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# Riemann-Hilbert problem for the small dispersion limit of the KdV equation and linear overdetermined systems of Euler-Poisson-Darboux type

## 1 Introduction

The Cauchy problem for the Korteweg de Vries (KdV) equation

$$u_t6uu_x+ϵ^2u_{xxx}=0,u(x,0)=u_0(x),ϵ>0$$
(1.1)
in the zero-dispersion limit has been widely studied. The physical interest in this limit is due to the fact that it describes the phenomenon of shock waves in dissipationsless dispersive media. Dispersive shock waves are characterized by the appearance of rapid modulated oscillations. Gurevich and Pitevskii  suggested that these oscillations could be modeled by the solution of the one-phase Whitham equations . The multiphase or $`g`$-phase Whitham equations were derived by Flaschka, Forest and Mc Laughlin . Lax and Levermore  rigorously showed that the multiphase Whitham equations appear in the zero dispersion limit of the Cauchy problem for the KdV equation with asymptotically reflectionless initial data. Later Venakides  considered a wider class of initial data. Lax and Levermore developed their theory in the frame of the zero-dispersion asymptotics for the solution of the inverse scattering problem of KdV. They showed that the principal term of the relevant asymptotics is given by the $`g`$-phase solution  of the KdV equation with the wave parameters depending on the functions $`u_1(x,t)>\mathrm{}>u_{2g+1}(x,t)`$ which satisfy the $`g`$-phase Whitham equations:

$$\frac{u_i}{t}v_i(u_1,u_2,\mathrm{},u_{2g+1})\frac{u_i}{x}=0,x,t,u_i\mathrm{I}\mathrm{R},i=1,\mathrm{},2g+1,g0.$$
(1.2)
For $`g>0`$ the speeds $`v_i(u_1,u_2,\mathrm{},u_{2g+1})`$, $`i=1,2,\mathrm{},2g+1`$, depend through $`u_1,\mathrm{},u_{2g+1}`$ on complete hyperelliptic integrals of genus $`g`$. For $`g=0`$ we define $`u_1=u`$ and the zero-phase Whitham equation reads

$$\frac{u}{t}6u\frac{u}{x}=0$$
(1.3)
and can be integrated by the method of characteristics. The formal integrability of equations (1.2) for $`g>0`$ was obtained by Tsarev  using the geometric-Hamiltonian structure  of the Whitham equations. Namely he proved that if the functions $`w_i=w_i(u_1,u_2,\mathrm{},u_{2g+1})`$, $`i=1,\mathrm{},2g+1`$, solve the linear over-determined system of equations

$$\frac{w_i}{u_j}=\frac{1}{v_iv_j}\frac{v_i}{u_j}[w_iw_j],i,j=1,2,\mathrm{},2g+1,ij,$$
(1.4)
where $`v_i=v_i(u_1,u_2,\mathrm{},u_{2g+1}),i=1,\mathrm{},2g+1`$, are the speeds in (1.2), then the solution $`\stackrel{}{u}(x,t)=(u_1(x,t),u_2(x,t),\mathrm{},u_{2g+1}(x,t))`$ of the so called hodograph transformation

$$x=v_i(\stackrel{}{u})t+w_i(\stackrel{}{u})i=1,\mathrm{},2g+1,$$
(1.5)
satisfies equations (1.2). Conversely, any solution $`(u_1(x,t),u_2(x,t),\mathrm{},u_{2g+1}(x,t))`$ of (1.2) can be obtained in this way in the neighborhood of $`(x_0,t_0)`$ at which $`u_{ix}`$’s are not vanishing. The general solution of the Tsarev equations was obtained in ,, for monotonically increasing initial data. The key step introduced in , was to reduce the solution of the Tsarev system to the solution of linear-overdetermined systems of Euler-Poisson Darboux type for some functions $`q_k=q_k(\stackrel{}{u})`$, $`k=1,\mathrm{},g`$, namely

$$\frac{}{u_i}q_k\frac{}{u_j}q_k=2(u_iu_j)\frac{^2}{u_iu_j}q_k,ii,i,j=1,\mathrm{},2g+1.$$

In this paper we show that these functions play a role in the Lax-Levermore maximization problem. We study the small dispersion limit of KdV for monotonically increasing analytic initial data bounded at infinity.

We use a different approach to the small dispersion limit obtained in  by Deift, Venakides and Zhou. These authors first used the formulation of the Cauchy problem for KdV as a Riemann-Hilbert (RH) problem  (see also ). Then, for computing the small $`ϵ`$-asymptotics, they used the steepest descent method for oscillatory Riemann-Hilbert problems introduced in . Their procedure leads to a scalar RH problem for a certain phase function $`𝒢`$ that turns out to be equivalent to the solution of the leading order variational problem in the Lax-Levermore theory. Furthermore they reduce the initial value problem for the Whitham equations to solving a set of algebraic equations constrained by algebraic inequalities. Existence and uniqueness of the initial value problem for the Whitham equations follows from the existence and uniqueness of the solution of the variational problem in the Lax-Levermore theory.

The RH problem for the scalar function $`𝒢`$ is well defined even for smooth initial data.

We show that, for smooth monotonically increasing initial data bounded at infinity, the function $`𝒢`$ and the Lax-Levermore maximizer can be expressed as the solution of a linear overdetermined system of Euler-Poisson-Darboux type. In the same way, the set of algebraic equations obtained through the Deift, Venakides and Zhou approach can be expressed as the solution of a set of linear overdetermined systems of equations of Euler-Poisson Darboux type. We also show that this set of algebraic equations is equivalent to the set of algebraic equations defined by the hodograph transformation (1.5).

The advantage of this representation is clear when one tries to construct effectively the solution of the set of algebraic equations constrained by the algebraic inequalities. It is simpler to evaluate space derivatives and to estimate the sign of the quantities in the inequalities. Indeed this representation was used in , to give an upper bound to the genus of the solution of the Whitham equations.

This paper is organized as follows.

Section 2 contains the definitions of the Abelian differentials on Riemann surface and the meromorphic analogue of the Cauchy kernel.

In Section 3 we review the Riemann-Hilbert steepest descent method for the zero dispersion KdV equation with monotonically increasing initial data.

We determine the scalar function $`𝒢`$ associated to the RH problem and all its properties in section 4. We show that the set of algebraic equations that we call moment conditions and normalization conditions are equivalent to the set of algebraic equations defined by the hodograph transformation.

In Section 5 we show that the hodograph transformation obtained in Sec 4 is equivalent to the classical one provided in  and . We then show that the moment conditions, the normalization conditions and the Lax-Levermore maximizer can be expressed in terms of solutions of linear overdetermined systems of Euler-Poisson-Darboux type. We also derive in a simple way the equations which determine the phase transitions.

Finally in section 6 we summarize the main results and draw our conclusions.

## 2 Riemann surfaces and Abelian differentials: notations and definitions

Let

$$𝒮_g:=\left\{P=(\lambda ,y),y^2=\underset{j=1}{\overset{2g+1}{}}(\lambda u_j)\right\},u_1>u_2>\mathrm{}>u_{2g+1},u_i\mathrm{I}\mathrm{R},$$
(2.1)
be the hyperelliptic Riemann surface of genus $`g0`$. We shall use the standard representation of $`𝒮_g`$ as a two-sheeted covering of $`C\mathrm{I}\mathrm{P}^1`$ with cuts along the intervals

$$[u_{2k},u_{2k1}],k=1,\mathrm{},g+1,u_{2g+2}=\mathrm{}.$$
(2.2)
We choose the basis $`\{\alpha _j,\beta _j\}_{j=1}^g`$ of the homology group $`H_1(𝒮_g)`$ so that $`\alpha _j`$ lies fully on the upper sheet and encircles clockwise the interval $`[u_{2j},u_{2j1}]`$, $`j=1,\mathrm{},g`$, while $`\beta _j`$ emerges on the upper sheet on the cut $`[u_{2j},u_{2j1}]`$, passes anti-clockwise to the lower sheet trough the cut $`(\mathrm{},u_{2g+1}]`$ and returns to the initial point through the lower sheet.

The one-forms that are analytic on the closed Riemann surface $`𝒮_g`$ except for a finite number of points are called Abelian differentials.

We define on $`𝒮_g`$ the following differentials :

1) The canonical basis of holomorphic one-forms or Abelian differentials of the first kind $`\varphi _1,\varphi _2\mathrm{}\varphi _g`$:

$$\varphi _k(\lambda )=\frac{\lambda ^{g1}\gamma _1^k+\lambda ^{g2}\gamma _2^k+\mathrm{}+\gamma _g^k}{y(\lambda )}d\lambda ,k=1,\mathrm{},g.$$
(2.3)
The constants $`\gamma _i^k`$ are uniquely determined by the normalization conditions

$$_{\alpha _j}\varphi _k=\delta _{jk},j,k=1,\mathrm{},g.$$
(2.4)
We remark that an holomorphic differential having all its $`\alpha `$-periods equal to zero is identically zero .

2) The set $`\sigma _k^g`$, $`k0`$, $`g0`$, of Abelian differentials of the second kind with a pole of order $`2k+2`$ at infinity, with asymptotic behavior

$$\sigma _k^g(\lambda )=\left[\lambda ^{k\frac{1}{2}}+O(\lambda ^{\frac{3}{2}})\right]d\lambda \text{for large}\lambda $$
(2.5)
and normalized by the condition

$$_{\alpha _j}\sigma _k^g=0,j=1,\mathrm{},g.$$
(2.6)
We use the notation

$$\sigma _0^g(\lambda )=dp^g(\lambda ),12\sigma _1(\lambda )=dq^g(\lambda )g0.$$
(2.7)
In literature the differentials $`dp^g(\lambda )`$ and $`dq^g(\lambda )`$ are called quasi-momentum and quasi-energy respectively . The explicit formula for the differentials $`\sigma _k^g`$, $`k0`$, is given by the expression

$`\sigma _k^g(\lambda )={\displaystyle \frac{P_k^g(\lambda )}{y(\lambda )}}d\lambda ,P_k^g(\lambda )=\lambda ^{g+k}+a_1^k\lambda ^{g+k1}+a_2^k\lambda ^{g+k2}\mathrm{}+a_{g+k}^k,`$ (2.8)
where the coefficients $`a_i^k=a_i^k(\stackrel{}{u})`$, $`\stackrel{}{u}=(u_1,u_2,\mathrm{},u_{2g+1})`$, $`i=1,\mathrm{},g+k,`$ are uniquely determined by (2.5) and (2.6).

3) The Abelian differential of the third kind $`\omega _{qq_0}(\lambda )`$ with first order poles at the points $`Q=(q,y(q))`$ and $`Q_0=(q_0,y(q_0))`$ with residues $`\pm 1`$ respectively. Its periods are normalized by the relation

$$_{\alpha _j}\omega _{qq_0}(\lambda )=0,j=1,\mathrm{},g.$$
(2.9)
In the following we mainly use the normalized differential $`\omega _z^g(\lambda )`$ which has simple poles at the points $`Q^\pm (z)=(z,\pm y(z))`$ with residue $`\pm 1`$ respectively.

The differential $`\omega _z^g(\lambda )`$ is explicitly given by the expression

$$\omega _z^g(\lambda )=\frac{d\lambda }{y(\lambda )}\frac{y(z)}{\lambda z}\underset{k=1}{\overset{g}{}}\varphi _k(\lambda )_{\alpha _k}\frac{dt}{y(t)}\frac{y(z)}{tz},$$
(2.10)
where $`\varphi _k(\lambda )`$, $`k=1,\mathrm{},g`$, is the normalized basis of holomorphic differentials. By construction

$$_{\alpha _j}\omega _z^g(\lambda )=0,j=1,\mathrm{},g.$$
(2.11)
The differential $`\omega _z^g(\lambda )`$ can also be written in the form

$$\omega _z^g(\lambda )=\frac{d\lambda }{y(\lambda )}\frac{y(z)}{\lambda z}\underset{k=1}{\overset{g}{}}N_k^g(z,\stackrel{}{u})\frac{\lambda ^{gk}}{y(\lambda )}d\lambda ,$$
(2.12)
where

$$N_k^g(z,\stackrel{}{u})=y(z)\underset{j=1}{\overset{g}{}}\gamma _k^j_{\alpha _j}\frac{d\eta }{y(\eta )(\eta z)}.$$
(2.13)
$`\omega _z^g(\lambda )`$ as a function of $`z`$, is an Abelian integral. The periods of this integral are obtained from the relations

$$_{\alpha _j}d_z[\omega _z^g(\lambda )]=0,_{\beta _j}d_z[\omega _z^g(\lambda )]=4\pi i\varphi _k(\lambda ),j=1,\mathrm{}g.$$
(2.14)
The differential $`\omega _z^g(\lambda )`$ satisfies the property

$$d_z\omega _z^g(\lambda )=d_\lambda \omega _\lambda (z).$$
(2.15)
In the following we will use the single value restriction of $`\omega _z^g(\lambda )`$ determined by the conditions

$$\omega _z^g(\lambda )|_{z=u_{2g+1}}=0$$

and by choosing $`y(z)`$ to be analytic off the cuts (2.2) and real positive $`z>u_1`$. We will still denote this single value restriction with $`\omega _z^g(\lambda )`$. We remark that $`\omega _z^g(\lambda )`$ is a meromorphic analogue of the Cauchy kernel on the Riemann surface $`𝒮_g`$ .

The next proposition is also important for our subsequent considerations.

###### Proposition 2.1

 The Abelian differentials of the second kind $`\sigma _k^g(\lambda )`$, $`k0`$, defined in (2.5) satisfy the relations

$$\sigma _k^g(\lambda )=\frac{1}{2}\underset{z=\mathrm{}}{Res}\left[\omega _z^g(\lambda )z^{k\frac{1}{2}}dz\right]=\frac{1}{2k+1}d_\lambda \underset{z=\mathrm{}}{Res}\left[\omega _\lambda ^g(z)z^{k+\frac{1}{2}}\right],$$
(2.16)
where $`\omega _z^g(\lambda )`$ has been defined in (2.10), $`\omega _\lambda ^g(z)`$ is the normalized Abelian differential of the third kind with simple poles at the points $`Q^\pm (\lambda )=(\lambda ,\pm y(\lambda ))`$ with residue $`\pm 1`$ respectively and $`d_\lambda `$ denotes differentiation with respect to $`\lambda `$.

## 3 Riemann-Hilbert steepest descent method for the zero dispersion KdV equation with monotonically increasing initial data

Following  we reformulate the inverse scattering for the KdV equation as a RH problem. We consider monotonically increasing analytic initial data $`u_0(x)`$ bounded at infinity. For convenience we assume

$$\underset{x\mathrm{}}{lim}u_0(x)=0,\underset{x+\mathrm{}}{lim}u_0(x)=1.$$

We suppose

$$_{\mathrm{}}^cu_0(x)(1+|x|^{2+\delta })𝑑x<\mathrm{},_c^{\mathrm{}}(1u_0(x))(1+|x|^{2+\delta })𝑑x<\mathrm{},$$
(3.1)
for all finite $`c`$ and $`\delta >0`$.

