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Nonlinear Waves in Physics: From Solitary Waves and Solitons to Rogue Waves Dr. Russell Herman Mathematics & Statistics, UNC Wilmington, Wilmington, NC, USA May 13, 2020

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Page 1: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

Nonlinear Waves in Physics:From Solitary Waves and Solitons to Rogue Waves

Dr. Russell Herman

Mathematics & Statistics, UNC Wilmington, Wilmington, NC, USA

May 13, 2020

Page 2: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Outline

Soliton History

Korteweg-deVries Equation

Other Nonlinear PDEs

Soliton Perturbations

Integral Modified KdV

Nonlinear Schrodinger Equation

Rogue Waves

Summary

§ hydrodynamics,

§ plasmas,

§ nonlinear optics,

§ biology,

§ relativistic field theory,

§ relativity,

§ geometry ...

http://www.ma.hw.ac.uk/~chris/scott_russell.html

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 2 / 69

Page 3: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Great Wave of Translation - 1834I was observing the motion of a boat which was rapidly drawn along a narrow channelby a pair of horses, when the boat suddenly stopped not so the mass of water in thechannel which it had put in motion; it accumulated round the prow of the vessel in astate of violent agitation, then suddenly leaving it behind, rolled forward with greatvelocity, assuming the form of a large solitary elevation, a rounded, smooth andwell-defined heap of water, which continued its course along the channel apparentlywithout change of form or diminution of speed. I followed it on horseback, andovertook it still rolling on at a rate of some eight or nine miles an hour [14 km/h],preserving its original figure some thirty feet [9 m] long and a foot to a foot and a half[300-450 mm] in height. Its height gradually diminished, and after a chase of one ortwo miles [2-3km] I lost it in the windings of the channel. Such, in the month ofAugust 1834, was my first chance interview with that singular and beautifulphenomenon which I have called the Wave of Translation. - John Scott Russell

Union Canal, Hermiston, Scotland, http://www.ma.hw.ac.uk/~chris/canal.jpg

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 3 / 69

Page 4: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

John Scott Russell (1808-1882)

§ Engineer, Scotland

§ Used 30 ft tank

§ v 2 “ gph ` aq

§ “Committee on Waves”

§ Reports: 1837, 1844

http://www.ma.hw.ac.uk/~chris/scott_russell.html

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 4 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Years of Controversy

George Biddle Airy (1801-1892). Sir George Gabriel Stokes (1819-1903).

Publications on water waves: George Green (1839), Philip Kelland(1840), George Biddell Airy (1941- Tides and Waves), and SamuelEarnshaw (1847). Tried to do better than Lagrange, Laplace,Cauchy, and Poisson.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 5 / 69

Page 6: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

1870’s - Nonlinear Theory from Euler’s Equations

Joseph Valentin Boussinesq (1842-1929). John William Strutt (Lord Rayleigh) (1842-1919).

upx , tq “ 2η2 sech2pηpx ´ 4η2tqq.

Rayleigh (1876) derived correct approximate solution, w/dispersionand nonlinearity, later learned of Boussinesq’s (1871) work.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 6 / 69

Page 7: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Korteweg-de Vries Equation - 1895

Gustav de Vries (1866-1934) Diederik Johannes Korteweg (1848-1941)

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 7 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Fluid Equations - Mass and Momentum Conservation

x

z

z “ 0

z “ ´h

z “ ηpx , tq

Incompressible

∇ ¨ v “ 0

Irrotational∇ˆ v “ 0

Bt`∇ ¨ pρvq “ 0

Bv

Bt` v ¨∇ ¨ v “

1

ρp´∇P ` fq

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 8 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Derivation

x

z

z “ 0

z “ ´h

z “ ηpx , tq

Laplace’s Equation

Incompressible

∇ ¨ v “ 0

Irrotational∇ˆ v “ 0

v “ ∇φñ ∇2φ “ 0

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 9 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Derivation - Boundary Conditions

x

z

z “ 0

z “ ´h

z “ ηpx , tq

Laplace’s Equation

φxx ` φzz “ 0

φz “ 0

Kinematic BCs

ηt ` φxηx ´ φz “ 0

φt `12pφ

2x ` φ

2zq ` gη “ 0

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 10 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Derivation - Reductive Perturbation Theory

