In this paper, we show a general procedure to nonlinearize bilinear equations by using the Bell polynomials. As applications, we obtain nonlinear forms of some integrable bilinear equations (in the sense of having three-soliton solutions) of the KdV type and mKdV type that were found by Jarmo Hietarinta in the 1980s. Examples of non-integrable bilinear equations of the KdV type are also given.
Xin Zhang, Jin Liu, Da-jun Zhang. Nonlinearization of the KdV-type and mKdV-type bilinear equations[J]. Communications in Theoretical Physics, 2025, 77(11): 115006. DOI: 10.1088/1572-9494/addd8b
1. Introduction
It is well known that Ryogo Hirota’s bilinear method [1, 2] is a powerful tool in the study of integrable systems. With regard to finding solutions, nonlinear equations can be transformed into bilinear forms and then soliton solutions can be derived. According to the bilinear forms, bilinear equations were classified as the Korteweg–de Vries (KdV) type, the modified KdV (mKdV) type, the sine-Gordon (sG) type and the nonlinear Schrödinger (NLS) type by Jarmo Hietarinta [3–6]. It is Hirota who first realized that the KdV-type bilinear equations always have one-soliton and two-soliton solutions [7] but having a three-soliton solution indicates a kind of integrability, which is now known as the integrability of bilinear equations in Hirota’s sense [2, 3, 7]. In a series of celebrated papers in 1987 and 1988, Hietarinta examined the KdV-type, mKdV-type and sG-type bilinear equations that have three-soliton solutions [3–5] and the NLS-type bilinear equations that have two-soliton solutions [6]. Some new bilinear equations integrable in Hirota’s sense were found and so far bilinear forms of some of these equations are still not known.
It is also well known that bilinear equations have remarkable mathematical structures. Sato found that the bilinear Kadomtsev–Petviashvili (KP) hierarchy are the Plücker relations on the infinitely dimensional Grassmannians [8], which has led to a set of beautiful and profound theory for integrable systems developed by the Kyoto group. On the other hand, Lambert, Gilson and their collaborators found connections between Hirota’s bilinear derivatives and the Bell polynomials [9, 10], which led to a mechanism to bilinearize nonlinear equations. This mechanism was later extended to deriving bilinear Bäcklund transformations and Lax pairs, etc [11–13]. It was also extended to the study of supersymmetric systems [14] and can be implemented using symbolic computations [15]. Note that the Bell polynomials approach is in principle applicable for the KdV-type equations (see [16–18] as examples), while the application to the mKdV-type, sG-type and NLS-type equations was less developed.
In this paper, we will describe a procedure to convert bilinear equations into their nonlinear forms. This will enable us to obtain nonlinear forms of the new integrable bilinear equations found by Hietarinta in [3, 4]. Our procedure is also based on the Bell polynomials. In fact, in [9, 10], the connection between Hirota’s bilinear derivatives and the Bell polynomials has been revealed. However, in [9, 10], all attention was paid to bilinearize nonlinear equations rather than the reverse direction. In this paper, we explain how the Bell polynomial approach works in nonlinearization bilinear equations.
The paper is organized as follows. First, in section 2, we recall the Bell polynomials, binary Bell polynomials and their connections with Hirota’s bilinear derivatives. In section 3, we show how such a nonlinearization technique works in the KdV-type and mKdV-type equations. Illustrative examples include integrable equations and also non-integrable ones. As a result, we obtain nonlinear forms of some integrable bilinear equations found by Hietarinta in [3, 4]. Finally, concluding remarks are given in section 4.
2. Bell polynomials theory
In this section, we review the connection between the Bell polynomials and Hirota’s bilinear derivatives. One can also refer to the pioneer work [9, 10].
2.1. Bell polynomials
The Bell polynomials of our interest are defined as the following.
[19] Let h = h(x) be a C∞ function of $x\in {\mathbb{R}}$ and denote ${h}_{r}={\partial }_{x}^{r}h$ for r = 1, 2, ⋯ . Then,
which agrees with the (potential) Burgers hierarchy (see [9, 10]). They can also be represented with a single formula by means of the Arbogast formula [20] or the Fa$\mathop{\,\rm{a}\,}\limits^{\unicode{x00300}}$ di Bruno formula [21, 22]3(3 For this formula one may also refer to [23].)
