrium (i.e. state of constant
energy). The speed of the kink in this equilibrium will depend upon the parameters , I, and can be
dH
calculated by setting d
= 0. Substituting our assumed form (3.21) into (3.23) we find
2Ic 8c2 I
+ =0 ceq = . 43cdef1 (3.24)
2 I + 162 2
2 2
3.3.3 Behaviour at intermediate times
How does kink get to speed ceq ?
The kink speeds up (if c < ceq ) or slows down (if c > ceq ) towards the correct speed. We can find how, by
letting c depend on t using and then using (3.22) and (3.23). If c depends on t then dH/d from (3.22)
will not be zero, rather
dH 8c dc
= , (3.25)
d (1 c2 )3/2 d
and (3.23) implies
dH 2Ic 8c2
= 2 , (3.26)
d
so that
dc I(1 c2 )3/2 c(1 c2 )
= (3.27)
d 42
3.3.4 Summary Power Balancing
Many equations of the form tt E() = 0 are force balances derived in some manner from Newtons
third law. In the absence of friction and forcing they may have wave-type solutions which can travel at
an arbitrary speed (in our example any 1 < c < 1).
The presence of small forcing and damping terms can then pick out one particular wave speed at which
the energy input by forcing exactly balances the energy lost to damping. This can be found by power
balancing.
If we write the perturbed system by tt E() = F () + D(), then since power = force velocity,
R
we find the equilibrium speed by requiring F ()t + D()t dx = 0. DERIVE
3.4 Nonsymmetric Klein-Gordon breather
Since tt = xx sin has a breather solution, we might expect tt = xx + 61 3 also to have a

breather solution in the small amplitude limit; (exercise); but what about
tt = xx + 2 + 3 nskg (3.28)
This system has Hamiltonian density
H = 12 2t + 12 2x + 21 2 31 3 14 4 (3.29)
(i) dispersion relation: 2 = k 2 + 1, has minimum at k = 0 where = 1, so basic wave is = eit .

(ii) asymptotic expansion, let us look for a slowly varying envelope solution for this wave, instead of
having a constant amplitude. We also need to account for small changes in frequency - i.e. small changes
over longer times, thus we use multiple timescales.

Introduce new timescale = 2 t, so t
7 t
+ 2

large space scale y = x, so that x
= y
= eit F (y, ) + [2 e2it G(y, ) + 2 H(y, )] + [3 e3it J(y, ) + 3 eit K(y, )] + c.c. + O(4 ) 4p-ans
(3.30)
Preliminaries:
tt = eit F + 2i3 eit F + 5 eit F + 6 H 42 e2it G + 4i4 e2it G + 6 e2it G

93 e3it J 3 eit K + c.c. + h.o.t.
xx = 2 yy = 3 eit Fyy + c.c. + h.o.t. (3.31)
2 = (2 e2it F 2 + 2 |F |2 ) + (23 e3it F G + 23 eit F H + 23 eit F H + 23 eit F G) + c.c. + O(4 )
3 = (3 e3it F 3 + 33 eit |F |2 F ) + c.c. + h.o.t.
where h.o.t. refers to higher order terms.

Final subs of (3.30) and all its condequences into (3.28)
eit F + 2i3 eit F 42 e2it G 93 e3it J 3 eit K = 3 eit Fyy eit F 2 H 2 e2it G 3 e3it J
3 eit K + 2 e2it F 2 + 2 |F |2 + 23 eit F H +
+23 eit F H + 23 eit F G + 23 e3it F G +
+3 e3it F 3 + 33 eit |F |2 F (3.32)
Now equate terms of equal order in and equal frequency, i.e. equal powers of eit
O(eit ) : F = F
2 0it
O( e ) : 0 = H + |F |2
O(2 e2it ) : 4G = G + F 2 (3.33)
O(3 eit ) : K + 2iF = Fyy K + 3|F |2 F + 2(F H + F H + F G)
O(3 e3it ) : 9J = J + F 3 + 2F G
Thus H = |F |2 , G = 13 F 2 , and the last equation becomes
2iF = Fyy + ( 10
3
2 + 3)|F |2 F, (3.34)
which is the NLS again. Thus we can quote the solution