x

z

z “ 0

z “ ´h

z “ ηpx , tq

Expansions

η “ ε1{2ř8

n“0 εnηn

φ “ ε1{2ř8

n“0 εnφn

Scaling

τ “ ε3{2t

ξ “ ε1{2px ´ tq

2η0τ ` 3η0η0ξ `13η0ξξξ “ 0

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 11 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Seek solutions of form upx , tq “ f px ´ ctq ” f pξq,Noting ux “ f 1pξq and ut “ ´cf 1pξq, we obtain ODE for f pξq:

´cf 1 ` 6ff 1 ` f 3 “ 0.

r´cf ` 3f 2 ` f 2s1 “ 0.

´cf ` 3f 2 ` f 2 “ A.

´cff 1 ` 3f 2f 1 ` f 2f 1 “ Af 1.

´12 cf 2 ` f 3 ` 1

2 f 12 “ Af ` B.

c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 12 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Seek solutions of form upx , tq “ f px ´ ctq ” f pξq,Noting ux “ f 1pξq and ut “ ´cf 1pξq, we obtain ODE for f pξq:

´cf 1 ` 6ff 1 ` f 3 “ 0.

r´cf ` 3f 2 ` f 2s1 “ 0.

´cf ` 3f 2 ` f 2 “ A.

´cff 1 ` 3f 2f 1 ` f 2f 1 “ Af 1.

´12 cf 2 ` f 3 ` 1

2 f 12 “ Af ` B.

c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 12 / 69

Page 14: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Seek solutions of form upx , tq “ f px ´ ctq ” f pξq,Noting ux “ f 1pξq and ut “ ´cf 1pξq, we obtain ODE for f pξq:

´cf 1 ` 6ff 1 ` f 3 “ 0.

r´cf ` 3f 2 ` f 2s1 “ 0.

´cf ` 3f 2 ` f 2 “ A.

´cff 1 ` 3f 2f 1 ` f 2f 1 “ Af 1.

´12 cf 2 ` f 3 ` 1

2 f 12 “ Af ` B.

c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 12 / 69

Page 15: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Seek solutions of form upx , tq “ f px ´ ctq ” f pξq,Noting ux “ f 1pξq and ut “ ´cf 1pξq, we obtain ODE for f pξq:

´cf 1 ` 6ff 1 ` f 3 “ 0.

r´cf ` 3f 2 ` f 2s1 “ 0.

´cf ` 3f 2 ` f 2 “ A.

´cff 1 ` 3f 2f 1 ` f 2f 1 “ Af 1.

´12 cf 2 ` f 3 ` 1

2 f 12 “ Af ` B.

c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 12 / 69

Page 16: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Seek solutions of form upx , tq “ f px ´ ctq ” f pξq,Noting ux “ f 1pξq and ut “ ´cf 1pξq, we obtain ODE for f pξq:

´cf 1 ` 6ff 1 ` f 3 “ 0.

r´cf ` 3f 2 ` f 2s1 “ 0.

´cf ` 3f 2 ` f 2 “ A.

´cff 1 ` 3f 2f 1 ` f 2f 1 “ Af 1.

´12 cf 2 ` f 3 ` 1

2 f 12 “ Af ` B.

c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 12 / 69

Page 17: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Seek solutions of form upx , tq “ f px ´ ctq ” f pξq,Noting ux “ f 1pξq and ut “ ´cf 1pξq, we obtain ODE for f pξq:

´cf 1 ` 6ff 1 ` f 3 “ 0.

r´cf ` 3f 2 ` f 2s1 “ 0.

´cf ` 3f 2 ` f 2 “ A.

´cff 1 ` 3f 2f 1 ` f 2f 1 “ Af 1.

´12 cf 2 ` f 3 ` 1

2 f 12 “ Af ` B.

c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 12 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Traveling wave solution, upx , tq “ f px ´ ctq ” f pξq,c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

ξ ´ ξ0 “

c

c

2

ż

dfb

Af ` B ` 12 cf 2 ´ f 3

.

