Bcklund transformations for certain nonlinear evolution equations

G. L. Lamb Jr.
Citation: Journal of Mathematical Physics 15, 2157 (1974); doi: 10.1063/1.1666595
View online: http://dx.doi.org/10.1063/1.1666595
View Table of Contents: http://scitation.aip.org/content/aip/journal/jmp/15/12?ver=pdfcov
Published by the AIP Publishing
Articles you may be interested in
On gauge transformations of Bcklund type and higher order nonlinear Schrdinger equations
J. Math. Phys. 43, 2180 (2002); 10.1063/1.1465514
Bcklund transformations for generalized nonlinear Schrdinger equations
J. Math. Phys. 31, 2597 (1990); 10.1063/1.529010
LieBcklund symmetries of certain nonlinear evolution equations under perturbation around their solutions
J. Math. Phys. 26, 1189 (1985); 10.1063/1.526524
Bcklund transformations for the Ernst equation
J. Math. Phys. 22, 961 (1981); 10.1063/1.525004
Equivalence transformations for nonlinear evolution equations
J. Math. Phys. 18, 1405 (1977); 10.1063/1.523437

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

Backlund transformations for certain nonlinear evolution

equations
G. L. Lamb Jr.

United Aircraft Research Laboratories. East Hartford. Connecticut 06108

(Received 10 April 1974)
Backlund transformations associated with the Korteweg-deVries (KdV). modified KdV, and nonlinear
Schrodinger equations are derived by a method due to Clairin. Also, a Backlund transformation
relating the KdV and modified KdV equations is obtained by the same technique.

1. INTRODUCTION
A number of nonlinear evolution equations such as
the Korteweg-deVries (hereafter abbreviated KdV)
equation, modified KdV equation, nonlinear Schrodinger
equation, and sine-Gordon equation are known to share
many remarkable properties. 1 Some understanding of
their similarities has recently emerged with the discovery that these equations are members of a class of
equations that can be solved by an inverse procedure. 2
Furthermore, it has been noted 3 that the pair of linear
equations that are introduced in the course of effecting
the solution by the inverse method are transformable to
the B~cklund transformations that are now known to be
associated with certain of the evolution equations. Conversely, the Backlund transformations for the abovementioned evolution equations each contain an equation
with Riccati type nonlinearity. If one refrains from
transforming these Riccati equations to second-order
linear equations and follows the alternate procedure of
replacing them by a pair of linear first-order equations,
one finds that the resultant equations are of the type
first introduced by Zakharov and Shabat4 in their application of the inverse method to the nonlinear Schrodinger
equation. It is the relevance of such linear equations to
a number of other nonlinear evolution equations that has
since been pointed out by Ablowitz et al. 2
In the present paper it is shown that the relatively
archaic notion of Backlund transformations 5 is a useful
intermediate step in analyzing the currently popular
nonlinear evolution equations and should be useful in
developing an understanding of equations to arise in the
future.

The derivation of the Backlund transformation also

shows quite incidentally why modified KdV equations
of the form uy + u"ux + u xxx = 0 with n > 2 can be expected
to lie beyond the class of equations that admit of
Backlund transformations of Riccati type with their associated linear eigenvalue problem and well-known
spectral theory. The lack of soliton behavior exhibited
by numerical solutions of these equations is undoubtedly
another manifestation of this fact. Nonlinear partial
differential equations with Backlund transformations that
are beyond Riccati type in their nonlinear character can
presumably be expected to yield to a corresponding analysis whenever a spectral theory can be associated with
the relevant transformation equations.
Backlund transformations arose long ago in the study
of surfaces in classical differential geometry. 6 Since
this topic has been out of fashion for some time, a brief
summary of the significance of the term Backlund trans2157

Journal of Mathematical Physics, Vol. 15. No. 12, December 1974

formation, and in particular the distinction between a

Backlund transformation and a contact transformation,
is perhaps in order.
Consider the two sets of variables related by

P = f(x', y', z',p', q\

(1.1a)

y', z',P', q')

(1.1b)
with x = x', y = y', (The notation p = az/ax and q = az/ay
q = cp(x',

will be employed throughout the following development

with a similar notation for the primed variables. The
second derivatives introduced in the sequel will be denoted by r=a 2z/ax2, s=a 2z/axay, and t=a 2z/ay2.) An
explicit dependence upon z could be included in the functions f and cp (and indeed will be required in applications
of the transformation theory present"d in the body of this
paper) but is unnecessary for present considerations.
The integrability condition for z requires dp / dy = dq /
dx. This may be written as

n=fy - CPx' + fz.q' - CPe'P'+ (fp. - CP ) s' + f t' + cpp.r'= 0,

(1. 2)

where subscripts indicate partial differention with respect to the indicated variable. The integrability requirement may be satisfied in either of two ways: either
identically, in which case fp. - <P.' =f = CPp' = 0 and
(1. 3)

or, since n= 0 is actually a second-order equation of

Monge-Ampere form, it may be satisfied by virtue of
the fact that z I is a solution of this second-order equation. In the former case the transformation is a contact
transformation while in the latter case it is a Backlund
transformation. The reduction of the former case to
the canonical form for a contact transformation is presented in detail by Forsyth. 7 The fact that the MongeAmpere equation that arises in the latter case is not of
the most general form, so that not all such equations
can be expected to have Backlund transformations associated with them, may also be shown. 7 Needless to
say, pairs of transformation equations that contain
derivatives higher than the first may satisfy the integrability condition provided z' satisfies an appropriate
higher order equation. Much of the following analysis
will be addressed to the transformation of third-order
equations. A straightforward extension of Eqs. (1) to
include appropriate higher derivatives is therefore
employed.
Liouville's equation s = e" provides a simple example
of an equation for which the general solution may be
Copyright 1974 American Institute of Physics

2157

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

2158

G. L. Lamb Jr.: Backlund transformations

2158

obtained quite easily by means of a B~cklund transformation. This equation has associated with it the
Backlund transformation
p =p' - a exp[-Hz + z')],
q = - q' - 2a-1 exp[t(z - z')], a= const.

