Two Peculiar Classes of Solvable Systems Featuring 2 Dependent Variables Evolving in Discrete-Time via 2 Nonlinearly-Coupled First-Order Recursion Relations
Francesco Calogero, Farrin Payandeh

TL;DR
This paper explores specific algebraically solvable discrete-time systems with two dependent variables evolving via nonlinear coupled recursions, extending previous models to include higher-degree homogeneous functions.
Contribution
It introduces a broader class of solvable systems by generalizing from quadratic to arbitrary degree homogeneous functions in two coupled discrete-time recursions.
Findings
Identified algebraically solvable two-variable discrete systems.
Extended previous quadratic models to arbitrary degree homogeneous functions.
Clarified properties and structure of the extended models.
Abstract
In this paper we identify certain peculiar systems of 2 discrete-time evolution equations,x~n = F^(n)(x1; x2) , n = 1, 2 , which are algebraically solvable. Here l is the "discrete-time" independent variable taking integer values (l = 0, 1, 2,...), xn = xn (l) are 2 dependent variables, and x~n = xn (l + 1) are the corresponding 2 updated variables. In a previous paper the 2 functions F^(n)(x1, x2), n = 1, 2 were defined as follows: F^(n)(x1; x2) = P2 (xn, xn+1), n = 1,2 mod[2]; with P2 (x1; x2) a specific second-degree homogeneous polynomials in the 2 (indistinguishable!) dependent variables x1 (`) and x2 (l). In the present paper we further clarify some aspects of that model and we present its extension to the case when F(n)(x1, x2) = Q^(n)_k(x1, x2), n = 1, 2 mod[2], with Q(n)_k(x1; x2) a specific homogeneous function of arbitrary (integer ) degree k (hence a polynomial of degree k…
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465ClassSolvDiscrTimeDynSyst190313
Two Peculiar Classes of Solvable Systems Featuring 2 Dependent Variables Evolving in Discrete-Time via 2 Nonlinearly-Coupled First-Order Recursion Relations
Francesco Calogeroa,b,1 and Farrin Payandeha,c,2
a Physics Department, University of Rome ”La Sapienza”, Rome, Italy
b INFN, Sezione di Roma 1
c Department of Physics, Payame Noor University (PNU), PO BOX 19395-3697 Tehran, Iran
1 [email protected], [email protected]
2 [email protected], [email protected]
Abstract
In this paper we identify certain peculiar systems of discrete-time evolution equations,
[TABLE]
which are algebraically solvable. Here is the ”discrete-time” independent variable taking integer values (), are dependent variables, and are the corresponding updated variables. In a previous paper the functions were defined as follows: with a specific second-degree homogeneous polynomials in the (indistinguishable!) dependent variables and . In the present paper we further clarify some aspects of that model and we present its extension to the case when with a specific homogeneous function of arbitrary (integer) degree (hence a polynomial of degree when ) in the dependent variables and .
1 Introduction and main results
The results reported in this paper are a nontrivial extension of those reported in [1], to which the interested reader is referred: (i) for a terse overview of an old (see [2] [3])—and recently substantially improved (see [4] [5] [6] [7] [8] [9] [10])—technique to identify solvable dynamical systems in continuous-time ; (ii) for an introduction to the extension of that approach to the case of discrete-time (see [11] [12] [13]); (iii) for a very terse review of previous results on analogous solvable discrete-time models (see [5]). To make the relevance of the present paper immediately clear we report already in this introductory section what we consider its main findings.
Notation 1-1. Hereafter … denotes the discrete-time independent variable; the dependent variables are (with ), and the notation indicates the once-updated values of these variables. We shall also use other dependent variables, for instance (with ) and then of course likewise . Variables such as and are generally assumed to be complex numbers (this does not exclude that they might in some cases take only *real *values); note that while these quantities generally depend on the discrete-time variable , only occasionally this is explicitly indicated. Parameters such as , , , (with ; ) are generally time-independent complex numbers, while are real integers; and indices such as , are of course positive integers (the values they may take shall be explicitly indicated or be quite clear from the context). The quantity denotes an arbitrarily assigned sign, : note that generally the assignment of the sign may depend on the discrete-time , (but of course it has the same assigned value for each value of ). Finally: the convention is hereafter adopted according to which and whenever .