Let $`r(\lambda ;ϵ),\lambda >0`$, be the reflection coefficient from the left of the Schödinger equation $`ϵ^2f_{xx}+u_0(x)f=\lambda f`$. Define the matrix ,

$`\nu (\lambda ,ϵ)=\{\begin{array}{ccc}& \sigma _1,& \lambda <0\hfill \\ & \left(\begin{array}{cc}0& \overline{r}e^{2i\alpha /ϵ}\\ re^{2i\alpha /ϵ}& 1\end{array}\right),& 0<\lambda <1,\hfill \\ & \left(\begin{array}{cc}1|r|^2& \overline{r}e^{2i\alpha /ϵ}\\ re^{2i\alpha /ϵ}& 1\end{array}\right),& \lambda >1,\hfill \end{array}`$ (3.5)
where $`\sigma _1=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$ and $`\alpha =4t\lambda ^{\frac{3}{2}}+x\lambda ^{\frac{1}{2}}`$. The goal is to find a row vector valued function $`m(\lambda )=m(\lambda ;x,t,ϵ)=(m_1,m_2)`$ analytic for complex $`\lambda `$ off the real axis, satisfying the jump and asymptotic conditions

$$\begin{array}{cc}\hfill m_+(\lambda ;x,t,ϵ)=& m_{}(\lambda ;x,t,ϵ)\nu (\lambda ;x,t,ϵ)\hfill \\ \hfill m(\lambda ;x,t,ϵ)& (1,1)\text{as}\lambda \mathrm{},\hfill \end{array}$$

where $`m_\pm =lim_{\delta 0}m(\lambda \pm i\delta ;x,t,ϵ)`$. The RH problem of finding the matrix $`m(\lambda )`$ given $`\nu (\lambda )`$ has a unique solution in the space $`(1,1)+L^2(d\lambda ^{\frac{1}{2}})`$. The solution of the Cauchy problem (1.1) is given by

$$u(x,t,ϵ)=2iϵ_xm_{11}(x,t,ϵ)$$
(3.6)
where

$$m_1(\lambda ;x,t,ϵ)=1+m_{11}\lambda ^{\frac{1}{2}}+O(\lambda ^1),\lambda \mathrm{},$$
(3.7)
see again (, ). In this paper we study the Cauchy problem (1.1) in the limit $`ϵ0`$, the so called zero-dispersion limit of the KdV equation. We use the WKB approximation with one turning point to calculate the reflection coefficient

$$\begin{array}{cc}\hfill r(\lambda ;ϵ)& ie^{2i\rho (\lambda )/ϵ}\chi _{[0,1]}(\lambda )\hfill \\ \hfill \rho (\lambda )& \lambda ^{\frac{1}{2}}x(\lambda )_{\mathrm{}}^{x(\lambda )}[\lambda ^{\frac{1}{2}}(\lambda u_0(x))^{\frac{1}{2}}]𝑑x,\hfill \end{array}$$

where the quantity $`x(\lambda )`$ is defined by the relation $`u_0(x(\lambda ))=\lambda `$. As usual $`\chi _{[0,1]}(\lambda )`$ denotes the characteristic function of the interval $`[0,1]`$. From the above considerations the jump matrix reduces to the identity matrix for $`\lambda >1`$ and our RH problem is reduced to the interval $`(\mathrm{},1]`$. The quantity $`\rho (\lambda )`$ can be expressed also in the form

$$\rho (\lambda )=\frac{1}{2}_0^\lambda \frac{f(y)}{\sqrt{\lambda y}}𝑑y$$
(3.8)
where $`f(u)|_{t=0}`$ is the inverse function of the initial data $`u_0(x)`$. In the following we identify $`r`$ with its WKB approximation.

Following the procedure in , we introduce a change of the dependent variable $`m`$

$$M(\lambda )=m(\lambda )e^{𝒢(\lambda )\sigma _3/ϵ}$$
(3.9)
where the scalar function $`𝒢(\lambda )=𝒢(\lambda ;x,t)`$ is analytic in $`\lambda `$ off the line $`(\mathrm{},1]`$ and satisfies $`𝒢_+(\lambda )+𝒢_{}(\lambda )=0`$, for $`\lambda (\mathrm{},0)`$ and $`𝒢(\lambda )0`$ as $`\lambda \mathrm{}`$. From (3.9) and (3.6) we obtain

$$u(x,t)=2iϵ_xM_{11}(x,t)2_x𝒢_1(x,t),$$

where $`𝒢(\lambda )=𝒢_1(x,t)/\sqrt{\lambda }+O(1/\lambda )`$ and $`M_1(\lambda ;x,t)=1+M_{11}(x,t)/\lambda ^{\frac{1}{2}}`$. The RH problem in the new variable becomes $`M_+(\lambda )=M_{}(\lambda )\mathrm{{\rm Y}}(\lambda )`$, $`\lambda (0,1)`$, where

$$\mathrm{{\rm Y}}=\left(\begin{array}{cc}0& ie^{ih/ϵ}\\ ie^{ih/ϵ}& e^{i(𝒢_+𝒢_{})/ϵ}\end{array}\right)$$

and $`h=𝒢_++𝒢_{}2\rho +2\alpha `$. For computing the small $`ϵ`$ asymptotics we follow the technique in . The interval $`0<\lambda <1`$ is partitioned into finitely many intervals $`I_j=(u_{2j},u_{2j1})`$, $`j=1,\mathrm{},g+1`$ and $`0=u_{2g+2}<u_{2g+1}<\mathrm{}<u_2<u_1<1`$, $`g0`$. Using the steepest descent method ,, the jump matrix $`\mathrm{{\rm Y}}`$ can be reduced to one of the two forms with exponentially small errors as $`ϵ0`$,

$`\begin{array}{ccc}& a0)\hfill & \left(\begin{array}{cc}0& ie^{ih/ϵ}\\ ie^{ih/ϵ}& 0\end{array}\right)\lambda _{j=1}^{g+1}I_j,\hfill \\ & & \\ & b0)\hfill & \left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),\lambda (0,1)\backslash _{j=1}^{g+1}I_j.\hfill \end{array}`$ (3.13)
The function $`𝒢`$ satisfies the following conditions:

$$\frac{(𝒢_+𝒢_{})}{2i}<0,\text{ and}h^{}(\lambda )=0,\text{thus}𝒢_++𝒢_{}2\rho +2\alpha =\mathrm{\Omega }_j,\lambda _{j=1}^{g+1}I_j,$$
(3.14)
where $`\mathrm{\Omega }_j`$ is some constant of integration;

$$𝒢_+𝒢_{}=0\text{ and}h^{}(\lambda )>0,\lambda (0,1)\backslash _{j=1}^{g+1}(u_{2j},u_{2j1}).$$
(3.15)
The remaining RH problem is the following

$`\begin{array}{ccc}M_+\hfill & =& M_{}\sigma _1,\lambda (\mathrm{},0),\hfill \\ & & \\ M_+\hfill & =& iM_{}\sigma _1e^{i\sigma _3\mathrm{\Omega }_j/ϵ},\lambda _{j=1}^{g+1}I_j,\hfill \end{array}`$ (3.19)
where $`\sigma _3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$.

To complete the solution of the initial value problem (1.1) we have to determine the phase function $`𝒢`$, the intervals $`I_j`$, $`j=1,\mathrm{},g+1`$, the values $`\mathrm{\Omega }_j`$. Once all these steps have been made, we have to solve the RH problem (3.19), so that the solution of the initial value problem (1.1) can be expressed by ,

$$u(x,t,ϵ)=\underset{j=1}{\overset{2g+1}{}}u_j+2a_1^02ϵ^2\frac{^2}{x^2}\mathrm{log}\theta (\stackrel{}{\mathrm{\Omega }}/(2\pi ϵ)),$$

where $`a_1^0`$ has been defined in (2.8) and $`\stackrel{}{\mathrm{\Omega }}=(\mathrm{\Omega }_1,\mathrm{\Omega }_2,\mathrm{},\mathrm{\Omega }_g)`$. The theta function is defined by

$$\theta (z,B)=\underset{mZ^g}{}e^{2\pi i(m,z)+\pi i(m,Bm)},zC^g,$$

where $`B`$ is the period matrix of the holomorphic differentials (2.3), namely $`B_{ij}=_{\beta _j}\varphi _i`$, $`i,j=1,\mathrm{},g`$.

## 4 Determination of $`𝒢(\lambda )`$

We observe that for each fix $`x`$ and $`t`$ the function $`𝒢^{}(\lambda )`$ satisfies the following RH problem

$`𝒢_+^{}+𝒢_{}^{}=`$ $`0,\lambda (\mathrm{},0)`$ (4.20)
$`𝒢_+^{}𝒢_{}^{}=`$ $`0,\lambda >1\text{and}\lambda (0,1)_g,`$
$`𝒢_+^{}+𝒢_{}^{}2\rho ^{}+2\alpha ^{}=`$ $`0,\lambda _g,`$
where $`_g=_{j=1}^{g+1}I_j`$. We call the intervals $`I_j`$ bands, while the intervals $`(u_{2j+1},u_{2j})`$, $`j=0,\mathrm{},g`$, $`u_0=1`$, are called gaps. We add the requirement that

$$(\sqrt{\lambda }𝒢^{}(\lambda ))_\pm ,\text{are continuous functions for real}\lambda .$$
(4.21)
It follows that $`𝒢^{}(\lambda )_\pm `$ are continuous functions for $`\lambda (0,1)`$.

We recall that the condition $`𝒢(\lambda )=O(\lambda ^{\frac{1}{2}})`$ for large $`\lambda `$, implies

$$𝒢^{}(\lambda )=O(\lambda ^{\frac{3}{2}}).$$
(4.22)
We observe that the condition (3.15) implies the following normalization condition

$$_{\alpha _j}𝒢^{}(\lambda )𝑑\lambda =0,j=1,\mathrm{},g,$$
(4.23)
where $`\alpha _j`$ is any clockwise close loop around the cut $`I_j`$. When the loops $`\alpha _j`$ collapse to the interval $`I_j`$ described twice, the conditions (4.23) become

$$_{I_j}(𝒢_+^{}𝒢_{}^{})𝑑\lambda =0,j=1,\mathrm{},g.$$
(4.24)
The solution of the RH problem (4.20) that satisfies (4.21) is given by the integral

$$𝒢^{}(\lambda )=\frac{y(\lambda )}{2\pi i}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))dz}{(z\lambda )y^+(z)}$$
(4.25)
where

$$y^2=\underset{j=1}{\overset{2g+1}{}}(\lambda u_j).$$
(4.26)
We choose $`y(\lambda )`$ to be analytic off the intervals $`(\mathrm{},0]_g`$, real and positive for $`\lambda >u_1`$ and we denote $`y^+(\lambda )`$ the boundary value from above the cut $`(\mathrm{},0]_g`$.

In order for (4.25) to satisfy (4.22) we must impose the following moment conditions

$$__g\frac{\rho ^{}(\lambda )\alpha ^{}(\lambda ))}{y^+(\lambda )}\lambda ^k𝑑\lambda =0,k=0,\mathrm{},g.$$
(4.27)
Furthermore we must impose the normalization conditions (4.23). We observe that (4.23) and (4.27) represent a system of $`2g+1`$ algebraic equations which, in principle, determines the end-points $`u_1,u_1,\mathrm{},u_{2g+1}`$ of the intervals $`I_j`$, $`j=1,\mathrm{},g+1`$.

For $`g=0`$ the moment condition reduces to the form

$$\frac{2}{\pi i}_0^u\frac{\rho ^{}(\lambda )\alpha ^{}(\lambda ))}{\sqrt{\lambda u}}𝑑\lambda =f(u)6tux=0,$$

which is the solution of the zero-phase equation (1.3).

We observe that

$$𝒢_+^{}(z_0)𝒢_{}^{}(z_0)=𝒢(z_0)=\frac{y(z_0)}{\pi i}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))dz}{(zz_0)y^+(z)}z_0_g$$

and

$$𝒢_+^{}(z_0)𝒢_{}^{}(z_0)=0,\lambda (0,1)\backslash _{j=1}^{g+1}(u_{2j},u_{2j1}).$$

Therefore because of the assumption of the continuity of $`𝒢_\pm ^{}`$ on $`(0,1)`$, the following relation must be satisfied

$$\underset{z_0u_i}{lim}𝒢^{}(z_0)=0,i=1,\mathrm{},2g+1,$$
(4.28)
where $`z_0(u_{i+1},u_i)`$ for $`i`$ odd and $`z_0(u_{i1},u_i)`$ for $`i`$ even.

We consider analytic initial data or smooth initial data in $`(0,1)`$ that satisfies (3.1), so that the function $`\rho ^{}(\lambda )`$ is Hölder continuous in subsets of $`(0,1)`$, namely

$$|\rho ^{}(\lambda _1)\rho ^{}(\lambda _2)|<c|\lambda _1\lambda _2|^\delta ,\lambda _1,\lambda _2J$$

where the constant $`c>0`$, $`0<\delta 1`$, and $`J`$ is some open subset of $`(0,1)`$.

###### Lemma 4.1

 If the function $`\rho ^{}(\lambda )`$ is Hölder continuous near and at $`u_i`$, $`i=1,\mathrm{},2g+1`$, then

$$\underset{z_0u_i}{lim}𝒢^{}(z_0)=0,i=1,\mathrm{},2g+1,$$

where $`z_0(u_{i+1},u_i)`$ for $`i`$ odd and $`z_0(u_{i1},u_i)`$ for $`i`$ even.

The above lemma guarantees the consistency of the assumptions (4.21) and (4.28).

These considerations suggests to build a second solution $`\stackrel{~}{𝒢}^{}(\lambda )`$ of the RH problem (4.20) requiring that $`\stackrel{~}{𝒢}^{}(\lambda )`$ satisfies (4.22) and (4.24) while we impose the continuity (4.21) as constraint. The solution $`\stackrel{~}{𝒢}^{}(\lambda )`$ is given by the expression

$$\stackrel{~}{𝒢}^{}(\lambda )=\frac{1}{(2\pi i)y(\lambda )}__g\frac{2y^+(z)(\rho ^{}(z)2\alpha ^{}(z))dz}{z\lambda }\frac{Q_{g1}(\lambda )}{y(\lambda )}.$$
(4.29)
The polynomial $`Q_{g1}(\lambda )`$ has degree $`g1`$ and its coefficients are uniquely determined from (4.24) or (4.23). It is easy to verify that

$$\frac{Q_{g1}(\lambda )}{y(\lambda )}=\frac{1}{2\pi i}\underset{k=1}{\overset{g}{}}\frac{\varphi _k(\lambda )}{d\lambda }__g𝑑z(2\rho ^{}(z)2\alpha ^{}(z))_{\alpha _k}\frac{y^+(z)d\eta }{y(\eta )(z\eta )},$$
(4.30)
where $`\varphi _k(\lambda )`$, $`k=1,\mathrm{}g`$ is the basis of holomorphic differential defined in (2.3).

###### Lemma 4.2

The function $`\stackrel{~}{𝒢}^{}(\lambda )`$ satisfies the conditions (4.22) and (4.24).

The continuity on the function $`\stackrel{~}{𝒢}^{}(\lambda )`$ is obtained imposing that the end points $`u_1,\mathrm{},u_{2g+1}`$ evolve according to the equations

$$\stackrel{~}{𝒢}^{}(\lambda )_{\lambda =u_i}=0,i=1,\mathrm{},2g+1.$$
(4.31)
The next theorem establishes the equivalence between the two different solutions $`𝒢^{}(\lambda )`$ and $`\stackrel{~}{𝒢}^{}(\lambda )`$ of the RH (4.20).

###### Theorem 4.3

The function function $`\stackrel{~}{𝒢}^{}(\lambda )`$ and the set of algebraic equations (4.31) is equivalent to the function $`𝒢^{}(\lambda )`$ and the set of algebraic equations (4.27) and (4.23). The equivalence is established for any $`C^{\mathrm{}}`$ initial data satisfying (3.1).

