Moving Boundary Problems for a Cuspon Equation and Reciprocal Associates: Exact Solution via Painlevé Symmetry Reduction

Colin Rogers\(^1\) and Sandra Carillo\(^{2, 3}\)
\(^1\)University of New South Wales, Australia
\(^2\) Dipartimento Scienze di Base e Applicate per l’Ingegneria
“Sapienza” Università di Roma, 16, Via A. Scarpa, 00161 Rome, Italy
\(^3\) Gr. Roma1, IV - Mathematical Methods in NonLinear Physics
National Institute for Nuclear Physics (I.N.F.N.), Rome, Italy


Abstract

Here classes of moving boundary problems of Stefan-type for both an established nonlinear evolution equation of cuspon theory and novel reciprocally linked solitonic equations are shown to be solvable via Painlevé II symmetry reduction.

1 Introduction↩︎

Moving boundary problems of Stefan-type have had extensive application in continuum mechanics, notably in connection with change of phase in a non-linear heat conduction context and liquid transport through porous media in soil mechanics [1][3] and [4] (see also references cited therein). In modern soliton theory, classes of moving boundary problems for the canonical Dym equation [5] and reciprocal associated are derived in [6] which admit exact solution via Painlevé II symmetry reduction. This investigation was originally motivated, in part, by the classical Saffman-Taylor problem with surface tension [7]. The occurrence of the solitonic Dym equation in the Hele-Shaw theory was elucidated in [8]. Moving boundary problems for a range of solitonic equations have been shown to admit exact solution via Painlevé II symmetry reduction [9][14].

Reciprocal-type transformations had their origin in the derivation of invariance properties of conservation laws in homoentropic gas dynamics in [15] and were subsequently shown in [16] to constitute particular Bäcklund transformations [17], [18]. In modern soliton theory, reciprocal transformations were introduced in [19] and associated with admitted conservation laws. Therein, these were conjugated with the action of the classical Bianchi permutability theorem associated with invariance of the soliton system under a Bäcklund transformation. Thereby, multi-soliton solutions can be generated iteratively in an algorithmic manner. In [20], reciprocal transformations were applied to link the canonical AKNS and WKI inverse scattering schemes of [21] and [22], respectively. The linkage of certain classes of 1+1-dimensional solitonic hierarchies via reciprocal transformation has been detailed in [23][25]. Reciprocal transformations in 2+1-dimensions, as originally introduced in [26], have been applied to connect the Kadomtsev-Petviashvili, 2+1-dimensional Dym and modified Kadomtsev-Petviashvili solitonic hierarchies in [27].

In [28], a novel nonlinear evolution equation descriptive of certain cuspon and periodic cuspon phenomena was set down and notably, in particular, a Lax pair was derived. Here, classes of moving boundary problems of Stefan-type both for this cuspon equation and integrable extensions linked by reciprocal transformations are shown to be solvable via Painlevé II symmetry reduction.

