Lecture Notes in Physics

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Observatoire de Nice
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G. E Helminck (Ed.)

Geometric
and Quantum Aspects
of Integrable Systems
Proceedings of the Eighth Scheveningen Conference
Scheveningen, The Netherlands, August 16-21, 1992

Springer-Verlag
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Editor
G. E Helminck
Faculty of Applied Mathematics, University of Twente
P. O. Box 217, NL-7500 AE Enschede, The Netherlands

ISBN 3-540-57365-8 Springer-Verlag Berlin Heidelberg New York

ISBN 0-387-57365-8 Springer-Verlag New York Berlin Heidelberg

This ~vork is subject to copyright. All rights are reserved, whether the whole or part of the
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prosecution under the German Copyright Law.
© Springer-Verlag Berlin Heidelberg 1993
Printed in Germany
58/3140-543 2 t 0 - Printed on acid-free paper
Dedicated to the memory of J.W. de Roever,
a true scientist and enthusiastic participant,
who flew off too soon.

August 28, 1992.

 Preface

The present volume contains the. notes of lectures delivered at the eighth
Scheveningen Conference held at Wassenaar, the Netherlands, August 16-
21, 1992. The conference was organized by P.J.M. Bongaarts (University of
Leiden), G.F. Helminck (University of Twente), E.M. de Jager (University
of Amsterdam), H. Lemei (Delft University of Technology), R. Martini (Uni-
versity of Twente) and H.G.J. Pijls (University of Amsterdam). Financial
support was obtained from the Royal Dutch Academy of Science (KNAW)
and the Foundation for Fundamental Research on Matter (FOM).

This conference is the eighth in a series of meetings that started in 1973.

All of these meetings have been centered around a main topic of research
and have been partly instructional in character in order to stimulate further
research. Like the last four, this Scheveningen conference was devoted to
geometric ideas in mathematical physics.

Algebraic geometric aspects of integrable systems are dealt with in the

contributions of J. Harnad and E. Previato. The paper of J. Harnad de-
scribes by means of severM concrete examples a general framework in which
many Hamiltonian systems with a "curve-background" can be explicitly in-
tegrated. The account of E. Previato furnishes the geometric insight into
several integrability techniques for the modified KdV equation and gives the
geometry behind transformations related to this equation. The equations
that play a role in this work are part of whole systems of equations, so-called
hierarchies. They reappear in the papers of R. Dijkgraaf and G.F. Helminck.
The latter paper presents an analytical construction of solutions of the Toda
lattice hierarchy, while the former discusses the relation between integrable
hierarchies and string theory. This leads, in particular, to useful integral
expressions for the T-functions of these hierarchies. As is now well-known,
these T-functions are determinants of suitable operators. Probabilities for
the distribution of eigenvalues are also of this form and they are the central
topic in the paper by C.A. Tracy and H. Widom. In their work these authors
give a new and transparent way to derive the JMMS-equations satisfied by
these T-functions.
 Viii

Clearly, in the geometric description of interesting equations from mathe-

matical physics, singularities might emerge. The paper by D-J. Smit and
M.V. de Hoop, and that of J. de Graaf are beautiful illustrations of this
phenomenon. In the contribution of D:J. Smit and M.V. de Hoop, a new
expression for the fundamental solution of a specific hyperbolic system is
given. It is described in terms of integrals over cycles corresponding to sin-
gularities of the hypersurface defined by the characteristic equation. This
is used to analyze the asymptotic behaviour of the fundamental solution.
The article by J. de Graaf gives the mathematical background to Hopper's
equation, a description of its state space and a discussion of some finite di-
mensional subsystems.

In the world of integrable systems one is not only interested in differential

equations but also in integrable difference equations. In their contribution
F.W. Nijhof and H.W. Capel give a quantization procedure for integrable
lattice models, such as the lattice analogue of MKdV. In addition, they dis-
cuss the properties of these systems and associate a quantum Yang-Baxter
structure to them. Finally, the paper of S. Rodriguez-Romo and D.W. Ebner
introduces q-deformations of Clifford algebras and discusses quantum sym-
metries related to Yang-Baxter bundles.

The organizing committee is indebted to all those who made this conference
possible and in particular to the Royal Dutch Academy of Science (KNAW)
and the Foundation for Fundamental Research on Matter (FOM~ for their
financial support. We would like to express our gratitude to all those who
helped to make this conference a success, to the participants for creating a
nice and friendly atmosphere, the invited speakers for accepting our invita-
tion and the contributors for their very interesting and stimulating accounts.
Finally, we wish to express our gratitude to Springer-Verlag for their assis-
tance and the efficient production of these proceedings.

G.F. Helminck

Enschede, The Netherlands, June 1993

 Co~e~s

J. Harnad
Isospectral Flow and Liouville-Arnold Integration in Loop Algebras 1

E. Previato
Geometry of the Modified KdV Equation 43

R. Dijkgraaf
Integrable Hierarchies and Quantum Gravity 67

G.F. Helminck
A Geometric Construction of Solutions of the Toda Lattice Hierarchy 91

C.A. Tracy and H. Widom

Introduction to Random Matrices 103

D.-J. Smit and M.V. de Hoop

The Geometry of Elastic Waves Propagating in an Anisotropic Elastic Medium 131

J. de Graaf
Mathematical Addenda to Hopper's Model of Plane Stokes Flow Driven by Capillarity on
a Free Surface 167

F.W. Nijhoff and H.W. Capel

Quantization of Integrable Mappings 187

S. Rodriguez-Romo and D.W. Ebner

Some Aspects of the q-Deformed Oscillator Algebras as Quantum Groups 213

List of Participants 223

Isospectral Flow and Liouville-Arnold
Integration in Loop Algebras*

3. Harnad 1

Department of Mathematics and Statistics, Concordia University

7141 Sherbrooke W., Montreal, Canada H4B 1R6, and
Centre de recherches math~matiques, Uni~;ersit~ de Montreal
C. P. 6128-A, Montreal, Canada H3C 3J7

A b s t r a c t . Some standard examples of Hamiltonian systems that are integrable

by classical means are cast within the framework ofisospectral flows in loop alge-
bras. These include: the Neumann oscillator, the cubically nonlinear Schrbdinger
systems and the sine-Gordon equation. Each system has an associated invari-
ant spectral curve and may be integrated via the Liouville-Arnold technique.
The llnearizing map is the Abel map to the associated Jacobi variety, which is
deduced through separation of variables in hyperellipsoidal coordinates. More
generally, a family of moment maps is derived, embedding certain finite dimen-
sional symplectic manifolds, which arise through Hamiltonian reduction of sym-
plectic vector spaces, into rational coadjoint orbits of loop algebras ~+ C ~-[(r) +.
Integrable Hamilton]ans are obtained by restriction of elements of the ring of
spectral invariants to the image of these moment maps; the isospectral property
follows from the Adler-Kostant-Symes theorem. The structure of the generic
spectral curves arising through the moment map construction is examined. Spec-
tral Darboux coordinates are introduced on rational coadjoint orbits in ~[(r) +*,
and these are shown to generalize the hyperellipsoidal coordinates encountered
in the previous examples. Their relation to the usual algebro-geometric data,
consisting of linear flows of line bundles over the spectral curves, is given. Apply-
ing the Liouville-Arnold integration technique, the Liouville generating function
is expressed in completely separated form as an abelian integral, implying the
Abel map linearization in the general case.

K e y w o r d s . Integrable systems, Liouville-Arnold integration, loop algebras,

isospectral flow, spectral Darboux coordinates, Abel map linearization.

t Research supported in part by the Natural Sciences and Engineering Research Council of
Canada and the Fonds FCAR du Quebec.
le-mail address: [email protected] or [email protected]
1 Background Material and Examples
In this first section, we shall examine several examples of integrable Hamilton]an
systems that may be represented by isospectral flows on coadjoint orbits of
loop algebras. In each case, the flow may be linearized through the classical
Liouville-Arnold integration technique. An explicit linearization of the flows
can be made in terms of abelian integrals associated to an invariant spectral
curve associated to the system. A key element in the integration is the fact that
a complete separation of variables occurs within a suitably defined coordinate
system - essentially, hyperellipsoidal coordinates, or some generalization thereoL
A general theory will then be developed in subsequent sections, based essentially
on moment map embeddings of finite dimensional symplectic vector spaces, or
Hamilton]an quotients thereof, into the dual space of certain loop algebras, the
image consisting of orbits whose elements are rational in the loop parameter.
The origins of this approach may be found in the works of Moser [Mo] on
integrable systems on quadrics, Adler and van Moerbeke [AvM] on linearization
ofisospectral flows in loop algebras and the general algebro-geometric integration
techniques of Dubrovin, Krichever and Novikov [KN], [Du]. The theory of
moment map embeddings in loop algebras is developed in [ A H P ] , [AHH1].
Its relation to algebro-geometric integration techniques is described in [AHH2],
and the use of "spectral Darboux coordinates" in the general Liouville-Arnold
integration method in loop algebras is developed in [AHH3]. Some detailed
examples and earlier overviews of this approach may be found in [AHH4],
[AHHS]. The proofs of the theorems cited here may be found in [ A H P ] ,
[AHH1-AHH3].

1.1. The Neumann Oscillator

We begin with the Neumann oscillator system ([N], [Mo]), which consists of a
point particle confined to a sphere in Rn, subject to harmonic oscillator forces.
The phase space is identifiable either with the cotangent bundle or the tangent
bundle (the equivalence being via the metric):

M = T*S n-1 = {(x,y) E R'* × R" I xTx = 1, y T x = 0} C R'* × R ~, (1.1)

where x represents position and y momentum. The Hamiltouian is

H(x, y) = l [ y T y + xTAx], (1.2)

where A is the diagonal n × n matrix

A = d i a g ( a , , . . , ore) E M "×", (1.3)

with distinct eigenvalues {O~i}i= 1 ..... determining the oscillator constants.

Equivalently, we may choose the ttamiltonian as:

¢(x,y) = l[(xrx)(yry) + xrAx- (xry)2], (1.4)

in view of the constraints

xTx ----- 1, y T x = 0. (1.5)

The unconstrained equations of motion for the Hamiltonian ¢ are:

dx = ( x r x ) y _ ( x r y ) x (1.6a)
dt
~Yt = --(yTy)x -- Ax + (xTy)y. (1.6b)

Since
{¢, xTx} :-- 0, (1.7)
it is convenient to interpret the relation

n(x) := xTx = 1, (1.8)

alone as a first class constraint. The function n(x) generates the flow

(x,y), >(x,y+tx), (1.9)

and is invariant under the C-flow. We may then apply Marsden-Weinstein re-
duction, quotienting by the flow (1.9). The reduced manifold is identified with
a section of the orbits under (1.9) defined by the other constraint:

y T x = 0. (1.10)

The integral curves for the constrained system are determined from those for
the unconstrained system by othogonal projection:

(x(t),y(t))l~, , (~(t),y(t))con~t~.

• - \xr(0x(0] •
(1.11)

This lifts the projected flow on the Marsden-V~einstein

r reduced space n - : ( 1 ) / N
to one that is tangential to the section defined by eq. (1.10).
 Assuming the constants al determining the oscillator strengths are distinct,
the integration proceeds (cf. [Mo]) by introducing the Devaney-Uhlenbeck com-
muting integrals
Ii := --~ ( x i y j - yixj) 2 + x~, (1.12)
j=l,j#i OLi - - O~j

which satisfy
n
EIi = xTx (1.13a)
i--1

E ai[, = 2~. (1.13b)

i------1

Define the degree n - 1 polynomial P(A) by

"P(A) 1 ~-, Ii (1.14)

a(~) "-- 4 Z.JI=I ~ -- O~i'

where
rt

a(~) := I-[(~ - . , ) ,
i=1
P(A) = P,~_IA n-1 + P,_2A "-~ + " " + To. (1.15)

Then on T*S '*-1,

1
Pn-1 = ~ ~ x V x = - - ,
4 4
p._~ = ~¢.
1 (1.16)

An equivalent set of commuting integrals consists of the coefficients of the poly-

nomial ( P 0 , . . . , Pn-2}. The Liouville-Arnold tori T are the leaves of the La-
grangian foliation defined by the level sets:

Pi = Ci. (1.17)

We now proceed to the linearization of the flows through the Liouville-

Arnold method. First, introduce hyperellipsoidal coordinates {)~u}u=l,...n-1 and
their conjugate momenta, {(u}~,=l,...n-1, which are defined by:

~ [ I .n--1
=1(~ - ~)
x_j. _ (1.18a)
Z__,
i=1 ~ - ,~i a(~)

1~ xiYi (1.18b)
 5

In terms of these, the canonical 1-form is:

n n--1
0 = E yldxilT*S"-I = E (,dA~,. (1.19)
i--1 #=1

Restricting this to T determines the differential of the Liouville generating func-

tion S:
n-1 n-1 /-~.)

E c,e~,IP,=~.,.= es = E V ~-5-3-,)e~"' (1.2oi

lu~l p~l

which, upon integration, gives

s = E V ~--{Z "~ (1.21)

/a=l

This is seen to be an abelian integral on the (generically) genus g = n - 1

hyperelliptic curve C defined by:

z ~ + a(A)P(A) = 0. (1.22)

The linearizing coordinates conjugate to the invariants Pj are then:

OS 1 ~ f0 )'" AJdA -bjt, (1.23)

QJ := OPi = "2 ~=1 v/a(A)P(A)

where, for 4~ = 2Pn-2,

bn-2 = 2, bi - - O , j<: n-2. (1.24)

The map:
(A1,...A,-1) , (Q1,...Q,-1) (1.25)

defined by eq. (1.23) is, up to normalization, the Abel map from the symmetric
product Sn-IC to the Jacobi variety J ( C ) of C:

A : S " - I C , , , J(C) ~ C " - I / F , (1.26)

where F = is the period lattice.

We now turn to the interpretation of such systems as isospectra] flows in a

loop algebra (cf. [ A H P ] , [ A H H 3 ] , [AHH4]). Let

X(~) = ~v +/c0(A), (1.27)

where
[' -- ~--., n z;y~ _v'" \
A / l.-.~i=l A--otl
Af0(A) := ~ \ E i = I a-,~, / e +*
Z..,,=l A--oq / (1.2Sa)

Y:=
(0 +)
0 0 " (1.28b)

We define a map JA : R n x •n , ~'[(2) +" to the dual space of the positive half of
the loop Mgebra ~'[(2), relative to the standard splitting ~'[(2) = ~"[(2)+* +~[(2)-*
into holomorhic parts inside and outside a circle &'1 in the complex A-plane,
containing the ai's in its interior region:

JA: (x,y), ~ N0(A) E 5[(2) +*. (1.29)

This is a Poisson map with respect to the Lie poisson structure on ~'[(2) +*. The
Hamiltonian ¢ is then given by restriction of an elementary spectral invariant:
1 f d),
¢ ( x , y ) = -tr(A/(A)2)0 := - ~ / ~ s ' tr(JV(A)2)--A" (1.30)
and all the other invariants Pj may be similarly represented. The equations of
motion are seen to be equivalent to the Lax equation:
d.hf
dt -IN,Pal'], (1.31)

where
[ xTy A -t- y T y ~ (1.32)
B := d¢(J~)+ = ~,_xTx _xTy ],

and (d¢(Af)+ signifies projection of the element d¢(.Af) E ~](2) to ~[(2) +. This is
an example of the Adler-Kostant-Symes (AKS) theorem (to be explained more
fully in Section 2). The spectral invariants (elements of the AKS ring) are
generated by the residues of the rational function

det - a(A) - 4 i=l A-c~i"

To see the relation with the standard algebro-geometric linearization meth-

ods ([Du], [KN], [ A H t I 2 - A H H 3 ] ) , we begin with the invariant spectral curve:

det(£(A) - z][2) = z 2 + a(A)P(A) = 0, (1.34)

where
~(A := -~AT(A), ;:= a(A)~, (1.35)
and let
.A4(A, ~) := (aV'~(-A) '112) , (1.36)

where 112 is the 2 × 2 unit matrix. Then the columns of the matrix .A4(A,() of
cofactors of M(A, ~) are the eigenvectors of H(A) (CA = eigenvahe) on C:

!V'" ~,~, _ ± V "~ ~ + !

M(A,O = _ , v , - ;~_~,~
2_z-,i=, ( 2 z-,i=, ~_~, 2 } (1.37)

The hyperellipsoidal coordinates {At, ,#u}u=l ....... 1 define the finite part of the
zero-divisor:
n--I
D = Z P(Au' ¢'~') + p(oo, ), (1.38)
p.=l

i.e., the zeros of a section of the bundle E ~ C dual to eigenvector line bundle.
This bundle can be shown generically to have degree n, and thus to be an element
of the Picard variety E 6 Pic'L The Abel map then identifies the symmetric
product S n - I C with the Jacobi variety if(C) ~ Pic°. The linearity of the flow
in Pic" follows from noting that the Lax equation

dA/"
dt = [d¢(YV')+,YV'], (1.39)

implies a linear exponential form for the transition function

,(A, z, t) = exp(¢z(A, z)t). (1.40)

1.2 Nonlinear SchrSdinger (NLS) Equation

We now apply a similar analysis to the quasi-periodic solutions of the cubically

nonlinear SchrSdinger equation (cf. [P1], [ A H P ] , [ A H H 4 ] )

u~ + v~u, = 21ul~. (1.41)

Let
A / 1~2"~J=l J~--~J -- " 1 A[
N(A) n Z2 (1.42)
k - E~=, ~,2% - i ~i=, ~-~i
and let w denote the standard symplectic form on C":

w = i d~ T A dz = i ~ dYj A dzj (1.43)

J=!
We define the Poisson map:

J: Cn ~ ~u(1,1) +*
, H(,x), (1.44)

and let
£(,~) = @ . A f ( , ~ ) = Lo,~ " - x + L I £ "-2 + . . . + L n - 1 . (1.45)

The spectral curve is defined by the characteristic equation

det(£(,~) - zl-) = z 2 + a(,~)P(,~) = O,

P(A) := Po + Pl,k + . . - + p~_2~,-2, (1.46)

and has genus g = n - 2. Choosing the AKS Hamiltonians:

H~ = ~ ~ tr(X(A) 2) ]0 = -P2,,,-3 (1.47a)

Ht = ~ )~2 tr(N-(X)2) = -P2,n-4 (1.47b)

0
gives the Lax equations

d
~x£(),) = [(dH~)+,£()~)] (1.48b)

d £ ( , ~ ) = [(dH,)+,£(),)], (1.48b)

where

(dH~:)+ = ,~Lo + L1 (1.49a)

(dHt)+ = J~2Lo + ALl + L2. (1.49b)

Choosing invariant constraints so that:

i(1 01) 51 "-~ ( ,//,

0 O)
Lo = ~ 0 - '

-lul: ' (1.50)

the compatibility conditions:

O(dH:~)+ O(dH,)+
- - + [(dH=)+,(dHt)+] = 0 (1.51)
Ot Ox
reduce to the NLS equation (1.41). To obtain the quasi-periodic solutions, we
introduce the spectral Darboux Coordinates {q, P, A., (.}~=1 ...... 2, analogous to
the hyperellipsoidal coordinates above:

z~_ _ 2uyI.=I(A-A.)
(1.52a)
,=~ X - ~. ~(),)

i ~-~ 'z"~ ~ P('~.) (1.52b)

~" = --2 i : l A;---ai -- " a(A.)
q := in(u), P := (L0)22, (1.52c)

Then the symplectic form: may be expressed as

n--2
= ~ d~. A ~C. + dq A dP. (1.53)
.=1

As above, the spectral curve is invariant, and the coefficients of the charac-
teristic polynomial generate a complete set of commuting integrals, so we may
apply the Liouville-Arnold integration method. The coordinates (A., ~.) defined
by (1.52a,b) again give the finite part of the divisor of zeros of the eigenvectors of
A/'(A), while the remaining pair (q, P) are determined by the additional spectral
data at A -- oo. The Liouville generating function in this case becomes

S = E ( . d A . l p , = c . t . + qP = - dA + P l n u (1.54)
.=1

and the linearizing coordinates conjugate to the Pi's are:

cOS 1 ~f0~ AidA

Oi -- cO~ -- 2 .=1 x/_a(A).p2(A ) = bim + cd, i = 0 , . . . n - 3, (1.55)

which are abelian integrals of the first kind, and

cOS 1~./A~ A'~-2dA lnu- b,~_2a + e,~_2t, (1.56)

Q2,n-2 - cO.Pi - -2 ~ x do x/-a(A)~2(A) 2-~2

which is an abelian integral of the third kind, the integrand having simple poles
at the two points (ocl, oo2) over ~ = oo. For the Hamiltonian H~ = - P n - 3 ,
we have bi = -Si,n-~, c~ = 0, while for Ht = -P,~-4, bi = 0, ci = -51,,~-3. An
explicit formula for the function u(z, t) may be obtained in terms of the Riemann
 10

theta function 0 associated to the spectral curve by applying the reciprocity

theorem relating the two kinds of abel/an integrals (cf. [ A H H 4 ] ) .

- ct)O(A(oo2,p) + tU + x V - K)
u(x,t) = exp(q) = K exp(bz + O(A(ooa,p)+tU+xV K)' (1.57)

where A : S"-2C, , J(C),'~ C n - 2 / P i s the Abel map, U , V E C "-2, b,c E C

are obtained from the vectors with components (bi, cl) on the RHS of eq. (1.55),
(1.56) by applying the linear transformation that normalizes the abel/an differ-
entials in (1.55), and K is the Riemann constant.

1.3 Sine-Gordon Equation

As a last example, consider the sine-Gordon equation (cf. [ H W ] , [P2], [AA])

02U 02U
Ox 2 at 2 - sin(u). (1.58)

Let
X'(A) : : ),Y + X'o(A), (1.59)
where
y= (01 0 1) ' Af°(A) := 2A
(b(A)
_~(~)
c(A)'~
-b(A))'
(1.60)
with b(A), c(A) given by

b(A)= A£ ( --~__iiT_~i ~i_%' ~ (1.61a)

c(A) = E \~1 - A2 + &g._ ~ 2 . ] ' (1.61b)

/----1

and T, 7 E C v complex vectors with components {~i,"[i}i=l,...p. (Here ai, ~i,

- a l , - ~ i are assumed to be distinct.)

Define
P
a(A) := ~ [ ( A 2 - a~)(A 2 - &2)]. (1.62)
i=l

The symplectic form on C p × C p is given by:

P
= 4 ^ d e / + d /A d 0. (1.63)
i----1
 11

Again, define a Poisson map:

i : CP x CP ~ ~ ( 2 ) +*
Y:(~,~), ,Xo(~), (1.64)

where the twisted loop algebra:

~ ( 2 ) + c ~ ( 2 ) + c ~(2) + c ~I(2, c ) + (1.65)

is defined as the fixed point set in ~"[(2,C) + under the involutions;

al : X(),), , xt(X)

a2 : X ( ~ ) ,
,(; o). (1.66)

Let n = 2p, and

(1.67a)
= a(A)Y + Lo A2n-1 + L1A2n-2 + ... + L2n-1.
(1.67b)

The spectral curve is:

det(£(X) - zI) = z 2 + a(X)P(X) = 0 (1.68a)

P(~) = Po + ~2P1 + "'" + ~ 2 " - 2 P . - 1 + ~2..
(1.68b)

Choosing the AKS Hamiltonians:

H~(X) := ltr ( a(~) (X(A) + XY)2) o = -Po

(1.69)
o

gives the Lax equations

~ £(A) = [A,£(X)] (1.70a)

d
~ £ ( ~ 1 = [B,£(~)], (1.70b)

where
1
- A = dH~(.M)_ = ~(L2,,-1 + a(O)Y)
B = dH~(Af)+ = Lo + ~Y. (1.71)
 12

Choosing the level set:

1
Po = ~ (1.72)
16
gives

L2n-1 + a ( O ) Y = -~ _e_iu 0 ' (1.73)

where
e i~ = a(0)(c(0) - 1), (1.74)

with u real. T h e n the compatibility conditions:

OA OB
+ [A, B] = 0 (1.75)
07 O~
reduce to the Sine-Gordon equation

u** - uu = sin u, (1.76)

where
( = x + t, rl = x - t. (1.77)

T h e quasi-periodic solutions are obtained as in the previous example. The

unreduced spectral curve is defined by

~2 + a(;~)P(~) = o, (1.7s)

and is again hyperelliptic, with genus g = 2n - 1. Quotienting by the involution

(z,~)~-~(z,-A) (1.79)

gives a reduced curve with genus g = n - 1 defined by

z 2 + 5 ( E ) P ( E ) = O, (1.80)

where
A2 := E, f i ( E ) ; = a(A), / 5 ( E ) : = P(),). (1.81)

We also i n t r o d u c e the a u g m e n t e d curve, defined by

52 + E a ( E ) P ( E ) = O, (1.s2)

of genus g = n, where
5 := zA. (1.83)
 13

The spectral Darboux coordinates are defined by

5(E.) - 1 = 0 (1.84a)

C, v@--~,= 2D(E,), # = 1 , . . . n, (1.84b)

where
~(E) := b(~), ~ ( E ) : = c(~). (1.85)

These again are interpreted as zeros of the sections of the dual to the eigenvector
line bundle associated to ,~f(~). The symplectic form is then

w= ~ dE~ A d~# = -dO. (1.86)

#=1

The Liouville generating function is

S(Po, . .,. nn-1,

. . El,
. , En) = ~ ) ~E, (1.87)
#----1 o

giving rise to the Abel map linearization:

Q' - cg• - 2 #=, i_Ea(E)P(E) dE (1.88a)

: Ci -t- 26i,o~ - 251,n-1r/, (1.88b)

which only involves abelian integrals of the first kind on the augmented curve.
In terms of theta functions, the solution may be expressed as

~< = -i
\#=1
ln(-E,,) - ~ ) (1.89a)

= -2iln O(A(p0,0)-Ur/-_Vf_-K) +C, (1.89b)

E)(A(p0, oo) - U~ - V~ - K)

where U, V are again obtained from the coefficients on the RHS of (1.88) by
applying the normalizing linear transformation to the abelian differentials ap-
pearing in (1.88). Full details for this case may be found in [HW].

In the following two seetions~ a general approach to integrable systems

is developed, yielding all the above results as particular cases, but allowing
generalizations to more complex systems of higher rank.
 14

2 Moment Map Embeddings in Loop Algebras

2.1 Phase Space and Loop Group Action

We begin by defining the generalized Moser space (cf. [ A H P ] ) to be the sym-
plectic vector space consisting of pairs (F, G) of rectangular N x r matrices:

M = {(F, G) E M g'r x M N'r} (2.1)

with symplectic form:

w = tr dFT A dG. (2.2)

The loop algebra, denoted ~, consists of smooth maps from a circle S 1,

centred at the origin of the complex A-plane, into g[(r), s[(r), or some subalgebra
thereof.

= ~'~(r) (or ~-I(r))

= {X(A) E gl(r), A E S' C C U oo}. (2.3).

There is a natural splitting of

= ~+ + g-, (2.4)
as a vector space direct sum of the subalgebra ~+, consisting of e]ements X(A)
admitting a holomorphic extension to the interior of S 1, and ~ - , consisting of
elements admitting a holomorphic extension to the exterior, with normalization
X(oo) = O. We identify ~ as a dense subspace of its dual space ~* through the
pairing

1 /" d)~
< ~, x > := 2~-5Jbs! tr (~,(~)x(~))W' (2.5)
~e~-, x e ~ +.

Under this pairing, we have the identification

(~+)* ~ ~_, (~-)* ~ ~+, (2.6)

where
~* = ~+ + ~_ (2.7)
simi]arly represents a decomposition of ~* into subspaces consisting of e]ements
holomorphic inside and outside S 1, but with the normalization such that ele-
ments # E ~+ satisfy #(0) = 0 (and hence the constant loops are included on
~_).
 ~5

The loop group ~ + is similarly defined to consist of smooth maps g : S 1

Gl(r) which admit holomorphic extensions to the interior of Sa: We define a
Hamiltonian action:

~+ :M----* M
g(~,) : (F, a ) ~ (F~, a~), (2.s)

where (Fg, Gg) are determined by the decomposition

(A - ) ~ I ) - ' F g - I ( A ) = (A - )~[)-1F9 + Fhol (2.9a)

g(A)GT(A _ M ) - I = GT(A _ ~1)--1 ..~ Ghol- (2.9b)

Here A E M N'N is some fixed N x N matrix, with eigenvalues in the interior

of S 1, and (Fhol,Ghol) denote the parts of the expressions on the left that are
holomorphic in the interior of 5'1. This Hamiltonian action is generated by the
equivariant moment map:

j A ( F , G) = )~GT(A - A I ) - ' F, (2.10)

which is thus a Poisson map with respect to the Lie Poisson structure on ~+*.
This map is not injective, its fibres being (generically) the orbits of the sub-
group GA := Stab(A) C GI(N) acting by conjugation on A, and by the natural
symplectic action on M.

9: (F,G) ' (9F,(9T)-l), 9 e GA C GI(N) (2.11)

The relevant phase space is therefore the quotient

M / a A ~ "~*a, (2.12)

which is identified with a finite dimensionM Poisson subspace ~ C 9+* con-

sisting of elements that are rational in the loop parameter A, with poles at the
eigenvalues of A.

2.2 Simplest Case

We now consider the simplest case, where A is a diagonal matrix:

A = diag(~l,... ~1,... ~k,... ~k,.-. ~,,.-. ~,), (2.13)

 16

possibly with multiple eigenvalues {O~i}i=l,...n of multiplicity ki < r, all in the

interior of S 1. The matrices (F, G) are decomposed accordingly as

F= Fi , G= Gi , (2.14)

where (Fi, Gi) are the ki × r dimensional blocks corresponding to the eigenvalues
oq. For this case, N'0(A) has only simple poles:

GTFi ~ Ni (2.15)
N0(A) = JA(F,G) = -A ~:-~i "-- A A~---~i'
i=1 i=1

with residue matrices Ni generically of rank:

rk(Fi) = rk(Gi) = ki. (2.16)

The A d * ~ + - a c t i b n for this case becomes:

9(A): N 0 ( A ) , . , A ~ g(ceilNig-l(cq), (2.17)

i=1

which can be identified with the Ad*-action of the direct l~roduct group Gl(r) x
• .. x G/(r) (n times) on [g[(r)*] n.

The fibres of the map a7A coincide with the orbits of the block diagonal
subgroup:

GA = Stab(A) = Gl(kl) × Gl(k2) × ... x Gl(kn) C GI(N), (2.18)

under the action:

(hi,... hi,.., ha): (Fi,Gi), , (hiFi, (hT)-'Gi) (2.19)

This is also a ttamiltonian action, generated by the "dual" moment map:

JH(F,G) := (F1Gr~,...,...F,G T) ~ (gI(kx) x ... x 9[(k,))*. (2.20)

The Ad*q5+ orbits are then the level sets of the Casimir invariants:

tr(FiGTi) l, k= l,...n l= 1,...ki. (2.21)

 17

More generally, the image of the moment map ~'A is a Poisson submanifold
of ~A C ~'+* consisting of elements of the form

" P' (2.22)

/=-1 /~=1
where Pi is the dimension of the largest Jordan block of A corresponding to
eigenvalue ai.

2.3 Dynamics: Isopectral AKS Flows

The Hamiltorfian flows to be considered are those generated by elements
of the ring of Ad*-invariant functions 2"(~*), restricted to the translate AY + ~A
of the subspace ~A by a fixed element AY G ~-*, where Y E ~[(r). (The latter
is an infinitesimal character for ~ - , since it annihilates the commutator of any
pair of elements.) We denote the ring of elements so obtained by

ZAYKS:= 2:(~*)lxy+~A, (2.23)

and refer to it as the AKS (Adler-Kostant-Symes) ring.

Let
X(A) = AY + ~¢0(A) GAY + ~A- (2.24)
We then have the fundamental theorem that underlies the in tegrability of the
resulting Hamilton]an systems, the Adler-Kostant-Symes theorem:

T h e o r e m 2.1 ( A K S ) .
1. If H G Z AKS~
y Hamilton's equations are:
dH
XH(PJ) = dt = [(dH)+,A/'] = -[(dH)_,jY'] (2.25a)

2. Y
If I l l , H 2 E ~-AKS,
{H1,H2} = 0. (2.25b)

Thus, all the AKS flows commute, and are generated by isospectral defor-
mations determined by Lax equations of the form (2.25a). In fact, it may be
shown ([RS], [ A H P ] , [AHH2]) that on generic coadjoint orbits of the form
(2.22), these systems are completely integrable; i.e., the elements of the Poisson
commutative ring 2"AYI<sgenerate a Lagrangian foliation. Since the map (2.10)
with image consisting of elements of the form (2.22) is a Poisson map, and passes
to the quotient Poisson space M / G A to define an injective Poisson map, the same
results may be applied to the pullback fA o H of any Hamiltonian in the AKS
ring ZYAKs.
 18

C o r o l l a r y 2.2. The results of Theorem 2.1 remain valid if the Hamiltonians

Ha, H2 are replaced by jA o HI, jA o H2 on the space AY + "~A, identified with
AI/GA through
X(A) - AY + N0(A) = AY + JA(F, G). (2.26)

2.4 Reductions

To obtain interesting examples, one usually must reduce the generic systems
described above in a manner that is consistent with the structure of the dy-
namical equations. This generally consists of ttamiltonian symmetry reductions
involving either continuous or discrete symmetry groups. (It may also involve
symplectic, or more generally, Poisson constraints.) We briefly summarize the
procedure for both types of symmetry reductions below. The discrete Hamilton-
inn reduction procedure is described in greater detail in [ H H M ] ; the continuous,
Marsden-Weinstein reduction is fairly standard [AM].

2.4.1 Discrete Reduction:

We consider discrete groups generated by elements c~ either of finite order

or generating compact orbits, which act on the space M by symplectic diffeo-
morphisms, and as automorphisms of the loop algebra ~+. Let

cr : M ~ M (2.27)

be such a symplectomorphism, and

(2.28a)
the corresponding automorphism of ~+, with dual Poisson map

a s : ~+* , ~+*. (2.28b)

We assume that the moment map fA intertwines these two actions, so that the
following diagram commutes

M ~ , M

5A1 1) A (2.29)

It follows that )'A may be restricted to the fixed point sets

c M, c (2.30)
 19

and its restriction defines a moment map from the fixed point set Ma to the
dual space
~+* := 5~* C 5 +* (2.31a)

of the subalgebra
~+ := 5 + C 5 + (2.31b)

of fixed elements under ag. The results of Theorem 2.1 and Corollary 2.2 may
then be applied on the reduced spaces, provided the ttamiltonians in the ring
ZYKS are chosen to be invariant under the symmetry a~.

2.4.2 Continuous Hamiltonian Reduction

All the Hamiltonians in the ring 2"AYKSare iuvariant under the Hamiltonian
group action given by conjugation of .N(A) by A-independent elements in the
stability subgroup of Y:

G y := Stab(Y) C GI(r), gy := stab(Y) C g[(r). (2.32)

This action is generated by a moment map Jy, given by the leading term No of
.No, restricted to ~y
JY := N01gr, (2.33)

where
j A = .A/-0(A) = No + N1A-1 + . . . . (2.34)

Since the elements of ZYKs are Gy invariant, Jy is conserved under all the AKS
flows. Fixing a level set
JY = t,0 ~ g~, (2.35)

which we assume to be a regular value of Jy, and restricting to the coadjoint

orbit O2¢o(;~) C (5+) *, the reduced space is

Ored := JyI(tzo)/Go, (2.36)

where Go C Gy denotes the stability subgroup of #0- The reduced Hamiltonians

Hre d o n Ored are then given by

Hred o 71"= Hlj~l(t,o), H e Z[Ks, (2.37)

where
rr : J y ~ ( # o ) ~ J,y~(#o)/Go (2.38)

denotes the projection map.

 20

2.5 Examples

We now indicate how the loop algebra formulation of examples like those of
Section 1 is obtained from the general scheme described above.

2.5.1 N e u m a n n O s c i l l a t o r ( a n d s i m i l a r e x a m p l e s ) in ~"[(2,R) +*

Consider the case r = 2, ki = 1,n = N. A discrete antilinear involution

gives the reality conditions:

c~i=~i, F='ff, G=G (2.39)

reducing ffl(2, C)* to fir(2, R)*. The stabilizer of A = diag ('~1,.--, 4 , ) consists
of the diagonal subgroup GA = {cling(d1,..., d,) C Gl(n)} acting as

GA:M-----* M

where Fi and Gi are just 2-component row vectors. The moment map generating
this action is just

JA(F, G) = (F1ar~ , . . . , F,,ar,) ~ R", (2.41)

which coincides with the traces of the 2 x 2 residue matrices N i in (2.1'5). Choos-
ing the zero level set for these, Marsden-Weinstein reduction is equivalent to the
subgroup reduction g[(2) + D ~"[(2)+. Choosing an appropriate symplectic section
gives the reduced parametrization:

F = ~1( , yx) , G = ~1( y , - x ) (2.42)

x, y E R '~-

The reduced symplectic form becomes

w = dx T A dy. (2.43)

The reduced moment map is

xpn zi~,i _v'" J--\

H0(~) = Y A ( F , a ) = ~)~ - - ~--~i=1
- A4- ~ i Z-~i----1 A-~i / • (2.44)
x"n zly~ ]
EI=I A--~i
 21

Viewing this as defined on the symplectic vector space ~[~ × •n, there
is a residual fibration generated by the finite group (Z2) n of reflections in the
coordinate hyperplanes. The ~](2)- character AY may be expressed as:

and the resulting AKS flows involve isospectral deformations of elements of the
form:
A / ' ( A ) = ( ac 2 a ) +Af°(A)" (2.46)

The tIamiltonians are chosen, as usual, from the AKS ring zAYgs(~'[(2)*).
In addition to the symmetry reductions already implemented, it is possible to
impose further symplectic constraints of the form

f(x,y)=O, g(x,y)=O, {f, g} # 0 , (2.47)

and apply the standard methods for constrained systems. (Provided one of
these functions is in the Poisson commutative ring ZAYKS(~[(2)*), the constrained
Hamiltonians will still commute.) The particular case of the above with

1
a=0, b= 2' c = 0, (2.48a)
f:=xTx--l=0, 9:=YTX=0, (2.48b)

and ttamiltonian (1.30), gives the Neumann oscillator system. The invariant
spectral curve is of the form

det(£(),) - z[) = z ~ + a()~)T'(A) = 0, (2.49)

where
:= (2.50)

and ~o(),) is generally a polynomial of degree n - 1 or n, depending on whether

a 2 + bc vanishes or not.

2.5.2 T h e NLS Equation: R e d u c t i o n to ~u(1,1) +

Again, we choose r = 2, ki = 1, n = N. Similarly to the previous example,

the zero moment map reduction under

G A = S t a b ( A ) = C x × C x × ... × C × (2.51)
 22

is equivalent the subgroup reduction 9"[(2, C) + D ~'[(2, C) +. Choosing a suitable

symplectic section gives the parametrization

F= ~22 (z,w), a = ~ (1, - zw) , (2.52)

z, W E C n.

The further reality conditions

O~i : ~i, Z : SW

F : a : (2.53)

give the discrete reduction ~'[(2, C) +* D ~ ( 1 , 1) +* as the fixed point set under
an antilinear involution. On this real subspace, the symplectic form becomes

ca = i d ~ T Adz, (2.54)

and the reduced moment map has the form.

/' i v ' " I:xl ~ " ~2 \

/o(A)= YA(F,G)= -~ ~ , =~ . ,, ~ .
-- j=l
'
,k--cU
-~ Ej=l ~-~

In this case, we choose the character AY to vanish, so.h/'(A) coincides with N0(A).
The commuting flows are generated by the pair of commuting Hamiltonians:

H~ = ~ A Z°Ks(~(1, (2.56a)
0

Hi = 7 A2 tr(.N'(A) 2) E 37~Ks(KU(1, 1)+*). (2.56b)

0

Further invariant constraints are added to ensure that the leading terms of the
polynomial matrix (1.45) have the form given in eq. (1.49). Defining £(A) again
as in eq. (2.50), the resulting invariant spectral curve again has the form

det(/:(A) - zll) = z 2 + a(A)T'(A) = 0, (2.57a)

£(A) := ~ A / ' ( A ) , (2.575)

where P(A) now is of degree n - 2. The Lax form (].48a,b) of Hamilton's

equations then follows from the AKS theorem, and the compatibility condition
(1.51) gives the NLS equation (1.41).
 23

2.5.3 H i g h e r R a n k Case. T w o C o m p o n e n t C o u p l e d N L S S y s t e m :
Reduction to ~(1,2) +

As an illustration of a system described by an algebra of higher rank, we

consider the case of the coupled two component cubically nonlinear SchrSdinger
equation (viz. [ A H P ] , [ A H H 2 ] , [AHH3]):

iu, + u ~ = 2u(lul ~ + I~12) (2.5sa)

i~, + v ~ = 2~(lul ~ + Iv12). (2.58b)

In this case, we take r = 3 and ki = 1 for all i, so n = N. The process

of discrete and continuous symmetry reduction is applied analogously to the
preceding case, giving the sequence g[(3, C) +* D ~'[(3,C) +* D ~ ( 1 , 2 ) +*. The
reduced form of the resulting pair of n × 3 matrices (F, G) is

F = (p,r/,~), G = (p,-r/,-(), (2.59)

where r/, ~ E C n is a pair of complex n-component column vectors and p E IRn

is a real column vector with components

pi = x/Ir/il = + ICil=, i = 1,...n. (2.60)

The reduced symplectic form is

= i(d~ T A dr/+ d~ T A d¢), (2.61)

so the components (r/i, ~i)i=x,...n and their complex conjugates provide a canon-
ical coordinate system on OX0. The reduced moment map has the form

A/o()`)= YA(F,a)
" 1 ( P~ r/'P' ~'P')
=-i)`E)` -- ai --~iPi --Ir/i[ 2 ---~iZi , (2.62)
j=l --~iPi ---~ir/i --ICI[ 2

so the coadjoint orbit may be identified with C '~ × C n. Again we choose the
character )`Y to vanish, so A/()`) coincides with A/0(),). As for the single compo-
nent NLS equation, the commuting pair of Hamiltonians for the two component
CNLS case is chosen to be

IIx = ~ )` tr(A/()`) 2) ] 0
E Z ( ~ ( 1 , 2 ) +*) (2.63a)
 24

Defining, as before,

~(~) := ~ H o ( ~ ) = Lo:¢ -~ + L~ "-~ +... + ~._~, (2.64)

further invariant constraints must also be imposed, implying that the leading
terms are of the form (cf. [ A H P ] ) :

=
i(2 0 0)
0 -1 0 , L1 = 0
Lo ~ 0 0 1 0
('u'2+'v[ 2 - ~ -~)
L2=i us -[u[ 2 -vu . (2.65)

The Lax equations generated by the tIamiltonians (2.63a,b) have the same
form as eqs. (1.48a,b), and the compatibility conditions (1.51) are equivalent to
the CNLS system (2.58a,b). The invariant spectral curve in this case is a three
sheeted branched covering of p1 determined by an equation of the form

det(£()~) - zI) = z 3 + a(A)zT)(A) + a(A)2Q(A) = 0, (2.66)

where P(A) and Q(A) are polynomials of degrees n - 2 and n - 3, respectively.

3. S p e c t r a l D a r b o u x Coordinates and Liouville-

Arnold Integration

In this section, the general method of linearization of AKS flows in rational

coadjoint orbits will be explained. For simplicity, the spectral properties of the
matrix A will be chosen as in Section 2.2, but the method is equally valid in
the more general case (see [ A H H 3 ] ) . It consists of two steps. First, a suitable
generalization of the hyperellipsoidal coordinates encountered in the examples
of Section 1 is introduced, the spectral Darbouz coordinates (Theorem 3.2) asso-
ciated to the invariant spectral curve C. These consist of families of canonical
coordinates on coadjoint orbits O~"0 of the type discussed in the preceding sec-
tion, which are naturally associated to the spectral data of the matrix A/() 0.
The second step consists of using a Liouville generating function S to compute
the canonical transformation to coordinates conjugate to the spectral invariants,
in which the flow becomes linear. It turns out that for all Hamiltonians in the
AKS ring 2"AYKs this generating function, defined with respect to the natural
isospectral Lagrangian foliation of OAf0, may be expressed within the spectral
 25

Darboux coordinate system in completely separated form (Theorem 3.3). It fol-

lows from the construction that this transformation is given in terms of abelian
integrals, showing that, in the general case, the Abel map yields a linearization
of the flows on the Jacobi variety if(C) of the spectral curve. One thus arrives at
the algebro-geometric linearization results (viz. [Du], [KN], [AvM]) entirely
through classical Hamiltonian methods.

3.1 Phase Space and Group Actions

In the following, the phase space will initially be thought of as a coadjoint orbit
O~0 within the image of a moment map of the type introduced in Section 2.

,]A : M -.-~ ~+* (3.1a)

yA : (F, G) ~ A G T ( A - AI~)-1 F. (3.1b)

The image defines a finite dimensional Poisson submanifold

I m ( J A) := gA C ~+* (3.2)

which, in the simplest case, consists of elements of the form

•, A
), Ni }, (3.3)
i=l

where the ranks {ki}i=l ..... of the residue matrices Ni coincide with the multi-
plicities of the eigenvalues {al}i=l ..... of the diagonal N × N matrix

A=dJag(~i,...,~i,...~n). (3.4)

The coadjoint action of the loop group ~ + on ~A in this case becomes equiv-
alent to the coadjoint action of (G/(r)) n on (g[(r)*) n, obtained by evaluating the
group element g(A) E ~+ at the poles )~ = c~i:

g: {Ni} ~ {9(oq)Nig(oq)-l}. (3.5)

It follows that the Ad~+-orbits are determined as simultaneous level sets of the
Casimir invariants of the separate residue matrices Ni under this action:

0.~'o = { A
Ni
)~ - c~i
I trN[ = cit, I = 1 , . . . k i } . (3.6)
i=1
 26

The equations of motion induced by any element of the AKS ring ¢ E 2"AYrcs
have the Lax form:
d2¢'()~) _ [d~(Af)+,A/'] (3.7)
dt
where
¢ = ~lxY+b'a (3.8)

is the restriction of the Ad*-invariant element • E 2"(~'*) to the subspace con-

sisting of elements of the form

~¢(~) = ~Y + N0(A), No e ~a. (3.9)

Define the 9[(r)-valued polynomial

£(,k) := a(-~)Af()~) = a(,~)Y + L o ~ n - ' + . . . + L , , - 1 , (3.10)

A

where

a(~) := l ' I ( ~ - ~,) (3.11)

i=1

is the minimal polynomial of A. This satisfies the equivalent Lax equation

d~(~)
dt = [d~(.h/')+, £]. (3.12)

The invariant spectral curve Co is then determined by the characteristic equation

det (Z:(A)- z[~) = 0 (3.13)

which, after suitable compactification, is viewed as an r-fold branched cover of

p1, possibly having singularities over the points A = ai due to the r - ki fold
multiplicity of zero eigenvalues. Other singularities could, of course, also occur,
but for simplicity we again place ourselves in a "generic" situation in order to be
able to give the main results in as explicit form as possible, and therefore exclude
this possibility. The essential results remain valid without such simplifying as-
sumptions, but explicit formulae for the spectral polynomial, genus, dimensions
of orbits, and form of the abelian differentials must be modified accordingly.

We assume henceforth, for simplicity, that the spectral curves Co have no

singularities other than those that arise over {A = a l } i = l ...... if ki < r - 1,
due to the multiple zero eigenvalues of the residue matrices Ni. This implies
in particular that the Ni's, while not necessarily diagonalizable, must lie on
orbits that have the same dimensions as the diagonalizable orbits whose nonzero
 27

eigenvalues are distinct; namely, ki(2r - ki - 1). We also assume that one of two
conditions holds, which excludes further singularities over )~ = oo:

Case (a) Y = 0 and L0 lies on a Gl(r) orbit of the same dimension ( r ( r - 1))
as those with simple spectrum.
Case (b) Y 7~ 0 and lies on a Gl(r) orbit of the same dimension as those with
simple spectrum.

Remark. An effect of this assumption is to eliminate from consideration the

example 2.5.3, which has singularities over )~ = oc. However, this case may also
be dealt with (viz. [ A H H 3 ] ) , by imposing a further set of symplectic constraints
defining a "generic" deformation class of admissible spectral curves.
In some cases, it is not the orbit ON'0 itself that is the relevant phase space,
but its reduction under the Hamiltonian action consisting of conjugation by the
stability subgroup G y = Stab (Y) C Gl(r):

g : No(),), > gAf0(A)g -1, g E Gy. (3.14)

The corresponding moment map is just the leading term in Af0(A):

J(Af0) := L0 = ~ Ni, (3.15)

i~l

restricted to the subalgebra 9Y := stab(Y) C 9[(r). Another case of interest,

particularly when Y = 0, consists of restricting to a symplectic submanifold
O~o C O~0 determined by the zero level set of the components of L0 within the
annihilator of a Caftan subalgebra. (This is symplectic at regular elements L0.)
For future reference, we list the various subcases of interest.

Case (a) Y = 0. In this case, all the elements 4) E ZI~+* in the AKS ring are
invariant under the full Gl(r) action (3.14), and all components of L0 are con-
served. We may therefore reduce by the full group Gl(r) or any of its subgroups.
The two subcases of greatest interest are:

Case (a.1) Complete reduction at a regular point L0 = #0 e 9[(r)*. The reduced

manifold is then
O~f d = J - l ( / t o ) / G o , (3.16)

where Go C Gl(r) is the stabilizer of/to. The dimension of the reduced orbit is:

dim O.~0d = dim O]v'0 - (r - 1)(r + 2). (3.17)

Case (a.2) Sympleetie invariant manifold. We take the zero level set of all com-
ponents of L0 in the annihilator of a Cartan subalgebra, (e.g., we choose L0 to
 28

be diagonal). Denote this submanifold, which is symplectic at all regular values

of Lo, as:
050 := {No e O.w'olLo e 7- (Cartan subalgebra)}. (3.18)

Its dimension is

~'~o + 2(r - 1).

dim O~o -- dim OHo - r(r - 1) = dim r,~red (3.19)

Case (b) Y ¢ 0. In this case, the elements ¢ E ZI'~+.+,xy of the AKS ring are
only invariant under the action of the stabilizer G y Stab(Y) C Gl(r). Two =

cases of special interest arise:

Case (b.1) The full orbit OAr0 (i.e., no reduction).

Case (b.2) The reduction of Oxo under the full stabilizer G y C GI(r) of a
regular element Y E gl(r), taken at a value L0l~,. = ~0 E 1~-. The group G y is
a maximal abelian subgroup with r - 1 dimensional orbits and Go = G y . The
reduced orbit is denoted

OY, rod JI2)(vo)/aY,

.'~o = (3.20)

and has dimension

dim rqY,
~Ar°red = dim 0~"o - 2(r - 1). (3.21)

3.2 Structure of the Spectral Curve

The affine part of the spectral curve C0 is determined by the characteristic equa-
tion (3.13). Taking into account the ranks of the residue matrices {Ni}i=l .....
in (3.3), we see that the characteristic polynomial has the general form

~(A, z) = det (£(k) - z[r)

-~. ( - - Z ) r -~- z r - - l p l ( ) ~ ) + ~ Aj(A)T)j(A)z r - j , (3.22)

j=2

where n
Ai( ) := - rank L ( . , ) : k,. (3.23)
i----1
This shows that near A ~ oo, we have

n if Y = 0 (case (a)) (3.24)

L n-1 if Y # 0 (case (b)).
 29

This suggests a compactification, not within F'2, but rather in the total space of
a line bundle over p1 = U0 U Uoo (where U0, Uoo denote the open disks obtained
by deleting )~ = oo and ,k = 0, respectively), with coordinate pairs (,k, z) over U0
and (~, ~ over Uoo related by

z), , = = y zz) (over U0 n U~). (3.25)

This is just the total space 7" of the bundle O ( m ) ~ F'1 whose sheaf of sec-
tions consists of homogeneous functions of degree m. The transformation (3.25)
extends the affine curve Co defined by (3.13) over ~ = oo, defining the compact-
ification:
Co ~ C ,--* T. (3.26)

The possible spectral curves so arising are branched r-sheeted covers of

~1, which within any given orbit of type (3.3), have z-values over each )~ = ai
that are fixed (being Casimir invariants of the coadjoint action (3.5)). Of these,
there are ki nonsingular points (.k = al, z = (ia)a=l,...k~ corresponding to the
nonzero eigenvalues of £ ( a l ) , and the point (~ = ai, z = 0), which generically
is an r - kl-fold ordinary singular point corresponding to the r - kl-fold zero
eigenvalue. Figure 3.1 gives a visualization of the spectral curves C, embedded
in T, as branched coverings of pa, constrained to pass through these points.

