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Jeremy Schiff

Publications and source records attributed to Jeremy Schiff.

At least 19 recordsLinked to original sources

Four Symmetries of the KdV equation

We revisit the symmetry structure of integrable PDEs, looking at the specific example of the KdV equation. We identify 4 nonlocal symmetries of KdV depending on a parameter, which we call generating symmetries. We explain that since these are nonlocal symmetries, their commutator algebra is not uniquely determined, and we present three possibilities for the algebra. In the first version, 3 of the 4 symmetries commute; this shows that it is possible to add further (nonlocal) commuting flows to the standard KdV hierarchy. The second version of the commutator algebra is consistent with Laurent expansions of the symmetries, giving rise to an infinite dimensional algebra of hidden symmetries of KdV. The third version is consistent with asymptotic expansions for large values of the parameter, giving rise to the standard commuting symmetries of KdV, the infinite hierarchy of "additional symmetries", and their traditionally accepted commutator algebra (though this also suffers from some ambiguity as the additional symmetries are nonlocal). We explain how the 3 symmetries that commute in the first version of the algebra can all be regarded as infinitesimal double Bäcklund transformations. The 4 generating symmetries incorporate all known symmetries of the KdV equation, but also exhibit some remarkable novel structure, arising from their nonlocality. We believe this structure to be shared by other integrable PDEs.

nlin.SI

Symmetry structure of integrable hyperbolic third order equations

We explore the application of generating symmetries, i.e. symmetries that depend on a parameter, to integrable hyperbolic third order equations, and in particular to consistent pairs of such equations as introduced by Adler and Shabat (AS). Our main result is that different infinite hierarchies of symmetries for these equations can arise from a single generating symmetry by expansion about different values of the parameter. We illustrate this, and study in depth the symmetry structure, for two examples. The first is an equation related to the potential KdV equation taken from AS. The second is a more general hyperbolic equation than the kind considered in AS. Both equations depend on a parameter, and when this parameter vanishes they become part of a consistent pair. When this happens, the nature of the expansions of the generating symmetries needed to derive the hierarchies also changes.

nlin.SI

Conservative, Dissipative and Super-diffusive Behavior of a Particle Propelled in a Regular Flow

A recent model of Ariel et al. [1] for explaining the observation of Lévy walks in swarming bacteria suggests that self-propelled, elongated particles in a periodic array of regular vortices perform a super-diffusion that is consistent with Lévy walks. The equations of motion, which are reversible in time but not volume preserving, demonstrate a new route to L'evy walking in chaotic systems. Here, the dynamics of the model is studied both analytically and numerically. It is shown that the apparent super-diffusion is due to "sticking" of trajectories to elliptic islands, regions of quasi-periodic orbits reminiscent of those seen in conservative systems. However, for certain parameter values, these islands coexist with asymptotically stable periodic trajectories, causing dissipative behavior on very long time scales.

nlin.CD

Classification of Real Solutions of the Fourth Painleve Equation

Painleve transcendents are usually considered as complex functions of a complex variable, but in applications it is often the real cases that are of interest. Under a reasonable assumption (concerning the behavior of a dynamical system associated with Painleve IV, as discussed in a recent paper), we give a number of results towards a classification of the real solutions of Painleve IV (or, more precisely, symmetric Painleve IV), according to their asymptotic behavior and singularities. We show the existence of globally nonsingular real solutions of symmetric Painleve IV for arbitrary nonzero values of the parameters, with the dimension of the space of such solutions and their asymptotics depending on the signs of the parameters. We show that for a generic choice of the parameters, there exists a unique finite sequence of singularities for which symmetric Painleve IV has a two-parameter family of solutions with this singularity sequence. There also exist solutions with singly infinite and doubly infinite sequences of singularities, and we identify which such sequences are possible (assuming generic asymptotics in the case of a singly infinite sequence). Most (but not all) of the special solutions of Painleve IV correspond to nongeneric values of the parameters, but we mention some results for these solutions as well.

math-ph

A simple-looking relative of the Novikov, Hirota-Satsuma and Sawada-Kotera equations

We study the simple-looking scalar integrable equation $f_{xxt} - 3(f_x f_t - 1) = 0$, which is related (in different ways) to the Novikov, Hirota-Satsuma and Sawada-Kotera equations. For this equation we present a Lax pair, a Bäcklund transformation, soliton and merging soliton solutions (some exhibiting instabilities), two infinite hierarchies of conservation laws, an infinite hierarchy of continuous symmetries, a Painlevé series, a scaling reduction to a third order ODE and its Painlevé series, and the Hirota form (giving further multisoliton solutions).

nlin.SI

A Dynamical Systems Approach to The Fourth Painleve Equation

We use methods from dynamical systems to study the fourth Painleve equation PIV. Our starting point is the symmetric form of PIV, to which the Poincare compactification is applied. The motion on the sphere at infinity can be completely characterized. There are fourteen fixed points, which are classified into three different types. Generic orbits of the full system are curves from one of four asymptotically unstable points to one of four asymptotically stable points, with the set of allowed transitions depending on the values of the parameters. This allows us to give a qualitative description of a generic real solution of PIV.

