Lax pairs and a new spectral method for linear and integrable nonlinear PDEs

Abstract.

A new transform method for solving initial-boundary value problems for linear and integrable nonlinear PDEs in two independent variables has been recently introduced in [1]. For linear PDEs this method involves: (a) formulating the given PDE as the compatibility condition of two linear equations which, by analogy with the nonlinear theory, we call a Lax pair; (b) formulating a classical mathematical problem, the so-called Riemann-Hilbert problem, by performing a simultaneous spectral analysis of both equations defining the Lax pair; (c) deriving certain global relations satisfied by the boundary values of the solution of the given PDE. Here this method is used to solve certain problems for the heat equation, the linearized Korteweg-deVries equation and the Laplace equation. Some of these problems illustrate that the new method can be effectively used for problems with complicated boundary conditions such as changing type as well as nonseparable boundary conditions. It is shown that for simple boundary conditions the global relations (c) can be analyzed using only algebraic manipulations, while for complicated boundary conditions, one needs to solve an additional Riemann-Hilbert problem. The relationship of this problem with the classical Wiener-Hopf technique is pointed out. The extension of the above results to integrable nonlinear equations is also discussed. In particular, the Korteweg-deVries equation in the quarter plane is linearized.