Challenges of dispersionless integrability: Hirota type equations

Lead Research Organisation: Loughborough University
Department Name: Mathematical Sciences

Abstract

Dispersionless systems typically arise as long-wave approximations to equations governing various physical phenomena. Applications include shallow water theory, aerodynamics, Whitham averaging theory, Laplacian growth processes, general relativity, and differential geometry. In many particularly interesting cases the resulting dispersionless systems have an additional property of integrability (informally, this means that they are amenable to analytical, not just numerical, treatment). Recently, our group has proposed a novel approach to the classification of integrable models of this kind, known as the method of hydrodynamic reductions. It is based on the requirement that the original multi-dimensional system can be decoupled into a collection of consistent 1+1 dimensional systems of hydrodynamic type in an infinity of ways. It was demonstrated that this requirement provides an efficient classification criterion. Dispersionless integrability proved to be an exciting research area with deep links to generalised conformal geometry, theory of special functions, complex analysis, algebraic geometry, and twistor theory.

The key challenges of dispersionless integrability can be summarised as follows:

1. Prove that the moduli spaces of dispersionless integrable systems are finite-dimensional (that is, such systems depend on finitely many essential parameters). Prove that `generic' systems of this type can be parametrised by special functions such as generalised hypergeometric functions, elliptic functions, or modular forms.
2. Prove that in 3D, every dispersionless integrable system possesses an integrable dispersive regularisation (such regularisations are known to prevent breakdown of classical solutions by generating, near the point of gradient catastrophe, a zone of rapid modulated oscillations later transforming into solitons). For `generic' dispersionless integrable systems, such regularisations constitute a novel class of fully discrete integrable equations.
3. Prove that in 4D, every dispersionless integrable system is necessarily linearly degenerate (the property of linear degeneracy is closely related to the null condition of Klainerman that insures global existence of classical solutions, even without any dispersive regularisation).
4. Develop a general solution procedure for linearly degenerate dispersionless integrable systems (non-breaking character of a linearly degenerate evolution suggests a dispersionless analogue of the classical inverse scattering transform).
5. Generalise the method of hydrodynamic reductions to systems that are not translationally invariant (the main problem here is the lack of a general theory of integrability of translationally non-invariant systems of hydrodynamic type in 1+1 dimensions).
6. Relate dispersionless integrability to generalised conformal geometry (generalised Einstein-Weyl geometry in 3D, or generalised self-dual geometry in 4D).

In full generality, the problems formulated above are out of reach at present. This is primarily due to the complexity of the integrability conditions, as well as their subtle dependence on the type of system under study. In this project, we plan to address these challenges for the particularly interesting class of dispersionless Hirota type equations, which appear in applications in nonlinear acoustics (dispersionless Kadomtsev-Petviashvili equation), general relativity (Boyer-Finley equation), differential geometry (special Lagrangian submanifolds, affine hyperspheres), dispersionless limits of various integrable hierarchies of KP/Toda type, and so on. I strongly believe that successful solution of the above problems for Hirota type equations, and the relevant new analytic/geometric techniques, would significantly advance our understanding of multi-dimensional dispersionless integrability. In fact, the class of Hirota type equations is broad enough to contain all essential difficulties of general challenges.

Planned Impact

There are several other areas (in addition to those mentioned in `Academic Beneficiaries'), where the proposed research is expected to make impact. Two of them are described below.

1. The Hele-Shaw dynamics describing the interface between viscous and ideal fluids (oil and water) is governed by a hierarchy of integrable dispersionless Hirota type equations. This dynamics is known to possess singular behaviour manifesting itself in fingering, bubbling, and the emergence of cusp-like singularities. A universal discrete/dispersive deformation of Hirota type equations (to be constructed in this project) will lead to a canonical integrable regularisation of the Hele-Shaw flow, and will provide a necessary background for the design of an optimal numerical scheme. Our discretisation procedure is expected to find important applications within a broader area of study known today as 'Laplacian growth'. In fact, the discrete counterpart itself can be viewed as an alternative model of the original problem, indeed, physical processes are generally smooth, although may exhibit large gradients in certain regions of space and time.

2. In applied mathematics, many properties of a complicated nonlinear system can be established by analysing its formal linearisation. In my work on geometric aspects of quasilinear PDEs, I came across a canonical procedure that approximates a given quasilinear system by a linearly degenerate system; in contrast to the formal linearisation, this approximation is second-order, and can capture more subtle properties of the original model. Taking into account non-breaking character of linearly degenerate dynamics, one can argue that this construction would provide a perfect regularisation of a fully nonlinear system. For Hirota type equations, this leads to a canonical approximation by a Monge-Ampere equation. I am convinced that, due to its invariance and simplicity, the approximation of this kind will become a useful tool in applied research. The only reason for not including this topic in the list of Objectives was the need to concentrate, at this stage, on the key theoretical challenges.