For A “ B “ 0,

ξ ´ ξ0 “

c

c

2

ż

dfb

12 cf 2 ´ f 3

.

upx , tq “ 2η2 sech2pηpx ´ 4η2tqq where c “ 4η2.

For A,B ‰ 0, get Jacobi Elliptic functions.- Leads to (periodic) cnoidal waves.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 13 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Traveling wave solution, upx , tq “ f px ´ ctq ” f pξq,c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

ξ ´ ξ0 “

c

c

2

ż

dfb

Af ` B ` 12 cf 2 ´ f 3

.

For A “ B “ 0,

ξ ´ ξ0 “

c

c

2

ż

dfb

12 cf 2 ´ f 3

.

upx , tq “ 2η2 sech2pηpx ´ 4η2tqq where c “ 4η2.

For A,B ‰ 0, get Jacobi Elliptic functions.- Leads to (periodic) cnoidal waves.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 13 / 69

Page 20: Nonlinear Waves in Physicspeople.uncw.edu/hermanr/Documents/Talks/Solitons.pdf · cf 2 f 3: ˘ b˘ 0 c c 2 » df Af B 1 2 cf 2 f 3: For A B 0; ˘ ˘ 0 c c 2 » df b 1 2 cf 2 f 3:

History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Traveling wave solution, upx , tq “ f px ´ ctq ” f pξq,c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

ξ ´ ξ0 “

c

c

2

ż

dfb

Af ` B ` 12 cf 2 ´ f 3

.

For A “ B “ 0,

ξ ´ ξ0 “

c

c

2

ż

dfb

12 cf 2 ´ f 3

.

upx , tq “ 2η2 sech2pηpx ´ 4η2tqq where c “ 4η2.

For A,B ‰ 0, get Jacobi Elliptic functions.- Leads to (periodic) cnoidal waves.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 13 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

KdV Traveling Waves - ut ` 6uux ` uxxx “ 0

Traveling wave solution, upx , tq “ f px ´ ctq ” f pξq,c

c

2

df

dξ“

c

Af ` B `1

2cf 2 ´ f 3.

ξ ´ ξ0 “

c

c

2

ż

dfb

Af ` B ` 12 cf 2 ´ f 3

.

For A “ B “ 0,

ξ ´ ξ0 “

c

c

2

ż

dfb

12 cf 2 ´ f 3

.

upx , tq “ 2η2 sech2pηpx ´ 4η2tqq where c “ 4η2.

For A,B ‰ 0, get Jacobi Elliptic functions.- Leads to (periodic) cnoidal waves.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 13 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Soliton Solution - upx , tq “ 2η2 sech2pηpx ´ 4η2tqq

Time vs position plot of soliton solution, for the KdV ut ` 6uux ` uxxx “ 0.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 14 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Dispersion vs Nonlinearity - ut ` 6uux ` uxxx “ 0

Dispersion (left): Waves spread and amplitude diminishes.

Nonlinearity (right): Width decreases and waves steepen. (Herman 1992)

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 15 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Re-enactment

July 12, 1995 Union Canal, Scott Russell Aqueduct,

http://apachepersonal.miun.se/~tomnil/solitoner/solipic.htm

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 16 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

The KdV Resurgence 1960’s

§ Fermi, Pasta, Ulam (FPU) Problem (1953-4)§ 1D chain of masses linked by nonlinear springs.§ Observed - Energy does not go to equipartition,

but periodically returns to original mode.

§ Kruskal and Zabusky 1965§ FPU Problem Ñ KdV.§ Discrete to continuous§ Observed emergence of energy modes and then

recurrence.§ Coined term “soliton.”

xj

xj´1 xj`1

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 17 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Zabusky-Kruskal (1965) - Recurrence (Recreated)

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 18 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Soliton Research Begins - Inverse Scattering§ Gardner, Greene, Kruskal, Miura 1967

§ Inverse Scattering Transform (IST)§ Nonlinear Fourier Transform§ Sparks a NLEE Revolution

upx , 0q

ut ` 6uux ` uxxx “ 0

upx , tq

Apk , 0q

At “ ik3A

Apk , tq

Transform

Inverse Scattering Transform

KdV Equation Evolve Scattering Data

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 19 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Lax Pair L,B for KdVLφ “ λφ and φt “ Bφ, where

