Hodges' estimator

Derrick's theorem is an argument due to a physicist G.H. Derrick which shows that stationary localized solutions to a nonlinear wave equation or nonlinear Klein–Gordon equation in dimensions three and higher are unstable.

Original argument

Derrick's paper, which was considered an obstacle to interpreting soliton-like solutions as particles, contained the following physical argument about non-existence of stable localized stationary solutions, now known under the name of Derrick's Theorem.

Let the energy of the time-independent solution $\theta (x)$ be given by

$E=\int [(\mathrm{\nabla }\theta {)}^2+f(\theta )]d^{3}x.$

A necessary condition for the solution to be stable is ${\delta }^{2}E\ge 0$. Suppose $\theta (x)$ is a localized solution of $\delta E=0$. Define ${\theta }_{\lambda }(x)=\theta (\lambda x)$ where $\lambda$ is an arbitrary constant, and write $I_1=\int (\mathrm{\nabla }\theta {)}^2{d}^{3}x$, $I_2=\int f(\theta )d^{3}x$. Then

$E_{\lambda }=\int [(\mathrm{\nabla }{\theta }_{\lambda }{)}^2+f({\theta }_{\lambda })]d^{3}x=I_1/\lambda +I_2/{\lambda }^3.$

Whence $(d{E}_{\lambda }/d\lambda ){|}_{\lambda =1}=-I_1-3I_2=0$, and since $I_1>0$,

$(d^2{E}_{\lambda }/d{\lambda }^2){|}_{\lambda =1}=2I_1+12I_2=-2I_1<0.$

That is, ${\delta }^{2}E<0$ for a variation corresponding to a uniform stretching of the particle. Hence the solution $\theta (x)$ is unstable.

The above argument also works for $x\in {\mathbb{ℝ}}^n$, $n>3$.

Interpretation in the Hamiltonian form

The argument implies that we consider the nonlinear wave equation

$\underset{t}{\overset{2}{\partial }}\psi =\mathrm{\Delta }\psi -\frac{1}{2}{f}^{\prime }(\psi ),\psi =\psi (x,t),x\in {\mathbb{ℝ}}^n.$

We may write this equation in the Hamiltonian form ${\partial }_{t}u={\delta }_{v}H(u,v)$, ${\partial }_{t}v=-{\delta }_{u}H(u,v)$, where $u,v$ are functions of $x\in {\mathbb{ℝ}}^n,t\in \mathbb{ℝ}$, the Hamilton function is given by

$H(u,v)=\underset{{\mathbb{ℝ}}^n}{\int }\left(\frac{1}{2}\right|v{|}^2+\frac{1}{2}|\mathrm{\nabla }u{|}^2+\frac{1}{2}f(u))dx,$

and ${\delta }_{u}H$, ${\delta }_{v}H$ are the variational derivatives of $H(u,v)$.

Then the stationary solution $\psi (x,t)=\theta (x)$ has the energy $H(\theta ,0)=\underset{{\mathbb{ℝ}}^n}{\int }\left(\frac{1}{2}\right|\mathrm{\nabla }\theta {|}^2+\frac{1}{2}f(\theta ))d^{n}x$ and satisfies the equation

$0={\partial }_t\theta (x)=-{\partial }_{u}H(\theta ,0)=\frac{1}{2}{E}^{\prime }(\theta ),$

with $E^{\prime }$ denoting a variational derivative of the functional $E=\underset{{\mathbb{ℝ}}^n}{\int }[|\mathrm{\nabla }\theta {|}^2+f(\theta )]d^{n}x$. Although the solution $\theta (x)$ is a critical point of $E$ (since $E^{\prime }(\theta )=0$), Derrick's argument shows that $\frac{d^2}{d\lambda {}^2}E(\theta (\lambda x))<0$ at $\lambda =1$, hence $\psi (x,t)=\theta (x)$ is not a point of the local minimum of the energy functional $H$. Therefore, physically, the solution $\theta (x)$ is expected to be unstable.

Stability of localized time-periodic solutions

Derrick describes some possible ways out of this difficulty, including the conjecture that Elementary particles might correspond to stable, localized solutions which are periodic in time, rather than time-independent. Indeed, it was later shown that a time-periodic solitary wave $u(x,t)={\varphi }_{\omega }(x)e^{-i\omega t}$ with frequency $\omega$ may be orbitally stable if the Vakhitov–Kolokolov stability criterion is satisfied.

See also

• Vakhitov–Kolokolov stability criterion
• Orbital stability