We obtain an asymptotic expansion for the solution of the Cauchy problem for the Korteweg-de Vries (KdV) equation in the small dispersion limit near the point of gradient catastrophe (x_c,t_c) for the solution of the dispersionless equation.
The sub-leading term in this expansion is described by the smooth solution of a fourth order ODE, which is a higher order analogue to the Painleve I equation. This is in accordance with a conjecture of Dubrovin, suggesting that this is a universal phenomenon for any Hamiltonian perturbation of a hyperbolic equation. Using the Deift/Zhou steepest descent method applied on the Riemann-Hilbert problem for the KdV equation, we are able to prove the asymptotic expansion rigorously in a double scaling limit.
We study the Cauchy problem for the Korteweg-de Vries (KdV) hierarchy in the small dispersion limit where $\e\to 0$. For negative analytic initial data with a single negative hump, we prove that for small times, the solution is approximated by the solution to the hyperbolic transport equation which corresponds to $\e=0$. Near the time of gradient catastrophe for the transport equation, we show that the solution to the KdV hierarchy is approximated by a particular Painlevé transcendent. This supports Dubrovins universality conjecture concerning the critical behavior of Hamiltonian perturbations…
In a recent paper R. Pandharipande, J. Solomon and R. Tessler initiated a study of the intersection theory on the moduli space of Riemann surfaces with boundary. The authors conjectured KdV and Virasoro type equations that completely determine all intersection numbers. In this paper we study these equations in detail. In particular, we prove that the KdV and the Virasoro type equations for the intersection numbers on the moduli space of Riemann surfaces with boundary are equivalent.
We revisit the asymptotic analysis of the KdV shock problem in the soliton region. Our approach is based on the analysis of the associated Riemann-Hilbert problem and we extend the domain of validity of the asymptotic formulas while at the same time requiring less decay and smoothness for the initial data.
In this article, the new exact travelling wave solutions of the time-and space-fractional KdV-Burgers equation has been found. For this the fractional complex transformation have been implemented to convert nonlinear partial fractional differential equations to nonlinear ordinary differential equations, in the sense of the Jumarie's modified Riemann-Liouville derivative. Afterwards, the improved (G'/G)-expansion method can be implemented to celebrate the soliton solutions of KdV-Burger's equation of fractional order.
A complete algorithm is developed to deduce quasi-periodic solutions for the negative-order KdV (nKdV) hierarchy by using the backward Neumann systems. From the nonlinearization of Lax pair, the nKdV hierarchy is reduced to a family of backward Neumann systems via separating temporal and spatial variables. The backward Neumann systems are shown to be integrable in the Liouville sense, whose involutive solutions yield the finite parametric solutions of nKdV hierarchy. The negative-order Novikov equation is given, which specifies a finite-dimensional invariant subspace of nKdV flows. By the Abel…
We study the small dispersion limit for the Korteweg-de Vries (KdV) equation $u_t+6uu_x+ε^{2}u_{xxx}=0$ in a critical scaling regime where $x$ approaches the trailing edge of the region where the KdV solution shows oscillatory behavior. Using the Riemann-Hilbert approach, we obtain an asymptotic expansion for the KdV solution in a double scaling limit, which shows that the oscillations degenerate to sharp pulses near the trailing edge. Locally those pulses resemble soliton solutions of the KdV equation.
We consider perturbations of the special pole-free joint solution $U(x,t)$ of the Korteweg--de Vries equation $u_t+uu_x+\frac{1}{12}u_{xxx}=0$ and $P_I^2$ equation $u_{xxxx}+10u_x^2+20uu_{xx}+40(u^3-6tu+6x)=0$ under the action of the KdV flow. We show that if the perturbation is compact and of bounded variation, then the initial value problem for the KdV equation has a classical solution. Our method is the inverse scattering transform method in the form of the Riemann-Hilbert problem method. Namely, we construct the corresponding spectral functions $a(λ), r(λ),$ and give characterization of th…
Recently R. Pandharipande, J. Solomon and R. Tessler initiated a study of the intersection theory on the moduli space of Riemann surfaces with boundary. They conjectured that the generating series of the intersection numbers is a specific solution of a system of PDEs, that they called the open KdV equations. In this paper we show that the open KdV equations are closely related to the equations for the wave function of the KdV hierarchy. This allows us to give an explicit formula for the specific solution in terms of Witten's generating series of the intersection numbers on the moduli space of …
We analytically study the long time and large space asymptotics of a new broad class of solutions of the KdV equation introduced by Dyachenko, Zakharov, and Zakharov. These solutions are characterized by a Riemann--Hilbert problem which we show arises as the limit $N\to \infty$ of a gas of $N$-solitons. We show that this gas of solitons in the limit $N \to \infty$ is slowly approaching a cnoidal wave solution for $x \to - \infty$ (up to terms of order $\mathcal{O} (1/x)$), while approaching zero exponentially fast for $x\to+\infty$. We establish an asymptotic description of the gas of solitons…