(1. 4a)
(l.4b)

The integrability condition for z is satisfied if s = e

while the integrability condition for z' is satisfied if
s'=O. Also, elimination of z/between Eqs. (1.4) shows
that z satisfies Liouville's equation while elimination of
z shows that z 1 satisfies s I = O. When the general solution of this latter equation is inserted into Eqs. (1.4),
the solutions of the resulting first-order equations
readily yield the general solution of Liouville's equation.
The sine-Gordon equation, which in characteristic
coordinates may be written

s=sinz,

(1. 5)

has associated with the Backlund transformation,

t(p - p~ = a sin[t(z + Zl)],

(1. 6a)

t(q + q') = a- 1 sin[t(z - z ')],

(1. 6b)

where a is an arbitrary constant. In this instance, however, z and z I both satisfy an equation of the form of
Eq. (1. 5). Although Eqs. (1. 6) do not therefore lead to
a simpler equation for which the general solution is
known, they have been found useful. They lead to a socalled "theorem of per mutability" by means of which
four particular solutions of Eq. (1. 5) are interrelated.
This result enables one to obtain an infinite sequence
of particular solutions to the sine-Gordon equation
without additional use of quadrature. These particular
solutions have been found useful in the many physical
applications of Eq. (1. 5). Only recently,8 the pair of
linear equations that can be related to either of Eqs.
(1. 6) have been solved by an inverse method to obtain
the general solution to Eq. (1. 5). The particular solutions obtained from the theorem of permutability are
equivalent to the pure multisoliton solutions produced
by the inverse method.
Of the nonlinear evolution equations under study at
present, only the sine-Gordon equation, which is of
Monge-Ampere form, was originally5 known to possess
a Backlund transformation which transforms the equation into itself. More recently such transformations
have been found for the KdV 9 and modified KdV 10-12
equations. As noted above, they have also been obtained
from the linear equations of the inverse method. 3

Since the KdV and modified KdV equations are of

third order, an extension of the usual Backlund transformation theory is nec essary. The extension is minor,
although the details of the calculation are somewhat
tedious. One finds that the Backlund transformation for
the third order equation consists of an equation of first
order plus an equation of second order. The first-order
equation is of Riccati form. In the present paper these
transformations as well as one for the nonlinear
Schrodinger equation are derived by a method due to
Clairin. 13 Detailed derivation of the Backlund transformation for the sine-Gordon equation by this method has
already appeared14 15 and will not be repeated here.

The sine-Gordon equation has served as a useful

guide in constructing Backlund transformations for
some of the equations to be considered below; the following aspect of this equation should be noted: Pulse
profiles are obtained as derivatives of solutions to the
sine-Gordon equation. 16 In this instance then, the equation that is transformed into itself by a Backlund transformation is the equation for the integral over a pulse
profile. In the search for such transformations for
other nonlinear evolution equations, it has been found
useful to exploit this result. Hence, in the following,
Backlund transformations are actually found for equations satisfied by integrals over pulse profiles. The
pulse profiles themselves, of course, satisfy the KdV
and modified KdV equations. This procedure has not
been found useful in dealing with the nonlinear
Schrodinger equation, however, and in that case a
B~cklund transformation for the nonlinear Schrodinger
equation itself is obtained.
The construction of the various Backlund transformations presented in the following sections has been found
to depend upon the solution of overdetermined sets to
equations (e. g., ten equations to be satisfied by six unknown functions in the case of the KdV equation). This
is generally the case. 7 Hence, the equations that possess
such transformations are of a somewhat special character. Why so many of the equations that describe nonlinear evolution processes happen to belong to this class
is an apparently unanswered question at the present
time. Furthermore, the results obtained are characterized by extensive specialization and hence leave open
the question of the most general transformations that
could be associated with these equations. Answers to
such questions should be forthcoming when a more general understanding of Backlund transformations in nonlinear pulse propagation has been developed. Recent
algebraic results by Gerber 17 and the interpretation of
Backlund transformations within the framework of differential forms by Wahlquist and Estabrook18 may provide initial steps toward such understanding.
To exhibit the relation between a Backlund transformation and the inverse method, the equivalence of the
well-known Backlund transformation for the sineGordon equation and the linear equations of the inverse
method is summarized here. 3 A similar analysis will
be applied to each of the Backlund transformations to be
obtained below.
Definingr=tan[(z+z')/4], onefindsthatEq. (1.6a)
becomes
(1. 7)
Now, the Riccati equation
(1. 8)

is equivalent (although not uniquely) to the pair of linear

equations
W1" + PW 1= - RW2,
W2x -

PW2 = QWlt

(1. 9a)
(1. 9b)

where r = w 1/wz. Hence Eq. (1. 7) may be replaced by

Wl,,+taw1=tpw2'

(1. lOa)

J. Math. Phys., Vol. 15, No. 12, December 1974

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

2159

2159

G.L. Lamb Jr.: Backlund transformations

(1.10b)
which have the structure of the equations solved previously by the two-component inverse method.
As a final example of Backlund transformation theory
in nonlinear pulse propagation, a Backlund transformation relating the KdV to the modified KdV equation is
developed. The expectation that such a transformation
should exist is based upon a previous result of Miura. 1s
Clairin's method has been used to construct the equation that must be adjoined to the Miura transformation
to obtain a B~cklund transformation.