2 A Class of Reciprocal Moving Boundary Problems for a Solitonic Cuspon Equation: Painlevé II Symmetry Reduction↩︎

The reciprocal transformation \[dx^* = v \, dx + ( - v_{xx} + 3v^2) \, dt, \quad t^* = t\] with compatibility condition for the canonical solitonic Korteweg-de Vries equation \[v_t - 6vv_x + v_{xxx} = 0\] with \(v = -1/m^*\) yields \[dx = m^* \, dx^* + \left( \frac{1}{2} \frac{\partial^2}{\partial{x^*}^2} \left( \frac{1}{m^{*2}} \right) - \frac{3}{m^* }\right) dt^*.\] The latter has compatibility condition \[m_t^* = \frac{1}{2} \left( \frac{1}{m^{*}} \right)_{x^*x^*x^*} - 3 \left( \frac{1}{m^*} \right)_{x^*},\] namely, the solitonic cuspon equation in [28]. In [13], exact solutions of a class of Korteweg-de Vries moving boundary problems has been solved via application of the Miura transformation \[v = u_x + u^2\] which connects the KdV equation (2.2) to the mKdV equation \[u_t - 6u^2u_x + u_{xxx} = 0.\] This important link may be derived in the context of a class of classical Bäcklund transformation due to to Clairin [17]. In [13], application was made of Painlevé II symmetry reduction to solve a class of KdV moving boundary problems of Stefan-type problems governed by the system \[v_t - 6vv_x + v_{xxx} = 0 ~~,~~ 0<x< S(t)= \gamma (t+a)^{1/3}~, t>0\] \[\left. \begin{array}{l} v_{xx} - 3v^2 = L_m S^i \dot{S} \\ v = P_m S^j \end{array} \right\} \text{ on } x = S(t), \quad t > 0\] \[(v_{xx} - 3v^2)|_{x=0} = H_0(t+a)^k, t > 0,\] \[S(0) = S_0~.\] The mKdV equation (2.6) maybe be shown to admit a Painlevé II symmetry reduction with \[u = (t+a)^p \Psi(\xi), \quad \xi ={ x\over {(t+a)^q}}.\] Thus, on substitution of the latter representation into (2.6) there results \[p \Psi - q \xi \Psi' - 6(t+a)^{2p-q+1} \Psi^2 \Psi' + (t+a)^{-3q+1} \Psi''' = 0\] whence \(p = -1/3, q = 1/3\) and \(\Psi(\xi)\) is governed by \[\Psi''' - 6\Psi^2 \Psi' - \frac{1}{3} (\xi \Psi)' = 0\] so that, on integration, \[\Psi'' - 2\Psi^3 - \frac{1}{3} \xi \Psi = \kappa^*~,~ \kappa^*\in{\mathbf{R}}.\] On introduction of the scalings \(\Psi = \delta w\), \(\xi = \epsilon z\), into the latter there results the classical Painlevé II equation \[w_{zz} = zw^3 + zw + \alpha~,\] with parameter. \(\alpha= \kappa^* \epsilon^2/ \delta\)

Under the Miura transformation (2.5), the class of solutions \[v = (t+a)^{-2/3} (\Psi'(\xi) + \Psi^2(\xi)) := (t+a)^{-2/3} \Lambda(\xi)\] of the KdV equation (2.2) is obtained wherein \(\Psi(\xi)\) is given by the scaled version (2.11) of the Painlevé II equation.

The KdV moving boundary conditions:

I

\[v_{xx} - 3v^2 = L_m S^i \dot{S} \text{ on } x = S(t)=\gamma (t+a)^{1/3}~, \quad t > 0~.\] Insertion of the relation (2.13) yields \[(t+a)^{-4/3} (\Lambda''(\gamma) - 3\Lambda^2(\gamma)) = \frac{1}{3} L_m \gamma^{4i/3} (t+a)^{(i-2)/3}\] whence \(i = -2\) together with \[L_m = 3\gamma^{-4i/3} [\Lambda''(\gamma) - 3\Lambda^2(\gamma)].\]

II

\[v = P_m S^i \dot{S} ~~~\text{ on }~~ x = S(t)=\gamma (t+a)^{1/3}~, \quad t > 0~.\] This requires \(j = -2\) and \[P_m = \gamma^2 \Lambda(\gamma) = \gamma^2 [\Psi'(\gamma) + \Psi^2(\gamma)].\]

III

\[(v_{xx} - 3v^2)\vert_{x=0} =H_0 (t+a)^k ~, \quad t > 0~\] This boundary condition yelds \(k=-4/3\) together with \[H_0=\Lambda''(0) -3 \Lambda^2(0)~.\]

