Two-Field Integrable Evolutionary Systems of the Third Order and Their Differential Substitutions

A list of forty third-order exactly integrable two-field evolutionary systems is presented. Differential substitutions connecting various systems from the list are found. It is proved that all the systems can be obtained from only two of them. Exampl…

Authors: Anatoly G. Meshkov, Maxim Ju. Balakhnev

Symmetry , Integrabilit y and Geometry: Metho ds and Applications SIGMA 4 (2008), 018, 29 pages Tw o-Field In tegrable Ev olutionary Syste ms of the Thi rd Orde r and Their D if feren tial Substit utions Ana toly G. MESHKO V and Maxim Ju. BALAKHN E V Or el State T e chnic al University, Or el, Russia E-mail: a meshkov@or el.ru, maxib al@yan dex.ru Received Octob er 04, 2007, in f inal form January 17, 2 008; Published online F ebruar y 09, 2008 Original article is av ailable at http: //www .emis .de/journals/SIGMA/2008/018/ Abstract. A list o f fo rty third-o rder ex actly integrable tw o-f ield evolutionary systems is presented. Dif feren tial substitutions c onnecting v arious systems from the list are found. It is prov ed tha t all the systems ca n b e obta ine d from only tw o of them. Examples of zer o curv ature representations with 4 × 4 ma trices are presented. Key wor ds: int egrability; symmetry; conserv ation law; dif ferential substitutions; zero cur- v atur e re pr esentation 2000 Mathematics Subje ct Classific atio n: 37 K10; 35Q 53; 37K2 0 1 In tro duction W e use th e term “in tegrabilit y” in the meaning that a system or equation under consideration p ossesses a Lax representa tion or a zero curv ature representa tion. Suc h systems can b e solv ed b y the inv erse sp ectral transform metho d (IS T ) [1, 2]. E x actly in tegrable evolutio n systems are of in terest b oth for mathematics and app lications. In particular, systems of the follo wing form u t = u xxx + F ( u, v , u x , v x , u xx , v xx ) , v t = a v xxx + G ( u, v , u x , v x , u xx , v xx ) , (1.1) where a is a constant, excite great interest since ab out 1980. The p ap er [3] is d ev oted to construc- tion of systems of the f orm (1.1) among others . Nine inte grable systems of the f orm (1.1 ) and their Lax r epresent ations h a v e b een obtained in the pap er. In particular, it conta ins a complete list of three in tegrable systems (1.1) satisfying the conditions a ( a − 1) 6 = 0 and ord( F , G ) < 2. Here ord = order, ord f < n means that f do e s not dep e nd on u n , v n , u n +1 , v n +1 , . . . . Here and in what f ollo w s, the notations u n = ∂ n u/∂ x n , v n = ∂ n v /∂ x n are used. Tw o of th e three m en tioned systems can b e written in th e follo wing form u t = u 3 + v u 1 , v t = − 1 2 v 3 + u u 1 − v v 1 , (1.2) u t = u 3 + v u 1 , v t = − 1 2 v 3 − v v 1 + u 1 (1.3) and the thir d system is presented b elo w (see (3.46a)). System (1.2) w as found in dep end en tly in [4] and the soliton solutions were constructed there. This system is called as th e Drin feld– Sok olo v–Hirota–Satsuma system. This pap er con tains t w o results: (i) a list of integrable systems of th e form (1.1) with smo oth functions F , G and a = − 1 / 2; (ii) dif ferential substitutions that allo w to connect an y equation from the list with (1.2) or (1.3). There are many articles dealing with in tegrable systems, but some of them (see, e.g., [5, 6, 7]) consider multi- comp onent systems. Other pap ers (see, e.g., [8, 9, 10, 11, 12]) conta in t w o- comp onent systems redu cible to a triangular form. The triangular form is brief ly considered b elo w. There was p o ssibly only one serious attempt [13] to classify in tegrable systems of the form (1.1) usin g the Painlev ´ e test. Unfortunately , f ifteen s y s tems presente d in [13] conta in a large 2 A.G. Meshko v and M.Ju . Balakhnev n um b er of constants some of whic h can b e remo v ed b y scaling and linear transformations. Note that there are tw o- f ield inte grable ev olutionary systems u t = A u 3 + H ( u , u 1 , u 2 ) with a n on - diagonal main matrix A . F or example, an integrable ev olutio nary system with the Jord an main matrix is found in [14]. Moreo v er, ab o ut 50 tw o- f ield integ rable systems of the form (1.1) with a = 1 can b e extracted from pap ers [15, 16, 17, 18, 19] that deal with vec tor evo lutionary equ ations. P artial solutions of the classif ication problem for a = 0 and ord G 6 1 hav e b een obtained in [20], and in [21] for div ergen t systems with a 6 = 1. A complete list of integ rable systems of the form (1.1) do es not exist to da y b ecause the problem is to o cumbers ome and the set of in tegrable systems is v ery large. Our to ol is th e symm etry metho d presented in man y pap ers. W e shall p oi n t out pioneer or review p ap ers only . In [22] the notions of formal symmetry and canonical conserv ed densit y f or a scalar evo lution equation are introd u ced. T hese to ols w ere applied to classif icatio n of the Kd V- t yp e equations in [23]. A complete theory of formal symmetries and f ormal conserv ation la ws for scalar equations has b een present ed in [24]. A generaliz ed th eory was develo p ed for ev olutionary systems in [25]. Review p ap er [26] cont ains b oth general theorems of the symmetry metho d and classif ication results on integrable equations: the th ir d and f ifth ord er scalar equations, Sc hr¨ odinger-t yp e systems, Burgers-t yp e equ ations and sys tems. Review pap er [27] is dev oted to higher symm etries, exact integ rabilit y and related pr oblems. Pec uliarities of sys tems (1.1) h av e b een d iscussed in [21]. F or the sak e of completeness, the main p o in ts of th e symm etry metho d and some results necessary for un d erstanding of this pap er are considered in the S ections 2–4. Brief ly sp ea king, the symmetry metho d deals with the so-called canonical conserv atio n la ws D t ρ n = D x θ n , D t ˜ ρ n = D x ˜ θ n , n = 0 , 1 , 2 , . . . , (1.4) where D t is the ev olutionary deriv ative and D x is the total d eriv ativ e with resp ect to x . In particular, ρ 0 = − F u 2 / 3, ˜ ρ 0 = − G v 2 / (3 a ). The recur sion r elations for the canonical conserved densities ρ n and ˜ ρ n are presen ted in S ection 2. All canonical conserv ed densities are expr essed in terms of functions F and G . Th at is wh y equ ations (1.4) imp ose great restrictions on th e forms of F and G . Equations (1.4) are solv able in the jet space if f E α D t ρ n = 0 , E α D t ˜ ρ n = 0 , α = 1 , 2 , n = 0 , 1 , 2 , . . . (1.5) (see [28 ], f or example). Here E α ≡ δ δ u α = ∞ X n =0 ( − D x ) n ∂ ∂ u α n , ( u 1 = u, u 2 = v ) , is the Euler op erator. Conserv ation la w with ρ = D x χ, θ = D t χ is called trivial and the conserve d d ensit y of the form ρ = D x χ is called trivial to o. Th is can b e wr itten in the f orm ρ ∈ Im D x , where Im = Image. If ρ 1 − ρ 2 ∈ Im D x , then the densities ρ 1 and ρ 2 are said to b e equiv alent. There are a lot of systems in the follo wing form u t = u xxx + F ( u, u x , u xx ) , v t = a v xxx + G ( u, v , u x , v x , u xx , v xx ) , satisfying the integrabilit y conditions (1.4). Su c h systems con taining one indep e ndent equation are said to b e triangular. It follo ws from the integrabilit y conditions that the equation for u m ust b e on e of the kno wn integ rable equations (Kd V, m KdV etc). The second equ ation is usually linear with resp ect to v , v x and v xx . T riangular systems do not p ossess any Lax repr esen tations and are not in tegrable in this sense. Therefore triangular systems and those reducible to the triangular form ha v e b een omitted as trivial. In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 3 The system of t w o indep e ndent equations u t = u xxx + F ( u, u x , u xx ) , v t = a v xxx + G ( v , v x , v xx ) , will b e called disinte grated. It is obvio us that the disintegrat ed form is a partial case of the triangular form. Therefore the disin tegrated systems and those reducible to them ha v e b een omitted. System (1.1 ) will b e called redu cible if it is triangular or can b e redu ced to triangular or disin tegrated form. Otherw ise, the sy s tem will b e called irreducible. Our compu tations sho w that for irreducible integrable systems (1.1 ) parameter a m ust b elong to th e follo wing set: A = n 0 , − 2 , − 1 2 , − 7 2 + 3 2 √ 5 , − 7 2 − 3 2 √ 5 o . These v alues were foun d f irst in [3] and we re rep e ated in [29 ]. The v alue of a is alw a ys def in ed at the end of computations w hen functions F and G h a v e b een found and only some co ef f icien ts are to b e sp ecif ied from the fifth or sev en th in tegrabilit y conditions (see example in S ection 3.1). This means that it is en ough to v erify conditions (1.5) for n = 0 , . . . , 7 and α = 1 , 2 to obtain F , G and a . But for absolute certaint y we ha v e v erif ied conditions (1.5 ) f or n = 8 , 9 and α = 1 , 2 for eac h sy s tem. The p resen ted set A consists of zero and tw o pairs ( a, a − 1 ). The transformation t ′ = at , u ′ = v , v ′ = u c hanges the p arameter a 6 = 0 in (1.1) in to a − 1 . That is why one ought to consider the v alues  0 , − 1 2 , − 7 2 + 3 2 √ 5  of th e p arameter a . I n tegrable systems with a = 0 w ere menti oned ab o ve, see also [30 ]. This pap er is devo ted to in v estigat ion of the case a = − 1 / 2 only . Th e case a = − 7 2 + 3 2 √ 5 will b e presente d in another pap e r. Section 2 con tains recursion formulas for the canonical d en sities. T he origin of the n otion, some examples and a preliminary classif ication are considered. A list of fort y in tegrable systems and an example of compu tations are pr esen ted in Section 3. Section 4 con tains dif f eren tial sub stitutions that connect all systems from th e list. The metho d of computations an d an example are considered. I t is s ho wn that all sys tems from the list present ed in Section 3 can b e obtained f r om (1.2) and (1.3) by dif feren tial s ubstitutions. Section 5 is devot ed to zero curv ature represen tations. The zero curv atur e representat ions for systems (1.2) and (1.3) are obtained from the Drin feld–Sok olo v L -op erators. A metho d of obtaining zero curv a ture representa tions for other systems is demons trated. 