6 2
F =p ei /2 sech(y) (3.35)
9 + 102
which gives the leading-order result

2 6
(x, t) = p sech(x) cos((1 12 2 2 )t). (3.36)
9 + 102
However, if 9 + 102 < 0 this solution is not valid, and instead we find
r
6 2
F = 2
ei tanh(y) (3.37)
9 + 10
and r
6
(x, t) = 2 tanh(x) cos((1 + 2 2 )t) (3.38)
9 + 102
Note that in both of these solutions , do not appear independently, but only as the product , thus
we have a one-parameter family of solutions, parameterised by
b = .
3.5 Numerical Solution of Equations
not formally part of notes.
Standard finite difference methods for PDEs are applicable to integrable and nonlinear wave equations;
one should be aware the upwind condition in hyperbolic systems. Some numerical schemes preserve the
conserved quantities more accurately than others. For example the leap-frog scheme
un+1
j 2unj + un1
j unj+1 2unj + unj1
2
= 2
F ( 21 (unj1 + unj+1 )), (3.39)
(t) (x)
where unj = u(jx, nt) is generally more accurate for Klein-Gordon equations (utt = uxx F (u)) than
other numerical schemes of a similar order.
Exact conservation laws provide a good check on the accuracy of the final solution.
Example
For solving KdV in 1965, Zabusky & Kruskal used the leapfrog scheme
un+1 un1 uj1 + unj + unj+1

n n
uj+1 unj1

j j uj+2 2uj+1 + 2uj1 uj2
= + (3.40)
2t 3 x (x)3
Note the use of central differences which improve accuracy, and the use of 13 (unj1 + unj + unj+1 ) instead
R
of unj ; the reason for this is to make the conservation of energy u2 more accurate. One can show that
P n+1 2 P n1 2
j (uj ) j (uj ) = O((t)3 ). (Ex)
4 Applications
4.1 Electrical Transmission Lines
An example where nonlinear waves occur is in the study of electrical transmission lines (ETL). These
can actually be built, and theories tested against experiment. The lines consist of identical repeated
segments, each segment having resistors, capacitors and inductors; for example
In1- In - In+1-

R r R r R r

L L L
6
Vn1
6
V n
6V
n+1
6V
n+2
r r r
7

7
7

G G G
C C C
r r r r r r
The resistors represent small losses due to imperfections in the capacitor and inductor, so R and G1
will be assumed to be small. Applying the laws of electrical circuits, and allowing the capacitance to
depend in a nonlinear way on the voltage, we find
dIn Vn d
Vn+1 Vn = In R L , In Inn = (Vn C(Vn )) . (4.1)
dt G dt
We now neglect R and 1/G, and eliminate the In variables by differentiating the second equation, and
subtituting in from the first, to leave
d2
Vn+1 2Vn + Vn1 = L[Vn C(Vn )] . (4.2)
dt2
Typically capacitance is reduced as the voltage is increased, the simplest way to include this nonlinear
effect is by making C(V ) = C0 (1 aV ). We obtain the evolution
d2
LC02
(Vn aVn2 ) = Vn+1 2Vn + Vn1 . (4.3)
dt
This is the basic equation of motion for the electrical transmission line. However, it is possible to write
it in a more familiar form, by making the substitution un = Vn aVn2 , then

1 1 4aun
Vn = , (4.4)
2a
where we have taken the lower root so that u = 0 corresponds to V = 0. The equation then becomes
p p
2aLC0 un = 1 4aun+1 + 2 1 4aun 1 4aun1 . etl-eqmot (4.5)
4.1.1 Aside

This system is Hamiltonian, with forces W 0 (u) = [1 (1 4au)]/2a, and since W 00 (0) > 0 the zero
solution is stable (dispersion relation gives real frequencies), we have a potential energy
(1 4au)3/2 u 1
W (u) = 2
+ , (4.6)
12a 2a 12a2
whence a Hamiltonian structure is obtained
X
1 2
H= s
2 n
+ W (rn+1 rn ). (4.7)
n
Here un = rn+1 rn , sn = rn and (rn , sn ) are the canonical Hamiltonian variables.
From numerical simulations we see that any disturbance in the ETL breaks down if its amplitude becomes
too large. From the equation of motion we can see this too: if u > 1/4a then we have strayed into a
region where W (u) is not well-defined, corresponding to an upper limit for V of 1/2a. Numerically
determined wave profiles, are seen to develop a singularity as the amplitude reaches this limit, cf waves
breaking on a beach.
4.1.2 Onto KdV
Let us analyse small amplitude deviations from u = 0 in this system. expanding (4.5) for small u we find
2aLC0 un = 2aun+1 + 2a2 u2n+1 4aun 4a2 u2n + 2aun1 + 2a2 u2n1 etl-eqmot2 (4.8)
Our spatial variable n is currently discrete, in order to convert (4.8) into something more familiar we
replace n by a continuous variable, x and expand the second central difference into spatial derivatives,
LC0 utt = uxx + 1

u
12 xxxx
+ a(u2 )xx + 1
12
a(u2 )xxxx . etl-ctm1 (4.9)
This will only be valid if the waves we are seeking are slowly varying in space, otherwise u(x+1)u(x) 6
u/x. So we shall restrict ourselves to analysing slowly varying waves.
1 4
(4.9) has dispersion relation LC0 2 = k 2 12
k , so that slowly varying waves travel with speed /k
1 2

(1 24 k )/ LC0 1/ LC0 .
So let us look for waves which travel at about this speed, using the slow variation in u as a function of
x, we introduce a small parameter 1 so that (1/u) u
x
, then x needs to alter by 1/ to alter u by
an O(1) amount.