Proof: We write $`\stackrel{~}{𝒢}^{}(\lambda )`$ in the form

$$\stackrel{~}{𝒢}^{}(\lambda )=\frac{1}{y(\lambda )}__g\frac{y^2(z)(2\rho ^{}(z)2\alpha ^{}(z))dz}{(2\pi i)y^+(z)(z\lambda )}\underset{l=1}{\overset{g}{}}\frac{\varphi _l(\lambda )}{d\lambda }__g𝑑z\frac{(2\rho ^{}(z)2\alpha ^{}(z))}{(2\pi i)y^+(z)}_{\alpha _l}\frac{y^2(z)d\eta }{y(\eta )(z\eta )}.$$
(4.32)
Using the identity

$$\frac{z^k}{z\lambda }=\underset{j=0}{\overset{k1}{}}z^j\lambda ^{k1j}+\frac{\lambda ^k}{z\lambda },$$
(4.33)
we obtain

$$\frac{y^2(z)}{z\lambda }=\frac{y^2(\lambda )}{z\lambda }+\underset{k=0}{\overset{2g}{}}()^ks_{2gk}\underset{j=0}{\overset{k}{}}z^j\lambda ^{kj}$$
(4.34)
where the $`s_k`$’s are the symmetric function in the variables $`u_1,u_2,\mathrm{}u_{2g+1}`$, namely $`s_0=1`$, $`s_1=_{k=1}^{2g+1}u_k`$, $`s_2=_{k<j}u_ku_j`$ and so on. Using (4.34) we can rewrite (4.32) in the form

$$\begin{array}{cc}\hfill \stackrel{~}{𝒢}^{}(\lambda )=& \frac{y(\lambda )}{2\pi i}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))dz}{y^+(z)(z\lambda )}\underset{l=1}{\overset{g}{}}\frac{\varphi _l(\lambda )}{(2\pi i)d\lambda }__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))}{y^+(z)}𝑑z_{\alpha _l}\frac{y(\eta )}{z\eta }𝑑\eta \hfill \\ & +\frac{1}{(2\pi i)y(\lambda )}\underset{k=0}{\overset{2g}{}}()^ks_{2gk}\underset{j=0}{\overset{k}{}}\lambda ^{kj}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))z^j}{y^+(z)}𝑑z\hfill \\ \hfill & \frac{1}{2\pi i}\underset{l=1}{\overset{g}{}}\frac{\varphi _l(\lambda )}{d\lambda }\underset{k=0}{\overset{2g}{}}()^ks_{2gk}\underset{j=0}{\overset{k}{}}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))z^j}{y^+(z)}𝑑z_{\alpha _l}\frac{\eta ^{kj}}{y(\eta )}𝑑\eta .\hfill \end{array}$$
(4.35)
Imposing (4.31), we can see that the first term in (4.35) is automatically zero at the branch points by lemma 4.1. Therefore, using (4.35), the equations (4.31) imply

$$\begin{array}{cc}& [\underset{l=1}{\overset{n}{}}\underset{m=0}{\overset{n1}{}}\gamma _l^m\lambda ^m__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))}{y^+(z)}dz_{\alpha _l}\frac{y(\eta )}{z\eta }d\eta \hfill \\ & +\underset{k=0}{\overset{2g}{}}()^ks_{2gk}\underset{j=0}{\overset{k}{}}\lambda ^{kj}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))z^j}{y^+(z)}𝑑z\hfill \\ & \underset{l=1}{\overset{g}{}}\underset{m=0}{\overset{g1}{}}\gamma _l^m\lambda ^m\underset{k=0}{\overset{2g}{}}()^ks_{2gk}\underset{j=0}{\overset{k}{}}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))z^j}{y^+(z)}dz_{\alpha _l}\frac{\eta ^{kj}}{y(\eta )}d\eta \left]\right|_{\lambda =u_i}=0,\hfill \end{array}$$

for $`i=1,\mathrm{},2g+1.`$ The above quantity is a polynomial in the $`\lambda `$ variable of degree $`2g`$ that must have $`2g+1`$ zeros, therefore it is identically zero. From the coefficients of degree $`g`$ to $`2g`$ we get the moments conditions (4.27). For the coefficients of degree $`m`$, $`m=0,\mathrm{},g1`$ we get the relations

$$\begin{array}{cc}& \underset{l=1}{\overset{g}{}}\gamma _l^m__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))}{y^+(z)}𝑑z_{\alpha _l}\frac{y(\eta )}{z\eta }𝑑\eta +\underset{k=m+g+1}{\overset{2g}{}}()^ks_{2gk}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))z^{km}}{y^+(z)}𝑑z\hfill \\ & \underset{l=1}{\overset{g}{}}\gamma _l^m\underset{k=g+1}{\overset{2g}{}}()^ks_{2gk}\underset{j=g+1}{\overset{k}{}}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))z^j}{y^+(z)}𝑑z_{\alpha _l}\frac{\eta ^{kj}}{y(\eta )}𝑑\eta 0,m=0,\mathrm{},g1.\hfill \end{array}$$

Using (2.4) the above relation simplifies to the form

$$\underset{l=1}{\overset{g}{}}\gamma _l^m__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))}{y^+(z)}𝑑z_{\alpha _l}\frac{y(\eta )}{z\eta }𝑑\eta 0,m=0,\mathrm{},g1.$$
(4.36)
Because the matrix $`\{\gamma _l^m\}`$, $`l=1,\mathrm{},g`$, $`m=0,\mathrm{},g1`$ is invertible, the relation (4.36) is equivalent to

$$__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))}{y^+(z)}𝑑z_{I_l}\frac{y(\eta )}{z\eta }𝑑\eta 0,l=1,\mathrm{},g$$
(4.37)
which coincides with the normalization conditions (4.23). Therefore on the solution of (4.27) and (4.23) the function $`\stackrel{~}{𝒢}^{}(\lambda )`$ reads

$$\stackrel{~}{𝒢}^{}(\lambda )=\frac{y(\lambda )}{2\pi i}__g\frac{(2\rho ^{}(z)2\alpha ^{}(z))dz}{y^+(z)(z\lambda )}=𝒢^{}(\lambda ).$$
(4.38)
$`\mathrm{}`$

In the same way we can prove that $`𝒢^{}(\lambda )`$, the moment conditions (4.27) and the normalization conditions (4.23) are equivalent to $`\stackrel{~}{𝒢}^{}(\lambda )`$ and the equations (4.31). We remark that the equivalence between the two solutions does not depend on the fact that the problem has a priori a unique solution as follows from the Lax-Levermore theory but it derives only on the structure of the RH problem for the scalar function $`𝒢`$.

We observe that using $`\omega _z^g(\lambda )`$, the meromorphic analogue of the Cauchy kernel defined in (2.10), we can write $`\stackrel{~}{𝒢}^{}(\lambda )d\lambda `$ in the form

$$\stackrel{~}{𝒢}^{}(\lambda )d\lambda =xd\stackrel{~}{p}^g(\lambda )td\stackrel{~}{q}^g(\lambda )+\mathrm{\Omega }^g(\lambda ),$$
(4.39)
where

$$\begin{array}{cc}\hfill d\stackrel{~}{p}^g(\lambda )=& \frac{1}{2\pi i}__g\omega _z^g(\lambda )z^{\frac{1}{2}}\hfill \\ \hfill d\stackrel{~}{q}^g(\lambda )=& \frac{12}{2\pi i}__g\omega _z^g(\lambda )z^{\frac{1}{2}}\hfill \end{array}$$
(4.40)
and

$$\mathrm{\Omega }^g(\lambda )=\frac{1}{2\pi i}__g2\omega _z^g(\lambda )\rho ^{}(z).$$
(4.41)
Here and below the integrals in the $`z`$ variable are taken on the upper side of $`_g`$.

Using the above representation we compute the constants $`\mathrm{\Omega }_k`$ defined in (3.14)

$$\mathrm{\Omega }_k=_{\beta _k}\stackrel{~}{𝒢}^{}(\lambda )𝑑\lambda =_{\beta _k}__g\omega _z^g(\lambda )\frac{(2\rho ^{}(z)2\alpha ^{}(z))}{2\pi i}𝑑zk=1,\mathrm{},g.$$
(4.42)
Integrating by parts the above identity and using (2.15) and (2.14) we obtain

$$\mathrm{\Omega }_k=4__g\varphi _k(z)((\rho (z)\alpha (z))dz,k=1,\mathrm{},g.$$

From the above it follows that $`\mathrm{\Omega }_{g+1}=0`$.

The following theorem due to Krichever  connects the solution of the set of algebraic equations (4.27) and (4.23) or (4.31), to a solution of the Whitham equations.

###### Theorem 4.4

 Let us suppose that the $`u_i`$’s depend on $`x`$ and $`t`$ in such a way that the conditions (4.31) are fulfilled. Then $`u_i=u_i(x,t)`$, $`i=1,\mathrm{},2g+1`$, satisfies the Whitham equations

$$\frac{}{t}u_i=v_i(\stackrel{}{u})\frac{}{x}u_i,i=1,\mathrm{}2g+1,$$
(4.43)
where

$$v_i(\stackrel{}{u})=\frac{d\stackrel{~}{q}^g(\lambda )}{d\stackrel{~}{p}^g(\lambda )}|_{\lambda =u_i},i=1,\mathrm{},2g+1$$
(4.44)
and the differentials $`d\stackrel{~}{p}^g(\lambda )`$ and $`d\stackrel{~}{q}^g(\lambda )`$ have been defined in (4.40).

We remark that from proposition (2.1) the following identity is easily verified

$$v_i(\stackrel{}{u})=\frac{d\stackrel{~}{q}^g(\lambda )}{d\stackrel{~}{p}^g(\lambda )}|_{\lambda =u_i}=\frac{dq^g(\lambda )}{dp^g(\lambda )}|_{\lambda =u_i}i=1,\mathrm{},2g+1,$$
(4.45)
where $`dp^g(\lambda )`$ and $`dq^g(\lambda )`$ have been defined in (2.7). The second expression of the $`v_i(\stackrel{}{u})`$’s in (4.45) is the classical formula for the speeds of the Whitham equations obtained in .

We can write the algebraic equations (4.31) in the form of the so called hodograph transformation introduced by Tsarev :

$$x=v_i(\stackrel{}{u})t+\stackrel{~}{w}_i(\stackrel{}{u}),i=1,\mathrm{},2g+1,$$
(4.46)
where

$$\stackrel{~}{w}_i(\stackrel{}{u})=\frac{\mathrm{\Omega }^g(\lambda )}{d\stackrel{~}{p}^g(\lambda )}|_{\lambda =u_i},i=1,\mathrm{},2g+1$$
(4.47)
and $`\mathrm{\Omega }^g(\lambda )`$ has been defined in (4.41). As a consequence of theorem 4.3, the set of algebraic equations (4.27) and (4.23) is equivalent to the hodograph transformation (4.46).

In the next section we will show that the $`\stackrel{~}{w}_i(\stackrel{}{u})`$’s defined in (4.47) coincide with the classical formulas provided in  or .

## 5 Solution of the Tsarev system and linear overdetermined system of Euler-Poisson-Darboux type

We first define the Cauchy problem for the Whitham equations. The initial value problem consists of the following. We consider the evolution on the $`xu`$ plane of the initial curve $`u(x,t=0)=u_0(x)`$ according to the zero-phase equation (1.3). The solution $`u(x,t)`$ of (1.3), with the initial data $`u_0(x)`$, is given by the characteristic equation

$$x=6tu+f(u)$$
(5.1)
where $`f(u)|_{t=0}`$ is the inverse function of the initial data $`u_0(x)`$. The solution $`u(x,t)`$ in (5.1) is globally well defined only for $`0t<t_0`$, where $`t_0=\frac{1}{6}\mathrm{min}_{u\mathrm{I}\mathrm{R}}[f^{}(u)]`$ is the time of gradient catastrophe of (5.1). Near the point of gradient catastrophe and for a short time $`t>t_0`$, the evolving curve is given by a multivalued function with three branches $`u_1(x,t)>u_2(x,t)>u_3(x,t)`$, which evolve according to the one-phase Whitham equations.

Outside the multivalued region the solution is given by the zero-phase solution $`u(x,t)`$ defined in (5.1). On the phase transition boundary the zero-phase solution and the one-phase solution are attached $`C^1`$-smoothly.

Since the Whitham equations are hyperbolic , other points of gradient catastrophe can appear in the branches $`u_1(x,t)>u_2(x,t)>u_3(x,t)`$ themselves or in $`u(x,t)`$.

In general, for $`t>t_0`$, the evolving curve is given by a multivalued function with and odd number of branches $`u_1(x,t)>u_2(x,t)>\mathrm{}>u_{2g+1}(x,t)`$, $`g0`$. These branches evolve according to the $`g`$-phase Whitham equations. The $`g`$-phase solutions for different $`g`$ must be glued together in order to produce a $`C^1`$-smooth curve in the $`(x,u)`$ plane evolving smoothly with $`t`$. The initial value problem of the Whitham equations is to determine, for almost all $`t>0`$ and $`x`$, the phase $`g(x,t)0`$ and the corresponding branches $`u_1(x,t)>u_2(x,t)>\mathrm{}>u_{2g+1}(x,t)`$ from the initial data $`x=f(u)|_{t=0}`$.

The solution of the Whitham equations for a given $`g`$ is obtained by the so called hodograph transformation introduced by Tsarev .

###### Theorem 5.1

If $`w_i(\stackrel{}{u})`$, $`\stackrel{}{u}=(u_1,u_2,\mathrm{},u_{2g+1})`$, solves the linear over-determined system

$$\frac{w_i}{u_j}=\frac{1}{v_iv_j}\frac{v_i}{u_j}[w_iw_j],i,j=1,2,\mathrm{},2g+1,ij,$$
(5.2)
then the solution $`(u_1(x,t),u_2(x,t),\mathrm{},u_{2g+1}(x,t))`$ of the hodograph transformation

$$x=v_i(\stackrel{}{u})t+w_i(\stackrel{}{u})i=1,\mathrm{},2g+1,$$
(5.3)
satisfies system (1.2). Conversely, any solution $`(u_1,u_2,\mathrm{},u_{2g+1})`$ of (1.2) can be obtained in this way in a neighborhood $`(x_0,t_0)`$ where the $`u_{ix}`$’s are not vanishing..

To guarantee that the $`g`$phase solutions for different $`g`$ are attached continuously, the following natural boundary conditions must be imposed on $`w_i(u_1,u_2,\mathrm{},u_{2g+1})`$, $`i=1,\mathrm{},2g+1`$, $`g>0`$.

When $`u_l=u_{l+1}`$, $`\mathrm{\hspace{0.33em}1}l2g`$,

$$w_l^g(u_1,\mathrm{},u_l,u_l,\mathrm{},u_{2g+1})=w_{l+1}^g(u_1,\mathrm{},u_l,u_l,\mathrm{},u_{2g+1})$$
(5.4)
and for $`1i2g+1,il,l+1`$

$`w_i^g(u_1,\mathrm{},u_l,u_l,\mathrm{},u_{2g+1})=w_i^{g1}(u_1,\mathrm{},\widehat{u}_l,\widehat{u}_l,\mathrm{},u_{2g+1}).`$ (5.5)
The superscript $`g`$ and $`g1`$ in the $`w_i`$’s specify the corresponding genus and the hat denotes the variable that have been dropped. When $`g=1`$ and $`u_2=u_3`$ we have that

$`\begin{array}{ccc}& w_1(u_1,u_3,u_3)=f(u_1)\hfill & \\ & w_2(u_1,u_3,u_3)=w_3(u_1,u_3,u_3),\hfill & \end{array}`$ (5.8)
where $`f(u)`$ is the initial data. Similar conditions hold true when $`u_1=u_2`$, namely

$`\begin{array}{ccc}& w_3(u_1,u_1,u_3)=f(u_3)\hfill & \\ & w_1(u_1,u_1,u_3)=w_2(u_1,u_1,u_3).\hfill & \end{array}`$ (5.11)
We remark that the $`v_i(\stackrel{}{u})`$’s satisfy the boundary conditions (5.4-5.5) and for $`g=1`$ we have

$$v_1(u_1,u_3,u_3)=6u_1,v_3(u_1,u_1,u_3)=6u_3.$$

The solution of the boundary value problem (5.2), (5.4-5.11) has been obtained in  for any smooth monotonically increasing initial data.