2 Canonical densities One of the m ain ob jects of the symmetry app roac h to classif icatio n of integ rable equations is the inf inite set of the canonical conserv ed densities. Let us demonstrate how canonical conserved densities can b e obtained the from the asymp totic expan s ions for eigenfunctions of the Lax op erators. Th e simp lest Lax equations concerned with the KdV equation u t = 6 uu x − u xxx tak e the follo wing form ψ xx − uψ − µ 2 ψ = 0 , (2.1) ψ t = − 4 ψ xxx + 6 uψ x + 3 u x ψ + 4 µ 3 ψ . (2.2) Here u is a solution of the KdV equ ation and µ is a parameter. The standard substitution ψ = exp  Z ρ dx  4 A.G. Meshko v and M.Ju . Balakhnev reduces equations (2.1) and (2.2) to the Riccati form ρ x + ρ 2 − u − µ 2 = 0 , (2.3) ∂ t Z ρ dx = − 4( ∂ x + ρ ) 2 ρ + 6 uρ + 3 u x + 4 µ 3 . (2.4) Dif ferent iating temp oral equation (2.4) with resp e ct to x one can rewrite it, usin g (2.3 ), as the con tin uit y equation: ρ t = ∂ x [(2 u − 4 µ 2 ) ρ − u x ] . (2.5) T o construct an asymptotic exp an s ion one ough t to set ρ = µ + ∞ X n =0 ρ n ( − 2 µ ) − n . (2.6) Then equ ation (2.3) results in the follo wing w ell known recursion formula [2] ρ n +1 = D x ρ n + n − 1 X i =1 ρ i ρ n − i , n = 1 , 2 , . . . , ρ 0 = 0 , ρ 1 = − u, (2.7) and (2.5) results in inf inite sequ ence of conserv ation la ws: D t ρ n = D x (2 uρ n − ρ n +2 ) , n > 0 . (2.8) W e change here ∂ t → D t and ∂ x → D x b ecause u is a solution of the KdV equation. The obtained conserv ation laws are canonical. I t is easy to obtain sev eral f irs t canonical d ensities: ρ 2 = − u 1 , ρ 3 = u 2 − u 2 , ρ 4 = D x (2 u 2 − u 2 ) , . . . . It is sho wn in [2] that all ev en canonical densities are trivial. Note that if one c hooses an- other asymptotic expansion, for example, in p o wers of µ − 1 instead of (2.6), then another set of canonical densities is obtained, which is equiv ale n t to the previous set. The canonical den s ities that follo w from (2.7 ) can also b e obtained by using the temp o ral equation (2.4) only . Indeed, setting ∂ t R ρ dx = θ one obtains f rom (2.4) − 4( ∂ x + ρ ) 2 ρ + 6 uρ + 3 u x + 4 µ 3 = θ . (2.9 ) Using the same expansions as ab ov e ρ = µ + ∞ X n =0 ρ n ( − 2 µ ) − n , θ = ∞ X n =0 θ n ( − 2 µ ) − n , one can obtain from (2.9) the follo wing recursion relation: ρ n +2 = 2 uρ n + 2 n +1 X i =0 ρ i ρ n − i +1 − 4 3 n X i,j =0 ρ i ρ j ρ n − i − j − 1 3 θ n + 2 D x ρ n +1 − n X i =0 ρ i ρ n − i ! − 4 3 D 2 x ρ n − uδ n, − 1 + u 1 δ n 0 , n = − 2 , − 1 , 0 , . . . , where δ i,k is the Kronec k er delta. The obtained relation p ro vides ρ 0 = 0, ρ 1 = − u , ρ 2 = − u 1 − θ 0 / 3, etc. As D t ρ 0 = D x θ 0 and ρ 0 = 0, then θ 0 = 0. The higher canonical d ensities ρ n , In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 5 n > 2 dep end on θ n − 2 . The f luxes θ n m ust b e def ined no w from equ ations (1.4). F or example, θ 1 = u 2 − 3 u 2 . The traditional metho d to obtain the canonical d en sities for an evol ution s ystem [25] u t = K ( u , u x , . . . , u n ) , u ( t, x ) ∈ R m , m > 1 , u α k = ∂ k x u α . (2.10) consists, brief ly , in the follo wing. The main idea is to use the linearized equation ( D t − K ∗ ) ψ = 0 (2.11) or its adjoin t ( D t + K + ∗ ) ϕ = 0 (2.12) as the temp oral Lax equation. Here ( K ∗ ψ ) α = X n,β ∂ K α ∂ u β n D n x ψ β , ( K + ∗ ϕ ) α = X n,β ( − D x ) n ∂ K β ∂ u α n ϕ β , D t = ∂ ∂ t + X n,α D n x ( K α ) ∂ ∂ u α n , D x = ∂ ∂ x + X n,α u α n +1 ∂ ∂ u α n . The sp atial Lax op erator (formal symmetry) was introdu ced in [25] as the inf inite op erat or series R = N X k = −∞ R k D k x , N > 0 , (2.13) comm uting with D t − K ∗ . R k are matrix coef f icien ts dep end ing on u , u x , . . . . It was sh o wn that T r res R (res R = R − 1 ) is the conserve d density for system (2.10). Canonical densities h av e b een def in ed by the formulas ρ n = T r res R n , n = 1 , 2 , . . . , see [26] for details. Op erations with op erator series (2.13) are not so simp le, th erefore w e u se an alternativ e metho d for obtaining the canonical densities. It was prop ose d in [32] heuristically and we present the follo wing explanation (see also [33]). Observ ation. O ne can obtain equation (2.9 ) from (2.2 ) by the follo wing substitution ψ = e ω , ω = Z ρ dx + θ dt, (2.14) where ρ dx + θ dt is the smo oth closed 1-form, that is, D t ρ = D x θ . This imp lies e − ω D t e ω = D t + θ , e − ω D x e ω = D x + ρ and so (2.9) follo ws. Another w a y to obtain the same equ ation is to prolong the op erators D t → ∂ t + θ , D x → ∂ x + ρ in (2.2 ) formally and to set ψ = 1. F or systems, one m ust s et ψ α = 1 f or a f ixed α only . W e shall apply this metho d to system (1.1) no w. The linearized system (1.1) with prolonged op erators D x → D x + ρ , D t → D t + θ tak es the follo wing form:  ( D x + ρ ) 3 + F u + F u 1 ( D x + ρ ) + F u 2 ( D x + ρ ) 2 − D t − θ  Ψ 1 +  F v + F v 1 ( D x + ρ ) + F v 2 ( D x + ρ ) 2  Ψ 2 = 0 , 6 A.G. Meshko v and M.Ju . Balakhnev  G u + G u 1 ( D x + ρ ) + G u 2 ( D x + ρ ) 2  Ψ 1 + a ( D x + ρ ) 3 Ψ 2 +  G v + G v 1 ( D x + ρ ) + G v 2 ( D x + ρ ) 2 − D t − θ  Ψ 2 = 0 . (2.15) If one sets h ere Ψ 1 = 1, then th e f irst equation tak es the follo wing form ( D x + ρ ) 2 ρ + F u + F u 1 ρ + F u 2 ( D x + ρ ) ρ − θ +  F v + F v 1 ( D x + ρ ) + F v 2 ( D x + ρ ) 2  Ψ 2 = 0 . It is obvious fr om this equation that the follo wing forms of the asymp totic expansions are acceptable: ρ = µ − 1 + ∞ X n =0 ρ n µ n , θ = µ − 3 + ∞ X n =0 θ n µ n , Ψ 2 = ∞ X n =0 ρ n µ n . Here µ is a complex p arameter. Then, after some simple calculations, the follo wing recursion relations are obtained ( n > − 1): ρ n +2 = 1 3 θ n − n +1 X i =0 ρ i ρ n − i +1 − 1 3 n X i + j =0 ρ i ρ j ρ n − i − j − 1 3 F u 1 ( δ n, − 1 + ρ n ) − 1 3 F u δ n, 0 − 1 3 ( F v + F v 1 D x + F v 2 D 2 x ) ϕ n − 1 3 F u 2 D x ρ n + 2 ρ n +1 + n X i =0 ρ i ρ n − i ! − 1 3 F v 2   ϕ n +2 + 2 n X i =0 ρ i ϕ n − i +1 + n X i + j =0 ρ i ρ j ϕ n − i − j   − 1 3 F v 2 2 D x ϕ n +1 + n X i =0 ρ i D x ϕ n − i + D x n X i =0 ρ i ϕ n − i ! − D x " ρ n +1 + 1 3 D x ρ n + 1 2 n X i =0 ρ i ρ n − i # − 1 3 F v 1 ϕ n +1 + n X i =0 ρ i ϕ n − i ! , (1 − a ) ϕ n +3 = G u δ n, 0 + G u 2 ( D x ρ n + 2 ρ n +1 + n X i =0 ρ i ρ n − i ) + G u 1 ( δ n, − 1 + ρ n ) − n X i =0 θ i ϕ n − i + G v ϕ n + G v 1 D x ϕ n + ϕ n +1 + n X i =0 ρ i ϕ n − i ! − D t ϕ n + G v 2 2 D x ϕ n +1 + n X i =0 ρ i D x ϕ n − i + D x n X i =0 ρ i ϕ n − i ! + G v 2   ϕ n +2 + D 2 x ϕ n + 2 n +1 X i =0 ρ i ϕ n − i +1 + n X i + j =0 ρ i ρ j ϕ n − i − j   + a D 3 x ϕ n + 3 a D 2 x ϕ n +1 + 6 a n +1 X i =0 ρ i D x ϕ n − i +1 + 3 a n +2 X i =0 ρ i ϕ n − i +2 + 3 a D x ϕ n +2 + 3 a n X i + j =0 ρ i ρ j D x ϕ n − i − j + 3 a n X i =0 ϕ n − i +1 D x ρ i + 3 2 a n X i + j =0 ϕ n − i − j D x ( ρ i ρ j ) + 3 a n +1 X i + j =0 ρ i ρ j ϕ n − i − j +1 In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 7 + 3 a D x n X i =0 ρ i ϕ n − i + a n X i =0 ϕ n − i D 2 x ρ i + a n X i + j + k =0 ρ i ρ j ρ k ϕ n − i − j − k . Here δ i,k is the K ronec k er delta, F u 1 = ∂ F /∂ u 1 and so on. F rom th e recursion relations it is ob vious why the v alue a = 1 is singular. S ome of in itial elemen ts of the sequence { ρ n , ϕ n } read ρ 0 = − 1 3 F u 2 , ϕ 0 = 0 , ϕ 1 = 1 1 − a G u 2 , others are in tro duced via the δ -symb ols. If one sets in (2.15) Ψ 2 = 1 and a 6 = 0, then one more pair of recursion relations for { ˜ ρ n , ˜ ϕ n } is obtained. Th ese recursion relations giv e u s any desired num b er of canonical densities. As an example, w e present here some more canonical densities: ρ 0 = − 1 3 F u 2 , ρ 1 = 1 9 F 2 u 2 − 1 3 F u 1 + 1 3 b F v 2 G u 2 + 1 3 D x F u 2 , ˜ ρ 0 = − 1 3 a G v 2 , ˜ ρ 1 = 1 9 a 2 G 2 v 2 − 1 3 a G v 1 − 1 3 a b F v 2 G u 2 + 1 3 a D x G v 2 , (2.16) where b = a − 1. The tilde denotes another sequen ce of canonical d en sities. F urther canonical densities are to o cumb ersome, therefore we d o not present them here. T o simplify in v estiga tion of the inte grabilit y cond itions, an additional requ iremen t is alw a ys imp osed. Th is is the existence of a formal conserv ation law [25, 26]. A formal conserv ation la w is an op erato r series N in p ow ers of D − 1 x . An equation f or the f orm al conserv ation la w can b e written in the follo wing op erator form ( D t − K ∗ ) N = N ( D t + K ∗ + ) . (2.17) The f orm of this equation coincides with the form of the equation for the No ether op erator [34]. That is a formal conserv ation la w ma y b e called a formal No e ther op e rator. If ( D t − K ∗ , L ) is the Lax p air for an equation, then ( D t + K ∗ + , L + ) is obviously the Lax pair for th e same equation. Hence, canonical d ensities obtained from (2.11) must b e equiv alen t to canonical densities obtained from (2.12). It was shown in [21] that the f irst sequence of th e canonical d ensities ρ n for system (1.1) obtained from (2.11) is equiv alent to the f irst sequence of the canonical d ensities τ n obtained from (2.12) and the second sequence of the canonical densities ˜ ρ n is equ iv alen t to the second sequence of the canonical densities ˜ τ n . Hence, ρ n − τ n ∈ Im D x and ˜ ρ n − ˜ τ n ∈ Im D x , or E α ( ρ n − τ n ) = 0 , E α ( ˜ ρ n − ˜ τ n ) = 0 , α = 1 , 2 , n = 0 , 1 , 2 , . . . . (2.18) Equations (1.4) (or (1.5)) and (2.18) are said to b e the necessary conditions of in tegrabilit y . W e shall refer to it simply as the int egrabilit y conditions f or b revit y . Our computations hav e sh o wn that τ 0 = − ρ 0 , ˜ τ 0 = − ˜ ρ 0 , τ 1 = ρ 1 , ˜ τ 1 = ˜ ρ 1 . (2.19) Other “adjoin t” canonical densities τ i and ˜ τ k essen tially dif fer f rom the “main” canonical d en- sities ρ i and ˜ ρ k . All canonical dens ities can b e obtained usin g the Maple routines cd and acd from the p ac k age JET (see [36]). These r outines generate the “main” and th e “adjoint” canon- ical densities, corr esp ondingly , for almost any ev olutionary system (an exclusion is the case of m ultiple ro ots of the main matrix of the system un d er consideration). Th us, according to (2.16 ) an d (2.19) we ha v e F u 2 ∈ Im D x and G v 2 ∈ Im D x ( a 6 = 0). This implies the follo wing lemma. 