Zia~._~..~,~.~._.~.X..,.,~|.~I.~."-~"
"" ~ ~ " ~ ' ~

~ ~ II

F i g u r e 3.1

The detailed structure may be expressed more precisely by writing the

form of the characteristic polynomial P(A, z) for any spectral curve C in a neigh-
borhood of a given curve Cn as a perturbation of the characteristic polynomial
PR(.k, z) defining CR.
 30

P r o p o s i t i o n 3.1 ( [ A H H 3 ] ) . In a neighborhood of the point AfR E OXo with

characteristic polynomial PR(A, z ), the characteristic polynomial has the form:

P ( ~ , ~) ----PR(~, z) + a(~) ~ .i(~)pj(~)z r-~, (3.27)

j=2

where
n

.,(~) = 1-i( ~ _ .~)m.x(0,i-k,-,) (3.28)

i----1
~j
p/(A) =: E PJa)~a' (3.29)
a--0

and {p j( A) } j=2,...r are polynomials of degree:

5j =_ deg pj(A) = { dj - j if Y = 0 (3.30a)

dj if Y ¢ 0

dj = ~ min(j -- 1, ki). (3.30b)

i=1

The number of independent spectral parameters {Pin}, (a = 0 , . . . 6j + n - m -

1, j = 2 , . . . r ) is thus:
d = ~ + r - 1, (3.31)

where
1 -- 1 ) ( m r - - 2 ) -
= -~(r 1 ~n( r
-~ - ki)(r - ki - 1) (3.32)
i=1
is the genus of the (partially) desingularized spectral curve C obtained by sepa-
rating branches at {c~i, 0}. In a neighborhood of any generic point on OAro, these
spectral invariants are all independent.

The complete integrability of the systems under consideration on the var-

ious coadjoint orbits O.V0, and the reductions O~0d, O ~ ed and symp]ectic sub-
manifolds O~0 thereof, may be seen from the following Table of generic dimen-
sions for the various cases discussed above. (Note that the Pin's referred to do
not include the leading terms of the polynomials pj(A) in eq. (3.29).) Recall that
the value of the genus ~ of the desingularized curve C given in Proposition 3.1
depends on the value m, which is different in the cases (a) and (b):

n - 1 for case (a) (3.33)

g = y(m), m --
n for case (b).
 31

Table of Dimensions
Case Dimension J/:Pin's • Pi's

(a) dimO~o =2~+(r-1)(r+2) ~" r- 1

(a.1) dim rored
v, a r o
= 2g g 0
(a2) dim 050 = 2 ( ~ ' + r - 1 ) ff r- 1
(b.1) dimO~o =2(~+r-1) ~ r- 1
(b.2) dim o 2v'
r,red
0 = 2~ "~ o

Here, the notation {Pi}i=2 ..... is used to denote the components of L0

evaluated on a basis of the relevent Cartan subalgebra (not including the trivial
central element, which is a Casimir invariant, and hence constant on orbits).
These are also elements of the ring ZYKs, corresponding to the leading terms in
the polynomials p j(),) in eq. (3.29) for case ( a ) , and the next to leading terms for
case (b) (the leading terms being constant in the latter case), but they are listed
separately since, in cases (a.1) and (b.2), they are fixed through the Marsden-
Weinstein reduction procedure, and hence do not contribute to the number of
independent invariants on the reduced spaces. Moreover, these elements enter
again in Section 3.4 when defining the spectral Darbouz coordinates for these two
cases. It follows from the dimensions in the Table and the independence of the
commuting invariants that cases (a.1), (a.2), (b.1) and (b.2) all give completely
integrable systems.

3.3 S p e c t r a l L a g r a n g i a n Foliation
The Lagrangian foliation given by fixing simultaneous level sets of the invariants
in the ring ZAYKSof spectral invariants (i.e., fixing the spectral curve C) is depicted
below in Figure 3.2 for the various cases discussed above.

o7,,o or O -o or oy¢:o")
Liouville-Arnold
Tori T >
(isospectral leaves)
dim T =
+r-1 (or9")

Admissable curves C C T
dimC=ff+r-1 (or~)

F i g u r e 3.2

We may summarize the relevant spectral data associated to each element

N E AY + 5.4 as follows:
 32

* A spectral curve C (r-fold branched cover of ]p1) defined by the characteristic

equation:
P(A, z) = det(£(A) - z[r) = 0, (3.34)

(after suitable compactification and desingularization). The r - 1 points over A =

oo are determined by the leading terms of the polynomials p/(A) of Proposition
3.1.
• An eigenvector subspace: [V(A,z)] C C r at each point in C which, by our
genericity assumptions, is one dimensional.

Together, these determine an eigenvector line bundle E ---* C, and its cor-
responding dual bundle E ~ C. The latter may be shown (viz. [ A H H 2 ] ,
[ A H H 3 ] ) to be generally of degree

deg (E) = ~ + r - 1, (3.35)

and hence, by the Riemann-Roch theorem, to have an r-dimensional space of

sections. Conversely, it turns out that this d a t a is sufficient to reconstruct the
m a t r i x / : ( A ) (and hence A/'(A)) up to conjugation by an element of Gl(r); that
is, it is sufficient to determine the projected point in the reduced orbit oY,
~'0red or
O ~ d, but not the element .N'()Q itself.

In order to reconstruct the element Af(A), it is necessary to add some

further spectral data, consisting of a framing at A = oo; t h a t is, a basis of
sections {al E H°(C,E)}i=I ..... of the bundle E --* C, chosen to vanish, e.g.
at all but one of the r points {ooi}i= 1..... over A = oo (for the case where the
Cartan subalgebra in question consists of the diagonal matrices).

ai(ooj) = O, i ¢ j. (3.36)
This adds r - 1 dimensions to the fibres, (since framings related by {'ai = hal}
are equivalent). Furthermore, the spectrum over A = cxz in the class of admissible
spectral curves must be left undetermined, adding r - 1 dimensions to the base
space in Figure 3.2.

More generally, it is insufficient to just consider line bundles, since this ex-
cludes the possibifity of degeneracy in the spectrum and further singular points.
The appropriate generalization consists of a coherent sheaf defined by the exact
sequence
0 ~ O ( - m ) er c r ( ~ ) - ~ O e" , E , 0, (3.37)

where O ( - m ) denotes the sheaf obtained by pulling back the corresponding

sheaf over IP1 to 7-. In the case of bundles, the exact sequence (3.37) just means
 33

that the dual space to the space of eigenvectors over the spectral curve is given
by the cokernel of the linear map defined by £T(A) -- z[~. A more complete
discussion of the significance of this construction may be found in [ A H H 2 ] ,
[AHH3].

3.4 Spectral Darboux Coordinates

In this section we give a method for constructing the appropriate Darboux coor-
dinates naturally associated to the spectral data discussed above, in which the
Hamiltonians in the spectral ring :YAYKSdetermine a Liouville generating func-
tion in completely separated form. First, we shall give a purely computational
description of these coordinates in terms of simultaneous solutions of polynomial
equations. The significance of this prescription in terms of the eigenvector line
bundles of the preceding section will follow.

Let
Af(£) ([r, (3.38)

and denote by /~I(A,¢') the transpose of the matrix of cofactors. Then, over
the spectral curve defined by the characteristic equation (3.34), the columns of
M(A, ¢') are the eigenvectors of Z:(A) (or Af(A)), and hence, generically, these are
all proportional; i.e. M(A,~) has rank 1. Let V0 E C r be a fixed vector, and
denote the solutions to the system of polynomial equations

M(,k, ~)V0 = 0, V0 e C ~ (3.39)

as { ~ , ~ , } ~ = 1 ..... Note that, due to the rank condition, there really are only two
independent equations here, the other r - 2 following as linear consequences.

The significance of these equations in relation to the spectral data is quite

simple; they are the conditions that a section of the dual eigenvector line bundle
E ~ C should vanish. The solutions give the zeros of the components of the
eigenvector determined by the vector V0. As is well known in algebraic geometry,
giving the divisor of zeros of any section of a line bundle amounts to giving the
linear equivalence class of the bundle itself. It follows, since the bundle E --* C
is of degree ~ + r - 1, that there will in general be ~'+ r - 1 zeros. However this
is not necessarily the number of solutions to (3.39), since some of the zeros may
be over A = co. In fact, we may distinguish two cases of particular interest as
follows. In order to characterize the spectrum over ,k = co, define

£(),) := £ ( ~ ) / A m. (3.40)
 34

Case (i). V0 is an eigenvector of ~7(co). In this case, r - 1 of the zeros are

over A = oo (the only point omitted over oo being the one corresponding to the
eigenvalue of V0.) Hence, there are only ~" finite solutions pairs {At,,(t,}t,=l,...y,
and these are generically independent, when viewed as functions on the phase
space O~0 (case (a)) or Ox0 (case (b)). Moreover, they are invariant under
the action of the reduction group for both cases, since this leaves the space
[V0] invariant, and hence they project to functions on the reduced space O ~ d
(case (a)) or O ~ ~d (case (b)). In view of the dimensions given in the Table of
Dimensions, Section 3.2, the projected functions provide coordinate systems on
the reduced spaces. On the prereduced spaces, we must supplement these with
a further r - 1 pairs of coordinate functions, which we define as follows. Choose
a basis where Lo (case (a)) or Y (case (b))is diagonal, and Vo = ( 1 , 0 . . . , 0 ) T.
Then let

ln(/1)il + } • ; = 2 , j # i l n ( p i - pj) for case (a)

qi := ln(L0)il for case (b) (3.41a)
Pi := (io)ii, i = 2,...r. (3.41b)

The pairs {qi, Pi}i=2,...r provide the remaining coordinates required.

Case (ii). Vo is not an eigenvector o f & o o ) and, furthermore, V0 ¢ Im (E.(oo)-

~'i[) for any eigenvalue ~'i(oo) of ~(oo). In this case, none of the zeros are
over A = co, and there are generically ~ + r - 1 independent solution pairs
{Au,(u}u=l,..4+r-1 of eq. 0.39). These then provide a coordinate system on
the prereduced space 050 (case (a)) or O~0 (case (b)).

We then have the following fundamental result.

T h e o r e m 3.2. 1. IfVo ~ Im (~(oo) - "zi][) for any eigenval'ue "Si(oo) of ~.(oo),

tile functions {At,, (t,}a,...y+~-x define a Darboux coordinate system on (9~f° (case
(a) or OAzo (case (b)). The orbital symplectic form is therefore:

~'+r--1
= ^ de,. (3.4231
/*=1

2. IfVo is an eigenvector of Lo (case (a) or Y (case (b)), the functions {At, , (~,},,...y
project to Darboux coordinates on the reduced spaces r,~red '.-9% (case (a)) or O ~or'red
(case (b)), so the reduced orbital symplectic form is:

~'r~d = E dAu A d~'t`. (3.42b)

i~=1
 35

3. If Vo is an eigenvector of Lo (case (~)) or Y (case (b)), the functions

{A~,, ~t*,qi, Pi}~=L...'~j=2,...r define a Darboux coordinate system on O~0 (case
(a) or OW0 (ease (b)), so the orbital sympleetic form is:

o,b : dA. ^ de, + dq, ^ dP,. (3.42c)

/~----1 i----2

In the following section, we consider a number of elementary examples of

the above theorem. We shall see that the resulting spectral Darbouz coordinates
do, indeed, generalize the hyperellipsoidal coordinates that were encountered in
the examples of Section 1.

3.5 Examples

We begin by considering the simplest possible case; namely, where Af0(A) has
only one pole, at A = ~1, and r = 2 or 3. This just corresponds to coadjoint
orbits of the finite dimensional Lie algebras s[(2) and 5[(3). Then we consider the
case ~-[(2, R) + for arbitrary n, with rank(Ni) = kl = 1 for all i = 1 , . . . n. This
reproduces the hyperellipsoidal coordinates for the finite dimensional examples
of Secs. 1.1 and 2.5.1 (cf. [Mo], such as the Neumann oscillator. Finally, we
consider the case ~u(1, 1) +, which provides the appropriate complex coordinates
for the nonlinear SchrSdinger equation, as discussed in Secs. 1.5 and 2.5.2.

(a) Single poles: n = 1

(a.1) Take 9 = s[(2, R), and (without loss of generality), a l = 0. Then the
dimension of a generic orbit is dim OAro = 2. We parametrize N0(A) as follows:

H0(A) - A -
AN1~ 1 - N1 := (o :) u '
(3.43)

and choose
1 _) 0:(10)
01 (3.44)

The characteristic equation is then

det ( £ ( A ) - Z [ r ) = z2 - A 2 - a 2 - u r = 0 . (3.45)

In this case, V0 is an eigenvector of Y and the genus of the spectral curve is ~" = 0,
so there are no {AU,~u}'s. The single pair of spectral Darboux coordinates is
thus
q2 = In u, P2 = a. (3.46)
 36

It is easily verified that, relative to the Lie Poisson structure, they satisfy

{q2, P2} = 1. (3.47)

(a.2) We consider the same orbit as in (a.1), but choose

In this case, V0 is not an eigenvector of Y. The genus is still ~ = 0, but the

equation (3.39) now has a finite solution, giving the Darboux coordinate pair

a
)~1 = - u , {1 = - - . (3.49)
U

These are verified to also satisfy

{~1, ~1 } = o. (3.5o)

(a.3) Take 9 = s[(3,R), and again, c~1 = 0. Then the dimension of a generic
orbit with n = 1 is dim O~o = 6. We parametrize Af0(1) as:

-avU-- b r s)
Af0(A) = N1 : : a e , (3.51)
f b

and choose

Y= 1 0 , Vo= • (3.52)
0 -1

Again, V0 is an eigenvector of Y, but the spectral curve has genus ~ = 1, and is

realized as a 3-fold branched cover of p1. We therefore find one Darboux coordi-
nate pair ()h, ~1), corresponding to a finite zero of the eigenvector components,
plus two further pairs, (q~, P2, q3, P3), corresponding to zeros over A = oo:

1( ev _~) uva+uvb-ev 2-fu 2

AI ='~ b - a - - - + u ' ~1 =
- u v a + uvb - ev 2 + .fu 2
q 2 = l n u, qa=lnv, P2 = a, P3 = b. (3.53)

Again, it is easily verified directly that these form a DarbotLx system, with
nonvanishing Lie Poisson brackets

{A1,~'1} = 1, {q2,P2} = 1, {q3,P3} = 1. (3.54)

 37

(b) Now consider the case 5 + = M ( 2 , R ) +, with a r b i t r a r y n, b u t ranks kl = 1

for all i, and hence d e t ( N i ) = 0 for all the residue matrices Ni. For generM Y,
.M(A) then has the f o r m

N(A) = X a + z.-,i=l .x-s,, -z-,i=, x-s, , (3.55)

C -2 n zi ,~--',n ~:iyl
Ei=I A-al /--~i=1 A-~i
where {xi, Yi}i=1,...nform a Darboux system on the reduced Moser space, which
is identified with R2n/(z2)N. In this case, the characteristic equation defining
the invariant spectra] curve C is

det(£(A) - z~2) = z 2 + a(A)P(A) = 0, (3.56)

where
P(A) = - ( a 2 + bc)A n + Pn_l)~ n-1 + .... (3.57)

In particular, this gives eq. (1.34) for the case a = c = 0, b = - ½ . Thus, C is

hyperelliptic, a 2-sheeted b r a n c h e d cover of p l , with 2n - 1 or 2n finite branch
points, depending on w h e t h e r or not a 2 + bc vanishes. T h e genus is therefore
generically ~ = n - 1. T h e dimension of the coadjoint orbit is dim OAf0 = 2n.
T h e m a t r i x .Ad(X, ~') is
1 - h~_ ' v ' " y,'= \
M-- = - a + 5 ~-,i=l ~,x-o,~?- ~ - ~ - "5 z.-,i=l x - ~ } . (3.58)
n , a -- 1 X'n ~;Y! -- £]
--C-- 1 EI=I X-oi 2 A-~i=I X-~i "~/
Taking
Vo= (10), (3.59)

if c # 0, V0 is not an eigenvector of Y, so the full set of n spectral D a r b o u x

coordinate pairs {)~u, fft`}t`=l ..... are given by:
xi
i=, ~ + 2c = O, (3.60a)

1~ xlyi
{t` = - a + 7 i=x A - u - - ~ i ' (3.60b)

I~= l , . . . n .
These are therefore hyperelliptic coodinate~ {At, } and their conjugate m o m e n t a
{C,'t`}. In the case c = 0, $I0 is an eigenvector of Y, and eqs. (3.60a,b) are replaced
by
2
1 zi - O, (3.61a)
i=1 ,X, - ai
1~ ziYi
(3.61b)
~, - a + -~ i=1 ,X, - o~i
tz = 1 , . . . n - 1,
 38

yielding only n - 1 pairs of Darboux coordinates {A#, ( , u } # = l . . . . . . 1, since one of

the zeros of the eigenvector components lies over A = ~ . We must therefore
complete the system by defining the additional pair

1 n 1 n
q := In (5 ~ ~)' P := ~ ~ x,y,. (3.62)
i=1 i=1

It is easily verified directly that

w = -dO, (3.63)

where
0 := ~ yidxi = ~ , = 1 ~t'd)~t, if c ¢ 0
n--1 (3.64)
i=1 ~-~=1 ~,d)~t, + Pdq if c = 0.

(c) N L S Equation: ~ ( 1 , 1) +
Taking the orbit O•o in ~ ( 1 , 1) +* as parametrized in eqs. (2.54), (2.55), with
Y = 0, the symplectic submanifold O ~ ° C OXo is defined by the constraint

d = o. (3.65)
i=1

The spectral Darboux coordinates {q, P, A~,,¢'~,}~=1,..,n-1 are then given by eqs.
(1.52a-c). It is easily verified in this case that the orbital symplectic form re-
stricted to 050 is
Worb = -dO, (3.66)

where
n n--2

elO~o = - i ~ ~Azjjo~ ° = ~ ¢ . ~ + P~q, (3.67)

j=l t~=l

so {q, P, ),~,, ~,}~,=1 ...... 2 do, indeed, define a Darboux coordinate system.

A similar construction holds for the case of the sine-Gordon equation (Sec-
tion 1.3), where the relevant algebra is the twisted loop algebra ~ ( 2 ) +, obtained
by a suitable combination of discrete and continuous reductions. The orbits are
parametrized by eqs. (1.60), (1.61a,b), and the relevant spectral Darboux coor-
dinates determined by eqs. (1.84a,b). Details may be found in [ H W ] .

In the last section we explain how, in the general case, these spectral
Darboux coordinates lead directly to a linearization of the ANS flows through
the Liouville-Arnold integration procedure. In each case the relevant lJnearizing
map turns out to be the Abel map to the Jacobi variety of the spectral curve.
 39

3.6 Liouville-Arnold Integration

Using the spectral Darboux coordianates, we may define the local equivalent of
the "canonical" 1-form

' ±
0 := Z (~'dXu + Pidq, (3.68a)
#=1 i=2
i "
= + P, dq,, (3.6Sb)
,,=1 a,..,., i=2
where
% := a(X~,)(,. (3.69)
(Note that for the examples given above, this actually is the canonical 1-form
on R2n/(Z2)n , or c2n/(z2) n, viewed as the cotangent bundle of Rn/(Z2) n and
Cn/(Z2) n, respectively.) On the Liouville-Arnold torus T, defined by taking the
simultaneous level sets
Pi~ = Ci~, Pi = Ci (3.70)
of the spectral invariants, we have

olT = d S ( ~ l , . . . ~ , q 2 , . . , qr, P~,, P~), (3.71)

where S(A1,..., Ay, q2,.-., qr, Pia, Pi) is the Liouville generating function to the
canonical coordinates conjugate to the invariants (Pin, Pi). Eq. (3.71) can be in-
tegrated by viewing z = z(A, Pin, Pi) as a meromorphic function on the Riemann
surface of the spectral curve C.

S(Xu, qi, Pi~, Pi) = dk + ~ qiPi, (3.72)

,=1 o a(~) i=2

where zv = zl,(A~,,Pia,Pi ) is essentially determined implicitly by the spectral

equation
P(X,, zu(X,, Pia, Pl)) = 0. (3.73)
The linearizing coordinates for AKS flows are then given, as usual, by differen-
tiation of S with respect to the invariants:

Q~° - - op--~x = + Q,a,O (3.74al

t~=l o
OS _ g ' r ~ f X~' 1 OZ Oh
Oi - OPi ~-" ]x a(A) OPi dA + qi = - ~ i t + Qi,o,
#=1 °u (3.74b)
 40

where, from the explicit structure (3.27) of the characteristic polynomial given
in Proposition 3.1, we obtain, by implicit differentiation, that the integrands of
eqs. (3.74a,b) are of the form

1 Oz d A - ai(~)zr--i'~a (3.75a)
win := a(1) OPia "Pz(l,z) dA
1 Oz ,k
- p (A, z)
(3.75b)

where

(P1 - Pi) E2<i1<i2...<i1_2•i Pit... Pii_~

and e= 0 for case (a)
Rij := { (3.76)
(Vx - YI) E2<i,<i,...<ij_~¢i Yi,"'- Yij_=
and e = 1 for case (b) .

The point to note is that the differentials {wla}, {wi} appearing in eqs. (3.75a,b)
are, respectively, abelian differentials of the first and third kinds on the Riemann
surface defined by C, the latter having their poles at the points ( ~ 1 , . . . ,c~r)
over A = c~.

T h e o r e m 3.3 [ A H H 3 ] . The ~ differentials {wia}i=l,...~ in eq. 0.75a) form a

basis for the space H°(S, I(g) of abelian differentials of the first kind (where I(g
denotes the canonical bundle). The linear flow equation (3.74a) may therefore
be expressed as:
A(D) = B + Ut, (3.77)

where A : SgC ~ Ch'/F is the Abel map, and B , U E C y are obtained by

applying the inverse of the ~ × ~ normalizing matrix M, with elements

Mt,,(ia ) := ~( Win, (3.78)

to the vectors C, H 6 C ~ with components Cia and --O--P-~,

oh respectively (the pair
(ia) viewed as a single coordinate label in Ci). The r - 1 differentials {wi}i=2,...r
in eq. (3.75b) are abelian differentials of the third kind with simple poles at ooi
and ool, and residues +1 and - 1 , respectively.

Comparing this general formula with the specific cases (1.23), (1.55), (1.56),
(1.88a,b), for the examples of Section 1, we see that this provides the generafiza-
tion that was required, expressing all linearized AKS flows on rational coadjoint
orbits of ~](r)+, and its reductions through the Abel map.
 41

It is possible, moreover, to invert the map expressing these flows, by ex-

pressing any symmetric function of the coordinates {A~,, (u}t,=l,...~ in terms of
the Riemann theta function associated to the curve C. For example, in view of
eq. (3.74b), the coordinates {qi}i=2,...r themselves are expressed as such symmet-
ric functions through abelian integrals of the third kind. Applying the reciprocity
theorem relating the two kinds of abelian integrals (viz. [ A H H 3 ] ) , we obtain:

C o r o l l a r y 3.4 [ A t I H 3 ] . For a suitable choice of constants {ei, fi}i=2,...r, the

coordinate functions {qi(t)} satisfying eq.(3.74b) are given by:

[0(B + tU- A(ooi)- K)] (3.79)

qi(t) = In L0(B + t-U - ~ - - - K ) ) + e i t + fi,

where K E C y is the Riemann constant.

This generalizes the theta function formula (1.57) giving the solution of the
NLS equation. Similar formulae exist e.g., for the sine-Gordon equation ( [ H W ] )
and many other systems that can be cast in terms of commuting AKS flows in
rational coadjoint orbits of loop algebras. Aside from technical complications
resulting, e.g., from the reduction procedure or the imposition of further sym-
plectic constraints, or from the presence of further singularities in the spectral
curve, the procedure is largely algorithmic. It provides a very general setting
for the explicit application of the Liouville-Arnold integration procedure to a
wide class of known - and yet to be discovered - integrable Hamiltonian systems.
Moreover, the moment map embedding method makes it possible to treat both
the intrinsically finite dimensional systems, and those systems corresponding to
finite dimensional sectors of integrable systems of PDE's (solitons, finite band
solutions, etc.) on exactly the same footing.

Acknowledgements. Most of the results described here were obtained in collabo-

ration with a number of colleagues and friends, whose i m p o r t a n t contributions to
this work it is a pleasure to acknowledge. My thanks to M. Adams, J. Hurtubise,
E. Previato and M.-A. Wisse for their valuable input and help over an extended
period. I would also like to thank G. Helminck and the other organizers of the
8th Scheveningen conference for their very kind hospitality and for the cordial
and stimulating environment they helped to create.
 42

REFERENCES

[AA] Al'ber, S.J., Al'ber, M.S., "Hamiltonian Formalism for Nonlinear Schrbdinger Equations
and Sine-Gordon Equations", J. London Math. Soe. (2) 36, 176-192 (1987).
[AM] Abraham, R., Marsden, J.E., Foundations of Mechanics, 2nd ed., Reading, MA, Ben-
jamin Cummings, Ch. 4 (1978).
[AHH1] Adams, M.R., Harnad, J. and Hurtubise, J., "Dual Moment Maps to Loop Algebras",
Lett. Math. Phys. 20, 294-308 (1990).
[AHH2] Adams, M.R., Harnad, J. and Hurtubise, J., "Isospectral Hamiltonian Flows in Finite
and Infinite Dimensions II. Integration of Flows", Commun. Math. Phys. 134, 555-585
(1990).
[AHH3] Adams, M. R., Harnad, J. and Hurtubise, J., "Darboux Coordinates and Liouville-
Arnold Integration in Loop Algebras," Commun. Math. Phys./(1993, in press).
[AHH4] Adams, M.R., Harnad, J. and Hurtubise, J., "Liouville Generating Function for Isospec-
tral Hamiltonian Flow in Loop Algebras", in: Integrable and Superintergrable Systems,
ed. B. Kuperschmidt, World Scientific, Singapore (1990).
[AHH5] Adams, M.R., Harnad, J. and Hurtubise, J., "Coadjoint Orbits, Spectral Curves and
Darboux Coordinates", in: The Geometry of Hamiltonian Systems, ed. T. Ratiu, Publ.
MSRI Springer-Verlag, New York (1991); "Integrable Hamiltonian Systems on Ratio-
nal Coadjoint Orbits of Loop Algebras", in: Hamiltonian Systems, Transformation
Groups and Spectral Transform Methods, ed. J. Harnad and J. Marsden, Publ. C.R.M.,
Montreal (1990).
[AHP] Adams, M.R., Harnad, J. and Previato, E., "Isospectral Hamiltonian Flows in Finite
and Infinite Dimensions I. Generalised Moser Systems and Moment Maps into Loop
Algebras", Commun. Math. Phys. 117", 451-500 (1988).
[AvM] Adler, M. and van Moerbeke, P., "Completely Integrable Systems, Euclidean Lie Al-
gebras, and Curves," Adv. Math. 38, 267-317 (1980); "Linearization of Hamiltonian
Systems, Jacobi Varieties and Representation Theory," ibid. 38, 318-379 (1980).
[Du] Dubrovin, B.A., "Theta F~anctions and Nonlinear Equations", Russ. Math. Surv. 36,
11-92 (1981).
[KN] Krichever, I.M.and Novikov, S.P., "Holomorphic Bundles over Algebraic Curves and
Nonlinear Equations", Russ. Math. Surveys 32, 53-79 (1980).
[HW] Harnad, J. and Wisse, M.-A. "Isospectral Flow in Loop Algebras and Quasiperiodic
Solutions of the Sine-Gordon Equation", J. Math. Phys. (1993, in press).
[Mo] Moser, J., "Geometry of Quadrics and Spectral Theory", The Chern Symposium, Berke-
ley, June 1979, 147-188, Springer, New York, (1980).

IN] Neumann, C., "De problemate quodam mechanico, quod ad primam integralium ultra-
ellipticorum classem revocatur", J. Reine Angew. Math. 56, 46-63 (1859).
[P1] Previato, E., "Hyperelliptic quasi-periodic and soliton solutions of the nonlinear
SchrSdinger equation." Duke Math. J. 52, 329-377 (1985).
[P2] Previato, E. "A particle-system model of the sine-Gordon hierarchy, Solitons and coher-
ent structures", Physica D 18, 312-314, (1986).
[RS] Reiman, A.G., and Semenov-Tian-Shansky, M.A., "Reduction of Hamiltonian systems,
Affine Lie algebras and Lax Equations I, II', Invent. Math. 54, 81-100 (1979); ibid. 63,
423-432 (1981).
 G e o m e t r y of the modified K d V equation

Emma Previato

Mathematics Department, Boston University, Boston, MA 02215

I n t r o d u c t i o n . This is a write-up of my three Scheveningen lectures, which were

intended as an educational overview of various aspects of the mKdV (modified
Korteweg-de Vries) equation, vtTz6v2vx + v ~ = 0. The equation admits of the
several integrability techniques which were progressively made famous by the
KdV theory (see diagram below). However, I don't know of a place where all
the recipes are spelled out for mKdV. Thus, there seemed to be two purposes
to the exercise of writing these lectures: one was the precise identification of the
appropriate geometric objects for solution; the other was spotlighting several
concrete open problems in the KdV theory for which the mKdV construction
gives a vantage point. The picture to keep in mind is that mKdV solutions fiber
over KdV solutions the way a flag manifold fibres over a Grassmannian. This
was pointed out in [DS], cf. [W2], but it was pursued in the language of Lie
algebras rather than at the level of maps between curves, hamiltonian systems,
and explicit families of special solutions. We precede the account of the lectures
by a diagram which provides a Leitfaden and an abstract, and follow it by a list
of open problems and suggested links, pertaining to the individual lectures.

Acknowledgements. I would like to thank Prof. R. Goldstein for making avail-

able his preprint [GP2] and very promptly clarifying a passage in his paper [GP1]
which I had been unable to work out. I want to say that the NSA provided enor-
mous incentive for me by financing the participation in the conference of my
Ph.D. student A. Kasman of Boston University under grant MDA904-92-H-3032.
Finally, I must thank the organizers, first and foremost for inviting me, and then
for providing one of the most friendly, thoughtfully catered to, and homogeneous
workshop experiences I ever had: as bright and crisp as a Rembrandt etching
come to life.
 44

Leitfaden

PDE --. Miura

Transformation ~ ~ Drinfel'd-Sokolov

Inverse Scattering Segal-Wilson

Zakharov-Shabat Grassmannlan
Lax

S c a t t e r i n g D a t a as Finite-Dimensional Algebraic Geometry

C a n o n i c a l V a r i a b l e s --* H a m i l t o n i a n S y s t e m --* S q u a r e d E i g e n f u n c -
tions, B a k e r F u n c t i o n

L e c t u r e 1.
1.1 Set up for contrast:

KdV KP
mKdV
NLS DS
sine-Gordon

1.2 AKNS formalism: Lax pairs and Lenard Hamiltonian structures.

1.3 Scattering data: Deift-Lund-Trubowitz Hamiltonian structures.
1.4 The finite-dimensional model: curve theory.
1.5 Coadjoint orbit interpretation and reductions for rank 2 perturbations.

L e c t u r e 2.
2.1 The Segal-Wilson Grassmannian.
2.2 Adaptation to the multicomponent case.
2.3 The Drinfel'd-Sokolov theory.
2.4 Finite-dimensional Grassmannian.

L e c t u r e 3.
3.1 Darboux transformations.
3.2 The Krichever-Novikov equations.
 45

1. W h y m K d V
1.1 A n e c d o t e s . It's official! We no longer need to excuse our interest in
KdV. I was able to bring to the school the 1992 poster created by the Joint Policy
Board for Mathematics. It depicts an ocean wave towering over a ship and the
caption says, among other things: "The solitary wave [was] found by Korteweg
and de Vries in 1895 to be governed by the equation T? + + ° ~-;
0~ +u u~~-;0~ ---'
0xs°~ =
0. Until recently, solution of this equation strained the resources of the most
powerful computers, but mathematical advances have now made the solution of
this equation routine. (...) Not only has the mathematical theory of water waves
helped to understand and protect our environment, but its insights have also had
significant impact on technological development. Although the solitary wave is
now well understood, other water waves still have mysterious effects on our
environment and remain objects of active mathematical research." As you can
tell, the goal of this material is to sensitize the general public to the importance of
mathematics; it was issued on the occasion of "Mathematics Awareness Week,"
an annual event established by a presidential proclamation in 1986. I thought it
was pretty good of the KdV equation to make it to the poster! Less frivolously
perhaps, KdV is the prototype of its genre, according to the Mathematics Subject
Classification (1992 Revision) 35Q53: KdV-like equations. So, how to excuse my
interest in mKdV? Until recently all I knew was the chance discovery reported
in [AS, p. 6]: R. Miura decided to seek conserved quantities for an equation with
one higher degree of nonlinearity than KdV:

vt - 6v2v~ + v~x~ = 0 (mKdV)

ut + 6 u u ~ + u ~ = 0 (KdV)
and discovered what is known as the "Miura transformation":

u = - v 2 - v~ (MT)

which takes a solution of mKdV to one of KdV: indeed, ut + 6 u u ~ + uxx~: =

- ( 2 v + O~)(v, - 6v2v~ + v ~ , ~ ) .
Moreover, the standard substitution v = ~ for the Riccati equation - v 2 -
v~ - u = 0 = (a~ + u)¢ suggested that the conserved quantities be related to
the spectrum of the operator L = a~ + u (we write 0~, or 0 for d) and gave
rise to the Lax-pair representation, linearization and complete integrability of
the problem! (see §2). In 1991 however, P. Nelson alerted me to recent work by
R.E. Goldstein and D.M. Petrich [GP1,2] where mKdV appears naturally and
KdV is derived from it. I report their theory below not only because it is so
satisfying but also because it gives a geometric interpretation for the role of the
Schwarzian derivative.

1.2 C u r v a t u r e d y n a m i c s . It is shown in [GP1] that the physically im-

portant description of a plane region which moves in time with conserved area
and perimeter can be given by imposing that the curvature satisfy the m K d V
equation (up to rescaling): we reproduce this striking derivation. We study a
 46

family of closed plane curves Ct, whose points are 2-vectors r(t) depending on
a (time) parameter t. The curve dynamics will be given by _rt = U N + WT,
where: U, W are functions of 1; __T,N are the unit tangent and normal vector to
the curve Ct at each point; and W is assumed to be periodic on each curve. On
each curve the parametrization by arc length s obtains the Frdnet-Serret equa-
tions T = _r,, - ~ N = T , , ~ T = N , (~ is the curvature); we make the further
assumption that the motion be purely local, that is U, W be functions of ~¢ and
its s-derivatives. Global geometric quantities are the length of the curve Ct and
the enclosed area: L(t) = ~(r_~ . r~)l/~dcr, A(t) = ½ :~ r_ x r~d~r, where ~r is any
given parametrization of Ct; we regard tr, t as independent variables, thus we get
variational equations:

Lt = j (re,. r_,,)-ll2(rtc, • ra)dtr = j (U + tcW)ds (by substitution: da - ~sdS,

ds s , etc.); At = J r × _rtodo" = / r_t × _radcr (by parts) = J Uds.

r_a = ~-~ar

If we now impose the stronger condition that arc length be preserved locally,
the first equation says U + ~ W - 0 and this is (not surprisingly) equivalent
to requiring that s and t be independent variables, indeed: [(9,,(gt]r = (t~U +
W , ) r , . Under this assumption, the curvature evolution is found as: ~ = (T, •
T_.s)l/2 ~ t¢ t = - - 1 2 U where 12 = (9,, + n 2 + n, (9- t ~, where a choice of integration
is unique up to an arbitrary function of time c(t): W = - f " d d n U + c =
-(9-1~U. The next major remark is that area-invariance is satisfied for U =
O , f for which tcU(= - W , ) = (9,g; the simplest example is U 0) = 0, W 0 ) =
c (arbitrary constant), which means that Ct is simply a reparametrization of
Co. The next U (2) = ns , W(2) = - ' V ~2 gives mKdV tot = -to**, - ~n 3 2~,, as
advertised. Moreover, the recursion: U ('~) = 12U (n-l) = 12(,-2)n, (n > 2),
W(") = - 0 - 1 n U (n) gives the mKdV hierarchy, nt = -12U(n). Now for the last
feature, which we call the Schwarzian Derivative (SD): I would like to try and
explain it in three separate ways:
(A) We know that the (rescaled) MT, u = - l t ¢ 2 - in, achieves the KdV
equation; in fact, the M T of the entire hierarchy nt = - 1 2 U ( ' ) goes to the
(independently defined) KdV hierarchy ut + (9, K (n) = ((9, -i~)(t~t + 12g(n)) = O.
[GP1] gives the curve-dynamics interpretation: if we identify the R2-plane with
the C-plane through z ( s , t ) = z ( s , t ) + iy(s,t) and change variables through
z(s,t) = f" ds'e i°(, ,st) so that 0 = - i l o g ( z s ) and n = - i z-'-t
Z
= -i(9, logzs (notice
that Zs and - i z s are the unit tangent and normal, resp. 1 then u = - S D ( z ) =
- [ ( z)z--~
, - ½ \j(z-~'~2].
z, / Thus, the area-preserving dynamics for z ( s , t ) becomes
KdV for the SD, which is the basic invariant under (conformal) MSbius maps
az+b
Z t-.-+ c z + d "

(B) The equation n = - i 0 , logz, in (A) actually occurs if you implement

the "QR algorithm" version of the MT: factor L = ((9, + n)(0, - ~) (this gives
u = - n 2 - ~ , and can be viewed as an operator analog of the QR factorization for
 47

matrices) and notice that for any basis ~bl, ~b2 of solutions of L~b = 0 compatible
with the factorization, namely such that (0, - ~¢)~bx = 0, z = tbl/~b2 satisfies
the "singular Krichever-Novikov equation": zt = z,~ - ~3 % ~2 ~ - I
~ ([Do], we follow
[W3]). The group SL(2, C) is the differential Galois group of the extension C <
u > C C < ~bl,~b2 >: here C < u > denotes the differential field generated
by u, which in turn means the field of rational functions in the indeterminates
u, u(J), j > 0, with the derivation acting as O,u(J) = u (j+l), and differential
automorphisms are those which preserve derivatives. The extension C < u >C
C < z > has Galois group G = PSL(2, C) and the intermediate extension
C < v >C C < z > is the fixed field of the subgroup B C G of upper-triangular
matrices (modulo 4-1).
(C) We follow [Se]: A basis of solutions of the equation L,,y = (0~ + u)y =
0 gives a projective connection (cf. [D, 1.5]) on {s}, by: s ~ [~bx(s),~b2(s)];
conversely, a parametrization of pX can be so written and by multiplying ~bl
and ~b2 by a function of s the Wronskian ~b~b2 - $~bx may be made to equal
1; then ~b~'/~bl = ~b~'/~b2 so that ~kl and ~b2 are solutions of an equation Lu. To
render this independent of parametrization, we let the group PSL(2) of linear
fractional transformations act on p1; indeed, a smooth map $: s ~ $(s) induces
~b*L,, = L,~, where fi = u(fb(s))c~'(s) ~ + ½SD(~b); the SD is the only PSL(2)-
invariant. [Se] goes on to show that KdV is reduction of "free motion" on the dual
1)* of the lie algebra 1) = R @ I), a central extension of I; = Difl~- ($1). Moreover,
the space X ( S x) C 1)* of periodic KdV operators is then identified with the
symplectic quotient under a G = PSL(2) action on the space of connections
in a PX-bundle over 5:1; this seems to be the z-space, which under reduction
for the action of the subgroup B defined in (B) will yield the v-space and the
mKdV equation: thus, the perimeter/area preserving curve dynamics falls out
of a variational principle.

2. S q u a r e d e i g e n f u n c t i o n s
These objects, like the SD of §1, have also surfaced quite often, and in
apparent isolation, in the theory of integrable equations: I would like to offer a
thread through the maze:
(A) Burchnall and Chaundy [BC]: really the fundamental idea. Introduce
the formal adjoint Lt of an ODO L to give a dictionary between algebraic and
transcendental solutions to the BC problem (cf. 2.3.2). Via "trace formulae",
one gets solutions to the PDE's; theta functions are then available in two ways,
one a priori via the Krichever map, and one a posteriori by a knowledge of the
divisors: Mumford uses this to characterize hyperelliptic period matrices! [Mu].
(B) Magnus and Winkler [MW, Ch.II]: the ODE satisfied by the "squared
eigenfunctions" of Hill's operator gives the recursion operator (or the Lenard pair
of Hamiltonian structures) because of the equation !b+ (x)~b~-(x) = R~(x, z), the
kernel of the resolvent [cf. McK].
(C) The Hamiltonian model in which ~b+, ~b- are viewed as canonical vari-
ables, and reduction of free motion yields classical problems (Neumann's con-
 48

strained harmonic motion; Jacobi's geodesic on the ellipsoid, cf. [EF]) as related
to KdV; mysteriously, this is capable of a "smearing" procedure on the line
which allowed [DLT] to interpret the KdV (and other second-order) evolutions
for rapidly vanishing potentials as hamiltonian flows for a symplectie structure
on coordinates parametrized by the continuous spectrum.
(D) The generalization of (h) to a dual tau/Baker function on the Sato-
Segal-Wilson Grassmannian; at the level of divisors, Cherednik's result: O ( D ) ~-~
O* ( n ) ® O ( K ) where K is the canonical divisor [C].
(E) The generalization of (B),(C) to any order (called the n-th generalized
KdV equation in [SW]) was found by R. Schilling [S] in the context of classical
ODE and in [AHP] by symplectie quotients in loop algebras.

By and by, it became clear how the same objects could be given the various
interpretations (A)-(E), but since a theoretic explanation of that would exceed
the length allotted, we will just give concrete illustrations for the mKdV case.

2.1 E i g e n v a l u e p r o b l e m . To get started, one needs to pull the Lax pair

out of the blue: recall that for KdV this was: Lt = [B, L] where L = 02 + u , B =
4 a a + 6u0 + 3ux. More generally, the KP hierarchy is defined as the set of
evolutions:
Otk£ = [(£k)+, £] (KP)
on the coefficients uj (t) of a formal pseudodifferential operator £ = ~1_o~ uj 0 / ,
with normalizations ul - 1, u0 = 0 (which are achieved by the two automor-
phisms of the algebra ~D of differential operators, change of variables and conju-
gation by a function.) For the definition and basic properties of operations i n / 7
we refer the reader to [SW,§4]. The generalized nth KdV hierarchy is satisfied
by those KP solutions £ for which (£n)+ = £ , , equivalently tk, is a stationary
evolution for all integers k _> 1.
The AKNS method (ef. [AS]§I.2), a spectral problem for 2 × 2 matrix op-
erators, gives both KdV and mKdV as follows: compatibility of y~ = X y and
Yt = Ty, where y = [Yl Y2]T, means X t - T~ = [T, X]. The matrices X, T are
assumed to have particular forms, for example

{ yl~=-i'yl+qy2 and ~ y l t = A y l + B y 2
y ~ = i~y2 + ryl [, Y2t Cyl + Dy2

with A, B, C, D scalar functions independent of t; it turns out to be useful to

expand them in powers of the spectral parameter (: if

A = 4i~ 3 - 2iqr( - (qr~ - qxr) = - D

B = 4q~ 2 + 2iqr~ + 2q~r - q ~
C = 4r~ ~ - 2ir~=~ + 2qr 2 - r~r

then the "constraint" r = - 1 gives qt + 6qq~ + qr~: = 0 (KdV) and r = =Fq

gives qt + 6q2qr + qxrr = 0 (mKdV). Now let us rework and explain them (after
 49

[Wl]) in terms of differential rings. We can rewrite the AKNS compatibility in

the form of a 2 × 2 matrix Lax pair:

L = [Or-~] B -- 4 [ 0 0 3 ]-v O - 6 qr q ~ ] o - 3 [ ( q r ) x
[Qq qx~ ]
' rx qr [ rx~ (qr)~ "

The form of B is explained by the fact that a sequence of commuting flows in

A4 (the algebra of formal expressions ~-~¢0 uj 0j where uj are 2 x 2 matrices of
analytic functions) is given by equations 0jL = [(Pj)+, L] where Pj belongs to
the centralizer of L C~(L), and there is a unique such element homogeneous of
any (positive) degree j (for a precise statement, see [W1,2.19]).
The next item is the implementation of algebraic geometry to get exact
solutions; there are two approaches and we describe first the Krichever method,
then the one inspired by Inverse Scattering.
2.2 K r i c h e v e r m e t h o d . As opposed to the KP (scalar) case, in which the
solution was provided by a Baker function, we need to construct a Baker vector
which have 2 components; geometrically, this is achieved by picking 2 (smooth)
points on a curve C rather than 1 point Po~; the osculating vectors to the curve
inside Jac C at those points give rise to 2 sequences x~a) ((~ = 1,2; j > 1) of
"multicomponent" KP flows, cf. [DJKM§4]. The amazing thing is that you can
impose constraints on the curve and the point so as to obtain the very equa-
tions of applied mathematics. The amusing thing is that the algebro-geometric
description of the orbits changes, however slightly. The prototype situation (gen-
eralized) KdV, is the simplest: the fact that tkn be stationary flows for all positive
integers k means that there exists a function with pole of order n at Poo and
regular elsewhere: indeed, if the nth root of that function is taken to be the
local parameter (inverse) z corresponding to the operator £ (as in [SW]§4-6),
then (£n)+ __ ~:n. For the 2-point case, we set up the general situation first. Let
P1, P2 be smooth points on a curve C, which too will be smooth in most of our
considerations for the sole purpose of making the exposition simpler. The geo-
metric ingredients for solution will be: (a) a choice of local parameter (inverse)
tci at P~ (i = 1, 2); (b) an element of the C* extension G of Jac C which is the
generalized Jacobian of the curve obtained by identifying P1 and P2; in practice,
a line bundle associated to a sheaf E on C, plus an identification of the fibres
Cp1 and Ep2; with the additional condition that the divisor associated to C be
Q1 + ... + Qg+l, where g --genus C, and Q1 + .-- + Qg+l - P1 - P2 have no
sections; (c) a deformation of C, given by l)atching functions ¢i (i -- 1, 2) with
the following properties: ¢i is meromorphic on C\{P1, P2} with poles bounded
by ~-~+1 Qj; and ¢i has an essential singularity at ~ j with local expansion:
c~

¢i(x, tk, ~:j) = exp(x~¢i + tkRj(~j))( Z ~J(x, t~)~-~'),

s----0

the Rj being suitable polynomials. Corresponding to these flows, we obtain the

differential operators (Pj)+ referred to in 2.1. For reasons which will become
 50

clear below, we compute two examples: after normalizing the Baker vector so
that ~ -- 6ij, we can find "unique" (up to some normalizations) operators

L = [O0 ? O ] + [Or o q ] , B2= [ 02

0 _~2] + [Or O q ] 0 + [7 ~]'

B3 =
003 -2 r~ qr -4 [ rxz qxr -I- qr~:
such that

¢[p.], where ¢ = T and the "time" defor-

mations of the line bundle are imposed by a suitable choice of the polynomials
hi:

2.2.1 R e m a r k . The choices are not so obvious from an algebraic point

of view, see also Remark 2.2.2. Why not seek (nontrivial) Lax pairs for L =
[0o ~J+ [~ 0 ] ? This follows from the (only)assumption made in [Wl] on
the form of the matrices, namely: the leading coefficient is an invertible diagonal
matrix un = diag(cl,..., cl) and the next coefficient u,~_ 1 is a matrix of functions
with un-l,ij = 0 if ci = cj. To quote [W1], "The purpose of this assumption is
to ensure that we can conjugate L into its leading term by a suitable 'integral
operator.' The assumption is true for all the operators L that have arisen in
applications, though this may be partly because the examples were found using
the construction [given below]." However, the geometric meaning is clear: we ask
that the line bundle be deformed linearly (thus the transition exp(SRj (~¢j)tj)).
Let's call Vi the (translation invariant) flow on G corresponding to the tangent
vector 0,:~ to C at Pi; the various Lax operators Bj are simply the matricial
representation of these deformations on a normalized set of transition functions
¢1 ' ¢2: thus L¢ = 0~¢ = ~ L = r~0 -~[. L C = O y ¢ is the deformation ~71-
I.
0 1
'
Us, etc. As per Krichever's construction, a flow is trivial ¢~ the corresponding
deformation comes from a global function regular on C\{P1, P2}. Thus, if C is
hyperelliptic, P1 + P2 is the hyperelliptic divisor, and f is a function whose only
(simple) poles are Px and P2, then the choice ~¢1 = f = -~2 will produce a y-
independent hierarchy, the spectral equation L¢ = Oy¢ will become L¢ = f ¢ =
[ O1 --~20][¢p1¢ [P2]andtheLaxpair[Ll'B-Ot2]=Owillgivethec°upled
NLS (=nonlinear Schrbdinger)(the "reality conditions" ~ = =t:r give the usual
qxx
qt -- q~r
NLS)
rt = ~
rxx + r2q
2 Notice that if this is the case the flow [t2nl2, t2~] is
 51

trivial as well as [t'3~1a, -t'a~aa], which is why we chose B2, B3 the way we did. In
fact, under the same assumptions, [L, - 4 B 3 - 0 ¢ ] yields mKdV: qt+6q~qr+qx~: =
0 = qt 4- 6q~q 2 + q~:~:~ for q = +r. However, if we don't impose restrictions
on the curve, we obtain the Davey-Stewartson equation1! Indeed, the Lax pair
[L - 0~, B2 - (gt] yields
q~:x qyy
qt = y + ~ + q ( o ~ - 6 )

rt- 2 2

together with
i x : - - o~ -- (qr)x (qr)y
2 2
6= + 6~ = (q")= (qr)~
2 2
so that l e t t i n g a - 6 = Q - qr one obtains qt = ~2 + ~ - qur + qQ, where
Qzx + Qy~ = 2(qr)uy, which becomes exactly Davey-Stewartson [AS (2.1.59)]
under the reality conditions ~ = :t:r. As a last remark, we offer an algorithm
for writing (in the general-curve case) the (formal) pseudodifferential (matrix)
operator £ such that L:¢ = d i a g ( g l , - g 2 ) ¢ hence such that (/2)+ = L; it is
nothing hut the Euclidean algorithm adapted to noncommutative rings, cf. [P3].

