Solitary Waves in Massive Nonlinear SN-Sigma Models
The solitary waves of massive (1+1)-dimensional nonlinear SN-sigma models are unveiled. It is shown that the solitary waves in these systems are in one-to-one correspondence with the separatrix trajectories in the repulsive N-dimensional Neumann mechanical problem. There are topological (heteroclini...
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2010
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irk-123456789-1461552019-02-08T01:23:26Z Solitary Waves in Massive Nonlinear SN-Sigma Models Izquierdo, A.A. González León, M.A. de la Torre Mayado, M. The solitary waves of massive (1+1)-dimensional nonlinear SN-sigma models are unveiled. It is shown that the solitary waves in these systems are in one-to-one correspondence with the separatrix trajectories in the repulsive N-dimensional Neumann mechanical problem. There are topological (heteroclinic trajectories) and non-topological (homoclinic trajectories) kinks. The stability of some embedded sine-Gordon kinks is discussed by means of the direct estimation of the spectra of the second-order fluctuation operators around them, whereas the instability of other topological and non-topological kinks is established applying the Morse index theorem. 2010 Article Solitary Waves in Massive Nonlinear SN-Sigma Models / A.A. Izquierdo, M.A. González León, M. de la Torre Mayado // Symmetry, Integrability and Geometry: Methods and Applications. — 2010. — Т. 6. — Бібліогр.: 19 назв. — англ. 1815-0659 2010 Mathematics Subject Classification: 35Q51; 81T99 http://dspace.nbuv.gov.ua/handle/123456789/146155 en Symmetry, Integrability and Geometry: Methods and Applications Інститут математики НАН України |
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The solitary waves of massive (1+1)-dimensional nonlinear SN-sigma models are unveiled. It is shown that the solitary waves in these systems are in one-to-one correspondence with the separatrix trajectories in the repulsive N-dimensional Neumann mechanical problem. There are topological (heteroclinic trajectories) and non-topological (homoclinic trajectories) kinks. The stability of some embedded sine-Gordon kinks is discussed by means of the direct estimation of the spectra of the second-order fluctuation operators around them, whereas the instability of other topological and non-topological kinks is established applying the Morse index theorem. |
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Article |
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Izquierdo, A.A. González León, M.A. de la Torre Mayado, M. |
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Izquierdo, A.A. González León, M.A. de la Torre Mayado, M. Solitary Waves in Massive Nonlinear SN-Sigma Models Symmetry, Integrability and Geometry: Methods and Applications |
| author_facet |
Izquierdo, A.A. González León, M.A. de la Torre Mayado, M. |
| author_sort |
Izquierdo, A.A. |
| title |
Solitary Waves in Massive Nonlinear SN-Sigma Models |
| title_short |
Solitary Waves in Massive Nonlinear SN-Sigma Models |
| title_full |
Solitary Waves in Massive Nonlinear SN-Sigma Models |
| title_fullStr |
Solitary Waves in Massive Nonlinear SN-Sigma Models |
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Solitary Waves in Massive Nonlinear SN-Sigma Models |
| title_sort |
solitary waves in massive nonlinear sn-sigma models |
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Інститут математики НАН України |
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2010 |
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http://dspace.nbuv.gov.ua/handle/123456789/146155 |
| citation_txt |
Solitary Waves in Massive Nonlinear SN-Sigma Models / A.A. Izquierdo, M.A. González León, M. de la Torre Mayado // Symmetry, Integrability and Geometry: Methods and Applications. — 2010. — Т. 6. — Бібліогр.: 19 назв. — англ. |
| series |
Symmetry, Integrability and Geometry: Methods and Applications |
| work_keys_str_mv |
AT izquierdoaa solitarywavesinmassivenonlinearsnsigmamodels AT gonzalezleonma solitarywavesinmassivenonlinearsnsigmamodels AT delatorremayadom solitarywavesinmassivenonlinearsnsigmamodels |
| first_indexed |
2025-07-10T23:18:17Z |
| last_indexed |
2025-07-10T23:18:17Z |
| _version_ |
1837303867796094976 |
| fulltext |
Symmetry, Integrability and Geometry: Methods and Applications SIGMA 6 (2010), 017, 22 pages
Solitary Waves in Massive
Nonlinear SN-Sigma Models?
Alberto ALONSO IZQUIERDO †, Miguel Ángel GONZÁLEZ LEÓN †
and Marina DE LA TORRE MAYADO ‡
† Departamento de Matemática Aplicada, Universidad de Salamanca, Spain
E-mail: alonsoiz@usal.es, magleon@usal.es
URL: http://campus.usal.es/∼mpg/
‡ Departamento de F́ısica Fundamental, Universidad de Salamanca, Spain
E-mail: marina@usal.es
Received December 07, 2009; Published online February 09, 2010
doi:10.3842/SIGMA.2010.017
Abstract. The solitary waves of massive (1+1)-dimensional nonlinear SN -sigma models are
unveiled. It is shown that the solitary waves in these systems are in one-to-one correspon-
dence with the separatrix trajectories in the repulsive N -dimensional Neumann mechanical
problem. There are topological (heteroclinic trajectories) and non-topological (homoclinic
trajectories) kinks. The stability of some embedded sine-Gordon kinks is discussed by means
of the direct estimation of the spectra of the second-order fluctuation operators around them,
whereas the instability of other topological and non-topological kinks is established applying
the Morse index theorem.
Key words: solitary waves; nonlinear sigma models
2010 Mathematics Subject Classification: 35Q51; 81T99
1 Introduction
The existence and the study of solitary waves in (1 + 1)-dimensional relativistic field theories
is of the greatest interest in several scientific domains. We specifically mention high energy
physics, applied mathematics, condensed matter physics, cosmology, fluid dynamics, semicon-
ductor physics, etcetera. Solitary waves have been discovered recently in massive nonlinear
sigma models with quite striking properties, see e.g. [1, 2, 3] and references quoted therein.
The nonlinear SN -sigma models are important in describing the low energy pion dynamics in
nuclear physics [4] and/or featuring the long wavelength behavior of O(N + 1)-spin chains in
ferromagnetic materials [5].
In this work, we present a mathematically detailed analysis of the solitary wave manifold
arising in a massive SN -sigma model that extends and generalize previous work performed
in [1] and [2] on the N = 2 case. In these papers the masses of the N = 2 meson branches
are chosen to be different by breaking the O(N) degeneracy of the ground state to a Z2 sub-
group. Remarkably, we recognized in [1] and [2] that the static field equations of this non-
isotropic massive nonlinear S2-sigma model are the massive version of the static Landau–Lifshitz
equations governing the high spin and long wavelength limit of 1D ferromagnetic materials. This
perspective allows to interpret the topological kinks of the model as Bloch and Ising walls that
form interfaces between ferromagnetic domains, see [6, 7, 8].
?This paper is a contribution to the Proceedings of the Eighth International Conference “Symmetry in
Nonlinear Mathematical Physics” (June 21–27, 2009, Kyiv, Ukraine). The full collection is available at
http://www.emis.de/journals/SIGMA/symmetry2009.html
mailto:alonsoiz@usal.es
mailto:magleon@usal.es
http://campus.usal.es/~mpg/
mailto:marina@usal.es
http://dx.doi.org/10.3842/SIGMA.2010.017
http://www.emis.de/journals/SIGMA/symmetry2009.html
2 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
We shall proceed into a two-step mathematical analysis: First, we shall identify the collection
of N sine-Gordon models embedded in our nonlinear SN -sigma models. The sine-Gordon kinks
(and the sine-Gordon multi-solitons) are automatically solitary waves (and multi-solitons) in
the nonlinear sigma model. Second, we shall identify the static field-equations as the Newton
equations of the repulsive Neumann problem in the SN -sphere. The mechanical analogy in
the search for solitary waves in (1 + 1)-dimensional relativistic field theories, [9], is the re-
reading of the static field equations as the motion equations of a mechanical system where the
field theoretical spatial coordinate is re-interpreted as the “mechanical time” and the potential
energy density is minus the “mechanical potential”. This strategy is particularly efficient in
field theories with a single scalar field because in such a case the mechanical analogue problem
has only one degree of freedom and one can always integrate the motion equations.
The mechanical analogue system of field theoretical models with N scalar fields has N degrees
of freedom and the system of N motion ODE’s is rarely integrable. One may analytically find
the solitary waves in field theories such that their associated mechanical system is completely
integrable. Many solitary waves have been found in two scalar field models related to the
Garnier integrable system of two degrees of freedom and other Liouville models, see [10]. The
extremely rich structure of such varieties of kinks has been exhaustively described in [11]. The
procedure can be also extended to systems with N = 3 (and higher) degrees of freedom that are
Hamilton–Jacobi separable using Jacobi elliptic coordinates, see [12]. The mechanical analogue
system of the non-isotropic massive nonlinear SN -system is the Neumann system, a particle
constrained to move in a SN -sphere subjected to elastic repulsive non-isotropic forces from the
origin. It happens that the Neumann system [13, 14, 15] is not only Arnold–Liouville completely
integrable – there are N constants of motion in involution – but Hamilton–Jacobi separable using
sphero-conical coordinates. Because the elastic forces are repulsive the North and South poles
are unstable equilibrium points where heteroclinic and homoclinic trajectories start and end
providing the solitary waves of the nonlinear sigma model.
