# Multipeakons and a theorem of Stieltjes

## Abstract

A closed form of the multi-peakon solutions of the Camassa-Holm equation is found using a theorem of Stieltjes on continued fractions. An explicit formula is obtained for the scattering shifts.

Inverse Problems, 15, 1999, Letters L1-L4

AMS (MOS) Subject Classifications: 35Q51, 35Q53.   
Key words: Multipeakons, Stieltjes, continued fractions.

Camassa and Holm , introduced the strongly nonlinear equation

$`(1{\displaystyle \frac{1}{4}}D^2)u_t={\displaystyle \frac{3}{2}}(u^2)_x{\displaystyle \frac{1}{8}}(u_x^2)_x{\displaystyle \frac{1}{4}}(uu_{xx})_x,`$ (1)   
as a possible model for dispersive waves in shallow water and showed that it could formally be integrated using the spectral problem $`(D^2+k^2m1)\psi =0`$, where $`m=2(1\frac{1}{4}D^2)u.`$ We showed in a previous article that a Liouville transformation (, equation (5.8)) maps this spectral problem to the string problem

$`v^{\prime \prime }(y)+k^2g(y)v(y)=0,1<y<1;v(\pm 1,z)=0,`$ (2)   
where $`m(x)=g(y)\mathrm{sech}^4(x),`$ and $`y=\mathrm{tanh}x.`$

The Liouville transformation is independent of $`m`$, and $`m`$ may assume both positive and negative values. The scattering data are invariant under the transformation, and consist of a discrete set of eigenvalues $`k_j^2`$ and associated coupling constants $`c_j`$. The evolution of the data under the flow (1) is $`\dot{k}_j=0`$ and $`\dot{c}_j=2c_j/k_j^2`$; .

The $`n`$-peakon solution has the form

$`u(x,t)={\displaystyle \underset{j=1}{\overset{n}{}}}p_j(t)\mathrm{exp}(2|xx_j(t)|),`$ (3)   
where the $`p_j`$, $`x_j`$ evolve according to a completely integrable Hamiltonian system . A number of properties of the two-peakon and $`n`$-peakon solutions were obtained from an analysis of the dynamical system in .

In this note we use a continued fraction expansion and a theorem of Stieltjes to give explicit algebraic formulas for the n-peakon solutions.

The multi-peakon solution arises when $`g(y)dy`$ is a sum of delta functions:

$`g(y)dy={\displaystyle \underset{j=1}{\overset{n}{}}}g_j\delta (yy_j)dy,1<y_1<\mathrm{}<y_n<1.`$ (4)   
Equation (2) is then interpreted in the following sense:

$`v^{\prime \prime }=0,y_{j1}<y<y_j;v^{}(y_j+)v^{}(y_j)=zg_jv(y_j),`$ (5)   
for $`0jn`$. We let $`y_0=1`$ and $`y_{n+1}=1`$, and we have taken $`z=k^2`$ as the spectral parameter. We denote the lengths of the subintervals by $`l_j=y_{j+1}y_j,`$ for $`j=0,\mathrm{},n`$.

Let $`\phi `$ and $`\psi `$ be the solutions of (5) that satisfy the boundary conditions $`\phi (1,z)=0,`$ $`\phi ^{}(1,z)=1,`$ $`\psi (1,z)=0,`$ and $`\psi ^{}(1,z)=1`$. The eigenvalues $`\{\lambda _j\}`$ of (5) are the zeros of $`\phi (1,z)`$, which are simple. The coupling constants $`\{c_j\}`$ are characterized by the identities $`\phi (y,\lambda _j)=c_j\psi (y,\lambda _j).`$ Differentiating with respect to $`y`$ and setting $`y=1`$, we find that $`c_j=\phi ^{}(1,\lambda _j).`$

To construct $`\phi `$ we define $`q_j=\phi (y_j,z),`$ and $`p_j=\phi ^{}(y_j,z)`$. Thus $`p_j`$ is the value of the derivative $`\phi ^{}`$ in the interval $`(y_{j1},y_j)`$. The $`p_j`$ and $`q_j`$ can be obtained recursively from (5) by $`q_1=l_0`$, $`p_1=1`$, and

$`q_jq_{j1}=l_{j1}p_j,p_jp_{j1}=zg_{j1}q_{j1}.`$ (6)   
It follows inductively that $`\phi (1,z)`$ is a polynomial of degree $`n`$.

We assume for most of this note that the $`n`$ point masses $`g_j`$ are positive, so that the eigenvalues are negative: $`\lambda _n<\lambda _{n1}<\mathrm{}\lambda _1<0.`$ By classical oscillation theory, the $`c_j`$ alternate signs, with $`c_1>0`$.

