\documentclass[reqno]{amsart}
\usepackage{hyperref}
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\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2016 (2016), No. 101, pp. 1--10.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2016 Texas State University.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2016/101\hfil Rogue waves in nonlinear Schr\"odinger equations]
{On the so called rogue waves in nonlinear Schr\"odinger equations}

\author[Y. C. Li \hfil EJDE-2016/101\hfilneg]
{Y. Charles Li}

\address{Y. Charles Li \newline
Department of Mathematics, University of Missouri,
Columbia, MO 65211, USA}
\email{liyan@missouri.edu}
\urladdr{http://faculty.missouri.edu/~liyan}

\thanks{Submitted March 26, 2016. Published April 19, 2016.}
\subjclass[2010]{76B15, 35Q55}
\keywords{Rogue water waves;  homoclinic orbits; Peregrine wave;
\hfill\break\indent  rough dependence on initial data; finite time blowup}

\begin{abstract}
 The mechanism of a rogue water wave is still unknown. One popular conjecture
 is that the Peregrine wave solution of the nonlinear Schr\"odinger equation
 (NLS) provides a mechanism. A Peregrine wave solution can be obtained by taking
 the infinite spatial period limit to the homoclinic solutions.
 In this article, from the perspective of the phase space structure of these
 homoclinic orbits in the infinite dimensional phase space where the NLS
 defines a dynamical system, we examine the observability of these homoclinic
 orbits (and their approximations). Our conclusion is that these approximate
 homoclinic orbits are the most observable solutions, and they should correspond
 to the most common deep ocean waves rather than the rare rogue waves.
 We also discuss other possibilities for the mechanism of a rogue wave:
 rough dependence on initial data or finite time blow up.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\allowdisplaybreaks

\section{Introduction}

The mystery of rogue water waves started from folklores of mariners centuries ago. 
Their existence was scientifically confirmed on New Year's day 1995 at the 
Draupner platform in the North Sea. In oceanography, rogue waves are defined 
as waves with height more than twice the significant wave height (SWH). 
SWH is the average of the top third wave heights in a wave record. 
A rogue wave is often a single tall wave that is localized in both space and time, 
and appears without warning in mid-ocean. The key in theoretical understanding 
of rogue waves is:
\begin{itemize}
  \item What is the mechanism of a rogue wave?
\end{itemize}
Once the mechanism of a rogue wave is understood, it will be easier to
 understand the causes in different oceanic environments, that can lead 
to the mechanism to be in action. The consequences of rogue waves have been 
suspected for many ship sinking incidents. Because of their importance in 
application  and theory, rogue waves have been extensively studied, for a 
sample of references,  see \cite{AAS09,Ala14,CS12,CHA11,DKM08,GZT13,KP03,SPS13}.


\section{Observability of approximate homoclinic orbits under the nonlinear
 Schr\"odinger dynamics}

Can homoclinic orbits or Peregrine wave solutions be responsible for 
rogue water waves? This is the interesting question asked by
many researchers \cite{AAS09,CS12,DKM08,DT99}. Peregrine wave solutions 
``look like" rogue water waves. They share the spatial and temporal locality 
of rogue waves.
In infinite spatial and temporal (both positive and negative) limits, 
they approach the uniform Stokes waves, and their main humps also have 
tall enough heights to mimic rogue waves \cite{AAS09}.