We transform to a coordinate frame which moves at speed v, via y = (x vt), with v = 1/ LC0
and study evolution on an exceedingly long timescale, = 3 t
and look at small amplitude waves u = 2 then

= 0. + , = 3 v (4.10)
x y t y
implies (4.9) becomes
LC0 8 26 vLC0 y + 4 v 2 LC0 yy = 4 yy + 12

1 6
yyyy + a6 ( 2 )yy + 12
1
a8 ( 2 )yyyy (4.11)
| {z } | {z } | {z } | {z }
h.o.t.ignored cancels cancels h.o.t.ignored
noting that LC0 v 2 = 1, we find the O(4 ) terms cancel leaving O(6 ) terms as leading order, all of which
involve a y-derivative. Thus integrating once w.r.t y we find
p
1
2 LC0 =
12 yyy
+ 2a(y ) (4.12)
Simple linear rescalings of , y can remove all these constants to leave the famous KdV equation.

= 24a
b

yb = y bb = bybybyb + bbyb. (4.13)

b = /24 LC 0
4.1.3 Regularising long wave equations
Continuum approximations are also known as long-wave equations, since they are designed to faithfully
approximate the long wave (small wavenumber) behaviour of a more complicated system. Unfortunately
they can be ill-posed; it has already been noted that (4.8) is ill-posed in that its dispersion relation
predicts complex s for large k.
We shall now use Fourier transforms to show how the above argument may be improved, through the
derivation of well-posed PDEs at intermediate stages to yield more accurate final approximations to the
shape of solitary waves.
We rewrite (4.8) as
utt (n, t) = un = W 0 (u(n + 1, t)) 2W 0 (u(n, t)) + W 0 (u(n 1, t)), (4.14)
which we shall think of as an operator equation
utt = D2 W 0 (u(t)) where D2 = n2 = exp(n ) 2 + exp(n ) (4.15)
since
f (n + 1) = f (n) + 1f 0 (n) + 12 12 f 00 (n) + 61 13 f 000 (n) + . . . (4.16)

= [1 + n + 21 n2 + 16 3 + . . .]f (n). (4.17)
We now take Fourier transforms in n,

R R 0
b = n= u(n, t)eikn dn and Wd
defining u 0 (u) = W (u(n, t))eikn dn so that
Z Z
W (u(n+1, t)) = W (u(n + 1, t)e dn = W 0 (u(m, t)eikmik dm = eik Wd
0 d 0 ikn 0 (u), (4.18)
then
utt = (eik 2 + eik )Wd
b 0 (u) = 4 sin2 ( 1 k)W
2
d0 (u). (4.19)
Now, a continuum approximation assumes u(n, t) varies slowly in n

i.e. it is dominated by low wavenumbers (small k).
In Fourier, or k-space (as opposed to real-space where we use n, x), our equation has the form
b 0 (u)
c2 (k)Wd
ut t = D (4.20)
c2 (k) = 4 sin2 ( 1 k). Thus to form accurate approximations of the equation (4.8), we need to form
where D 2
accurate approximations to the operator D c2 (k). We can do this using Taylor series
c2 (k) = 4 sin2 ( 1 k) = k 2
D 1 4
k + 1 6
k + ... 413taylor (4.21)
2 12 360
2 6
X XP

PH
H

X
X @ @

P
P B
H
H
B

@
@
B
d2
C B
C @
@H

C HP
PX

C X
-
C k
C 2
C ctm
Truncating the series (4.21) after two terms yields C
ut t = (k 2
b 1 4
12
0 (u)
k )Wd (4.22)
which, on inverting the Fourier transform, gives
utt = W 0 (u)xx + 1
12
[W 0 (u)]xxxx = uxx + a(u2 )xx + 1
u
12 xxxx
+ a(u2 )xxxx , (4.23)
which is almost the standard continuum approximation derived earlier (4.9).
[To get to (4.9) exactly, we then neglect the fourth derivative of nonlinear terms, since we are considering
small amplitude disturbances, and slowly varying disturbances.]
[So far no new results, just a different method for deriving the continuum approximation]
c2 (k) = 4 sin2 ( 1 k) by the rational polynomial
Instead of the Taylor series approach, let us approximate D 2
p(k)/q(k) where p(k) and q(k) are both polynomials in k. (This is also known as a Pade approximate).
Choosing p and q to be quadratics, we find

c2 (k) = 4 sin2 ( 1 k) = k2
D 2 1 2, (4.24)
1 + 12 k
1 2
which is formally as accurate as k 2 (1 12
k ),
6
both having error terms which are O(k ) as k 0.
2 6
2