8 A.G. Meshko v and M.Ju . Balakhnev Lemma 1. System (1.1) with a ( a − 1) 6 = 0 satisfying the zer oth inte gr ability c onditions (2.18) r e ad s u t = u 3 − 3 2 f u 2 D x f + 3 4 f f u 1 u 2 2 + F 1 ( u, v , u 1 , v 1 , v 2 ) , v t = av 3 − 3 a 2 g v 2 D x g + 3 a 4 g g v 1 v 2 2 + G 1 ( u, v , u 1 , v 1 , u 2 ) . (2.20) wher e ord( f , g ) 6 1 . Indeed, one ma y set F u 2 = − 3 / 2 D x ln f and G v 2 = − 3 / 2 aD x ln g , where ord( f , g ) 6 1 b ecause ord( F , G ) 6 2. Then equations (2.20) follo w. F rom higher inte grabilit y conditions one more lemma follo w s. Lemma 2. Supp ose system (2.20 ) is irr e ducible and satisfies the fol l owing ei g ht inte gr ability c onditions ρ 2 − τ 2 ∈ Im D x , ˜ ρ 2 − ˜ τ 2 ∈ Im D x and D t ρ n ∈ Im D x , D t ˜ ρ n ∈ Im D x , wher e n = 1 , 3 , 5 . Then the system must have the fol lo wing form u t = u 3 − 3 2 f u 2 D x f + 3 4 f f u 1 u 2 2 + f 1 v 2 2 + f 2 v 2 + f 3 , v t = av 3 − 3 a 2 g v 2 D x g + 3 a 4 g g v 1 v 2 2 + g 1 u 2 2 + g 2 u 2 + g 3 , a 6 = 0 , (2.21) wher e ord( f , g , f i , g j ) 6 1 . A sc heme of th e pro of has b e en pr esen ted in [21]. 3 List of in tegrable systems As it is sho wn in S ection 2 the problem of the classif ication of inte grable systems (1.1) is reduced to in v estiga tion of system (2.21). Th at is why it is necessary to start by inv estig ating its symmetry prop ertie s. Lemma 3. System (2.21) ar e invariant under any p oint tr ansformation of the form ( a ) t ′ = α 3 t + β , x ′ = αx + γ t + δ, α 6 = 0 , u ′ = u, v ′ = v , ( b ) u ′ = h 1 ( u ) , v ′ = h 2 ( v ) , and under the fol lo wing p ermutation tr ansfor mation ( c ) t ′ = at, u ′ = v , v ′ = u, wher e α , β , γ and δ ar e c onstants, h i ar e arbitr ary smo oth functions. The classif ication of systems of t yp e (2.21) has b een p erformed by mo d ulo of the presen ted transformations. Moreo v er, some systems (2.21) admit inv ertible con tact transformations. An ef fectiv e to ol for s earc hing s uc h contac t transformations is inv estig ation of the canonical conserved d ensities. F or example, system (3.24) from the next section has the f irst canonical conserved density of the follo wing form: ρ 1 =  v 1 − 2 3 ue v  2 + 2 c 2 1 e − 2 v . It is ob vious that the b est v ariables for th at s y s tem are U = e − v and V = v 1 − 2 3 ue v . In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 9 This is an inv ertible con tac t transformation. In terms of U and V the system tak es the f ollo wing simple f orm: U t = D x  U 2 + 3 2 U V 1 − 3 4 U V 2 + 1 2 c 2 1 U 3  , V t = 1 4 D x ( V 3 − 2 V 2 ) − 3 2 c 2 1 D x (2 U U 1 + U 2 V ) . If c 1 6 = 0 this system can b e redu ced to (3.10) by scaling, otherwise the system is triangular: the equation for V will b e indep en den t single mKdV. Moreo v er, the equation f or U b e comes linear. That is why c 1 6 = 0 in (3.24). Canonical densities for th e tr iangular s ystems con tain only one highest order term in the second p o w er as in the considered example ρ = V 2 or ρ = V 2 x + · · · , or ρ = V 2 xx + · · · etc. T rian- gular systems and those redu cible to the triangular form h a v e b een omitted in th e classif icatio n pro cess as trivial. T o classify in tegrable systems (1.1) with a ( a − 1) 6 = 0 one m ust solve a h uge num b er of large ov erd etermin ed partial dif feren tial systems for eigh t unknown fun ctions of fou r v a riables. This work h as r equired p o werful computers and has tak en ab out six y ears. All the calculatio ns ha v e b een p e rformed in the inte ractiv e mo de of op eration b ecause automatic solving of large systems of p artial dif ferenti al equations is still imp ossible. Th e pac k age p dsol v e fr om th e excellen t system Maple mak es errors solving some s in gle partial dif ferenti al equations. Th e pac k age diff alg cannot op erate with large systems b eca use its algorithms are to o cum b ersome. Th us, one has to solv e complicated p roblems in the interactiv e m o de. Hence, to obtain a true solution on e must en ter true d ata! Un der s uc h circums tances errors are p robable. The longer the computations the more probable are errors. Th is is th e reason why we cannot state with conf idence that all compu tations h a v e b een p recise all these six y ears. That is why the statemen t on completeness of th e obtained set of in tegrable systems is formulated as a hyp othesis. In this and in the follo wing sections c , c i , k , k i are arbitrary constan ts. Hyp othesis. Su pp ose system (2.21) with a = − 1 / 2 is irr e ducible. If the system has infinitely many c anonic al c onservation laws, then it c an b e r e duc e d by an appr opriate p oint tr an sformation to one of the fol lowing systems: u t = u 3 + v u 1 , v t = − 1 2 v 3 + u u 1 − v v 1 ; (3.1) u t = u 3 + v 1 u 1 , v t = − 1 2 v 3 + 1 2 ( u 2 − v 2 1 ); (3.2) u t = u 3 + v u 1 , v t = − 1 2 v 3 − v v 1 + u 1 ; (3.3) u t = u 3 + v u 1 + v 1 u, v t = − 1 2 v 3 − v v 1 + u ; (3.4) u t = u 3 + v 1 u 1 , v t = − 1 2 v 3 − 1 2 v 2 1 + u ; (3.5) u t = u 3 + u u 1 + v 1 , v t = − 1 2 v 3 + 3 2 u 1 u 2 − u v 1 ; (3.6) u t = u 3 + v 2 + k u 1 , v t = − 1 2 v 3 + 3 2 uu 2 + 3 4 u 2 1 + 1 3 u 3 + k  u 2 − v 1  ; (3.7) u t = u 3 + 3 2 v v 2 + 3 4 v 2 1 + 1 3 v 3 − k  v 2 + u 1  , v t = − 1 2 v 3 + u 2 + k v 1 ; (3.8) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 ; (3.9) u t =  u 2 − 3 2 uv 1 − 3 4 uv 2 + 1 4 u 3  x , v t =  − 1 2 v 2 + 3 2 uu 1 − 3 4 u 2 v + 1 4 v 3  x ; (3.10) u t = u 3 − 3 2 v 2 − 3 2 u 1 v 1 − 1 2 u 3 1 , v t = − 1 2 v 3 + 3 2  v 1 − u 2 + 1 2 u 2 1  2 − 3 4 v 2 1 ; (3.11) u t =  u 2 − 3 2 v 1 − 3 2 uv − 1 2 u 3  x , v t =  − 1 2 v 2 + 3 2  v − u 1 + 1 2 u 2  2 − 3 4 v 2  x ; (3.1 2) u t = u 3 − 3 g v 2 − 3 u 1 ( u 1 + v 1 ) − 3 2 v 2 1 − 6 v 1 g 2 − c 1 g 3 − 3 g 4 , v t = − 1 2 v 3 − 3 4 c 1 u 2 + 3 u 2 1 − 3 2 v 2 1 − 6 u 1 g 2 + c 1 g 3 + 3 g 4 , g = u + v ; (3.13) u t = u 3 − 3 u 1 v 1 + ( u − 3 v 2 ) u 1 , v t = − 1 2 v 3 + 1 2 u 2 − u 1 v − ( u − 3 v 2 ) v 1 ; (3.14) u t = u 3 − 3 u 1 v 2 + uu 1 − 3 u 1 v 2 1 , v t = − 1 2 v 3 + 1 2 u 1 − u v 1 + v 3 1 ; (3.15) 10 A.G. Meshko v and M.Ju . Balakhnev u t = u 3 +  k + p u 2 + v 1  u 1 , v t = − 1 2 v 3 + 3 8 (2 u u 1 + v 2 ) 2 u 2 + v 1 − 3 u u 2 − k (2 u 2 + v 1 ) − 2 3 ( u 2 + v 1 ) 3 / 2 ; (3.16) u t = u 3 − 3 4 (2 v v 1 + u 2 ) 2 v 2 + u 1 + 3 v v 2 + 3 2 v 2 1 + 2 3 v 3 − k (2 v 2 + u 1 ) , v t = − 1 2 v 3 + 1 2 u 2 + k v 1 ; (3.17) u t = u 3 + u 1 ( u 1 + v 2 ) √ u + v 1 − 4 3 u 1 v 1 + c 1 u 1 √ u + v 1 , v t = − 1 2 v 3 − 3 2 u 2 + 3 8 ( u 1 + v 2 ) 2 u + v 1 + 2 3 v 2 1 − 4 3 u 2 − 2 u 1 √ u + v 1 − 2 3 c 1 ( u + v 1 ) 3 / 2 ; (3.18) u t = u 3 + u 1 p u + v 1 − k u 1 , v t = − 1 2 v 3 − 3 2 u 2 + 3 8 ( u 1 + v 2 ) 2 u + v 1 − 2 3 ( u + v 1 ) 3 / 2 + 2 k u + k v 1 ; (3.19) u t = u 3 + uv 1 + ( u 2 + v ) u 1 , v t = − 1 2 v 3 + 3 u 1 u 2 − ( u 2 + v ) v 1 ; (3.20) u t = u 3 + 3( u + k ) v 2 + 3 u 1 ( v 1 + u 2 ) , v t = − 1 2 v 3 − 3 2 uu 2 − 3 2 ( v 1 + u 2 ) 2 − 3 4 u 2 1 + k u 3 + 3 4 u 4 ; (3.21) u t = u 3 − 3 2 v 2 − 3 2 u 1 v 1 − 1 2 u 3 1 − 3 u 1 ( c 1 e u + 2 c 2 e 2 u ) , v t v = − 1 2 v 3 + 3 2  1 2 u 2 1 − u 2 + v 1 + c 1 e u + 2 c 2 e 2 u  2 − 3 4 v 2 1 − 3 2 c 1 u 2 e u + 3 4 c 2 1 e 2 u + 2 c 1 c 2 e 3 u , c 1 6 = 0 or c 2 6 = 0; (3.22) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + u u 1 − c 2 u 1 e − 2 v , v t = − 1 2 v 3 + 1 4 v 3 1 + u 1 − u v 1 + c 2 v 1 e − 2 v ; (3.23) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + u 1 e v ( u 1 + 2 u v 1 ) − 1 3 u 2 u 1 e 2 v − 3 2 c 2 1 u 1 e − 2 v , v t = − 1 2 v 3 + v 3 1 4 + u 2 e v + 1 3 u e 2 v (2 u 1 + u v 1 ) + 3 2 c 2 1 v 1 e − 2 v , c 1 6 = 0; (3.24) u t = u 3 + 3 u 2 v 1 + 3 2 u 1 v 2 + 9 4 u 1 v 2 1 − uu 1 e 2 v − e − 3 v , v t = − 1 2 v 3 + 1 4 v 3 1 + ( u 1 + uv 1 ) e 2 v ; (3.25) u t = u 3 + 3 u 2 v 1 + 3 2 u 1 v 2 + 9 4 u 1 v 2 1 − uu 1 e 2 v − 1 4 u 1 e − 2 v , v t = − 1 2 v 3 + 1 4 v 3 1 + ( u 1 + uv 1 ) e 2 v + 1 4 v 1 e − 2 v ; (3.26) u t = u 3 + 3 2 u 1 v 2 + 3 u 2 v 1 + 9 4 u 1 v 2 1 − c 2 1 u 1 e − 2 v − 1 2 u 1 e 2 v ( u 2 + c 2 ) , v t = − 1 2 v 3 + 1 4 v 3 1 + c 2 1 v 1 e − 2 v + 1 2 e 2 v (2 uu 1 + u 2 v 1 + c 2 v 1 ); (3.27) u t = u 3 + 3 2 u 1 v 2 + 3 u 2 v 1 + 9 4 u 1 v 2 1 − 1 3 e 2 v  u 1 (6 u 2 + c 1 ) + 4 uv 1 (2 u 2 + c 1 )  + e v  v 2 (2 u 2 + c 1 ) + ( u 1 + 2 u v 1 ) 2 + 2 c 1 v 2 1  , v t = − 1 2 v 3 + 1 4 v 3 1 + 1 3 e 2 v  4 u u 1 + (6 u 2 + c 1 ) v 1  + e v ( u 2 + 2 u 1 v 1 ) ; (3.28) u t = u 3 + 3 2 u 1 v 2 + 3 u 2 v 1 + 9 4 u 1 v 2 1 + 3 uv 2 ( c 1 ue v + c 2 ) + c 1 ( c 2 