One of the simplest deep water weakly nonlinear amplitude model equations 
is the integrable 1D cubic focusing nonlinear Schr\"odinger equation
\begin{equation}
iq_t = \partial_x^2 q +2|q|^2q . \label{NLS}
\end{equation}
A simple Peregrine wave solution to \eqref{NLS} is \cite{DKM08,AAS09}
\begin{equation}
q = \Big[ 1-4\frac{1-i4t}{1+4x^2+16t^2} \Big] e^{-i2t} . \label{RS}
\end{equation}
The Peregrine wave solution can be obtained by taking the infinite spatial 
period limit to the spatially periodic and temporally homoclinic solutions 
to be discussed below \cite{CS12} \cite{AAS09}.
From now on, we will focus our attention on the Peregrine wave's approximations 
given by large spatial period homoclinic solutions. Therefore, we pose the 
spatial periodic boundary condition
\begin{equation}
q(t,x+L ) = q(t,x) \label{BC}
\end{equation}
to \eqref{NLS}. Equation \eqref{NLS} with the periodic boundary condition 
\eqref{BC} defines a dynamical system in the infinite dimensional phase 
space $H^1_{[0,L]}$ which is the Sobolev space on the periodic domain $[0, L]$.
Specifically, the norm of $q$ is given by
\[
\| q \|^2_{H^1_{[0,L]}} = \int_0^L ( |q|^2 + |q_x|^2) dx .
\]
One way to visualize dynamics in the infinite dimensional phase space 
$H^1_{[0,L]}$ is through Fourier series
\[
q(t,x) = \sum_{n\in \mathbb{Z}} q_n(t) e^{inx} ,
\]
where $\mathbb{Z}$ denotes all integers. 
The set $\{ e^{inx} \}_{n\in \mathbb{Z}}$ forms a base. 
Each base element $e^{inx}$ spans a complex plane on which the projection 
of the dynamics is given by $q_n(t)$. In terms of
$\{  q_n(t) \}_{n\in \mathbb{Z}}$, the NLS \eqref{NLS} is transformed into 
infinitely many ordinary differential equations. When $n=0$, the base 
element $e^{i0x}=1$ spans the spatially independent complex plane $P$ which is a
two dimensional invaraint subspace under the NLS dynamics. 
The dynamics on this invariant plane is given by
\[
iq_t = 2|q|^2q .
\]
The orbits on this  invariant plane are given by the uniform Stokes waves
\begin{equation}
q_c = a e^{-i(2a^2t+\gamma )} \label{SW}
\end{equation}
where $a$ is the constant amplitude and $\gamma$ is the constant phase. 
In the original water wave variable, these uniform Stokes waves 
correspond to the common Stokes water waves. Geometrically, the orbits 
on the invariant plane are
periodic circular orbits as shown in Figure \ref{CM}.

\begin{figure}[htb]
\begin{center}
 \includegraphics[width=0.7\textwidth]{fig1} % CM1.eps
\end{center}
\caption{Circular orbits on the invariant plane.}
\label{CM}
\end{figure}

\begin{figure}[htb]
\begin{center}
 \includegraphics[width=0.7\textwidth]{fig2} % IL.eps
\end{center}
\caption{An illustration of the Inclination Lemma.}
\label{IL1}
\end{figure}

Observable ocean waves should lie in the neighborhood of the Stokes waves 
\eqref{SW} in the infinite dimensional phase space $H^1_{[0,L]}$, and 
the neighborhood is where we will focus our attention on. Linearize  \eqref{NLS} 
at \eqref{SW} in the form
\[
q = a e^{-i(2a^2t+\gamma )}(1+Q),
\]
one gets the linearized equation
\[
iQ_t = \partial_x^2 Q + 2a^2 (Q + \bar{Q} ) .
\]
Set
\[
Q = A e^{\Omega t + i k x } + B e^{\bar{\Omega} t - i k x},
\]
where $\Omega$, $A$ and $B$ are complex parameters, and $k$ 
is a real parameter given by
\[
k = \frac{2\pi}{L} n , \quad n \in \mathbb{Z},
\]
to satisfy the boundary condition \eqref{BC}. One gets
\begin{gather*}
 ( [2a^2-k^2]-i \Omega ) A + 2 a^2 \bar{B} = 0 , \\
 2 a^2 A + ( [2a^2-k^2]+i \Omega )\bar{B} = 0 ,
\end{gather*}
and the relation
\[
\Omega = \pm \sqrt{[4a^2 - k^2]k^2} .
\]
When
\begin{equation}
0< k^2< 4a^2, \quad \text{i.e. } 0<|n|<\frac{aL}{\pi}, \label{MI}
\end{equation}
there is the so-called modulational instability. For any $a>0$, 
when $L>\frac{\pi}{a}$, the instability appears. That is, no matter 
how small $a$ is, as long as $L$ is large enough, the instability appears. 
For fixed $a$ and $L$,
the unstable modes are given by those $n$'s satisfying \eqref{MI}. 
Let $2N$ be the number of such unstable modes. Then the unstable subspace 
$S^u$ of the periodic orbit \eqref{SW} has dimension $2N$, the stable subspace
$S^s$ of the periodic orbit \eqref{SW} has dimension $2N$, and the center 
subspace $S^c$ of the periodic orbit \eqref{SW} has codimension $4N$. 
The product of the unstable subspace and the center subspace is the codimension $2N$
center-unstable subspace $S^{cu}$, and the product of the stable subspace 
and the center subspace is the codimension $2N$ center-stable subspace $S^{cs}$. 
These subspaces can be exponentiated into invariant submanifolds under the
NLS \eqref{NLS} dynamics via Darboux transformations \cite{LY14}. 

