Past exam of the mathematics course of the University of Cambridge / 2006 / ii / Paper 1 / 31E (Integrable Systems)

Let $E=e^{-ikx+k^{2}t}$. Expanding ${\partial }_t(Eq)+{\partial }_x(EX)$ shows that the required flux isIndeed $X_x-ikX=-q_{xx}-k^{2}q$, cancelling the $k^{2}q$ from the time derivative. Introduce a potential $\phi$ by ${\phi }_x=Eq$, ${\phi }_t=E(q_x+ikq)$. Equality of its mixed derivatives is precisely the conservation law. With $\phi =E\mu$, these equations become the linear auxiliary systemThis is a Lax pair in the affine-potential form used for linear evolution equations. If a homogeneous matrix pair is preferred, set $\Psi =(\mu ,1{)}^T$ and use ${\Psi }_x=\left(\begin{array}{cc}ik& q\\ 0& 0\end{array}\right)\Psi$, ${\Psi }_t=\left(\begin{array}{cc}-k^2& q_x+ikq\\ 0& 0\end{array}\right)\Psi$. Its zero-curvature condition has upper-right entry $q_t-q_{xx}$ and all other entries zero.

The Cole-Hopf transformation for the sign convention here is $Q=q_x/q$, with $q\ne 0$ and $q_t=q_{xx}$. Indeed $q_t/q=Q_x+Q^2$, soConversely a solution $Q$ determines a locally nonzero $q$ through $q_x=Qq$, $q_t=(Q_x+Q^2)q$; their compatibility is this Burgers equation. A spatially constant term can be removed by rescaling $q$ in time.

Set $\mu =q\psi$ in the heat-equation pair. Division by $q$ givesTheir compatibility can be checked without referring back to $q$: writing $A=ik-Q$, $B=-Q_x-Q^2-k^2$, we have ${\psi }_x=A\psi +1$, ${\psi }_t=B\psi +Q+ik$. The coefficient of $\psi$ in ${\psi }_{xt}-{\psi }_{tx}$ is $-Q_t+Q_{xx}+2Q{Q}_x$, and the constant term is $(ik-Q)(Q+ik)-Q_x-B=0$. Thus this linear auxiliary pair is compatible exactly for the required viscous Burgers equation. As in part (a), adjoining a constant component turns it into a homogeneous $2\times 2$ matrix Lax pair.

Balance the time derivative, cubic dispersion and quadratic transport using the cylindrical KdV equation similarity ansatz $q(x,t)=t^{-2/3}F(\xi )$, $\xi =x{t}^{-1/3}$ on $t>0$. For $t<0$ the same real cube-root convention can be used separately. Substitution and removal of the common factor $t^{-5/3}$ giveEvery term is a total derivative: $F{F}^{\prime }=(F^2/2{)}^{\prime }$ and $\xi F^{\prime }+F=(\xi F{)}^{\prime }$. Integration therefore gives the requested second-order equationwhere $C$ is a constant determined by any additional boundary data. No condition in the question forces $C=0$.