2.2.2 R e m a r k . There is of course a dictionary which takes scalar to matrix

operators, though not in general the other way around, so that (generalized)
KdV has been presented as a matrix problem. I would like to explain a point
of potential confusion (for me at least), which is also pertinent to the mKdV
situation. There are 2 essentially different 2 x 2 matrix models for KdV: [DS]
set it up for L : [00 ~]q-[0 0 ~] and [AS] for L = [(90 __0(9]-[01 ~].You
may recall that the L-format was excluded in 2.2.1, unless q ~ 0; however, the
corresponding spectral problem is Ly = Z_y where a is the matrix [ 0 ~] ; thus,
this is nothing but the scalar ~ matrix isometry defined in [SW] and explained
thereby as a correspondence between Gr (2) C G r and a homogeneous space
for the loop group L(SL(2)). In particular, the corresponding scalar equation is
((92 + q)Yl = Xyl, so that X is still the square of a local parameter g at P ~ on C.
On the contrary, the [AS] format of L a n d B = - 4 0 <93 - 6 (9-
q
r "1

a | ~ ~ -q=~| does correspond to the 2-point geometry described above. Now

tu qx 1
this is puzzling: we saw that the line bundle flows on a generalized Jacobian,
whereas if we present KdV as a scalar Lax pair the line bundle flows on a

1 I am grateful to J. Harnad for telling me about this "2+1" (i.e. (x, y) and t) version
of NLS a few years ago.
 52

compact Jacobian. The explanation is the following: the curve 6" where the 2-
point construction is implemented is a 2:1 cover of a 1-point curve C ( P ~ is
a branch point for the hyperelliptie involution); the constraint r -- - 1 for the
solution is achieved on a subvariety of G which can he identified with Jac C.
For example, in genus 1 (i.e., [L, B] -- 0 with a third-order B of the kind given
above) the curve C is calculated as the resultant of L - ~, B - ju given by the
determinant of a 6 x 6 BC matrix as in [P3]; the equation is/,2 = ha + aA2 + b,
obviously a 2:1 cover of a KdV curve. More instances of this phenomenon will
be illustrated in 2.3.3 (sine-Gordon, mKdV).
Before leaving this subsection we should say that Krichever's construction
gives explicit solutions in terms of theta functions. In view of that, we record
what the mKdV/Davey Stewartson functions are in terms of the coefficients of
the Baker vectors: q = 2{~ 2, r = 2{~ 1, {~1+~1~ = {1=~+{~ = ~ . Using
formulas of J. Fay's it is possible to check directly that the corresponding theta-
function expressions, though transcendental, satisfy the given PDE (of. [Mu,P1]).
However, imposing reality conditions and constraints becomes easier if we use
algebraic functions on C, as explained in 2.3.

2.3 Classical i n t e g r a b l e H a m i l t o n i a n s y s t e m s . I would like to present

three manifestations of these. The first to be discussed, because the most mys-
terious for me, is a continuum of harmonic oscillators; the second, the residue
theorem for a given differential on C; the third, a moment-map construction
which produces a matrix Lax-pair polynomial in the curve parameter, as op-
posed to the differential-operator Lax pair of 2.2.

2.3.1 [DLT] used Jost eigenfunctions labeled by k E R as symplectic coor-

dinates to write the evolution of several second-order problems as constrained
harmonic oscillators via the IST (Inverse Scattering Transform). Their formulas
are extremely (and mysteriously) inspirational for the finite-dimensional model,
which they often yield by a simple renormalization and by letting k = 1 , . . . , n.
Here we just want to exhibit the squared eigenfunctions. It so happens that
the analytic formalism (Poisson brackets and trace formulas/constraints) hasn't
been worked out for mKdV. It may be worth pursuing this Hamiltonian inter-
pretation of the scattering data, in view of the result of [AKS] to the effect that
rapidly vanishing KdV potentials produced by MT from rapidly vanishing mKdV
potentials are sparse. The scattering problem for L = [Or - ~ ] is the following:
¢ = [¢1¢2] T and ¢ = [¢1¢2] T are 2-vectors of functions x and i~, solutions of
rl, -i~* , ¢_ ,,- [ _Ol]ei~x
Ly = ilcy, satisfying the asymptotic conditions: ¢+ -,- t0je
as z ---* - c ¢ and ¢+ ,,~ [°]ei~*, ¢_ ,,~ [01]e-i~* as z ~ c¢, and are there-
fore linked by an x-independent matrix: [¢+¢_] = [¢+¢_] [b+
a+ b-] " Theen-
a_
tries of the scattering matrix are "Wronskians" W [ u v ] = u l v 2 - u 2 v l , indeed:
¢+ = a + ¢ _ -I- b+¢+ --* b+ei~X ] as z --* oo, ¢_ = b_¢_ - a _ ~ + ---*
 53

[ b-e-i'~x ]
_a_ei~ ~ as x --~ oo and {L traceless =~ constant Wronskian} , imply
a+ = a_ = W(¢_,¢_), b+ = - W ( ¢ + , ¢ _ ) , b_ = W ( ¢ _ , ¢ + ) ;
and W ( ¢ + , ¢ _ ) = - 1 =¢, a+a_ + b+b_ = 1. Assuming that a+ and a_ are root
free (analogous to requiring absence of bound stakes for a SchrSdinger poten-
tial), and letting r+ = b+/a+, r_ = b_/a_, z-translation becomes constrained
harmonic motion for the canonical variables: x+~ = r ~ - ~ Cq.l(O , ~:), y+~ --
v f r r r ~ ¢+2(0 , ~¢), etc.; all higher times of the hierarchy are also given by com-
muting hamiltonians.

2.3.2 We shall use the scalar ( K d V / N e u m a n n ) case for illustration; we would

have worked out the (philosophically similar) matrix case but for lack of time.
The idea goes back to [BC] and is one of their major breakthroughs-the other
is the introduction of the "transference" operation on a commutative algebra
of ODO's, the identification of transference with the abelian sum and the proof
that g transferences produce the general solution associated to a fixed spectral
curve of (arithmetic) genus g. We start with a commutative pair of ODO's, L
and B, of coprime orders n and m, normalized as usual: L = o n + lower-order
terms. Without detracting from the main ideas, we keep the presentation simple
by assuming that Cv(L) defines the affine part of a smooth curve C, given by an
equation f(A, p) = 0, and the functions A ~ L, /~ ~-* B generate this ring. The
genus of C is ½(rn - 1)(n - 1). Note that this is the typical KdV situation (n =
2, m = 2g + 1). Now let ¢(x, P ) ( = ¢(x, ~) near Boo) be the Baker function and
¢ be the dual Baker function, associated to the ring of formal adjoints, C v ( L t )
where Lf = (-O) n + (0)n-2un_2(x) --~-... '1- u0(x) = "1"[19n At-u*_2 0n-2 "at-... + u~].
W h a t [BC] realized was that the line bundle (whose linear flow on Jac C gives
the solution!) can be given in its algebraic manifestation (i.e. as a set of points
satisfying f()t, ~) = 0) by quadratic functions in the ¢, ¢ and their x-derivatives.
We quote two results and then switch to the n = 2 case.

(A) Let (,~,/~) be a point on the curve and f(L, IJ) = T(L - A)(B - #) +
(aOn-2 + alO n-3 + . . . + an-1)(B - i~), with (b, b l , . . . , bn-1) playing the role of
the a's for the adjoint equation. Then a = b = ¢ ¢ generically cuts the curve C in
2g points, half of which lie on al and the other half on bl. Using the differential
equations L ¢ = A¢, etc., the motion of the divisor Q1 + ... + Qg common to
a and al, say, is computed in terms of the Abel coordinates S f ~ w, where
0.~ "- ~, IJ I x ) n b + r n a < 2 9 - 2 ' and is shown to be linear.

(B) [P3] The n × n "BC matrix" A which represents the action of B - #

on the eigenspace of L - A has (generically) the following property: the divisor
Q1 + . . . + Qg + Poo defined by the first row of adj A (namely the points which
satisfy the n simultaneous equations) is linearly equivalent to the divisor $1 +
• .. + Sg+l defined by the second row (and so forth), which gives a geometric
construction of the abelian sum.
 54

Finally, we follow [EF] for the case n = 2. The dual Baker function is most
explicit precisely because the curve is hyperelliptic: if we write the equation of the
curve as ~2 = f ( A ) = yI~g+l(A - el) and if ¢ satisfies £ ¢ = g¢ with t: = All 2,
then ¢ = ¢ ( t P ) , where t is the hyperelliptic involution; ¢ , ¢ are independent
solutions of L y = )~y except at the branchpoints, and ¢¢ is a meromorphic
function which comes from the base (i.e., a function of A E p1 only): ¢¢ =
yIg(A - A ( Q i ( x ) ) ) / ( A - A(QI)). We can push the poles to A = c~ by defining
the differential I2 = ½ 1-Ia(A- A(Qi))~; then U = ¢¢I2/dA, w = ¢ ~ ¢ z l 2 / d A ,
V = ½(¢¢, + ¢,¢)I2/dA are polynomials in A and U W + Y 2 = - W r 2 ( ¢ , ¢) =
f(A) independent of z (notice that it equals zero precisely when A is a branch
point). The first g coefficients of f are constants of motion and by the Liouville
method one gets action-angle variables for a completely integrable system [FN].
However, there is quite a different way to construct a symplectic manifold using
these objects which is formally analogous to the continuous model described in
2.3.1: choose g + l among the branch points, say Ei = (el, 0), i = 1 . . . . , g + l and
let h = ~ / H ~ ' t ' I ( , ~ - el). Define Pi "- res(e,,o)hl2 and zi = v r ~ ¢ ( z , El). Then
by the residue theorem ~ + 1 z i~ = 1 is x-independent; U = ~ a + l A -~'
- e i '" Yi = X i
and u = /_.., t e l z i + y~) yield the Neumann system of harmonic oscillators
constrained to the unit sphere: ~:i + u z i = eixi (i = 1 , . . . , g + 1). The finite-
dimensional analog of the trace formula of [DLT] gives the algebraic solution to
the inverse problem (as opposed to the transcendental of 2.2): the equation for
the squared eigenfunctions ( 0 3 + 4uO + 2u')¢¢ = 4A(¢¢)', when expanded in A,
gives u ( z ) = V'2g+l e , - 2
2.3.3 Lastly, we use the moment map of [AHP] to present the hamiltonian
flows of 2.3.2 as a reduction of Adler-Kostant-Symes flows for an sl(2) loop
algebra; here we do the mKdV case. We refer to [AHP §6D] for all definitions
and here present only the result, and its geometric interpretation which had
not appeared in [AHP]. On a symplectic space M with canonical coordinates
x ] , . . . , Xn; Y l , . . . , Yn one defines a moment map whose image is the matrix

/ ._% Y:?
L - - Z-..~l A ~ - a - - A_..,1 A " - a ~ .I

If we let a(A) = l-I~ ( A~ - a~), the matrix £(A) = ~ J = Z0 + ~ L:l + - . . + ~2~-~

l:2n-1 defines the Lax-pair flows

for which the curve C: /z2 = det(~-~-~J) (compactified by adding the points P~
and P2 over A = o¢) is isospectral. If the following (time-invariant) functions
are fixed: Z x i y i = O, E a i x ~ = ~ a i y ~ = 1, v ~ + ½ ( q - p ) = 0 where: Z2 =
Iv0 L ] ' /:3= [: ~], then v s a t i s f i e s m K d V f o r z = t l a n d t = t 2 . Note:
the curve is invariant under the transformation: v ~ - v .
 55

We articulate the geometric interpretation into a series of remarks, and pre-

cede them by asking the natural questions which arise from bringing together the
flow descriptions of 2.1 and 2.3.2. The questions are: does the mKdV hierarchy
linearize on the generalized Jacobian of the curve C which we found, as does the
2-point Baker vector of 2.2, or does it stay away from the C* extension? W h a t
is the dimension of the orbit of the integrable Hamiltonian system, analogous
to the Neumann system of 2.3.2, and how are the "action" variables described?
The potentially confusing feature is the following: KdV (Neumann) evolves on a
hyperelliptic Jacobian, with a corresponding 1-point Baker function, as we saw.
Geometry, unlike analysis which has to reckon with special classes of solutions
[AKS], can find an mKdV for any KdV, so that u = M T ( v ) = - v 2 - v x ; in fact, it
finds a 1-dimensional fibre of such v, as we will see in §3; and they correspond to
a generalization of the transferences of 2.3.2: indeed, they correspond to a choice
u'.
of solution y of L y = 0 (L = 02+u), or a factorization L = ( O + v ) ( O - v ) , v = y ,
this is a p1 (since we must assume y(0) # 0) because y and cy for a nonzero
constant c give the same v. Ehlers-Knhrrer [EK] interpret this geometrically: if
C:/j2 = l-i2g+l(A_ei) was the KdV curve, then the various v correspond to a C*
extension of Jac C, obtained by imposing the singularity/j2 = A2 ri2g+l(A _ ei)
(more details in §3). It is tempting to think that by resolving the node we get the
curve of the 2-point model, and the mKdV hierarchy possesses the 2-point flow
of the matrix model (2.2) along C*, thus producing a Neumann-like system with
one extra "angle" variable which projects to a conventional Neumann system.
This is not quite so, as I shall show by a sequence of examples and remarks; the
conclusion is summarized in (v) below.
(i) T h e s i n g l e wave. The 1-soliton KdV solution was found classically, and
1-wave solutions to several integrable PDE's can also be found quite effortlessly.
The method is not powerful enough to suggest higher-genus solutions, but it
may point quite clearly to its geometric interpretation, as in the case of NLS. We
follow [SCMcL]. KdV is solved by integrating twice the equation which results
u~ _ U 3 c 2
fromtheODEu'"-cu'+6uu' =Oforu(z-ct);indeed, --U = -~u +au+b
(a, b are the integration constants) can be solved by the Weierstrass p-function
and its singular (elementary) limits. NLS requires two velocities (envelope and
carrier): q = ¢(x - ct)e i°(x-dt), ¢ and 0 real; the real and imaginary parts of
q== + iqt + klq]2q = 0 give

¢" - ¢ 0 '2 + d¢O' + k¢ 3 : 0

¢0" + 2¢'0' - c¢' : 0

The second equation integrates to ¢2(20' - c) = const, and the choice 0' = c/2
integrates the first: ¢,2 = __~ ¢4+ ¼(c2 - 2cd)¢2 + a. This is again an elliptic curve
(or a singular limit) but has 2 points at infinity and the form of the solution q is
indeed its generalized theta function! Now for mKdV (not in [SCMcL]) the ansatz
v = e ~ - ~ w ( z - ct) is not integrable in general, whereas v ( x - ct) yields ~'-2-Z2=
I v 4 + c ~ - av - b. The choice c = a = b = 0 gives v = - ~ , which corresponds
 56

to the rational KdV, MT(v) = - T ~2 , obtained from the cuspidal cubic/,2 = A3.
The choice a = b = 0 gives a nodal cubic and, indeed, a 1-soliton v = - x / ~ sech
V/~(x - ct + const). E x e r c i s e 1: Given v such that 'vVI~ --. -lV4 + c -vy2 - a v - b,
a2,
show that the curve of u = M T ( v ) is -'i-
u'~ = - u 3 + -~u* ~ - 2bu + bc + - y , explain
why replacing v by - v changes the mKdV curve (a ~ - a ) but not the KdV
curve (this will be explained in §3). E x e r c i s e 2: Show that all v's corresponding
to u = - ~ are of the form _ _ 1 (this will be explained in §3).

(ii) P a r a m e t e r c o u n t . The Hamiltonian systems which give evolutions

for second-order Lax pairs were unified by J. Moser under the model of "rank 2
perturbations." In a way very reminiscent of mKdV, to produce the sine-Gordon
flows we need to introduce a symmetry in the rank 2 perturbation, which has
the effect of linearizing the flows on the Jacobian of a curve different from the
spectral curve of the system. We showed in [P2] that on certain orbits of a rank
2 perturbation of a matrix diag ( a l . . . . , an, - a l , . . . , - a n ) the flows preserve an
"even" curve C: pS = ¢(A2) and evolve on Jac C where the covering C --+ C
is given by (A, p) ~-~ (r/ = A2, u = p/A) and C has equation u 2 = r/¢(9).
has genus 2n - 3 and the flows span its generalized Jacobian (the C* extension
corresponds to it 2 points over A = oo), but the n - 1 "even" flows span the
Jacobian of C. E. Date writes the sine-Gordon solution using generalized theta
functions on C, while D. Mumford uses theta functions on C; geometrically,
is the fibre product:

C H p1

\ l /
p1

for the maps r}:C ---* p1, branched at a~, . . . , a n2 , b~,... , b n2_ 2 and 0; and
A2:p1 ._~ p1. For the same rank 2 perturbation, the symmetry we impose to get
mKdV flows is the following: we start with canonical coordinates
( w l , . . . , w n ; W n + l , . . . , w 2 n ) , ( z l , . . ., zn; Zn+l, . . ., z2,~) and form the polynomi-
als U(A) : Zi=ln ( ~A-ai + Atv2~+"~
+ a t ] a(A), where a(A) -- y L ( A 2 a~) similarly,
V(A) by substituting w/2 ~-~ zi2 and Z(A) by w~ ~ w , zi, so that the coef-
ficients of ¢(A) - U V - Z ~ are invariants; notice that ¢(A) is divisible by
a(A), and the constraints ~ j = l w j z j = w] = z ] = X a j ( w j -- W n2+ j )
_ En 2 2 n
- a j ( z 3 - z , ~ + j ) = O, ~ a j ( w i z i - w n + j z , ~ + i ) =i, ¢ is monic of degree 4 n - 4 .
We get an mKdV solution as u = :l=v, where u u2,-3 w , + j ) is
the leading coefficient of U, v = v20-3 of V, and alternate this condition down
the coefficients, u2,-4 - -t-v2,-4, etc. This symmetry is achieved on the manifold
wn+i =izj and zn+j = - i w j so that
 57
n

i i#j
n

$,'t

z= II(:
1 iCj

Indeed, the transformations ~i -- wi - zi, Yi = wi + zi, and T -- U-v

2 ,
R =
- Z + - ~ -K, S = - Z + ~ bring the curve U V - Z 2 to

x °': ]
RS-T 2 - ( a ( A ) ) ~det [ ~' a,,'
L-
R e m a r k . The base change [ Y : ] = [1111] [::] conjugates the Lax operator

[-0v -0v ] int° [ 00+v O - V ] o , with the effect of interchanging the role oftwo
Cartan subalgebras of s/(2), the diagonal matrices and the circulants.
(iii) E x a m p l e : g e n u s 1. A parameter count shows that in general the
flows of the Hamiltonian system span the generalized Jacobian of the curve
lU2 = U V - Z 2 = ¢($ 9) (which has dimension 2n - 2), but the "even" flows
span the Jacobian of/~2 = ~/¢(~/). For example, for n = 2 the constraints we
imposed leave one degree of freedom, which is a direction on the generalized
Jacobian of the curve (~: (As + p)(A 2 + q) - A2v2 = a(A)/~2, or the Jacobian of
C: t/(r/+ p)(r/+ q) - 7/2v2 = T/(q - a~)(r/- a~) = v 2. Calculating the z-flow gives:
+v~:-v 2 = - p , - v ~ : - v ~ = - q . Conclusion: C hosts both the KdV and the mKdV
flows; (~ gives a different way to write solutions in terms of theta functions; unlike
the mKdV curve found in (i), it is insensitive to the transformation v ~ - v . We
give the theta-function recipe as the next item because it holds for any genus:
(iv) T h e t a f o r m u l a s . The solution for the 2-point hierarchy, as per
Krichever's construction, is worked out in [P1] and involves a periodic func-
tion eZ°O(z + P2 - P 1 ) / O ( z ) , with an extra "Abel coordinate" z0 which cor-
responds to a logarithmic differential wP~-e~. But, as in the sine-Gordon case,
the solution can be written using only theta functions of the curve C, which
is to be expected as a consequence of (ii), in that the flows are linearized on
Jac C. The representation-theoretic construction which will be briefly sketched
in §3 provides the formula v = 0~ log ~ for two different tan functions: but
that appears as simply a translation in t~he algebro-geometric set-up, since the
KdV solution is u = 20~ log0(z)+const., with the constant depending only on
the curve; the "transference" operation shows fi = 20~ log 0(z + P); and finally
vz = ½(fi - u) = 0~log(0(z + P ) / O ( z ) ) and v = 0xlog(0F/0) (the mKdV
equation constrains the integration constant). It is satisfying to compare these
 58

formulas directly in the genus 1 case: start with a commuting pair (L, B) as
in 2.1, with q = - v - r. Write the 4 x 4 Burchnall-Chaundy matrix as per
recipe in [P3] and compute its determinant; this is the curve, which you find
to have the form: (# - ~)2 = A4 + cA2 + a + "T c~ (L = ,~, B = #). Now use the
abelian coordinates of the flow computed in [P1, Th. 1.7] and you will see that
the coordinate in the C* direction is zero because of the particular value of the
coefficients of the curve. Lastly, use Jacobi's functions [DV] for ~1/2 (~ of the
c2
curve v 2 = ~(~]2 + c~ + a + -~), T/= ~2, v = #,X) to compare the 2-point formula
for the theta function of the half-period lattice 0[c](2z, 2r) with the 1-point for
0(2, 7").
(v) C o n c l u s i o n . To complete the picture of linearization of mKdV flows
we return to the relationship between the 3 curves we encountered: X: -~,2 T=
~ V 4 + c -v~2 - a v - b
- in (i), and C" _._, C in (iii) (all statements go over unchanged for
higher genus). The issue to be dealt with was this: the Lax-pair mKdV problem
2.1 seemed to indicate a 2-point situation, and so did the Moser-system solution
2.3. However, the flows do not require the generalized Jacobian of C but linearize
on the Jacobian of the KdV curve C.

3. T h e f l a g a s a s p a c e o f D a r b o u x transformations

In this section we simply put together the language of [EK] with that of [W2]
which shows how to view the C* of Darboux transforms of a given KdV operator
as the fibre of a projection from a flag variety to a Grassmannian. Originally we
had intended to translate the classical flag-analog of the Pliicker equations into
the m K d V equations using finite-dimensional flags, in analogy to what is done
in [E], but for lack of time we state that as an exercise in the next section.
3.1 We recall that a Darboux transformation is the conjugation of an oper-
ator L by D = 0 - ~ where ~b E Ker L and ~b(0) # 0, so that L is divisible by D
W

on the right and the new L = D L D -1 is still regular at x = 0 (a reference point).

If L: and ¢ evolve according to the KP hierarchy, then Z~ = DF..D -1 does too and
in the PDE context this transformation is named after B~icklund. [EK] described
the effect of such a B~icklund transformation on the geometric data of the KdV
equation. There are three possible cases, according to the properties of the com-
mutative algebra A = C~(L). (1) If D A D -1 is not maximal commutative, then
the curve C of A was singular and the new KdV potential is associated to a curve
where the singularity is of order one less. (2) If D A D -1 contains some pseudod-
ifferential operators, then the curve corresponding to 7 ) N D A D -1 is singular. (3)
Finally, if D A D -1 is again maximal commutative, then the new KdV potential
corresponds to the translation on Jac C by a point on the curve (if we start with
the operator L - c, the point has h-coordinate c). Now recall that the space of
Darboux transformations is in 1:1 correspondence with the p1 of solutions y to
L y = 0, with y(0) # 0 and regarded up to nonzero multiplicative constant. [EK]
also identify these as the C* direction of the generalized Jacobian of the singu-
lar curve (the solutions corresponding to the two points P, ~P with h-coordinate
 59

= e are deleted from p t to give the C*). Lastly, the space of eigenfunctions of
L is in 1:1 correspondence with the factorizations L = (0 + v)(O - v), v = ~ ,
namely with the mKdV solutions whose MT(v) = u; the Darboux transform
of u is M T ( - v ) . Thus, the extra (fibre) direction of mKdV potentials which
give the same KdV lies indeed in the span of the KdV hierarchy, but in fact of
the hierarchy which belongs to the singular curve of a Darbouxed potential (cf.
comments preliminary to 2.2.30) ) .
E x a m p l e : u = 0 , ~ = - - ~ 2 for ¢ = x; MT(v = ~) = O, MT(v = - ~ ) =
-~-~,
2 o
the other v which project to u = 0 are 1.___~,in fact (as a singular limit of
the transference result): if (31, at-~)is a point on/~2 = ha, then L - ~ Darboux
transforms into 02 - ~ y ~ - ~ . This clarifies the remarks in 2.2.3: u = 0 "flows"
1
on Jac Co, fi = -x--~
2 on Jac C, :t=v = + ~ "flows" on Jac C (by ~ ~-~-a),
thereby demonstrating that the C* direction corresponding to a fixed u = 0 is
a KdV direction for any other Darboux transform fi, except the transferenced
ones which are a translate of u = 0 on the same curve (in this case the choice
= 0 corresponds to a branch point).

3.2 [DS] interpreted the mKdV solutions corresponding to a fixed KdV

solution as a set of upper triangular matrices of the form

° [°1 [o :]
modulo the action of the group of gauge transformations, NLN -1, for N an
upper-triangular matrix of functions with 1 on the diagonal. The KdV solution
appears for w = t = 0, z -- u while the diagonal case z = 0 has the mKdV
diagonal terms w = v, t = - v [DS, 3.23]. With one more switch in conventions
(to follow [W2]) we replace by .2
1 0 j ' which amounts to replac-
ing the standard with the principal realization of the group G of smooth maps
S 1 --~ SL(2, C), via the isomorphism:

a(z) b(z)] [ a(z 2) zb(z 2)]

c(z) d(z)] ~ [z-lc(z 2) d(z 2) 1"
We define several subgroups of G: first of all we let G act on the (2-) vector
Grassmannian by the rule: g o ¢ = [¢0¢1]g-1; we then interpret the action on
the scalar Grassmannian by the usual isometry ¢(z) = ¢0(z 2) + z¢l(z2). As
usual A is the subgroup of diagonal constant matrices and U+ the elements
whose constant term is the identity and which extend holomorphically to the
interi°r/exteri°r°fthediscD°={z:lz'<l}'IfFisthecentralizer°f[~ O]
in G, we let F+ = FNU+. If H+ is the usual reference space of boundary values of
functions holomorphic in Do, we define P0 and P1 as the stabilizers of H+, zH+,
resp., and B as the subgroup AU+. In other words, B is the set of elements of G
that extend holomorphically to Do and Pe of those that extend in the standard
 60

realization. The difference is that for a Fourier expansion f ( z ) = ~,o°° aizi, an

f E P0 is in B iff a0 is upper triangular; moreover, B = PoNP1. Modulo technical
exceptions, the Grassmannian Gr (2) is the orbit of H+ under G, namely the
homogeneous space G/Po; the projection to the flag manifold G / B (=the G
orbit of H(+2)) has fibre p1. The usual construction of KdV solutions associated
to points of Gr (2) generalizes as follows:
3.3.1 [W2, Prop. 2.5] There is an injective map
F _ \ G / B ~ {mKdV solutions}, under which the mKdV flows are given by the
naturalactionofF+={exp~oddt~ [0.z, 01] }" M°re°ver' the f°ll°wing diagram
is commutative:
G/B --* {mKdV solutions}

1 I MT

G/Po -'* {KdV solutions}

Lastly, since B = P0 N P1, the elements of G / B can be identified with

flags F = (W0, W1) of pairs of elements Wi E Gr (2) such that z2Wo C zW1 C
W0. The KdY solutions associated to W0, W1 resp. are MT(v), MT(-v); the
Baker function of W0 is obtained by adding the two entries of the Baker vector
corresponding to F. At the differential operator level, this corresponds to: L¢ =
z2¢ for Lo = ¢02+u = ( O + v ) ( O - v ) , the KdV operator of W0; L1 = ( O - v ) ( O + v )
corresponds to W1; and
(O -- V)~)0 ---- Z ¢ l
(a+v)¢l z¢0
[0 O+v]
Writing this as a matrix N_¢ = z_C, N = O - v 0 =

1 M 1 where M = . When setting up an analog

of the Burehnall-Chaundy theory, we obtain a curve (see 2.3.3 (iv)) with a n n e
ring given by the centralizer of N in the ring 3d of matrix differential operators,
as defined in 2.1.

4. Questions
In the context of a summer school, we feel justified in stating some questions
which are readily workable, together with open-ended ones: this is indicated at
the end of each question. We take them up in the same order as the exposition.
4.1 In 1.2 we stated the conditions U = O s f , - W s -- ~:U -- c98g for certain
conservative curve motion. [GP1] remark that there are other obvious solutions
besides the one which gives mKdV (e.g. U = ~ng, and W --- -~'~+2/(n-F 2))
and ask whether these lead to integrable hierarchies. (I would label this question
as open-ended)
 61

4.2 The Schwarzian derivative representation of a KdV solution in 1.2(B)

has been generalized in [DN] for KP/modified KP; it may be interesting to have
a curvature-dynamics interpretation for that. But a more far-reaching question
is an understanding of the singular Krichever-Novikov (KN) equation and its
generalized version in [DN] within the theory of rational KP solutions. The non-
singular KN equations have never been solved explicitly; they appear (quite
mysteriously, so far) in the construction of higher-rank KP solutions (the geo-
metric data of a line bundle over a curve is replaced by a rank r bundle) over
curves of genus 1 [KN]. In [LP] a (Darboux) transformation is given, which re-
duces them to the KdV equation exactly when the curve becomes singular. The
most difficult and important question would be a nonsingular generalization of
the KN equation for the KP case; a step in the direction of generalized KdV has
been taken in [M], where the 2 × 2 Boussinesq system is obtained. (Very open,
concrete)
4.3 In 1.2(C) we indicated the appearance of the Schwarzian derivative in
the context of a projective connection (in the ~-variable). Actually, a projective
connection in the spectral parameter also arises in the KdV/KP theory, and I
believe that finding a link between the two would be quite worthwhile, espe-
cially in view of the two appearances of Virasoro algebras in KP theory (one in
x, of. [Se], the other in the spectral parameter of T, cf. [SW]). The projective
connection in the spectral parameter is to be found in [Du]: if a KP solution
u = 2(92log0(() + c is viewed as function of the choice of local parameter at 0%
then sl

3c(P) - "Uwi (P)Oi(~) 23 ( x°~(P)Oi(¢)'~ 2

Zwi(P)gi({)
2

\ ]
'

This projective connection also appears in [Fa], p.19 formula 27. (Open; less
focused than 4.2)
4.4 For the Davey-Stewartson solutions constructed from curves as in 2.2
to be of physical interest, a theory of reality conditions needs to be developed.
Some special cases would probably come for free (much as was the case for NLS
in [P1]) from an identification of the algebraic description of the flows, i.e. by
putting together 2.2 and 2.3. Some properties would be a lot harder to detect,
as demonstrated by KP versus KdV. (Workable)
4.5 In 2.3.1 we indicated a mysterious analogy between Poisson brackets of
Jost solutions and finite dimensional Hamiltonian systems. The formal reasons
for this are the equations satisfied by squared eigenfunctions. A closer analytic
investigation of the scattering matrix as a limit of monodromy matrices for
the periodic problem is a very commonplace thing to suggest. The specifics of
the mKdV example, which brings together AKNS models and Hill's equation
would be a nice starting point; one gain would be that the finite dimensional
model of 2.3.3 would yield the continuous model (rather than the other way
 62

around) and perhaps enhance some spectral properties investigated in [AKS].

(Open/Workable)
4.6 In 2.3.2(B) we identified the Burchnall-Chaundy (BC) matrices as ob-
jects of rank-2 perturbations; through the BC theory every abelian flow on a
Jacobian can be written as a Lax pair; but thanks to the Jacobi-Mumford model
for hyperelliptic Jacobians, in that case the Lax pair has an especially simple
universal expression with applications to integrable systems [F]. The generalized
BC matrices of [P3] could be used for analogous purposes in the nonhyperelliptic
case. (Readily workable)
4.7 In 2.3.2 we indicated the relationship found by Flaschka between KdV
eigenfunctions and the Neumann system in n variables, namely n transferences
by branch points. On the other hand, the "duality" between the two representa-
tions of the system (the 2 x 2 BC matrix and the n x n Baker-vector problem) has
been given a group-theoretic interpretation in [AHH]. The picture is especially
worth generalizing since many other integrable systems, such as Toda, occur by
implementing KP flows on a finite set of suitably transferenced Baker functions.
(Recommended work!)
4.8 The representation-theoretic viewpoint of §3 is full of profound open
problems, but one small interesting question would be the quest for alternative
representations of solutions of mKP given by flag manifolds (cf. [HH]) by using
one I" function rather than a sequence v l , . . . , v~. [W2] explains why this is not
possible in general, but as we saw in the specific case of mKdV, it can be done
by using the 0 solution for a 2-point problem. (Workable)
4.9 The Hirota equations were shown, again via representation theory, to be
an (infinite-dimensional) analog of the P1/icker relations; however, for the specific
case of a grassmannian point which belongs to a finite dimensional Gr(m, 2m) C
Gr0, the classicalPlficker relations are the Hirota equations, as worked out by
[E]. It would be pleasant to do the same by using the projective equations of
flag manifolds (the corresponding Hirota equation [AS 3.4.45a] depends on an
additional parameter!) (Readily workable)
 63

References

I must make a disclaimer, as I did on the school's abstract: since I surveyed

several constructions, the number of original sources would easily run into the
hundreds. I restricted myself to references essential to the exposition, whether or
not they contain the first instance of a construction; for attribution, the reader
may consult [AS].

[AKS] M.J. Ablowitz, M.D. Kruskal and H. Segur, A note on Miura's transforma-
tion, J. Math. Phys. 20 (1979), 999-1003.
[AS] M.J. Ablowitz and H. Segur, Solitons and the inverse scattering transform,
SIAM Stud. Appl. Math., Philadelphia 1981.
[AHtt] M.R. Adams, J. Harnad and J. Hurtubise, Dual moment maps into loop
algebras, Left. Math. Phys. 20 (1990), 299-308.
[AHP] M.R. Adams, J. Harnad and E. Previato, Isospectral Hamiltonian flows in
finite and infinite dimensions I. Generalized Moser systems and moment
maps into loop algebras, Comm. Math. Phys. 117 (1988), 451-500.
[BC] J.L. Burchnall and T.W. Chaundy, Commutative ordinary differential op-
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London Ser. A 118 (1928), 557-583;- II. The identity pn = Qm, Proc.
Roy. Soc. London Ser. A 134 (1932), 471-485.
[C] I.V. Cherednik, Differential equations for the Baker-Akhiezer functions of
algebraic curves, Functional Anal. Appl. 12 (1978), 195-203.
[DJKM] E. Date, M. Jimbo, M. Kashiwara and T. Miwa, Operator approach to the
Kadomtsev-Petviashvili equation-Transformation groups for soliton equa-
tions III, J. Phys. Soc. Japan 50 (1981), 3806-3812.
[DLT] P. Delft, F. Lund and E. Trubowitz, Nonlinear wave equations and con-
strained harmonic motion, Comm. Math. Phys. 74 (1980), 141-188.
[D] P. Deligne, Equations diff~rentielles ~ points singuliers r~guliers, Lecture
Notes in Math 163, Springer, Berlin 1970.
[Do] I. Ya. Dorfman, Dirac structures of integrable evolution equations, Phys.
Left. A 125 (1987), 240-246.
[DN] I. Ya. Dorfman and F.W. Nijhoff, On a 2 + 1-dimensional version of the
Krichever-Novikov equation, preprint INS 167, Clarkson Univ., 1990.
[DS] V.G. Drinfel'd and V.V. Sokolov, Lie algebras and equations of Korteweg-de
Vries type, J. Soviet Math. 30 (1985), 1975-2036.
[Du] B.A. Dubrovin, The Kadomcev-Petviagvili equation and the relations be-
tween the periods of homomorphic differentials on Riemann surfaces, Math.
USSR-Izv. 19 (1982), 285-296.
 64

[DV] P. Du Val, Elliptic Functions and Elliptic Curves, LMS Lecture Note Series
No. 9, Cambridge Univ. Press, Cambridge, 1973.
[EK] F. Ehlers and H. KnSrrer, An algebro-geometric interpretation of the
B~icklund transformation for the Korteweg-de Vries equation, Comment.
Math. Helv. 57 (1982), 1-10.
[E] N. Engberg, Hirota type equations as Pliicker relations in an infinite dimen-
sional Grassmann manifold, MS thesis, Imperial College 1989.
[EF] N.M. Ercolani and H. Flaschka, The geometry of the Hill equation and of
the Neumann system, Philos. Trans. Roy. Soc. London Set. A 315 (1985),
405-422.
[F] L.D. Fairbanks, Lax equation representation of certain completely integrable
systems, Compositio Math. 68 (1988), 31-40.
[Fa] J.D. Fay, Theta functions on Riemann surfaces, Lecture Notes in Math 352,
Springer, Berlin, 1973.
[FN] H. Flaschka and A.C. Newell, Integrable systems of nonlinear evolution equa-
tions, in "Dynamical Systems Theory and Applications," Proceedings, Seat-
tle 1974, ed. J. Moser, Lectures Notes in Phys. 38, pp. 355-466, Springer-
Verlag, Berlin, 1975.
[GP1] R.E. Goldstein and D.M. Petrich, The Korteweg-de Vries hierarchy as dy-
namics of closed curves in the plane, Phys. Rev. Left. 67 (1991), 3203-3206.
[GP2] R.E. Goldstein and D.M. Petrich, Solitons, Euler's equation, and the ge-
ometry of curve motion, preprint 1992, to appear in Proc. NATO A R W
Heraklion, Greece, 1992.
[HH] G.F. Helminck and A.G. Helminck, The structure of Hilbert flag varieties,
preprint 1993.
[KN] I.M. Krichever and S.P. Novikov, Holomorphic fiberings and nonlinear equa-
tions, Finite zone solutions of rank 2, Soviet Math. Dokl. 20 (1979), 650-654.
[LP] G. Latham and E. Previato, Higher rank Darboux transformations, to ap-
pear in Proc. NATO A R W Lyon 1991, eds. N.M. Ercolani et al.
[MW] W. Magnus and W. Winkler, Hill's equalion, Wiley-Interscience, New York,
1966.
[McK] H.P. McKean, Variation on a theme of Jacobi, Comm. Pure Appl. Malh. 38
(1985), 669-678.
[M] O.I. Mokhov, Commuting differential operators of rank 3, and nonlinear
differential equations, Math. USSR Izv. 35 (1990), 629-655.
[Mu] D. Mumford, Tata Lectures on Theta II, Birkh~iuser, Boston, 1984.
[P1] E. Previato, Hyperelliptic quasi-periodic and soliton solutions of the nonlin-
ear SchrSdinger equation, Duke Math. J. 52 (1985), 329-377.
 65

[P2] E. Previato, A particle-system model of the sine-Gordon hierarchy, Phys. D

18 (1986), 312-314.
[P31 E. Previato, Generalized Weierstrass p-functions and KP flows in affine
space, Comment. Math. Heir. 62 (1987), 292-310.
IS] R.J. Schilling, Neumann systems for the algebraic AKNS problem, Mere.
Amer. Math. Soc. 467, Providence, RI 1992.
[SCMcL] A.C. Scott, F.Y.F. Chu and D.W. McLaughlin, The soliton-A new concept
in applied science, Proc. IEEE 61 (1973), 1443-1483.
[Se] G. Segal, The geometry of the KdV equation, preprint 1990.
[sw] G. Segal, and G. Wilson, Loop groups and equations of KdV type, Inst.
Hautes Etudes Sci. Publ. Math. 61 (1985), 5-65.
[Wl] G. Wilson, Commuting flows and conservation laws for Lax equations, Math.
Proc. Cambridge Philos. Soc. 86 (1979), 131-143.
[w21 G. Wilson, Habillage et fonctions r, C.R. Acad. Sci. Paris Sdr. I Math. 299
(1984), 587-590.

[w31 G. Wilson, On the quasi-hamiltonian formalism of the KdV equation, Phys.

Left. A 132 (1988), 445-450.
I n t e g r a b l e Hierarchies and Q u a n t u m G r a v i t y

Robbert Dijkgraaf
Department of Mathematics, University of Amsterdam ,
Plantage Muidergracht 24, 1018 TV Amsterdam, The Netherlands

1. 2 D Quantum Gravity

Euclidean quantum gravity tries to make sense of the following problem. Let M
be a smooth manifold, which we will assume to be compact and without boundary,
and let MetM be the space of all Riemannian metrics h on M. We wish to consider
the integral
ZM = J [dh]. e-s, (1.1)
MetM
where [dh] is the natural measure on MetM and S[h] is some suitably chosen weight
function. Since we integrate over all Riemannian structures, ZM is by definition
a topological invariant. Of course, since the integral is infinite-dimensional, it is a
highly nontrivial problem to make mathematical sense out of this definition.
As it stands, the expression for ZM already suffers from severe problems due to the
following phenomenon. We have a natural action on MetM of DiffM, the group onpf
diffeomorphisms of the space M. E!ements of DiffM relate equivalent Riemannian
structures. Since the actions S that we will consider are in general invariant under
this action, the path-integral ZM will contain a factor proportional to the volume of
DiffM, which is clearly infinite. So a first step is to define ZM by integration over the
orbit space MetM/DiffM
ZM = J [dh].e-s. (1.2)
MetM/DiffM
For the action S one usually choses the Einstein-Hilbert action

S[h] = ~ /M x/-h(R + #), (1.3)

with R the scalar curvature of the metric h, ~ Newton's contant, and # the cosmo-
logical constant. The critical points of this action are given by the metrics h that
satisfies Einstein% equation in the absence of matter.
Unfortunately, for arbitrary dimensions, this definition of Euclidean quantum grav-
ity suffers from grave difficulties. One simple indication of the many problems sur-
rounding this issue is that in general S is not positive-definite.
However, the situation improves dramatically if we descend to two dimensions
and consider a surface ~. Here the first part of our action S is actually a well-known
 68

topological invariant, the Euler characteristic

d__.~v~ R (1.4)
/x47r = 2 2g,

where g is the number of handles of the surface, the genus. So we have

(i.5)

with A, the so-called string coupling constant, related to Newton's constant ~ by

log A ~ ~ (1.6)

The second term gives the total area A of the surface

t
J~. V~ ----A (1.7)
f

So, if we restrict to surfaces of a given topology, i.e. fixed genus h~ the path-integral
simply reduces to an integral over all metrics weighted by their area A = f~ V~,

Zg = f [dh].e -"A. (1.8)

Met~/Diff~

Quite remarkably this path-integral can be exactly evaluated!

Our first observation is, that, although the space Met~/Diff~ is infinite dimen-
sional, it can be contracted to the moduli space .Aria of inequivalent complex struc-
tures on the surface. This is a finite dimensional space of dimension 6g - 6 (for g > 1).
One understands this fact by the result that any metric can be written as

h.~ = e ~" • L v , (1.9)

where ]zuv is a fixed representative df a conformal class, for example a metric of

constant curvature R = - 1 . A conformal class of metrics uniquely determines a
complex structure through
s / = v'~,.~h ~. (1.1o)
Adg is a rich mathematical object that plays a crucial role in our understanding of
two-dimensional quantum gravity and string theory. Our knowledge of this space
has also benefited from the recent developments in string theory [11, 12], see e.g. the
review [13].
So we expect that the path-integra2 can be reduced to an integral over the confor-
mal factor ¢ and a residual finite-dimensional integral over the moduli space .A/f,:

Z, = f ~ , , f [dC] . ~-S' (1.11)

 69

Of course, the problem here is to determine the action S I. We will state here just the
answer. It is given by the so-called LiouviUe action (we ignore ghosts for a moment)

S ' = f 8~/r~(3]zu"0.¢0.¢ + 5R(h)¢ + 3#12¢') (1.12)

A simple scaling argument show that the #-dependence is given by

= co. (1.13)

Indeed we can redefine ¢ --* ¢ + c in the path-integral. This gives the identity

z,(#) = z,[,. Jz dZZhR]

2°].exp [ 5c_.__4/_ = e' ( ' - 1 ) . (1.14)

1.1. M a t r i x models

To go one step further and calculate the absolute normalization %, and more
importantly, also the correlation functions, one has to make use of the formalism of
matrix model [1] and their solutions in the double-scaling limit [2], see e.g. the reviews
in [3]. These models can be completely solved within the framework of integrable
hierarchies [4, 5]. We will not be in a position to explain this development here in any
detail. The crucial idea is to approximate the integral over metrics by a summation
over triangularizations of the surface, The combinatorics of these summations can be
very conveniently be encoded in matrix integrals. One considers these matrix integral
for variable size N x N and then studies the asymptotic expansion in 1/N. The result
of all this is the following answer.
Let Z(#) be the partition function where we also sum over topologies

Z(#) = ~ A2"-2Zg(#), (1.15)

g=0

(in general this should be regarded as an asymptotic expansion) and let

= A=a2~ (1.16)

be the second derivative with respect to #. Then u satisfies the nonlinear Painlev6
equation
A2
u 2 + T u " = #, (1.17)

where primes denote differentiation with respect to #. This can be reformulated as a

recursion relation for the coefficients co after we normalize, say co = 1.
 7O

Actually, the solution of the matrix model is much more powerful. One can alSO
consider correlation functions

[dh]" O'nl • e -s. (1.1s)

Met M /Diff M

where the expressions an, n -- 0,1, 2 . . . , are certain expressions in the metric h on a
surface of genus g. For example

,,, o.,o/

All these correlation functions can also be exactly calculated. The final result cart be
formulated as follows. Let

oo
Z(to, t , , . . . ) = ~ A2g-2{exp f i t j , ) g (1.20)
g=O n=0

be the generating functional of all correlation functions. We see immediately that

to --/2, tl = ~. Consider again the object u = A~Z". It is now a function of infinite
many variables t0~ t l , . . , and satisfies two equations:
1. u(t) is a solution of the KdV hierarchy. That is, we have equations of the type

Ou A2
-- = --u'" (1.21)
Ota uu' + 3

or more general
Ou 0 (1.22)

Here R~[u] is a polynomial in u and its derivatives u ' , u " , . . , with respect to the
cosmological constant to = # given by

('~- 1)! [~.~Z~ ~ + ,, + D-',,D]"- 1, (1.23)

with D = O/Oto. An equivalent statement reads

~(t) = exp Z(t) (1.24)

is a tau-function of the KdV hierarchy.

2. u(t) satisfies the so-called string equation

oo
t.R.[u] = to (1.25)
tl=o
 7]

which can be seen as a generalization of (1.17).

This beautiful solution has been generalized to more complicated ssytems that also
include two-dimensional matter fields. In this way we are naturally led to (noncritical)
strings.

2. N o n - C r i t i c a l Strings

Recent years have seen an enormous increase in our understanding of a particular

class of string theories - the so-called non-critical bosonic strings. Most of this progress
is due to the advent of matrix modelsl
A special role is played by the so-called c = 1 model. In many aspects this is
the most physical and richest non-critical model. It also can be solved using matrix
model techniques [6], but the determination of its correlation functions has been rather
complicated [7, 8, 9]. In [10] the explicit construction of these scattering amplitudes
has been clarified and the relation between integrable hierarchies and the c = 1 model
has been explained, thereby completing in a sense the unification of all solvable non-
critical string models. In these notes we will give a more leisurely account of all
this.

2.1. E l e m e n t a r y i n t r o d u c t i o n to s t r i n g t h e o r y

Before we plunge into the details of the explicit solutions of these string theories,
let us start with some very general remarks to place this work in the relevant context.
Recall that from a perturbative point of view a string theory is a quantum theory of
excitations (particles) in some space-time X that has an interpretation in terms of
surfaces, i.e. in terms of maps
x : X, (2.1)
with ~ a surface of a particular genus. Indeed the 'central dogma' of string theory
(see fig. 2.1.) equates (connected) S-matrix elements in space-time with correlation
functions in a two-dimensional field theory

(2.2)
g=O

Here the object on the LHS is a scattering amplitude in the space-time X whose
expansion in terms of the string coupling constant A is given by correlation functions
of vertex operators V °~t, V ~" in a two-dimensional quantum feld theory defined on
a surface ~ of genus g - - the world-sheet. Since the correlation functions on the
RHS should not depend on intrinsic properties of the surface, like the metric and the
position of the vertex operators, the world-sheet field theory should include in some
form an integrM over all metrics on the surface, and thus we are naturally lead to
consider two-dimensional quantum gravity.
The analogue idea in quantum field theory is well-known: amplitudes in field
theory can be written as correlation functions in a one-dimensional field theory, i.e.
quantum mechanics. For example, the usual propagator of a massive scalar field ¢(x)
 72

SPACE-TIME
WORLD-SHEET

E
X

EFFECTIVEFIELD THEORY

F i g . 2.1: The 'central dogma' of string theory expresses

the space-time scattering amplitudes in terms of correla-
tion functions in a quantum field theory defined on a world-
sheet surface. In the effective field theory limit, these string
perturbation contributions correspond to (sums of) point-
particle Feynman diagrams.

on X = R d with Lagrangian
L = (re) ~+ ,:4~ (2.3)
is given by the amplitude of a particle to propagate from x to y, and can be written
as one-dimensional path-integral over a field x(t) e R a and a metric g(t) on the
world-line
J I 1 ~ L

x ~ y = ~xlo~-V-~ly ~

= f[d.][dg]:fd'~('-':+~'). (2.4)
The path-integral is subject to the boundary conditions x(0) = x and x(1) - y. The
integral over the one-dimensional metric g(t) modulo diffeomorphisms is not very in-
teresting, and reduces to an integral over the total length T of our one-dimensional
world. In this way we recover the familiar Schwinger parametrization of the propaga-
tor
f [d.l[da]e-: d'~(:':+~2) = ]o ~ dT ( z i : T ( ° ' + ~ ' ) f y ) . (2.5)
More complicated Feynman diagrams are treated by considering maps of graphs P
into space-time, with overlap integrals for the vertices.
 73

In string theory we consider maps x : S 1 --4 X instead of points x E X. The

analogue of the propagator is the two point function

x(a) ~ y(a) =/[dx][dg]e - f a2"v?(g"'°'~°'x+") , (2.6)

where x(~r, r) and 9u~(g, T) axe now a field and a metric on a two-dimensional surface,
which for a propagator has the topology of a ¢yfinder. We also introduced a two-
dimensional cosmological constant # that is in some sense the analogue of the mass
of the string field.
This definition can now be very naturally extended to include all interactions, just
by considering the two-dimensional field theory on surfaces ~ with more complicated
topology

So, in string theories the two-dimensional metric guy is a fundamental variable

and the path-integral should include an integral over all inequivalent Riemannian
structures, i.e. metrics modulo diffeomorphisms.
The string theories with target space R a (with a flat metric) cast be most easily
quantized in conformal gauge. One finds the action

t d2z i-
S = J %j(a ax + + + + + (2.8)

with some appropriate constants al [14] chosen such that the total central charge of
the z-field and the Liouville field equals 26 and thereby cancels the central charge
c = - 2 6 of the ghosts b, c. For d arbitrary the Liouville field does not decouple and
represents an extra degree of freedom. It is a remarkable effect that the Liouville field
forms essentially an extra embedding dimension if d ~ 26. Although this effect would
be an embarrassment for, say, a four-dimensional string describing QCD flux tubes,
it is a very welcome phenomenon in the case d = 1 that we will be interested in the
subsequent. For d = 26 the Liouville field decouples, ai = 0, and we obtain a critical
string.

2.2. c = 1 s t r i n g t h e o r y

The c = 1 string is perhaps the most simple bosonic string theory, and and yet it
has a very rich structure. We are naturally led to this model, since the class of bosonic
strings that we wrote down in (2.8) with target space R a is actually inconsistent if
d > 1. This is a consequence of the famous tachyon instability. The zero-mode of the
string
(2.9)

gives rise to a scalar particle whose mass can be calculated to be

1-d
- (2.1o)
24
 74

This is indeed a tachyon for dimensions larger than one. The worM-sheet interpreta-
tion of this instability is conjectured to be the formation of long, thin tree-like surfaces
(branched polymers). However we see that this tachyon field is actually massless in
dimension d = 1 and massive in d = 0. So here we stand a chance of constructing
consistent bosonic string theories. We will concentrate on the case d = 1 where the
space-time physics is more clear.
This model consists of one free field x that we couple to two-dimensional gravity.
So our action reads
f ~Z ~v
s = J 0.x0 . (2.11)
Here the field x might be compactified, i.e. , we also consider the case where x is a
periodic field
x ~ x + 2~rfl. (2.12)
Since one scalar field gives a conformal field theory of central charge c = 1, we will
refer to this model as the e = 1 string.
As explained above, the Liouville field ¢ does not decouple in this case. With the
appropriate constants the action reads (not including the ghosts)

S = f 2r [½h.:(o.:o:x + + Rh¢ + , e (2.13)

This Lagrangian effectively describes a sigma model with a two-dimensional target

space, with the Liouville field regarded as a spontaneously generated extra dimension.
So we are dealing with a two-dimensional critical string (critical in the sense that the
total matter central charge is 26). Of course, because of the background charge and
the exponential potential, we do not have translation invariance in the ¢-direction.
The Hilbert space of the model is simply given by the tensor products of the state
spaces of the free field x, the Liouville field ¢ and the ghosts b, c.
Physical modes in this model are limited. Since for a string in n dimensions we
expect n - 2 transverse oscillations, naively only the zero-mode of a two-dimensional
string theory can be expected to lead to a physical excitation. This field is the massless
scalar field known as the tachyon. The world-sheet vertex operators that describe the
emission/absorption of tachyons of energy w simply read (here and in the subsequent
w>0)
= (2.14)

With the explicit factors of a inserted, we see that a genus g correlation function

<T~~- ... T±~°>~ (2.15)

scales simply as #2-2g. (This can be seen most easily by shifting the Liouville field by
¢ --* ¢ - ½log #. ) Consequently we can identify the string coupling constant A with
the inverse of the cosmological constant

1
=-. (2.16)
#
 75

If we compactify x, the energies w will be quantized

0)n = ~ , nE z +. (2.17)

We will write T, instead of T~.. The point fl = 1 is very special, since it is the
invariant point under the duality transformation

--* 1//~, (2.18)

that interchanges a large and a small radius of compactification.