\begin{theorem}[\cite{Li04}] \label{thm2.1}
Under the NLS \eqref{NLS} dynamics, the periodic orbit \eqref{SW} on the 
invariant plane $P$ has a codimension $4N$ center manifold $W^c$, a codimension
 $2N$ center-unstable manifold $W^{cu}$, and a
codimension $2N$ center-stable manifold $W^{cs}$. Moreover, $W^{cu}=W^{cs}$ 
and $W^{cu}\cap W^{cs}=W^c$.
\end{theorem}

Explicit formulae for certain homoclinic orbits inside $W^{cu}=W^{cs}$ can 
be found in the Appendix. The neighborhood of the periodic orbit 
(Stokes wave \eqref{SW}) is divided by  $W^{cu}$ and $W^{cs}$ into different 
regions. Dynamics
in the  neighborhood of the periodic orbit follows the following Inclination 
Lemma \cite{Li03}.

\begin{theorem}[Inclination Lemma] \label{thm2.2}
All orbits starting from initial points in the neighborhood of the periodic 
orbit approach the center-unstable manifold $W^{cu}$ in forward time.
\end{theorem}

See Figure \ref{IL1} for an illustration. Notice that the center manifold 
$W^c$ is a measure zero subset of the neighborhood of the periodic orbit, 
and it is also a measure zero subset of $W^{cu}$. Orbits starting from points 
inside $W^c$ of course stay inside $W^c$.
Orbits starting from points inside $W^{cu}$ but not in $W^c$ have the same 
homoclinic feature as those explicitly calculated in the Appendix. 
In principle, all such orbits in $W^{cu}$ can be constructed via Darboux 
transformations as shown in the Appendix. One can view all such orbits as 
rooted to the center manifold $W^c$. In fact, each point in the center 
manifold $W^c$ is a Fenichel fiber base point, and the Fenichel fibers 
capture the global features of these
homoclinic orbits \cite{Li04}. Since the center manifold $W^c$ lies inside 
the neighborhood of the periodic orbit, those homoclinic orbits rooted to 
the invariant plane $P$ are good approximations of all such homoclinic orbits
in $W^{cu}$ which in general may have small amplitude oscillating tails 
in space and time.  These homoclinic orbits in $W^{cu}$ are generic orbits 
in $W^{cu}$ in the sense that $W^c$ is a measure zero subset of $W^{cu}$. 
In view of the Inclination Lemma, generic orbits starting from initial points 
in the neighborhood of the periodic orbit approach those homoclinic orbits 
in $W^{cu}$ which can be approximated by those homoclinic orbits rooted to the
invariant plane $P$. The infinite spatial period limits of the homoclinic orbits 
rooted to the invariant plane $P$ are the Peregrine waves. In conclusion, 
generic orbits starting from initial points in the neighborhood of the periodic orbit
(Stokes wave) have the homoclinic feature and Peregrine wave feature 
(when the spatial period approaches infinity). Therefore, such homoclinic 
orbits and Peregrine waves should be the most observable (common) waves in 
the deep ocean according to the nonlinear Schr\"odinger model. They should not 
be the rarely observed rogue waves.


When the nonlinear Schr\"odinger equation \eqref{NLS} is under perturbations 
(for example by keeping higher order terms in the NLS model of deep water 
\eqref{PNLS}), the
center-unstable manifold $W^{cu}$, center-stable manifold $W^{cs}$ 
and center manifold $W^c$ persist, but $W^{cu}$ and $W^{cs}$ do not 
coincide anymore \cite{Li04}. Orbits inside $W^{cu}$ have
a near homoclinic nature. The above conclusion that homoclinic orbits and 
Peregrine waves should be the most observable common waves rather than 
rogue waves, still holds.


