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Research article Special Issues

On periodic Ambrosetti-Prodi-type problems

  • Received: 23 December 2022 Revised: 09 March 2023 Accepted: 17 March 2023 Published: 31 March 2023
  • MSC : 34B15, 34B18, 34L30

  • This work presents a discussion of Ambrosetti-Prodi-type second-order periodic problems. In short, the existence, non-existence, and multiplicity of solutions will be discussed on the parameter λ. The arguments rely on a Nagumo condition, to guarantee an apriori bound on the first derivative, lower and upper-solutions method, and the Leray-Schauder's topological degree theory. There are two types of new results based on the parameter's variation: An existence and non-existence theorem and a multiplicity theorem, proving the existence of a bifurcation point. An application to a damped and forced pendulum is studied, suggesting a method to estimate the critical values of the parameter.

    Citation: Feliz Minhós, Nuno Oliveira. On periodic Ambrosetti-Prodi-type problems[J]. AIMS Mathematics, 2023, 8(6): 12986-12999. doi: 10.3934/math.2023654

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  • This work presents a discussion of Ambrosetti-Prodi-type second-order periodic problems. In short, the existence, non-existence, and multiplicity of solutions will be discussed on the parameter λ. The arguments rely on a Nagumo condition, to guarantee an apriori bound on the first derivative, lower and upper-solutions method, and the Leray-Schauder's topological degree theory. There are two types of new results based on the parameter's variation: An existence and non-existence theorem and a multiplicity theorem, proving the existence of a bifurcation point. An application to a damped and forced pendulum is studied, suggesting a method to estimate the critical values of the parameter.



    Nonlinear differential equations are important mathematical tools for describing natural phenomena. The integrability and exact solutions of nonlinear evolution equations have always been of great concern to scientists [1,2]. The exact solution of nonlinear models plays an important role in describing some complex nonlinear phenomena. Some researchers have worked on solving the exact analytic solutions of the nonlinear extended models. They proposed many methods and also obtained more new types of exact solutions [3,4,5,6,7].

    The study of integrable systems is an important research topic in disciplines such as physics and mathematics. The trace identity proposed by Tu is a simple and powerful tool for generating integrable hierarchies of soliton equations and their corresponding Hamiltonian structures [8]. By using the trace identity, based on Lie algebras, some isospectral integrable hierarchies and the corresponding Hamiltonian structures were constructed [9,10,11,12,13]. Some methods had been developed in deriving (2+1)-dimensional integrable systems, such as the TAH scheme. The TAH scheme is an effective method for generating (2+1)-dimensional soliton hierarchies. Based on this method, some (2+1)-dimensional integrable hierarchies and the corresponding Hamiltonian structures were obtained [14,15,16,17,18,19].

    In order to obtain more integrable sysytems, Zhang et al. proposed an approach for generating nonisospectral integrable hierarchies under the assumption λt=i0ki(t)λi [20,21]. By using this method, [22,23] constructed some multi-component integrable hierarchies associated with multi-component non-semisimple Lie algebras. Moreover, based on Lie superalgebras, [24,25] investigated some nonisospectral super integrable hierarchies and the corresponding super Hamiltonian structures.

    Matrix spectral problems and zero curvature equations play an important role in exploring the mathematical properties of associated soliton equations [26,27]. The semi-direct sum decomposition of Lie algebras provide a helpful way to construct the integrable couplings of soliton systems [28,29,30].

    This paper is arranged as follows. In Section 2, based on Lie algebra sp(4), we construct the generalized Lie algebra Gsp(4), and obtain the nonisospectral integrable hierarchies and their Hamiltonian structures. In Section 3, based on the semi-direct sum decomposition of Lie algebras, the nonisospectral integrable coupling hierarchies and the corresponding Hamiltonian structures are obtained. In Sections 4 and 5, we obtain the nonisospectral integrable hierarchies and their coupling systems associated with the generalized Lie algebra Gso(5). In Section 6, by using sp(4)so(3,2), we obtain that there are the same integrable hierarchies of these two generalized Lie algebras, and there are also the same integrable couplings.

    The compact real form sp(4) of complex symplectic Lie algebra sp(4,R) is defined as [31,32]

    sp(4)={xgl(4,R)|Hx+xTH=0},

    where H=(0I2I20), I2 is the 2×2 identity matrix, and xT represents the transposition of x. We introduce the generalized Lie algebra sp(4), that admits a basis set as follows:

    E1=e11e33,  E2=e22e44,  E3=e12e43,  E4=εe21εe34,E5=εe14+εe23,  E6=e32+e41,  E7=εe13,  E8=e31,  E9=εe24,  E10=e42, (2.1)

    where εR, and eij is a 4×4 matrix with 1 in the (i,j)-th position and zero elsewhere, which satisfy the commutative relations

    [E1,E2]=0, [E1,E3]=E3, [E1,E4]=E4, [E1,E5]=E5, [E1,E6]=E6,[E1,E7]=2E7, [E1,E8]=2E8, [E1,E9]=[E1,E10]=0, [E2,E3]=E3,[E2,E4]=E4, [E2,E5]=E5, [E2,E6]=E6, [E2,E7]=[E2,E8]=0,[E2,E9]=2E9, [E2,E10]=2E10, [E3,E4]=ε(E1E2), [E3,E5]=2E7,[E3,E6]=2E10, [E3,E7]=0, [E3,E8]=E6, [E3,E9]=E5, [E3,E10]=0,[E4,E5]=2E9, [E4,E6]=2εE8, [E4,E7]=E5, [E4,E8]=[E4,E9]=0,[E4,E10]=εE6, [E5,E6]=ε(E1+E2), [E5,E7]=0, [E5,E8]=E4, [E5,E9]=0,[E5,E10]=εE3, [E6,E7]=εE3, [E6,E8]=[E6,E10]=0, [E6,E9]=E4,[E7,E8]=εE1, [E7,E9]=[E7,E10]=[E8,E9]=[E8,E10]=0, [E9,E10]=εE2.

    We can construct different generalized Lie algebras Gsp(4) by adding the real number ε to different elements of the Lie algebra sp(4). Here, we will only discuss one of these cases.