Clearly the 'holy grail' in c = 1 string theory would be the generating functional
of all connected scattering amplitades. For the compactified case it would read

F(t,t-) ~ ~ A2~-2{exp ~ ( t , T + + t~T~-))g (2.19)

g=O n

In terms of space-time field theory we would have incoming states Ikl,k2,...) with
k~ tachyons of energy wi and corresponding outgoing states ( k l , k 2 , . . . I, and ~- = e F
would be the generating function of all matrix elements

r(t,~)= x-"
z_, r l ~ ~ /k (2.20)
{k~,~Iid • •

Actually there are more degrees of freedom than just the tachyons, but these so-called
discrete states appear at very particular energy and momentum [15]. Consequently,
they do not have an interpretation as propagating particles, but are more analogous
to quantum mechanical degrees of freedom.

2,3. M i n i m a l m o d e l s

Before we go on and discuss the solution of the c - 1 string theory, we want to

turn briefly to another interesting class of models, the so-called c < 1 models. These
models are the unique CFTs with a finite number of irreducible representations of the
Virasoro algebra. They are labeled by two integers (p, q) which should be coprime.
It is rather difficult to write a Lagrangian for these models, but roughly they can be
described as a c = 1 model with an extra background charge for the scalar field x

S = / Ox-6x + QRx. (2.21)

So we loose all translation invariance. Furthermore, the occurrence of screening oper-

ators and an extra BRST charge make the analysis of the correct physical states much
more complicated. Nevertheless, these string theories have been completely solved,
again due to the magic of matrix models. We will just give a brief account of the
nature of the solution as found in [4, 5].
 76

First of all, the spectrum is extremely simple and universal for all (p, q) models
and the massive deformation that can be obtained of them. For every positive integer
we have a physical state, so we have vertex operators

V = O1, O2, O3,... (2.22)

(The (2, 3) model corresponds to the trvial matter theory and thus gives pure quantum
gravity as discussed in §1. The operators a~ of (1.19) correspond to O2,+1.)
According to our discussion above, the string theory correlation functions of these
operators are on general grounds given by a (complicated and in general unknown)
integral over moduli space, where the volume form is a correlator in a CFT consisting
of the minimal model coupled to ghosts and Liouville theory

(o,~ ... o . , ) , = f~,,,.(...)o~r (2.23)

The matrix model techniques give an alternative route to the calculation of these
correlators, and this result can be summarized as follows. The generating functional
of correlation functions for the (p, q) model

oo

r.,q(t) = exp E ~-~"(exp Z:t-O-), (2.24)

g=0 n

is a tan-function of the KP hierarchy and all (p, q)-generating functions for fixed p lie
on one orbit. More precisely, relative to a convenient choice of origin, the (p, q) model
is obtained as
rp,q(tk) = rp(tk + 5k,p+q). (2.25)
Furthermore, the KP hierarchy reduces to the pth KdV hierarchy, which implies that
all correlation functions of the operators On with n - 0 (rood p) vanish.
At the point (p, 1) we also have a very explicit representation of the r-function due
to Kontsevich [12] (for more details "see e.g. [13, 16]). Let Z be an N x N Hermitian
matrix, and choose particular values for the KP times t . given by

t, = i T , z - " . (2.26)
n

With this parametrization, the r-function is given by the following matrix integral,
where Y is also an N × N Hermitian matrix

r,,l(t) c -1 f d Y . e ITr(z~Y-~'+'~l~
* p+l /l •
(2.27)

Here the normalization eonstaalt is given by

c = (2~i/~)T det(Z ~ ) .-:-=-:, ~'~+, (2.2s)

A(zp)
 77

and A(z) is the Vandermonde determinant

A( z) = det d - ' = II (z, - zj). (2.29)

This rather formidable looking expression for the normalization constant is actually
very natural. The integral (2.27) can be expanded around the critical point Y = Z of
the action
yp+i
Tr ( Z P Y - P + 1). (2.30)

The normalization constant is now just the classical value of the action plus the
gaussian (one-loop) contribution to the integral

e ~ e i .p2+ -t r , . z p + , /-x . c / (2.31)

where c~ is defined by the Gaussian integral

= x.l. Y z~ - ze
t,3 I-~ 3

=
(2~-i/;,)~ act Z ~ A(zp)
A(~) ' (2.32)

and
p-1
s(v, z ) = ~ Tr [ r z k r z p - ' - ~ ] . (2.33)
k:0

This representation makes clear that rpj(t) can indeed have an asymptotic expansion
in the variables t,.

3. I n t e g r a b l e Hierarchies and Quantum Field Theory

In order to understand better the integrable hierarchies that naturally appear

in non-critical string theory and in particular the remarkable integral representation
(2.27), we will now review some relations between quantum field theory and integrable
systems. We follow the standard exposition of the KP hierarchy [17].

3.1. 2d Chiral q u a n t u m field t h e o r y

Consider a two-dimensional free chiral scalar field ~(z), with the usual mode ex-
pansion
O~(z) = E]'~-z-~-~ • (3.1)
rl

Here z = e;~-~ is a coordinate on a cylinder, with x the periodic space variable and
r Euclidean time. We have standard commutation relations Inn, am] = n6n+m, and
a vacumn 10) satisfying ~,10) = 0, n _> 0. The Hilbert space 9t can be considered as
 78

the completion of the Fock space spanned by states a - m - - - a - - . ] 0 ) . The reader is

encouraged to think about this two-dimensional scalar field as the tachyon field living
in the space-time with coordinates (x, ¢). Here we roughly have ¢ = r.
As in the case of a harmonic oscillator one can consider coherent states~

It) = exp it.c~_. IO), (3.2)

kn=l /

and their Hermitian conjugates

(t[ = (Olexp --it.c~.. (3.3)

Now to any state ]W) in the Hilbert space 9i we can associate a coherent state wave-
function rw(t) by considering the inner product

~,,(t) = (tlW) . (3.4)

This function is a tan-function of the KP hierarchy if and only if the state [W) lies in
the so-called Grassmannian.
To explain the concept of the Grassmannian we have to turn to the alternative
description of the chiral boson in terms of chiral Weyl fermions ¢(z), ¢(z) by means
of the well-known bosonization formulas

i o ~ = -~¢, ¢ = e'~', -~ = ~-'~" . (3.5)

These free fermions have mode expansions

¢(z) = ~ ¢oz-°-+, (3.6)

afiZ+~
-- _a_l
(3.7)
afiZ+~

and canonical anti-commutation relations

[fo,¢b]+ = *o+b, [fo,Cb]+ = [¢o,¢b]+ = 0. (3.8)

Loosely speaking, the Grassmannian can be defined as the collection of all fewmionic
Bogoliubov transforms of the vacuum 10). That is, the state IW) belongs to the
Grassmannian if it is annihilated by particular linear combinations of the fermionic
creation and annihilation operators.

(¢,+½ - ~ A.,..~b_,,,+~)IW ) = O, n > 0 , (3.9)

ra=l
 79

or equivalently,

[W) = S[0), S = exp (,,~ A,m~_,_~¢_,,+~) . (3.10)

Note that the operator S can be considered as an element of the infinite-dimensional

linear group, S E GL(oo, C).
By replacing the vacuum [0) by the state ]W), we simply made another decompo-
sition into positive and negative energy states, and filled these new negative energy
states. The positive energy wave-functions are no longer given by

z°,zl,z2,... (3.11)

but are now replaced by the functions

Vo(Z),Vl(Z),V2(Z),... (3.12)

with
v,(z)=z"- ~ A ~ m z -m . (3.13)
m=l

If one prefers the language of semi-infinite differential forms, we have a formula

IW) = V o ^ va ^ . . . (3.14)

which should be contrasted with

Io) =z°^z ' ^... (3.15)

We want to mention at this point one important generalization. In the above fash-
ion one generates solutions to the KP hierarchy. This construction can be extended
to give a tau-function for the two-dimensional Toda Lattice hierarchy by considering
a second set of times tk, as discussed in detail in [18]. In terms of our conformal field
theory, the Toda tau-func~ion is simply obtained as

,(t,~) = <~Is,l~) , (3.16)

with [3) and (t I the coherent states (3.2) and (3.3) and S a general GL(oo, C) element,
i.e. an exponentiated fermion bilinear of type (3.10). We will return to the Toda
hierarchy in §3.
Instead of taking the inner product of the state IW) with a coherent bosonie state,
one can also consider fermionic N-point functions. In fact, one finds in this way a
simple expression in terms of an N × N determinant of the wave-functions (3.13)
[13, 16]
(g]¢(zl)... ¢(zN)]W) = det v j - 1 (z,). (3.17)
 80

Using the bosonization formulas, one recognizes this correlation function as a special
coherent state wave-function (tlW) where the parameters t, are given by

t. = . (3.1s)
i=1 n

With this choice of parameterization, and after taking into account a normal ordering
contribution, the tan-function can be written as

det ' (3.19)

with A(z) the Vandermonde determinant.

3.2. K o n t s e v i c h integrals a n d t h e c < 1 m o d e l s

We are now in a position to understand the integral representation that we gave

for the minimal models partition functions rp,q(t). The state IW) corresponding to
this orbit is most simply described at the (p, 1) point, where a description in terms
of topological field theory can be given. In the Lax operator description of the KdV
hierarchies [17], this point can be very efficiently characterized by the following initial
value for the pth Order linear differential operator L

L = D p + x. (3.20)

For an expLicit basis for the state [W) one can take the wave-functions

/p~l ~-~-:+"A /.oo .y" ei(:Y-Pr~:t)/x (3.21)

= V -2- Y e'+' " dy "

where the normalization is chosen such that we have the appropriate asymptotic
expansion
Vn(Z) = zn(1 + O(z-1)) . (3.22)
Since the wave-functions are moments in a Fourier transform, the fermionic determi-
nant formula can be explicitly evaluated. This is due to the following identity, first
given by Harish-Chandra, for the integral over the unitary group U(N) [19]

f dUe iTr[UxUtY] = c. A(x)A(y)'

det e'x~yj (3.23)

with dU the Haar measure and zi, yi the eigenvalues of the Hermitian matrices X and
Y and c some normalization constant. As a special application of the above equation
consider the matrix Fourier transform, i.e. the integral over a Hermitian matrix Y
in an external field X , both N × N matrices, of the form

"r = [ d Y e i~[xv+v(r)]. (3.24)

d
 81

By conjugation invariance, this is only a function of the eigenvalues x a , . . . , xg. We

can use (3.23) to integrate out the angular variables U in the decomposition

Y = U. d i a g ( y l , . . . , YN)" Ut, (3.25)

which also introduces a 3acobian

dY = A(y) ~ . dU . [dy]. (3.26)

This leaves us with an integral over the eigenvalues yi of the form

(3.27)
J

Now the Vandermonde determinant A(y) is a sum of terms of the form

=kYl•. . . . YN
,N , (3.28)

and for each of these terms the integral v factorizes in separate integrals over the
individual eigenvalues y~. If we introduce the function

w(x) = / d y . e '~y+'v(y) (3.29)

and its derivatives

Wk(Z) = / dy. yk. e,~y+iv(,), (3.30)

the contribution of (3.28) is simply

+ wfi (xl)... WiN(XN). (3.31)

So we can evaluate r ( X ) straightforwardly as

T = det(wi-l(zl)) (3.32)

If we apply this method to the determinant (3.19) of the wave-functions (3.21), we

find the matrix integral (2.27).
This result can be generalized to the 'generalized Kontsevich model' [13, 16] which
features an arbitrary potential V(z)

~(t) = c. / D Y . eiTr(V'(Z)Y-V(Y))/A . (3.33)

with
A(Vt(z)) . eiTr(V(Z)_V,(Z)Z)/,X . (3.34)
c = (2~i/~)--~ • det V"(Z). A(z)
 82

It has been noticed by many authors that the case p -= - 1 (i. e. a logarithmic potential
V(z) = log z) is likely to be associated with the c = i model. In the next section we
will proceed to show that this is indeed the case.

4. The c = 1 String

We will now return to the c = 1 string and discuss its solution within the matrix
model framework.

4.1. T h e c = 1 m a t r i x m o d e l

Matrix models have been introduced in two-dimensional quantum gravity to de-

scribe discretizations of smooth surfaces [1]. We will not explain this method here in
any detail. The basic idea is that the path-integral over all metrics on the surface
can be approximated by a summation over triangularizations. The combinatorics of
these tesseUations of surfaces by regular polyhedra is organized very efficiently by
considering the perturbative expansions of Hermitian matrix integrals.
The coupling of matter fields to theories of quantum gravity, or equivalently ran-
dom surface models, proceeds by making the matrix variables depend on other (dis-
crete or continuous) variables. In this fashion the c = 1 matrix model describes the
quantum mechanics of an N x N hermitian matrix A(x). The real v~iable x should
be considered as (Euclidean) time. In particular we can opt to compactify x with
period 2~rfl. This essentially means we consider matrix quantum mechanics at some
finite temperature 1~ft. As our Lagrangian we choose a simple kinetic term plus a
potential Tr U(A) with U some polynomial. The partition function is thus given by

Z(N, fl) = f d A exp -N/o dxTr + U(A) . (4.1)

This model has a nontrivial double scaling limit N ~ oo if we fine-tune the potential
U to a critical point [6]. The model can consistently be reduced to the eigenvalues A~
of the matrix A. The wonderful simple result is that in the double scaling limit all
the interesting dynamics is reproduced by considering free fermions ¢(A) moving in a
potential [6]
U(A) = - A 2. (4.2)
This is the famous inverted harmonic oscillator. The physical model is obtained by
filling, say, the right-hand side of the Fermi sea to a level # from the top of the
potential (see fig. 4.1. ). This parameter has naturally the interpretation of the
cosmological constant. All tunneling effects (leaking through the barrier) are thus
e -u effects. When we recall that for the two-dimensional string it = l/A, we see that
all these effects are also non-perturbative in the string coupling constant. They can
consequently not be given an interpretation in terms of surfaces.
Of course, the Hamiltonian

d~
H - d),2 A~ (4.3)
 83

Fig. 4.1: The c = 1 matrix model reduces to a collection o f

non-interacting ferraions in an inverted harmonic potential

has a continuous spectrum. Its eigenfunctions

H ¢ ~ = w¢~ (4.4)

can be expressed in parabolic cylinder functions [7]. These functions have the following
interesting asymptotic behaviour. In the limit A --~ oo they behave as

¢~(~) ~¢o(~)e'~(~*-~) (4.5)

where the new variable r is defined as

A = 2Vrff cosh r. (4.6)

That is, in (x, r)-coordinates we find at spatial infinity (up to a factor) relativistic
fermions.
Of course, the incoming and outgoing wave functions are not independent. They
are related by a one-particle scattering process. That is, in general we will have

¢Y' = ~. eL" (4.7)

where / ~ is the reflection factor that is fully determined by the shape of the po-
tential. In this case the potential is the inverted quadratic, and the factor R~ can
be determined by a straightforward, but non-trivial, calculation. The outcome of
the calculation certainly depends on how we treat the LHS of the potential. In the
symmetric case we find [9]

..... r(i -i,+~)

n ~ = ~-~) ~(T_i, ) (4.8)

In some sense, this function is all one should know about the c = 1 matrix model
in order to understand the scattering of tachyons. One verifies easily perturbative
unitarity
/~,R*_~ = 1 + O(e-"). (4.9)
 84

••outgoing
bosonization
tachyons

outgoingfermions

( ~ scattering

~ N ~ n c o m i n g fermions

fermionization

~ coming tachyons

Fig. 4.2: The calculating of tachyon scattering amplitudes

proceeds through fermionization and bosonization.

In the Euclidean case we cannot really speak about scattering~ since there are no
separate past and future null infinities. We simply have a mixing of left and right-
movers, given again by the factor R~. In the compactified case, to which we will
restrict for the remainder, the energies will be furthermore quantized and are given
by (recall the fermions are naturally anti-periodic)

1 1
~. = ~(n + ~), n e z. (4.10)

The fermion S-matrix is now defined by

¢'-(z) = s¢o~'(=)s -', Tn(=) = s~O.,(.)s_,, (4.11)

with
S =: exp [ ~ log r~ .1.out .-7:0.ut ] :
~,~.W_(m+½)Wm+½j (4.12)
mEZ

In order to calculate the tachyon scattering amplitudes we can now adopt the following
simple strategy described in [9] (see fig. 4.2. ). At spatial infinity the incoming and
outgoing tachyons can be expressed in fermions through the standard formulas of
relativistic fermionization and bosonization in two dimensions. The fermions have
very simple scattering properties. Individual fermions just scatter with a reflection
f a c t o r / ~ . In particular the number of fermions (and not only the fermion number) is
conserved. After the scattering process the fermions propagate to infinity where they
can be reassembled into bosons.
 85

Thus we may write the full generating functional for connected Green's functions
in terms of a single free boson

o~(~) = X-'a
z._, - z - n - 1 (4.13)
71

This scalar field should be thought of as the asymptotic limit of the tachyon field at
r~ or equivalently ¢,--~ co, where the Liouville interaction can be ignored. We now
have a very simple representation for the generating function of all amplitudes [10]

~(t, 3) = (~lSl~), (4.14)

where the S-matrix is given by (4.12) and the coherent states now include an extra
factor of #

It-) = exp i.L~_. 10), (tl = (0[exp --itLt,a, . (4.15)

This formula is an enormous simplification over previous expressions for c = 1 ampli-

tudes. It emphasizes the analogy with the c < 1 results which we recall were of the
form
r ( t ) = ( t l w ) = (tlslo}. (4.16)
In particular we observe immediately from (4.14) that the c = 1 string forms a real-
ization of the Toda Lattice hierarchy.

4.2. T h e K o n t s e v i c h - P e n n e r m o d e l

As we have seen the partition function of the c = 1 string is a solution of the Toda
Lattice hierarchy. For fixed values of the incoming times tk, the partition function
r(t,t-) becomes a solution of the KP hierarchy. We want to determine in more detail
the element W~ in the Grassmannian that parametrizes this particular orbit of the
KP flows. To this end we have to consider the state

[W~) = S . U~I0), U? = exp f i i # l . a _ , . (4.17)

rt=l

We will describe IWr) by giving a basis vk(z;t), k > 0, of one-particle wave-functions.

First we observe that the operator U~ acts on the wave-functions z n by simple multi-
plication
v~: 2o - ~ exp (5: ~"~'z-k) "Z n " (4.18)
Similarly we have for the action of S a multiplication

S : z ~ -~ _ ~ . z" . (4.19)
 86

We have already seen that the reflection factors Rn contain all the relevant information
of the c = 1 matrix model. At radius fl they can be chosen to be

R. = (-iu)-~
-iu+
r(~r( ½ _ i~)
~1 (4.20)

(Recall, we are only interested in the perturbative part in #-1 of this expression.)
The usual vacuum 10) is spanned by the non-negative powers z k. Therefore the basis
elements vk(z; t) of W~ are simply determined as

vk(z;~) = c~ . s u~? , (4.21)

with a normalization constant ck such that vk(z; O) = z k. (This corresponds to the

normal ordering of the S-matrix in (4.12).) Since the reflection factor is basically a
gamma function, the result can be expressed as a Laplace transform

vk(z;t) = c'(z), fo°°dy.y k .y-iUZ+(~-l)/ZeiV(v/Z)aexp (~, ilttky -k) (4.22)

Here the constant c'(z) is given by

c'(z) = n ( - i ~ / z ~ ) ~ - ' . (4.23)

vqr(~ - i~) "

These integral representations are of Kontsevich type if and only if/3 = 1, that is,
only at the self-dual radius. Indeed in that case we have

vk(z;~)=c'(z), fo°°dy.vk.expiu(ylz--logy+ ~,~ky-k) . (4.24)

Therefore, following the procedure of §2.2 we can write the following matrix integral
representation for the generating functional. Define the integral

o'(Z, t) = [ dYe ivTr[yz-~+v(Y)] , (4.25)

d

where
V(Y) = - log Y + ~ tkY -k , (4.26)
and we integrate over positive definite matrices Y. Then we have

~(z, o)
T(t,~) - :(z, ~) ' (4.27)

with the parameterization

]2 - 1
t, = TrZ-" . (4.28)
n
 87

Note that with tMs normalization r(t, 0) = 1, which is appropriate since we consider
normalized correlation functions. In order to write down the result we had to treat the
incoming and outgoing tachyons very differently, paxametrizing the outgoing states
through whereas the coupling coefficients to the incoming states enter the matrix
integral in a much more straightforward fashion.

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 A g e o m e t r i c c o n s t r u c t i o n of solutions
of the Toda lattice hierarchy
G.F. Helminck

University of Twente, Faculty of Applied Mathematics, P.O.Box 217, 7500 AE Ensehede

A b s t r a c t . In this paper we present an analytic and geometric framework for the construction
of solutions of the Toda lattice hierarchy.

Introduction. In JUT] , Ueno and Takasaki introduced the Toda lattice hierarchy, a system
of nonlinear differential difference equations. Their approach is of a formal character and
does not consider convergence questions for the objects they are dealing with. Here we will
describe a convergent setting in which one can construct solutions of the system mentioned
above. A more detailed description of the different sections is as follows: the first section
contains the algebraic formulation of the hierarchy in Lax-form and the reduction of the
system to a set of equations for so-called "wavematrices". In the second section we give the
geometric setting for the construction of the convergent solutions. The final section gives the
construction of the wavematrices and the proof that they satisfy the equations discussed in
the first section.

§1 The equations.
1.1 Since the Toda lattice hierarchy is defined as a system of differential equations for the
matrixcoefficients of a number of Z x Z-matrices, we first introduce some notations.
Let R be a commutative ring. Then we write Mz(R) for the R-module consisting of Z x Z-
matrices with coefficients from R. If A = (Aij) and B = (Bij) belong to Mz(R), then the
product A . B in Mz(R), where

(A. B)ik = ~ AijBjk,

jET~
is only defined for special A and B. It always exists if A or B belongs to the diagonalmatrices

T)(R) = {A[A e Mz(R), Aij = 0 i f i ¢ j}.

Moreover an element A of 79(R) is invertible if and only if all the Aii a r e invertible in R. In
the sequel, an important role is played by the element A of Mz(R) given by

lifj =i-1
Aij= 0ifj¢i-1.
 92

It has an inverse A -1 with entries given by

(A-1)i/= i f j ¢ i + 1.

The matrix A acts on Z)(R) by conjugation: (AdA-")Z = dj_~_, for all d C T)(R) and
all j E Z. Moreover, for each k E Z and each d E ~(R), the element dA k, has only on the
"kth-diagonal" possibly non-zero entries, i.e.

(dAk)i j = ~ dj+kj+k if i = j + k
( 0 ifiT~ j + k .

Therefore we can write each element A in Mz(R) uniquely as

1.1.1 A = E akAk' with ak E :D(R).

kEZ

To the decomposition (1.1.1) we link some notations: if A is as in (1.1.1) then we write

1.1.2 A+ = E akAk and A - = E akAk"

k_>O k<o

Inside M'z(R) we consider 2 subspaces that form an algebra w.r.t, the product.
1.1.a D e f i n i t i o n . An element A E Mz(R) is called uppertriangular of level k, if it can be
written as

A= E atAl' with at E :D(R).

l>_k
The collection of all these elements we denote by UTk. It is a direct verification that
UT := U UTk is an algebra with the product introduced above and that an element of
kEY~
UT is invertible if and only if the leading diagonalcomponent is invertible. Likewise one can
introduce
1.1.4 D e f i n i t i o n An element A C Mz(R) is called lowertriangular of level k, if it can be
written as

A= E alAl' with el E Z)(R).

t_<k

The collection of all these elements we denote by LTk. If we put again LT := U LTk, then
kEZ
LT is an algebra and an element is invertible in LT if and only if its leading diagonal part is
invertible.
 93

1.1.5 R e m a r k The product of an element in LT and an element in UT is in general not

defined and requires some convergence conditions on both factors in order to make sense.
1.2 The hierarchy we are interested in can conveniently be formulated in terms of a matrix
in LT1 and a matrix .~I in UT_1 of the form

1.2.1 L = A + Z "[jA-j and 3~¢ : ~ r~iA i with rh-a invertible.

j>0 i_~--I

For all relevant j and s, we will write [j(s) and ~j(s) instead of ([j),, and (rhj),.. To a pair
(L,/~/) as in 1.2.1 we associate for all n > 1 the elements B~ and C~ in UT N LT defined by

B . = (L")+ and c . = (M")_.

The equations of the hierarchy will consist of a system of differential difference equations for
the elements {/j(~), ff~(s)). In order to give the algebraic description of the hierarchy, we
consider the {/j(s), r~q(s)) first as free commuting variables and we take for R the algebra
B = C [ ~ ] ( ~ ) , ~'~(~), ~-~,(~)-~'], where j C N,'] E Z , ' ] > _~z, and s G Z. Clearly, one can
define a C-linear derivation of B by simply prescribing the image of all the Ij(s) and all the
rh~(s). In Mz(B) the following commutators exist and belong to the indicated subsets

[Bn, L] = [-(L)"_,L] e LTo

[c., ~1 = [-(~")+,S¢] e UT-1

[B,. f¢l e UT_~ and [C., L]e LT0

In the light of the foregoing remark, we can define C-linear derivations 0,, and c~, of B by
the equations

1.2.2 O,. L = lB., g], O,° ~ = [B., M],

1.2.3 b~°L = [ c . , L ] , b~°F~ = [ c . , ~ ] .

Let R be a general C-algebra and let (L, M) be a pair of elements in Mz(R) of the form 1.2.1.
These data are the same as giving a C-algebra homomorphism c~ : B --~ R by the prescription

1.2.4 ~(~j(~)) = ( t j ) . and ~(,~,(~)) = ( . ~ , ) . .

 94

The map a defines by coefficientwise action a C-linear map a : A4z(B) ~ Mz(R) and we
have L = a(L) and M = a(.~/). Now we would like to have derivations 0t. and 0 , . , n _> 1, of
R that are prolongations of the derivations 0t. and 0~. defined by 1.2.2 and 1.2.3, i.e. they
should satisfy for all n _> 1,

1.2.5 a o Ot. =Or. o a and a o Os. = Os. o a.

One directly verifies that condition 1.2.5 is equivalent to showing that the pair ( L , M ) and
the derivations {Or., Os., n > 1} satisfy the equations

1.2.6 Ot.L = [(i )+,L],Ot.M

rl = [(L")+,M],

1.2.7 O~ M = [(M)"_,M] and Os.L = [(M)"_,L].

The equations 1.2.6 and 1.2.7 are called the equations of the Toda lattice hierarchy, since
the simplest non-linear equations contained in it are that of the generalized Toda lattice, see
[UT]. The data (R, 0t., 0~., a ( L ) , , ( M ) ) we call a solution of this hierarchy.
LFrom now on, we assume that R is a C-algebra of functions in the parameters {thin >_ 1}
and {shin >_ 1}, that it is stable under taking the partial derivative 0¢. resp. 0s. w.r.t.
t,~ resp. s , , and that R contains C [ ~ , ~ , ~ _> ~z]. We will now comment on the linear
problem associated to (1.2.6) and (1.2.7) in [UT]. There they considered "operators" W (°°)
and W(°) of the form

i¥(~) ----~(oo) . exp( E t,A/) := { Id T E w ~ ) A i } e x p ( E tiAi) and

i>0 i<0 i>0

IV(0) = ~ ( 0 ) . exp( E s i A - i ) : = { E w ~ ° ) A i ) e x p ( E siA-i)' with w~°) invertible,

i>0 i_>0 i>0

where all the w~°~) and w~°) belong to :D(R) and such that w~°) is invertible in 79(R).
Since W (~) and W (°) are products of an element in UT and in LT, these products make in
general no sense in M z ( R ) and one must give some convergent context such that W (°~) mad
W (°) can be seen as elements of AIz(R). This will be done in the second and third section.
In that case one notes that both W (c¢) and W (°) are invertible in Mz(R).
If W ~ and W ° are well-defined elements of Mz(R), then we will call them wavematrices in
Mz(R). The linear system associated with (L, M) consists of the following equations that
couple the wavematrices to the pair (L, M),

1.2.8 L W (°°) = W(~)A and M W (°) = W(°)A -a,

 95

1.2.9 0t, W (°~) = B n W (~) and Or, W (°) = B,~W (°) for all n _> 1,

1.2.10 Os W (°°) = C n W (~) and Os W (°) = C,~W (°) for all n > 1.

Since W (~) and W (°) axe invertible, equation (1.2.8) lead to

1.2.11 L = W ( ~ ) A W ( ~ ) - ' and M = W ( ° ) A - a W ( ° ) - ' .

By differentiating the equations in (1.2.8) w.r.t, the variable tn resp. sn and by substituting
(1.2.9) resp. (1.2.10), we get that L and .~1 defined by (1.2.11) satisfy the equations (1.2.3).
In the rest of this paper we present a geometric context from which one can construct wave
matrices W (~) and W (°) in Mz(R) that satisfy (1.2.9) and (1.2.10). The operators L and M
defined by (1.2.11) are then the solutions of the Toda lattice hierarchy.

§2The g e o m e t r i c s e t t i n g .
2.1 Let H be a complex Hilbert space with orthonormal basis {ei[i E Z} and innerproduct
< -[. >. The space of bounded linear operators from H to H, we denote by B ( H ) and we
assume it to be equiped with the operator norm. Its group of invertible elements is denoted
by Gl(H). The group GI(H) is an open part of B ( H ) and as such, it is a Banach Lie group
with Lie algebra B(H).
2.1.1 N o t a t i o n To each operator g in B ( H ) we associate a Z x Z-matrix [g] = ([g]ij) in
Mz(C) by putting [g]ij = < g(ej)lei > , i , j e Z.
Next we introduce some Lie subgroups of Gl(H) and their corresponding Lie algebras. First
of all we have the Borel subgroup B+ and the "opposite" Borel subgroup B_ given by

B+ = {gig • GI(H), [g]ij = 0 = [g-lliy for all i < j},

B_ = {gig • GI(H), [glij = 0 = [g-alij for all i > j}.
Their Lie algebras L(B+) and L ( B _ ) satisfy

L(B+) = {bib • B(H), [b]ij = 0 for all i < j}

L ( B _ ) = {bib e B(H), [b]ij = 0 for all i > j}.
As in the finite-dimensional case, B+ and B_ are the semi-direct product of a diagonal group

D = {gig • GI(H), [g]ij = 0 for all i ¢ j}

and the unipotent subgroups U+ respectively U_ given by
 96

U+ = {gig E B+, [g]ii = 1 for all i E Z} and U_ -- {0115E 1I$_,[15]-~m= ~ for all ~ E Z}.
Their Lie algebras are denoted respectively by L(D), L(U+) and L(U_). Since B(N) decom-
poses as

B(H) = L(U_) ® L(D) @L(U+ )

and exp is a local diffeomorphism around zero, we see that

O1 = B + U - and 02 = U - B +
are open subsets of GI(H). We will give another characterization of O1 and 02. For each
n E Z, let H , be the topological span of the {ei[i >_n} and let p , be the orthogonal projection
onto Hn. If one decomposes an operator g E O1 and h E 02 w.r.t. H = Hn G H ~ , then one
computes directly that for all n E Z

2.1.2 (g~l(~) m2(~)) with g:~(~) e az(H~) and

2.1.3 h = /thll(~') h12(71)'~ with hll(n) E Gl(Hn).

~, h21(n) h22(n)7
Reversely, these properties characterize the sets O1 and 02, for we have
2.1.4 P r o p o s i t i o n The sets O1 resp. 02 consist of all g resp. h in Gl(H) satisfying (2.1.2)
resp. (2.1.3) for all n E Z.
P r o o f We give the proof for 02, the one for O1 is similar. Take any n E Z then one has

Id id) (hl~n) h12(n) "~

h = \ffh21(n)h~1(n)_ 1 0 h22(n) - h21(n)hll(n)-lh12(n) ]"
Hence we may assume h21(n) = 0. With respect to the decomposition H,~ = < en > @H,+I
we have that

h~(n)= (h11(;+1) 5fl)= (Th~l(Idl)_~l Od) ( h l ~ ( , : + l ) ,).

Continuing in this fashion we can find an Ul in Gl(Hn) and a b~ in Gl(Hn) such that h~l(n) =
Ulbl and their matrices w.r.t, the {ek]k > n} have the form

Ul] --~ 1 and [bl] = 0 *

",. ". ",
• 0 ... 0
 97

Since h belongs to 02 and since we may assume h2,(n) = 0, one sees that h22(n)decomposes
w.r.t. H ~ = < e~-i > (~H~_, as

h 2 2 ( n ) = ( c~'% h22(n/3'-l)) w i t h a l ~ i 0 "

Hence we can solve by a step by step procedure that there is a u2 and a b2 in GI(H~) such
that h22(n) = u262and such that their matrices w.r.t, the {ek[k < n} have the form

[u2]=
(i 1
0 and [~2] =
@ ". 0 "'-
"- ..

By combining the ul, u2, ha,b2and h,2(n) and h21(n), one finds the desired decomposition of
h. This concludes the proof of the proposition. []
2.2 Next we introduce the flows that play a role in the Toda lattice hierarchy. For each open
neighbourhood U of {,~IA ~ C, [AI = 1¢}, consider

F(U)=(Eai'ki I 2ezE~zAZisah°l°m°rphie~function:
U~C* J

with the topology of uniform convergence on compact subsets. It is a group w•r.t, point wise
multiplication. Let F be the direct limit of the F(U) with the corresponding topology• Inside
[" we have the subgroups f'+ and f'_ given by

f'+ = {exp(~ t # ) e t'} and f'_ -- {e:,p(~ ~ja-i) e f'}.

i>0 j>0
According to [HP], each element 3' in F can be decomposed uniquely as follows

2.3.1 7---- 7+7 -Aka, with 7+ E F + , 7 - E F _ , k E Z and D E C*.

Let F(o) be the subgroup of P consisting of all 7 in F with k equal to zero. The group
maps continuously into GI(H). For, let A : H --~ H be the shift operator defined by

= E ,oi+l
i

Then we define a continuous embedding M : F --~ GI(H) by

M(.y) = M ( ~ a,~') = ~ a,a'.
iEZ iEZ
 98

The image under M of r , F + , F _ and F(o), we denote respectively by F , F + , F _ and P(o).

Note that F(o) corresponds exactly with the intersection of P with the open sets O1 and O2.
2.2.2 R e m a r k Since the Z × Z-matrix of 3_ is exactly the matrix A from section (1.1), it
will be clear that the matrices of elements of F+ and P_ are exactly the matrices occurring
in the wavematrices of section (1.2).

§3 T h e c o n s t r u c t i o n of the solutions.
3.1 Inside GI(H) we consider the open subset f~ defined by

a = r(o)o~r(o)

Since F(o) is the union of the a r + F _ , with a E C*, and since the open set 02 can be written
as U_B+, we see that

f / = F+O2F_.
The set f2 is not equal to GI(H), for if one considers for example the orbit F+AkF_, with
k ~ 0, then it has empty intersection with 02. For, each g in F+AkF_ decomposes w.r.t.
H = H. G H.x as

gli g12 ~ with gll a Fredholm operator of index - k.

g = \g21 g22] '
Hence, by ]emma (2.1.4) these elements do not belong to 02. Now we take elements 7+ in
F+ and 7 - in F_ such that

7+ = ~+(t) = e x p ( ~ tih_i) and 7_ = Z-(s) = e x p ( ~ s j A - J ) ,

i>0 j>o
and we consider the left F+-fiow and the right F_-flow in fL That is to say, we choose a g i'll
f~ and we look at

G(t, s) = 7+9,~ -1.

Clearly G is a holomorphic map from P+ x F_ to Gl(H) and since g belongs to f~, we have
that G-1(02) is a non-empty open subset of P+ x P_. For the ring R in the first section we
take now the ring of holomorphic functions on G -a (O2). For all (7+(t), 7 - ( s ) ) in G -1(O2),
we have a decomposition

3.1.1 G(t, s) = W(~)(t, s) -1W(°)(t, s),

with W(~)(t,s) E U- and W(°)(t,s) C B+. If we write W(~) resp. ~(0) for the matrices of
~(oo) resp. ~'(0), then the coefficients of these matrices belong to R, and they decompose as
 99

W(00) = A ° + E ~_~00)Aj, with ~ °~) E D(R)and

~ ( 0 ) = ~X~-~w!°)A
i_, , with w--i(°)E D(R) and~_~(°)invertibleinD(R).
i>0

Next we introduce the operators )4;(00) and )'V(°) in Gl(H) by

W(oo) = ~(o~). 7+ and VV(°) = ~ ( 0 ) . 7--

Denote the matrices of )IV(00) and W (°) by W (°~) resp. W (°). The set-up has been chosen
such that in Mz(R) the products of ~o~) and [7+] and of ~(0) and [7-} are well-defined and
that they are equal to W(00) resp. W (°). Again the coefficients of W(00) and W (°) belong to
R. Moreover they have the form of a "wavematrix" as considered in section (1.2).
To W (~) and W (°) we associate the Lax-matrices L and M according to

3.1.2 L a = W ( ~ ) A W (¢~)-1 = W ( ~ ) A W (00)-~ and Mg = W(°)AW (°)-1 = W(°)AW(°)-a.

We are now ready to prove the main result.

3.1.3 T h e o r e m (a) If g belongs to f/, then the matrices L 9 and Mg constructed in (3.1.2)
are solutions of the Toda lattice hierarchy.
(b) If (f_ E F_,6+ E F+ and a E C* then the constructed solutions of the Toda lattice
hierarchy corresponding to g and 6_ga~+ are the same, i.e.

Le_ga6+ = L~ and Me_ga~+ = ~Ig.

P r o o f First of M1 we note that W (°) and )4;(°~) are constructed in such a way that W(00)[9] =
W (°). Hence, if we can proof

Ot. W (00) = B , W (°°) for all n > 1,

then the same equations holds for W (°). Analogously, it suffices to prove

08. W (°) = CnW (°) for all n > 1,

to get these equations for W (°~). Consider first the equations (1.2.9). On one hand we have

at. IV (°°) --- at, (~-'7(°°) ) exp( E tiA i) + I'~(°°)An exp( E tiA i)
i>0 i>0
= {a,°(~(00)) + ~(~)A"}~(00)-' W(00)
= { a , ° ( ~ > ) f ~ (¢~)-1 + r"}w(00).
On the other hand, if we differentiate W(°)[9] -1, w.r.t, tn, we get
 100

0t. W (°)[g]-I = Or. (~(o)) exp( E s/A-J)[g]-I

j>o
= {a,o (f#(o))~(0)-' }~(o0)

= {~ ~kAk}~ (~).
k>O

In particular we may conclude that

b~A ~ = {O,o(~(~))~(~)-' + Z~}+ : (z~)+ : Bo.

k>O

The second equality in this equation follows from the fact that 0~, (~(oo)) is lowertriangular
of level - 1 . The equations (1.2.10) are also obtained by differentiating once W (°) and once
w(~)[g]:

(9,,,(W(°)) = {as. (W (°>) + W(°)A -1 ] exp( E sjA -j)

j>o
= {o,o(W(o))W(o)-' + Mn}W (o)
o,. (~(~)[g]) = o,o (~)) exp(~ t~A ~)
{>o

= {o,o(W(~))W (~)-' }W(~)b].

Since 0~, (W (°°)) is lowertriangular of level - 1 and 0,, (~(0)) is uppertriangular of level 0,
we get that

{o,o(~(o¢))W (~)-' ] = { o , o ( W ( ° ) ) ~ (°)-' + M U - = (M")_ = C~.

This proves the equations (1.2.9) and (1.2.10) for L a and A{rgand the first part of the theorem.
Next we consider ~ -- 6_ga6+, with a 6 C*,6_ 6 ~<-,(~+ 6 .<+ and g 6 fL It belongs again
to f~ and, since 6_, 7+, 6+ and 7 - commute the corresponding wavematrices are easily seen
to have the form W(°°)[~_] -1 and W(°)[6+]a, where W (°°) and W (°) are the wavematrices
belonging to g. This implies that L# and M# are given by

L~ = W(~)[O_l-'a[o_]fY (~)-' = L, and

M~ = W(°) [0+]aA-'a -1 [0+]-' W( °)-' = W(°)AW (°)-' : M,.
This concludes the proof of the theorem. []
 101

References

[UT] K. Ueno and K. Takasakl, Toda Lattice Hierarchy, Publication 423, RIMS Kyoto 1983.
[PS] A. Pressley and G. Segal, Loop groups, Oxford Mathematical Monographs, Clarendon Press,
Oxford, 1986.
[HP] G.F. Helminck and G.F. Post, The geometry of differential difference equations, Memorandum
999, University of Twente, september 1991.
 Introduction to Random Matrices

Craig A. Tracy
Department of Mathematics and Institute of Theoretical Dynamics,
University of California, Davis, CA 95616, USA

Harold Widom
Department of Mathematics,
University of California, Santa Cruz, CA 95064, USA

These notes provide an introduction to the theory of random matrices. The central
quantity studied is r(a) = det (1 - K) where K is the integral operator with kernel

1 sin r ( z - y) XI(Y).
7r x - y
Here I = [-Ji(a2j-l,a2J) and XI(Y) is the characteristic function of the set I. In the
Gaussian Unitary Ensemble (GUE) the probability that no eigenvalues lie in I is equal
to v(a). Also v(a) is a tau-function and we present a new simplified derivation of the
system of nonlinear completely integrable equations (the aj's a r e the independent
variables) that were first derived by Jimbo, Miwa, M6ri, and Sato in 1980. In the
case of a single interval these equations are reducible to a Painlev~ V equation. For
large s we give an asymptotic formula for E2(n; s), which is the probability in the
GUE that exactly n eigenvalues lie in an interval of length s.

I. INTRODUCTION
These notes provide an introduction to that aspect of the theory of random matrices
dealing with the distribution of eigenvalues. To first orient the reader, we present in
Sec. II some numerical experiments that illustrate some of the basic aspects of the sub-
ject. In Sec. III we introduce the invariant measures for the three "circular ensembles"
involving unitary matrices. We also define the level spacing distributions and express
these distributions in terms of a particular Fredholm determinant. In Sec. IV we explain
how these measures are modified for the orthogonal polynomial ensembles. In Sec. V we
discuss the universality of these level spacing distribution functions in a particular scaling
limit. The discussion up to this point (with the possible exception of Sec. V) follows the
well-known path pioneered by Hua, Wigner, Dyson, Mehta and others who first developed
this theory (see, e.g., the reprint volume of Porter [39] and Hua [18]). This, and much
more, is discussed in Mehta's book [27f--the classic reference in the subject.
An important development in random matrices was the discovery by Jimbo, Miwa,
M6ri, and Sato [22] (hereafter referred to as JMMS) that the basic Fredholm determinant
mentioned above is a r-function in the sense of the Kyoto School. Though it has been
some twelve years since [22] was published, these results are not widely appreciated by the
practitioners of random matrices. This is due no doubt to the complexity of their paper.
The methods of JMMS are methods of discovery; but now that we know the result, simpler
proofs can be constructed. In Sec. VI we give such a proof of the JMMS equations. Our
proof is a simplification and generalization of Mehta's [29] simplified proof of the single
 104

interval case. Also our methods build on the earlier work of Its, Izergin, Korepin, and
Slavnov [19] and Dyson [13]. We include in this section a discussion of the connection
between the JMMS equations and the integrable Hamiltonian systems that appear in
the geometry of quadrics and spectral theory as developed by Moser [35]. This section
concludes with a discussion of the case of a single interval (viz., probability that exactly
n eigenvalues lie in a given interval). In this case the JMMS equations can be reduced to
a single ordinary differential equation--the Painlev4 V equation.
Finally, in Sec. VII we discuss the asymptotics in the case of a large single interval of the
various level spacing distribution functions [4, 43, 31]. In this analysis both the Painlev4
representation and new results in Toeplitz/Wiener-Hopf theory are needed to produce
these asymptotics. We also give an approach based on the asymptotics of the eigenvalues
of the basic linear integral operator [15, 27, 40]. These results are then compared with the
continuum model calculations of Dyson [13].

II. NUMERICAL EXPERIMENTS

The Gaussian orthogonal ensemble (GOE) consists of N x N real symmetric matrices
whose elements (subject to the symmetric constraint) are independent and identically
distributed Gaussian random variables of mean zero and variance one. Pioneers in the
simulation of random matrices were Porter and Rosenzweig (see, e.g., pgs. 235-299 in
[39]). Today one can easily use a Gaussian random number generator to produce a
"typical" such matrix. Given this matrix we can diagonalize it to produce our "random
eigenvalues." Using the software MATHEMATICA, 25 such 100 x 100 GOE matrices were
generated and Fig. 1 is a histogram of the density of eigenvalues where the x-axis has been
normalized so that all eigenvalues lie in [-1, 1]. Also shown is the W i g n e r semicircle law

p w ( x ) = "~x/'l - x 2. (2.1)
T"

0.7

0.6

0.5

0.4

0.3

0.2

0.i

-i -0.5 0.5 1

FIG. 1. Density of eigenvalues histogram for 25, 100 x 100 GOE matrices. Also plotted is
the Wigner semicircle which is known to be the limiting distribution.
 105

Density

0.5

0.4

0.2

0.i

-i -0.5 0.5 1

FIG. 2. Density of eigenvalues histogram for 25, 100 x 100 symmetric matrices whose ele-
ments are uniformly distributed on [-1,1]. Also plotted is the Wigner semicircle distribution.

Given any such. distribution (or density) function, one can ask to what extent is it
"universal." In Fig. 2 we plot the same density histogram except we change the distri-
bution of matrix elements to the uniform distribution on [-1, 1]. One sees that the same
semicircle law is a good approximation to the density of eigenvalues. See [27] for further
discussion of the Wigner semicircle law.
A fundamental quantity of the theory is the (conditional) probability that given an
eigenvalue at a, the next eigenvalue lies between b and b+db: p(0; a, b) db. In measuring this
quantity it is usually assumed that the system is well approximated by a translationally
invariant system of constant eigenvalue density. This density is conveniently normalized to
one. In the translationally invariant system p(0; a, b) will depend only upon the difference
s := b - a. When there is no chance for confusion, we denote this probability density
simply by p(s). Now as Figs. 1 and 2 clearly show, the eigenvalue density in the above
examples is not constant. However, since we are mainly interested in the case of large
matrices (and ultimately N --+ c¢), we take for our data the eigenvalues lying in an interval
in which the density does not change significantly. For this data we compute a histogram
of spacings of eigenvalues. That is to say, we order the eigenvalues Ei and compute the
level spacings Si := Ei+1 - Ei. The scale of both the x-axis and y-axis are fixed once
we require that the integrated density is one and the mean spacing is one. Fig. 3 shows
the resulting histogram for 20, 100 x 100 GOE matrices where the eigenvalues were taken
from the middle half of the entire eigenvalue spectrum. The important aspect of this data
is it shows level repulsion of eigenvalues as indicated by the vanishing of p(s) for small s.
Also plotted is the Wignev surmise

pw(s) = ~sexp -- s 2 (2.2)

 106

p(s)

o.8

0.6

0.4

0.2

i !
s
1 2 3 4

FIG. 3, Level spacing histogram for 20~ 100 × 100 GOE matrices. Also plotted is the Wigner
surmise (2.2).

p(s)

0.7

0.6

0.5

0.4

0.3

0.2

0.i

, , , i , , , , , , ,
1 2 3 '

FIG. 4. Level spacing histogram for 50, 100 × 100 symmetric matrices whose elements are
uniformly distributed on [-1, 1]. Also plotted is the Wigner surmise (2.2).

which for these purposes numerically well approximates the exact result (to be discussed
below) in the range 0 < s < 3. In Fig. 4 we show the same histogram except now the data
are from 50, 100 x 100 real symmetric matrices whose elements are iid random variables
with uniform distribution on [-1, 1]. In computing these histograms, the spacings were
computed for each realization of a random matrix, and then the level spacings of several
experiments were lumped together to form the data. If one first forms the data by mixing
 107

p(s)

0.8

0.6

0.4

0.2

, i i , i i i , , i , i i i / i , J , i ,
1 2 3 4 ' 5 '~ ''~

FIG. 5. Level spacing histogram for mixed data sets. Also plotted is the Poisson distribu-
tion.

-together the eigenvalues from the random matrices, and then computes the level spacing
histogram the results are completely different. This is illustrated in Fig. 5 where the
resulting histogram is well approximated by the Poisson density e x p ( - s ) (see Appendix
2 in [27] for further discussion of the superposition of levels). There are other numerical
experiments that can be done, and the reader is invited to discover various aspects of
random matrix theory by devising ones own experiments.

III. INVARIANT MEASUI~ES AND LEVEL SPACING DISTRIBUTIONS

A. Preliminary Remarks

In classical statistical mechanics, the microcanonical ensemble is defined by the measure

that assigns equal a priori probability to all states of the given system (which in turn is
defined by specifying a Hamiltonian on phase space) of fixed energy E and volume V.
The motivation for this measure is that after specifying the energy of the system, every
point in phase space lying on the energy surface should be equally likely since we have
"no further macroscopic information." In the applications of random matrix theory to
quantum systems, the Hamiltonian is modeled by a matrix H. However, in this case we
give up knowledge of the system, i.e. H itself is unknown. Depending upon the symmetries
of the system, the sets of possible H's are taken to be real symmetric matrices, Hermitian
matrices, or self-dual Hermitian matrices ("quaternion real") [10, 11, 27]. The question
then is what measure do we choose for each of these sets of H's?
What we would intuitively like to do is to make each H equally likely to reflect our
"total ignorance" of the system. Because these spaces of H ' s are noncompact, it is of
course impossible to have a probability measure that assigns equal a priori probability. It
is useful to recall the situation on the real line R. If we confine ourselves to a finite interval
[a, b], then the unique translationally invariant probability measure is the normalized
 108

Lebesgue measure. Another characterization of this probability measure is that it is the

unique density that maximizes the information entropy

Sip] = - f ~ p(x)log p(x) dx. (3.1)

On R the maximum entropy density subject to the constraints E(1) = 1 and E(x 2) = a 2
is the Gaussian density of variance a 2. The Gaussian ensembles of random matrix theory
can also be characterized as those measures that have maximum information entropy
subject to the constraint of a fixed value of E(H*H) [1, 41]. The well-known explicit
formulas are given below in Sec. IV.
Another approach, first taken by Dyson [10] and the one we follow here, is to consider
unitary matrices rather than hermitian matrices. The advantage here is that the space
of unitary matrices is compact and the eigenvalue density is constant (translationally
invariant distributions).

B. Haar Measure for U(N)

We denote by G = U(N) the set of N × N unitary matrices and recall that

d i m R U ( N ) = N 2. One can think of U(N) as an N2-dimensional submanifold of R 2N2
under the identification of a complex N × N matrix with a point in R 2N2. The group G
acts on itself by either left or right translations, i.e. fix go C G then

Lgo : g--* gog and Rgo : g--* ggo.

