JOURNAL OF MATHEMATICAL PHYSICS 46, 013503 (2005)

On quasiperiodic boundary condition problem

Y. Charles Lia)
Department of Mathematics, University of Missouri, Columbia, Missouri 65211
(Received 28 April 2004; accepted 29 September 2004; published online 3 January 2005)

The paper raises the question of posing the quasiperiodic boundary condition in the
Cauchy problem of partial differential equations. Using the one-dimensional cubic
nonlinear Schrödinger as a simple example, we illustrated the various types of
questions including global well-posedness, spectra of linear operators, and
foliations. © 2005 American Institute of Physics. [DOI: 10.1063/1.1832754]

I. INTRODUCTION
The quasiperiodic boundary condition problem can be posed for a variety of partial differen-
tial equations (PDE) including, e.g., parabolic and hyperbolic equations. Questions that can be
asked include local and global well-posedness, dynamics in phase spaces, and asymptotics, etc.
Here we take a simple PDE–one-dimensional cubic nonlinear Schrödinger equation (NLS), to
study its phase space foliations.
Typical fluid flows are defined on unbounded domain with nondecaying boundary conditions.
For example, the Poiseuille flow or the boundary layer flow has nondecaying boundary conditions
along the longitudinal direction. In fact, turbulence develops along this longitudinal direction. In
many cases, turbulent fluid flows contain both temporal and spatial randomness. Temporal ran-
domness is often caused by temporal chaotic motions. Spatial randomness is often caused by
vortex (energy) cascade or inverse cascade. In such cases, periodic boundary conditions put too
much constraint. Quasiperiodic or more general boundary conditions are more relevant.
The one-dimensional (1D) cubic NLS under periodic boundary conditions is well understood.
It is globally well-posed. Under quasiperiodic boundary conditions, global well-posedness is not
known. Under periodic boundary conditions, Stokes wave solution has a finite number of unstable
eigenvalues. On the other hand, under quasiperiodic boundary conditions, it has infinitely many
unstable eigenvalues dense on an interval. There is no spectral gap. But explicit expressions of the
foliation in phase space can be obtained via a Darboux transformation.

II. FORMULATION OF THE PROBLEM

Consider the 1D cubic nonlinear Schrödinger equation

iqt = qxx + 2兩q兩2q, 共2.1兲

where q is a complex-valued function of two real variables 共t , x兲 , i = 冑−1. We pose a quasiperi-
odic boundary condition with two base frequencies ␤1 and ␤2, ␤1 / ␤2 is irrational. That is,

q = q共t, ␪1, ␪2兲, ␪1 = ␤1x, ␪2 = ␤2x,

and q is periodic in both ␪1 and ␪2 with period 2␲. Thus

a)
Electronic mail: cli@math.missouri.edu

0022-2488/2005/46(1)/013503/7/$22.50 46, 013503-1 © 2005 American Institute of Physics

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 013503-2 Y. Charles Li J. Math. Phys. 46, 013503 (2005)

q = q共t, ␪兲 = 兺
k僆Z2
qk共t兲eik·␪, ␪= 冉冊 冉冊␪1
␪2
, k=
k1
k2
.

It seems that the more natural norm is

储q储共s兲
2
= 兺 共1 + 兩k兩2兲s兩qk兩2 ,
k僆Z2

rather than

储q储关s兴
2
= 兺
k僆Z2
关1 + 共k · ␤兲2兴s兩qk兩2, ␤= 冉 冊 ␤1
␤2
.

In terms of Fourier transforms, (2.1) can be rewritten as

dqk ⳵H
i =− ,
dt ⳵ qk
共2.2兲
dqk ⳵ H
i = ,
dt ⳵ qk
where

H= 兺
k僆Z2
共k · ␤兲2兩qk兩2 − 兺 ˆ兺
k僆Z2
冏 k僆Z2
qkˆqk−kˆ
冏 2
共2.3兲

= lim
a→+⬁
1
2a
冕−a
a
关兩qx兩2 − 兩q兩4兴dx. 共2.4兲

Using (2.4), the NLS (2.1) can be rewritten as

␦H
iqt = − ,
␦q
共2.5兲
␦H
iqt = .
␦q
Obviously,

I= 兺
k僆Z2
兩qk兩2 = lim
1
a→+⬁ 2a
冕 a

−a
兩q兩2 dx

is an invariant.

