Camassa–Holm equation

In fluid dynamics, the Camassa–Holm equation is the integrable, dimensionless and non-linear partial differential equation

Interaction of two peakons — which are sharp-crested soliton solutions to the Camassa–Holm equation. The wave profile (solid curve) is formed by the simple linear addition of two peakons (dashed curves):
$u=m_{1}\,e^{-|x-x_{1}|}+m_{2}\,e^{-|x-x_{2}|}.$
The evolution of the individual peakon positions $x_{1}(t)$ and $x_{2}(t)$, as well as the evolution of the peakon amplitudes $m_{1}(t)$ and $m_{2}(t),$ is however less trivial: this is determined in a non-linear fashion by the interaction.

$u_{t}+2\kappa u_{x}-u_{xxt}+3uu_{x}=2u_{x}u_{xx}+uu_{xxx}.\,$

The equation was introduced by Roberto Camassa and Darryl Holm as a bi-Hamiltonian model for waves in shallow water, and in this context the parameter κ is positive and the solitary wave solutions are smooth solitons.

In the special case that κ is equal to zero, the Camassa–Holm equation has peakon solutions: solitons with a sharp peak, so with a discontinuity at the peak in the wave slope.

Relation to waves in shallow water

The Camassa–Holm equation can be written as the system of equations:

${\begin{aligned}u_{t}+uu_{x}+p_{x}&=0,\\p-p_{xx}&=2\kappa u+u^{2}+{\frac {1}{2}}\left(u_{x}\right)^{2},\end{aligned}}$

with p the (dimensionless) pressure or surface elevation. This shows that the Camassa–Holm equation is a model for shallow water waves with non-hydrostatic pressure and a water layer on a horizontal bed.

The linear dispersion characteristics of the Camassa–Holm equation are:

$\omega =2\kappa {\frac {k}{1+k^{2}}},$

with ω the angular frequency and k the wavenumber. Not surprisingly, this is of similar form as the one for the Korteweg–de Vries equation, provided κ is non-zero. For κ equal to zero, the Camassa–Holm equation has no frequency dispersion — moreover, the linear phase speed is zero for this case. As a result, κ is the phase speed for the long-wave limit of k approaching zero, and the Camassa–Holm equation is (if κ is non-zero) a model for one-directional wave propagation like the Korteweg–de Vries equation.

Hamiltonian structure

Introducing the momentum m as

$m=u-u_{xx}+\kappa ,\,$

then two compatible Hamiltonian descriptions of the Camassa–Holm equation are:

${\begin{aligned}m_{t}&=-{\mathcal {D}}_{1}{\frac {\delta {\mathcal {H}}_{1}}{\delta m}}&&{\text{ with }}&{\mathcal {D}}_{1}&=m{\frac {\partial }{\partial x}}+{\frac {\partial }{\partial x}}m&{\text{ and }}{\mathcal {H}}_{1}&={\frac {1}{2}}\int u^{2}+\left(u_{x}\right)^{2}\;{\text{d}}x,\\m_{t}&=-{\mathcal {D}}_{2}{\frac {\delta {\mathcal {H}}_{2}}{\delta m}}&&{\text{ with }}&{\mathcal {D}}_{2}&={\frac {\partial }{\partial x}}-{\frac {\partial ^{3}}{\partial x^{3}}}&{\text{ and }}{\mathcal {H}}_{2}&={\frac {1}{2}}\int u^{3}+u\left(u_{x}\right)^{2}-\kappa u^{2}\;{\text{d}}x.\end{aligned}}$

Integrability

The Camassa–Holm equation is an integrable system. Integrability means that there is a change of variables (action-angle variables) such that the evolution equation in the new variables is equivalent to a linear flow at constant speed. This change of variables is achieved by studying an associated isospectral/scattering problem, and is reminiscent of the fact that integrable classical Hamiltonian systems are equivalent to linear flows at constant speed on tori. The Camassa–Holm equation is integrable provided that the momentum

$m=u-u_{xx}+\kappa \,$

is positive — see and for a detailed description of the spectrum associated to the isospectral problem, for the inverse spectral problem in the case of spatially periodic smooth solutions, and for the inverse scattering approach in the case of smooth solutions that decay at infinity.

Exact solutions

Traveling waves are solutions of the form

$u(t,x)=f(x-ct)\,$

representing waves of permanent shape f that propagate at constant speed c. These waves are called solitary waves if they are localized disturbances, that is, if the wave profile f decays at infinity. If the solitary waves retain their shape and speed after interacting with other waves of the same type, we say that the solitary waves are solitons. There is a close connection between integrability and solitons. In the limiting case when κ = 0 the solitons become peaked (shaped like the graph of the function f(x) = e^−|x|), and they are then called peakons. It is possible to provide explicit formulas for the peakon interactions, visualizing thus the fact that they are solitons. For the smooth solitons the soliton interactions are less elegant. This is due in part to the fact that, unlike the peakons, the smooth solitons are relatively easy to describe qualitatively — they are smooth, decaying exponentially fast at infinity, symmetric with respect to the crest, and with two inflection points — but explicit formulas are not available. Notice also that the solitary waves are orbitally stable i.e. their shape is stable under small perturbations, both for the smooth solitons and for the peakons.