\section{Conclusion and discussion}

Based upon the above rigorous mathematical analysis on the infinite dimensional 
phase space where the nonlinear Schr\"odinger equation \eqref{NLS} defines 
a dynamical system, we conclude that Peregrine waves and
homoclinic orbits are the waves most commonly observable in deep ocean 
rather than rogue water waves. Next we discuss two other possibilities for 
the mechanism of rogue waters.

\subsection{Rough dependence on initial data}

The solution operator of high Reynolds number Navier-Stokes equations 
has rough dependence on initial data \cite{Li14} \cite{Li15}. 
Temporal amplification of certain perturbations to the initial data can 
potentially reach
\begin{equation}
\sim  e^{\sigma \sqrt{Re} \sqrt{t}} , \label{est}
\end{equation}
where $\sigma$ is a constant and $Re$ is the Reynolds number. 
When the Reynolds number is large, such amplification can reach substantial
 amount in very short time. This feature of the solution operator may explain the
(no apparent reason) sudden amplification of one wave among many into a rogue 
wave in the deep ocean \cite{Cha09}. That particular wave may receive just the 
right perturbation which amplifies superfast like the above
estimate, and very quickly develops into a rogue wave. In this sense, the choice 
of the particular wave is random, the right perturbation is random, and the 
temporal and spatial locations of the event are also random. All
these factors may manifest into a sudden appearance of a rogue wave. 
High Reynolds number Navier-Stokes equations are good models of water waves 
since real fluids
(water or air) always have viscosity (no matter how slight it may be). 
On the other hand, for simplicity, most mathematical models of water waves 
are derived from Euler equations, and the solution operator of the Euler 
equations is nowhere differentiable in its initial data \cite{Inc15} 
(formally one can set $Re$ to infinity in the above estimate \eqref{est}).

\subsection{Finite time blowup}

A great open problem is whether or not water wave equations have finite time 
blowup solutions. A hint of finite time blowup solutions comes from simple 
nonlinear wave equations, for example, the one dimensional nonlinear 
Schr\"odinger equation
\begin{equation}
iq_t = \partial_x^2q+|q|^{s-1} q, \label{SNLS}
\end{equation}
where $q(t,x)$ is a complex-valued function of ($t,x$). 
For the initial condition of the form
\[
q(0,x) = e^{ix^2} \psi (x),
\]
where $\psi (x)$ is a real-valued function, when the initial energy
\[
\int_{\mathbb{R}} \Big( |\partial_x q(0,x)|^2- \frac{2}{s+1} |q(0,x)|^{s+1} \Big) dx
\]
is non-positive and $s\geq 5$, the solution blows up in finite time 
\cite{Gla77,Mer92,Mer93,Bou99}. That is, there is a finite time $0<T<\infty$, 
such that
\[
\lim_{t \to T^-} \| q(t,x) \|_{L^\infty} = \infty, \quad
\lim_{t \to T^-} \| \partial_x q(t,x) \|_{L^2} = \infty .
\]
Such a finite time blowup solution resembles very much a rogue wave in terms 
of spatially and temporally local nature. One should only take such a finite 
time blowup solution as a hint rather than a clear indication for a possible 
finite time blowup solution to the water wave equations. 
There are a lot of simple models of water wave equations, for example, 
the Davey-Stewartson equations \cite{DS74}. For the Davey-Stewartson equations 
with coefficients in the water wave regime, a finite time blowup solution has 
not been found. For the Davey-Stewartson equations with coefficients outside 
the water wave regime, finite time blowup solutions have been found \cite{Oza92}. 
In the deep water limit, the Davey-Stewartson
equations \cite{DS74} reduce to the following equation
\begin{equation}
iq_t = \square q + 2 |q|^2q \label{HNLS}
\end{equation}
where $q(t,x,y)$ is complex-valued and
\[
\square = \partial_x^2 - \partial_y^2 .
\]
This equation has two conserved quantities
\begin{gather*}
I = \int |q|^2 dx dy , \\
E = \int [ |\partial_xq|^2 - |\partial_yq|^2 - |q|^4 ] dxdy .
\end{gather*}
Since the two conserved quantities do not bound $H^1$ norm, this equation
 may have finite time blowup solutions. When the operator $\square$ is replaced by
\[
\Delta = \partial_x^2 +\partial_y^2 ,
\]
there are indeed finite time blowup solutions \cite{Bou99}. 
Linearize equation \eqref{HNLS} at
\[
q_* = a e^{-i(2a^2t+\theta )}
\]
where $a > 0$ is the amplitude and $\theta$ is the phase, in the form
\[
q = a e^{-i(2a^2t+\theta )}(1+Q),
\]
one gets the linearized equation
\[
iQ_t = \square Q + 2a^2 (Q + \bar{Q} ) .
\]
Set
\[
Q = A e^{\Omega t + i k_1 x +ik_2 y} + B e^{\bar{\Omega} t - i k_1 x -ik_2 y}
\]
where $\Omega$, $A$ and $B$ are complex parameters, and ($k_1,k_2$) are 
real parameters, one gets
\begin{gather*}
 ( [(k_2^2-k_1^2)+2a^2]-i \Omega ) A + 2 a^2 \bar{B} = 0 , \\
 2 a^2 A + ( [(k_2^2-k_1^2)+2a^2]+i \Omega )\bar{B} = 0 ,
\end{gather*}
and the relation
\[
\Omega = \pm \sqrt{[4a^2 - (k_1^2-k_2^2)](k_1^2-k_2^2)} .
\]
When
$0< k_1^2-k_2^2 < 4a^2$,
there is a modulational instability.

