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On completeness of the Moutard transformations∗ 7 9 Ganzha E.I. 9 Dept. Mathematics, 1 n Krasnoyarsk State Pedagogical University a J Lebedevoi, 89, 660049, Krasnoyarsk, RUSSIA, 0 e-mail: [email protected] 2 2 9 June 1996 v 1 0 0 The Moutard equation 6 0 6 u = M(x,y)u, u = u(x,y), (1) 9 xy / t appeared initially in the classical differential geometry in the second half of the XIX century n i (see [1, 2]). It has now numerous applications in the theory of (2+1)-dimensional integrable - v systems of partial differential equations. The other its form u − u = M(x,y)u and the l tt zz o analogous elliptic equation s : u +u = M(x,y)u (2) v xx yy i X (the 2-dimensional Schr¨odinger equation) show the role of (1) in mathematical physics. In the r framework of the classical differential geometry (1) played the key role in the central problems a of that epoch — the theory of surface isometries, the theory of congruences and conjugate nets. In the modern soliton theory (1) was used to obtain solutions for the Kadomtsev-Petviashvili, Novikov-Veselov equations and others ([3, 5]). The main instrument in applications of (1) is the Moutard transformation which, provided we are given two different solutions u = R(x,y) and u = ϕ(x,y) of (1) with a given ”potential” M = M (x,y), gives us (via a quadrature) a 0 solutionϑ(x,y)of(1)withtransformedpotentialM (x,y) = M −2(lnR) . Thecorresponding 1 0 xy transformation formulas 2R R 1 x y M = M −2(lnR) = −M + = R (3) 1 0 xy 0 R2 R (cid:18) (cid:19)xy (Rϑ) = −R2 ϕ , x R x (4)  (Rϑ) = R2 ϕ(cid:16) (cid:17),  y R y (cid:16) (cid:17) (and their analogues for (2), see [2, 3]) establish a (multivalued) correspondence between the solution of the Moutard equation (M ) (i.e. (1) with the potential M (x,y)) and (M ) (i.e. (1) 0 0 1 ∗The researchdescribed in this contribution was supported in part by grant RFBR-DFG No 96-01-00050 1 with the potential M (x,y)). Note that R = 1 is also a solution of (M ). Let us suppose that 1 1 R 1 we can find the complete solution of (1) for some given potential M ; such a solution has the 0 initial data given for example by the Goursat problem (2 functions of 1 variable), from (4) one may obtain (via a quadrature) the general solution of (M ). For example for the case M = 0 1 0 the general solution is given by u = ϕ(x)+ψ(y), the Moutard transformation yields u = α(x)ψ(y)−β(y)ϕ(x)+ (ψ β −β ψ)dy + y y (cid:18) Z 1 + (ϕα −αϕ )dx x x α(x)+β(y) Z (cid:19) for the potential M = −2[ln(α(x)+β(y))] = 2αxβy (i.e. R = α(x)+β(y)). 1 xy (α+β)2 If we will build the following chain of Moutard transformations (M ) → (M ) → (M ) → 0 1 2 ... (M ) → ...wewillseethat(apriori)thek-thpotentialdependsonthechoiceof2k functions k of 1 variable — the initial data of the solutions R (x,y) of (M ), s = 0,1,...,k −1. s s In [3] a method was found that gives us the possibility to express the potential M and all k solutions of(M ) via 2k solutionsof theinitialequation(M )(the ”pfaffianformula”, analogous k 0 to the ”wronskian formula” for the case of the Darboux transformations for (1+1)-dimensional integrable equations [5, 6]). Nevertheless the fundamental question how ”wide” is the obtained class of potentials M (in k the space of all smooth functions of two variable) was open. In the theory of (1+1)-dimensional integrable equations the question of density of the finite gap solutions of the Korteweg-de Vries equation in the class of all quasiperiodic functions was answered positively. In this paper we show that the set of the potentials M obtainable from any fixed M is ”locally dense” in the k 0 space of all smooth functions in a sense to be detailed below. Hence we prove that the found in [3, 4] families of solutions of the corresponding (2+1)-dimensional integrable equations give locally ”almost every” solution. Theorem 1 Let an initial potential M (x,y) ∈ C∞ be given in a neighborhood of (0,0). 0 Then for any N = 0,1,2,... one may find some K such that for any given numbers P , x1... xk 0 ≤ k ≤ N, x ∈ {x,y}, the corresponding derivatives of M (in the chain of the Moutard s K transformations (M ) → (M ) → (M ) → ...