Integrability Analysis of a Two-Component Burgers-Type Hierarchy

The Lax integrability of a two-component polynomial Burgers-type dynamical system is analyzed by using a differential-algebraic approach. Its linear adjoint matrix Lax representation is constructed. A related recursive operator and an infinite hierarchy of nonlinear Lax integrable dynamical systems...

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Date:2015
Main Authors: Blackmore, D., Özçağ, E., Prykarpatsky, A. K., Soltanov, K. N., Блекмор, Д., Озчаг, Е., Прикарпатський, А. К., Солтанов, К. Н.
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Language:English
Published: Institute of Mathematics, NAS of Ukraine 2015
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/1970
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Blackmore, D.
Özçağ, E.
Prykarpatsky, A. K.
Soltanov, K. N.
Блекмор, Д.
Озчаг, Е.
Прикарпатський, А. К.
Солтанов, К. Н.
author_facet Blackmore, D.
Özçağ, E.
Prykarpatsky, A. K.
Soltanov, K. N.
Блекмор, Д.
Озчаг, Е.
Прикарпатський, А. К.
Солтанов, К. Н.
author_sort Blackmore, D.
baseUrl_str https://umj.imath.kiev.ua/index.php/umj/oai
collection OJS
datestamp_date 2019-12-05T09:47:54Z
description The Lax integrability of a two-component polynomial Burgers-type dynamical system is analyzed by using a differential-algebraic approach. Its linear adjoint matrix Lax representation is constructed. A related recursive operator and an infinite hierarchy of nonlinear Lax integrable dynamical systems of the Burgers–Korteweg–de-Vries type are obtained by the gradient-holonomic technique. The corresponding Lax representations are presented.
first_indexed 2026-03-24T02:16:13Z
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fulltext UDC 517.9 D. Blackmore (NJIT, Newark, USA), A. K. Prykarpatsky (AGH Univ. Sci. and Technology Krakow, Poland and Ivan Franko State Ped. Univ. Drohobych, Ukraine), E. Özçağ, K. Soltanov (Hacettepe Univ. Ankara, Turkey) INTEGRABILITY ANALYSIS OF A TWO-COMPONENT BURGERS TYPE HIERARCHY АНАЛIЗ IНТЕГРОВНОСТI ДВОКОМПОНЕНТНОЇ IЄРАРХIЇ ТИПУ БЮРГЕРСА The Lax integrability of a two-component polynomial Burgers type dynamical system is analyzed using a differential- algebraic approach and its linear adjoint matrix Lax representation is constructed. A related recursive operator and an infinite hierarchy of nonlinear Lax integrable dynamical systems of the Burgers – Korteweg – de-Vries type are obtained by the gradient-holonomic technique. The corresponding Lax representations are presented. Лаксiвську iнтегровнiсть двокомпонентної полiномiальної динамiчної системи типу Бюргерса проаналiзовано за допомогою диференцiально-алгебраїчного пiдходу. Побудовано її лiнiйне спряжене матричне лаксiвське зображен- ня. Вiдповiдний рекурсивний оператор та нескiнченну iєрархiю нелiнiйних динамiчних систем типу Бюргерса – Кортевега – де Фрiза, iнтегровних за Лаксом, отримано за допомогою градiєнтно-голономного методу. Наведено вiдповiднi лаксiвськi зображення. 1. Introduction. Recently a great deal of research [16, 23, 24, 34, 37] has been devoted to classifying polynomial integrable dynamical systems on smooth functional manifolds. For example, in [37] one can find an extensive list of two-component polynomial dynamical systems of Burgers and Korteweg – de Vries type, which either reduce by means of a (in general nonlocal) change of variables to separable triangle Lax integrable forms or transform to completely linearizable flows. Amongst these systems, the authors of [37] singled out the following two-component Burgers type dynamical system ut vt  = K[u, v] := uxx + 2uux + vx uxv + uvx  (1.1) on a smooth Schwartz type functional manifold M ⊂ C∞(R;R2), where (u, v)ᵀ ∈M, the subscripts x and t denote, respectively, the partial derivatives with respect to the variables x ∈ R and t ∈ R+ and t is the evolution parameter. Hereafter we will a priori assume that the dynamical system (1.1) possesses sufficiently smooth solutions in t ∈ R+, as it follows from the standard functional-analytic compactness principle considerations in [21]. It is mentioned in [37, p. 7706] that the Burgers type dynamical system (1.1) was extensively studied in [8, 22], where “. . . the symmetry integrability of (1.1) as well as the existence of a recursive operator has already been demonstrated . . . ” for it. The dynamical system (1.1) appears to have interesting applications, as its long-wave limit reduces to the well-known Leroux system [9, 38], describing dynamical processes in two-component hydro- and lattice