Lφ “ ´φxx ` upx , tqφ

Bφ “ uxφ` p4λ´ 2uqφx (1)

gives evolution equation, ut “ rL,Bs “ ´uux ´ uxxx ,

upx , tqIncident

Reflected

Transmitted

Schrodinger Equation

´φxx ` upx , tqφ “ λφ

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 20 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Two Soliton Solution of KdV

upx , tq “ 123` 4 coshp2ξ ` 24tq ` coshp4ξq

r3 coshpξ ´ 12tq ` coshp3ξ ` 12tqs2,

where ξ “ x ´ 16t.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 21 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Solitons Elastic Collisions

http://www.scholarpedia.org/article/Soliton

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 22 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Cnoidal Wavesηpx , tq “ η2 ` Hcn2

´

Kpmqλ px ´ ctq|m

¯

where cnpx |mq is Jacobi

elliptic function and K pmq is complete elliptic integral.

US Army bombers flying close to the Panama coast (1933).

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 23 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Two-Dimensional Waves

Kadomtsev-Petviashvili equation (1970),

put ` uux ` uxxxqx ` uyy “ 0.

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Internal Waves

Rip Waves, Osborne and Burch - Science, Vol. 208, No. 4443 (May 2, 1980),

pp. 451-460

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 25 / 69

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Atmospheric Solitons

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Solutions of Integrable Equations§ Extending IST

§ Lax - 1968 Lφ “ λφ, φt “ Bφñ Lt “ rL,Bs.§ Zakharov and Shabat - 1973§ Ablowitz, Kaup, Newell, Segur - 1974

§ Research extended to other equations, dimensions§ Modified KdV, ut ` u2ux ` uxxx “ 0.§ sine-Gordon, utt ´ uxx “ sin u.

[Edmond Bour (1862), surfaces of constant negative curvature,later Frenkel and Kontorova (1939) - crystal dislocations]

§ Nonlinear Schrodinger, iψt “ ´12ψxx ` αψ|ψ|

2.[1973, optics, 1924/1995 Bose–Einstein condensates ]

§ Toda Lattice,[1967, chain of particles with nearest neighbor interactions].

§ Coupled Systems [ e.g., birefringence]

§ Types: Solitons, Kinks, Breathers, Loop solitons, ...

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Solitons, Kinks, ...

Kink and Antikink

Soliton

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 28 / 69

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... Envelope Solitons, Breathers, ...Envelope Soliton

Breather

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 29 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Cuspons, Compactons, and Loop SolitonsFrom Boussinesq-like Equations [Zhang and Chen],

utt ``

u2˘

xx``

u2˘

xxxx“ 0.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 30 / 69

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Soliton Perturbation Theory

Add Perturbation εRrus, ε small.

uT `N rus “ εRrus, 0 ă ε ! 1. (2)

Multiple time scalesBT “ Bt ` εBτ

Expansion about soliton solution u0 “ u0pz , τq, z “ x ´ vt

upx ,T q “ u0pz , τq ` εu1pz , t, τq ` . . . . (3)

Linearized Equation

u1t ` Lru1s “ Rru0s ´ u0τ “ F pzq. (4)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Eigenfunction Expansion Method for u1t ` Lru1s “ F pzq

Eigenfunctions and Adjoint Functions

Lφ “ λφ, L:ψ “ λ1ψ. (5)

Expansion in Eigenfunctions

u1pz , tq “

ż

Upt, λqφpz , λq dλ`ÿ

j

Ujptqφjpzq. (6)

Ut ` λU “

ż 8

´8

F pzqψpz , λq dz , Up0, λq “ 0, (7)

Ui t ` λiUi “

ż 8

´8

F pzqψi pz , λi q dz , Ui p0, λi q “ 0. (8)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Example: Perturbed KdV Equation

uT ` 6uux ` uxxx “ εRrus. (9)

Leading Order: [BT “ Bt ` εBτ , η “ ηpτq, ξ “ ξpt, τq]

u0pzq “ 2η2 sech2 z , z “ ηpx ´ ξq, and ξt “ 4η2.

