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Full-Text Articles in Physical Sciences and Mathematics

Smooth And Peaked Solitons Of The Camassa-Holm Equation And Applications, Darryl Holm, Rossen Ivanov Jul 2011

Smooth And Peaked Solitons Of The Camassa-Holm Equation And Applications, Darryl Holm, Rossen Ivanov

Articles

The relations between smooth and peaked soliton solutions are reviewed for the Camassa- Holm (CH) shallow water wave equation in one spatial dimension. The canonical Hamiltonian formulation of the CH equation in action-angle variables is expressed for solitons by using the scattering data for its associated isospectral eigenvalue problem, rephrased as a Riemann- Hilbert problem. The momentum map from the action-angle scattering variables T(TN) to the flow momentum (X) provides the Eulerian representation of the N-soliton solution of CH in terms of the scattering data and squared eigenfunctions of its isospectral eigenvalue problem. The …


Currency Trading Using The Fractal Market Hypothesis, Jonathan Blackledge, Kieran Murphy Jan 2011

Currency Trading Using The Fractal Market Hypothesis, Jonathan Blackledge, Kieran Murphy

Articles

We report on a research and development programme in financial modelling and economic security undertaken in the Information and Communications Security Research Group (ICSRG, 2011) which has led to the launch of a new company - Currency Traders Ireland Limited - funded by Enterprise Ireland. Currency Traders Ireland Limited (CTI, 2011) has a fifty year exclusive license to develop a new set of indicators for analysing currency exchange rates (Forex trading). We consider the background to the approach taken and present examples of the results obtained to date.


A Generalized Nonlinear Model For The Evolution Of Low Frequency Freak Waves, Jonathan Blackledge Jan 2011

A Generalized Nonlinear Model For The Evolution Of Low Frequency Freak Waves, Jonathan Blackledge

Articles

This paper presents a generalized model for simulating wave fields associated with the sea surface. This includes the case when `freak waves' may occur through an effect compounded in the nonlinear (cubic) Schrodinger equation. After providing brief introductions to linear sea wave models, `freak waves' and the linear and nonlinear Schrodinger equations, we present a unified model that provides for a piecewise continuous transition from a linear to a nonlinear state. This is based on introducing a fractional time derivative to develop a fractional nonlinear partial differential equation with a stochastic source function. In order to explore the characteristics of …


On The (Non)-Integrability Of Kdv Hierarchy With Self-Consistent Sources, Vladimir Gerdjikov, Georgi Grahovski, Rossen Ivanov Jan 2011

On The (Non)-Integrability Of Kdv Hierarchy With Self-Consistent Sources, Vladimir Gerdjikov, Georgi Grahovski, Rossen Ivanov

Articles

Nonholonomic deformations of integrable equations of the KdV hierarchy are studied by using the expansions over the so-called “squared solutions” (squared eigenfunctions). Such deformations are equivalent to a perturbed model with external (self-consistent) sources. In this regard, the KdV6 equation is viewed as a special perturbation of KdV. Applying expansions over the symplectic basis of squared eigenfunctions, the integrability properties of the KdV6 equation are analysed. This allows for a formulation of conditions on the perturbation terms that preserve its integrability. The perturbation corrections to the scattering data and to the corresponding action-angle (canonical) variables are studied. The analysis shows …


Rational Bundles And Recursion Operators For Integrable Equations On A.Iii-Type Symmetric Spaces, Vladimir Gerdjikov, Georgi Grahovski, Alexander Mikhailov, Tihomir Valtchev Jan 2011

Rational Bundles And Recursion Operators For Integrable Equations On A.Iii-Type Symmetric Spaces, Vladimir Gerdjikov, Georgi Grahovski, Alexander Mikhailov, Tihomir Valtchev

Articles

We analyze and compare the methods of construction of the recursion operators for a special class of integrable nonlinear differential equations related to A.III-type symmetric spaces in Cartan’s classification and having additional reductions.


Multi–Component Nls Models On Symmetric Spaces: Spectral Properties Versus Representations Theory, Vladimir Gerdjikov, Georgi Grahovski Jan 2010

Multi–Component Nls Models On Symmetric Spaces: Spectral Properties Versus Representations Theory, Vladimir Gerdjikov, Georgi Grahovski

Articles

The algebraic structure and the spectral properties of a special class of multicomponent NLS equations, related to the symmetric spaces of BD.I-type are analyzed. The focus of the study is on the spectral theory of the associated Lax operator to these nonlinear evolutionary equations for different fundamental representations of the underlying simple Lie algebra g. Special attention is paid to the spinor representation of the orthogonal Lie algebras of B type.