Wave breaking

The Camassa–Holm equation models breaking waves: a smooth initial profile with sufficient decay at infinity develops into either a wave that exists for all times or into a breaking wave (wave breaking being characterized by the fact that the solution remains bounded but its slope becomes unbounded in finite time). The fact that the equations admits solutions of this type was discovered by Camassa and Holm and these considerations were subsequently put on a firm mathematical basis. It is known that the only way singularities can occur in solutions is in the form of breaking waves. Moreover, from the knowledge of a smooth initial profile it is possible to predict (via a necessary and sufficient condition) whether wave breaking occurs or not. As for the continuation of solutions after wave breaking, two scenarios are possible: the conservative case and the dissipative case (with the first characterized by conservation of the energy, while the dissipative scenario accounts for loss of energy due to breaking).

Long-time asymptotics

It can be shown that for sufficiently fast decaying smooth initial conditions with positive momentum splits into a finite number and solitons plus a decaying dispersive part. More precisely, one can show the following for $\kappa >0$: Abbreviate $c=x/(\kappa t)$. In the soliton region $c>2$ the solutions splits into a finite linear combination solitons. In the region $0<c<2$ the solution is asymptotically given by a modulated sine function whose amplitude decays like $t^{-1/2}$. In the region $-1/4<c<0$ the solution is asymptotically given by a sum of two modulated sine function as in the previous case. In the region $c<-1/4$ the solution decays rapidly. In the case $\kappa =0$ the solution splits into an infinite linear combination of peakons (as previously conjectured).

Geometric formulation

In the spatially periodic case, the Camassa–Holm equation can be given the following geometric interpretation. The group $\mathrm {Diff} (S^{1})$ of diffeomorphisms of the unit circle $S^{1}$ is an infinite-dimensional Lie group whose Lie algebra $\mathrm {Vect} (S^{1})$ consists of smooth vector fields on $S^{1}$. The $H^{1}$ inner product on $\mathrm {Vect} (S^{1})$,

$\left\langle u{\frac {\partial }{\partial x}},v{\frac {\partial }{\partial x}}\right\rangle _{H^{1}}=\int _{S^{1}}(uv+u_{x}v_{x})dx,$

induces a right-invariant Riemannian metric on $\mathrm {Diff} (S^{1})$. Here $x$ is the standard coordinate on $S^{1}$. Let

$U(x,t)=u(x,t){\frac {\partial }{\partial x}}$

be a time-dependent vector field on $S^{1}$, and let $\{\varphi _{t}\}$ be the flow of $U$, i.e. the solution to

${\frac {d}{dt}}\varphi _{t}(x)=u(\varphi _{t}(x),t).$

Then $u$ is a solution to the Camassa–Holm equation with $\kappa =0$, if and only if the path $t\mapsto \varphi _{t}\in \mathrm {Diff} (S^{1})$ is a geodesic on $\mathrm {Diff} (S^{1})$ with respect to the right-invariant $H^{1}$ metric.

For general $\kappa$, the Camassa–Holm equation corresponds to the geodesic equation of a similar right-invariant metric on the universal central extension of $\mathrm {Diff} (S^{1})$, the Virasoro group.