1 − 1) u 4 e 3 v − 3 4 u 2 e 2 v  u 1 (1 + 5 c 2 1 ) + 8 c 2 1 uv 1 + 2 c 2 u (1 − 3 c 2 1 )  − 3 c 2 2 ( u 1 + 2 uv 1 ) + 3 2 c 1 e v ( u 1 + 2 uv 1 − 2 c 2 u ) 2 + 3 2 c 2 v 1 (2 u 1 + 3 uv 1 ) , v t = − 1 2 v 3 + 1 4 v 3 1 + 3 2 c 1 e v ( u 2 + 2 u 1 v 1 ) + c 1 (1 − c 2 1 ) u 3 e 3 v + 6 c 1 c 2 ue v ( v 1 − c 2 ) + 3 4 ue 2 v  2 u 1 (1 + c 2 1 ) + uv 1 (1 + 5 c 2 1 ) + 2 c 2 u (1 − 3 c 2 1 )  + 3 2 c 2 v 1 (2 c 2 − v 1 ); (3.29) u t = u 3 + 3 2 u 1 v 2 + 3 u 2 v 1 + 9 4 u 1 v 2 1 + 3 e v ( u 2 + c )( v 2 + 2 v 2 1 ) + 3 2 e v u 1 ( u 1 + 4 uv 1 ) − 3 2 e 2 v  (3 u 2 + c ) u 1 + 4( u 2 + c ) uv 1  , v t = − 1 2 v 3 + 1 4 v 3 1 + 3 2 e v ( u 2 + 2 u 1 v 1 ) + 3 2 e 2 v  2 uu 1 + (3 u 2 + c ) v 1  ; (3.30) In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 11 u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 − c 1 e − 2 v u 1 − c 2 ( u 1 + 2 v 1 ) e 2( u + v ) + c 3 ( u 1 − 2 v 1 ) e 2( v − u ) , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 + c 1 e − 2 v v 1 +  c 2 e 2( u + v ) − c 3 e 2( v − u )  v 1 ; (3.31) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 +  c 2 e u + c 3 e − u − 3 c 2 1 e − 2 v  u 1 , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 +  c 2 e u − c 3 e − u  u 1 +  3 c 2 1 e − 2 v − c 2 e u − c 3 e − u  v 1 ; (3.32) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 + 3 k ( u 2 1 − 2 v 2 ) e − v − 3( c 2 − 3 k 2 ) u 1 e − 2 v + 8 k ( k 2 − c 2 ) e − 3 v , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 + 3 k ( u 2 − 2 u 1 v 1 ) e − v + 3( c 2 − 3 k 2 ) v 1 e − 2 v ; (3.33) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 − 3 c 2 1 u 1 e 2( u + v ) + 3 c 1 u 1 ( u 1 + 2 v 1 ) e u + v + ( c 2 e − u − 3 c 2 3 e − 2 v ) u 1 , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 + 3 c 2 1 (2 u 1 + v 1 ) e 2( u + v ) + 3 c 1 ( u 2 + u 2 1 ) e u + v − c 2 ( u 1 + v 1 ) e − u + 3 c 2 3 v 1 e − 2 v ; (3.34) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 + 3 c 2 u 1 ( u 1 + 2 v 1 ) e u + v − 4 c 1 c 2 e 3( u + v ) + 3[( c 1 − c 2 2 ) u 1 + 2 c 1 v 1 ] e 2( u + v ) , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 + 3 c 2 ( u 2 + u 2 1 ) e u + v + 4 c 1 c 2 e 3( u + v ) + 3[2 c 2 2 u 1 − ( c 1 − c 2 2 ) v 1 ] e 2( u + v ) ; (3.35) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 + 2 3 c 2 1 u 1 e − 2 v + c 1 (2 v 2 − u 2 1 ) e − v − 2 c 1 c 2 ( u 1 + 2 v 1 ) e u + 3 c 2 u 1 ( u 1 + 2 v 1 ) e u + v − 3 c 2 2 u 1 e 2( u + v ) , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 − 2 3 c 2 1 v 1 e − 2 v + c 1 (2 u 1 v 1 − u 2 ) e − v − 2 c 1 c 2 ( u 1 − v 1 ) e u + 3 c 2 ( u 2 + u 2 1 ) e u + v + 3 c 2 2 (2 u 1 + v 1 ) e 2( u + v ) ; (3.36) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 − 3 u 1  c 2 1 e 2( u + v ) + c 2 2 e 2( v − u ) + 2 c 1 c 2 e 2 v  − 3 c 2 3 u 1 e − 2 v + 3 c 1 u 1 ( u 1 + 2 v 1 ) e u + v − 3 c 2 u 1 ( u 1 − 2 v 1 ) e v − u , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 + 3 c 2 1 (2 u 1 + v 1 ) e 2( u + v ) + 6 c 1 c 2 v 1 e 2 v + 3 c 2 2 ( v 1 − 2 u 1 ) e 2( v − u ) + 3 c 1 ( u 2 + u 2 1 ) e u + v + 3 c 2 ( u 2 1 − u 2 ) e v − u + 3 c 2 3 v 1 e − 2 v ; (3.37) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 − 6 c 3 1 e 3( u + v ) − 3 4 c 2 1 (5 u 1 − 8 v 1 ) e 2( u + v ) + 9 2 c 1 u 1 ( u 1 + 2 v 1 ) e u + v + 2 c 2 1 c 2 e 2 u + v + 2 3 c 1 c 2 2 e u − v − 1 2 c 1 c 2 (7 u 1 + 12 v 1 ) e u + c 2 (2 v 2 − u 2 1 ) e − v + 11 12 c 2 2 u 1 e − 2 v − 2 9 c 3 2 e − 3 v , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 + 6 c 3 1 e 3( u + v ) + 3 4 c 2 1 (18 u 1 + 5 v 1 ) e 2( u + v ) + 9 2 c 1 ( u 2 + u 2 1 ) e u + v − 4 c 2 1 c 2 e 2 u + v + 2 3 c 1 c 2 2 e u − v − 7 2 c 1 c 2 ( u 1 − v 1 ) e u + c 2 (2 u 1 v 1 − u 2 ) e − v − 11 12 c 2 2 v 1 e − 2 v ; (3.38) u t = u 3 − 3 2 u 1 v 2 − 3 4 u 1 v 2 1 + 1 4 u 3 1 + c 3 e − v ( u 2 1 − 2 v 2 ) + 2 3 c 2 3 u 1 e − 2 v + c 1  3 u 1 e u + v + 2 c 3 e u  ( u 1 + 2 v 1 ) − c 2 (3 u 1 e v − u + 2 c 3 e − u )( u 1 − 2 v 1 ) − 3 u 1 ( c 1 e u + c 2 e − u ) 2 e 2 v , v t = − 1 2 v 3 + 3 2 u 1 u 2 − 3 4 u 2 1 v 1 + 1 4 v 3 1 + c 3 e − v ( u 2 − 2 u 1 v 1 ) − 2 3 c 2 3 v 1 e − 2 v + 3 c 2 1 e 2( u + v ) (2 u 1 + v 1 ) − 3 c 2 2 e 2( v − u ) (2 u 1 − v 1 ) + 3 c 1 e u + v ( u 2 + u 2 1 ) − 3 c 2 e v − u ( u 2 − u 2 1 ) + 2 c 2 c 3 e − u ( u 1 + v 1 ) + 2 c 1 c 3 e u ( u 1 − v 1 ) + 6 c 1 c 2 v 1 e 2 v ; (3.39) 12 A.G. Meshko v and M.Ju . Balakhnev u t = u 3 − 3 4 (2 g 3 − u 2 + 2 g v 1 ) 2 u 1 − g 2 + 3 g ( u 2 − v 2 ) − 6 u 2 1 − 9 u 1 v 1 − 3 2 v 2 1 − 3(5 g 2 + 4 cg + c 2 ) u 1 − 6 g 2 v 1 + 2 cg 2 (8 g + 3 c ) + 9 g 4 , v t = − 1 2 v 3 + 3 4 (2 g 3 − u 2 + 2 g v 1 ) 2 u 1 − g 2 − 3(3 g + c ) u 2 − 3 2 v 2 1 + 3(9 g 2 + 8 cg + 2 c 2 ) u 1 + 3(6 g 2 + 4 cg + c 2 ) v 1 − 2 cg 2 (8 g + 3 c ) − 9 g 4 , g = u + v ; (3.40) Remark 1. S ystems (3.1), (3.3), (3.6) and (3.20) were p rop osed in [3], where system (3.20) is giv en w ith a m isprint. Sys tem (3.10) wa s presented in [29]. Remark 2. T en pairs of in tegrabilit y conditions (for ρ 0 – ρ 9 and ˜ ρ 0 – ˜ ρ 9 ) h a v e b een v erif ied for eac h system (3.1)–(3.40), and n on trivial higher conserved densities w ith orders 2, 3, 4 and 5 ha v e b een found. Remark 3. It is sho wn in [21] that systems (3.10 ) and (3.12) are un ique diverge n t systems of the form (2.21) that satisfy the integ rabilit y conditions. Remark 4. S ystem (3.22) is a mo d if ication of (3.11), sys tems (3.31)–(3.39) are mo d if ications of (3.9). Remark 5. Canonical densities for s y s tem (3.25) d ep end on the n onlo cal v ariable w = D − 1 x e − v . Remark 6. Many of the systems p ossess d iscrete symmetries. Th ey are: u → − u for (3.1), (3.2 ), (3.9), (3.10), (3.16), (3.20) and (3.27 ); u → − u , v → v + π i for (3.24); u → iu , v → v − i 2 π , c 1 → − c 1 for (3.28 ); { u → − u, v → v + π i } ∪ { v → v + π i, c 1 → − c 1 } ∪ { u → − u, c 1 → − c 1 } for (3.29); { u → − u, v → v + π i } ∪ { u → iu, v → v − i 2 π } for (3.30); u → − u , c 2 → c 3 , c 3 → c 1 for (3.32 ); u → − u , k → − k f or (3.33); u → − u , c 1 → c 2 , c 2 → c 1 for (3.37 ); u → − u , c 3 → − c 3 , c 2 → c 1 , c 1 → c 2 for (3.39 ). Also, systems (3.1), (3.2), (3.9), (3.10) and (3.27) p reserv e the r eal sh ap e u nder the transf or- mation u → iu . System (3.33) k eeps the real shap e under the transf ormation u → iu , k → ik . 3.1 Example of computations Let us consider the simplest case of system (1.1): u t = u 3 + f 1 ( u, v ) u 1 + f 2 ( u, v ) v 1 , v t = av 3 + g 1 ( u, v ) u 1 + g 2 ( u, v ) v 1 , (3.41) where a ( a − 1) 6 = 0. F orm ulas (2.16) are red uced now to the follo wing ρ 0 = 0 , ˜ ρ 0 = 0 , ρ 1 = − 1 3 f 1 , ˜ ρ 1 = − 1 3 a g 2 . (3.42) The further canonical densities read ρ 2 = − 1 3 ( f 1 ,u u 1 + f 2 ,u v 1 ) + 1 3 D x f 1 , ˜ ρ 2 = − 1 3 a ( g 1 ,v u 1 + g 2 ,v v 1 ) + 1 3 a D x g 2 , τ 2 = 1 3 ( f 1 ,u u 1 + f 2 ,u v 1 ) , ˜ τ 2 = 1 3 a ( g 1 ,v u 1 + g 2 ,v v 1 ) , (3.43) where indices after commas denote deriv at iv es. In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 13 The f irst int egrabilit y condition (1.5) for ρ 1 can b e split with r esp ect to u 3 , v 3 , u 2 and v 2 . This provides the follo wing equations f 1 ,uv = 0 , f 1 ,uuu = 0 , f 1 ,vv v = 0 , or f 1 ( u, v ) = c 1 u 2 + c 2 u + c 3 v 2 + c 4 v + c 5 . Analogously , condition (1.5) for ˜ ρ 1 implies g 2 ( u, v ) = b 1 u 2 + b 2 u + b 3 v 2 + b 4 v + b 5 . It is obvio us from (3.43) that the second inte grabilit y conditions (2.18) are τ 2 ∈ Im D x and ˜ τ 2 ∈ Im D x . These conditions provide f 2 ,uu = g 1 ,vv = 0 or f 2 ( u, v ) = uf 3 ( v ) + f 4 ( v ), g 1 ( u, v ) = v g 3 ( u ) + g 4 ( u ). Th us, system (3.41) tak es the follo wing form: u t = u 3 + ( c 1 u 2 + c 2 u + c 3 v 2 + c 4 v + c 5 ) u 1 + ( uf 3 ( v ) + f 4 ( v )) v 1 , v t = av 3 + ( v g 3 ( u ) + g 4 ( u )) u 1 + ( b 1 u 2 + b 2 u + b 3 v 2 + b 4 v + b 5 ) v 1 . (3.44) No w one can obtain θ 2 = D − 1 x D t ρ 2 and ˜ θ 2 = D − 1 x D t ˜ ρ 2 in an explicit form. The expr es- sions D t ρ 1 and D t ˜ ρ 1 are not the total deriv ativ es yet: D t ρ 1 = D x h 1 ( u i , v j ) + R 1 ( u, v , u 1 , v 1 ) = D x θ 1 , D t ˜ ρ 1 = D x ˜ h 1 ( u i , v j ) + ˜ R 1 ( u, v , u 1 , v 1 ) = D x ˜ θ 1 . Therefore, we ha v e s et θ 1 = h 1 ( u i , v j ) + q 1 ( u, v ), ˜ θ 1 = ˜ h 1 ( u i , v j ) + ˜ q 1 ( u, v ), w here q 1 and ˜ q 1 are unknown fun ctions and D x q 1 = R 1 , D x ˜ q 1 = ˜ R 1 . This tric k allo ws us to ev aluate ρ 4 , τ 4 , ˜ ρ 4 , ˜ τ 4 and verify the fourth integrabilit y conditions (2.18). Th ese conditions imply f ′′ 3 = g ′′ 3 = 0, hence f 3 = a 1 v + a 2 , g 3 = a 3 u + a 4 . T o simp lify the fu rther analysis one must list all ir reducible cases of f 1 (or g 2 ). Let u s tak e f 1 = c 1 u 2 + c 2 u + c 3 v 2 + c 4 v + c 5 for d ef initeness. Lemma 4. Using c omplex dilatations of u and v , tr anslations u → u + λ 1 , v → v + λ 2 and the Galilei tr ansfo rmation u t → u t + αu x , v t → v t + αv x one c an r e duc e f 1 to one of the fol lowing forms: 1) u 2 + v 2 ; 2) u 2 + αv ; 3) v 2 + αu ; 4) u + v ; 5) u ; 6) v ; 7) f 1 = 0 , wher e α is any c on stant. Mor e over, in the c ases 4–7 the function g 2 must b e line ar ( b 1 = b 3 = 0) b e c ause otherwise the p ermutation u ↔ v gives one of the c ases 1–3 . In cases 1 and 3 contradicti ons follo w fr om the integrabilit y conditions (1.5) with n = 1 , 3 and (2.18) w ith n = 2 , 4. In case 2 the in tegrabilit y conditions (1.5) with n = 1 , 3 , 5 and (2.18) with n = 2 , 4 are satisf ied if f system (3.44) is r educed to a pair of ind ep endent equ ations. Thus, a non trivial in tegrable system (3.41) must b el ong to the follo w ing class: u t = u 3 + ( c 2 u + c 4 v ) u 1 + ( u ( a 1 v + a 2 ) + f 4 ( v )) v 1 , v t = av 3 + ( v ( a 3 u + a 4 ) + g 4 ( u )) u 1 + ( b 2 u + b 4 v + b 5 ) v 1 , (3.45) and only th e follo wing cases are p o ssible: 4) c 2 = c 4 = 1; 5 ) c 2 = 1 , c 4 = 0; 6 ) c 2 = 0 , c 4 = 1; 7) c 2 = c 4 = 0 . In case 4 the in tegrabilit y conditions (1.5) with n = 1 , . . . , 5 provide the functions g 4 = k 1 u + k 2 , f 4 = k 3 v + k 4 , the co ef f icien ts a 3 = 0, a 4 = − 1 + a 2 + b 2 , b 4 = b 2 = ( a + 1) a 2 − 2 a − 1 and the follo wing equations: ( a + 1)(2 a 2 + aa 2 − 2 a − 1) = 0 , a 2 ( a 2 − 2) − a (4 a 2 2 − 5 − 7 a 2 ) + 16 a 2 − 14 a 2 2 − 3 = 0 , 14 A.G. Meshko v and M.Ju . Balakhnev a 5 ( a 2 − 2) − a 4 (4 a 2 2 − 7 a 2 − 6) − 2 a 3 (16 a 2 2 − 5 a 2 − 37) − a 2 (177 a 2 2 − 224 a 2 − 41) − a (236 a 2 2 − 353 a 2 + 102) − a 2 (37 a 2 − 53) − 17 = 0 . Using th e pac k age Gro eb n er in Maple, one can obtain a 2 = (1 − a ) / 3, a 2 + 7 a + 1 = 0 or a = (3 c − 7) / 2, c 2 = 5. Then, the remaining co ef f icien ts are also determined and we obtain u t = u 3 + ( u + v ) u 1 + 1 2  (3 − c ) u + (5 c − 11) v  v 1 , c 2 = 5 , v t = 1 2 v 3 (3 c − 7) +  ( c + 2) u − v  u 1 + 1 2 ( c − 3)( u + v ) v 1 . (3.46) The follo wing substitution V = 1 6 ( c + 1)( v − u ) , U = 1 12 ( c + 3) u + 1 6 v reduces system (3.46) to the third Drinfeld–Soko lo v system U t = − 8 U 3 + 3 V 3 + 6( V − 8 U ) U 1 + 12 U V 1 , V t = 12 U 3 − 2 V 3 + 48 V U 1 + 12(2 U − V ) V 1 (3.46a ) that has b een presented f irst in [3]. Scaling t → − 1 2 t, U = → 1 6 U, V = → − 1 3 V giv es more s ymmetric form of system (3.46a) U t = 4 U 3 + 3 V 3 + (4 U + V ) U 1 + 2 U V 1 , V t = 3 U 3 + V 3 − 4 V U 1 − 2( V + U ) V 1 (3.46b) that w as found in [14]. In case 5 the equations a 1 = a 2 = 0, g ′ 4 f ′ 4 = 0, g ′′′ 4 = 0 follo w from the in tegrabilit y condi- tions (1.5) with n = 1 , . . . , 5. This implies f 4 6 = 0 b ecause otherwise the f ir st equ ation of (3.45) will b e indep enden t. Hence, there are t w o br anc hes (1) f 4 = 1 and (2) f ′ 4 6 = 0, g ′ 4 = 0. Along the f irst br anc h, if one use additionally the integ rabilit y conditions (1.5) with n = 7 and s olv es a large p olynomial system for constant s, one can obtain th e follo wing sy s tem: u t = u 3 + uu 1 + v 1 , v t = − 2 v 3 − uv 1 , that can b e transformed to (1.3) by a scaling. Along the second branc h the in tegrabilit y conditions (1.5) with n = 1 , . . . , 5 p r o vide the follo wing system u t = u 3 + uu 1 − v v 1 , v t = − 2 v 3 − uv 1 , that is equ iv alen t to (1.2). Case 6 is sy m metric to case 5: one can obtain f ′′′ 4 = 0, g ′′ 4 = 0, a 3 = a 4 = b 2 = 0 from the in tegrabilit y conditions (1.5) with n = 1 , . . . , 5. Hence g 4 6 = 0 and we ha v e t w o branches g 4 = 1 or g 4 = u . Using the add itional in tegrabilit y conditions (1.5) with n = 6 , 7 one can obtain equations (1.2) and (1.3). There are many br anc hes in case 7 b u t all of them pr o vide linear or triangular sys tems only . As one can see, classif ication of int egrable systems of the form (3.41) is a suf f icien tly lab orious task. System (2.21) conta ins eight unkno wn functions dep end ing on four v ariables, therefore classif ication of these systems is muc h m ore dif f icult. In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 15 4 Dif feren tial substitutions A dif fer ential sub s titution is a pair of equations u = f ( U, V , U x , V x , . . . , U n , V n ) , v = g ( U, V , U x , V x , . . . , U n , V n ) , (4.1) where f and g are some smo o th functions. Definition 1. If for an y solution ( U, V ) of a system (Σ) form ulas (4.1) pro vide a solution ( u, v ) of system (1.1), then one sa ys that system (1.1) admits sub stitution (4.1). In all cases th at w e kno w, the new systems (Σ) b elong to the same class (1.1) U t = U xxx + P ( U, V , U x , V x , U xx , V xx ) , V t = a V xxx + Q ( U, V , U x , V x , U xx , V xx ) , ( S ) with some smo o th fu nctions P and Q . There exist some group-theoretical explanation of this fact for K dV t yp e equations [35]. O ur attempts to in tro duce another parameter a ′ 6 = a in ( S ) had no success. Substituting (4.1) into (1.1) one obtains the follo wing equations  D 3 x f + F ( f , g , D x f , D x g , D 2 x f , D 2 x g ) − ∂ t f  S = 0 ,  aD 3 x g + G ( f , g , D x f , D x g , D 2 x f , D 2 x g ) − ∂ t g  S = 0 . (4 .2) It is obvio us that transition to the manifold ( S ) in (4.2) is equiv alent to a replacemen t of ∂ t b y the ev olutionary dif feren tiation D t p erformed in accordance with ( S ): D t f = D 3 x f + F ( f , g , D x f , D x g , D 2 x f , D 2 x g ) , D t g = aD 3 x g + G ( f , g , D x f , D x g , D 2 x f , D 2 x g ) , (4.3) where D t f = n X i =1 ∂ f ∂ U i D i x ( U 3 + P ) + n X i =1 ∂ f ∂ V i D i x ( aV 3 + Q ) . Another wa y to obtain (4.3) is to d if ferenti ate equations (4.1 ) w ith resp e ct to t in accordance with (1.1 ) and ( S ) and exclude u and v by us ing (4.1). This algorithm and man y others are co ded in Maple, see for example [36]. T o f ind th e admissib le fun ctions f , g , P , Q from (4.3) one can u se the follo wing easily pr o v able form ula: ∂ ∂ U k D m x f = m X s =0  m s  D m − s x ∂ f ∂ U k − s , ∂ f ∂ U − i ≡ 0 for i > 0 , and the analogous form ula f or ∂ /∂ V k . Dif feren tiating (4.3) with resp ect to U n +3 and V n +3 , one obtains ∂ f ∂ V n = 0 , ∂ g ∂ U n = 0 . (4.4) Other corollaries of (4.3) are to o cumb ersome to consider them in th e general form. Let us consider, as an example, the f irs t order d if ferentia l su b stitutions for sy s tem (1.2 ) u t = u 3 + v u 1 , v t = − 1 2 v 3 + u u 1 − v v 1 . (4.5) 16 A.G. Meshko v and M.Ju . Balakhnev According to (4.4) one has f = f ( U, V , U 1 ) , g = g ( U, V , V 1 ), hence equ ations (4.3) no w read D 3 x f − f U ( U 3 + P ) − f V ( Q − V 3 / 2) − f U 1 ( U 4 + D x P ) + g D x f = 0 , g U ( U 3 + P ) + g V ( Q − V 3 / 2) + g V 1 ( D x Q − V 4 / 2) + 1 2 D 3 x g − f D x f + g D x g = 0 . (4.6) Dif ferent iating (4.6) with r esp ect to U 3 and V 3 one can obtain four equations: ∂ f ∂ U 1 ∂ P ∂ U 2 = 3 D x ∂ f ∂ U 1 , ∂ f ∂ U 1 ∂ P ∂ V 2 = 3 2 ∂ f ∂ V , ∂ g ∂ V 1 ∂ Q ∂ U 2 = − 3 2 ∂ g ∂ U , ∂ g ∂ V 1 ∂ Q ∂ V 2 = − 3 2 D x ∂ g ∂ V 1 . (4.7) Let us consider some corollaries of these equations. 1. If ∂ f /∂ U 1 = 0 and ∂ g/∂ V 1 = 0, then u = f ( U ), v = g ( V ) is a trivial p oin t tran s formation. 2. If ∂ f /∂ U 1 = 0, then u = f ( U ) and one can s et f ( U ) = U b y mo dulo of the p oi n t transformation. In this case P = g U 1 from the f irst of equ ations (4.6). 3. If ∂ g/∂ V 1 = 0, then v = g ( V ) and one can set g ( V ) = V by mo d ulo of the p oin t transfor- mation. In this case Q = f D x f − V V 1 from the second of equations (4.6). 4. If ( ∂ f /∂ U 1 )( ∂ g/∂ V 1 ) 6 = 0, then one can f ind P and Q as p o lynomials of U 2 and V 2 from equations (4.7). In v estigati on of cases 2–4 provides seven n ontrivial solutions of equations (4.6) (see b elo w (3.1) → (3.2 ), . . . , (3.1) → (3.17)). Note that inte gr able system (3.6 ) admits str ange dif f eren tial substitutions that generate non- inte gr able systems. F or example, sy s tem (3.6 ) admits th e follo wing d if ferentia l su bstitution: u = 3 2 V 2 − 3 4 V 2 1 − 3 2 U 1 e V , v = 9 4  − V 4 + V 1 V 3 + V 2 1 V 2 − 1 4 V 4 1 − U 2 1 e 2 V + e V ( U 3 + 2 U 2 V 1 + 3 U 1 V 2 )  , (4.8) so that the functions U and V s atisfy the follo wing s y s tem: U t = U 3 + 3 2 U 2 V 1 + 3 4 U 1 V 2 1 − U 1 e − V f ′′ ( U ) + f ( U ) , V t = − 1 2 V 3 + 1 4 V 3 1 + 3 2 e V ( U 2 + U 1 V 1 ) − f ′ ( U ) with arbitrary function f . This system do es not satisfy the in tegrabilit y conditions (1.4). T o comprehend this unusual phenomenon w e ev aluate V 2 , V 3 and V 4 from the f irst equation (4.8) V 2 = 2 3 u + U 1 e V + 1 2 V 2 1 , V 3 = 2 3 u 1 + D x ( U 1 e V ) + V 1 V 2 , V 4 = 2 3 u 2 + D 2 x ( U 1 e V ) + D x ( V 1 V 2 ) , and substitute them in to the second one. T he r esult is v = − u 2 − 3 2 u 2 . It is easily v erif ied th at the obtained constraint is a redu ction of system (3.6) in to the single KdV equ ation u t = − 1 / 2 u 3 − uu 1 . T his m eans that u sing a subs titution lik e (4.8) we are trying to construct an int egrable sys tem from th e single Kd V equation. Ther e are other su c h examples for system (3.6). Note that the redu ction obtained ab o v e f ollo w s f rom the reduction u = const for s ystem (3.3) (see (3.3) and (3.3) → (3.6)). In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 17 T o organize the p resen ted list of systems we ha v e compu ted admiss ib le dif feren tial s ubstitu- tions for eac h system and present the results in this section. Th e f ormula u ′ = f ( u, v , u x , v x , . . . ) , v ′ = g ( u, v , u x , v x , . . . ) (A) → (B) will denote th at if u ′ and v ′ are su bstituted in to system (A), then system (B) follo w s for u and v . W e sa y in this case th at system (B) is obtained from system (A) by the dif ferentia l su b stitution. Substitution (A) → (B) establishes an in terrelation b etw een the sets of solutions of sys- tems (A) and (B): ( u, v ) 7→ ( u ′ , v ′ ) is a single v alued map. And con v ersely , if for some solu- tion ( u ′ , v ′ ) of sy s tem (A) one solv es the system of tw o ordin ary dif ferenti al equ ations (A) → (B) for u and v , then one or more solutions of system (B) are obtained. Of course, explicit solutions can b e obtained v ery rarely wh en the su bstitution is linear or inv ertible (see b elo w). Let us consider the follo wing simple example: u ′ = u 1 , v ′ = v 1 . (3.10) → (3.9) This substitution is p ossib le for any diverge n t sys tem u t =  u 2 + F ( u, v , u 1 , v 1 )  x , v t =  − 1 2 v 2 + G ( u, v , u 1 , v 