ros

X XPPH
H

X @ @
XPPH B
H
@
@ B
B
d2
C B

C @
@H

C HP
PX

C X -
C k
C 2
C ctm
Our new approximation implies C
k2 1 2
b
utt = 0
1 2 W (u)
d u
btt + 12
k u
btt = k 2 Wd
0 (u) (4.25)
1 + 12 k
utt 1
u
12 xxtt
= (W 0 (u))xx (4.26)
utt = [W 0 (u)]xx + 1
u ,
12 xxtt
ros (4.27)
which is an alternative continuum approximation to (4.9).
Note that in deriving this approximation of (4.27), we have not had to make any further assumptions to
neglect 4th derivatives of nonlinear terms.
We now find the dispersion relation of (4.27) to investigate its well-posedness:

k2
2 = k2 1 2 2
12
k 2 = 1 2 0. (4.28)
1 + 12 k
Thus all values of k give real frequencies so (4.27) is well-posed, in contradistinction to (4.9).
4.1.4 Comparison of solitary wave solutions
On neglecting the fourth derivatives of nonlinear terms, solutions of (4.9) are given by
1 0000
c2 u00 = u00 + 12
u + a(u2 )00 (4.29)
which implies
3 2 p
u= (c 1) sech2 (x ct) 3(c2 1) , 414ctm (4.30)
2a
whereas solutions of (4.27) are given by
c2 u00 = u00 + a(u2 )00 + 1 2 0000

12
cu (4.31)
which implies r !
3 2 3(c 2 1)
u = (c 1) sech2 (x ct) . 414ros (4.32)
2a c2
Looking at the amplitudes, we see that there is no difference, as is the sech shape, but the width does
vary. In (4.30) the width 0 as c , which is unphysical and the assumption of u(z) being a slowly

varying function fails. In (4.32) the width saturates at 1/ 3 as c , which is more realistic, and the
assumption of u(z) varying slowly is valid for larger values of c than in (4.30).
4.2 Fibre-optic Cables
Optical fibres are highly transparent cylindrical waveguides whose optical index varies with distance from
centre. Various physical effects cause dispersion in group velocity, small power losses, nonlinear effects
at larger amplitudes, which we now try to describe. (Note 0 0 c2 = 1.)
Including the effects of polarization (P),

Maxwells equations for the electric field (E) are

1
2 E E
c2 tt
= 0 Ptt
A
A

A simple model of polarisation gives P = 0 L ()E + 0 N ()|E|2 E
y
6 z A
A

Consider a wave travelling in the z-direction, so E = E(z, t)b
e3 , then
*

-
x c2 Ezz Ett = (L E + N |E|2 E)tt . (4.33)
A
A This has the nonlinear dispersion relation

c2 k 2
A
A

2
1 = L () + N ()|E|2 =: n()2 1

We assume that the solution is a sinusoidal wave modulated by a slowly changing envelope of small
amplitude A which moves at some speed v; thus E = A((z vt), 2 z) where 1, Z = (z vt) is
a coordinate frame which moves with the envelope describing variations over large times and distances,
and S = 2 Z describes variations over even larger distances. Then
E = A(Z, S)eikz+it = A((z vt), 2 z)eikz+it

Et = iAeikz+it v 2 AZ eikz+it
Ez = ikAeikz+it + 2 AZ eikz+it + 3 AS eikz+it
Ett = 2 Aeikz+it 2iv 2 AZ + v 2 3 AZZ eikz+it (4.34)

Ezz = k 2 Aeikz+it + 2ik 2 AZ eikz+it + 3 AZZ eikz+it + 2ik 3 AS eikz+it + O( 4 ).
(|E|2 E) = 3 |A|2 Aeikz+it
(|E|2 E)t = 3 i|A|2 Aeikz+it + O( 4 )
(|E|2 E)tt = 2 3 |A|2 Aeikz+it + O( 4 )
Plugging all this into (4.33) yields
O() : c2 k 2 + 2 = L 2
O( 2 ) : c2 k + v = vL (4.35)
O( 3 ) : 2ikc2 AS + c2 AZZ + v 2 AZZ = 2 N |A|2 A + L v 2 AZZ
The first of which is the linear dispersion relation (for which it is easier to think of being specified and
k = k() being determined by k 2 = (1+L ) 2 /c2 ). The second fixes the speed v at which the envelope
travels, and the third is the NLS equation which determines the shape of the envelope.
c2
2ikc2 AS = AZZ (L v 2 v 2 c2 ) N 2 |A|2 A, v= . (4.36)
k
4.3 Water Waves
For those who have met Navier-Stokes equations before, we are now going to derive KdV from NS.
(Those who havent met NS before can have a short nap). Firstly, neglect viscosity, so we obtain the
Euler equations. For a liquid subject to gravity (acting in the negative y-direction), we have
1
ut + (u.)u = P g bj ns-mom (4.37)
%
.u = 0. ns-cty (4.38)
Taking the curl of (4.37) yields an equation which has vorticity w = u = 0 as a solution. This
enables us to write u = where is a velocity potential. The continuity equation (4.38) then becomes
2 = 0. The momentum conservation equation can be written as
P P0
= P1 (t) t 21 ||2 gy. (4.39)
%
R
The arbitrary function P1 (t) can be absorbed into the velocity potential by b = P1 dt;
we choose the constant P0 such that P = P0 on y = h0 .