See also

• Degasperis–Procesi equation
• Hunter–Saxton equation

References

• Beals, Richard; Sattinger, David H.; Szmigielski, Jacek (1999), "Multi-peakons and a theorem of Stieltjes", Inverse Problems, 15 (1): L1–L4, arXiv:solv-int/9903011, Bibcode:1999InvPr..15L...1B, CiteSeerX 10.1.1.251.3369, doi:10.1088/0266-5611/15/1/001, S2CID 250883574
• Boldea, Costin-Radu (1995), "A generalization for peakon's solitary wave and Camassa–Holm equation", General Mathematics, 5 (1–4): 33–42
• Boutet de Monvel, Anne; Kostenko, Aleksey; Shepelsky, Dmitry; Teschl, Gerald (2009), "Long-Time Asymptotics for the Camassa–Holm Equation", SIAM Journal on Mathematical Analysis, 41 (4): 1559–1588, arXiv:0902.0391, doi:10.1137/090748500, S2CID 7443966
• Bressan, Alberto; Constantin, Adrian (2007a), "Global conservative solutions of the Camassa–Holm equation", Archive for Rational Mechanics and Analysis, 183 (2): 215–239, Bibcode:2007ArRMA.183..215B, CiteSeerX 10.1.1.229.3821, doi:10.1007/s00205-006-0010-z
• Bressan, Alberto; Constantin, Adrian (2007b), "Global dissipative solutions of the Camassa–Holm equation", Analysis and Applications, 5 (1): 1–27, CiteSeerX 10.1.1.230.3221, doi:10.1142/S0219530507000857
• Camassa, Roberto; Holm, Darryl D. (1993), "An integrable shallow water equation with peaked solitons", Physical Review Letters, 71 (11): 1661–1664, arXiv:patt-sol/9305002, Bibcode:1993PhRvL..71.1661C, doi:10.1103/PhysRevLett.71.1661, PMID 10054466, S2CID 8832709
• Constantin, Adrian (2000), "Existence of permanent and breaking waves for a shallow water equation: a geometric approach", Annales de l'Institut Fourier, 50 (2): 321–362, doi:10.5802/aif.1757
• Constantin, Adrian (2001), "On the scattering problem for the Camassa–Holm equation", Proceedings of the Royal Society A, 457 (2008): 953–970, Bibcode:2001RSPSA.457..953C, doi:10.1098/rspa.2000.0701, S2CID 121740772
• Constantin, Adrian; Escher, Joachim (1998), "Wave breaking for nonlinear nonlocal shallow water equations", Acta Mathematica, 181 (2): 229–243, doi:10.1007/BF02392586
• Constantin, Adrian; Escher, Joachim (2000), "On the blow-up rate and the blow-up set of breaking waves for a shallow water equation", Mathematische Zeitschrift, 233 (1): 75–91, doi:10.1007/PL00004793
• Constantin, Adrian; McKean, Henry P. (1999), "A shallow water equation on the circle", Communications on Pure and Applied Mathematics, 52 (8): 949–982, doi:10.1002/(SICI)1097-0312(199908)52:8<949::AID-CPA3>3.0.CO;2-D
• Constantin, Adrian; Strauss, Walter A. (2000), "Stability of peakons", Communications on Pure and Applied Mathematics, 53 (5): 603–610, doi:10.1002/(SICI)1097-0312(200005)53:5<603::AID-CPA3>3.0.CO;2-L
• Constantin, Adrian; Strauss, Walter A. (2002), "Stability of the Camassa–Holm solitons", Journal of Nonlinear Science, 12 (4): 415–422, Bibcode:2002JNS....12..415C, doi:10.1007/s00332-002-0517-x
• Constantin, Adrian; Gerdjikov, Vladimir S.; Ivanov, Rossen I. (2006), "Inverse scattering transform for the Camassa–Holm equation", Inverse Problems, 22 (6): 2197–2207, arXiv:nlin/0603019, Bibcode:2006InvPr..22.2197C, doi:10.1088/0266-5611/22/6/017, S2CID 42866512
• Drazin, P. G.; Johnson, R. S. (1989), Solitons: an introduction, Cambridge University Press, Cambridge
• Eckhardt, Jonathan; Teschl, Gerald (2013), "On the isospectral problem of the dispersionless Camassa-Holm equation", Advances in Mathematics, 235 (1): 469–495, arXiv:1205.5831, doi:10.1016/j.aim.2012.12.006
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• Loubet, Enrique (2005), "About the explicit characterization of Hamiltonians of the Camassa–Holm hierarchy" (PDF), Journal of Nonlinear Mathematical Physics, 12 (1): 135–143, Bibcode:2005JNMP...12..135L, doi:10.2991/jnmp.2005.12.1.11
• McKean, Henry P. (2003), "Fredholm determinants and the Camassa–Holm hierarchy", Communications on Pure and Applied Mathematics, 56 (5): 638–680, doi:10.1002/cpa.10069, S2CID 120705992
• McKean, Henry P. (2004), "Breakdown of the Camassa–Holm equation", Communications on Pure and Applied Mathematics, 57 (3): 416–418, doi:10.1002/cpa.20003, S2CID 119503608
• Misiołek, Gerard (1998), "A shallow water equation as a geodesic flow on the Bott-Virasoro group", Journal of Geometry and Physics, 24 (3): 203–208, Bibcode:1998JGP....24..203M, doi:10.1016/S0393-0440(97)00010-7
• Parker, Allen (2005), "On the Camassa–Holm equation and a direct method of solution. III. N-soliton solutions", Proceedings of the Royal Society A, 461 (2064): 3893–3911, Bibcode:2005RSPSA.461.3893P, doi:10.1098/rspa.2005.1537, S2CID 124167957
• Whitham, G. B. (1974), Linear and nonlinear waves, New York; London; Sydney: Wiley Interscience