Remark 1-1. In this paper the term solvable generally characterizes systems of discrete-time evolution equations the initial-values problem of which is explicitly solvable by algebraic operations.
The* *main result of [1] is to provide the explicit solution of the initial-values problem for the system of nonlinearly-coupled discrete-time evolution equations
[TABLE]
(Note here the notational changes with respect to [1]: implying and the explicit introduction of the arbitrary -dependent sign which is indeed implicit in the formulas (2.11b) and (1.2a) of [1]).
Remark 1.2. The characteristic of the discrete-time evolution of this model is that, if the sign is positive, then
[TABLE]
[TABLE]
the coefficients of which, and are unambiguously determined and indeed explicitly known in terms of the initial values and .
This remark is introduced here as an introduction to the somewhat more peculiar phenomenon associated with the more general models considered in the present paper, see below.
The first main result of the present paper is to provide (in the following Section 2) the explicit solution of the initial-values problem for the following, more general, system of nonlinearly-coupled discrete-time evolution equations
[TABLE]
Remark 1.3. The restriction to integer values of the parameter —and of the analogous exponents and see below and Notation 1.1—is to make sure that the right-hand sides of the main discrete-time evolution equations we introduce and discuss in this paper are analytic, hence unambiguously defined, functions.
For the system (4) can of course be re-written as follows:
[TABLE]
For the system (4) can of course be re-written as follows:
[TABLE]
Remark 1.4. The case with is sufficiently interesting to deserve this additional remark. Its equations of motion (5a) can of course be reformulated as follows:
[TABLE]
with easily obtainable expressions of the parameters ( ) in terms of the arbitrary parameters and , (with ; ; see (4)). But this does not imply that these parameters can be arbitrarily assigned: the fact that the right-hand sides of the recursions (4a) feature a common zero—they both vanish when vanishes—is easily seen to imply that these parameters are constrained to satisfy (at least!) the following nonlinear relationship:
[TABLE]
(see, if need be, Remark 5.3 of Ref. [8]).
The second main result of the present paper is to provide the explicit solution of the initial-values problem for the system of nonlinearly-coupled discrete-time evolution equations
[TABLE]
Note that in this case—differently from those reported above—the discrete-time evolutions of the variables and are different; hence these dependent variables are no more related to each other by just an exchange of their identities. Yet these evolution equations, (9), still have a somewhat analogous property to those discussed above: for any given pair of initial data, and , only different solutions, say the two pairs , and , emerge, not as it might instead be inferred due to the indeterminacy of the signs appearing in these evolution equations (9) at every step of the discrete-time evolution they yield. This is demonstrated by the explicit solution of the initial-values problem for this model, as reported below; but the interested reader may readily understand the origin of this remarkable phenomenon by noting that a simple iteration of (9) entails the (double-step) formula
[TABLE]
indeed the quantity is again just a sign, i. e. it can only take the values or , as implied by the very definition of see Notation 1.1. Hence this formula clearly shows that—starting from the initial values —also at the level (as at the level)—this evolution yields only two (not four!) alternative values for the pair , say (corresponding to ) respectively (corresponding to ); and this phenomenology of course prevails—see below—at every subsequent level of the discrete-time evolution.
Additional results and proofs—including the explicit solutions of the initial-values problems for the systems of discrete-time evolution equations (4) respectively (9)—are provided in Section 2. A concluding Section 3 outlines additional developments.
2 Additional results and proofs
The starting point of our treatment in this Section 2 is the following algebraically solvable system of discrete-time evolution equations in the dependent variables and :
[TABLE]
where the parameters , can be* a priori arbitrarily assigned* (see Notation 1.1; but see also below for eventual restrictions on these parameters).