1 )  x . It pr o duces the system u t = u 3 + F ( u 1 , v 1 , u 2 , v 2 ), v t = − v 2 / 2 + G ( u 1 , v 1 , u 2 , v 2 ) without u 0 and v 0 . The inv erse transf ormation is quasi-lo cal u = D − 1 x u ′ , v = D − 1 x v ′ . This is a well kno wn fact, that is wh y the substitutions ( u, v ) → ( u 1 , v 1 ) are not written for the d iv ergen t sy s tems b elo w. In some cases analogous subs titutions are not so ob vious and w e present them lik ewise (3.1) → (3.2 ), for example. Theorem 1. Differ ential substitutions pr e sente d b elow c onne ct al l systems f r om the list of Se c- tion 3 with systems (1.2) and (1.3) . Systems (1.2) and (1.3) ar e also implicitly c onne cte d with e ach other. The pro of can b e obtained by a direct verif icati on. List of the substitutions: u ′ = u, v ′ = v 1 ; (3.1) → (3.2) u ′ = 3 √ 2 ( u 2 − u 1 v 1 ) , v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ); (3.1) → (3.9) u ′ = 3 √ 2 ( u 1 − u v ) , v ′ = 3 2 v 1 − 3 4 ( u 2 + v 2 ); (3.1) → (3.10) u ′ = 3 4 √ 2  u 2 1 − 2 u 2 + 2 v 1  , v ′ = 3 2 v 1 ; (3.1) → (3.11) u ′ = 3 4 √ 2  u 2 − 2 u 1 + 2 v  , v ′ = 3 2 v ; (3.1) → (3.12) u ′ = 3 √ 2  ( u + v ) 2 − u 1  + 3 16 √ 2 c 2 1 , v ′ = 3 v 1 + 3 2 c 1 ( u + v ); (3.1) → (3.13) u ′ = √ 2 u, v ′ = − 3 v 1 + u − 3 v 2 ; (3.1) → (3.14) u ′ = u, v ′ = k + p u 2 + v 1 ; (3.1) → (3.16) u ′ = p v 2 + u 1 , v ′ = v − k ; (3.1) → (3.17) u ′ = √ 2  4 3 u + 3 16 c 2 1  , v ′ = u 1 + v 2 √ u + v 1 − 4 3 v 1 + c 1 √ u + v 1 ; (3.1) → (3.18) u ′ = 3 2 √ 2  1 2 u 2 1 − u 2 + v 1 + c 1 e u + 2 c 2 e 2 u  , v ′ = 3 2 ( v 1 + c 1 e u ); (3.1) → (3.22) u ′ = √ 2 u, v ′ = − 3 2 v 2 − 3 4 v 2 1 + u − c 2 e − 2 v ; (3.1) → (3.23) u ′ = 2 c 1 u, v ′ = − 3 2 v 2 − 3 4 v 2 1 − 1 3 u 2 e 2 v − 3 2 c 2 1 e − 2 v + e v ( u 1 + 2 uv 1 ); (3.1) → (3.24) u ′ = √ 3 u 1 e v + 2 c 1 u, 18 A.G. Meshko v and M.Ju . Balakhnev v ′ = 3 2 v 2 − 3 4 v 2 1 + 2 √ 3 c 1 v 1 e − v − 1 2 e 2 v ( u 2 + c 2 ) − c 2 1 e − 2 v ; (3.1) → (3.27) u ′ = 1 3 √ 2 e v (3 u 1 + c 1 e v + 2 u 2 e v ) , v ′ = 3 2 v 2 − 3 4 v 2 1 − u 1 e v + 1 3 e 2 v ( c 1 − 2 u 2 ); (3.1) → (3.28) u ′ = 3 2 √ 2 e v ( u 1 + 2 c 2 u + c 1 u 2 e v ) , v ′ = 3 2 v 2 − 3 4 v 2 1 − 3 2 c 1 u 1 e v + 3 c 2 v 1 − 3 4 (2 c 2 + c 1 ue v ) 2 − 3 4 u 2 e 2 v ; (3.1) → (3.29) u ′ = 3 2 √ 2 e v  u 1 + ( c + u 2 ) e v  , v ′ = 3 2 v 2 − 3 4 v 2 1 − 3 2 u 1 e v + 3 2 ( c − u 2 ) e 2 v ; (3.1) → (3.30) u ′ = 3 2 √ 2 ( u 2 − u 1 v 1 ) + √ 2  c 2 e u − c 3 e − u − 3 c 1 u 1 e − v  , v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) + c 2 e u + c 3 e − u − 6 c 1 v 1 e − v − 3 c 2 1 e − 2 v ; (3.1) → (3.32) u ′ = 3 2 √ 2 ( u 2 − u 1 v 1 ) − 3 √ 2( cu 1 + 2 k v 1 ) e − v − 6 ck √ 2 e − 2 v , v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 3( k u 1 + 2 cv 1 ) e − v − 3( c 2 + k 2 ) e − 2 v ; (3.1) → (3.33) u ′ = 3 √ 2 ( u 2 − u 1 v 1 ) − √ 2  c 2 e − u + 6 c 1 c 3 e u − 3 c 1 u 1 e u + v + 3 c 3 u 1 e − v  , (3.1) → (3.34) v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) + c 2 e − u − 3 c 2 1 e 2( u + v ) − 3 c 1 u 1 e u + v − 6 c 3 v 1 e − v − 3 c 2 3 e − 2 v ; u ′ = 3 √ 2 ( u 2 − u 1 v 1 ) + 3 √ 2  c 1 e 2( u + v ) + c 2 u 1 e u + v  , v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) + 3( c 1 − c 2 2 ) e 2( u + v ) − 3 c 2 u 1 e u + v ; (3.1) → (3.35 ) u ′ = √ 2  3 2 ( u 2 − u 1 v 1 ) − 2 3 k c 2 1 e − 2 v + 3 c 2 u 1 e u + v + 2 k c 1 c 2 e u  + c 1 √ 2 ( k u 1 + 2 v 1 ) e − v , k 2 = 1 , v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 2 3 c 2 1 e − 2 v − 3 c 2 2 e 2( u + v ) − 3 c 2 u 1 e u + v + 2 c 1 c 2 e u + c 1 ( u 1 + 2 k v 1 ) e − v ; (3.1) → (3.36) u ′ = 3 2 √ 2 ( u 2 − u 1 v 1 ) + 3 √ 2  c 1 e u + v + c 2 e v − u − c 3 e − v  u 1 + 6 c 3 √ 2 ( c 2 e − u − c 1 e u ) , v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 3 c 2 1 e 2( u + v ) − 3 c 2 2 e 2( v − u ) + 3 u 1 ( c 2 e v − u − c 1 e u + v ) − 6 c 3 v 1 e − v − 6 c 1 c 2 e 2 v − 3 c 2 3 e − 2 v ; (3.1) → (3.37) u ′ = 3 2 √ 2 ( u 2 − u 1 v 1 ) + 1 3 √ 2 c 2 2 e − 2 v − 1 2 √ 2 c 2 ( u 1 − 4 v 1 ) e − v − 2 √ 2 c 1 c 2 e u + 3 2 √ 2 c 1 (2 c 1 e 2( u + v ) + 3 u 1 e u + v ) , v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 15 4 c 2 1 e 2( u + v ) − 9 2 c 1 u 1 e u + v + 5 2 c 1 c 2 e u − 5 12 c 2 2 e − 2 v + c 2 ( u 1 − v 1 ) e − v ; (3.1) → (3.38) u ′ = 3 2 √ 2 ( u 2 − u 1 v 1 ) + 3 √ 2 u 1  c 1 e u + v + c 2 e v − u  − 2 3 √ 2 c 2 3 e − 2 v + 2 √ 2 c 3 ( c 2 e − u − c 1 e u ) − √ 2 c 3 ( u 1 + 2 v 1 ) e − v , v ′ = 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 3 e 2 v ( c 1 e u + c 2 e − u ) 2 − c 3 ( u 1 + 2 v 1 ) e − v + 2 c 3 ( c 2 e − u − c 1 e u ) − 2 3 c 2 3 e − 2 v + 3 u 1  c 2 e v − u − c 1 e u + v  ; (3.1) → (3.39) u ′ = 3 √ 2 u 2 − 3 g v 1 − 2 g 3 p u 1 − g 2 − 3 √ 2 (3 g + 2 c ) p u 1 − g 2 , v ′ = 3( v 1 − 2 cg − c 2 ) , g = u + v ; (3.1) → (3.40) u ′ = u, v ′ = v 1 ; (3.3) → (3.5) u ′ = 3 2 u 2 + u 2 + v , v ′ = u, (3.3) → (3.6) this sub s titution is inv ertible, see b elo w (3.6) → (3.3); u ′ = u 1 + 1 2 v 2 , v ′ = v − k ; (3.3) → (3.8) In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 19 u ′ = 4 u 2 + u 1  16 3 √ u + v 1 − 2 c 1  + 16 9 u 2 + 1 2 c 2 1 u, v ′ = − u 1 + v 2 √ u + v 1 − 4 3 v 1 + c 1 √ u + v 1 ; (3.3) → (3.18) u ′ = u 1 , v ′ = v ; (3.4) → (3.3) u ′ = u 1 , v ′ = v 1 ; (3.4) → (3.5) u ′ = 3 2 u 3 + 2 uu 1 + v 1 , v ′ = u, (3.4) → (3.6) this sub s titution has the quasi-lo cal inv erse s u bstitution, see b elo w (3.6) → (3.4); u ′ = u 2 + v v 1 , v ′ = v − k ; (3.4) → (3.8) u ′ = 3 u 3 − 6( u 1 v 1 + v u 2 ) + 2 uu 1 , v ′ = 3 v 1 − 3 v 2 + u ; ( 3.4) → (3.14) u ′ = e − v , v ′ = 3 2 v 2 − 3 4 v 2 1 − ue 2 v ; (3.4) → (3.25) u ′ = u 1 + √ 3 e v ( u 2 + u 1 v 1 ) , v ′ = 3 2 v 2 − 3 4 v 2 1 − ue 2 v + √ 3 v 1 e − v − 1 4 e − 2 v ; (3 .4) → (3.26) u ′ = v , v ′ = − 3 2 v 2 − v 2 + u ; (3.6) → (3.3) u ′ = v , v ′ = − 3 2 v 2 − v 2 + w, w x = u, w t = u 2 + uv ; ( 3.6) → (3.4) u ′ = v 1 , v ′ = − 3 2 v 3 − v 2 1 + u ; (3.6) → (3.5) u ′ = u + k , v ′ = v 1 − 1 2 v 2 ; (3.6) → (3.7) u ′ = v − k , v ′ = u 1 − 3 2 v 2 − 1 2 ( v 2 + 3 k 2 ) + 2 k v ; (3.6) → (3.8) u ′ = 3 u 1 − 3 2 v 1 − 3 4 ( u 2 + v 2 ) , v ′ = 9 4 v 3 − 9 4 u ( u 2 + 2 v 2 ) + 9 4 v v 2 − 9 2 u 2 1 + 9 4 u 2 (2 u 1 + v 1 ) − 9 4 v v 1 (2 u + v ) − 9 16 ( u 2 − v 2 ) 2 ; (3.6) → (3.10) u ′ = − 3 u 2 + 3 2 v 1 , v ′ = 9 4 v 3 + 9 2 u 1 v 2 − 9 16 ( u 2 1 − 2 u 2 + 2 v 1 ) 2 + 9 4 ( u 2 1 + v 1 ) 2 − 9 8 u 4 1 ; (3.6) → (3.11) u ′ = − 3 u 1 + 3 2 v , v ′ = 9 4 v 2 + 9 2 uv 1 − 9 16 ( u 2 − 2 u 1 + 2 v ) 2 + 9 4 ( u 2 + v ) 2 − 9 8 u 4 ; (3.6) → (3.12) u ′ = − 3( v 1 + 2 u 1 ) + 3 2 c 1 g , g = u + v , v ′ = 9 2 v 3 + 9 4 c 1 ( u 2 − v 2 ) + 18 g v 2 − 9 u 2 1 + 9 v 2 1 + 9( c 1 g + 2 g 2 ) u 1 − 9 8 c 2 1 ( u 1 + g 2 ) + 36 g 2 v 1 + 9 g 4 ; (3.6) → (3.13) u ′ = 3 v 1 + u − 3 v 2 , v ′ = − 9 2 v 3 + 3 2 u 2 + 9 v v 2 − 6 u 1 v + 6(3 v 2 − u ) v 1 + 3 v 2 (2 u − 3 v 2 ); (3.6) → (3.14) u ′ = − u 1 + v 2 √ u + v 1 + c 1 √ u + v 1 − 4 3 v 1 , v ′ = 3 2 u 3 + v 4 √ u + v 1 − 3 4 c 1 u 2 + v 3 √ u + v 1 + 8 3 u u 1 + v 2 √ u + v 1 + 9 8 ( u 1 + v 2 ) 3 ( u + v 1 ) 5 / 2 − ( u 1 + v 2 ) 2 u + v 1 − 3 8 u 1 + v 2 ( u + v 1 ) 3 / 2  6( u 2 + v 3 ) − c 1 ( u 1 + v 2 )  + 2( v 3 + 2 u 2 + c 1 v 2 ) + 16 9 ( u 2 − v 2 1 ) − 8 3 ( v 2 − u 1 − c 1 v 1 ) √ u + v 1 − 1 2 c 2 1 ( u + 2 v 1 ); (3.6) → (3.18) u ′ = √ u + v 1 − k , v ′ = − 3 4 u 2 + v 3 √ u + v 1 + 3 8 ( u 1 + v 2 ) 2 ( u + v 1 ) 3 / 2 + 2 k √ u + v 1 − v 1 − u 2 ; (3.6) → (3.19) u ′ = i √ 6 u 1 + u 2 + v , v ′ = 3 2 ( u 2 1 − v 2 ) + i √ 6 uv 1 − v 2 ; (3.6) → (3.20) 20 A.G. Meshko v and M.Ju . Balakhnev u ′ = 3( u 1 + v 1 − k u ) , v ′ = − 9 2 v 3 − 9 2 uu 2 + 9( u + k ) v 2 − 27 4 u 2 1 − 9 v 2 1 + 9 u ( u + k ) u 1 − 9( u 2 + k 2 ) v 1 − 9 4 u 2 ( u 2 + 2 k 2 ); (3.6) → (3.21) u ′ = − 3 u 2 + 3 2 v 1 + 3 2 e u ( c 1 + 4 √ c 2 u 1 ) , v ′ = 9 4 v 3 − 9 4  1 2 u 2 1 − u 2 + v 1 + c 1 e u + 2 c 2 e 2 u  2 + 9 4 c 1 u 2 e u + 9 2 u 1 v 2 + 9 4 v 2 1 + 9 8 u 2 1 ( u 2 1 + 4 v 1 ) + 9 4 e u  c 1 (5 u 2 1 + 2 v 1 ) − 4 √ c 2 ( v 2 + 2 u 1 v 1 + u 3 1 )  + 18 c 2 2 e 4 u + 9 4 e 2 u  c 1 ( c 1 − 12 √ c 2 u 1 ) + 4 c 2 (3 u 2 1 + 2 v 1 )  + 18 c 2 e 3 u ( c 1 − 2 √ c 2 u 1 ); (3.6) → (3.22) u ′ = − 3 u 2 − 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 2 √ 6 c 2 ( u 1 + v 1 ) e u + v − c 1 e − 2 v − c 2 e 2( u + v ) + c 3 e 2( v − u ) , v ′ = 9 4 v 4 − 9 4 u 1 u 3 + 9 4 v 3 (2 u 1 + v 1 ) − 9 2 u 2 ( u 2 + u 2 1 ) − 9 16 ( u 2 1 − v 2 1 ) 2 + 9 4 v 2 ( u 2 1 + 2 u 1 v 1 − v 2 1 ) + 4 √ 6 c 2 v 1  2 c 3 e 3 v − u − c 1 e u − v  + c + 3 √ 6 c 2  v 3 − u 1 u 2 + v 2 (2 u 1 + v 1 ) + 2 u 1 v 1 ( u 1 + v 1 )  e u + v + 6 v 2  c 2 e 2( u + v ) + c 3 e 2( v − u ) − c 1 e − 2 v  + 3 2 c 1 ( u 1 − v 1 )( u 1 − 3 v 1 ) e − 2 v − c 2 1 e − 4 v + 4 c 2 c 3 e 4 v − 3 2 c 2 ( u 1 − v 1 ) 2 e 2( u + v ) + 3 2 c 3 ( u 1 − 3 v 1 ) 2 e 2( v − u ) ; (3.6) → (3.31) u ′ = 3 u 2 − 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 3 k e − v ( u 1 + 2 v 1 ) − 3( c 1 + 2 k 2 ) e − 2 v , v ′ = 9 4 v 4 − 9 4 u 1 u 3 + 9 4 v 3 ( v 1 − 2 u 1 ) + 9 2 u 2 ( u 2 1 − u 2 ) − 9 16 ( u 2 1 − v 2 1 ) 2 + 9 4 v 2 ( u 2 1 − 2 u 1 v 1 − v 2 1 ) − 9 c 2 1 e − 4 v + 18 kc 1 e − 3 v ( u 1 + 2 v 1 ) + 9 2 e − 2 v  4 k 2 u 2 − 4 c 1 v 2 − 2 k 2 ( u 1 + v 1 ) 2 + c 1 ( u 1 + v 1 )( u 1 + 3 v 1 )  − 9 2 k e − v  u 3 + 2 v 3 − 4 u 2 ( u 1 + v 1 ) + v 2 (2 v 1 − 3 u 1 ) + u 2 1 ( u 1 + 2 v 1 )  , c 1 = c 2 − k 2 ; (3.6) → (3.33) u ′ = − 3 u 2 − 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 3 c 2 1 e 2( u + v ) − 3 c 1 (3 u 1 + 2 v 1 ) e u + v + c 2 e − u − k e − 2 u , k = 3 c 2 3 , v ′ = 9 4 ( v 4 − u 1 u 3 ) + 9 4 v 3 (2 u 1 + v 1 ) − 9 2 u 2 ( u 2 + u 2 1 ) + 9 4 v 2 ( u 2 1 + 2 u 1 v 