The moving boundary problems for the cuspon equation (2.4) under the reciprocal transformation (2.1) with \(v= {1}/{m^*}\) become:

\[m_t^* = \frac{1}{2} \left( \frac{1}{m^{*2}} \right)_{x^*x^*x^*} - 3 \left( \frac{1}{m^*} \right)_{x^*}, \qquad x^*\vert_{x=0 }< x^* < x^*\vert_{x=S(t)} := S^*(t^*), \quad t^*>0.\]

\[\left. \begin{array}{l} \displaystyle{ \frac{1}{2} \left( \frac{1}{m^{*2}} \right)_{x^*x^*} - 3 \left( \frac{1}{m^*} \right) = m^* L_m S^i \dot{S}} \\[2ex] \displaystyle{ \frac{1}{m^*} = P_m S^j} \end{array} \right\} \qquad \text{on } x^* = S^*(t^*), \quad t^*>0\]

\[\left[ \frac{1}{2} \left( \frac{1}{m^{*2}} \right)_{x^*x^*} - 3 \left( \frac{1}{m^*} \right) \right] \Bigg\vert_{{x^*}\vert_{x=0}} = m^*\big|_{x^*\vert_{x=0}} H_0 (t+a)^k, \qquad t^*>0\]

\[S^*(0)=S_0^*.\] In the preceding, \(x^* = S^*(t^*)\) is the reciprocal moving boundary obtained by application of (2.1) so \(x = S(t) = \gamma(t+a)^{1/3}.\) Thus, \[\begin{array}{l} \displaystyle{ dx^* |_{x=S(t)} = \left[v dx - (v_{xx} - 3v^2) dt\right] |_{x=S(t)} }\\ \\ \displaystyle{\,\,\,\qquad\quad\quad= (P_m S^j \dot{S} + L_m S^i \dot{S}) dt} \end{array}\] wherein \(i=j=-2\). Accordingly, \[dx^* |_{x=S(t)} = \left( P_m +L_m\right) {(1/ 3 \gamma) } (t^*+a)^{-4/3} dt\] so that \[S^*(t^*) = \gamma^* (t^*+a)^{-1/3} + \delta^*~~,~~\gamma^* , \delta^* \in{\mathbf{R}}\] with \(\gamma^* = -\gamma^{-1}(P_m + L_m)\). The associated reciprocal initial boundary condition becomes: \[S^*(t^*) = \gamma^* a^{-1/3} + \delta^*~~.\] In addition, \[dx^* |_{x=0} = (-v_{xx} + 3v^2) dt |_{x=0}= H_0 (t^*+a)^k dt\] with \(k=-1/3\), whence \[x^* |_{x=0} = -3 H_0 (t^*+a)^{-1/3} + \epsilon^*~~,~~ \epsilon^* \in{\mathbf{R}}.\] Thus, the region \[x^*\vert_{x=0 }< x^* < x^*\vert_{x=S(t)}:= S^*(t^*)~,\] reciprocally associated with \(0 < x < S(t)\), is given by \[-3 H_0 (t^*+a)^{-1/3} + \epsilon^* < x^* < \gamma^* (t^*+a)^{-1/3} + \delta^*~.\]

It is remarked that moving boundary problems constrained by a pair of time-dependent boundaries occur, in particular, both in the context of resonant nonlinear Schrödinger boundary analysis [29] and certain Stefan-type problems in the context of nonlinear heat conduction incorporating a source term [30].

3 An Extended Solitonic Cuspon Equation: Reciprocal Moving Boundary Problems↩︎

In [31], a novel solitonic extension of the cuspon equation (2.4) was introduced, namely: \[m_t^* = \frac{1}{2} (m^{*-2})_{x^*x^*x^*} + \delta^* (m^{*-1})_{x^*} + \epsilon^* (m^{*-2})_{x^*}~~,~~ \delta^*, \epsilon^* \in{\mathbf{R}}.\] which is linked via a reciprocal transformation to the canonical solitonic Gardner equation \[v_\tau + 6v(1 - v)v_y + v_{yyy} = 0.\] The latter has diverse physical applications, notably in plasma physics, optical lattice theory, in addition to the analysis of nonlinear wave, propagation phenomena in both hydrodynamics and elastodynamics.