First Order:

u1t ` η3Lu1 “ Rru0s ´ 4ηητφ1pzq ´ 4η3ξτφ2pzq ” F pzq, (10)

where

L “d3

dz3` p12 sech2 z ´ 4q

d

dz´ 24 sech2 z tanh z , (11)

φ1pzq “ p1´ z tanh zq sech2 z ,

φ2pzq “ sech2 z tanh z . (12)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

EigenfunctionsEigenfunctions:

Lφ “ λφ, λ “ ´ikpk2 ` 4q

L:ψ “ λ1

ψ, λ1

“ ikpk2 ` 4q (13)

Continuous States

φpz , kq “kpk2 ` 4q ` 4ipk2 ` 2q tanh z ´ 8k tanh2 z ´ 8i tanh3 z

?2πkpk2 ` 4q

e ikz

ψpz , kq “k2 ´ 4ik tanh z ´ 4 tanh2 z

?2πpk2 ` 4q

e´ikz . (14)

Bound (discrete) states

φ1pzq “ p1´ z tanh zq sech2 z , φ2pzq “ tanh z sech2 z ,

ψ1pzq “ sech2 z , ψ2pzq “ tanh z ` z sech2 z . (15)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Completeness Relations and Orthogonality

Completeness

P

ż 8

´8

φpz , kqψpz 1, kq dk `2ÿ

j“1

φjpzqψjpz1q “ δpz ´ z 1q, (16)

Orthogonality

ż 8

´8

φpz , kqψpz , k 1q dz “ δpk ´ k 1q,

ż 8

´8

φjpzqψ`pzq dz “ δj ,`, j , k “ 1, 2 (17)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Perturbation Expansion for u1t ` η3Lu1 “ F

Expand u1 and F :

u1pz , tq “ P

ż 8

´8

Upt, kqφpz , kq dk `2ÿ

j“1

Ujptqφjpzq,

F pzq “ P

ż 8

´8

f pkqφpz , kq dk `2ÿ

j“1

fjφjpzq, (18)

where

f pkq “

ż 8

´8

F pzqψpz , kq dz , fj “

ż 8

´8

F pzqψjpzq dz , j “ 1, 2

Then, solve for expansion coefficients

Ut ` η3λpkqU, “ f pkq, Up0, kq “ 0,

U1t “ f1, U1p0q “ 0,

U2t ´ 8η3U1 “ f2, U2p0q “ 0. (19)Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 36 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Damped KdV: ut ` 6uux ` uxxx “ ´γu,First Order Equation:

u1t ` η3Lu1 “ ´2η2γ sech2 z ´ 4ηητφ1pzq ´ 4η3ξτφ2pzq, (20)

Expand in Basis

u1pzq “ P

ż 8

´8

Upkqφpz , kq dk ` U1φ1pzq ` U2φ2pzq (21)

Solve for coefficients

Ut ` η3λpkqU, “

ż 8

´8

F pzqψpz , kq dx “

?2π

3

γη2k

sinh πk2

,

U1t “

ż 8

´8

F pzq sech2 z dz “ ´8

3γη2 ´ 4ηητ ,

U2t ´ 8η3U1 “

ż 8

´8

F pzqrtanh z ` z sech2 zs dz “ ´4η3ξτ .

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Damped KdV - ResultsImpose secularity conditions, f1 “ 0, f2 “ 0,

ητ “ ´2

3γη ñ η “ η0e

´2γτ{3

ξτ “ ´γ

3ηñ ξ “ ξ0 ´

1

2e2γτ{3

First order solution develops a shelf.

u1pzq “γ

´1` tanh z ` 2p1´ z tanh zq sech2 z ` zp2´ z tanh zq sech2 zı

.

Other Applications: Stochastic KdV, Numerical truncation error.

