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# Pseudo-potentials, nonlocal symmetries and integrability of some shallow water equations

## 1 Introduction

The goal of this work is to present an unified account of some integrability properties of three important shallow water models, the Korteweg–de Vries, Camassa–Holm and Hunter–Saxton equations. The main motivation behind this work comes from the papers : in  Beals, Sattinger and Szmigielski consider the scattering/inverse scattering analysis of these three equations from a unified perspective, and in  Khesin and Misiołek give an integrated account of their bi–hamiltonian formulations. In this article it is pointed out that the existence of zero curvature formulations, quadratic pseudo–potentials, modified versions, “Miura transformations”, and nonlocal symmetries for them, follow from some developments linking differential geometry of surfaces and integrability of nonlinear partial differential equations .

One reason why these observations may be of importance (besides the fact that they show the usefulness of the geometric approach to integrability mentioned above) is that the construction of nonlocal symmetries carried out in this paper can be considered as a geometric implementation of the “algebraic method” used by M. Leo, R.A. Leo, G. Soliani, and P. Tempesta  to find nonlocal symmetries of nonlinear equations.

Recall that if $`u_t=F`$ is a scalar partial differential evolution equation in two independent variables $`x`$ and $`t`$, a (generalized) symmetry of $`u_t=F`$ is a smooth function $`G`$ depending on $`x,t,u`$, and a finite number of derivatives of $`u`$ such that for any solution $`u(x,t)`$ of $`u_t=F`$, the deformed function $`u(x,t)+\tau G(x,t)`$ is also a solution to first order in $`\tau `$. At least at a formal level \[31, Chapter 5\] a generalized symmetry $`G`$ allows one to generate new solutions from old ones. If $`G`$ depends at most on $`x,t,u,u_x`$, one can indeed find a one–parameter group of transformations on the space of first order jets of the trivial bundle $`(x,t,u)(x,t)`$ which “sends solutions to solutions”, see .

It appears that A. Vinogradov and I. Krasil’shchik  were among the first to study nonlocal symmetries of evolution equations rigorously, and to point out some of their applications. By a nonlocal symmetry of $`u_t=F`$ one means (see Section 3 for a rigorous definition) a function $`G`$ which depends on $`x,t,u`$, a finite number of $`x`$–derivatives of $`u`$ and (for example) indefinite integrals of $`u`$, such that for any solution $`u(x,t)`$ of $`u_t=F`$, the function $`u(x,t)+\tau G(u(x,t))`$ is also a solution to first order in $`\tau `$. That these symmetries are both important and natural to consider has been increasingly acknowledged since Vinogradov and Krasil’shchik’s paper . A few highlights are the following:

In 1982, Kaptsov  solved the “recursion operator equation” $`R_t=[F_{},R]`$, in which $`F_{}`$ is the formal linearization of $`F`$ (see  and Section 3 below) and found that his solution $`R`$ induced sequences of nonlocal symmetries of $`u_t=F`$. In the late 1980’s, Bluman, Kumei and Reid  and Bluman and Kumei  used nonlocal symmetries to find linearizing transformations for nonlinear equations. In 1991 V.E. Adler  introduced Lie algebras of nonlocal symmetries associated to equations integrable by the scattering/inverse scattering method, generalizing the local construction of integrable hierarchies due to M. Adler , Reimann and Semenov–Tyan–Shanski , and others (see Faddeev and Takhtajan  for details and historical notes). Lastly, Galas , Leo et al. , and Schiff  have quite recently obtained nonlocal symmetries of some well–known integrable equations, found their flows, and used them to construct special solutions for the equations at hand.

An interesting characteristic of the papers by Galas, Leo et. al., and Schiff, , is that the non-localities appearing in their symmetries are more involved than simply indefinite integrals of smooth functions of $`x,t,u`$ and a finite number of derivatives of $`u`$. In their examples, the nonlocal symmetries depend on pseudo-potentials of the equations they consider. These symmetries were anticipated and studied by Krasil’shchik and Vinogradov in the 1980’s in the context of their theory of coverings of differential equations (see  and references therein) and several examples were given by Kiso  about that time. However, it appears that it is only in  that they have been used to find explicit solutions. It is then of interest to further study the work carried out in these three papers, and to show novel applications of the theory. This is what the geometric constructs of this article allow one to do:

The notion of a scalar equation describing pseudo-spherical surfaces (or “of pseudo-spherical type”) is introduced in Section 2. Equations in this class are of interest because they share with the sine–Gordon equation the property that their (suitably generic) solutions determine two–dimensional surfaces equipped with Riemannian metrics of constant Gaussian curvature $`1`$, and also because equations possessing this structure are naturally the integrability condition of $`sl(2,𝐑)`$–valued linear problem. Section 3 is on (local/nonlocal) symmetries and pseudo-potentials for equations describing pseudo-spherical surfaces. A short introduction to the theory of coverings is also included here: it appears in Subsection 3.2. From the point of view of this paper, the pseudo-potentials of the scalar equations considered in  determine geodesics of the pseudo-spherical structures described by the equations at hand, and the nonlocal symmetries $`G`$ for them are obtained by studying infinitesimal deformations $`uu+\tau u`$ of the dependent variable $`u`$ which preserve geodesics to first order in the deformation parameter $`\tau `$.

Section 4 contains the application of the work carried out in Sections 2 and 3 to the the Korteweg–de Vries , Camassa–Holm  and Hunter–Saxton  equations. Their zero curvature representations, quadratic pseudo-potentials, and modified versions are introduced, and then nonlocal symmetries of “pseudo-potential type” are constructed for them. Furthermore, it is shown that these symmetries can be integrated, and that consideration of their flows yields smooth local existence theorems for solutions. Examples of solutions are also included here.

Special cases of some of the results appearing in this paper have been announced in .

## 2 Equations of pseudo-spherical type

Equations of pseudo-spherical type were introduced by S.S. Chern and K. Tenenblat in 1986 , motivated by the fact that  generic solutions of equations integrable by the Ablowitz, Kaup, Newell and Segur (AKNS) inverse scattering scheme determine –whenever their associated linear problems are real– pseudo-spherical surfaces, that is, Riemannian surfaces of constant Gaussian curvature $`1`$.

Below and henceforth, partial derivatives $`{\displaystyle \frac{^{p+q}u}{x^pt^q}}`$ are denoted by $`u_{x^pt^q}`$.

###### Definition 1.

A scalar differential equation $`\mathrm{\Xi }(x,t,u,u_x,\mathrm{},u_{x^nt^m})=0`$ in two independent variables $`x,t`$ is of pseudo-spherical type (or, it describes pseudo-spherical surfaces) if there exist one-forms $`\omega ^i0`$, $`i=1,2,3`$,

$$\omega ^i=f_{i1}(x,t,u,\mathrm{},u_{x^rt^p})dx+f_{i2}(x,t,u,\mathrm{},u_{x^st^q})dt,$$
(1)
whose coefficients $`f_{ij}`$ are differential functions, such that the one–forms $`\overline{\omega }^i=\omega ^i(u(x,t))`$ satisfy the structure equations

$$d\overline{\omega }^1=\overline{\omega }^3\overline{\omega }^2,d\overline{\omega }^2=\overline{\omega }^1\overline{\omega }^3,d\overline{\omega }^3=\overline{\omega }^1\overline{\omega }^2,$$
(2)
whenever $`u=u(x,t)`$ is a solution to $`\mathrm{\Xi }=0`$.

Recall that a differential function is a smooth function depending on the independent variables $`x,t`$, the dependent variable $`u`$, and a finite number of derivatives of $`u`$, see . The trivial case when all the functions $`f_{ij}`$ depend only on $`x`$ and $`t`$ is excluded from the considerations below.

###### Example 1.

The equation

$$f_t+\frac{}{x}[g_x+fg]=0,$$
(3)
in which $`f`$ and $`g`$ are arbitrary differential functions, is of pseudo-spherical type with associated one–forms

$$\omega ^1=fdx+(g_x+fg)dt,\omega ^2=\lambda dx+\lambda gdt,\omega ^3=\lambda dx\lambda gdt.$$

The well–known Burgers equation $`u_t=u_{xx}+uu_x`$, is a special case of (3) with $`f=g=(1/2)u`$.

The expression “PSS equation” is sometimes used in this paper instead of “equation of pseudo-spherical type”. The geometric interpretation of Definition 1 is based on the following genericity notions ( and references therein):

###### Definition 2.

Let $`\mathrm{\Xi }=0`$ be a PSS equation with associated one–forms $`\omega ^i`$, $`i=1,2,3`$. A solution $`u(x,t)`$ of $`\mathrm{\Xi }=0`$ is $`I`$–generic if $`(\omega ^3\omega ^2)(u(x,t))0`$, $`II`$–generic if $`(\omega ^1\omega ^3)(u(x,t))0`$, and $`III`$–generic if $`(\omega ^1\omega ^2)(u(x,t))0`$.

###### Proposition 1.

Let $`\mathrm{\Xi }=0`$ be a PSS equation with associated one–forms $`\omega ^i`$.

(a) If $`u(x,t)`$ is a $`I`$–generic solution, $`\overline{\omega }^2`$ and $`\overline{\omega }^3`$ determine a Lorentzian metric of Gaussian curvature $`K=1`$ on the domain of $`u(x,t)`$, with metric connection one–form $`\overline{\omega }^1`$.

(b) If $`u(x,t)`$ is a $`II`$–generic solution, $`\overline{\omega }^1`$ and $`\overline{\omega }^3`$ determine a Lorentzian metric of Gaussian curvature $`K=1`$ on the domain of $`u(x,t)`$, with metric connection one–form $`\overline{\omega }^2`$.

(c) If $`u(x,t)`$ is a $`III`$–generic solution, $`\overline{\omega }^1`$ and $`\overline{\omega }^2`$ determine a Riemannian metric of Gaussian curvature $`K=1`$ on the domain of $`u(x,t)`$, with metric connection one–form $`\overline{\omega }^3`$.

Proposition 1 follows from the structure equations of a (pseudo) Riemannian manifold, which appear, for example, in . The notion of integrability introduced below is implicit in .

###### Definition 3.

An equation is geometrically integrable if it describes a non–trivial one–parameter family of pseudo-spherical surfaces.

###### Proposition 2.

A geometrically integrable equation $`\mathrm{\Xi }=0`$ with associated one–forms $`\omega ^i`$, $`i=1,2,3`$, is the integrability condition of a one–parameter family of $`sl(2,𝐑)`$–valued linear problems.

###### Proof.

The linear problem $`d\psi =\mathrm{\Omega }\psi `$, in which

$$\mathrm{\Omega }=Xdx+Tdt=\frac{1}{2}\left(\begin{array}{cc}\omega ^2\hfill & \hfill \omega ^1\omega ^3\\ \omega ^1+\omega ^3\hfill & \hfill \omega ^2\end{array}\right),$$
(4)
is integrable whenever $`u(x,t)`$ is a solution of $`\mathrm{\Xi }=0`$. ∎

An important idea in integrable systems  is that an equation $`\mathrm{\Xi }=0`$ is not just the integrability condition of a linear problem $`\psi _x=X\psi `$, $`\psi _t=T\psi `$, but that the zero curvature equation $`X_tT_x+[X,T]=0`$ is equivalent to $`\mathrm{\Xi }=0`$. It is a crucial problem to formalize this remark within the context of PSS equations. For evolutionary equations $`u_t=F(x,t,u,\mathrm{},u_{x^n})`$ one proceeds thus :

Consider the differential ideal $`I_F`$ generated by the two–forms

$$dudx+F(x,t,u,\mathrm{},u_{x^n})dxdt,du_{x^l}dtu_{x^{l+1}}dxdt,\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}1}ln1,$$

on a manifold $`J`$ with coordinates $`x,t,u,u_x,\mathrm{},u_{x^n}`$.

###### Definition 4.

An evolution equation $`u_t=F(x,t,u,\mathrm{},u_{x^n})`$ is strictly pseudo-spherical if there exist one–forms $`\omega ^i=f_{i1}dx+f_{i2}dt`$, $`i=1,2,3`$, whose coefficients $`f_{ij}`$ are smooth functions on $`J`$, such that the two–forms

$$\mathrm{\Omega }_1=d\omega ^1\omega ^3\omega ^2,\mathrm{\Omega }_2=d\omega ^2\omega ^1\omega ^3,\mathrm{\Omega }_3=d\omega ^3\omega ^1\omega ^2,$$
(5)
generate $`I_F`$.