0= Up' - qJq')S' +!eq +!.,q' - qJeP

- qJe'P' - qJp,r' + qJr,(q' + 3p '2 ) = O.

(2.9)
Now
Os'

= fp. -

qJ., = O.

Since! is independent of q' and

plies that

(2.10)

r', Eq. (2.10) also im-

qJ.,., = qJ.'r' = 0

(2.11)

Also,
0., = fp,!e + f., - f!p'e - P'!p'e' - r'/p,p' + qJr' = 0

2. KORTEWEG-DEVRIES EQUATION

(2.12)

as well as

The KdV equation will be written in the form

(2.13)
(2.1)
To obtain an equation analogous to the sine-Gordon
equation, one introduces a function representing an
integral over the pulse profiles that satisfy Eq. (2.1).
Setting

z(x, y) =

i: dX' u(x', y),

(2.2)

one finds that z satisfies

(2.3)

q +3p2+ a=O.

Since interest centers around localized solutions, the

arbitrary function arising from integration may be set
equal to zero.
A functional form must now be chosen for the two
lower order equations that will play the role of Backlund
transformations for Eq. (2.3). Guided by the symmetry
between z and z' in the Bficklund transformations for
the sine-Gordon equation, one may begin by incorporating such symmetry at the beginning of the present calculation. A bit of reflection as well as familiarity with
the result of Clairin's work shows that a possible choice
is
P=f(z,z',p),

(2.4a)

q=<p(z, z', q',r, r',p,p~.

(2.4b)

(2.5)

r=f,,/+fe,p'+!p,r ' ,

one sees that Eq. (2.4b) is actually equivalent to

q=qJ(z,zl,ql,p',r~.

(2.6)

The mixed second derivative of z may now be written

in either of the forms
dy = feq

!p'p.=qJr'T.=a(z,z',p'),

(2.14)

where a(z, Z',p~ is unknown. However, if this function

is nonzero, a nonlinear dependence of f upon PI would
result. While this might well lead to a valid transformation, it would destroy the expected symmetry of Eq.
(2.4a) (as well as the Riccati-type nonlinearity anticipated for the result). Hence the subsequent analysis is
restricted to the case in which a(z, z I, P ') is assumed to
vanish. (It is necessarily independent of p I since
0r'r'r' == - 3fp.p.p. == 0.)
Equations (2.14) then yield
fez, Z',p/) = b(z, z ~ p' + c(z, z'),
qJ(Z, z', q',P', r~ =b(z, z~ q' + It(z, z',p~

(2. 15a)
y'

+ v(z, z',p\
(2. 15b)

in which Eq. (2.11) has again been employed as well as

Eq. (2.10). The functions c, It, and v arise in the integration process and are to be determined.
Returning to Eq. (2.9), one also finds that 0r'r'
==- 2qJr'p'==0 so that A must be independent ofp'. Also,
one finds that 0P'P'P' = 0, which yields the following
form for v(z, z',p~ in Eq. (2. 15b):
v(z, z',p') = v 2 (z, z') p'2 + vt(z, z') p' + vo(z, z').

However, since

dp

From a consideration of the functional dependence allowed in! and qJ by Eqs. (2.4), Eq. (2.13) implies

+ feq + fps

(2.7)

or
(2.8)

One now requires the equality of these mixed derivatives

as well as that z I satisfy Eq.. (2.3). This is conveniently
expressed by defining a function O(z, Z',p,p', q, q', rl, S/)
such that

(2.16)

The subsequent analysis becomes extremely cumbersome if the general form for b(z, z') is retained. Fortunately, this is unnecessary. Useful results are obtained by assuming b(z, z') to be a constant.
The structure of the Backlund transformation has
thus been reduced to

p=bp' + c,

(2. 17a)

q == bq' + Ar' + V21>12 + viP' + v o,

(2. 17b)

where b is a constant while c, A, and the three

yet undetermined functions of z and z'.

VI

are as

Substituting Eqs. (2.17) into 0 and equating to zero

the coefficient of each of the various dependences upon
r',p', and q' in 0 (since these are independent), one
obtains the following set of seven equations that must be

J. Math. Phys., Vol. 15, No. 12, December 1974

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

2160

2160

G.L. Lamb Jr.: Backlund transformations

lation will be carried out for m '" 0, k = 1= O.

satisfied by the five unknown functions and the

constant b:
211 2= - (bA. + A ),
71.= - (bc.

+ c ),

From Eqs. (2.18) one now obtains

(2. 18a)

71.= 2b(z - z,),

(2. 27a)
(2.27b)

(2. 18c)

111 = - 2bm - b(Z2 _ 2zz' + b2z'2),

11 2=b-b 2,

(2. 18d)

1/J= - 2m - 2b(1 + b) Z12.

(2. 27d)

(2. 18b)

(2. 18e)
(2. 18f)
(2. 18g)
In writing Eq. (2.9) for n the requirement that z'
satisfy Eq. (2.3) has alrea~y been introduced. It must
also be required that z satisfy this same equation. Calculation of the third derivative from Eq. (2 . 17a) shows
that

a = ba' - Ar' + 211Zp 12

+ P'[2bcc". + 2cc... + c.(bc. + c )] + c 2c + cc~, (2.19)
where the definition of 112 from Eqs. (2. 18a, b) has been
employed. The requirement that Eq. (2.3) also be satisfied by z now lead to
11 2-b+b 2=0,
(2.20a)
bc.. + 2b + cu ' = 0,
c2c .. + cc;+ 110 + 3c z =0.