III. WELL-POSEDNESS
Explicitly (2.2) can be written as

iq̇k = − 共k · ␤兲2qk + 2 兺 qkˆq˜k+kˆqk−k˜ . 共3.1兲

kˆ,k
˜ 僆Z2

The method of variation of parameters leads to the integral equation

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 013503-3 On quasiperiodic boundary condition problem J. Math. Phys. 46, 013503 (2005)

2
qk共t兲 = ei共k · ␤兲 tqk共0兲 − 2i 冕0
t
ei共k · ␤兲
2共t−␶兲
兺
˜ 僆Z2
kˆ,k
qkˆq˜k+kˆqk−k˜ d␶ . 共3.2兲

Notice that (3.1) bears more resemblance to two-dimensional (2D), rather than 1D, NLS under the
periodic boundary condition. Local well-posedness can be easily established,1 since the nonlinear
term is still locally Lipschitz.
Theorem 3.1 (Local well-posedness): For any q0 僆 H共s兲, s 艌 2, there exists a unique solution
q共t兲 僆 C0共关0 , ␶兴 , H共s兲兲 where ␶ = ␶共储q0储共s兲兲, to the Cauchy problem of (3.1) with initial condition
q共0兲 = q0. For any fixed t 僆 关0 , ␶兴, q共t兲 is C⬁ in q0.
The interesting open problem is whether or not (3.1) has global well-posedness. On the one
hand, it resembles 2D NLS under periodic boundary condition, therefore, it may not have global
well-posedness. In fact, the first term in the Hamiltonian (2.3) is weaker than 兺k僆Z2兩k兩2兩qk兩2 of the
2D NLS periodic case. Thus the Hamiltonian cannot bound the H共1兲 norm. On the other hand, it is
still an integrable system, therefore, an infinite sequence of invariants is at one’s disposal.

IV. THE SPECTRUM OF A LINEAR NLS OPERATOR

Setting ⳵x = 0 in (2.1), one gets an ODE defined on the invariant complex plane

iqt = 2兩q兩2q
with all periodic solutions (the so-called Stokes waves)
2t+␥兴
q = ce−i关2c . 共4.1兲
Linearize the NLS in the manner
2t+␥兴
q = 共c + q̂兲e−i关2c ,
one has

iq̂t = q̂xx + 2c2共q̂ + q̂兲.

Let

q̂ = 兺 q̂k共t兲eik·␪ , 共4.2兲
k僆Z2

one gets

i 冉 冊冉
d q̂k
dt q̂
−k
=
2c2 − 共k · ␤兲2
− 2c2
2c2
共k · ␤兲2 − 2c2
冊冉 冊 q̂k

q̂−k
. 共4.3兲

Let

冉 冊 冉冊
q̂k

q̂−k
= e␭t
A
B
, 共4.4兲

where ␭, A, and B are complex constants, then

␭ = ± 共k · ␤兲冑共2c兲2 − 共k · ␤兲2 . 共4.5兲

Lemma 4.1: The set 兵k · ␤其k僆Z2 is dense in R.
Proof: This proof is furnished by Banks.2 For any real number z, let 关z兴 denote the greatest
integer less than or equal to z, and let 兵z其 = z − 关z兴 be the fractional part of z; then 0 艋 兵z其 艋 1. For
any irrational number a, it is known that the fractional parts 兵na其n僆Z are uniformly distributed over

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 013503-4 Y. Charles Li J. Math. Phys. 46, 013503 (2005)

the unit interval [0,1]. For any fixed b 僆 R, given any ⑀ ⬎ 0, let k2 be chosen such that

兩兵k2共␤2/␤1兲其 − 兵b/␤1其兩 ⬍ ⑀/␤1 ,

and choose k1 = 关b / ␤1兴 − 关k2共␤2 / ␤1兲兴, then

兩k1 + k2共␤2/␤1兲 − b/␤1兩 = 兩k1 + 关k2共␤2/␤1兲兴 − 关b/␤1兴 + 兵k2共␤2/␤1兲其 − 兵b/␤1其兩 = 兩兵k2共␤2/␤1兲其 − 兵b/␤1其兩
⬍ ⑀/␤1 .
Multiplying by ␤1, one obtains 兩k · ␤兩 ⬍ ⑀. This proves the lemma. 䊏
Theorem 4.2: The spectrum of the linear NLS operator in H共s兲, s 艌 0 is

␴ = ␴ p 艛 ␴c = 关− 2c2,2c2兴 艛 iR
where ␴ p is given by (4.5) and is everywhere dense in ␴.
Proof: The maximum of the function

z2共共2c兲2 − z2兲, z僆R

is 4c2. By Lemma 4.1 and the fact that the spectrum ␴ is a closed set, we have that

关− 2c2,2c2兴 艛 iR 傺 ␴ .
In terms of the Fourier transform (4.2), the linear NLS operator has the representation given by
(4.3),

Lk = − i 冉 2c2 − 共k · ␤兲2
− 2c2
2c2
共k · ␤兲2 − 2c2
冊 .