Educational impact
1. One of the outcomes of the project will be a well-trained RA with expertise in the areas of integrable systems, differential geometry, perturbative techniques, computer algebra, and potential industrial applications. We will do our best to ensure that RA becomes a valuable member of the academic community, or the scientific industrial community.
2. I plan to give lecture courses on the topic of dispersionless integrability (China, Ningbo University and Kazakhstan, Eurasian National University), with the aim to attract strong research students from abroad.
3. In the second year, I plan to organise a Research Workshop `Challenges of Dispersionless Integrability', with the aim of bringing together experts from both pure and applied communities. Along with invited talks, the programme will include lecture courses on the subject of dispersionless integrability and its applications, aimed at UK research students.

In order to broaden our vision of the impact of the proposed research, both PI and RA plan to present their results at two applied conferences:
1. SIAM Conference on Nonlinear Waves and Coherent Structures. This annual event fosters collaborations among applied mathematicians and engineers in the subjects as diverse as fluid mechanics, Bose-Einstein condensation, nonlinear optics, atmosphere and ocean dynamics, and chemical reactions. Some of these processes are governed by Hirota type equations.
2. IMA Conference on Mathematics of Surfaces. This annual conference is aimed at applications of differential geometry of surfaces in practical problems encountered in industry, surface design, and architecture. Our project is related to this area since many classes of surfaces with specific geometric constraints on their shape are governed by Hirota type equations.

Publications

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B. Doubrov (2018) Integrable systems in 4D associated with sixfolds in Gr(4, 6) in Int. Math. Res. Not. IMRN, DOI:10.1093/imrn/rnx308

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Berjawi S (2020) Second-order PDEs in four dimensions with half-flat conformal structure. in Proceedings. Mathematical, physical, and engineering sciences

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Cléry F (2019) Dispersionless Hirota Equations and the Genus 3 Hyperelliptic Divisor in Communications in Mathematical Physics

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Cléry F (2022) Modular Forms of Degree 2 and Curves of Genus 2 in Characteristic 2 in International Mathematics Research Notices

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Doubrov B (2019) Integrable Systems in Four Dimensions Associated with Six-Folds in Gr(4, 6) in International Mathematics Research Notices

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E.V. Ferapontov (2018) Integrability of dispersionless Hirota type equations in 4D and the symplectic Monge-Ampere property in International Mathematics Research Notices,

 
Description Our findings so far can be summarised as follows:

1. We have proved that the requirement of integrability of dispersionless PDE systems in dimension 4 and higher leads to strong constraints on the systems in question, in particular, it implies the Monge-Ampere property. This was a long-standing conjecture in the area. We have proved two results of this kind: one for dispersionless Hirota type equations in 4D (which was one of the key objectives of the project), another for a class of two-component first-order systems in 4D. Both papers were recently published in IMRN. We have also completed the study of 3D dispersionless integrable systems associated with submanifolds in Grassmannians (paper published in PLMS, a leading maths journal). It has established remarkable connections between dispersionless integrability, Einstein-Weyl geometry and integrable GL(2, R) geometry.

2. We have found a general formula for the Hirota master-equation, this was one of the key objectives of the project. As expected, the answer is highly transcendental: this elusive equation coincides with the equation of the genus three hyperelliptic divisor, and can be defined by the vanishing of any genus 3 even theta constant (published in CMP). Our proof is based on the Odesski-Sokolov construction which parametrises broad classes of dispersionless integrable systems by generalised hypergeometric functions. We have also nearly completed a related work on integrable Lagrangians and Picard modular forms. Both results show that the world of 3-dimensional dispersionless integrable systems is extremely interesting and highly non-trivial, leading to numerous unexpected connections between such diverse branches of mathematics as the theory of integrable systems, automorphic forms and generalised conformal geometry. This work will be submitted to top journals in pure mathematics and mathematical physics.