Local solutions of $`u_t=F`$ correspond to integral submanifolds of the exterior differential system $`\{I_F,dxdt\}`$. Thus, is $`u_t=F`$ is strictly pseudo-spherical, it is necessary and sufficient for the structure equations $`\mathrm{\Omega }_\alpha =0`$ to hold. The following lemma  is used in Section 3 below.

###### Lemma 1.

Necessary and sufficient conditions for an $`n^{\mathrm{th}}`$ order equation $`u_t=F`$ to be strictly pseudo-spherical are the conjunction of:

(a) The functions $`f_{ij}`$ satisfy $`f_{i1,u_{x^a}}=0`$, $`a1`$; $`f_{i2,u_{x^n}}=0`$, $`i=1,2,3`$; and

$$f_{11,u}^2+f_{21,u}^2+f_{31,u}^20,$$
(6)
(b) $`F`$ and $`f_{ij}`$ satisfy the identities

$$f_{i1,u}F+\underset{p=0}{\overset{n1}{}}u_{x^{p+1}}f_{i2,u_{x^p}}+f_{j1}f_{k2}f_{k1}f_{j2}+f_{i2,x}f_{i1,t}=0,$$
(7)
in which $`(i,j,k)\{(1,2,3),(2,3,1),(3,2,1)\}`$.

## 3 Symmetries and pseudo-potentials for PSS equations

### 3.1 Pseudo-potentials

The following geometrical result appears in :

###### Proposition 3.

Given an orthogonal coframe $`\{\overline{\omega }^1,\overline{\omega }^2\}`$ and corresponding metric connection one-form $`\overline{\omega }^3`$ on a Riemannian surface $`M`$ with metric $`\overline{\omega }^1\overline{\omega }^1+\overline{\omega }^2\overline{\omega }^2`$, there exists a new orthogonal coframe $`\{\overline{\theta }^1,\overline{\theta }^2\}`$ and new metric connection one-form $`\overline{\theta }^3`$ on $`M`$ satisfying

$$d\overline{\theta }^1=0,d\overline{\theta }^2=\overline{\theta }^2\overline{\theta }^1,\text{ and }\overline{\theta }^3+\overline{\theta }^2=0,$$
(8)
if and only if the surface $`M`$ is pseudo-spherical.

###### Proof.

Assume that the local orthonormal frames dual to the coframes $`\{\overline{\omega }^1,\overline{\omega }^2\}`$ and $`\{\overline{\theta }^1,\overline{\theta }^2\}`$ possess the same orientation. The one–forms $`\overline{\omega }^\alpha `$ and $`\overline{\theta }^\alpha `$ are then connected by means of

$$\overline{\theta }^1=\overline{\omega }^1\mathrm{cos}\rho +\overline{\omega }^2\mathrm{sin}\rho ,\overline{\theta }^2=\overline{\omega }^1\mathrm{sin}\rho +\overline{\omega }^2\mathrm{cos}\rho ,\overline{\theta }^3=\overline{\omega }^3+d\rho .$$
(9)
It follows that one–forms $`\overline{\theta }^1,\overline{\theta }^2,\overline{\theta }^3`$ satisfying (8) exist if and only if the Pfaffian system

$$\overline{\omega }^3+d\rho \overline{\omega }^1\mathrm{sin}\rho +\overline{\omega }^2\mathrm{cos}\rho =0$$
(10)
on the space of coordinates $`(x,t,\rho )`$ is completely integrable for $`\rho (x,t)`$, and it is easy to see that this happens if and only if $`M`$ is pseudo-spherical. ∎

Equations (8) and (10) determine geodesic coordinates on $`M`$ . If an equation $`\mathrm{\Xi }=0`$ describes pseudo-spherical surfaces with associated one-forms $`\omega ^i=f_{i1}dx+f_{i2}dt`$, Equations (8) and (10) imply that the Pfaffian system

$$\omega ^3(u(x,t))+d\rho \omega ^1(u(x,t))\mathrm{sin}\rho +\omega ^2(u(x,t))\mathrm{cos}\rho =0$$
(11)
is completely integrable for $`\rho (x,t)`$ whenever $`u(x,t)`$ is a local solution of $`\mathrm{\Xi }=0`$.

###### Remark 1.

Equations (8) and (9) imply that for each solution $`u(x,t)`$ and corresponding solution $`\rho (x,t)`$ of (11), the one-form

$$\theta ^1(u(x,t))=\omega ^1(u(x,t))\mathrm{cos}\rho +\omega ^2(u(x,t))\mathrm{sin}\rho $$
(12)
is closed. Since one–forms which are closed on solutions of $`\mathrm{\Xi }=0`$ determine conservation laws  it follows that if the functions $`f_{ij}`$ (and therefore $`\rho (x,t)`$ and $`\theta ^1`$) can be expanded as power series in a parameter $`\lambda `$, the PSS equation $`\mathrm{\Xi }=0`$ will possess, in principle, an infinite number of conservation laws, which may well be nonlocal. The reader is referred to  for further discussions.

###### Lemma 2.

Let $`\mathrm{\Xi }=0`$ be a PSS equation with associated one–forms $`\omega ^i`$. Under the changes of variables $`\mathrm{\Gamma }=\mathrm{tan}(\rho /2)`$ and $`\widehat{\mathrm{\Gamma }}=\mathrm{cot}(\rho /2)`$, the Pfaffian system $`(\text{11})`$ and the one–form $`(\text{12})`$ become, respectively,

$`2d\mathrm{\Gamma }`$ $`=`$ $`(\overline{\omega }^3+\overline{\omega }^2)2\mathrm{\Gamma }\overline{\omega }^1+\mathrm{\Gamma }^2(\overline{\omega }^3\overline{\omega }^2),`$ (13)
$`\mathrm{\Theta }`$ $`=`$ $`\overline{\omega }^1\mathrm{\Gamma }(\overline{\omega }^3\overline{\omega }^2),\text{ }(\text{up to an exact differential form})`$ (14)
and
$`2d\widehat{\mathrm{\Gamma }}`$ $`=`$ $`(\overline{\omega }^3\overline{\omega }^2)2\widehat{\mathrm{\Gamma }}\overline{\omega }^1+\widehat{\mathrm{\Gamma }}^2(\overline{\omega }^3+\overline{\omega }^2),`$ (15)
$`\widehat{\mathrm{\Theta }}`$ $`=`$ $`\overline{\omega }^1+\widehat{\mathrm{\Gamma }}(\overline{\omega }^3+\overline{\omega }^2),\text{ }(\text{up to an exact differential form}),`$ (16)
in which $`\overline{\omega }^i=\omega ^i(u(x,t))`$, $`i=1,2,3`$.

Pseudo–potentials are defined as a generalization of conservation laws:

###### Definition 5.

A real–valued function $`\mathrm{\Gamma }`$ is a pseudo–potential of a differential equation $`\mathrm{\Xi }(x,t,u,\mathrm{},u_{x^mt^n})=0`$ if there exist smooth functions $`f,g`$ depending on $`\mathrm{\Gamma }`$, $`x,t,u`$, and a finite number of derivatives of $`u`$, such that the one–form

$$\mathrm{\Omega }_\mathrm{\Gamma }=d\mathrm{\Gamma }(fdx+gdt)$$

satisfies

$$d\mathrm{\Omega }_\mathrm{\Gamma }=0\text{ mod }\mathrm{\Omega }_\mathrm{\Gamma }$$

whenever $`u(x,t)`$ is a solution to $`\mathrm{\Xi }=0`$.

One says that the one–form $`\mathrm{\Omega }_\mathrm{\Gamma }`$ is associated to the pseudo–potential $`\mathrm{\Gamma }`$. Note that if the functions $`f,g`$ appearing in the definition do not depend on $`\mathrm{\Gamma }`$, $`\mathrm{\Omega }_\mathrm{\Gamma }`$ is a bona fide conservation law of the equation $`\mathrm{\Xi }=0`$.

Pseudo–potentials were introduced by Wahlquist and Eastbrook . They can be understood geometrically in the framework of covering theory, see  and references therein. Quadratic pseudo–potentials, that is, pseudo-potentials $`\mathrm{\Gamma }`$ such that the functions $`f,g`$ appearing in the associated one–form $`\mathrm{\Omega }_\mathrm{\Gamma }`$ are quadratic polynomials in $`\mathrm{\Gamma }`$, possess a very appealing geometrical interpretation within the framework of PSS equations.

###### Proposition 4.

A differential equation $`\mathrm{\Xi }=0`$ is of pseudo-spherical type if and only if it admits a quadratic pseudo–potential.

###### Proof.

Equations (13) and (15) say that $`\mathrm{\Gamma }`$ and $`\widehat{\mathrm{\Gamma }}`$ are pseudo–potentials of Riccati type for the PSS equation $`\mathrm{\Xi }=0`$. On the other hand, if $`\mathrm{\Xi }=0`$ admits a pseudo–potential $`\mathrm{\Gamma }`$ with associated one–form $`\mathrm{\Omega }_\mathrm{\Gamma }=d\mathrm{\Gamma }(fdx+gdt)`$, in which $`f=a+b\mathrm{\Gamma }+c\mathrm{\Gamma }^2`$ and $`g=a^{}+b^{}\mathrm{\Gamma }+c^{}\mathrm{\Gamma }^2`$, the system

$$\mathrm{\Gamma }_x=a+b\mathrm{\Gamma }+c\mathrm{\Gamma }^2,\mathrm{\Gamma }_t=a^{}+b^{}\mathrm{\Gamma }+c^{}\mathrm{\Gamma }^2,$$
(17)
is completely integrable on solutions of $`\mathrm{\Xi }=0`$, and therefore the equations

$$a_t+ba^{}=a_x^{}+b^{}a,b_t+2ca^{}=b_x^{}+2c^{}a,c_t+cb^{}=c_x^{}+c^{}b$$

are satisfied on solutions of $`\mathrm{\Xi }=0`$. It follows that $`\mathrm{\Xi }=0`$ is a PSS equation with associated one–forms $`\omega ^i`$, $`i=1,2,3`$, given by

$$\omega ^1=bdx+b^{}dt,\omega ^2=(a+c)dx+(a^{}+c^{})dt,\omega ^3=(a+c)dx(a^{}+c^{})dt.$$
(18)
The quadratic pseudo-potential (13) induced by the one–forms (18) is, of course, (17), and therefore if a differential equation $`\mathrm{\Xi }=0`$ admits a quadratic pseudo–potential $`\mathrm{\Gamma }`$, the function $`\mathrm{\Gamma }`$ determines the geodesics of the pseudo–spherical structures described by $`\mathrm{\Xi }=0`$.

### 3.2 Symmetries

As stated in Section 1, a differential function $`G`$ is a generalized symmetry of $`u_t=F`$ if and only if $`u(x,t)+\tau G(u(x,t))`$ is –to first order in $`\tau `$– a solution of $`u_t=F`$ whenever $`u(x,t)`$ is a solution of $`u_t=F`$. In other words, $`G`$ is a generalized symmetry of $`u_t=F`$ if and only if the equation $`D_tG=F_{}G`$, in which $`F_{}`$ denotes the formal linearization of $`F`$,

$$F_{}=\underset{i=0}{\overset{k}{}}\frac{F}{u_{x^i}}D_x^i,$$
(19)
and $`D_x`$, $`D_t`$ are the total derivative operators with respect to $`x`$ and $`t`$ respectively , holds identically once all the derivatives with respect to $`t`$ appearing in it have been replaced by means of $`u_t=F`$. This definition extends straightforwardly to (systems of) equations not necessarily of evolutionary type, see .