###### Theorem 5.2

 Let be $`f(u)`$ the inverse function of the smooth initial data $`u_0(x,0)`$. If the function $`q_k=q_k(u_1,u_2,\mathrm{},u_{2g+1})`$, $`1kg`$, is the symmetric solution of the linear over-determined system

$`\{\begin{array}{ccc}2(u_iu_j){\displaystyle \frac{^2q_k(\stackrel{}{u})}{u_iu_j}}={\displaystyle \frac{q_k(\stackrel{}{u})}{u_i}}{\displaystyle \frac{q_k(\stackrel{}{u})}{u_j}},ij,i,j=1,\mathrm{},2g+1,g>0\hfill & & \\ & & \\ q_k(\underset{2g+1}{\underset{}{u,u,\mathrm{},u}})=F_k(u)\hfill & & \\ & & \\ F_k(u)={\displaystyle \frac{2^{(g1)}}{(2g1)!!}}u^{k+\frac{1}{2}}{\displaystyle \frac{d^{gk}}{du^{gk}}}\left(u^{g\frac{1}{2}}f^{(k1)}(u)\right),\hfill & & \end{array}`$ (5.17)
with the ordering $`1>u_1>u_2>\mathrm{}>u_{2g+1}>0`$, then $`w_i(\stackrel{}{u})`$, $`i=1,\mathrm{},2g+1`$, defined by

$$w_i(\stackrel{}{u})=\frac{1}{P_0^g(u_i)}\left[2_{u_i}q_g(\stackrel{}{u})\underset{n=1,ni}{\overset{2g+1}{}}(u_iu_n)+\underset{k=1}{\overset{g}{}}q_k(\stackrel{}{u})\underset{n=1}{\overset{k}{}}(2n1)\stackrel{~}{\mathrm{\Gamma }}_{kn}P_{n1}^g(u_i)\right],$$
(5.18)
solves the boundary value problem (5.2), (5.4-5.11). Conversely every solution of (5.2), (5.4-5.11) can be obtained in this way.

In (5.18) the polynomials $`P_n^g`$’s have been defined in (2.8) and the $`\stackrel{~}{\mathrm{\Gamma }}_k`$’s are the coefficient of the expansion for $`\xi \mathrm{}`$ of

$$y(\xi )=\xi ^{g+\frac{1}{2}}(\stackrel{~}{\mathrm{\Gamma }}_0+\frac{\stackrel{~}{\mathrm{\Gamma }}_1}{\xi }+\frac{\stackrel{~}{\mathrm{\Gamma }}_2}{\xi ^2}+\mathrm{}+\frac{\stackrel{~}{\mathrm{\Gamma }}_l}{\xi ^l}+\mathrm{}).$$
(5.19)
The existence and uniqueness of the solution of the boundary value problem (5.17) has been proved in .

###### Theorem 5.3

 The solution of the boundary value problem (5.17) is unique, symmetric with respect to the variables $`u_1,u_2,\mathrm{},u_{2g+1}`$ and reads

$$\begin{array}{cc}\hfill q_k(\stackrel{}{u})=& \frac{1}{C}_1^1_1^1\mathrm{}_1^1dz_1dz_2\mathrm{}dz_{2g}(1+z_{2g})^{g1}(1+z_{2g1})^{g\frac{3}{2}}\mathrm{}(1+z_3)^{\frac{1}{2}}(1+z_1)^{\frac{1}{2}}\times \hfill \\ & \\ & \frac{F_k(\frac{1+z_{2g}}{2}(\mathrm{}(\frac{1+z_2}{2}(\frac{1+z_1}{2}u_1+\frac{1z_1}{2}u_2)+\frac{1z_2}{2}u_3)+\mathrm{})+\frac{1z_{2g}}{2}u_{2g})}{\sqrt{(1z_1)(1z_2)\mathrm{}(1z_{2g})}},\hfill \end{array}$$
(5.20)
where $`C=_{j=1}^{2g}C_j`$ and

$$C_j=_1^1\frac{(1+\mu )^{\frac{j}{2}1}}{\sqrt{1\mu }}𝑑\mu .$$
(5.21)
The functions $`F_k(u)`$ and the solutions $`q_k(\stackrel{}{u})`$, $`k=1,\mathrm{},g`$, of the boundary value problem (5.17) satisfy the following relations:

$`\begin{array}{ccc}_uF_k(u)& =\hfill & {\displaystyle \frac{2g+1}{2}}F_{k+1}(u)+u_uF_{k+1}(u),k=1,\mathrm{},g1,g>0,\hfill \\ & & \\ _{u_i}q_k(\stackrel{}{u})& =\hfill & {\displaystyle \frac{1}{2}}q_{k+1}(\stackrel{}{u})+u_i_{u_i}q_{k+1}(\stackrel{}{u})i=1.\mathrm{},2g+1,k=1,\mathrm{},g1g>0.\hfill \end{array}`$ (5.25)
###### Lemma 5.4

 The solution of the Whitham equations described by (5.3) where the $`w_i(\stackrel{}{u})`$’s are given by (5.18) is $`C^1`$-smooth on the phase transition boundaries.

The next theorem shows the equivalence between the hodograph transformation defined in (4.46) and the one define in (5.3)

###### Theorem 5.5

For any smooth monotonically increasing initial data satisfying (3.1), the following identity is satisfied

$$\stackrel{~}{w}_i(\stackrel{}{u})w_i(\stackrel{}{u}),i=1,\mathrm{}2g+1,$$
(5.26)
where the $`\stackrel{~}{w}_i(\stackrel{}{u})`$’s are defined in (4.47) and the $`w_i(\stackrel{}{u})`$’s are defined in (5.18).

Therefore combining theorem 4.3 and and theorem 5.5, we deduce that the hodograph transformation (5.3) is equivalent to the set of algebraic equations (4.27) and (4.23).

The next theorem shows that the hodograph transformation (5.3) can be written in a nice algebraic form. This is the first step to transform the moment conditions (4.27) and the normalization conditions (4.23) into a combination of solutions of linear-overdetermined systems of Euler-Poisson-Darboux type.

###### Theorem 5.6

For $`g>0`$ the hodograph transformation (5.3) where the $`w_i(\stackrel{}{u})`$’s are defined in (5.18) is equivalent to the following set of $`2g+1`$ algebraic equations

$$\begin{array}{cc}& \underset{j=1}{\overset{2g+1}{}}_{u_j}q_{gk}(\stackrel{}{u})kq_{gk+1}(\stackrel{}{u})=0,k=0,\mathrm{},g2\hfill \\ & \underset{j=1}{\overset{2g+1}{}}_{u_j}q_1(\stackrel{}{u})(g1)q_2(\stackrel{}{u})6t=0,\hfill \\ & 2\underset{j=1}{\overset{2g+1}{}}u_j_{u_j}q_1(\stackrel{}{u})+q_1(\stackrel{}{u})x6t\underset{j=1}{\overset{2g+1}{}}u_j=0,\hfill \end{array}$$
(5.27)
$$_{u_{2k}}^{u_{2k1}}y(\lambda )\mathrm{\Phi }(\lambda ;\stackrel{}{u})𝑑\lambda =0,k=1,\mathrm{},g$$
(5.28)
where the function $`\mathrm{\Phi }(\lambda ;\stackrel{}{u})`$ is given by the relation

$$\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})=_\lambda \mathrm{\Psi }^g(\lambda ;\stackrel{}{u})+\underset{i=1}{\overset{2g+1}{}}_{u_i}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u}).$$
(5.29)
The function $`\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})`$ satisfies the linear overdetermined system of Euler-Poisson-Darboux type

$`\{\begin{array}{ccc}& & {\displaystyle \frac{}{u_i}}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u}){\displaystyle \frac{}{u_j}}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})=2(u_iu_j){\displaystyle \frac{^2}{u_iu_j}}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u}),ij,i,j=1,\mathrm{}2g+1\hfill \\ & & {\displaystyle \frac{}{\lambda }}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})2{\displaystyle \frac{}{u_j}}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})=2(\lambda u_j){\displaystyle \frac{^2}{\lambda u_j}}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u}),j=1,\mathrm{}2g+1\hfill \\ & & \mathrm{\Psi }^g(\lambda ;\underset{2g+1}{\underset{}{\lambda ,\mathrm{},\lambda }})={\displaystyle \frac{2^g}{(2g+1)!!}}f^{(g)}(\lambda )\hfill \end{array}`$ (5.33)
where $`f^{(g)}(\lambda )`$ is the $`g`$th derivative of the smooth monotonically increasing initial data $`f(u)`$.

The above boundary value problem can be integrate in the form

$$\begin{array}{cc}\hfill \mathrm{\Psi }^g(\lambda ;\stackrel{}{u})=& \frac{1}{K}_1^1_1^1\mathrm{}_1^1dz_2dz_2\mathrm{}dz_{2g+2}(1+z_{2g+2})^g(1+z_{2g+1})^{g\frac{1}{2}}\mathrm{}(1+z_3)^{\frac{1}{2}}\times \hfill \\ & \\ & \frac{f^{(g)}(\frac{1+z_{2g+2}}{2}(\mathrm{}(\frac{1+z_3}{2}(\frac{1+z_2}{2}\lambda +\frac{1z_2}{2}u_1)+\frac{1z_3}{2}u_2)+\mathrm{})+\frac{1z_{2g+2}}{2}u_{2g+1})}{\sqrt{(1z_2)(1z_3)\mathrm{}(1z_{2g+2})}},\hfill \end{array}$$
(5.34)
where $`K=_{j=2}^{2g+2}C_j`$ and the $`C_j`$’s have been defined in (5.21). The solution obtained is symmetric with respect to the variables $`u_1,\mathrm{},u_{2g+1}`$. A similar formula can be obtained for $`\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})`$.

In the next section we identify the system (LABEL:zero1) with the moment conditions (4.27) and system (5.28) with the normalization condition (4.23).

Proof of Theorem 5.5.

We show that the $`\stackrel{~}{w}_i(\stackrel{}{u})`$’s defined in (4.47) satisfy the Tsarev system (5.2) and the boundary conditions (5.4-5.11). Therfore by theorem 5.2, we obtain $`\stackrel{~}{w}_i(\stackrel{}{u})=w_i(\stackrel{}{u})`$. We follow the steps in ,.

The quantities $`\stackrel{~}{w}_i(u_1,u_2,\mathrm{},u_{2g+1})`$, $`i=1,\mathrm{}2g+1`$, are well defined. Indeed let us write $`d\stackrel{~}{p}^g(\lambda )`$ and $`\mathrm{\Omega }^g(\lambda )`$ in the form $`d\stackrel{~}{p}^g(\lambda )={\displaystyle \frac{\stackrel{~}{P}^g(u_i,\stackrel{}{u})}{y(\lambda )}}d\lambda `$ and $`\mathrm{\Omega }^g(\lambda )={\displaystyle \frac{\chi ^g(\lambda ,\stackrel{}{u})}{y(\lambda )}}d\lambda `$ where

$$\chi ^g(\lambda ,\stackrel{}{u})=\frac{1}{\pi i}\left[__g\frac{y(z)}{\lambda z}\rho ^{}(z)\underset{j=1}{\overset{g}{}}\lambda ^{gj}__gN_j^g(z)\rho ^{}(z)\right]$$
(5.35)
and the $`N_j^g`$’s have been defined in (2.13). Here and below all the integrals are taken on the upper side of $`_g`$. Then

$$\begin{array}{cc}\hfill \stackrel{~}{w}_i(u_1,u_2,\mathrm{},u_{2g+1})& =\frac{\chi ^g(u_i,\stackrel{}{u})}{\stackrel{~}{P}^g(u_i,\stackrel{}{u})}\hfill \\ & =\frac{1}{\pi i\stackrel{~}{P}^g(u_i,\stackrel{}{u})}\left[__g\frac{y(z)}{u_iz}\rho ^{}(z)\underset{j=1}{\overset{g}{}}u_i^{gj}__gN_j(z)\rho ^{}(z)\right].\hfill \end{array}$$
(5.36)
Next we show that the $`\stackrel{~}{w}_i`$’s satisfy the Tsarev system (5.2). The differentials $`_{u_j}\mathrm{\Omega }^g(\lambda )`$ and $`_{u_j}d\stackrel{~}{p}^g(\lambda )`$ are normalized Abelian differentials of the second kind with a pole at $`\lambda =u_j`$ of second order. Because of (4.47) the differential $`{\displaystyle \frac{}{u_j}}\mathrm{\Omega }^g\stackrel{~}{w}_j{\displaystyle \frac{}{u_j}}d\stackrel{~}{p}^g(\lambda )`$ is holomorphic and

$$\begin{array}{cc}\hfill 0=& _{u_j}_{\alpha _k}(\mathrm{\Omega }^g(\lambda )\stackrel{~}{w}_jd\stackrel{~}{p}^g(\lambda )),\hfill \\ \hfill 0=& _{\alpha _k}\frac{}{u_j}\mathrm{\Omega }^g\stackrel{~}{w}_j\frac{}{u_j}d\stackrel{~}{p}^g(\lambda ),k=1,\mathrm{},g,\hfill \end{array}$$

that follows from (2.11). Therefore

$$(_{u_j}\mathrm{\Omega }^g(\lambda )\stackrel{~}{w}_j_{u_j}d\stackrel{~}{p}^g(\lambda ))0$$
(5.37)
because it is a holomorphic differential having all the $`\alpha `$-periods equal to zero.

From (5.37) we obtain

$$\frac{}{u_j}\chi ^g(\lambda )\stackrel{~}{w}_j\frac{}{u_j}\stackrel{~}{P}^g(\lambda )=\frac{1}{2}\frac{\chi ^g(\lambda )\stackrel{~}{w}_j\stackrel{~}{P}^g(\lambda )}{\lambda u_j},i=1,2,\mathrm{},2g+1.$$
(5.38)
We use the above identity to evaluate $`_j\stackrel{~}{w}_i(\stackrel{}{u})`$. From (5.36) and (5.38) we obtain

$$\begin{array}{cc}\hfill \frac{}{u_j}\stackrel{~}{w}_i(\stackrel{}{u})=& \frac{}{u_j}\frac{\chi ^g(u_i,\stackrel{}{u})}{\stackrel{~}{P}^g(u_i,\stackrel{}{u})},ij\hfill \\ \hfill =& \frac{_{u_j}\chi ^g(u_i,\stackrel{}{u})\stackrel{~}{w}_j_{u_j}\stackrel{~}{P}^g(u_i,\stackrel{}{u})}{\stackrel{~}{P}^g(u_i,\stackrel{}{u})}+(\stackrel{~}{w}_j\stackrel{~}{w}_i)\frac{_{u_j}\stackrel{~}{P}^g(u_i,\stackrel{}{u})}{\stackrel{~}{P}^g(u_i,\stackrel{}{u})}\hfill \\ \hfill =& (\stackrel{~}{w}_j\stackrel{~}{w}_i)\frac{_{u_j}\stackrel{~}{P}^g(u_i,\stackrel{}{u})}{\stackrel{~}{P}^g(u_i,\stackrel{}{u})}\frac{1}{2}\frac{\chi ^g(u_i,\stackrel{}{u})\stackrel{~}{w}_j\stackrel{~}{P}^g(u_i,\stackrel{}{u})}{(u_iu_j)\stackrel{~}{P}^g(u_i,\stackrel{}{u})}\hfill \\ \hfill =& (\stackrel{~}{w}_j\stackrel{~}{w}_i)\frac{_{u_j}\stackrel{~}{P}^g(u_i,\stackrel{}{u})}{\stackrel{~}{P}^g(u_i,\stackrel{}{u})}\frac{1}{2}\frac{\stackrel{~}{w}_i\stackrel{~}{w}_j}{u_iu_j},\hfill \end{array}$$
(5.39)
which shows that

$$\frac{1}{\stackrel{~}{w}_i\stackrel{~}{w}_j}\frac{\stackrel{~}{w}_i}{u_j}=\frac{_{u_j}\stackrel{~}{P}^g(u_i,\stackrel{}{u})}{\stackrel{~}{P}^g(u_i,\stackrel{}{u})}\frac{1}{2}\frac{1}{u_iu_j}.$$
(5.40)
In particular the above argument also applied to $`d\stackrel{~}{q}^g(\lambda )`$, $`d\stackrel{~}{p}^g(\lambda )`$ and $`v_i(\stackrel{}{u})`$ therefore we also have

$$\frac{1}{v_iv_j}\frac{v_i}{u_j}=\frac{_{u_j}\stackrel{~}{P}^g(u_i,\stackrel{}{u})}{\stackrel{~}{P}^g(u_i,\stackrel{}{u})}\frac{1}{2}\frac{1}{u_iu_j},$$

which when combined with (5.40) proves the Tsarev relation for the $`\stackrel{~}{w}_i`$’s.

