We study differential-difference equation of the form $t_{x}(n+1)=f(t(n),t(n+1),t_x(n))$ with unknown $t=t(n,x)$ depending on $x$, $n$. The equation is called Darboux integrable, if there exist functions $F$ (called an $x$-integral) and $I$ (called an $n$-integral), both of a finite number of variables $x$, $t(n)$, $t(n\pm 1)$, $t(n\pm 2)$, $...$, $t_x(n)$, $t_{xx}(n)$, $...$, such that $D_xF=0$ and $DI=I$, where $D_x$ is the operator of total differentiation with respect to $x$, and $D$ is the shift operator: $Dp(n)=p(n+1)$. The Darboux integrability property is reformulated in terms of characteristic Lie algebras that gives an effective tool for classification of integrable equations. The complete list of equations of the form above admitting nontrivial $x$-integrals is given in the case when the function $f$ is of the special form $f(x,y,z)=z+d(x,y)$.
We study the discretization of Darboux integrable systems. The discretization is done using $x$-, $y$-integrals of the considered continuous systems. New examples of semi-discrete Darboux integrable systems are obtained.
The problem of discretization of Darboux integrable equations is considered. Given a Darboux integrable continuous equation, one can obtain a Darboux integrable differential-discrete equation, using the integrals of the continuous equation. In the present paper, the discretization of the differential-discrete equations is done using the corresponding characteristic algebras. New examples of integrable discrete equations are obtained.
We study discretization of Darboux integrable systems. The discretization is done by using $x$- or $y$-integrals of the considered systems. New examples of semi-discrete Darboux integrable systems are obtained.
A method of integrable discretization of the Liouville type nonlinear partial differential equations is suggested based on integrals. New examples of discrete Liouville type models are presented.
In the present paper we consider a discretization of hyperbolic systems of exponential type. We proved that, in the case of $2\times 2$ systems, the resulting semi-discrete system is Darboux integrable only if it corresponds to a Cartan matrix of a semi-simple Lie algebra.
Integrable Heisenberg ferromagnetic equations are an important subclass of integrable systems. The M-XCIX equation is one of a generalizations of the Heisenberg ferromagnetic equation and are integrable. In this paper, the Darboux transformation of the M-XCIX equation is constructed. Using the DT, a 1-soliton solution of the M-XCIX equation is presented.
In this paper we derive new two-component integrable differential difference and partial difference systems by applying a Lax-Darboux scheme to an operator formed from an ${\mathfrak{sl}}_3({\mathbb{C}})$-based automorphic Lie algebra. The integrability of the found systems is demonstrated via Lax pairs and generalised symmetries.
We construct a Darboux transformation of a general $su(3)$-valued spin system called the $Γ$-spin system. Using this Darboux transformation we derive a recursive formula for the soliton solutions of this spin system. Then using these results we present explicit expressions for the 1-soliton solution of the coupled $su(2)$-valued spin systems, namely, of the coupled M-LIII equation.
We consider a discrete equation, defined on the two-dimensional square lattice, which is linearizable, namely, of the Burgers type and depends on a parameter $α$. For any natural number $N$ we choose $α$ so that the equation becomes Darboux integrable and the minimal orders of its first integrals in both directions are greater or equal than $N$.
With this paper we begin an investigation of difference schemes that possess Darboux transformations and can be regarded as natural discretizations of elliptic partial differential equations. We construct, in particular, the Darboux transformations for the general self adjoint schemes with five and seven neighbouring points. We also introduce a distinguished discretization of the two-dimensional stationary Schrodinger equation, described by a 5-point difference scheme involving two potentials, which admits a Darboux transformation.
All Darboux integrable difference equations on the quad-graph are described in the case of the equations that possess autonomous first-order integrals in one of the characteristics. A generalization of the discrete Liouville equation is obtained from a subclass of these equation via a non-point transformation. The general proposition on the symmetry structure of the quad-graph equations is proved as an auxiliary result.