We present a rigorous theory of a unified and simple inverse scattering transform (IST) for both focusing and defocusing real nonlocal (reverse-space-time) modified Korteweg-de Vries (mKdV) equations with non-zero boundary conditions (NZBCs) at infinity. The IST problems for the nonlocal equations with NZBCs are more complicated then ones for the local equations with NZBCs. The suitable uniformization variable is introduced in order to make the direct and inverse problems be established on a complex plane instead of a two-sheeted Riemann surface. The direct scattering problem establishes the a…
The reductive perturbation method has been employed to derive the Korteweg-de Vries (KdV) equation for small but finite amplitude electrostatic waves. The Lagrangian of the time fractional KdV equation is used in similar form to the Lagrangian of the regular KdV equation. The variation of the functional of this Lagrangian leads to the Euler-Lagrange equation that leads to the time fractional KdV equation. The Riemann-Liouvulle definition of the fractional derivative is used to describe the time fractional operator in the fractional KdV equation. The variational-iteration method given by He is …
In this work, the semi-inverse method has been used to derive the Lagrangian of the Korteweg-de Vries (KdV) equation. Then, the time operator of the Lagrangian of the KdV equation has been transformed into fractional domain in terms of the left-Riemann-Liouville fractional differential operator. The variational of the functional of this Lagrangian leads neatly to Euler-Lagrange equation. Via Agrawal's method, one can easily derive the time-fractional KdV equation from this Euler-Lagrange equation. Remarkably, the time-fractional term in the resulting KdV equation is obtained in Riesz fractiona…
We illustrate a general method for calculating spectral statistics that combines the universal (Random Matrix Theory limit) and the non-universal (trace-formula-related) contributions by giving a heuristic derivation of the three-point correlation function for the zeros of the Riemann zeta function. The main idea is to construct a generalized Hermitian random matrix ensemble whose mean eigenvalue density coincides with a large but finite portion of the actual density of the spectrum or the Riemann zeros. Averaging the random matrix result over remaining oscillatory terms related, in the case o…
We consider periodic solutions to equations of Korteweg-Devries type. While the stability theory for periodic waves has received much some attention the theory is much less developed than the analogous theory for solitary wave stability, and appears to be mathematically richer. We prove an index theorem giving an exact count of the number of unstable eigenvalues of the linearized operator in terms of the number of zeros of the derivative of the traveling wave profile together with geometric information about a certain map between the constants of integration of the ordinary differential equati…
We derive semiclassical asymptotics for the orthogonal polynomials P_n(z) on the line with respect to the exponential weight \exp(-NV(z)), where V(z) is a double-well quartic polynomial, in the limit when n, N \to \infty. We assume that ε\le (n/N) \le λ_{cr} - εfor some ε> 0, where λ_{cr} is the critical value which separates orthogonal polynomials with two cuts from the ones with one cut. Simultaneously we derive semiclassical asymptotics for the recursive coefficients of the orthogonal polynomials, and we show that these coefficients form a cycle of period two which drifts slowly with the ch…
The eigenvalue statistics of a pair $(M_1,M_2)$ of $n\times n$ Hermitian matrices taken random with respect to the measure $$\frac{1}{Z_n}\exp\big(-n\Tr (V(M_1)+W(M_2)-τM_1M_2)\big) {\rm d}M_1 {\rm d} M_2 $$ can be described in terms of two families of biorthogonal polynomials. In this paper we give a steepest descent analysis of a $4 \times 4$ matrix-valued Riemann-Hilbert problem characterizing one of the families of biorthogonal polynomials in the special case $W(y)=y^4/4$ and $V$ an even polynomial. As a result we obtain the limiting behavior of the correlation kernel associated to the eig…
We propose a scheme for nonlinearizing linear equations to generate integrable nonlinear systems of both the AKNS and the KN classes, based on the simple idea of dimensional analysis and detecting the building blocks of the Lax pair. Along with the well known equations we discover a novel integrable hierarchy of higher order nonholonomic deformations for the AKNS family, e.g. for the KdV, the mKdV, the NLS and the SG equation, showing thus a two-fold universality of the recently found deformation for the KdV equation.
We study the Riemann geometric approach to be aimed at unifying soliton systems. The general two-dimensional Einstein equation with constant scalar curvature becomes an integrable differential equation. We show that such Einstein equation includes KdV/mKdV/sine-Gordon equations.
These lectures introduce the method of nonlinear steepest descent for Riemann-Hilbert problems. This method finds use in studying asymptotics associated to a variety of special functions such as the Painlevé equations and orthogonal polynomials, in solving the inverse scattering problem for certain integrable systems, and in proving universality for certain classes of random matrix ensembles. These lectures highlight a few such applications.
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to the large $N$ asymptotics of orthogonal polynomials and its applications to the problem of universality in random matrix models, the double scaling limits, the large $N$ asymptotics of the partition function, and random matrix models with external source.