    Consider the linear nonisospectral problem

    {φx=U1φ,φt=V1φ,λt=i0ki(t)λi,

    where

    U1=(λ0εu3εu10λεu1εu5u4u2λ0u2u60λ),V1=(acεgεeεdbεeεphfaεdfqcb)=i0(aiciεgiεeiεdibiεeiεpihifiaiεdifiqicibi)λi. (2.2)

    By solving stationary the zero curvature representation

    V1x=U1λλt+[U1,V1], (2.3)

    we can obtain

    {aix=εu1fiεu2ei+εu3hiεu4gi+ki(t),bix=εu1fiεu2ei+εu5qiεu6pi+ki(t),cix=εu1qiεu2gi+εu3fiεu6ei,dix=u1hiu2piu4ei+u5fi,eix=2λeiu1aiu1biεu3diu5ci,fix=2λfi+u2ai+u2bi+u4ci+εu6di,gix=2λgi2u1ci2u3ai,hix=2λhi+2εu2di+2u4ai,pix=2λpi2εu1di2u5bi,qix=2λqi+2u2ci+2u6bi. (2.4)

    By taking initial values

    a0=α(t), b0=β(t), c0=d0=e0=f0=g0=h0=p0=q0=k0(t)=0,

    one has

    a1=b1=k1(t)x, c1=ε21(u1u6+u2u3)(βα), g1=u3α, p1=u5β, q1=u6β,d1=121(u1u4+u2u5)(αβ), e1=12u1(α+β), f1=12u2(α+β), h1=u4α,e2=14u1x(α+β)+ε4[u31(u1u4+u2u5)u51(u1u6+u2u3)](αβ)+u1k1(t)x,f2=14u2x(α+β)+ε4[u41(u1u6+u2u3)u61(u1u4+u2u5)](βα)+u2k1(t)x,g2=12u3xα+ε2u11(u1u6+u2u3)(βα)+u3k1(t)x,h2=12u4xα+ε2u21(u1u4+u2u5)(βα)+u4k1(t)x,p2=12u5xβε2u11(u1u4+u2u5)(βα)+u5k1(t)x,q2=12u6xβ+ε2u21(u1u6+u2u3)(βα)+u6k1(t)x,

    where α(t) is an integral constant. Noting that

    V(n)1+=ni=0(ai,bi,ci,di,ei,fi,gi,hi,pi,qi)T,  V(n)1=i=n+1(ai,bi,ci,di,ei,fi,gi,hi,pi,qi)T,λ(n)+,x=ni=0ki(t)λni,  λ(n),x=i=n+1ki(t)λni,

    it follows that one has

    V(n)1+,x+U1λλ(n)t,++[U1,V(n)1+]=(0,0,0,0,2en+1,2fn+1,2gn+1,2hn+1,2pn+1,2qn+1)T.

    According to (2.4), it is easy to show that we have the recursion relations

    (2εfn+12εen+1εhn+1εgn+1εqn+1εpn+1)=L1(2εfn2εenεhnεgnεqnεpn)+(2εu22εu1εu4εu3εu6εu5)kn(t)x,

    where the recurrence operator L1 is defined as

    L1=(l11l12l13l14l15l16l21l22l23l24l25l26l31l32l33l34l35l36l41l42l43l44l45l46l51l52l53l54l55l56l61l62l63l64l65l66),

    and

    l11=2+ε2(2u21u1+u41u3+u61u5),l12=ε2(2u21u2+u41u6+u61u4),l21=εu11u1+ε2(u31u5+u51u3), l22=2εu11u2ε2(u31u4+u51u6),l31=12l15=ε2(u21u5+u41u1),  l32=12l14=ε2(u21u4+u41u2),l41=12l23=ε2(u11u3+u31u1),  l42=12l26=ε2(u11u6+u31u2),l51=12l13=ε2(u21u3+u61u1),  l52=12l16=ε2(u21u6+u61u2),l61=12l25=ε2(u11u5+u51u1),  l62=12l24=ε2(u11u4+u51u2),l33=2+εu21u1+εu41u3,  l34=εu41u4,  l35=0,  l36=εu21u2,l43=εu31u3,  l44=2εu11u2εu31u4,  l45=εu11u1,  l46=0,l53=0,  l54=εu21u2,  l55=2+εu21u1+εu61u5,  l56=εu61u6,l63=εu11u1,  l64=0,  l65=εu51u5,  l66=2εu11u2εu51u6.

    Taking V(n)1=V(n)1,+, then the zero curvature equation

    V(n)1x+U1uut+U1λλ(n)t,++[U1,V(n)1]=0

    leads to the following nonisospectral hierarchy

    utn=(u1u2u3u4u5u6)tn=(2en+12fn+12gn+12hn+12pn+12qn+1)=J1(2εfn+12εen+1εhn+1εgn+1εqn+1εpn+1)=J1L1(2εfn2εenεhnεgnεqnεpn)+J1(2εu22εu1εu4εu3εu6εu5)kn(t)x, (2.5)

    where the Hamiltonian operator J1 is

    J1=1ε(010000100000000200002000000002000020).

    To furnish Hamiltonian structures, we use the trace identity, and have

    V1,U1λ=2a+2b, V1,U1u1=2εf, V1,U1u2=2εe,V1,U1u3=εh, V1,U1u4=εg, V1,U1u5=εq, V1,U1u6=εp.

    Substituting the above formulas into the trace identity yields

    δδu(2a+2b)dx=λγλλγ(2εf2εeεhεgεqεp).

    Balancing coefficients of each power of λ in the above equality gives rise to

    δδu(2an+1+2bn+1)dx=(γn)(2εfn2εenεhnεgnεqnεpn).

    Taking n=1, gives γ=0. Thus, we see

    ut=J1δH(1)n+1δu=J1L1δH(1)nδu+J1M1kn(t)x,   H(1)n+1=2(an+2+bn+2n+1)dx,  n0,

    where M1=(2εu2,2εu1,εu4,εu3,εu6,εu5)T.

    We generalize the semisimple Lie algebra g to the non-semisimple Lie algebra ˉg. This has the block matrix form [29,30]

    M(A,B)=(AεBBA), (3.1)

    where εR, which is different from Section 2, and A,B are two arbitrary matrices with the same order. Non-semisimple Lie algebra ˉg has two subalgebras ˜g={M(A,O)} and ~gc={M(O,B)}, that forms the semi-direct sum of Lie algebras ˉg=˜gs~gc. That is, [˜g,~gc]={[A,B]|A˜g,B~gc}, [˜g,˜g]˜g, [~gc,~gc]˜g, [˜g,~gc]~gc.