Now, let $`u_t=F`$ be an $`n^{\mathrm{th}}`$ order strictly pseudo-spherical evolution equation with associated one–forms $`\omega ^i`$. Let $`u(x,t)`$ be a local solution of $`u_t=F`$, and set $`\overline{G}=G(u(x,t))`$, in which $`G`$ is a differential function. Expand $`\omega ^i(u(x,t)+\overline{G})`$ about $`\tau =0`$, thereby obtaining an infinitesimal deformation $`\overline{\omega }^i+\tau \overline{\mathrm{\Lambda }}_i`$, $`\overline{\mathrm{\Lambda }}_i=\overline{g}_{i1}dx+\overline{g}_{i2}dt`$, of the one–forms $`\overline{\omega }^i=\omega ^i(u(x,t))`$. Lemma 1 implies that $`\overline{g}_{i1}=f_{i1,u}(u(x,t))\overline{G}`$ and $`\overline{g}_{i2}=_{p=0}^{n1}f_{i2,u_{x^p}}(u(x,t))(^p\overline{G}/x^p)`$, $`i=1,2,3`$. One then has :

###### Theorem 1.

Suppose that $`u_t=F(x,t,u,\mathrm{}u_{x^n})`$ is strictly pseudo-spherical with associated one-forms $`\omega ^i=f_{i1}dx+f_{i2}dt`$, $`i=1,2,3`$, and let $`G`$ be a differential function. The deformed one–forms $`\overline{\omega }^i+\tau \overline{\mathrm{\Lambda }}_i`$ satisfy the structure equations of a pseudo-spherical surface up to terms of order $`\tau ^2`$ if and only if $`G`$ is a generalized symmetry of $`u_t=F`$.

Thus, generalized symmetries of strictly pseudo-spherical equations $`u_t=F`$ are identified with infinitesimal deformations of the pseudo-spherical structures determined by $`u_t=F`$ which preserve Gaussian curvature to first order in the deformation parameter. Theorem 1 has been used in  to show the existence of (generalized, nonlocal) symmetries of strictly PSS equations of evolutionary type.

The symmetry concept is now extended to encompass nonlocal data . In order to do this, one needs some notions from the geometric theory of differential equations :

Let $`E`$ be a trivial bundle given locally by $`(x,t,u)(x,t)`$, and let $`J^{\mathrm{}}E`$ be the corresponding infinite jet bundle of $`E`$. Then,

(a) A scalar differential equation $`\mathrm{\Xi }=0`$ in two independent variables $`x,t`$ is identified with a sub–bundle $`S^{\mathrm{}}`$ of $`J^{\mathrm{}}E`$ called the equation manifold of $`\mathrm{\Xi }=0`$.

(b) The fiber bundles $`S^{\mathrm{}}`$ and $`J^{\mathrm{}}E`$ come equipped with flat connections —the Cartan connections of $`S^{\mathrm{}}`$ and $`J^{\mathrm{}}E`$— which agree on $`S^{\mathrm{}}`$.

(c) The horizontal vector fields of these connections are (locally) linear combinations of the total derivatives $`D_x`$ and $`D_t`$.

###### Definition 6.

Let $`\mathrm{\Xi }=0`$ be a differential equation with equation manifold $`S^{\mathrm{}}`$, and let $`\pi :\overline{S}S^{\mathrm{}}`$ be a fiber bundle over $`S^{\mathrm{}}`$. The bundle $`\pi `$ determines a covering structure (or, $`\overline{S}`$ is a covering of $`S^{\mathrm{}}`$) if and only if

(a) There exists a flat connection $`\overline{C}`$ on the bundle $`\pi _M^{\mathrm{}}\pi :\overline{S}M`$, and

(b) The connection $`\overline{C}`$ agrees with the Cartan connection $`C`$ on $`S^{\mathrm{}}`$, that is, for any vector field $`X`$ on $`M`$, $`\pi _{}(\overline{X})=pr^{\mathrm{}}(X)`$, in which the vector field $`\overline{X}`$ on $`\overline{S}`$ is the horizontal lift of $`X`$ induced by $`\overline{C}`$, and $`pr^{\mathrm{}}(X)`$ is the horizontal lift of the vector field $`X`$ with respect to the Cartan connection of $`S^{\mathrm{}}`$.

Fiber bundles over equations manifolds $`S^{\mathrm{}}`$ are rigorously defined in . Consider local coordinates $`(x,t,u,\mathrm{},w^1,\mathrm{},w^N)`$, $`1N\mathrm{}`$, on a covering $`\pi :\overline{S}S^{\mathrm{}}`$ of $`S^{\mathrm{}}`$ such that $`(x,t,u,\mathrm{})`$ are canonical coordinates on $`S^{\mathrm{}}`$ and $`(w^1,\mathrm{},w^N)`$ are fiber coordinates on $`\overline{S}`$, and let $`D_x`$ and $`D_t`$ be the total derivative operators on $`S^{\mathrm{}}`$. Definition 6 implies that the covering $`\overline{S}`$ is determined locally by the data $`(\overline{S},\overline{D}_x,\overline{D}_t,\pi )`$, in which $`\overline{D}_x`$, $`\overline{D}_t`$ are differential operators on $`\overline{S}`$ satisfying:

(a) $`\overline{D}_x`$, $`\overline{D}_t`$ are of the form

$$\overline{D}_x=D_x+X_1\text{ and }\overline{D}_t=D_t+X_2,$$
(20)
in which $`X_i`$, $`i=1,2`$, are vertical vector fields on $`\overline{S}`$, $`X_i=_{\beta =1}^NX_i^\beta /w^\beta `$, and

(b) $`\overline{D}_x`$ and $`\overline{D}_t`$ satisfy the integrability condition

$$[\overline{D}_x,\overline{D}_t]:=D_x(X_2)D_t(X_1)+[X_1,X_2]=0.$$
(21)
The operators $`\overline{D}_x`$ and $`\overline{D}_t`$ are the total derivative operators on $`\overline{S}`$. As in the case of total derivatives on equation manifolds, $`\overline{D}_x`$ and $`\overline{D}_t`$ span the horizontal distribution of $`\overline{S}`$. The fiber coordinates $`w^i`$, $`1iN`$, are called nonlocal variables with respect to $`S^{\mathrm{}}`$, and $`N`$ is the dimension of the covering $`\pi :\overline{S}S^{\mathrm{}}`$.

###### Example 2.

Assume that the one–form $`\kappa =fdx+gdt`$, in which $`f`$ and $`g`$ are differential functions, satisfies $`D_tf=D_xg`$ on solutions of $`u_t=F`$. Then, $`\kappa `$ determines a one–dimensional covering $`(\overline{S},\overline{D}_x,\overline{D}_t,\pi )`$ of $`u_t=F`$: $`\overline{S}`$ is locally defined by $`\overline{S}=\{(x,t,u,\mathrm{},u_{x^m},\mathrm{},w)\}`$, where $`(x,t,u,u_x,\mathrm{})`$ are coordinates on the equation manifold $`S^{\mathrm{}}`$ of $`u_t=F`$, and

$$\overline{D}_x=D_x+f\frac{}{w},\overline{D}_t=D_t+g\frac{}{w}.$$
(22)
It is trivial to check that $`D_tf=D_xg`$ implies that the integrability condition (21) for $`\overline{D}_x`$ and $`\overline{D}_t`$ holds.

###### Example 3.

Let $`S^{\mathrm{}}`$ be the equation manifold of the “trivial” equation, that is, $`S^{\mathrm{}}=J^{\mathrm{}}E`$. Set $`u_{k_1,k_2}=D_x^{k_1}D_t^{k_2}u`$, where $`k_1,k_2𝐙`$, and $`u_{0,0}=u`$. Introduce the manifold $`\overline{S}`$ locally by $`\overline{S}=\{(x,t,,u,\mathrm{},u_{k_1,k_2},\mathrm{})\}`$ and define the projection map $`\pi :\overline{S}S^{\mathrm{}}`$ in an obvious way. For any pair $`(k_1,k_2)𝐙^2`$, let $`\pi _{k_1,k_2}`$ be the function

$$\pi _{k_1,k_2}=\{\begin{array}{ccc}\frac{x^{k_1}t^{k_2}}{(k_1)(k_2)}& & k_1,k_20,\\ 0& & \text{otherwise}.\end{array}$$

The ghost vector fields $`\gamma _{k_1,k_2}`$, where $`(k_1,k_2)𝐙^2`$, are defined by the rules

$$\gamma _{k_1,k_2}(u_{m,n})=\pi _{k_1+m,k_2+n},\gamma _{k_1,k_2}(x^it^j)=0.$$

Ghost vector fields have been quite recently introduced by Olver, Sanders, and Wang , as a way to extend the Lie bracket of evolutionary vector fields to the nonlocal domain. Now set $`X_1=\gamma _{k,0}`$, and $`X_2=\gamma _{0,k}`$. Then, $`(\overline{S},\overline{D}_x,\overline{D}_t,\pi )`$ in which $`\overline{D}_x=D_x+X_1`$ and $`\overline{D}_t=D_t+X_2`$, is an infinite dimensional covering of $`S^{\mathrm{}}`$. That the integrability condition (21) holds, follows from the fact that ghost vector fields commute with each other, see .

Nonlocal symmetries are defined thus:

###### Definition 7.

Let $`(\overline{S},\overline{D}_x,\overline{D}_t,\pi )`$ be an $`N`$–dimensional covering of the $`n^{\mathrm{th}}`$ order equation $`u_t=F`$ equipped with coordinates $`(x,t,u,u_x,\mathrm{},w^\beta )`$, $`1\beta N`$, and assume that $`\overline{D}_x`$ and $`\overline{D}_t`$ are given by

$$\overline{D}_x=D_x+\underset{\beta =1}{\overset{N}{}}X_1^\beta \frac{}{w^\beta }\text{ and }\overline{D}_t=D_t+\underset{\beta =1}{\overset{N}{}}X_2^\beta \frac{}{w^\beta }.$$
(23)
A nonlocal symmetry of type $`\pi `$ of $`u_t=F`$ is a vector field $`\overline{D}_\tau `$ of the form

$$\overline{D}_\tau =\underset{i=0}{\overset{\mathrm{}}{}}\overline{D}_x^i(G)\frac{}{u_{x^i}}+\underset{\beta }{}I_\beta \frac{}{w^\beta },$$
(24)
in which $`G`$ and $`I_\beta `$, $`1\beta N`$, are smooth functions on $`\overline{S}`$, such that the following equations hold:

$$\overline{D}_tG=\underset{i=0}{\overset{n}{}}\frac{F}{u_{x^i}}\overline{D}_x^i(G),\overline{D}_x(I_\beta )=\overline{D}_\tau (X_1^\beta ),\overline{D}_t(I_\beta )=\overline{D}_\tau (X_2^\beta ).$$
(25)
More generally, if $`\mathrm{\Xi }=0`$ is a scalar differential equation in two independent variables $`x,t`$, not necessarily of evolutionary type, a nonlocal symmetry of type $`\pi `$ of $`\mathrm{\Xi }=0`$ is a vector field

$$\overline{D}_\tau =\overline{D}_x^i\overline{D}_t^j(G)\frac{}{u_{x^it^j}}+\underset{\beta }{}I_\beta \frac{}{w^\beta },$$
(26)
where $`u_{x^it^j}`$ denote intrinsic coordinates on the equation manifold of $`\mathrm{\Xi }=0`$, such that

$$\overline{\mathrm{\Xi }}_{}(G)=0,\overline{D}_x(I_\beta )=\overline{D}_\tau (X_1^\beta ),\overline{D}_t(I_\beta )=\overline{D}_\tau (X_2^\beta ),$$
(27)
in which $`\overline{\mathrm{\Xi }}_{}`$ is the lift of the formal linearization of $`\mathrm{\Xi }`$ to the covering $`\pi `$,

$$\overline{\mathrm{\Xi }}_{}=\frac{\mathrm{\Xi }}{u_{x^it^j}}\overline{D}_x^i\overline{D}_t^j.$$
(28)
This definition can be adapted straightforwardly to systems of equations , and this extension will be used in what follows without further ado.