(2.20b)
(2.20c)

Equations (2. 18) and (2. 20) are the complete set of
equations that must be satisfied. Such overdetermined
systems are a characteristic of calculations dealing with
Backlund transformations.
Equation (2. 18g) implies that 110 may be written
110= 1/J(z') c(z, z'),

(2.21)

where 1/J(z') is to be determined. A first integral for

Eq. (2.20c) may be obtained at this point. One finds

Equations (2. la, b, c, f, g) and Eqs. (2.20) are now found

to be satisfied identically while Eqs. (2. 18d, e) require
b = - 1. The form of the Backlund transformation has
now been completely determined and agrees with that of
Wahlquist and Estabrook. 9 The result also takes the
completely symmetric form2o

P +p'= m- i(z- Z')2,

(2. 28a)

q + q' = (z - z ')(r _ r') _ 2(p2 + pp' + p'2).

(2. 28b)

A. Theorem of permutability

As noted in the introduction, the Backlund transformation for the sine-Gordon equation was used long ag0 6 to
derive a theorem of permutability. This is a relation
among the solutions that permits the construction of an
infinite sequence of additional solutions without additional quadrature. For coherent optical pulse profiles,
this result has been used 16 to construct solutions for
2n1T pulses (n = 0, 1, 2, ... ) .
A similar situation exists in the case of other equations for which a Backlund transformation has been
obtained. The result for the KdV equation was given by
Wahlquist and Estabrook. 9 Their results are briefly
summarized here along with an application to a particular example.
First, a single soliton solution may be obtained by
noting that z 1=0 is a solution to the KdV equation. Then,
using this result as z' in Eqs. (2.28), one finds that z
satisfies

(2.22)
The consideration of elliptic functions may be avoided
by setting K = O. Equation (2.22) now implies
c.,,=-l.

(2.23)

c.. ,= - b,
and, finally, Eqs. (2.20a) plus (2. 18a, b) yield
c =2b+b 2.

q=zr- 2p2= - 2mp.

(2. 29b)

A solution of these equations is

(2.30)

(2.25)

As noted above, the nonzero value of m has led to a

solution for z that does not vanish for x = - co. The corresponding solution of the KdV equation is
(2.31)
u= p = msech2[(m/2)1/2(x - 2my)].

(2.26)

Unlike the sine-Gordon equation, Eq. (2.3) has solutions that are divergent. Equations (2.29) also have the
solution

(2.24)

Integration of these last three equations yields

c(z, z') = m _HZ2 + 2bzz' - b(2 +b)Z'2] +kz +lz',

(2. 29a)

z = (2m)1/2tanh[(m/2)1/2(x - 2my)].

From Eq. (2. 20b) ,

(2.27c)

where k, 1, and m are constants of integration. The

choice of these constants is quite critical for the subsequent analysis. From Eq. (2. 17a) one sees that solutions which are to vanish at x = - co, as is required by
Eq. (2.2), will require m = O. However, it is the
derivative of z that yields u the solution of the KdV
equation. Solutions with m '" 0 may be used for this. It
is such a solution that leads to previously reported results. 9 This point will be taken up again in connection
with the theorem of permutability. The present calcu-

z* = (2m)1/2coth[(m/2)1/2(x_ 2my)].

(2.32)

In using the theorem of permutability to construct multisoliton solutions of the KdV equation, care must be
taken to exclude such divergent results. Perhaps paradoxically, exclusion of divergent multisoliton expressions is carried out by a judicious usage of the divergent solution z* given above. 9
To obtain the theorem of per mutability, one notes
that Eq. (2. 28a) may be interpreted as a transforma-

J. Math. Phys., Vol. 15, No. 12, December 1974

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

2161

2161

G.L. Lamb Jr.: Backlund transformations

tion from a known solution Zl to a new solution zm which

contains the constant m. Four such transformations
may be written
(2. 33a)
(2. 33b)
Pm1m2 + Pm1 = m2 - t(zm1m2 - zm 1)2,
Pm1m2 +Pm2=m1-t(zm1m2-zm2)2.

(2.33c)
(2. 33d)

In the latter pair of equations the two known solutions

are those obtained in the previous two equations. One
requires that the two latter transformation equations
lead to the same final solution zm 1m2 Note that the same
two constants have been used again but they have been
interchanged so that m2 is associated with Zm1 and vice
versa. Subtracting the second from the first and the
fourth from the third and finally eliminating Pm1 - Pm2
among the two resulting equations yields

(2.34)
The possibility of divergence in this result may be
removed by noting from Eqs. (2.30) and (2.32) that
Zl < (2m)1/2 < z1.
As an example, note that the choice

ZI

= 0 and ml = 8,

m2 = 2 with the divergent solution used for z1 leads to

zmlm2 = 6(2 cothA - tanhB)-l,

(2.35)

where
A=2x-3y,

(2. 36a)

B=x-4y.

(2. 36b)

3-

12

which agrees with a previously quoted

solution for the KdV equation

(2.37)
two-soliton

where P = oz/ox= u, the solution of the KdV equation.

Use of the inverse method to obtain P from this equation
is now well known. 1
3. MODIFIED KORTEWEGDEVRIES EQUATION

A procedure quite similar to that of the previous section yields Backlund transformations associated with the
modified KdV equation. This latter equation will be
written in the form
Uy+6u2u:r+u:rn=0.

