Introduction to soliton theory. Applications to mechanics

Introduction to Soliton Theory: Applications to Mechanics

Fundamental Theories of Physics An International Book Series on The Fundamental Theories of Physics: Their Clarification, Development and Application

Editor: ALWYN VAN DER MERWE, University of Denver, U.S.A.

Editorial Advisory Board: GIANCARLO GHIRARDI, University of Trieste, Italy LAWRENCE P. HORWITZ, Tel-Aviv University, Israel BRIAN D. JOSEPHSON, University of Cambridge, U.K. CLIVE KILMISTER, University of London, U.K. PEKKA J. LAHTI, University of Turku, Finland ASHER PERES, Israel Institute of Technology, Israel EDUARD PRUGOVECKI, University of Toronto, Canada FRANCO SELLERI, Università di Bara, Italy TONY SUDBURY, University of York, U.K. HANS-JÜRGEN TREDER, Zentralinstitut für Astrophysik der Akademie der Wissenschaften, Germany

Volume 143

Introduction to Soliton Theory: Applications to Mechanics by

Ligia Munteanu Institute of Solid Mechanics, Romanian Academy, Bucharest, Romania and

Stefania Donescu Technical University of Civil Engineering, Department of Mathematics, Bucharest, Romania

KLUWER ACADEMIC PUBLISHERS NEW YORK, BOSTON, DORDRECHT, LONDON, MOSCOW

eBook ISBN: Print ISBN:

1-4020-2577-7 1-4020-2576-9

©2005 Springer Science + Business Media, Inc. Print ©2004 Kluwer Academic Publishers Dordrecht All rights reserved No part of this eBook may be reproduced or transmitted in any form or by any means, electronic, mechanical, recording, or otherwise, without written consent from the Publisher Created in the United States of America Visit Springer's eBookstore at: and the Springer Global Website Online at:

http://ebooks.kluweronline.com http://www.springeronline.com

Contents

Preface

ix

Part 1. INTRODUCTION TO SOLITON THEORY 1. MATHEMATICAL METHODS

1

1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 2.

3.

Scope of the chapter Scattering theory Inverse scattering theory Cnoidal method Hirota method Linear equivalence method (LEM) Bäcklund transformation Painlevé analysis

1 1 12 17 25 31 39 46

SOME PROPERTIES OF NONLINEAR EQUATIONS

53

2.1 2.2 2.3 2.4 2.5 2.6 2.7

53 53 59 62 66 69 73

Scope of the chapter General properties of the linear waves Some properties of nonlinear equations Symmetry groups of nonlinear equations Noether theorem Inverse Lagrange problem Recursion operators

SOLITONS AND NONLINEAR EQUATIONS

78

3.1 3.2 3.3

78 78 86

Scope of the chapter Korteweg and de Vries equation (KdV) Derivation of the KdV equation

vi

INTRODUCTION TO SOLITON THEORY: APPLICATIONS TO MECHANICS

3.4 3.5 3.6 3.7 3.8 3.9

Scattering problem for the KdV equation Inverse scattering problem for the KdV equation Multi-soliton solutions of the KdV equation Boussinesq, modified KdV and Burgers equations The sine-Gordon and Schrödinger equations Tricomi system and the simple pendulum

Part 2. APPLICATIONS TO MECHANICS 4. STATICS AND DYNAMICS OF THE THIN ELASTIC ROD 4.1 4.2 4.3 4.4 4.5 5.

6.

7.

Scope of the chapter Fundamental equations The equivalence theorem Exact solutions of the equilibrium equations Exact solutions of the motion equations

90 95 101 107 112 115 121 121 121 122 132 134 146

VIBRATIONS OF THIN ELASTIC RODS

149

5.1 5.2 5.3 5.4 5.5 5.6

149 149 155 159 163 166

Scope of the chapter Linear and nonlinear vibrations Transverse vibrations of the helical rod A special class of DRIP media Interaction of waves Vibrations of a heterogeneous string

THE COUPLED PENDULUM

173

6.1 6.2 6.3 6.4 6.5 6.6

173 173 177 180 185 191

Scope of the chapter Motion equations. Problem E1 Problem E2 LEM solutions of the system E2 Cnoidal solutions Modal interaction in periodic structures

DYNAMICS OF THE LEFT VENTRICLE

197

7.1 7.2 7.3 7.4 7.5

197 198 206 209 213

Scope of the chapter The mathematical model Cnoidal solutions Numerical results A nonlinear system with essential energy influx

CONTENTS

8.

9.