If ␭ 苸 关−2c2 , 2c2兴 艛 iR, then there is an absolute constant C such that

储共Lk − ␭兲−1储 艋 C, ∀k
and this is true even for some k, 共k · ␤兲2 might be equal to 共2c兲2. Thus such ␭ belongs to the
resolvent set, and

␴ = 关− 2c2,2c2兴 艛 iR.
Let ␭ 僆 ␴ / ␴ p where ␴ p is the point spectrum given by (4.5), then there is a sequence ␭ j 僆 ␴ p such
that ␭ j → ␭, and

储共Lk j − ␭兲−1储 艌 1/兩␭ j − ␭兩 → + ⬁;

thus ␭ 僆 ␴c is the continuous spectrum. This proves the theorem. 䊏

Remark 4.3: For NLS under periodic boundary condition, the spectrum of the linear NLS
operator consists of only discrete point spectrum given by

␭ = ± k␤冑共2c兲2 − 共k␤兲2 ,
where k 僆 Z, and ␤ is a positive constant. For any fixed c ⬎ 0, there is a finite number of unstable
modes. There are gaps among the unstable, center, and stable spectra. As shown above, under
quasiperiodic boundary condition, the point spectrum is dense, and there is also a continuous
spectrum. For any fixed c ⬎ 0, there are infinitely many unstable modes. There is no gap among
the unstable, center, and stable spectra.

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 013503-5 On quasiperiodic boundary condition problem J. Math. Phys. 46, 013503 (2005)

V. FOLIATIONS
Although there is no spectral gap in this quasiperiodic setting, foliations can still be estab-
lished via explicit expressions. The tool used is the so-called Darboux transformation. The NLS
(2.1) has the Lax pair,

␺x = U␺, ␺t = V␺ ,
where

U=i 冉 冊
␭
q −␭
q
,

V=i 冉 2␭2 − 兩q兩2 2␭q − iqx

2␭q + iqx − 2␭2 + 兩q兩2
冊 .

Theorem 5.1: Let q共t , x兲 be a solution, and let ␾ be an eigenfunction of the Lax pair at
␭ = ␯ for any ␯ 僆 C. Use ␾ to define a matrix,

G=⌫ 冉 ␭−␯
0 ␭−␯
0
冊 ⌫−1 ,

where

⌫= 冉 ␾1 − ␾2
␾2 ␾1
. 冊
We define Q and ⌿ by

␾ 1␾ 2
Q = q + 2共␯ − ␯兲 , ⌿ = G␺ , 共5.1兲
兩 ␾ 1兩 2 + 兩 ␾ 2兩 2
where ␺ solves the Lax pair at (q , ␭). Then ⌿ solves the Lax pair at (Q , ␭) and Q solves the NLS.
This is a well-known theorem in the integrable theory, see, e.g., Ref. 3. The transformation
(5.1) is called a Darboux transformation.
For example, let

q = aei␪共t兲, ␪共t兲 = − 关2a2t + ␥兴,

where a is the amplitude and ␥ is the phase. The eigenfunctions of the Lax pair are

␾± = 冉 aei␪共t兲/2
共± ␤ − ␭兲e−i␪共t兲/2
冊
e±i2␭␤t±i␤x, ␭ = 冑␤2 − a2 .

In order to have temporal growth, ␤2 ⬍ a2. For ␤ = ␤1, ␭ = ␯ = i␴, let

␾ = c +␾ + + c −␾ − ,
where c± are two arbitrary complex constants. For ␤ = ␤2, ␭ = ␯ˆ = i␴ˆ , let

␾ˆ = ĉ+␾+ + ĉ−␾− ,
where ĉ± are two arbitrary complex constants. By iterating the Darboux transformation (5.1) at ␯
and ␯ˆ , one gets

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 013503-6 Y. Charles Li J. Math. Phys. 46, 013503 (2005)

␾ 1␾ 2 ⌽̂1⌽̂2
Q = q + 2共␯ − ␯兲 2 + 2共␯ − ␯兲
ˆ ˆ ,
兩 ␾ 1兩 + 兩 ␾ 2兩
2
兩⌽̂1兩2 + 兩⌽̂2兩2
where

1
⌽̂1 = 兵关共␯ˆ − ␯兲兩␾1兩2 + 共␯ˆ − ␯兲兩␾2兩2兴␾
ˆ 1 + 共 ␯ − ␯ 兲 ␾ 1␾ 2␾
ˆ 2其,
兩 ␾ 1兩 2 + 兩 ␾ 2兩 2

1
⌽̂2 = 兵共␯ − ␯兲␾1␾2␾
ˆ 1 + 关共␯ˆ − ␯兲兩␾1兩2 + 共␯ˆ − ␯兲兩␾2兩2兴␾
ˆ 2其.
兩 ␾ 1兩 2 + 兩 ␾ 2兩 2
Explicitly, one has