    We introduce the enlarged spectral problems

    {φx=ˉUφ=(U1εU2U2U1),φt=ˉVφ=(V1εV2V2V1),λt=i0ki(t)λi.

    From the corresponding enlarged stationary zero curvature equation

    ˉVx=ˉUλλt+[ˉU,ˉV], (3.2)

    it is easy to have

    {V1,x=[U1,V1]+ε[U2,V2],V2,x=[U2,V1]+[U1,V2].

    In this section, we will construct the nonisospectral integrable coupling hierarchies associated with Lie algebra sp(4). We consider the nonisospectral problem

    {φx=ˉU1φ,φt=ˉV1φ,λt=i0ki(t)λi,

    where

    ˉU1=(U1εU2U2U1),U1=(λ0u3u10λu1u5u4u2λ0u2u60λ),U2=(00u3u100u1u5u4u200u2u600),ˉV1=(V1εV2V2V1),V1=(acgedbephfadfqcb),V2=(acgedbephfadfqcb), (3.3)

    where u1,u2,,u6 and a,b,c,d,e,f,g,h,p,q are different from (2.2).

    We solve the enlarged stationary zero curvature equation by means of

    ˉV1x=ˉU1λλt+[ˉU1,ˉV1], (3.4)

    which yields

    {aix=u1fiu2ei+u3hiu4gi+εu1fiεu2ei+εu3hiεu4gi+ki(t),bix=u1fiu2ei+u5qiu6pi+εu1fiεu2ei+εu5qiεu6pi+ki(t),cix=u1qiu2gi+u3fiu6ei+εu1qiεu2gi+εu3fiεu6ei,dix=u1hiu2piu4ei+u5fi+εu1hiεu2piεu4ei+εu5fi,eix=2λeiu1aiu1biu3diu5ciεu1aiεu1biεu3diεu5ci,fix=2λfi+u2ai+u2bi+u4ci+u6di+εu2ai+εu2bi+εu4ci+εu6di,gix=2λgi2u1ci2u3ai2εu1ci2εu3ai,hix=2λhi+2u2di+2u4ai+2εu2di+2εu4ai,pix=2λpi2u1di2u5bi2εu1di2εu5bi,qix=2λqi+2u2ci+2u6bi+2εu2ci+2εu6bi, (3.5)

    and

    {aix=u1fiu2ei+u3hiu4gi+u1fiu2ei+u3hiu4gi+ki(t),bix=u1fiu2ei+u5qiu6pi+u1fiu2ei+u5qiu6pi+ki(t),cix=u1qiu2gi+u3fiu6ei+u1qiu2gi+u3fiu6ei,dix=u1hiu2piu4ei+u5fi+u1hiu2piu4ei+u5fi,eix=2λeiu1aiu1biu3diu5ciu1aiu1biu3diu5ci,fix=2λfi+u2ai+u2bi+u4ci+u6di+u2ai+u2bi+u4ci+u6di,gix=2λgi2u1ci2u3ai2u1ci2u3ai,hix=2λhi+2u2di+2u4ai+2u2di+2u4ai,pix=2λpi2u1di2u5bi2u1di2u5bi,qix=2λqi+2u2ci+2u6bi+2u2ci+2u6bi. (3.6)

    By taking initial values

    a0=α(t), b0=β(t), c0=d0=e0=f0=g0=h0=p0=q0=k0(t)=0,a0=α(t), b0=β(t), c0=d0=e0=f0=g0=h0=p0=q0=0,

    one has

    a1=b1=k1(t)x, e1=12u1(α+β)+ε2u1(α+β), f1=12u2(α+β)+ε2u2(α+β),g1=u3α+εu3α, h1=u4α+εu4α, p1=u5β+εu5β, q1=u6β+εu6β,c1=121(u1u6+u2u3+εu1u6+εu2u3)(βα)+ε21(u1u6+u2u3+u1u6+u2u3)(βα),d1=121(u1u4+u2u5+εu1u4+εu2u5)(αβ)+ε21(u1u4+u2u5+u1u4+u2u5)(αβ),a1=b1=k1(t)x, e1=12u1(α+β)+12u1(α+β), f1=12u2(α+β)+12u2(α+β),g1=u3α+u3α, h1=u4α+u4α, p1=u5β+u5β, q1=u6β+u6β,c1=121(u1u6+u2u3+u1u6+u2u3)(βα)+121(u1u6+u2u3+εu1u6+εu2u3)(βα),d1=121(u1u4+u2u5+u1u4+u2u5)(αβ)+121(u1u4+u2u5+εu1u4+εu2u5)(αβ),

    where α(t), β(t) are integral constants.

    From the nonisospectral zero curvature equation

    ˉU1uut+ˉU1λλtˉV(n)1x+[ˉU1,ˉV(n)1]=0,

    we can obtain the following integrable couplings:

    ˉutn=(ˉu1ˉu2)tn, ˉu1tn=(u1u2u3u4u5u6)tn=(2en+12fn+12gn+12hn+12pn+12qn+1), ˉu2tn=(u1u2u3u4u5u6)tn=(2en+12fn+12gn+12hn+12pn+12qn+1). (3.7)

    To furnish Hamiltonian structures, we use the trace identity, and have

    V1,U2λ+V2,U1λ=2(a+b), V1,U2u1+V2,U1u1=2f,V1,U2u2+V2,U1u2=2e, V1,U2u3+V2,U1u3=h,V1,U2u4+V2,U1u4=g, V1,U2u5+V2,U1u5=q,V1,U2u6+V2,U1u6=p, V1,U2u1+V2,U1u1=2f,V1,U2u2+V2,U1u2=2e, V1,U2u3+V2,U1u3=h,V1,U2u4+V2,U1u4=g, V1,U2u5+V2,U1u5=q,V1,U2u6+V2,U1u6=p.

    Substituting the above formulas into the trace identity, and balancing the coefficients of each power of λ, we give the first form

    δδˉu2(an+1+bn+1)dx=(γn)(M1M2), (3.8)

    where

    M1=(2fn2enhngnqnpn), M2=(2fn2enhngnqnpn).