10.

vii

THE FLOW OF BLOOD IN ARTERIES

220

8.1 8.2 8.3 8.4

220 221 228 235

Scope of the chapter A nonlinear model of blood flow in arteries Two-soliton solutions A micropolar model of blood flow in arteries

INTERMODAL INTERACTION OF WAVES

242

9.1 9.2

Scope of the chapter A plate with Cantor-like structure

242 243

9.3 9.4 9.5 9.6 9.7 9.8

The eigenvalue problem Subharmonic waves generation Internal solitary waves in a stratified fluid The motion of a micropolar fluid in inclined open channels Cnoidal solutions The effect of surface tension on the solitary waves

248 249 255 259 265 269

ON THE TZITZEICA SURFACES AND SOME RELATED PROBLEMS

273

10.1 10.2 10.3 10.4

273 273 276 283

Scope of the chapter Tzitzeica surfaces Symmetry group theory applied to Tzitzeica equations The relation between the forced oscillator and a Tzitzeica curve 10.5 Sound propagation in a nonlinear medium 10.6 The pseudospherical reduction of a nonlinear problem References Index

285 291 298 305

This page intentionally left blank

Preface

This monograph is planned to provide the application of the soliton theory to solve certain practical problems selected from the fields of solid mechanics, fluid mechanics and biomechanics. The work is based mainly on the authors’ research carried out at their home institutes, and on some specified, significant results existing in the published literature. The methodology to study a given evolution equation is to seek the waves of permanent form, to test whether it possesses any symmetry properties, and whether it is stable and solitonic in nature. Students of physics, applied mathematics, and engineering are usually exposed to various branches of nonlinear mechanics, especially to the soliton theory. The soliton is regarded as an entity, a quasi-particle, which conserves its character and interacts with the surroundings and other solitons as a particle. It is related to a strange phenomenon, which consists in the propagation of certain waves without attenuation in dissipative media. This phenomenon has been known for about 200 years (it was described, for example, by the Joule Verne's novel Les histoires de Jean Marie Cabidoulin, Éd. Hetzel), but its detailed quantitative description became possible only in the last 30 years due to the exceptional development of computers. The discovery of the physical soliton is attributed to John Scott Russell. In 1834, Russell was observing a boat being drawn along a narrow channel by a pair of horses. He followed it on horseback and observed an amazing phenomenon: when the boat suddenly stopped, a bow wave detached from the boat and rolled forward with great velocity, having the shape of a large solitary elevation, with a rounded well-defined heap of water. The solitary wave continued its motion along the channel without change of form or velocity. The scientist followed it on horseback as it propagated at about eight or nine miles an hour, but after one or two miles he lost it. Russell was convinced that he had observed an important phenomenon, and he built an experimental tank in his garden to continue the studies of what he named the wave of translation. The wave of translation was regarded as a curiosity until the 1960s, when scientists began to use computers to study nonlinear wave propagation. The discovery of mathematical solutions started with the analysis of nonlinear partial differential equations, such as the work of Boussinesq and Rayleigh, independently, in the 1870s. Boussinesq and Rayleigh explained theoretically the Russell observation and later reproduction in a laboratory experiment. Korteweg and de Vries derived in 1895 the equation for water waves in shallow channels, and confirmed the existence of solitons.