ˆ
Q = Q̃ + q sin ␽ 0 兿2 冒兿 1
, 共5.2兲

where

Q̃ = q关1 + sin ␽0 sech ␶ cos X兴−1关cos 2␽0 − i sin 2␽0 tanh ␶ − sin ␽0 sech ␶ cosX兴,

兿1 = 冋 ˆ 兲2共1 + sin ␽ sech ␶ cos X兲2 + 1 共sin 2␽ 兲2共sech ␶兲2共1 − cos 2X兲
共sin ␽ 0 0
8
0 册
ˆ sech ␶ˆ cos X̂兲 − 1 sin 2␽ sin 2␽
⫻共1 + sin ␽ ˆ sech ␶ sech ␶ˆ 共1 + sin ␽ sech ␶ cos X兲
0 0 0 0
2

⫻sin X sin X̂ + 共sin ␽0兲2关1 + 2 sin ␽0 sech ␶ cos X + 关共cos X兲2 − 共cos ␽0兲2兴共sech ␶兲2兴
ˆ sech ␶ˆ cos X̂兲 − 2 sin ␽
⫻共1 + sin ␽ ˆ sin ␽ 关cos ␽
ˆ cos ␽ tanh ␶ˆ tanh ␶
0 0 0 0 0

ˆ + sech ␶ˆ cos X̂兲兴共1 + sin ␽ sech ␶ cos X兲,

+ 共sin ␽0 + sech ␶ cos X兲共sin ␽ 0 0

兿2 = 冋 ˆ 兲2共1 + sin ␽ sech ␶ cos X兲2 + 1 共sin 2␽ 兲2共sech ␶兲2共1 − cos 2X兲
− 2共sin ␽ 0 0
4
0 册
ˆ + sech ␶ˆ cos X̂ + i cos ␽
⫻共sin ␽ ˆ tanh ␶ˆ 兲 + 2共sin ␽ 兲2共− cos ␽ tanh ␶ + i sin ␽
0 0 0 0 0

ˆ + sech ␶ˆ cos X̂ − i cos ␽

+ i sech ␶ cos X兲2共sin␽ ˆ tanh ␶ˆ 兲 + 2 sin ␽ 共sin ␽ + sech ␶ cos X
0 0 0 0

ˆ 共1 + sin ␽ sech ␶ cos X兲共1 + sin ␽

+ i cos ␽0 tanh ␶兲关2sin ␽ ˆ sech ␶ˆ cos X̂兲
0 0 0

ˆ sech ␶ sech ␶ˆ sin X sin X̂兴,

− sin 2␽0 cos ␽ 0

and

ˆ
␤1 + ␯ = aei␽0, ␤2 + ␯ˆ = aei␽0 ,

ˆ
c+/c− = e␳+i␽, ĉ+/ĉ− = e␳ˆ +i␽ ,

␶ = 4 ␴ ␤ 1t − ␳ , ␶ˆ = 4␴ˆ ␤2t − ␳ˆ ,

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 013503-7 On quasiperiodic boundary condition problem J. Math. Phys. 46, 013503 (2005)

X = 2␤1x + ␽ − ␽0 + ␲/2, ˆ −␽
X̂ = 2␤2x + ␽ ˆ + ␲/2.
0

The foliation here is with respect to the two linear unstable modes (2␤1,0) and (0,2␤2) in (4.5).
The temporal growth condition ␤21 ⬍ a2 or ␤22 ⬍ a2 is in agreement with (4.5). Thus (5.2) represents
a class of solutions with quasiperiodic boundary condition. For fixed a, ␤1, and ␤2, the parameters
ˆ . As t → ± ⬁, e.g., ␤ , ␤ , ␴, and ␴ˆ are all positive,
are ␥, ␳, ␳ˆ , ␽, and ␽ 1 2

ˆ
Q → qe⫿i2共␽0+␽0兲 .

VI. CONCLUSION AND DISCUSSION

From the presentation in this paper, one can see that the first interesting question on such
quasiperiodic boundary condition problem is the global well-posedness. In terms of Fourier trans-
forms, one can see that the integrable NLS resembles the 2D more than the 1D periodic problem.
I tend to believe that it may have finite-time blow-up solutions, which will be truly interesting.
Also linearization in the quasiperiodic case often leads to a linear operator with continuous spec-
trum and with no spectral gap. Therefore, the phase space foliation is a challenging and interesting
problem. In this paper, through Darboux transformation, such foliation can still be established.
1
A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations, Appl. Math. Sci. Vol. 44
(Springer Verlag, New York, 1983).
2
V. Banks (private communication).
3
Y. Li, Chaos in Partial Differential Equations (International Press, Somerville, MA, 2004).

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