    At the same time, we also have

    V1,U1λ+εV2,U2λ=2(a+b), V1,U1u1+εV2,U2u1=2f,V1,U1u2+εV2,U2u2=2e, V1,U1u3+εV2,U2u3=h,V1,U1u4+εV2,U2u4=g, V1,U1u5+εV2,U2u5=q,V1,U1u6+εV2,U2u6=p, V1,U1u1+εV2,U2u1=2εf,V1,U1u2+εV2,U2u2=2εe, V1,U1u3+εV2,U2u3=εh,V1,U1u4+εV2,U2u4=εg, V1,U1u5+εV2,U2u5=εq,V1,U1u6+εV2,U2u6=εp.

    Substituting the above formulas into the trace identity, and balancing coefficients of each power of λ, we give the second form

    δδu2(an+1+bn+1)dx=(γn)(M2εM1),

    where M1, M2 are defined as (3.8).

    So, we can obtain the Hamiltonian structures of integrable couplings, which consists of the following two components. The first component has the form

    ˉutn=(ˉu1ˉu2)tn=ˉJ1(K1K2)=ˉJ1δˉH1,mδˉu, K1=(2fn+12en+1hn+1gn+1qn+1pn+1), K2=(2fn+12en+1hn+1gn+1qn+1pn+1),

    where ˉJ1=(OJ1J1O), and J1 is defined as (2.5). The second component has the form

    ˉutn=(ˉu1ˉu2)tn=ˉJ2(K2εK1)=ˉJ2δˉH2,mδˉu,  ˉJ2=(J1OO1εJ1).

    From (3.5) and (3.6), we can obtain the recursion relations

    (2en+12fn+12gn+12hn+12pn+12qn+12en+12fn+12gn+12hn+12pn+12qn+1)=ˉL1(2en2fn2gn2hn2pn2qn2en2fn2gn2hn2pn2qn)+(2u12εu12u2+2εu22u32εu32u4+2εu42u52εu52u6+2εu62u12u12u2+2u22u32u32u4+2u42u52u52u6+2u6)kn(t)x,

    where the recurrence operator ˉL1 is defined as

    ˉL1=(L1L21εL2L1), L1=(l11l12l13l14l15l16l21l22l23l24l25l26l31l32l33l34l35l36l41l42l43l44l45l46l51l52l53l54l55l56l61l62l63l64l65l66), L2=(l11l12l13l14l15l16l21l22l23l24l25l26l31l32l33l34l35l36l41l42l43l44l45l46l51l52l53l54l55l56l61l62l63l64l65l66),

    and

    l11=12(2u11u2u31u4u51u62εu11u2εu31u4εu51u6),l12=12(2u11u1+u31u5+u51u3+2εu11u1+εu31u5+εu51u3),l13=12l51=12(u11u4+u51u2+εu11u4+εu51u2),l14=12l32=12(u11u3+u31u1+εu11u3+εu31u1),l15=12l31=12(u11u6+u31u2+εu11u6+εu31u2),l16=12l52=12(u11u5+u51u1+εu11u5+εu51u1),l11=ε2(2u11u2+u31u4+u51u6+2u11u2+u31u4+u51u6),l12=ε2(2u11u1+u31u5+u51u3+2u11u1+u31u5+u51u3),l13=12l51=ε2(u11u4+u51u2+u11u4+u51u2),l14=12l32=ε2(u11u3+u31u1+u11u3+u31u1),l15=12l31=ε2(u11u6+u31u2+u11u6+u31u2),l16=12l52=ε2(u11u5+u51u1+u11u5+u51u1),l21=12(2u21u2+u41u6+u61u4+2εu21u2+εu41u6+εu61u4),l22=12(+2u21u1+u41u3+u61u5+2εu21u1+εu41u3+εu61u5),l23=12l41=12(u21u4+u41u2+εu21u4+εu41u2),l24=12l62=12(u21u3+u61u1+εu21u3+εu61u1),l25=12l61=12(u21u6+u61u2+εu21u6+εu61u2),l26=12l42=12(u21u5+u41u1+εu21u5+εu41u1),l21=ε2(2u21u2+u41u6+u61u4+2u21u2+u41u6+u61u4),l22=ε2(2u21u1+u41u3+u61u5+2u21u1+u41u3+u61u5),l23=12l41=ε2(u21u4+u41u2+u21u4+u41u2),l24=12l62=ε2(u21u3+u61u1+u21u3+u61u1),l25=12l61=ε2(u21u6+u61u2+u21u6+u61u2),l26=12l42=ε2(u21u5+u41u1+u21u5+u41u1), l35=0,l33=2u11u2u31u4εu11u2εu31u4, l34=(u31u3+εu31u3),l36=(u11u1+εu11u1), l33=ε(u11u2+u31u4+u11u2+u31u4),l34=ε(u31u3+u31u3), l35=0, l36=ε(u11u1+u11u1),l43=u41u4+εu41u4, l44=2+u41u3+u21u1+εu41u3+εu21u1,l45=u21u2+εu21u2, l46=0, l43=ε(u41u4+u41u4),l44=ε(u41u3+u21u1+u41u3+u21u1), l45=ε(u21u2+u21u2), l46=0,l54=(u11u1+εu11u1), l55=2u11u2u51u6εu11u2εu51u6,l56=(u51u5+εu51u5), l53=l53=0, l54=ε(u11u1+u11u1),l55=ε(u11u2+u51u6+u11u2+u51u6), l56=ε(u51u5+u51u5),l63=u21u2+εu21u2, l64=l64=0, l65=u61u6+εu61u6,l66=2+u21u1+u61u5+εu21u1+εu61u5, l63=ε(u21u2+u21u2),l65=ε(u61u6+u61u6), l66=ε(u21u1+u61u5+u21u1+u61u5).