gas dynamics. As claimed in c© D. BLACKMORE, A. K. PRYKARPATSKY, E. ÖZÇAĞ, K. SOLTANOV, 2015 ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 147 148 D. BLACKMORE, A. K. PRYKARPATSKY, E. ÖZÇAĞ, K. SOLTANOV [37, p. 7726], the integrability of (1.1) still remains unproven, and having found no relevant new result in the literature, we have decided to resolve this open problem by means of a combination of the gradient-holonomic [1, 31] method, linear adjoint mapping [30] techniques and recently devised [2, 27, 28] differential-algebraic integrability tools. The following is our main result. Theorem 1.1. The two-component polynomial Burgers dynamical system (1.1) possesses only two local conserved quantities ∫ dxu and ∫ dxv and no other infinite affine ordered local conserved quantities. Moreover, on the functional manifold M the system (1.1) is linearizable by means of a Hopf – Cole type transformation and a dual adjoint mapping to the matrix Lax representation Dx f f̂  = (u+ λ−1v − λ)/2 0 1 (λ− λ−1v − u )/2] f f̂ , (1.2) and Dt f f̂  =  Dx(u+ λ)]/2+ +(u+ λ)(u+ λ−1v − λ)/2 0 (u+ λ) −Dx(u+ λ)]/2+ +(u+ λ)(λ− u− λ−1v)/2  f f̂ , (1.3) compatible for all λ ∈ C\{0} with (f, f̂)ᵀ ∈ Λ0(K̄{u, v;D−1x σ|N})2, where K̄{u, v;D−1x σ|N} de- notes a [35] finitely extended differential ring K̄{u, v}. The related with the Lax operator (1.2) infinite hierarchy of generalized Burgers dynamical systems allows the following compact representation: Dtn(u+ λ−1v − λ) = Dx [ Dx αn(x;λ) + (u+ λ−1v − λ)αn(x;λ) ] , where the evolution parameters tn ∈ R+ and αn(x;λ) := (λnαn(x;λ))+ (1.4) for all natural n ∈ N is the corresponding nonnegative degree polynomial part generated by the asymptotic local functional solution αn(x;λ) ∼ ∑ j∈Z+ λ−jαj [u, v] as |λ| → ∞ to the differential functional equation D2 xαn(x;λ) +Dx((u+ λ−1v − λ)αn(x;λ)) = 0. As a simple consequence of the Theorem 1.1 one finds that the Burgers type dynamical sys- tem (1.1) does not admit a Hamiltonian formulation on the functional manifold M, and the corre- sponding recursive operator Φ := Dx +Dx uD −1 x 1 Dx vD −1 x 0 , satisfying the determining commutator equation DtΦ = [K ′,Φ], ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 INTEGRABILITY ANALYSIS OF A TWO-COMPONENT BURGERS TYPE HIERARCHY 149 for the two-component Burgers type dynamical system (1.1), introduced in [8, 22], cannot be factor- ized by compatible Poissonian structures, as they generally do not exist. The scalar Lax representation (1.2) can be reduced by means of the nonlocal change of variables g̃ = f2 exp[λ2t−D−1x (λ−1v − λ)] ∈ Λ0(K̄{u, v;D−1x σ|N}) to the simpler form Dtg̃ = Dxxg̃ + vg̃ = 0, Dxg̃ = ug̃, (1.5) compatible for g̃ ∈ Λ0(K̄{u, v;D−1x σ|N}) and not depending on the parameter λ ∈ C\{0}. The above representation (1.5) can be easily generalized to the following higher order evolution equation case: Dtg̃ = Dn x g̃ + vg̃ = 0, Dxg̃ = ug̃, (1.6) where n ∈ Z+. Making use of the above nonlocal change of variables ĝ = g̃ exp(λ−1D−1x v) ∈ ∈ Λ0 ( K̄{u, v;D−1x σ|N} ) , one can obtain a new infinite hierarchy of two-component Lax integrable polynomial Burgers type dynamical systems, generalizing those discussed in [35, 36]. For instance, when n = 3 we find the following dynamical Burgers type system of the third order: ut = u3x + 3 (uux)x + 3u2ux + vx, vt = (ur[u, v])x, where r : J [u, v] → C∞(R2;R2) is a polynomial mapping on the jet-space J(R2;R2) of elements (x, t;u, v,Dxu,Dxv,Dtu,Dtv,D 2 xu,D 2 xv, . . .) ∈ J(R2;R2), suitably determined by the relation- ship (1.4) at n = 2. Its scalar Lax representation is easily obtained from (1.2), (1.3) or from (1.6). The latter for n = 3 easily gives rise to the scalar Lax representation Dxĝ = (u+ λ−1v)ĝ, Dtĝ = Dxxxĝ + 3λ−1vDxxĝ + 3(vx/λ+ v2/λ2)Dxĝ+ +(vxx/λ+ 3vvx/λ 2 + v3/λ3 − (uη[u, v])/λ)ĝ = 0, compatible for all λ ∈ C\{0} and ĝ ∈ Λ0 ( K̄{u, v;D−1x σ|N} )2 , which can be suitably extended by means of the related adjoint mapping to the matrix representation. 