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# Perturbative Symmetry Approach.

## 1 Introduction

In the Symmetry Approach the existence of infinite hierarchies of higher symmetries and/or local conservation laws is taken as a definition of integrability. The main aims of the approach are to obtain easily verifiable necessary conditions of integrability, to identify integrable cases and even to give complete description and classification of integrable system of a particular type. It proved to be quite successful for a description of integrable evolution equations and systems of equations . Further progress has been achieved in  where the symbolic representation of the ring of differential polynomials enables to reduce the problem of classification of polynomial homogeneous partial differential equations with higher symmetries to a problem of factorisation of very special symmetrical polynomials and the latter has been solved by Number Theory methods. The aim of our paper is to formulate a perturbative version of the symmetry approach in the symbolic representation and to generalise it in order to make it suitable for study nonlocal and non-evolution equations. We apply our theory to describe integrable generalisations of the Benjamin-Ono type equations and to isolate integrable cases of Camassa-Holm type equations.

## 2 Symmetry Approach - basic definitions and facts

Here we give a brief account of basic facts, definitions and notations (details and proofs see in ).

Suppose we have an evolution partial differential equation

$$u_t=F(u_n,\mathrm{},u_1,u_0),n2$$
(1)
where $`u_0=u(x,t),u_1=u_x(x,t),u_2=u_{xx}(x,t),\mathrm{},u_n=_x^nu(x,t)`$. Equation (1) can be represented by two compatible infinite dimensional dynamical systems

$`u_{0x}=u_1,u_{1x}=u_2,\mathrm{},u_{mx}=u_{m+1},\mathrm{}`$
$`u_{0t}=F_0,u_{1t}=F_1,\mathrm{},u_{mt}=F_m,\mathrm{}`$
where

$$F_k(u_{n+k},\mathrm{},u_1,u_0)=D^k\left(F(u_n,\mathrm{},u_1,u_0)\right)$$

and the linear differential operator

$$D=u_1\frac{}{u_0}+u_2\frac{}{u_1}+u_3\frac{}{u_2}+\mathrm{},$$
(2)
represents the derivation in $`x`$. The operator $`D`$ is applied to functions of finite number of variables and therefore only finite number of terms in the sum (2) is required.

In the Symmetry Approach it is assumed that all functions such as $`F_k`$ depends on a finite number of variables and belong to a proper differential field $`(u,D)`$ generated by $`u`$ and the derivation $`D`$ (2). Partial differential equation (1) defines another derivation of the field $`(u,D)`$

$$D_t=F\frac{}{u_0}+F_1\frac{}{u_1}+F_2\frac{}{u_2}+\mathrm{},F_k(u,D)$$
(3)
commuting with $`D`$.

A symmetry of equation (1) can be defined as derivation $`D_\tau `$

$$D_\tau =G\frac{}{u_0}+G_1\frac{}{u_1}+G_2\frac{}{u_2}+\mathrm{},G_k(u,D)$$
(4)
of our field $`(u,D)`$ which commutes with derivations $`D`$ and $`D_t`$. It follows from $`[D,D_\tau ]=0`$ that $`G_k=D^k\left(G\right)`$.

The Fréchet derivative of $`a(u,D)`$ is defined as a linear differential operator of the form

$$a_{}=\underset{k}{}\frac{a}{u_k}D^k.$$

We say that element $`a`$ has order $`n`$ if the corresponding differential operator $`a_{}`$ is of order $`n`$. Order of equation (1) is the order of $`F`$, the order of a symmetry is defined in a similar way. If a symmetry has order $`n2`$ then we call it a higher symmetry. The Lie brackets for any two elements $`a,b(u,D)`$ is defined as

$$[a,b]=a_{}\left(b\right)b_{}\left(a\right).$$

In these terms the definition of symmetry of equation (1) can be formulated as follows: function $`G(u,D)`$ generates a symmetry of equation (1) if $`[F,G]=0`$.

For any $`a(u,D)`$ the time derivative $`D_t\left(a\right)`$ can be represented as

$$D_t\left(a\right)=a_{}\left(F\right).$$
(5)
The variational derivative is defined as

$$\frac{\delta a}{\delta u}=\underset{k}{}\left(1\right)^kD^k\left(\frac{a}{u_k}\right).$$

Formal pseudo-differential series, which for simplicity we shall call formal series, are defined as

$$A=a_mD^m+a_{m1}D^{m1}+\mathrm{}+a_0+a_1D^1+a_2D^2+\mathrm{}a_k(u,D).$$
(6)
The product of two formal series is defined by

$$aD^kbD^m=a\left(bD^{m+k}+C_k^1D\left(b\right)D^{k+m1}+C_k^2D^2\left(b\right)D^{k+m2}+\mathrm{}\right),$$
(7)
where $`k,m`$ and the binomial coefficients are defined as

$$C_n^j=\frac{n\left(n1\right)\left(n2\right)\mathrm{}\left(nj+1\right)}{j!}.$$

This product is associative.

###### Definition 1

The formal series

$$\mathrm{\Lambda }=l_mD^m+l_{m1}D^{m1}+\mathrm{}+l_0+l_1D^1+l_2D^2+\mathrm{},l_k(u,D)$$
(8)
is called a formal recursion operator for equation (1) if

$$D_t\left(\mathrm{\Lambda }\right)=F_{}\mathrm{\Lambda }\mathrm{\Lambda }F_{}.$$
(9)
In literature the formal recursion operator is also called the formal symmetry of equation (1).

The central result of the Symmetry Approach can be represented by the following Theorem, which we attribute to A.Shabat (details of the proof and applications one can find in ):

###### Theorem 1

If equation (1) has an infinite hierarchy of higher symmetries, then there exists a formal recursion operator.

The Theorem states that for integrable equations, i.e. equations possessing an infinite hierarchy of higher symmetries, one can solve equation (9) and determine recursively the coefficients $`l_m,l_{m1},\mathrm{}`$ of $`\mathrm{\Lambda }`$ such that all these coefficients will belong to the field $`(u,D)`$. The solvability conditions of equation (9) can be formulated in the elegant form of a canonical sequence of local conservation laws of equation (1), they provide powerful necessary conditions of integrability. These conditions can be used for testing for integrability for a given equation or even for a complete description of integrable equations of a particular order.

## 3 Differential polynomials and symbolic representation

In what follows we shall consider equations (1) which right hand side is a differential polynomial or can be represented in the form of a series

$$F(u_n,\mathrm{},u_1,u_0)=F_1\left[u\right]+F_2\left[u\right]+F_3\left[u\right]+\mathrm{},$$
(10)
where $`F_k\left[u\right]`$ is a homogeneous differential polynomial, i.e a polynomial of variables $`u_n,\mathrm{},u_1,u_0`$ with complex constant coefficients satisfying the condition $`F_k\left[\lambda u\right]=\lambda ^kF_k\left[u\right],\lambda `$, linear part $`F_1\left[u\right]=L\left(u_0\right)`$ and $`L`$ is a linear operator ($`\text{ord}\left(L\right)2`$)

$$L=\underset{k=0}{\overset{n}{}}r_kD^k,r_k.$$
(11)
For such equations we develop here a perturbative method to construct formal recursion operator and testing for integrability. For simplicity we shall consider the case when function $`F`$ is a differential polynomial, i.e. the series (10) contains a finite number of terms. The generalisation to the case of infinite series will be obvious.

Differential polynomials over $``$ form a differential ring $`(u,D)`$ which have a natural gradation

$$(u,D)=\underset{n1}{}_n(u,D),$$
(12)
where $`_n(u,D)`$ is a set of homogeneous differential polynomials of degree $`n`$. The condition $`n1`$ in (12) means that $`1(u,D)`$. In order to develop a perturbation theory and for further generalisation of the approach to non-local cases it is convenient to introduce a symbolic representation of this ring.

Symbolic representation (or symbolic method) was used in mathematics since middle of nineteenth century. It was successfully applied to the theory of integrable equations by I.M. Gelfand and L.A. Dickey  in 1975 and also by V.E. Zakharov and E.I. Schulman . Recently the power of this method have been demonstrated again in the series of works of J.Sanders and Jing Ping Wang (see for example , ) where they have given ultimate description of integrable hierarchies of polynomial homogeneous evolution equations.

Actually the symbolic representation is a simplified form of notations and rules for formal Fourier images of dynamical variables $`u_n`$, differential polynomials and formal series (6) with coefficients from the ring $`(u,D)`$.

Let $`\widehat{u}(\kappa ,t)`$ denotes a Fourier image of $`u(x,t)`$

$$u(x,t)=_{\mathrm{}}^{\mathrm{}}\widehat{u}(\kappa ,t)\mathrm{exp}\left(i\kappa x\right)𝑑\kappa ,$$

then we have the following correspondences: $`u_0\widehat{u},u_1i\kappa \widehat{u},\mathrm{}u_m\left(i\kappa \right)^m\widehat{u},,\mathrm{}`$. The Fourier image of a monomial $`u_nu_m`$ can obviously be represented as

$$u_nu_m=\delta \left(\kappa _1+\kappa _2\kappa \right)\left(i\kappa _1\right)^n\left(i\kappa _2\right)^m\widehat{u}(\kappa _1,t)\widehat{u}(\kappa _2,t)\mathrm{exp}\left(i\kappa x\right)𝑑\kappa _1𝑑\kappa _2𝑑\kappa $$
(13)
and can be rewritten in a symmetrised form

$$u_nu_m=\delta \left(\kappa _1+\kappa _2\kappa \right)\frac{\left[\left(i\kappa _1\right)^n\left(i\kappa _2\right)^m+\left(i\kappa _2\right)^n\left(i\kappa _1\right)^m\right]}{2}\widehat{u}(\kappa _1,t)\widehat{u}(\kappa _2,t)\mathrm{exp}\left(i\kappa x\right)𝑑\kappa _1𝑑\kappa _2𝑑\kappa ,$$
(14)
therefore

$$u_nu_m\delta \left(\kappa _1+\kappa _2\kappa \right)\frac{\left[\left(i\kappa _1\right)^n\left(i\kappa _2\right)^m+\left(i\kappa _2\right)^n\left(i\kappa _1\right)^m\right]}{2}\widehat{u}(\kappa _1,t)\widehat{u}(\kappa _2,t).$$

We shall simplify notations further omitting the delta function, replacing $`i\kappa _n`$ by $`\xi _n`$ and $`\widehat{u}(\kappa _1,t)\widehat{u}(\kappa _2,t)`$ by $`u^2`$. Thus we shall represent the monomial

$`u_nu_m`$ by a symbol $`u^2a(\xi _1,\xi _2)`$ where

$$a(\xi _1,\xi _2)=\frac{\left[\xi _1^n\xi _2^m+\xi _2^n\xi _1^m\right]}{2}$$

is a symmetrical polynomial of its arguments. Following this rule we shall represent any differential monomial $`u_0^{n_0}u_1^{n_1}\mathrm{}u_q^{n_q}`$ by the symbol

$$u_0^{n_0}u_1^{n_1}\mathrm{}u_q^{n_q}u^m\xi _1^0\mathrm{}\xi _{n_0}^0\xi _{n_0+1}^1\mathrm{}\xi _{n_0+n_1}^1\xi _{n_0+n_1+1}^2\mathrm{}\xi _{n_0+n_1+n_2}^2\mathrm{}\xi _m^q$$

where $`m=n_0+n_1+\mathrm{}+n_q`$ and the brackets $``$ mean the symmetrisation over the group of permutation of $`m`$ elements (i.e. permutation of all arguments $`\xi _j`$)

$$f(\xi _1,\xi _2,\mathrm{},\xi _m)=\frac{1}{m!}\underset{\sigma \mathrm{\Sigma }_m}{}f(\sigma \left(\xi _1\right),\sigma \left(\xi _2\right),\mathrm{},\sigma \left(\xi _m\right)).$$

For example

$$u_nu\xi _1^n,u_3^2u^2\xi _1^3\xi _2^3,u^3u_2u^4\frac{\xi _1^2+\xi _2^2+\xi _3^2+\xi _4^2}{4}.$$

We want to emphasise that the symmetrisation over the permutation group is important, it is the symmetrisation makes the symbol defined uniquely. Equality of symbols implies the equality of the corresponding differential polynomials.