We study the chiral two-matrix model with polynomial potential functions $V$ and $W$, which was introduced by Akemann, Damgaard, Osborn and Splittorff. We show that the squared singular values of each of the individual matrices in this model form a determinantal point process with correlation kernel determined by a matrix-valued Riemann-Hilbert problem. The size of the Riemann-Hilbert matrix depends on the degree of the potential function $W$ (or $V$ respectively). In this way we obtain the chiral analogue of a result of Kuijlaars-McLaughlin for the non-chiral two-matrix model. The Gaussian ca…
We develop the inverse scattering transform method for the Novikov equation $u_t-u_{txx}+4u^2u_x=3u u_xu_{xx}+u^2u_{xxx}$ considered on the line $x\in(-\infty,\infty)$ in the case of non-zero constant background. The approach is based on the analysis of an associated Riemann-Hilbert (RH) problem, which in this case is a $3\times 3$ matrix problem. The structure of this RH problem shares many common features with the case of the Degasperis-Procesi (DP) equation having quadratic nonlinear terms (see [Boutet de Monvel A., Shepelsky D., Nonlinearity 26 (2013), 2081-2107, arXiv:1107.5995]) and thus…
In this paper universality limits are studied in connection with measures which exhibit power-type singular behavior somewhere in their support. We extend the results of Lubinsky for Jacobi measures supported on $ [-1,1] $ to generalized Jacobi measures supported on a compact subset of the real line, where the singularity can be located in the interior or at an endpoint of the support. The analysis is based upon the Riemann-Hilbert method, Christoffel functions, the polynomial inverse image method of Totik and the normal family approach of Lubinsky.
We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation kernel at such a critical point in a double scaling limit. The limiting kernels are constructed out of functions associated with the second Painleve equation. This extends a result of Bleher and Its for the special case of a critical quartic potential. The two main tools we use are equilibrium measures and Riemann-Hilbert problems. In our treatment of equilibrium…
Master character of the multidimensional homogeneous Euler equation is discussed. It is shown that under restrictions to the lower dimensions certain subclasses of its solutions provide us with the solutions of various hydrodynamic type equations. Integrable one dimensional systems in terms of Riemann invariants and its extensions, multidimensional equations describing isoenthalpic and polytropic motions and shallow water type equations are among them.
In this paper we studied the asymptotic eigenvalue statistics of the 2 matrix model with a quartic monomial and a general even polynomial potential. We studied the correlation kernel for the eigenvalues of one of the matrices in asymptotic limit. We extended the results of Duits and Kuijlaars to the case when the limiting eigenvalue density for one of the matrices is supported on multiple intervals. The results are achieved by constructing the parametrix to a Riemann-Hilbert problem obtained by Duits and Kuijlaars with theta functions and then showing that this parametrix is well-defined by st…
The present paper gives an overview of the recent developments in the description of critical behavior for Hamiltonian perturbations of hyperbolic and elliptic systems of partial differential equations. It was conjectured that this behavior can be described in terms of distinguished Painlevé transcendents, which are universal in the sense that they are, to some extent, independent of the equation and the initial data. We will consider several examples of well-known integrable equations that are expected to show this type of Painlevé behavior near critical points. The Riemann-Hilbert method is …
We show that the fourth order nonlinear ODE which controls the pole dynamics in the general solution of equation $P_I^2$ compatible with the KdV equation exhibits two remarkable properties: 1) it governs the isomonodromy deformations of a $2\times2$ matrix linear ODE with polynomial coefficients, and 2) it does not possesses the Painlevé property. We also study the properties of the Riemann--Hilbert problem associated to this ODE and find its large $t$ asymptotic solution for the physically interesting initial data.
The Hilbert-Polya conjecture states that the imaginary parts of the zeros of the Riemann zeta function are eigenvalues of a quantum hamiltonian. If so, conjectures by Katz and Sarnak put this hamiltonian in Altland and Zirnbauer's universality class C. This implies that the system must have a nonclassical two-valued degree of freedom. In such a system, the dominant primitive periodic orbits contribute to the density of states with a phase factor of -1. This resolves a previously mysterious sign problem with the oscillatory contributions to the density of the Riemann zeros.
We study the limit as $N\to\infty$ of the correlations between simultaneous zeros of random sections of the powers $L^N$ of a positive holomorphic line bundle $L$ over a compact complex manifold $M$, when distances are rescaled so that the average density of zeros is independent of $N$. We show that the limit correlation is independent of the line bundle and depends only on the dimension of $M$ and the codimension of the zero sets. We also provide some explicit formulas for pair correlations. In particular, we provide an alternate derivation of Hannay's limit pair correlation function for SU(2…
We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and s,t\to 0) vanishes like a power 5/2 at a (singular) endpoint of its support. The main purpose of this paper is to prove universality of the eigenvalue correlation kernel in a double scaling limit. The limiting kernel is built out of functions associated with a special solution of the P_I^2 equation, which is a fourth order analogue of the Painleve I equation. In…
We study the semiclassical limit of the sine-Gordon (sG) equation with below threshold pure impulse initial data of Klaus-Shaw type. The Whitham averaged approximation of this system exhibits a gradient catastrophe in finite time. In accordance with a conjecture of Dubrovin, Grava and Klein, we found that in a $\mathcal{O}(ε^{4/5})$ neighborhood near the gradient catastrophe point, the asymptotics of the sG solution are universally described by the Painlevé I tritronquée solution. A linear map can be explicitly made from the tritronquée solution to this neighborhood. Under this map: away from …