Note that the first equations of (25) and (27) depend only on $`G`$ and the equation at hand. The vector field $`G/u`$, or, in the case of an evolution equation

$$\underset{i=0}{\overset{\mathrm{}}{}}\overline{D}_x^i(G)\frac{}{u_{x^i}},$$
(29)
can be interpreted as a vector field on $`\overline{S}`$ along $`S^{\mathrm{}}`$. This vector field, or simply $`G`$, is called the shadow of the nonlocal symmetry $`\overline{D}_\tau `$. In general, vector fields on $`\overline{S}`$ along $`S^{\mathrm{}}`$ which satisfy the first equation of (25) are called $`\pi `$–shadows. An important question is whether one can extend $`\pi `$–shadows to bona fide nonlocal symmetries. General theorems along these lines have been proven by Nina Khor’kova in 1988, see , and by Kiso . An example of such an extension appears in Subsection 4.3 below.

Now one would like to characterize nonlocal symmetries of strictly pseudo-spherical evolution equations. Let $`u_t=F`$ be an $`n^{\mathrm{th}}`$ order strictly pseudo-spherical equation with associated one–forms $`\omega ^i`$, $`i=1,2,3`$, and equation manifold $`S^{\mathrm{}}`$, and consider a covering $`(\overline{S},\overline{D}_x,\overline{D}_t,\pi )`$ of $`S^{\mathrm{}}`$. One first extends the “horizontal” exterior derivative operator from $`S^{\mathrm{}}`$ to $`\overline{S}`$ thus :

If $`\omega =a_{i_1\mathrm{}i_k}dx_{i_1}\mathrm{}dx_{i_k}`$ is an horizontal differential form on $`\overline{S}`$, in which $`x_1=x`$, $`x_2=t`$, then

$$\overline{d}_H\omega =\left(\overline{D}_xa_{i_1\mathrm{}i_k}dx+\overline{D}_ta_{i_1\mathrm{}i_k}dt\right)dx_{i_1}\mathrm{}dx_{i_k}.$$

Next, let $`G`$ be a function on $`\overline{S}`$. In analogy with the generalized symmetry case, one studies the one–forms $`\omega ^i+\tau \mathrm{\Lambda }_i`$ on $`\overline{S}`$, in which $`\mathrm{\Lambda }_i=g_{i1}dx+g_{i2}dt`$ and

$$g_{i1}=f_{i1,u}G,\text{ and }g_{i2}=\underset{k=0}{\overset{n1}{}}f_{i2,u_{x^k}}\overline{D}_x^kG,i=1,2,3.$$
(30)
###### Theorem 2.

Let $`u_t=F(x,t,u,\mathrm{}u_{x^n})`$ be strictly pseudo-spherical with associated one-forms $`\omega ^i=f_{i1}dx+f_{i2}dt`$, $`i=1,2,3`$. Let $`G`$ be a smooth function on a covering $`(\overline{S},\overline{D}_x,\overline{D}_t,\pi )`$ of the equation manifold $`S^{\mathrm{}}`$, and consider the deformed one–forms $`\omega ^\alpha +\tau \mathrm{\Lambda }_\alpha `$ defined above. They satisfy the structure equations

$$\overline{d}_H\sigma ^1=\sigma ^3\sigma ^2,\overline{d}_H\sigma ^2=\sigma ^1\sigma ^3,\overline{d}_H\sigma ^3=\sigma ^1\sigma ^2,$$
(31)
up to terms of order $`\tau ^2`$ if and only if $`G`$ is a $`\pi `$–shadow of the equation $`u_t=F`$.

###### Proof.

The one–forms $`\omega ^\alpha +\tau \mathrm{\Lambda }_\alpha `$ satisfy (31) up to terms of order $`\tau ^2`$ if and only if

$`\overline{D}_tg_{11}+\overline{D}_xg_{12}`$ $`=`$ $`f_{31}g_{22}f_{32}g_{21}+f_{22}g_{31}f_{21}g_{32},`$ (32)
$`\overline{D}_tg_{21}+\overline{D}_xg_{22}`$ $`=`$ $`f_{11}g_{32}f_{12}g_{31}+f_{32}g_{11}f_{31}g_{12},\text{ and}`$ (33)
$`\overline{D}_tg_{31}+\overline{D}_xg_{32}`$ $`=`$ $`f_{11}g_{22}f_{12}g_{21}+f_{22}g_{11}f_{21}g_{12}.`$ (34)
Since $`u_t=F`$ is strictly pseudo-spherical, Equations (7) of Lemma 1 are identities. Take Lie derivatives with respect to the vector field $`L_\tau `$ defined in (29), and substitute into (32)–(34). One finds that these equations are satisfied if and only if

$$f_{\alpha 1,u}\overline{D}_t(G)+f_{\alpha 1,u}\underset{i=0}{\overset{n}{}}\frac{\overline{F}}{u_{x^i}}\overline{D}_x^i(G)=0,i=1,2,3.$$
(35)
Since the constraint (6) holds, one concludes that Equations (32)–(34) are satisfied if and only if $`G`$ is a$`\pi `$–shadow of the equation $`u_t=F`$. ∎

Theorem 2 appeared for the first time in ; it is included here for ease of reference.

## 4 Shallow water equations

In this section the equations due to Korteweg and de Vries ,

$$u_t=u_{xxx}+6uu_x,$$
(36)
Camassa and Holm ,

$$m=u_{xx}u,m_t=m_xu2mu_x,$$
(37)
and Hunter and Saxton ,

$$m=u_{xx},m_t=m_xu2mu_x,$$
(38)
are studied taking advantage of the fact that they are members of a two–parameters family of equations of pseudo-spherical type.

Of course, the KdV equation has been subject of an impressive body of research since , and in fact, Peter Olver has pointed out that (36) was derived already in the 1870’s by Boussinesq, who also found its first three conservation laws, and its one-soliton and periodic traveling wave solutions, see .

With respect to the integrability properties of the important Camassa–Holm  and Hunter–Saxton equations  the following (at least) is already known: their analysis by scattering/inverse scattering have been carried out (Beals, Sattinger and Szmigielski ), their bi-hamiltonian character has been discussed (Camassa and Holm , Hunter and Zheng ) and moreover, it has been proven that the Korteweg–de Vries, Camassa–Holm and Hunter–Saxton equations exhaust, in a precise sense, the bi-hamiltonian equations which can be modeled as geodesic flows on homogeneous spaces related to the Virasoro group (Khesin and Misiołek ).

### 4.1 Pseudo-spherical structures

That the KdV equation describes pseudo-spherical surfaces was observed by Sasaki  and also by Chern and Tenenblat, who obtained this result from some general classification theorems proven by them in .

###### Example 4.

The KdV equation $`u_t=u_{xxx}+6uu_x`$ describes pseudo-spherical surfaces  with associated one–forms $`\omega ^i=f_{i1}dx+f_{i2}dt`$, in which

$`\omega ^1`$ $`=`$ $`(1u)dx+(u_{xx}+\lambda u_x\lambda ^2u2u^2+\lambda ^2+2u)dt`$ (39)
$`\omega ^2`$ $`=`$ $`\lambda dx+(\lambda ^3+2\lambda u2u_x)dt`$ (40)
$`\omega ^3`$ $`=`$ $`(1u)dx+(u_{xx}+\lambda u_x\lambda ^2u2u^2\lambda ^22u)dt,`$ (41)
and $`\lambda `$ is an arbitrary parameter.

The analysis carried out in Section 3 allows one to obtain the standard quadratic pseudo-potential for KdV:

###### Example 5.

Consider the KdV equation $`u_t=u_{xxx}+6uu_x`$, and the associated one–forms $`\omega ^i`$ given by (39)–(41). Rotate the coframe $`\{\omega ^1,\omega ^2\}`$ determined by (39)–(41) in $`\pi /2`$, and change $`\mathrm{\Gamma }`$ for $`\mathrm{\Gamma }`$. One can then write the Pfaffian system (13) as

$$\text{(a)}\mathrm{\Gamma }_x=u\lambda \mathrm{\Gamma }\mathrm{\Gamma }^2,\text{(b)}\mathrm{\Gamma }_t=(\mathrm{\Gamma }_{xx}3\mathrm{\Gamma }^2\lambda 2\mathrm{\Gamma }^3)_x.$$

Since the KdV equation is strictly pseudo-spherical, $`u(x,t)`$ as determined by (a) solves KdV if $`\mathrm{\Gamma }(x,t)`$ solves (b). One has thus recovered the Miura transformation and the modified KdV equation from geometrical considerations.

Henceforth $`ϵ`$ will denote a real parameter which equals 1 for CH and 0 for HS. Theorem 3 below first appeared in . It is reproduced here since its proof will be used momentarily.

###### Theorem 3.

The Camassa-Holm and Hunter–Saxton equations, $`(\text{37})`$ and $`(\text{38})`$ respectively, describe pseudo-spherical surfaces.

###### Proof.

Consider one–forms $`\omega ^i`$, $`i=1,2,3`$, given by

$`\omega ^1`$ $`=`$ $`\left(m\beta +ϵ\alpha ^2(\beta 1)\right)dx`$ (42)
$`+\left(u_x\beta \alpha ^1\beta \alpha ^2um1+u\beta +u_x\alpha ^1+\alpha ^2\right)dt,`$
$`\omega ^2`$ $`=`$ $`\alpha dx+\left(\beta \alpha ^1\alpha u+\alpha ^1+u_x\right)dt,`$ (43)
$`\omega ^3`$ $`=`$ $`\left(m+1\right)dx+\left(ϵu\alpha ^2(\beta 1)um+\alpha ^2+{\displaystyle \frac{u_x}{\alpha }}u{\displaystyle \frac{\beta }{\alpha ^2}}{\displaystyle \frac{u_x\beta }{\alpha }}\right)dt,`$ (44)
in which $`m=u_{xx}u`$ and the parameters $`\alpha `$ and $`\beta `$ are constrained by the relation

$$\alpha ^2+\beta ^21=ϵ\left[\frac{\beta 1}{\alpha }\right]^2.$$
(45)
It is not hard to check that the structure equations (2) are satisfied whenever the equation

$$2u_xu_{xx}+3u_xϵuuu_{xxx}+ϵu_tu_{xxt}=0$$
(46)
holds, and Equation (46) becomes the Camassa–Holm equation (37) if $`m=u_{xx}u`$ and $`ϵ=1`$, and the Hunter–Saxton equation (38) if $`m=u_{xx}`$ and $`ϵ=0`$. ∎

In order to include the KdV equation into the picture, one applies the Galilei transformation $`𝒯:(X,T,U)(x,t,u)`$ given by

$`x`$ $`=`$ $`{\displaystyle \frac{X}{\nu }}+{\displaystyle \frac{T}{\nu ^3}}{\displaystyle \frac{T}{\sqrt{\nu }}},`$ (47)
$`t`$ $`=`$ $`{\displaystyle \frac{T}{\sqrt{\nu }}},`$ (48)
$`u`$ $`=`$ $`{\displaystyle \frac{U}{\sqrt{\nu }}}+{\displaystyle \frac{1}{3}}{\displaystyle \frac{1}{\nu ^{5/2}}}{\displaystyle \frac{1}{3}},`$ (49)
to Equation (46) and the one–forms (42)–(44):

###### Corollary 1.

The nonlinear equation

$$2\nu ^2U_XU_{XX}+3ϵU_XU\nu ^2U_{XXX}U+\frac{2}{3}U_{XXX}\frac{2}{3}\nu ^{5/2}U_{XXX}+ϵU_T\nu ^2U_{XXT}=0$$
(50)
describes pseudo-spherical surfaces with associated one–forms $`𝒯^{}\omega ^i`$, in which $`\omega ^i`$, $`i=1,2,3`$ are given by $`(\text{42})`$$`(\text{44})`$.

Equation (50) does contain the KdV, CH, and HS equations as special cases, but it is interesting to remark that the one–forms $`𝒯^{}\omega ^i`$ are singular in the KdV limit $`\nu 0`$. For example, $`𝒯^{}\omega ^2`$ is

$$𝒯^{}\omega ^2=\frac{\alpha }{\nu }dX+\left(\frac{\beta }{\sqrt{\nu }\alpha }\frac{\alpha U}{\nu }+\frac{2}{3}\frac{\alpha }{\nu ^3}\frac{2}{3}\frac{\alpha }{\sqrt{\nu }}+\frac{1}{\sqrt{\nu }\alpha }+U_X\right)dT.$$

This difficulty is dealt with in the following subsection.