The symbolic representation $`\widehat{}(u,\eta )`$ of the differential ring $`(u,D)`$ can be defined as follows. The sum of differential monomials is represented by the sum of the corresponding symbols. To the multiplication of monomials $`f`$ and $`g`$ with symbols $`fu^pa(\xi _1,\mathrm{},\xi _p)`$ and $`gu^qb(\xi _1,\mathrm{},\xi _q)`$ corresponds the symbol

$$fgu^{p+q}a(\xi _1,\mathrm{},\xi _p)b(\xi _{p+1},\mathrm{},\xi _{p+q}).$$

Here the symmetrisation is taken over the group of permutation of all $`p+q`$ arguments $`\xi _1,\mathrm{}\xi _{p+q}`$. The derivative $`D\left(f\right)`$ of a monomial $`f`$ with the symbol $`u^pa(\xi _1,\mathrm{},\xi _s)`$ is represented by

$$D\left(f\right)u^s\left(\xi _1+\xi _2+\mathrm{}+\xi _p\right)a(\xi _1,\mathrm{},\xi _s).$$

The following rules are motivated by the theory of linear pseudo-differential operators in Fourier representation and are nothing but abbreviated notations. To the operator $`D`$ (2) we shall assign a special symbol $`\eta `$ and the following rules of action on symbols:

$$\eta \left(u^na(\xi _1,\mathrm{},\xi _n)\right)=u^na(\xi _1,\mathrm{},\xi _n)\underset{j=1}{\overset{n}{}}\xi _j$$

and the composition rule

$$\eta u^na(\xi _1,\mathrm{},\xi _n)=u^na(\xi _1,\mathrm{},\xi _n)\left(\underset{j=1}{\overset{n}{}}\xi _j+\eta \right).$$

The latter corresponds to the Leibnitz rule $`Df=D\left(f\right)+fD`$. Now it can be shown that the composition rule (7) can be represented as following. Let we have two operators $`fD^q`$ and $`gD^s`$ such that $`f`$ and $`g`$ have symbols $`u^ia(\xi _1,\mathrm{},\xi _i)`$ and $`u^jb(\xi _1,\mathrm{},\xi _j)`$ respectively. Then $`fD^qu^ia(\xi _1,\mathrm{},\xi _i)\eta ^q,gD^su^jb(\xi _1,\mathrm{},\xi _j)\eta ^s`$ and

$$fD^qgD^su^{i+j}a(\xi _1,\mathrm{},\xi _i)\left(\eta +\underset{m=i+1}{\overset{i+j}{}}\xi _m\right)^qb(\xi _{i+1},\mathrm{},\xi _{i+j})\eta ^s.$$
(15)
Here the symmetrisation is taken over the group of permutation of all $`i+j`$ arguments $`\xi _1,\mathrm{}\xi _{i+j}`$, the symbol $`\eta `$ is not included in this set. In particularly it follows from (15) that $`D^qD^s\eta ^{q+s}`$. The composition rule (15) is valid for positive and negative exponents $`q,s`$. In the case of positive exponents it is a polynomial in $`\eta `$ and the result is a Fourier image of a differential operator. In the case of negative exponents one can expand the result on $`\eta `$ at $`\eta \mathrm{}`$ in order to identify it with (7). In the symbolic representation instead of formal series (6) it is natural to consider formal series of the form

$$B=b\left(\eta \right)+ub_1(\xi _1,\eta )+u^2b_2(\xi _1,\xi _2,\eta )+u^3b_3(\xi _1,\xi _2,\xi _3,\eta )+\mathrm{},b\left(\eta \right)0$$
(16)
Let $`fD^qu^ia(\xi _1,\mathrm{},\xi _i)\eta ^q`$ then the symbolic representation for the formally conjugated operator is

$$\left(1\right)^qD^qfu^ia(\xi _1,\mathrm{},\xi _i)\left(\eta \underset{n=1}{\overset{i}{}}\xi _n\right)^q.$$

The symbolic representation of the Fréchet derivative of the element $`fu^na(\xi _1,\mathrm{},\xi _n)`$ is

$$f_{}nu^{n1}a(\xi _1,\mathrm{},\xi _{n1},\eta ).$$

For example, let $`F=u_3+6uu_1`$, then $`Fu\xi _1^3+3u^2\left(\xi _1+\xi _2\right)`$ and

$$F_{}\eta ^3+6u\left(\xi _1+\eta \right).$$

It is interesting to notice that the symbol of the Fréchet derivative is always symmetric with respect to all permutations of arguments, including the argument $`\eta `$. Moreover, the following obvious, but useful Proposition hold:

###### Proposition 1

A differential operator is a Fréchet derivative of an element of $`(u,D)`$ if and only if its symbol is invariant with respect to all permutations of its argument, including the argument $`\eta `$.

The variational derivative $`\delta f/\delta u`$ of $`fu^na(\xi _1,\mathrm{},\xi _m)`$ can be represented as

$$\frac{\delta f}{\delta u}mu^{m1}a(\xi _1,\mathrm{},\xi _{m1},\underset{i=1}{\overset{m1}{}}\xi _i).$$

The symbolic representation has been extended and proved to be very useful in the case of noncommutative differential rings . It can be easily generalised to the case of many dependent variables , suitable for study of system of equations. Here we are going to extend it further to the case of non-local and multidimensional equations.

## 4 Symmetry Approach in symbolic representation

Let the right hand side of equations (1) be a differential polynomial or can be represented in the form of a series (10). In the symbolic representation it can be written as

$$u_t=u\omega \left(\xi _1\right)+\frac{u^2}{2}a_1(\xi _1,\xi _2)+\frac{u^3}{3}a_2(\xi _1,\xi _2,\xi _3)+\frac{u^4}{4}a_3(\xi _1,\xi _2,\xi _3,\xi _4)+\mathrm{}=F,$$
(17)
where $`\omega \left(\xi _1\right),a_n(\xi _1,\mathrm{},\xi _{n+1})`$ are symmetrical polynomials and $`\mathrm{deg}\omega \left(\xi _1\right)2`$. According the previous section the Fréchet derivative of the right hand side is of the form

$$F_{}=\omega \left(\eta \right)+ua_1(\xi _1,\eta )+u^2a_2(\xi _1,\xi _2,\eta )+u^3a_3(\xi _1,\xi _2,\xi _3,\eta )+\mathrm{}.$$
(18)
Symmetries of equation (17), if they exsist, can be found recursively:

###### Proposition 2

Suppose the equation (17) has a symmetry

$$u_\tau =u\mathrm{\Omega }\left(\xi _1\right)+\underset{j1}{}\frac{u^{j+1}}{j+1}A_j(\xi _1,\mathrm{},\xi _{j+1})=G$$
(19)
Then functions $`A_j(\xi _1,\mathrm{},\xi _{j+1})`$ of the symmetry are related to functions $`a_i(\xi _1,\mathrm{},\xi _{i+1})`$ of the equation by the following formulae

$`A_1(\xi _1,\xi _2)={\displaystyle \frac{N^\omega (\xi _1,\xi _2)}{N^\mathrm{\Omega }(\xi _1,\xi _2)}}a_1(\xi _1,\xi _2)`$ (20)
$`A_m(\xi _1,\mathrm{},\xi _{m+1})={\displaystyle \frac{N^\omega (\xi _1,\mathrm{},\xi _{m+1})}{N^\mathrm{\Omega }(\xi _1,\mathrm{},\xi _{m+1})}}a_m(\xi _1,\mathrm{},\xi _{m+1})+`$ (21)
$`+N^\omega (\xi _1,\mathrm{},\xi _{m+1}){\displaystyle \underset{j=1}{\overset{m1}{}}}{\displaystyle \frac{m+1}{mj+1}}A_j(\xi _1,\mathrm{},\xi _j,\xi _{j+1}+\mathrm{}+\xi _{m+1})a_{mj}(\xi _{j+1},\mathrm{},\xi _{m+1})`$
$`{\displaystyle \underset{j=1}{\overset{m1}{}}}{\displaystyle \frac{m+1}{j+1}}a_{mj}(\xi _1,\mathrm{},\xi _{mj}\xi _{mj+1}+\mathrm{}+\xi _{m+1})A_j(\xi _{mj+1},\mathrm{},\xi _{m+1})`$
where

$$N^\omega (\xi _1,\mathrm{},\xi _m)=\left(\omega \left(\underset{n=1}{\overset{m}{}}\xi _n\right)\underset{n=1}{\overset{m}{}}\omega \left(\xi _n\right)\right)^1,N^\mathrm{\Omega }(\xi _1,\mathrm{},\xi _m)=\left(\mathrm{\Omega }\left(\underset{n=1}{\overset{m}{}}\xi _n\right)\underset{n=1}{\overset{m}{}}\mathrm{\Omega }\left(\xi _n\right)\right)^1.$$
(22)
Proof To find a symmetry we have to solve equation $`F_{}\left(G\right)=G_{}\left(F\right)`$ with respect to $`G`$. For $`F_{}\left(G\right)`$ we have

$$F_{}\left(G\right)=u\omega \left(\xi _1\right)\mathrm{\Omega }\left(\xi _1\right)+\underset{j1}{}\frac{u^{j+1}}{j+1}\omega \left(\xi _1+\mathrm{}+\xi _{k+1}\right)A_j(\xi _1,\mathrm{},\xi _{j+1})+$$

$$+\underset{i1}{}\frac{u^{i+1}}{i+1}a_i(\xi _1,\mathrm{},\xi _{i+1})\left[\mathrm{\Omega }\left(\xi _1\right)+\mathrm{}+\mathrm{\Omega }\left(\xi _{i+1}\right)\right]+$$

$$+\underset{i1}{}\underset{j1}{}\frac{u^{i+j+1}}{j+1}a_i(\xi _1,\mathrm{},\xi _i,\xi _{i+1}+\mathrm{}+\xi _{i+j+1})A_j(\xi _{i+1},\mathrm{},\xi _{i+j+1})$$

Similarly we obtain

$$G_{}\left(F\right)=u\omega \left(\xi _1\right)\mathrm{\Omega }\left(\xi _1\right)+\underset{i1}{}\frac{u^{i+1}}{i+1}\mathrm{\Omega }\left(\xi _1+\mathrm{}+\xi _{i+1}\right)a_i(\xi _1,\mathrm{},\xi _{i+1})+$$

$$\underset{j1}{}\frac{u^{j+1}}{j+1}A_j(\xi _1,\mathrm{},\xi _{j+1})\left[\omega \left(\xi _1\right)+\mathrm{}+\omega \left(\xi _{j+1}\right)\right]+$$

$$+\underset{i1}{}\underset{j1}{}\frac{u^{i+j+1}}{i+1}A_j(\xi _1,\mathrm{},\xi _j,\xi _{j+1}+\mathrm{}+\xi _{i+j+1})a_i(\xi _{j+1},\mathrm{},\xi _{i+j+1})$$

Substituting that relations into the equation $`F_{}\left(G\right)=G_{}\left(F\right)`$ and collecting the coefficients at each power of $`u^j`$ we find simple equations to determine $`A_m(\xi _1,\mathrm{},\xi _{m+1})`$. Solutions of these equations are given by (20), (21). $`_{\mathrm{}}`$

For any function $`F`$ of the form (17) we can solve the linear operator equation (9) find a formal recursion operator $`\mathrm{\Lambda }`$.

