The unified method. I: Nonlinearizable problems on the half-line

Riemann-Hilbert problems in context of PDEs (35Q15) KdV equations (Korteweg-de Vries equations) (35Q53) Inverse spectral and scattering methods for infinite-dimensional Hamiltonian and Lagrangian systems (37K15)

Abstract: Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general method to this particular class of problems yields the solution in terms of the unique solution of a matrix Riemann-Hilbert problem formulated in the complex

k

-plane (the Fourier plane), which has a jump matrix with explicit

(x, t)

-dependence involving four scalar functions of

k

, called spectral functions. Two of these functions depend on the initial data, whereas the other two depend on all boundary values. The most difficult step of the new method is the characterization of the latter two spectral functions in terms of the given initial and boundary data, i.e. the elimination of the unknown boundary values. For certain boundary conditions, called linearizable, this can be achieved simply using algebraic manipulations. Here, we present an effective characterization of the spectral functions in terms of the given initial and boundary data for the general case of non-linearizable boundary conditions. This characterization is based on the analysis of the so-called global relation, on the analysis of the equations obtained from the global relation via certain transformations leaving the dispersion relation of the associated linearized PDE invariant, and on the computation of the large

k

asymptotics of the eigenfunctions defining the relevant spectral functions.

Review text

For Part II see Zbl 1256.35045; for Part III see Zbl 1256.35046.NEWLINENEWLINEThis is the first in the series of papers devoted to the solution of the initial boundary value problems (IBVPs) on the half-line for linear and integrable nonlinear evolution PDEs using an extension of the inverse scattering transform technique. This method utilizes the Zakharov-Shabat pair for the PDE, \(d\Psi=\Omega\Psi\), and the fact that the domain for the solution of the IBVP is a infinite convex polygon. In more detail, if the diagonal part of the \(1\)-form \(\Omega\) is exact, \(\Omega_{diag}=df\), then the gauge transform \(\mu=e^{-f}\Psi\) satisfies the equation \(d\mu=e^{-f}(\Omega-\Omega_{diag})e^{f}\mu\). The integrals of the latter equation, \(\mu_j(x,t)=I+\int_{(x_j,t_j)}^{(x,t)}e^{-f}(\Omega-\Omega_{diag}) e^{f}\mu_j\), along the paths initiated at the vertices \((x_j,t_j)=(0,0),(0,T),(\infty,t)\) of the infinite convex polygon in the real \((x,t)\)-plane yield the collection of functions \(\mu_j(x,t)\) that is used to formulate a boundary Riemann-Hilbert (RH) problem in the complex plane of the spectral variable \(k\). The latter RH problem allows one to compute the solution of the IBVP.NEWLINENEWLINEThe main difficulty in this approach is the description of the so-called spectral functions determining the jump matrices in the above RH problem. Some of the necessary data, the spectral functions \(a(k),b(k)\), are determined by the initial data in the IBVP solving a 1-dimensional linear ODE. Other data, the spectral functions \(A(k),B(k)\), are determined by the boundary values in IBVP solving another linear ODE subject to additional analytic constraints. For certain kind of boundary conditions called ``linearizable, all the spectral functions can be found explicitly. For the ``nonlinearizable boundary conditions, the spectral functions satisfy a system of nonlinear integral equations. Such a characterization of the spectral functions is called ``effective if in the linear limit it yields a solution of the linearizable IBVP and if it supports a perturbative approach to the solution of the nonlinearizable IBVP.NEWLINENEWLINEIn the present paper, the authors solve the Dirichlet and Neumann boundary value problems for the NLS and mKdV equations on the spatial half-line for the finite times finding the effective characterizations of the corresponding spectral functions.

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