###### Remark 2.

Equation (50) with $`ϵ=1`$ and $`1\nu ^{5/2}=\gamma `$ has been recently derived as a shallow water equation by Dullin, Gottwald, and Holm , via an asymptotic expansion of the Euler equations.

###### Remark 3.

Equation (50) can be interpreted as a geodesic equation on the Virasoro group. In fact, (50) is in the class of equations studied by Khesin and Misiołek in : it is their equation (3.9) with $`\beta =\nu ^2`$, $`\alpha =ϵ`$, and $`b=(2/3)(1\nu ^{5/2})`$.

To continue the investigation, one dispenses with the constraint (45) by using a parameterization of the curve $`\alpha ^2+\beta ^21=ϵ[(\beta 1)/\alpha ]^2`$. For example one can take

$$\alpha =\sqrt{ϵ+1s^2},\beta =\frac{ϵ}{s1}s.$$
(51)
After rotating by $`\pi /2`$ and using (51), the one–forms $`𝒯^{}\omega ^i`$ associated with Equation (50) become:

$`𝒯^{}\omega ^1`$ $`=`$ $`{\displaystyle \frac{\sqrt{ϵ+1s^2}}{\nu }}dX+\left({\displaystyle \frac{2}{3}}\sqrt{ϵ+1s^2}({\displaystyle \frac{1}{\nu ^3}}{\displaystyle \frac{s+1/2}{\sqrt{\nu }(s1)}}{\displaystyle \frac{U}{\nu }})+U_X\right)dT,`$ (52)
$`𝒯^{}\omega ^2`$ $`=`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \frac{\left(3ϵU\nu ^2ϵ+ϵ\nu ^{5/2}+3s\nu ^{5/2}+3\nu ^4U_{XX}\right)}{\nu ^{7/2}}}dX`$
$`+`$ $`{\displaystyle \frac{1}{9}}{\displaystyle \frac{1}{\nu ^{11/2}}}(6\nu ^4(\nu ^{5/2}1)U_{XX}9ϵ\nu ^4U^2+9\nu ^6U_{XX}U9U_X{\displaystyle \frac{\sqrt{ϵ+1s^2}}{1s}}\nu ^{11/2}`$
$`+`$ $`3\nu ^2[ϵ+\nu ^{5/2}(3s+ϵ{\displaystyle \frac{s+2}{1s}})]U\nu ^{5/2}(6sϵ{\displaystyle \frac{4s1}{1s}})+2ϵ{\displaystyle \frac{1+2s}{1s}}(3s+ϵ)\nu ^5)dT,`$
$`𝒯^{}\omega ^3`$ $`=`$ $`(U_{XX}\sqrt{\nu }{\displaystyle \frac{ϵU}{\nu ^{3/2}}}{\displaystyle \frac{1}{3}}{\displaystyle \frac{ϵ}{\nu ^{7/2}}}+{\displaystyle \frac{1}{3}}{\displaystyle \frac{ϵ}{\nu }}+{\displaystyle \frac{1}{\nu }})dX+{\displaystyle \frac{1}{s1}}[\sqrt{\nu }(1s)U_{XX}U`$ (54)
$`+`$ $`{\displaystyle \frac{1}{3}}[(1s)({\displaystyle \frac{ϵ}{\nu ^{7/2}}}+{\displaystyle \frac{3}{\nu }})+(s+2){\displaystyle \frac{ϵ}{\nu }}]U{\displaystyle \frac{ϵ}{\nu ^{3/2}}}(1s)U^2U_X\sqrt{ϵ+1s^2}`$
$`+`$ $`{\displaystyle \frac{2}{3}}(1s)({\displaystyle \frac{ϵ}{3\nu ^{11/2}}}{\displaystyle \frac{1}{\nu ^3}})+{\displaystyle \frac{ϵ}{9\nu ^3}}(4s1){\displaystyle \frac{1}{3\sqrt{\nu }}}({\displaystyle \frac{ϵ}{3}}+1)(1+2s)`$
$`+`$ $`{\displaystyle \frac{2}{3}}(\nu {\displaystyle \frac{1}{\nu ^{3/2}}})(1s)U_{XX}]dT.`$
###### Corollary 2.

The nonlinear equation $`(\text{50})`$ is geometrically integrable.

### 4.2 Pseudo-potentials

The one–forms (52)–(54) can be now used to compute the quadratic pseudo-potential (15) associated with equation (50). The resulting formulae are very involved, but they can be simplified as follows. After writing down (15) with the help of the one–forms $`T^{}\omega ^i`$, one applies the transformation

$$\widehat{\mathrm{\Gamma }}\widehat{\gamma }\sqrt{\nu }+\frac{\sqrt{ϵ+1s^2}}{1s},$$

and changes the parameter $`s`$ by setting

$$s1=\frac{\sqrt{\nu }}{\lambda }.$$

###### Theorem 4.

Equation $`(\text{50})`$ admits a quadratic pseudo-potential $`\widehat{\gamma }(X,T)`$ determined by

$$\frac{}{X}\widehat{\gamma }=\frac{1}{2}\frac{\widehat{\gamma }^2}{\lambda }\frac{ϵU}{\nu ^2}+\frac{1}{2}\frac{\lambda ϵ}{\nu ^2}+\frac{1}{3}\frac{ϵ}{\nu ^{3/2}}+U_{XX}\frac{1}{3}\frac{ϵ}{\nu ^4}$$
(55)
and

$`{\displaystyle \frac{}{T}}\widehat{\gamma }`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{U}{\lambda }}{\displaystyle \frac{1}{3}}{\displaystyle \frac{1}{\nu ^2\lambda }}+{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{3}}{\displaystyle \frac{\sqrt{\nu }}{\lambda }}\right)\widehat{\gamma }^2U_X\widehat{\gamma }{\displaystyle \frac{2}{3}}U_{XX}\sqrt{\nu }`$ (56)
$`{\displaystyle \frac{2}{9}}{\displaystyle \frac{ϵ}{\nu ^6}}U_{XX}U+{\displaystyle \frac{ϵU^2}{\nu ^2}}{\displaystyle \frac{2}{3}}{\displaystyle \frac{\lambda ϵ}{\nu ^{3/2}}}+{\displaystyle \frac{2}{3}}{\displaystyle \frac{\lambda ϵ}{\nu ^4}}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{\lambda ϵU}{\nu ^2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{\lambda ^2ϵ}{\nu ^2}}`$
$`{\displaystyle \frac{2}{9}}{\displaystyle \frac{ϵ}{\nu }}{\displaystyle \frac{1}{3}}{\displaystyle \frac{ϵU}{\nu ^4}}+{\displaystyle \frac{4}{9}}{\displaystyle \frac{ϵ}{\nu ^{7/2}}}+{\displaystyle \frac{1}{3}}{\displaystyle \frac{ϵU}{\nu ^{3/2}}}+{\displaystyle \frac{2}{3}}{\displaystyle \frac{U_{XX}}{\nu ^2}},`$
in which $`\lambda 0`$ is a real parameter.

Using the pseudo-potential $`\widehat{\gamma }`$ one can simplify the linear problem associated with Equation (50) which follows from (4) and the one–forms $`𝒯^{}\omega ^i`$. Applying Propositions 2 and 4 one finds the following result:

###### Proposition 5.

Equation $`(\text{50})`$, and therefore the CH, HS, and KdV equations, is the integrability condition of the one–parameter family of linear problems $`d\psi =(Xdx+Tdt)\psi `$, in which the matrices $`X`$ and $`T`$ are given by

$$X=\left[\begin{array}{cc}0& \frac{1}{2}\lambda ^1\\ \multicolumn{2}{c}{}\\ \frac{1}{3}\frac{ϵ}{\nu ^4}\frac{1}{2}\frac{\lambda ϵ}{\nu ^2}\frac{1}{3}\frac{ϵ}{\nu ^{3/2}}U_{XX}+\frac{ϵU}{\nu ^2}& 0\end{array}\right]$$
(57)
and

$$T=\left[\begin{array}{cc}\frac{1}{2}U_X& \frac{1}{2}\frac{U}{\lambda }\frac{1}{3}\frac{1}{\nu ^2\lambda }+\frac{1}{2}+\frac{1}{3}\frac{\sqrt{\nu }}{\lambda }\\ \multicolumn{2}{c}{}\\ \multicolumn{2}{c}{}\\ \multicolumn{2}{c}{}\\ \frac{2}{3}U_{XX}\sqrt{\nu }\frac{1}{2}\frac{\lambda ϵU}{\nu ^2}\frac{4}{9}\frac{ϵ}{\nu ^{7/2}}+\frac{2}{9}\frac{ϵ}{\nu }\frac{1}{3}\frac{ϵU}{\nu ^{3/2}}& \\ \multicolumn{2}{c}{}\\ +\frac{2}{3}\frac{\lambda ϵ}{\nu ^{3/2}}\frac{2}{3}\frac{\lambda ϵ}{\nu ^4}+\frac{2}{9}\frac{ϵ}{\nu ^6}& \\ \multicolumn{2}{c}{}\\ +\frac{1}{2}\frac{\lambda ^2ϵ}{\nu ^2}\frac{2}{3}\frac{U_{XX}}{\nu ^2}+U_{XX}U\frac{ϵU^2}{\nu ^2}+\frac{1}{3}\frac{ϵU}{\nu ^4}& \frac{1}{2}U_X\end{array}\right].$$
(58)
The linear problem $`d\psi =(Xdx+Tdt)\psi `$, with $`X,T`$ given by (57) and (58), can be used to find an associated linear problem which is not singular at the KdV limit $`\nu 0`$. Applying the gauge transformation

$$X_g=AXA^1+A_xA^1,T_g=ATA^1+A_tA^1,$$

in which

$$A=\left[\begin{array}{cc}0& \nu \\ \multicolumn{2}{c}{}\\ \nu ^1& 0\end{array}\right],$$

and changing the parameter $`\lambda `$ to $`\zeta `$ by means of

$$\lambda =(2/3)\nu ^2+(2/3)\zeta ,$$
(59)
one finds that Equation (50) is the integrability condition of the linear problem $`d\psi =(X_gdx+T_gdt)\psi `$ with

$$X_g=\left[\begin{array}{cc}0& (1/3)ϵ\zeta +(1/3)\sqrt{\nu }ϵ+\nu ^2U_{XX}ϵU\\ \multicolumn{2}{c}{}\\ (3/4)\left(1+\zeta \nu ^2\right)^1& 0\end{array}\right]$$
(60)
and

$$T_g=\left[\begin{array}{cc}\frac{1}{2}U_X& \frac{2}{3}\nu ^{5/2}U_{XX}+\frac{1}{3}ϵU\zeta \frac{2}{9}\nu ϵ\\ & +\frac{1}{3}\sqrt{\nu }ϵU\frac{4}{9}\sqrt{\nu }ϵ\zeta \frac{2}{9}ϵ\zeta ^2\\ & +\frac{2}{3}U_{XX}\nu ^2U_{XX}U+ϵU^2\\ \multicolumn{2}{c}{}\\ \frac{(3/4)U+(1/2)\zeta +(1/2)\sqrt{\nu }}{1+\zeta \nu ^2}& \frac{1}{2}U_X\end{array}\right].$$
(61)
###### Example 6.

If $`\nu =1`$, Equation (59) implies that the matrices $`X_g`$ and $`T_g`$ become

$$X_g=\frac{1}{2}\left[\begin{array}{cc}0& ϵ\lambda +2m\\ \lambda ^1& 0\end{array}\right],T_g=\frac{1}{2}\left[\begin{array}{cc}u_x& 2um+ϵ\lambda uϵ\lambda ^2\\ 1u\lambda ^1& u_x\end{array}\right],$$
(62)
in which $`m=u_{xx}ϵu`$, and one recovers the associated linear problems for the CH and HS equations derived in .