A Generalized Nonlinear Model For The Evolution Of Low Frequency Freak Waves, Jonathan Blackledge Jan 2010

A Generalized Nonlinear Model For The Evolution Of Low Frequency Freak Waves, Jonathan Blackledge

Articles

This paper presents a generalized model for simulating wavefields associated with the sea surface. This includes the case when `freak waves' may occur through an effect compounded in the nonlinear (cubic) Schrodinger equation. After providing brief introductions to linear sea wave models, `freak waves' and the linear and nonlinear Schrodinger equations, we present a unified model that provides for a piecewise continuous transition from a linear to a nonlinear state. This is based on introducing a fractional time derivative to develop a fractional nonlinear partial differential equation with a stochastic source function. In order to explore the characteristics of this …


Equations Of The Camassa-Holm Hierarchy, Rossen Ivanov Jan 2009

Equations Of The Camassa-Holm Hierarchy, Rossen Ivanov

Articles

The squared eigenfunctions of the spectral problem associated with the CamassaHolm (CH) equation represent a complete basis of functions, which helps to describe the inverse scattering transform for the CH hierarchy as a generalized Fourier transform (GFT). All the fundamental properties of the CH equation, such as the integrals of motion, the description of the equations of the whole hierarchy, and their Hamiltonian structures, can be naturally expressed using the completeness relation and the recursion operator, whose eigenfunctions are the squared solutions. Using the GFT, we explicitly describe some members of the CH hierarchy, including integrable deformations for the CH …


Generalised Fourier Transform And Perturbations To Soliton Equations, Georgi Grahovski, Rossen Ivanov Jan 2009

Generalised Fourier Transform And Perturbations To Soliton Equations, Georgi Grahovski, Rossen Ivanov

Articles

A brief survey of the theory of soliton perturbations is presented. The focus is on the usefulness of the so-called Generalised Fourier Transform (GFT). This is a method that involves expansions over the complete basis of “squared solutions” of the spectral problem, associated to the soliton equation. The Inverse Scattering Transform for the corresponding hierarchy of soliton equations can be viewed as a GFT where the expansions of the solutions have generalised Fourier coefficients given by the scattering data. The GFT provides a natural setting for the analysis of small perturbations to an integrable equation: starting from a purely soliton …


Two Component Integrable Systems Modelling Shallow Water Waves: The Constant Vorticity Case, Rossen Ivanov Jan 2009

Two Component Integrable Systems Modelling Shallow Water Waves: The Constant Vorticity Case, Rossen Ivanov

Articles

In this contribution we describe the role of several two-component integrable systems in the classical problem of shallow water waves. The starting point in our derivation is the Euler equation for an incompressible fluid, the equation of mass conservation, the simplest bottom and surface conditions and the constant vorticity condition. The approximate model equations are generated by introduction of suitable scalings and by truncating asymptotic expansions of the quantities to appropriate order. The so obtained equations can be related to three different integrable systems: a two component generalization of the Camassa-Holm equation, the Zakharov-Ito system and the Kaup-Boussinesq system. The …


On An Integrable Two-Component Camassa-Holm Shallow Water System, Adrian Constantin, Rossen Ivanov Jan 2008

On An Integrable Two-Component Camassa-Holm Shallow Water System, Adrian Constantin, Rossen Ivanov

Articles

The interest in the Camassa-Holm equation inspired the search for various generalizations of this equation with interesting properties and applications. In this letter we deal with such a twocomponent integrable system of coupled equations. First we derive the system in the context of shallow water theory. Then we show that while small initial data develop into global solutions, for some initial data wave breaking occurs. We also discuss the solitary wave solutions. Finally, we present an explicit construction for the peakon solutions in the short wave limit of system.


Algebraic Discretization Of The Camassa-Holm And Hunter-Saxton Equations, Rossen Ivanov Jan 2008

Algebraic Discretization Of The Camassa-Holm And Hunter-Saxton Equations, Rossen Ivanov

Articles

The Camassa-Holm (CH) and Hunter-Saxton (HS) equations have an interpretation as geodesic flow equations on the group of diffeomorphisms, preserving the H1 and H.1 right-invariant metrics correspondingly. There is an analogy to the Euler equations in hydrodynamics, which describe geodesic flow for a right-invariant metric on the infinitedimensional group of diffeomorphisms preserving the volume element of the domain of fluid flow and to the Euler equations of rigid body whith a fixed point, describing geodesics for a left-invariant metric on SO(3). The CH and HS equations are integrable bi-hamiltonian equations and one of their Hamiltonian structures is associated to the …


Nearly-Hamiltonian Structure For Water Waves With Constant Vorticity, Adrian Constantin, Rossen Ivanov, Emil Prodanov Jan 2008

Nearly-Hamiltonian Structure For Water Waves With Constant Vorticity, Adrian Constantin, Rossen Ivanov, Emil Prodanov

Articles

We show that the governing equations for two-dimensional gravity water waves with constant non-zero vorticity have a nearly-Hamiltonian structure, which becomes Hamiltonian for steady waves.