In one spatial dimension, equation \eqref{HNLS} reduces to the integrable 
cubic nonlinear Schr\"odinger equation \eqref{NLS}.
By keeping higher order terms, the one spatial dimension
deep water wave model can be written as
\begin{equation}
iq_t = \partial_x^2 q + 2 |q|^2q + H(q) \label{PNLS}
\end{equation}
where $H(q)$ represents the higher order terms which may involve a variety of 
terms like higher order derivatives and higher order nonlinearities \cite{Dys79}. 
With the higher order terms in, equation \eqref{PNLS}
may have finite time blowup solutions. Invoking possible finite time blowup 
solutions to models of water wave equations is paradoxical in the search for
finite time blowup solutions to the full water wave equations.
Most of these models are derived under the assumption of weak nonlinearity,
while finite time blowup is a strongly nonlinear phenomenon.

\section{Appendix: Explicit formulae of homoclinic orbits}

Let $L = 2\pi$. When
$1/2 < a <1$,
the Stokes wave \eqref{SW} has one linearly unstable mode, and when
$1 < a < 3/2$,
the Stokes wave \eqref{SW} has two linearly unstable modes, etc. 
The homoclinic orbits asymptotic to the
Stokes wave \eqref{SW} are the nonlinear amplifications of the linearly 
unstable modes. When
$1/2 < a <1$, the homoclinic orbit is given by \cite{Li04a}
\begin{equation}
\begin{aligned}
q_1 &= q_c \big[ 1 + \sin \vartheta_0  \operatorname{sech} \tau
\cos y \big]^{-1} \\
&\quad\times  \big[ \cos 2\vartheta_0 - i \sin 2\vartheta_0 \tanh \tau
 - \sin \vartheta_0 \operatorname{sech} \tau \cos y \big],
\end{aligned}\label{sne}
\end{equation}
where
\begin{equation}
\tau = 2 \sigma t - \rho, \quad  y = x + \vartheta - \vartheta_0 +\pi/2 ,
\label{par1}
\end{equation}
where $\sigma$, $\rho$, $\vartheta$ and $\vartheta_0$ are real parameters.
As $t \to \pm \infty$,
\begin{equation}
q_1 \to q_c e^{\mp i2\vartheta_0}\ .
\label{asy1}
\end{equation}
Thus $q_1$ is asymptotic to $q_c$ up to phase shifts as $t \to \pm \infty$.
We say $Q$ is a homoclinic orbit asymptotic to the periodic orbit given
by $q_c$. For a fixed amplitude $a$ of $q_c$, the phase $\gamma$ of $q_c$ and
the B\"acklund parameters $\rho$ and $\vartheta$ parametrize a $3$-dimensional
submanifold with a figure eight structure. For an illustration, see
Figure \ref{snef}.