The fact that the initial-values problem for this system of discrete-time evolution equations is solvable is demonstrated by exhibiting its solution:
[TABLE]
For reasons that shall be clear in the following, we are also interested in the solution of the system (11) in the particular case when the parameters and are expressed in terms of as follows:
[TABLE]
Note that this assignment implies (see (12d)). In this case the sum in the right-hand side of (12c) becomes a geometric sum, hence it can be performed explicitly; therefore in this special case the formulas (12) are replaced by the following, more explicit, versions:
[TABLE]
Our next task is to identify various systems—satisfied by new dependent variables and —the solution of which can be identified via the solution of the system (11). To this end we set, to begin with,
[TABLE]
[TABLE]
[TABLE]
Remark 2.1. The sign in this definition (17b) of might be considered pleonastic in view of the sign indeterminacy of the square-root in the right-hand side of this formula (17b). We did put it there as a reminder of the fact that, for every value of the discrete time , the assignment of the labels or to the solutions of the second-degree evolution equation (17) is optional. Indeed the two variables and —the discrete-time evolution of which is identified with the evolution of the zeros of the second-degree -dependent (monic) polynomial (15b) the coefficients and of which evolve according to the solvable system (11)—should be considered indistinguishable. Note that this implies that this evolution equation is actually not quite deterministic; it is only deterministic for the couple of *indistinguishable *dependent variables , : a well-known phenomenon for this kind of evolution equations, as discussed above and in the past—see for instance [13] and Chapter 7 (”Discrete Time”) of the book [5] (in particular Remark 7.1.2 there).
Remark 2.2. Of course when is an integer the power can be replaced by respectively for even respectively odd.
The results obtained so far allow to formulate the following
Proposition 2.1. The solution of the initial-values problem for the system of discrete-time evolution equations (17) is provided—up to the limitations implied by Remark 2.1—by the zeros and of the polynomial (15b) (see (15d)), with its coefficients and given by the formulas (12) where of course (see (15a)) and .
We believe that the interest—both theoretical and applicative—of the system (17) is modest, due to the appearance of a square root in the right-hand side of its equations of motion. Hence our next step is to restrict attention to the values identified by eq. (13). Indeed these assignments—beside allowing the more explicit solution of the system of recursions (11) characterizing the discrete-time evolution of the dependent variables and see (14)—also allow (remarkably!) to get rid of the square-root in the right-hand side of (17b), provided we moreover make the assignments
[TABLE]
obtaining thereby just the system of evolution equations (4). This allows us to prove our first main result, in the guise of the following
Proposition 2.2. The solution of the initial-values problem for the system of discrete-time evolution equations (4) is provided by the zeros and of the polynomial (15b) (see (15d)), with its coefficients and given by the formulas (14) (with the assignments (18)), where of course (see (15a)) and .
Let us again emphasize that, for each value of , the assignment of the labels or to the two zeros of the polynomial (15b) is optional. ** **
This **Proposition 2.2 **corresponds to the first main result reported in Section 1.
Our next step is to modify the relationship among the variables and by replacing the second-degree (monic) polynomial (15b) with the following (monic) third-degree polynomial:
[TABLE]
Remark 2.3. It is for instance easy to check that the coefficient of the polynomial (19a) is given by the following formula in terms of the other coefficients and :
[TABLE]
It is now convenient to write again these expressions of the zeros but with replaced by :
[TABLE]
Our next step is to then assume again that the two coefficients and evolve according to the solvable discrete-time system (11). By proceeding in close analogy with the previous treatment—i. e., by replacing in the right-hand sides of (21) the variables and via the evolution equations (11) and then in the right-hand sides of the resulting equations and via (19b)—we thereby obtain the following
Proposition 2.3. The solution of the initial-values problem for the following system of discrete-time evolution equations
[TABLE]
Note that this system features the same kind of -fold ambiguity as discussed in the previous Section 1 (see after eq. (9)).
However, a ”defect” of this solvable system is the appearance in the right-hand side of its discrete-time equations of motion (22) of a square root; but this ”defect” can now be eliminated by restricting the parameters and to satisfy the condition (13)—just the same condition that allows to replace the solution (12) with the more explicit solution (14)—and by moreover replacing the assignments (18) with the following assignments
[TABLE]
It is indeed easily seen that there thereby holds the following
Proposition 2.4. The solution of the initial-values problem for the system of discrete-time evolution equations (9) is provided by the distinct zeros and of the polynomial (19)—i. e., by the formulas (20b)—with the coefficients and given by the formulas (14) where of course now (see (19b)) and .