Equations (2.10) and (2.11) reveal the relations between Hirota’s bilinear derivatives and the Bell polynomials.
In practice, it is more convenient to use (2.11) in its version described in terms of binary Bell polynomials:
$\begin{eqnarray}{{ \mathcal Y }}_{[nx]}(v,u)={Y}_{n}({h}_{1},\cdots \,{,}{h}_{n}){| }_{{h}_{2j-1}={v}_{2j-1},\,{h}_{2j}={u}_{2j}}.\end{eqnarray}$
Note again that for function f(x), by fk we denote ${\partial }_{x}^{k}f(x)$. For convenience, we call ${{ \mathcal Y }}_{[nx]}(v,u)$${ \mathcal Y }$-polynomials. The first few of them read
$\begin{eqnarray}{{ \mathcal Y }}_{[x]}(v,u)={v}_{1},\end{eqnarray}$
$\begin{eqnarray}{{ \mathcal Y }}_{[2x]}(v,u)={u}_{2}+{v}_{1}^{2},\end{eqnarray}$
$\begin{eqnarray}{{ \mathcal Y }}_{[3x]}(v,u)={v}_{3}+3{u}_{2}{v}_{1}+{v}_{1}^{3},\end{eqnarray}$
$\begin{eqnarray}{{ \mathcal Y }}_{[4x]}(v,u)={u}_{4}+4{v}_{3}{v}_{1}+3{u}_{2}^{2}+6{u}_{2}{v}_{1}^{2}+{v}_{1}^{4}.\end{eqnarray}$
Thus, the relation (2.11) is written as
$\begin{eqnarray}{(FG)}^{-1}{D}_{x}^{n}F\cdot G={{ \mathcal Y }}_{[nx]}(v={\mathrm{ln}}\,(F/G),u={\mathrm{ln}}\,(FG)),\end{eqnarray}$
where we have taken u = f + g and v = f − g. In particular, the bilinear derivatives ${D}_{x}^{n}F\cdot F$ can be expressed using ${{ \mathcal Y }}_{[nx]}(0,u)$. When n is odd, from the definition (2.12) together with property (2.7), we have
$\begin{eqnarray}{{ \mathcal Y }}_{[(2j+1)x]}(v=0,u)=0,\end{eqnarray}$
which agrees with the property ${D}_{x}^{2j+1}F\cdot F=0$. If n is even, we denote (P-polynomials for short)
$\begin{eqnarray}{P}_{[2jx]}(u)\equiv {{ \mathcal Y }}_{[2jx]}(0,u),\end{eqnarray}$
$\begin{eqnarray}{P}_{[{n}_{1}{x}_{1},\cdots \,{,}{n}_{\ell }{x}_{\ell }]}(u)={{ \mathcal Y }}_{[{n}_{1}{x}_{1},\cdots \,{,}{n}_{\ell }{x}_{\ell }]}(v=0,u).\end{eqnarray}$
In two-dimension case, i.e., ℓ = 2 and x1 = x, x2 = y, the first few ${ \mathcal Y }$-polynomials are
$\begin{eqnarray}{{ \mathcal Y }}_{[x]}(v,u)={v}_{x},\end{eqnarray}$
$\begin{eqnarray}{{ \mathcal Y }}_{[2x]}(v,u)={u}_{2x}+{v}_{x}^{2},\end{eqnarray}$
$\begin{eqnarray}{{ \mathcal Y }}_{[x,y]}(v,u)={u}_{x,y}+{v}_{x}{v}_{y},\end{eqnarray}$
$\begin{eqnarray}{{ \mathcal Y }}_{[3x]}(v,u)={v}_{3x}+3{v}_{x}{u}_{2x}+{v}_{x}^{3},\end{eqnarray}$
$\begin{eqnarray}{{ \mathcal Y }}_{[2x,y]}(v,u)={v}_{2x,y}+2{v}_{x}{u}_{x,y}+{v}_{x}^{2}{v}_{y}+{u}_{2x}{v}_{y},\end{eqnarray}$
$\begin{eqnarray}\begin{array}{l}{{ \mathcal Y }}_{[3x,y]}(v,u)=3{v}_{x}^{2}{u}_{x,y}+3{u}_{x,y}{u}_{2x}+3{v}_{x}{v}_{2x,y}\\ +{v}_{y}({v}_{x}^{3}+3{v}_{x}{u}_{2x}+{v}_{3x})+{u}_{3x,y}.\end{array}\end{eqnarray}$
The simplest example of three-dimension case ((x1, x2, x3) = (x, y, z)) is
$\begin{eqnarray}{{ \mathcal Y }}_{[x,y,z]}(v,u)={v}_{x,y,z}+{v}_{x}{u}_{y,z}+{v}_{y}{u}_{x,z}+{v}_{z}{u}_{x,y}+{v}_{x}{v}_{y}{v}_{z}.\end{eqnarray}$
Here, we use ukx,sy to denote ${\partial }_{x}^{k}{\partial }_{y}^{s}u(x,y)$ without making any confusion.