Next we show that the functions $`\stackrel{~}{w}_i(u_1,u_2,\mathrm{},u_{2g+1})`$, $`i=1,\mathrm{},2g+1`$, satisfy the boundary conditions (5.4-5.11).

In the following we use the superscript $`g`$ to denote the corresponding genus of the quantities we are referring to. We need to consider the behavior of the Abelian differential $`\omega _z^g(\lambda )`$ when two branch points become coincident. For the purpose let be $`u_l=v+\sqrt{\delta }`$, $`u_{l+1}=v\sqrt{\delta }`$ where $`0<\delta 1`$. The differential $`\omega _z^g(\lambda )=\omega _z^g(\lambda ;u_1,\mathrm{},u_{l1},v\sqrt{\delta },v+\sqrt{\delta },\mathrm{},u_{2g+1})`$ has the following expansion for $`\delta 0`$ when $`l`$ is odd

$$\omega _z^g(\lambda ,\delta )=\omega _z^{g1}(\lambda )+\frac{\delta }{2}\omega _z^{g1}(v)_v\omega _v^g(\lambda )+O(\delta ^2),$$
(5.41)
where $`\omega _v^{g1}(\lambda )`$ is the normalized Abelian differential of the third kind having first order poles at the points $`Q^\pm (z)=(z,\pm \stackrel{~}{y}(z))`$ with residue $`\pm 1`$ respectively and it is defined on the Riemann surface

$$𝒮_{g1}:\stackrel{~}{y}^2=\underset{\begin{array}{c}k=1\\ kl,l+1\end{array}}{\overset{2g+1}{}}(\lambda u_k).$$
(5.42)
The differential $`O(\delta ^2)/\delta ^2`$ has poles at $`\lambda =v`$ of order at most $`4`$ and zero residue. In formula (5.41) the quantity $`\omega _z^{g1}(v)={\displaystyle \frac{\omega _z^{g1}(\lambda )}{d\lambda }}|_{\lambda =v}`$.

When $`l`$ is even $`\omega _z^g(\lambda )`$ has the following expansion  for $`\delta 0`$

$$\omega _z^g(\lambda )\omega _z^{g1}(\lambda )\frac{1}{\mathrm{log}\delta }\omega _v^{g1}(\lambda )_{Q^{}(v)}^{Q^+(v)}\omega _z^{g1}(z).$$
(5.43)
The above expansion contains also terms of order $`\sqrt{\delta }/\mathrm{log}/\delta `$. Using (5.41) and (5.43) we can get the expansion of the differentials $`\mathrm{\Omega }^g(\lambda )`$ and $`d\stackrel{~}{p}^g(\lambda )`$ when $`u_l=v+\sqrt{\delta }`$ and $`u_{l+1}=v\sqrt{\delta }`$, $`1l2g`$. Let be $`C_v`$ the contour from $`v\sqrt{\delta }`$ to $`v+\sqrt{\delta }`$ on the upper sheet of $`𝒮_g`$. When $`l`$ is odd $`_g=_{g1}C_v`$ where

$$_{g1}=[0,u_{2g+1}]\mathrm{}[u_{l+3},u_{l+2}][u_{l1},u_{l2}]\mathrm{}[u_2,u_1]$$

is the corresponding contour defined on the Riemann surface $`𝒮_{g1}`$ of genus $`g1`$. From (5.41) we obtain the expansion of $`\mathrm{\Omega }^g(\lambda )=\mathrm{\Omega }^g(\lambda ;u_1,\mathrm{},u_{l1},v\sqrt{\delta },v+\sqrt{\delta },\mathrm{},u_{2g+1})`$ as $`\delta 0`$, namely

$$\begin{array}{cc}\hfill \mathrm{\Omega }^g(\lambda )& =\mathrm{\Omega }^{g1}(\lambda )+\frac{\delta }{2}_v\omega _v^{g1}(\lambda )\mathrm{\Omega }^{g1}(v)\frac{1}{\pi i}_{C_v}\omega _z^g(\lambda )\rho ^{}(z)𝑑z+O(\delta ^2),\hfill \end{array}$$
(5.44)
where

$$\mathrm{\Omega }^{g1}(v)=\frac{1}{\pi i}_{_{g1}}\omega _z^{g1}(v)\rho ^{}(z)𝑑z.$$

When $`l`$ is even $`_g=_{g1}\backslash C_v`$ where

$$_{g1}=[0,u_{2g+1}]\mathrm{}[u_{l+4},u_{l+3}][u_{l+2},u_{l1}][u_{l2},u_{l3}]\mathrm{}[u_2,u_1]$$

and from (5.43) we obtain the expansion of $`\mathrm{\Omega }^g(\lambda )`$

$$\begin{array}{cc}\hfill \mathrm{\Omega }^g(\lambda )& \frac{1}{\pi i}_{_{g1}}\omega _z^g(\lambda )\rho ^{}(z)𝑑z+\frac{1}{\pi i}_{C_v}\omega _z^g(\lambda ,\delta )\rho ^{}(z)𝑑z\hfill \\ & \mathrm{\Omega }^{g1}(\lambda )+\frac{1}{\mathrm{log}\delta }\omega _v^{g1}(\lambda )_{Q^{}(v)}^{Q^+(v)}\mathrm{\Omega }^{g1}(z)+\frac{1}{\pi i}_{C_v}\omega _z^g(\lambda )\rho ^{}(z)𝑑z.\hfill \end{array}$$
(5.45)
The same expansions applies to $`d\stackrel{~}{p}^g(\lambda )`$, therefore combining (5.44) and (5.45) we obtain

$$\frac{\mathrm{\Omega }^g(\lambda )}{d\stackrel{~}{p}^g(\lambda )}|_{\left[\begin{array}{c}\lambda =u_i\\ u_l=u_{l+1}=v\end{array}\right]}=\frac{\mathrm{\Omega }^{g1}(\lambda )}{d\stackrel{~}{p}^{g1}(\lambda )}|_{\lambda =u_i},il,l+1,i=1,\mathrm{}2g+1.$$
(5.46)
From the above identity it is clear that the boundary conditions (5.5) are satisfied. In order to evaluate (5.46) at the points $`\lambda =v\pm \sqrt{\delta }`$, we need to do some extra work. Let us defined the quantity

$$\chi ^g(\lambda )=y(\lambda )\frac{\mathrm{\Omega }^g(\lambda )}{d\lambda }.$$
(5.47)
When $`u_l=v+\sqrt{\delta }`$ and $`u_{l+1}=v\sqrt{\delta }`$, $`l`$ odd, using (5.44) we obtain

$$\begin{array}{cc}\hfill \chi ^g(\lambda )=& (\lambda v)\chi ^{g1}(\lambda )\frac{y(\lambda )}{\pi i}_{C_v}\omega _z^g(\lambda )\rho ^{}(z)𝑑z\hfill \\ \hfill +& \frac{\delta }{2}\mathrm{\Omega }^g(v)(_v\stackrel{~}{y}(v)(\lambda v)\underset{k=1}{\overset{g1}{}}\lambda ^{g1k}_vN_k^{g1}(v))+O(\delta ^2),\hfill \end{array}$$
(5.48)
where now $`O(\delta ^2)/\delta ^2`$ is a polynomial in $`\lambda `$. Using (5.41) we obtain the following expansion of the second term in the above equation

$$\begin{array}{cc}\hfill \frac{y(\lambda )}{\pi i}_{C_v}\omega _z^g(\lambda )\rho ^{}(z)𝑑z=& \frac{1}{\pi i}_{C_v}\frac{y^+(z)}{\lambda z}\rho ^{}(z)𝑑z+\frac{1}{\pi i}_{C_v}\frac{zv}{\sqrt{(zv)^2\delta }}\stackrel{~}{y}^+(z)\rho ^{}(z)𝑑z\hfill \\ \hfill & \frac{(\lambda v)}{\pi i}\underset{k=1}{\overset{g1}{}}\lambda ^{g1k}_{C_v}N_k^{g1}(z)\rho ^{}(z)𝑑z+O(\delta )\hfill \end{array}$$

Therefore

$$\begin{array}{cc}\hfill \left(\frac{y(\lambda )}{\pi i}_{C_v}\omega _z^g(\lambda )\rho ^{}(z)𝑑z\right)|_{\lambda =v\pm \sqrt{\delta }}& =\frac{1}{\pi i}_{C_v}\stackrel{~}{y}^+(z)\rho ^{}(z)\frac{\sqrt{zv\pm \sqrt{\delta }}}{\sqrt{zv\sqrt{\delta }}}𝑑z\hfill \\ \hfill & \frac{1}{\pi }_{C_v}\frac{zv}{\sqrt{\delta (zv)^2}}\stackrel{~}{y}^+(z)\rho ^{}(z)𝑑z\hfill \\ & \pm \frac{\sqrt{\delta }}{\pi i}\underset{k=1}{\overset{g1}{}}v^{g1k}_{C_v}N_k^{g1}(z)\rho ^{}(z)𝑑z+O(\delta )\hfill \\ \hfill =& \pm \sqrt{\delta }\stackrel{~}{y}^+(v)\rho ^{}(v)+_1(\delta ),\hfill \end{array}$$
(5.49)
where $`lim_{\delta 0}{\displaystyle \frac{_1(\delta )}{\sqrt{\delta }}}=0`$. Combining (5.48) and (5.49) we obtain

$$\chi ^g(v\pm \sqrt{\delta })=\pm \sqrt{\delta }(\chi ^{g1}(v)\stackrel{~}{y}^+(v)\rho ^{}(v))+_1(\delta ).$$
(5.50)
In the same way we can get the expansion for $`\stackrel{~}{P}^g(v\pm \sqrt{\delta })`$, namely

$$\stackrel{~}{P}^g(v\pm \sqrt{\delta })=\pm \sqrt{\delta }(\stackrel{~}{P}^{g1}(v)\frac{\stackrel{~}{y}^+(v)}{2\sqrt{v}})+O(\delta ),$$

which, when combined with (5.50) gives

$$\frac{\chi ^g(v\pm \sqrt{\delta })}{\stackrel{~}{P}^g(v\pm \sqrt{\delta })}=\frac{\chi ^{g1}(v)\stackrel{~}{y}^+(v)\rho ^{}(v)}{\stackrel{~}{P}^{g1}(v)\stackrel{~}{y}^+(v)/(2\sqrt{v})}+_2(\delta ),$$
(5.51)
where $`lim_{\delta 0}_2(\delta )=0`$.

Using (5.45) we obtain the following expansion of $`\chi ^g(\lambda )`$ when $`u_l=v+\sqrt{\delta }`$ and $`u_{l+1}=v\sqrt{\delta }`$, $`l`$ even,

$$\begin{array}{cc}\hfill \chi ^g(\lambda )& (\lambda v)\chi ^{g1}(\lambda )+\frac{y(\lambda )}{\pi i}_{C_v}\frac{\omega _z^g(\lambda )}{d\lambda }\rho ^{}(z)𝑑z\hfill \\ \hfill +& \frac{1}{\mathrm{log}\delta }(\stackrel{~}{y}(v)(\lambda v)\underset{k=1}{\overset{g1}{}}\lambda ^{gk}N_k^{g1}(v))_{Q^{}(v)}^{Q^+(v)}\mathrm{\Omega }^{g1}(z).\hfill \end{array}$$

From the above and (5.49) we can evaluate

$$\chi ^g(v\pm \sqrt{\delta })\pm \sqrt{\delta }(\chi ^{g1}(v)+\stackrel{~}{y}(v)\rho ^{}(v))\frac{1}{\mathrm{log}\delta }(\stackrel{~}{y}(v)\pm \sqrt{\delta }\underset{k=1}{\overset{g1}{}}v^{g1k}N_k^{g1}(v))_{Q^{}(v)}^{Q^+(v)}\mathrm{\Omega }^{g1}(z)$$

and

$$\stackrel{~}{P}^g(v\pm \sqrt{\delta })\pm \sqrt{\delta }(\stackrel{~}{P}^{g1}(v)+\frac{1}{2\sqrt{v}}\stackrel{~}{y}(v))+\frac{1}{\mathrm{log}\delta }(\stackrel{~}{y}(v)\pm \sqrt{\delta }\underset{k=1}{\overset{g1}{}}v^{g1k}N_k^{g1}(v))_{Q^{}(v)}^{Q^+(v)}𝑑\stackrel{~}{p}^{g1}(z).$$

Combining the above two expansions we obtain

$$\frac{\chi ^g(v\pm \sqrt{\delta })}{\stackrel{~}{P}^g(v\pm \sqrt{\delta })}\frac{_{Q^{}(v)}^{Q^+(v)}\mathrm{\Omega }^{g1}(z)}{_{Q^{}(v)}^{Q^+(v)}𝑑\stackrel{~}{p}^{g1}(z)}.$$
(5.52)
The relations (5.51) and (5.52) show that the boundary conditions (5.4) are satisfied. From (5.46) we obtain

$$w_1(u_1,v,v)=\frac{\chi ^0(u_1)}{\stackrel{~}{P}^0(u_1)}=\frac{_0^{u_1}{\displaystyle \frac{\rho ^{}(z)}{\sqrt{zu_1}}}𝑑z}{_0^{u_1}{\displaystyle \frac{1}{2\sqrt{zu_1}\sqrt{z}}}𝑑z}=f(u_1),$$
(5.53)
which shows that the boundary condition (5.8) is satisfied. Analogous considerations can be done for proving (5.11). Theorem 5.5 is then proved. $`\mathrm{}`$

Proof of Theorem 5.6. Following the steps in  we consider the polynomial

$$Z^g(\lambda ):=xP_0^g(\lambda )12tP_1^g(\lambda )+R^g(\lambda ),$$
(5.54)
where $`R^0(\lambda )=f(u)`$ and $`R^g(\lambda )`$, $`g>0`$, is given by the expression

$$R^g(\lambda )=2\underset{k=1}{\overset{2g+1}{}}_{u_k}q_g(\stackrel{}{u})\underset{l=1,lk}{\overset{2g+1}{}}(\lambda u_l)+\underset{k=1}{\overset{g}{}}q_k(\stackrel{}{u})\underset{l=1}{\overset{k}{}}(2l1)\stackrel{~}{\mathrm{\Gamma }}_{kl}P_{l1}^g(\lambda ),$$
(5.55)
with the polynomials $`P_l^g(\lambda )`$, $`l0`$, defined in (2.8) and the functions $`q_k(\stackrel{}{u})`$, $`k=1,\mathrm{},g`$, defined in (5.17). Then the hodograph transformation (5.3) is equivalent, for $`g>0`$, to the equation

$$Z^g(\lambda )0,g>0.$$
(5.56)
The proof of the above proposition is obtained observing that the $`w_i(\stackrel{}{u})`$’s defined in (5.18) are given by the ratio $`w_i(\stackrel{}{u})={\displaystyle \frac{R^g(u_i)}{P_0^g(u_i)}}`$, $`i=1,\mathrm{},2g+1`$, where $`R^g(\lambda )`$ is the polynomial defined in (5.55). Hence we can write the hodograph transformation (5.3) in the form

$$[xP_0^g(\lambda )12tP_1^g(\lambda )+R^g(\lambda )]_{\lambda =u_i}=0,i=1,\mathrm{},2g+1.$$
(5.57)
For $`g>0`$, $`Z^g(\lambda )`$ is a polynomial of degree $`2g`$ and because of (5.57) it must have at least $`2g+1`$ real zeros. Therefore it is identically zero. Putting equal to zero the first $`g+1`$ coefficients of the polynomial $`Z^g(\lambda )`$ and using repeatedly the identity (5.25) we obtain (LABEL:zero1).