Krylov Subspaces From Bilinear Representations Of Nonlinear Systems, Marissa Condon, Rossen Ivanov Jan 2007

Krylov Subspaces From Bilinear Representations Of Nonlinear Systems, Marissa Condon, Rossen Ivanov

Articles

For efficient simulation of state-of-the-art dynamical systems as arise in all aspects of engineering, the development of reduced-order models is of paramount importance. While linear reduction techniques have received considerable study, increasingly nonlinear model reduction is becoming a significant field of interest. From a circuits and systems viewpoint, systems involving micromachined devices or systems involving mixed technologies necessitate the development of reduced-order nonlinear models. From a control systems viewpoint, the design of controllers for nonlinear systems is greatly facilitated by nonlinear model reduction strategies. To this end, the paper proposes two novel model-reduction strategies for nonlinear systems. The first involves …


Generalised Fourier Transform For The Camassa-Holm Hierarchy, Adrian Constantin, Vladimir Gerdjikov, Rossen Ivanov Jan 2007

Generalised Fourier Transform For The Camassa-Holm Hierarchy, Adrian Constantin, Vladimir Gerdjikov, Rossen Ivanov

Articles

The squared eigenfunctions of the spectral problem associated to the Camassa-Holm equation represent a complete basis of functions, which helps to describe the Inverse Scattering Transform for the Camassa-Holm hierarchy as a Generalised Fourier transform. The main result of this work is the derivation of the completeness relation for the squared solutions of the Camassa-Holm spectral problem. We show that all the fundamental properties of the Camassa-Holm equation such as the integrals of motion, the description of the equations of the whole hierarchy and their Hamiltonian structures can be naturally expressed making use of the completeness relation and the recursion …


Water Waves And Integrability, Rossen Ivanov Jan 2007

Water Waves And Integrability, Rossen Ivanov

Articles

The Euler’s equations describe the motion of inviscid fluid. In the case of shallow water, when a perturbative asymtotic expansion of the Euler’s equations is taken (to a certain order of smallness of the scale parameters), relations to certain integrable equations emerge. Some recent results concerning the use of integrable equation in modeling the motion of shallow water waves are reviewed in this contribution.


Hamiltonian Formulation, Nonintegrability And Local Bifurcations For The Ostrovsky Equation, S. Roy Choudhury, Rossen Ivanov, Yue Liu Jan 2007

Hamiltonian Formulation, Nonintegrability And Local Bifurcations For The Ostrovsky Equation, S. Roy Choudhury, Rossen Ivanov, Yue Liu

Articles

The Ostrovsky equation is a model for gravity waves propagating down a channel under the influence of Coriolis force. This equation is a modification of the famous Korteweg-de Vries equation and is also Hamiltonian. However the Ostrovsky equation is not integrable and in this contribution we prove its nonintegrability. We also study local bifurcations of its solitary waves.


Conformal And Geometric Properties Of The Camassa-Holm Hierarchy, Rossen Ivanov Jan 2007

Conformal And Geometric Properties Of The Camassa-Holm Hierarchy, Rossen Ivanov

Articles

Integrable equations with second order Lax pair like KdV and Camassa-Holm (CH) exhibit interesting conformal properties and can be written in terms of the so-called conformal invariants (Schwarz form). These properties for the CH hierarchy are discussed in this ontribution. The squared eigenfunctions of the spectral problem, associated to the Camassa-Holm equation represent a complete basis of functions, which helps to describe the Inverse Scattering Transform (IST) for the Camassa-Holm hierarchy as a Generalised Fourier Transform (GFT). Using GFT we describe explicitly some members of the CH hierarchy, including integrable deformations for the CH equation. Also we show that solutions …


Inverse Scattering Transform For The Camassa-Holm Equation, Adrian Constantin, Vladimir Gerdjikov, Rossen Ivanov Jan 2006

Inverse Scattering Transform For The Camassa-Holm Equation, Adrian Constantin, Vladimir Gerdjikov, Rossen Ivanov

Articles

An Inverse Scattering Method is developed for the Camassa-Holm equation. As an illustration of our approach the solutions corresponding to the reflectionless potentials are constructed in terms of the scattering data. The main difference with respect to the standard Inverse Scattering Transform lies in the fact that we have a weighted spectral problem. We therefore have to develop different asymptotic expansions.


