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Three-wave equation

In nonlinear systems, the three-wave equations, sometimes called the three-wave resonant interaction equations or triad resonances, describe small-amplitude waves in a variety of non-linear media, including electrical circuits and non-linear optics. They are a set of three completely integrable nonlinear partial differential equations. Because they provide the simplest, most direct example of a resonant interaction, have broad applicability in the sciences, and are completely integrable, they have been intensively studied since the 1970s.

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Informal introduction

The three-wave equation arises by consideration of some of the simplest imaginable non-linear systems. Linear differential systems have the generic form

D ψ = λ ψ {\displaystyle D\psi =\lambda \psi }

for some differential operator D. The simplest non-linear extension of this is to write

D ψ − λ ψ = ε ψ 2 . {\displaystyle D\psi -\lambda \psi =\varepsilon \psi ^{2}.}

How can one solve this? Several approaches are available. In a few exceptional cases, there might be known exact solutions to equations of this form. In general, these are found in some ad hoc fashion after applying some ansatz. A second approach is to assume that ε ≪ 1 {\displaystyle \varepsilon \ll 1} and use perturbation theory to find "corrections" to the linearized theory. A third approach is to apply techniques from scattering matrix (S-matrix) theory.

In the S-matrix approach, one considers particles or plane waves coming in from infinity, interacting, and then moving out to infinity. Counting from zero, the zero-particle case corresponds to the vacuum, consisting entirely of the background. The one-particle case is a wave that comes in from the distant past and then disappears into thin air; this can happen when the background is absorbing, deadening or dissipative. Alternately, a wave appears out of thin air and moves away. This occurs when the background is unstable and generates waves: one says that the system "radiates". The two-particle case consists of a particle coming in, and then going out. This is appropriate when the background is non-uniform: for example, an acoustic plane wave comes in, scatters from an enemy submarine, and then moves out to infinity; by careful analysis of the outgoing wave, characteristics of the spatial inhomogeneity can be deduced. There are two more possibilities: pair creation and pair annihilation. In this case, a pair of waves is created "out of thin air" (by interacting with some background), or disappear into thin air.

Next on this count is the three-particle interaction. It is unique, in that it does not require any interacting background or vacuum, nor is it "boring" in the sense of a non-interacting plane-wave in a homogeneous background. Writing ψ 1 , ψ 2 , ψ 3 {\displaystyle \psi _{1},\psi _{2},\psi _{3}} for these three waves moving from/to infinity, this simplest quadratic interaction takes the form of

( D − λ ) ψ 1 = ε ψ 2 ψ 3 {\displaystyle (D-\lambda )\psi _{1}=\varepsilon \psi _{2}\psi _{3}}

and cyclic permutations thereof. This generic form can be called the three-wave equation; a specific form is presented below. A key point is that all quadratic resonant interactions can be written in this form (given appropriate assumptions). For time-varying systems where λ {\displaystyle \lambda } can be interpreted as energy, one may write

( D − i ∂ / ∂ t ) ψ 1 = ε ψ 2 ψ 3 {\displaystyle (D-i\partial /\partial t)\psi _{1}=\varepsilon \psi _{2}\psi _{3}}

for a time-dependent version.

Review

Formally, the three-wave equation is

∂ B j ∂ t + v j ⋅ ∇ B j = η j B ℓ ∗ B m ∗ {\displaystyle {\frac {\partial B_{j}}{\partial t}}+v_{j}\cdot \nabla B_{j}=\eta _{j}B_{\ell }^{*}B_{m}^{*}}

where j , ℓ , m = 1 , 2 , 3 {\displaystyle j,\ell ,m=1,2,3} cyclic, v j {\displaystyle v_{j}} is the group velocity for the wave having k → j , ω j {\displaystyle {\vec {k}}_{j},\omega _{j}} as the wave-vector and angular frequency, and ∇ {\displaystyle \nabla } the gradient, taken in flat Euclidean space in n dimensions. The η j {\displaystyle \eta _{j}} are the interaction coefficients; by rescaling the wave, they can be taken η j = ± 1 {\displaystyle \eta _{j}=\pm 1} . By cyclic permutation, there are four classes of solutions. Writing η = η 1 η 2 η 3 {\displaystyle \eta =\eta _{1}\eta _{2}\eta _{3}} one has η = ± 1 {\displaystyle \eta =\pm 1} . The η = − 1 {\displaystyle \eta =-1} are all equivalent under permutation. In 1+1 dimensions, there are three distinct η = + 1 {\displaystyle \eta =+1} solutions: the + + + {\displaystyle +++} solutions, termed explosive; the − − + {\displaystyle --+} cases, termed stimulated backscatter, and the − + − {\displaystyle -+-} case, termed soliton exchange. These correspond to very distinct physical processes.23 One interesting solution is termed the simulton, it consists of three comoving solitons, moving at a velocity v that differs from any of the three group velocities v 1 , v 2 , v 3 {\displaystyle v_{1},v_{2},v_{3}} . This solution has a possible relationship to the "three sisters" observed in rogue waves, even though deep water does not have a three-wave resonant interaction.

The lecture notes by Harvey Segur provide an introduction.4

The equations have a Lax pair, and are thus completely integrable.56 The Lax pair is a 3x3 matrix pair, to which the inverse scattering method can be applied, using techniques by Fokas.78 The class of spatially uniform solutions are known, these are given by Weierstrass elliptic ℘-function.9 The resonant interaction relations are in this case called the Manley–Rowe relations; the invariants that they describe are easily related to the modular invariants g 2 {\displaystyle g_{2}} and g 3 . {\displaystyle g_{3}.} 10 That these appear is perhaps not entirely surprising, as there is a simple intuitive argument. Subtracting one wave-vector from the other two, one is left with two vectors that generate a period lattice. All possible relative positions of two vectors are given by Klein's j-invariant, thus one should expect solutions to be characterized by this.