2. Differential-algebraic preliminaries. As our consideration of the integrability problem, discussed above, will be based on some differential-algebraic techniques, we need to include some additional differential-algebraic preliminaries [1, 11 – 15]. Take the ring K := R{{x, t}}, (x, t) ∈ R×(0, T ), of convergent germs of real-valued smooth functions from C∞(R2;R) and construct the associated differential quotient ring K{u, v} := := Quot ( K[Θu,Θv] ) with respect to the functional variables u, v ∈ K, where Θ denotes [10, 11, 14, 17, 32] the standard monoid of all commuting differentiations Dx and Dt, satisfying the standard Leibnitz condition, and defined by the natural conditions Dx(x) = 1 = Dt(t), Dt(x) = 0 = Dx(t). The ideal I{u, v} ⊂ K{u, v} is called differential if the condition I{u, v} = ΘI{u, v} holds. In the differential ring K{u, v}, interpreted as an invariant differential ideal in K, there are two naturally ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 150 D. BLACKMORE, A. K. PRYKARPATSKY, E. ÖZÇAĞ, K. SOLTANOV defined differentiations Dt, Dx : K{u, v} → K{u, v}, satisfying the commuting relationship [Dt, Dx] = 0. Consider the ring K{u, v}, u, v ∈ K, and the exterior differentiation d : K{u, v} → Λ1(K{u, v}), d : Λp(K{u, v}) → Λp+1(K{u, v}) for p ∈ Z+, acting in the freely generated Grassmann algebras Λ(K{u, v}) = ⊕p∈Z+Λp(K{u, v}) over the field C, where Λ1(K{u, v}) := K{u, v}dx+K{u, v}dt+ ∑ j,k∈Z+ K{u, v}du(j,k) + ∑ j,k∈Z+ K{u, v}dv(j,k), u(j,k) := Dj tD k xu, v(j,k) := Dj tD k xv, Λ2(K{u, v}) := K{u, v}dΛ1(K{u, v}), . . . , Λp+1(K{u, v}) := K{u, v}dΛp(K{u, v}). The triple A : =(K{u, v},Λ(K{u, v}); d) will be called the Grassmann differential algebra with generatrices u, v ∈ K. In the algebra A, generated by u, v ∈ K, one naturally defines the action of differentiations Dt, Dx and ∂/∂u(j,k), ∂/∂v(j,k) : A → A, j, k ∈ Z+, as follows: Dtu (j,k) = u(j+1,k), Dxu (j,k) = u(j,k+1), Dt v (j,k) = v(j+1,k), Dxv (j,k) = v(j,k+1), Dtdu (j,k) = du(j+1,k), Dxdu (j,k) = du(j,k+1), Dtdv (j,k) = dv(j+1,k), Dxdv (j,k) = dv(j,k+1), (2.1) dP [u, v] = ∑ j,k∈Z+ du(j,k) ∧ ∂P [u, v]/∂u(j,k) + ∑ j,k∈Z+ dv(j,k) ∧ ∂P [u, v]/∂v(j,k) = = ∑ j,k∈Z+ (±)∂P [u, v]/∂u(j,k) ∧ du(j,k)+ + ∑ j,k∈Z+ (±)∂P [u, v]/∂v(j,k) ∧ dv(j,k) := 〈P ′[u, v],∧(du, dv)ᵀ〉R2 , where the sign ∧ denotes the standard [15] exterior multiplication in Λ(K{u, v}), and for any P [u, v] ∈ Λ(K{u, v}) the mapping P ′[u, v]∧ : Λ0(K{u, v})2 → Λ(K{u, v}), (2.2) is linear. Moreover, the commutation relationships Dxd = dDx, Dtd = dDt hold in the Grassmann differential algebra A. The following remark [14] is also important. ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 INTEGRABILITY ANALYSIS OF A TWO-COMPONENT BURGERS TYPE HIERARCHY 151 Remark 2.1. Any Lie derivative LV : K{u, v}→ K{u, v}, satisfying the condition LV : K⊂K, can be uniquely extended to the differentiation LV : A → A, satisfying the commutation condition LV d = d LV . The variational derivative, or the functional gradient ∇P [u, v] ∈ Λ(K{u, v})2 with respect to the variables u, v ∈ K, is defined for any P [u, v] ∈ Λ(K{u, v}) by means of the following expression: gradP [u, v] = P ′,∗[u, v](1), where a mapping P ′,∗[u, v] : Λ0(K{u, v}) → Λ0(K{u, v})2 is the formal adjoint mapping for that of (2.2). This is intrinsically based on the following important lemma, stated for a special case in [10 – 14, 26]. Lemma 2.1. Let the differentiations Dx and Dt : Λ(K{u, v}) → Λ(K{u, v}) satisfy the condi- tions (2.1). Then the mapping Ker grad/(Imd⊕ C) 'H1(A) := = Ker{d : Λ1(K{u, v})→ Λ2(K{u, v})}/dΛ0(K{u, v}) is a canonical isomorphism, where H1(A) is the corresponding cohomology class of the Grassmann complex Λ(K{u, v}). It is well known [32] that for the differential ring K{u, v} not all of the cohomology classes Hj(A), j ∈ Z+, are trivial. Nonetheless, one can impose on the functions u, v ∈ K some additional restrictions, which will give rise to the condition H1(A) = 0, or equivalently to the relationship Ker∇ = ImDx ⊕ ImDt ⊕ C. In addition, the following simple relationship holds: grad(ImDx ⊕ ImDt) = 0. Using Lemma 2.1 one can define the equivalence class à := A/{ImDx ⊕ ImDt ⊕ R} := := D(A; dxdt), whose elements will be called functionals; that is, any element γ ∈ D(A; dxdt) can be represented as a suitably defined integral γ := ∫ ∫ dxdtγ[u, v] ∈ D(A; dxdt) for some γ[u, v] ∈ Λ(K{u, v}) with respect to the Lebesgue measure dxdt on R2. Consider now our two-component dynamical system (1.1) as a polynomial differential constraint Dt(u, v)ᵀ = K[u, v], (2.3) imposed on the ring K{u, v}. The following definitions will be useful for our further analysis. Definition 2.1. Let the reduced ring K̄{u, v} := K{u, v}|Dt(u,v)ᵀ=K[u,v]. Then the triple A := := (K̄{u, v},Λ(K̄{u, v}), d) will be called a reduced Grassmann differential algebra over the reduced ring K̄{u, v}. Definition 2.2. Any pair of elements (γ[u, v], ρ[u, v])ᵀ ∈ Λ0(K̄{u, v})2, satisfying the relation- ship Dtγ[u, v] +Dxρ[u, v] = 0, (2.4) is called a scalar conserved quantity with respect to the differentiations Dx and Dt. ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 152 D. BLACKMORE, A. K. PRYKARPATSKY, E. ÖZÇAĞ, K. SOLTANOV Using the differential-algebraic setting described above, one can naturally define the spaces of functionals D(A; dx) := A/{DxA} and D(A; dt) = A/{DtA} on the the reduced Grassmann differential algebra A. From the functional point of view these factor spaces D(A; dx) and D(A; dt) can be understood more classically as the corresponding spaces of suitably defined integral expressions subject to the measures dx and dt, respectively. Then the relationship (2.4) means that the functional γ := ∫ dxγ[u, v] ∈ D(A; dx) is a conserved quantity for the differentiation Dt, and the functional Υ := ∫ dtρ[u, v] ∈ D(A; dt) is a conserved quantity for the differentiation Dx. Since the differential relationship (2.3) naturally defines [14, 15] on the reduced ring K{u, v} a smooth vector field K : K{u, v} →T (K{u, v}), one can construct the corresponding Lie derivative LK : A → A along this vector field and calculate the differential Lax [20] expression ∂ϕ[u, v]/∂t+ LKϕ[u, v] = 0 (2.5) for the element ϕ[u, v] := gradγ[u, v] ∈ Λ0 ( K̄{u, v;D−1x σ|N} )2 , where K̄{u, v;D−1x σ|N} denotes some finitely extended differential ring K̄{u, v} and γ ∈ D(A; dx) is an arbitrary scalar conserved quantity with respect to the differentiation Dt. The following classical Noether – Lax lemma [1, 20, 26, 31], inverse to the Lax relationship (2.5), holds. Lemma 2.2 (E. Noether – P. Lax). Let a quantity ϕ[u, v] ∈ Λ0(K̄{u, v;D−1x σ|N})2 be such that the following equation: Dtϕ[u, v] +K ′,∗[u, v]ϕ[u, v] = 0, (2.6) equivalent to (2.5), holds in the ring K̄{u, v;D−1x σ|N} satisfying the differential constraint (2.3). Then, if the Volterra condition ϕ′,∗[u, v] = ϕ′[u, v] is satisfied in the ring K̄{u, v;D−1x σ|N}, the constructed homology functional γ := 1∫ 0 dλ ∫ dx 〈 ϕ[λu, λv], (u, v)ᵀ 〉 C2 ∈ D(A; dx) is a scalar conserved quantity with respect to the differentiation Dt. Assume now that the nonlinear two-component polynomial dynamical system (2.3) has a nontrivial compatible differential Lax representation in the form Dxf(x, t;λ) = l[u, v;λ]f(x, t;λ), Dtf(x, t;λ) = p[u, v;λ]f(x, t;λ) (2.7) for some matrices l[u, v;λ], p[u, v;λ] ∈ End Λ0(K̄{u, v})q, f(x, t;λ) ∈ Λ0 ( K̄{u, v;D−1x σ|N} )q , analytically depending on a parameter λ ∈ C, where q ∈ Z+\{0, 1} is finite. Then the following important proposition, based on the gradient-holonomic approach, devised in [1, 31], holds. Proposition 2.1. The Lax integrable dynamical system (2.3) possesses a set (either finite or infinite) of naturally ordered functionally independent scalar conserved differential quantities Dtσj [u, v] +Dxρj [u, v] = 0, (2.8) where the pairs (σj [u, v], ρj [u, v])ᵀ ∈ Λ0(K̄{u, v})2, j ∈ Z+. ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 INTEGRABILITY ANALYSIS OF A TWO-COMPONENT BURGERS TYPE HIERARCHY 153 Proof. Assume that the Lax integrable dynamical system (2.3) has a set (either finite or infinite) of naturally ordered functionally independent scalar conserved differential quantities (2.8). Let K̄{u, v;D−1x σ|N} denote the finitely extended differential ring K{u, v; {D−1x σj [u, v] : 0 ≤ j ≤ N}} for an arbitrary integerN ∈ Z+ under the constraints (2.3). Then the Lax equation (2.6), if considered on the invariant functional submanifold MN := { (u, v)ᵀ ∈M : grad 〈 c(N), ∫ dxΣ(N) 〉 CN+1 = 0, c(N) ∈ CN+1\{0}, Σ(N) := (σ0, σ1, . . . , σN )ᵀ ∈ Λ0(K̄ { u, v})N+1 } , allows [1, 31], as |λ| → ∞, an asymptotic solution ϕ(x;λ) ∈ Λ0 ( K̄{u, v;D−1x σ|N} )2 in the form ϕ(x;λ) ∼ ψ(x, t;λ) exp { ω(x, t;λ) +D−1x σ(x, t;λ) } , (2.9) with a scalar analytical “dispersion” function ω(x, t; ·) : C→ C determined for all (x, t) ∈ R× [0, T ), and the compatible local functional expansions Λ0(K̄{u, v})2 3 σ(x, t;λ) ∼ ∑ j∈Z+ σj [u, v]λ−j+|σ|, Λ0(K̄{u, v})2 3 ψ(x, t;λ) ∼ ∑ j∈Z+ ψj [u, v]λ−j+|ψ| (2.10) for some fixed integers |σ|, |ψ| ∈ Z+. Moreover, owing to the Lax equation (2.6), all of the scalar functionals γj := ∫ dxσj [u, v] (2.11) for j ∈ Z+ are conserved quantities with respect to the differentiation Dt. Now conversely, if the Lax equation (2.6) possesses an asymptotic, as |λ| → ∞, solution in the form (2.9) ϕ[u, v;λ] ∈ ∈ Λ0(K̄{u, v;D−1x σ|N})2 with compatible expansions (2.10), then all of the scalar functionals (2.11) are, a priori, the conserved quantities with respect to the differentiation Dt. That is, there exist scalar quantities ρj [u, v] ∈ Λ0(K̄{u, v}), j ∈ Z+, satisfying the relationships (2.8). Proposition 2.1 is proved. The analytical expressions for representation (2.9) and