1 − v 2 1 ) − 9 16 ( u 2 1 − v 2 1 ) 2 − 9 c 4 1 e 4( u + v ) − 18 c 3 1 (3 u 1 + 2 v 1 ) e 3( u + v ) + 6 c 2 1 c 2 e u +2 v + 6 k c 2 1 e 2 u + 2 k c 2 e − u − 2 v + 6 k c 1 ( u 1 − 2 v 1 ) e u − v + 3 2 c 2 e − u ( u 2 + 2 v 2 + v 2 1 ) − 9 2 c 1 e u + v  u 3 − 2 v 3 + u 2 (9 u 1 + 4 v 1 ) − v 2 ( u 1 + 2 v 1 ) + 4 u 2 1 ( u 1 + v 1 )  − 3 2 k e − 2 v  4 v 2 + u 1 (4 v 1 − u 1 ) − 3 v 2 1  − k 2 e − 4 v + 6 c 1 c 2 e v ( u 1 + 2 v 1 ); (3.6) → (3.34) u ′ = 3 u 2 − 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) + 3( c 1 − c 2 2 ) e 2( u + v ) + 3 c 2 ( u 1 + 2 v 1 ) e u + v , v ′ = 9 4 v 4 − 9 4 u 1 u 3 + 9 4 v 3 ( v 1 − 2 u 1 ) + 9 2 u 2 ( u 2 1 − u 2 ) − 9 16 ( u 2 1 − v 2 1 ) 2 + 9 4 v 2 ( u 2 1 − 2 u 1 v 1 − v 2 1 ) − 9 k c 2 2 e 4( u + v ) + 18 kc 2 e 3( u + v ) ( u 1 + 2 v 1 ) + 9 2 e 2( u + v )  2 c 2 2 u 2 + 4 c 1 v 2 + c 1 ( u 1 + 3 v 1 ) 2 − c 2 2 ( u 2 1 + 4 u 1 v 1 + 5 v 2 1 )  − 9 2 c 2 e u + v  u 3 + 2 v 3 + u 2 ( u 1 + 4 v 1 ) + v 2 (2 v 1 − u 1 )  , k = c 2 2 − 2 c 1 ; (3.6) → (3.35) u ′ = 3 u 2 − 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 3 c 2 2 e 2( u + v ) + 3 c 2 ( u 1 + 2 v 1 ) e u + v + 2 c 1 c 2 e u + c 1 e − v ( u 1 + 2 v 1 ) − 2 3 c 2 1 e − 2 v , v ′ = 9 4 v 4 − 9 4 u 1 u 3 + 9 4 v 3 ( v 1 − 2 u 1 ) + 9 2 u 2 ( u 2 1 − u 2 ) − 9 16 ( u 2 1 − v 2 1 ) 2 + 9 4 v 2 ( u 2 1 − 2 u 1 v 1 − v 2 1 ) − 9 c 4 2 e 4( u + v ) + 18 c 3 2 e 3( u + v ) ( u 1 + 2 v 1 ) + 12 c 1 c 3 2 e 3 u +2 v + 9 2 c 2 2 e 2( u + v ) (2 u 2 − u 2 1 − 4 u 1 v 1 − 5 v 2 1 ) − 4 c 2 1 c 2 2 e 2 u + c 2 1 e − 2 v  2 u 2 − ( u 1 + v 1 ) 2  In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 21 − 9 2 c 2 e u + v  u 3 + 2 v 3 + u 2 ( u 1 + 4 v 1 ) + v 2 (2 v 1 − u 1 )  − 6 c 1 c 2 2 e 2 u + v ( u 1 + 2 v 1 ) − 3 c 1 c 2 e u (3 u 2 + 2 v 2 + 2 u 1 v 1 + 3 v 2 1 ) + 3 2 c 1 e − v  u 3 + 2 v 3 − 4 u 2 ( u 1 + v 1 ) + v 2 (2 v 1 − 3 u 1 ) + u 2 1 ( u 1 + 2 v 1 )  ; (3.6) → (3.36) u ′ = 3 u 2 − 3 2 v 2 − 3 4 ( u 2 1 + v 2 1 ) − 15 4 c 2 1 e 2( u + v ) + 9 2 c 1 ( u 1 + 2 v 1 ) e u + v + 5 2 c 1 c 2 e u + c 2 e − v ( u 1 + 2 v 1 ) − 5 12 c 2 2 e − 2 v , v ′ = 9 4 v 4 − 9 4 u 1 u 3 + 9 4 v 3 ( v 1 − 2 u 1 ) + 9 2 u 2 ( u 2 1 − u 2 ) − 9 16 ( u 2 1 − v 2 1 ) 2 + 9 4 v 2 ( u 2 1 − 2 u 1 v 1 − v 2 1 ) − 81 16 c 4 1 e 4( u + v ) + 27 4 c 3 1 e 3( u + v ) ( u 1 + 2 v 1 ) + 27 4 c 3 1 c 2 e 3 u +2 v + 9 8 c 2 1 e 2( u + v ) (18 u 2 + 16 v 2 − 5 u 2 1 − 12 u 1 v 1 − 9 v 2 1 ) − 27 8 c 2 1 c 2 2 e 2 u + 3 4 c 1 c 3 2 e u − 2 v − 9 4 c 1 c 2 2 e u − v ( u 1 + 2 v 1 ) − 27 4 c 1 e u + v  u 3 + 2 v 3 + u 2 ( u 1 + 4 v 1 ) + v 2 (2 v 1 − u 1 )  − 3 4 c 1 c 2 e u (17 u 2 + 14 v 2 + 12 u 1 v 1 + 19 v 2 1 ) + 1 2 c 3 2 e − 3 v ( u 1 + 2 v 1 ) + 1 8 c 2 2 e − 2 v  16 u 2 + 12 v 2 − 11 u 2 1 − 28 u 1 v 1 − 17 v 2 1  − 1 16 c 4 2 e − 4 v + 3 2 c 2 e − v  u 3 + 2 v 3 − 4 u 2 ( u 1 + v 1 ) + v 2 (2 v 1 − 3 u 1 ) + u 2 1 ( u 1 + 2 v 1 )  ; (3.6) → (3.38) u ′ = 3 2 g 3 − u 2 + 2 g v 1 p u 1 − g 2 + 6 g p u 1 − g 2 − 6 u 1 − 3 v 1 − 3 c (2 g + c ) , g = u + v , v ′ = 9 2 v 3 + 9(3 g + c ) u 2 + 9(2 g + c ) v 2 − 9 4 (2 g 3 − u 2 + 2 g v 1 ) 2 u 1 − g 2 + 9(2 u 1 + v 1 ) 2 − 18 u 2 1 + 18 p u 1 − g 2  v 2 + 2(2 g + c )( v 1 + g 2 )  + 36(2 g + c )( u 1 − g 2 ) 3 / 2 − 9 g 2 u 1 − 18  ( g + c ) 2 + 2 g 2  v 1 − 36 cg  ( g + c ) 2 + g 2  − 45 g 4 ; (3.6) → (3.40) u ′ = v − 2 k , v ′ = u − 3 2 v 1 + 4 3 k 3 t ; (3.7) → (3.8) this sub s titution is inv ertible: u ′ = 3 2 u 1 + v − 4 3 k 3 t, v ′ = u + 2 k ; (3.8) → (3.7) u ′ = − 1 2 v , v ′ = √ u + v 1 ; (3.8) → (3.19) u ′ = c 1 √ 2 e − v , v ′ = − v 1 + 2 3 u e v ; (3.10) → (3.24) u ′ = ue v , v ′ = v 1 − c 1 ue v − 2 c 2 ; (3.10) → (3.29) u ′ = ( u + √ − c ) e v , v ′ = v 1 + ( √ − c − u ) e v ; (3.10) → (3.30) u ′ = u 1 + 2 k e − v , v ′ = v 1 − 2 c e − v ; (3.10) → (3.33) u ′ = u 1 + ce u + v , v ′ = v 1 − k e u + v , where c and k are ro ots of z 2 − 2 c 2 z + 2 c 1 = 0; (3.10) → (3.35) u ′ = u 1 − 2 3 c 1 e − v , v ′ = v 1 − 2 c 2 e u + v + 2 3 c 1 e − v ; (3.10) → (3.36) u ′ = u 1 + 2 c 1 e u + v − 2 3 c 2 e − v , v ′ = v 1 − c 1 e u + v + 1 3 c 2 e − v ; ( 3.10) → (3.38) u ′ = 2 p u 1 − ( u + v ) 2 , v ′ = 2( u + v + c ); (3.10) → (3.40) u ′ = − 2 v , v ′ = 2 3 u − 2( v 1 + v 2 ); (3.12) → (3.14) this sub s titution is inv ertible: u ′ = 3 2 ( v − u 1 ) + 3 4 u 2 , v ′ = − 1 2 u ; (3.14) → (3.12) u ′ = 3 2 ( u 1 − uv ) , v ′ = 1 2 ( u − v ); (3.14) → (3.10) u ′ = 3( u + v ) 2 − 3 u 1 + 3 16 c 2 1 , v ′ = 1 4 c 1 − u − v ; (3.14) → (3.13) u ′ = u, v ′ = v 1 ; (3.14) → (3.15) u ′ = 4 3 u + 3 16 c 2 1 , v ′ = 1 4 c 1 − 2 3 √ u + v 1 ; (3.14) → (3.18) 22 A.G. Meshko v and M.Ju . Balakhnev u ′ = u, v ′ = 1 2 v 1 + 1 √ 3 ce − v ; (3.14) → (3.23) u ′ = c 1 √ 2 u, v ′ = 1 2 v 1 − 1 3 u e v − √ 2 2 c 1 e − v ; (3.14) → (3.24) u ′ = − u 1 e v − 1 3 e 2 v  2 u 2 + c 1  , v ′ = − 1 2 v 1 + 1 3 √ − 2 c 1 e v ; ( 3.14) → (3.28) u ′ = u 1 e v + 1 3 e 2 v  2 u 2 + c 1  , v ′ = − 1 2 v 1 + 2 3 u e v ; (3.14) → (3.28) u ′ = 3 2 e v ( u 1 + 2 c 2 u + c 1 u 2 e v ) , v ′ = − 1 2 v 1 + 1 2 ( c 1 + 1) u e v + c 2 ; (3 .14) → (3.29) u ′ = 9 4 ( u + v ) 2 − 9 4 u 1 , v ′ = 9 4 u ; (3.18) → (3.13) this sub s titution is inv ertible: u ′ = 4 9 v , v ′ = 2 3 √ u + v 1 − 4 9 v . (3.13) → (3.18) The graph of th e subs titutions is v ery cumbers ome, therefore we sho w the most interesting subgraph only . ✍✌ ✎☞ 3.1 ✍✌ ✎☞ 3.13 ✍✌ ✎☞ 3.18     ✠ ❅ ❅ ❅ ❅ ❘ ✛ ✲ ✍✌ ✎☞ ✍✌ ✎☞ 3.6 3.3     ✒ ❅ ❅ ❅ ❅ ■ ✲ ✛ ◗ ◗ ◗ ◗ s ✍✌ ✎☞ ✑ ✑ ✑ ✑ ✰ ✍✌ ✎☞ ✻ 3.5 3.4 ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ☛ ❆ ❆ ❆ ❆ ❆ ❆ ❆ ❆ ❯ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✌ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✕ ✍✌ ✎☞ 3.8 ❇ ❇ ❇ ❇ ❇ ❇ ❇ ❇ ❇ ❇ ❇ ❇ ◆ ✍✌ ✎☞ 3.7 ✛ ✲ ✍✌ ✎☞ 3.26 ✍✌ ✎☞ ✛ ✲ 3.25 Fig. 1. A subgraph of th e dif ferential substitutions. Commen ts. (1) System (3.1) coincides with (1.2) and (3.3) coincides w ith (1.3 ). (2) It w as simpler to obtain some systems from (3.6 ) than (3.3 ) or vice v ersa. These systems are connected by the second order inv ertible sub stitution, see (3.6) → (3.3) and (3.3) → (3.6). Hence, eac h system obtained fr om (3.6) can b e obtained fr om (3.3) and vice v ersa. (3) Fifteen systems (3.9)–(3.15), (3.18), (3.22), (3.33)–(3.3 6 ), (3.38) and (3.40) can b e obtained from b oth (3.1) and (3.6) b y the presente d dif feren tial s ubstitutions. T w elv e systems (3.2), (3.16), (3.17), (3.23), (3.24), (3.27)–(3.30), (3.32), (3.37) and (3.39) can b e obtained from (3.1). The remaining elev en systems (3.3)–(3.5), (3.7), (3.8), (3.19)–(3.21), (3.25), (3.26) and (3.31) can b e ob tained from (3.6) or (3.3). Remark 7. As the systems (3.1) and (3.3) h av e the Lax r epresen tations, then all systems from the list ha v e the Lax represent ations in a generalized meaning (see Section 5). Remark 8. Some of the presented sub stitutions are sup erp osit ions of low er order substitutions, other substitutions are irreducible. Remark 9. S ystem (3.1) admits the f ir st and second order substitutions and do es not admit the third and four th ord er substitutions. Probably it do es not admit any h igher order su bstitutions, In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 23 either. Systems (3.4) and (3.6) admit th e substitutions from th e f irst till four th orders. W e do n ot present higher ord er sub stitutions for (3.4 ) b eca use simpler substitutions exist for (3.6). Fifth and higher order su bstitutions f or systems (3.4) and (3.6) ha v e n ot b een computed b ec ause the computations are extremely cumbers ome. Remark 10. Th ere are some additional d if ferenti al s ubstitutions un der the constraints for constan ts in the systems. F or example, there are substitutions (3.1) → (3.31) f or c 1 = 0 and (3.6) → (3.32) for c 3 = 0 or (3.6) → (3.39) for c 2 = 0 and so on. These su bstitutions are not so imp ortant and w e do not present them here. Remark 11. Unexp ectedly , the well kn own systems (3.1) and (3.3) are implicitly connected as it is s h o wn in Fig. 1. 5 Examples of zero cu rv ature represen tatio ns The IST metho d for nonlinear equations w ith tw o indep enden t v ariables is based on inv estig ation of a linear o v erdetermined system L ( u , λ, ∂ x ) ψ = 0 , ψ t = A ( u , λ, ∂ x ) ψ , (5.1) where L an d A are ord in ary lin ear op e rators, u is a smo oth (vect or) fun ction satisfying a n on- linear partial dif fer ential equ ation E ( u ) = 0 and λ is a p arameter. The op erators L , A may b e b oth scalar and matrix. Th e op erators L , A and E ma y b e also pseu do dif feren tial or in tegro- dif ferential . The compatibilit y condition of system (5.1 ) r eads  ∂ L ∂ t + LA  ψ Lψ = 0 = 0 . There are t w o wa ys to satisfy this condition. The f irst op erat or condition w as introduced b y P .D. Lax [37]: ∂ L ∂ t + LA = AL, or ∂ L ∂ t = [ A, L ] . (5.2) The second m ore general op erator condition was introdu ced in [38], s ee also [39]: ∂ L ∂ t + LA = B L. (5.3) If an equation E ( u ) = 0 is equiv alen t to equation (5.2), then (5.2) is said to b e the Lax represent ation of the equation E ( u ) = 0. Th e pair of op erators ( L, A ) is said to b e the ( L, A )- pair or the Lax pair. If an equation E ( u ) = 0 is equiv alent to equ ation (5.3), th en (5.3) is said to b e the ( L, A, B ) represent ation of the equation E ( u ) = 0 or the triad r ep resen tation. In all cases, op erato r L must essen tially dep e nd on th e parameter λ . This p arameter cannot b e remo v ed by a gauge transf ormation L → f − 1 Lf with some smo oth f unction f , in p articular. If system (5.1) is d if ferentia l, then the standard substitution ψ = Ψ 1 , ψ x = Ψ 2 and so on, pro vides th e follo wing f irs t order sys tem: Ψ x = U Ψ , Ψ t = V Ψ , (5.4) where U and V are square m atrices dep ending on u and λ . The compatibilit y condition of linear system (5.4) reads U t − V x + [ U, V ] = 0 (5.5) 24 A.G. Meshko v and M.Ju . Balakhnev if E ( u ) = 0. Usually a stronger condition is requ ir ed: (5. 