x

INTRODUCTION TO SOLITON THEORY : APPLICATIONS TO MECHANICS

An explosion of works occurred when it was discovered that many phenomena in physics, electronics, mechanics and biology might be described by using the theory of solitons. Nonlinear mechanics is often faced with the unexpected appearance of chaos or order. Within this framework the soliton plays the role of order. The discovery of orderly stable pulses as an effect of nonlinearity is surprising. The results obtained in the linear theory of waves, by ignoring the nonlinear parts, are most frequently too far from reality to be useful. The linearisation misses an important phenomenon, solitons, which are waves, which maintain their identity indefinitely just when we most expect that dispersion effects will lead to their disappearance. The soliton as the solution of the completely integrable partial differential equations are stable in collision process even if interaction between the solitons takes place in a nonlinear way. The unexpected results obtained in 1955 by Fermi, Pasta and Ulam in the study of a nonlinear anharmonic oscillator, generate much of the work on solitons. Their attempt to demonstrate that the nonlinear interactions between the normal modes of vibrations lead to the energy of the system being evenly distributed throughout all the modes, as a result of the equipartition of energy, failed. The energy does not spread throughout all the modes but recollect after a time in the initial mode where it was when the experiment was started. In 1965, Zabusky and Kruskal approached the Fermi, Pasta and Ulam problem from the continuum point of view. They rederived the Korteweg and de Vries equation and found its stable wave solutions by numerical computation. They showed that these solutions preserve their shape and velocities after two of them collide, interact and then spread apart again. They named such waves solitons. Gardner, Green, Kruskal and Miura introduced in 1974 the Inverse Scattering Transform to integrate nonlinear evolution equations. The conserved features of solitons become intimately related to the notion of symmetry and to the construction of pseudospherical surfaces. The Gauss–Weingarten system for the pseudospherical surfaces yields sine-Gordon equation, providing a bridge to soliton theory. A privileged surface related to the certain nonlinear equations that admit solitonic solutions, is the Tzitzeica surface (1910). Developments in the geometry of such surface gave a gradual clarification of predictable properties in natural phenomena. A remarkable number of evolution equations (sine-Gordon, Korteweg de Vries, Boussinesq, Schrödinger and others) considered by the end of the 19th century, radically changed the thinking of scientists about the nature of nonlinearity. These equations admit solitonic behavior characterized by an infinite number of conservation laws and an infinite number of exact solutions. In 1973, Wahlquist and Estabrook showed that these equations admit invariance under a Bäcklund transformation, and possess multi-soliton solutions expressed as simple superposition formulae relating explicit solutions among themselves. The theory of soliton stores the information on some famous equations: the Korteweg de Vries equation, the nonlinear Schrödinger equation, the sine-Gordon equation, the Boussinesq equation, and others. This theory provides a fascinating glimpse into studying the nonlinear processes in which the combination of dispersion and nonlinearity together lead to the appearance of solitons. This book addresses practical and concrete resolution methods of certain nonlinear equations of evolution, such as the motion of the thin elastic rod, vibrations of the initial deformed thin elastic rod, the coupled pendulum oscillations, dynamics of the left

PREFACE

xi

ventricle, transient flow of blood in arteries, the subharmonic waves generation in a piezoelectric plate with Cantor-like structure, and some problems of deformation in inhomogeneous media strongly related to Tzitzeica surfaces. George Tzitzeica is a great Romanian geometer (1873–1939), and the relation of his surfaces to the soliton theory and to certain nonlinear mechanical problems has a long history, owing its origin to geometric investigations carried out in the 19th century. The present monograph is not a simple translation of its predecessor which appeared at the Publishing House of the Romanian Academy in 2002. Major improvements outline the way in which the soliton theory is applied to solve some engineering problems. In each chapter a different problem illustrates the common origin of the physical phenomenon: the existence of solitons in a solitonic medium. The book requires as preliminaries only the mathematical knowledge acquired by a student in a technical university. It is addressed to both beginner and advanced practitioners interested in using the soliton theory in various topics of the physical, mechanical, earth and life sciences. We also hope it will induce students and engineers to read more difficult papers in this field, many of them given in the references. Authors

This page intentionally left blank

PART 1 INTRODUCTION TO SOLITON THEORY

Chapter 1 MATHEMATICAL METHODS

1.1

Scope of the chapter

This chapter introduces the fundamental ideas underlying some mathematical methods to study a certain class of nonlinear partial differential equations known as evolution equations, which possess a special type of elementary solution. These solutions known as solitons have the form of localized waves that conserve their properties even after interaction among them, and then act somewhat like particles. These equations have interesting properties: an infinite number of local conserved quantities, an infinite number of exact solutions expressed in terms of the Jacobi elliptic functions (cnoidal solutions) or the hyperbolic functions (solitonic solutions or solitons), and the simple formulae for nonlinear superposition of explicit solutions. Such equations were considered integrable or more accurately, exactly solvable. Given an evolution equation, it is natural to ask whether it is integrable, or it admits the exact solutions or solitons, whether its solutions are stable or not. This question is still open, and efforts are made for collecting the main results concerning the analysis of nonlinear equations. Substantial parts of this chapter are based on the monographs of Dodd et al. (1982), Lamb (1980), Drazin (1983), Drazin and Johnson (1989), Munteanu and Donescu (2002), Toma (1995) and on the articles of Hirota (1980) and Osborne (1995).