(M ) → ...) at (0,0) coincide with P : 0 1 2 n x1... xk ∂ ∂ ∂ ... ∂ M (0,0) = P , ∂ = , k ≤ N. (5) x1 x2 xk K x1... xk z ∂z Proof will be given by induction. For N = 0 we set K = 1, from (3) R R x y M (0,0) = −M (0,0)+ 2 1 0 R2 (cid:12)(0,0) (cid:12) (cid:12) where R is a solution of (M ). As one canprove (see for examp(cid:12)le [1]), the values ϕ(x) = R(x,0), 0 ψ(y) = R(0,y) (ϕ(0) = ψ(0)) may be chosen as the initial data for (1). So the quantities R(0,0), R (0,0), R (0,0), ... , R (0,0), R (0,0), ... are independent. Set R(0,0) = 1, x xx y yy R (0,0) = 1/2. Changing R (0,0) one can make M (0,0) equal to the given number P which y x 1 2 proves Theorem for the case N = 0. In addition if we will suppose that all the other nonmixed derivatives ∂kR, ∂kR, k > 1, are equal to 0 then the higher derivatives ∂m∂nM are not x y x y 1 arbitrary and are uniquely determined by P = M (0,0) (for the given M (x,y)). Therefore we 1 0 have proved for the case N = N = 0 the following main inductive proposition: 0 foranyN = N onecanfindK suchthatthecorrespondingderivatives∂m∂nM ofanappropri- 0 x y K ately constructed MK at (0,0)coincide with the given numbers Px... xy... y for m+n ≤ N0, m n and the higher derivatives ∂m∂nM , m+ n > N , depend (for the fixed M (x,y)) only upon x y K 0 | {z }| {z0} Px... xy... y = ∂xp∂yqMK(0,0) for p+q ≤ N0, p ≤ m. p q The step of induction. Provided the main inductive proposition is proved for all deriva- | {z }| {z } tives of orders ≤ N = N we will prove it for N = N + 1. Let K be the corresponding to 0 0 0 N = N number of the potential M for which we have proved the inductive proposition. 0 K0 Performing another N +2 Moutard transformations we get M , P = K +N +2; let us check 0 P 0 0 the validity of the inductive proposition for this function. ¿From (3) we get 2R(0)R(0) 2R(1)R(1) 2R(N0+1)R(N0+1) M = (−1)N0 M − x y + x y −···± x y , P K0 (R(0))2 (R(1))2 (R(N0+1))2 ! where R(s) are solutions of (M ), s = 0,... ,N +1. Let us call the derivative ∂s+1R(s) at K0+s 0 x the origin the principal derivative of R(s) and ∂N0+2−sR(s) its auxiliary derivative. We suppose y further that at (0,0) the values of all R(s) are equal to 1 and the values of their auxiliary derivatives are equal to 1/2, the principal derivatives are (so far) undefined, all the other nonmixed derivatives R(s) , ... , R(s) , ... of all orders are set to 0 at the origin. Consider x... x y... y now the derivative ∂N0+1M ∂N0+1M 2R(0)∂N0+2R(0) P = (−1)N0 K0 − x y + ∂yN0+1 ∂yN0+1 (R(0))2 2R(N0+1)∂N0+2R(N0+1) (6) x y +···± + (R(N0+1))2 ! +F(R(s),R(s),∂kR(s),M ,∂mM ), x y K0+s y K0+s (at (0,0)), where F comprises all the terms except the given in parentheses. The mixed deriva- tives ∂m∂nR(s) are eliminated using (1). As one can easily see the only principal derivative R(0) x y x does not appear in F. We will use an additional induction over k to prove that the values of M and their K0+s derivatives w.r.t y included in F (they have the orders ≤ N ) at the origin are determined 0 uniquely by the equations ∂ykMP = Py... y, k = 0,1,... ,N0. Indeed for k = k0 = 0 k | {z }2R(0)R(0) 2R(N0+1)R(N0+1) P = M | = (−1)N0 M − x y +···± x y , P (0,0) K0 (R(0))2 (R(N0+1))2 !(cid:12) (cid:12)(0,0) (cid:12) (cid:12) where all the derivatives of R(s) except R(0) are not principal i.e. fixed. Since t(cid:12)he coefficient of x the principal derivative R(0) is R(0) = 0, we can find M (0,0). The values M are found x y K0 K0+s 3 from 2R(0)R(0) 2R(s−1)R(s−1) M = (−1)s M − x y +···± x y . (7) K0+s K0 (R(0))2 (R(s−1))2 ! For k = k +1 ≤ N (the step of the additional induction) 0 0 Py... y = ∂yk0+1MP = (−1)N0 ∂yk0+1MK0 − Ns=00+1(−1)s2R(xs()R∂yk(s0)+)22R(s)!