nlin.SI

Unfamiliar Aspects of Bäcklund Transformations and an Associated Degasperis-Procesi Equation

We summarize the results of our recent work on Bäcklund transformations (BTs), particularly focusing on the relationship of BTs and infinitesimal symmetries. We present a BT for an associated Degasperis-Procesi (aDP) equation and its superposition principle, and investigate the solutions generated by application of this BT. Following our general methodology, we use the superposition principle of the BT to generate the infinitesimal symmetries of the aDP equation.

nlin.SI

Analytic Methods to Find Beating Transitions of Asymmetric Gaussian Beams in GNLS equations

In a simple model of propagation of asymmetric Gaussian beams in nonlinear waveguides, described by a reduction to ordinary differential eqautions of generalized nonlinear Schrodinger equations (GNLSEs) with cubic-quintic (CQ) and saturable (SAT) nonlinearities and a graded-index profile, the beam widths exhibit two different types of beating behavior, with transitions between them. We present an analytic model to explain these phenomena, which originate in a 1:1 resonance in a 2 degree-of-freedom Hamiltonian system. We show how small oscillations near a fixed point close to 1:1 resonance in such a system can be approximated using an integrable Hamiltonian and, ultimately, by a single first order differential equation. In particular, the beating transitions can be located from coincidences of roots of a pair of quadratic equations, with coefficients determined (in a highly complex manner) by the internal parameters and initial conditions of the original system. The results of the analytic model agree with numerics of the original system over large parameter ranges, and allow new predictions that can be verified directly. In the CQ case we identify a band of beam energies for which there is only a single beating transition (as opposed to 0 or 2) as the eccentricity is increased. In the SAT case we explain the sudden (dis)appearance of beating transitions for certain values of the other parameters as the grade-index is changed.

nlin.PS

Bäcklund Transformations for the Boussinesq Equation and Merging Solitons

The Bäcklund transformation (BT) for the "good" Boussinesq equation and its superposition principles are presented and applied. Unlike many other standard integrable equations, the Boussinesq equation does not have a strictly algebraic superposition principle for 2 BTs, but it does for 3. We present associated lattice systems. Applying the BT to the trivial solution generates standard solitons but also what we call "merging solitons" --- solutions in which two solitary waves (with related speeds) merge into a single one. We use the superposition principles to generate a variety of interesting solutions, including superpositions of a merging soliton with $1$ or $2$ regular solitons, and solutions that develop a singularity in finite time which then disappears at some later finite time. We prove a Wronskian formula for the solutions obtained by applying a general sequence of BTs on the trivial solution. Finally, we show how to obtain the standard conserved quantities of the Boussinesq equation from the BT, and how the hierarchy of local symmetries follows in a simple manner from the superposition principle for 3 BTs.

nlin.SI

Bäcklund transformations for the Camassa-Holm equation

The Bäcklund transformation (BT) for the Camassa-Holm (CH) equation is presented and discussed. Unlike the vast majority of BTs studied in the past, for CH the transformation acts on both the dependent and (one of) the independent variables. Superposition principles are given for the action of double BTs on the variables of the CH and the potential CH equations. Applications of the BT and its superposition principles are presented, specifically the construction of travelling wave solutions, a new method to construct multi-soliton, multi-cuspon and soliton-cuspon solutions, and a derivation of generating functions for the local symmetries and conservation laws of the CH hierarchy.

nlin.SI

Maximal energy extraction under discrete diffusive exchange

Waves propagating through a bounded plasma can rearrange the densities of states in the six-dimensional velocity-configuration phase space. Depending on the rearrangement, the wave energy can either increase or decrease, with the difference taken up by the total plasma energy. In the case where the rearrangement is diffusive, only certain plasma states can be reached. It turns out that the set of reachable states through such diffusive rearrangements has been described in very different contexts. Building upon those descriptions, and making use of the fact that the plasma energy is a linear functional of the state densities, the maximal extractable energy under diffusive rearrangement can then be addressed through linear programming.

physics.plasm-ph

The Gardner method for symmetries

The Gardner method, traditionally used to generate conservation laws of integrable equations, is generalized to generate symmetries. The method is demonstrated for the KdV, Camassa-Holm and Sine-Gordon equations. The method involves identifying a symmetry which depends upon a parameter; expansion of this symmetry in a (formal) power series in the parameter then gives the usual infinite hierarchy of symmetries. We show that the obtained symmetries commute, discuss the relation of the Gardner method with Lenard recursion (both for generating symmetries and conservation laws), and also the connection between the symmetries of continuous integrable equations and their discrete analogs.