(3.1)

The integral of the pulse profile now satisfies

q + 2p 3 + a = 0,

(3. 2)

where z is again related to U as in Eq. (2.2). The general functional forms chosen for the Backlund transformation are the same as those of Eqs. (2.4a) and
(2.6). One finds that relations of the form of Eqs. (2.17)
are again obtained. One may again choose b to be a
constant. However, since Zl now satisfies Eq. (3.2) instead of Eq. (2.3), Eqs. (2. 18d) and (2. 18f), which are
the coefficients of P12 and P13 in the calculation of the
previous section, must be modified. It is found that
they must be replaced by
(3.3a)
(3.3b)

(3.4a)

v2 +2b c=0,
2bc + c '

(3.4b)

+ bc.. = 0,
2

cc.. + c! + 2c + 1jJ(z ') =

The choice m = 0, 1= k in Eq. (2. 26) would have led

to the single soliton result
Z

(2.41)

b(b 2 - 1) = 0,

4cosh2B + cosh2A + 3
[cosh(A + B) + 3 cosh(A - B) J2'
21

V2:r:r + (p - tm)v2 = 0,

The requirement that z also satisfy Eq. (3.2) leads to

Differentiation of Eq. (2.35) then yields

U -

In the present case the second-order equation is

actually more convenient to analyze. One finds

=k[l +tanhtk(x- k 2y)],

(2.38)

which has behavior at X= - 00 that is consistent with Eq.

(2.2). However, there appears to be no advantage in
going to this solution since the theorem of per mutability
is not as concise as Eq. (2.34) and the divergent solutions are still required.
B. Relation to the inverse method

Since the first of the two Backlund transformation

equations listed in Eqs. (2.28) is of Riccati type, the
linearization procedure outlined in the introduction may
be applied. By setting r = Z - Z I, Eq. (2. 28a) becomes
r:r-tr2+(m- 2p)=0.

(2.39)

Comparison with Eq. (1. 8) shows that the appropriate

linear system is

(3.4c)

o.

Equation (3. 4a), which r-esults from the cubic term in

Eq. (3.2), imposes an additional restriction on the
constant b. (It should be noted that the class of Backlund
transformations being considered here does not have
provision for powers of P greater than 3. Hence, modified KdV equations of the form u y + ti'u:r + un" = 0 with
n > 2 will not have Backlund transformations of the
"Riccati type" being considered here. The lack of
soliton behavior observed in numerical solutions of
these equations is undoubtedly related to this fact.)
Combination of Eqs. (3.4b) and (3.4c), with v 2 again
obtained from Eqs. (2. 18a, b), yields
(3.5)
A first integral of the ordinary differential equation in
Eq. (3.4d) is
c! + c 2 + 1jJ(z ~ = 0,

The linear transformation WI = - VI + i t:V2, W2 = yields the linear equations treated in Ref. 2.

V2

(3.6)

which implies
(3.7)

(2.40a)
(2.40b)

(3.4d)

Integration of Eqs. (3.7) and (3.5) yields

c(z, z~

=c, exp(iv) + c2 exp(- iv) + c 3 exp(iw) + c 4 exp(- iw),

(3.8)

J. Math. Phys., Vol. 15, No. 12, December 1974

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

2162

G.L. Lamb Jr.: Backlund transformations

2162

(3.18)

v=z +bz',

(3.9a)

W=Z - bz',

(3.9b)

and the Cj are constants of integration. A result of

sufficient generality for present purposes 22 is obtained
by setting c 3 = C4= 0, c 2 = - C1' Then

C(z, z') = a sinv,

(3.10)

where a= 2ic1' The remaining functions in the transformation equations are readily found. One obtains
A= -

2ab 3 cosv,

Wlx

+ i aw1 =PW 2,

(3. 19a)

i aw2 = PW1'

(3. 19b)

Wax -

Backlund transformation results equivalent to those

presented here have recently been derived by Wadatill
and Hirota12 and have been obtained directly from the
linear equations of the inverse method by NewelL 3

(3.11a)

vo= - a sinv,

(3.11b)

4. NONLINEAR SCHRODINGER EQUATION

v1=-2a2b 3 ,
v2= - 2ab 2 sinv,
1/J=_a2.

(3.11c)

In treating the nonlinear Schrodinger equation, the

introduction of an area function has not been found useful. (Indeed, the single soliton pulse profile for this
equation is not the derivative of any particularly simple
analytic function.) Proceeding, then, to a consideration
of the nonlinear Schrodinger equation itself, the equation under study and its complex conjugate are taken in
the form

(3.11d)
(3.11e)

A Backlund transformation for the modified KdV

equation is therefore

p = bp' + a sinv,

(3. 12a)

q= bq' - 2a[br' cosv +p'2 sinv +ia(p +bp')],

(3. 12b)

where, according to Eq. (3.4a), b = 1. The solution

b = 0 must obviously be discarded. A completely symmetric form of Eq. (3. 12b) is

q = bq' - a[(r + br') cosv + (p2 + p12) sinv],

b = 1.
(3.13)

The choice of signs is expected since if z' is a solution

of Eq. (3.2) so is -z'.
A. Theorem of permutability

The result given in Eq. (3. 12a) is quite similar to

the Backlund transformation equations for the sineGordon equation [cf. Eqs. (1.6)]. Since only one of the
transformation equations is needed for the theorem of
permutability, there is a corresponding similarity in
the permutability relation as well. A calculation identical to that of Sec. 2A yields
tan

As noted in the introduction, use of Eqs. (1. 8)-(1.10)

leads to the linear equations considered by Ablowitz,
et al., viz.