We propose a method for construction of Darboux transformations, which is a new development of the dressing method for Lax operators invariant under a reduction group. We apply the method to the vector sine-Gordon equation and derive its Bäcklund transformations. We show that there is a new Lax operator canonically associated with our Darboux transformation resulting an evolutionary differential-difference system on a sphere. The latter is a generalised symmetry for the chain of Bäcklund transformations. Using the re-factorisation approach and the Bianchi permutability of the Darboux transform…
We present the Darboux transformations for a novel class of two-dimensional discrete integrable systems named as $\mathbb{Z}_\mathcal{N}$ graded discrete integrable systems, which were firstly proposed by Fordy and Xenitidis within the framework of $\mathbb{Z}_\mathcal{N}$ graded discrete Lax pairs very recently. In this paper, the $\mathbb{Z}_\mathcal{N}$ graded discrete equations in coprime case and their corresponding Lax pairs are derived from the discrete Gel'fand-Dikii hierarchy by applying a transformation of the independent variables. The construction of the Darboux tranformations is r…
In this paper we review two concepts directly related to the Lax representations: Darboux transformations and Recursion operators for integrable systems. We then present an extensive list of integrable differential-difference equations together with their Hamiltonian structures, recursion operators, nontrivial generalised symmetries and Darboux-Lax representations. The new results include multi-Hamiltonian structures and recursion operators for integrable Volterra type equations, integrable discretization of derivative nonlinear Schrödinger equations such as the Kaup-Newell lattice, the Chen-L…
We study differential-difference equation of the form $$ \frac{d}{dx}t(n+1,x)=f(t(n,x),t(n+1,x),\frac{d}{dx}t(n,x)) $$ with unknown $t(n,x)$ depending on continuous and discrete variables $x$ and $n$. Equation of such kind is called Darboux integrable, if there exist two functions $F$ and $I$ of a finite number of arguments $x$, $\{t(n\pm k,x)\}_{k=-\infty}^\infty$, ${\frac{d^k}{dx^k}t(n,x)}_{k=1}^\infty$, such that $D_xF=0$ and $DI=I$, where $D_x$ is the operator of total differentiation with respect to $x$, and $D$ is the shift operator: $Dp(n)=p(n+1)$. Reformulation of Darboux integrability…
These lecture notes are devoted to the integrability of discrete systems and their relation to the theory of Yang-Baxter (YB) maps. Lax pairs play a significant role in the integrability of discrete systems. We introduce the notion of Lax pair by considering the well-celebrated doubly-infinite Toda lattice. In particular, we present solution of the Cauchy initial value problem via the method of the inverse scattering transform, provide a review of scattering theory of Jacobi matrices, and give the Riemann-Hilbert formulation of the inverse scattering transform. On the other hand, the Lax-Darbo…
Differential-difference equation $\frac{d}{dx}t(n+1,x)=f(x,t(n,x),t(n+1,x),\frac{d}{dx}t(n,x))$ with unknown $t(n,x)$ depending on continuous and discrete variables $x$ and $n$ is studied. We call an equation of such kind Darboux integrable, if there exist two functions (called integrals) $F$ and $I$ of a finite number of dynamical variables such that $D_xF=0$ and $DI=I$, where $D_x$ is the operator of total differentiation with respect to $x$, and $D$ is the shift operator: $Dp(n)=p(n+1)$. It is proved that the integrals can be brought to some canonical form. A method of construction of an ex…
We discuss the concept of Lax-Darboux scheme and illustrate it on well known examples associated with the Nonlinear Schrodinger (NLS) equation. We explore the Darboux links of the NLS hierarchy with the hierarchy of Heisenberg model, principal chiral field model as well as with differential-difference integrable systems (including the Toda lattice and differential-difference Heisenberg chain) and integrable partial difference systems. We show that there exists a transformation which formally diagonalises all elements of the Lax-Darboux scheme simultaneously. It provides us with generating func…
The autonomous Hietarinta equation is a well-known example of the quad-graph discrete equation which is consistent around the cube. In a recent work, it was conjectured that this equation is Darboux integrable (i.e., for each of two independent discrete variables there exist non-trivial functions that remain unchanged on solutions of the equation after the shift in this discrete variable). We demonstrate that this conjecture is not true for generic values of the equation coefficients. To do this, we employ two-point invertible transformations introduced by R.I.~Yamilov. We prove that an autono…
The article investigates systems of differential-difference equations of hyperbolic type, integrable in sense of Darboux. The concept of a complete set of independent characteristic integrals underlying Darboux integrability is discussed. A close connection is found between integrals and characteristic Lie-Rinehart algebras of the system. It is proved that a system of equations is Darboux integrable if and only if its characteristic algebras in both directions are finite-dimensional.