###### Corollary 3.

(a) The nonlinear equation

$$2\nu ^2U_XU_{XX}+3ϵU_XU\nu ^2U_{XXX}U+\frac{2}{3}U_{XXX}\frac{2}{3}\nu ^{5/2}U_{XXX}+ϵU_T\nu ^2U_{XXT}=0$$
(63)
describes pseudo-spherical surfaces with associated one–forms $`\omega ^i=f_{i1}dx+f_{i2}dt`$ in which

$`f_{11}`$ $`=`$ $`(1/3)ϵ\zeta +(1/3)\sqrt{\nu }ϵ+\nu ^2U_{XX}ϵU+(3/4)\left(1+\zeta \nu ^2\right)^1,`$ (64)
$`f_{12}`$ $`=`$ $`(2/3)\left(1\nu ^{5/2}\right)U_{XX}+(ϵ/3)\left(\zeta +\sqrt{\nu }\right)U+ϵU^2\nu ^2UU_{XX}`$ (65)
$`(2/9)ϵ(\zeta ^2+2\sqrt{\nu }\zeta +\nu ){\displaystyle \frac{1}{2(1+\zeta \nu ^2)}}\left((3/2)U+\zeta +\sqrt{\nu }\right),`$
$`f_{21}`$ $`=`$ $`0,`$ (66)
$`f_{22}`$ $`=`$ $`U_X,`$ (67)
$`f_{31}`$ $`=`$ $`(1/3)ϵ\zeta (1/3)\sqrt{\nu }ϵ\nu ^2U_{XX}+ϵU+(3/4)\left(1+\zeta \nu ^2\right)^1,`$ (68)
$`f_{32}`$ $`=`$ $`(2/3)\left(1\nu ^{5/2}\right)U_{XX}(ϵ/3)\left(\zeta +\sqrt{\nu }\right)UϵU^2+\nu ^2UU_{XX}`$ (69)
$`+(2/9)ϵ(\zeta ^2+2\sqrt{\nu }\zeta +\nu ){\displaystyle \frac{1}{2(1+\zeta \nu ^2)}}\left((3/2)U+\zeta +\sqrt{\nu }\right),`$
and $`\zeta `$ is an arbitrary parameter.

(b) Equation $`(\text{63})`$ admits the quadratic pseudo-potential $`\gamma (X,T)`$ determined by the Pfaffian system

$`\gamma _X`$ $`=`$ $`{\displaystyle \frac{3}{4(1+\zeta \nu ^2)}}\gamma ^2\left(\nu ^2U_{XX}ϵU+{\displaystyle \frac{1}{3}}ϵ(\zeta +\sqrt{\nu })\right),`$ (70)
$`\gamma _T`$ $`=`$ $`{\displaystyle \frac{1}{2(1+\zeta \nu ^2)}}\left({\displaystyle \frac{3}{2}}U\zeta \sqrt{\nu }\right)\gamma ^2+U_X\gamma `$
$`+`$ $`\left(U(\nu ^2U_{XX}ϵU)+{\displaystyle \frac{2}{3}}(\nu ^{5/2}1)U_{XX}{\displaystyle \frac{1}{3}}ϵ(\zeta +\sqrt{\nu })U+{\displaystyle \frac{2}{9}}ϵ(\zeta ^2+2\sqrt{\nu }\zeta +\nu )\right).`$
###### Example 7.

Taking $`\nu =0`$ and $`ϵ=1`$ in (70) gives

$$\gamma _X=\frac{3}{4}\gamma ^2+U\frac{1}{3}\zeta ,$$

and one recovers the usual Miura transformation for the KdV equation. On the other hand, taking $`\nu =1`$ and $`\lambda =(2/3)(1+\zeta )`$ in (70) and (3) yields

$`U_{XX}ϵU`$ $`=`$ $`\gamma _X+{\displaystyle \frac{\gamma ^2}{2\lambda }}{\displaystyle \frac{ϵ}{2}}\lambda ,`$ (72)
$`\gamma _T`$ $`=`$ $`{\displaystyle \frac{1}{2}}({\displaystyle \frac{U}{\lambda }}+1)\gamma ^2+U_X\gamma +(U(U_{XX}ϵU){\displaystyle \frac{1}{2}}ϵU\lambda +{\displaystyle \frac{1}{2}}ϵ\lambda ^2),`$ (73)
and substitution of (72) into (73) implies that the Camassa–Holm equation $`(\text{37})`$ and the Hunter–Saxton equation $`(\text{38})`$ possess the parameter–dependent conservation law

$$\gamma _T=\lambda (u_X\gamma \frac{1}{\lambda }u\gamma )_X.$$
(74)
As in the KdV case, one can use (72) and (74) to construct conservation laws for the CH and HS equations . Setting $`\gamma =_{n=1}^{\mathrm{}}\gamma _n\lambda ^{n/2}`$ yields the conserved densities

$`\gamma _1`$ $`=`$ $`\sqrt{2}\sqrt{m},\gamma _2={\displaystyle \frac{1}{2}}\mathrm{ln}(m)_X,\gamma _3={\displaystyle \frac{1}{2\sqrt{2}\sqrt{m}}}[ϵ{\displaystyle \frac{m_X^2}{4m^2}}+\mathrm{ln}(m)_{XX}],`$ (75)
$`\gamma _{n+1}`$ $`=`$ $`{\displaystyle \frac{1}{\gamma _1}}\gamma _{n,X}{\displaystyle \frac{1}{2\gamma _1}}{\displaystyle \underset{j=2}{\overset{n}{}}}\gamma _j\gamma _{n+2j},n3,`$ (76)
in which $`m=u_{xx}ϵu`$, while the expansion $`\gamma =ϵ\lambda +_{n=0}^{\mathrm{}}\gamma _n\lambda ^n`$ implies

$$\gamma _{0,X}+ϵ\gamma _0=m,\gamma _{n,X}+ϵ\gamma _n=(1/2)\underset{j=0}{\overset{n1}{}}\gamma _j\gamma _{n1j},n1.$$
(77)
In the CH case, (77) allows one to recover the familiar local conserved densities $`u`$, $`u_X^2+u^2`$, and $`uu_X^2+u^3`$, , and a sequence of nonlocal conservation laws.

In view of Examples 4 and 7, it is natural to postulate Equation (72) as the analog of the Miura transformation for the CH and HS equations, and (74) as the corresponding “modified” equation. Note that, in contradistinction with the KdV case, the modified CH and HS equations are nonlocal equations for $`\gamma `$.

###### Remark 4.

The question whether there exists a modified CH equation has been asked by J. Schiff in . Earlier contributions to this problem have been made by Fokas , Fuchssteiner , Schiff , and Camassa and Zenchuk . The reader is referred to  for a discussion on the relation between these works and the modified equation proposed here.

### 4.3 Nonlocal symmetries

In this subsection is shown that one can find a nonlocal symmetry of Equation (63) depending on the pseudo-potential $`\gamma (X,T)`$ given by (70), (3). To begin with, note that substitution of (70) into (3) yields the conservation law

$$\gamma _T=\left[\frac{2}{3}(\zeta \nu ^2+1)U_X\frac{2}{3}(\zeta +\sqrt{\nu })\gamma \gamma U\right]_X.$$
(78)
In analogy with the Camassa-Holm case , one has the following result:

###### Theorem 5.

Set $`m=\nu ^2U_{XX}ϵU`$, and let $`\gamma `$ and $`\delta `$ be defined by the equations

$$\gamma _X=\frac{3}{4(1+\zeta \nu ^2)}\gamma ^2+\left(m+\frac{1}{3}ϵ(\zeta +\sqrt{\nu })\right),\gamma _T=\left[\frac{2}{3}(\zeta \nu ^2+1)U_X\frac{2}{3}(\zeta +\sqrt{\nu })\gamma \gamma U\right]_X,$$
(79)
and

$$\delta _X=\gamma ,\delta _T=\frac{2}{3}(\zeta \nu ^2+1)U_X\frac{2}{3}(\zeta +\sqrt{\nu })\gamma U\gamma ,$$
(80)
which are compatible on solutions of $`(\text{63})`$. The nonlocal vector field

$$V=\gamma \mathrm{exp}((3/2)\frac{\delta }{1+\zeta \nu ^2})\frac{}{U}$$
(81)
determines a shadow of a nonlocal symmetry for the nonlinear equation $`(\text{63})`$.

###### Proof.

Define a covering $`\overline{S}`$ of the equation manifold of (63) as follows. Locally, $`\overline{S}`$ is equipped with coordinates $`(X,T,U,\mathrm{},U_{X^pT^q},\mathrm{},\gamma ,\delta )`$, in which $`p>0`$, and the total derivatives $`\overline{D}_X`$ and $`\overline{D}_T`$ are given by

$`\overline{D}_X`$ $`=`$ $`D_X+\left({\displaystyle \frac{3}{4(1+\zeta \nu ^2)}}\gamma ^2+m+{\displaystyle \frac{1}{3}}ϵ(\zeta +\sqrt{\nu })\right){\displaystyle \frac{}{\gamma }}+\gamma {\displaystyle \frac{}{\delta }},`$
$`\overline{D}_T`$ $`=`$ $`D_T+({\displaystyle \frac{1}{2(1+\zeta \nu ^2)}}({\displaystyle \frac{3}{2}}U+\zeta +\sqrt{\nu })\gamma ^2U_X\gamma U(\nu ^2U_{XX}ϵU)`$
$`{\displaystyle \frac{2}{3}}(\nu ^{5/2}1)U_{XX}+{\displaystyle \frac{1}{3}}ϵ(\zeta +\sqrt{\nu })U{\displaystyle \frac{2}{9}}ϵ(\zeta ^2+2\sqrt{\nu }\zeta +\nu )){\displaystyle \frac{}{\gamma }}`$
$`+\left({\displaystyle \frac{2}{3}}(\zeta \nu ^2+1)U_X{\displaystyle \frac{2}{3}}(\zeta +\sqrt{\nu })\gamma U\gamma \right){\displaystyle \frac{}{\delta }}.`$
Now, the vector field $`V`$ determines the shadow of a nonlocal symmetry if the function

$$G=\gamma \mathrm{exp}((3/2)\frac{\delta }{1+\zeta \nu ^2})$$
(82)
satisfies the equation

$$\overline{D}_TG=\underset{i=0}{\overset{3}{}}\frac{F}{u_{X^i}}\overline{D}_X^i(G)+\frac{F}{u_{XXT}}\overline{D}_X^2\overline{D}_T(G)$$

identically, in which $`F`$ is the right hand side of Equation (63) when written as $`U_T=F`$. Checking that this is so is a long but straightforward computation. It can be done using the MAPLE package VESSIOT developed by I. Anderson and his coworkers, see . ∎

The next problem to be considered is the extension of the shadow (81) to a bona fide nonlocal symmetry. For this, one studies the variations of the functions $`\gamma `$ and $`\delta `$ induced by the infinitesimal deformation $`UU+\tau G`$, in which $`G`$ is given by (82).

Note that Equation (63) can be written as a system of equations for two variables, $`m`$ and $`U`$, as follows:

$$m=\nu ^2U_{XX}ϵU,m_T=m_XU2mU_X+\frac{2}{3}(1\nu ^{5/2})U_{XXX}.$$
(83)
###### Theorem 6.