The analysis of the stability of solitary waves against small fluctuations is tantamount to the
study of the linearized wave equations around a particular traveling wave. We shall distinguish
between stable and unstable sine-Gordon kinks by means of the determination of the spectra of
small fluctuations around these embedded kinks. The instability of any other (not sine-Gordon)
solitary wave in the nonlinear S3-sigma model will be shown by computing the Jacobi fields
between conjugate points along the trajectory and using the Morse index theorem within the
framework explained in [16].
The structure of the article is as follows: In Section 2 we present the fundamental aspects of
the model. Section 3 is devoted to the study of the set of sine-Gordon models that are embedded
in the nonlinear SN -sigma model. In Section 4, using sphero-conical coordinates, we show the
separability of the Hamilton–Jacobi equation that reduces to N uncoupled ODE. The Hamilton
characteristic function is subsequently found as the sum of N functions, each one depending only
on one coordinate, and the separation constants are chosen in such a way that the mechanical
energy is zero. Then, the motion equations are solved by quadratures. The properties and
structure of the explicit analytic solutions are discussed respectively in Sections 5 and 6 for
the N = 2 and N = 3 models. Finally, in Section 7 the stability analysis of the solitary wave
solutions is performed.
2 The massive nonlinear SN -sigma model
Let us consider N + 1 real scalar fields arranged in a vector-field:
~Φ
(
y0, y1
)
≡
(
φ1
(
y0, y1
)
, . . . , φN+1
(
y0, y1
))
,
Solitary Waves in Massive Nonlinear SN -Sigma Models 3
where
(
y0, y1
)
stand for the standard coordinates in the Minkowski space R1,1, and the fields
are constrained to be in the SN -sphere, i.e.
~Φ ∈ Maps
(
R1,1, SN
)
, ~Φ · ~Φ = φ2
1 + · · ·+ φ2
N+1 = R2. (2.1)
The dynamics of the model is governed by the action functional:
S[~Φ] =
∫
dy0dy1 L
(
∂µ
~Φ, ~Φ
)
=
∫
dy0dy1
{
1
2
∂µ
~Φ · ∂µ~Φ− V (~Φ)
}
,
where V (~Φ) is the quadratic polynomial function in the fields:
V (~Φ) = 1
2
(
α2
1φ
2
1 + α2
2φ
2
2 + · · ·+ α2
N+1φ
2
N+1 − α2
N+1R
2
)
. (2.2)
We follow standard Minkowski space conventions: yµyµ = gµνyµyν , gµν = diag(1,−1), ∂µ∂µ =
gµν∂µ∂ν = ∂2
0 − ∂2
1 . Working in the natural system of units, ~ = c = 1, the dimensions of the
fields and parameters are: [φa] = [R] = 1, [αa] = M , a = 1, . . . , N + 1.
The field equations of the system are:
∂µ
(
∂L
∂(∂µφa)
)
− ∂L
∂φa
= 0 ⇒ ∂2
0φa − ∂2
1φa = −α2
aφa + λφa, a = 1, . . . , N + 1, (2.3)
λ being the Lagrange multiplier associated to the constraint (2.1). λ can be expressed in terms
of the fields and their first derivatives:
λ =
1
R2
(
N+1∑
a=1
α2
aφ
2
a − ∂0
~Φ · ∂0
~Φ + ∂1
~Φ · ∂1
~Φ
)
by successive differentiations of the constraint equation (2.1). There exists N + 1 static and
homogeneous solutions of (2.3) on SN :
φa = ±R, φb = 0, ∀ b 6= a, λ = α2
a, a = 1, . . . , N + 1. (2.4)
We shall address the maximally anisotropic case: αa 6= αb, ∀ a 6= b, and, without loss of
generality, we label the parameters in decreasing order: α2
1 > α2
2 > · · · > α2
N+1 ≥ 0, in such
a way that V (~Φ), on the SN -sphere (2.1), is semi-definite positive.
According to Rajaraman [9] solitary waves (kinks) are non-singular solutions of the field
equations (2.3) of finite energy such that their energy density has a space-time dependence of
the form: ε(y0, y1) = ε(y1 − vy0), where v is some velocity vector. The energy functional is:
E[~Φ] =
∫
dy1
(
1
2
∂0
~Φ · ∂0
~Φ +
1
2
∂1
~Φ · ∂1
~Φ + V
(
~Φ
))
=
∫
dy1ε
(
y0, y1
)
and the integrand ε
(
y0, y1
)
is the energy density. Lorentz invariance of the model implies that
it suffices to know the y0-independent solutions ~Φ
(
y1
)
in order to obtain the traveling waves of
the model: ~Φ
(
y0, y1
)
= ~Φ
(
y1− vy0
)
. For static configurations the energy functional reduces to:
E[~Φ] =
∫
dy1
(
1
2
d~Φ
dy1
· d~Φ
dy1
+ V
(
~Φ
))
=
∫
dy1ε
(
y1
)
. (2.5)
and the PDE system (2.3) becomes the following system of N +1 ordinary differential equations:
d2φa
d(y1)2
= α2
aφa − λφa. (2.6)
4 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
The finite energy requirement selects between the static and homogeneous solutions (2.4)
only two, the set M of zeroes (and absolute minima) of V (~Φ) on SN :
M =
{
v+ = (0, . . . , 0, R), v− = (0, . . . , 0,−R)
}
,
i.e. the “North” and the “South” poles of the SN -sphere. Moreover, this requirement forces
in (2.5) the asymptotic conditions:
lim
y1→±∞
d~Φ
dy1
= 0, lim
y1→±∞
~Φ ∈M. (2.7)
Consequently, the configuration space, the space of finite energy configurations:
C = {Maps(R, Sn)/E < +∞} ,
is the union of four disconnected sectors: C = CNN
⋃
CSS
⋃
CNS
⋃
CSN, where the different sectors
are labeled by the element of M reached by each configuration at y1 → −∞ and y1 → ∞.
CNS and CSN solitary waves will be termed as topological kinks, whereas non-topological kinks
belong to CNN or CSS.
3 Embedded sine-Gordon models
Before of embarking ourselves in the general solution of the ODE system (2.6), we explore
Rajaraman’s trial-orbit method [9]. We search for solitary wave solutions living on special
meridians of the SN -sphere such that the associated trajectories connect the North and South
poles, to comply with the asymptotic conditions of finite energy (2.7). In [1] and [2] this strategy
was tested in the N = 2 case. It was easily proved that the nonlinear sigma model reduces to
a sine-Gordon model only over the meridians in the intersection of the coordinate planes in R3
with the S2-sphere, that contain the North and South poles. Consequently, there are sine-Gordon
kinks (and multi-solitons) embedded in the nonlinear sigma model living in these meridians. The
generalization to any N is immediate: the N meridians ma, a = 1, . . . , N , determined by the
intersection of the φa − φN+1 plane with the SN -sphere, all of them containing the points N
and S,
ma ⇒ φb = 0, ∀ b 6= a, b = 1, . . . , N, φ2
a + φ2
N+1 = R2, a = 1, . . . , N,
are good trial orbits on which the field equations (2.3) reduce to the system of two PDE’s:
∂2
0φa − ∂2
1φa = −α2
aφa + λφa, (3.1)
∂2
0φN+1 − ∂2
1φN+1 = −α2
N+1φN+1 + λφN+1. (3.2)
Use of “polar” coordinates in the φa − φN+1 plane:
φN+1 = R cos θ, φa = ±R sin θ, θ ∈ [0, π]
reveals that the two equations (3.1), (3.2) are tantamount to the sine-Gordon equation in the
half-meridians sign(φa) = ±1:
∂2
0θ − ∂2
1θ = −1
2
(
α2
a − α2
N+1
)
sin 2θ. (3.3)
For the sake of simplicity it is convenient to define non dimensional parameters and coordinates
in the Minkowski space R1,1:
σ2
a =
α2
a − α2
N+1
α2
1 − α2
N+1
, 1 = σ2
1 > σ2
2 > · · · > σ2
N > 0 = σ2
N+1,
t =
√
α2
1 − α2
N+1y
0, x =
√
α2
1 − α2
N+1y
1.
Solitary Waves in Massive Nonlinear SN -Sigma Models 5
x
Φa
ΦN+1
x0
-1.0
-0.5
0.5
1.0
x
Φa
ΦN+1
x0
-1.0
-0.5
0.5
1.0
Figure 1. Graphics of φKa
a (x) (blue) and φKa
N+1(x) (red) for kink (left) and antikink (right).