###### Proposition 3

Operator $`\mathrm{\Lambda }`$ is a solution of equation (9) if its symbol is of the form

$$\mathrm{\Lambda }=\varphi \left(\eta \right)+u\varphi _1(\xi _1,\eta )+u^2\varphi _2(\xi _1,\xi _2,\eta )+u^3\varphi _3(\xi _1,\xi _2,\xi _3,\eta )+\mathrm{},$$
(23)
where $`\varphi (\eta )`$ is an arbitrary function and $`\varphi _m(\xi _1,\mathrm{},\xi _m,\eta )`$ are determined recursively

$`\varphi _1(\xi _1,\eta )=N^\omega (\xi _1,\eta )a_1(\xi _1,\eta )\left(\varphi \left(\eta +\xi _1\right)\varphi \left(\eta \right)\right)`$ (24)
$`\varphi _m(\xi _1,\mathrm{},\xi _m,\eta )=N^\omega (\xi _1,\mathrm{},\xi _m,\eta )\{(\varphi (\eta +\xi _1+\mathrm{}+\xi _m)\varphi \left(\eta \right))a_m(\xi _1,\mathrm{},\xi _m,\eta )+`$ (25)
$`{\displaystyle \underset{n=1}{\overset{m1}{}}}{\displaystyle \frac{n}{mn+1}}\varphi _n(\xi _1,\mathrm{},\xi _{n1},\xi _n+\mathrm{}+\xi _m,\eta )a_{mn}(\xi _n,\mathrm{},\xi _m)+`$
$`\varphi _n(\xi _1,\mathrm{},\xi _n,\eta +\xi _{n+1}+\mathrm{}+\xi _m)a_{mn}(\xi _{n+1},\mathrm{},\xi _m,\eta )`$
$`a_{mn}(\xi _{n+1},\mathrm{},\xi _m,\eta +\xi _1+\mathrm{}+\xi _n)\varphi _n(\xi _1,\mathrm{},\xi _n,\eta )\}`$
Proof Using (5) we find

$`D_t\left(\mathrm{\Lambda }\right)`$ $`=`$ $`{\displaystyle \underset{n1}{}}u^n\varphi _n(\xi _1,\mathrm{},\xi _n,\eta ){\displaystyle \underset{i=1}{\overset{n}{}}}\omega \left(\xi _i\right)+`$
$`{\displaystyle \underset{n1,m1}{}}{\displaystyle \frac{n}{m+1}}u^{n+m}\varphi _n(\xi _1,\mathrm{},\xi _{n1},\xi _n+\xi _{n+1}+\mathrm{}+\xi _{n+m},\eta )a_m(\xi _n,\mathrm{},\xi _{n+m}).`$
It follows from the composition rule (15) that

$`[F_{},\mathrm{\Lambda }]`$ $`=`$ $`{\displaystyle \underset{m1}{}}u^m((\omega (\eta +\xi _1+\mathrm{}+\xi _m)\omega \left(\eta \right))\varphi _m(\xi _1,\mathrm{},\xi _m,\eta )`$
$`(\varphi (\eta +\xi _1+\mathrm{}+\xi _m)\varphi \left(\eta \right))a_m(\xi _1,\mathrm{},\xi _m,\eta ))+`$
$`{\displaystyle \underset{n1,m1}{}}u^{n+m}a_n(\xi _1,\mathrm{},\xi _n,\eta +\xi _{n+1}+\mathrm{}+\xi _{n+m})\varphi _m(\xi _{n+1},\mathrm{},\xi _{n+m},\eta )`$
$`\varphi _m(\xi _1,\mathrm{},\xi _m,\eta +\xi _{m+1}+\mathrm{}\xi _{m+n})a_n(\xi _{m+1},\mathrm{},\xi _{m+n},\eta ).`$
Collecting the coefficients at each power $`u^m`$ we find that the structure of the relations is triangular, and all coefficients $`\varphi _m`$ can be found recursively. $`_{\mathrm{}}`$

We immediately see the advantage of the perturbative approach. Now we are able to obtain explicit recursion relations for determining the coefficients of a symmetry and a formal recursion operator while in the standard Symmetry Approach the corresponding problem was quite difficult.

Existence of a symmetry means that all coefficients $`A_m(\xi _1,\mathrm{},\xi _{m+1})`$ are polynomials (not rational functions). In other words the symbols $`u^{m+1}A_m(\xi _1,\mathrm{},\xi _{m+1})\widehat{}(u,\eta )`$ and correspond to differential polynomials in the standard representation. This requirement can be used for testing for integrability and even for complete classification of integrable equations (see , , ).

In the standard Symmetry Approach the integrability, i.e. the existence of infinite hierarchies of local symmetries or conservation laws implies (Theorem 1) that all coefficients $`l_n`$ are local and belong to the corresponding differential field or ring. In the symbolic representation it suggests the following definition.

###### Definition 2

We say that the function $`b_m(\xi _1,\mathrm{},\xi _m,\eta ),m1`$ is $`k`$-local if the first $`k`$ coefficients $`\beta _{mn}(\xi _1,\mathrm{},\xi _m),n=n_s,\mathrm{},n_s+k`$ of its expansion at $`\eta \mathrm{}`$

$$b_m(\xi _1,\mathrm{},\xi _m,\eta )=\underset{n=s_n}{\overset{\mathrm{}}{}}\beta _{mn}(\xi _1,\mathrm{},\xi _m)\eta ^n$$

are symmetric polynomials. We say that the coefficient $`b_m(\xi _1,\mathrm{},\xi _m,\eta )`$ of a formal series (16) is local if it is $`k`$-local for any $`k`$.

###### Theorem 2

Suppose equation (17) has an infinite hierarchy of symmetries

$$u_{t_i}=u\mathrm{\Omega }_i\left(\xi _1\right)+\underset{j1}{}\frac{u^{j+1}}{j+1}A_{ij}(\xi _1,\mathrm{},\xi _{j+1})=G_i,i=1,2,\mathrm{}$$
(26)
where $`\mathrm{\Omega }_i(\xi _1)`$ are polynomials of degree $`m_i=\mathrm{deg}(\mathrm{\Omega }_i(\xi _1))`$ and $`m_1<m_2<\mathrm{}<m_i<\mathrm{}`$. Then the coefficients $`\varphi _m(\xi _1,\mathrm{},\xi _m,\eta )`$ of the formal recursion operator

$$\mathrm{\Lambda }=\eta +u\varphi _1(\xi _1,\eta )+u^2\varphi _2(\xi _1,\xi _2,\eta )+\mathrm{}$$
(27)
are local.

Proof. We use the following obvious Lemma.

###### Lemma 1

For any formal series of the form (27) let $`P(\mathrm{\Lambda })`$ be a polynomial of $`\mathrm{\Lambda }`$ (of a degree $`q1`$) with constant coefficients, then the first $`N`$ terms of the formal series $`P(\mathrm{\Lambda })`$ are $`k`$-local if and only if the first $`N`$ terms of $`\mathrm{\Lambda }`$ are $`k`$-local.

In order to prove the theorem we will show by induction that for any $`N`$ and $`k`$ there exist $`q`$ such that $`N`$ first coefficients $`\varphi _1(\xi _1,\eta ),\mathrm{},\varphi _N(\xi _1,\mathrm{},\xi _N,\eta )`$ of the formal recursion operator

$$\mathrm{\Lambda }_q=\mathrm{\Omega }_q\left(\mathrm{\Lambda }\right)=\mathrm{\Omega }_q\left(\eta \right)+u\stackrel{~}{\varphi }_1(\xi _1,\eta )+u^2\stackrel{~}{\varphi }_2(\xi _1,\xi _2,\eta )+\mathrm{}$$

are $`k`$-local.

It follows from (20), (22) that

$$A_{q1}(\xi _1,\xi _2)=\frac{\mathrm{\Omega }_q\left(\xi _1+\xi _2\right)\mathrm{\Omega }\left(\xi _2\right)}{\omega \left(\xi _1+\xi _2\right)\omega \left(\xi _1\right)\omega \left(\xi _2\right)}a_1(\xi _1,\xi _2)\frac{\mathrm{\Omega }\left(\xi _1\right)}{\omega \left(\xi _1+\xi _2\right)\omega \left(\xi _1\right)\omega \left(\xi _2\right)}a_1(\xi _1,\xi _2)$$

Recalling (24) we obtain

$$\stackrel{~}{\varphi }_1(\xi _1,\eta )=A_{q1}(\xi _1,\eta )+R_1(\xi _1,\eta )$$
(28)
where

$$R_1(\xi _1,\eta )=\frac{\mathrm{\Omega }\left(\xi _1\right)}{\omega \left(\xi _1+\eta \right)\omega \left(\xi _1\right)\omega \left(\eta \right)}a_1(\xi _1,\eta )$$

Expanding the last two formulae on $`1/\eta `$ and taking into account that $`A_{q1}(\xi _1,\eta )`$ is a polynomial and therefore a local function and

$$\stackrel{~}{\varphi }_1(\xi _1,\eta )=\underset{js_1}{}\stackrel{~}{\varphi }_{1j}\left(\xi _1\right)\eta ^j,R_1(\xi _1,\eta )=\underset{jl1}{}r_{1j}\left(\xi _1\right)\eta ^j$$

where

$$s_1=m_qn+n_1,l_1=n_1n+1.$$

We see that at least first $`s_1l_11=m_q2`$ coefficients $`\stackrel{~}{\varphi }_{1j}\left(\xi _1\right)`$ are polynomials and therefore $`\stackrel{~}{\varphi }_1(\xi _1,\eta )`$ is $`k`$-local and $`k=m_q2`$. Thus for any $`k`$ there exists $`m_q`$ such that the first coefficient $`\varphi _1(\xi _1,\eta )`$ of $`\mathrm{\Lambda }`$ is $`k`$-local.

Let us assume that there exists $`m_q`$ such that first $`j1`$ coefficients $`\varphi _n(\xi _1,\mathrm{},\xi _n,\eta ),n=1,\mathrm{},j1`$ are $`k`$-local, then we will show that the coefficient $`\varphi _j(\xi _1,\mathrm{},\xi _j,\eta )`$ is $`k`$-local for sufficiently large $`m_q`$.

It follows from (21), (25) that the coefficient $`\stackrel{~}{\varphi }_j(\xi _1,\mathrm{},\xi _j,\eta )`$ can be represented as

$$\stackrel{~}{\varphi }_j(\xi _1,\mathrm{},\xi _j,\eta )=A_j(\xi _1,\mathrm{},\xi _j,\eta )+R_j(\xi _1,\mathrm{},\xi _j,\eta )$$
(29)
where

$$R_j(\xi _1,\mathrm{},\xi _j,\eta )=N^\omega (\xi _1,\mathrm{},\xi _j,\eta )[\underset{i=1}{\overset{j1}{}}(R_i(\xi _1,\mathrm{},\xi _i,\xi _{i+1}+\mathrm{}+\xi _j+\eta )a_{ji}(\xi _{i+1},\mathrm{},\xi _j,\eta )$$

$$a_{ji}(\xi _1,\mathrm{},\xi _{ji},\xi _{ji+1}+\mathrm{}+\xi _j+\eta )R_i(\xi _{i+1},\mathrm{},\xi _j,\eta )+$$

$$\frac{i}{ji+1}R_i(\xi _1,\mathrm{},\xi _{i1},\xi _i+\mathrm{}+\xi _j,\eta )a_{ji}(\xi _i,\mathrm{},\xi _j,)$$

$$\frac{ji}{i+1}a_{ji}(\xi _1,\mathrm{},\xi _{ji1},\xi _{ji}+\mathrm{}+\xi _j,\eta )A_i(\xi _{ji},\mathrm{},\xi _j))(\mathrm{\Omega }_q\left(\xi _1\right)+\mathrm{}+\mathrm{\Omega }\left(\xi _j\right))a_j(\xi _1,\mathrm{},\xi _j,\eta )]$$

Taking the expansion of (29) in $`1/\eta `$ find that the principal power of $`\eta `$ for $`\varphi _j`$ can be represented as $`m_q+S(n,n_1,\mathrm{},n_j)`$ and the principal power for $`R_j`$ as $`Q(n,n_1,\mathrm{},n_j)`$, therefore for sufficiently large $`m_q`$ we will have $`m_q+S(n,n_1,\mathrm{},n_j)Q(n,n_1,\mathrm{},n_j)>k`$, i.e. the coefficient $`\varphi _j`$ is $`k`$-local.