asymptotic expansions (2.10) for a Lax integrable dynamical system (2.3) follow readily from the general theory of asymptotic solutions [6, 33] to linear differential equations, applied to a linear differential system (2.7) and from the following important fact [1, 7, 25, 31]: The trace functional ∆[u, v;λ] := tr(F (x, t;λ)C(λ)F̄ (x, t;λ)) ∈ ∈ Λ0 ( K̄{u, v;D−1x σ|N} ) with any constant matrix C(λ) ∈ EndCq is for almost all λ ∈ C a conserved quantity with respect to both differentiations Dt and Dx, where F (x, t;λ) and F̄ (x, t;λ), (x, t) ∈ R× R+, are, respectively, the fundamental solutions to the linear Lax equation Dxf(x, t;λ) = l[u, v;λ]f(x, t;λ) (2.12) and its adjoint Dxf̄(x, t;λ) = −f̄(x, t;λ)l[u, v;λ], (2.13) ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 154 D. BLACKMORE, A. K. PRYKARPATSKY, E. ÖZÇAĞ, K. SOLTANOV where f(x, t;λ), f̄ᵀ(x, t;λ) ∈ Λ0 ( K̄{u, v;D−1x σ|N} )q . Consequently, the corresponding gradient grad∆[u, v;λ] := ϕ[u, v;λ] ∈ Λ0 ( K̄{u, v;D−1x σ|N} )2 , owing to Lemma 2.2, a priori satisfies the Lax equation (2.6). Having assumed that |λ| → ∞, from the asymptotic properties of linear equations (2.12) and (2.13) one obtains the result of Proposition 2.1. 3. Asymptotic, differential-algebraic and symplectic integrability analysis. We shall now analyze the Lax integrability of the two-component polynomial Burgers type dynamical system (1.1). In view of the approach described above, it is necessary to prove to the Lax equation (2.6) has an asymptotic solution of the form (2.9) in Λ0 ( K̄{u, v;D−1x σ|N} )2 . Concerning the dynamical system (1.1), the following proposition holds. Proposition 3.1. The Lax equation (2.6) with the differential matrix operator K ′,∗[u, v] = D2 x − 2uDx −vDx −Dx −uDx , possesses the asymptotic solution ϕ(x;λ) = (1, 1/λ)ᵀg(x;λ) exp[−λ2t− λx+D−1x (u+ λ−1v)], (3.1) as |λ| → ∞, where the scalar invertible local functional element g(x;λ) := exp −u+ ∑ j∈Z+\{0,1} D−1x σj [u, v]/λj  ∈ Λ0(K̄{u, v}). (3.2) The solution (3.1) corresponds to the local conserved quantity ∆(λ) := ∫ dx(u+λ−1v) ∈ D(A; dx) in the extended ring K̄{u, v;D−1x σ|N}2 : grad∆(λ)[u, v] = ϕ(x;λ) ∈ Λ0 ( K̄{u, v;D−1x σ|N} )2 . Proof. Assume that the Lax equation (2.6) possesses the asymptotic solution (2.9) as |λ| → ∞, where ω(x, t;λ) = −λx− λ2t, Λ0 ( K̄{u, v;D−1x σ|N} )2 3 ϕ(x;λ) = ψ(x, t;λ) exp { −λ2t− λx+D−1x σ(x, t;λ) } (3.3) and Λ0(K̄{u, v})2 3 ψ(x, t;λ) = (1, a(x, t;λ))ᵀ which reduces to an equivalent system of the differential-functional relationships D−1x σt − λ2 + σx + (−λ+ σ)2 − (2u+ va)(−λ+ σ)− vax = 0, at + a(−λ2 +D−1x σt)− uax − (au+ 1)(−λ+ σ) = 0. The coefficients of the corresponding asymptotic expansions ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 INTEGRABILITY ANALYSIS OF A TWO-COMPONENT BURGERS TYPE HIERARCHY 155 cΛ0(K̄{u, v}) 3 a(x, t;λ) ∼ ∑ j∈Z+ aj [u, v]λ−j , Λ0(K̄{u, v}) 3 σ(x, t;λ) ∼ ∑ j∈Z+ σj [u, v]λ−j , should satisfy two infinite hierarchies of recurrent relationships D−1x σj−1,t + σj−1,x + 2σj + ∑ k∈Z+ σj−1−kσk − 2uδj−1,−1 − 2uσj−1− −aj v − v ∑ k∈Z+ σj−1−kak − vaj−1,x = 0, (3.4) aj−2,t − aj + ∑ k∈Z+ aj−2−kD −1 x σk,t − uaj−2,x − δj−2,−1− −σj−2 − uaj−1 − u ∑ k∈Z+ σj−2−kak = 0, compatible for all j ∈ Z+. It is easy to calculate from (3.4) the corresponding coefficients σ0 = u, σ1 = ux + v, σ2 = vx + uxx + uux, σ3 = Dx(u3/3 + uv + uxx + 2uux + vx), . . . , σj = Dx(. . .), . . . , a0 = 0, a1 = 1, a2 = 0, a3 = 0, . . . , aj = 0, . . . and thereby conclude that only two functionals γ0 := ∫ dxσ0[u, v] = ∫ dxu, γ1 := ∫ dxσ1[u, v] = ∫ dxv, are nontrivial conservation laws with respect to the differentiation Dt, since all other functionals γj := ∫ dxσj [u, v] = ∫ dxDx(. . .) = 0 are trivial in the ring K̄{u, v}. This also means that the gradient ϕ(x;λ) := grad ∫ dx(u+ λ−1v) = = (1, 1/λ)ᵀ ∈ Λ0 ( K̄{u, v} )2 satisfies the Lax equation (2.6) in the ring K̄{u, v} and thus it should coincide with the expression (3.3). As a result it is easy to show that (1, 1/λ)ᵀ = (1, 1/λ)ᵀg(x;λ) exp [ −λ2t− λx+D−1x (u+ λ−1v) ] , where the scalar invertible element g(x;λ) := exp −u+ ∑ j∈Z+\{0,1} D−1x σj [u, v]/λj  ∈ Λ0(K̄{u, v}), ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 156 D. BLACKMORE, A. K. PRYKARPATSKY, E. ÖZÇAĞ, K. SOLTANOV giving rise to the expressions (3.1) and (3.2). Proposition 3.1 is proved. As a consequence of Proposition 3.1, we can formulate the following result. Theorem 3.1. The two-component polynomial Burgers type dynamical system (1.1) possesses only two local conserved quantities ∫ dxu and ∫ dxv and no other infinite affinely ordered