We prove that the only meromorphically integrable planar homogeneous potential of degree k <> -2,0,2 having a multiple Darboux point is the potential invariant by rotation. This case is a singular case of the Maciejewski-Przybylska relation on eigenvalues at Darboux points of homogeneous potentials, and needed before a case by case special analysis. The most striking application of this Theorem is the complete classification of integrable real analytic homogeneous potentials in the plane of negative degree.
We extend the reduction group method to the Lax-Darboux schemes associated with nonlinear Schrödinger type equations. We consider all possible finite reduction groups and construct corresponding Lax operators, Darboux transformations, hierarchies of integrable differential-difference equations, integrable partial difference systems and associated scalar partial difference equations.
Several types of Darboux transformations for supersymmetric integrable systems such as the Manin-Radul KdV, Mathieu KdV and SUSY sine-Gordon equations are considered. We also present solutions such as supersolitons and superkinks.
A $2n$-dimensional Lax integrable system is proposed by a set of specific spectral problems. It contains Takasaki equations, the self-dual Yang-Mills equations and its integrable hierarchy as examples. An explicit formulation of Darboux transformations is established for this Lax integrable system. The Vandermonde and generalized Cauchy determinant formulas lead to a description for deriving explicit solutions and thus some rational and analytic solutions are obtained.
The paper presents two results. First it is shown how the discrete potential modified KdV equation and its Lax pairs in matrix form arise from the Hirota-Miwa equation by a 2-periodic reduction. Then Darboux transformations and binary Darboux transformations are derived for the discrete potential modified KdV equation and it is shown how these may be used to construct exact solutions.
The Hirota-Miwa equation can be written in `nonlinear' form in two ways: the discrete KP equation and, by using a compatible continuous variable, the discrete potential KP equation. For both systems, we consider the Darboux and binary Darboux transformations, expressed in terms of the continuous variable, and obtain exact solutions in Wronskian and Grammian form. We discuss reductions of both systems to the discrete KdV and discrete potential KdV equations, respectively, and exploit this connection to find the Darboux and binary Darboux transformations and exact solutions of these equations.
The Darboux-Dressing Transformations are applied to the Lax pair associated to systems of coupled nonlinear wave equations in the case of boundary values which are appropriate to both bright and dark soliton solutions. The general formalism is set up and the relevant equations are explicitly solved. Several instances of multicomponent wave equations of applicative interest, such as vector nonlinear Schroedinger-type equations and three resonant wave equations are considered.
We show here that matrix Darboux-Toda transformation can be written as a product of a number of mappings. Each of these mappings is a symmetry of the matrix nonlinear Shrodinger system of integro-differential equations. We thus introduce a completely new type of discrete transformations for this system. The discrete symmetry of the vector nonlinear Shrodinger system is a particular realization of these mappings.
We show that any system of ODEs can be modified whilst preserving its homogeneous Darboux polynomials. We employ the result to generalise a hierarchy of integrable Lotka-Volterra systems.
We construct the Darboux-Backlund transformation for the sigma model describing static configurations of the 2-dimensional classical continuum Heisenberg chain. The transformation is characterized by a non-trivial normalization matrix depending on the background solution. In order to obtain the transformation we use a new, more general, spectral problem.