The scattering data is encoded in the Weyl function

$$w(z)=\phi ^{}(1,z)/\phi (1,z).$$

Since $`\phi (y,0)=1+y`$, $`\phi (1,0)=2`$; and therefore $`\phi (1,z)=2_{j=1}^n(1z/\lambda _j)`$. Combining these results, we obtain

$`{\displaystyle \frac{w(z)}{z}}={\displaystyle \frac{1}{2z}}+{\displaystyle \underset{j=1}{\overset{n}{}}}{\displaystyle \frac{a_j}{z\lambda _j}},a_j={\displaystyle \frac{1}{2}}c_j{\displaystyle \underset{kj}{}}(1\lambda _j/\lambda _k)^1.`$ (7)   
The residues $`a_j`$ of $`w(z)/z`$ at $`z=\lambda _j`$ are positive, since both the coupling constants $`c_j`$ and the successive products alternate signs.

Following Krein , we may write the Weyl function as a continued fraction

$`{\displaystyle \frac{1}{l_n+{\displaystyle \frac{1}{zg_n+{\displaystyle \frac{1}{l_{n1}+\mathrm{}}}}}}}.`$ (8)   
This follows by induction on (6). We have $`p_1=1,`$ $`q_1=l_0,`$ $`q_2=q_1+l_1p_2,`$ $`p_2=p_1+zg_1l_0`$; hence

$`{\displaystyle \frac{p_2}{q_2}}={\displaystyle \frac{p_2}{l_0+p_2l_1}}=\mathrm{}={\displaystyle \frac{1}{l_1+{\displaystyle \frac{1}{zg_1+{\displaystyle \frac{1}{l_0}}}}}},`$   
Assuming (8) for $`n1`$ masses, and adding an additional mass at $`y_n(y_{n1},1)`$, we have $`p_{n+1}=p_n+zg_nq_n`$, $`q_{n+1}=q_n+l_np_{n+1}`$; and

$`{\displaystyle \frac{p_{n+1}}{q_{n+1}}}={\displaystyle \frac{p_{n+1}}{q_n+l_np_{n+1}}}=\mathrm{}={\displaystyle \frac{1}{l_n+{\displaystyle \frac{1}{zg_n+{\displaystyle \frac{p_n}{q_n}}}}}}`$   
A classical result of Stieltjes  recovers the coefficients of the continued fraction (8) from the Laurent expansion of $`w(z)/z`$ at infinity, obtained from (7) by expanding each $`(z\lambda _j)^1`$:

$`{\displaystyle \frac{w(z)}{z}}={\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^kA_k}{z^{k+1}}},A_k=\{\begin{array}{cc}\frac{1}{2}+_{j=1}^na_j\hfill & k=0;\hfill \\ _{j=1}^n(1)^k\lambda _j^ka_j,\hfill & k1.\hfill \end{array}`$ (9)   
Since the eigenvalues are negative and the $`a_j`$ are positive, each $`A_k`$ is positive. Stieltjes showed that such a Laurent series can be uniquely developed in a continued fraction

$`{\displaystyle \frac{1}{b_1z+{\displaystyle \frac{1}{b_2+{\displaystyle \frac{1}{b_3z+\mathrm{}}}}}}},b_{2k}={\displaystyle \frac{(\mathrm{\Delta }_k^0)^2}{\mathrm{\Delta }_k^1\mathrm{\Delta }_{k1}^1}},b_{2k+1}={\displaystyle \frac{(\mathrm{\Delta }_k^1)^2}{\mathrm{\Delta }_k^0\mathrm{\Delta }_{k+1}^0}}.`$   
Here $`\mathrm{\Delta }_0^0=1=\mathrm{\Delta }_0^1`$ and $`\mathrm{\Delta }_k^0`$, $`\mathrm{\Delta }_k^1`$, $`k1`$, are the $`k\times k`$ minors of the Hankel matrix

$`H=\left(\begin{array}{cccc}A_0& A_1& A_2& \mathrm{}\\ A_1& A_2& A_3& \mathrm{}\\ A_2& A_3& A_4& \mathrm{}\\ \mathrm{}& & & \end{array}\right).`$   
whose upper left hand entries are, respectively, $`A_0`$ and $`A_1`$.