    In this section, based on Lie algebra so(5) [31,33], we introduce the generalized Lie algebra Gso(5), that admits a basis set as follows:

    E1=e22e44,  E2=e33e55,  E3=εe32εe45,  E4=e23e54, E5=e52e43,E6=εe25εe34, E7=e13+e51, E8=εe15+εe31, E9=εe12+εe41, E10=e14+e21, (4.1)

    where eij is a 5×5 matrix with 1 in the (i,j)-th position and zero elsewhere, which satisfy the commutative relations

    [E1,E2]=0, [E1,E3]=E3, [E1,E4]=E4, [E1,E5]=E5, [E1,E6]=E6,[E1,E7]=[E1,E8]=0, [E1,E9]=E9, [E1,E10]=E10, [E2,E3]=E3,[E2,E4]=E4, [E2,E5]=E5, [E2,E6]=E6, [E2,E7]=E7, [E2,E8]=E8,[E2,E9]=[E2,E10]=0, [E3,E4]=ε(E2E1), [E3,E5]=[E3,E6]=0, [E3,E7]=E9,[E3,E8]=[E3,E9]=0, [E3,E10]=E8, [E4,E5]=[E4,E6]=[E4,E7]=0,[E4,E8]=εE10, [E4,E9]=εE7, [E4,E10]=0, [E5,E6]=ε(E1+E2), [E5,E7]=0,[E5,E8]=E9, [E5,E9]=0, [E5,E10]=E7, [E6,E7]=εE10, [E6,E8]=[E6,E10]=0,[E6,E9]=εE8, [E7,E8]=εE2, [E7,E9]=εE5, [E7,E10]=E4, [E8,E9]=εE3,[E8,E10]=E6, [E9,E10]=εE1.

    Consider the nonisospectral problem

    {φx=U2φ,φt=V2φ,λt=i0ki(t)λi,

    where

    U2=(0εu5u3u6εu4u6λ00εu2εu40λεu20εu50u1λ0u3u100λ),V2=(0εpgqεhqad0εfεhεcbεf0εp0eaεcge0db)=i0(0εpigiqiεhiqiaidi0εfiεhiεcibiεfi0εpi0eiaiεcigiei0dibi)λi, (4.2)

    here u1,u2,,u6 and a,b,c,d,e,f,g,h,p,q are different from (2.2) and (3.3).

    By solving the stationary zero curvature representation

    V2x=U2λλt+[U2,V2], (4.3)

    we can obtain

    {aix=εu1fi+εu2eiεu5qi+εu6pi+ki(t),bix=εu1fi+εu2eiεu3hi+εu4gi+ki(t),cix=εu4piεu5hi,dix=u3qi+u6gi,eix=2λei+u1ai+u1bi+εu3piεu5gi,fix=2λfiu2aiu2biu4qi+u6hi,gix=λgi+u1qi+u3bi+εu5diu6ei,hix=λhiεu2piu4bi+εu5fiu6ci,pix=λpiu1hi+u3ci+u4ei+u5ai,qix=λqi+εu2giεu3fiεu4diu6ai. (4.4)

    By taking initial values

    a0=α(t), b0=β(t), c0=d0=e0=f0=g0=h0=p0=q0=k0(t)=0,

    one has

    a1=b1=k1(t)x, c1=ε1u4u5(αβ),d1=1u3u6(βα), e1=12u1(α+β),f1=12u2(α+β), g1=u3β, h1=u4β, p1=u5α, q1=u6α,e2=14u1x(α+β)+ε2u3u5(αβ)+u1k1(t)x,f2=14u2x(α+β)+12u4u6(αβ)+u2k1(t)x,g2=u3xβ+12u1u6(αβ)+εu51u3u6(βα)+u3k1(t)x,h2=u4xβ+ε2u2u5(αβ)+εu61u4u5(αβ)+u4k1(t)x,p2=u5xα+12u1u4(αβ)+εu31u4u5(αβ)+u5k1(t)x,q2=u6xα+ε2u2u3(αβ)+εu41u3u6(βα)+u6k1(t)x,

    where α(t) is an integral constant. Noting that

    V(n)2+=ni=0(ai,bi,ci,di,ei,fi,gi,hi,pi,qi)T,  V(n)2=i=n+1(ai,bi,ci,di,ei,fi,gi,hi,pi,qi)T,λ(n)+,x=ni=0ki(t)λni,  λ(n),x=i=n+1ki(t)λni,

    it follows that one has

    V(n)2+,x+U2λλ(n)t,++[U2,V(n)2+]=(0,0,0,0,2en+1,2fn+1,gn+1,hn+1,pn+1,qn+1)T.

    According to (4.4), it is easy to show that we have the recursion relations

    (2εfn+12εen+12εhn+12εgn+12εqn+12εpn+1)=L2(2εfn2εen2εhn2εgn2εqn2εpn)+(2εu22εu12εu42εu32εu62εu5)kn(t)x,

    where the recurrence operator L2 is defined as

    L2=(l11l12l13l14l15l16l21l22l23l24l25l26l31l32l33l34l35l36l41l42l43l44l45l46l51l52l53l54l55l56l61l62l63l64l65l66),

    and

    l11=2εu21u1, l12=εu21u2, l13=ε2u21u3u62, l14=ε2u21u4,l15=ε2u21u5+u42, l16=ε2u21u6, l21=εu11u1, l22=2+εu11u2,l23=ε2u11u3, l24=ε2u11u4ε2u5, l25=ε2u11u5, l26=ε2u11u6+ε2u3,l31=εu41u1εu5, l32=εu41u2, l33=εu41u3εu61u5, l35=0,l34=εu41u4, l36=εu2+εu61u4, l41=εu31u1, l42=εu31u2u6,l43=εu31u3, l44=+εu31u4+εu51u6, l45=u1εu51u3, l46=0,l51=εu3εu61u1, l52=εu61u2, l53=0, l54=εu2+εu41u6,l55=εu41u3εu61u5, l56=εu61u6, l61=εu51u1, l62=u4+εu51u2,l63=u1εu31u5, l64=0, l65=εu51u5, l66=+εu31u4+εu51u6.

    Taking V(n)2=V(n)2,+, the zero curvature equation

    V(n)2x+U2uut+U2λλ(n)t,++[U2,V(n)2]=0

    leads to the nonisospectral hierarchy

    utn=(u1u2u3u4u5u6)tn=(2en+12fn+1gn+1hn+1pn+1qn+1)=J2(2εfn+12εen+12εhn+12εgn+12εqn+12εpn+1)=J2L2(2εfn2εen2εhn2εgn2εqn2εpn)+J2(2εu22εu12εu42εu32εu62εu5)kn(t)x, (4.5)

    where the Hamiltonian operator J2 is

    J2=1ε(0100001000000001200001200000000120000120).

    To furnish Hamiltonian structures, we use the trace identity, and have

    V2,U2λ=2a+2b, V2,U2u1=2εf, V2,U2u2=2εe,V2,U2u3=2εh, V2,U2u4=2εg, V2,U2u5=2εq, V2,U2u6=2εp.