We present an approach to higher dimensional Darboux transformations suitable for application to quantum integrable systems and based on the bispectral property of partial differential operators. Specifically, working with the algebro-geometric definition of quantum integrability, we utilize the bispectral duality of quantum Hamiltonian systems to construct non-trivial Darboux transformations between completely integrable quantum systems. As an application, we are able to construct new quantum integrable systems as the Darboux transforms of trivial examples (such as symmetric products of one d…
We study additional non-isospectral symmetries of constrained (reduced) N=2 supersymmetric KP hierarchies of integrable ``soliton''-like evolution equations. These symmetries are shown to form an infinite-dimensional non-Abelian superloop superalgebra. Furthermore we study the general Darboux-Backlund (DB) transformations (including adjoint-DB and binary DB) of N=2 super- KP hierarchies preserving (most of) the additional symmetries. Also we derive the explicit form of the general DB (N=2 ``super- soliton''-like) solutions in the form of generalized Wronskian-like super-determinants.
In this paper, we investigate a general integrable nonlocal coupled nonlinear schrödinger (NLS) system with the the parity-time (PT) symmetry, which contains not only the nonlocal self-phase modulation and the nonlocal cross-phase modulation, but also the nonlocal four-wave mixing terms. This nonlocal coupled NLS system is a nonlocal version of a coupled NLS system. The general Nth Darboux transformation for the nonlocal coupled NLS equation is constructed. By using the Darboux transformation, its soliton solutions are obtained.
Deformations of the structure constants for a class of associative noncommutative algebras generated by Deformation Driving Algebras (DDA's) are defined and studied. These deformations are governed by the Central System (CS). Such a CS is studied for the case of DDA being the algebra of shifts. Concrete examples of deformations for the three-dimensional algebra governed by discrete and mixed continuous-discrete Boussinesq (BSQ) and WDVV equations are presented. It is shown that the theory of the Darboux transformations, at least for the BSQ case, is completely incorporated into the proposed sc…
In this paper, we construct a Darboux transformation (DT) of the (2+1)-dimensional Schrödinger-Maxwell-Bloch equation (SMBE) which is integrable by the Inverse Scattering Method. Using this DT, the one-soliton solution and periodic solution are obtained from the "seed" solutions.
A new form of a binary Darboux transformation is used to generate analytical solutions of a nonlinear Liouville-von Neumann equation. General theory is illustrated by explicit examples.
The Hirota equation is an integrable higher order nonlinear Schrödinger type equation which describes the propagation of ultrashort light pulses in optical fibers. We present a standard Darboux transformation for the Hirota equation and then construct its quasideterminant solutions. The multisoliton and breather solutions of the Hirota equation are given explicitly.
Based on the notion of Darboux-KP chain hierarchy and its invariant submanifolds we construct some class of constraints compatible with integrable lattices. Some simple examples are given.
We present a series of Darboux integrable discrete equations on the square lattice. Equations of the series are numbered with natural numbers $M$. All the equations have a first integral of the first order in one of directions of the two-dimensional lattice. The minimal order of a first integral in the other direction is equal to $3M$ for an equation with the number $M$. In the cases $M=1,\ 2,\ 3$ we show that those equations are integrable in quadratures. More precisely, we construct their general solutions in terms of the discrete integrals. We also construct a modified series of Darboux int…
We show that the Painleve equations P3-P5 can be derived (in a unified way) from a periodic sequence of Darboux transformations for a Schrodinger problem with quadratic eigenvalue dependency. The general problem naturally divides into three different branches, each described by an infinite chain of equations. The Painleve equations are obtained by closing the chain periodically at the lowest nontrivial level(s). The chains provide ``symmetric forms'' for the Painleve equations, from which Hirota bilinear forms and Lax pairs are derived. In this paper (Part 1) we analyze in detail the cases P3-…
The (2+1)-dimensional Hirota-Maxwell-Bloch equation (HMBE) is integrable by the Inverse Scattering Method. In this paper, we construct a Darboux transformation (DT) of the (2+1)-dimensional HMBE. Also the one-soliton solution obtained by means of the one-fold DT. For the $n$-soliton solution the general form is presented.