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Modified Integral mKdV Equation - with M. Saravanan

Study [?] of EM wave propagation in ferrites leads to:

uτ `3

2pA´ αf qu2uζ ` pA´ αf quζζζ “ αP, (22)

P “ fζζuζ ` 3fζuζζ ´ fζζζu ` fζu3 `1

2uζ

ż ζ

´8

fζ1u2 dζ 1. (23)

Setting α “ 0, one obtains

uτ `3

2Au2uζ ` Auζζζ “ 0. (24)

Letting t “ Aτ, x “ ζ, u “ 2v , we obtain the mKdV equation,

vt ` 6v 2vx ` vxxx “ 0. (25)

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Modified KdV Equation, vt ` 6v 2vx ` vxxx “ 0

one soliton solution of the mKdV Equation,

vpx , tq “ η sech ηpx ´ η2t ´ x0q,

with amplitude η and speed η2.

The unperturbed solution with η “ 1 for t P r0, 5s.

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Perturbed mKdV Equation, vt ` 6v 2vx ` vxxx “ εF rus.

We seek a solution close to the mKdV soliton solution,

v0pzq “ η sech z , where z “ ηpx ´ ξq and ξt “ η2.

1) Introduce multiple time scales,

Bt “ Bt1 ` εBt2 . (26)

2) We expand vpx , tq as

vpx , tq “ v0px , t1, t2q ` εv1px , t1, t2q ` ..., (27)

assuming η “ ηpt2q and ξ “ ξpt1, t2q.3) Obtain

v0t1` 6v0

2v0x ` v0xxx “ 0, (28)

v1t1` p6v0

2v1qx ` v1xxx “ F rv0s ´ v0t2. (29)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Eigenvalue Problem for L “ d3

dz3 `ddz p6 sech2 z ´ 1q

Eigenvalues

: λ “ λ1 “ pikq3 ´ ik “ ´ikpk2 ` 1q. The continuouseigenfunctions are given by

φpz , kq “ C`

´1´ k2 ´ 2ik tanh z ` 2 tanh2 z˘

e ikz , (30)

ψpz , kq “ C 1`

1´ k2 ´ 2ik tanh z˘

e ikz , (31)

where 2πp1` k2q2C sC 1 “ 1 and sψpz , kq “ ψpz ,´kq.The discrete states are

ψ1pzq “ sech z , ψ2pzq “ z sech z , (32)

φ1pzq “ p1´ z tanh zq sech z , φ2pzq “ sech z tanh z .(33)

Lφ1 “ ´2φ2, Lφ2 “ 0,

L:ψ1 “ 0, L:ψ2 “ 2ψ1. (34)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

First Order Solution

v1px , t1, t2q satisfies a linearized mKdV equation:

v1t1` p6v0

2v1qx ` v1xxx “ F rv0s ´ v0t2.

Since v0px , t1q “ η sech z with z “ ηpx ´ ξq and ξt1 “ η2,

v0t2“ ηt2psech z ´ z sech z tanh zq ` η2ξt2 sech z tanh z

” ηt2φ1pzq ` η2ξt2φ2pzq, (35)

we have

v1t1`η3Lv1 “ F rv0s´ηt2φ1pzq´η

2ξt2φ2pzq ” Fpzq, (36)

where

L “d3

dz3`

d

dzp6 sech2 z ´ 1q.

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Solution of the Eigenvalue Problem for L

Goal: Express v1 as a perturbation expansion over theeigenstates of L,

v1pz , tq “

ż 8

´8

Upt, kqφpz , kq dk `2ÿ

j“1

Ujptqφjpzq. (37)

Require orthogonality conditionsż 8

´8

φpz , kq sψpz , k 1q dz “ δpk ´ k 1q,

ż 8

´8

φjpzq sψ`pzq dz “ δj ,`, j , k “ 1, 2, (38)

and a completeness relation,

P

ż 8

´8

φpz , kq sψpz 1, kq dk `2ÿ

j“1

φjpzq sψjpz1q “ δpz ´ z 1q.