Thus, the N sine-Gordon equations (3.3) become:
2θ =
(
∂2
t − ∂2
x
)
θ = −σ2
a
2
sin 2θ, a = 1, . . . , N. (3.4)
The kink/antikink solutions of the sine-Gordon equations (3.4) are the traveling waves
θ±Ka
(t, x) = 2 arctan e±σa(γ(x−vt)−x0), γ =
(
1− v2
)− 1
2
that look at rest in their center of mass system v = 0:
θ±Ka
(x) = 2 arctan e±σa(x−x0).
The kinks θ+
Ka
belong to the topological sector CNS of the configuration space, whereas the anti-
kink θ−Ka
lives in CSN. Henceforth, we shall term as topological kinks to these solitary waves.
In the original coordinates in field space, φa and φN+1, θ±Ka
correspond to two kinks and their
two anti-kinks, depending of the choice of half-meridian. We will keep the Ka notation for the
φa > 0 half-meridian and introduce K∗
a for the φa < 0 choice:
φKa
a (x) =
R
coshσa(x− x0)
, φKa
N+1(x) = ±R tanh σa(x− x0),
φK∗
a
a (x) = − R
coshσa(x− x0)
, φ
K∗
a
N+1(x) = ±R tanh σa(x− x0),
φKa
b (x) = φ
K∗
a
b (x) = 0, ∀ b 6= a,N + 1.
The energy functional, for static configurations, is written, in non-dimensional coordinates as:
E[~Φ] = ν
∫
dx
{
1
2
d~Φ
dx
· d~Φ
dx
+
1
2
N+1∑
a=1
σ2
aφ
2
a −
α2
N+1
2ν2
(
R2 −
N+1∑
b=1
φ2
b
)}
, (3.5)
where ν =
√
α2
1 − α2
N+1. The embedded sine-Gordon kink energies are:
EKa = EK∗
a
= 2νR2σa, EK1 > EK2 > · · · > EKN
.
4 The moduli space of generic solitary waves
The system of ordinary differential equations (2.6) is the system of motion equations of the
repulsive Neumann problem with N degrees of freedom if one interprets the coordinate y1 as
6 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
the “mechanical time” and the field components φa as the coordinates setting the “particle
position”, the so-called mechanical analogy [9]. It is a well known fact that the Neumann
system is Hamilton–Jacobi separable using sphero-conical coordinates [13, 14, 15].
Let us introduce sphero-conical coordinates (u1, u2 . . . , uN ) in SN with respect to the set of
constants σ̄2
a = 1− σ2
a:
σ̄2
1 = 0 < u1 < σ̄2
2 < u2 < · · · < uN < σ̄2
N+1 = 1. (4.1)
The Cartesian coordinates in RN+1 are given in terms of the sphero-conical coordinates by:
φ2
a = u0
U(σ̄2
a)
B′(σ̄2
a)
, U(z) =
N∏
c=1
(z − uc), B(z) =
N+1∏
b=1
(
z − σ̄2
b
)
. (4.2)
The algebraic equation characterizing the SN -sphere in RN+1 is simply u0 = R2 in sphero-conical
coordinates.
The change of coordinates (4.2) provides a 2N+1 to 1 map from the SN sphere to the interior of
the hyper-parallelepiped (in the (u1, . . . , uN ) space) PN characterized by the inequalities (4.1).
The map from each “2N+1-tant” of the SN -sphere to the interior of PN is one-to-one. One
“2N+1-tant” is the piece of SN that lives in each of the 2N+1 parts in which RN+1 is divided
by the coordinate N -hyperplanes. The intersections of the SN -sphere with the coordinate N -
hyperplanes, N + 1 SN−1-spheres, are 2N to 1 mapped into the boundary of PN , a set of
(N − 1)-hyperplanes in the (u1, . . . , uN ) space. Simili modo SN−k-spheres, intersection of SN
with coordinate (N − k + 1)-hyperplanes of RN+1, are 2N−k+1 to 1 mapped into (N − k)-
hyperplanes of the boundary of PN . Finally, the North and South poles of SN are mapped into
a single point in the boundary of PN : v± ≡ (u1 = 0, u2 = σ̄2
2, . . . , uN = σ̄2
N ).
The Euclidean metric in RN+1 ds2 = dφ2
1 + · · ·+ dφ2
N+1 becomes in PN :
ds2
∣∣
SN =
N∑
a=1
gaadu2
a, gaa =
−R2
4
U ′(ua)
B(ua)
. (4.3)
Calculations using sphero-conical coordinates remarkably simplify recalling the Jacobi lemma,
see e.g. [14]. Let be a collection of p distinct constants (a1, a2, . . . ap), ai 6= aj , ∀ i 6= j. Let us
define the function f(z) =
p∏
i=1
(z − ai), p ≥ 2. The following identities hold:
p∑
i=1
ak
i
f ′(ai)
= 0, ∀ k = 0, 1, . . . , p− 2,
p∑
i=1
ap−1
i
f ′(ai)
= 1,
p∑
i=1
ap
i
f ′(ai)
=
p∑
i=1
ai. (4.4)
Now, use of (4.4) allows us easily determine the V (~Φ) function (2.2) in sphero-conical coordinates:
V (u1, . . . , un) =
ν2R2
2
(
1−
N+1∑
a=1
σ̄2
a +
N∑
b=1
ub
)
.
The energy functional for static configurations (3.5) in this system of coordinates can be written
as follows:
E[u1, . . . , uN ] = ν
∫
dx
1
2
N∑
a=1
gaa
(
dua
dx
)2
+
R2
2
N∑
a=1
N∏
b=1
(ua − σ̄2
b )
U ′(ua)
. (4.5)
Solitary Waves in Massive Nonlinear SN -Sigma Models 7
The p−2 identities on the left in (4.4) allows us to write the potential energy density in different
ways. We choose an expression (4.5) in the form of a sum of products in the factors (ua − σ̄2
b )
that guarantees a direct verification of the asymptotic conditions (2.7).
Alternatively, the energy can be written in the Bogomolnyi form [17]:
E[u1, . . . , un] = ν
∫
dx
2
{
N∑
a=1
gaa
(
dua
dx
− gaa ∂W
∂ua
)2
}
+ ν
∫
dx
N∑
a=1
∂W
∂ua
dua
dx
, (4.6)
where gaa denotes the components of the inverse tensor metric, and W (u1, . . . , uN ) is a solution
of the partial differential equation:
R2
2
N∑
a=1
N∏
b=1
(ua − σ̄2
b )
U ′(ua)
=
1
2
N∑
a=1
gaa
(
∂W
∂ua
)2
. (4.7)
Note that (4.7) is the “time”-independent Hamilton–Jacobi equation for zero mechanical energy
(i1 ≡ 0) of the “repulsive” Neumann problem. Therefore, W is the zero-energy time-independent
characteristic Hamilton function.
The ansatz of separation of variables W (u1, . . . , uN ) = W1(u1) + · · · + WN (uN ) reduces
the PDE (4.7) to a set of N uncoupled ordinary differential equations depending on N sep-
aration constants ia. The separation process is not trivial (see [14]) and requires the use of
equations (4.4). Let write explicitly (4.7) as:
N∑
a=1
1
U ′(ua)
(
−2B(ua)
R2
(W ′
a(ua))2 −
R2
2
N∏
b=1
(ua − σ̄2
b )
)
= i1 = 0. (4.8)
The identities of the Jacobi lemma (4.4), for k ≤ N − 2, allow to express (4.8) as a system of N
equations:
−2B(ua)
R2
(W ′
a(ua))2 −
R2
2
N∏
b=1
(
ua − σ̄2
b
)
= i2u
N−2
a + i2u
N−3
a + · · ·+ iN−1ua + iN (4.9)
depending on N − 1 arbitrary separation constants i2, . . . , iN .
Asymptotic conditions (2.7) imply, in sphero-conical coordinates, the limits: lim
x→±∞
ua = σ̄2
a.
This requirement fixes, in (4.9), all the separation constants ia to be zero, that correspond to
the separatrix trajectories between bounded and unbounded motion in the associated mecha-
nical system. Thus, integration of (4.9) gives the W function, i.e. the time-independent, zero
mechanical energy, characteristic Hamilton function of the repulsive Neumann problem:
W (u1, . . . , uN ) = R2
N∑
a=1
(−1)δa
√
1− ua, δa = 0, 1. (4.10)
It is interesting to remark that general integration of the Hamilton–Jacobi equation for the
Neumann problem involves hyper-elliptic theta-functions [15]. The asymptotic conditions (2.7)
guaranteeing finite field theoretical energy to the solitary waves – and finite mechanical action
to the associated trajectories – force theta functions in the boundary of the Riemann surface
where degenerate to very simple irrational functions.