Putting to zero the coefficients of $`Z^g(\lambda )`$ of degree $`0`$ to degree $`g1`$ is equivalent to the equations

$$_{\alpha _k}\frac{Z^g(\lambda )}{y(\lambda )}𝑑\lambda =0,k=1,\mathrm{},g$$
(5.58)
Indeed when (LABEL:zero1) is satisfied, the differential $`{\displaystyle \frac{Z^g(\lambda )}{y(\lambda )}}d\lambda `$ is an holomorphic differential and by (5.58) it has all its alpha-periods equal to zero. Therefore it is identically zero. Hence the last $`g`$ equations reads

$$\begin{array}{cc}\hfill 0=& _{\alpha _k}\frac{Z^g(\lambda )}{y(\lambda )}𝑑\lambda =_{\alpha _k}\frac{xP_0^g(\lambda )12tP_1^g(\lambda )+R^g(\lambda )}{y(\lambda )}𝑑\lambda \hfill \\ \hfill =& _{\alpha _k}2\frac{_{i=1}^{2g+1}_{u_i}q_g(\stackrel{}{u})_{j=1,ji}^{2g+1}(\lambda u_j)}{y(\lambda )}𝑑\lambda ,k=1,\mathrm{},g.\hfill \end{array}$$
(5.59)
In the third equality of (5.59) we have used the fact that

$$_{\alpha _k}\frac{P_l^g(\lambda )}{y(\lambda )}𝑑\lambda =_{\alpha _k}\sigma _l^g(\lambda )=0,l0,k=1,\mathrm{},g,$$

because of the normalization conditions (2.6). The function $`\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})`$ defined in (5.34) satisfies the relations

$$\frac{\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})}{\lambda u_i}\frac{\mathrm{\Psi }^g(u_i;\stackrel{}{u})}{\lambda u_i}=2_{u_i}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u}),\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}2}_{u_i}q_g(\stackrel{}{u})=\mathrm{\Psi }^g(u_i;\stackrel{}{u}).$$
(5.60)
Using (5.60) we can rewrite the last term in (5.59) in the form

$$\begin{array}{cc}\hfill 0=& _{\alpha _k}2\frac{_{i=1}^{2g+1}_{u_i}q_g(\stackrel{}{u})_{j=1,ji}^{2g+1}(\lambda u_j)}{y(\lambda )}𝑑\lambda ,k=1,\mathrm{},g,\hfill \\ \hfill =& 2_{u_{2k}}^{u_{2k1}}y(\lambda )\left(\underset{i=1}{\overset{g}{}}\frac{\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})}{\lambda u_i}2_{u_i}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})\right)𝑑\lambda \hfill \\ \hfill =& 4_{u_{2k}}^{u_{2k1}}y(\lambda )\left(_\lambda \mathrm{\Psi }^g(\lambda ;\stackrel{}{u})+\underset{i=1}{\overset{g}{}}_{u_i}\mathrm{\Psi }^g(\lambda ;\stackrel{}{u})\right)𝑑\lambda ,k=1,\mathrm{},g,\hfill \end{array}$$

where the last equality has been obtained integrating by parts. Using the definition of $`\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})`$ in (5.29) we rewrite the above relation in the form

$$0=4_{u_{2k}}^{u_{2k1}}y(\lambda )\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})𝑑\lambda ,k=1,\mathrm{},g,$$
(5.61)
which is equivalent to (5.28). $`\mathrm{}`$

### 5.1 The function $`𝒢^{}`$ and linear-overdetermined systems of Euler Poisson Darboux type.

In this section we show that the set of algebraic equations described by the moment conditions (4.27) and the normalization conditions (4.23) can be written in terms of solutions of linear overdetermined system of Euler-Poisson-Darboux type introduced in .

###### Theorem 5.7

For any monotonically increasing analytic initial data satisfying (3.1), the set of algebraic equations defined by the moment conditions (4.27) is equivalent, for $`g>0`$, to (LABEL:zero1); the set of algebraic equations defined by the normalization conditions (4.23) is equivalent, for $`g>0`$, to (5.28), namely

$$\begin{array}{cc}& \underset{j=1}{\overset{2g+1}{}}_{u_j}q_{gk}(\stackrel{}{u})kq_{gk+1}(\stackrel{}{u})=\frac{1}{\pi i}__g\frac{(\rho ^{}(z)a^{}(z))z^k}{y^+(z)}𝑑z,k=0,\mathrm{},g2\hfill \\ & \underset{j=1}{\overset{2g+1}{}}_{u_j}q_1(\stackrel{}{u})(g1)q_2(\stackrel{}{u})6t=\frac{1}{\pi i}__g\frac{(\rho ^{}(z)a^{}(z))z^{g1}}{y^+(z)}𝑑z\hfill \\ & 2\underset{j=1}{\overset{2g+1}{}}u_j_{u_j}q_1(\stackrel{}{u})+q_1(\stackrel{}{u})x6t\underset{j=1}{\overset{2g+1}{}}u_j=\frac{2}{\pi i}__g\frac{(\rho ^{}(z)a^{}(z))z^g}{y^+(z)}𝑑z\hfill \\ & _{u_{2k}}^{u_{2k1}}2y^+(\lambda )\mathrm{\Phi }(\lambda ;\stackrel{}{u})𝑑\lambda =_{I_k}(𝒢_+^{}(\lambda )𝒢_{}^{}(\lambda ))𝑑\lambda ,k=1,\mathrm{},g.\hfill \end{array}$$
(5.62)
Proof: we first consider the moment conditions. Since $`a^{}(z)=6tz^{\frac{1}{2}}+{\displaystyle \frac{x}{2}}z^{\frac{1}{2}}`$ we have

$$\begin{array}{cc}\hfill __g\frac{a^{}(z)z^k}{y(z)}𝑑z& =0,k=0,\mathrm{}g2\hfill \\ \hfill \frac{1}{\pi i}__g\frac{a^{}(z)z^{g1}}{y^+(z)}𝑑z& =6t,\frac{2}{\pi i}__g\frac{a^{}(z)z^g}{y^+(z)}𝑑z=x+6t\underset{j=1}{\overset{2g+1}{}}u_j\hfill \end{array}$$
(5.63)
For analytic initial data we can deform the integrals

$$__g\frac{\rho ^{}(z)z^k}{y(z)}𝑑z=\frac{1}{2}\underset{j=0}{\overset{g}{}}_{\stackrel{~}{\alpha }_j}\frac{\rho ^{}(z)z^k}{y(z)}𝑑z,k=0,\mathrm{},g$$
(5.64)
where $`\stackrel{~}{\alpha }_0`$ is a close loop around the interval $`[0,u_{2g+1})`$ passing through zero and the $`\stackrel{~}{\alpha _j}`$ are close loops around the intervals $`I_j`$ and within the domain of analyticity of the initial data. We can deform the contours $`\stackrel{~}{\alpha _j}`$ to a single contour $`𝒞=_{j=0}^g\stackrel{~}{\alpha _j}_{j=1}^g\gamma _j`$ where the contours $`\gamma _j`$ are the closed contours plotted in the figure below.

The integrals

$$_{\gamma _j}\frac{\rho ^{}(z)z^k}{y(z)}𝑑z=0,j=1,\mathrm{},g,$$

therefore

$$__g\frac{\rho ^{}(z)z^k}{y(z)}𝑑z=\frac{1}{2}_𝒞\frac{\rho ^{}(z)z^k}{y(z)}𝑑z,k=0,\mathrm{},g$$
(5.65)
From the right hand side of (5.65) it is straightforward to verify that the integrals $`__g{\displaystyle \frac{\rho ^{}(z)z^k}{y(z)}}𝑑z`$, $`k0`$, are symmetric with respect to the variables $`u_1,\mathrm{},u_{2n+1}`$ and satisfy the linear overdetermined system of Euler-Poisson-Darboux type defined in (5.17) with the initial data

$$\begin{array}{cc}& \frac{1}{\pi i}__g\frac{\rho ^{}(z)z^k}{y^+(z)}𝑑z|_{[u_1=u_2=\mathrm{}=u_{2g+1}=u]}=_uF_{gk}(u)kF_{gk+1}(u),k=0,\mathrm{},g1,\hfill \\ & \frac{2}{\pi i}__g\frac{\rho ^{}(z)z^g}{y^+(z)}𝑑z|_{[u_1=u_2=\mathrm{}=u_{2g+1}=u]}=2u_uF_1(u)+F_1(u),\hfill \end{array}$$
(5.66)
where the functions $`F_k(u)`$, $`k=1,\mathrm{},g`$, have been defined in (5.17). Because of the uniqueness of the solution of the boundary value problem (5.17) the first $`g+1`$ equations in (LABEL:ealgequiv) are satisfied.

As regarding the normalization conditions (4.23) we have the following identity for $`\lambda I_j`$, $`j=0,\mathrm{},g`$

$$\begin{array}{cc}\hfill 𝒢_+^{}(\lambda )𝒢_{}^{}(\lambda )=& \frac{2y^+(\lambda )}{\pi i}(v.p.__g\frac{\rho ^{}(z)a^{}(z)}{(z\lambda )y^+(z)}dz)\hfill \\ & =\frac{y^+(\lambda )}{\pi i}\underset{j=0}{\overset{g}{}}_{\stackrel{~}{\alpha _j}}\frac{\rho ^{}(z)a^{}(z)}{(z\lambda )y^+(z)}𝑑z\hfill \\ & =\frac{y^+(\lambda )}{\pi i}_𝒞\frac{\rho ^{}(z)a^{}(z)}{(z\lambda )y^+(z)}𝑑z\hfill \\ & =2y^+(\lambda )(\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})6tϵ_{g0}),\hfill \end{array}$$
(5.67)
where the function $`\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})`$ has been defined in (5.29) and $`ϵ_{g0}`$ is equal to one for $`g=0`$ and zero otherwise. The last identity in (5.67) has been obtained performing computations similar to the ones in (5.66). Therefore

$$0=_{I_j}(𝒢_+^{}(\lambda )𝒢_{}^{}(\lambda )d\lambda =2_{u_{2j}}^{u_{2j1}}y^+(\lambda )\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})d\lambda ,j=1,\mathrm{},g,g>0$$
(5.68)
and theorem 5.7 in then proved. $`\mathrm{}`$

###### Theorem 5.8

The relations (LABEL:ealgequiv) are satisfied for smooth initial data.

Proof: the proof is obtained combining theorems 4.3, 5.5, 5.6 and 5.7. $`\mathrm{}`$ In the following we write the variational conditions in (3.14) and (3.15) in terms of the function $`\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})`$ defined in (5.29).

###### Theorem 5.9

The variational conditions (3.14) and (3.15) can be written in the form

$$0>\frac{𝒢_+(\lambda )𝒢_{}(\lambda )}{2i}=i_\lambda ^{u_{2j1}}y^+(\xi )(\mathrm{\Phi }^g(\xi ;\stackrel{}{u})6tϵ_{g0})𝑑\xi ,\lambda (u_{2j},u_{2j1}),j=1,\mathrm{},g+1$$
(5.69)
and

$$0<𝒢_+^{}+𝒢_{}^{}2\rho ^{}+2\alpha ^{}=2y(\lambda )(\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})6tϵ_{g0}),\lambda (u_{2j+1},u_{2j}),j=0,\mathrm{},g,u_0=1,$$
(5.70)
where the function $`\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})`$ has been defined in (5.29) and $`ϵ_{g0}`$ is equal to $`1`$ for $`g=0`$ and zero otherwise.

Proof: we first prove (5.69). From (5.67) and lemma 4.1 we obtain

$$\frac{𝒢_+𝒢_{}}{2i}=_\lambda ^{u_{2j1}}\frac{𝒢_+^{}𝒢_{}^{}}{2i}=i_\lambda ^{u_{2j1}}y(\xi )\mathrm{\Phi }^g(\xi ;\stackrel{}{u})𝑑\xi <0,\lambda _{j=1}^{g+1}(u_{2j},u_{2j1}),$$

which coincides with (5.69).

As regarding (5.70) we have

$$𝒢_+^{}+𝒢_{}^{}=\frac{y(\lambda )}{\pi i}__g\frac{2\rho ^{}(z)}{y^+(z)(z\lambda )}𝑑z2\alpha ^{}(\lambda )12tϵ_{g0}y(\lambda ),\lambda (u_{2j+1},u_{2j}),j=0,\mathrm{},g,$$
(5.71)
where $`ϵ_{g0}`$ is equal to one for $`g=0`$ and zero otherwise.

In order to express the integral

$$__g\frac{2\rho ^{}(z)}{y^+(z)(z\lambda )}𝑑z$$

as the solution of a linear overdetermined system of Euler-Poisson-Darboux type, let us consider the function $`q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},u_1,u_2,\mathrm{},u_{2g+1})=q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},\stackrel{}{u})`$ which satisfies (5.17) with initial data

$$q_{g+1}(\underset{2g+3}{\underset{}{u,u,\mathrm{},u}})=\frac{2^g}{(2g+1)!!}f^{(g)}(u).$$

Then

$$\left(\underset{j=1}{\overset{2g+1}{}}_{u_j}q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},\stackrel{}{u})+_{\stackrel{~}{u_1}}q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},\stackrel{}{u})+_{\stackrel{~}{u_2}}q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},\stackrel{}{u})\right)|_{\stackrel{~}{u_1}=\stackrel{~}{u_2}=\lambda }=\mathrm{\Phi }^g(\lambda ;\stackrel{}{u}).$$
(5.72)
The derivation of the above identity is straightforward. Next we consider the first identity in (LABEL:ealgequiv) for the function $`q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},\stackrel{}{u})`$. Let us suppose $`u_{2j}>\stackrel{~}{u_1}>\stackrel{~}{u_2}>u_{2j+1}`$, for $`j=0,\mathrm{},g`$, $`u_0=1`$, let us define the interval $`\stackrel{~}{I}=(\stackrel{~}{u_2},\stackrel{~}{u_1})`$ and $`Y(\lambda )=y(\lambda )\sqrt{(z\stackrel{~}{u_2})(z\stackrel{~}{u_1})}`$. The function $`Y(\lambda )`$ is analytic in the complement of $`(\mathrm{},0]_gI`$ and positive for $`\lambda >u_1`$. $`Y^+(\lambda )`$ denotes the boundary value from above. Then by (LABEL:ealgequiv) we have

$$\underset{j=1}{\overset{2g+1}{}}_{u_j}q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},\stackrel{}{u})+_{\stackrel{~}{u_1}}q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},\stackrel{}{u})+_{\stackrel{~}{u_2}}q_{g+1}(\stackrel{~}{u_1},\stackrel{~}{u_2},\stackrel{}{u})=\frac{1}{\pi i}_{_g\stackrel{~}{I}}\frac{\rho ^{}(z)}{Y^+(z)}𝑑z.$$

The limit $`\stackrel{~}{u_1}\stackrel{~}{u_2}`$ of the left hand side of the above identity has been obtained in (5.72). Here we derive the limit of the right hand side. Let us define $`\stackrel{~}{u_1}=\lambda +\sqrt{\delta },\stackrel{~}{u_2}=\lambda \sqrt{\delta }`$. Then

$$\begin{array}{cc}\hfill \underset{\delta 0}{lim}\frac{1}{\pi i}_{_g\stackrel{~}{I}}\frac{2\rho ^{}(z)}{Y^+(z)}𝑑z& =\frac{1}{\pi i}__g\frac{2\rho ^{}(z)}{y^+(z)(z\lambda )}𝑑z+\underset{\delta 0}{lim}\frac{1}{\pi i}_{\lambda \sqrt{\delta }}^{\lambda +\sqrt{\delta }}\frac{2\rho ^{}(z)}{Y^+(z)}𝑑z\hfill \\ \hfill =& \frac{1}{\pi i}__g\frac{2\rho ^{}(z)}{y^+(z)(z\lambda )}𝑑z\frac{2\rho ^{}(\lambda )}{y(\lambda )}.\hfill \end{array}$$

Combining the previous three relations we obtain

$$2\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})=\frac{1}{\pi i}__g\frac{2\rho ^{}(z)}{y^+(z)(z\lambda )}𝑑z\frac{2\rho ^{}(\lambda )}{y(\lambda )},\lambda (u_{2j+1},u_{2j}),j=0,\mathrm{},g,u_0=1.$$
(5.73)
Combining (5.71) and (5.73) the variational condition (5.70) can be easily obtained. $`\mathrm{}`$

###### Remark 5.10

We observe that the function $`\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})6t\delta _{g0}`$ must be nonzero at the branch points. This is obvious for g=0. Indeed $`\mathrm{\Phi }^0(u;u)6t=f^{}(u)6t=1/u_x(x,t)`$. For $`g>0`$ the derivatives $`_xu_i(x,t)`$ are given by the expression

$$_xu_i(x,t)=\frac{P_0^g(u_i)}{2_{\begin{array}{c}j=1\\ ji\end{array}}^{2g+1}(u_iu_j)\mathrm{\Phi }^g(u_i;\stackrel{}{u})},i=1,\mathrm{},2g+1,g>0,$$

where $`P_0^g`$ has been defined in (2.8). From the above expression it is obvious that the $`_xu_i(x,t)`$’s are nonsingular if $`\mathrm{\Phi }^g(u_i;\stackrel{}{u})0`$, $`i=1,\mathrm{},2g+1`$.