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Solving for CoefficientsExpanding Fpzq in the basis of eigenfunctions,

Fpzq “ż 8

´8

f pt1, kqφpz , kq dk `2ÿ

j“1

fjpt1qφjpzq, (39)

we have the set of equations

Ut1pt1, kq ´ ikp1` k2qη3Upt1, kq “ f pt1, kq,

U 11pt1q “ f1pt1q,

U 12pt1q ´ 2η3U1pt1q “ f2pt1q. (40)

Solve subject to Up0, kq “ 0, U1p0q “ 0, U2p0q “ 0. Then,

f pt1, kq “

ż 8

´8

Fpzq sψpz , kq dz ” xF , sψy, (41)

fjpt1q “

ż 8

´8

Fpzqψjpzq dz ” xF , ψjy, j “ 1, 2. (42)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Example: f pζq “ sech z , z “ ηpζ ´ ξq.

We want to solve

u1t1` η3ALu1 “ F1pzq ` Pru0s

where

F1pzq “ ´2ηt2φ1pzq ´ 2η2ξt2φ2pzq ´ 2η4 sech2 z tanh z (43)

Pru0s “ 6η3fζ sech z ´ 2η2fζζ sech z tanh z ´ 2ηfζζζ sech z

´4η3fζ sech3 z ´ 4η4 sech z tanh z

ż ζ

´8

fζ1sech2 z 1 dζ 1

Pru0s “ ´6η4 sech2 z tanh z ´16

3η4 sech4 z tanh z . (44)

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Example - Expansion Coefficients

The inner products with the discrete states, ψ1 and ψ2, are

f1 “ xF1 ` Pru0s, ψ1y “ ´2ηt2 .

f2 “ xF1 ` Pru0s, ψ2y “ ´2η2ξt2 ´26

15πη4.

Leads to growth in time unless fj “ 0, so

ηt2 “ 0, ξt2 “ ´13

15πη2. (45)

Continuous inner products give f pkq “ xPru0s, sψy

f pkq “ ´

?2π

15

iη4k2pk2 ` 14q

sinhπk2.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 47 / 69

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The Zeroth Order Solution

The zeroth order solution with η “ 1, A “ 1, and α “ 0.2 for τ P r0, 10s.

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Location of the Zeroth Order Solution

The location of the peak for the zeroth order solution (blue) with η “ 1, A “ 1, and

α “ 0.2 for t P r0, 5s as compared to the unperturbed solution (black).

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 49 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

First Order Correction, upζ, τq « ηsechηz ` αu1pζ, τq.

u1pz , t1q “η

15A

ż 8

´8

˜

kpk2 ` 14q

p1` k2q2sinhπk2

¸

φpz , kq

Cp1´e´ikpk

2`1qη3At1q dk,

where

φpz , kq

C“

`

´1´ k2 ´ 2iktanhz ` 2tanh2z˘

e ikz .

The solution for the first order correction for the localized inhomogeneity with η “ 1,

A “ 1, and α “ 0.2 for τ P r0, 2s.

Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 50 / 69

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

Optical Solitons

§ 1973 Hasegawa, Tappert predicted opticalsolitons in communications

§ 1987, First experimental observation in anoptical fiber.

§ 1988, Mollenauer, et al. transmittedpulses 4,000 km.

§ 1991, Bell Labs - transmitted solitonserror-free, 2.5 Gb, ą14,000 km.

§ 1998, Georges, et al. - data transmissionof 1 Tb/s (1012 bits of information persec).

§ 2001, Algety Telecom deployed submarinetelecom equipment in Europe, carryingreal information using John ScottRussell’s solitary wave.

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History KdV NLPDEs Perturbations mKdV NLS Rogue Summary

NLS in optics§ Spatial or temporal solitons

§ Spatial - balance between diffraction and refraction

∇2E´1

c2

B2E

Bt2“

1

ε0c2

B2P

Bt2

Epr, tq “1

2x´

Aprqe iβ0z´iωt ` c.c .¯

P “ PL ` PNL “ PL ` αA|A|2e iβ0z

upx , y , zq9Apx , y , zq

iuz `1

2puxx ` uyy q ˘ u|u|2 “ 0,

upx , zq “ a sech ax exppia2z{2q.

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NLS EquationThe nonlinear Schrodinger equation:

iBψ

Bt“

1

2

B2ψ

Bx2` ψ|ψ|2.

For water waves, ηpx , tq “ apx , tq cospkx ´ ωt ´ θq, whereψ “ ae iθ, or a “ |ψ|.