    Substituting the above formulas into the trace identity and balancing coefficients of each power of λ gives rise to

    δδu(2an+1+2bn+1)dx=(γn)(2εfn2εen2εhn2εgn2εqn2εpn).

    Taking n=1, gives γ=0. Thus, we see

    ut=J2δH(2)n+1δu=J2L2δH(2)nδu+J2M2kn(t)x,   H(2)n+1=2(an+2+bn+2n+1)dx,  n0,

    where M2=(2εu2,2εu1,2εu4,2εu3,2εu6,2εu5)T.

    In this section, we will construct the nonisospectral integrable coupling hierarchies associated with Lie algebra so(5). We consider the nonisospectral problem

    {φx=ˉU2φ, ˉU2=(U3εU4U4U3),φt=ˉV2φ, ˉV2=(V3εV4V4V3),λt=i0ki(t)λi,

    where

    U3=(0u5u3u6u4u6λ00u2u40λu20u50u1λ0u3u100λ),U4=(0u5u3u6u4u6000u2u400u20u50u100u3u1000),V3=(0pgqhqad0fhcbf0p0eacge0db),V4=(0pgqhqad0fhcbf0p0eacge0db), (5.1)

    where u1,u2,,u6,u1,u2,,u6, and a,b,c,d,e,f,g,h,p,q,a,b,c,d,e,f,g,h,p,q are different from (2.2), (3.3), and (4.2).

    We solve the stationary zero curvature equation by means of

    ˉV2x=ˉU2λλt+[ˉU2,ˉV2] (5.2)

    which yields

    {aix=u1fi+u2eiu5qi+u6piεu1fi+εu2eiεu5qi+εu6pi+ki(t),bix=u1fi+u2eiu3hi+u4giεu1fi+εu2eiεu3hi+εu4gi+ki(t),cix=u4piu5hi+εu4piεu5hi,dix=u3qi+u6giεu3qi+εu6gi,eix=2λei+u1ai+u1bi+u3piu5gi+εu1ai+εu1bi+εu3piεu5gi,fix=2λfiu2aiu2biu4qi+u6hiεu2aiεu2biεu4qi+εu6hi,gix=λgi+u1qi+u3bi+u5diu6ei+εu1qi+εu3bi+εu5diεu6ei,hix=λhiu2piu4bi+u5fiu6ciεu2piεu4bi+εu5fiεu6ci,pix=λpiu1hi+u3ci+u4ei+u5aiεu1hi+εu3ci+εu4ei+εu5ai,qix=λqi+u2giu3fiu4diu6ai+εu2giεu3fiεu4diεu6ai, (5.3)

    and

    {aix=u1fi+u2eiu5qi+u6piu1fi+u2eiu5qi+u6pi+ki(t),bix=u1fi+u2eiu3hi+u4giu1fi+u2eiu3hi+u4gi+ki(t),cix=u4piu5hi+u4piu5hi,dix=u3qi+u6giu3qi+u6gi,eix=2λei+u1ai+u1bi+u3piu5gi+u1ai+u1bi+u3piu5gi,fix=2λfiu2aiu2biu4qi+u6hiu2aiu2biu4qi+u6hi,gix=λgi+u1qi+u3bi+u5diu6ei+u1qi+u3bi+u5diu6ei,hix=λhiu2piu4bi+u5fiu6ciu2piu4bi+u5fiu6ci,pix=λpiu1hi+u3ci+u4ei+u5aiu1hi+u3ci+u4ei+u5ai,qix=λqi+u2giu3fiu4diu6ai+u2giu3fiu4diu6ai. (5.4)

    By taking initial values

    a0=α(t), b0=β(t), c0=d0=e0=f0=g0=h0=p0=q0=k0(t)=0,a0=α(t), b0=β(t), c0=d0=e0=f0=g0=h0=p0=q0=0,

    one has

    a1=b1=k1(t)x, e1=12u1(α+β)+ε2u1(α+β), f1=12u2(α+β)+ε2u2(α+β),g1=u3β+εu3β, h1=u4β+εu4β, p1=u5α+εu5α, q1=u6α+εu6α,c1=1(u4u5+εu4u5)(αβ)+ε1(u4u5+u4u5)(αβ),d1=1(u3u6+εu3u6)(βα)+ε1(u3u6+u3u6)(βα),a1=b1=k1(t)x, e1=12u1(α+β)+12u1(α+β), f1=12u2(α+β)+12u2(α+β),g1=u3β+u3β, h1=u4β+u4β, p1=u5α+u5α, q1=u6α+u6α,c1=1(u4u5+u4u5)(αβ)+1(u4u5+εu4u5)(αβ),d1=1(u3u6+u3u6)(βα)+1(u3u6+εu3u6)(βα),

    where α(t), β(t) are integral constants.

    From the nonisospectral zero curvature equation

    ˉU2uut+ˉU2λλtˉV(n)2x+[ˉU2,ˉV(n)2]=0,

    we can obtain the following integrable couplings

    ˉutn=(ˉu3ˉu4)tn, ˉu3tn=(u1u2u3u4u5u6)tn=(2en+12fn+12gn+12hn+12pn+12qn+1), ˉu4tn=(u1u2u3u4u5u6)tn=(2en+12fn+12gn+12hn+12pn+12qn+1).

    To furnish Hamiltonian structures, we use the trace identity, and have

    V3,U4λ+V4,U3λ=2(a+b), V3,U4u1+V4,U3u1=2f,V3,U4u2+V4,U3u2=2e, V3,U4u3+V4,U3u3=2h,V3,U4u4+V4,U3u4=2g, V3,U4u5+V4,U3u5=2q,V3,U4u6+V4,U3u6=2p, V3,U4u1+V4,U3u1=2f,V3,U4u2+V4,U3u2=2e, V3,U4u3+V4,U3u3=2h,V3,U4u4+V4,U3u4=2g, V3,U4u5+V4,U3u5=2q,V3,U4u6+V4,U3u6=2p.

    Substituting the above formulas into the trace identity, and balancing coefficients of each power of λ, we give the first form

    δδˉu2(an+1+bn+1)dx=(γn)(M3M4), (5.5)

    where

    M3=(2fn2en2hn2gn2qn2pn), M4=(2fn2en2hn2gn2qn2pn).

