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Register a new userThe Prelle-Singer method and Painleve hierarchies
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We consider systems of ordinary differential equations (ODEs) of the form ${cal B}{mathbf K}=0$, where $cal B$ is a Hamiltonian operator of a completely integrable partial differential equation (PDE) hierarchy, and ${mathbf K}=(K,L)^T$. Such systems, whilst of quite low order and linear in the components of $mathbf K$, may represent higher-order nonlinear systems if we make a choice of $mathbf K$ in terms of the coefficient functions of $cal B$. Indeed, our original motivation for the study of such systems was their appearance in the study of Painleve hierarchies, where the question of the reduction of order is of great importance. However, here we do not consider such particular cases; instead we study such systems for arbitrary $mathbf K$, where they may represent both integrable and nonintegrable systems of ordinary differential equations. We consider the application of the Prelle-Singer (PS) method --- a method used to find first integrals --- to such systems in order to reduce their order. We consider the cases of coupled second order ODEs and coupled third order ODEs, as well as the special case of a scalar third order ODE; for the case of coupled third order ODEs, the development of the PS method presented here is new. We apply the PS method to examples of such systems, based on dispersive water wave, Ito and Korteweg-de Vries Hamiltonian structures, and show that first integrals can be obtained. It is important to remember that the equations in question may represent sequences of systems of increasing order. We thus see that the PS method is a further technique which we expect to be useful in our future work.
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In this paper we investigate integrable models from the perspective of information theory, exhibiting various connections. We begin by showing that compressible hydrodynamics for a one-dimesional isentropic fluid, with an appropriately motivated information theoretic extension, is described by a general nonlinear Schrodinger (NLS) equation. Depending on the choice of the enthalpy function, one obtains the cubic NLS or other modified NLS equations that have applications in various fields. Next, by considering the integrable hierarchy associated with the NLS model, we propose higher order information measures which include the Fisher measure as their first member. The lowest members of the hiearchy are shown to be included in the expansion of a regularized Kullback-Leibler measure while, on the other hand, a suitable combination of the NLS hierarchy leads to a Wootters type measure related to a NLS equation with a relativistic dispersion relation. Finally, through our approach, we are led to construct an integrable semi-relativistic NLS equation.
This short survey presents the essential features of what is called Painleve analysis, i.e. the set of methods based on the singularities of differential equations in order to perform their explicit integration. Full details can be found in textit{The Painleve handbook} or in various lecture notes posted on arXiv.
The paper begins with a review of the well known Novikovs equations and corresponding finite KdV hierarchies. For a positive integer $N$ we give an explicit description of the $N$-th Novikovs equation and its first integrals. Its finite KdV hierarchy consists of $N$ compatible integrable polynomial dynamical systems in $mathbb{C}^{2N}$. Then we discuss a non-commutative version of the $N$-th Novikovs equation defined on a finitely generated free associative algebra $mathfrak{B}_N$ with $2N$ generators. In $mathfrak{B}_N$, for $N=1,2,3,4$, we have found two-sided homogeneous ideals $mathfrak{Q}_Nsubsetmathfrak{B}_N$ (quantisation ideals) which are invariant with respect to the $N$-th Novikovs equation and such that the quotient algebra $mathfrak{C}_N = mathfrak{B}_Ndiagup mathfrak{Q}_N$ has a well defined Poincare-Birkhoff-Witt basis. It enables us to define the quantum $N$-th Novikovs equation on the $mathfrak{C}_N$. We have shown that the quantum $N$-th Novikovs equation and its finite hierarchy can be written in the standard Heisenberg form.
We construct a solution of an analog of the Schr{o}dinger equation for the Hamiltonian $ H_I (z, t, q_1, q_2, p_1, p_2) $ corresponding to the second equation $P_1^2$ in the Painleve I hierarchy. This solution is produced by an explicit change of variables from a solution of the linear equations whose compatibility condition is the ordinary differential equation $P_1^2$ with respect to $z$. This solution also satisfies an analog of the Schr{o}dinger equation corresponding to the Hamiltonian $ H_{II} (z, t, q_1, q_2, p_1, p_2) $ of Hamiltonian system with respect to $t$ which is compatible with $P_1^2$. A similar situation occurs for the $P_2^2$ equation in the Painleve II hierarchy.
The Lie point symmetries of ordinary differential equations (ODEs) that are candidates for having the Painleve property are explored for ODEs of order $n =2, dots ,5$. Among the 6 ODEs identifying the Painleve transcendents only $P_{III}$, $P_V$ and $P_{VI}$ have nontrivial symmetry algebras and that only for very special values of the parameters. In those cases the transcendents can be expressed in terms of simpler functions, i.e. elementary functions, solutions of linear equations, elliptic functions or Painleve transcendents occurring at lower order. For higher order or higher degree ODEs that pass the Painleve test only very partial classifications have been published. We consider many examples that exist in the literature and show how their symmetry groups help to identify those that may define genuinely new transcendents.
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