Poisson Structure And Action-Angle Variables For The Camassa-Holm Equation, Adrian Constantin, Rossen Ivanov Jan 2006

Poisson Structure And Action-Angle Variables For The Camassa-Holm Equation, Adrian Constantin, Rossen Ivanov

Articles

The Poisson brackets for the scattering data of the Camassa-Holm equation are computed. Consequently, the action-angle variables are expressed in terms of the scattering data.


Extended Camassa-Holm Hierarchy And Conserved Quantities, Rossen Ivanov Jan 2006

Extended Camassa-Holm Hierarchy And Conserved Quantities, Rossen Ivanov

Articles

An extension of the Camassa-Holm hierarchy is constructed in this letter. The conserved quantities of the hierarchy are studied and a recurrent formula for the integrals of motion is derived.


Hamiltonian Formulation And Integrability Of A Complex Symmetric Nonlinear System, Rossen Ivanov Jan 2006

Hamiltonian Formulation And Integrability Of A Complex Symmetric Nonlinear System, Rossen Ivanov

Articles

The integrability of a complex generalisation of the ’elegant’ system, proposed by D. Fairlie and its relation to the Nahm equation and the Manakov top is discussed.


Conformal Properties And Baecklund Transform For The Associated Camassa-Holm Equation, Rossen Ivanov Jan 2005

Conformal Properties And Baecklund Transform For The Associated Camassa-Holm Equation, Rossen Ivanov

Articles

Integrable equations exhibit interesting conformal properties and can be written in terms of the so-called conformal invariants. The most basic and important example is the KdV equation and the corresponding Schwarz-KdV equation. Other examples, including the Camassa-Holm equation and the associated Camassa-Holm equation are investigated in this paper. It is shown that the B¨acklund transform is related to the conformal properties of these equations. Some particular solutions of the Associated Camassa-Holm Equation are discussed also.


An Explicit Mapping Between The Frequency Domain And The Time Domain Representations Of Nonlinear Systems, Marissa Condon, Rossen Ivanov Jan 2005

An Explicit Mapping Between The Frequency Domain And The Time Domain Representations Of Nonlinear Systems, Marissa Condon, Rossen Ivanov

Articles

Explicit expressions are presented that describe the input-output behaviour of a nonlinear system in both the frequency and the time domain. The expressions are based on a set of coefficients that do not depend on the input to the system and are universal for a given system. The anharmonic oscillator is chosen as an example and is discussed for different choices of its physical parameters. It is shown that the typical approach for the determination of the Volterra Series representation is not valid for the important case when the nonlinear system exhibits oscillatory behaviour and the input has a pole …


On The Integrability Of A Class Of Nonlinear Dispersive Wave Equations, Rossen Ivanov Jan 2005

On The Integrability Of A Class Of Nonlinear Dispersive Wave Equations, Rossen Ivanov

Articles

We investigate the integrability of a class of 1+1 dimensional models describing nonlinear dispersive waves in continuous media, e.g. cylindrical compressible hyperelastic rods, shallow water waves, etc. The only completely integrable cases coincide with the Camassa-Holm and Degasperis-Procesi equations.


On The Dressing Method For The Generalised Zakharov-Shabat System, Rossen Ivanov Aug 2004

On The Dressing Method For The Generalised Zakharov-Shabat System, Rossen Ivanov

Articles

The dressing procedure for the Generalised Zakharov-Shabat system is well known for systems, related to sl(N) algebras. We extend the method, constructing explicitly the dressing factors for some systems, related to orthogonal and symplectic Lie algebras. We consider ’dressed’ fundamental analytical solutions with simple poles at the prescribed eigenvalue points and obtain the corresponding Lax potentials, representing the soliton solutions for some important nonlinear evolution equations.


On The Empirical Balanced Truncation For Nonlinear Systems, Marissa Condon, Rossen Ivanov Jan 2004

On The Empirical Balanced Truncation For Nonlinear Systems, Marissa Condon, Rossen Ivanov

Articles

Novel constructions of empirical controllability and observability gramians for nonlinear systems for subsequent use in a balanced truncation style of model reduction are proposed. The new gramians are based on a generalisation of the fundamental solution for a Linear Time-Varying system. Relationships between the given gramians for nonlinear systems and the standard gramians for both Linear Time-Invariant and Linear Time-Varying systems are established as well as relationships to prior constructions proposed for empirical gramians. Application of the new gramians is illustrated through a sample test-system.