conserved quantities (either local or nonlocal). Moreover, on the functional manifold M the Burgers type dynamical system (1.1) is linearizable by means of a Hopf – Cole type transformation and the related linear adjoint mapping to the matrix Lax representation Dx f f̂  = (u+ λ−1v − λ)/2 0 1 (λ− λ−1v − u )/2] f f̂ , (3.5) and f f̂  =  Dx(u+ λ)]/2+ +(u+ λ)(u+ λ−1v − λ)/2 0 (u+ λ) −Dx(u+ λ)]/2+ +(u+ λ)(λ− u− λ−1v)/2  f f̂ , compatible for all λ ∈ C\{0}, where vector function (f, f̂)ᵀ ∈ Λ0 ( K̄{u, v;D−1x σ|N} )2 , N = 2. Proof. It follows from Proposition 3.1 and recent results of [35] that one can apply to the two- component polynomial Burgers type dynamical system (1.1) the following generalized Hopf – Cole type linearizing transformation: u := Dx ln g̃(x;λ), (3.6) where g̃(x;λ) := g(x;λ)−1 exp ( λ2t+ λx − λ−1D−1x v ) ∈ Λ0 ( K̄{u, v;D−1x σ|N} ) and, by construction, it should be set N = 2. Substituting (3.6) into (1.1), we obtain the system of linear equations Dtg̃ = D2 xg̃ + vg̃, Dxg̃ = ug̃, (3.7) which clearly reduces to the following system of differential relationships: Dtf̃ = (ux + u2 + v)f̃/2 = 0, Dxf̃ = (u/2)f̃ , (3.8) upon making the change of variables f̃ := g̃1/2 ∈ Λ0 ( K̄{u, v;D−1x σ|N} ) . The system (3.8) can be specified further by making use of the substitution f̃ := f exp ( λx − λ−1D−1x v ) , which giving rise to the scalar operator Lax representation Dtf = Dx(u+ λ)f/2 + (u+ λ)Dxf, Dxf = (u+ λ−1v − λ)f/2, (3.9) compatible for all λ ∈ C\{0}. Now we proceed to the construction of a suitably linearly extended adjoint differential relationships [30] for the system of equations (3.9). Using the standard method, it is easy to show that the following linearly adjoint relationship, compatible with the second equation of (3.9), ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 INTEGRABILITY ANALYSIS OF A TWO-COMPONENT BURGERS TYPE HIERARCHY 157 Dxf̂ = Dx ( f̂f f ) = −f−1f̂Dxf + f−1Dx(f̂f) = = − [ (λ− λ−1v − u )/2 ] f̂ + f−1Dx(f̂ f) = − [ (λ− λ−1v − u )/2 ] f̂ + χ[u, v;λ]f, (3.10) holds, where Dx(f̂f) := χ[u, v;λ]f2 for some arbitrarily chosen element χ[u, v;λ] ∈ K̄{u, v}. The compatibility of (3.10) with the first equation of (3.9) and its suitable extension gives rise to the condition χ[u, v;λ] = 1. Thus, we have shown that the linearly adjoint relationship compatible with the second equation of (3.9) is Dxf̂ = − ( λ− λ−1v − u ) f̂/2 + f. (3.11) The adjoint linear relationship compatible with the first equation of (3.9) is easily seen to be Dtf̂ = −Dx(u+ λ)f̂/2 + (u+ λ)Dxf̂ , (3.12) and it is compatible with (3.11) for all λ ∈ C\{0}. It is now useful to rewrite equations (3.9), (3.11) and (3.12) as the following two equivalent matrix systems: Dx f f̂  = (u+ λ−1v − λ)/2 0 1 (λ− λ−1v − u )/2] f f̂ , (3.13) and Dt f f̂  =   Dx(u+ λ)]/2+ +(u+ λ)(u+ λ−1v − λ)/2 0 (u+ λ) −Dx(u+ λ)]/2+ +(u+ λ)(λ− u− λ−1v)/2   f f̂ , (3.14) where (f, f̂)ᵀ ∈ Λ0 ( K̄{u, v;D−1x σ|N} )2 , N = 2. It follows from systems (3.13) and (3.14) that Dx(f̂ f) = f2, Dt(f̂f) = (u+ λ)f2. (3.15) Since the mutual compatibility condition of relationships (3.15) reduces to the expression Dtf = [Dx(u+ λ)/2]f + (u+ λ)Dxf, exactly coinciding with the first equation of the system (3.14), we now can interpret both sys- tems (3.13) and (3.14) as the corresponding matrix Lax representation for the Burgers system (1.1). Theorem 3.1 is proved. The scalar representation (3.7) can be easily generalized to the following higher order evolution equation: Dtg̃ = Dn x g̃ + vg̃ = 0, Dxg̃ = ug̃, (3.16) where n ∈ N\{1, 2}, g̃ ∈ Λ0 ( K̄{u, v;D−1x σ|N} ) and no a priori constraint is imposed on the function v ∈ K̄{u, v}, except the functional ∫ dxv ∈ D(A; dx) has to be a conserved quantity with respect to ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 158 D. BLACKMORE, A. K. PRYKARPATSKY, E. ÖZÇAĞ, K. SOLTANOV the differentiationDt. Upon applying to (3.16) the nonlocal change of variables u := 2Dx ln f̃ [u, v;λ] for f̃ ∈ Λ0 ( K̄{u, v;D−1x σ|N} ) , N = 2, one can obtain a new infinite hierarchy of two-component integrable polynomial Burgers type dynamical systems, generalizing the systems studied in [35, 36]. For instance, when n = 3, we find the following dynamical Burgers – Korteweg – de Vries type dynamical system of the third order: ut = u3x + 3 (uux)x + 3u2ux + vx, vt = (u r[u, v])x, (3.17) where r[u, v] ∈ K̄{u, v} is for the present an arbitrary element. To choose those for which the dynamical systems of type (3.17) will possess suitably extended matrix Lax representations, it is natural to take the first pair