H

6 HH HH
HH@A
? @

HH @
6 @H H A
A A
y
6
h0
- x
?
For a liquid in a 2D container of finite depth but infinite horizontal extent we need to impose boundary
conditions on the top and bottom. No fluid can flow through the lower boundary, thus we impose
y = 0 on y = 0. (4.40)
We denote the top surface by y = h0 + (x, t). Particles in the surface remain in the surface, and so get
advected with the flow. Any quantity which is advected with the flow changes according to the total
derivative
D
= +u +v = + x + y . (4.41)
Dt t x y t x y
Applying this operator to both sides of the equation y = h0 + yields
y = t + x x (4.42)
We assume that the motion of the surface does not affect the pressure in the air above the surface thus
P = P0 on y = h0 + . Hence we arrive at the system
y = 0 on y = 0
2 = 0 in 0 y h0 +
ww1 (4.43)
y = t + x x on y = h0 +
0 = t + 21 2x + 12 2y + g on y = h0 +
Those who hadnt seen NS before should now wake up, and take note of this set of equations.
4.3.1 Linear Theory
Neglecting nonlinear terms, we find
y = 0 on y = 0
2
= 0 in 0 y h0 +
(4.44)
y = t on y = h0 +
0 = t + g on y = h0 +
so that on y = h0 + we have tt = gy and the can be eliminated from the problem.

Seeking a solution in terms of linear waves travelling in the x-direction we assume
= A(x, y) sin(kx t) (4.45)
then in 0 y h0 +

A A 2 A
0= + k A sin(kx t) + 2k cos(kx t). (4.46)
y x x
Since this equation must hold for all (x, t), both square brackets must evaluate to zero,
A
thus x
= 0 (A is independent of xt, i.e. A = A(y) only),
and A = A0 cosh(k(y + h0 )) + A1 sinh(k(y + h0 )).
Imposing the boundary condition at y = 0 yields A1 = 0.
The top boundary condition (tt = gy on y = h0 + ) yields
2 = kg tanh(k(h0 + )). (4.47)
Assuming h0 is small, this gives a speed of

q
c = = g(h0 + ) 13 k 2 g(h0 + )3 . (4.48)
k

As k 0, the wave speed c asymptotes to c0 = gh, where h = h0 + ;

and for small k the speed can be approximated by c = gh(1 16 k 2 h2 ). Slowly varying surface distur-
bances thus propagate with this speed.
4.3.2 Nonlinear Theory
We want to analyse the long-time evolution (t ) of surface waves, when the water is very shallow
(h0 0). Care is needed when considering a combination of limits. First we shall rescale (non-
dimensionalise), looking for waves which travel at the speed c0
s
p 1 h0 h0
y = h0 Y, = h0 H, = h0 gh0 , t= T, x c0 t = Z. (4.49)
g
p
Note that t = g/h0 T c0 /h0 Z .
Thus the system of equations (4.43) becomes
Y = 0 on Y = 0
ZZ + Y Y = 0 in 0 Y 1 + H(X, T )
2 2
(4.50)
HT HZ + Z HZ = Y on Y = 1 + H(X, T ) BCY
H + T Z + 12 2Y + 21 2Z = 0 on Y = 1 + H(X, T ) BCH
Note that h0 has been eliminated from these equations, thus we only need to worry about the limit 0
now, (which corresponds to considering wide small amplitude distubrances &t 1).
Solving the system we assume a solution for (Y, Z, T ) of the form
= 0 + 1 + 2 2 + . . . (4.51)
Then fit this to the DE and to the lower BC to find :

O(1) : 0,Y Y = 0 0 = A(Z, T )Y + B(Z, T )
BC A = 0 0 = B
O() : 1,Y Y = 0,ZZ = BZZ 1 = D(Z, T ) + Y C(Z, T ) 12 Y 2 BZZ
BC C = 0 1 = D 12 Y 2 BZZ
O(2 ) : 2,Y Y = 1,ZZ = 12 Y 2 BZZZZ DZZ 2 = 1
24
Y 4 BZZZZ 12 Y 2 DZZ + E(Z, T )Y + F (Z, T )
1
BC E = 0 2 = 24
Y 4 BZZZZ 12 Y 2 DZZ + F
(4.52)
Thus
= B + (D 12 Y 2 BZZ ) + 2 (F 12 Y 2 DZZ + 1
24
Y 4 BZZZZ ) + O(3 ). (4.53)
so that Y = Y BZZ + 2 ( 16 Y 3 BZZZZ Y DZZ ) and Z,T = . . .; we also introduce an expansion for the
disturbance H = J + I.
Now applying BCY to O(2 ):
BZZ 2 JBZZ + 61 2 BZZZZ 2 DZZ = 2 JT + 2 JZ BZ JZ 2 IZ (4.54)