ψpx , tq “ 2βe2αpx`4αt´4pα2`β2qq sechp2βpx ` 4αt ` δqq

Modulational wave solution of NLS.

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Peregrine Soliton

§ Howell Peregrine (1938-2007)§ 1983 Peregrine predicted spatio-temporal evolution of an NLS

soliton§ 20 years later used as prototypical example of rogue waves in

water and in optics.Dr. Russell Herman Nonlinear Waves in Physics May 13, 2020 54 / 69

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Bay of Biscay, France - 1940

Merchant ship laboring in heavy seas as a huge wave looms astern. Huge waves are

common near the 100-fathom line in the Bay of Biscay. Published in Fall 1993 issue of

Mariner’s Weather Log. http://en.wikipedia.org/wiki/File:Wea00800,1.jpg

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Bering Sea - 1979

Ship Discoverer gets pounded by monster wave in the Bering Sea.

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Draupner Wave Jan 1, 1995

§ Oil platform in the centralNorth Sea

§ Minor damage

§ Read by a laser sensor.§ During wave heights of 12 m

(39ft),§ Freak wave - max height

of 25.6 m (84ft)§ (peak elevation was 18.5

m (61ft)).

Oil platform and time series.

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Rational SolutionsNLS Equation,

iBψ

Bt`

1

2

B2ψ

Bx2` ψ|ψ|2 “ 0.

Peregrine solution,

ψpx , tq “

ˆ

1´4p1` 2it

1` 4x2 ` 4t2

˙

e it

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Rogue Waves 2010

http://www.sciencenews.org/view/generic/id/74610/

title/Rogue_waves_captured

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The Research Continues

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Mathematics Research

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Recent Research

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Summary

§ History of integrable PDEs (KdV, NLS, etc)§ Solitons, Kinks, Breathers, Loop Solitons§ Rational solutions - rogue waves

§ Solution Techniques§ Inverse Scattering§ Lie Symmetries§ New Solution Methods§ Darboux Transformations§ Perturbation Theory

§ Rogue waves exist! - 1995 Draupner data§ Active area of rogue wave research

§ Analytical - new methods of solution generation§ Numerical - robustness of solutions§ Experimental [optics, hydrodynamics, plasmas]

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Many thanks for the invitation toSRM Institute of Science and Technology Ramapuram

Department of Physics andthe organizers of this Webinar.

Dr. Russell HermanUNC Wilmington, Wilmington, NC, USA

[email protected]

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Bibliography I

Ablowitz M J, D J Kaup, AC Newell, and H Segur 1974. TheInverse Scattering Transform Fourier Analysis for NonlinearProblems. Studies in Applied Mathematics 53 p 249-315.

Chabchoub A, N Hoffman, N Akhmediev 2011. Rogue waveobservation in a water wave tank Phys. Rev. Lett. 106 (20).

Chabchoub A, N Hoffmann, M Onorato, and N Akhmediev2012. Super Rogue Waves: Observation of a Higher-OrderBreather, Phys. Rev. X2, 011015.

Drazin P G and R S Johnson 1989. Solitons: an introductionCambridge University Press.

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Bibliography II

Gardner C S, J M Greene, M D Kruskal, and R M Miura 1967.Method for Solving the Korteweg-deVries Equation PhysicalReview Letters 19 p 1095-1097.

Herman R L 1992. Solitary Waves American Scientist 80:350.

Herman R L 1990. A Direct Approach to Studying SolitonPerturbations J. Phys. A. 23 p 2327-2362.

Herman R L 2004. Quasistationary Perturbations of the KdVSoliton J. Phys. A. 37 p 4753-4767.

Peregrine D H. 1983. Water waves, nonlinear Schrodingerequations and their solutions. J. Austral. Math. Soc. B 25:16-43.

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Bibliography III

Saravanan M, Arnaudon A. Engineering solitons and breathersin a deformed ferromagnet: Effect of localisedinhomogeneities. Phys. Lett. A 2018;382:2638-44.

Zakharov V E and A B Shabat 1972. Exact Theory ofTwo-Dimensional Self-Focusing and One-DimensionalSelf-modulation of Waves in Nonlinear Media Soviet PhysicsJETP 34 p 62-69.

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