Lax pair

In mathematics, in the theory of integrable systems, a Lax pair is a pair of time-dependent matrices or operators that describe the corresponding differential equations. They were introduced by Peter Lax to discuss solitons in continuous media. The inverse scattering transform makes use of the Lax equations to solve such systems.

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Definition

A Lax pair is a pair of matrices or operators L(t), P(t) dependent on time and acting on a fixed Hilbert space, and satisfying Lax's equation:

\frac{dL}{dt}=[P,L]

where [P,L]=PL-LP is the commutator. Often, as in the example below, P depends on L in a prescribed way, so this is a nonlinear equation for L as a function of t.

Isospectral property

It can then be shown that the eigenvalues and more generally the spectrum of L are independent of t. The matrices/operators L are said to be isospectral as t varies.

The core observation is that the matrices L(t) are all similar by virtue of

L(t)=U(t,s) L(s) U(t,s)^{-1}

where U(t,s) is the solution of the Cauchy problem

\frac{d}{dt} U(t,s) = P(t) U(t,s), \qquad U(s,s) = I,

where I denotes the identity matrix. Note that if L(t) is self-adjoint and P(t) is skew-adjoint, then U(t,s) will be unitary.

In other words, to solve the eigenvalue problem Lψ = λψ at time t, it is possible to solve the same problem at time 0 where L is generally known better, and to propagate the solution with the following formulas:

\lambda(t)=\lambda(0) (no change in spectrum)
\frac{\partial \psi}{\partial t}=P \psi

Link with the inverse scattering method

The above property is the basis for the inverse scattering method. In this method, L and P act on a functional space (thus ψ = ψ(t,x)), and depend on an unknown function u(t,x) which is to be determined. It is generally assumed that u(0,x) is known, and that P does not depend on u in the scattering region where \Vert x \Vert\to \infty. The method then takes the following form:

  1. Compute the spectrum of L(0), giving \lambda and \psi(0,x),
  2. In the scattering region where P is known, propagate \psi by using \frac{\partial \psi}{\partial t}(t,x)=P \psi(t,x) with initial condition \psi(0,x),
  3. Knowing \psi in the scattering region, compute L(t) and/or u(t,x).

Example

The Korteweg–de Vries equation is

u_t=6uu_x-u_{xxx}\,

It can be reformulated as the Lax equation

L_t=[P,L]\,

with

L=-\partial^2%2Bu\, (a Sturm–Liouville operator)
P= -4\partial^3%2B3(u\partial%2B\partial u)\,

where all derivatives act on all objects to the right. This accounts for the infinite number of first integrals of the KdV equation.

Equations with a Lax pair

Further examples of systems of equations that can be formulated as a Lax pair include:

References