| {z } |{z} | {z } | {z }
Y 2 HT 2 HZ Z HZ
Thus at O() we have BZZ = JZ and at O(2 )
DZZ IZ = 16 BZZZZ JBZZ JT JZ BZ WWBCY (4.55)
Imposing BCH
1 1 2 2
{zI} |BZZ (D
0 = |J + Z 2 BZZZ ) + BT + 2 BZ + O( )
{z } |{z} | {z } | {z }
(4.56)
H Z T 1 2 1 2

2 Z 2 Y
from the O(1) terms we find J = BZ and from those O() we find
DZ I = 21 BZZZ + BT + 12 BZ2 WWBCH (4.57)
Taking Z (4.57)-(4.55) we obtain
0 = 31 BZZZ + BZT + JT + JT BZZ + JZ BZ + BZ BZZ (4.58)
but since BZ = J this can be written
0 = 13 JZZZ + 2JT + 3JJZ , (4.59)
which is the KdV equation.

4.3.3 Intepretation of Results
The KdV equation has travelling wave solutions

r !
3V
J = J(Z V T ) = 2V sech2 (Z V T ) , (4.60)
2
in which H = J + O() describes the shape of the fluids free surface. Rewriting this in the original
(x, t) variables
r
p g
= h0 H, Z= (x c0 t), c0 = gh0 , T = t , (4.61)
h0 h0
we find
r r !
3V g
= 2h0 V sech2 (xc0 t) V t (4.62)
2 h0 h0
r !
1 3v h p i
= 2vh0 sech2 x gh0 (1 + v)t , (4.63)
h0 2
when one notes that only the combination v = V 1 appears, and never or V alone.
4.4 Long Josephson junctions
A Josephson junction consists of two superconducting layers, each of thickness 4 103 A. These are
separated by an oxide layer of thickness 30A. Two types of current flow through the junction - firstly
normal electrons; and secondly pairs of electrons travelling together, known as Cooper pairs. It is the
current due to this latter effect that gives the interesting non-linear behaviour of the system.

-
oxide layer

Bias current I

-

-

w
velocity c
superconductor Fluxon -

@ @ @ @ @
@ @ @ @ @
superconductor
We denote the phase difference at site n and time t between the electrons in the two layers as n (t). We
using the notation:
Vn for voltage across the oxide layer,
C for capacitance of the oxide layer (now just linear),
L for inductance along the superconducting layer,
in for current through the effective inductor,
I0 for the maximum current due to Cooper pairs,
If for the size of the external forcing current,
R the effective Ohmic resistance of the oxide layer,
and 0 for the quantum unit of flux,
then J = I0 sin n is the Josephson supercurrent.
This is in effect a electric line similar to that analysed above, now
S S
in1 in1 w
S If in- w If
in- S in+1

- - S S -
q Sq q q rSq r r

L L
6 6 6 6 6
Vn2 Vn1 Vn1 Vn Vn
C J R C J R
q q q r r r
The voltage due to the phase difference is

0 dn
Vn = . (4.64)
2 dt
din dVn 1
Vn Vn1 = L , in+1 in = C I0 sin(n (t)) If Vn . (4.65)
dt dt R
The latter equation contains imperfection terms as well as the main effects.
In the second equation the first two terms describe the main effects of the Josephson junction, namely
the Capacitance current and the Josephson supercurrent due to Cooper pairs.
The third term is a small externally applied forcing current which ensures that the loss terms do not
cause the whole system to tend to a static equilibrium state. The V /R term is a standard Ohms law
current that flows across the gap, here R is large so that the current is small.
We eliminate Vn , in from the equations (4.64) (4.65) by forming an equation for in+1 in . The equation
then just involves the phase, n (t)
0 2 C0 0
n n = in+1 in = n I0 sin n If n (4.66)
2L 2 2R