Let $`\gamma `$, $`\delta `$ and $`\beta `$ be defined by the equations

$`\gamma _X`$ $`=`$ $`{\displaystyle \frac{3}{4(1+\zeta \nu ^2)}}\gamma ^2+\left(m+{\displaystyle \frac{1}{3}}ϵ(\zeta +\sqrt{\nu })\right),`$ (84)
$`\gamma _T`$ $`=`$ $`\left[{\displaystyle \frac{2}{3}}(\zeta \nu ^2+1)U_X{\displaystyle \frac{2}{3}}(\zeta +\sqrt{\nu })\gamma \gamma U\right]_X,`$ (85)
$`\delta _X`$ $`=`$ $`\gamma ,`$ (86)
$`\delta _T`$ $`=`$ $`{\displaystyle \frac{2}{3}}(\zeta \nu ^2+1)U_X{\displaystyle \frac{2}{3}}(\zeta +\sqrt{\nu })\gamma U\gamma ,`$ (87)
$`\beta _X`$ $`=`$ $`\left[\nu ^2m+(1/3)ϵ(\nu ^{5/2}1)\right]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}),`$ (88)
$`\beta _T`$ $`=`$ $`[{\displaystyle \frac{1}{3}}(\nu ^{5/2}1)(2m+ϵU){\displaystyle \frac{1}{2}}\gamma ^2+{\displaystyle \frac{2}{9}}ϵ(2\zeta +\zeta ^2\nu ^2\nu ^3+2\sqrt{\nu })`$ (89)
$`\nu ^2Um]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}),`$
which are compatible on solutions of $`(\text{83})`$. The system of equations $`(\text{83})`$$`(\text{89})`$ possesses the classical symmetry

$`W`$ $`=`$ $`\gamma \mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}){\displaystyle \frac{}{U}}`$ (90)
$`+\left[\nu ^2m_X+{\displaystyle \frac{3\nu ^2\gamma }{1+\zeta \nu ^2}}m+\gamma ϵ{\displaystyle \frac{\nu ^{5/2}1}{1+\zeta \nu ^2}}\right]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}){\displaystyle \frac{}{m}}`$
$`+\left[\nu ^2m+{\displaystyle \frac{1}{3}}ϵ(\nu ^{5/2}1)\right]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}){\displaystyle \frac{}{\gamma }}`$
$`+\beta {\displaystyle \frac{}{\delta }}`$
$`+\left(\nu ^2[\nu ^2m+{\displaystyle \frac{1}{3}}ϵ(\nu ^{5/2}1)]\mathrm{exp}(\mathrm{\hspace{0.17em}3}{\displaystyle \frac{\delta }{1+\zeta \nu ^2}})+{\displaystyle \frac{3}{4(1+\zeta \nu ^2)}}\beta ^2\right){\displaystyle \frac{}{\beta }}.`$
As with Theorem 5, Theorem 6 can be verified using the MAPLE package VESSIOT . In terms of the theory of coverings, one has

###### Corollary 4.

The vector field $`(\text{90})`$ determines a nonlocal symmetry of the system of equations $`(\text{83})`$.

###### Proof.

Define a covering $`\overline{S}`$ of the equation manifold of Equation (83) as follows: locally, $`\overline{S}`$ is equipped with coordinates $`(X,T,U,U_X,U_T,\mathrm{},U_{X^{2p+1}T^q},\mathrm{},m,\mathrm{},m_{X^r},\mathrm{},\gamma ,\delta ,\beta )`$, and the total derivatives $`\overline{D}_X`$ and $`\overline{D}_T`$ are given by

$`\overline{D}_X`$ $`=`$ $`D_X+\left({\displaystyle \frac{3}{4(1+\zeta \nu ^2)}}\gamma ^2+m+{\displaystyle \frac{1}{3}}ϵ(\zeta +\sqrt{\nu })\right){\displaystyle \frac{}{\gamma }}+\gamma {\displaystyle \frac{}{\delta }}`$
$`+\left[\nu ^2m+(1/3)ϵ(\nu ^{5/2}1)\right]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}){\displaystyle \frac{}{\beta }},`$
$`\overline{D}_T`$ $`=`$ $`D_T+({\displaystyle \frac{1}{2(1+\zeta \nu ^2)}}({\displaystyle \frac{3}{2}}U+\zeta +\sqrt{\nu })\gamma ^2U_X\gamma U(\nu ^2U_{XX}ϵU)`$
$`{\displaystyle \frac{2}{3}}(\nu ^{5/2}1)U_{XX}+{\displaystyle \frac{1}{3}}ϵ(\zeta +\sqrt{\nu })U{\displaystyle \frac{2}{9}}ϵ(\zeta ^2+2\sqrt{\nu }\zeta +\nu )){\displaystyle \frac{}{\gamma }}`$
$`+\left({\displaystyle \frac{2}{3}}(\zeta \nu ^2+1)U_X{\displaystyle \frac{2}{3}}(\zeta +\sqrt{\nu })\gamma U\gamma \right){\displaystyle \frac{}{\delta }}`$
$`+[{\displaystyle \frac{1}{3}}(\nu ^{5/2}1)(2m+ϵU){\displaystyle \frac{1}{2}}\gamma ^2+{\displaystyle \frac{2}{9}}ϵ(2\zeta +\zeta ^2\nu ^2\nu ^3+2\sqrt{\nu })\nu ^2Um]\times `$
$`\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}){\displaystyle \frac{}{\beta }}.`$
One now sets

$`G_1`$ $`=`$ $`\gamma \mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}),`$
$`G_2`$ $`=`$ $`\left[\nu ^2m_X+{\displaystyle \frac{3\nu ^2\gamma }{1+\zeta \nu ^2}}m+\gamma ϵ{\displaystyle \frac{\nu ^{5/2}1}{1+\zeta \nu ^2}}\right]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}})`$
$`I_\gamma `$ $`=`$ $`\left[\nu ^2m+{\displaystyle \frac{1}{3}}ϵ(\nu ^{5/2}1)\right]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}),`$
$`I_\delta `$ $`=`$ $`\beta ,`$
$`I_\beta `$ $`=`$ $`\nu ^2[\nu ^2m+{\displaystyle \frac{1}{3}}ϵ(\nu ^{5/2}1)]\mathrm{exp}(\mathrm{\hspace{0.17em}3}{\displaystyle \frac{\delta }{1+\zeta \nu ^2}})+{\displaystyle \frac{3}{4(1+\zeta \nu ^2)}}\beta ^2.`$
Then, the vector field

$$\overline{D}_\tau =\underset{p,q}{}\overline{D}_X^p\overline{D}_T^q(G_1)\frac{}{U_{X^pT^q}}+\underset{i0}{}\overline{D}_X^i\frac{}{m_{X^i}}+I_\gamma \frac{}{\gamma }+I_\delta \frac{}{\delta }+I_\beta \frac{}{\beta }$$

is a nonlocal symmetry of the system of equations (83). In fact, the fist equation of (27) becomes

$$\left(\begin{array}{cc}\nu ^2\overline{D}_X^{\mathrm{\hspace{0.17em}2}}+ϵ& 1\\ \frac{2}{3}(1\nu ^{5/2})\overline{D}_X^{\mathrm{\hspace{0.17em}3}}+2m\overline{D}_X+m_X& \overline{D}_T+U\overline{D}_X+2U_X\end{array}\right)\left(\begin{array}{c}G_1\\ G_2\end{array}\right)=\left(\begin{array}{c}0\\ 0\end{array}\right),$$

and (84)–(89) imply that this equation is equivalent to the fact that $`G_1`$ and $`G_2`$ satisfy the linearization of (83). The other equations of (27) hold because the functions $`I_\gamma `$, $`I_\delta `$ and $`I_\beta `$ satisfy the linearizations of Equations (84)–(89). ∎

It is clear from Corollary 4 and its proof that the results of Galas , Leo et. al.  and Schiff  mentioned in Section 1, can be also interpreted in terms of coverings and provide further examples of nonlocal symmetries.

The advantage of the vector field $`W`$ given by (90) over the shadow $`V`$ defined in (81) is that one can find the flow of $`W`$ simply by integrating a first order system of partial differential equations, and therefore one can obtain a (local) existence theorem for solutions of the nonlinear equation (83). Consider the following first order system in independent variables $`\xi `$ and $`\eta `$:

$`{\displaystyle \frac{x}{\xi }}`$ $`=`$ $`\nu ^2\mathrm{e}^{D(\xi ,\eta )},`$ (91)
$`{\displaystyle \frac{m}{\xi }}`$ $`=`$ $`{\displaystyle \frac{1}{1+\zeta \nu ^2}}\left(3\nu ^2m(\xi ,\eta )+ϵ(\nu ^{5/2}1)\right)\gamma (\xi ,\eta )\mathrm{e}^{D(\xi ,\eta )},`$ (92)
$`{\displaystyle \frac{\gamma }{\xi }}`$ $`=`$ $`\left({\displaystyle \frac{3\nu ^2}{4(1+\zeta \nu ^2)}}\gamma (\xi ,\eta )^2{\displaystyle \frac{1}{3}}ϵ(1+\zeta \nu ^2)\right)\mathrm{e}^{D(\xi ,\eta )},`$ (93)
$`{\displaystyle \frac{\delta }{\xi }}`$ $`=`$ $`\beta (\xi ,\eta )\nu ^2\gamma (\xi ,\eta )\mathrm{e}^{D(\xi ,\eta )},`$ (94)
$`{\displaystyle \frac{\beta }{\xi }}`$ $`=`$ $`{\displaystyle \frac{3}{4(1+\zeta \nu ^2)}}\beta (\xi ,\eta )^2,`$ (95)
in which

$$D(\xi ,\eta )=\frac{3\delta (\xi ,\eta )}{2(1+\zeta \nu ^2)}.$$
(96)
###### Proposition 6.

The system of equations $`(\text{91})`$$`(\text{95})`$ with initial conditions $`\beta _0=\beta (0,\eta )`$, $`\gamma _0=\gamma (0,\eta )`$, $`\delta _0=\delta (0,\eta )`$, $`m_0=m(0,\eta )`$, and $`X_0=X(0,\eta )=\eta `$, has the solution

$`X(\xi ,\eta )`$ $`=`$ $`\nu ^2{\displaystyle _0^\xi }\mathrm{e}^{D(z,\eta )}𝑑z+\eta ,`$ (97)
$`\mathrm{ln}\left|{\displaystyle \frac{3\nu ^2m(\xi ,\eta )+ϵ\left(\nu ^{5/2}1\right)}{3\nu ^2m_0+ϵ\left(\nu ^{5/2}1\right)}}\right|`$ $`=`$ $`{\displaystyle \frac{3\nu ^2}{(1+\zeta \nu ^2)}}{\displaystyle _0^\xi }\gamma (z,\eta )\mathrm{e}^{D(z,\eta )}𝑑u`$ (98)
$`\gamma (\xi ,\eta )`$ $`=`$ $`{\displaystyle \frac{1}{9}}({\displaystyle \frac{4(1+\zeta \nu ^2)}{\left(3\xi \beta _0+4+4\zeta \nu ^2\right)\beta _0}}+{\displaystyle \frac{1}{\beta _0}})\times `$ (99)
$`\left(4ϵ\left(1+\zeta \nu ^2\right)^29\nu ^2\gamma _{0}^{}{}_{}{}^{2}\right)\mathrm{e}^{D(0,\eta )}+\gamma _0,`$
$`\delta (\xi ,\eta )`$ $`=`$ $`{\displaystyle \frac{2}{3}}(1+\zeta \nu ^2)\mathrm{ln}\left|{\displaystyle \frac{4(1+\zeta \nu ^2){\displaystyle \frac{\gamma }{\xi }}(\xi ,\eta )}{3\nu ^2\gamma (\xi ,\eta )^2(4/3)ϵ(1+\zeta \nu ^2)^2}}\right|,`$ (100)
$`\beta (\xi ,\eta )`$ $`=`$ $`4{\displaystyle \frac{(1+\zeta \nu ^2)\beta _0}{3\xi \beta _0+4+4\zeta \nu ^2}},`$ (101)
in which the functions $`D(0,\eta )`$ and $`D(z,\eta )`$ are determined by $`(\text{96})`$, the initial condition $`\delta _0=\delta (0,\eta )`$, and Equations $`(\text{99})`$ and $`(\text{100})`$.