of Lax type equations (3.5) Dxf = (u+ λ−1v − λ)f/2, Dxf̂ = −(u+ λ−1v − λ)f̂/2 + f for (f, f̂)ᵀ ∈ Λ0(K̄{u, v;D−1x σ|N})2, N = 2, and to supplement it by means of the following systems of evolution equations, naturally generalizing that of (3.14) with respect to the temporal parameters tn ∈ R: Dtnf = Dxαn(x;λ)f/2 + αn(x;λ)Dxf, Dtn f̂ = −Dxαn(x;λ)f̂/2 + αn(x;λ)Dxf̂ , which are, by construction, compatible for all λ ∈ C\{0} for a polynomial in λ, αn(x;λ) ∈ K̄{u, v}, n ∈ N, satisfying the standard determining relationship Dtn(u+ λ−1v − λ) = Dx [ Dxαn(x;λ) + (u+ λ−1v − λ)αn(x;λ) ] . (3.18) It is also easy to check that for n = 1 the choice α1(x;λ) = u+ λ yields the Burgers dynamical system (1.1). The general algebraic structure of the whole infinite hierarchy of resulting dynamical sys- tems (3.18) can be easily extracted from the matrix spectral Lax pair (3.13) Dx f f̂  = (u+ λ−1v − λ)/2 0 1 (λ− u− λ−1v)/2 f f̂  := l[u, v;λ] f f̂ , (3.19) which allows, by means of the gradient-holonomic scheme [1, 31], to obtain the commutator equation DxS = [l, S], S = S11 S12 S21 S22 , ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 INTEGRABILITY ANALYSIS OF A TWO-COMPONENT BURGERS TYPE HIERARCHY 159 for the related “monodromy” matrix S := S(x;λ) ∈ sl(2;C). This leads to the resulting [25, 31] canonical differential relationships for the gradient (ϕ1, ϕ2) ᵀ := ϕ := grad(trS) ∈ Λ0 ( K̄{u, v;D−1x σ|N} )2 of the dynamical Dx and Dt-invariant trace functional tr S(x;λ) ∈ D(A; dx) : −Dxϕ1 +D−1x uDxϕ1 +D−1x vDxϕ2 = λϕ1, ϕ1 = λϕ2, (3.20) where the component ϕ1 ∈ K̄{u, v} has the following differential-algebraic representation: ϕ1 = (u+ λ−1v − λ)S21 +DxS21 (3.21) for some polynomial expression S21 := S21(x;λ) ∈ K̄{u, v}. The differential expressions (3.20) can be rewritten in the useful matrix form: Λϕ = λϕ, Λ := −Dx +D−1x uDx D−1x vDx 1 0 , (3.22) where the recursive operator Λ : T ∗(K̄{u, v}) → T (K̄{u, v}) satisfies the determining operator equation DtΛ = [Λ,K ′,∗], which follows directly from the Noether – Lax condition (2.6) and the adjoint linear spectral relation- ship (3.22). Recall now that our Burgers type dynamical system (1.1) possesses only two conservations laws: γ0 = ∫ dxu and γ1 = ∫ dxv ∈ D(A; dx). This means that the expression (3.21) exactly equals ϕ1 = gradu γ0[u, v] = 1, or equivalently the condition Dx [ DxS21(x;λ) + (u+ λ−1v − λ)S21(x;λ) ] = 0 (3.23) should be satisfied for some element S21(x;λ) ∈ Λ0(K̄{u, v}) and all λ ∈ C\{0}. The following proposition characterizes asymptotic solutions to (3.23) as |λ| → ∞ and their relationships to the generalized dynamical systems (3.18). Proposition 3.2. The nonnegative degree polynomial part of the asymptotic solution S21(x;λ) ∼ ∼ ∑ j∈Z+ λ−jS (j) 21 [u, v;λ] (as |λ| → ∞) to the differential relationship (3.23) makes it possible to represent the generating elements αn(x;λ) ∈ Λ0(K̄{u, v}) of the generalized dynamical sys- tems (3.18) as αn(x;λ) = (λnS21(x;λ))+ for any n ∈ Z+. Proof. Taking into account that the whole hierarchy of the generalized Burgers dynamical systems (3.18) can be represented in the recursive form Dtn(u, v)ᵀ = Φn(Dxu,Dxv)ᵀ, Φ := Λ∗ = Dx +Dx uD −1 x 1 Dx vD −1 x 0 , (3.24) ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 160 D. BLACKMORE, A. K. PRYKARPATSKY, E. ÖZÇAĞ, K. SOLTANOV we can rewrite it as Dtn(u+ λ−1v − λ) = Dx [ Dxαn(x;λ) + (u+ λ−1v − λ)αn(x;λ) ] . Here αn(x;λ) := (λnα(x;λ))+ is the corresponding nonnegative degree polynomial part generated by the asymptotic solution α(x;λ) ∼ ∑ j∈Z+ λ−jαj [u, v;λ] as |λ| → ∞ to the differential functional equation D2 xα(x;λ) +Dx((u+ λ−1v − λ)α(x;λ)) = 0, (3.25) which is equivalent to the dual to (3.22) symmetry relationship Φ(Dxα,Dxβ)ᵀ = λ(Dxα,Dxβ)ᵀ with the generalized symmetry of the flow (1.1) (Dxα,Dxβ)ᵀ := ∑ j∈Z+ λ−jΦj(Dxu,Dxv)ᵀ. The observation that the differential functional equation (3.25) coincides with (3.23) proves the proposition. The linear spectral problem (3.19) can be a priori generalized to the form Dx f f̂  = (u+ λ−1v + λ) h+ µux 1 (−λ− u− λ−1v) f f̂ , which at the constraint v = 0 coincides with that for the Boussinesq – Burgers (at µ = 0) ut = −2uux + hx/2, ht = −2(uh)x + uxxx/2, (3.26) and with the Broer – Kaup – Kupershmidt (at µ = 1) ut = −uux + uxx − hx, ht = −(uh)x − hxx (3.27) hydrodynamic systems, whose integrability and soliton-like solutions were studied in [4, 18, 19, 31]. The related multicomponent “dark”-type extensions of (3.26) and (3.27) were recently constructed in [5]. Theorem 1.1 also implies that the Burgers type dynamical