The ordinary differential equations:
du1
dx
= g11 ∂W
∂u1
, . . . ,
duN
dx
= gNN ∂W
∂uN
(4.11)
8 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
Φ2
Φ1
Φ3
-10 -5 5 10
0.2
0.4
0.6
0.8
1.0
Figure 2. K1 (red) and K2 (blue) kink orbits over S2 (left). Energy densities for K1/K∗
1 (red) and
K2/K∗
2 (blue) kinks for a concrete value of 0 < σ < 1 (right).
can alternatively be seen as first-order field equations for which the field theoretical energy
is of the simple form: E[u1, u2, . . . , uN ] = ν
∫
dW , see (4.6), or, as the motion equations of
the mechanical system restricted to the sub-space of the phase space such that ia = 0, ∀ a =
1, 2, . . . , N . In differential form they look:
dx
U ′(ua)
=
(−1)δadua
2
√
1− ua
n∏
b=1
(ua − σ̄2
b )
, a = 1, . . . , N. (4.12)
Although it is possible to integrate equations (4.12) for an arbitrary value of N (see [18] for
instance), we shall devote the rest of the paper to analyze the explicit solutions and the structure
of the moduli space of solitary waves in the lower N = 2 and N = 3 cases.
5 The moduli space of S2-solitary waves
5.1 Embedded sine-Gordon kinks on S2
There are two sine-Gordon models embedded in the φ1 = 0 and φ2 = 0 meridians, see Fig. 2
(left). The non-dimensional parameters, for N = 2, are: σ1 ≡ 1, σ2 ≡ σ and σ3 = 0. The
K1/K∗
1 and K2/K∗
2 sine-Gordon kinks/antikinks profiles read:
φK1
1 (x) =
R
cosh(x− x0)
, φK1
2 (x) = 0, φK1
3 (x) = ±R tanh(x− x0),
φK2
1 (x) = 0, φK2
2 (x) =
R
coshσ(x− x0)
, φK2
3 (x) = ±R tanh σ(x− x0), (5.1)
φ
K∗
1
1 (x) =
−R
cosh(x− x0)
, φ
K∗
1
2 (x) = 0, φ
K∗
1
3 (x) = ±R tanh(x− x0),
φ
K∗
2
1 (x) = 0, φ
K∗
2
2 (x) =
−R
coshσ(x− x0)
, φ
K∗
2
3 (x) = ±R tanh σ(x− x0). (5.2)
The K1, K∗
1 , K2 and K∗
2 kinks belong to CNS, see Fig. 1; the φ3-component is kink shaped for
the four kinks, whereas the φ1- and φ2-components are bell shaped respectively for K1 and K2
but anti-bell shaped for K∗
1 and K∗
2 . The antikinks live in CSN and have similar profiles. These
solitary waves are topological kinks, and they correspond to heteroclinic trajectories in the
analogous mechanical system. Their energies are:
EK1 = EK∗
1
= 2νR2, EK2 = EK∗
2
= 2νR2σ.
The energy of the K1/K∗
1 kinks is greater than the energy of the K2/K∗
2 kinks, see Fig. 2 (right).
Solitary Waves in Massive Nonlinear SN -Sigma Models 9
5.2 Generic solitary waves on S2
We shall denote (λ1, λ2) the sphero-conical coordinates in the S2-sphere, λ0 = R2, to avoid
confusion with the N = 3 case. In terms of these coordinates the fields read:
φ2
1 =
R2
σ̄2
λ1λ2, φ2
2 =
R2
σ2σ̄2
(
σ̄2 − λ1
)(
λ2 − σ̄2
)
, φ2
3 =
R2
σ2
(1− λ1)(1− λ2). (5.3)
We recall the definition: σ̄2 = 1− σ2, and the (λ1, λ2) ranges:
0 < λ1 < σ̄2 < λ2 < 1. (5.4)
The change of coordinates (5.3) maps the S2-sphere into the interior of the rectangle P2 defined
by the inequalities (5.4) in the (λ1, λ2)-plane. In fact, the map is eight to one, due to the squares
that appears in (5.3). Each octant of the S2-sphere is mapped one to one into the interior of P2,
whereas the meridians of S2 contained in the coordinate planes are mapped into the boundary
of P2. The set of zeroes M of V (φ1, φ2, φ3) in S2, the North and South poles, becomes a unique
point in P2: v± ≡ (φ1, φ2, φ3) = (0, 0,±R) ⇒ v± ≡ (λ1, λ2) = (0, σ̄2). The quadratic polynomial
V (φ1, φ2, φ3) becomes linear in sphero-conical coordinates:
V (λ1, λ2) =
ν2R2
2
(
λ1 + λ2 − σ̄2
)
and the energy functional for static configurations in terms of (λ1, λ2) is:
E[λ1, λ2] = ν
∫
dx
{
1
2
2∑
i=1
gii
(
dλi
dx
)2
+
R2
2
(
λ1(λ1 − σ̄2)
λ1 − λ2
+
λ2(λ2 − σ̄2)
λ2 − λ1
)}
. (5.5)
Here, the components of the metric tensor (4.3) read:
g11 =
−R2(λ1 − λ2)
4λ1(σ̄2 − λ1)(1− λ1)
, g22 =
−R2(λ2 − λ1)
4λ2(σ̄2 − λ2)(1− λ2)
.
The knowledge of the solution (4.10) for N = 2:
W (λ1, λ2) = R2
(
(−1)δ1
√
1− λ1 + (−1)δ2
√
1− λ2
)
, δ1, δ2 = 0, 1,
suggests to write the energy functional (5.5) in the Bogomolnyi form (4.6) leading to the system
of first-order ODE’s (4.11):
dλ1
dx
= (−1)δ1 2λ1(λ1 − σ̄2)
√
1− λ1
(λ1 − λ2)
,
dλ2
dx
= (−1)δ2 2λ2(λ2 − σ̄2)
√
1− λ2
(λ2 − λ1)
.
These equations can be separated in a easy way:
0 =
dλ1
(−1)δ12λ1(λ1 − σ̄2)
√
1− λ1
+
dλ2
(−1)δ22λ2(λ2 − σ̄2)
√
1− λ2
, (5.6)
dx =
dλ1
(−1)δ12(λ1 − σ̄2)
√
1− λ1
+
dλ2
(−1)δ22(λ2 − σ̄2)
√
1− λ2
. (5.7)
The Hamilton–Jacobi procedure precisely prescribes the equation (5.6) as the rule satisfied by
the orbits of zero mechanical energy whereas (5.7) sets the mechanical time schedule of these
separatrix trajectories between bounded and unbounded motion.
10 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
Instead of attempting a direct solution of the system (5.6), (5.7) we introduce new variables
s1 = (−1)δ1
√
1− λ1, s2 = (−1)δ2
√
1− λ2. In terms of s1 and s2 the ODE’s system (5.6), (5.7),
after decomposition in simple fractions, becomes:
2∑
a=1
dsa
1− s2
a
= dx,
2∑
a=1
dsa
σ2 − s2
a
= dx. (5.8)
Integrating equations (5.8) in terms of the inverse of hyperbolic tangents/cotangents, and using
the addition formulas for these functions we find the following general solution depending on
two real integration constants γ1 and γ2:
s1s2
1 + s1s2
= t1,
σ2 + s1s2
σ(s1 + s2)
= t2, t1 = tanh(x + γ1), t2 = tanhσ(x + γ2). (5.9)
To solve the system of equations (5.9) separately in s1 and s2 we introduce the new variables
A = s1 + s2 and B = s1s2. The subsequent linear system in A and B and its solution are:
A− t1B = t1, σt2A−B = σ2, A =
(1− σ2)t1
1− σt1t2
, B =
σt1t2 − σ2
1− σt1t2
.
Therefore, s1 and s2 are the roots of the quadratic equation
s2 −As + B = 0, s1 =
A +
√
A2 − 4B
2
, s2 =
A−
√
A2 − 4B
2
.
Because λ1 = 1 − s2
1, λ2 = 1 − s2
2, the come back to Cartesian coordinates (5.3) provides the
explicit analytical formulas for the two-parametric family of solitary waves:
φ1(x) = (−1)ε1Rσ̄
sech(x + γ1)
1− σ tanh(x + γ1) tanhσ(x + γ2)
, ε1 = 0, 1,
φ2(x) = (−1)ε2Rσ̄
tanh(x + γ1) sechσ(x + γ2)
1− σ tanh(x + γ1) tanhσ(x + γ2)
, ε2 = 0, 1, (5.10)
φ3(x) = (−1)ε3R
σ − tanh(x + γ1) tanhσ(x + γ2)
1− σ tanh(x + γ1) tanhσ(x + γ2)
, ε3 = 0, 1.