Comparing this continued fraction with that for the Weyl function, we obtain

$`l_j={\displaystyle \frac{(\mathrm{\Delta }_{nj}^1)^2}{\mathrm{\Delta }_{nj}^0\mathrm{\Delta }_{nj+1}^0}},g_j={\displaystyle \frac{(\mathrm{\Delta }_{nj+1}^0)^2}{\mathrm{\Delta }_{nj+1}^1\mathrm{\Delta }_{nj}^1}}.`$ (10)   
Because the $`a_j`$ are positive, the $`\mathrm{\Delta }_k^0`$ are positive, $`kn+1`$, and the $`\mathrm{\Delta }_k^1`$ are positive, $`kn`$. With $`n`$ eigenvalues and coupling coefficients, $`\mathrm{\Delta }_{n+2}^0`$ vanishes and the continued fraction terminates. The time dependence of $`l_j`$ and $`g_j`$ under (1) is determined explicitly from the evolution of the coupling coefficients, (7), and (9).

The multi-peakon solution is given by

$`u(x,t)={\displaystyle \frac{1}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\mathrm{exp}(2|xx^{}|)𝑑M(x^{},t),`$   
where $`dM=g(y)(dy/dx)dx`$ is the pull-back of $`gdy`$ under the transformation $`y=\mathrm{tanh}x`$. Hence

$`dM(x,t)={\displaystyle \underset{j=1}{\overset{n}{}}}g_j(t)\mathrm{sech}^2(x_j(t))\delta (xx_j(t))dx.`$   
The positions $`x_j(t)`$ are obtained recursively from

$`x_j={\displaystyle \frac{1}{2}}\mathrm{log}{\displaystyle \frac{1+y_j}{1y_j}},y_j={\displaystyle \underset{k<j}{}}l_k1.`$   
Since $`l_k=2`$ we obtain

$`x_j={\displaystyle \frac{1}{2}}\mathrm{log}{\displaystyle \frac{\mathrm{\Lambda }_j^{}}{\mathrm{\Lambda }_j^+}},\mathrm{\Lambda }_j^{}={\displaystyle \underset{k<j}{}}l_k,\mathrm{\Lambda }_j^+={\displaystyle \underset{kj}{}}l_k.`$ (11)   
The n-peakon solution is thus given by (3) with $`p_j=\frac{1}{2}g_j\mathrm{\Lambda }_j^{}\mathrm{\Lambda }_j^+`$.

These formulas imply that the asymptotic positions of the peaks are given by

$`x_{nj+1}t/\lambda _j+{\displaystyle \frac{1}{2}}\mathrm{log}2a_j(0)+{\displaystyle \underset{k<j}{}}\mathrm{log}\left({\displaystyle \frac{\lambda _j}{\lambda _k}}1\right),t\mathrm{};`$ (12)   
$`x_jt/\lambda _j+{\displaystyle \frac{1}{2}}\mathrm{log}2a_j(0)+{\displaystyle \underset{k>j}{}}\mathrm{log}\left(1{\displaystyle \frac{\lambda _j}{\lambda _k}}\right)t\mathrm{}.`$ (13)   
From these formulas it can be determined that the phase shift in the peakon with speed $`1/\lambda _j`$ as $`t\pm \mathrm{}`$ is

$`{\displaystyle \underset{k>j}{}}\mathrm{log}\left(1{\displaystyle \frac{\lambda _j}{\lambda _k}}\right){\displaystyle \underset{k<j}{}}\mathrm{log}\left({\displaystyle \frac{\lambda _j}{\lambda _k}}1\right).`$ (14)   
Moreover, the asymptotic height of this same peakon is $`1/\lambda _j`$. From this we may conclude that the $`n`$-peakon solution is asymptotically a sum of single peakons moving with speeds $`1/\lambda _j`$.

The two-peakon solution has the form (3) with

$`p_1(t)={\displaystyle \frac{\lambda _1^2a_1+\lambda _2^2a_2}{\lambda _1\lambda _2(\lambda _1a_1+\lambda _2a_2)}},p_2(t)={\displaystyle \frac{a_1+a_2}{\lambda _1a_1+\lambda _2a_2}};`$ (15)   
$`x_1(t)={\displaystyle \frac{1}{2}}\mathrm{log}{\displaystyle \frac{2(\lambda _1\lambda _2)^2a_1a_2}{\lambda _1^2a_1+\lambda _2^2a_2}},x_2(t)={\displaystyle \frac{1}{2}}\mathrm{log}2(a_1+a_2),`$ (16)   
where $`a_j(t)=a_j(0)e^{2t/\lambda _j}`$. The explicit form for the relative positions and momenta $`x_2x_1`$ and $`p_2p_1`$ was given in .

We have concentrated here on the multi-peakon case, for which the masses $`g_j`$ all have the same sign and the solutions do not develop singularities. The procedure is purely algebraic, however, so the formulas hold also for mixed positive and negative masses: the peakon-antipeakon case. In this case singularities can occur.

Acknowledgement The authors thank H P McKean for some helpful discussions and comments, particularly with regard to the issue of the positivity of $`m`$.