Let us again emphasize that, for each value of the discrete-time , this prescription yields different solutions, say the different pairs and .
This **Proposition 2.4 **corresponds to the second main result reported in Section 1.
3 Additional developments
An important issue is the possibility to generalize the algebraically solvable systems treated in the previous Section 2—which feature the arbitrary (possibly *complex) *parameters and —to more general analogous models involving more free parameters. Following the treatment given in [1], let us outline how this can be done for the system (9).
The procedure is to introduce the simple invertible change of dependent variables
[TABLE]
It is then a matter of simple algebra to obtain the—of course algebraically solvable—evolution equations satisfied by the dependent variables and :
[TABLE]
Let us also display these equations in the—possibly more relevant to applicative contexts—special cases with .
For :
[TABLE]
For :
[TABLE]
An alternative generalization of this approach is based on the replacement of the relations (15a) and (19b) and their generalization via (24) with the following more general relations:
[TABLE]
Note that these relations involve the a priori arbitrary parameters and (; ), and that they are easily inverted:
[TABLE]
[TABLE]
Starting from these formulas, and proceeding in close analogy with the treatment provided above—which involve of course the assumption that the quantities and () are -dependent while the parameters and (; ) are -independent, and moreover that the quantities evolve according to the solvable discrete-time evolution equations (11)—one arrives at the following—of course, also *solvable—*evolution equations for the quantities :
[TABLE]
The special cases of these equations corresponding to the assignments and are also worth explicit display:
[TABLE]
Assigning solvable evolutions to and or and (rather than to and ; in the case of the third-degree polynomial (19a)) are possible further developments, but we postpone the relevant treatments to future papers.
4 Acknowledgements
Both authors like to thank Piotr Grinevich, Paolo Santini and Nadezda Zolnikova for very useful suggestions. FP likes to thank the Physics Department of the University of Rome ”La Sapienza” for the hospitality from February 2018 to April 2019 (during her sabbatical), when the results reported in this paper were obtained.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] F. Calogero and F. Payandeh, ”Solvable Systems Featuring 2 Dependent Variables Evolving in Discrete-Time via 2 Nonlinearly-Coupled First-Order Recursion Relations with Polynomial Right-Hand Sides”, J. Nonlinear Math. Phys. 26 (2), 1-8 (2019).
- 2[2] F. Calogero, ”Motion of Poles and Zeros of Special Solutions of Nonlinear and Linear Partial Differential Equations, and Related ”Solvable” Many-Body Problems”, Nuovo Cimento 43B , 177-241 (1978).
- 3[3] F. Calogero, Classical many-body problems amenable to exact treatments , Lecture Notes in Physics Monograph m 66 , Springer, Heidelberg, 2001 (749 pages).
- 4[4] F. Calogero, “New solvable variants of the goldfish many-body problem”, Studies Appl. Math. 137 (1), 123-139 (2016); DOI: 10.1111/sapm.12096. http://arxiv.org/abs/1806.07502.
- 5[5] F. Calogero, Zeros of Polynomials and Solvable Nonlinear Evolution Equations , Cambridge University Press, Cambridge, U. K., 2018 (168 pages).
- 6[6] O. Bihun and F. Calogero, “Time-dependent polynomials with one double root, and related new solvable systems of nonlinear evolution equations”, Qual. Theory Dyn. Syst. (published online: 26 July 2018). doi.org/10.1007/s 12346-018-0282-3.
- 7[7] O. Bihun, ”Time-dependent polynomials with one multiple root and new solvable dynamical systems”, ar Xiv:1808.00512 v 1 [math-ph] 1 Aug 2018.
- 8[8] F. Calogero and F. Payandeh, ”Polynomials with multiple zeros and solvable dynamical systems including models in the plane with polynomial interactions”, J. Math. Phys. (submitted to, 20.11.2018).