For any $`N`$ and $`k`$ there exists such $`m_q`$ that first $`N`$ coefficients of $`\mathrm{\Lambda }`$ are $`k`$-local. $`_{\mathrm{}}`$

The symmetry approach in symbolic representation suggests the following test for integrability of equations of the form (17):

* Find a first few coefficients $`\varphi _n(\xi _1,\mathrm{},\xi _n,\eta )`$.
* Expand these coefficients in series of $`1/\eta `$

$$\varphi _n(\xi _1,\mathrm{},\xi _n,\eta )=\underset{s=s_n}{}\mathrm{\Phi }_{ns}(\xi _1,\mathrm{},\xi _n)\eta ^s$$
(30)
and find the corresponding functions $`\mathrm{\Phi }_{ns}(\xi _1,\mathrm{},\xi _n)`$.
* Check that functions $`\mathrm{\Phi }_{ns}(\xi _1,\mathrm{},\xi _n)`$ are polynomials (not rational functions).

First three nontrivial coefficients $`\varphi _n`$ were sufficient to analyse in all known to us cases.

As an example of application we consider equations of the form

$$u_t=u\omega \left(\xi _1\right)+\underset{i1}{}\frac{u^{i+1}}{i+1}a_i(\xi _1,\mathrm{},\xi _{i+1}),$$
(31)
where $`\omega \left(\xi _1\right)`$ is a polynomial on $`\xi _1`$ of the degree $`deg\left(\omega \left(\xi _1\right)\right)=n2`$ and $`a_i(\xi _1,\mathrm{},\xi _{i+1})`$ are symmetric polynomials on its arguments of degree $`deg\left(a_i(\xi _1,\mathrm{},\xi _{i+1})\right)n2`$. The following propositions are valid.

###### Proposition 4

If equation (31) is integrable, then $`\omega (0)=0`$, i.e. the polynomial $`\omega (\xi _1)`$ can be factorised $`\omega (\xi _1)=\xi _1f(\xi _1)`$, where $`f(\xi _1)`$ is a polynomial.

###### Proposition 5

Suppose $`n`$ is even and $`a_1(\xi _1,\xi _2)0`$ or $`n`$ is odd and $`a_1(\xi _1,\xi _2)0,a_2(\xi _1,\xi _2,\xi _3)0`$. Then equation (31) is not integrable.

Proof of proposition 4 Let us consider first the case of even $`n`$. Let we have the equation of the form (31), where $`a_1(\xi _1,\xi _2)=\mathrm{}=a_{s1}(\xi _1,\mathrm{},\xi _s)=0,a_s(\xi _1,\mathrm{},\xi _{s+1})0`$. For corresponding $`\mathrm{\Lambda }`$ \- operator using (24), (25) we have

$$\mathrm{\Lambda }=\eta +\underset{js}{}u^j\varphi _j(\xi _1,\mathrm{},\xi _j,\eta ).$$

Let us consider coefficient

$$\varphi _s(\xi _1,\mathrm{},\xi _s,\eta )=\frac{\left(\xi _1+\mathrm{}+\xi _s\right)a_s(\xi _1,\mathrm{},\xi _s,\eta )}{\omega \left(\xi _1+\mathrm{}+\xi _s+\eta \right)\omega \left(\eta \right)\omega \left(\xi _1\right)\mathrm{}\omega \left(\xi _s\right)}$$

For $`s2`$ the polynomial $`\omega \left(\xi _1+\mathrm{}+\xi _s+\eta \right)\omega \left(\eta \right)\omega \left(\xi _1\right)\mathrm{}\omega \left(\xi _s\right)`$ is of degree $`n`$ and cannot be factorised . Therefore it cannot divide the numerator which is a factorisable polynomial of degree $`n1`$.

This coefficient is nonlocal. Indeed, the expansion of denominator $`\omega \left(\xi _1+\mathrm{}+\xi _s+\eta \right)\omega \left(\eta \right)\omega \left(\xi _1\right)\mathrm{}\omega \left(\xi _s\right)`$ at $`\eta \mathrm{}`$ is of the form

$$\left[\omega \left(\xi _1+\mathrm{}+\xi _s+\eta \right)\omega \left(\eta \right)\omega \left(\xi _1\right)\mathrm{}\omega \left(\xi _s\right)\right]^1=$$

$$=\frac{1}{\omega ^{}\left(\eta \right)\left(\xi _1+\mathrm{}+\xi _s\right)}\underset{j0}{}\left[\frac{\omega \left(\xi _1\right)+\mathrm{}+\omega \left(\xi _s\right)}{\omega ^{}\left(\eta \right)\left(\xi _1+\mathrm{}+\xi _s\right)}\underset{i=2}{\overset{n}{}}\frac{\omega ^{\left(i\right)}\left(\eta \right)}{\omega ^{}\left(\eta \right)}\frac{\left(\xi _1+\mathrm{}+\xi _s\right)^{i1}}{i!}\right]^j$$

and it contains powers of a singular term $`\frac{\omega \left(\xi _1\right)+\mathrm{}+\omega \left(\xi _s\right)}{\left(\xi _1+\mathrm{}+\xi _s\right)}`$ (for $`s1`$ and even $`n`$ the sum $`\omega \left(\xi _1\right)+\mathrm{}+\omega \left(\xi _s\right)0`$ on the hyperplane $`\xi _1+\mathrm{}+\xi _s=0`$ .

In the case of odd $`n`$ the proof is analogous with the only difference that the function $`\omega \left(\xi _1+\mathrm{}+\xi _s+\eta \right)\omega \left(\eta \right)\omega \left(\xi _1\right)\mathrm{}\omega \left(\xi _s\right)`$ is not factorisable if $`s3`$ and $`\omega \left(\xi _1\right)+\omega \left(\xi _1\right)`$ may be equal zero for some dispersion laws $`\omega \left(k\right)`$. Proposition is proved. $`_{\mathrm{}}`$

Proof of proposition 3 We consider polynomial dispersion law $`\omega \left(k\right)`$ and we need to proof that $`\omega \left(0\right)=0`$. Let the degree of the $`\omega \left(k\right)`$ $`n`$ be odd. As it follows from Proposition 4 if equation (31) is integrable then either $`a_1(\xi _1,\xi _2)0`$ or $`a_1(\xi _1,\xi _2)=0`$, but $`a_2(\xi _1,\xi _2,\xi _3)0`$. Let us consider coefficient $`\varphi _1(\xi _1,\eta )`$ of the corresponding $`\mathrm{\Lambda }`$-operator in the case $`a_1(\xi _1,\xi _2)0`$:

$$\varphi _1(\xi _1,\eta )=\frac{\xi _1a_1(\xi _1,\eta )}{\omega \left(\xi _1+\eta \right)\omega \left(\xi _1\right)\omega \left(\eta \right)}$$

Its expansion on $`\eta `$ at the point $`\eta \mathrm{}`$ is of the form

$$\varphi _1(\xi _1,\eta )=\frac{a_1(\xi _1,\eta )}{\omega ^{}\left(\eta \right)}\underset{j0}{}\left[\frac{\omega \left(\xi _1\right)}{\xi _1\omega ^{}\left(\eta \right)}\underset{i=2}{\overset{n}{}}\omega ^{\left(i\right)}\left(\eta \right)\frac{\xi _1^i}{i!}\right]^j$$

and contains singularity $`\omega \left(\xi _1\right)/\xi _1`$ in any power. If $`\omega \left(0\right)0`$ then the polynomial $`\omega \left(\xi _1+\eta \right)\omega \left(\xi _1\right)\omega \left(\eta \right)`$ is not factorisable. It cannot divide the numerator $`\xi _1a_1(\xi _1,\eta )`$ since $`\mathrm{deg}a_1(\xi _1,\eta )<\mathrm{deg}\omega \left(\eta \right)`$.

The cases of even $`n`$ and $`a_1(\xi _1,\xi _2)=0,a_2(\xi _1,\xi _2,\xi _3)0`$, odd $`n`$ can be proved in a similar way. $`_{\mathrm{}}`$

The statement of proposition 4 in the homogeneous case was proved in works of J. Sanders and J.P. Wang .

## 5 Non-local extensions

The main goal of the paper is to extend the symmetry approach to the case of nonlocal and non-evolutionary equations. Multi-dimensional integrable equations and their hierarchies, have also intrinsic non-locality and certain modifications of the standard Symmetry Approach are required . The symbolic representation seems to be suitable to tackle the problem of non-locality.

Here we consider two types of non-local equations. The first one is the Benjamin-Ono equation

$$u_t=H\left(u_2\right)+2uu_1$$
(32)
where $`H\left(f\right)`$ denotes the Hilbert transform

$$H\left(f\right)=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}\frac{f\left(y\right)}{yx}𝑑y.$$
(33)
The second example is

$$m_t=cmu_1+um_1,m=uu_2,c0,$$
(34)
where $`c`$ is a constant (this equation is known to be integrable for $`c=2`$  and $`c=3`$ , see also ). Our approach can be extended to the multidimensional case, where non-locality is an intrinsic property (we are going to present the multi-dimensional case in a separate paper).

Equation (32) is nonlocal (not differential), system (34) is non-evolutionary. Their higher symmetries, when they exist are even more nonlocal. To tackle the problem of non–locality a proper extension of the differential ring is required. In the 2+1 dimensional case such extension was proposed in . Here we are developing this idea and reformulate it in the frame of perturbative symmetry approach and illustrate by examples.

### 5.1 Benjamin-Ono type equations

The Benjamin-Ono equation (32) contains the Hilbert transform. It is well known that its higher symmetries and conservation laws contain nested Hilbert transforms and we have to extend the differential ring $`(u,D)`$ in order to study structures associated with the Benjamin-Ono type equations.

The construction of the extension is quite similar to . Let us consider the following sequence of the ring extensions:

$$_H^0=(u,D),_H^1=\overline{_H^0H\left(_H^0\right)},_H^{n+1}=\overline{_H^nH\left(_H^n\right)},$$
(35)
where the set $`H\left(_H^n\right)`$ is defined as $`H\left(_H^n\right)=\left\{H\left(a\right);a_H^n\right\}`$ and the horizontal line denotes the ring closure. Each $`_H^n`$ is a ring and the upper index $`n`$ indicates the nesting depth of the operator $`H`$.

Elements of $`_H^0`$ are differential polynomials. Elements of $`_H^nn1`$ we call quasi–local functions. The right hand side of equation (32), its symmetries and densities of conservation laws are quasi–local functions.

In the symbolic representation operator $`H`$ is represented by $`i\text{sign}\left(\eta \right)`$. Now the symbolic representation of the ring extensions is obvious. Suppose element $`A_H^0`$ and the corresponding symbol is $`u^na(\xi _1,\mathrm{},\xi _n)`$, then $`H\left(A\right)`$ is represented by the symbol $`u^nb(\xi _1,\mathrm{},\xi _n)`$, where $`b(\xi _1,\mathrm{},\xi _n)=i\text{sign}\left(\xi _1+\mathrm{}+\xi _n\right)a(\xi _1,\mathrm{},\xi _n)`$.