With regard to the connection between the multidimensional binary Bell polynomials and bilinear derivatives of F and G, by taking F = ef, G = eg, u = f + g and v = f − g, we can have (cf.(2.24))
where n1 + ⋯ + nℓ is even. These formulae provide relations that will be used to convert Hirota’s bilinear equations into nonlinear forms.
Finally, we also point out that, from the definition (2.20), any Bell polynomial define in (2.20) can be linearized through a logarithmic transformation $h({\boldsymbol{x}})={\mathrm{ln}}\,\psi ({\boldsymbol{x}})$:
where Q is a polynomial with constant coefficients and F = 0 must be a solution of (3.1). In 1980, Hirota showed that a KdV-type bilinear equation always has one-soliton and two-soliton solutions and he proposed three-soliton condition as an integrable criteria for bilinear equations of the KdV-type [7]. Later, Hietarinta searched the KdV-type bilinear equations that have three-soliton solutions [3]. Some examples on the Hietarinta’s list are (see table 4 in [3])
where a, b, c are constants. Among them, (3.2a) is the well known bilinear KP equation. (3.2b) and (3.2c) belongs to the bilinear BKP hierarchy (see page 768 and 769 in [25]) and allows various reductions (see [26] and the references therein). (3.2d) is new, now called Hietarinta’s equation (cf.[27]), and its nonlinear form has not yet been known. The first three equations allow dimension reductions of traveling wave type, e.g. Dy = a1Dx + a2Dy and the resulting two-dimensional equations still admit three-soliton solutions [3]. Apart from the above equations, all two-dimensional equations in the ‘Accepted final result’ columns in table 1, 2 and 3 in [3] provide one-dimensional and two-dimensional bilinear equations that have three-soliton solutions.
In what follows, we show how bilinear equations are converted into nonlinear forms by using the formulae we got in section 2. First, for the bilinear KP equation (3.2a), taking
which was first derived (together with the bilinear form (3.2b)) in [25] as a member in the BKP hierarchy.4(4 This equation is given in item (4) in page 699 of [25], corresponding a plane wave factor ${{\rm{e}}}^{kx+{k}^{3}y+{k}^{-1}t}$ up to some scaling. It can be considered as the first member in the negative BKP hierarchy. So, strictly speaking, it should be called the negative BKP equation or BKP( − 1) equation for short.) It is also a (2+1)-dimensional extension of the model equation for shallow water waves (y = x) (cf equation (2) and (7) [28]). In addition, introducing w and v by
This is known as the Boiti–Leon–Manna–Pempinelli (BLMP) equation (see equation (2.16) in [29]), which is connected with the bilinear form (3.2b) by $w=2{({\mathrm{ln}}\,F)}_{xt}$ and $v=2{({\mathrm{ln}}\,F)}_{xx}$. Of course, it is actually the BKP(​​​​−1) equation (3.7) via (3.8). Note that the term avx in this equation can be removed by a simple transformation $w=\bar{w}-\frac{a}{3}$. Thus, on the nonlinear level, the parameter a in the bilinear equation (3.2b) maybe not important.
For the third equation (3.2c), by using (3.3) and (2.32), it yields
which is the BKP equation (see item (2) on page 768 in [25], corresponding to the plane wave factor ${{\rm{e}}}^{kx+{k}^{3}t+{k}^{5}y}$ up to some scaling).