Further reading

Introductions to the subject

Peakon solutions

• Beals, Richard; Sattinger, David H.; Szmigielski, Jacek (2000), "Multipeakons and the classical moment problem", Advances in Mathematics, 154 (2): 229–257, arXiv:solv-int/9906001, doi:10.1006/aima.1999.1883

Water wave theory

• Constantin, Adrian; Lannes, David (2007), "The hydrodynamical relevance of the Camassa–Holm and Degasperis–Procesi equations", Archive for Rational Mechanics and Analysis, 192 (1): 165–186, arXiv:0709.0905, Bibcode:2009ArRMA.192..165C, doi:10.1007/s00205-008-0128-2, S2CID 17294466
• Johnson, Robin S. (2003b), "The classical problem of water waves: a reservoir of integrable and nearly-integrable equations", J. Nonlinear Math. Phys., 10 (suppl. 1): 72–92, Bibcode:2003JNMP...10S..72J, doi:10.2991/jnmp.2003.10.s1.6

Existence, uniqueness, wellposedness, stability, propagation speed, etc.

• Bressan, Alberto; Constantin, Adrian (2007a), "Global conservative solutions of the Camassa–Holm equation", Arch. Ration. Mech. Anal., 183 (2): 215–239, Bibcode:2007ArRMA.183..215B, CiteSeerX 10.1.1.229.3821, doi:10.1007/s00205-006-0010-z, S2CID 17389538
• Constantin, Adrian; Strauss, Walter A. (2000), "Stability of peakons", Comm. Pure Appl. Math., 53 (5): 603–610, doi:10.1002/(SICI)1097-0312(200005)53:5<603::AID-CPA3>3.0.CO;2-L
• Holden, Helge; Raynaud, Xavier (2007a), "Global conservative multipeakon solutions of the Camassa–Holm equation", J. Hyperbolic Differ. Equ., 4 (1): 39–64, doi:10.1142/S0219891607001045
• McKean, Henry P. (2004), "Breakdown of the Camassa–Holm equation", Comm. Pure Appl. Math., 57 (3): 416–418, doi:10.1002/cpa.20003, S2CID 119503608

Travelling waves

• Lenells, Jonatan (2005c), "Traveling wave solutions of the Camassa–Holm equation", J. Differential Equations, 217 (2): 393–430, Bibcode:2005JDE...217..393L, doi:10.1016/j.jde.2004.09.007

Integrability structure (symmetries, hierarchy of soliton equations, conservations laws) and differential-geometric formulation

• Fuchssteiner, Benno (1996), "Some tricks from the symmetry-toolbox for nonlinear equations: generalizations of the Camassa–Holm equation", Physica D, 95 (3–4): 229–243, Bibcode:1996PhyD...95..229F, doi:10.1016/0167-2789(96)00048-6
• Lenells, Jonatan (2005a), "Conservation laws of the Camassa–Holm equation", J. Phys. A, 38 (4): 869–880, Bibcode:2005JPhA...38..869L, doi:10.1088/0305-4470/38/4/007, S2CID 123137727
• McKean, Henry P. (2003b), "The Liouville correspondence between the Korteweg–de Vries and the Camassa–Holm hierarchies", Comm. Pure Appl. Math., 56 (7): 998–1015, doi:10.1002/cpa.10083, S2CID 121949648
• Misiołek, Gerard (1998), "A shallow water equation as a geodesic flow on the Bott–Virasoro group", J. Geom. Phys., 24 (3): 203–208, Bibcode:1998JGP....24..203M, doi:10.1016/S0393-0440(97)00010-7

Others

• Abenda, Simonetta; Grava, Tamara (2005), "Modulation of Camassa–Holm equation and reciprocal transformations", Annales de l'Institut Fourier, 55 (6): 1803–1834, arXiv:math-ph/0506042, Bibcode:2005math.ph...6042A, doi:10.5802/aif.2142, S2CID 17184732
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• Artebrant, Robert; Schroll, Hans Joachim (2006), "Numerical simulation of Camassa–Holm peakons by adaptive upwinding", Applied Numerical Mathematics, 56 (5): 695–711, doi:10.1016/j.apnum.2005.06.002
• Beals, Richard; Sattinger, David H.; Szmigielski, Jacek (2005), "Periodic peakons and Calogero–Françoise flows", J. Inst. Math. Jussieu, 4 (1): 1–27, doi:10.1017/S1474748005000010, S2CID 121468060
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• Boutet de Monvel, Anne; Shepelsky, Dmitry (2006), "Riemann–Hilbert approach for the Camassa–Holm equation on the line", C. R. Math. Acad. Sci. Paris, 343 (10): 627–632, doi:10.1016/j.crma.2006.10.014
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