Structure and properties of families of critical points for classes of functions $W(z,\bar{z})$ obeying the elliptic Euler-Poisson-Darboux equation $E(1/2,1/2)$ are studied. General variational and differential equations governing the dependence of critical points in variational (deformation) parameters are found. Explicit examples of the corresponding integrable quasi-linear differential systems and hierarchies are presented There are the extended dispersionless Toda/nonlinear Schrödinger hierarchies, the "inverse" hierarchy and equations associated with the real-analytic Eisenstein series $E…
New extensions of the KP and modified KP hierarchies with self-consistent sources are proposed. The latter provide new generalizations of $(2+1)$-dimensional integrable equations, including the DS-III equation and the $N$-wave problem. Furthermore, we recover a system that contains two types of the KP equation with self-consistent sources as special cases. Darboux and binary Darboux transformations are applied to generate solutions of the proposed hierarchies.
We propose a discrete Darboux-Lax scheme for deriving auto-Bäcklund transformations and constructing solutions to quad-graph equations that do not necessarily possess the 3D consistency property. As an illustrative example we use the Adler-Yamilov type system which is related to the nonlinear Schrödinger (NLS) equation [19]. In particular, we construct an auto-Bäcklund transformation for this discrete system, its superposition principle, and we employ them in the construction of the one- and two-soliton solutions of the Adler-Yamilov system.
The Myrzakulov-Lakshmanan-II (ML-II) equation is one of a (2+1)-dimensional generalizations of the Heisenberg ferromagnetic equation. It is integrable and has a non-isospectral Lax representation. In this paper, the Darboux transformation (DT) for the ML-II equation is constructed. Using the DT, the 1-soliton and 2-soliton solutions of the ML-II equation are presented.
We introduce a new class of nonlinear equations admitting a representation in terms of Darboux-covariant compatibility conditions. Their special cases are, in particular, (i) the "general" von Neumann equation $i\dotρ=[H,f(ρ)]$, with $[f(ρ),ρ]=0$, (ii) its generalization involving certain functions $f(ρ)$ which are non-Abelian in the sense that $[f(ρ),ρ]\neq0$, and (iii) the Nahm equations.
The standard binary Darboux transformation is investigated and is used to obtain quasi-Grammian multisoliton solutions of the generalized coupled dispersionless integrable system.
The purpose of this article is to develop an algebraic approach to the problem of integrable classification of differential-difference equations with one continuous and two discrete variables. As a classification criterion, we put forward the following hypothesis. Any integrable equation of the type under consideration admits an infinite sequence of finite-field Darboux-integrable reductions. The property of Darboux integrability of a finite-field system is formalized as finite-dimensionality condition of its characteristic Lie-Rinehart algebras. That allows one to derive effective integrabili…
In this work, we establish a connection between the extended Prelle-Singer procedure (Chandrasekar \textit{et al.} Proc. R. Soc. A 2005) with five other analytical methods which are widely used to identify integrable systems in the contemporary literature, especially for second order nonlinear ordinary differential equations (ODEs). By synthesizing these methods we bring out the interplay between Lie point symmetries, $λ$-symmetries, adjoint symmetries, null-forms, Darboux polynomials, integrating factors and Jacobi last multiplier in identifying the integrable systems described by second orde…
In the article the problem of the integrable classification of nonlinear lattices depending on one discrete and two continuous variables is studied. By integrability we mean the presence of reductions of a chain to a system of hyperbolic equations of arbitrarily high order integrable in the Darboux sense. Darboux integrablity admits a remarkable algebraic interpretation: the Lie-Rinehart algebras related to both characteristic directions corresponding to the reduced system of the hyperbolic equations have to be of finite dimension. A classification algorithm based on the properties of the char…
The Sasa-Satsuma equation is an integrable higher-order nonlinear Schrödinger equation. Higher-order and multicomponent generalisations of the nonlinear Schrödinger equation are important in various applications, e.g., in optics. One of these equations is the Sasa-Satsuma equation. We present the binary Darboux transformations for the Sasa-Satsuma equation and then construct its quasigrammians solutions by iterating its binary Darboux transformations. Periodic, one-soliton, two-solitons and breather solutions are given as explicit examples.