In symbolic representation all definitions, such as the Fréche derivative and formal recursion operator are exactly the same as in the local case. Now we have more freedom in the choice of function $`\varphi \left(\eta \right)`$ (Proposition 3). We can choose $`\varphi \left(\eta \right)=\eta `$ or $`\varphi \left(\eta \right)=\eta \text{sign}\left(\eta \right)`$. The asymptotic locality conditions, i.e. the conditions that the coefficients $`u^n\mathrm{\Phi }_{nm}(\xi _1,\mathrm{},\xi _n)`$ of the formal recursion operator $`\mathrm{\Lambda }`$ (23) represent symbols of differential polynomials (and therefore $`\mathrm{\Phi }(\xi _1,\mathrm{},\xi _n)`$ are symmetrical polynomials) now should be replaced by the quasi–locality conditions. Namely, that the coefficients $`u^n\mathrm{\Phi }_{nm}(\xi _1,\mathrm{},\xi _n)`$ represent symbols of quasi–local functions means that the coefficients $`u^n\mathrm{\Phi }_{nm}(\xi _1,\mathrm{},\xi _n)`$ correspond to elements from the extended ring.

For example let us consider Benjamin-Ono equation (32). In symbolic representation it reads as follows

$$u_t=iu\text{sign}\left(\xi _1\right)\xi _1^2+u^2\left(\xi _1+\xi _2\right)$$
(36)
The first coefficient $`\varphi _1(\xi _1,\eta )`$ of corresponding formal recursion operator $`\mathrm{\Lambda }=\eta +u\varphi _1(\xi _1,\eta )+u^2\varphi _2(\xi _1,\xi _2,\eta )+\mathrm{}`$ looks as follows

$$\varphi _1(\xi _1,\eta )=\text{sign}\left(\eta \right)+\frac{\xi _1\left(\text{sign}\left(\xi _1\right)+\text{sign}\left(\eta \right)\right)}{2\eta }+O\left(\frac{1}{\eta ^7}\right)$$

and it is evident that it is quasi-local. One may easily check quasi-locality of other coefficients $`\varphi _2(\xi _1,\xi _2,\eta ),\varphi _3(\xi _1,\xi _2,\xi _3,\eta ),\mathrm{}`$.

As another illustration let us consider equation of the form

$$u_t=\widehat{H}\left(u_2\right)+c_1uu_1+c_2\widehat{H}\left(uu_1\right)+c_3u\widehat{H}\left(u_1\right)+c_4u_1\widehat{H}\left(u\right)+$$
(37)
$$+c_5\widehat{H}\left(u\widehat{H}\left(u_1\right)\right)+c_6\widehat{H}\left(u\right)\widehat{H}\left(u_1\right)$$

where $`c_j`$ are complex constants. Where $`\widehat{H}=iH`$ so the symbol for $`\widehat{H}`$ now reads as sign). We announce here the following theorem (details and proof see in )

###### Theorem 3

Equation of the form (37) is integrable if and only if it is up to the point transformation $`uau+b\widehat{H}(u),a^2b^20`$ one of the list

$$u_t=\widehat{H}\left(u_2\right)+D\left(\frac{1}{2}c_1u^2+c_2u\widehat{H}\left(u\right)+\frac{1}{2}c_1\widehat{H}\left(u\right)^2\right)$$
(38)
$$u_t=\widehat{H}\left(u_2\right)+D\left(\frac{1}{2}c_1u^2+\frac{1}{2}c_2\widehat{H}\left(u^2\right)c_2u\widehat{H}\left(u\right)\right)$$
(39)
$$u_t=\widehat{H}\left(u_2\right)+uu_1\pm \widehat{H}\left(uu_1\right)u\widehat{H}\left(u_1\right)2u_1\widehat{H}\left(u\right)+\widehat{H}\left(u\widehat{H}\left(u_1\right)\right)$$
(40)
$$u_t=\widehat{H}\left(u_2\right)+\widehat{H}\left(uu_1\right)+u_1\widehat{H}\left(u\right)\pm \widehat{H}\left(u\widehat{H}\left(u_1\right)\right)\pm \widehat{H}\left(u\right)\widehat{H}\left(u_1\right)$$
(41)
As the last example in this subsection let us consider equation of the form

$$u_t=u\omega \left(\xi _1\right)+\frac{u^2}{2}\left(\xi _1+\xi _2\right).$$
(42)
###### Proposition 6

Let the dispersion relation $`\omega (k)`$ for equation (42) be of the form $`\omega (k)=k^2f(k)`$ where function $`f(k)1`$ faster than any power of $`k`$ when $`k\mathrm{}`$ and $`f(k)c_1k^1+c_0+c_1k+c_2k^2+\mathrm{}`$ when $`k0`$. Then equation (42) is integrable if and only if $`f(k)=1`$ or $`f(k)=\mathrm{coth}(\frac{k}{c_1})`$.

In the standard ($`x`$) representation equation (42) has the form

$$u_t=\frac{1}{2\pi }\xi _1^2f\left(\xi _1\right)u\left(\xi _1\right)e^{i\xi _1x}𝑑\xi _1+uu_1=T\left(u_2\right)+uu_1.$$

Function $`f\left(k\right)=1`$ corresponds to the Burgers equation, while $`f\left(k\right)=\mathrm{coth}\left(\frac{k}{c_1}\right)`$ corresponds to the gravity waves on the finite depth water (see for example ). In the last case $`f\left(k\right)`$ can be made nonsingular at $`k=0`$ by the transformation $`f\left(k\right)f\left(k\right)c_1/k`$ which corresponds to the Galilean transformation $`\omega \left(k\right)\omega \left(k\right)c_1k`$. The Benjamin-Ono equation corresponds to the limit $`c_10`$.

Proof Quasi-local extension by pseudo-differential operator $`T`$ can be done in a similar was as withe the Hilbert operator $`\widehat{H}`$ (35). Coefficient $`\varphi _1(\xi _1,\eta )`$ of the corresponding formal recursion operator $`\mathrm{\Lambda }=\eta +u\varphi _1(\xi _1,\eta )+u^2\varphi _2(\xi _1,\xi _2,\eta )+u^3\varphi _3(\xi _1,\xi _2,\xi _3,\eta )+\mathrm{}`$ is quasi-local. Indeed,

$$\varphi _1(\xi _1,\eta )=\frac{\xi _1a(\xi _1,\eta )}{\omega \left(\xi _1+\eta \right)\omega \left(\xi _1\right)\omega \left(\eta \right)}=\frac{a(\xi _1,\eta )}{2\eta \left(1+\frac{\xi _1\xi _1f\left(\xi _1\right)}{2\eta }\right)},\eta \mathrm{}$$

Let us consider the expansion on $`1/\eta `$ of the next coefficient $`\varphi _2(\xi _1,\xi _2,\eta )`$

$$\varphi _2(\xi _1,\xi _2,\eta )=\varphi _{22}(\xi _1,\xi _2)\eta ^2+\varphi _{23}(\xi _1,\xi _2)\eta ^3+\varphi _{24}(\xi _1,\xi _2)\eta ^4+\mathrm{},$$

where functions $`\varphi _{22}(\xi _1,\xi _2)`$ and $`\varphi _{23}(\xi _1,\xi _2)`$ are quasi-local (we do not present here explicit expressions, they are rather large), while the function $`\varphi _{24}(\xi _1,\xi _2)`$ can be represented in the form

$$\varphi _{24}(\xi _1,\xi _2)=\frac{F(\xi _1,\xi _2)}{\xi _1+\xi _2},$$

where $`F(\xi _1,\xi _2)`$ is a quasi-local function. In general, function $`\varphi _{24}(\xi _1,\xi _2)`$ does not corresponds to any element of our extended differential ring and is the obstacle to the integrability. This obstacle would be absent if $`F(\xi _1,\xi _2)`$ divisable by $`\xi _1+\xi _2`$. The conditions of divisibility are

$$c_1\left(f\left(\xi _1\right)+f\left(\xi _1\right)\right)=0$$
(43)
and

$$\left(f\left(\xi _1\right)+f\left(\xi _1\right)\right)\left(f\left(\xi _1\right)f\left(\xi _1\right)c_0f\left(\xi _1\right)c_0f\left(\xi _1\right)+1\right)=0.$$

If $`f\left(k\right)`$ is regular at zero and is not an odd function $`c_1=0`$ then from the last equation it is easy to see that $`f\left(k\right)1`$. If $`f\left(k\right)=f\left(k\right)`$ then it can be shown that the coefficient $`\varphi _2(\xi _1,\xi _2,\eta )`$ is quasi-local. Making the expansion of the next coefficient $`\varphi _3(\xi _1,\xi _2,\xi _3,\eta )`$ we obtain

$$\varphi _3(\xi _1,\xi _2,\xi _3,\eta )=\varphi _{33}(\xi _1,\xi _2,\xi _3)\eta ^3+\varphi _{34}(\xi _1,\xi _2,\xi _3)\eta ^4+\mathrm{},$$

where the function $`\varphi _{33}(\xi _1,\xi _2,\xi _3)`$ is quasi-local while $`\varphi _{34}(\xi _1,\xi _2,\xi _3)`$ can be represented in the form

$$\varphi _{34}(\xi _1,\xi _2,\xi _3)=\frac{G(\xi _1,\xi _2,\xi _3)}{\xi _1+\xi _2+\xi _3},$$

where $`G(\xi _1,\xi _2,\xi _3)`$ is a quasi-local function. Coefficient $`\varphi _{34}(\xi _1,\xi _2,\xi _3)`$ is is quasi-local if $`G(\xi _1,\xi _2,\xi _3)`$ is divasable by $`\xi _1+\xi _2+\xi _3`$ and the divisibility condition yealds the following differential equation

$$6g+6zg^{}+z^2g^{\prime \prime }=0,g=f^2+c_1f^{}1,$$

which general solution is

$$g=\alpha z+\frac{\beta }{z^6}$$

Taking into account the Laurent series at zero we have $`\alpha =\beta =0`$ and (43) we find

$$f=\mathrm{coth}\left(\frac{z}{c_1}\right).$$

$`_{\mathrm{}}`$

### 5.2 Camassa-Holm-Degasperis equation

Equation (34) can be obviously rewritten as scalar evolution nonlocal equation

$$u_t=\mathrm{\Delta }\left(uu_3+\left(c+1\right)uu_1cu_1u_2\right),c0,$$
(44)
where operator $`\mathrm{\Delta }=\left(1D^2\right)^1`$. It is also well known that its higher symmetries (when they exist) contain nested operator $`\mathrm{\Delta }`$ and we need to extend the differential ring $`(u,D)`$ in a similar as in the previous section

$$_\mathrm{\Delta }^0=(u,D),_\mathrm{\Delta }^1=\overline{_\mathrm{\Delta }^0\mathrm{\Delta }\left(_\mathrm{\Delta }^0\right)},_\mathrm{\Delta }^{n+1}=\overline{_\mathrm{\Delta }^n\mathrm{\Delta }\left(_\mathrm{\Delta }^n\right)},$$
(45)
Symbolic representation of operator $`\mathrm{\Delta }`$ is $`\mathrm{\Delta }\frac{1}{1\eta ^2}`$. The symbolic representation of elements of differential rings $`_\mathrm{\Delta }^n`$ is obvious. For example if $`A`$ is an element from $`_\mathrm{\Delta }^0`$ with corresponding symbol $`u^na(\xi _1,\mathrm{},\xi _n)`$ then $`\mathrm{\Delta }\left(A\right)`$ has a symbol $`u^n\frac{a(\xi _1,\mathrm{},\xi _n)}{1\left(\xi _1+\mathrm{}+\xi _n\right)^2}`$.

The procedure of testing the integrability of given equation is exactly the same as in the previous case. Let us apply it to the Camassa-Holm-Degasperis type equations.