5.3 The structure of the moduli space of kinks
To describe the structure of the two-dimensional moduli space of solitary waves solutions (5.10)
it is convenient to rely on a re-shuffling of the coordinates of the moduli space: γ = −γ1,
γ̄ = γ2− γ1. γ determines the “center” of the energy density of a given kink and γ̄ distinguishes
between different kinks in the moduli space by selecting the kink orbit in S2, see Figs. 5 and 6. In
the Figs. 3 and 4, however, we have plotted the components of the kink profiles for two different
choices of γ̄ and γ = 0. We remark that none of the three components are kink-shaped, the φ1
and φ3 components are bell-shaped and the φ2-components have a maximum and a minimum.
The difference is that the x → −x reflection symmetry is lost for γ̄ = 5. The profiles of
these two solitary waves tend to the South pole in both x → ±∞. Therefore, these kinks are
non-topological kinks living in CSS.
(γ, γ̄) are good coordinates in the solitary wave moduli space characterized by the orbits
in P2. The inverse mapping to S2 is classified by the different choices of ε1, ε2 and ε3:
• The value of ε3 selects the topological sector of the solution. Clearly:
ε3 = 0 ⇒ lim
x→±∞
φ3 = −R, ε3 = 1 ⇒ lim
x→±∞
φ3 = R
and the equations (5.10) determine two families of non-topological (NTK) kinks, one
family living in CSS, ε3 = 0, and the other one belonging to CNN, ε3 = 1. They are
homoclinic trajectories of the analogous mechanical system.
Solitary Waves in Massive Nonlinear SN -Sigma Models 11
x
Φ1
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ2
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ3
-10 -5 5 10
-1.0
-0.5
0.5
1.0
Figure 3. Graphics of (5.10) corresponding to the following values of parameters: R = 1, σ = 0.7,
γ = 0, γ̄ = 0, i.e. the maximally symmetric generic kink (it is chosen ε1 = ε2 = ε3 = 0).
x
Φ1
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ2
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ3
-10 -5 5 10
-1.0
-0.5
0.5
1.0
Figure 4. Graphics of (5.10) corresponding to the following values of parameters: R = 1, σ = 0.7,
γ = 0, γ̄ = 5, ε1 = ε2 = ε3 = 0.
Figure 5. NTK kink-orbits, corresponding to: R = 1, σ = 0.7, ε1 = ε2 = ε3 = 0 and γ̄ = 0 (left), γ̄ = 5
(middle). Several kink orbits in CSS corresponding to several different values of γ̄ (right).
• ε1 = 0 provides the NTK kink orbits running in the φ1 > 0 hemisphere and ε1 = 1
corresponds to the NTK orbits passing through the other (φ1 < 0) hemisphere of S2.
• ε2, however, does not affect to the kink orbit and merely specifies the kink/antikink cha-
racter of the solitary wave, i.e. the sense in which the orbit is traveled.
In Fig. 5 (right) several NTK orbits are shown in S2. The sector CSS and the φ1 > 0
hemisphere have been selected. All of them cross the φ2 = 0 meridian at the same point:
F ≡ (Rσ̄, 0, Rσ) – in sphero-conical coordinates this point is the low right corner λ1 = λ2 = σ̄2
of P2). Therefore the point F is a conjugate point1 of the South pole S of S2.
In Fig. 6 the graphics of the kink energy densities of two members of the NTK family are
plotted. We remark that the energy density appears to be composed by two basic elements.
This behavior is more evident for |γ̄| � 0 because in such a range the energy density resembles
the superposition of the energy densities of the two embedded sine-Gordon kinks (compare with
Fig. 2 (right)). All the NTK kinks, however, have the same energy that can be computed from
1We shall show in Section 7 that there exists a Jacobi field orthogonal to each NTK orbit that becomes zero
at S and F , confirming thus that they are conjugate points. We shall also profit of this fact to show the instability
of the NTK kinks by means of the Morse index theorem.
12 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
-5 5
0.2
0.4
0.6
0.8
1.0
-10 -5 5
0.2
0.4
0.6
0.8
1.0
Figure 6. Kink energy density for the NTK determined by the constants: R = 1, σ = 0.7, and γ = γ̄ = 0
(left), γ = 0 and γ̄ = 5 (right).
the formula (4.6):
ENTK = 2νR2(1 + σ) = EK1 + EK2 .
There is a kink energy sum rule: the energy of any NTK kink is exactly the the sum of the
two sine-Gordon, K1 and K2, topological kink energies. These sum rules arises in every field
theoretical model with mechanical analogue system which is Hamilton–Jacobi separable and has
several unstable equilibrium points, see, e.g., [16]. Moreover, looking at Fig. 4 as a posterior
picture to Fig. 3 in a movie that evolves with increasing γ̄, it is clear that we find almost a K1
anti-kink in the x � 0 region and a K∗
2 kink in the x � 0 region when γ̄ →∞. This means that
the solitary waves (5.10) tend to a K1 kink/antikink plus a K2 antikink/kink when γ̄ → ±∞.
Thus the combinations K1+K2 (kink/antikink and antikink/kink) form the closure of the NTK
moduli space and belong to the boundary. Alternatively, one can tell that there exist only two
basic (topological) kink solutions and the rest of the kinks, the NTK family, are (nonlinear)
combinations of the two basic solitary waves.
6 The moduli space of S3-solitary waves
6.1 Embedded N = 2 kinks
In the massive nonlinear S3-sigma model we first count the three embedded sine-Gordon kinks:
• The K1/K∗
1 kinks and their anti-kinks living in the meridian{
φ2
1 + φ2
4 = R2
}
≡
{
{φ2 = φ3 = 0}
⋂{
φ2
1 + φ2
2 + φ2
3 + φ2
4 = R2
}}
,
the intersection of the φ2 = φ3 = 0 plane with the S3 sphere.
• Idem for the K2/K∗
2 and their anti-kinks:{
φ2
2 + φ2
4 = R2
}
≡
{
{φ1 = φ3 = 0}
⋂{
φ2
1 + φ2
2 + φ2
3 + φ2
4 = R2
}}
.
• Idem for the K3/K∗
3 kinks and their anti-kinks:{
φ2
3 + φ2
4 = R2
}
≡
{
{φ1 = φ2 = 0}
⋂{
φ2
1 + φ2
2 + φ2
3 + φ2
4 = R2
}}
.
The novelty is that all the non-topological kinks of the massive nonlinear S2-sigma model are
embedded in the S3 version in three different S2 “meridian” sub-manifolds.
Solitary Waves in Massive Nonlinear SN -Sigma Models 13
1. Consider the two-dimensional S2
I sphere:{
φ2
2 + φ2
3 + φ2
4 = R2
}
≡
{
{φ1 = 0}
⋂{
φ2
1 + φ2
2 + φ2
3 + φ2
4 = R2
}}
,
the intersection of the φ1 = 0 3-hyperplane in R4 with the S3-sphere.
The restriction of the N = 3-model to these two-manifold collects all the solitary waves
of the N = 2-model. We shall call NTKI kinks to the N = 2 NTK kinks of the N = 2
model that lives in S2
I . The K2/K∗
2 and K3/K∗
3 sine-Gordon topological kinks/anti-kinks
also live in in S2
I and belong to the boundary of the NTKI moduli space.
2. Idem for the S2
II sphere:{
φ2
1 + φ2
3 + φ2
4 = R2
}
≡
{
{φ2 = 0}
⋂{
φ2
1 + φ2
2 + φ2
3 + φ2
4 = R2
}}
.
The non-topological kinks running on this 2-sphere will be termed NTKII . The sine-
Gordon kinks/antikinks are: K1/K∗
1 and K3/K∗
3 .
3. Idem for the S2
III sphere:{
φ2
1 + φ2
2 + φ2
4 = R2
}
≡
{
{φ3 = 0}
⋂{
φ2
1 + φ2
2 + φ2
3 + φ2
4 = R2
}}
.
The non-topological kinks running on this 2-sphere will be termed NTKIII . The sine-
Gordon kinks/antikinks are: K1/K∗
1 and K2/K∗
2 .
In the “equatorial” sphere φ2
1 +φ2
2 +φ2
3 = R2, φ4 = 0, of S3, however, there are no kinks because
the equilibrium points, the North and South poles, are not included.