For the Hietarinta equations (3.2d), from (3.3) and (2.32) we get
where ${\partial }_{x}^{-1}\cdot ={\int }_{-\infty }^{x}\cdot \,{\rm{d}}x$. A third nonlinear form of (3.2d) is (by introducing u = qx, v = qt)
All the equations in Hietarinta’s list (3.2) allow traveling-wave extension, in other words, e.g. replacing Dy by Dy + Dz in (3.2a), the obtained bilinear equation still has three-soliton solution. For the bilinear KP equation (3.2a), such an extension yields
Such type of extended KP equations have been frequently studied, e.g. [30, 31]. However, the traveling-wave type extension is trivial since solution of the extended equation can be easily obtained by making corresponding replacement of independent variables in the elementary plane wave factor, e.g., for (3.16), just replacing y → y + z in the plane wave factor of the KP solutions.
One more integrable example is a four-dimensional bilinear equation
which appears in the bilinear KP hierarchy (see page 995 of [32] and equation (4.36b) in [33]), but not the BKP hierarchy. However, it will recover the bilinear BKP(−1) equation (3.2b) by taking z = x. It is interesting that the bilinear equation is also related to toroidal algebra ${{\rm{sl}}}_{2}^{{\rm{tor}}}$ (see (3.6) in [34] and degree 3 case in table 1 in [35], up to some scaling). Note that the bilinear equation (3.17) coupled with the bilinear KdV equation $({D}_{x}^{4}-4{D}_{x}{D}_{t})F\cdot F=0$ provide a bilinear form for Bogoyavlensky’s breaking soliton KdV equation [35]. Using $q=2\,{\mathrm{ln}}\,F$ and formula (2.32), from the above bilinear equation we have
which is now connected with the bilinear equation (3.17) via $w=2{({\mathrm{ln}}\,F)}_{xy}$ and $v=2{({\mathrm{ln}}\,F)}_{xx}$.
Compared with the BLMP equation (3.9) (switching t ↔ y), we may consider (3.19) as a four-dimensional extension of (3.9), or, we say (3.18) is a four-dimensional extension of the BKP(− 1) equation (3.7).
3.2. Non-integrable examples of the KdV-type
As we mentioned, Hirota showed that a KdV-type bilinear equation always has one-soliton and two-soliton solutions [7] but may not have a three-soliton solution. These means some nonlinear PDEs might not be integrable although they have two-soliton solutions. In the following we provide three such non-integrable examples of the KdV-type.
Note that this equation is not integrable in Hirota’s sense because it does not have a three-soliton solution.5(5 In fact, this equation has the following solutions
which was first considered as an example allows resonance of solitons in [39]. Setting $q=2\,{\mathrm{ln}}\,F$ and using formula (2.32), and then taking u = qx, one can get its nonlinear form
Note that this is again not integrable (see [40]), although sometimes it was studied incorrectly as an integrable equation, e.g. [41].
Since the KdV-type bilinear equations always admit one-soliton and two-soliton solutions, even they are not integrable, one can freely choose a KdV-type bilinear equation, then the corresponding nonlinear form will always have one-soliton and two-soliton solutions. Here we just add one more non-integrable example, which is related to the bilinear form
In addition to the KdV-type bilinear equations, the mKdV-type and the sG-type bilinear equations automatically admit one-soliton and two-soliton solutions as well [4, 5]. Note that the NLS-type bilinear equations considered by Hietarinta always have one-soliton solutions [6]. Apart from the KdV-type bilinear equations, Hietarinta also did the searching of the mKdV-type and sG-type bilinear equations that have three-soliton solutions [4, 5].
In the following, we provide some examples of the mKdV-type bilinear equations, of which the general form (in two-dimension as an example) considered in [4] is a coupled system
where Q1 and Q2 are some two-component polynomials, Q1 is odd and Q2 is quadratic and even. To convert them into nonlinear equations, we need to use formula (2.30) or (2.31), and the transformations
These equations were also derived in [42] as bilinear forms related to the Bogoyavlensky-mKdV hierarchy and toroidal Lie algebra ${{\rm{sl}}}_{2}^{{\rm{tor}}}$, see degree 2 case in table 1 in [42]. Using formula (2.30) we have
$\begin{eqnarray}\begin{array}{rcl}({D}_{x}^{2}{D}_{t}+{D}_{y})F\cdot G & = & {{ \mathcal Y }}_{[2x,t]}(v,u)+{{ \mathcal Y }}_{[y]}(v,u)\\ & = & {v}_{xxt}+2{v}_{x}{u}_{xt}+{v}_{x}^{2}{v}_{t}+{u}_{xx}{v}_{t}+{v}_{y}=0\end{array}\end{eqnarray}$
This is an integrable equation known as the breaking soliton mKdV equation (see equation (1.4) on page 47 of [43]). Lax pair of this equation has been constructed from a generic sense in [42]. In addition, its alternative bilinear form has been given in [44], where apart from (3.35a), equation (3.30a) is also involved.