Rescaling of time (by 1/ (L C) ), together with defining

2 2LI0 L 2LIf
= , = , I= . (4.67)
0 R C 0
gives the driven and damped discrete sine-Gordon equation
n = n+1 2n + n1 2 sin n I n . (4.68)
The physical quantities of current and voltage are related to by i hn i, V h n i.
We convert the difference terms into derivatives by replacing n with a continuous variable x and Taylor
expanding
tt = xx 2 sin I t . (4.69)
4.4.1 CurrentVoltage Characteristics
Two quantities that are simple to measure in experiments are the voltage and the current. Physicists
typically plot the current (I) against the voltage (c). Mathematically we have considered I as a known
parameter, and then found the dependence of c on the other parameters (, I, ). In a physical experi-
ment, , , are fixed and the pair (I, c) are varied tracing out a curve in two-dimensional space. It is
with this curve we can compare theory and experiment.
The formula I 6
4c
I=
1 c2

generates a curve of the form

-
0 1 c
4.5 Waves in nonlinear diffusion problems
A gentle easing off the technicalities, with nonlinear diffusion waves.
Many problems in mathematical biology and other applications involve nonlinearity and diffusion (all
the above has focused on nonlinearity and dispersion). In this case we often find equations of the form
u 2u
= f (u). (4.70)
t x2
This models the spread of some chemical from a region of high concentration (u = 1) into a region of
low concentration (u = 0) thus it is natural to require that both u = 0 and u = 1 solve the problem, this
implies f (0) = 0 = f (1). Thus we shall assume u 1 as x and u 0 as x 0.
6u
u=1 X
XP
P PH c-
H
HH
@
@ AImpossible (as shown later)
@H A
H@
HH
@P
XX u = 0
PP
-
x, z
If we seek travelling wave solutions of this (u(z) = u(x ct)) we find an ODE which is amenable to
analysis using phase plane techniques
(
u0 = w
u00 + cu0 f (u) = 0, (4.71)
w0 = f (u) cw
Property travelling wave must be monotonic. i.e. w < 0
Consider phase plane: at z = , u = 1, w < 0; and at z = +, u = 0, w < 0.
Now try to construct a trajectory corresponding to a non-monotonic solution,
i.e. one which strays into w > 0,
noting that (i) if w > 0 then u must be increasing and
(ii) the trajectory cannot cross itself. Impossible.
Phase Plane Form of f (u)

6w
f (u) 6
-
A
?
-
-u
sH
A
u-
s
A
0 Y
H
H @
I

1 0 AA
1
A

In fact, the problem can be reduced to a first order ODE:

dw f (u)
= c (4.72)
du w
from which we can deduce information about c:

Z u=1 Z u=1 Z u=1
1 2 u=1
0 = [ 2 w ]u=0 = w dw = f (u) du c w(u) du diff-ceq (4.73)
u=0 u=0 u=0
R1 R1 R1
so c = 0
f (u)du/ 0
w(u)du and c has the opposite sign to 0
f (u)du since w < 0 for all u with 0 < u < 1.
This is similar in spirit to the way c was obtained in the example of long Josephson junctions it is the
value which causes losses by diffusion to balance gains from the forcing term f (u).
Example
If we assume that the trajectory w(u) has the form w = Ku(u 1) then we find dw/du = K(2u 1)
and hence f (u) = Ku(u 1)(2Ku K + c). Thus in the
case f (u) = u(u )(u 1), an exact solution
1c 2 1 2
can be found, setting K = 1/ 2, whereupon = or c = .
2 2
This value of c satisfies (4.73) - CHECK.

Then u0 = w = u(u 1)/ 2 implies
du u(u 1)
= (4.74)
dz 2
which is separable giving the solution
1 1
u(z) = = . (4.75)
1 + ez/ 2 1 + e(xct)/ 2
1
There are thus three cases: (i) the intriguing case = 2
which implies c = 0 a stationary solution; and
1 1
two cases worthy of further comment: > 2
where c < 0 and < 2
where c > 0.
When > 12 , the positive area f (u) 6

R1 @
outweighs the negative area in 0 f (u) du
-u
@
so c < 0 and @
0 @@1
the region of high concentration is in retreat.
When < 12 , the negative area f (u) 6

R1
outweighs the positive area in 0 f (u) du
so c > 0 and @@ -u
0 @ 1
the region of high concentration extends out. @@

Technically we ought to consider K = 1/ 2 also, but this leads to trajectories which go from (0,0) to
(1,0) rather than from (1,0) to (0,0).
4.5.1 Fisher-KPP equation
ut = uxx u(1 u) is known as Fishers equation or

(if youre talking to Russians), the KPP equation. The travelling wave equation u00 + cu0 + u(1 u) can
be written )
u0 = w dw u(1 u)
0
= c . (4.76)
w = cw u(1 u) du w
which has two critical points in the phase plane: (0,0) and (1,0). The latter is a saddle for all values of c
and the former is a stable node for c2 4 and a stable spiral for c2 < 4. Since we cannot have negative
concentrations, there is a minimum wave speed c = 2, and waves exist for all speeds above this value. In
order to remove the translational degeneracy from the problem we impose u(0) = 12 .