\begin{figure}[htb]
\begin{center}
 \includegraphics[width=0.7\textwidth]{fig3} % 1ue.eps
\end{center}
\caption{Figure eight structure of noneven data with one unstable mode.}
\label{snef}
\end{figure}

\begin{figure}[htb]
\begin{center}
 \includegraphics[width=0.7\textwidth]{fig4} % 1e.eps
\end{center}
\caption{Figure eight structure of even data with one unstable mode.}
\label{sef}
\end{figure}

If one restricts the B\"acklund parameter $\vartheta$ by $\vartheta -\vartheta_0 +\pi/2 = 0$, 
or $\pi$, one gets $q_1$ to be even in $x$,
\begin{equation}
\begin{aligned}
q_1 &= q_c \big[ 1 \pm \sin \vartheta_0 \operatorname{sech}  \tau
\cos x \big]^{-1} \\
&\quad\times \big[ \cos 2\vartheta_0 - i \sin 2\vartheta_0 \tanh \tau \mp
\sin \vartheta_0 \operatorname{sech}  \tau \cos x \big] ,
\end{aligned} \label{se}
\end{equation}
where the upper sign corresponds to $\vartheta -\vartheta_0 +\pi/2 =0$.
Then for a fixed amplitude
$a$ of $q_c$, the phase $\gamma$ of $q_c$ and
the B\"acklund parameter $\rho$ parametrize a $2$-dimensional
submanifold with a figure eight structure. For an illustration, see
Figure \ref{sef}.