On application, to (3.2) of the reciprocal transformation \[dx^* = v \, dy - [v_{yy} + 3 v^2 - 2 v^3] d\tau, \quad t^* = \tau\] with \(v= { {1}/{m^{*}}}\), there results \[dy=m^*dx^*+\left[\frac{1}{2}\left(m^{*-2}\right)_{x^*x^*}+3m^{*-1}-2m^{*-2}\right]dt^*,\] with compatibility condition the extended cuspon equation (3.1) with parameters \(\delta^*= 3,~ \beta = -2\).

A Class of Moving Boundary Problems↩︎

It was recently established in [31] that a class of nonlinear moving boundary problems for the Gardner equation (3.2) admits exact solutions via a Painlevé II symmetry reduction on application of a mKdV connection. This class was determined by the nonlinear system

\[v_\tau+6v(1-v)v_y+v_{yyy}=0, \qquad \frac{3\tau}{2}<y<\gamma(\tau+a)^{1/3}+\frac{3\tau}{2},\;\;\tau>0,\] \[\left. \begin{align} v_{yy}-2\left(v-\frac{1}{2}\right)^3&=L_m S^j\dot{S},\\ v-\frac{1}{2}&=P_m S^j \end{align} \right\} \quad\text{on}\quad y=\gamma(\tau+a)^{1/3}+\frac{3\tau}{2},\;\tau>0,\] and \[\left[v_{yy}-2\left(v-\frac{1}{2}\right)^3\right]_{y=3\tau/2}=H_0(\tau+a)^k, \qquad \tau>0,\] \[S(0)=S_0,\] wherein \(S(\tau)=\gamma(\tau+a)^{1/3}\).

The preceding system (3.5) was obtained in [31] by setting \[x=-\frac{3}{2}\tau+y,\qquad t=\tau,\qquad v=\frac{1}{2}+u,\] in the class of mKdV moving boundary problems \[u_t-6u^2u_x+u_{xxx}=0,\qquad 0<x<S(t),\;t>0,\] \[\left. \begin{align} u_{xx}-2u^3&=L_m S^j,\dot{S},\\ u&=P_m S^j, \end{align} \right\} \quad\text{on}\quad x=S(t),\;t>0,\] \[\left[u_{xx}-2u^3\right]_{x=0}=H_0(t+a)^k,\qquad t>0,\] \[S(0)=S_0.\]

This nonlinear system has been shown to admit exact solution via Painlevé II symmetry reduction [12]. In particular it admits the exact solution \[u= -\delta (t+a)^{-1/3}\phi'\left({{ x}\over{\epsilon(t+a)^{1/3}}}\right) \left[\phi\left({{x}\over{\epsilon(t+a)^{1/3}}}\right) \right]^{-1}\] where \(\phi\) is governed by an Airy equation.

A novel class of exactly solvable moving boundary problems for the extended solitonic cuspon equation results via the action of the reciprocal transformation (3.3) on the Gardner moving boundary system (3.5). The reciprocal extended cuspon moving boundary system inherits the property of admittance of exact solution via Painlevé II symmetry reduction.