system (1.1) does not admit a Hamil- tonian formulation on the functional manifold M. This means that the recursive operator (3.22) constructed above and earlier in [8, 22] for the two-component Burgers type dynamical system (1.1) is not factorizable by means of suitably defined compatible Poissonian structures, as they on the whole, do not exist. This is strongly related to the fact that the dynamical system (1.1) does not possess an infinite hierarchy of local conservation laws, whose existence yields such a factorization. Nonetheless, similar to the situation in [35], if one shows that the Burgers type dynamical system (1.1) does possess another infinite hierarchy of nonlocal conservation laws, then to some degree the sym- metry recursive operator (3.24) will already be factorized by means of the constructed Poissonian structures. But to our knowledge, this remains an open problem. ISSN 1027-3190. Укр. мат. журн., 2015, т. 67, № 2 INTEGRABILITY ANALYSIS OF A TWO-COMPONENT BURGERS TYPE HIERARCHY 161 4. Conclusion. Employing mainly the differential-algebraic approach [1, 27, 28, 31, 35] for testing the Lax integrability of nonlinear dynamical systems on functional manifolds, we proved that the two-component polynomial Burgers type dynamical system (1.1) has an adjoint matrix Lax representation and a corresponding recursive operator, which does not allow a bi-Poissonian factorization and so only makes it possible to construct two local conserved quantities. The problem of constructing a generalized bi-Poissonian factorization of a suitably powered recursive operator, similar to that in [35], is left for future analysis. Thus, the differential-algebraic approach, together with considerations based on the symplectic geometry, can serve as a simple, effective tool for analyzing the Lax integrability of a wide class of polynomial nonlinear dynamical systems on functional manifolds. 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Укр. мат. журн., 2015, т. 67, № 2
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spelling umjimathkievua-article-19702019-12-05T09:47:54Z Integrability Analysis of a Two-Component Burgers-Type Hierarchy Аналіз інтегровності двокомпонентної ієрархії типу Бюргерса Blackmore, D. Özçağ, E. Prykarpatsky, A. K. Soltanov, K. N. Блекмор, Д. Озчаг, Е. Прикарпатський, А. К. Солтанов, К. Н. The Lax integrability of a two-component polynomial Burgers-type dynamical system is analyzed by using a differential-algebraic approach. Its linear adjoint matrix Lax representation is constructed. A related recursive operator and an infinite hierarchy of nonlinear Lax integrable dynamical systems of the Burgers–Korteweg–de-Vries type are obtained by the gradient-holonomic technique. The corresponding Lax representations are presented. Лаксівську інтегровність двокомпонентної полiномiальної динамiчної системи типу Бюргерса проаналiзовано за допомогою диференціально-алгебраїчного підходу. Побудовано її лінійнє спряжене матричне лаксівське зображення. Відповідний рекурсивний оператор та нескінченну ієрархію нелінійних динамічних систем типу Бюргерса - Кортевега - де Фріза, інтегровних за Лаксом, отримано за допомогою градієнтно-голономного методу. Наведено відповідні лаксівські зображення. Institute of Mathematics, NAS of Ukraine 2015-02-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/1970 Ukrains’kyi Matematychnyi Zhurnal; Vol. 67 No. 2 (2015); 147-162 Український математичний журнал; Том 67 № 2 (2015); 147-162 1027-3190 en https://umj.imath.kiev.ua/index.php/umj/article/view/1970/961 https://umj.imath.kiev.ua/index.php/umj/article/view/1970/962 Copyright (c) 2015 Blackmore D.; Özçağ E.; Prykarpatsky A. K.; Soltanov K. N.
spellingShingle Blackmore, D.
Özçağ, E.
Prykarpatsky, A. K.
Soltanov, K. N.
Блекмор, Д.
Озчаг, Е.
Прикарпатський, А. К.
Солтанов, К. Н.
Integrability Analysis of a Two-Component Burgers-Type Hierarchy
title Integrability Analysis of a Two-Component Burgers-Type Hierarchy
title_alt Аналіз інтегровності двокомпонентної ієрархії типу Бюргерса
title_full Integrability Analysis of a Two-Component Burgers-Type Hierarchy
title_fullStr Integrability Analysis of a Two-Component Burgers-Type Hierarchy
title_full_unstemmed Integrability Analysis of a Two-Component Burgers-Type Hierarchy
title_short Integrability Analysis of a Two-Component Burgers-Type Hierarchy
title_sort integrability analysis of a two-component burgers-type hierarchy
url https://umj.imath.kiev.ua/index.php/umj/article/view/1970
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