The normalized Haar measure it2 is the unique probability measure on G that is both
left- and right-invariant:

,u2(gE) = #2(Eg) = p2(E) (3.2)

for all g E G and every measurable set E (the reason for the subscript 2 will become clear
below). Since for compact groups a measure that is left-invariant is also right-invariant, we
need only construct a left-invariant measure to obtain the Haar measure. The invariance
(3.2) reflects the precise meaning of "total ignorance" and is the analogue of translational
invariance picking out the Lebesgue measure.
To construct the Haar measure we construct the matrix of left-invariant 1-forms
f~a =g-ldg, g C G, (3.3)
where ~g is anti-Hermitian since g is unitary. Choosing N 2 linearly independent 1-forms
wlj from ~g, we form the associated volume form obtained by taking the wedge product
of these wlj's. This volume form on G is left-invariant, and hence up to normalization, it
is the desired probability measure.
Another way to contruct the Haar measure is to introduce the standard Riemannian
metric on the space of N × N complex matrices Z = (zq):
N
(ds) 2 = tr(dZdZ') = ~ Idz,jl ~.
j,k= l

We now restrict this metric to the submanifold of unitary matrices. A simple computation
shows the restricted metric is
(ds) 2 = tr (ftgf~;). (3.4)
 109

Since f~9 is left-invariant, so is the metric (ds) 2. If we use the standard Riemannian
formulas to construct the volume element, we will arrive at the invariant volume form.
We are interested in the induced probability density on the eigenvalues. This calcu-
lation is classical and can be found in [18, 42]. The derivation is particularly clear if we
make use of the Riemannian metric (3.4). To this end we write
g = X O X -1, geG, (3.5)
where X is a unitary matrix and D is a diagonal matrix whose diagonal elements we write
as exp(i~k). Up to an ordering of the angles c2k the matrix D is unique. We can assume
that the eigenvalues are distinct since the degenerate case has measure zero. Thus X
is determined up to a diagonal unitary matrix. If we denote by T(N) the subgroup of
diagonal unitary matrices, then to each 9 E G there corresponds a unique pair (X, D),
2( E G/T(N) and D e T(N). The Haar measure induces a measure on G/T(N) (via the
natural projection map). Since

X*dgX = f x D - D~x + dD,

we have

(ds) 2 = tr ( f i g f ; ) = tr (dg dg*) = tr (X*dgXX*dg*X)

= tr ([fix, D] [fix, D]*) + tr (dD dD*)
N N
= ~ 16xk, (exp(iW) - e x p ( / ~ ) ) l ~ + ~ ( d ~ ) ~
k,g=l k=l

where f x = (6Xke). Note that the diagonal elements/~Xkk do not appear in the metric.
Using the Riemannian volume formula we obtain the volume form
0)g • COX H lexp(ictPJ) -- exp(i~r~k)l 2 d¥~l ""' d ~ N (3,6)
j<k

where wx = const l-]j>~ ~Xj~.

We now integrate over the entire group G subject to the condition that the elements
have their angles between ~k and ~ + d~k to obtain
T h e o r e m 1 The volume of that part of the unitary group U(N) whose elements have
their angles between ~k and ~k + d~ok is given by
PN2(~01,..., ~N) d ~ l " " dcpN = CN2 H [exp(i~j) -- exp(icpk)]2 dCpl " " • d~N (3.7)
j<k

where CN2 is a normalization constant.

We mention that there exist algorithms [8] to generate unitary matrices that are Haar
distributed. The algorithm of Diaconis and Shahshahani [8] is of order N 3 and is easily
implemented on a computer.

C. Orthogonal and Symplectic Ensembles

Dyson [11], in a careful analysis of the implications of time-reversM invariance for phys-
ical systems, showed that (a) systems having time-reversal invariance and rotational sym-
metry or having time-reversal invariance and integral spin are characterized by symmetric
unitary matrices; and (b) those systems having time-reversal invariance and half-integral
spin but no rotational symmetry are characterized by self-duM unitary matrices (see also
 110

Chp. 9 in [27]). For systems without time-reversal invariance there is no restriction on

the unitary matrices. These three sets of unitary matrices along with their respective
invariant measures, which we denote by E~(N), fl -- 1,4, 2, respectively, constitute the
circular ensembles. We denote the invariant measures by #~, e.g. #2 is the normalized
Haar measure discussed in Sec. III B.
A symmetric unitary matrix S can be written as
s = vTv, V C U(N).
Such a decomposition is not unique since
V--*RV, REO(N),
leaves S unchanged. Thus the space of symmetric unitary matrices can be identified with
the coset space
U(N)/O(N).
The group G = U(N) acts on the coset space U(N)/O(N), and we want the invariant
measure #1. If 7: denotes the natural projection map G ~ G/H, then the measure #1 is
just the induced measure:
~I(B) = ~2(~-1(B)),
and hence Ea(N) can be identified with the pair (U(N)/O(N), #~).
The space of self-dual unitary matrices can be identified (for even N) with the coset
space
U(N)/Sp(N/2)
where Sp(N) is the symplectic group. Similarly, the circular ensemble E4(N) can be
identified with (U(N)/Sp(N/2), #4) where/~4 is the induced measure.
As in Sec. III B we want the the probability density PNO on the eigenvMue angles that
results from the measure #3 for fl = 1 and fl = 4. This calculation is somewhat more
involved and we refer the reader to the original literature [10, 18] or to Chp. 9 in [27]. The
basic result is
T h e o r e m 2 In the ensemble E~(N) (fl = 1,2, 4) the probability of finding the eigenvalues
exp(iwj) o r s with an angle in each of the intervals (~j, Oj + dOj) (j = 1,... ,N) is given
by
PN3(O1,...,ON)dOI'''dON = CN~ 1-I lexp(iO,)-exp(iOj)l~ dO1...dON (3.8)
l<g<j<N
where CNfl is a normalization constant.
The normalization constant follows from
T h e o r e m 3 Define for N C N and fl C C

~N(fl) = (2~r)-~v f 0 2 ~ ' ' ' fo ~ l ' I lexp(iOj) -- exp(iOk)l~ dOa.., dON (3.9)
j<k
then
tpg(3) _ F(1 + 3N/2)
(F(1 + fl/2)) N (3.10)

The integral (3.9) has an interesting history, and it is now understood to be a special case
of Selberg's integral (see, e.g., the discussion in [27]).
 111

D. Physical Interpretation of the Probability Density PNZ

The 2D Coulomb potential for N unit like charges on a circle of radius one is

WN( 01'''" 'ON) = -- E log [exp(i0j) - exp(iOk)[ , (3.11)

l<_j<k<_N
Thus the (positional) equilibrium Gibbs measure at inverse temperature 0 < / 3 < c~ for
this system of N charges with energy WN is

exp (--/3WN( Oi, . . . , ON)) (3.12)

~N(/3)
For the special cases of/3 = 1, 2, 4 this Gibbs measure is the probability density of The-
orem 2. Thus in this mathematically equivalent description, the term "level repulsion"
takes on the physical meaning of repulsion of charges. This Coulomb gas description is
due to Dyson [10], and it suggests various physically natural approximations that would
not otherwise be so clear.

E. Level Spacing Distribution Functions

For large matrices there is too much information in the probability densities
PNz(O:,...,ON) to be useful in comparison with data. Thus we want to integrate out
some of this information. Since the probability density PN~(O:,...,ON) is a completely
symmetric function of its arguments, it is natural to introduce the n-point correlation
functions
N! 2. 2.
R , ~ ( O , , . . . , O , , ) - (3fSn)!foo " " f o PN,(O:,...,ON)dO,~+:'''dON. (3.13)

The case/3 = 2 is significantly simpler to handle and we limit our discussion here to this
case.

Lemma 1
' (
PIv2(O1,...,ON) = ~.T det KN(Oj,Ok j,k=l ) (3.14)
where
i sin(N(0j - Ok)/2)
I<N(Oj' Ok) ~--- 27I" sin ((0j - 0k)/2) (3.15)

Proof:
Recalling the Vandermonde determinant we can write

YI ]exp(iOj) - exp(i0k)] 2 = d e t ( M T) det(M) (3.16)

j<k

where M~k = exp (i(j - 1)0k). A simple calculation shows

(M~-~)s ~ = 2~D~si~(Oj, O~)L)~ (3.17)

where D is the diagonal matrix with entries exp (i(N - 1)0j2). Except for the normaliza-
tion constant the lemma now follows. Getting the correct normalization constant requires
a little more work (see, e.g., Chp. 5 in [27]). •
 112

From this lemma and the combinatoric Theorem 5.2.1 of [27] follows

T h e o r e m 4 Let t~2(01,..., On) be the n-point function defined by (3.13)for the circular
ensemble E2(N); then

P~2(01,.. ,On) = det KN(Oj,Ok j.k=l

• ( )1° )
where KN(Oj, Ok) is given by (3.1@
We now discuss the behavior for large N. The l-point correlation function

R~'2(01) = N (3.19)
' 2/r
is just the density, p, of eigenvalues with mean spacing D = lip. As the size of the
matrices goes to infinity so does the density. Thus if we are to construct a meaningful
limit as N --, co we must scale the angles Oj. This motivates the definition of the scaling
limit
p~oo, Oj-~O, such that x j : = p 0 j E R is fixed. (3.20)

We will abbreviate this scaling limit by simply writing N ~ oe. In this limit

R~2(x~,... xn)dxl...dx~ := lim R~(O1,...,O~)dO~...dO~ (3.21)

' N~oo

where we used the slightly confusing notation of denoting the scaling limit of the n-point
functions by the same symbol. From Theorem 4 follows

T h e o r e m 5 In the scaling limit (3.20) the n-point functions become

R~2(zl,...,z~)=det(h'(zi,xk)lj,k=l) n
(3.22)
where the kernel K(x, y) is given by

K(x, y) - 1 sin ~r(x - y) (3.23)

7r x - y

The three sets of correlation functions

CZ := {R~z(xl,...,xn);xj e R}~°°_,, /3 = 1,2,4, (3.24)

define three different statistics (called the orthogonal ensemble, unitary ensemble, sym-
plectic ensemble, respectively) of an infinite sequence of eigenvalues (or as we sometimes
say, levels) on the real line.
We now have the necessary machinary to discuss the level spacing correlation functions
in the ensemble C2. We denote by Z the union of m disjoint sub-intervals of the unit circle:

.2. = .2.1 U"* U -~"rn. (3.25)

We begin with the probability of finding exactly nl eigenvalues in interval 2"1,..., nm

eigenvalues in interval Zm in the ensemble E2(N). We denote this probability by
E2N(nl,... ,nm;2") and we will let N --* ev at the end.
If XA denotes the characteristic function of the set A and n := nl + ' " + nm, then the
probability we want is
 113

., dOl'." dON PN2(01 . . . ON)

nl...nmN-n '
nl n l +n2 nl +'"+~m
× IIx~,(os,) II x~(o~#... II x~..(os~)
Jl =1 3"2= n l +1 j m = n , +.**+1
N
x 1"I ( 1 - x z ( O j ) ) . (3.26)
j=n+l

We define the quantities

r~,. .... = fo2~ d01 " " "fo2~ dO~ R~2( Oa, . . . , 0~ )
nl nl +n2 nl +'"+rim
× II x~,(os,) Yi x~(oj2)... H ~(0~m). (3.27)
j , =1 j 2 = n l +1 jm =nl +...+1

The idea is to expand the last product term in (3.26) involving the characteristic function
X~ and to regroup the terms according to the number of times a factor of X~ appears.
Doing this one can then integrate out those Ok variables that do not appear as arguments
of any of the characteristic functions and express the result in terms of the quantities
r , 2..... . To recognize the resulting terms we define the Fredholm determinant

D g ( g ; A) = det 1- A~KN(O, O')xz, (0'

where "~j~--1 AjKN(O, O')Xz,(O')" means the operator with that kernel and A is the m-tuple
(A1,..., Am). A slight rewriting of the Fredholm expansion gives

M ~ . • • M"
DN(Z; A) = 1 + E ( - 1 ) j E r.~. .... .
j=~ ,~>o jl!'-'jr,!
J1 +- "+3m=3

The expansion above is then recognized to be proportional to

O"DN(Z; A) [
D

The scaling limit N ~ ~ can be taken with the result:

T h e o r e m 6 Given m disjoint open intervals Ik = ( a ~ - l , a2k) C R , let

I : = / 1 U . . - U I,~. (3.28)

The probability E2(nl,. . . , nm; I) in the ensemble ~2 that exactly nk levels occur in interval
I~ (k = 1 , . . . , m ) is given by

E~(~ .. n~,/)= (_-))L ~D:I;~ (3.2o)

' "' nl!'.'n,JOA ~ ...OA ~ A. . . . . . Am=~

where

D(I;A)=det(1-~AjK(x'
'j=l y)xIJ(Y)) (3.30)
K ( z , y ) is given by (~.2~), ~nd n := n, + " " + n~.
 114

In the case of a single interval I = (a, b), we write the probability in ensemble £'Z of
exactly n eigenvalues in I as Ez(n; s) where s := b - a. Mehta [27, 28] has shown that if
we define

D+(s; A) = det (1 - AK+) (3.31)

where K± are the operators with kernels K(x, y) 5=K ( - x , y), and

E±(n; s) - (-1)~ O'~D±(s;A) I (3.32)

then E,(0; s) = E+(0; a),

E+(~;~) = < ( 2 n ; , ) + E l ( 2 n - 1;.~), ~ > 0, (a.33)

E_(n;s) = El(2n;s) + El(2n + 1;s), n > 0, (3.34)

and
E4(n;s) = 2(E+(n;2s)+ E_(n;2s)), n _> 0. (3.35)

Using the Fredholm expansion, small s expansions can be found for Ez(n; s). We quote [27,
28] here only the results for n = 0:
~2S3 T:4S 5
El(0;s)=l-s+ 36- 120~ + O ( s 6 ) '
7r28 4 71-4q6
E~(0;~)= 1 - ~ + 3~- 675 ~ O ( s g ,
87/'486
/{?4(0; s) = 1 - s + ~ + O(sS). (3.36)

The conditional probability in the ensemble SZ of an eigenvalue between b and b+ db given

an eigenvalue at a, is given [27] by pz(0; s) ds where

d~E~(o; s) (3.37)
pz(0; s) -- ds 2
Using this formula and the expansions (3.36) we see that pz(0; s) = O(sZ), making con-
nection with the numerical results discussed in Sec. II. Note that the Wigner surmise
(2.2) gives for small a the correct power of s for pl(0; s), but the slope is incorrect.

IV. ORTHOGONAL POLYNOMIAL ENSEMBLES

Orthogonal polynomial ensembles have been studied since the 1960's, e.g. [14], but
recently interest has revived because of their application to the matrix models of 2D
quantum gravity [7, 9, 16, 17]. Here we give the main results that generalize the previous
sections.
The orthogonal polynomial ensemble associated to V assigns a probability measure on
the space of N × N hermitian matrices proportional to

exp ( - T r (V(M))) dM (4.1)

where V(x) is a real-valued function such that

~ ( ~ ) = exp (-V(x))
 115

defines a weight function in the sense of orthogonal polynomial theory. The quantity dM
denotes the product of Lebesgue measures over the independent elements of the hermitian
matrix M. Since Tr (V(M)) depends only upon the eigenvalues of M, we may diagonalize
M

M = XDX',
and as before integrate over the "X" part of the measure to obtain a probability measure
on the eigenvalues. Doing this gives the density

P~(z~,...,~) ; II. (x~ - x~)~exp - V(:~j) . (4.2)

If we introduce the orthogonal polynomials

f t pm(x)p,~(x)wv(x)dx = ~m,~, m,n = 0 , 1 , . . . (4.3)

and associated functions

~,~(x) = exp (-V(x)12) p ~ ( x ) ,

then the probability density (4.2) becomes

tgN(Xl,... ,XN) = ~1 x(det (~J-l(X'k))lj,k=l)

N 2
1
= ~ . det (KN(xj, xk)) (4.4)
where
N-1
Ku(~,u) = ~ ~j(~)~j(y)
j=o
kN-1 ~N( X )~N_I (y ) -- ~N_I (.T.)~gN(y )
for x e y
kN x-y
kN-~
(~N(X)~N-x(x) - (yg_l(x)cpN(x)) for x = y. (4.5)
k~
The last two equalities follow from the Christoffel-Darboux formula and the k~ are defined
by
p,,(x) = k,~z~ + . . . , k,~ > O.
Using the orthonormality of the ~j(x)'s one shows exactly as in [27] that

NI
:- (,4:

= det • (4.6)

In particular, the density of eigenvalues is given by

pN(TC) = KN(x, x). (4.7)

Arguing as before, we find the probability that an interval I contains no eigenvalues is

given by the determinant

det (1 - KN) (4.8)

 116

where KN denotes the operator with kernel

KN(x,y)x,(y)
and I(N(X, y) given by (4.5). Analogous formulas hold for the probability of exactly n
eigenvalues in an interval. We remark that the size of the matrix N has been kept fixed
throughout this discusion. The reader is referred to the work of Mahoux and Mehta [30,
32] for further discussion of integration over matrix variables.

V. UNIVERSALITY
We now consider the limit as the size of the matrices tends to infinity in the orthogonal
polynomial ensembles of Sec. IV. Recall that we defined the scaling limit by introducing
new variables such that in these scaled variables the mean spacing of eigenvalues was unity.
In Sec. III the system for finite N was translationally invariant and had constant mean
density N/27r. The orthogonal polynomial ensembles are not translationally invariant
(recall (4.7) so we now take a fixed point z0 in the support of pN(x) and examine the
local statistics of the eigenvalues in some small neighborhood of this point x0. Precisely,
the scaling limit in the orthogonal polynomial ensemble that we consider is

N ~ oo, xj ~ xo such that 4j := pN(Xo)(Xj - - Xo) is fixed. (5.1)

The problem is to compute Kg(x, y) dy in this scaling limit. From (4.5) one sees this is
a question of asymptotics of the associated orthogonal polynomials. For weight functions
wy(x) corresponding to classical orthogonal polynomials such asymptotic formulas are
well known and using these it has been shown [14, 36] that
1 sin~(~ - g)
KN(x,y)@ --* ~ ~ _ ~, dg. (5.2)

Note this result is independent of x0 and any of the parameters that might appear in the
weight function wy(x). Moore [34] has given heuristic semiclassical arguments that show
that we can expect (5.2) in great generality (see also [23]).
There is a growing literature on asymptotics of orthogonal polynomials when the weight
function wv(x) has polynomial V, see [25] and references therein. For example, for the
case of V(x) = x 4 Nevai [37] has given rigorous asymptotic formulas for the associated
polynomials. It is straightforward to use Nevai's formulas to verify that (5.2) holds in this
non-classical case (see also [30, 32, 381).
There are places where (5.2) will fail and these will correspond to choosing the Xo at
the "edge of the spectrum" [6, 34] (in these cases x0 varies with N). This will correspond
to the double scaling limit discovered in the matrix models of 2D quantum gravity [7, 9,
16, 17]. Different multicritical points will have different limiting KN(x, y) dy [6, 34].

VI. JIMBO-MIWA-MORI-SATO EQUATIONS

A. Definitions and Lemmas

In this section we denote by a the 2m-tuple ( a l , . . . , a2m) where the aj are the endpoints
of the intervals given in Theorem 6 and by da exterior differentiation with respect to the
aj (j = 1 , . . . , 2m). We make the specialization
Aj = A for j
 117

which is the case considered in [22]. It is not difficult to extend the considerations of this
section to the general case.
We denote by K the operator that has kernel

.~K(x,y)xt(y) (6.1)

where K(x, y) is given by (3.23). It is convenient to write

Mr(x, y) = a(x)A'(y) - A'(x)A(y) (6.2)

x-y
where

A(x) = - - sm 7rx.
7r

The operator K acts on L2(R), but can be restricted to act on a dense subset of smooth
functions. From calculus we get the formula

0
--K = ( - 1 ) J K ( x , a3)6(y - aj) (6.3)
Oaj
where 6(x) is the Dirac delta function. Note that in the right hand side of the above
equation we are using the shorthand notation that "A(x,y)" means the operator with
that kernel. We will continue to use this notation throughout this section.
We introduce the functions

Q(x; a) = (1 - K)-'A(x) = .f, p(x, y)A(y) dy (6.4)

and

P(x; a) = (1 - K)-iA'(x) = / I t p(x, y)m'(y) dy (6.5)

where p(x, y) denotes the distributional kernel of (1 - K) -1. We will sometimes abbreviate
these to Q(x) and P(x), respectively. It is also convenient to introduce the resolvent kernel

n = (1 -

In terms of kernels, these are related by

p(x, y) = ~(x - y) + n ( x , y).

We define the fundamental 1-form

w(a) := d~ log D(I; .~). (6.6)

Since the integral operator K is trace-class and depends smoothly on the parameters a,
we have the well known result

w(a) = - T r ((1 - K ) - l d o U ) . (6.7)

Using (6.3) this last trace can be expressed in terms of the resolvent kernel:
2m
w(a) = - ~_,(-1)J R(aj, aj)daj (6.8)
j=l

which shows the importance of the quantities R(aj, aj). A short calculation establishes
 118

~a~ - K ) -1 = (-1)JR(x, aj)p(aj, y) (6.9)

We will need two commutators which we state as lemmas.

L e m l n a 2 If D = d denotes the differentiation operator, then

2m
[D, (1 - K) -I] = - ~--~(-1)/R(x, aj)p(ai, y).
j=l
Proof:
Since
[D, (1 - K ) -1] = (1 - K ) -1 [D, K] (1 - K ) -1 ,

we begin by computing [D, K]. An integration by parts shows that

[D, K] = - ~--~(-1)JK(x, aj )~(y - aj )
J
where we used the property
OK(x, Y) + 0 K ( x , y) = 0
Ox Oy
satisfied by our K(x,y) and the well known formula for the derivative of XI(x). The
]emma now follows from the fact that
n(x, y) -= ] , p(x, z)U(z, y) dz = ]~ K(x, z)p(z, y) dz.

L e m m a 3 If M~ denotes the multiplication by x operator, then

I/x, (1- 1~-)-1] : Q(X) (1- I(t)-lAtxi(y)- ~9(x) (1- I(t)-IA~I(y)

where K t denotes the transpose of K, and also
[Mx, (1 - K ) - ' ] = (x - y)R(x, y).

Proof:
We have

[Mx, K] = (A(x)A'(y) - A'(x)A(y)) xI(y) (1 - K ) -1 .

From this last equation the first part of the lemma follows using the definitions of Q and
P. The alternative expression for the commutator follows directly from the definition of
p(x, y) and its relationship to R(x, y). •
This l e m m a leads to a representation for the kernel R(x, y) [19]:

Lemma 4 / f R(x, y) is the resolvent kernel of (6.2) and Q and P are defined by (6.4)
and (6.5), respectively, then for x,y C I we have
R(x, y) = Q(x; a)P(y; a) - P(x; a)Q(y; a) , x # y ,
x--y
 119

and

R(x,x)= ~x (X;a)P(x;a)-~x (X;a)Q(x;a ).

Proof:
Since K(x, y) = K(y, x) we have, on I,

(1 -- I(')-IAx1 = (1 - I()-IAx, = (1 - K)-IA

(the last since the kernel of K vanishes for y ~ I). Thus (1 - Kt)-IAxz = Q on I, and
similarly (1 - Kt)-IA'xI = P on 1. The first part of the lemma then follows from Lemma
3. The expression for the diagonal follows from Taylor's theorem. •
We remark that Lemma 4 used only the property that the kernel K(x, y) can be written
as (6.2) and not the specific form of A(x). Such kernels are called "completely integrable
integral operators" by Its et. al. [19] and Lemma 4 is central to their work.

B. Derivation of the JMMS Equations

We set

qj=qj(a)= =-olimQ(x;a) and p j = p j ( a ) = . = _ l i ~ P ( x ; a ) , j=l,...,2m. (6.10)

xfil x~I

Specializing Lemma 4 we obtain immediately

R(aj, ak) - - qjPk P~q~ , j C k .

- -

(6.11)
aj ak - -

Referring to (6.9) we easily deduce that

Oq.j = (_l)kR(aj,ak)qk, j ¢ k (6.12)

Oa k

and

OP----i= (--1)kR(aj,ak)pk, j # k. (6.13)

Oak
Now
d._QQ___D (1 - K)-' A(x)
dx
= (1 - K) -1 DA(x) + [D, (1 - K) -1] A(x)
= (1 - K) -1A'(x) - ~_,l--1)kR(x, ak)qk.
k

Thus

~x (aJ; a) = pj -- E(-1)kR(aj, ak)q~. (6.14)

k

Similarly,

d._ffP= (1 - K) -1 A"(x) + [D, (1 - K) -1] A'(x)

dz
= _~2 (1 - K ) - ' A(x) - ~ ( - 1 ) k n ( x , ak)p~.
k
 120

Thus
d P ( ~ ; a) = - ~ % - ~ ( - 1 ) ~ n ( ~ j , a~)p~. (6.15)
dx 3 k
Using (6.14) and (6.15) in the expression for the diagonal of R in Lemma 4, we find
n ( ~ , a j ) = 7("~qj~ +p~~ + ~2(-1)~n(aj, ak)R(ak, aj)(aj --ak). (6.16)
k

Using

OajOq-JJ= dQ ~;",a)lx_~ + ~OQ(x;

, = a)~ ,

(6.12) and (6.14) we obtain

Oqj
Oaj = pj - ~ ( - 1 ) k n ( a j ' ak)qk. (6.17)
k¢j
Similarly,
Opj _
Oaj ~r2qj - ~(--1)kR(aj, ak)pk. (6.18)
kgj
Equations (6.11)-(6.13) and (6.16)-(6.18) are the JMMS equations. We remark that
they appear in slightly different form in [22] due to the use of sines and cosines rather
than exponentials in the definitions of Q and P.

C. Hamiltonian Structure of the JMMS Equations

To facilitate comparison with [22, 35] we introduce

i 1
q2j = --~x2j , q 2 j + l ~--- ~ x 2 j A - 1

P~j = --iy2j ~ P2j+I = Y2j+I ,

1

71.2 2m
a~(~, y):= - ~ + g - E M~_ (6.19)
4 ~ k=l a j - - a k "
k¥3
In this notation,

w(a) = ~ Gj(x, y) daj.

J
If we introduce the canonical symplectic structure

{xj,xk} = {Yj, Yk} = O, {xj,yk} = 5jk, (6.20)

then as shown in Moser [35J

T h e o r e m 7 The integrals Gj(x, y) are in involution; that is, if we define the symplectic
structure by (6.20) we have
{Gj, Gk}=O forall j,k=l,...,2m.

Furthermore as can be easily verified, the JMMS equations take the following form [22]:
 121

T h e o r e m 8 If we define the Hamiltonian

2m
~(a) = E as(~, y)das,
j=l

then Eqs. (6.12), (6.13), (6.17) and (6.18) are equivalent to Hamilton's equations

d~xj = {xj,w(a)} and d~yj = {yj,w(a)} .

In words, the flow of the point (x, y) in the "time variable" aj is given by Hamilton's
equations with Hamiltonian Gj.
The (Frobenius) complete integrability of the JMMS equations follows immediately
from Theorems 7 and 8. We must show
d~{xj,w}=O and d~{yj,w} = 0 .
Now

~o{~,,~) = {~o~J,~) + { ~ s , ~ o ~ } ,
but d,w = 0 since the Gk's are in involution. And we have
{d~xj, w} = E ({{xj, Gk} , Gt} - {{xj, Gt}, Gk}) dak A dae
k<£

which is seen to be zero from Jacobi's identity and the involutive property of the Gj's.

D. Reduction to Painlev~ V in the One Interval Case

1. The a(x;,k) differential equation

We consider the case of one interval:

rn=l, al=-t, as=t, with s:=2t. (6.21)
Since p(x,y) is both symmetric and even for x,y E I, we have q2 = - q l and p2 = Pl-
Introducing the quantity

r 1 -- f / p ( - t ~ x ) ex p(-iTcx ) d x
t

we write
~_ v~
ql = 7 ~ / ( r l - r l ) and pl = -~-(<+~).
Specializing the results of Sec. VI B to m = 1 we~have

w(a) = - 2 R ( t , t) dt , (6.22)
1 ~ 2
R ( - t , t ) = - y q , p ~ = ~-~7(,, - ~ ) , (6.23)
dql Oql Oql
dt Oal + ~a2 = -Pl + 2 R ( - t , t)ql,

d--i- = 7r2ql + 2 R ( - t , t)pl ,

dr--A1= i~rrl + 2 R ( - t , t)V1, (6.24)

dt
 122

R(t, t) = ~r2q~+ p~ - 2tR(-t, t) 2

AFlrl + 8 - ~ (F~ - r~) 2 . (6.25)

A straightforward computation from (6.23)-(6.25) shows

d
d-t (tR(-t, t)) = A~(r~), (6.26)

d ( t R ( t , t)) = Alrx[2 , (6.27)

d
-~ R(t, t) = 2 ( R ( - t , t) ) 2 . (6.28)

Eq. (6.28) is known as Gaudin's relation and Eqs. (6.26) and (6.27) are identities derived
by Mehta [29] (see also Dyson[13]) in his proof of the one interval JMMS equations. Here
we made the JMMS equations central and derived (6.26)-(6.28) as consequences.
These equations make it easy to derive a differential equation for

a(x; A) := - 2 t R ( t , t ) = x log D(~; A), where x = 27rt. (6.29)

We start with the identity

JriJ'-- + ,

and define temporarily a(t) := tR(t,t) and b(t) := tR(-t,t); then (6.23), (6.26), and
(6.27) imply

at ] = \ gi ] + 4~b~ "

Using (6.28) and its derivative to eliminate b and db/dt, we get an equation for a(t) and
hence a(x; A):

T h e o r e m 9 In the case of a single interval I -= (-t, t) with s = 2t, the Fredholm deter-
minant
D(s; A) = det (1 - AK)
is given by

D(s;A) =exp (fo~" ~r(x"A) dz) (6.30)

where a(x; A) satisfies the differential equation

(x~r") 2 + 4 (xa' - ~) ( x # - a + (a') 2) = 0 (6.31)

with boundary condition as x --* 0

° ( 5 ; A) = - 7 x - ( )~ .... (6.32)

Proof: Only (6.32) needs explanation. The small x expansion of ~r(x; A) is fixed from the
small s expansion of D(s; A) which can be computed from the Neumann expansion. •
 123

The differential equation (6.31) is the "a representation" of the Painlev$ V equation.
This is discussed in [22], and in more detail in Appendix C of [21]. In terms of the
monodromy parameters 01 (i = 0, l, ~ ) of [21], (6.31) corresponds to 00 = 01 = 0~ = 0
which is the case of no local monodromy. For an introduction to Painlev$ functions see [20,
24].

2. The a+(x; A) equations

Recalling the discussion following Eq. (3.31), we see we need the determinants D±(s; ~)
to compute E~(n; s) for/3 = 1 and 4. Let R~ denote the resolvent kernels for the operators

K± := l ± J K = K 1-----
+J ,
2 2
where (Jf)(x) = f ( - z ) and the last equality of the above equation follows from the
evenness of K. Thus

R± := (1 - K+)-IK± = 1(1 ± J ) R ,

which in terms of kernels is

n±(x, y) = ~ (R(x, y) ± n(-x, y)).

Thus

(n_(t,t) - n+(t,t)) ~ = (n(-t,t)) ~ = ~1 - ~d n ( t , t) .

Introducing the analogue of a(x; A), i.e.

a±(x;A) := x d log D~(;;x ~),

the above equation becomes

d
t ] (6.33)
x dx x
Of course, a+(x; A) also satisfy

a+(x; ~) + a_(x; ~) = or(x; ),). (6.34)

Using (6.33) and (6.34) and integrating a.(x; A)/x we obtain (the square root sign ambi-
guity can be fixed from small x expansions)
T h e o r e m 10 Let D±(s; )~) be the Fredholm determinants defined by (3.31), then

logD+(s;£)= logD(s;A)±2f0 - - ~ x21°gD(x;A)dx" (6.35)

 124

VII. ASYMPTOTICS

A. Asymptotics via the Painlev~ V Representation

In this section we explain how one derives asymptotic formulas for Ez(n; s) as s ~
starting with the Painlev~ V representations of Theorems 9 and 10. This section follows
Basor, Tracy and Widom [4] (see also [31]). We remark that the asymptotics of E~(0; s)
as s ---* cc was first derived by Dyson [12] by a clever use of inverse scattering methods.
Referring to Theorems 9 and 10 one sees that the basic problem from the differential
equation point of view is to derive large x expansions for

g0(x) := g(x; 1) (7.1)

°~g 1), ~=1,2,... (7.2)
~(~) := ~5-z(~;
g±,~(~) := ~-:(x;
0~g±" 1), n . . .1,2,
.. (7.3)

We point out the sensitivity of these results to the parameter A being set to one. This
dependence is best discussed in terms of the differential equation (6.31) where it is an
instance of the general problem of connection formulas, see e.g. [24] and references therein.
In this context the problem is: given the small x boundary condition, find asymptotic
formulas as x --~ cc where all constants not determined by a local analysis at oc are given
as functions of the parameter A. If we assume an asymptotic solution for large x of the
form g(x) ~ ax p, then (6.31) implies either p = 1 or 2 and if p = 2 then necessarily
a = -¼. The connection problem for (6.31) has been studied by McCoy and Tang [26]
who show that for 0 < A < 1 one has
~(x,A) = a(~)z + b(~) + o ( 1 )

as x --* ~ with
1 log(1 1
a(A) = - A) and ~(A) = ~a:(A).
7I"

Since these formulas make no sense at A = 1, it is reasonable to guess that

g(x;1)~ -!x~.
4 (7.4)
For a rigorous proof of this fact see [43]. It should be noted that in Dyson's work he too
"guesses" this leading behavior to get his asymptotics to work (this leading behavior is
not unexpected from the continuum Coulomb gas approximation). Given (7.4), and only
this, it is a simple matter using (6.31) to compute recurs±rely the correction terms to this
leading asymptotic behavior:

g0(x)=-4 x2-
1 + ~= ~-~'c~ x--*c~
(7.5)

(c2 = --¼, c4 = - ~ , etc.). Using (7.5) in (6.30) and (6.35) one can efficiently generate
the large s expansions for D(s; 1) and D±(s; 1) except for overall multiplicative constants.
In this instance other methods fix these constants (see discussion in [4, 27]). In general
this overall multiplicative constant in a T-function is quite difficult to determine (for an
example of such a determination see [2, 3]). We record here the result:

log D±(s; 1 ) = - l ~ r ~ s 2 :F l~r~ - ~ log ~rs 4- 41-log 2 1 +~ log 2 + 23-('(-1)+ o(1)(7.6)

 125

as s --+ oo where ( is the Riemann zeta function. We mention that for 0 < ~ < 1 the
asymptotics of D(s; ~) as s -+ ~ are known [5, 26].
One method to determine the asymptotics of as(x) as x --~ oo is to examine the
variational equations of (6.31), i.e. simply differentiate (6.31) with respect to A and then
set A = 1. These linear differential equations can be solved asymptotically given the
asymptotic solution (7.5). In carrying this out one finds there are two undetermined
constants corresponding to the two linearly independent solutions to the first variational
equation of (6.31). One constant does not affect the asymptotics of al(x) (assuming the
other is nonzero!). Determining these constants is part of the general connection problem
and it has 'not been solved in the context of differential equations. In [4, 43] Toeplitz and
Wiener-Hopf methods are employed to fix these constants. The Toeplitz arguments of [4]
depend upon some unproved assumptions about scaling limits, but the considerations
of [43] are completely rigorous and we deduce the following result [4] for (r~(x) for all
n = 3,4,...:

n! exp(nx)
[ ~ [1 g(Tn-1 4)1_. + 1_~(7n72 _ 16) 1 ±1
(7.7)

as x --~ oo. For n --- 1, 2 the above is correct for the leading behavior but for n = 1 the
correction terms have coefficients ~ and i~s, respectively, and for n = 2 the above formula
gives the coefficient for 1/z but the coefficient for 1/x 2 is ~ . See [4] for asymptotic
formulas for o±,,~(X).
Since the asymptotics of EZ(0; s) are known, it is convenient to introduce
E~(n; s)
r~(n; s) . - Ez(0; ~)"
Here we restrict our discussion to fl = 2 (see [4] for other cases). Using (7.7) in (3.29)
one discovers that there is a great deal of cancellation in the terms which go into the
asymptotics of r2(n; s). To prove a result for all n E N by this method we must handle
all the correction terms in (7.7)--this was not done in [4] and so the following result was
proved only for 1 < n < 10:

r2(n; s) = 2,n 1+ + + 1 ~ ( 4 n 4 + 48n 2 -}- 229) + O( )

(7.8)
where
B2,. = 2 - " ~ - ~ / % -~"~÷"~/2 (~ - 1)! (~ - 2)! . . . 2! 1 ! .

In the next section we derive the leading term of (7.8) for all n C N. Asymptotic formulas
for rz(n;s) (/3 = 1,4,4-) can be found in [4].

B. Asymptotics of r2(n; s) from Asymptotics of Eigenvalues

The asymptotic formula (7.8) can also be derived by a completely different method (as
was briefly indicated in [4]). If we denote the eigenvalues of the integral operator K by
.k0 > ~1 > "'" > 0, then
oo

det (1 - AK) = 1-I(1 - AA,),

i=O
 126

and so it follows i m m e d i a t e l y from (3.29) that

r2(n;s) : ~ i a ' ' " hln

Y~ (1 - h i , ) . . . ( 1 - AI.) " (7.9)
i~ < ' " < i n

(This is formula (5.4.30) in [27].) Thus the asymptotics of the eigenvalues hi as s --+ oo
can be expected to give information on the asymptotics of r2(n; s) as s --+ oo.
It is a remarkable fact that the integral operator K , acting on the interval ( - t , t ) ,
c o m m u t e s with the differential operator £ defined by
d
£ f = ~xx(X~ _
t2)dd@ + t2x2f, s = 2t; (7.10)

the boundary condition here is that f be continuous at + t . Thus the integral operator
and the differential operator have precisely the same eigenfunctions--the so-called prolate
spheroidal wave functions, see e.g. [33]. Now Fuchs [15], by an application of the W K B
m e t h o d to the differential equation, and using a connection between the eigenvalues A~
and the values of the normalized eigenfunctions at the end-points, derived the asymptotic
formula

1 - hl ~ ~ri+1221+312si+1/2e-~/i! (7.11)

valid for fixed i as s ~ ~z. Further terms of the asymptotic expansion for the ratio of the
two sides were obtained by Slepian [40].
If one looks at the asymptotics of the individual terms on the right side of (7.9), then
we see from (7.11) that they all have the exponential factor e ~ and that the powers of
s that occur are
s-~12-(i~ +--.+i,).

Thus the t e r m corresponding to i~ = 0, i2 = 1, . . . , i= = n - 1 dominates each of the

others• In fact we claim this term dominates the sum of all the others, and so

r2(n; s) ~ 1! 2!... (n - 1)! ~r-~C"+l)/22-"'-~/2s-"2/2e'~, (7.12)

in agreement with (7.8).

To prove this claim, we write
Ai0"" .~io + ~, h h ." hi.
r2(n;s) = (1 - A O ) . . - ( 1 - ho) (I - hq)-.. (1 - hi.)
'0
where ,0 = 0, z° = 1 , . . . , z= = n - 1 and the sum here is taken over all ( i l , . . . , i , )
• '

( i o , . . . ,i o) with il < " " < i~. We have to show that

(1 - h~,) (1 - h~.)/~-'/, ~ 0

as s ~ co and we know that this would be true if the sum were replaced by any summand.
Write ~ ' = ~21 + ~ 2 where in Y21 we have ij < N for all j (N to be determined later)
and ~ a is the rest of ~2'. Since ~21 is a finite sum we have
enTrs

so we need consider only ~2. In any summand of this we have ij _> N for some j , and so
for this j
 127

1 1
1 - Ab - 1 - AN

and by (7.11) this is at most

aN 8-N-l~ 2 erS

for some constant a N , The product of all other factors

1
1 - A6

appearing in this summand is at most

and so by (7.11) with i = 0 at most

b~ s -(n-x)/2 e (~-l)~s

for another constant bn. So we have the estimate

E 2 <~aNbn 8-N-n/2 en~rsE ~il "'" ~in

where the sum on the right may be taken over all n-tuples ( i x , . . . , Q ) . This sum is
precisely equal to (tr K ) ~ = s ~. Hence

E 2 <- aNbn'S-N+n/2enrS "

If we choose N > (n 2 -4- n)/2 then we have

gnats
EJ: o
as desired.

C. Dyson's Continuum Model

In [13] Dyson constructs a continuum Coulomb gas model [27] for Ep(n;s). In this
continuum model,

E~(n;s) = exp (-flW- (1- ~)S)

where

is the total energy,

t
S=] p(:) logp(:) dx
is the entropy, ~(x) = p(x) - I and p(x) is a continuum charge distribution on the line
satisfying p(.) -~ I as • -~ +oo and p(x) >__0 everywhere. The distribution p(.) is chosen
to minimize the free energy subject to the condition
 128

/2
,/2 p ( z ) d z = n .

Analyzing his solution in the limit 1 < < n < < s, Dyson finds E~(n;s) ,,. exp(-/3Wc)
where

7r2s2~rs ln(n ln(n 2~)[log(~-~)+ 1] (7.13)

We- 16 ~ (n+~5)+ +3)+ +

with ~ = 1/2 - 1~ft.

We now compare these predictions of the continuum model with the exact results.
First of all, this continuum prediction does not get the s -1/4 (for fl = 2) or the s -1/s
(for /3 = 1,4) present in all Ez(n;s) that come from the log~rs term in (7.6). Thus
it is better to compare with the continuum prediction for rz(n;s). We find that the
continuum model gives both the correct exponential behavior and the correct power of s
for all three ensembles. Tracing Dyson's arguments shows that the power of s involving
the n 2 exponent is an enewy effect and the power of s involving the n exponent is an
entropy effect. Finally, the continuum model also makes a prediction (for large n) for the
the BZ,~'s (B2,~ is given above). Here we find that the ratio of the exact result to the
continuum model result is approximately n -1/1~ for/3 = 2 and n -1/24 for/3 = 1,4. This
prediction of the continuum model is better than it first appears when one considers that
the constants themselves are of order n ~2/2 (/3 = 2) and n ~2 (/3 = 1,4).

ACKNOWLEDGMENTS
It is a pleasure to acknowledge E. L. Basor, P. Diaconis, F. J. Dyson, P. J. Forrester,
P. B. Kahn, M. L. Mehta~ and P. Nevai for their many helpful comments and their
encouragement. We also thank F. J. Dyson and M. L. Mehta for sending us their preprints
prior to publication. The first author thanks the organizers of the 8*h Scheveningen
Conference, August 16-21, 1992, for the invitation to attend and speak at this conference.
These notes are an expanded version of the lectures presented there. This work was
supported in part by the National Science Foundation, DMS-9001794 and DMS-9216203,
and this support is gratefully acknowledged.

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T h e G e o m e t r y of Elastic W a v e s P r o p a g a t i n g in
an A n i s o t r o p i c Elastic M e d i u m

Dirk-J. Smit 1 and Maarten V. de Hoop 2

1 Koninklijke/Shell Exploratie en Produktie Laboratorium

Volmerlaaa 6, 2288 GD Rijswijk, The Netherlands
2 Schlumberger Cambridge Research
High Cross, Madingley Road
Cambridge CB3 0EL, England

A b s t r a c t . We evaluate the fundamental solution of the hyperbolic sys-

tem describing the generation and propagation of elastic waves in an
anisotropic solid by studying the homology of the so-called slowness hy-
persurface defined by the characteristic equation. Our starting point is
the Herglotz-Petrovsky-Lerayintegral representation of the fundamental
solution. We find an explicit decomposition of the latter solution into
integrals over vanishing cycles associated with the isolated singularities
on the slowness surface. As is well known in the theory of isolated sin-
gularities, integrals over vanishing cycles satisfy a system of differential
equations known as Picard-Fuchs equations. We discuss a method to ob-
tain these equations explicitly. Subsequently, we use these to analyse the
asymptotic behavior of the fundamental solution near wave front singu-
larities in three dimensions. Our work sheds new light on how to compute
the so-called Cagniard-De Hoop contour which is used in numerical in-
tegration schemes to obtain the full time behaviour of the fundamental
solution for a given direction of propagation.

1 Introduction

Over the last few years, much attention has been paid to the evaluation of
the fundamental solution (Green's tensor) of the hyperbolic system describing
the generation and propagation of waves in generally anisotropic solids in n =
3-dimensional space. One reason for this comes from the field of exploration
geophysics; recently developed techniques in seismic surveys are powerful enough
to reveal, in principle, anisotropic properties of rock in layers at great depth.
Knowledge of this anisotropy is important to the oil and gas industries as some
of the anisotropy is due to large joint systems (faults and fractures) in layered
hydrocarbon reservoirs, which will affect the fluid and gas flows in production.
Wave propagation in anisotropic media is very different from propagation
in isotropic media. Typical for anisotropic media are the phenomena of shear-
wave splitting and conical refraction. In addition, several types of 'singularities'
appear, for example, the self-intersections, cusps and swallow tails t h a t a shear-
wave front in a generic anisotropic medium develops. Figure 1 shows the situation
for a typical hexagonal medium frequently observed in seismic experiments. T h e
 132

occurrence of a singularity affects the solution significantly and results in com-

plicated propagation behavior; this cannot be described by standard 'asymptotic
ray theory'. The latter approximation diverges in the vicinity of a singularity. As
the physical solution at a wave front singularity is still regular, a more powerful
theory is required to find this solution.
A geometrical description of waves leads to a generally valid solution of the
hyperbolic system, and opens the way to rigorously check (future) numerical
techniques for wave simulations in 'realistic' media. Further, the understand-
ing of the time behavior near a singularity is crucial to interpret it properly
on measured seismograms. Different approaches to solve a 3-dimensional aniso-
tropic hyperbolic system, all of them based on (spectral-domain) plane-wave
expansions of either the particle velocity or the Lam~ potentials, have been ex-
plored to find closed-form integral representations of the solution. We mention
the Sommerfeld-Weyl representation [42], Riesz's method [37], and the Herglotz-
Petrovsky-Leray (HPL) representation [10, 36]. The reduction of the number of
integrals was independently achieved, employing the time-Laplace transform do-
main, in the Cagniard-De Hoop method [12, 19, 22]; for particular symmetries
the fundamental solution could be found explicitly (e.g., the work of Payton [34],
Burridge, Chadwick and Norris [11]). In crystal acoustics (e.g., Musgrave [30])
and phonon focussing (see Every [16]) similar developments took place. However,
most of these techniques lack a precise geometrical understanding of the features
typical for the wave solution in anisotropic media.
The HPL formula gives the fundamental solution in the form of an (Abelian)
integral of a rational closed (n - 1)-form integrated over a complex (n - 1)-
dimensional algebraic hypersurface [8]. From the latter integral the full Green's
tensor of the problem can be constructed. The algebraic surface, known as the
'slowness surface', is defned by the equation H(~) -- 0 of degree D -- 2n, the
polynomial H being the complexified determinant of the symbol matrix of the
hyperbolic operator. The integral is defined over a tube 7 of properly oriented
cycles 0 V on the real slowness surface; the generic form of the integral is

E = O~,,H' (1)

where w(~) is the volume form on the slowness surface and ~, is the coordinate
in slowness space along the direction of propagation of interest. The cycle 07 is
later on shown to be directly related to the so-called Cagniard-De Hoop contour.
The theory of such integrals is extensive and well established in the mathematical
literature. In particular, the Maslov theory of rapidly oscillating integrals [15],
which is a frequency- rather than a time-domain approach, in conjunction with
singularities defined through the critical points of so-called phase functions, see
e.g. [8], deals with integrals of the type (1) near singularities.
This paper is a review and summary of our earlier work [41] in which we
employ algebraic-geometrical techniques, known in complex singularity theory,
to analyse integrals like (1) with the application to wave propagation in a 3-
dimensional perfectly elastic anisotropic medium in mind. In particular, we are
 133

interested in the asymptotic behavior of the solution near the singularities on

the wave fronts. In this context, any direction of propagation corresponds to a
singular point on the slowness surface, but most of them are of a trivial type.
Our angle of attack is different from the usual Maslov theory, in t h a t we will
derive this asymptotic behavior by analysing so-called P i c a r d - ~ c h s differential
equations. These are differential equations associated with the singularities on
the wave front. As these equations can have at most regular singular points, an
asymptotic analysis is straightforward. The advantage of this approach is that,
as the structure of the Picard-Fuchs equation is entirely fixed by monodromy
around its regular singular points, it shows explicitly the geometrical content of
the solution near the singularities on the wave front (which coincides with the
high frequency limit; this relates to slowly varying medium properties).
To be able to derive the Picard-Fhchs equation, we first need to rewrite
the integral in terms of a linear combination of integrals over certain (n - 2)-
dimensional cycles, called 'vanishing cycles' on the surface H = 0, which are
directly associated with the singularities on the wave front. To be more precise:
the cycle "y can be described in terms of the cohomology of its boundary 07,
which has a precise meaning in terms of the so-called Milnor fibration of a sin-
gularity in the Legendre transformation relating the slowness surface with the
diffraction surface (wave front set). The fact that isolated singularities on wave
fronts of hyperbolic operators correspond to singularities of Legendre transfor-
mations has been shown by Arnold [7]. The relation between a cycle 0"y and
certain objects in singularity theory has been explored before by Vasiliev [43]
and in fact been foreseen by Petrovsky, where the cycle was described in terms
of a certain cohomology class, at present called the Petrovsky class, in relation
with the recognition of lacunae in the fundamental solution of a hyperbolic op-
erator. We will reestablish this relation, using the approach followed by Atiyah,
Bott and Ghrding [8]. We thus arrive at a canonical decomposition of the in-
tegral into integrals over vanishing cycles, which we will compute explicitly in
the case of an arbitrarily anisotropic medium in three spatial dimensions. This
decomposition is entirely topological and, hence, also valid away from the sin-
gularity. This is an interesting result in itself, as it reveals the geometry behind
the so-called Cagniard-De Hoop contours used in numerical integration schemes
to evaluate E in (1). In fact, we establish a classification of such contours near
the singularities.
The Picard-Fuchs equation is satisfied by each of the integrals over a van-
ishing cycle. It arises from the fact that the homologies of the vanishing cycles,
which are dependent on the deformation parameters of the singularity, are locally
constant in these parameters. If we define a suitable residue we can differentiate
under the integral with respect to these parameters and conclude t h a t a suffi-
ciently high-order derivative of the integrand must be a linear combination of
the lower order ones. Applying standard results to the differential equation thus
obtained, leads to the desired asymptotic behavior. As the coefficient functions
in the equation are only depending on the monodromy of the regular singular
points, the latter procedure encodes the topological content of the solution of
 134
the wave problem near a singularity. This then shows some of the more salient
features of the contours used in previous approaches to evaluate (1), such as the
Cagniard-De Hoop m e t h o d [19].

T h e paper is organised as follows. In Section 2 we pose the seismic Canchy

problem and resume some of its basic properties. In Section 3 we derive explic-
itly the H P L representation of a general elastodynamic hyperbolic system from
Gelfand's plane-wave expansion [17]. Along the way we discuss the geometrical
properties of the slowness surface relevant to the later analysis. In Section 3 we
also show how the H P L formula reduces to an integral over a ( n - 2 ) - d i m e n s i o n a l
cycle on the slowness surface, which can be associated with the Cagniard-De
Hoop contour. In Section 4 the latter integral is decomposed into integrals over
vanishing cycles associated with a singularity in the Legendre transformation.
In Section 5, finally, we derive a Picard-Fuchs differential equation for the inte-
grals over vanishing cycles and show how the asymptotic behavior in the high
frequency limit follows from the monodromy properties around the regular sin-
gular points.