6.2 Generic solitary waves
Away from the meridian 2-spheres S2
I , S2
II and S2
III considered in the previous sub-section, there
is a three-parametric family of generic kinks. In N = 3 dimensional sphero-conical coordi-
nates (4.2):
φ2
1 = u0
u1u2u3
σ̄2
2σ̄
2
3
, φ2
2 = u0
(σ̄2
2 − u1)(σ̄2
2 − u2)(σ̄2
2 − u3)
σ2
2σ̄
2
2(σ̄
2
3 − σ̄2
2)
,
φ2
3 = u0
(σ̄2
3 − u1)(σ̄2
3 − u2)(σ̄2
3 − u3)
σ2
3σ̄
2
3(σ̄
2
2 − σ̄2
3)
, φ2
4 = u0
(1− u1)(1− u2)(1− u3)
σ2
2σ
2
3
, (6.1)
such that: 0 < u1 < σ̄2
2 < u2 < σ̄2
3 < u3 < 1, the S3-sphere of radius R is characterized by
the equation: u0 = R2. The change of coordinates (6.1) corresponds to a sixteen-to-one map
from the points of S3 out of the coordinate 3-hyperplanes φa = 0, a = 1, . . . , 4, to the interior of
the parallelepiped P3, in the (u1, u2, u3)-space, defined by the inequalities above. The meridian
2-spheres are eight-to-one mapped into the boundary of P3, where some inequalities become
identities: u1 = 0 for S2
I , {u1 = σ̄2
2}
⋃
{u2 = σ̄2
2}, for SII , and {u2 = σ̄2
3}
⋃
{u3 = σ̄2
3} in the
S2
III case. The one-dimensional coordinate meridians of these 2-spheres, in particular those that
are the embedded sine-Gordon kink orbits are four-to-one mapped into the edges of P3, see
Fig. 7. Finally, the North and South poles of S3 are two-to-one mapped into one vertex of P3:
v± ≡ (u1, u2, u3) = (0, σ̄2
2, σ̄
2
3).
The quadratic polynomial V (φ1, φ2, φ3, φ4) becomes linear in the sphero-conical coordinates:
V (u1, u2, u3) =
ν2R2
2
(
u1 + u2 + u3 − σ̄2
2 − σ̄2
3
)
,
14 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
u1
u2
u3
K3
u1
u2
u3
K2
u1
u2
u3
K1
Figure 7. Parallelepiped P3. The K1, K2 and K3 sine-Gordon kink orbits are depicted (in blue) at the
corresponding edges of P3.
but we write it in “separable” form:
V (u1, u2, u3) =
ν2R2
2
(
u1(u1 − σ̄2
2)(u1 − σ̄2
3)
(u1 − u2)(u1 − u3)
+
u2(u2 − σ̄2
2)(u2 − σ̄2
3)
(u2 − u1)(u2 − u3)
+
u3(u3 − σ̄2
2)(u3 − σ̄2
3)
(u3 − u1)(u3 − u2)
)
.
The reason is that in this form it is obvious that the PDE (4.7) reduces to the system of three
uncoupled ODE that can be immediately integrated to find (4.10):
W (u1, u2, u3) = R2
(
(−1)δ1
√
1− u1 + (−1)δ2
√
1− u2
+ (−1)δ3
√
1− u3
)
, δ1, δ2, δ3 = 0, 1.
The Bogomolnyi splitting of the energy (4.6) prompts the first-order equations (4.11):
dx
U ′(ua)
=
(−1)δadua
2ua(ua − σ̄2
2)(ua − σ̄2
3)
√
1− ua
, a = 1, 2, 3. (6.2)
It is convenient to pass to the variables:
s1 = (−1)δ1
√
1− u1, s2 = (−1)δ2
√
1− u2, s3 = (−1)δ3
√
1− u3
because the quadratures in (6.2) become:
3∑
a=1
dsa
1− s2
a
= −dx,
3∑
a=1
dsa
σ2
2 − s2
a
= −dx,
3∑
a=1
dsa
σ2
3 − s2
a
= −dx, (6.3)
where only enter rational functions. The integration of (6.3) is straightforward:
arctanh s1 + arctanh s2 + arctanh s3 = −(x + γ1),
arccoth
s1
σ2
+ arctanh
s2
σ2
+ arctanh
s3
σ2
= −σ2(x + γ2), (6.4)
arccoth
s1
σ3
+ arccoth
s2
σ3
+ arctanh
s3
σ3
= −σ3(x + γ3).
The addition formulas for the inverse hyperbolic functions, and the definition of “Vieta variab-
les”:
A = s1 + s2 + s3, B = s1s2 + s1s3 + s2s3, C = s1s2s3
Solitary Waves in Massive Nonlinear SN -Sigma Models 15
reduce the system of transcendent equations (6.4) to the linear system:
A− t1B + C = t1,
σ2
2t2A− σ2B + t2C = σ3
2,
σ2
3A− σ3t3B + C = σ3
3t3,
where: t1 = tanh(−(x + γ1)), t2 = tanh(−σ2(x + γ2)), t3 = tanh(−σ3(x + γ3)). From the
solutions A, B and C of this linear system we obtain the s1, s2 and s3 variables as the roots of
the cubic equation:
s3 −As2 + Bs− C = 0.
The standard Cardano parameters
q =
B
3
− A2
9
, r =
1
6
(3C −AB) +
A3
27
, θ = arccos
−r√
−q3
provide the three roots s1, s2 and s3 by Cardano’s formulas, and recalling that: ua = 1 − s2
a,
a = 1, 2, 3 we finally obtain:
u1(x) = 1−
(
A
3
+ 2
√
−q cos
θ
3
)2
,
u2(x) = 1−
(
A
3
+
√
−q
(
− cos
θ
3
−
√
3 sin
θ
3
))2
, (6.5)
u3(x) = 1−
(
A
3
+
√
−q
(
− cos
θ
3
+
√
3 sin
θ
3
))2
,
which in turn can be mapped back to cartesian coordinates. The explicit analytical expressions
for the generic kinks are:
φ1(x) = (−1)ε1Rσ̄2σ̄3
(σ2 − σ3t2t3) sech(x + γ1)
σ2σ̄2
3 − (σ2
2 − σ2
3)t1t2 − σ3σ̄2
2t2t3
,
φ2(x) = (−1)ε2Rσ̄2
√
σ2
2 − σ2
3
(t1 − σ3t3) sechσ2(x + γ2)
σ2σ̄
2
3 − (σ2
2 − σ2
3)t1t2 − σ3σ̄
2
2t2t3
,
φ3(x) = (−1)ε3Rσ̄3
√
σ2
2 − σ2
3
(σ2 − t1t2) sechσ3(x + γ3)
σ2σ̄2
3 − (σ2
2 − σ2
3)t1t2 − σ3σ̄2
2t2t3
,
φ4(x) = (−1)ε4R
−σ̄2
2σ3t1 −
(
σ2
2 − σ2
3 − σ2σ̄
2
3t1t2
)
t3
σ2σ̄2
3 − (σ2
2 − σ2
3)t1t2 − σ3σ̄2
2t2t3
,
(6.6)
where εa = 0, 1, ∀ a = 1, . . . , 4. Equations (6.6) define a three-parameter family of kinks in the
S3-sphere.
6.3 The structure of the moduli space of kinks
In the Figs. 8 and 9 two generic kink profiles have been plotted for representative values of the
parameters.
A glance to the plots of φ4 as function of x shows that the kinks are topological interpolating
between the North and the South poles. In fact, all the generic kinks are topological. The ana-
lysis of the asymptotic behavior of the fourth field component in (6.6) determines the topological
16 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
x
Φ1
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ2
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ3
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ4
-10 -5 5 10
-1.0
-0.5
0.5
1.0
Figure 8. Graphics of the kink solutions (6.6) for the following values of the parameters: R = 1, σ2 = 3
4 ,
σ3 = 1
2 , γ1 = γ2 = γ3 = 0, εa = 0, ∀ a = 1, . . . , 4. This maximally symmetric kink.
x
Φ1
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ2
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ3
-10 -5 5 10
-1.0
-0.5
0.5
1.0
x
Φ4
-10 -5 5 10
-1.0
-0.5
0.5
1.0
Figure 9. Graphics of (6.6) for: R = 1, σ2 = 3
4 , σ3 = 1
2 , γ1 = 0.8, γ2 = 1, γ3 = 4, εa = 0, ∀ a = 1, . . . , 4.
character of all the solitary waves solutions. The generic kinks belong to either the CNS or the
CSN sectors of the configuration space. The limits
lim
x→−∞
(φ1(x), φ2(x), φ3(x), φ4(x)) = (0, 0, 0, (−1)ε4R),
lim
x→∞
(φ1(x), φ2(x), φ3(x), φ4(x)) = (0, 0, 0,−(−1)ε4R)
show that ε4 = 0 implies that the TK kink family lies in CNS, whereas ε4 = 1 sends the
TK family to live in CSN. The other sign options, (−1)ε1 , (−1)ε2 and (−1)ε3 , determine the
three-dimensional hemispheres accommodating the different TK kink orbits, as well as the
kink/antikink character of the solutions, in a smooth generalization of the N = 2 NTK kinks.
It is possible to draw the kink orbits in the P3 parallelepiped using the solutions (6.5) in
sphero-conical coordinates. In the Fig. 10 (right) several TK orbits are drawn together. The
Solitary Waves in Massive Nonlinear SN -Sigma Models 17
u1
u2
u3
u1
u2
u3
u1
u2
u3
Figure 10. TK orbit corresponding to: γ1 = γ2 = γ3 = 0 (left). The case: γ1 = 0.8, γ2 = 2 and γ3 = 2
(middle). Three orbits corresponding to different values of the parameters (right).