    At the same time, we also have

    V3,U3λ+εV4,U4λ=2(a+b), V3,U3u1+εV4,U4u1=2f,V3,U3u2+εV4,U4u2=2e, V3,U3u3+εV4,U4u3=2h,V3,U3u4+εV4,U4u4=2g, V3,U3u5+εV4,U4u5=2q,V3,U3u6+εV4,U4u6=2p, V3,U3u1+εV4,U4u1=2εf,V3,U3u2+εV4,U4u2=2εe, V3,U3u3+εV4,U4u3=2εh,V3,U3u4+εV4,U4u4=2εg, V3,U3u5+εV4,U4u5=2εq,V3,U3u6+εV4,U4u6=2εp.

    Substituting the above formulas into the trace identity, and balancing coefficients of each power of λ, we give the second form

    δδu2(an+1+bn+1)dx=(γn)(M4εM3),

    where M3, M4 are defined as (5.5).

    So, we can obtain the Hamiltonian structures of integrable couplings, that consists of the following two components. The first component has the form

    ˉutn=(ˉu3ˉu4)tn=ˉJ3(K3K4)=ˉJ3δˉH3,mδˉu, K3=(2fn+12en+12hn+12gn+12qn+12pn+1), K4=(2fn+12en+12hn+12gn+12qn+12pn+1),

    where ˉJ3=(OJ2J2O), and J2 is defined as (4.5). The second component has the form

    ˉutn=(ˉu3ˉu4)tn=ˉJ4(K4εK3)=ˉJ4δˉH4,mδˉu,  ˉJ4=(J2OO1εJ2).

    From (5.3) and (5.4), we obtain the following recursion relations

    (2en+12fn+12gn+12hn+12pn+12qn+12en+12fn+12gn+12hn+12pn+12qn+1)=ˉL2(2en2fn2gn2hn2pn2qn2en2fn2gn2hn2pn2qn)+(2u2+2u22u1+2u12u4+2u42u3+2u32u6+2u62u5+2u52u2+2εu22u1+2εu12u4+2εu42u3+2εu32u6+2εu62u5+2εu5)kn(t)x,

    where the recurrence operator ˉL2 is defined as

    ˉL2=(L3L41εL4L3), L3=(l11l12l13l14l15l16l21l22l23l24l25l26l31l32l33l34l35l36l41l42l43l44l45l46l51l52l53l54l55l56l61l62l63l64l65l66), L4=(l11l12l13l14l15l16l21l22l23l24l25l26l31l32l33l34l35l36l41l42l43l44l45l46l51l52l53l54l55l56l61l62l63l64l65l66),

    and

    l11=2u21u1εu21u1, l12=u21u2+εu21u2, l13=12(u21u3+εu21u3+u6),l14=12(u21u4+εu21u4),l15=12(u21u5+εu21u5u4),l16=12(u21u6+εu21u6),l11=u21u1u21u1, l12=u21u2+u21u2, l13=12(u21u3+u21u3+u6),l14=12(u21u4+u21u4), l15=12(u21u5+u21u5u4), l16=12(u21u6+u21u6),l21=u11u1εu11u1, l22=2+u11u2+εu11u2, l23=12(u11u3+εu11u3),l24=12(u11u4+εu11u4u5),l25=12(u11u5+εu11u5),l26=12(u11u6+εu11u6+u3),l21=u11u1u11u1, l22=u11u2+u11u2, l23=12(u11u3+u11u3),l24=12(u11u4+u11u4u5),l25=12(u11u5+u11u5),l26=12(u11u6+u11u6+u3),l31=u41u1εu41u1u5, l32=u41u2+εu41u2, l35=l35=0,
    l33=u41u3u61u5εu41u3εu61u5, l34=u41u4+εu41u4,l36=u61u4+εu61u4+u2,l31=u41u1u41u1u5,l32=u41u2+u41u2,l33=u41u3u61u5u41u3u61u5, l34=u41u4+u41u4,l36=u61u4+u61u4+u2,l41=u31u1εu31u1,l42=u31u2+εu31u2u6,l43=u31u3εu31u3, l44=+u31u4+u51u6+εu31u4+εu51u6,l45=u51u3+εu51u3+u1, l41=u31u1u31u1, l46=l46=0,l42=u31u2+u31u2u6, l43=u31u3u31u3, l53=l53=0,l44=u31u4+u51u6+u31u4+u51u6, l45=u51u3+u51u3+u1,l51=u61u1εu61u1+u3,l52=u61u2+εu61u2,l54=u41u6+εu41u6u2,l55=u41u3u61u5εu41u3εu61u5, l56=u61u6+εu61u6,l51=u61u1u61u1+u3, l52=u61u2+u61u2, l54=u41u6+u41u6u2,l55=u41u3u61u5u41u3u61u5, l56=u61u6+u61u6,l61=u51u1εu51u1,l62=u51u2+εu51u2+u4,l63=u31u5εu31u5u1,l64=0, l65=u51u5εu51u5, l66=+u31u4+u51u6+εu31u4+εu51u6,l61=u51u1u51u1, l62=u51u2+u51u2+u4, l63=u31u5u31u5u1,l64=0, l65=u51u5u51u5, l66=u31u4+u51u6+u31u4+u51u6.

    Lie algebra so(3,2) is defined as [31]

    so(3,2)={xgl(5,Rx=I32xTI32,tr(x)=0},

    where I32=(I300I2).

    So, elements of Lie algebra so(3,2) have the form

    (X1X2XT2X3),

    where XT1=X1, XT3=X3, and X1,X2,X3 are 3×3, 3×2, and 2×2 real matrices, respectively. It is easy to get the elements of Lie algebra so(3,2) with the form

    (0λ1λ2λ5λ6λ10λ3λ7λ8λ2λ30λ9λ10λ5λ7λ90λ4λ6λ8λ10λ40).