(Z3;ZO) =b (~~~~:)tane1;Z2),

b=1. (3.14)

Starting from zo= 0, one finds

Zj = 2 tan- 1 exp(llj), i = 1, 2,

(4.1a)

- iq + r + Z2Z = 0,

(4.1b)

where the bar indicates complex conjugate. The general

form adopted for the Backlund transformation is

p =f(z, z, z I, Z',p',p'),
q = 'P(z, z, z', Zl, q', q',p',p').

afy + oj,

in which 01 is an integration constant. Equation (3.14)

then yields
1

2)

sinhi( III - 1l2)J

i() .
cos h
"2 III + 112

(4.3a)

G!.

= /po -

'Pq = 0,

(4.3b)

which reduces G to the form

+ f8q' + fEep + f"q' - 'P8f - 'Pe'P' - 'Pil

- 'Pi'P' + 'Pp.(iq' + z 2Z/) + 'P~.(- iq' + Zl2Z ')

G= f8'P

o.

(4.4)

From Eqs. (4.2) and (4.3)

(4.5)

In addition, employing Eqs. (4.3),

(3.15)

(3.16)

_ 2 t _1 [(a + a
Z3-
an
a1 - a2

(4.2b)

G$.=fp'-'P.'=O,

= 2ifp.p. = 0,

G = - 2if,,p'

= alx -

(4.2a)

In addition, one requires the complex conjugate transformation equations Ii =1, q = (jJ. Introducing the function
G as in the previous examples and eliminating rand r
by Eqs. (4.1), one finds that

'Po'.' = 'P.'ij' = 'Pij'ij' = O.

where
III

iq + r+ Z2 Z = 0,

= O.

(4.6a)
(4.6b)

Equations (4.3) then imply

'P.'p. = 'P p = O.

(4.7)

Also, one finds

(3. 17)

A solution of this type has been obtained by Wadati23 by

employing the inverse method.
B. Relation to the inverse method

The change of variable r = tan[i(z + bz')] converts

Eq. (3. 12a) to the Riccati equation

(4.8a)
G p

= - i'P pp = O.

(4.8b)

Integration of Eqs. (4.7) and (4.3) yield

fp =g~,p') = 'P ,

(4.9)

where Z stands for the set of four dependent variables

z, Zl, Z, Z', and g is a function to be determined. Subse-

J. Math. Phys., Vol. 15, No. 12, December 1974

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

2163

G.L. Lamb Jr.: Backlund transformations

2163

quent integration of Eq. (4.9) and use of Eqs. (4.6)

leads to

/== kP'P' + lp' + mp' + n,

(4.10)

where k, l, m and n are arbitrary functions of Z. Furthermore, Eqs. (4.3) and (4.10) yield
qJ==k(plq' +p'q') +lq'+m?j'+ op'P' +Tp' + 8]5' + X, (4.11)
where a,

T,

8, and X are also functions of Z.

The requirement that the unprimed variables satisfy

Eq. (4.1) is now imposed. Calculating r from Eq.
(4.10), one finds that
iq + r== - zZz= - kJilzl2z ' + kp'(irj' + 1'') _lZ'2Z' + m(iq' + 1")
+Ap'ji' + Bp' + Cpt + Dp'Zji' + Ep,2p ' + Fpl2

+ GP'2+H,

(4.12)

where Eqs. (4.1) in terms of the primed coordinates

have been employed to write the coefficients of kp' and
l in terms of Z. The variables p', p', q', 1", and the
Z are independent variables, and therefore Eq. (4.12)
must be satisfied identically. Hence one sets A, ... , G
= 0, and H = - zZz. Since the coefficients of kP' and m
can not be expressed in terms of Z by employing Eq.
(4.1b), one must set k == m = O. For k = m == 0, the requirement that Eq. (4.12) be satisfied indentically
leads to
A

= ia + i lE + li' = 0,

B=iT + l~n + l.n+ ln~

(4. 13a)
+n~,

= 0,

(4. 13b)

C=iB+niZ +ni' =0,

(4. 13c)

F==l", +ll,,=O,

(4. 13d)

H =nn" +nnE-lzl2z' + iX = - Z2Z,

(4. 13e)

as well as D=E=G=O. Equation (4. 13d) may be satisfied by choosing 1 to be a constant. Then a= 0 by Eq.
(4. 13a) . Such a solution has been found to be adequate
for present purposes. 2~
The Backlund transformation has now been developed
to the form
p=ap'+n,

(4. 14a)

q=aq'+Tp'+BP'+X.

(4. 14b)

fu addition there are the complex conjugate expressions

p =?ij'+n,

(4. 15a)

q = aq' + 'Tp' + ep' + x.

(4. 15b)

Substitution of these four expressions into the form

of n given in Eq. (44.) leads to
n=J q' + Kp' + Lp' + M + Nq' + ppl2 + Qplj)' +Rpl2= 0,
(4.16)
where the expressions J, ... , R are functions of Z that
are given below in the simplified form in which they are
used in the subsequent analysis. Each such coefficient
is again required to vanish identically. fu particular,
one finds
(4. 17)
In conjunction with Eq. (4. 13c) this leads to B = O. With

this simplification the vanishing of the coefficients in

Eq. (4.16) yields the equations
J = an"
K

(4. 18a)

+ nIt' + iT = 0,

== Tn. -

L =n, 'f -

axe -n1'c - x."

ax,- Xi' = 0,

- n1'i= 0,

(4. 18b)
(4. 18c)

M=xn. +XnE-nX. -nx.+ TZ'Zz'== 0,

(4. 18d)

N = an, + nE' = 0,

(4. 18e)

p= - (aT. + 1'e') = 0,

(4. 18f)