-10 -5 5 10
0.2
0.4
0.6
0.8
1.0
-10 -5 5 10
0.2
0.4
0.6
0.8
1.0
-10 -5 5 10
0.2
0.4
0.6
0.8
1.0
Figure 11. Kink energy densities for different values of the constants γ1, γ2 and γ3.
energy of all the TK kinks is:
ETK = 2νR2(1 + σ2 + σ3) = EK1 + EK2 + EK3 .
There is a new kink energy sum rule specifically arising in the N = 3 model. In the Fig. 11
it can be viewed how the energy density reflects this energy sum rule: the energy density of a
given member of the TK family is a “composition” of the energy densities of the sine-Gordon
kinks K1, K2 and K3, see Fig. 11 (middle) and (right). This structure is completely similar
to the kink manifold of the field theoretical model with target space flat R3 and the Garnier
system as mechanical analogue problem, see [12] and [16]. In fact, the equations are identical,
even thought in that case the problem is separable using elliptical coordinates in R3, [12, 16].
The calculation of the limits of the TK family when the parameters γ1, γ2 and γ3 tend to ±∞
is not a simple task, but it is possible to show that all the possibilities arising from the energy
sum rule are obtained for the different limits (see [16] for details; the model is different but the
equations are the same and thus the analytical calculation of the limiting cases coincides). In the
Fig. 10 (right), for instance, a TK kink orbit (in red color) close to the limiting combination K3
plus a member of the NTKIII family, is plotted.
Finally, the structure of the kink manifolds for the N = 2 and N = 3 models allows us
to foresee that in higher N , the generic kinks will be topological if N is an odd number, and
non-topological for even N . In fact, the kink energy sum rule will establish that the energy of
a generic solitary wave is the sum of the energies of the N sine-Gordon kinks embedded in the
model.
7 Kink stability
The analysis of the kink stability requires the study of the small fluctuations around kinks. For
simplicity, we will only present the explicit results for the topological kinks of the S2 model, and
also a geometrical analysis in terms of Jacobi fields that allows us to demonstrate the instability
of the non-topological kinks. The generalization to the arbitrary N case is straightforward.
18 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
7.1 Small fluctuations on topological kinks, K1 and K2
Taking into account the explicit expressions of the K1 and K2 sine-Gordon kinks of the S2 model,
we will use spherical coordinates in S2 in order to alleviate the notation. Thus we introduce the
coordinates:
φ = R sin θ1 cos θ2, φ2 = R sin θ1 sin θ2, φ3 = R cos θ1
with θ1 ∈ [0, π], θ2 ∈ [0, 2π). The metric tensor over S2 is written now as: ds2 = R2dθ1dθ1 +
R2 sin2 θ1dθ2dθ2. The associated Christoffel symbols and Riemann curvature tensor components
will be:
Γ1
22 = −1
2
sin 2θ1, Γ2
12 = Γ2
21 = cotan θ1,
R1
212 = −R1
122 = sin2θ1, R2
121 = −R2
211 = 1.
The analysis of small fluctuations around a kink θK(x) ≡ (θ1
K(x), θ2
K(x)) is determined by
the second-order Hessian operator:
∆Kη = −
(
∇θ′K
∇θ′K
η + R(θ′K , η)θ′K +∇ηgradV
)
, (7.1)
i.e. the geodesic deviation operator plus the Hessian of the potential energy density, valuated at
the kink. η denotes the perturbation around the kink. Let θ(x) denote the deformed trajectory,
θ(x) = θK(x) + η(x), with η(x) = (η1(x), η2(x)), then we introduce the following contra-variant
vector fields along the kink trajectory, η, θ′K ∈ Γ(TS2 |K ):
η(x) = η1(x)
∂
∂θ1
+ η2(x)
∂
∂θ2
, θ′K(x) = θ′1K
∂
∂θ1
+ θ′2K
∂
∂θ2
.
We will use standard notation for covariant derivatives and Riemann tensor:
∇θ′K
η =
(
η′i(x) + Γi
jkη
jθ′kK
) ∂
∂θi
, R(θ′K , η)θ′K = θ′iKηj(x)θ′kKRl
ijk
∂
∂θl
.
The geodesic deviation operator and the Hessian of the potential read:
D2η
dx2
+ R(θ′K , η)θ′K = ∇θ′K
∇θ′K
η + R(θ′K , η)θ′K ,
∇η gradV = ηi
(
∂2V
∂θi∂θj
− Γk
ij
∂V
∂θk
)
gjl ∂
∂θl
evaluated at θK(x). In sum, second-order kink fluctuations are determined by the operator:
∆Kη = −
(
D2η
dx2
+ R(θ′K , η)θ′K +∇η gradV
)
= −
(
d2η1
dx2
− cos 2θ1
K
[(
θ′2K
)2 + σ2 + σ̄2 cos2 θ2
K
]
η1 − sin 2θ1
Kθ′2K
dη2
dx
−
[(
1 + cos 2θ1
K
)
θ′1Kθ′2K +
sin 2θ1
K
2
(
θ′′2K − σ̄2 sin 2θ2
K
2
)]
η2
)
∂
∂θ1
−
(
2 cotan θ1
Kθ′2K
dη1
dx
+
(
cotan θ1
Kθ′′2K − θ′1Kθ′2K
)
η1 +
d2η2
dx2
+ 2 cotan θ1
Kθ′1K
dη2
dx
+
(
cotan θ1
Kθ′′1K − (θ′1K)2 − cos2 θ1
K
(
θ′2K
)2)) ∂
∂θ2
. (7.2)
Solitary Waves in Massive Nonlinear SN -Sigma Models 19
The spectrum of small f luctuations around K2/K∗
2 kinks. The K2/K∗
2 kink solu-
tions (5.1), (5.2) are written, in spherical coordinates, as follows:
θ1
K2
= 2arctan e±σ(x−x0), θ2
K2
=
π
2
,
θ1
K∗
2
= 2arctan e±σ(x−x0), θ2
K∗
2
=
3π
2
,
where the (±) sign determine the kink/antikink choice, and we will take x0 = 0 for simplicity.
Plugging these K2/K∗
2 kink solutions in (7.2), we obtain the differential operator acting on the
second-order fluctuation operator around the K2/K∗
2 kinks:
∆K2η =
[
−d2η1
dx2
+
(
σ2− 2σ2
cosh2σx
)
η1
]
∂
∂θ1
+
[
−d2η2
dx2
+ 2σtanhσx
dη2
dx
+ σ̄2η2
]
∂
∂θ2
.(7.3)
We know from classical differential geometry that this expression can be simplified if one uses
a parallel basis along the kink trajectory. Therefore let us consider the equations of parallel
transport along K2 kinks: ∇θ′K2
v = 0, where v is the vector-field: v(x) = v1(x) ∂
∂θ1 + v2(x) ∂
∂θ2 .
These equations are written explicitly as:
dvi
dx
+ Γi
jkθ̄
′jvk = 0 ⇒
dv1
dx
= 0 ⇒ v1(x) = 1,
dv2
dx
+ σ
cotan(2 arctan eσx)
coshσx
v2 = 0 ⇒ v2(x) = coshσx.
Therefore the vector-fields: v1 = ∂
∂θ1 and v2(x) = coshσx ∂
∂θ2 form a frame {v1, v2} in Γ(TS2|K2)
parallel to the K2 kink in which (7.3) reads as follows:
∆K2η = ∆K∗
2
η =
[
−d2η̄1
dx2
+
(
σ2 − 2σ2
cosh2 σx
)
η̄1
]
v1 +
[
−d2η̄2
dx2
+
(
1− 2σ2
cosh2 σx
)
η̄2
]
v2,
where η = η̄1v1+η̄2v2, η1 = η̄1, and η2 = cosh σxη̄2. Thus the second-order fluctuation operator,
expressed in the parallel frame, is a diagonal matrix of transparent Pösch–Teller Schrödinger
operators with very well known spectra. In fact, in the v1 = ∂
∂θ1 direction we find the Schrödinger
operator governing sine-Gordon kink fluctuations, as could be expected. The novelty is that we
find another Pösch–Teller potential of the same type in the v2 = ∂
∂θ2 direction, orthogonal to
the kink trajectory. The spectra is given by:
• v1 direction. There is a bound state of zero eigenvalue and a continuous family of positive
eigenfunctions:
η̄1
0(x) = sechσx, ε
(1)
0 = 0,
η̄1
k(x) = eikσx(tanhσx− ik), ε(1)(k) = σ2
(
k2 + 1
)
.
• v2 = coshσx ∂
∂θ2 direction. The spectrum is similar but the bound state corresponds to
a positive eigenvalue:
η̄2
1−σ2(x) = sechσx, ε
(2)
1−σ2 = 1− σ2 > 0,
η̄2
k(x) = eikσx(tanhσx− ik), ε(2)(k) = σ2k2 + 1.