###### Theorem 4

Equation (44) is integrable only if $`c=2`$ or $`c=3`$

Proof

In order to introduce a linear term in (44) we shift $`uu1`$

$$u_t=\left(1D^2\right)^1\left(u_3\left(c+1\right)u_1uu_3+\left(c+1\right)uu_1cu_1u_2\right)$$

In the symbolic representation it can be rewritten as follows

$$u_t=u\omega \left(\xi _1\right)+\frac{u^2}{2}a(\xi _1,\xi _2)=F$$

where

$$\omega \left(k\right)=\frac{k^3\left(c+1\right)k}{1k^2}$$

$$a(\xi _1,\xi _2)=\frac{\left(c+1\right)\left(\xi _1+\xi _2\right)\left(\xi _1^3+\xi _2^3\right)c\xi _1\xi _2\left(\xi _1+\xi _2\right)}{1\left(\xi _1+\xi _2\right)^2}$$

Calculating first two coefficients of corresponding formal recursion operator

$$\mathrm{\Lambda }=\eta +u\varphi _1(\xi _1,\eta )+u^2\varphi _2(\xi _1,\xi _2,\eta )+\mathrm{}$$

. The first coefficient

$$\varphi _1(\xi _1,\eta )=\frac{\left(\xi _1^21\right)\left(\eta ^21\right)\left(\xi _1^2+\eta ^2\xi _1\eta 1+c\left(\xi _1\eta 1\right)\right)}{c\eta \left(\eta ^2+\xi _1^2+\xi _1\eta 3\right)}$$

is quasi-local because coefficients of its expansion in $`1/\eta `$ are polynomials on $`\xi _1`$. For the second coefficient $`\varphi _2(\xi _1,\xi _2,\eta )`$ we have the following expansion

$$\varphi _2(\xi _1,\xi _2,\eta )=\mathrm{\Phi }_{21}(\xi _1,\xi _2)\eta +\mathrm{\Phi }_{20}(\xi _1,\xi _2)+\mathrm{\Phi }_{2,1}(\xi _1,\xi _2)\eta ^1+$$

$$+\mathrm{\Phi }_{2,2}(\xi _1,\xi _2)\eta ^2+\mathrm{\Phi }_{2,3}(\xi _1,\xi _2)\eta ^3+\mathrm{},$$

where coefficients $`\mathrm{\Phi }_{21}(\xi _1,\xi _2),\mathrm{},\mathrm{\Phi }_{2,2}(\xi _1,\xi _2)`$ are polynomials on its arguments (we do not present here explicit expressions for this functions - they are quite large), while the coefficient $`\mathrm{\Phi }_{2,3}`$ has the form

$$\mathrm{\Phi }_{2,3}(\xi _1,\xi _2)=\frac{f(\xi _1,\xi _2)}{1\xi _1\xi _2}$$

and $`f(\xi _1,\xi _2)`$ is polynomial. If $`f(\xi _1,\xi _2)`$ does not have $`1\xi _1\xi _2`$ as a factor, then the symbol $`u^2\mathrm{\Phi }_{2,3}`$ does not correspond any element of our extended ring and hence is the obstacle to integrability for equation (44). Polynomial $`f(\xi _1,\xi _2)`$ can be divided by $`1\xi _1\xi _2`$ only if the condition

$$\left(c2\right)\left(c3\right)=0$$

is satisfied and in these cases the coefficient $`\mathrm{\Phi }_{2,3}(\xi _1,\xi _2)`$ is a polynomial. It is well known that equation (44) is integrable if $`c=2,3`$ (see ). $`_{\mathrm{}}`$

## Acknowledgments

We would like to thank A. Hone, A.B. Shabat, V.V. Sokolov, P. Santini and Jing Ping Wang for useful discussions. This work was partially done during the six month programme “Integrable Systems” at the Isaac Newton Institute, Cambridge. It was partially supported by the Royal Society (Leeds-Landau join research project). VSN thanks P. Lushnikov, D. Holm and I. Gabitov from the Los Alamos National Laboratory where he was temporary employed as Staff Research Ass. (CNLS and T-7 groups, Theoretical division), INTAS grant # 1789 and University of Julich (Landau) Scolarship.


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# On the Microscopic Foundations of Elasticity

## 1 Introduction

It is quite surprising that the existing microscopic justification of the time-honored theory of elasticity, which has been thoroughly researched in a variety of disciplines, is limited to lattice atomic configurations KittelFeynman . Classical continuum elasticity theory has been applied to a large variety of systems, including granular materials GranularElasticity . In recent years the same theory has been applied for the description of elastic properties of micro- and nano-scale systems (e.g., MicroNano ). It is a-priori unclear whether this theory applies at such small scales.

The study presented below shows that the justification of elastic theory based on a microscopic picture is not entirely straightforward. As expected, one finds that linear continuum elasticity is valid on sufficiently large scales. Another result is that like in granular matter, one observes force chains in strained elastic systems (also observed in Wittmer01 ). These chains are not “visible” in the corresponding stress field. Classical mechanics is assumed throughout this paper. The case of isostatic systems, which has received considerable interest in the literature, is not specifically addressed here.

## 2 Coarse Graining and Constitutive Relations

### 2.1 Preliminaries

Consider a system of particles (indexed by $`\left\{i\right\}`$) whose masses, center of mass positions and velocities at time $`t`$ are given by $`\{m_i;𝐫_i(t);𝐯_i(t)\}`$. Following Glasser01  define the coarse grained mass density at position $`\stackrel{}{r}`$ and time $`t`$ as

$$\rho (𝐫,t)\underset{i}{}m_i\varphi [𝐫𝐫_i(t)].$$
(1)
Similarly, define the momentum density as

$$\stackrel{}{p}(𝐫,t)\underset{i}{}m_i\stackrel{}{v}_i(t)\varphi [𝐫𝐫_i(t)],$$
(2)
where $`\varphi (\stackrel{}{R})`$ is a normalized non-negative coarse graining function (with a single maximum at $`\stackrel{}{R}=0`$) of width $`w`$, the coarse graining scale. Unlike in Glasser01 , here only spatial, and not temporal coarse graining, is invoked. Upon taking the time derivative of Eqs. (1,2) and performing straightforward algebraic manipulations Glasser01  one obtains two of the equations of continuum mechanics. Eq. (1) yields the equation of continuity:

$$\dot{\rho }(𝐫,t)=\mathbf{}\stackrel{}{p}(𝐫,t)=\mathbf{}\left[\rho (𝐫,t)\stackrel{}{V}(𝐫,t)\right],$$
(3)
where $`\dot{\rho }\frac{\rho }{t}`$, and the coarse grained velocity field is defined by $`\stackrel{}{V}(𝐫,t)\stackrel{}{p}(𝐫,t)/\rho (𝐫,t)`$. From Eq. (2) one obtains the momentum conservation equation:

$$\dot{p}_\alpha (𝐫,t)=\frac{}{r_\beta }\left[\rho (𝐫,t)V_\alpha (𝐫,t)V_\beta (𝐫,t)\sigma _{\alpha \beta }(𝐫,t)\right],$$
(4)
where Greek indices denote Cartesian coordinates.

Define $`f_{ij\alpha }(t)`$ to be the $`\alpha `$-th component of the force exerted on particle $`i`$ by particle $`j`$ ($`ji`$) at time $`t`$ (assuming pairwise interactions), $`\stackrel{}{r}_{ij}\stackrel{}{r}_i\stackrel{}{r}_j`$, and the fluctuating velocity of particle $`i`$: $`\stackrel{}{v}_i^{}(𝐫,t)\stackrel{}{v}_i(t)\stackrel{}{V}(𝐫,t)`$. With these definitions, the stress tensor, $`\sigma _{\alpha \beta }`$, is given by the following expression:

$`\sigma _{\alpha \beta }(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}[{\displaystyle \underset{i,j;ij}{}}f_{ij\alpha }(t)r_{ij\beta }(t)`$
$`\times {\displaystyle _0^1}ds\varphi [𝐫𝐫_i(t)+s𝐫_{ij}(t)]]`$
$`{\displaystyle \underset{i}{}}m_iv_{i\alpha }^{}(𝐫,t)v_{i\beta }^{}(𝐫,t)\varphi [𝐫𝐫_i(t)],`$
The first term in Eq. (2.1) is commonly referred to as the “contact stress” (or “collisional stress”), while the second term is a kinetic contribution (the “kinetic stress” or “streaming stress”), which vanishes for quasi-static deformations.

The energy conservation equation can be obtained in a similar way. Assume, for simplicity, that the forces are derived from a potential function: $`\stackrel{}{f}_{ij}=\mathbf{}_𝒊\mathrm{\Phi }\left(\stackrel{}{r}_{ij}\right)`$, with obvious notation. Define the energy density as:

$`e(𝐫,t)`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}m_iv_i^2(t)\varphi [𝐫𝐫_i(t)]`$ (6)
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j;ij}{}}\mathrm{\Phi }\left(\stackrel{}{r}_{ij}(t)\right)\varphi [𝐫𝐫_i(t)].`$
Application of a time derivative to $`e(𝐫,t)`$ and a rearrangement of terms yields the energy conservation equation:

$$\dot{e}(𝐫,t)=\frac{}{r_\beta }\left[V_\beta (𝐫,t)e(𝐫,t)V_\alpha \sigma _{\alpha \beta }(𝐫,t)+c_\beta (𝐫,t)\right],$$
(7)
where the heat flux, $`\stackrel{}{c}`$, is given by:

$`c_\beta (𝐫,t)=`$ (8)
$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}\left[m_iv_i^2(𝐫,t)+{\displaystyle \underset{j,ji}{}}\mathrm{\Phi }\left(\stackrel{}{r}_{ij}(t)\right)\right]v_{i\beta }^{}(𝐫,t)\varphi [𝐫𝐫_i(t)]`$
$`+{\displaystyle \frac{1}{4}}[{\displaystyle \underset{i,j;ij}{}}[v_{i\alpha }^{}(𝐫,t)+v_{j\alpha }^{}(𝐫,t)]f_{ij\alpha }(t)r_{ij\beta }(t)`$
$`\times {\displaystyle _0^1}ds\varphi [𝐫𝐫_i(t)+s𝐫_{ij}(t)]].`$
### 2.2 Displacement and Strain

Following elementary continuum mechanics, consider a material particle whose initial (Lagrangian, at time $`t=0`$) coordinate is $`\stackrel{}{R}`$. Its (Eulerian) coordinate at time $`t`$ is denoted by $`\stackrel{}{r(\stackrel{}{R},t)}`$. The corresponding (Lagrangian) displacement field is given by $`\stackrel{}{u}^{\mathrm{La}}(\stackrel{}{R},t)\stackrel{}{r}(\stackrel{}{R},t)\stackrel{}{R}`$. The material particle’s velocity is $`\stackrel{}{V}^{\mathrm{La}}(\stackrel{}{R},t)=\stackrel{}{u}^{\mathrm{La}}(\stackrel{}{R},t)/t`$. It therefore follows that $`\stackrel{}{u}^{\mathrm{La}}(\stackrel{}{R},t)=_0^t\stackrel{}{V}^{\mathrm{La}}(\stackrel{}{R},t^{})𝑑t^{}`$. Using the definitions presented in Sec. 2.1, one obtains:

$$\stackrel{}{u}^{\mathrm{La}}(\stackrel{}{R},t)_0^t\frac{_im_i\stackrel{}{v}_i(t^{})\varphi [\stackrel{}{r}(\stackrel{}{R},t^{})\stackrel{}{r}_i(t^{})]}{_jm_j\varphi [\stackrel{}{r}(\stackrel{}{R},t^{})\stackrel{}{r}_j(t^{})]}𝑑t^{}.$$
(9)
The macroscopic displacement field $`\stackrel{}{u}`$ is history dependent, i.e., the displacement at time $`t`$ depends on the trajectories of the particles from $`t=0`$ to $`t`$. However, noting that $`\dot{\stackrel{}{u}}_i=\stackrel{}{v}_i`$, where $`\stackrel{}{u}_i\stackrel{}{r}_i(t)\stackrel{}{r}_i(0)`$ is the displacement of particle $`i`$, and invoking integration by parts in Eq. (9), one obtains (in the Eulerian representation):

$`\stackrel{}{u}(\stackrel{}{r},t)`$ $`=`$ $`\stackrel{}{u}^{\mathrm{lin}}(\stackrel{}{r},t)`$ (11)
$`+{\displaystyle _0^t}dt^{}{\displaystyle \frac{1}{\rho (\stackrel{}{r},t^{})}}{\displaystyle \frac{}{r_\beta }}[{\displaystyle \underset{i}{}}m_iv_{i\beta }^{}(\stackrel{}{r},t^{})u_{i\alpha }^{}(\stackrel{}{r},t^{})`$
$`\times \varphi [\stackrel{}{r}\stackrel{}{r}_i(t^{})]],`$
where

$$\stackrel{}{u}^{\mathrm{lin}}(\stackrel{}{r},t)\frac{_im_i\stackrel{}{u}_i(t)\varphi [\stackrel{}{r}\stackrel{}{r}_i(t)]}{_jm_j\varphi [\stackrel{}{r}\stackrel{}{r}_j(t)]},$$
(12)
and $`\stackrel{}{u}_i^{}(\stackrel{}{r},t)\stackrel{}{u}_i(t)\stackrel{}{u}^{\mathrm{lin}}(\stackrel{}{r},t)`$.