References↩︎

[1]
L.I. Rubinstein, The Stefan Problem, American Mathematical Society, Providence (1970).
[2]
J.R. Ockendon and W.R. Hodgkins (Eds), Moving Boundary Problems in Heat Flow and Diffusion, Clarendon Press, Oxford (1975).
[3]
C. Rogers, Application of a reciprocal transformation to a two-phase Stefan problem, J. Phys. A: Math. Gen. 18, L105-L109 (1985).
[4]
C. Rogers and P. Broadbridge, On a nonlinear moving boundary problem with heterogeneity: application of a reciprocal transformation, ZAMP 39, 122-128 (1988).
[5]
P.J. Vassiliou, Harry Dym equation in Encyclopedia of Mathematics, Springer (2001).
[6]
C. Rogers, Moving boundary problems for the Harry Dym equation and its reciprocal associates, ZAMP 66, 3205-3220 (2015).
[7]
P.G. Saffman and G.I. Taylor, The penetration of a liquid into a porous medium or Hele-Shaw cell containing a more viscous liquid, Proc. Roy. Soc. London A 245, 312-329 (1958).
[8]
A.S. Fokas and S. Tanveer, A Hele-Shaw problem and the second Painlevé transcendent, Math. Proc. Camb. Phil. Soc. 124, 169-191 (1998).
[9]
C. Rogers, On a class of moving boundary problems for the potential mKdV equation: conjugation of Bäcklund and reciprocal transformations, Special Issue, Waves and Stability, Ricerche di Matematica 65, 561-577 (2016).
[10]
C. Rogers, Moving boundary problems for an extended Dym equation: Reciprocal connection, Meccanica 52, 3531-3540 (2017).
[11]
C. Rogers, Moving boundary problems for a canonical member of the WKI inverse scattering scheme: conjugation of a reciprocal and Möbius transformation, Physica Scripta 97, 035207 (2022).
[12]
C. Rogers, On mKdV and associated classes of moving boundary problems: reciprocal connections, Meccanica 58, 1633-1640 (2023).
[13]
C. Rogers, On Korteweg-de Vries and associated reciprocal moving boundary problems, Zeit. Angew. Math. Phys. 76, 93 (2025).
[14]
C. Rogers, On moving boundary problems for the solitonic Gardner equation: A reciprocally associated class, Zeit. Angew. Math. Phys. 76, 156 (2025).
[15]
H. Bateman, The lift and drag functions for an elastic fluid in two-dimensional irrotational flow, Proc. Natl. Acad. Sci. USA 24, 246-251 (1938).
[16]
H. Bateman, The transformation of partial differential equations, Quart. Appl. Math. 1, 281-295 (1944).
[17]
C. Rogers and W.F. Shadwick, Bäcklund Transformations and Their Applications, Academic Press, New York (1982).
[18]
C. Rogers and W.K. Schief, Bäcklund and Darboux Transformations, Cambridge University Press (2002).
[19]
J.G. Kingston and C. Rogers, Reciprocal Bäcklund transformations of conservation laws, Phys. Lett. 92A, 261-264 (1982).
[20]
C. Rogers and P. Wong, On reciprocal Bäcklund transformations of inverse scattering schemes, Physica Scripta 30, 10-14 (1984).
[21]
M.J. Ablowitz, D.J. Kaup, A.C. Newell and H. Segur, Nonlinear evolution equations of physical significance, Phys. Rev. Lett. 31, 125-127 (1973).
[22]
M. Wadati, K. Konno and Y.H. Ichikawa, New integrable nonlinear evolution equations, J. Phys. Soc. Japan 47, 1698-1700 (1979).
[23]
C. Rogers and M.C. Nucci, On reciprocal Bäcklund transformations and the Korteweg-de Vries hierarchy, Physica Scripta 33, 289-292 (1986).
[24]
C. Rogers and S. Carillo, On reciprocal properties of the Caudrey-Dodd-Gibbon and Kaup-Kupershmidt hierarchies, Physica Scripta 36, 865-869 (1987).
[25]
S. Carillo and B. Fuchssteiner, The abundant symmetry structure of hierarchies of nonlinear equations, J. Math. Phys. 30, 1606-1613 (1989).
[26]
C. Rogers, Reciprocal transformations in 2+1-dimensions, J. Phys. A: Math. Gen. 18, L105-L109 (1985).
[27]
W. Oevel and C. Rogers, Gauge transformations and reciprocal links in 2+1-dimensions, Rev. Math. Phys. 5, 299-330 (1993).
[28]
C. Pan, L. Ling and Z. Liu, A new integrable equation with cuspons and periodic cuspons, Physica Scripta 89, 105202 (2014).
[29]
J.N. Flavin and C. Rogers, Upper estimates for a moving boundary problem for resonant nonlinear Schrödinger equations, Stud. Appl. Math. 121, 189-198 (2008).
[30]
A.C. Briozzo, C. Rogers and D.A. Tarzia, A class of moving boundary problems with a source term, Acta Mechanica 234, 1889-1900 (2023).
[31]
C. Rogers, On moving boundary problems for the solitonic Gardner equation. A reciprocally associated class Z. Angew. Math. Phys. 76 no. 5, 186, 11 pp. (2025).