5) is v ali d if f E ( u ) = 0. In this case equation (5.5) is s aid to b e the zero curv ature repr esen tation. F or an ev olutionary system u t = K ( u , u x , . . . , u n ) , u = { u α } the matrix U usually dep end on u only , bu t it ma y dep end on u , u x , u xx , and so on. L et u s consider the general case. If s ome smo oth f unctions F = F ( u , u x , . . . , u r ) and Φ = Φ( u , u x , . . . , u p ) satisfy the condi- tion  ∂ t F + Φ  u t = K = 0 , (5.6) then one obtains Φ u t = K = Φ , ∂ t F u t = K = ∂ F ∂ u α i ∂ t u α i u t = K = ∂ F ∂ u α i ∂ i x u α t u t = K = ∂ F ∂ u α i D i x K α , where the summation o v er i = 0 , . . . , r and α = 1 , . . . , m is implied. This implies Φ = − ∂ F ∂ u α i D i x K α according to (5.6). Using this result one obtains th e follo wing id en tit y: ∂ t F + Φ ≡ ∂ F ∂ u α i D i x ( u α t − K α ) , ∀ u (5.7) for any F and Φ s atisfying (5.6). Let us apply identi t y (5.7) to equation (5.5). If th e matrix U d ep ends on u only then U t − V x + [ U, V ] = ∂ U ∂ u α ( u α t − K α ) , ∀ u . (5.8) It is ob vious n o w that equation (5.5) is equ iv alen t to u t = K if f the matrices ∂ U /∂ u α , α = 1 , . . . , m are linearly indep e ndent. Su pp o se no w th at th e matrix U dep ends on u and u x then one obtains U t − V x + [ U, V ] = ∂ U ∂ u α ( u α t − K α ) + ∂ U ∂ u α x D x ( u α t − K α ) , ∀ u . (5.9) If the matrices ∂ U /∂ u α , ∂ U / ∂ u β x , α, β = 1 , . . . , m are linearly indep enden t, then equation (5.5) is equiv alent to u t = K again. Otherwise, equation (5.5) w ould b e equiv alent to some dif ferential consequence of the system u t = K that is a more general system than the original one. In this case we call equation (5.5) the gener alize d zero curv a ture representa tion. It is well kno wn that equations (5.4) and (5.5) are co v ariant und er the follo wing tran s forma- tion ¯ Ψ = S − 1 Ψ , ¯ U = S − 1 ( U S − S x ) , ¯ V = S − 1 ( V S − S t ) , (5.10) where S is an y non-d egenerate matrix. This transformation is called a gauge one. Any gauge transformation is in v ertible and pr eserv es compatibilit y of system (5.4). Tw o ( L, A )-pairs w ere p rop osed for system (1.2) in [3]. On e of these ( L, A )-pairs coincides with the ( L, A )-pair that was present ed in [4]. Th e L -op erator of the common ( L, A )-pair tak es the form L = ( ∂ 2 x + f )( ∂ 2 x − g ), where f = 1 6 ( u √ 2 − 2 v ) , g = 1 6 ( u √ 2 + 2 v ) . In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 25 The temp oral Lax equation reads ψ t = Aψ , w h ere A is a fr actional degree of L . The spatial Lax equation Lψ = λ 2 ψ can b e transformed int o the system ( ∂ 2 x − g ) ψ = λϕ , ( ∂ 2 x + f ) ϕ = λψ and then in to the normal form (5.4), were U =     0 1 0 0 ( u √ 2 − 2 v ) / 6 0 λ 0 0 0 0 1 λ 0 − ( u √ 2 + 2 v ) / 6 0     , V =       ( u 1 √ 2 + v 1 ) / 6 − ( u 1 √ 2 + v 1 ) / 3 0 − 2 λ f 1 + f 2 − ( u 1 √ 2 + v 1 ) / 6 λv / 3 0 0 − 2 λ − ( u 1 √ 2 − v 1 ) / 6 ( u 1 √ 2 − v 1 ) / 3 λv / 3 0 f 1 − f 2 ( u 1 √ 2 − v 1 ) / 6       . (5.11) Here f 1 and f 2 tak e the follo wing form: f 1 = 1 18 (3 v 2 − 2 u 2 + 2 v 2 ) − 2 λ 2 , f 2 = √ 2 18 (3 u 2 + uv ) . Matrices (5.11) realize the zero curv ature repr esen tation of sys tem (1.2). System (1.3) also has t w o Lax represen tations (see [3]). Using th e simpler L -op erator, we ha v e f ound, similarly to the previous case, the follo wing matrices that realize the zero curv ature represent ation of system (1.3): ˜ U =     0 1 0 0 − v / 3 − λ 0 1 0 0 0 0 1 u/ 9 0 λ − v / 3 0     , ˜ V =      v 1 / 6 2 λ − v / 3 0 − 2 h − λv / 3 − v 1 / 6 v / 3 0 u 1 / 9 − 2 u/ 9 v 1 / 6 − 2 λ − v / 3 uv / 27 + u 2 / 9 − u 1 / 9 h + λv / 3 − v 1 / 6      , (5.12) where h = 1 6 v 2 + 1 9 ( v 2 − 2 u ) − 2 λ 2 . Let us consider an admissible dif feren tial substitution u = f ( ˜ u i , ˜ v j ), v = g ( ˜ u i , ˜ v j ) of sys- tem (1.1). Sub s tituting u and v in the matrices U ( u, v ) and V ( u i , v j ) one obtains ˆ U ( ˜ u i , ˜ v j ) = U ( f , g ) , ˆ V ( ˜ u i , ˜ v j ) = V ( D k x f , D l x g ) . As ˆ U dep ends on deriv a tiv es of ˜ u or ˜ v , then one has a generalized zero cur v ature rep resen tation. T o obtain an ordinary zero curv atur e r epresent ation one can tr y to remo v e higher order deriv ative s fr om th e m atrix ˆ U using the gauge tr ansformation (5.10). But this is not alw a y s p ossible (see example B b e lo w). A. P erforming the sub stitution (3.1) → (3.9) into the matrix U fr om (5.11) one obtains ˆ U =     0 1 0 0 ( u 2 − v 2 ) / 2 + h 1 0 λ 0 0 0 0 1 λ 0 − ( u 2 + v 2 ) / 2 + h 2 0     , 26 A.G. Meshko v and M.Ju . Balakhnev where h 1 = 1 4 ( u 1 − v 1 ) 2 , h 2 = 1 4 ( u 1 + v 1 ) 2 . One can easily v erify that matrices A = ˆ U u 2 and B = ˆ U v 2 are comm utativ e, hence the system S x = ( Au xx + B v xx ) S has the follo wing solution S = exp ( Au x + B v x ). Th e m atrix U 1 = ¯ ˆ U ev aluated according to (5.10) tak es the f ollo wing form U 1 = 1 2     u x − v x 2 0 0 0 v x − u x 2 λ 0 0 0 − u x − v x 2 2 λ 0 0 u x + v x     . No w another gauge tran s formation is p ossible with the follo wing d iagonal matrix: S 1 = exp  Z diag ( U 1 ) dx  , where diag ( U 1 ) is th e main diagonal of U 1 . This gauge transf ormation p ro vides the f ollo wing matrix U 2 =     0 e v − u 0 0 0 0 λe − v 0 0 0 0 e u + v λe − v 0 0 0     . A corresp o nding V -matrix can b e obtained by solving equation (5.5) directly or by the p revious t w ofold gauge tr an s formation. This matrix take s th e follo wing f orm V 2 =         0 e v − u f 1 λe − u ( u 1 + v 1 ) − 2 λe v − 2 λ 2 e u − v 0 λ 4 e − v (2 v 2 − 3 u 2 1 + v 2 1 ) λe u ( u 1 − v 1 ) λe u ( v 1 − u 1 ) − 2 λe v 0 e u + v f 2 λ 4 e − v (2 v 2 − 3 u 2 1 + v 2 1 ) − λe − u ( u 1 + v 1 ) − 2 λ 2 e − u − v 0         , where f 1 = − u 2 − 1 2 v 2 + u 1 v 1 + 1 4 ( u 2 1 + v 2 1 ) , f 2 = u 2 − 1 2 v 2 − u 1 v 1 + 1 4 ( u 2 1 + v 2 1 ) . The matrices U 2 and V 2 realize the zero curv at ure representat ion of system (3.9). B. Substitution (3.1) → (3.17) redu ces matrix U from (5.11) to the follo wing f orm ˆ U =     0 1 0 0 ( k − v ) / 3 + R 0 λ 0 0 0 0 1 λ 0 ( k − v ) / 3 − R 0     , where R = p 2( u 1 + v 2 ) / 6. It is ob vious that one cannot remov e u 1 from ˆ U by a gauge trans- formation. It is clear fr om the structur e of th e matrix ˆ U that U t − V x + [ U, V ] = A  k v 1 + 1 2 u 2 − 1 2 v 3 − v t  + B D x  u 3 − 3 4 (2 v v 1 + u 2 ) 2 v 2 + u 1 + 3 v v 2 + 3 2 v 2 1 + 2 3 v 3 − k (2 v 2 + u 1 ) − u t  , In tegrable Evo lutionary Systems and Th eir Dif f eren tial Subs titutions 27 where A and B are some linearly ind ep enden t matrices. T h us, this zero cur v ature r epresen tation for s ystem (3.17) is generalized. Of cour se, one may introd u ce here the n ew v ariable u ′ = u 1 to obtain an ordinary zero curv ature representa tion. But we do n ot know if it is alw a ys p o ssible. C. P erforming the substitution (3.3) → (3.6) into the matrix U from (5.12) one obtains ˆ ˜ U =     0 1 0 0 − u/ 3 − λ 0 1 0 0 0 0 1 u 2 / 6 + ( u 2 + v ) / 9 0 λ − u/ 3 0     . The f irst gauge transform ation is p erformed using S 1 = exp( u 1 ( ∂ ˆ ˜ U /∂ u 2 )): S 1 =     1 0 0 0 0 1 0 0 0 0 1 0 u 1 / 6 0 0 1     . The transformed U -mat rix is ˜ U 1 =     0 1 0 0 − u/ 3 − λ 0 1 0 u 1 / 6 0 0 1 ( u 2 + v ) / 9 − u 1 / 6 λ − u/ 3 0     . The second gauge transformation is p erf ormed usin g S 2 = exp( u ( ∂ ˜ U 1 /∂ u 1 )): S 2 =     1 0 0 0 0 1 0 0 u/ 6 0 1 0 0 − u/ 6 0 1     . The result of the t w ofold gauge transformation is ˜ U 2 =     0 1 0 0 − u/ 6 − λ 0 1 0 0 − u/ 3 0 1 u 2 / 36 + v / 9 0 λ − u/ 6 0     , ˜ V 2 =      − u 1 / 6 2 λ 0 − 2 f 3 − λu/ 3 − u 1 / 6 u/ 3 0 ( uu 1 − v 1 ) / 18 − λu 1 / 3 − u 2 / 3 − u 2 / 6 − 2 v / 9 u 1 / 6 − 2 λ f 4 ( v 1 − uu 1 ) / 18 − λu 1 / 3 f 3 + λu/ 3 u 1 / 6      , where f 3 = − 1 6 u 2 − 1 18 u 2 − 2 9 v − 2 λ 2 , f 4 = 1 18 ( uu 2 − v 2 + u 2 1 ) + 1 108 u 3 − 1 27 uv − 2 3 uλ 2 . Matrices ˜ U 2 and ˜ V 2 realize the zero curv ature representa tion of system (3.6). 6 Conclusion The examples in Section 5 illustrate the fact that some systems p ossess ordinary zero curv a- ture representa tion w hile others p ossess generalized zero curv atur e r epresen tation. All these 28 A.G. Meshko v and M.Ju . Balakhnev represent ations are obtained fr om the Drinfeld–Sok olo v L , A op erators by usin g corresp ondin g dif ferential sub stitutions listed in Section 4. Matrice s U and V that realize all zero curv atur e represent ations h a v e the size 4 × 4. Thus, the t w o-f ield ev olutionary systems presente d ab o ve are int egrable in p rinciple by the inv ers e sp e ctral transform metho d. But the fact is that the in v erse scattering p roblem for dif ferentia l equations with order more than t w o is extremely dif f icult. Th at is why other metho ds for solution of equations may b e usefu l [40]. T hey may b e B¨ ac klun d tr an s formations [41], Darb oux transformations [42, 43], Hirota metho d [44] or n umeric sim ulating (see [45], for example). Ac kno wledgmen ts W e are grateful to Professor V.V. S ok olo v for helpf ul discussions. Th is work wa s sup p orted by F ederal Agency for Edu cation of Russ ian F ederation, pro ject # 1.5.07. References [1] Ablowitz M.J., Segur M., Solitons and the inv erse scattering transform, SI AM, Philadelphia, 1981. 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