Paper 1 , Section II, 33D

Integrable Systems
Part II, 2021

(a) Let U(z,zˉ,λ)U(z, \bar{z}, \lambda) and V(z,zˉ,λ)V(z, \bar{z}, \lambda) be matrix-valued functions, whilst ψ(z,zˉ,λ)\psi(z, \bar{z}, \lambda) is a vector-valued function. Show that the linear system

zψ=Uψ,zˉψ=Vψ\partial_{z} \psi=U \psi, \quad \partial_{\bar{z}} \psi=V \psi

is over-determined and derive a consistency condition on U,VU, V that is necessary for there to be non-trivial solutions.

(b) Suppose that

U=12λ(λzueueuλzu) and V=12(zˉuλeuλeuzˉu)U=\frac{1}{2 \lambda}\left(\begin{array}{cc} \lambda \partial_{z} u & e^{-u} \\ e^{u} & -\lambda \partial_{z} u \end{array}\right) \quad \text { and } \quad V=\frac{1}{2}\left(\begin{array}{cc} -\partial_{\bar{z}} u & \lambda e^{u} \\ \lambda e^{-u} & \partial_{\bar{z}} u \end{array}\right)

where u(z,zˉ)u(z, \bar{z}) is a scalar function. Obtain a partial differential equation for uu that is equivalent to your consistency condition from part (a).

(c) Now let z=x+iyz=x+i y and suppose uu is independent of yy. Show that the trace of (UV)n(U-V)^{n} is constant for all positive integers nn. Hence, or otherwise, construct a non-trivial first integral of the equation

d2ϕdx2=4sinhϕ, where ϕ=ϕ(x)\frac{d^{2} \phi}{d x^{2}}=4 \sinh \phi, \quad \text { where } \quad \phi=\phi(x)