A variety of exact solutions for various boundary conditions are known.11 A "nearly general solution" to the full non-linear PDE for the three-wave equation has recently been given. It is expressed in terms of five functions that can be freely chosen, and a Laurent series for the sixth parameter.1213

Applications

Some selected applications of the three-wave equations include:

These cases are all naturally described by the three-wave equation.

References

  1. Zakharov, V. E.; Manakov, S. V. (1975). "On the theory of resonant interaction of wave packets in nonlinear media" (PDF). Soviet Physics JETP. 42 (5): 842–850. http://jetp.ac.ru/cgi-bin/dn/e_042_05_0842.pdf

  2. Degasperis, A.; Conforti, M.; Baronio, F.; Wabnitz, S.; Lombardo, S. (2011). "The Three-Wave Resonant Interaction Equations: Spectral and Numerical Methods" (PDF). Letters in Mathematical Physics. 96 (1–3): 367–403. Bibcode:2011LMaPh..96..367D. doi:10.1007/s11005-010-0430-4. S2CID 18846092. https://hal.archives-ouvertes.fr/hal-02395151/file/3WNUMERFINALE.pdf

  3. Kaup, D. J.; Reiman, A.; Bers, A. (1979). "Space-time evolution of nonlinear three-wave interactions. I. Interaction in a homogeneous medium". Reviews of Modern Physics. 51 (2): 275–309. Bibcode:1979RvMP...51..275K. doi:10.1103/RevModPhys.51.275. /wiki/Reviews_of_Modern_Physics

  4. Segur, H.; Grisouard, N. (2009). "Lecture 13: Triad (or 3-wave) resonances" (PDF). Geophysical Fluid Dynamics. Woods Hole Oceanographic Institution. https://gfd.whoi.edu/wp-content/uploads/sites/18/2018/03/lecture13-harvey_136505.pdf

  5. Zakharov, V. E.; Manakov, S. V. (1975). "On the theory of resonant interaction of wave packets in nonlinear media" (PDF). Soviet Physics JETP. 42 (5): 842–850. http://jetp.ac.ru/cgi-bin/dn/e_042_05_0842.pdf

  6. Zakharov, V. E.; Manakov, S. V.; Novikov, S. P.; Pitaevskii, L. I. (1984). Theory of Solitons: The Inverse Scattering Method. New York: Plenum Press. Bibcode:1984lcb..book.....N. /wiki/Plenum_Press

  7. Fokas, A. S.; Ablowitz, M. J. (1984). "On the inverse scattering transform of multidimensional nonlinear equations related to first‐order systems in the plane". Journal of Mathematical Physics. 25 (8): 2494–2505. Bibcode:1984JMP....25.2494F. doi:10.1063/1.526471. /wiki/Journal_of_Mathematical_Physics

  8. Lenells, J. (2012). "Initial-boundary value problems for integrable evolution equations with 3×3 Lax pairs". Physica D. 241 (8): 857–875. arXiv:1108.2875. Bibcode:2012PhyD..241..857L. doi:10.1016/j.physd.2012.01.010. S2CID 119144977. /wiki/Physica_D

  9. Martin, R. A. (2015). Toward a General Solution of the Three-Wave Resonant Interaction Equations (Thesis). University of Colorado. https://scholar.colorado.edu/concern/graduate_thesis_or_dissertations/7m01bk69s

  10. Martin, R. A.; Segur, H. (2016). "Toward a General Solution of the Three-Wave Partial Differential Equations". Studies in Applied Mathematics. 137: 70–92. doi:10.1111/sapm.12133. https://doi.org/10.1111%2Fsapm.12133

  11. Kaup, D. J. (1980). "A Method for Solving the Separable Initial-Value Problem of the Full Three-Dimensional Three-Wave Interaction". Studies in Applied Mathematics. 62: 75–83. doi:10.1002/sapm198062175. /wiki/Studies_in_Applied_Mathematics

  12. Martin, R. A. (2015). Toward a General Solution of the Three-Wave Resonant Interaction Equations (Thesis). University of Colorado. https://scholar.colorado.edu/concern/graduate_thesis_or_dissertations/7m01bk69s

  13. Martin, R. A.; Segur, H. (2016). "Toward a General Solution of the Three-Wave Partial Differential Equations". Studies in Applied Mathematics. 137: 70–92. doi:10.1111/sapm.12133. https://doi.org/10.1111%2Fsapm.12133

  14. Segur, H.; Grisouard, N. (2009). "Lecture 13: Triad (or 3-wave) resonances" (PDF). Geophysical Fluid Dynamics. Woods Hole Oceanographic Institution. https://gfd.whoi.edu/wp-content/uploads/sites/18/2018/03/lecture13-harvey_136505.pdf

  15. Kadri, U. (2015). "Triad Resonance in the Gravity–Acousic Family". AGU Fall Meeting Abstracts. 2015: OS11A–2006. Bibcode:2015AGUFMOS11A2006K. doi:10.13140/RG.2.1.4283.1441. https://doi.org/10.13140%2FRG.2.1.4283.1441

  16. Kim, J.-H.; Terry, P. W. (2011). "A self-consistent three-wave coupling model with complex linear frequencies". Physics of Plasmas. 18 (9): 092308. Bibcode:2011PhPl...18i2308K. doi:10.1063/1.3640807. https://zenodo.org/record/569793