#### 5.1.1 Phase transitions

We derive the equations which determine a change of genus of the solution of the hodograph transformation (5.3) or the set of algebraic equations (4.27) and (4.23). We observe that a transition necessarily occurs when one of the two conditions (5.69) or (5.70) fail to be satisfied. If the conditions (5.69) fail to be satisfied at some point $`v`$ in the bands $`(u_{2j},u_{2j1}),j=1,\mathrm{},g+1`$, it follows that

$$\begin{array}{cc}& _v^{u_{2j+1}}y(\xi )(\mathrm{\Phi }^g(\xi ;\stackrel{}{u})6tϵ_{g0})𝑑\xi =0,\hfill \\ & \mathrm{\Phi }^g(v;\stackrel{}{u})6tϵ_{g0}=0v(u_{2j},u_{2j1}),j=1,\mathrm{},g+1.\hfill \end{array}$$
(5.74)
Indeed $`v`$ must be a stationary point of the integral $`_\lambda ^{u_{2j+1}}y(\xi )(\mathrm{\Phi }^g(\xi ;\stackrel{}{u})6tϵ_{g0})𝑑\xi `$. When we can solve the above system together with the moment conditions (4.27) and the normalization conditions (4.23) for some $`t>0`$, we obtain a point $`x(t)`$, $`v(t)`$ and $`u_1(t)>u_2(t)>\mathrm{}>u_{2g+1}(t)`$ of the boundary between the $`g`$-phase solution and the $`(g+1)`$phase solution.

In the same way if the conditions (5.70) fail to be satisfied at some point $`v`$ in the gaps $`(u_{2j},u_{2j+1}),j=0,\mathrm{},g`$, it follows that

$$\begin{array}{cc}& \mathrm{\Phi }^g(v;\stackrel{}{u})6tϵ_{g0}=0\hfill \\ & _v\mathrm{\Phi }^g(v;\stackrel{}{u})=0.\hfill \end{array}$$
(5.75)
The above system describes the point of phase transition when a new band is opening.

Systems (5.74) and (5.75) have been obtained in  studying directly the hodograph transformation (5.3).

### 5.2 Lax-Levermore-Venakides functional

Following the steps in  we construct the maximizer of the Lax-Levermore-Venakides functional ,. Let us make the change of variable $`\lambda =1\eta ^2`$, taking the upper complex half plane onto $`C\backslash (\mathrm{},1]`$. The function $`𝒢(\lambda )`$ transforms to $`(\eta )=𝒢(\lambda )`$. The function $``$ is analytic off the real $`\eta `$ axis. We extend the definition of $``$ onto the lower complex $`\eta `$-plane by the relation $`(\eta )=(\eta )`$. The RH problem for the function $``$ is $`_+_{}=𝒢_++𝒢_{}`$ and $`_++_{}=(𝒢_+𝒢_{})sign\eta `$. On the real axis we define the function $`\psi ^{}(\eta )`$ to be equal to zero outside the interval $`[1,1]`$, while on the interval $`(1,1)`$

$$\psi ^{}(\eta )=_\eta [\alpha (\lambda (\eta ))\rho (\lambda (\eta ))+\frac{1}{2}(_+_{})].$$
(5.76)
The function $`\psi ^{}(\eta )`$ is the unique maximizer of the functional ,

$$Q(\psi )=\frac{1}{\pi }[(2a,\psi )+(L\psi ,\psi )],\psi L^1([0,1]),\psi 0,$$

where

$$L\psi (\eta )=\frac{1}{\pi }_0^1\mathrm{ln}\left|\frac{\eta \mu }{\eta +\mu }\right|\psi (\mu )𝑑\mu $$

$$a(\eta ,x,t)=4t\eta ^3x\eta 6t\eta +\frac{1}{2}_{1\eta ^2}^1\frac{f(\xi )}{\sqrt{\xi +\eta ^21}}.$$

The maximization problem is attacked analytically by solving the variational conditions

$$\begin{array}{cc}\hfill L\psi (\eta )+a(\eta ,x,t)& =0,\text{when}\psi (\eta ,x,t)<0\hfill \\ \hfill L\psi (\eta )+a(\eta ,x,t)& >0,\text{when}\psi (\eta ,x,t)=0.\hfill \end{array}$$
(5.77)
Namely if $`\psi `$ satisfies (5.77), then $`\psi =\psi ^{}`$ . In  it is shown that the variational conditions (5.77) transform to (3.14) and (3.15). The benefit of the variational formulation is that, due to the convexity of the maximization problem, the uniqueness of $`\psi ^{}`$ and hence of $`𝒢`$ is guaranteed. Furthermore for each fixed $`x`$ and $`t`$ the support of the maximizer in uniquely defined. An important consequence of this result is the following.

###### Theorem 5.11

For almost all $`x`$ and $`t0`$ the solution $`u_1(x,t)>u_2(x,t)>\mathrm{}>u_{2g+1}(x,t)`$ of the hodograph transformation (5.3)

$$x=v_i(\stackrel{}{u})+w_i(\stackrel{}{u}),i=1,\mathrm{},2g+1,g0,$$

which satisfies the constraints (3.14) and (3.15) or, equivalently, (5.69) and (5.70), exists for some $`g0`$ and it is unique.

As a final result we write the Lax-Levermore-Venakides maximizer as the solution of a linear overdetermined system of Euler-Poisson-Darboux type.

###### Theorem 5.12

For $`g>0`$ the maximizer $`\psi ^{}(\eta )`$ in (5.76) can be written in the form

$$\begin{array}{cc}\hfill \psi ^{}(\eta ;\beta _1,\beta _2,\mathrm{},\beta _{2g+1})& =0,\eta (\beta _1,\beta _2)(\beta _3,\beta _3)\mathrm{}(\beta _{2g+1},1)\hfill \\ \hfill \psi ^{}(\eta ;\beta _1,\beta _2,\mathrm{},\beta _{2g+1})& =2\eta \mathrm{\Phi }^g(1\eta ^2;1\beta _1^2,1\beta _2^2,\mathrm{},1\beta _{2g+1}^2)y(1\eta ^2)\hfill \\ & \text{when}\eta [0,\beta _1]_{j=1}^g[\beta _{2j},\beta _{2j+1}],\hfill \end{array}$$

$$\beta _k=\sqrt{1u_k},k=1,\mathrm{},2g+1,$$

$$y(1\eta ^2)=\underset{j=1}{\overset{2g+1}{}}(1\eta ^2u_j)^{\frac{1}{2}}$$

and the function $`\mathrm{\Phi }^g`$ has been defined in (5.29).

We observe that the condition (5.70) implies $`\psi ^{}(\eta ;\beta _1,\beta _2,\mathrm{},\beta _{2g+1})<0`$ for $`\eta (0,\beta _1)_{j=1}^g(\beta _{2j},\beta _{2j+1})`$ and vice-versa. The proof of the theorem follows directly from (5.70) and (5.76).

###### Remark 5.13

All the information on the initial data of the Lax-Levermore maximizer is contained in the the function $`\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})`$.

In , an upper bound to the genus of the solution of the Whitham equations was provided. We selected initial data such that the maximum number of real zeros of the function $`\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})6t\delta _{g0}`$ is $`2Ng`$ for $`0gN`$ where $`N`$ is the supposed upper bound of the genus. Then we showed that, in such a situation, phase transitions from solutions of genus $`gN`$ to solutions of genus $`g>N`$ do not occur. The proof of the theorem is obtained only studying the Whitham equations and the hodograph transformation (5.3).

In this new representation of the Lax-Levermore-Venakides maximizer, the above result has an easy interpretation. Namely it gives an upper bound to number of intervals where the function $`y(\lambda )(\mathrm{\Phi }^g(\lambda ;\stackrel{}{u})6t\delta _{g0})`$ is positive for $`0gN`$.

## 6 Conclusion

In this paper we have studied the Cauchy problem for the KdV equation with small dispersion and with monotonically increasing initial data. We have used the formulation of the Cauchy problem for KdV as a Riemann-Hilbert (RH) problem . The small $`ϵ`$-asymptotics is obtained using the steepest descent method for oscillatory Riemann-Hilbert problems introduced in . Analyticity of the initial data is essential for this step.

This procedure leads to a scalar RH problem for a function $`𝒢`$ and a set of algebraic equations constrained by algebraic inequalities.

The scalar RH problem for the function $`𝒢`$ is well defined even for smooth initial data.

In this paper we have shown that, for smooth monotonically increasing initial data bounded at infinity, the set of algebraic equations obtained through the Deift, Venakides and Zhou approach can be expressed as the solution of a linear overdetermined systems of equations of Euler-Poisson-Darboux type. We have also shown that this set of algebraic equation is equivalent to the set of algebraic equations defined by the hodograph transformation (5.3). The uniqueness of the Lax-Levermore maximization problems guarantees the uniqueness of the solution of the Cauchy problem for the Whitham equations. As a final result we have shown that the Lax-Levermore maximizer can also be expressed as a solution of a linear overdetermined system of Euler-Poisson-Darboux type.

We believe that the above results can be extended to bump-like initial data.

Acknowledgments. I am very grateful to Percy Deift who explained me the steepest descent method for oscillatory Riemann-Hilbert problems.

I wish to thank Yang Chen for pointing out the proof of theorem 4.3.

I am indebted to Boris Dubrovin for many discussions during the preparation of this manuscript.

This worked has been supported with an EC grant No HPMF-CT-1999-00263.


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# Classical solutions in the Einstein-Born-Infeld-Abelian-Higgs model

## 1 Introduction

Recently, various gauge field theories were studied in which the dynamics of the gauge fields is governed by a Born-Infeld (BI) lagrangian . The relationship between string theory and BI lagrangian obtained in  started an important activity in the topic which is reviewed e.g. in .

Among the various aspects of BI field theory, the construction of classical solutions occupies a large place. Many investigations were carried out in Abelian  as well as in non-Abelian  models. Often, the pattern of classical solutions is enriched by the occurence of the BI-term. The case of the SU(2) gauge theory is typical of this type: no static finite energy solutions exist with the minimal Yang-Mills action but solutions exist when the BI term is included . Lately, various Born-Infeld solitons have been considered in the context of gravity (see. e.g. ).

Perhaps the simplest model containing solitons for which the effects of the BI term may be studied is the Abelian-Higgs model  in which vortex-solutions are available. Several aspects of BI-vortex solutions have been considered so far, namely the construction of self dual equations from the BI lagrangian  and the construction of electrically charged vortex solutions . Very interesting applications of the vortex solutions are cosmic strings  which are believed to have played a role in the early phase of the Universe; it is therefore natural to also consider the effect of gravitation on the BI-vortex solutions.

Here we consider the Abelian-Higgs-Born-Infeld model coupled to gravity and we preform a detailed numerical analysis of the equations in the axially symmetric ansatz. We find that, when the various coupling constants of the Einstein-Abelian-Higgs equations are such that a magnetically charged soliton exists (i.e. for $`\beta ^2=\mathrm{}`$ where $`\beta ^2`$ denotes the BI coupling constant), then the solution is smoothly deformed by the BI interaction. When the parameter $`\beta ^2`$ approaches a critical value, the length of the magnetic field of the solution on its symmetry axis becomes infinite and the solution disappears.

The paper is organized as follows : in Sect. 2 we describe the Lagrangian, the ansatz and the classical equations. Several known solutions and some of their features are summarized in Sect. 3. Sect. 4 contains our results on the evolution of these solutions in presence of the Born-Infeld interaction.

## 2 The equations.

We consider the gravitating Born-Infeld-Abelian Higgs model in four dimensions. It is described by the action

$$S=d^4x\sqrt{g}$$
(1)
$$=\frac{1}{2}D_\mu \varphi D^\mu \varphi ^{}+\widehat{\beta }^2(1)\frac{\lambda }{4}(\varphi ^{}\varphi v^2)^2+\frac{1}{16\pi G}R$$
(2)
with

$$=\sqrt{1+\frac{F_{\mu \nu }F^{\mu \nu }}{2\widehat{\beta }^2}\frac{(F_{\mu \nu }\stackrel{~}{F}^{\mu \nu })^2}{16\widehat{\beta }^4}}$$
(3)
where $`D_\mu =_\mu ieA_\mu `$ is the gauge covariant derivative, $`A_\mu `$ is the gauge potential of the U(1) gauge symmetry, $`F_{\mu \nu }`$ is the corresponding field strength and $`\varphi `$ is a complex scalar field with vacuum expectation value $`v`$. The Born-Infeld coupling constant is noted $`\widehat{\beta }^2`$. The geometry is introduced as usual by means of the Ricci scalar $`R`$. We use the same notations as in .

In the following we study the classical equations of the above field theory in the static case and within the cylindrically symmetric ansatz. The metric and matter fields are parametrized in terms of four functions of the cylindrical radial variable $`r`$ :

$$ds^2=N^2(r)dt^2dr^2L^2(r)d\phi ^2N^2(r)dz^2$$
(4)
$$\varphi =vf(r)e^{in\phi }$$
(5)
$$A_\mu dx^\mu =\frac{1}{e}(nP(r))d\phi $$
(6)
Here $`N,L,P,f`$ are the radial functions of $`r`$, $`n`$ is an integer indexing the vorticity of the Higgs field around the $`z`$-axis.

In the process of establishing the classical equations in terms of the radial functions it appears convenient to define dimensionless coupling constants :

$$\alpha =\frac{e^2}{\lambda },\gamma =8\pi Gv^2,\beta ^2=\frac{\widehat{\beta }^2}{\lambda v^4},$$
(7)
and to rescale the radial variable $`r`$ and the function $`L(r)`$ according to

$$x=\sqrt{\lambda v^2}r,L(x)=\sqrt{\lambda v^2}L(r)$$
(8)
With these redefinitions (and in the units $`\mathrm{}=c=1`$) the diagonal components of the energy-momentum tensor read

$`𝒯_0^0`$ $`=`$ $`\lambda v^4(ϵ_s+ϵ_v+ϵ_w+u)`$ (9)
$`𝒯_r^r`$ $`=`$ $`\lambda v^4(ϵ_s+ϵ_v\stackrel{~}{ϵ}_v+ϵ_w+u)`$ (10)
$`𝒯_\phi ^\phi `$ $`=`$ $`\lambda v^4(ϵ_s+ϵ_v\stackrel{~}{ϵ}_vϵ_w+u)`$ (11)
$`𝒯_z^z`$ $`=`$ $`𝒯_0^0`$ (12)
where the different densities are expressed in the dimensionless variable and functions :

$$ϵ_s=\frac{1}{2}(f^{})^2,ϵ_w=\frac{P^2f^2}{2L^2},u=\frac{1}{4}(1f^2)^2$$
(13)
$$ϵ_v=\beta ^2(1),\stackrel{~}{ϵ}_v=\frac{(P^{})^2}{\alpha L^2},\sqrt{1+\frac{(P^{})^2}{\alpha \beta ^2L^2}}$$
(14)
the prime indicates the derivative with respect to $`x`$. The corresponding components of the Ricci tensor are given explicitely e.g. in .