Now, Equation (97) determines a transformation $`(\xi ,\eta )(X,\tau )`$, in which $`\tau `$ is a parameter along the flow of $`W`$, given by, say,

$$\tau =\xi ,X=h(\xi ,\eta ).$$
(102)
Applying this change of variables to Equations (92)–(95), and using (91) and Equations (84), (86), and (89) for $`\gamma `$, $`\delta `$, and $`\beta `$, one sees that formulae (98)–(101) provide solutions for the flow equations

$`{\displaystyle \frac{m}{\tau }}`$ $`=`$ $`\left[\nu ^2m_X+{\displaystyle \frac{3\nu ^2\gamma }{1+\zeta \nu ^2}}m+\gamma ϵ{\displaystyle \frac{\nu ^{5/2}1}{1+\zeta \nu ^2}}\right]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}),`$ (103)
$`{\displaystyle \frac{\gamma }{\tau }}`$ $`=`$ $`\left[\nu ^2m+{\displaystyle \frac{1}{3}}ϵ(\nu ^{5/2}1)\right]\mathrm{exp}((3/2){\displaystyle \frac{\delta }{1+\zeta \nu ^2}}),`$ (104)
$`{\displaystyle \frac{\delta }{\tau }}`$ $`=`$ $`\beta ,`$ (105)
$`{\displaystyle \frac{\beta }{\tau }}`$ $`=`$ $`\nu ^2\left[\nu ^2m+{\displaystyle \frac{1}{3}}ϵ(\nu ^{5/2}1)\right]\mathrm{exp}(\mathrm{\hspace{0.17em}3}{\displaystyle \frac{\delta }{1+\zeta \nu ^2}})+{\displaystyle \frac{3}{4(1+\zeta \nu ^2)}}\beta ^2,`$ (106)
which one obtains from the formula for $`W`$ in Theorem 6. Thus, finding a two–parameters (the “flow” parameter $`\tau `$ and the “spectral” parameter $`\zeta `$) family of solutions to the nonlinear equation (83) amounts to solving one simple equation. More exactly, one has,

###### Corollary 5.

Let $`U(X,T)`$ be a solution of Equation $`(\text{83})`$. Then, the solution $`U(X,T,\tau )`$ to the initial value problem

$`{\displaystyle \frac{U}{\tau }}`$ $`=`$ $`\gamma (X,T,\tau )\mathrm{exp}((3/2){\displaystyle \frac{\delta (X,T,\tau )}{1+\zeta \nu ^2}}),`$ (107)
$`U(X,T,0)`$ $`=`$ $`U(X,T),`$ (108)
in which $`\gamma (X,T,\tau )`$ and $`\delta (X,T,\tau )`$ are determined by $`(\text{99})`$, $`(\text{100})`$, and $`(\text{102})`$, is a two–parameters family of solutions to Equation $`(\text{83})`$.

This paper ends with two elementary examples.

###### Example 8.

In the Camassa–Holm case, $`\nu =1`$, $`ϵ=1`$, $`\lambda =(2/3)(1+\zeta )`$, the first order system (91)–(95) becomes

$`{\displaystyle \frac{X}{\xi }}=\mathrm{e}^{\delta /\lambda },`$ $`{\displaystyle \frac{m}{\xi }}={\displaystyle \frac{2}{\lambda }}\gamma \mathrm{e}^{\delta /\lambda }m,`$ (109)
$`{\displaystyle \frac{\gamma }{\xi }}={\displaystyle \frac{1}{2\lambda }}\mathrm{e}^{\delta /\lambda }\left(\lambda ^2\gamma ^2\right),`$ $`{\displaystyle \frac{\delta }{\xi }}=\beta \gamma \mathrm{e}^{\delta /\lambda },{\displaystyle \frac{\beta }{\xi }}={\displaystyle \frac{1}{2\lambda }}\beta ^2,`$ (110)
and the solutions (97)–(101) now read

$`X`$ $`=`$ $`\eta +\mathrm{ln}\left|{\displaystyle \frac{\xi \beta _0+2\lambda +(\gamma _0\lambda )\xi \mathrm{e}^{\delta _0/\lambda }}{\xi \beta _0+2\lambda +(\gamma _0+\lambda )\xi \mathrm{e}^{\delta _0/\lambda }}}\right|`$ (111)
$`m`$ $`=`$ $`{\displaystyle \frac{m_0}{(\xi \beta _0+2\lambda )^4}}(\xi \beta _0+2\lambda +(\gamma _0\lambda )\xi \mathrm{e}^{\delta _0/\lambda })^2(\xi \beta _0+2\lambda +(\gamma _0+\lambda )\xi \mathrm{e}^{\delta _0/\lambda })^2`$ (112)
$`\gamma `$ $`=`$ $`\gamma _0+{\displaystyle \frac{\xi (\gamma _0^2\lambda ^2)}{\xi \beta _0+2\lambda }}\mathrm{e}^{\delta _0/\lambda }`$ (113)
$`\delta `$ $`=`$ $`\lambda \mathrm{ln}\left|{\displaystyle \frac{4\lambda ^2\mathrm{e}^{\delta _0/\lambda }}{(\xi \beta _0+2\lambda +(\gamma _0+\lambda )\xi \mathrm{e}^{\delta _0/\lambda })(\xi \beta _0+2\lambda +(\gamma _0\lambda )\xi \mathrm{e}^{\delta _0/\lambda })}}\right|`$ (114)
$`\beta `$ $`=`$ $`2{\displaystyle \frac{\lambda \beta _0}{\xi \beta _0+2\lambda }}.`$ (115)
These formulae appear in . Now consider the Camassa–Holm equation in the form

$$2U_\eta U_{\eta \eta }+UU_{\eta \eta \eta }=U_TU_{\eta \eta T}+3U_\eta U,$$
(116)
so that the “old” space variable is $`\eta `$, and choose an obvious solution of (116), say $`U_0(\eta ,T)=e^\eta `$. The corresponding (pseudo)potentials $`\gamma _0`$, $`\delta _0`$ and $`\beta _0`$, computed by means of (84)–(89), are given by

$$\gamma _0=\lambda ,\beta _0=c,\delta _0=\lambda \eta \lambda ^2T.$$

Use these values as initial conditions for the system (109), (110) that is, take

$$U_0(\eta ,T)=e^\eta ,m_0=0,\gamma _0=\lambda ,\delta _0=\lambda \eta \lambda ^2T,\beta _0=c.$$

The new space variable $`X`$ is then given by Equation (111). One finds

$$X(\xi ,\eta ,T)=\eta +\mathrm{ln}\left|\frac{\xi c+2\lambda }{\xi c+2\lambda +\xi e^{\eta \lambda T}2\lambda }\right|,$$
(117)
while the (pseudo)potentials $`\gamma `$, $`\delta `$ and $`\beta `$ become

$`\gamma (\xi ,\eta ,T)`$ $`=`$ $`\lambda ,`$ (118)
$`\delta (\xi ,\eta ,T)`$ $`=`$ $`\lambda \mathrm{ln}\left|{\displaystyle \frac{4\lambda ^2\mathrm{e}^{\eta \lambda T}}{(\xi c+2\lambda +2\lambda \xi \mathrm{e}^{\eta \lambda T})(\xi c+2\lambda )}}\right|,`$ (119)
$`\beta (\xi ,\eta ,T)`$ $`=`$ $`{\displaystyle \frac{2\lambda c}{\xi c+2\lambda }}.`$ (120)
Now invert Equation (117) to find a change of variables $`\eta =h(X,\tau )`$, $`\xi =\tau `$. Taking $`\beta _0=c=0`$, one obtains

$$\eta =X\mathrm{ln}\left|1\tau e^{X\lambda T}\right|,\xi =\tau ,$$

and substituting into (113)–(115) one finds the (pseudo)potentials $`\gamma `$, $`\delta `$ and $`\beta `$ as functions of $`X`$, $`T`$, and $`\tau `$:

$$\gamma (X,T,\tau )=\lambda \delta (X,T,\tau )=\lambda (X\lambda T)\beta (X,T,\tau )=0.$$
(121)
Corollary 5 then implies that a two–parameters family of solutions of the Camassa-Holm equation

$$m=U_{XX}U,m_T=m_XU2mU_X,$$

is determined by the initial value problem

$$\frac{U}{\tau }=\gamma (X,T,\tau )\mathrm{e}^{\left(1/\lambda \right)\delta (X,T,\tau )},U(X,T,0)=\mathrm{e}^X,$$

since at $`\tau =0`$ the independent variables $`X`$ and $`\eta `$ coincide. One finds

$$u(X,T,\tau )=\lambda \tau e^{X\lambda T}+e^X.$$

###### Example 9.

Consider the nonlinear equation (83),

$$m=\nu ^2U_{\eta \eta }ϵU,m_T=m_\eta U2mU_\eta +\frac{2}{3}(1\nu ^{5/2})U_{\eta \eta \eta },$$
(122)
and the trivial solution $`U(\eta ,T)=0`$. The corresponding (pseudo)potentials $`\gamma _0`$, $`\delta _0`$ and $`\beta _0`$ which one obtains from (84)–(89) can be chosen to be

$`\gamma _0`$ $`=`$ $`{\displaystyle \frac{2}{3}}\sqrt{1+\zeta \nu ^2}\sqrt{ϵ\left(\zeta +\sqrt{\nu }\right)},`$ (123)
$`\delta _0`$ $`=`$ $`{\displaystyle \frac{2}{3}}\sqrt{1+\zeta \nu ^2}\sqrt{ϵ}\sqrt{\zeta +\sqrt{\nu }}\left(\eta {\displaystyle \frac{2}{3}}\left(\zeta +\sqrt{\nu }\right)t\right),`$ (124)
$`\beta _0`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\nu ^{5/2}1\right)\sqrt{ϵ}{\displaystyle \frac{\sqrt{1+\zeta \nu ^2}}{\sqrt{\zeta +\sqrt{\nu }}}}\mathrm{exp}\left({\displaystyle \frac{\left(\eta (2/3)\left(\zeta +\sqrt{\nu }\right)t\right)\sqrt{ϵ}\sqrt{\zeta +\sqrt{\nu }}}{\sqrt{1+\zeta \nu ^2}}}\right).`$ (125)
Proposition 6 then yields expressions for the (pseudo)potentials $`\gamma `$, $`\delta `$ and $`\beta `$ as functions of $`\eta `$, $`\xi `$ and $`T`$, and Equation (97) and Corollary 5 allow one to find a two–parameters family of solutions to the system (122).

Consider, for instance, the $`\nu =0`$ case. Equation (97) implies that in this case the “old” and “new” independent variables $`\eta `$ and $`X`$ agree. One then finds $`\gamma (X,T,\tau )`$, $`\delta (X,T,\tau )`$ and $`\beta (X,T,\tau )`$ to be

$`\gamma `$ $`=`$ $`{\displaystyle \frac{2}{3}}{\displaystyle \frac{\sqrt{\zeta }\left(\xi \mathrm{e}^{(1/3)\sqrt{\zeta }\left(3X+2T\zeta \right)}4\sqrt{\zeta }\right)}{\xi \mathrm{e}^{(1/3)\sqrt{\zeta }\left(3X+2T\zeta \right)}+4\sqrt{\zeta }}},`$ (126)
$`\delta `$ $`=`$ $`{\displaystyle \frac{8}{3}}\mathrm{ln}(2)+{\displaystyle \frac{2}{3}}\mathrm{ln}\left|{\displaystyle \frac{\mathrm{e}^{(1/3)\sqrt{\zeta }\left(3X+2T\zeta \right)}\zeta }{\left(\xi \mathrm{e}^{(1/3)\sqrt{\zeta }\left(3X+2T\zeta \right)}+4\sqrt{\zeta }\right)^2}}\right|,`$ (127)
$`\beta `$ $`=`$ $`{\displaystyle \frac{4}{3}}{\displaystyle \frac{\mathrm{e}^{(1/3)\sqrt{\zeta }\left(3X+2T\zeta \right)}}{\xi \mathrm{e}^{(1/3)\sqrt{\zeta }\left(3X+2T\zeta \right)}+4\sqrt{\zeta }}},`$ (128)
and it follows from Corollary 5 that the function

$$U(X,T,\tau )=\frac{32}{3}\frac{\zeta ^{3/2}\mathrm{e}^{(1/3)\sqrt{\zeta }\left(3X+2T\zeta \right)}\xi }{\left(\xi \mathrm{e}^{(1/3)\sqrt{\zeta }\left(3X+2T\zeta \right)}+4\sqrt{\zeta }\right)^2},$$
(129)
solves the KdV equation

$$3\left(\frac{}{X}U(X,T)\right)U(X,T)+\frac{2}{3}\frac{^3}{X^3}U(X,T)+\frac{}{T}U(X,T)=0.$$

This is a travelling wave solution if $`\xi >0`$, and a singular solution for some negative values of the parameter $`\xi `$.

It is of course of interest to investigate whether the important peakon solutions of the Camassa–Holm and Hunter–Saxton equations , appear within the approach considered in this work. This problem will be treated in a separated publication.

### Acknowledgements

The author thanks R. Beals, G. Misiołek, and J. Szmigielski for interesting questions and discussions on the equations considered in this paper, and for sharing with him their preprints  and .