+ k0+1 P +F(R(q),R(q),∂kR(q),M ,∂mM ), | {z } x y K0+q y K0+q whereagaintheonlyprincipalderivativeR(0) haseverywherezerocoefficients(sincek +1 ≤ N ) x 0 0 and the derivatives ∂mM have the orders m ≤ k i.e. are already found. The derivatives y K0+q 0 ∂k0+1M are found differentiating (7). The additional induction is finished. y K0+q Since according to the main inductive proposition we can actually choose ∂mM , 0 ≤ y K0 m ≤ N , arbitrarily, we set them in (6) to be equal to the values found above. Among the 0 still indefinite quantities in (6) only the principal derivative R(0) is present. Its coefficient is x equal to 2∂yN0+2R(0) = 1. Choosing appropriately the value of R(0) we will obtain the desired (R(0))2 x equality Py... y = ∂yN0+1MP for arbitrary ∂yk0+1MK0. Since due to the inductive proposition N0+1 ∂N0+1M depends only upon ∂mM , m ≤ N , the chosen R(0) depends only on them and y K0| {z } y K0 0 x Py... y = ∂yN0+1MP. Consequently calculating all the higher derivatives ∂ymMP of the orders N0+1 m|>{zN0}+1, we conclude that they depend only on the quantities Py... y, m ≤ N0 +1. m The possibility to obtain Px... xy... y = ∂xn∂yN0+1−nMP, n ≤ |N0{z+}1, will be proved by n N0+1−n an auxiliary induction over n. The case n = 0 has been just considered. | {z }| {z } Provided we have proved for all n ≤ n that 0 a) the principal derivatives R(0), R(1), ... , Rx(n)... x, are already chosen in such a way that x xx n+1 Px... xy... y = ∂xk∂yN0+1−kMP, k ≤ n, ho|ld{,z } k N0+1−k b) in| {z }| {z } ∂k∂N0+1−kM = (−1)N0 ∂k∂N0+1−kM x y P x y K0 N0+1 2∂k+1R(s)∂N0+2−kR(s) − (−1)s x y (8) (R(s))2 s=0 X +F(R(q),∂mR(q),∂kR(q),M ,∂r∂mM ) , x y K0+q x y K0+q ! for k ≤ n in the terms collected in F only the principal derivatives defined during the previous steps as well as ∂r∂mM with r ≤ n, m+r ≤ N , K +q < P, are present, x y K0+q 0 0 4 c) all the higher derivatives ∂m∂kM , m + k > N + 1, m ≤ n, and the already defined x y P 0 principal derivatives ∂s+1R(s), s ≤ n, depend (according to our construct of M ) only on x P the choice of Px... xy... y, p+q ≤ N0 +1, p ≤ m. p q we will make the in|du{cztiv}e|st{ezp}n = n + 1. Then in the rest F only the already defined 0 principal derivatives of R(s) and ∂r∂mM with r ≤ n +1, m+r ≤ N , will appear alongside x y K0+q 0 0 with the still unknown ∂n0+1∂mM . x y K0+q In order to determine these quantities we will make another imbedded induction over m using the equations Px... xy... y = ∂xn0+1∂yN−n0−1MP, N ≤ N0. Indeed for m = 0 in n0+1 N−n0−1 | {z }| {z } N0+1 2∂n0+2R(s)R(s) ∂n0+1M = (−1)N0 ∂n0+1M − (−1)s x y +F (9) x P  x K0 (R(s))2  s=0 X   (n + 1 ≤ N + 1) only the known quantities appear except ∂n0+1M which we may choose 0 0 x K0 according to the main inductive proposition in such a way that Px... x = ∂xn0+1MP|(0,0) hold. n0+1 Differentiating (7) we find ∂n0+1M | , K + q < P inductively over q. The step of the x K0+q (0,0) 0 | {z } imbedded induction we perform as earlier applying the operator ∂m to (9). Again according to y the main inductive proposition (valid for M ) ∂n0+1∂N0−n0M depends only upon ∂n∂mM , K0 x y K0 x y K0 m + n ≤ N , n ≤ n + 1, which due to (8) implies the same dependence of the principal 0 0 derivative ∂n0+2Rn0+1. The validity of a), b), c) is easily checked now for n = n +1. x 0 The auxiliary induction over n proves that we can consecutively choose definite values of R(0), R(1), ..., ∂N0+2R(N0+1) in such a way that (5) hold for N = N +1 and (5) holds also for x xx x 0 N ≤ N after an appropriate choice of ∂m∂mM , m + r ≤ N , which is possible due to the 0 x y K0 0 inductive proposition. The higher derivatives ∂m∂mM , m+ r > N +1, depend only upon x y K0 0 the lower order ones as indicated in the inductive proposition. Therefore the main inductive proposition as well as Theorem are proved. References [1] Darboux G. Lec¸ons sur la th´eorie g´en´erale des surfaces et les applications g´eom´etriques du calcul infinit´esimal, t. 1–4, Paris, (1887–1896). [2] Bianchi L. Lezioni di geometria differenziale, 3-a ed., v. 1–4, Bologna, 1923–1927. [3] Athorne C., Nimmo J.J.C. On the Moutard transformation for integrable partial differen- tial equations, Inverse Problems, 1991, v. 7, p 809–826. [4] Nimmo J.J.C. Darboux transformations in (2 + 1) dimensions, in: Proc. NATO ARW ”Applications of Analytic and Geometric Methods to Nonlinear Differential Equations” (ed. P. Clarkson), NATO ASI Series, Kluwer, 1992, p. 183–192. 5 [5] Oevel W., Rogers C. Gauge transformations and reciprocal links in 2+1 dimensions, Rev. Mod. Phys., 1993, v. 5, p. 299–330. [6] Matveev V.B., Salle M.A. Darboux transformations and solitons. Springer-Verlag, 1991. 6

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