3. We have developed a fully contact-invariant approach to dispersionless integrability in 3D and 4D based on the requirement that characteristic varieties of PDEs under study define integrable conformal geometries (Einstein-Weyl geometry in 3D and half-flat geometry in 4D). Some partial classification results of second-order PDEs with integrable characteristic conformal structure were also obtained. In particular, we have shown that the following very general general result holds: if the characteristic conformal structure of a second-order PDE in 4D is half-flat then the PDE is necessarily of Monge-Ampere type. This has recently appeared in Proceedings of the Royal Society A. Another paper on integrability of second-order PDEs in 3D and Einstein-Wel geometry is currently in preparation. These results provide a universal contact-invariant approach to dispersionless integrability.
Exploitation Route Our findings are important results within mathematics which bring together several research areas such as integrable systems, self-dual conformal geometry, algebraic geometry of Grassmannians and modular forms. It may lead to further connections with Mathematical Physics and Numerical Methods, although applications outside academia are not entirely clear at the moment.

Mathematics nowadays is a vast and complicated discipline. Building bridges/dictionaries connecting different branches would keep mathematics in a healthy and secure position by posing new problems and suggesting novel techniques for their solution.
Sectors Digital/Communication/Information Technologies (including Software),Education,Other

URL https://arxiv.org/find/nlin/1/au:+Ferapontov/0/1/0/all/0/1?skip=0&query_id=2955d6ab5bb83d0d
 
Description Part of our findings on Siegel modular forms have been included into the existing open access public database SIEGEL MODULAR FORMS OF DEGREE 2 AND 3: http://smf.compositio.nl Loughborough University has a strong tradition of research in Geometry and related areas. The recently established Centre for Geometry and Applications (https://www.lboro.ac.uk/science/research/centre-for-geometry-and-applications/) coordinates an extensive programme of activities: international conferences, world-leading academic visitors, and new links with industrial partners utilising applications of geometry. Thus, we have held Applied and Computational Geometry conference, 12-14 September 2018 (https://sites.google.com/site/acglboro/). We hope to achieve the impact of our research by holding further `applied' events of this kind. Unfortunately, none of the planned impact/dissemination activities could take place since my last report (2020-2021) due to COVID-19.
First Year Of Impact 2019
Sector Digital/Communication/Information Technologies (including Software),Education,Other
 
Description Bergen Research Foundation and the Tromso Research Foundation
Amount kr 25,000 (NOK)
Organisation University of Tromso 
Sector Academic/University
Country Norway
Start 02/2019 
End 02/2019
 
Description Centre for Geometry and Applications funded by Loughborough University
Amount £1,000 (GBP)
Organisation Loughborough University 
Sector Academic/University
Country United Kingdom
Start 06/2019 
End 06/2019
 
Description scheme 4
Amount £792 (GBP)
Organisation London Mathematical Society 
Sector Academic/University
Country United Kingdom
Start 01/2020 
End 02/2020
 
Description visitor grant
Amount € 1,000 (EUR)
Organisation Max Planck Society 
Department Max Planck Institute for Mathematics
Sector Academic/University
Country Germany
Start 04/2019 
End 05/2019
 
Title Dispersionless integrability and modular forms 
Description Our main observation is that the theory of dispersionless integrable systems is intimately related to the theory of modular forms, in particular, Picard modular forms (integrable Lagrangians) and Siegel modular forms (second-order integrable Lagrangians and equations of the dispersionless Hirota type). 
Type Of Material Improvements to research infrastructure 
Year Produced 2018 
Provided To Others? Yes  
Impact Our work brought new powerful techniques into the seemingly disparate areas of dispersionless integrable systems and classical modular forms. Research papers are supplied with the relevant Mathematica/Maple programmes. 
 
Title integrability via conformal geometry 
Description This is the first fully contact-invariant approach to integrability of dispersionless PDEs in higher dimensions. It is based on the requirement that the characteristic conformal structure of a given PDE must be Einstein-Weyl in 3D or half-flat in 4D. 
Type Of Material Improvements to research infrastructure 
Year Produced 2019 
Provided To Others? Yes  
Impact A novel universal approach to integrability. It is based on the requirement that the characteristic conformal structure of the equation satisfies a certain contact-invariant geometric condition (Einstein-Weyl property in 3D, self-duality in 4D). This test is universally applicably and is absolutely straightforward, although computationally intense. Our papers in this direction are supplied with the relevant Mathematica/Maple programmes. 
 