SLOWNESS VELOCITY
Verllcal Cross-section Vertical C~oss-sectlon

4 ~_..~J ///
-6. ~ //

O. 2. 4. 6. 8. 10.
r (kin)

Fig. 1. Slowness surface and wave front for a typical hexagonM medium.
 135

2 The Cauchy Problem

The teasorial Cauchy problem.

In this section we introduce the tensorial Cauchy problem arising in seismics.
We define the physical quantities and transform the tensorial problem into an
associated scalar Cauchy problem, from which the full Green's tensor can be
constructed. The scalar problem is completely equivalent to the tensorial problem
but more suitable for our analysis. Since the procedure to arrive at this scalar
Cauchy problem is not so well known, though standard in functional analysis,
we will present the relevant steps explicitly.
It is assumed that linear elasticity theory is applicable. Then the particle
velocity vm, m = 1,..-, n satisfies the system of equations

[gk,nO~ - p - ' O , ck,m,O,] v,, = p - ' [Oth + O,(c~,,,~,hm,)], (2)

where the summation convention applies and

p = volume density of mass,

Ckrm8 --~stiffness,
f~ = volume source density of force,
h m s ---- ham = volume source density of deformation rate.

Note that hms is related to the seismic moment density tensor, mkr say, according
to
(Ot77akr) ¢~(njxj) ~- Ckrmshrn., (3)
where nj is the unit normal to the plane of dislocation. The (n x n) principal
part of the tensorial wave operator on the left-hand side of (2) is given by

$ k . ~ - C~O,O,, (4)
with
= p-lc ,m,. (5)
From the positive definite property of the strain-energy function it follows that
the system is hyperbolic, that is, the system admits propagating waves as solu-
tions; in general, the system is not strictly hyperbolic, which means that different
modes may propagate with the same speed in a particular direction. The sym-
metries of the stiffness yield

= c;7 = = = (6)
They follow from the condition that (angular) momentum is conserved and from
the assumption that the processes of deformation are adiabatic. The macroscopic
symmetry properties of the medium, collected in the 'point' group of transforma-
• $1po
tions O, say, simply reflect themselves in the relations O k , k O r n , r n O r , r O s , s C m , k, =
C ~ n. How to obtain the tensor C from microstructure of rocks can be found in
several papers amongst which the ones by Hudson [21], Schoenberg and Muir [40]
and Nichols, Muir and Schoenberg [32]. For the medium in Figure 1 elasticities
 136

are Cllll = C2222 = 269.4, C3333 = 236.3, C2233 = C3311 = 66.1, C112~ = 96.1,
C2323 = C1313 = 65.3, C1212 -- 86.1, in units of GPa; the density p = 2700
kg/m a. For seismic applications the Green's tensor is introduced as the particle
velocity due to a point body force (e.g., a vibrator) with signature H(t) (the
Heaviside function; this yields a 5 behavior in time on the right-hand side of
(2)). For mathematical convenience a linear combination of the causal and the
anti-causal Green's tensor is taken to constitute the fundamental solution; the
latter reduces to the causal Green's tensor on the positive real time axis. Thus,
using Duhamel's principle [23], the tensorial Cauchy problem to construct the
fundamental solution is introduced: determine the solution gm of the homoge-
neous tensorial wave equation

- - C; .OrO.] = 0 for {x, t} e (7)

satisfying the initial conditions

gml = 0, COtgrn] --~ ame~(Xl,'''~Xn). (8)

t=O t=O

By taking for am the standard unit vectors, the columns of the fundamental
solution are found. Later on, we will ignore the separation between the space
and time coordinates and set {x,t} --¢ { x x , ' " ,xn+l} e 2'.
Through mutual elimination of the components of the system (7), it follows
that any component gm satisfies the D = 2n-degree equation in n dimensions

a(ai, at)g m = 0, (9)

in which
a(0i, Or) = det[SkmO 2 -- C~nOrOs], (10)
with initial conditions

~gm I
t=O
= "¢'rnkak ~ 0 , . . - , 2n - 1, (11)

where, using our wave operator repeatedly, ¢(even)

mk = 0 and

(2£0--1)
mk
---~([C:SOr(~s]£O)mkt~(Xl, " ..,Xn) ' t0 =
1,'",n (12)

form= 1,...,n.
The scalar Cauchy problem.
Now, consider the particular family of scalar Cauchy problems

a(0i, at) E (e) = 0, (13)

with
c~t'E (e) =Se,eU(xl,...,x,), e'=O,...,2n-1 (14)
t----0
 137

for t = 0 , . - . , 2n - 1. The solution is denoted as E (t)[U] to indicate the initial

value function explicitly. Note t h a t for t = 0 , - . . , 2n - 2,
2n--I
E(t)[U]=O2n-I-~E(2n-1)[U] - ~ E(t')[~t'-to2tn-lE(2n-1)[U]]. (15)
£'=£+1

This way, the E (e), t = 0 , - . . , 2 n - 2, follow from E (2"-1) by recursion. The

further analysis will be focussed on the latter function. Thus, set
E • E ( 2 n - l } [~] (16)
then
E ~2"-')[v] = E , ~ ° V. (17)
The * ~ t - denotes convolution with U in ~ . Note that the 'physical' scalar
Cauchy problem is associated with E (1).
The function gm can be constructed from the E (~) using (11):

gin = ak sn~
/ z_~ ~ k
,~i(2to-1) [ ~'7(2eo-1)
~ [~1)
} , (18)
kt0=l

where
• m( k2 t o~'/
(-,~1-_- )'~'mk
,~(2to-1) *R~.'~ ., ~0 = 1 , ' ' " , It.
(19)
In seismic applications the It = 3-dimensional problem is considered, although
the 2-dimensional problem arises as well namely from propagation in a plane of
s y m m e t r y in three dimensions. In that case a line source rather t h a n a point
source is considered.
Gel'land's plane-wave expansion.
We will now employ Gel'land's plane-wave expansion (the inversion formula
for the Radon transformation) of the J-source in the Cauchy problem to find
a plane-wave expansion of the fundamental solution. We will employ explicit
distributions on ]R which are boundary values of functions analytic in the lower
or upper complex half-plane. According to Gel'land [17], we have
in-1 .
~(=,,...,x.)- 2.-~-, f~ a~"-l~(~j=j-i°lds(~)
in-1 /~
-- 2n7rn_1 A(n-1)(~jxj+iO)dS(~), (20)

where
i
A(r) = - - (21)
7~T

is the analytic Dirac distribution (odd in 7-),12 is the unit sphere and dS(~)
is the volume form on this sphere. To employ this expansion, we introduce the
family of analytic functions
Xz(r) = F ( - z ) exp(--iTrz)
ilr rZ' (22)
 138

for z e C \ { 0 , 1 , 2,.-.}. (Note t h a t / " has simple poles at 0, - 1 , - 2 , . . - ) This is a

single-valued analytic function in the lower half-plane (Im{~'} < 0) but likewise
it is a single-valued function in the upper half-plane (Im{r} > 0). This family
of functions satisfies the relation
dx~
d r = Xz-x(r). (23)
The analytic Dirac distribution is contained as a member in the family:
X-,(r) = a(r). (24)
Using the Laurent series of (22) in z about the simple poles at z = O, 1,2,.--,
X~ can be defined for positive integer values for z as follows. Let m = O, 1, 2,-..
then

Xm(r) --} CXm+¢(r)l¢=0 = ~ . 1 - -Tr (log(v-') + Cm rm,

with
m 1
c0=F'(1), Cm=Co+Z~ for r e = l , 2 , . . . (28)
k=l
The expression in (25) satisfies (23) with z = m. It is found that

lim
Im{v}J,,O
X.~(r)= 1 [ Isgn(r)+2 - ~ 1i ( l o g ( l r l _ , ) + cm)] r m, (27)

lim
lm{'r}3"0
Xm(r)= 1
~.I
[_ Izsgn(r)+ 23r iIr(l°g(N-'
' n )+c'')] - (28)
for m = 0, 1, 2,.... Now, using (23) for m = 0, we find
lim A(r)= lim X_,(r)= 8(r)+i(7/~i)(r), (29)
Im{v}~.0 Im{r}~.O
lim
lm{r}t0
A(T) = lim
Ira{r}1"0
X-x(z) = - ( ~ ( r ) + i(7/~)(r), (30)
where 71 denotes the Hilbert transform.
Explicit evaluation reveals that

L Re{x-n(~JxJ- i0)} dS(~)=0 i f n is even (31)

f lm{x-.(4jxi-io)}dS(~) = 0 i f n is odd. (32)
Thus, in fact (20) can be written as

in-1 if n is odd
(~(Xl,'*',Xn) = 2n~n-I
iImlft~x_n(~jxj i0) dS(~)~ if n is even
(33)
 139

or

8(Xx,.." , x , ) = 2 , r , _ 1 Re i n - l x _ n ( ~ j x j - iOldS(~) , (34)

but everywhere X-n(~./x.~ - iO) can be replaced by

(1/2) [X-n(~jxj - iO) - X _ n ( ~ j x i + i0)].

Given Gel'fand's plane-wave expansion of the J-function, it is now straightfor-

ward to find the plane-wave expansion both of gm in case of the tensorial problem
and of E in case of the scalar problem. We will suppress the term - i 0 in all the
arguments to simplify our notation.
The plane-wave expansion of gm yields:

gm= i"-1 f• (35)

p<0,p>0

Here, the ~p, p E {-I-1, -I-2, • .., :t:n} are the phase velocities that must satisfy the
dispersion relation
a(~,,-~) = 0, (36)
while the e (p) are the polarization vectors corresponding with the particle veloc-
ity; they satisfy the Christoffel equation

tCkm e(mp) -2 (p) ,

~. A p e k (37)

where
~6 ^ A
Ickm = Ckmer~, (38)
is the Christoffel matrix. Since this matrix is symmetric, the basis {e(P)}p>0
can be chosen to be orthonormal at every ~. Later on, we will group together
the spectral-domain coordinates: ( ~ x , ' " , ~n,-A} -~ ( ~ 1 , " " , ~,+1 } e 2, say. In
view of the symmetry under time reversal of the tensorial wave operator, we
have
)~-p = -)~p, (39)
and we can choose
e (-p) = e (p). (40)
Hence, (35) must be cubic in A2p and the values for Ap can be found with the aid
of Cardano's formula. Note the homogeneity of Ap: Ap(T~) ----vAp(~), which also
implies that - A p ( - ~ ) --- Ap(~).
The a (p) follow from the initial conditions (cf. (11)),

E (--)~P)tCt(P)e('nP) = ~mka~,
7(t) g = O , . - . , 2 n - - 1, (41)
p<O,p>O
 140

where wmk~(e)follows from ~b(m

e) by replacing Or with ~r, employing Gel'fand's for-
mula. The resulting equations reduce to

=0, (42)
p~O,p>O
-- E (e(mP))~P)a(P)=am" (43)
p<O,p>O

In view of the +p symmetry, the first equation implies

a (-'p) = - a ( P ) ; (44)
then the second equation implies

a(p) = 1 (e(P)ak)" (45)

2£p
The weighting functions a(P)e(mp) = -ak (2)~p)-X(e~p)e(mp)) lead to the well-known
dyadic form of the Green's tensor. Using that the distribution Re{i n-I X-n+l(~jxj±
Ap(~)t- iO)} is even in ~jxj ± )~p(~)t, the expression in (35) can be reduced to
a sum over positive values of p's and integrals over the hemisphere of/2.
Using the symmetry in time again, the plane-wave expansion of the scalar
function E is found to be

E= 2nTrn-li"-X~
~ /n A(P)(~) [Xn-,(~jxj -*kp(~)t)- Xn-l(gjxj + )~p(g)t)]dS(~ ).
(46)
The initial conditions for E now lead to
2 E(--)ip) 2t°-IA(p) = ~2£o--1,2n--1, eO = l , ' ' ' , n . (47)
p>O

Since (39) implies

= 1-I - (48)
p>0
the solution of (47) is given by

A(P) = (49)

Using the homogeneity of a, viz., a(r~,-rA) = r2na(~,-A), it follows that

and (49) can be written as

A(p) = An (50)
 141

3 The Herglotz-Petrovsky-Leray Formulae

The slowness hypersurfaee.

We begin with summarizing the basic properties of the varieties which will play
a r61e in the further analysis. For a detailed discussion we refer the reader to
Duff [14], Musgrave [30], and Payton [34, 35].
Let the slowness cone A C Z be defined through

A: a = 0. (51)

The slowness or ray vector ~ is introduced as

~ = ~p~j, p = 1,...,n. (52)

If ~ fi ~2 then ]~] = 1/[)~p[ equals the phase slowness. In fact, (52) represents the
transition from 2 ~_ C "+1 to the projective space 3 Z -~ C P n. Let the function
H be given by
H(~I,""", ~n) = a(~l , ' ' ' , ~n, - 1 ) . (53)
Then the slowness hypersurface is defined by
A: H = 0 (54)
(this equals the intersection of the slowness cone A with the plane A = 1). In any
local cone (with its vertex at the origin) the entirely real solution of the latter
equation, Re{A}, consists of n sheets. Every sheet corresponds, in any local cone,
with a (double) mode (+)p and can be covered with (two) almost everywhere
holomorphic coordinate patches.
In general, the sheets may have a finite number of isolated multiple points,
where two ('kiss' singularity) sheets are tangent [13], or for points where two
sheets intersect. Sheets can also have curves or higher-dimensionai surfaces of
multiple points, in which case the space-time singularities are of a different na-
ture: only a hypersurface of multiple points of codimension 2 leads to an ad-
ditional arrival. There the coordinate patches cannot be holomorphic (for an
analysis of the local slowness surface parametrization near a conical point in
three dimensions, see Musgrave [31]). If points of tangency occur, the slowness
surface as a whole is called singular; if the sheets are entirely disconnected, the
surface is said to be regular. Each sheet is smooth and either locally convex or
concave (elliptic points) or locally saddle shaped (hyperbolic points, Morse sad-
dles) except at points or curves where (one~of) the principal curvatures vanish
(parabolic points, e.g., inflection points in a plane through the origin of the slow-
ness space). In this paper we will focus exclusively on the latter singularities and
postpone the treatment of conical refraction and kiss singularities to a future
paper.
Integration over the real slowness surface.
The sum over the modes combined with the integral over the unit sphere can now
be expressed as an integral over the real slowness surface (using local coordinates
3 un-hatted variables are projective variables throughout.
 142

in a small cone and the outward normal or group direction O¢H/IO¢HI).

For a
discussion see also Auld [9]. Let the volume form on Re{A} be denoted as dS(~).
Then (see Figure 2)
dS(~) = ~I l"-a d S(~),
"
(55)

where 0 is the angle between the group velocity and ray vectors. Hence

dS(~)= [~JO~JHIdS(~). (56)

Further, the weighting function A (p) transforms as (cf. (50) and we extracted
the positive phase velocities p > 0)

A(P) IW--I (57)

while (cf. (22))

Xz-l(~jzj Ap(~)t) ---}I 1

- - t). (58)
Set
da(~) = ~ dS(~)
H - - [ s_n, ~ t:')~j n I"
s LqJ x, (59)
upon substituting the latter results in (46) and taking the limit z --} n, we obtain

i,-l{ReffRe{Al[X,_l(~jxj--t)--Xn_l(~jxj+t)]da(~)t n odd
E= 2,rn_l iImlfae{A}[Xn_l(~jx j --t)--X,-I(~jxj -t-t)]da(~)~ n even.
(60)
This formula, known as the HPL formula, implies that the fundamental solution
can be expressed in terms of so-called non-evanescent constituents only. Here,
we made use of the fact that the system is non-dispersive. Note that the imag-
inary part involves a logarithm, while the real part does not. Also, note that
Re{in-1Xn_l(~jXj -4-t - - i0)} is even in ~ j X j 4- t. Hence, (60) may be written as
in-1 { Relfae{A}[Xn-l(t-~jxj)-Xn_l(t4-~jxj)]d~(~)l nodd
E= 2,1r,_ 1 iIm~£e{A}[Xn_l(t--~jxj)--Xn_l(t+~jxj)]da(~)~ neven.

We exploit the fact that the integrand is even in t 4- ~jxj further. It has been
observed that Re{A} is invariant under the point reflection in the origin in ~-
space. Now, choose a direction of preference, xn say, relative to the principal axes
of symmetry of the medium. Set Re{A} = A+ U A_, such that A+ corresponds
with the upgoing waves (identified by the wave front 27w = S+ U 27_ through
the polar reciprocal of Re{A}) and A_ with the downgoing waves. The point
reflection ~ -} - ~ maps A+ onto A_, hence (still omitting the argument - i 0 )

fA X._l(t--~¢z¢)d~(~)=fA X._l(t+~izi)da(~). (62)

 143

Thus

E= i,-1 x L
2._17r._ [X._x(t-~jxj)-X._i(t+~j~j)lda(~ ). (63)
+
This way we have introduced an orientation for Re{A}. Now choose coordinates
on A+. For this purpose consider the orthogonal projection C of A+ on the plane
{~n = 0} and let (~1,''" ,~n--1) be the coordinates. The parametric representa-
tion of the slowness surface A+ is then given by {~1,"" , ~ , - 1 , f ( ~ l , " " , ~n-1)},
where f represents a n-plet. Later on, the direction of preference will become
the direction of observation. At the singular points contributing to this direction
of propagation, a principal curvature or its derivative may vanish. Thus, in the
preferred coordinate system, the occurrence of a singular point on a particular
sheet corresponds with multiple (ft > 1) roots of the equation
0~,,...,~,_, f = 0. (64)
At these roots the normal to the slowness surface, i.e., the group direction, must
be parallel to the ~,-axis, which in turn translates into the condition
O~I,...,~._tH = 0 with H = 0. (65)
We have (see Figure 2)
dS(~) d~l • • • d~,_ 1
(66)
IOHI 10 .HI '
and hence, restricting to A+,

d~l " " d~.-1 (67)

da(~) -~ O~.H
Note t h a t this ( n - 1)-form has poles at the branch points of our parametrization
f. Cagniard Green's function.
At this stage, to reduce the integral, E is written as

i "-1 f ) (t-t')"-I i lRe

m {Ec(x,t')} dr' if n is odd
E(x,t) = 2 " - l T r " - l ( n - 1)I =0 if n is even
(68)
which means that
i--1
o~-lE(x't)= 2n--17rn--I f / =0 Ec(x, t') dt'. (69)

Here, Ec is denoted as the Cagniard Green's function and is given by

Ec(x, t') = Is+ [A(t' -- ~jxj -- iO) -- A(t' + Cjxj -- i0)1 da(~). (70)

We will redefine E, which will be the only form of the solution we will consider
in the further analysis:

E(x, t) =
f; =0
Ec(x, t') dt'. (71)
 144

In Ec we may replace the integrand by

A ( t ' - ~jxj - iO) - A ( t ' + ~jxj -- iO). (72)

Integration over the complex slowness surface.
The surface A is invariant under complex conjugation in ~-space (enabling the
use of Schwartz' reflection principle in the holomorphic extension of the slowness
integral). Thus, a complexification equivalent with the so-called causality 'trick'
(Hubral and Tygel [201) applies.
The n-plet [ and the form da(~) have holomorphic extensions with preser-
vation of orientation so that the integration over the compact regions C C 7~"-1
can be extended over the full (level) plane

X0 : ~ , x , = 0 , x,>0. (73)

The holomorphic extension is carried out according to the condition Im{f} > 0.
In fact, we only need analytic function theory in one variable. For example,
introduce polar coordinates

~.-1 = qsin(¢,-2), ~n-2 = qcos(¢,-2)sin(¢,_3),

~._~ = q cos(¢,_2) cos(¢._3) sin(¢,_,), ..., (74)
~2 = q cos(¢n-2).., cos(¢2) sin(C1 ), ~1 = q cos(Ca_2)-., cos(¢2) cos(¢1 ),

with ¢1 E [0,271") and ¢ 2 , " " , ¢n-2 E [0, 7r). We will use the shorthand notation
¢ = ( ¢ 1 , ' " , ¢,,-2) and d0r(~) --~ da(q, ¢). If we also introduce polar coordinates
(r, ¢) for ( X l , ' . ' , xn-1)-plane, we can set ~jxj = qr cos(r/) +~nxn where r/can be
expressed in the angles ¢ and ¢. Then C = U¢I¢, where I¢ denotes the collection
of intervals on the positive real axis in the complex q-plane (the endpoints of
which are branch points, where O ~ H = 0) at the angle (azimuth) ¢. Note
that there may be branch points in the q-plane off the real axis. (They follow
directly from the f2 vs. q2 relations.) Upon integrating over the full slowness
hypersurface, however, it follows that contributions from the associated branch
cuts cancel.
Consider the n-plet f(q, ¢) with Re{f(0, ¢)} > 0. Set i¢ - T~>0 - I¢ and
= U¢i¢. There exists a holomorphic extension of f(q, ¢) on i¢ + i0 in the
complex q-plane. This defines .4+ = f~_i¢,_¢) C A. In a similar way A_ is
defined. Under the transformation ~ --~ ~, A+ maps onto 4 _ . Thus, E is also
given by

E =
IlL
--0 +O~.+
[A(r -- ~jxj) -- A ( r + ~-'~)] da(~) dr. (75)

(This expression follows more directly from the Sommerfeld-Weyl representation

of the fundamental solution.) The first term on the right-hand side generates
the causal component of the fundamental solution, whereas the second term
generates the anti-causal component. We will denote A+ U A+ by A~.. In view
 145

of (18)-(19) we also have to consider partial derivatives with respect to space of

E. In general they yield

0~" E = f [(-~i)~ X - l - ~ ( t - ~jxj) - ~ X - l - ~ ( t + ~jxj)] da(~). (76)

JA

It is observed that the integrals of the type (76) have integrands which are strictly
rational in the slowness variables (in this respect note that 0~. H is polynomial).
Cycles.
At this stage the relation between cycles on the complex slowness hypersurface
and the modified Cagniard contours will be established. Introduce the hyper-
planes
n--1

X~- : ~jxj - v = E ~jxj + f x , - r = O. (77)

j=l
Later on, we will employ the notation
n--I

~jxj = ~ G x j + f x n = x , F ( ¢ l , ' " ,~n--l,Xl,''" ,Xn--1). (78)

j=l
Now, following Petrovsky, introduce the n-plet of cycles 07 = 07+ U 03'- on A
through
07±(x , r) = A*~ n X , . (79)
On 0"I the argument of the A-function, denoted as the phase function, is real
(-iO).
The integral representation for E can be written as

=0 o
[( 5=1
) (8o)
Integration of the resulting A-function and restricting to the time interval [0, ~ )
leads to

E = (1 + i n ) =0 7+(~,r) dv(~)
0~.H d r (81)

= (1 + in) f~ +(~,,) O~
W(~)
H'

where w denotes the Leray form, and ~+ (x, t) denotes the tube of cycles 03% (x, T)
for the interval 7 e [0, t). In this representation the time behaviour ('tail') of E
is hidden as a parameter in the cycles at a given direction of propagation.
In polar coordinates the cycle 07+ can be parametrized as follows:

07+ (r, ¢, x,, ~) = {q+ (r, 0(¢, ¢), x-, v), ¢, l(q+ (r, ~(¢, ¢), xn, r), ~) I (82)
tbe ([0,2~'),[0,7r),... ,[0,r))},
 146

where q+ (r, q(¢, ¢), x3, r) denotes the n-plet of modified Cagniard contours. The
latter contours, with parameter v, are obtained from the cycles through inter-
section with the (q, ~n)-plane (fixed ¢) followed by an orthogonal projection on
the complex q-plane.
Without restriction, we can assume that the direction of observation coincides
with the xn-axis. This implies that everywhere ~ixi can be replaced by ~nx,~,
whereas (77) can be replaced by

X¢ : Ix. - r = 0, (83)

where the new coordinates are denoted as the old ones (see Figure 2). But then
the time axis coincides with the ~n-axis and the tube 7+(x,t) can be defined
through an interval along the ~n-axis.
At this point, it is observed that the construction of the fundamental solution
reduces to the construction of the cycles on A, followed by an integration over
these cycles. For isotropic media it is simple to find these cycles; for anistropic
media, however, the construction is far from trivial. In the further analysis, a
basis for these cycles in the homology group of the associated hypersurface will
be found and a differential equation for the integral representation over any basis
element will be derived.

' ~ "Re{A}

ol" 1f~

Fig. 2. The projection of the unit &sphere onto the slownes surface
 147

4 The Fundamental Solution Expressed as an Integral

over Vanishing Cycles.

In this section we will show how the geometry of the slowness surface leads
to a natural decomposition of the fundamental solution E into integrals over
so-called vanishing cycles. As we shall see these cycles encode the topological
information of the wave operator: they depend only on the topology of degen-
rate critical points on the slowness surface, which are defined by the polynomial
equations describing the slowness surface around such points. To achieve this
decomposition, we use the geometrical objects introduced in the two preceding
sections. The decomposition of the fundamental solution into integrals over van-
ishing cycles, has in fact been foreseen already by Petrovsky [36], and used also
in [43, 8].
Decomposition into vanishing cycles.
Let us begin with putting the result of the previous section (see also [8, 25, 36])
in a more general context. Expression (81) is of the generic form

E=~ P(~I,-",~,) dC ..
O~':~-~,) ~l .d~,,_, (84)

where P is a degree k < deg H - n - 1 polynomial in ~. The integral is over a

complex (n - 1)-dimensional cycle denoted by 7 in the (n - 1)-dimensional alge-
braic hypersurface A : H ( ~ I , ' . . ,~,) = 0, i.e., the cycle is a certain (connected)
piece of the slowness surface, oriented such that the coordinate ~n corresponds
to the 'vertical' direction. As was shown in the previous section the contour 07
arises through intersection A n X. The integrand is in fact a closed rational form
of degree (n - 1) with poles along 0~. H = 0, hence the integral depends only on
the homology class of 7. The quantity O~,H corresponds to the group velocity
in the n-th direction, i.e., the vertical group velocity. Since the cycle depends
continuously on the coefficients of H, we may use these as deformation param-
eters of the cycle, without changing the value of the integral. The fact that the
integral only depends on the homology class represented by 7 has an important
consequence which will play a central r61e in this section.
Define coordinates xi on X t such that its local equation is simply ~nxn = t,
where t has the interpretation of time. We are interested in the solutions of the
following set of equations

H = 0, c9~,,...,~._,H = 0, (85)

where it is understood that the slowness hypersurface is oriented such that the
group velocity is parallel with the ~n-axis. In general the roots of these equations
will all be different, in which case there are p = D ( D - 1) n-1 of them. Label
them according to ~(k), k = 1 , . . . , p . These points define singular points (for
vertical propagation) on the slowness surface; we will study the topology of the
slowness surface "around those points in detail below.
The level surfaces H(~l,'" •, ~n-1, r) = 0 for generic values of r, considered as
a parameter, contain (n - 2)-cycles Ak (r) which have the defining property that
 148

they 'vanish' when taken along a path uk in the r-plane (i.e. the target plane
of the function H), connecting a generic point ~(0) with the point ~(k): upon
approaching the point ~(k), the cycle Ak shrinks to the point ~(k). The system of
paths ui, i = 1 , - . . , # is non-intersecting. The cycles Ai, i = 1 , . . . , p are referred
to as vanishing cycles. (An explicit construction of these cycles will be given
later.) The vanishing cycles define (n - 1)-cycles Ji on H = 0 by taking the
union of all cycles Alk(v) as we move along uk from ~(0) to ~(k). It is a standard
fact on integrals of the type (84) that the cycles thus constructed are homologous
to the cycle 7 in the sense that there exists the following decomposition:

= + c._,(d.°)), (86)
i=1

where the ( n - 1)-cycle C,,-1 is homologous to zero on g ( ~ l , . . - , ( , - 1 , ~(0)) = 0.

This then results in the following decomposition of E over vanishing cycles:

E = o ~ . g ( ~ h " . ,~,)

=
" f
c' J ,
P(~l,'::,~,)
:.-.T.) ... (87)
i=1

, 1 u, ,(I")
This is just a rewriting of the formulae at the end of the previous section. The
numbers ci, describing the decomposition of the original integral, are referred to
as intersection numbers and are of topological nature. The last integral in (87)
is over the vanishing cycles; its detailed properties will be discussed in the next
section. In the rest of this section we will apply elements of singularity theory
to make the above decomposition explicit, that is we will show how to compute
the intersection numbers ci.
In order to do so, we will make more precise the duality between the slowness
surface and the wave front. This will lead naturally to the study of singulari-
ties of specific families of hypersurfaces, which are deformations of the original
slowness surface. The singularities on the slowness surface correspond to critical
points of second (i.e., non-degenerate) or higher order (degenerate). Such points
correspond to certain singularities on the wave front. We will show, following
[4, 5, 7] that such singularities can be conveniently studied in terms of critical
points in the Legendre transformation relating the slowness and wave front set
(including the diffraction surface and wave front surface). As we shall discuss,
this also will lead to a complete classification of wave front singularities that can
arise in anisotropic elastic media.
A singularity on the wave front is the singularity of a Legendre transformation.
The duality between the projective wave front 57d and Re{A} is described by
a Legendre transformation and has extensively been discussed in [7]. The char-
acteristic feature of a Legendre transformation is that it transforms functions
 149

on a vector space to functions on the dual of this vector space. To explain the
concept, consider the following example. Let y = f ( ~ ) , ~ E t t be a smooth func-
tion, with f ' ( ~ ) > 0. A Legendre transformation of f is a new function g of a
new variable x constructed in the following way. Let x be a given number and
consider the line y = x~. Take the point ~(x) on the ~-axis such that the vertical
distance between the line and f is maximal. T h a t is, for each x the function
F(~, x) = ~x + f(~) has a maximum at ~ = ~(x), following from O~f = 0, i.e.,
from f ' ( ~ ) = x. The function g is now defined as g(x) -- F(~(x), x). Note that
since the second derivative of f does not change sign, the point ~(x) is unique.
As an example take the cubic function f(~) = - ~I 3. Then F(~,x) = ~ x - ~s/3,
~(x) 2 "- x, and hence g(x) -- 2x3/2/3.
An important property of a Legendre transformation is t h a t its square is the
identity, in other words, one can view it as a projection, which point of view will
be adopted below. The extension to higher dimensions is straightforward: let
f -- f ( ~ l , " " ,~n-1) such that the Hessian det(OiOjf) > O, i , j E { 1 , - . . , n - 1},
i.e., the function f is strictly convex. Then the Legendre transformation of f is
a function
g(x) = f ( ~ ( x ) , x ) , (88)
where x(~) is the solution of 0~, ,...,¢._, f - 0 and F = xj~j + f(~). The functions
f and g are each other Legendre dual. An all too well known example of this
duality is the duality between the Hamiltonian and Lagrangian functions of
classical mechanics. The generic situation is summarized as follows [7]: for the
function F(~i, xj) of 2(n - 1) variables, the formulae

OF OF

OF
T = f - ~,-~-~ = F (89)

define a Legendre variety in the 'big' (2 ( n - 1) + 1)-dimensional space coordinated

by (x, ~, r), through the condition

3~(z) : O~F = O, F = r.

T h e projection (~, x, v) -~ (x, v) is a Legendre transformation.

Apply this to the slowness surface defined by the equation H ( ~ I , . . . , ~,,) = 0.
This surface has already been parametrized by ~,~ = f ( { 1 , " " , {,,-1). We defined
the function
n--1
f(~, x) -~ ~ X,~i ~"x , f ( ~ l , ' " , ~n-1 ). (90)
i=1
Upon dividing by x , > 0, we may redefine the function F as
n--I

= i(6,"", X' J (91)

i=1 Xn
 150

Henceforth, we will work exclusively with projective coordinates x~/x,, i =

1 , . - . , n - 1, xn ~ 0, denoted by xi as well. Thus

.F,d = { ( x , , . . . , x n ) , 3 , ( x ) : O~F =O, F = ~ } (92)

is the Legendre dual of the slowness surface parametrized by [ . Note that the
function F is the Hamiltonian for the 'ray-system' and not the Hamiltonian for
the full wave equation. T h a t is, F is the linearized form of the full Hamiltonian,
defined in terms of classical fields.
It is now evident what the origin of singularities on the wave front is: they
are precisely the Legendre transformation of the critical points O~F = 0 in the
'big' 2 ( n - 1) + 1 space defined above. At these points the function f and its dual
g fail to be convex, i.e., at these points at least one of the principal Gaussian
curvatures on the slowness surface vanishes. Quite generally, the singular points
on wave surfaces correspond to Legendre transformations of the critical points
in ~-space of the function F. The function F is called the generating function
of the Legendre transformation. It can be considered as defining a family of
slowness surfaces defined locally by f and 'parametrized' by Xl,.-. , Xn--1. This
is a useful interpretation in the context of singularities. In fact, the family F
defines a deformation of the isolated singularities of the function f , such that
F(~, 0) = .f(~) parametrizes the original singularity defined by a critical point
of f .
Singularity theory.
Smooth functions, like f , that define isolated singularities have been thoroughly
studied, for example in [2, 7]. For us, the most important class of functions is the
one formed by functions that define isolated, stable singularities, i.e., the ones
that are invariant under a local reparametrization of the surfaces. In [7] a com-
plete classification is given of all types of singularities that can occur in Legendre
transformations of arbitrary slowness surfaces in low dimensions. In particular,
it follows that possible singularities of fronts in three spatial dimensions fall into
three classes. Correspondingly the critical points on the slowness surface define
either a local extremum, an inflection point (i.e., vanishing Gaussian curvature)
or a point at which a derivative of the curvature vanishes. Around such points
on the slowness surface there exist local (curve-linear) coordinates s(~, x), y(x),
found upon applying a canonical transformation of the original ('horizontal')
coordinates ~, x, such that the function F at such points satisfies F = OsF -- O,
and close to the singularity is given by an expression of Table 1. Note that in
projective space coordinates one of the y coordinates is set to 1. In general, the
evaluation of the latter canonical transformation involves numerical computa-
tions. We postpone those computations to a future paper. The functions s have
the physical interpretation of 'horizontal' slownesses, while the functions Yi are
space(-time) coordinates.
These singularities define a point of transversal self intersection in the first
case; in the second case a cuspidal edge in the (Yl, Y2)-plane, dividing the plane
into regions of either three real roots of F = 0 or a real one and two complex con-
jugated ones. This singularity corresponds to a vanishing of Gaussian curvature
 151

Table 1. Singularities on Wave fronts in 3-dimensional space.

Type I Normal form Ip
A1 I F = ~sFs +
A2 = ys2
ls+y2
I
12
A3 F = ¼s4 + yls s + y2s + Y3 3

on the slowness surface. In the third case the wave surface singularity is known
as a swallowtail in (Yl, Y2, Y3)-space. On the slowness surface this corresponds to
a point where the derivative of a Gaussian curvature vanishes. See Figure 3 for
the possibile wave front singularities.

z /8 ,/

j! /6

Fig. 3. Possible momentary 3-D wave front singularities , (see also [5]), with leading
asymptotic behavior, (determined in section 5)

We will give a simple heuristic argument why this is indeed a complete classi-
fication. Possible points of inflection on the real slowness surface can be detected
by considering the condition that a real valued bitangent exists. A bitangent line
is a line tangent to a slowness sheet at two points. Obviously, this can only
happen when the slowness sheet is locally not convex. For every bitangent line
there will be automatically two inflection points. Note that the bitangent must
 152

be a real line as follows from the hyperbolicity condition. A limiting case thus
occurs when the two inflection points coincide, as then the bitangent will become
complex. This situation occurs at a point (~1, ~2, (3) for which up to the third
derivative with respect to ~ vanish, implying that F is a fourth order polynomial
proportional to (~ - ~)4.
The presence of cups and cuspidal edges is quite common in practical situa-
tions. For example, they occur in a generic 3-dimensional finely layered medium,
consisting of different isotropic elastic material. The system of layers has a re-
sulting hexagonal symmetry, but is not isotropic. One of the (quasi-)shear waves
may exhibit two or four cusps. It is i m p o r t a n t to realize that the above classifi-
cation can be recast in a classification of relations among the components of the
stiffness tensor cij~t for which the above singularities occur.
From now on, we will assume that the function F is brought into normal
form, and we will denote the normal coordinates s by ~ again. The labelling
of the three cases is according to the types of reflection groups that act on the
critical points. T h e y encode the topological structure of the singularity as we
shall now discuss.
In general, the multiplicity of the isolated critical point of f(~) gets resolved
into p different critical points of the family F(~, x), for a generic choice of pa-
rameters of x. In fact one can show that the set of all parameters x for which
the F has p distinct critical values is dense, i.e., F can be seen as a non-singular
Morsification o f the ]unction f. This fact allows us to introduce p < n - 1
parameters A in place of the n - 1 parameters x for which the the same is true:

F(~, A) = f(~) + Z Aig,(~). (93)

i----1

The functions gi(~) are polynomials in all variables ~ 1 , ' " , ~n-1 forming a basis
in the p-dimensional vector space of polynomials in ~ modulo those polynomials
generated by the the first partial derivatives of f . The fact that this is a finite
p-dimensional vector space is a standard result. This vector space, spanned by
gi(~), is sometimes referred to as the local ring of f. The important point that
we stress here, is that for generic choices of A the critical points of F are all
distinct and the set of those A's is dense as well. In other words, in a suitably
small neighborhood of the critical point of f every analytic function near f can
be obtained by analytic changes of variables in F(~, A) for some value of A. The
form (93) of F is called a versal deformation of F .
The question now arises as to whether one requires a continuum or discrete
set of values of A's to unravel the singular points in a judiciously chosen neigh-
borhood of .f. Obviously, this depends on the nature of the singularity of f.
Without discussing this (see e.g. [6] for a complete discussion) we state the re-
sult here: for those singularities appearing in the list above, there is always only
a finite set of values of A required. (The singularities in that list are of modality
zero.)
The equation F(~, A) -- 0 defines for generic values of A the nonsingular level
surfaces of f . Introduce the set S of all Ai, i = 1 , . . . p, and consider for each A
 153

the level surface

Vx = {f(~, A) = 0, I5l < p}, (94)
i.e., we intersect F = 0 with a small (n-2)-ball B of radius p > 0 centered at the
critical point of f. (This is the region of validity of the normal form representing
F.) The surfaces Vx are for generic values of )~ nonsingular and for those values
they are all diffeomorphic to the non-singular level surfaces of f. The set of
A's for which Vx is singular forms a set of codimension 1 in S. This set has an
obvious geometrical interpretation: it defines a singularity on a wave front, now
parametrized by A instead of x. For example, for A2 we find that the singular
set in S (corresponding to the cusp) is constrained by the equation

~ + ~ = 0. (95)

Loosely speaking, the projection ~r : V ) S, of which the fibers are Vx, replaces
the rSle of the Legendre transformation. It should be realized that trading the
parameters xi for the parameters hi effectively reduces the dimensionality: the
dimension of the space S of relevant parameters is usually less (at most equal)
than the dimension of the original physical space. This 'collapse' of dimensions
is typical for a singularity defined by a degenerate critical point and occurs in
various physical problems (for example, in phase transitions).
Time evolution or fronts in three dimensions.
Having discussed the possible topologies of the wave fronts in a 3-dimensional
(homogeneous) elastic medium, we now turn to the problem on how the fronts
evolve in time. Quite generally, a moving front may change its shape in time.
To study the possible time evolution of moving fronts, we consider the union of
all momentary fronts classified in Table 1. This union defines a hypersurface in
4-dimensional space-time. In fact, it follows rather easily that this hypersurface
is itself a front of a Legendre transformation acting on a Legendre variety of
one dimension higher than the Legendre variety of the momentary front. One
considers the time as an additional parameter; the Legendre transformation in
the higher dimensional space projects on space-time parametrized by (x, t).
The singularities on the momentary fronts sweep out a subvariety (a lower
dimensional surface) in the hypersurface swept out by the moving front. These
singular surfaces are called caustics. In principle, caustics can be classified using
similar techniques as used in the classification of singularities in the Legendre
transformations defining the momentary fronts. In case the dimension of the ini-
tial space is three, the possible singularities in addition to the ones (intersections)
given in Table 1 are given in Table 2 (see [5]).
The A4 type singularity in 4-dimensional space-time corresponds again to
a swallow tail, which we will discuss in detail below. The D4-type singulari-
ties are qualitatively different from the Ak-type singularities in that they are
g-dimensional rather than 1-dimensional (which is the case for the Ak-type sin-
gularities). They are usually referred to as the 'umbilical' singularities [15]. In
Figure 4 we have depicted the typical singularities of the caustics in space-time
swept by the singularities of momentary wave fronts in 3-dimensional space.
 154

Table 2. Caustics swept in space-time by momentary fronts in 3-dimensional space

(yo represents time).
Type I Normal form

Fig. 4. Evolution of an A4 and D± wave front singularity in 4-D space-time, (see also

T h e swallowtail singularity A4 in 4-dimensional space-time is most useful to

illustrate the time evolution, as it is related to a common physical phenomenon.
Consider a m o m e n t a r y wave front in 3-dimensional space and assume that it has
cusp singularities. The cuspidal edges sweep out the caustic. Assume further-
more, that the caustic has a 3-dimensional swallowtail singularity. T h e caustic
is locally diffeomorphic to the polynomial of type A4 having a multiple root.
The cuspidal edges sweep out a 2-dimensional surface on this hypersurface cor-
responding to a variety diffeomorphic to the A4 polynomial having roots of mul-
tiplicity of at least 3. This variety is called an open swallowtail in 4-dimensional
space-time. An important result by Arnold [3] states that the time evolution
of any cuspidal edge can always be put upon a canonical transformation into
the normal form of an open swallowtail, i.e., into a variety given by the zero
locus of the A4 polynomial with at least coinciding roots. This greatly facili-
tates the way the projection on to the physical 3-dimensional space has to be
made: it corresponds to differentiation with respect to ~. Note that differentia-
tion lowers by one both the degree and the multiplicity of the roots. Thus the
problem separates into two parts: first one studies the open swallowtail on the
full hypersurface defined by the moving front, and secondly one projects onto
the space of degree four polynomials having at least roots of multiplicity two by
differentiation, i.e., on the swallowtail in three space dimensions.
As time proceeds, the edges disappear into a singularity of type A4 in space-
time, that, when projected onto 3-dimensional space, corresponds to an A3-type
 155

singularity. This type of evolution is easily identified in a physical situation.

Namely, suppose a cusp is generated (in a hexagonal medium, say) and moves
into an isotropic medium. Then the cusp will eventually evolve into a singular
point on the spherical wave front after which it disappears entirely. T h e singular
point is necessarily of type A3 in 3-dimensional space. It is interesting that the
result in [3] implies that in general the cuspidal edge of a moving front passes the
line of self intersection of the swallowtail in 3-dimensional space at two different
times. T h e n it follows t h a t if the time difference between the arrivals of the two
edges is T, the time towards the vertex of the swallowtail, i.e., the point after
which the cusp has disappeared, is T 2/s.
The decomposition of the cycle 07.
We next describe the cycles in (87) in terms of the level surfaces F(~, A) = 0
of f(~). First, recall t h a t at the end of the previous section we introduced the
cycles as the intersection of A n Xr. From (77) we draw the conclusion that
A O X0 corresponds with F(~, x) = 0. To construct the contours 0"y near the
arrivals, we intersect the level surface with a small ball of radius p centered at a
critical point (which we have taken to be the origin of the affine coordinates ~).
Thus, we are looking 'closely' at the front, i.e., mathematically we consider the
high frequency limit. Close to the critical point the function F can be brought
into its normal form, i.e., one of the three representations given in Table 1. T h e
(partial) contours 07 are thus contained in the set

A N X0 n S ,,~ { f ( ~ , x) = 0} n B. (96)

We set X = X0. Upon constraining the full set of parameters x to the 'relevant'
parameters )~, we conclude that the cycles Cn-2(~n) E B are precisely cycles on
the surfaces F(~,)~) = 0, which we denoted earlier as Vx. This space is much
more convenient, since we can now invoke results by Milnor on properties of the
homology group formed by these cycles.
According to Milnor [29] the space of cycles Cn-2 is of finite dimension #,
and any (n - 2)-cycle can be expanded into a suitably defined basis of cycles,
such t h a t the coefficients of this expansion are all integers. More precisely, the
p-dimensional homology of the fibers Vx for generic values of the parameters )~
form a #-dimensional lattice:

Hn-2(A N X N B) = H,_2(Vx) = Z " . (97)

A basis in this homology is given by a system of # cycles ~ i which vanish along

suitable chosen paths connecting a given non-critical value of F with a critical
one. Milnor's theorem thus states that any cycle 07 on a level surface of .f can
be decomposed into certain basis cycles drawn on the level surfaces defined by
F = 0, such that the coefficients are all integers. In other words: there exists a
basis of cycles such that the intersection numbers ci in (87) are all integers. Such
a basis is referred to as a basis of vanishing cycles.
We are now in a position to actually construct such systems of paths and the
associated cycles. First we divide the critical values of F(~, A) into two sets: the
real critical values, and the ones that come in complex conjugated pairs. (Recall
 156

that since we require that the function F is real on the real axis, and analytically
continued in the complex plane according to Schwarz's reflection principle there
are no arbitrary complex critical points.) In order to make contact with the
original integral E it is obvious that we have to decide on a particular orientation
of those cycles that correspond to the real critical values: they have to be in
agreement with the chosen orientation of the slowness sheets. Assume that the
origin is a non-critical value of F. Let U be that portion of the complex plane that
contains all the critical values. Now connect the origin with any real critical point
with a path in U such that it always consists of points whose imaginary parts
are in absolute values less than the absolute values of the imaginary parts of any
other complex critical point. Further, paths joining the origin with critical points
that come in complex conjugated pairs, are conjugated and always contained in
either the positive half plane or negative half plane according to the imaginary
part of the critical value. We furthermore require that they intersect the real
axis transversally (to be in agreement with Schwarz's reflection principle).
Let us denote a system of critical paths in the r-plane obeying these condi-
tions by ui(A), k = 1 , . . . , # , with A parametrizing the path. Next we apply a
fundamental result in Morse theory, which ensures that close to a critical value
Zi of F, F has the expansion (considering the A's as parameters)
k n--1
r = z, + - (gs)
j=l j=k+l

where the 'horizontal slowness' coordinates zj(~, A) are real The index k is the
number of positive eigenvalues of the Hessian of F. (This is a coordinate inde-
pendent quantity describing the number of directions at the critical point for
which F is increasing.) Now introduce the vanishing sphere associated with the
critical point Zi as
Si(A) = ~¢/ui(A) - Zi S "-2, (99)
with S "-2 the unit sphere in n - 2 coordinates of which the tangent space is
locally spanned by the vectors

( O/ OZl , " " , O/ Ozk, iO/ OZk+ l , ' " , iO/ OZn-1).
The orientation of this sphere and hence of Si is such that its volume form is
positive with respect to the volume form orienting the (real) slowness surface.
The homology class in Hn-2(Vx) represented by Si is the vanishing cycle corre-
sponding to the path ui and is denoted by Ai. The system {Ai}~=l forms a basis
in this homology group. It is with respect to this basis that we will compute the
numbers ci in (87).
There is a lot of freedom in choosing a basis of vanishing cycles, which is
refelcted in the invariance of this basis under automorphic transformations of the
homology group H , - 2 , i.e. the isometries of the Milnor lattice.These automor-
phisms are referred to as monodromy transformations. Rather than discussing
this in detail we will simply list the results necessary for the computation of the
intersection numbers ci. It turns out that a monodromy transfromation can be
 157

described analytically by studying the properties of the vanishing cycles under

the following transformations. Consider the combined transformation of going
along a path ui starting at a given non-critical value, going around anti-clockwise
a given critical point Zi and back along ui. Under such transformations the roots
of the equation F = 0 are permuted, but a vanishing cycle, i.e., a contour on
a non-singular level surface which vanishes upon taking the parameters to zero,
remains invariant. This implies the possibility of writing down a canonical rep-
resentation of the vanishing cycles in terms of a suitably chosen parametrization
of the level surface. This is reflected in the so-called Picard-Lefschetz formula
, which gives an canonical form of~the inner product on the vanishing cycles.
Applying this formula yields the following representation of the monodromy op-
erator hi corresponding to a transformation encircling the i-th critical point:

hi(~) = ~ + ( - 1 ) " ( " - ' / ~ ( ~ , A d A , , (100)

where (~ is an arbitrary cycle of dimension n - 2. It is thus seen t h a t the mon-

odromy group acts as a (pseudo) reflection, hi(Ai) = --Ai, and it is the identity
on the hyperplane orthogonal to Ai. In general, the intersection product is hard
to compute explicitly, and only for a few classes of singularities there exist ex-
plicit results. However, for simple singularities, among which are those of Table
1, it can be computed easily. In fact, for singularities defined by

f(~) = ~k+l, (101)

it can be shown that one can bring a basis of vanishing cycles into the following
form
(Ai, AI+I ) = - 1 , (Ai, Aj) = 0 for Ii - Jl --- 2. (102)
Furthermore, we can construct the composition of all opertars hi, denoted by h.,
which thus describes a loop based at a non-critical value, encircling all critical
values at once. It turns out that such an operator in case of the singularity of
Ak, has eigenvalues given by the roots of unity exp(2rcij/k), j = 1, 2,... k. The
operator h. will be used in the next section.
For the simple singularities of type A~ the resulting reflection groups are just
the permutation groups on respectively two or three elements, the Weyl groups
of the Lie groups A1,A2 and A3. For us the most important things are that
the intersection indices appearing in (87) are first of all integers and, secondly,
depend only on the monodromy group, i.e., on the topology of the singularity
only.
Let us now finally compute explicitly these indices for real critical values,
using a result by Vasiliev in [43]. In fact using the description of the vanishing
cycles given above it follows that for three spatial dimensions the intersection of
the contour 07 with the vanishing cycle Ai corresponding to the i-th real critical
point is given by

gi > 0 ci =- (Ai, 07) = --(1 + (--1) 3-k) -- ~_~j(Ai, Aj) (103)

Z, < 0 ci -- (Ai, 07) = --(1 + (--1) t~) + E j ( A i , Aj).
 158

set ,Ud at most at isolated points, such that locally )~ = 0 at such a point. The
integral over a vanishing cycle of f has the form
I" P(~)d~
I = / (106)
JA

associated with the i - th critical value, and ~ denoting the local coordinate.
Upon varying )t the cycles will become dependent on A, but as the integral is
over a rational closed (n - 2) form they define locally constant classes in the
homology H,-2(Vx). Of course this is not globally so, as the cycles transform
nontrivially under the monodromy group of the singularity. The local constancy
of the classes in fact leads to the conclusion that the integrals over vanishing
cycles satisfy a Picard-Fuchs differential equation in )~. We will now show how
to compute these equations explicitly.
The integrand has poles precisely at the p critical points of H. The differ-
ential equation which we are about to derive is actually a calculation in the
co-homology (i.e., the Poincare dual of H,-2(Vx)). It is well known that the
cohomology of projective hypersurfaces can be calculated from its rational dif-
ferential forms having poles at infinity. To do the actual computation a bound
on the order of the poles is required. Such bounds can be determined using the
work of Griffiths [18].
The order of the pole of the rational integrand in (106), which a priori has
a pole of 'arbitrary' order, can be put in some canonical form in which it has
a pole of order one. This reduction-of-pole property is extensively discussed
in [18]. Here, we will only briefly mention the idea, which is as follows. The
middle cohomology of the complex hypersurface Vx in C P n-2 is described by
rational differentials in C P n-1 having poles of arbitrary order along Vx. Each
form Pd~/O~, H defines a cohomology class by considering its residue on Vx as
follows. The (n - 2)-cycle Ai on Vx can be made into an (n - 1)-cycle 5i by
considering the tube over Ai, i.e., (fi is a small cylinder erected along the normal
over Ai in C P "-1. Then we can define the residue as

= J6f, ( Pd~ (107)

kOcH]"
We suppress the index i attached to the vanishing cycle from now.
Recall that the value of the integral on the r.h.s, does not change if we add
to the integrand an exact differential form. having poles on the hypersurface
H = 0~1.,,_1H = 0. This can be used to lower the order of the pole of the
integrand (106) on Vx as follows. Let I be the sum of the weights of the quasi-
homogeneous polynomial defined by the principal symbol, i.e., H = 0 and let
its degree be D. Consider quasi-homogeneous polynomials Aj, j = 1 , . . . , n - 1,
and the degree of Aj is D + 11 - l, with lj the weight of the ~j in Aj. Define the
(n - 3)-form

= O~n----
~ Z ( l i ~ i A j - lj~jAi)d~l h . . . A ~ i A . . . A d~j A . . . A d~n_ 1. (108)
i<j
 159

For complex conjugated critical values Zz = Zi one has

(Ai, 07 ) = (A¥~ 07 ) -" (Ai, At). (104)

The sum over j is over those wnishing cycles associated with real critical values
that are in between the origin and Zi. The original contour 07 thus has the
following decomposition in terms of vanishing cycles

07 = c, a , , (105)
i=l
with the intersection numbers ci given in (103)-(104). This gives the decom-
position of the original contour. As a side remark, note that in case all the
intersection indices c/vanish, the solution vanishes identically. In this case one
speaks of a lacuna. In [8, 43] it is shown that the condition that all the ci vanish
(the so-called local Petrovsky condition) implies 'sharpness' of the wave-front in
which case one speaks of a (local) lacuna. Note that since 07 still depends on a
coordinate x on the front, this condition is local, in particular, it depends from
what side one approaches the front. We will briefly come back to this in the next
section.