Then, after an algebra, the classical equations corresponding to the above lagrangian and ansatz can be shown to be consistent and lead to the following system of four equations for the functions $`N,L,P,f`$ :

$$\frac{(LNN^{})^{}}{N^2L}=\gamma \left(\beta ^2(1)+\frac{P^2}{\alpha L^2}\frac{1}{}\frac{1}{4}(1f^2)^2\right)$$
(15)
$$\frac{(N^2L^{})^{}}{N^2L}=\gamma \left(\beta ^2(1)\frac{P^2f^2}{L^2}\frac{1}{4}(1f^2)^2\right)$$
(16)
$$\frac{L}{N^2}(\frac{N^2P^{}}{L})^{}=\alpha f^2P$$
(17)
$$\frac{(N^2Lf^{})^{}}{N^2L}=f(f^21)+f\frac{P^2}{L^2}$$
(18)
The problem posed by these differential equations is further specified by the following set of boundary conditions

$`N(0)`$ $`=`$ $`1,N^{}(0)=0`$ (19)
$`L(0)`$ $`=`$ $`0,L^{}(0)=1`$ (20)
$`P(0)`$ $`=`$ $`n,\underset{x\mathrm{}}{lim}P(x)=0`$ (21)
$`f(0)`$ $`=`$ $`0,\underset{x\mathrm{}}{lim}f(x)=1`$ (22)
which are necessary to guarantee the regularity of the configuration on the symmetry axis and the finiteness of the inertial mass defined next.

The classical solutions can be characterized, namely, by their magnetic field

$$B(r)=\frac{1}{eL(r)}\frac{dP}{dr}(r)=\frac{\gamma }{\alpha }(\frac{e}{8\pi G})\frac{P^{}(x)}{L(x)},$$
(23)
and by their inertial mass and Tolman mass by unit length

$`_{in}`$ $`=`$ $`{\displaystyle \sqrt{g_3}𝒯_0^0𝑑x_1𝑑x_2}`$ (24)
$`_{t_0}`$ $`=`$ $`{\displaystyle \sqrt{g_4}(𝒯_0^0𝒯_r^r𝒯_\phi ^\phi 𝒯_z^z)𝑑x_1𝑑x_2}`$ (25)
which in turn can be reduced to one dimensional integrals :

$`G_{in}`$ $`=`$ $`{\displaystyle \frac{\gamma }{8}}M_{in}`$ (26)
$`=`$ $`{\displaystyle \frac{\gamma }{8}}{\displaystyle _0^{\mathrm{}}}𝑑xNL(ϵ_s+ϵ_w+ϵ_v+u).`$ (27)
$`G_{t_0}`$ $`=`$ $`{\displaystyle \frac{\gamma }{8}}M_{t_0}`$ (28)
$`=`$ $`{\displaystyle \frac{\gamma }{8}}{\displaystyle _0^{\mathrm{}}}𝑑xN^2L(\stackrel{~}{ϵ}_vϵ_vu).`$ (29)
In the flat case ($`\gamma =0`$) the classical energy $`E`$ of the solutions is obtained directly in terms of the inertial mass : $`E=(2\pi v^2)M_{in}`$.

## 3 Some special cases.

In this section we briefly review a few particular solutions of the system above and comment on their main properties.

### 3.1 Nielsen-Olesen vortices.

We first consider the equations for the case $`\gamma =0,\beta =\mathrm{}`$. This case corresponds to the flat Maxwell-Higgs system; Eqs. (15), (16) are solved by $`N(x)=1,L(x)=x`$. The solutions of the remaining equations are embeddings of the celebrated two-dimensional Nielsen-Olesen vortices  into the three-dimensional space. They exist for all values of $`\alpha `$ and $`n`$ and possess the following behaviour around the origin

$$P(x)=n\frac{a_0}{2}x^2+O(x^{2+2n}),f(x)=b_0x^n+O(x^{n+2})$$
(30)
and asymptotically

$$P(x)=a_{\mathrm{}}e^{x\sqrt{\alpha }},f(x)=1f_{\mathrm{}}e^{x\sqrt{2}}.$$
(31)
The parameters $`a_0,b_0,a_{\mathrm{}},f_{\mathrm{}}`$ are determined numerically. For fixed $`n`$, the classical energy, say $`E(\alpha ,n)`$, of the solution decreases monotonically when $`\alpha `$ increases. The value $`\alpha =2`$ is very particular because first order equations exist  which imply (17), (18) (they are usually called self dual equations).

In relation to the self dual case, $`\alpha =2`$, the Nielsen-Olesen solutions enjoy the following remarkable property :

$`{\displaystyle \frac{1}{n}}E(\alpha ,n)`$ $`>`$ $`E(\alpha ,1)\mathrm{for}\alpha <2`$
$`{\displaystyle \frac{1}{n}}E(\alpha ,n)`$ $`=`$ $`E(\alpha ,1)\mathrm{for}\alpha =2`$
$`{\displaystyle \frac{1}{n}}E(\alpha ,n)`$ $`<`$ $`E(\alpha ,1)\mathrm{for}\alpha >2`$ (32)
as illustrated by Fig. 1 for $`n=1,2`$. This supports the idea  that, in the domain $`\alpha >2`$, the n-vortice solutions (with $`n>2`$) are stable against decay into $`n`$ separated solutions with unit vorticity (remembering the exponential decay (31) of the solutions under consideration).

### 3.2  The Melvin solution.

Cancelling the Higgs field and the Higgs potential in the initial lagrangian, we are left with the Einstein-Maxwell lagrangian. The corresponding equations can be obtained from (15)-(18) after an appropriate rescaling of $`x`$ and $`L`$ :

$$x\frac{x}{\sqrt{\gamma }},L\sqrt{\frac{\gamma }{\alpha }}L$$
(33)
and setting $`\gamma =0`$ afterwards (then Eq.(18) decouples). A solution of these equation was discovered by Melvin . It is namely characterized by the following (asymptotic) power law behaviours of the various fields

$$N(x\mathrm{})=Ax^{\frac{2}{3}},L(x\mathrm{})=Bx^{\frac{1}{3}},P(x\mathrm{})=Cx^{\frac{2}{3}}$$
(34)
where $`A,B,C`$ are constants (the numerical evaluation gives $`A2.25,B0.44)`$. The corresponding masses are $`M_{in}=M_{t_0}=2`$.

### 3.3 Gravitating vortices

The solutions corresponding to the Maxwell case (i.e. $`\beta ^2=\mathrm{}`$) were studied at length in . We just mention that global solutions (i.e. defined for $`x[0,\mathrm{}])`$ exist only on a finite domain in the (quarter of) plane $`\alpha ,\gamma `$. More precisely they exist for

$$0\gamma \gamma _c(\alpha ,n)$$
(35)
The function $`\gamma _c(\alpha ,n)`$ increases monotonically with $`\alpha `$ and, around the self-dual value $`\alpha =2`$ it roughly behaves accordingly to $`\gamma _c(\alpha ,n)=2/n+\kappa (\alpha 2),\kappa 0.15`$. In fact, for fixed $`\alpha `$, there exist two branches of solutions for the set of $`\gamma `$ in the domain (35). Following  we refer to the two branches as to the string and the Melvin branches.

For $`\gamma >\gamma _c(\alpha ,n)`$, solutions still do exist but they are closed ; i.e. they are only defined for $`x[0,x_{max}]`$. We will not be concerned with these type of solutions in the present paper.

## 4 Numerical results.

We solved numerically the system (15)-(18) for numerous values of the coupling constants $`\alpha ,\beta ,\gamma `$, studying in particular the response of the three types of solutions mentioned above to the Born-Infeld interaction. We now discuss then results in the same order as before.

### 4.1 The Nielsen-Olesen-Born-Infeld vortices

We start by considering $`\gamma =0`$. The formula (31) still holds for $`\beta <\mathrm{}`$ and, as expected, the Nielsen-Olesen solutions are smoothly deformed by the Born-Infeld term. Fig. 2 shows the classical energy by means of $`M_{in}(\alpha ,\beta ,n)/n`$ as a function of $`\beta ^2`$ for several values of $`\alpha `$ and $`n`$. It clearly indicates that the inertial mass depends only little on $`\beta `$. The corresponding values $`E_m`$ in the Maxwell limit ($`\beta ^2=\mathrm{}`$) are indicated nearby. The main feature demonstrated by this figure is that the solutions exist only for a finite range of the parameter $`\beta `$, i.e. for

$$\beta _c(\alpha ,n)<\beta <\mathrm{}$$
(36)
confirming the result of . An in-depth analysis about the reasons for this critical phenomenon is provided by Fig. 3 where the numerical evaluation of the parameters $`a_0,b_0`$ for the solutions are plotted as functions of $`\beta ^2`$. Our numerical analysis strongly indicates that

$$\underset{\beta \beta _c}{lim}a_0=\mathrm{}$$
(37)
so that, very likely, no solutions exist for $`\beta <\beta _c`$. This critical behaviour is, however, not reflected by the value of the classical energy and by the parameter $`b_0`$ which remain finite for $`\beta \beta _c`$.

Physically, this phenomenon is reflected by the magnetic field of the solution. Indeed, from the definition (23), it is immediate to see that $`B(0)`$ (i.e. the value of the magnetic field on the symmetry axis of the solution) is directly related to $`a_0`$; Eq. (37) can therefore be rephased in saying that the magnetic field on the z-axis becomes infinite when the critical value of $`\beta `$ is approached. This phenomenon is further illustrated by Fig. 4 where the magnetic function $`B(x)`$ is compared for several values of $`\beta ^2`$ in the case $`\alpha =1,n=1`$.

Refering to the relations (3.1), a natural question is to analyse how the domain of stability of the $`n>2`$-vortices (i.e. $`2<\alpha <\mathrm{}`$) develops with the Born-Infeld interaction. An important element of answer is given by Fig. 1. Clearly the effect of the Born-Infeld term is that the stable phase appears for lower values of $`\alpha `$. In terms of the Higgs particle mass $`M_H=\lambda v`$ (remember $`\alpha =\frac{e^2}{\lambda }`$) this means that the stable phase persists up to a higher value of the Higgs particle mass.

This result motivates an analysis of the effect of the Born-Infeld term in the Georgi-Glashow model for multi-monopole solutions. It is known that in this model, self dual equations exist for $`\lambda =0`$ (i.e. for a massless Higgs particle) and that multimonopoles solutions are unstable for $`\lambda >0`$ .

It is likely that the Born-Infeld interaction generates a small domain of the Higgs mass parameter where the mass of the two-monopole is lower than twice the mass of the single monopole, thus leading to a stable phase. Such a phenomenon was observed recently in the gravitating Georgi-Glashow model . Due to gravity, a region of the parameter space exists where the multimonopoles seem to be stable against decay into monopoles.

### 4.2 The Melvin-Born-Infeld Solution.

The Melvin solution gets smoothly deformed by the Born-Infeld term. Decreasing $`\beta ^2`$ we observed that the solution disappears for $`\beta _c^26.4`$; again the phenomenon is related to the fact that the value $`B(0)`$ tends to infinity for $`\beta ^2\beta _c^2`$. The profiles of $`N(x),L(x)`$ and of the magnetic field for the Melvin solution and its deformation for $`\beta ^2=7`$ are compared on Fig. 5 (the dotted line for $`B`$ has $`B(0)40`$).

### 4.3 The Born-Infeld gravitating strings.

The study of the equations (15-18) for generic values of $`\alpha ,\beta ,\gamma `$ is a vast task. Here, we have attempted to confirm the features which occured for the flat case. We limit ourselves to the case $`\alpha =2`$ but we expect that the results are qualitatively the same for the other values of this coupling constant. Our numerical analysis of the equations confirms that, for $`\gamma `$ fixed, the solutions on the string branch as well as the ones on the Melvin branch terminate at finite values of $`\beta ^2`$. Fig. 6 shows the domains of existence of the two types of solutions in the $`\beta ^2,\gamma `$ plane. The figure clearly reveals that the value $`\beta _c^2`$, where the string branch terminates (the lower curve) varies only little with $`\gamma `$ and that is is smaller than its counterpart, say $`\stackrel{~}{\beta }_c^2`$, for the Melvin branch (upper curve).

Taking e.g. $`\alpha =2,\gamma =1`$ we find

$$\beta _c^20.4,\stackrel{~}{\beta }_c^25.1$$
(38)
respectively for the solution of the string and of the Melvin branches. The inertial mass deviates only slightly from the exact value $`M_{in}=2`$ in the Maxwell limit, the Tolman mass decreases slowly from $`M_{to}0.62`$ in the Maxwell limit to $`M_{to}0.4`$ for $`\beta ^2=\stackrel{~}{\beta }_c^2`$.

For both branches, the value $`B(0)`$ of the magnetic field on the z-axis becomes very large (probably infinite but our numerical analysis does not allow us to be absolutely sure) when the critical value of $`\beta ^2`$ is approached. Other quantities, e.g. the inertial and Tolman masses remain finite.

We finally mention that the string branch (which exists for $`0\gamma 2`$ in the case $`\alpha =2`$) extends slightly into the region $`\gamma >2`$ when the Born-Infeld term is present.

## 5 Final remarks

To finish, we would like to present a generalization of the result in  to the gravitating case. The self-dual potential and the corresponding equations (i.e. setting $`\lambda =e^2/2`$ in Eq.(2) and $`\alpha =2`$ in Eqs.(15)-(16)) can be replaced by a $`\beta ^2`$-depending one for which first order equations exist which imply the classical (second order) axially-symmetric equations. In the reduced variables, this can be achieved by the following substitution

$$V(f)=\frac{1}{4}(f^21)^2V_{sd}(f)=\beta ^2(1\sqrt{1\frac{1}{2\beta ^2}(f^21)^2})$$
(39)
With this potential the self dual equations read

$$N(x)=1,L^{}=1+\frac{\gamma }{2}(P(1f^2)+\theta ),\frac{P^{}}{L}=\frac{1}{f}\frac{V_{sd}}{f},f^{}=\frac{Pf}{L}$$
(40)
and imply the full axially symmetric equations of the theory. Further exact solutions and algebraic properties can be obtained with this modified theory.

Acknowledgements One of us (Y. B.) gratefully acknowledges conversations with B. Hartmann and with F.A. Schaposnik.

Figures Captions

Figure 1
The ratio $`E/n`$ is plotted as a function of $`\alpha `$ for the Maxwell and Born-Infeld vortices and for $`n=1,2`$.

Figure 2
The ratio $`E/n`$ for the Born-Infeld vortices is plotted as a function of $`\beta ^2`$ for different values of $`\alpha `$ and $`n`$. On each branch, $`E_m`$ gives the energy of the Maxwell solution.

Figure 3
The parameters $`a_0,b_0`$ entering in the solutions via Eq. (30) are reported as functions of $`\beta ^2`$ for different values of $`\alpha `$ and of $`n`$.

Figure 4
The profiles of the magnetic field $`B(x)`$ is presented for several values of $`\beta ^2`$ approaching the critical value $`\beta _c^20.318`$.

Figure 5
The profiles of the functions $`L,N,B`$ for Melvin solution (solid lines) and Melvin-Born-Infeld solution (dotted lines). On the dotted line $`B(0)42`$.

Figure 6
The domain of the gravitating string and Melvin branches of solutions for $`\alpha =2`$.