nlin.SI

The Variance of Standard Option Returns

The vast majority of works on option pricing operate on the assumption of risk neutral valuation, and consequently focus on the expected value of option returns, and do not consider risk parameters, such as variance. We show that it is possible to give explicit formulae for the variance of European option returns (vanilla calls and puts, as well as barrier options), and that for American options the variance can be computed using a PDE approach, involving a modified Black-Scholes PDE. We show how the need to consider risk parameters, such as the variance, and also the probability of expiring worthless (PEW), arises naturally for individual investors in options. Furthermore, we show that a volatility smile arises in a simple model of risk-seeking option pricing.

q-fin.PR

Quantum Mechanics Without Wavefunctions

We present a self-contained formulation of spin-free nonrelativistic quantum mechanics that makes no use of wavefunctions or complex amplitudes of any kind. Quantum states are represented as ensembles of real-valued quantum trajectories, obtained by extremizing an action and satisfying energy conservation. The theory applies for arbitrary configuration spaces and system dimensionalities. Various beneficial ramifications - theoretical, computational, and interpretational - are discussed.

quant-ph

Infinitely many conservation laws for the discrete KdV equation

In \cite{RH3} Rasin and Hydon suggested a way to construct an infinite number of conservation laws for the discrete KdV equation (dKdV), by repeated application of a certain symmetry to a known conservation law. It was not decided, however, whether the resulting conservation laws were distinct and nontrivial. In this paper we obtain the following results: (1) We give an alternative method to construct an infinite number of conservation laws using a discrete version of the Gardner transformation. (2) We give a direct proof that the Rasin-Hydon conservation laws are indeed distinct and nontrivial. (3) We consider a continuum limit in which the dKdV equation becomes a first-order eikonal equation. In this limit the two sets of conservation laws become the same, and are evidently distinct and nontrivial. This proves the nontriviality of the conservation laws constructed by the Gardner method, and gives an alternate proof of the nontriviality of the conservation laws constructed by the Rasin-Hydon method.

nlin.SI

Path integral derivations of novel complex trajectory methods

Path integral derivations are presented for two recently developed complex trajectory techniques for the propagation of wave packets, Complex WKB and BOMCA. Complex WKB is derived using a standard saddle point approximation of the path integral, but taking into account the hbar dependence of both the amplitude and the phase of the intial wave function, thus giving rise to the need for complex classical trajectories. BOMCA is derived using a modification of the saddle point technique, in which the path integral is approximated by expanding around a near-classical path, chosen so that up to some predetermined order there is no need to add any correction terms to the leading order approximation. Both Complex WKB and BOMCA give the same leading order approximation; in Complex WKB higher accuracy is achieved by adding correction terms, while in BOMCA no additional terms are ever added -higher accuracy is achieved by changing the path along which the original approximation is computed. The path integral derivation of the methods explains the need to incorporate contributions from more than one trajectory, as observed in previous numerical work. On the other hand, it emerges that the methods provide efficient schemes for computing the higher order terms in the asymptotic evaluation of path integrals. The understanding we develop of BOMCA suggests that there should exist near-classical trajectories that give exact quantum dynamical results when used in the computation of the path integral keeping just the leading order term. We also apply our path integral techniques to give a compact derivation of the semiclassical approximation to the coherent state propagator.

quant-ph

Complex trajectory method in time-dependent WKB

We present a significant improvement to a time-dependent WKB (TDWKB) formulation developed by Boiron and Lombardi [JCP {\bf108}, 3431 (1998)] in which the TDWKB equations are solved along classical trajectories that propagate in the complex plane. Boiron and Lombardi showed that the method gives very good agreement with the exact quantum mechanical result as long as the wavefunction does not exhibit interference effects such as oscillations and nodes. In this paper we show that this limitation can be overcome by superposing the contributions of crossing trajectories. We also demonstrate that the approximation improves when incorporating higher order terms in the expansion. These improvements could make the TDWKB formulation a competitive alternative to current time-dependent semiclassical methods.

quant-ph

Unified derivation of Bohmian methods and the incorporation of interference effects

We present a unified derivation of Bohmian methods that serves as a common starting point for the derivative propagation method (DPM), Bohmian mechanics with complex action (BOMCA) and the zero-velocity complex action method (ZEVCA). The unified derivation begins with the ansatz $ψ=e^{\frac{iS}{\hbar}}$ where the action, $S$, is taken to be complex and the quantum force is obtained by writing a hierarchy of equations of motion for the phase partial derivatives. We demonstrate how different choices of the trajectory velocity field yield different formulations such as DPM, BOMCA and ZEVCA. The new derivation is used for two purposes. First, it serves as a common basis for comparing the role of the quantum force in the DPM and BOMCA formulations. Second, we use the new derivation to show that superposing the contributions of real, crossing trajectories yields a nodal pattern essentially identical to that of the exact quantum wavefunction. The latter result suggests a promising new approach to deal with the challenging problem of nodes in Bohmian mechanics.

quant-ph