It is claimed that $`\stackrel{}{u}^{\mathrm{lin}}`$ represents the displacement field relevant to linear elasticity, i.e., the error is nonlinear in the strain. To this end, let $`ϵ_i^{}=\mathrm{max}_j\frac{\left|\stackrel{}{u}_i\stackrel{}{u}_j\right|}{a_{ij}}`$ where $`j`$ represents the nearest neighbors of $`i`$ and $`a_{ij}`$ is the distance between the particles $`i`$ and $`j`$. Let $`ϵ^{}=\mathrm{max}_iϵ_i^{}`$. Linear elasticity is a theory which is linear in $`ϵ^{}`$. Following the above definitions,

$$u_{i\alpha }^{}=\frac{_jm_i\left[u_{i\alpha }(t)u_{j\alpha }(t)\right]\varphi [\stackrel{}{r}\stackrel{}{r}_i(t)]}{_km_k\varphi [\stackrel{}{r}\stackrel{}{r}_k(t)]},$$
(13)
hence $`\left|u_{i\alpha }^{}\right|<C_1ϵ^{}`$, where $`C_1`$ depends on the coarse graining scale, and $`\left|v_{i\alpha }^{}\right|<C_2ϵ^{}/\tau `$, where $`\tau `$ represents the typical time scale on which the $`\left\{\stackrel{}{u}_i\right\}`$ change (in the quasistatic limit,$`\tau \mathrm{}`$, while $`ϵ^{}`$ remains finite). The integrand in Eq. (11) is thus $`𝒪\left(ϵ^2\right)`$. As a matter of fact, it is easy to show that the integral on the right hand side of Eq. (11) is bounded from above by $`𝒪\left(ϵ^2\right)`$. Note that $`\frac{\stackrel{}{u}_i^{}}{t}\stackrel{}{v}_i^{}`$, since $`\stackrel{}{u}_i^{}`$ is defined with respect to the linear displacement $`\stackrel{}{u}^{\mathrm{lin}}`$ and not the exact displacement, $`\stackrel{}{u}`$. A useful feature of the linear displacement, $`\stackrel{}{u}^{\mathrm{lin}}(\stackrel{}{r},t)`$, is that, unlike the exact displacement field \[Eq. (11)\], it depends only on the microscopic displacements at time $`t`$.

The linear strain field is $`ϵ_{\alpha \beta }(\stackrel{}{r},t)=\frac{1}{2}\left[\frac{u_\alpha (\stackrel{}{r},t)}{r_\beta }+\frac{u_\beta (\stackrel{}{r},t)}{r_\alpha }\right]`$. Notice that $`ϵ_{\alpha \beta }=𝒪\left(ϵ^{}\right)`$. Following the above arguments, this expression can be replaced by:

$$ϵ_{\alpha \beta }^{\mathrm{lin}}(\stackrel{}{r},t)=\frac{1}{2}\left[\frac{u_\alpha ^{\mathrm{lin}}(\stackrel{}{r},t)}{r_\beta }+\frac{u_\beta ^{\mathrm{lin}}(\stackrel{}{r},t)}{r_\alpha }\right],$$
(14)
the error being $`𝒪\left(ϵ^2\right)`$.

It is interesting to compare the above results with some previously defined heuristic calculations of the strain field. The mean field strain (e.g. Bathurst88 ) is based on the assumption that the relative particle displacements are described by the macroscopic strain, i.e., $`u_{ij\alpha }(\stackrel{}{r},t)=ϵ_{\alpha \beta }r_{ij\beta }`$ where $`\stackrel{}{u}_{ij}\stackrel{}{u}_i\stackrel{}{u}_j`$ (an affine deformation). An improvement of this method, which enables a local evaluation of the strain field, is provided by the “best fit” hypothesis Liao97 , whereby the rms difference between the actual relative displacements and the above mean field expression for them is minimized in a given volume, to produce a ‘best’ strain field. The mean field approaches are in general inconsistent with local force equilibrium (except for homogeneous deformations of lattice configurations). Therefore, the mean field (or best fit) strain constitutes an uncontrolled approximation of the strain field. The difference between the exact strain field, the linear strain as given by Eq. (14), and the best fit approximation are demonstrated in Fig. 1. In this figure, the above three fields are presented for a one dimensional chain of $`1000`$ point particles connected by linear springs of random rest lengths (mean rest length $`a=1`$, relative standard deviation $`0.29`$) and random spring constants (relative standard deviation $`0.13`$), the global strain of the system being $`ϵ=0.05`$. To this end, a Gaussian coarse graining function $`\varphi (𝐫)=\frac{1}{\pi w^2}e^{(|𝐫|/w)^2}`$ with $`w=50a`$ has been employed. In the calculation of the best fit strain, the fluctuations with respect to the mean field are weighted using the same coarse graining function as in the exact formulation. As seen in Fig. 1, the linear strain is very close to the exact strain, whereas the best fit provides quite a poor approximation (for the case of equal spring constants, the best fit method yields a uniform strain, while the correct strain is space dependent GoldenbergUP ). In general, heuristic approximations for the strain field may result in inaccurate constitutive relations.

### 2.3 Stress-Strain Relation

It is not a-priori clear that the stress field can be expressed as a linear functional of the strain field, even for small deformations. Each of these two macroscopic fields, cf. Eqs. (2.1,14), is a different average of microscopic entities. Once averaging is invoked to produce macroscopic fields, on cannot deduce the microscopic entities from these fields. This is one of the fundamental flaws of the mean field approaches, which rely on such a deduction. Below, an exact method for obtaining linear elasticity, which demonstrates the above problem and highlights the scale limitations of this theory, is outlined.

Consider, for sake of simplicity, only systems with pairwise interactions. In order to develop linear elasticity one can assume, without loss of generality, harmonic interactions:

$$\mathrm{\Phi }\left(\stackrel{}{r}_{ij}(t)\right)=\frac{1}{2}K_{ij}\left(|\stackrel{}{r}_{ij}|l_{ij}\right)^2,$$
(15)
where $`l_{ij}`$ is the equilibrium separation of particles $`i`$ and $`j`$. The force on particle $`i`$ exerted by particle $`j`$ is given, to linear order in the relative particle displacements, $`\stackrel{}{u}_{ij}`$, by:

$$\stackrel{}{f}_{ij}K_{ij}\left(\widehat{\stackrel{}{r}}_{ij}^0\stackrel{}{u}_{ij}\right)\widehat{\stackrel{}{r}}_{ij}^0,$$
(16)
where the superscript $`0`$ denotes the reference configuration, in which all particle pairs are at their equilibrium separation ($`\left|\stackrel{}{r}_{ij}^0\right|=l_{ij}`$), i.e., an unstressed configuration (prestressed states are not considered here).

It is apparent that even in this case, the microscopic expressions for the contact stress \[the first term in Eq. (2.1)\] and the strain \[Eq. (14)\] are not manifestly proportional. Therefore macroscopic elasticity is not a-priori obvious. To see how it still comes about, substitute Eq. (16) in Eq. (2.1). The contact stress, to linear order in $`\left\{\stackrel{}{u}_{ij}\right\}`$), is:

$`\sigma _{\alpha \beta }^{\mathrm{lin}}(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}[{\displaystyle \underset{ij}{}}K_{ij}\widehat{r}_{ij\gamma }^0u_{ij\gamma }\widehat{r}_{ij\alpha }^0r_{ij\beta }^0`$
$`\times {\displaystyle _0^1}ds\varphi [𝐫𝐫_i^0+s𝐫_{ij}^0]].`$
Consider a volume $`\mathrm{\Omega }`$, whose linear dimension, $`W`$, is much larger than the coarse graining scale, $`w`$, and let $`\stackrel{}{r}`$ be an interior point of $`\mathrm{\Omega }`$ which is ‘far’ from its boundary. Let upper case Latin indices denote the particles in the exterior of $`\mathrm{\Omega }`$ which interact with particles inside $`\mathrm{\Omega }`$. Since the considered system is linear, there exists a Green’s function $`𝐆`$ such that $`u_{i\alpha }=G_{i\alpha J\beta }u_{J\beta }`$ for $`i\mathrm{\Omega }`$. Let: $`L_{ij\alpha J\beta }G_{i\alpha J\beta }G_{j\alpha J\beta }`$. It follows that: $`u_{ij\alpha }=L_{ij\alpha J\beta }u_{J\beta }`$. Under a rigid translation (all { $`\stackrel{}{u}_J\}`$ equal): $`\stackrel{}{u}_{ij}=0`$, hence: $`u_{ij\alpha }=L_{ij\alpha J\beta }\left[u_{J\beta }u_\beta (\stackrel{}{r})\right]`$. It follows that

$$u_{ij\alpha }=L_{ij\alpha J\beta }\left[u_\beta (\stackrel{}{r}_J)u_\beta (\stackrel{}{r})\right]+L_{ij\alpha J\beta }\left[u_{J\beta }u_\beta (\stackrel{}{r}_J)\right],$$
(18)
where $`u_{J\beta }u_\beta (\stackrel{}{r}_J)`$ is a fluctuating displacement. The sum over $`J`$ in the second term can be shown to be subdominant when $`W`$ sufficiently exceeds $`w`$. The first term equals, to leading order in a gradient expansion:

$$u_\beta (\stackrel{}{r}_J)u_\beta (\stackrel{}{r})\frac{u_\beta (\stackrel{}{r})}{r_\gamma }\left(r_{J\gamma }r_\gamma \right).$$
(19)
Substituting Eq. (19) in Eq. (2.3):

$`\sigma _{\alpha \beta }(\stackrel{}{r})`$ $``$ $`{\displaystyle \frac{1}{2}}[{\displaystyle \underset{ij}{}}K_{ij}L_{ij\gamma J\mu }(r_{J\nu }^0r_\nu )\widehat{r}_{ij\alpha }^0r_{ij\beta }^0\widehat{r}_{ij\gamma }^0`$
$`\times {\displaystyle _0^1}ds\varphi [𝐫𝐫_i^0+s𝐫_{ij}^0]]ϵ_{\mu \nu }(\stackrel{}{r}),`$
where rotational symmetry has been invoked. Thus linear elasticity is valid when $`\mathit{ϵ}1`$ (the strain components are small) and $`\left|W_\alpha _\beta \stackrel{}{u}\right|1`$. Note that the elastic moduli depend, in principle, on the position as well as the resolution (through the coarse graining function $`\varphi `$). Our numerical results (see below) indicate that the contribution of the second term on the right hand side of Eq. (18) to the stress is smaller than a naive bound based on surface to volume ratios implies.