Let us look for the form of fast waves, that is consider the limit = 1/c2 0. If we rescale z = c = /
then we find
d2 u du
+ + u(1 u) = 0 (4.77)
d 2 d
At leading order in we then find
du 1 1
= u(1 u) u=
= . (4.78)
d 1+e 1 + ez/c
From this we can find simple properties of the wave, for example how the width of the wave varies with
speed. The width is inversely proportional to the steepness of the wave at the centre (z = 0 where
u = 12 ).
du 1 du 1 1
s= = = + u(1 u) = , (4.79)
dz c d c 4c
so that the faster a wave travels, the less steep it is; alternatively fast waves are more spread out.
4.5.2 Multiple waves
[Omit title until following Qu has been answered]
What happens when the function f (u) has lots of zeros ? For example:
f (u) 6
@ @
-u
@ @
@ @
0 @ @ 1
@ @
@ @
Consider u = + v then vt = vxx vf 0 () then v = eikx+t implies = k 2 f 0 () so the constant

solution u = is stable against oscillatory perturbations.
Splitting the problem into two, we might expect the following waves to exist:
(i) a wave 0 < u < travelling with speed c0
(ii) a wave < u < 1 travelling with speed c1
(iii) a wave 0 < u < 1 travelling with speed c
From (4.73) we expect

R R1 R1
f (u) du
f (u) du f (u) du
c0 = R 0 c1 = R1 c= R 01 (4.80)
0
w(u) du w(u) du 0
w(u) du
Clearly if c1 > c0 then wave between u = & u = 1 catches up the wave between u = & u = 0, and a
combined wave between u = 0 and u = 1 is formed; this will travel at speed c.
If c1 < c0 then upper wave will never catch up lower wave, and a combined wave will never form. The
plateau at u = will then grow in width at speed c0 c1 , while its centre is advected along at speed
1
(c
2 0
+ c1 ).

Nonlinear Waves Lecture Notes - School of Mathematical Sciences

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Module Philosophy Lesson 1

Ideally the scientific process goes:

(1) physical process/scientific experiment

(2) set of mathematical equations

(3) solution of equations

(4) interpret results

1 Linear Wave Theory & Other Background

1.1 Linear wave equations

The simplest wave equation

has general solution u = f (x ct) where f () is determined by initial conditions.

General linear superposition then leads to the general solution

1.2 Other equations

Other equations which support wave-type solutions include

ut + vux + uxxx = 0, lin-kdv (1.4)

if we try u(x, t) = f (x ct) = f (z) we find cf + vf + f 00 = K;

thus for the equation to be satisfied, we need = k 3 vk.

1.3 Dispersion relation

1.4 Group velocity

Another important concept in more complicated waves is that of group velocity.

then the combination u1 + u2 can be written

u1 + u2 = eik0 xi0 t (eik1 xi1 t + eik1 x+i1 t ) (1.7)

1.5 Lagrangian mechanics

1.5.1 The Euler-Lagrange equations

The Action is calculated by integrating the Lagrangian over time,

S[q + r] = S[q] + rS 0 [q] + O(2 ), (1.11)

Ex: Show that for L = L(q, q,

1.5.2 Hamiltonian mechanics

The equations of motion (which are now PDEs) are then

produces ut + 6uux + uxxx = 0.

2.1 The solitary wave solution

c2 u00 (z) = u00 + (u2 )00 + u0000 (2.1)

(assume M = 0 for simplicity),

(c2 1)uu0 = u2 u0 + u00 u0 Ku0

2.2 The classic integrable systems

ut 6uux + uxxx = 0 (2.4)

2.2.3 NLS dispersion relations

= A0 eikx+it NLS-assump1 (2.8)

with A0 0 yields the dispersion relation

2.2.4 NLS special solutions

iAt A = DAxx + 2ikDAx k 2 DA + QA3 (2.11)

The rhs is a quadratic in A2 .

Case B: If Q/D > 0 and

This solution is known as the bright soliton. Stability ?

The sine-Gordon equation (SG)

tt = xx sin or XT = sin . 2sg (2.17)

Another commonly studied example of a Klein-Gordon equation is the 4 model where V () = 21 2 +

(1 + 2 )(tt xx ) = (2t2 2x2 1 + 2 ). (2.21)

2.2.6 SG Kink solution

2.2.7 SG Breather solution

= 4 tan1 (tan() cos(t cos )sech(x sin )) (2.24)

2.2.8 SG 2-soliton solution

The kinks positions can be described by the x-value where = , giving

sinh(t tan ) = sin cosh(x/ cos ) (2.28)

As t this asymptotes to sin() exp(x/ cos ) = exp(t tan ).

[Show MapleV animations here]

and a two-dimensional model, the Kadomtsev-Petviashvili equation (KP)

(ut + uux + uxxx )x + uyy = 0, (2.30)

utt + (u2 )xx + uxxxx = 0 (2.31)

un = (a(1 ebun+1 )) 2(a(1 ebun )) + (a(1 ebun1 )). (2.32)

2.3 2-soliton solution - Backlund Transformation

w1,x = F (w0 , w1 , w0,x , w0,t ; ) BT-F (2.33)

2.3.1 KdV - History

In 1968 Miura showed that if v satisfies the mKdV