5 A Differential Equation for the Fundamental Solution

The main point of the previous section was that the geometry of the slowness
surface, in particular its dependence on singular points, is conveniently studied
in the homology of the level surfaces H ( ~ I , - - - , ~ , - I , A ) = 0 parametrized by
F(~, A) = 0, with A playing the r61e of a parameter through the vertical slowness
~n. This has lead to an explicit decomposition of the fundamental solution into
integrals over vanishing cycles.
In this section we will study the integral over a vanishing cycle in detail. We
will show that it satisfies a linear differential equation in A, of which the form only
depends on the topology of the singularity through its monodromy group. This,
among other things determines the high frequency asymptotics of the solution,
which we will find for the three singularities A1, A2, Aa. The differential equation
is well known among mathematicians, where it is called a Picard-Fuchs equation
[18, 24]. The implications for the asymptotic behavior of the integrals in the high
frequency limit are similar as obtained from steepest decent methods in Maslov
theory on oscillatory integrals, where F plays the role of the phase function [15].
However, exploiting the geometrical content of the Picard-Fuchs equation, the
topological origin of the asymptotics is immediately obvious.
Let f ( ~ l , ' " , ~n-1) be the vertical slowness having an isolated singularity at
the origin of criticality #. Let F(~, A) be a versal deformation, with the property
F(~, 0) = f(~). Consider also the Milnor fibration r : V --~ S whose fibers VA
over the space S of versal deformation parameters are the zero level surfaces
F(~, A) = 0 (which are diffeomorphic to the non-singular level surfaces of f(()).
Now, let A E S be a local coordinate on a curve in S intersecting the singular
 160

Its differential is defined as

(O~,,H) E ~A.~~ d~ ~ A,~d~ ~ -:::-Zd

8A.

(O:, H ) 2 -- (O¢,,H)~ (O:, H) "

(109)
This shows that any form of which the numerator can be written as a linear
combination of partial derivatives a ( a : H)(~), is equivalent up to (rational)
exact forms to a rational form with a smaller order pole. By this reduction
technique, one can put the integrand in a canonical form, more precisely, one
associates a specific cohomology class to such integrands.
Let us, before we proceed, illustrate this m e t h o d by way of a simple example,
where the integral (107) is simply a contour integral in the complex plane. T h e
residue in (107) is the familiar Cauchy residue. Now assume that the integrand
has a pole of order two at ~ = 0, say. Then it has a Laurent series expansion of
the form (b/¢ ~ + d/~ +...)d~, b, d constants. Next let q~= b/¢. Then

Pd:/O:,,g(:) + d¢ "." (d/: +...)d:

has only a first order pole. Proceeding in this way, we can reduce the pole of the
integrand to order one at any point on the hypersurface H = O:, H = 0. This
brings the rational form in a canonical form.
It is obvious that in general the integral over a vanishing cycle as a function
of A will be multivalued due to the nontrivial monodromy. In particular, the
p-dimensional vector

I(A)-- , Oe,,H'"" ~O:H)' (110)

will be multivalued in A. We will now show that this vector satisfies a differential
equation in A with unique holomorphic coefficient functions pi(A), whose solu-
tions are linear combinations of the integrals (110). For simplicity of notation,
we consider here just one parameter A, the multi prameter case is discussed in
[41].
Recall that the cohomology class defined by the cycle a does not change upon
varying A locally, so we can differentiate with respect to A under the integral:

(111)

Now construct the vector It(A) by taking the j - t h derivative w.r.t. A, i.e.,

( dJ /A P d~ dJ /A P d~ (112)
P(A)- XZ , O .H' ' O .H)
The vector spaces Wi formed by all vectors I j, j < i, must have constant dimen-
sion as function of A, as the integrands are all closed (n - 2)-forms in A. Also,
 161

the dimension di = dimWi of these spaces cannot exceed p. Thus there will be
a smallest number of derivatives s, such that
a--1
I" = -- ~-~pj(A)I j. (113)
j=0

That is, the vector Ii say, satisfies a differential equation of the type

+ ~__~0pi(A)~7 = 0 (114)

Such an equation is referred to as a Picard-Fuchs equation [6]. The unknown

coefficient functions are determined by taking successive derivatives with re-
spect to A and repetitive use of the reduction technique discussed earlier. An
important property of Picard-Fuchs equations is that they can have at worst
regular-singular points, at which the coefficient functions may develop poles due
to the monodromy around such points. By multiplying the the Picard-Fuchs
operator
da ~- z di
i=0
by As, the equation takes the form

A +~_,q,(A) A-~ O~,,y]=O (115)

i=0
whose coefficient functions are now holomorphic also at the regular singular
points. (Upon changing A the integral plus all its derivatives changes according
to the monodromy operator, all in the same way.) We will see shortly that the
order s of the equation is fixed by the monodromy group. (A more extensive
analysis, valid for more general types of singularities, is given e.g. in [26].)
As a simple example consider f = 42 (type A1). Since p = 1, we only have one
point representing the zeroth vanishing homology class. The differential equation
in this case is thus of first order:
dI 1 n a
d-A + A(2 - ~ ) I = 0, (116)

that is I = const. A(n-a)/2. This gives the asymptotic expansion near the critical
point. The full solution E can in this case easily be obtained. From the above
we conclude that it must be of the form
A(n-3)12g(A), (117)
with g(A) a holomorphic function generally depending on )~. However, since F is
quadratic, I is in fact an integral over an (n - 2)-sphere of radius V~, so that g
is in this case independent of A,
n- 1 ~(n--1)/2
g(A) = 2 l " ( ( n - 1 ) / 2 + 1)' (118)
 162

that is, half the surface of the unit (n - 2) sphere. (Compare this with the results
in Section 3 for the H P L formula.) This immediately leads to the well known
result for the full solution E. The quadratic case is generic around each local
maximum on the slowness surface one can find coordinates ~ such that F is
quadratic. The points corresponding to degenerate critical points, i.e., points
where F is of type A2 or A3 are special. In those cases g does depend on A
and likewise the full solution is more involved, however, its asymptotics may be
readily obtained.
For the A2 type singularity the differential equation reads (after bringing it
into its familiar form)

d'~' A I = 0 (119)

of which the solution is the well known Airy function.

In fact by the techniques outlined above we find for any isolated singularity
(not only the simple ones) a Picard-Fuchs equation whose solution has a holo-
morphic limit A -4 0, and thus gives an exact solution for I at the singularity.
The Airy-function is a well known example studied extensively in geometrical
optics. Usually one arrives at the solution for the phase function using Maslov
theory. Here we arrive at such solutions using a differential equation. As we will
now discuss, this has the advantage that it illuminates the topological aspects
of asymptotics of I near the singularity.
Asymptotic behavior of the integrals.
The fact that Picard-Yhchs equations are ordinary (matrix) differential equa-
tions with regular singular points allows us to apply classical techniques to find
the asymptotic behavior of the integrals. One immediate conclusion is that the
solution of the differential equation has an analytic extension at A = 0. To find
the exact behavior at the point A = 0 we will rewrite (115) as a first-order matrix

/j 10
equation as follows. Define the s x s matrix

. . . . . .

0 1 O.--
i ..
A(A) = (120)

0 1
- q (A)--ql(A) . . . . q,_,(A)

then the following matrix equation is equivalent to (115)

A ~ d ~ ( A ) = A(A)d~(A), (121)
 163

with
I Pd~
(9~,,H
d Pd~
d~(A)= A
dAO~,,H
- -
(122)

(d) s-1 e d '

A O~,,Hj
Standard theory now implies that around A = 0 the solution can be written in
terms of a matrix ~ whose columns provide a basis in the s-dimensional solution
space
---(A) = B(A)A M (123)

where B(A) is an s x s-matrix regular at A = 0 and M is a constant s x s matrix.

The expression AM is defined as (for small ~)

( M log ,~)2
AM -----"~"1- M(log A) + +... (124)
2!
T h e matrix B has a regular power series in A with constant coefficient matrices,
which is absolutely convergent near A = 0.
The monodromy resulting from going around the critical point at A = 0 is
with respect to the basis defined by ~, given as exp(27riM). This is the mon-
o d r o m y operator h . = hi .h2 defined in the previous section. It is easy to see that
it is a unipotent operator, i.e., there is an index m such t h a t ( e x p ( 2 7 r i M ) - 1) m =
0 , but (exp(2~riM) - 11)m+l ~ 0. For the Ak-type singularities this index is equal
to k = p, the multiplicity of the singularity.
As a result it follows (see [28] for a general proof) that close to the point
A = 0, i.e., close to the intersection point with the singular set 2Y, I(A) has the
following asymptotic expansion:

z, = A) (125)
ot,k

This series is absolutely convergent if IAI is small. T h e coefficients of the series are
vectors in C f'. The numbers c~ are nonnegative rational numbers; all coefficients
aa,k vanish for k > 0. ~ r t h e r m o r e , the numbers c~ have the p r o p e r t y t h a t
exp(2rc~) is an eigenvalue of the m o n o d r o m y operator h.. This last property thus
shows explicitly the relation of the asymptotic expansion and the m o n o d r o m y
group of the singularity.
As an example, consider the A2 singularity discussed earlier. The eigenvalues
of h. are exp(:t:2~ri/6). The above result then implies t h a t close to A = 0

i= + (126)
171 m
 164

with all coefficients positive. This result agrees with the well known high fre-
quency expansion of the fundamental solution near a cuspidal singularity de-
scribed by the Airy-function. For the A3- type singularity, we get

I ~ A1/4. (127)

The first exponent in the expansion (125) is referred to as the singularity index.
Its relation to the order of the monodromy group has been extensively discussed
by Arnold [2], however, not from the differential point of view adopted in this
paper. In fact, it is not hard to see that the general asymptotic formula for
an isolated singularity defined by £ quasi-homogeneous polynomial F(s, y) in
normal coordinates S l , " " , Sn--1 is given by

1
z ~ # = - (128)
For example, for an Ak-type singularity fl = 21 1
k+l"

Acknowledgement
We would like to thank J.J. Duistermaat for his interest in this work and his
many valuable comments. We also thank W.S. Gast for his assistence in prepar-
ing Figures 1 and 2. This paper was published with the permission of Shell
Research B.V., and Schlumberger Cambridge Research.

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MATHEMATICAL ADDENDA TO HOPPER'S

MODEL OF P L A N E STOKES FLOW DRIVEN

BY CAPILLARITY ON A FREE SURFACE

J. de GI%AAF

Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven,

The Netherlands.

Introduction
In an interesting and stimulating series of papers [H1], [H2], [H3], Hopper
presents some special exact solutions of the shape evolution of a piece of vis-
cous matter driven by surface tension on the free boundary.
Hopper's paper [H1] is of a conceptual nature and consists of two parts. In
his first part Hopper derives an evolution equation for the change of shape in
time: The unknown function in this evolution equation is a Riemann mapping
function from the unit disc onto the region occupied by the fluid at time t.
Hopper's evolution equation is a partial differential equation of a very special
nature, requiring 'compensation of analytic singularities'. In [H1] we find, what
might be called, a pseudo Lagrangian description of the piece of matter and
several other innovative concepts. However, a lot of important mathematical
and physical details are missing in [H1]. In my view e.g. the kinematical aspects
are completely neglected in [H1] (and also in [R]).
Chapter 1 in my paper might well be called: 'Mathematical addenda to Hopper's
derivation of Hopper's equation'.
In the second part of [H1] and also in [H2], [H3], Hopper finds solutions of his
equation which are of type ft(z, A(t)). He makes a clever guess of a parametrized
set of analytic functions ft(z; A), such that substitution of them in the evolution
equation leads to one ordinary differential equation for ~(t).
In Chapter 2 of this paper I study several mathematical aspects of Hopper's
equation. On the 'state space', which is a part of an ellipsoid in Hilbert space,
Hopper's evolution equation can be considered as an infinite system of ordinary
differential equations. For this system there are 3 'exhausting' series of finite
dimensional sub systems leading to solutions which are: 1. Complex polynomials
with real coefficients, 2. Complex polynomials with complex coefficients, 3.
Rational functions. Some local results on these finite dimensional sub systems
are presented.
For numerical solutions to the same problem which use Lorentz- Ladyzhenskaja
potentials I refer to work being done in Eindhoven [VM1], [VM2], [VM3].
I wish to thank Dr. H.K. Kuiken of Philips Research Laboratories for drawing
my attention to these interesting problems.
 168

1 A shape-evolution equation

1.1 Formulation of a Stokes problem with a free boundary

On a simply connected open domain Gt C / ~ 2 with a smooth boundary OGt we
consider the system of Navier-Stokes equations for the unknown velocity field
v(_x, t) = (vl (z, t), v2(x, t)), z = (x, y) and the unknown pressure p(_.z,t),
Dv Ov }
p~ = p ~ + p(_~.v)_~= - v p + ~zx~ + pg_ (x, y) e at, ~ > 0,
V.v= 0 ,
with the boundary condition
T n = -7(V.n)__n = - 7 ~ n on OGt .
Here T is the stress-tensor (= stress-matrix)

T = - p I + rI + \dz] ] "

Further, n(__z) and ~(_z) are the outward normal and the curvature at points
x E c~Gt.
The relevant physical constants are: The density p [ML-3], the viscosity
r/ [ M L - 1 T -1] and the surface tension 7 [MT-2] •
Note that with this boundary condition the surface is supposed to behave like a
membrane.

~6

Next we introduce dimensionless quantities. Put

Y 7

p=~p n=~ dcr=TrR 2.

G

Then the Navier-Stokes system becomes

D~ .... }
S -- =-~+2x~+/~2p g
dt - 7 - ~ ~ ~
f7.~= 0
 169

Tn = -~n on 0Gt
with

~ = ~ T~ = -~6~j + ~O~i + 0~ ]
P7
If the Suratmunnumber S = L-~ gR and the Bondnumber B = - - - are very
R2P
, 7
small, e.g. if R is very small, it suffices to solve Stokes equations on Gt. (We
omit the tilde ,,~)

Av=~7p / inGt

V.v= 0 J
Tn = -~n on cgGt .
An equivalent formulation is

V T = 0iTij = 0 / in
Gt
V.v_= 0 J
T__n= - a n on cgGt .

1.2 T h e g e n e r a l solution of S t o k e s ' e q u a t i o n s

In this section we want to describe the general solution of the Stokes system on
a fixed, simply connected open domain G C ~ 2
~2vl ~2vl Op
Oz 2 + Oy 2 Oz

02v2 02v2 Op
Ox2 c9y2 cgy

+ =°

Suppose that the pair (v, p) solves this system on G and let T be stress tensor
obtained from this solution.
Then because of the simple eonnectedness of G there exists a 'streamfunction'
¢ and an 'Airy function' ¢ such that
_~ = (vl, v2) = (¢v , - ¢ = )

T=(Tll
T21
T12)=(-¢vv
T2~
Cxv )
¢,y - ¢ ~ "
 170

The latter can be argued as follows: Since V . T = 0 the stress tensor T must be
of the form

T ( /. g~ ) .
\ -fx -g~
The s y m m e t r y of T then requires - f ~ = gv which says V • (f, g) = 0. Hence
(f, g) = ( - ¢ v , ¢~) for some function ¢. Note that, if_v is given, the streamfunc-
tion ¢ is determined up to a constant C and the Airy function is determined up
to a linear function Ax + By + C1.
Taking the trace of T we find
p = ~1 ( ¢ ~ + ¢ ~ ) = ½A¢.
Combining this with the equation A_v = Vp we find the Stokes equations in
C a u c h y - R i e m a n n form
a (½A¢)_ o
o~ ~ (a¢) = o

0 Qa¢)+ 0
0-~ G (a¢) = 0.
So (½A¢) + i ( A ¢ ) is an analytic function on G, therefore A A ¢ = 0 and
A A ¢ = 0, so the functions ¢ and ¢ are biharmonic.
Any biharmonic function ¢ on a simply connected domain G can be represented
as

¢ = 2Re(-2fl + gl) , z = x + iy
with fl and gl analytic on G. Cf. [M], pp. 106-111.
Following the same reasoning we put

¢ = Im(~f2 + a2)
with f2 and g2 analytic on G.
From the C a u c h y - R i e m a n n representation of Stokes' equations it follows that
f'z = f~'. Consistency in the stress tensor requires g~' = g~'. So there are constants
A, B, D, E 6 ~ and C, F E C such that
fl= f2+Az+iBz+C, gl=g~+Dz+iEz+F.
Define

~=fe+Az, x=g2.
Then

¢ = 2Re(2~ + -2(iBz + C) + X + (D + iE)z + F)

= 2Re(-2T + X) + 2Re(-2C + (D + iE)z + F ) .

 171

Omission of the second term leads to the same stress tensor. Summarizing: The
state of the system is described by the analytic functions p and X and

!2 ¢ + i ¢ =~+X
Note that ~ is uniquely determined by the state (v_.,p) and that addition of a
complex constant to X leads to the same state. Conversely, any pair of analytic
functions ~ and X leads to a solution of Stokes' equations.

1.3 Kinematic and Dynamic Quantities expressed in ~ and X

In a straightforward way the velocity field v(_x) = (vx(x, y), v2(x, y)) and the
stress tensor field T(~) = [Tij (x, y)] can be expressed in the analytic potentials
and X. Write z = x + iy.

o _rm(-e~o+ x) - i "~z
vl + iv2 = Cy - i¢~ = -~y o Im(-e~o + x)

= Irn(-i~o + i-29o' + ix') - i Im(~o + -59o' + X')

= Re(-99 + -~qa' + X') -- i I m ( ~ + -2~' + X')

= -Re ~- i I m ~ + z~o' + X'

= - 9 + z~' + X'
$

Tll + T22 = - 2 p = - A ¢ = - 2 A R e ( g ~ + X)

= - 8 Re p' = -4(~0' + ~a')

T22 - Tll + i2T12 = - ¢ ~ . + Cuy + 2i¢~y

b2 02 02
= (-2~-7z~ + 2 -z--~)Re(-2~oy + X) + 4i ~ Re('2~ + X)

C~V2 0Vl
= 2 ~ - 2 ~ + 2i¢,~ = - 4 ¢ ~ + 2i¢~

(92
= 4i ~ [i Irn(-2ta + X) + Re(-2~ + X)] = - 4 ( 2 ~ " + X") •

Stress orthogonal to a given curve

 172

- 45

- ¢~v -~A¢ - 2¢=v -Re ~ =

= ½ ~ ¢ ( - z m ~ + i Re ~) + ( 2 ¢ ~ I r ~ ~ - ¢~yR~ ~) +

+ i(¢=vlm ~ + 2¢=vRe ~)

= l i ( A ¢ ) ~ - 2 ( ~1 ¢ ~ + i¢=~)7

02
= i{zx R~(~ip + x)}~ - 2{ 0W~v (½¢ + i¢)}z

= 2i{(ip' + ~7/:) + (zip" + ~-77)~}

= 2 i z d ( z T + ip+ F ) .

Note that if we replace ¢ by ipl = ip + C + iflz with C E C, /3 E 1~ and keep

the same X than a rigid motion is added to the velocity field vl + iv2. However
this modification does not affect T and T_n.

1.4 A road to Hopper's equation

In continuum mechanics there are two conventional ways of describing the motion
of matter. In the Lagrangian description each matter particle gets its own label,
X say, and one wants to find the position x of each particle X as a function of
time, i.e. one looks for the function x = _.F(X, t).
On the other hand, users of the Eulerian description are not so much interested
in the position of each particle. In the Eulerian description one wants to calculate
the velocity field
 173

_~(_~, t) = Z(Z- (_~, t), t)

with

F_(~, t) = ~o £(~,t)
In this paper we want to determine the evolution of the shape of a piece of
matter and the positions F ( x , t) of the particular and the velocity fields v(__x,t)
are not so relevant.
Instead of the Lagrangian or Eulerian approach we use what we cM1 the "Pseudo-
Lagrangian picture": At each time t a fixed domain D in _~-space is mapped by
a function m = O(~, t) onto the actual configuration of the piece of matter. The
function ~ is made 'more or less rigid' by requiring extreme smoothness of it.
In our 2 dimensional case, following Hopper [H1], we require it to be analytic.

i
~ o 0 m~ i'.al~ e,. ~ - ; ÷ c;~-cle

We now gather some convenient kinematical expressions.

The trajectory of particle X in configuration space is

t ~ ~(t) = £(x_, t ) .
The trajectory of particle X in Pseudo-Lagrangian coordinates is

t ~ C ( £ , t) = ~-(£(x, t), t ) .
Differentiating the identity
 174

~_'-(~_((_,t),t) =(_
according to t leads to
(D_~-)(_~({, t))h({, t) + (_~-).(__a((, t), t) = 0.
Here the dot • denotes partial differentiation to t. So
([~*-)' (_x,t) = - ( D ~ ) -1 (~*'- (__x,t))~(_~ ~- (x, t), t) .
For the velocity field in configuration space we find
v(~, t) : £ ( Z - (_~,t), t ) .
Since

a{(x, t) _ (ma ~-)(F( x , t), t)£(x, t) + (~_~-). (r(X, t), t)

0t . . . . .
we find for the velocity field in Pseudo-Lagrangian coordinates
~({_,t) = (D~'-)(~_({, t), t)v(~({, t), t) + (~-)' (_~({,t), t)

= (D_~)-I({, t)~(_a({, t), t) - _riCe, t)].

Our ultimate goal is to calculate
a ( { , t) for l(_l= 1
which represents the shape of our piece of matter.
Now suppose that at time t the fluid occupies a domain Gt C ff~2. Fix a point
in Gt and choose x + iy coordinates such that this point becomes the origin.
Introduce a conformal mapping ~ : D ---+ Gt, with z = ~2(C,t), ~ = ~ + iq. D
is the unit disc in the complex ( plane and f~(0, t) = 0. Note that ~ is uniquely
determined if we require ~'(0,t) > 0. Suppose further that at time t the state
(2,P) of the Stokes system is described by the complex analytic 'potentials'
and X. If necessary we may add a uniform rotation velocity field to v_(x, t) in
order to arrange that ~,'(0) E / E . Cf. the remark at the end of section 1.3.
"_ = e i¢~(@

e~6

as

At the boundary OGt of Gt, see picture, we have the boundary condition
T n : -nn.
With the potentials ~p and X this becomes, in complex notation,
 175

d ~ -- d ei~(8)
2i ~ ( z ~ + ~ + X') = i ~ ,

which leads to
2 ( z ~ + ~o+ X') = e/~(') + Ca , at OGt .
The constant Ca can be made zero by addition of a suitable constant velocity
field to _v(x, t).
Then combination at OGt of the latter result with
vl + iv2 = ( - ~ + z~o' + X')
yields
2(v~ + ivy) = - 4 ~ + e~(~) , at OGt •
With the parametrization ~(e i°, t) for OGt this becomes

2V 1 (~](e i8, t), t) -[- 2~v2(~'~(e i6, t), t) = -4~o(f~(ei°, t), t) +

d°~'(de,t)
la,(e~o,t)}
Rewrite
w__= ( D ~ ) - l v - (D~)-lh
in the complex {-plane
~(¢,t) = v a ( a ( i , t ) , ~ ) + / v ~ ( ~ ( ¢ , t ) , t ) ~(¢,t)
a,(¢, t) fl,(¢, t) "
At OD we have ( = e i°, O E ~ , and
Re ~ - i Q ( ~ i ° , t ) = 0 .
With e i° = cr and ~5(¢,t) = p(a(¢, t), t) we arrive at
2~5(a,t) ~(a,t) 1 ~((r,t)
~f~'(~,t~ + ~'(~,t-------~ - 21~'(~,t)l
We now make the important observation that the two terms on the right hand
side are the respective real and imaginary parts of an analytic function 5r(lfft'(~, t)l )
restricted to the boundary OD. This analytic function U is uniquely defined by
1
R e $ ( 1 ~ ' ( ¢ , t ) 1 ) _ 21~,(¢,t)1, ¢ ~ OD

Zm 7(l~'(o,z)l) = o.
Summarizing, we find on D the relation
2~(¢, t) = ¢~'(¢, t) 5(1~'(¢, t)l) - fi(¢, t) .
We now proceed to derive an evolution equation for ~ in which the unknown
complex analytic potentials ~ and X play no role.
In 2(z~o' + ~o+ X') on Gt substitute z --- f~(¢, t) and put )~(4, t) = X(fft(¢, t), t),
~(~, t) = ~(f~(4, t), t). At the boundary OD this leads to
 176

(
2 ~+~+
o.')o)
IO'(,,)1 ' o'econ.

Suppress --~ and substitute 2p = ~ c _ ~ and its derivative. Then, at COD

1 ~d ( ~ ) _ O(;~,7)p = 2X--7
- ~ ' ~ ( J : - I--~1) +
After complex conjugation and writing ~ = c~, ]al = 1,
- - -- d - -

~, ~' ~ - ~ ( ~ ' 7 ) ' + ~(~ ~') = 2x'.

d = _ie_i# d this becomes
With c~--- eie and ~zz

ie -ie (e ie ~ a' ~ ) + -d--~(~2 a') = 2X' on COD .

Hopper Ira], writes ~ = -i~-~" h for 'di~erentiation ~long the unit circle'.
Then
(~ n,) _ d ( ~ n, J:(In'l)) = 2xP
dt
which is Hopper's evolution equation for the shape of a piece of viscous matter
driven by surface tension.

2 Some mathematical analysis on Hopper's

equation

2.1 Mathematical generalities on Hopper's evolution

equation
On the closed unit disk D C C we look for solutions g2(~, t), ~ E D, t > 0 of the
evolution equation

(H) d ( ~ ~/) _ ~ ( ~ ~1U(lfl/[)) = _2XI= analytic on D .

Solutions ~ are required to be (a t least) analytic on D and continuous on D.

Remind that, by definition,

~(~, t) = ~(~ , t)

and also that U(I~Pl; ~) is analytic on D and uniquely defined by

{ ~ t l
Re :~(l~'(¢,t)l) = 2112p,¢,t--------i[, ~ e cOD
(F)
Zr. : r ( l ~ ' ( o , t ) l ) = 0
 177

The righthand side - 2 X ' of the evolution equation is an unknown analytic func-
tion. Therefore the question:
Does the cancellation of singularities inside D determine the shape evolution?

Note that if ~(~, t) solves (H) then also e~'(0fl(~, t), ~ : ~ --* ~ arbitrary, is a
solution. This type of nonuniqueness can be resolved by requiring ~l(0, t) > 0.

DEFINITION. (Set of states E C E)

E = {f~}, with
oo

• ft(~)= E n~ ~ ; -D - + C , analytic
~=1

oo

• E nlanl2 = 1, means: Area f~(D) = 7r

• re, I~1 _< 1 fl'(() # 0 .

t2 E E means: f~ is analytic on D, fl is continuous on D and fY(~) # 0 for < 1.

Note that E is a part of an ellipsoid in the Hilbert space.

I-I; I6ev-t apse. e.

Calculate
~'~= ~ kak~K k - l - 1 =
k>_0, l>0

oo oo

E{ E (~ -- m + 1)~lal-m+l } ~.-m =
m=--e¢ £=max(O,m}

oo

= E um~-m "
~l~ m OO
 178

Note:
oo

m> 1 =:> u m = E (g-m+l)~al-m+l •

£----rn

(1/ (1--4- l/a1/

There are two m a t r i x forms for this expression:

u2
u3 --
~2
a3
2~3
2a4
3~4 as
a3 _

lal..4a )l"
U4 a4 63

0 ai 2a2 3a3 ~2
= 0 0 ai 2a2 a3
0 0 0 ai ~4
• . ; ;

In short ~ -- g ( ~ ) g = M(~)~.
Note t h a t if ~(~, t) = E,~°°=l a,(t)~ ~ satisfies (H) then

d
d -~(z)a'(z)~z = 7~ ~ , ~la~(t)l~ = ~ ,,~(t) = 0 .
dt
[zl__l Z=l

Hence
co

~r E 2lal(t)2 = constant = ~-,

£-----1
which means 'conservation of area'•

In the next t h e o r e m we gather some results on a Taylor series representation

of :r(l~'l).

THEOREM.
• For all f~ E E the function

5[~,
n - - - ~ - - OO

is analytic and single valued on an annulus -~ < l i l < R, R > 1.

* Define

n=l n=O

then .~" satisfies the conditions (F)

 179

2~ oo 1

(i n ~
'l{fi
--
4r
0 m----I £---I
.~ a.,~l~(m-l)'} -~ ~-""'d~

* (io = ~o > 0 (i-n = (i--Z

H
We now calculate the second term in (H)
d 1
~(¢~(_:) c,(~:) 7(1~'(¢)1)=

oo oo

~ E ~-~. E
m~--OO n-----O
~oc}:

E (n-m+l)~n ,n#n - , ~ --
__
E (-k+ i)
E ~,~Un+k #- k ,
171:-- o o n=O k:--~ n--O

The singular part is

oo oo

k=l n=0

Now the condition of cancellation of singularities leads to the following infinite

system of ordinary differential equations
(al 2a2 3a3 4a4-.- / (al /
0 al 2a2 3a3 a2
d 0 0 al 2a2 a3 =
dt 0 0 0 al "~
: : : : i

_
(00 0 0 l/a1
0 ~0 /31 ~2
0 0 2/30 2f31
0
0
al a23a34a4
0
2a2 3a3
al 2a~
a2
~3
0 0 0 3/30 0 0 0 al ~4

In short
d
= ~{M(a)~_} = -B(__a)g) , a(O) = flo •
Let there be given an initial condition _q(O) = ao and put _u_u
o = M(_qo)~_o. Now if
from the infinite system of quadratic equations
 180

M ( a ) _ = _u.

__a is locally solvable as a function of _u around _u = _% then the initial value

problem is reduced to an initial value problem for the infinite system of quasi-
linear differential equations
d
7i -~ = - B ( ~ ( ~ ) ) _ ~ , _~(0) =_~0 •

Not much can be said about the solvability of this dynamical system at this
moment. If every solution is a trajectory on the above mentioned ellipsoid in
Hilbert space then the shape would remain simply connected if the initial domain
is simply connected. Most probably such a deep result does not have a simple
proof.

~;I I ;'~ ope.

2.2 T h e real p o l y n o m i a l H o p p e r p r o b l e m
If we substitute the Ansatz
N
a(~,t)= ~ an(t)~ n , neW, an: [0, oo)---+ J~
n-----1
in Hopper's equation (H) we find, e.g. for N = 4, the following finite system of
ordinary differential equations

d u2
00 0) (ul)
~o 51 5= u=
dt u3 0 0 2f10 , 2fll ua
u3 0 0 0 3flO U4

du = - B ( a_) u_ with
in short -aT

u2
u3
0
0
2a2
al
0
.'a4)(al)
2a2
al
3a3
2a2
a2
a3
u4 0 0 0 a1 a4
 181

al 2a~ 3a3
as
a3
a4
2a3
2a4
0
3a4
0
0
000a)(al)a43
a2
in short u = M(a)__a = N ( a ) a and
27r
1
N 1V
~_a ~ m~ama~ei(rn-t)8 ~einSds. }- 1

0 rn=l £=1
Denote a = ( 1 , 0 , 0 , . . . , 0 ) = w.

The following properties are straightforward

PROPERTIES of fin, 1 < n < N

1
• flo (_a) > ~ , for all a e

• fln(co)----16no, l<n<N

• fin(a)~-*O a l s a - + c o , l<n<N

* /?o(_a) 1" o o i f a --+ O E .

The derivative of_u_u,e.g. is N = 4, is found to be

al 2a2 3a3 4a4 at 2a2 3a3 4a4 /
du a2 2a3 3a4 0 + 0 al 2a2 3a3
da a3 2a4 0 0 0 0 al 2a2 "
a4 0 0 0 0 0 0 al
So
2 0 0 O)
du_.w.) 0 1 0 0
~_a ( - = 0 0 1 0
0 0 0 1
Applying the Inverse Function T h e o r e m we find that a can be solved locally as
a function of u in a neighbourhood of u = w.
Via the method of variation of constants we find for the components uj,
2<j<g,
(j-l) t

So co is a local attractor. Near co there is exponential decay: [a - co[ _ Ce-½ t.

 182

Note that there are special solutions a(t) with al(t) # O, aN(t) {k 0 and
a2(t) -- ... ---- a N - l ( t ) = O. These are the typical solutions in Hopper's work.
He 'guesses' shapes with one parameter and then solves an ordinary differential
equation for this parameter as a function of t, cf. [H1], [H2], [H3].

E X A M P L E (Hopper 1990).
Try to solve Hopper's equation by the function

~(~,t) = a(t)~ g + 1

with a(t) >_ b(t) > 0 and N ~ ~vV fixed.

Calculate

: a I b ~-(N+I)
N+I

• ~--7 - - a -- b~ - N

b2 ab ~-(N+I) _ ab~-(N-1)
f i e ' = (a 2 + 1 N + 1

1 ( ~ ,-~- Q _ I 1 (a2 _}_b2)_l [1 a 2 ab

+ b 2 ( ~ N -~ ~_N)]_ 1

ifa>bthen ~ < 1

• ~" : Olo -F 2 0 l N ~ N -}- 20~2N~ 2 N -}- " ' " ,

27r
1 1
ol0(a , b) --- ~--~(a2 + b2)-~ 2ab cos 0)- 1 dO
(1 a 2 -k- b2
0

bb 1 + (&b + ab]c_(N+l )
d ( ~ Q ' ) -: 2(ah + ~ - - - i - ) ( - " X + 1 "" + Taylorseries

• [~'~t(0~0 -~ 2~N~N)] ~---abc~0(a, b ) - ~N

- - ~ ~-(N-{-1) .

The system of two ordinary differential equations

{ "
a~i+ N + 1 - 0

ab + at) = -abolo(a, b)N

 183

can be written explicitely

ab2N
= a o ( a , b ) ( N + 1)a 2 - b~

a ~ b N ( N + 1)

This system is singular if a = b. At this point the decay of b is faster than

exponential. For small b there is exponential decay
1 t) .
b(t)

2.3 The Complex polynomial Hopper problem

If we substitute the Ansatz
N
f](¢,t)---- ~ an(t)¢ n , Ne iN, n: [0, oo)---+C
n=l

in Hopper's equation (H) we find, again, the finite system of ordinary differential
equations
d =

but now with

2~ N N 1
~ m~am-dtei(m-Q'}-~e-'nSds,
0 m=l £=I

and
~=M(a)g=N(~)a (S).

Note that ul = -dial + 2-d2a2 + . . . + N-dNaN E ~ . So in order to make quasi

linearization possible, at least locally, we require ul E ~ . Then (unlike Hopper
in [H1]) we find that the system (S) consists of 2 n - 1 real equations with ( 2 n - 1)
unknowns.

Now define
H: ~2,~-1.__+ ~2,~-1 : a ~ u = M(a_)g

with al E/~, ul E/~.

The real derivative D H of H at _ais, with complex notation and z = ( z l , . . . , ZN),
Zl = ~I

al 2a2 3a3 4a4 -£1

0 al 2a2 3a3 -£2
a ~-~ DH(a_)z = 0 0 al 2a2 -£3
0 0 0 al -24
 184

al 2a2 3aa 4a4 Zl

a2 2a3 3a4 0 z2
+ ~3 2~4 0 0 z3
a4 0 0 0 z4
The real linear mapping DH(a) is invertible at a = w_. So also in the complex
case oa turns out to be a local attractor. With the modifications mentioned in
this section, the complex polynomial Hopper problem can be attacked with the
same methods as the real polynomial Hopper problem in the preceding section.

2.4 The Rational Hopper Problem

The Hopper equation

d(~a')- ~(<~f2'~')= -2X'= analytic on

can be written
f~,, fi,
-- -- analytic on D .
Following Hopper we take the Ansatz
N --
_A_o Ao
=( 1 - c~,~( ' (-~,~ '
n=l n=-I

n=l

N A-~ N An&n
,,=1 = (¢ -a,,)~ "

After substitution in Hopper's equation and rearranging

(~ ~ 7 ~ , ~ ) [ ( l + f f ~ - 7 ) * + ( 5 r ' - ~-7]+
n=l

- ~ (~_~n)2 ( ~ ' - ~ (¢_~,) (~_~n) 2 - analytic on D

n=l n=l =

Since 2nd order and i st order poles have to compensate each other on D we find
the following two sets of ordinary differential equations

--
Oln
= -~(la'(u., ~)1

[ a,,(~.) ~n +
t~ " ~,(~.) ~. ~,(~.)J
 185

Remind that, in this special case, 2" is a function of o~1,. •., aN, A1,. •., AN.

So we have 2N complex, coupled, explicit ordinary differential equations which

are locally solvable.

E X A M P L E (Hopper 1989).

Exact solution of the problem of coalescence of 2 equal cylinders.

Take
1 - v2
z = ~ ( ~ , ~(t)) _ 1
(1+~2)~ 1+v(2 "
The inverse of the 'parameter function' v(t) is
1

t = - ~ -/ [k(1 + k2)½ K(k)]-~ ~k

V

with K an elliptic integral. See [H1].

REFERENCES

[HI] HOPPER, R.W. 1990 Plane Stokes flow driven by capillarity on a free
surface. J. Fluid Mech. 213,349-375.
[H2] HOPPER, R.W. 1991 Plane Stokes flow driven by capillarity on a free
surface, 2: Further developments. J. Fluid Mech. 230,355-364.
[H3] HOPPER, R.W. 1992 Stokes flow of a cylinder and half-space driven by
capillarity. J. Fluid Mech. 243,171-181.
[M] MUSKHELISHVILI, N.I., Some basic problems of the mathematical the-
ory of elasticity. Groningen-Holland, 1953.
[R] RICHARDSON, S., Two dimensional flows with time-dependent free
boundaries driven by surface tension. Euro J. of Appl. Maths (1992), 3,
193-207.
[VM] VAN DE VORST, G.A.L., MATTHEIJ, R.M.M., KUIKEN, H.K. 1992a
A boundary element solution for two-dimensional viscous sintering. J.
Comput. Phys. 100, 50-63.
[VM2] VAN DE VORST, G.A.L., MATTHEIJ, R.M.M. 1992b A BDF-BEM
Scheme for modelling viscous sintering. In Proc. Conf. on Boundary
Element Technology VII, (ed. C.A. Brebbia and M.S. Ingber), pp. 59-
74. Computational Mechanics Publications, Southampton.
[VM3] VAN DE VORST, G.A.L., MATTHEIJ, R.M.M. 1992c Numerical anal-
ysis of a 2-D viscous sintering problem with non smooth boundaries.
Computing 49, 239-263 (1992).
Q U A N T I Z A T I O N OF I N T E G R A B L E M A P P I N G S

F.W. Nijhoff1 and H.W. Capel 2

1 Department of Mathematics and Computer Science

and Institute for Nonlinear Studies,
Clarkson University, Potsdam NY 13699-5815, USA
2 Institute for Theoretical Physics, University of Amsterdam,
Valckenierstraat 65, 1018 XE Amsterdam, The Netherlands

A b s t r a c t We study a quantum Yang-Baxter structure associated with non-

ultralocal lattice models. We discuss the canonical structure of a class of in-
tegrable quantum mappings, i.e. iterative canonical transformations that can
be interpreted as the time-one step of a discrete-time evolution. As particular
examples we consider quantum mappings associated with the lattice analogues
of the KdV and M K d V equations, together with their exact quantum invariants.

1 Introduction
Discrete integrable models, in which the spatial dimension is discretized, but the
time is continuous, have traditionally played an important role in mathematics
and physics, b o t h in the classical as well as in the quantum regime. On the
quantum level the algebraic structure of integrable systems is discussed in terms
of quantum groups [1]-[3]. T h e discretized version of such models has played a
particular role in this respect, e.g. in the quantum inverse scattering m e t h o d [4].
T h e models, in which also the time-flow is discretized (i.e. integrable lattices
or partial difference equations), have been considered on the classical level in a
number of papers [5, 6]. Recently, they have become of interest in connection
with the construction of integrable mappings, i.e. finite-dimensional reductions
of these integrable lattice equations, [7, 8]. Their integrability is to be understood
in the sense t h a t the discrete time-flow is the iterate of a canonical transforma-
tion, preserving a suitable symplectic structure, leading to invariants which are
in involution with respect to this symplectic form. A theorem ~ la Liouville then
tells us in analogy with the continuous-time situation that one can linearize the
discrete-time flow on a hypertorus which is the intersection of the level sets of
the invariants, [9]. Integrable mappings have been considered from a slightly
different perspective also in the recent literature, cf. e.g. [10]-[13].
Integrable two-dimensional lattices arise, b o t h on the classical as well as
on the quantum level, as the compatibility conditions of a discrete-time ZS
 188

(Zakharov-Shabat) system

L ' ( A ) . Mn(A) --- Mn+I(A)" L,~(A) , (1.1)

in which A is a spectral parameter, L~, is the lattice translation operator at site

n, and the prime denotes the discrete time-shift corresponding to a translation
in the second lattice direction. As L and M, in the quantum case, depend on
operators, the question of operator ordering becomes important. Throughout
this paper we impose in the quantu,n case as a normal order the order which
is induced by the lattice enumeration, with n increasing from the left to the
right. Finite-dimensional mappings are obtained from (1.1) imposing a period-
icity condition

i n ( A ) = L~+p(A) , Mn(A) = M~+p(A) (1.2)

for some P E N.
In a recent paper [14], we introduced a novel quantum structure that is ap-
propriate for obtaining an integrable quantization of mappings of the so-called
KdV-type, i.e. mappings derived from a lattice version of the KdV equation,
cf. [7]. In this paper we will review the construction of such integrable quan-
tum mappings and their quantum invariants and we consider also the quantum
mappings associated with the lattice version of the MKdV equation, cf. also
[15]. A related system with continuous time is the quantum Volterra system, cf.
[16]. As was indicated in [8], it turns out that these mappings and their under-
lying integrable lattices are - o n the classical level- symplectic with respect to a
so-called non-ultralocal Poisson structure, cf. also [17]. In the continuous-time
case such (classical) non-ultralocal r-matrix structures have been studied in a
number of papers, cf. e.g. [18]-[22]. The discrete version of the non-ultralocal
Poisson bracket structure reads, cf. ref. [8],

{Ln,l,Lm,2} = -~n,m+l L,m s+2 Lm,2 + ~n+l,m L,,,2 s~2 Ln,1

+ 5~,,, [r+ L,,,1Lm,2 - L,,,iLm,2r12] , (1.3)

Throughout this paper we adopt the usual convention that the subscripts 1, 2,-..
in (1.3) denote the factors in a matricial tensor product, i.e. Ail,i2 .....~M - ~
A ~ l , ~ 2 ..... ~M()~1, ~ 2 , ' ' " , AM) denotes a matrix acting nontrivially only on the fac-
tors labeled by il, i 2 , . . . , iM of a tensor product @a Va, of vector spaces V(~ and
trivially on the other factors, cf. also e.g. [4, 17]. For example, in eq. (1.3),
the subscripts a, fl = 1, 2 , . . . for the operator matrices Ln,(, denote the corre-
sponding factor on which this Ln acts (acting trivially on the other factors), i.e.
Ln4 = Ln(A1) ® 1, L,,,2 = 1 ® Ln(A2). We suppress the explicit dependence on
the spectral p a r a m e t e r A = A1 respectively A = A2, assuming that each value
accompanies its respective factor in the tensor product.
Eq. (1.3) defines a proper Poisson bracket provided that the following rela-
tions hold for s + = s±(A1, A2) and r ± = r±(Al, A2):

sS(A1,A2) --- s+I(A2,A1) , r ~ ( A 1 , A 2 ) = - r ~ ( A 2 , AI), (1.4)

 189

to ensure the skew-symmetry, and

[r ,rS] + + =0, (15a)

[s 2,sS] + + =0, (1.5b)
to ensure t h a t the the Jacobi identities hold for the Poisson bracket (1.3). The
relation (1.5a) for r ± is nothing but the usual classical Yang-Baxter equation
(CYBE). As a consequence of the ZS system (1.1) we have on the classical level
a complete family of invariants of the mapping, namely by introducing the asso-
ciated monodromy matrix T()~), obtained by gluing the elementary translation
matrices Lj along a line connecting the sites 1 and P + 1 over one period P,
namely
4----
P

T(A) - - H Ln(A). (1.6)

n----'l

In order to be able to integrate (1.3) to obtain Poisson brackets for the mon-
odromy matrix we need in addition to these relations the extra relation

r+2 - = - (1.7)

In the classical case the traces of powers of the monodromy matrix are invariant
under the mapping as a consequence of

T'(A) = Mp+I (),)T(A)M{-I(A) (1.8)

and the periodicity condition Mp+I = M1, thus leading to a sufficent number of
invariants which are obtained by expanding the traces in powers of the spectral
parameter )~. The involution property of the classical invariants follows from the
Poisson bracket
{trT(A), trT(A') } = 0 (1.9)
which can be derived from (1.3).
For the quantum mappings we will use the structure of [14, 23] which is the
quantum analogue of this non-ultraiocai Poisson structure. In the continuous-
time case such a novel quantization scheme was proposed in ref. [24], in con-
nection with the quantum Toda theory. Similar structures with continuous time
flow have been introduced also for the quantum Wess-Zumino-Novikov-Witten
(WZNW) theory with discrete spatial variable, cf. [25, 26]. When consider-
ing discrete-time flows some interesting new features arise, as was indicated in
[14. 23]. In fact, the conventional point of view, t h a t the M-part of the Lax
equations does not need to be considered explicitly in order to construct quan-
t u m invariants, is no longer true. Therefore, one needs to establish the complete
quantum algebra, containing commutation relations between the L-operators
as well as between the L- and the M-operators, and between the M-operators
themselves. As a consequence we will find, in the quantum mappings under
consideration, non-trivial quantum corrections in the quantum invariants of the
mappings. From an algebraic point of view, the basic algebraic relations for the
 190

monodromy matrices, that axe relevant in the context of non-ultralocal models,

are similar to the algebras of currents of a quantum group, [3], that have ap-
peared also in different contexts, [27]-[29]. Interestingly enough, the relations
between the monodromy matrix and the time-part of the Lax representation are
very similar to the relations associated with the description of the cotangent
bundle of a quantum group (T*G)q [30].
The outline of this paper is as follows. In section 2 we introduce the basic
ingredients of the non-ultralocal quantum R, S-structure. In section 3 we inves-
tigate the canonical structure of quantum gauge- or similarity transformations,
leading to (integrable) quantum mappings. This leads to a 'full' Yang-Baxter
structure including the discrete-time part of the Lax representation. In section
4 we present two examples of this structure: quantum mappings associated with
the lattice KdV and with the lattice MKdV equation. In order to establish
the quantum integrability of these mappings, we then develop in section 5 the
'full' quantum structure for the monodromy matrix, and show how to construct
commuting families of exact quantum invariants for these mappings. Finally,
in section 6 we give a construction of the generating operator of the quantum
mappings, as a cap~niral transformation on the quantum phase space, in the
special cases of the KdV and MKdV systems.

2 Non-ultralocal Y a n g - B a x t e r structure
We now define a quantum Yang-Baxter structure that is adequate for the map-
pings in this paper, i.e. discrete-time systems arising (both on the classical as
well as quantum lev, !) from compatibility equations of the form of (1.1).
We introduce the q uautum L-operator Ln ()~) at each site n of a one-dimensional
lattice, which is a matrix whose entries are quantum operators (acting on some
properly chosen Hilbert space). The operators Ln()~) are supposed to have only
non-trivial commutation relations between themselves on thc same and nearest-
neighbour sites, namely as follows

R+2 L.,1. L.,2 = L.,2. L.,1 R~-2 (2.1a)

Ln+l,1 • S + Ln,2 = Ln,2" Ln+l,1 , (2.1b)
L n j " Lm,2 -- Lm,2" Ln,1, [ n - m ]_ 2 . (2.1c)

These relations are the quantum analogue of the non-ultralocal Poisson bracket
(1.3), defining what in [26] is referred to as the Kac-Moody algebra on the lattice.
We will show in section 4 that the quantum mappings provide examples of such
a non-ultralocal quantum R, S-matrix structure.
The compatibility relations of the equations (2.1a)-(2.1c) lead to the following
consistency conditions on R + and S
"4- 4.
R12R13 = R 1 3 R 14.
2 , (2.2a)
r~3 4- 4. 4- 4-
812 $13 = Sla S12 R ~ , (2.2b)
 191

where S + = S~. Eq. (2.2a) is the quantum Yang-Baxter equation (QYBE's)

for R + coupled with an additional equation (2.2b) for $4-. For a derivation of
eqs. (2.2) see appendix A.
In order to establish that the structure given by the commutation relations
(2.1) allows for suitable commutation relations for the monodromy matrix, we
need to impose in addition to (2.2) that
4- 4-
R,~ s,~ = s~ Rb. (2.3)
Using these relations it is easy to establish that each sign of eqs. (2.2a),(2.2b)
can be combined into a single equation as follows

= (R,3S13) R ~ . (2.4)

At this point it is useful to introduce the following decomposition of the

monodromy matrix (1.6)
T = T+-T~- , (2.5)
in which
4------
P n

T~(A) = H L/(A) , T~(A) = H Lj(A), (2.6)

j:n+, j=l

First, one derives for the monodromy matrices T+ and T~- the following set of
relations

T+-4 " S+ T~,2 = T~,2" S• T+4,, , (2.7b)

for 2 < n < P - 1.

Next, taking into account the periodic boundary conditions we obtain for the
monodromy matrix the commutation relations

R+2 TI" S + T2 = T2. S 5 T1 n 5 • (2.8)

Some details of the derivation of eqs. (2.7), (2.8) are presented in appendix B.

R e m a r k : The classical limit of the quantum structure (2.1)-(2.2) is easily ob-

tained by considering the quasi-classical expansion

s ~ = 1® 1 - h s ~ + O(h2),
n?2 = 1 ® 1 + h r 5 + O(h~), (2.9)
In this limit the quantum commutation relations (2.1) yield the non-ultralocal
Poisson bracket structure given in eqs. (1.3)-(1.5).
 192

3 Quantum Mappings
We are interested in the canonical structure of discrete-time integrable systems,
i.e. systems for which the time evolution is given by an iteration of mappings. If
the mapping contains quantum operators, the commutation relations with the
monodromy or Lax matrices become nontrivial and it is not a priori clear in this
case that the Yang-Baxter structure is preserved. Furthermore, the traces of
powers of the monodromy matrix are no longer trivially invariant as the cyclic
property of the traces is no longer true for operator-valued arguments. To deal
with these new features, it is necessary to take the M-part of the Lax or ZS
system also into account, and investigate the f u l l quantum structure involved in
these systems, consisting of commutation relations between the L-part as well
as of the M-part of the Lax pair.
In [23] we have introduced such a full Yang-Baxter structure taking account
of the spatial as well as the time part of the Lax pair. The structure is obtained
by supplying in addition to eqs. (2.1) the following equations.