### 2.4 Elastic Energy

In the quasistatic limit, the energy density reduces, cf. Eq. (6), to:

$$e(𝐫,t)=\frac{1}{2}\underset{i,j;ij}{}\mathrm{\Phi }\left(\stackrel{}{r}_{ij}(t)\right)\varphi [𝐫𝐫_i(t)].$$
(21)
To lowest nonvanishing order in the strain, the potential energy corresponding to Eq. (15) is given by $`\frac{1}{2}K_{ij}\left(\widehat{\stackrel{}{r}}_{ij}^0\stackrel{}{u}_{ij}\right)^2`$. Hence, at this order:

$$e(𝐫,t)=\frac{1}{4}\underset{i,j;ij}{}K_{ij}\left(\widehat{\stackrel{}{r}}_{ij}^0\stackrel{}{u}_{ij}\right)^2\varphi [𝐫𝐫_i(t)].$$
(22)
If linear elasticity is to hold, one must have: $`e=\frac{1}{2}𝝈\mathit{ϵ}`$. A set of straightforward transformations on Eq. (22) yields:

$`e(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}𝝈\mathit{ϵ}{\displaystyle \frac{}{r_\beta }}[{\displaystyle \frac{1}{4}}{\displaystyle \underset{i,j;ij}{}}(\stackrel{}{f}_{ij}\stackrel{}{u}_i^{})r_{ij\beta }`$
$`\times {\displaystyle _0^1}ds\varphi [𝐫𝐫_i(t)+s𝐫_{ij}(t)]].`$
It can be shown that the second term on the right hand side of Eq. (2.4) represents the adiabatic limit of the divergence of the heat flux \[Eq. (8)\], i.e., the work of the fluctuating forces at the surface of a control volume. As this term is a divergence of a flux, its average over a sufficiently large volume tends to zero, i.e. the average of $`\frac{1}{2}𝝈\mathit{ϵ}`$ over a sufficiently large volume (not its ‘local value’) is the elastic energy density. As in the previous section, one obtains that classical elasticity is valid only for sufficiently large scales, in particular scales for which “surface contributions”, as explained above, vanish.

## 3 Numerical Results

The above results are demonstrated on a two dimensional (2D) system of particles with harmonic interactions \[Eq. (16)\]. As a first test case, consider a square-shaped triangular lattice configuration, with uniform nearest-neighbor spring constants $`K`$ and rest lengths equal to the lattice constant $`d`$, subjected to the following boundary conditions. The displacements of the particles at the boundary (whose positions are denoted by $`\left\{\stackrel{}{r}_I^0\right\}`$) are chosen to yield a homogeneous deformation, i.e., the boundary is subject to an “applied strain”, $`ϵ_{\alpha \beta }`$:

$$u_{I\alpha }=ϵ_{\alpha \beta }\left(r_{I\beta }r_{0\beta }\right),$$
(24)
where $`r_{0\beta }`$ is an arbitrary point, chosen to reside at a corner of the system. The (linear) static equilibrium equations are solved (by matrix inversion) for a given applied $`ϵ_{\alpha \beta }`$, yielding (for each choice of $`ϵ_{\alpha \beta }`$) a set of displacements $`\left\{\stackrel{}{u}_i^ϵ\right\}`$. The latter are used for calculating the linear strain field \[using Eq. (14\] and linear stress, Eq. (2.3). The coarse-graining function used is,

$$\varphi (\stackrel{}{R})=\varphi (R)=\frac{A}{1+e^{\frac{Rw/2}{\lambda }}}$$
(25)
(the Fermi distribution), chosen as a smoothed Heaviside function. The length on which the function decays to zero, $`\lambda `$, can be chosen independently of the coarse graining scale, $`w`$. In all the calculations presented below, $`\lambda =\frac{d}{2}`$. The constant $`A`$ is fixed by the normalization: in 2D, $`2\pi _0^{\mathrm{}}R\varphi (R)𝑑R=1`$.

In this case of an ordered lattice, the strain components converge to the applied strain components even for $`w=d`$. This should be expected, since, as mentioned, for a lattice configuration (with uniform spring constants) under homogeneous deformation, the particle displacements correspond to an affine transformation, rendering the mean field approximation exact. The corresponding stress components are scale-independent as well, and consistent with the continuum isotropic elastic moduli for a triangular lattice (Lamé constants $`\lambda =\mu =\frac{\sqrt{3}K}{4}`$).

For disordered systems, even for a “homogeneous applied strain” as described above, the stress and strain fields are inhomogeneous, in general. Linear elasticity should still be valid (at least as an approximation, as described in Sec. 2), i.e. the local stress should depend on the local strain by an appropriate local linear relation on a sufficiently large coarse graining scale. In order to examine the influence of disorder on the validity of linear elasticity, disordered systems were generated, based on the triangular lattice configuration: a random number, uniformly distributed in the range $`[\delta d,\delta d]`$, is added to the $`x`$ and $`y`$ coordinates of the particles. Particles whose distance is less than $`c_{\mathrm{max}}=1.1d`$ are connected by springs, with rest lengths equal to the particle separation in the initial configuration (ensuring an unstressed configuration), and spring constants uniformly distributed in the range $`[K\delta K,K+\delta K]`$. Note that this choice of $`c_{\mathrm{max}}`$ can decrease the coordination number, for some of the particles, to a value smaller than 6, for sufficiently large $`\delta d`$ (this kind of topological disorder can give rise to qualitatively different effects than positional disorder). To evaluate the extent to which disordered systems are described by the equations of linear elasticity, the following procedure is used. Three independent global strains $`ϵ_{\alpha \beta }^i;i=1,2,3`$ are applied, and the stress and strain fields are calculated at a given point. According to linear elasticity, these fields should be linearly related, though the elastic moduli may be position dependent. In a 2D system with central forces (as used here), there are, in general, 6 independent elastic moduli. Each deformation provides three linear equations for these moduli (however, it can be shown that two independent deformations are insufficient for determining them, and three deformations are required). The elastic moduli are determined using 6 of the 9 linear equations. The stress components which are not used in this procedure are then calculated using these elastic moduli, and their values are compared to those computed directly using Eq. (2.3). The root mean square of the differences between the stress components calculated by employing the measured moduli and their directly measured exact values (normalized by the norm of the exact values), $`\mathrm{\Delta }`$, is used as a measure of the extent to which the system is described by linear elasticity at a given position and for a given value of the coarse graining scale.

The stress and strain components at the center of a disordered system of size $`40d\times 40d`$, with $`\delta d=0.1d`$, $`\delta K=0.1K`$ and applied strain $`\mathit{ϵ}^1=\left(\begin{array}{cc}0.005& 0.0075\\ 0.0075& 0.01\end{array}\right)`$, are shown in Figs. 2,3, respectively, for different coarse graining scales. These fields are obviously inhomogeneous, hence the observed scale dependence (note that for coarse graining scales approaching the system size, the values of the strain components do approach their imposed global values, as expected).

Fig. 4 shows the deviations from elasticity, measured by $`\mathrm{\Delta }`$ as defined above, for the same disordered system. The deviation is quite large for small coarse graining scales, but it decreases to less than 1% for $`w>12d`$, indicating that linear elasticity holds reasonably well beyond this scale. Note that at this scale, the stress and strain are still scale dependent, or inhomogeneous, which implies that linear elasticity does hold locally inside the system, with elastic moduli which depend on position (and scale). The deviations from elasticity for a similar system with higher disorder (with $`\delta d=0.15d`$, $`\delta K=0.15K`$) is shown in Fig. 5. One may interpret the observed fluctuations as an indication that the scale required to obtain linear elasticity exceeds the size of the system, as even at scales close to this size there is no clear saturation to a linear elastic relation.

## 4 Concluding Remarks

It is important to note that the results presented in Sec. 3 have been obtained with boundary conditions chosen to obtain a homogeneous strain field. Indeed, in the case of a lattice, a uniform strain is obtained. Thus the inhomogeneity in the disordered case is not a result of the applied boundary conditions but of the disorder itself. When inhomogeneous boundary conditions are applied one expects an inhomogeneous strain field even in a homogeneous system. In this case one should observe deviations from linear elasticity on small scales or close to the boundary. The deviations from standard linear elasticity should be particularly prominent in small systems. This is indeed the case Goldenberg01  for an ordered (lattice configuration) slab of particles resting on a rigid support (“bottom”) with a point force applied to the center particle at the “top” (motivated by experiments on granular systems Clement ; Geng ). A comparison of the stress field obtained at the bottom of slabs of different heights (number of layers of particles) with corresponding continuum elastic solutions Goldenberg01  shows significant deviations, for a small number of layers. These deviations decrease as the size of the system increases, rendering continuum elasticity a good approximation for a sufficient number of layers \[$`𝒪(40)`$ in 2D, $`𝒪(60)`$ in 3D\]. For disordered systems, this effect is even more pronounced, as elasticity sets in on larger coarse graining scales (which should be compared to the size of the system). An additional factor which is expected to influence the crossover to linear elasticity is a possible inhomogeneous stress in the reference state, as observed in Wittmer01  (in the examples presented here, the reference state is unstressed). In Wittmer01 , a similar crossover has been observed for the vibrational modes of disordered systems, in which the strain is typically inhomogeneous. While not mentioned in Wittmer01 , their results appear to suggest that the crossover is obtained for larger system sizes as the frequency (wavelength) is increased, i.e., as the strain gradients are larger, consistently with the above arguments.

The above considerations, as well as the theoretical calculations described in Sec. 2, suggest that the general constitutive description of the systems considered here, even for small deformations, should involve a non-local relation between the stress and the strain field, a leading approximation thereof being provided by gradient elasticity. Larger deformations should obviously require nonlinear elasticity.

While in granular matter, the interactions among the grains are not harmonic, we believe that the above discussion may still be relevant for quasi-static deformation of granular materials. First, the interactions are often described by elastic contact models for which the force-displacement law, even when nonlinear, may be linearized around a reference state (though to conform with the nature of cohesionless grains, the springs should be “one-sided”, i.e., allow for compressive forces only). A deformation under which the contact network does not change should then still be described by linear elasticity on sufficiently large scales. As the interactions among the grains are only compressive, some contacts may break under a given applied boundary conditions, yielding a modified contact network. For small deformations, the changes in this network may be sufficiently small for the elastic moduli not to be affected. When this is not the case, incremental elasticity, whereby the elastic moduli are modified by the deformation, may still be appropriate for describing the deformation. Furthermore, when the boundary conditions result in tensile stress components in a given region, contacts may break there preferentially in specific directions Goldenberg01 ; Luding97 . A similar type of stress-induced anisotropy has been suggested in the context of plastic models for soil mechanics Oda . Another source of deviations from elasticity is granular friction. Note, however, that static friction is not dissipative, and it may actually prevent the breaking of contacts, extending the elastic range of frictional systems with respect to the (idealized) frictionless case. Once the limit of static friction is exceeded, friction is kinetic and dissipation does occur. In this case one expects plastic failure, which is clearly beyond the limits of validity of elastic theory.

As a final remark, force chains, which have been observed in both experiments ForceChainsExp  and simulations ForceChainsTheory  of granular materials, are also observed in elastic systems Wittmer01 ; Goldenberg01 . However, as shown in Goldenberg01 , force chains appear even in inhomogeneously strained lattices which are macroscopically isotropic, due to the inherent small-scale anisotropy of discrete systems. The corresponding stress field, even at small scales, does not exhibit similar structures in an isotropic system, i.e., force chains do not necessarily imply an inhomogeneous stress field.

###### Acknowledgements.

Support from the Israel Science Foundation, grants no. 39/98 and 53/01, is gratefully acknowledged.