    We can obtain the bases of Lie algebra so(3,2) as

    E1=e12e21, E2=e13e31, E3=e23e32, E4=e45e54, E5=e14+e41,E6=e15+e51, E7=e24+e42, E8=e25+e52, E9=e34+e43, E10=e35+e53, (6.1)

    where eij is a 5×5 matrix with 1 in the (i,j)-th position and zero elsewhere. Next, we consider the generalized Lie algebra Gso(3,2), that admits a basis set as follows:

    E1=E7+E10, E2=E7+E10, E3=E1+E5, E4=εE1+εE5, E5=εE2εE6,E6=E2E6, E7=εE3εE4εE8+εE9, E8=E3+E4E8+E9,E9=εE3εE4+εE8+εE9, E10=E3+E4+E8+E9, (6.2)

    where Ei,i=1,2,,10 are defined as (6.1), and satisfy the following commutative relations:

    [E1,E2]=0, [E1,E3]=E3, [E1,E4]=E4, [E1,E5]=E5, [E1,E6]=E6,[E1,E7]=2E7, [E1,E8]=2E8, [E1,E9]=[E1,E10]=0, [E2,E3]=E3,[E2,E4]=E4, [E2,E5]=E5,[E2,E6]=E6,[E2,E7]=[E2,E8]=0,[E2,E9]=2E9,[E2,E10]=2E10, [E3,E4]=εE1εE2, [E3,E5]=E7, [E3,E6]=E10, [E3,E7]=0,[E3,E8]=2E6, [E3,E9]=2E5, [E3,E10]=0, [E4,E5]=εE9, [E4,E6]=εE8,[E4,E7]=2εE5, [E4,E8]=[E4,E9]=0, [E4,E10]=2εE6, [E5,E6]=εE1+εE2,[E5,E7]=0, [E5,E8]=2E4, [E5,E9]=0, [E5,E10]=2εE3, [E6,E7]=2εE3,[E6,E8]=[E6,E10]=0, [E6,E9]=2E4, [E7,E8]=4εE1, [E7,E9]=[E7,E10]=0,[E8,E9]=[E8,E10]=0, [E9,E10]=4εE2.

    Consider the nonisospectral problem

    {φx=U3φ,φt=V3φ,λt=i0ki(t)λi,

    where

    U3=λ(E1+E2)+2u1E5+22u2E6+u3E7+u44E8+u52E9+u62E10,V3=aE1+bE2+2cE3+22dE4+2eE5+22fE6+gE7+h4E8+p2E9+q2E10, (6.3)

    where u1,u2,,u6 and a,b,c,d,e,f,g,h,p,q are the same as (2.2).

    By solving the stationary zero curvature representation

    V3x=U3λλt+[U3,V3], (6.4)

    we can obtain the same equation as (2.4). This means that integrable hierarchies obtained from the linear nonisospectral problems {φx=U3φ,φt=V3φ,λt=i0ki(t)λi are the same as (2.5).

    If we consider the spectral matrix U1 and time spectral matrix V1 in Lie algebra Gsp(4), and choose spectral matrices U3 and V3 in Lie algebra Gso(3,2), then from zero curvature equations V1x=U1λλt+[U1,V1] and V3x=U3λλt+[U3,V3], we can obtain the same nonisospectral integrable hierarchies. So, based on sp(4)so(3,2), as long as we select the corresponding spectral problem between Lie algebras Gsp(4) and Gso(3,2), and we can obtain the same hierarchies.

    In this section, we will construct the nonisospectral integrable coupling hierarchies associated with Lie algebra so(3,2). We consider the nonisospectral problem

    {φx=ˉU3φ,φt=ˉV3φ,λt=i0ki(t)λi,

    where

    ˉU3=(U5εU6U6U5),  ˉV3=(V5εV6V6V5), (6.5)

    and

    U5=2λE10+2(u1u22)E22(u1+u22)E6+(u3u44u52+u62)E3+(u3+u44u52+u62)E4+(u3u44+u52+u62)E8+(u3+u44+u52+u62)E9,U6=2(u1u22)E22(u1+u22)E6+(u3u44u52+u62)E3+(u3+u44u52+u62)E4+(u3u44+u52+u62)E8+(u3+u44+u52+u62)E9,V5=2(d2c)E1+2(ef2)E2+(gh4p2+q2)E3+(g+h4p2+q2)E4+2(c+d2)E52(e+f2)E6+(ab)E7+(gh4+p2+q2)E8+(g+h4+p2+q2)E9+(a+b)E10,V6=2(d2c)E1+2(ef2)E2+(gh4p2+q2)E3+(g+h4p2+q2)E4+2(c+d2)E52(e+f2)E6+(ab)E7+(gh4+p2+q2)E8+(g+h4+p2+q2)E9+(a+b)E10,

    where u1,u2,,u6,u1,u2,,u6, and a,b,c,d,e,f,g,h,p,q,a,b,c,d,e,f,g,h,p,q are the same as (3.3).

    Solving the stationary zero curvature equation

    ˉV3x=ˉU3λλt+[ˉU3,ˉV3], (6.6)

    we can obtain the same equations as (3.5) and (3.6). This means that integrable coupling systems obtained from the linear nonisospectral problems {φx=ˉU3φ,φt=ˉV3φ,λt=i0ki(t)λi are the same as (3.7).

    If we consider the spectral matrix ˉU1 and time spectral matrix ˉV1 in Lie algebra sp(4), and choose spectral matrices ˉU3 and ˉV3 in Lie algebra so(3,2), then from zero curvature equations ˉV1x=ˉU1λλt+[ˉU1,ˉV1] and ˉV3x=ˉU3λλt+[ˉU3,ˉV3], we can obtain the same nonisospectral integrable coupling systems. So, based on sp(4)so(3,2), as long as we select the corresponding spectral problem between Lie algebras sp(4) and so(3,2), we can obtain the same integrable couplings.

    By adding any real number ε, we construct the generalized Lie algebras Gsp(4), Gso(5), and Gso(3,2). Based on these three Lie algebras, we introduce the spectral parameter λt=i0ki(t)λi, and obtain the nonisospectral integrable hierarchies and their Hamiltonian structures of these three Lie algebras. Additionally, based on the semi-direct sum decomposition of Lie algebras, we derive the integrable coupling systems associated with Lie algebras sp(4), so(5), and so(3,2). At the same time, we use sp(4)so(3,2), and further discuss the relationship between the integrable couplings systems corresponding to these two Lie algebras.

    Baiying He: Conceived of the study, Completed the computations, Writing-original draft; Siyu Gao: Writing review and editing, Writing-original draft. All authors have read and approved the final version of the manuscript for publication.

    The authors would like to thank the referee for valuable comments and suggestions on this paper, which have considerably improved its presentation and quality.

    This work is partially supported by National Natural Science Foundation of China (Nos.12001467 and 12471024) and Nanhu Scholars Program for Young Scholars of XYNU.

    The authors declare that they have no conflicts of interest.



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