Title Open access webcite SIEGEL MODULAR FORMS OF DEGREE 2 AND 3 
Description This database aims at providing an open access source for information on traces of Hecke operators on Siegel modular forms of degree 2, level 1 and level 2, and of degree 3, level 1. This is based on the data obtained by counting curves over finite fields and their interpretation by Bergström, Faber and van der Geer. . This website is an initiative of Jonas Bergström, Carel Faber, and Gerard van der Geer. The website also provides Fourier expansions for modular forms of degree 2 of level 1 and of level 1 with character. The pages with the Fourier expansions were taken care of by Fabien Cléry and Gerard van der Geer. 
Type Of Material Database/Collection of data 
Year Produced 2019 
Provided To Others? Yes  
Impact This database is being used by experts on Siegel modular forms and their applications. 
URL http://smf.compositio.nl
 
Description Dispersionless Hirota equations and generalised conformal geometry 
Organisation UiT The Arctic University of Norway
Country Norway 
Sector Academic/University 
PI Contribution Since 2014 I had a fruitful collaboration with Prof Boris Kruglikov from the UIT the Arctic University of Norway on geometric aspects of dispersionless integrability.
Collaborator Contribution Prof Kruglikov has made important contributions to the project due to his deep expertise on geometry of PDEs. In February 2019 our collaboration was partially supported by the project Pure Mathematics in Norway, funded by the Bergen Research Foundation and the Tromso Research Foundation.
Impact Our collaboration has resulted in the following publications: 1. E. V. Ferapontov and B. Kruglikov, Dispersionless integrable systems in 3D and Einstein-Weyl geometry, J. Diff. Geom. 97 (2014) 215-254. 2. M. Dunajski, E.V. Ferapontov and B. Kruglikov, On the Einstein-Weyl and conformal self-duality equations, J. Math. Phys. {\bf 56}, 083501 (2015). 3. B. Doubrov, E.V. Ferapontov, B. Kruglikov, V. Novikov, On a class of integrable systems of Monge-Ampere type, J. Math. Phys. 58, 063508 (2017). 4. B. Doubrov, E.V. Ferapontov, B. Kruglikov, V.S. Novikov, Integrable systems in 4D associated with sixfolds in Gr(4, 6), IMRN (2018). 5. B. Doubrov, E.V. Ferapontov, B. Kruglikov, V.S. Novikov, On integrability in Grassmann geometries: integrable systems associated with fourfolds in Gr(3, 5), Proc. London Math. Soc. (3) 116, no. 5 (2018) 1269-1300. 6. E.V. Ferapontov and B. Kruglikov, Dispersionless integrable hierarchies and GL(2, R) geometry, Mathematical Proceedings of the Cambridge Philosophical Society (2019); doi:10.1017/S0305004119000355.
Start Year 2018
 
Description Dispersionless integrable systems and modular forms 
Organisation Brock University
Country Canada 
Sector Academic/University 
PI Contribution It was observed recently that the theory of dispersionless integrable systems is intimately related to the theory of modular forms. Collaboration in this direction involved such leading experts as Dr F. Clery (Loughborough), Prof A. Odesski (Brock), Prof D. Zagier (Bonn). Particularly interesting examples come from the theory of first-order and second-order integrable Lagrangians.
Collaborator Contribution The above named researchers brought in a valuable expertise on special functions, modular forms and computational aspects thereof.
Impact This collaboration has resulted in the following publications (some of them in progress): 1. E.V. Ferapontov and A. V. Odesskii, Integrable Lagrangians and modular forms, Journal of Geometry and Physics 60, no. 6-8 (2010) 896-906. 2. F. Clery, E.V. Ferapontov, Dispersionless Hirota equations and the genus 3 hyperelliptic divisor, Comm. Math. Phys. 376, no. 2 (2020); arXiv: 1804.07724. 3. F. Clery, E.V. Ferapontov, A. Odesskii, D Zagier, Integrable Lagrangians and Picard modular forms, in preparation.
Start Year 2018
 
Description Integrability: different approaches 
Form Of Engagement Activity A formal working group, expert panel or dialogue
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact This was a series of lectures at the University of Tromso, Norway, aimed at PhD students and postdocs. I have briefly covered various existing approaches to integrability and discussed in detail a novel approach to dispersions systems based on the method of hydrodynamic reductions. I have also covered the method of dispersive deformations of hydrodynamic reductions, which is the only existing classification tool of integrable systems in multidimensions.
Year(s) Of Engagement Activity 2019
 
Description updating the modular forms web cite http://smf.compositio.nl 
Form Of Engagement Activity Engagement focused website, blog or social media channel
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Incorporating some of the recent results obtained by postdoc Dr F. Clery (with collaborators) into the existing open access web cite on modular forms supported by the foundation Composition Mathematica.
Year(s) Of Engagement Activity 2019