The next example is (also see table 1 (Generalizations with Y) of [4])
It can be considered as a fifth-order breaking soliton mKdV equation, cf.(3.38), and it is connected with the bilinear form (3.39a) via $w={v}_{x}={\partial }_{x}{\mathrm{ln}}\,(F/G)$.
$\begin{eqnarray*}\begin{array}{l}{{ \mathcal Y }}_{[x,y,t]}(v,u)+a{{ \mathcal Y }}_{[x]}(v,u)+b{{ \mathcal Y }}_{[t]}(v,u)=0,\\ {{ \mathcal Y }}_{[x,t]}(v,u)=0,\end{array}\end{eqnarray*}$
which is connected with the bilinear equation (3.41a) via $v={\mathrm{ln}}\,(F/G)$ and $w={\partial }_{y}{\mathrm{ln}}\,(FG)$. This equation is integrable in Hirota’s sense, while all its integrability characteristics remain open to find.
4. Concluding remarks
In this paper, we have shown how bilinear equations are converted into their nonlinear forms by using the Bell polynomials. The KdV-type and mKdV-type bilinear equations served as illustrative examples, where the key roles are played by the formulae (2.30) and (2.32).
Among the examples of the KdV-type, a nonlinear form of the Hietartinta equation (3.2d) has been found, which is given in (3.13) (or (3.14)) and is not known before. We also presented a nonlinear form of an integrable four-dimensional equation in the KP family, see (3.18) or (3.19). Note that the related bilinear equation (3.17) is interesting in the sense that it allows elliptic τ functions but no need to introduce elliptic curve moduli parameters in the bilinear equation (see (4.36b) in [33]). It can also be considered as a four-dimensional extension of the bilinear BKP(−1) equation (3.2b). In addition to the integrable equations, we also gave three non-integrable examples in section 3.2, although two of them used to be incorrectly studied as integrable equations.
Apart from the KdV-type equations, some integrable mKdV-type bilinear equations have been nonlinearized in section 3.3. It is notable that the bilinear system (3.35a) is shown to connected with the breaking soliton mKdV equation (3.38), the study of which is much less compared with the breaking soliton KdV equation. In addition, to our knowledge, (3.40) and (3.42) are new integrable systems. The former maybe recognized as a fifth-order breaking soliton mKdV equation, while for equation (3.42), it seems its integrability context remains unknown except having three-soliton solutions.
It is well known that integrable bilinear equations can be categorized according to different affine Lie algebras (e.g. [32]) and toroidal Lie algebras (e.g. [34, 35, 42, 45, 46]), but nonlinear forms of many bilinear equations are not yet known. Since the Bell polynomials also can be used to construct bilinear Bäcklund transformations and then Lax pairs for the KdV-type equation [12, 13], one may keep using the Bell polynomials to study equations (3.13), (3.19), (3.40) and (3.42) so as to achieve more insight of their integrability. This will be considered in the future. In addition, in this paper, we only investigated some bilinear KdV-type and mKdV-type equations. It would be interesting to study nonlinearization of the integrable sG-type and NLS-type bilinear equations presented in [5, 6], which involve complex conjugate operations but the corresponding Bell polynomials approach is much less developed compared with the wide application in the KdV-type equations. Finally, note that the Bell polynomials are related to the Burgers hierarchy [9, 10] and the discrete Burgers equation has been well understood in [47, 48] recently. A related topic that might be interesting is whether there is a discrete version of the Bell polynomial approach to study the discrete KdV-type nonlinear equations and also bilinear ones such as those having three-soliton solutions found in [49].
This project is supported by the NSF of China (No.12271334).
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