1.2

Scattering theory

Historically, the scattering theory was fairly well understood by about 1850. It took almost one hundred years before the inverse scattering theory could be applied. Since 1951, various types of nonlinear equations with a soliton as a solution have been solved by direct and inverse scattering theories. However, given any evolution equation, it is natural to ask whether it can be solved in the context of the scattering theory. This question is related to the Painlevé property. We may say that a nonlinear

2

INTRODUCTION TO SOLITON THEORY: APPLICATIONS TO MECHANICS

partial differential equation is solvable by inverse scattering technique if, and only if, every ordinary differential equation derived from it, by exact reduction, satisfies the Painlevé property (Ablowitz et al.). The Painlevé property refers to the absence of movable critical points for an ordinary differential equation. Let us begin with the equation known as a Schrödinger equation, of frequent occurrence in applied mathematics (Lamb) 0,

M xx  [O  u ( x, t )]M

(1.2.1)

where M : R o R is a dimensionless scalar field in one space coordinate x . The potential function u ( x, t ) contains a parameter t , that may be the temporal variable, t t 0 . At this point, t is only a parameter, so that the shape of u ( x, t ) varies from t . Subscripts that involve x or t are used to denote partial derivatives, for example wu wu ut , ux . wt wx If the function u depends only on x , a d x d b , where a and b can be infinity, the equation (1.2.1) for imposed boundary conditions at x a and b , leads to certain values of the constant O (the eigenvalues O j ) for which the equation has a nonzero solution (the eigenfunctions M j ( x) ). For a given function u ( x) , the determination of the dependence of the solution M on the parameter O and the dependence of the eigenvalues O j on the boundary conditions is known as a Sturm-Liouville problem. The solutions of (1.2.1) exist only if b

the function u ( x) is integrable, that is ³ | u ( x ) | dx  f . The spectrum of eigenvalues O j a

is made up of two cases corresponding to O ! 0 and O  0 . The case O occur if u ( x) z 0 .

0 does not

In particular, for u ( x ) 2sech 2 x , and the boundary conditions M(rf) 0 leads to the single eigenvalue O 1 with the associated eigenfunction M sech x . The scattering solutions of (1.2.1) are made up of linear combinations of the functions M1 exp(i O x)(i O  tanh x) , and M2 exp( i O x)(i O  tanh x) . The solving of the Schrödinger equation (1.2.1) when the potential function u ( x ) is specified is referred to as the direct scattering problem. If u depends on x and t , u u ( x, t ) , then we expect the values of the O j to depend upon t . It is interesting to ask whether or not there are potential functions u ( x, t ) for which the O j remain unchanged as the parameter t is varied. In particular, if u u ( x  t ) satisfies the linear partial differential equation u x ut , the variation of t has no effect upon the eigenvalues O j . Also, the eigenvalues are invariant to the variation of t , if u ( x, t ) satisfies the nonlinear partial differential equation ut  uu x  u xxx

0,

(1.2.2)

MATHEMATICAL METHODS FOR NONLINEAR EQUATIONS ANALYSIS

3

known as the Korteweg–de Vries equation (KdV) . Therefore, solving the KdV equation is related to finding the potentials in a SturmLiouville equation, and vice versa. The direct scattering problem is concerned with determining of a wave function M when the potential u is specified. Determination of a potential u from information about the wave function M is referred to as the inverse scattering problem. THEOREM 1.2.1 Let S be a pre-hilbertian space of functions y : R 2 o R . Let us consider the operators L : S o S , B : S o S having the properties: a) Ly1 , y2 y1 , Ly2 , y1 , y2  S. b) L admits only simple eigenvalues, namely O(t ) is an eigenvalue for L if there exists the function <  S , so that O(t ) < ( x, t ) .

L, < ( x, t )

c) B, a (t ) y

(1.2.3)

a (t ) B, y , y  S , and a (t ) y  S .

It follows that the relations Lt  LB  BL Lt : S o S ,

Lt , y ( x, t )

0,

L, y

,t

(1.2.4) ( x, t )  L, yt ( x, t ) ,

(1.2.5)

are verified. Also, it follows that 1. the eigenvalues are constants O (t )

O  R, t  R ,

(1.2.6)

2. the eigenfunctions verify the evolution equation < t ( x, t )

B  I D (t ), < ( x, t ) x  R , t  R ,

(1.2.7)

where D is an arbitrary function of t . Proof. Let O (t ) be an eigenvalue so that L , < ( x, t )

O (t )< ( x, t ) , x  R .

We can write Lt , < ( x, t )  L, < t ( x, t ) Lt , < ( x, t )  L, < t ( x, t )

O t (t ) < ( x, t )  O (t )< t ( x, t ) ,

O t (t )< ( x, t )  O (t )< t ( x, t ) , x, t  R .

From (1.2.4) and (1.2.5) it results O t (t )< ( x, t )

L  O ,  B<  < t ( x, t ) ,

and multiplying to < , we obtain O t (t )< ˜