Q=-(a1'i+1'.,)=O,

(4. 18g)

as well as R = 0 identically.
Equation (4. 13e) plus Eqs. (4.18 constitute a set of
eight equations that must be satisfied by n, 1', X and their
complex conjugates. The solution is here outlined for
the case a = 1. (The result for a = - 1 may be obtained by replacing Zl by - z' in the result to be obtained here.)
By introducing
W=Z

+ Zl, v==z - z',

(4.19)

Eqs. (4. 18f, g) show that T= 1'(v, V) while Eq. (4.18e)

yields n= new, v, V). Equation (4. 18a) then leads to

new, v, il) = -

hWT(V, V) + y(v, il),

(4.20)

where y is to be determined. From Eq. (4. 18c)

2X = TW(- tiWTij + Yii)

where

+ t(w, v, il),

(4.21)

is to be determined. From Eq. (4. 18b),

t= w(- ti~ + Ty v - YTv - yTij) + T/(v, V),

(4.22)

where 1) is to be determined. Substitution into Eq.

(4.13e) and separation of the resulting equation according to powers of w leads to
(4. 23a)
'YTv

+ YTii== O.

(4. 23b)

TTv==_V,

(4. 23c)
(4. 23d)

{T'Yv= 0,
- 'hT'Y + 'Y'Yv + Y'Y/i + tiT/ = -

tvv

(4. 23e)

Equations (4. 23a, c) are satisfied by

T= i(b _ 2vil)1IZ,

(4.24)

where b is real constant. Equation (4. 23b) is satisfied

by
y=ikv,

(4.25)

where k is a real constant.

Equation (4. 23e) then yields
T/

= iv(t 1v 12 + kT -

2k 2 ),

and Eqs. (4.26), (4.22), and (4.21) lead to

X= - kn + iTn + hv( 1W 12 + 1V 12).

(4.26)

(4.27)

Equation (4. 18d), which has not been used in the analysis
thus far, is now found to be satisfied indentically.
The Backlund transformation is therefore

J. Math. Phys., Vol. 15, No. 12. December 1974

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

2164

G. L. Lamb Jr.: Backlund transformations

(4. 28a)

p=p'-"hwT+ikv,
q=q'+tT(p +p~ - kn +hv(

2164

Iwl

+ Iv 12),

(4. 28b)

where
T=i(b_2IvI2)1/2

(4.29)

and band k are arbitrary real constants.

While a theorem of per mutability may be obtained
from Eq. (4. 28a) by following the procedure used in
subsections 2A and 3A, the result appears to be too
complex to be useful for computational purposes.

rivatives that appear when equality of mixed second

partial derivatives is imposed and account is taken of
the relation among these derivatives that is imposed by
the KdV equation.
Following the procedure employed in the three previous sections, one defines
n=f~cp

+f~q'-

cp~f- cp~.p' - cpp. r '

+ CPr.(q' + 6Z'p') =0.

(5.2)

Then
0,.' = f~.

+ CPr' = 0,

(5.3a)

Connection with the inverse method

(5.3b)

Contact with the inverse ,method may be made by

defining

r= (b -

21v 12)1/2/21/2V.

(4.30)

Equation (4. 28a) and its complex conjugate yield

z[r r + ikr + 2- 1/2(zr2 + z)]

(5.3c)

n pp = f~f~~, - fu~f - 2cp~.p' - p'f~.~.~"

(5. 3d)

n pr p = - CPP'p'P'

(5.3e)

= 0,

(5.3f)
(4.31)

From Eqs. (5. 3f) and (5. 3c)

f~.~. =CPP'p' =a(z),

If one now sets either z or z 1 = 0 the other variable

satisfies a Riccati equation. By following the procedure

outlined in the introduction, this Riccati equation is
equivalent to the pair of linear equations
Wb + tikw1 = - 2-1/2-ZW2,
war - tikw2 = 2- 1/ 2ZW 1,

n p r = f~.~. - CPP'p' = 0,

(4. 32a)

where the unknown function a(z) arises from integration.

It turns out that a(z) must be set equal to zero to have
f(z, z ~ reduce to the Miura transformation. Then, inte-

gration of Eq. (5.4) in conjunction with Eq. (5.3a)

yields

(4. 32b)

which are the linear equations for the inverse problem

that has been associated with the nonlinear Schrodinger
equation. 4,2
5. RELATION BETWEEi KdV AND MODIFIED KdV
EQUATIONS

The Backlund transformations constructed in the

three previous sections are of a very special type in
that they transform a given equation into itself. As
noted in the Introduction, a more general usage of the
transformation theory involves transformations between
equations of different form.
The relation between the KdV and modified KdV equations discovered by Miura19 leads one to suspect that
these two equations may actually be related by a
Backlund transformation. In the present section this
is shown to be the case. Clairin's method is employed
to obtain another equation that may be paired with the
Miura transformation to complete the Backlund
transformation.
To avoid the introduction of imaginary quantities, the
KdVand modified KdV equations are written q' + 6Z l p'
+ cv.' = 0 and q - 6z 2p + cv. = 0, respectively. The general
form of the Backlund transformation will be taken to be

p = f(z, z,),

(5.1a)

q= cp(z, Z',p', r').

(5.1b)

The choice of the first equation is motivated by the

known form of the Miura transformation (which in the
present notation is p = Z 1 + Z2) while the choice of the
second equation is dictated by the type of derivatives
that appear when equality of mixed second partial de-

(5.4)

f~. =g(z) = - CPr'

(5.5)

as well as cpp.= A.(z, Zl, r') where both g(z) and A.(z, z'r~
are to be determined. Equations (5. 3b) and (5. 3d) reduce the functional dependence of A. so that
CPp' = A.(z).