When $1< a <3/2$, the homoclinic orbit is given by \cite{Li04a}
\begin{equation}
q_2 = q_1 + q_c \frac{\mathcal{W}_2 \sin \hat{\vartheta}_0}{\mathcal{W}_1}\ ,
\label{dne}
\end{equation}
where $q_1$ is given by \eqref{sne},
\begin{align*}
\mathcal{W}_1 &=  \big[ (\sin \hat{\vartheta}_0)^2(1+\sin \vartheta_0 \operatorname{sech}  \tau
\cos y )^2 +\frac{1}{8} (\sin 2\vartheta_0)^2 (\mbox{sech} \tau)^2
(1 -\cos 2y) \big] \\
& \quad\times (1 + \sin \hat{\vartheta}_0 \operatorname{sech}  \hat{\tau}
\cos \hat{y} ) \\
&\quad- \frac {1}{2} \sin 2\vartheta_0 \sin 2\hat{\vartheta}_0 \operatorname{sech}  \tau
\operatorname{sech}  \hat{\tau} (1+\sin \vartheta_0 \operatorname{sech}  \tau
\cos y ) \sin y \sin \hat{y}  \\
&\quad + (\sin \vartheta_0)^2 \big[ 1+ 2 \sin \vartheta_0 \operatorname{sech}  \tau
\cos y + [(\cos y)^2 - (\cos \vartheta_0)^2](\mbox{sech} \tau)^2 \big]
\\
&\quad\times (1 + \sin \hat{\vartheta}_0 \operatorname{sech}  \hat{\tau} \cos \hat{y} ) \\
&\quad - 2\sin \hat{\vartheta}_0 \sin \vartheta_0 \Big[ \cos \hat{\vartheta}_0 \cos \vartheta_0
\tanh \hat{\tau} \tanh \tau + ( \sin \vartheta_0 + \operatorname{sech}  \tau
\cos y)\\
&\quad\times ( \sin \hat{\vartheta}_0 + \operatorname{sech}  \hat{\tau}
\cos \hat{y}) \Big] (1 + \sin \vartheta_0 \operatorname{sech}  \tau
\cos y ) ,
\end{align*}
\begin{align*}
\mathcal{W}_2 &=  \big[ -2 (\sin \hat{\vartheta}_0)^2 (1 + \sin \vartheta_0 \operatorname{sech}
 \tau \cos y )^2 +\frac {1}{4} (\sin 2\vartheta_0)^2
(\mbox{sech} \tau)^2 (1-\cos 2y)\big]\\
&\quad\times (\sin \hat{\vartheta}_0 + \operatorname{sech}  \hat{\tau} \cos \hat{y} + i \cos \hat{\vartheta}_0 \tanh \hat{\tau} ) \\
&\quad + 2 (\sin \vartheta_0)^2(-\cos \vartheta_0 \tanh \tau + i \sin \vartheta_0 +
i\operatorname{sech}  \tau \cos y)^2 \\
& \quad\times (\sin \hat{\vartheta}_0 + \operatorname{sech}  \hat{\tau} \cos \hat{y} - i \cos \hat{\vartheta}_0 \tanh \hat{\tau} )  \\
&\quad + 2 \sin \vartheta_0 (\sin \vartheta_0 +
\operatorname{sech}  \tau \cos y + i \cos \vartheta_0 \tanh \tau )
\\
&\quad\times  \Big[2 \sin \hat{\vartheta}_0 (1 + \sin \vartheta_0 \operatorname{sech}  \tau \cos y )(1 + \sin \hat{\vartheta}_0 \operatorname{sech}  \hat{\tau} \cos \hat{y} )\\
&\quad  - \sin 2\vartheta_0 \cos \hat{\vartheta}_0
\operatorname{sech}  \tau \operatorname{sech}  \hat{\tau}  \sin y \sin \hat{y} \Big] \ ,
\end{align*}
where  the notation is as in \eqref{sne}, and
\[
\hat{\tau} = 4 \hat{\sigma} t - \hat{\rho}, \quad
 \hat{y} = 2x + \hat{\vartheta} - \hat{\vartheta}_0 +\pi/2\ ,
\]
and $\hat{\sigma}$, $\hat{\rho}$, $\hat{\vartheta}$ and $\hat{\vartheta}_0$ are real parameters.
The asymptotic phase, as $t \to \pm \infty$, of $q_2$ is 
\begin{equation}
q_2 \to q_c e^{\mp i 2 (\vartheta_0 + \hat{\vartheta}_0)}\ .
\label{dasym}
\end{equation}
Thus $q_2$ is asymptotic to $q_c$ up to phase shifts as
$t \to \pm \infty$. For a fixed amplitude
$a$ of $q_c$, the phase $\gamma$ of $q_c$ and the B\"acklund parameters 
$\rho$, $\vartheta$, $\hat{\rho}$, and $\hat{\vartheta}$ parametrize a $5$-dimensional
submanifold with a figure eight structure. For an illustration, see
Figure \ref{dnef}.

\begin{figure}[htb]
\begin{center}
 \includegraphics[width=0.7\textwidth]{fig5} % 2ue.eps
\end{center}
\caption{Figure eight structure of noneven data with two unstable modes.}
\label{dnef}
\end{figure}

\begin{figure}[htb]
\begin{center}
 \includegraphics[width=0.7\textwidth]{fig6} % 2e.eps
\end{center}
\caption{Figure eight structure of even data with two unstable modes.}
\label{def}
\end{figure}
If one put restrictions on the B\"acklund parameters $\vartheta$ and
$\hat{\vartheta}$, such that
\begin{equation}
\vartheta - \vartheta_0 +\pi/2 
=  \begin{cases}
 0 &\text{if $\hat{\vartheta} - \hat{\vartheta}_0 +\pi/2 = 0$ or 
$\hat{\vartheta} - \hat{\vartheta}_0 +\pi/2 = \pi $}, \\
 \pi &\text{if $\hat{\vartheta} - \hat{\vartheta}_0 +\pi/2 = 0$ or  
$\hat{\vartheta} - \hat{\vartheta}_0 +\pi/2 = \pi$}, 
\end{cases} 
\label{dec}
\end{equation}
then $q_2$ is even in $x$. Thus for a fixed amplitude
$a$ of $q_c$, the phase $\gamma$ of $q_c$ and the B\"acklund parameters 
$\rho$ and $\hat{\rho}$ parametrize a $3$-dimensional
submanifold with a figure eight structure. For an illustration, 
see Figure \ref{def}.


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\end{document}




