Because there are no fluctuations of negative eigenvalue, the K2/K∗
2 kinks are stable.
20 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
The spectrum of small f luctuations around K1/K∗
1 kinks. A similar procedure shows
that the K1 kink/antikink are unstable. The K1/K∗
1 kink solutions (5.1), (5.2), in spherical
coordinates, are as follows:
θ1
K1
= 2arctan e±(x−x0), θ2
K1
= 0,
θ1
K∗
1
= 2arctan e±(x−x0), θ2
K∗
1
= π,
where we find again that the (±) sign determine the kink/antikink choice, and it will be taken
x0 = 0 for simplicity. By inserting the K1/K∗
1 solutions in (7.1) the second-order fluctuation
operator around the K1/K∗
1 kinks is found:
∆K1η = ∆K∗
1
η =
[
−d2η1
dx2
+
(
1− 2
cosh2x
)
η1
]
∂
∂θ1
+
[
−d2η2
dx2
+ 2 tanhx
dη2
dx
− σ̄2η2
]
∂
∂θ2
. (7.4)
An analogous calculation lead to the parallel frame along the K1/K∗
1 kink orbits:
{w1, w2} ∈ Γ
(
TS2
∣∣
K1
)
, w1 =
∂
∂θ1
, w2(x) = coshx
∂
∂θ2
.
And thus (7.4) becomes:
∆K1η = ∆K∗
1
η =
[
−d2η̃1
dx2
+
(
1− 2
cosh2 x
)
η̃1
]
w1
+
[
−d2η̃2
dx2
+
(
σ2 − 2
cosh2 x
)
η̃2
]
w2 (7.5)
with η = η̃1w1 + η̃2w2, η1 = η̃1, η2 = cosh xη̃2.
Again, the second-order fluctuation operator (7.5) is a diagonal matrix of transparent Pösch–
Teller operators. In this case, there is a bound state of zero eigenvalue and a continuous family
of positive eigenfunctions starting at the threshold ε(1)(0) = 1 in the w1 = ∂
∂θ1 direction:
η̃1
0(x) =
1
coshx
, ε
(1)
0 = 0, η̃1
k(x) = eikx(tanh x− ik), ε(1)(k) =
(
k2 + 1
)
.
In the w2(x) = coshx ∂
∂θ2 direction, the spectrum is similar but the eigenvalue of the bound state
is negative, whereas the threshold of this branch of the continuous spectrum is ε(2)(0) = σ2:
η̃2
σ2−1(x) =
1
coshx
, ε
(2)
σ2−1
= σ2 − 1 < 0,
η̃2
k(x) = eikx(tanh x− ik), ε(2)(k) = k2 + σ2.
Therefore, K1/K∗
1 kinks are unstable and a Jacobi field for k = iσ arises: η̃2
J(x) = eσx(tanh x−
σ), ε
(2)
J = 0.
Finally, it is remarkable that this results can be reproduced without difficulty in the cases
N > 2 by using hyper-spherical coordinates in SN . The only stable kink that is present in the
model is the sine-Gordon KN kink, that corresponds to the minimum of the kink energies.
7.2 The stability of the NTK kinks
The analysis of the spectrum of small fluctuations around the kinks of the NTK family is not
an easy task, and thus we will proceed by another way, see [16, 19]. Having obtained explicit
Solitary Waves in Massive Nonlinear SN -Sigma Models 21
-10 -5 5 10
-0.4
-0.2
0.2
0.4
-10 -5 5 10
-0.2
0.2
0.4
0.6
Figure 12. Components of the Jacobi fields (7.6) for σ = 0.7, ε1 = ε2 = ε3 = 0, and γ = γ̄ = 0 (left),
γ = 1, γ̄ = 2 (right).
expressions ~ΦNTK(x; γ, γ̄) for the NTK family of solutions (5.10), we know from classical Morse–
Jacobi theory about conjugate points, that the vector-fields ∂~ΦNTK
∂γ and ∂~ΦNTK
∂γ̄ are Jacobi fields
along the NTK trajectories, i.e. zero-modes of the spectrum of small fluctuations around the
solutions. In fact, taking into account that the γ parameter simply determines the “center” of
the kink, it is easy to conclude that ∂~Φ
∂γ is tangent to the kink trajectories, and thus only ∂~ΦNTK
∂γ̄
is a genuine (i.e. orthogonal to the kink-orbits) Jacobi field for this family of solutions [16].
By derivation on (5.10) with respect to γ̄ parameter, it is obtained the Jacobi field:
JNTK(x; γ, γ̄) =
∂~ΦNTK
∂γ̄
=
Rσσ̄ sech(σ(x− γ + γ̄)) tanh(x− γ)
(1 + σ tanh(x− γ) tanh(σ(x− γ + γ̄))2
×
(
(−1)ε1σ sech(x− γ) sech(σ(x− γ + γ̄))
∂
∂φ1
+ (−1)ε2 (σ tanh(x− γ) + tanh(σ(x− γ + γ̄)))
∂
∂φ2
− (−1)ε3 σ̄ sech(σ(x− γ + γ̄))
∂
∂φ3
)
. (7.6)
By a direct calculation, it can be checked that
lim
x→±∞
JNTK(x; γ, γ̄) = 0, JNTK(γ; γ, γ̄) = 0
and thus the point x = γ in the kink trajectory, i.e. ~ΦNTK(γ; γ, γ̄) = ((−1)ε1Rσ, 0, (−1)ε3Rσ̄)
is a conjugate point of the corresponding minima S (or N depending on the choice of ε3). In
Fig. 12 there are depicted the components of (7.6) for several different cases.
The existence of a conjugate point establishes, according with Morse theory, that these kink
solutions are not stable under small perturbations. In fact, the Morse index theorem states
that the number of negative eigenvalues of the second order fluctuation operator around a given
orbit is equal to the number of conjugate points crossed by the orbit [19]. The reason is that
the spectrum of the Schrödinger operator has in this case an eigenfunction with as many nodes
as the Morse index, the Jacobi field, whereas the ground state has no nodes. The Jacobi fields
of the NTK orbits cross one conjugate point, their Morse index is one, and the NTK kinks are
unstable.
Finally, it is possible to extend these results to the N = 3 case, where two Jacobi fields
appear, and the instability of the generic TK family is showed. The procedure is the same, but
the extension of the expressions is considerably bigger, thus we will not include this calculation
here.
22 A. Alonso Izquierdo, M.Á. González León and M. de la Torre Mayado
Acknowledgements
We are very grateful to J. Mateos Guilarte for informative and illuminating conversations on
several issues concerning this work. We also thank the Spanish Ministerio de Educación y Ciencia
and Junta de Castilla y León for partial support under grants FIS2006-09417 and GR224.
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http://dx.doi.org/10.1103/PhysRevLett.101.131602
http://arxiv.org/abs/0808.3052
http://dx.doi.org/10.1103/PhysRevD.79.125003
http://arxiv.org/abs/0903.0593
http://dx.doi.org/10.1088/1751-8113/42/38/385403
http://arxiv.org/abs/0906.1258
http://dx.doi.org/10.1007/BF02859738
http://dx.doi.org/10.1103/PhysRevD.14.2615
http://dx.doi.org/10.1088/1751-8113/41/18/185203
http://arxiv.org/abs/0803.2299
http://dx.doi.org/10.1103/PhysRevE.75.026604
http://arxiv.org/abs/nlin.SI/0612059
http://dx.doi.org/10.1103/PhysRevE.75.026605
http://arxiv.org/abs/nlin.SI/0701005
http://dx.doi.org/10.1103/PhysRevLett.90.054103
http://arxiv.org/abs/nlin.SI/0212052
http://dx.doi.org/10.1088/0305-4470/31/1/021
http://dx.doi.org/10.1016/j.physd.2008.07.020
http://arxiv.org/abs/0802.0153
http://dx.doi.org/10.1088/0951-7715/13/4/309
http://arxiv.org/abs/hep-th/0003224
http://dx.doi.org/10.1515/crll.1859.56.46
http://dx.doi.org/10.1088/0951-7715/15/4/308
http://arxiv.org/abs/math-ph/0204041
http://dx.doi.org/10.1016/0375-9601(85)90134-3
http://dx.doi.org/10.1016/0375-9601(85)90134-3
1 Introduction
2 The massive nonlinear SN-sigma model
3 Embedded sine-Gordon models
4 The moduli space of generic solitary waves
5 The moduli space of S2-solitary waves
5.1 Embedded sine-Gordon kinks on S2
5.2 Generic solitary waves on S2
5.3 The structure of the moduli space of kinks
6 The moduli space of S3-solitary waves
6.1 Embedded N=2 kinks
6.2 Generic solitary waves
6.3 The structure of the moduli space of kinks
7 Kink stability
7.1 Small fluctuations on topological kinks, K1 and K2
7.2 The stability of the NTK kinks
References
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