(5.6)

Integration of this result and use of Eqs. (5.3a) and

(5.5) leads to
cP = Ap' - gr' + II(Z, z ~ .

(5.7)

The z' dependence is now determined by observing

that
08't:'P' == - CfJ 8'e'I1'

= 0

(5.8)

and
(5.9)
Derivation of these results employs Eq. (5. 3d) in the
form CP~'p' = 0, which follows from the vanishing of a(z).
Sincef~. =g, integration of Eq. (5.9) yields
cp~.~. =

zJ!(z)

(5.10)

with
zJ!(z) =Kg(z),

(5.11)

where K is a constant of integration. Integration of

Eq. (5.10) yields a form for cP in which all but the z
dependence has been determined. The Backlund transformation has now been developed to the form
p=gz'+h,

(5. 12a)

q = Ap 1 _ gr' + tKgz 12 + XZ ' + 8,

(5. 12b)

where g, h, A., X, and 8 are as yet undetermined functions of z. Using Eqs. (5.12) in Eq. (5.2) and then set-

J, Math. Phys., Vol. 15, No. 12, December 1974

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16

2165

2165

G.L. Lamb Jr.: Backlund transformations

ting equal to zero the coefficient of each of the different dependences upon the primed variables in {1 yields
gX' - Ag' +g(6 +K) = 0,

(5. 13a)

g'X - X'g+%K(gh' - hg') = 0,

(5. 13b)

g'8- 8 'g+ Xh' - hX' =0,

(5. 13c)

X=Ah'-hX',

(5. 13d)

8h' -h8'= 0,

(5. 13e)

X=hg' -gh'.

(5. 13f)

Equations (5. 13b) and (5. 13f) lead to

(5.14)

KX= 2(xg' - gx').

Specialization of Eq. (5. 12a) to the Miura transformation requires g= 1. The construction of {1 has already
incorporated the KdV equation. The requirement that
Eqs. (5. 12) yield q - 6z 2p + 0/ = leads to

h' + X=O,

(5.15a)

h"+%K=O,

(5. 15b)
(5. 15c)
(5. 15d)

These equations are readily solved. One finds

h=Z2, X=-2z, X='F 2z 2, 8=0, K=-4. Equations
(5. 13a, d, e) are also satisfied by these solutions. Finally, the Backlund transformation is

P = (z' +Z2),

(5. 16a)

q = 'F r' - 2(zp' + z'p).

(5. 16b)

Equation (5. 16a) is the Miura transformation.

ACKNOWLEDGMENTS

The author is indebted to F. B. Estabrook, R. M.

Miura, A.N. Newell, and H.D. Wahlquist for their

comments and corrections relating to earlier versions

of this manuscript.
*Present address: Department of Mathematics and Optical
Sciences Center, The University of Arizona, Tucson,
Arizona 85721.
1A.C. Scott, F.Y.F. Chu, andD.W. McLaughlin, Proc.
IEEE 61, 1443 (1973).
2M.J. Ablowitz, D.J. Kaup, A.C. Newell, and H. Segur,
Phys. Rev. Lett. 31, 125 (1973).
3A. C. Newell (private communication).
4V. E. Zakharov and A. B. Shabat, Zh. Eksp. Teor. Fiz. 61,
118 (1971) [Sov. Phys. JETP 34, 62 (1972)1.
5E. Goursat, Le probleme de Backlund, Memorial Sci. Math.,
Fasc. 6 (Gauthier-Villars, Paris, 1925). (This volume contains an extensive bibliography of early papers on Backlund
transformations. )
6L. Eisenhart, A Treatise on the Differential Geometry of
Curves and Surfaces (Reprinted, Dover, New York, 1960),
pp. 284-90.
7A.R. Forsyth, Theory of Differential Equations, Vol. 6
(Reprinted, Dover, New York, 1959), Chap. 21.
8M. J. Ablowitz, D. J. Kaup, A. C. Newell, and H. Segur,
Phys. Rev. Lett. 30, 1262 (1973).
9H. D. Wahlquist and F. B. Estabrook, Phys. Rev. Lett. 31,
1386 (1973).

10G. L. Lamb, Jr., Phys. Lett. A 48, 73 (1974).

11M. Wadati (to be published).
12R. Hirota (to be published).
13M.J. Clairin, Ann. Toulouse 2 e Ser. 5, 437 (1903).
14G. L. Lamb, Jr., in In Honor of Philip M. Morse, edited
by H. Feshbach and K. U. Ingard (M.1. T. Press, Cambridge,
Mass., 1969), p. 88 (Appendix A).
15W. F. Ames, Nonlinear Partial Differential Equations in
Engineering, Vol. II (Academic, New York, 1972), pp.
44-48.

16G. L. Lamb, Jr., Rev. Mod. Phys. 43, 99 (1971).

17p. D. Gerber, IBM J. Res. Develop. 17, 314 (1973).
18H. D. Wahlquist and F. B. Estabrook (to be published).
19R.M. Miura, J. Math. Phys. 9, 1202 (1968).
2oH. D. Wahlquist (private communication).
21N. J. Zabusky, Phys. Rev. 168, 124 (1968), Eq. (14).
22Note that if one also were to set c2= 0, a valid Backlund
transformation would result, but the simplest solution of the
resulting equations, which should correspond to the integral
of the single soliton solution would diverge.
23M. Wadati, J. Phys. Soc. Japan 34, 1289 (1973).
24Investigation of other particular solutions obtained from the
general solution 1 = (z -lz') may prove advantageous.

J. Math. Phys., Vol. 15, No. 12, December 1974

This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 111.68.103.14
On: Mon, 02 Nov 2015 10:58:16