M.+I,1 " S + Lrt,2 = L . , 2 . M . + I , 1 , (3.1a)

Ltn,2 • S~2Mn,1 = M . , I " L'n,2, (3.1b)
and

R+2 Mn,1 • M,~,2 = M , , 2 " M,~,I R ~ 2 , (3.2a)

M:,I " S+ M,,2 = Mn,2" M~,I . (3.2b)
The trivial commutation relations are the following

Mn,1 " Lm,2 = Lm,2 . Mn,1 f . - . f l > 2,

, (3.3a)
t F
M,~+1,1 • L,~,2 = L.~,2 • M.+I,1 , I n - - q > 2, (3.3b)
Mn,1 • Mrn,2 = Mm,2 " M . , 1 , > 2, (3.3c)

in combination with

Mn"~i'" Mn,2 -= M,,2- M~'(i" , (3.4a)

M:+1,1- M,,2 = M,,2-M'+1,1 , (3.4b)
M:+1,1" L,,2 = Ln,~. M',+I, 1 , (3.4c)

for multiple applications of the mapping. We shall not specify other commu-
tation relations, as they do not belong to the Yang-Baxter structure. More
precisely, one may notice in the explicit examples of section 4 that the commu-
tation relations

[Ln ,~ M,] , [L,~+I ,~ M,] , [M,+I ,~ L~] , [M,+I ~ L ' _ I ] , [M,+I ,~ M,~],
are nontrivial, and they depend on the details of the system satisfying the Yang-
Baxter equations. However, in order for the Yang-Baxter structure to be pre-
served under the mapping, we do not need information on these latter commu-
tation relations. The main statement now is that the commutation relations
 193

between the matrices L,~ are invariant under the mapping

L n --+ L " = Mn+l Ln Mn 1 , (3.5)
see appendix C for some details.
For the quantum mappings under consideration here the operator L , has a
composite structure, i.e.
L , ----V2," V2n-1 (3.6)
and the commutation relations of the Yang-Baxter structure involving the L ,
can be inferred from the commutation relations among the Vn themselves, as
well as the commutation relations between the V, and Mm. In fact, imposing
the commutation relations
V,~+l,1 • S + ( n ) Vn,2 = Vn,2- Vn+l,1 , (3.7a)
R+12Vn,l " Yn,2 = Vn,2 . Vn,1 R12 , (3.7b)
Vn,l" Vm,2 = V,~,2 • V~,l, In - m I >_ 2 , (3.7c)
we obtain the relations (2.1) as can be easily verified.
In eq. (3.7a) the S+(2n) is independent of n and is equal to the S + occuring
in eq. (2.1b). For odd values of n, S + ( n ) may be a different solution of eqs.
(2.1)-(2.3). The proof of eq. (2.1a) from eq. (3.7b) is essentially the same as the
proof in appendix B showing how eq. (2.7a) is obtained from eqs. (2.1).

Next we impose the commutation relations between the operators Vn and

Mn. The only nonvanishing commutation relations involving M~ are taken to
be the following ones
V2n+l W2n- I
V2n g ,t
V2n-I ++M,~o V.~
r~-2 (3.8)
2n--3
V2.-2 -V2"_4
and in addition we impose simple commutation relations between M= and V2=-2
and V2'=_1, respectively
Mn+l,1 " S + V2,,,2 --'- V2n,2 " Mn+l,1 , (3.9a)
V ; , _ 1 , 2 S 5 " Mn,1 = M,~,x . V2"_l, 2 , (3.95)
With the use of eqs. (3.8), (3.9) and (3.6) it is straightforward to derive eqs.
--i
(3.1) and (3.3). Eq. (3.4c) can also be shown replacing L , by M,~+I L,,t M , and
taking account of the invariance of commutation relations under the mapping.
The relations (3.7)-(3.9) are satisfied by the quantum mappings which will be
considered in section 4. In section 5 we construct commuting families of quantum
invariants on the basis of the full Yang-Baxter structure given above.

4 The Quantum Lattice KdV and MKdV

Here we consider two examples of integrable quantum mappings coming from
the lattice analogues of the KdV and MKdV equations.
 194

a) The first example of a concrete integrable family of quantum mappings

that exhibit the structure outlined above, is the mapping of the KdV type (i.e.
mappings arising from the periodic initial value problem of lattice versions of
the KdV equation, see [7] and section 6 below). These are rational mappings
R 2P --~ R 2 P : ( { v j } ) t--+ ({V;}) of the form

, e5 e5
"U~j_ 1 : V2j , V2j : V2j+I -1t- (j= 1,..-,P), (4.1)
V2j V2j+2

imposing the periodicity condition vi+2P = vi. The mapping (4.1) has the
Casimirs
P P
Z = v J-1 = c , (4.2)
j=l j=l
where c is chosen to be invariant under the mapping, in which case we obtain a
(2P - 2)-dimensional generalization of the McMillan mapping [10].
To obtain the Yang-Baxter structure it is worthwhile to note that eq. (4.1)
arises as the compatibility condition of a ZS system (1.1) with

Li = ½ ~ . ½ i _ 1 , Mi = aj
~2i 1)
O ' (4.3)
(vl 1)
V~= hl 0

in which ~2i = k2 - q2, ~2j+1 = k 2 - p2 and e5 = p2 _ q2. In fact, from the ZS

condition (1.1) one obtains

e5
aj = v 2 j - 1 - - - (4.4)
v2j

as well as the mapping (4.1). The corresponding classical invariants, obtained

by expanding the trace of the monodromy matrix (1.6) in powers of k 2, are in
involution, cf. eq. (1.9), with respect to the Poisson structure [7]

{Vj, Vj,} : ~ j + l , j ' -- ~j,j'4-1 , (4.5)

which was obtained using a Legendre transformation on an appropriately chosen

Lagrangian [7]. This ensures that the mapping (4.1) is symplectic, i.e. the same
Poisson brackets hold also for the primes variables v~. This property can also be
checked easily by direct computation. On the basis of this a canonical transfor-
mation to action-angle variables can be found following ideas from [9], thereby
showing complete integrability in the sense of Liouville [7, 8]. In the quantum
case the variables vj become hermitean operators on which we impose the fol-
lowing Heisenberg type of commutation relations, as a natural quantization of
the Poisson relations (4.5), cf. [14, 23],

[Uj, Vj,] : h ({~j,j'-~-I -- ~ j + l , j ' ) , (4.6)

 195

(where h = ih), It is easy to check that the quantum mapping (4.1) preserves
the commutation relations (4.6), and in section 6, we show that the mapping is
a canonical transformation with respect to these commutation relations.
The special solution of the quantum relations (2.2), (2.3), wtfich constitutes
the R, S-matrix structure for the quantum mapping (4.1), together with the
commutation relation (4.6), is given by

R+~ = R ~ - S+ + S 5

R~2 = 1 ® 1 + h - - (4.7)
S+=I®I-hF®E, S(2=S +,
~2
in which p~ -= k~ - q2,a = 1,2 and the permutation operator P12 and the
matrices E and F are given by
1 0 0 0 /
0 0 1 0
0 1 0 0
0 0 0 1

E=( °o 01) F = ( O1 0)0 " (4.8)

We mention the useful identity

n+2 = A1A2 Ri-2Ai-IA21 , (4.9)
where A~ = # ~ F + E, (a = 1,2), from which it is evident that it is not strictly
necessary to introduce two different R-matrices R +.
The complete Yang-Baxter structure can now be derived from the mapping
(4.1), the relation (4.4) for aj and the commutation relation {4.6). In fact, from
(4.6) one immediately obtains eq. (3.7a) with

s ~ ( n ) = 1 ® 1 - ,h---F ~ E (4.10)
A,n,2

with A2j,2 = kg - q2 Aej-l,2 = kg - p 2 and also eqs. (3.7b) and (3.7c). These
relations are at the basis of the L part, i.e. eqs. (2.1), of the Yang-Baxter
structure. To derive the commutation relations (3.8), (3.9) one first checks by
explicit calculation that the only nonvanishing commutation relations between
the matrix Mn and the matrices Vrn, Vrm are indeed those indicated by eq. (3.8).
Furthermore, one has the commutation relations
[M,~+I - V2n+l ~, V2n] = 0 , [Mn+l - V2~ ~, V~+I] = 0 (4.11)
which with eq. (3.7a) and its counterpart in terms of the primed operators
immediately yield eqs. (3.9). Finally the nontrivial commutation relations (3.2)
follow from
[M~ ,~ M~] -- 0 , [M: - V~n_ 1 ~, Mn] = 0 (4.12)
 196

together with (3.9). The trivial commutation relations can be checked in a

similar way.
Thus, the mapping (4.1) and its ZS system (4.3) with the commutation rela-
tion (4.6) satisfy the complete Yang-Baxter structure treated in sections 2 and 3.

R e m a r k : The KdV mappings considered here are the discrete-time analogue of

the quantum Volterra system treated in ref. [16]. Such systems are of interest,
in connection with discretizations of the Virasoro algebra [31]-[34].

b) We now consider the example of the M K d V mappings, which is associated

with the following R, S-matrices. Introducing

q)h2 -- 1 0 0 0 /
0 $12 -- 1 q -- 1 0 (4.13a)
R1~(~12) = 0 ~ l ~ ( q - 1) q(~12 - 1) 0 '
0 0 0 q$12 -- 1
together with

Slz =
/x ) 1 1 ' (4.13b)
q
it is straightforward to check that the matrices of (4.13) obey for spectral para-
meter/k12 = ~1/)~2 the following relations

R12 A1 $21 A2 = A2 $12A1 R12 , R12 A11 S12 A21 ---- A21 S21Ai-1 R12 , (4.14)

in w h i c h A l = A ( $ ~ ) ® l , A2=l®A($2) and

A()~) = (a ~ db) ' (4.15)

where a, b and d are arbitrary constants. Eq. (4.20) then yields a solution of
the Yang-Baxter relations (2.2), (2.3) with

R12 ~ R12(+~1, )t2) --: R12(+~1/+~2) ,

R~+2 = A~A~RI~ (~1/~)(A~A~)-I,
S~ = A~Sl~A; 1 , S5 =
85 = hiS~h~ 1 • (4.16)
As an example of a quantum mapping associated with this solution of the Yang-
Baxter equation we consider
l
~O2n_ 1 ~ ~02n ,

e~'~. = ( P 2 n - r) + (P2n+l + r)e ~°'z"+~ e~O2.+1 ( P 2 n - 1 - r) + (P2n + r)e ~02"

(Pzn+l -- r) + (p~, + r)e~-.+2 (P2n -- r) -[- (P2n-I -J- r) e~°2" '
n = 1,.-. 2 P (4.17)
 197

which is a quantum version of the mapping associated with the lattice MKdV
equation, cf. [7]. The MKdV mapping (4.17) arises as the compatibility condi-
tion of a ZS system (1.1) with Ln = V2n" V2~-~, cf. (3.6), and

(10)
Vn = A n - V n , Vn = 0 e~-

hn=(pn-- 1) A Pn +r "
(4.18)

in which A = k s - r ~, P2n-1 = P, P2n = q and

Mn -- A2n" 01 e0
~" ) ' (4.19)
In fact, working out (1.1) with (3.6) and (4.18), (4.19) one finds the mapping
(4.17) and

- (mn- - + (p n + " (4.20)

In the classical case the mapping is completely integrable with P integrals in

involution with respect to the (invariant) Poisson bracket

{~j, ~Oj,} = ~j',j+l --Jj',j--1 (4.21)

cf. eq. (1.9) and the expansion of t r T ( A ) in powers of k 2.

In the quantum case we have the commutation relation

[toj, ~oj,] = h ((~j,j'+l -- ~j,j'--l) , (4.22)

implying in particular that

e~-e~-+l = q e ~ , + l e ~ . , q = e -h . (4.23)

Starting from (4.23) we find the commutation relations (3.7), in which the
+ 4-
R12, $12 are given by (4.22) with

q = e -h , x-- k~ - r2
- r2 (4.24)

and An given by (4.18) with A = k 2 - r 2.

From the commutation relation (4.23), together with the explicit expression
(4.20) for e ~- it is straightforward to derive the remaining relations of the Yang-
Baxter structure, i.e. eqs. (3.8), (3.9) and (3.2), completely analogously to the
case of the KdV-type of mappings. The trivial commutation relations can also
be checked directly. Thus with the MKdV-type of mappings we have another
example of the complete Yang-Baxter structure presented in sections 2 and 3,
but here the R ~ and S ~ correspond to different (trigonometric) solutions of the
Yang-Baxter equations.
 198

5 Q u a n t u m Invariants
In the classical case the trace of the monodromy matrix yields a sufficient number
of invariants which are in involution. In the quantum case the trace is no longer
invariant and we have to consider more general families of commuting operators.
Following the treatment of ref. [27], a commuting parameter-family of oper-
ators is obtained by taking (for details, cf. appendix D)

T(A) = t r ( T ( A ) K ( A ) ) , (5.1)

for any family of numerical matrices K(A) obeying the relations

K1 tl (( t,S~2)-1 ) /(2 R+2 -- R1-2/(2 t2 (( t2S+)-1 ) K1 . (5.2)

(We assume throughout that S ~ and R ~ are invertible). The left superscripts
tl and t2 denote the matrix transpositions with respect to the corresponding
factors 1 and 2 in the matricial tensor product. Expanding (5.1) in powers of the
spectral parameter A, we obtain a set of commuting observables of the quantum
system in terms of which we can find a common basis of eigenvectors in the
associated Hilbert space. We note that a matrix K(A) is commonly introduced
in connection with quantum boundary conditions other than periodic ones [27],
but in relation to the quantum mappings of the present paper it is essential in
the periodic case as well.

Furthermore the Yang-Baxter equations of section 3 lead to the following

commutation relations between M -- M n = l and the monodromy matrix T,

TI " M ~ 1" S + M2 = M 2 " S~2T1" M ~ 1 • (5.3)

Here we use the notation M1 -- M @ 1, M2 - 1 ® M as usual for the factors 1

and 2 in the matricial tensor product. The derivation of eq. (5.3) is based on
the commutation relation

M , , I " (Ln+I " L , " M -, 1 )2 = (Ln+I " L n " M -n1 )~ " S ~ 2 M , , ' (5.4)

which is easily checked noting that

nn+l "L,. M Z 1 = M(~-~ . L~+ 1 • L ~ (5.5)

and using the commutation relation (3.1b) and the trivial relations (3.3b), (3.3c).
Then with the use of (3.1a) it is found that

M1-S +(np. Lp-1 . . . . . L l ' M - 1 ) 2 = L p , 2 - M I ' (LP-1 . . . . . L~ . M - 1 ) 2

= (Lp ..... n a ) 2 " (L2" L , . M - 1 ) ~ • S • . M1 (5.6)

which is just eq. (5.3).
The commutation relation (2.8) for the monodromy matrices is invariant.
This can be shown noting that eqs. (2.1) are invariant under the mapping and
 199

by repeating the derivation of eq. (2.8), but now with the updated variables Lj'.
It follows also directly from eq. (5.7) and the commutation relation (5.3). In
fact,

R+2T; • $12T~
+ , = R+2M1 • TI" M ~ 1" S + M 2 • T2. M21
= R+2M1 • M 2 . S ~ T 1 . M~ -1. T2. M~ -1
= M s . M I " S+R+2T1. M~ -1. T2. M ~ ~

= M2 " M1 • Sz2R12T1
+ + • S+ T2 • M 2 1 • M ~ 1S ~ - '
1 -1
---- M2 . MI . 8 ~ T 2 . S~2T1" R 7 2 M 2 ~ . M C S~2
= T~. S+M1 • M 2 . S~2T1M~ -1 ~Ar-lq+-i
• *'*2 ~'12
r~-
*¢12

= T~. S G T ~ R G , (5.7)
Our aim is now to describe the integrability of the quantum mappings of
section 4 which obey the commutation relations (2.8) and (5.3). For this we
need to show that one can find a sufficient family of commuting invariants of
the mapping. Let us thus use eq. (5.3) to calculate commuting families of
quantum invariants in the case of the KdV and MKdV mappings of section 4.
In fact, introducing a tensor

K12 = P 2g g2, (5.8)

where P12 is the permutation operator satisfying e.g.

P12A1 = A2P12, P12A2 = ALP12,/)12 = P21, tr2P12 = 11 (5.9)

for matrices A not depending on the spectral parameter, and choosing AI = ~2,
we can take the trace over left- and right hand side of (5.3) contracting with
K12. This leads to

trl2 ( K 1 2 ( T M - 1 ) I • S + M2) = tr2 (K2T2M -1 trl(P12K2S +) M2) = tr(KT)

(5.10)
provided that
trl(Pi2K2S~) = 12 • (5.11)
In eq. (5.10) tr12 = trltr2 denotes the trace over the factors 1 and 2 in the
direct product space of matrices, whereas trl and t r 2 a r e restricted to only one
of these factors. Under the same condition (5.11) we have that

$?'12(K12M2" S ~ ( T M - 1 ) I )
=- trl ( K 1 M 1 t r 2 ( P 1 2 K 1 S ~ 2 ) ( T M - 1 ) I ) = t r ( g T ' ) . (5.12)

A solution to eqs. (5.11) is easily found, namely by taking

K2 = trl { p 1 2 t ' ( ( t l S + ) - l ) } . (5.13)

It can be shown t h a t (5.14) win solve eq. (5.2).

 200

Applying (5.14) to the examples of the KdV and MKdV mappings, we find
in the KdV case, using (4.10),

h (0 0) (5.14)
g(~)=l+~S_ , S_= 0 I '

and in the case of the MKdV mapping, with the use of the relation

S 5 = 1 ® 1 + (q - 1) ( n l " S _ . A11 ® S_) , (5.15)

cf. (4.13) and (4.16), we find the following solution from (4.18),

K(,~) = 1 + ( q - l _ 1 ) S _ - A . S _ . A -1

A=( q-r,~ q+rl ) , , ~ = k 2 - r 2 (5.16)

and again the K(~) in combination with the R ~ , S ~ of eqs. (4.19), (4.20)
satisfies eq. (5.2).
Hence, in the case of the KdV and MKdV mappings we have obtained a
commuting family of quantum invariants that can be evaluated expanding ~-(,~) =
trK(,~)T()~) in powers of k 2.
For instance, in the KdV mapping the explicit expression of the invaxiants
can be inferred from

N ~Jv
r(~) = : vj 1
+ Z II -- :, (5.17)
\j=l I~J[(.-.<JN~2P V~I VJv-}-lVJu
Jv+l -J,., )_2,Jl --JN"t-2P)2

leading to find a full family of commuting invariants. In (5.17) :: denotes the

normal ordering of the operators vj in accordance with their enumeration, and
~ j = ~j for J ~ 2P, ~2P = AzP + h. Thus the quantum effect is only visible in
the boundary terms associated with the factor 1/(VlV2p).
As a very simple example we give the quantum invariant of the original
McMillan mapping [10], i.e. (4.1) for P = 2, namely

x ~ = y , y~ = --x ~ 225y
2_y2 ' (5.18)

for x = vl -- e, y = v2 -- e, (choosing c = 22) and where [y, x] = h, having the

invariant
Z = (e2 _ y 2 ) ( d _ x2) _ (e8+ h ) ( e y x - e8). (5.19)
The invariant Z can be viewed as a Hamiltonian generating a continuous-time
interpolating flow by ~ = ~ [27,x], ~) = ~ [:Z,y], whose solutions can be considered
to be parametrized in terms of what we could call a quantum version of the Ja-
cobi elliptic functions. More general two-dimensional quantum mappings have
been studied in ref. [35].
 201

Remark: T h e construction of quantum mappings can be generalized to a

larger class of models, namely those associated with the lattice Gel'fand-Dikii
hierarchy, [36], as was explicitly shown in [23]. In [37] we elaborated a fusion
procedure for obtaining the commuting families of exact higher-order invariants
for these mappings.

6 Quantum Action

In the previous sections, we have established the general structure of mappings of

KdV and MKdV type. We have shown that, as a consequence of the Yang-Baxter
structure the basic commutation relations are preserved under the discrete-time
evolution. Furthermore, we have established their integrability by constructing
from the Yang-Baxter structure a complete and commuting set of invariants of
the mapping. W h a t was not established yet was the existence of a unitary op-
erator that generates the quantum mappings by conjugation. We will establish
here such a generating operator for the quantum mappings associated with the
KdV and M K d V lattice starting from the classical action for these lattice equa-
tions.

We will restrict ourselves in this note to mappings of KdV type, i.e. mappings
coming from reductions of the lattice KdV equation. The lattice potential KdV
equation is an integrable partial difference equation, which reads, [6,7],

+ u.,m+l - + - = (6.1)

in which e = p + q, 5 = p - q are lattice parameters and the dependent variable

u depends on two integer variables n,m E Z. Equation (6.1) is the 'integrated'
version of the lattice KdV equation

?~n,m+l ~- ~n,m--1 -- U n - - l , m -- U n + l , m
e~ e6
= - , (6.2)
~. .~L U n , m __ U n + l , m + l ~ ~_ U n _ l , m _ l __ U n , r n

which arises as the Euler-Lagrange equation from the following action

S= ~ [u,,~(u,+l,~-u,,m+l)+e61n(e+u,,~-u,+l,~+l)] , (6.3)
n,m~Z

i.e. 8S/6un,m = 0 yields eq. (6.2). In [71, cf. also [61, we established a linear
problem of Zakharov-Shabat type for eqs. (6.1) as well as for (6.2). b-hrthermore,
in [7] we showed that well-chosen periodic initial value problems on the lattice
for (6.1)- and consequently for (6.2)- yield reductions to integrable mappings,
specifying one of the lattice directions as the direction of the discrete-time up-
date. Thus a mapping reduction is achieved by taking the m-direction as time
and labelling the variables along a 'staircase' in the lattice, i.e. taking
! l
Uj,j = : U2j , U ] + I , j -----: U 2 j + I =:~ U j , j + 1 ~ U 2 j , U j + I , j + 1 = U2j+2 = U 2 j + I ,
 202

denoting by the prime ' as before the discrete-time shift, i.e.

.~j(t) = .~./(t + 1), ~ + ~ ( t ) = . ~ + ~ ( t + 1).

Imposing periodic boundary conditions un+2(p+l) (t) = un(t), in which P + 1

is the period, we obtain a finite-dimensional reduction of the lattice equations
(6.1) and (6.2). For this reduction we have a reduced action which reads
P+I

t6Z+ n=l
(6.4)
in terms of the even variables (an action in terms of the odd variables need not
he given separately). For convenience we will use in this section instead of vj the
reduced variables x n =- u 2 n - u2n+2. Using the periodic boundary conditions,
leading to
P
~n=0, (6.5)
n=l
we can write an action entirely in terms of the variables x n , n = 1 . . . P - 1,
namely as
S~d = Z L(x(t),x'(t)), (6.6a)
~6Z+

choosing a discrete-time Lagrangian

L(x,x')= ~'-f ~i x,- ~./ - v(~) (6.6h)

P--I n
V(x)'= ~ 2 2 nu "21 xj -e(~ln(E-{- xn
n--1

-e~ln e-- ~_x./ , (6.6e)

.i=1

where x is shorthand for ( x l , . . . , x p - 1 ) and in which the x , are varied inde-

pendently. Although in the original action Srea of (6.4) one varies with respect
to the variables u2n, it is easily verified that, varying with respect to xn, the
Lagrange equations

o%-~.+ \ o ~ . ) = 0 (6.7)
yield the proper discrete equations of motion for the x , = x n ( t ) , x 'n = x . ( t + 1).
Thus we can work with the xn as the reduced canonical variables.
 203

We shall now introduce a different Legendre transformation than the one

used in [7] to obtain the generating function of the canonical transformation. In
fact, because of the special form of the 'kinetic' part of the Lagrangian (6.6b),
it is convenient to choose a form of a Legendre transformation specially adapted
to the situation at hand and which is of the form
P--1 n

H(x,y')= Z r ' x ' ,, - Z

Ynt xj) - L(x, x'), (6.8)
n=l j=l

introducing m o m e n t u m variables by
OL
Yn' - Ox" (6.9)

Variation with respect to the x,~ and y~ variables of (6.8), and using (6.9) to-
gether with the Lagrange equations (6.7), we obtain

P-1 OH
Y"- = 0x. ' (6.10a)
j=n

Xn~ OH (6.10b)
r j=l x j = Oy~ '

(n = 1, ..., P -- 1), which can be interpreted as the discrete-time Hamilton equa-

tions.
From eqs. (6.10) it is easily established that the variables x,~ and Yn are
canonical. In fact, it is a straightforward exercise to show that the symplectic
form
P--1

= ^ (6.11)
n, m l
t
is invariant under the mapping x,~ ~-+ x,~,yn ~-~ y,~! described by eqs. (6.10). Eq.
(6.11) implies the Poisson brackets

{x,, Ym} -- ~,,m , {x,,, x,~} -- {y,, Ym} = 0 . (6.12)

In principle we can use the Legendre transformation (6.4) in more general situ-
ations then only the integrable case of (6.6). In that special case, however, we
obtain the discrete-time 'hamiltonian' for the KdV mappings, namely
P--1

H(x,y') = T(y') + V(x) , T(y)= Z ¼Y~ ' (6.13)

"tl.~l

where V ( x ) is given by eq. (6.6c). W h a t is especially convenient is the fact that

H of (6.13) decomposes into a kinetic and a potential part, a feature that was
not there in the hamiltonian description of [7]. However, in order to obtain this
 204

feature, we had to modify the Legendre transformation, leading to the additional

terms on the left-hand side of eqs. (6.10).

The quantization of discrete-time modes with hamiltonian (6.13) and Pois-

son brackets (6.12) is obtained by the straightforward quantization prescription
{-, .} --+ ~[., .], replacing the canonical coordinates and we replace xu, Yn by her-
mitian quantum operators An, Y,~ acting on a well-defined Hilbert space. Thus,
we obtain the usual Heisenberg algebra for X,~, yn,

[Xn, Ym] = iliSn,m , [Xn,Xm] = [Yn, Ym] = 0 . (6.14)

Eqs. (6.14) correspond precisely to the commutation relations (4.6) that we need
to obtain a quantum R-matrix formulation for the commutation relations of the
KdV-mappings.
Now, as for the quantum version of the mapping, we first note that as a
consequence of the splitting of H into T + V and the X, Y being canonically
conjugate, the form of the mapping need not to be modified in the transition
from the classical to the quantum case. This is consistent with the R, S-matrix
structure of section 4a. Hence eqs. (6.10) are still valid in terms of the quan-
tum variables Xn, Yn. Secondly, the splitting of H suggests directly the form
of the unitary operator that generates the quantum mapping, the only com-
plication arising from the extra terms on the left-hand side of eqs. (6.10). If
these were absent, the form of the unitary operator would simply be the product
e x p ( i / h V ) e x p ( i / h T ) . However, in the presence of these extra terms we now are
forced to take:

i<J'=l
k
in which V = V ( X ) , T = T ( Y ) , and the middle factor on the right-hand side
of (6.15) is an ordered product of exponential factors, ordered in lexicographic
order, i.e.

e£a X P - 2 Y P - 1 . . . e ~ X 2 Y P - 1 . , . e ~ X 2 Y 3 e ~ X I Y P - 1 . . . e ~ X t r a e ~ X1r2"

Using (6.15) and the relations

e~X'Y~Xje -'~x'Yj = Xi +Xj , e .±X ' ~" e -"~ ' x ' "~ " = Y~ - ~ , (i # j ) ,

it is straightforward to establish that the transformations

X n ~-~ X ~ = U X n U t , Y , ~-~ Y~ = U Y , U t (6.16)

yield exactly the quantum mapping provided by the quantization of eqs. (6.10).
Eq. (6.15), together with (6.16), demonstrates the fact that the quantum KdV
mapping provides indeed a canonical transformation in the full quantum sense,
namely as a unitary transformation on the quantum phase space.
 205

Remark: We can use the above given construction for obtaining the generating
operator of the canonical transformation also directly for the MKdV mappings
of section 4b (we omit the details here). In fact, in that case one starts from the
action for the classical MKdV lattice t h a t was given in [7]. The construction
can be applied without modification to that case also. ~ r t h e r m o r e , these con-
siderations can be generalized to the wider class of mappings corresponding to
the lattice Gel'fand-Dikii hierarchy, [23,37]. It would be interesting to look for a
direct relation between the operator U and the discrete-time part of the linear
problem, which generates the time-shift on the level of the Lax representation.
Some results in this direction were mmounced in [38].
 206

Appendix A
In order to derive the compatibility relations for the Yang-Baxter matrices R
and S, i.e. eqs. (2.2), from the commutation relations (2.1) for the Lax matrices
L, we encounter four different types of combinations of matrices L. Embedding
the L matrices in a tensorial product of three copies of the matrix algebra, i.e.
Ln, j, j = 1, 2, 3 acting on vector spaces V ® V ® V, and denoting

L,m=L,®I®I , Ln,2=I®L,®I , Ln,3=l®l®Ln,

we can distinguish the following types of combinations of matrices L involving
only coinciding a n d / o r neighbouring sites:

i) L1 -= L,+2,1, L2 - Ln+l,2, L3 --- L,,3

In this case, no conditions on the R- or S matrices will appear, because

nl . S+ L2 • S+ L3 = L3 . n2 " nl , (A.1)
independently of the order in which the relation (2.1a) is applied.

ii) L1 - Ln+l,1, L2 -= Ln+l,e, La - L.,3

In this case, we have on the one hand

R+12L1 . L 2 . S13
+ . S~3
+ L3
. . L2 Lz R 1-2 S 1+3 S ~+a L a , (A.2)
whereas on the other hand we find

= L a . L 2 . L1R-~2 = L 2 . S + L 1 • S+L3R-~2 • (A.3)

Comparing relations (A.2) and (A.3), we have
- + + + + -
Rl~S13S~a -- S~3 S13 R12 , (A.4)
which after relabelling of the vector spaces becomes eq. (2.2b).
iii) L1 -= L.~+1,1, L~ - L.,2, L3 --- L~,a

Take for this case the combination

" + ¢+ q + "
R ~ 3 L z " S + L 2 • S + L 3 = L z • .,.23~.12~13 L2" L 3 , (A.5)
and compare this with

= L 3 • L= • L 1 R ~ 3
-L1 • S ~+3 S z+~ L s . L 2 R 2 3 (A.6)
+ + +
= L1 • S 1 3 S 1 2 R 2 3 L 2 • L 3 ,

yielding eq. (2.2b) with the + sign.

 207

iv) L1 --: L,~ 4 , L2 -- L,,,2, La ---- L . , 3

In this case we have the s t a n d a r d braiding t y p e of a r g u m e n t to find as

a sufficient condition t h e q u a n t u m R - m a t r i x relations (2.2a) for R + a n d
R-.

Appendix B
I n this a p p e n d i x we establish t h e c o m m u t a t i o n relations between t h e m o n o d r o m y
matrices T and T+,T~ of eq. (2.6), using t h e f u n d a m e n t a l c o m m u t a t i o n rela-
tions of t h e m a t r i c e s L , .

i) Using eqs. (2.1a), (2.1b) we can establish

R+2 Ln+t,1 • L,~,I • L , + I , ~ • Ln,2 = R + L,~+1,1 • Ln+l,2 • S + L~,I" Ln,2

= L,+t,2" Ln+t,t" R~2 S + L n , t " L n , 2 (B.1)

which, by i m p o s i n g t h e relation (2.3), reduces to

= L . + t , 2 • L ~ + I , t • S + L . , 2 " L. m Rt-2 ,
= Ln+l,2 • L,~,2 • L , + I , I • L , , t R1-2 • (B.2)

B y r e p e a t e d application of eqs. (B.1) a n d (B.2) t o g e t h e r with eq. (2.3) one

shows t h a t

R+2L~,,1 • . . . • L,~+t,1 • Lp,2 • ... • L,+1,2

= R+2 L p , 1 • L p - l , t • Lp,2 • L p - 2 , t • Lp-1,2 • . . . • Ln+t,t • L n + 2 , 2 • L n + l , 2
= R+2 L p , 1 • L p , 2 " S + L p - I , 1 • Lp-t,2" S+1 • L p - 2 , t ' . . .
• .." Ln+2,2 • S+Ln+l,t • L,~+1,2
= Lp,2 • Lp,1S +" Lp-1,2 • Lp-t,IS +" Lp-2,2"...
• .-" L n+2,1S12
+ • Ln+l,2 • L~+1,1 Ri-2
-~ L p , 2 • L p - 1 , 2 " . . . • Ln+l,2 • LB.1 " L p - I , 1 " . . . " Ln+l,1 R12 , (B.3)

leading to eq. (2.7a) for T + . A similar a r g u m e n t can be applied for T~-. Fur-
t h e r m o r e , eq. (2.7b) is derived f r o m eqs. (2.1b), (2.1c) by n o t i n g t h a t

Lp,1.... • Ln+l,1 • S + L n , 2 " . . . " L1,2

= L P 4 • . . . • L,~+2,1 • Ln,2 • Ln+t,1 • L , - 1 , 2 • . . . • Lt,2
= Ln,2 • . . . • L2,2 ' L p , 1 • L1,2 • L p - I , 1 • ... • Ln+l,1
= L,,2...." L2,~. L1,2S+Lat.... • Ln+t,1 , (B.4)

where in t h e last step we have used t h e c o m m u t a t i o n relation

L p , 1 • L1,2 = L1,2- S + L p , t (B.5)

taking into a c c o u n t t h e periodic b o u n d a r y conditions.

 208

Finally, f r o m (2.7) we i m m e d i a t e l y o b t a i n

t / + 2 T I " S + T 2 - - R +12T n,1

+ . T ,,~"
+ S+Tn,1 "T~-,2

--
- T+
n , 2 • Z n+
, 1 • rSS+T ,I
--- T n,2
+ " T n,l
+ " S+12Tn,,2 " T~,I R { 2

= T2 S+T1RS, (B.6)

which is eq. (2.8).

Appendix C
i) We prove t h a t eqs. (3.1a),(3.1b), t o g e t h e r with (3.2h) are sufficient to ensure
t h a t t h e basic c o m m u t a t i o n relations b e t w e e n the m a t r i c e s Ln, eqs. (2.1a), are
preserved u n d e r the m a p p i n g

Ln ~ L ~ = M n + l " L,~" M ~ 1.

In fact,

Ln+l,1
' + '
" ~12Ln,2 = L 'n-bl,1 • ~q+Mn+l,2 • Lr,,2 • M , n,2
-1

-'~ i n + l , 2 " in+l,1 " Ln,2 " n,2

--~ i n + l , 2 " in+2,1 " L n + l , 1 • M n-+1l , 1 • Ln,2 • M n-,12

~-- M n + l , 2 • Mn+2,x " Ln+I,ISI+2Ln,2 . M - 1n + l , 1 " M -n1, 2

! .M-1
= L~,2 • M.,2 • L.+1,1 .,2
---- Ltn,2 • L n' + l , 1 , (C.1)

a n d similarly

+ ' 1 • L ,', 2 = R+12Mn+I,1 • Ln,1 • M n,1

R12Ln, -1 " Ln,2
!

v --I -- --I
= R+2Mn+I,I " L,m "Ln,2 "M(~,I($12)
= R+2Mn+I,1 • M,,+-1,2 • ,.q~2Ln,1 • L,~,2 • M -n,2
1 • M - ,~,1~
l t S - ~ -12J
I

-- Mn+I,2 • M n + l , 1 • S~R+12Ln,1 " Ln,2 " 1~-1,,,2 " M(~,1-1($12--) --1

--1 + --1 --
= Mn+I,2" M n + I , I " S ~ L n , 2 " n n , l " M ; . I • M~,2($12 ) R12
= Mn+I,2 • L,,,2 • Mn+I,1 • Ln,1 • M - n,1
1. M -n,2
I(S+)-IR~2
--1 + --1 --
= L ' , 2 " M . , 2 " L ' , I -M,~,2(812 ) RI~
= L1,,2 • L n' , 1 R 1 2- • (C.2)
Finally, we have t h a t
'
M~,+1,1 " $ 1+2 L n', 2 ---- M:'~+1,, " $12M~+1,~
+ " L . , 2 • 11/[~,2
-1

-- - M , , + ~ , ~ . M ' + ~ , ~ • L , , ~ . M n,2
-1

= Mn+l,2 " Ln,2 ' l,1

" Mn+ • M n-1
,2

_- - fin,2 . M~+I, 1 •
(c.3)
 2O9

It is straightforward to check along similar lines that all trivial commutation

relations remain so after applying the mapping.

Appendix D
In order to show that eq. (5.2) provides a commuting family of operators, let
us give an argument similar to the one given by Sklyanin in [27]. Denoting by
Ti and Ki, (i -- 1, 2) the monodromy matrix resp. matrix K for two different
values of the spectral parameter At resp. A2 and acting in two different factors of
a matricial tensor product, and denoting by ~-1,~'2 the invariants (5.1) evaluated
at these respective values of the spectral parameter, we have on the one hand,
assuming that [Ki ,~ Tj] = 0,

T1 "i"2 = trl (T1K1) tr2 (T2K2) = trl,2 {T1K1 t2T2 t2K2}

-- trl,2 { t~(T1S~2T2) t'(t'gl t, ((t~q+..1,2j~-t~/ t2K2 ) }
R~,2 4214KI 4((t2S~2)-I) t~K2]}
=trl,2{RI+,;~T2S~,2TI (D.1)
=trl,2{T2S~,2T 1 4,[(t,~R~2)-lt,K1 t,(( t~ $1,2
+
) --1 ) t,K2t,~ R -1,2J1lJ

whereas on the other hand we have

r2 T1 -= tr2 (T2K2) trl (TIK1)

=trt,2{tl(T2S~,2T1) t2[t~K2 t2((t'S~2)-l) t'K1]} (D.2)
= trl,2 {T2 S ,2T, -1) "gl)},
from which it is clear that (D.1) and (D.2) can be identified provided that we
have the following condition on the matrices K

(t12R+) -1 tlKlt,((t~S+)-t ) t2K2 = t2K2 t~((tlS~2)-I ) t,K 1 (t,2R~2)-I .

(D.3)
Eq. (D.3) is a very general condition for operator valued matrices K of which
the entries commute with the entries of T, which is sufficient to ensure that the
T(A) form a parameter family of commuting operators. For numerical matrices
K(A) eq. (D.3) leads to the condition (5.2) given in the main text.

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 Some A s p e c t s of the q-Deformed
Oscillator Algebras as Q u a n t u m
Groups

Suemi Rodriguez-Romo 1 and Dieter W. Ebner 2

1 Facultad de Estudios Superiores Cuautitl£n,

Universidad Nacional Autdnoma de M~xico,
Apdo 142, Cuautitlgn Izcalli, Estado de M~xico, 54700 Mfixico.
2 Physics Department, University of Konstanz,
Box 5560, D-7750 Konstanz, Germany
A b s t r a c t . We study the q-deformation of the Clifford algebras that come out
in a natural way for fermions and bosons in Fock space. An analysis of three
particular cases; the transformation of fermion (bosons) among themselves, the
linear combination of fermions (bosons) in order to get bosons (fermions) and
a supersymmetric transformation, is carried out.

1 Introduction
Since two decades it is well known that the Yang-Baxter equation (YBE) can be
considered as the master equation of integrable models in statistical mechanics
and in two dimensional quantum field theory.[1]
Faddeev [2] and coworkers proposed the quantum inverse method as an uni-
fication of classical and quantum integrable models. In this case the solutions
of YBE give the commutation properties among operators.
This approach has led to the idea of introducing deformation over groups or
Lie algebras, so called quantum groups. In the course of constructing trigono-
metric solutions of YBE the deformation of the universM enveloping algebra
of SL(2) was introduced. This is one of the first ocurrences of new algebraic
objects, now called "quantum groups".
The purpose of the present work is to propose generalized commutation re-
lations for fermions and bosons in Fock space (q-deformed oscillator algebras)
and their subsequent analysis using the Manin's viewpoint [3] for three partic-
ular cases. The first of them considers a linear transformation GLq(N) among
 214

bosons (fermions), the second one studies a linear transformation G L q ( N ) on

fermions (bosons) in order to get bosons (fermions). At last, an analysis of a
supersymmetric linear transformation is presented.
The paper is organized as follows : in section II we present a short review
of Clifford algebras to introduce the usual oscillator algebras in Fock space. In
section III we q-deform the second ones keeping Pauli principle invariant. In
part IV, we consider quantum groups as effecting linear transformations on the
space of the q-oscillator algebras defined in section III; the conditions for such a
mapping to be an endomorphism constitute the quantum group relations, finally
we study the three particular cases stated above.

2 Clifford Algebra in Fock Space and Oscillator

Algebras
Let K be a commutative field and let Q be a quadratic form on the K - module
V. Let
T ( V ) = K ® V G V ® V ®...
be the tensor algebra over V, and let I ( Q ) be the two sided ideal generated by
the elements X ® X - Q ( X ) . 1 in T ( V ) . The quotient algebra T ( V ) / I ( Q ) is
called the Clifford algebra of Q and is denoted by C(Q) [3].
If el, ..., en is a basis of V, then
1, ei , eij(i < j), ..., ele2...en
form a basis of C(Q).
In a general context the definition stated above corresponds to a symmetric
Clifford algebra [4]. We define now the symplectic Clifford algebra [5], as the
quotient associative algebra T ( V ) / I ( F ) , where the two sided ideal I ( F ) is gen-
erated by the elements X ® Y - Y ® X - F ( X , Y ) ; X , Y E V, V is a vector
space over K and F a symplectic form.
Therefore, the boson algebra is defined as the symplectic Clifford algebra
generated by {hi, b2, ..., b~, b], bt, ..., bt} basis set of Y and a unit element satis-
fying the following boson relations

In a similar way tile fermion algebra is defined as the symmetric Clifford alge-
b r a generated by {al, a 2 , . . . , an, al,t a 2,
t ..., an}
t basis set of V and a unit element,
satisfying the following fermion relations

{ a i , a j } = aiaj Jr ajai -= O, { a i,
t a~) -= a iaj
t t _ Fa~a~• = 0 (2)
{el, a ~ } = aia~ -4-aJai = hSij
 215

A final comment in this section; we stress the possibility of constructing a su-

peralgebra endowed with a nonsingular bilinear form which is either symplectic
(boson case) or symmetric (fermion case).

3 Quantum Superspace
Quantum groups have been extensively studied from different points of view
since the papers of Faddeev [2, 6, 7, 8], Drinfeld [9, 10, 11], Jimbo [12, 13, 14],
Woronowicz [15], Manin [16, 17] and coworkers appeared.
Manin described a class of quantum groups as natural symmetries of non-
commutative algebraic varieties defined by quadratic equations. According with
this idea we present in this section a q-deformation of the Clifford (oscillator)
algebras above defined, as the non-commutative algebraic varieties whose sym-
metries define a quantum group.
The quantum superspace Aq studied by Martin [17] is generated by operator
valued coordinates X1,..., X~ with parity assignment Xi = ~ and commutation
rules
X~=O for~=l (3)

XiXj - q~l(-1)~3XjXi = 0 forJ i < j,

and its dual, A~ is generated by operator valued coordinates ~1, . . . , ~ with
~k = 1 - ]~ parity assignment and commutation rules

(~k) 2 = 0 for k = 0 (4)

~k ~l _ qkz(_l)(~+l)([+l)~l ~k = 0 for k < 1.

Here q = {qij } are non-zero elements of a field K.

The symmetry of the non-commutative algebraic manifolds (3) and (4) is
given by the quadratic equations produced by the following constrains

(i) X' = M X and X " = M T x verify (3)

(ii) X' verifies (3) and ~' = M~ verifies (4) where X = (X1, ..., Xn) ,
= (~1,., ~,~), qlj # - 1 and M is any quantum matrix, namely matrices
.. 2

whose elements are themselves non commutative.

We define a q-bosonic space generated by operator valued coordinates Xg, (i =

1, ..., n; a = (a, b), a is the tag that identifies the annihilation operators and b
is the tag for the creation ones) such that they fulfill the following relation

[X~,Xf] = X ~ X f - q - l X f X ~ =li6ijrl c~p w h e r e / < j (5)

 216

and

7/°~z = [ 1 if corresponds to an annihilation operator,

whereas ~ is a creation one
[ 0 otherwise

Hereafter q is any non-zero real number.

Besides, we define a q-fermionic space generated by operator valued coordi-
nates ~g (i = 1, ..., n; a = (a, b) a for annihilation operators and b for creation
ones) such that the following relations are fulfilled

{47,(j~} = ~g ~jZ + q~j~ 4g = hSqqc~Z where i< j (6)

and
(C) 2 = ~ = 0

In our approach the Pauli principle invariance is kept as mandatory structure

of nature. In the limit q ~ 1, (5) and (6) transform to (1) and (2) respectively;
on the other hand, if we consider the "classical" limit h -+ 0 we recover a
structure of type (3) and (4).
Summarizing our proposition in a snpersymmetric short notation, we have
a similar structure to the so called quantum hypervolume graded rings [17]

(7)

where i < j and

_q-1 if S~ is such that (Sg) e # 0, being
F = s7 = x7
q if s7 is such that (Sg) 2 = 0, being
s 7 = ~7

4 Yang-Baxter Approach
The Yang-Baxter equation is a functional equation for a four indices function
~zR-y~ of at least one parameter u that is called the spectral parameter

~ , R ( u - v ) ~ , ~ , , R(u)p~,,~,~,, R(v)~,~,, = (8)

~,~,, R(v)~,~,, ~,, R ( ~ ) ~ , ~ , R(~ - v)~p,

A solution of the Yang-Baxter equation (YBE) we shall call a Yang-Baxter

bundle (YBB) [18].
In this section we will study how the algebra given by the relations that define
the quantum space of linear endomorphisms of the quantum hypervolume (7)
 217

(for the cases h --~ 0 and h 76 0) can be rewritten in the tensor product form
like
ijRkz Mkm Ml~ = Mjl Mikkl R , ~ (9)
up to a sign, where ijRkl can be obtained from a YBB and M is a quantum
matrix and a linear transformation operator over the Fock space simultaneously.
We will present some consequences of this property.

Case 1. Let us consider a complex vector space S~ of dimension 4n, n > 2,

with the following basis

(XI,X2,... ' Xn, X 1t , X 2,J ..., X~, ~1, ~2, ..., ~n,~I,s¢~, ..., ~ } (10)

Let us consider the following quantum matrix

MI : ( GLq(2n) GLq(2n) ) (11)

M1 is the group of quantum matrices that mix bosons Xg in order to get new
bosons (Xg)' and fermions ~ in order to get new fermions ((~)'. If they are
isometries of the bilinear form (7) for h = 0 (classical limit) then they define an
associative algebra that can be written like the tensor product (9). In this case
R = [~zR~5] is given by lim~--.0 of

R(u) = (q-1 _ uq) E Ec~c~@ Ec~c~+ (1 - u) E E~c~ @ EpZ -~ (12)

where E~Z denotes the matrix (hi~hjZ), u is the spectral parameter and q de-
notes, a real number. The matrix R(u) in (12) corresponds to the A (1) matrices
given by Jimbo [13].
In the quantum case (h 76 0) the M1 transformations are restricted by the
following relations
(4n-1) (4n-l)
E rqrq+l= E rq+xrq =0 i= 1,...,(4n-1) (13)
j=l j=l
i = 1,-..,(2n- 1)~(2n + 1 ) , . . . ( 4 u - 1)
~(rizrjl+l -- q - % ~ z r . + l ) = 1
j=i+l,...,(4n)
1=1
where I is an odd number and rij is the ijth entry of the M1 quantum matrix.
We should remark that M] is the most general group of quantum matrices which
mix fermions (bosons) in order to get new fermions (bosons) for the classical
 218

limit and the quantum case if we consider restrictions (13). A mixture fermions-
bosons is not allowed in this case.
Besides, i f h 7~ 0 and q ~ 1, eq. (7) can be considered as a generalized commuta-
tion relation and the corresponding M1 matrix as its natural symmetry. These
relations have been recently studied and, in the quantum-mechanical context,
they can contain not only Fermi and Bose statistics but Greenberg's infinite
statistics (q = 0) as special cases [19].

C a s e 2. Let us consider a complex vector space S~ of dimension 4n, n > 2,

with the basis set given by (10).
Let us consider the following quantum matrix

( 0 GLq(2n) ) (14)
M2 = GLq(2n) 0
M2 is the group of quantum matrices that mix bosons X~ in order to get
fermions ( ~ ) ' and fermions ~ in order to get bosons (X/~) '. If they are isome-
trics of the bilinear form (7) for h = 0 (classical limit) then they define an asso-
ciative algebra under multiplication that can be written like the tensor product
(9), up to a sign. In this case R = [~zP~6] is given by lim,,--._l of the matrix
R(u) in (12).
In the quantum case (h ~ 0) the M2 transformation are restricted by the fol-
lowing relations
(4~-1) (4~-1)
8ijSij+l "~ Z 8ij+lSij ~-~ O i--~ 1, . . . , ( 4 n - 1) (15)
j=l j=l
i = 1 , - . - , ( 2 n - 1),(2n + 1 ) , . . . ( 4 n - 1)
~-~(silsjz+l + qsjlsil+l) = 1 j = i + 1, ..., (4n)
1=1

where l is an odd number and sij is the ij-th entry of the M2 quantum matrix.
We should remark that M2 is the most general group of quantum matrices which
mix bosons (fermions) in order to get fermions (bosons) for the classical limit
and the quantum case if we consider the restrictions given in (15).
On the other hand, the R(v) YBB constructed from R(u) in (12) using the
following conformal mapping u --+ q_l_------~el~ (where either 0 < Imv < rr and
Irau > 0 or 0 < [my < rr, Rev < 0 and Imu > 0, lul < 1) is a regular solution
of YBE. It means
R(v)/,=0 = P , P = [~zP~a] (16)
where P is the permutation operator

~zP~ = ~ 5~v (17)

Furthermore, from a given YBB a set of completely integrable models (those

possessing as many commuting and conserved physical magnitudes as degrees
 2]9

of freedom, an infinite number for a field theory or statistical model in the

thermodynamical limit) can be constructed [18]. Each regular YBB can be
considered as a Lax operator for a one dimensional periodic system of M bound
states each one of them has N quantum states in the following initial value
problem [18]
O
c9X2 T(X1, X2; v) = L ( X 2 v ) T ( X 1 , X2; v) (18)

for the transition (or monodromy) matrix T, where Xi are coordinates of the
quantum chain.
Let us present the one dimensional quantum system associated to R(v). The
quantum system in question is a closed ring of bound states [1, 18], thus the
space of quantum states is V1® V2 ®... ® VM. The L - o p e r a t o r L(u) is considered
as a matrix whose elements are operators in VN.

~ , L ( u ) z z , = ~ , R(u)z~, (19)

the indices a, fl being the matrix ones and at, fl~ being the quantum ones.
The infinite number of commuting and conserved physical magnitudes for this
one dimensional field model can be constructed using a generating function and
is related with an infinite dimensional symmetry transformation group or gauge
transformation.
M. Liischer [20] has shown that

Jn =
d •It(0)Z l ( )1/
n -it v v=0 (20)

is the generating function for the commuting local quantities. Here

t(v) = t r T ( 1 , M ; v ) = t r { L ( M - A : v)...L(1;v)} and T ( 1 , M ; v )
is the transition matrix for the chain such that X1 = 1 and X2 = M.
For our case
1 d"
J~ = (q-1 _ q)M dr" ln[(q-1 - i v ) M + (1 -- ~i~)M]/v=0 (21)

C a s e 3. Let us consider a complex vector space S~ of dimension 4n, n > 2, with

the basis set given by (10). Additionally, let us consider the quantum matrices
M E GLq(4n), namely a supersymmetric transformation mixing fermions and
bosons.
We study the set of M matrices, isometries of the bilinear form (7) for h = 0
(classical limit) and of

= - p x ~ ¢i = 0 (22)

where p is a real number. Although, we would like that they define an associa-
tive algebra under multiplication that would be written like the tensor product
 220
(9), up to a sign (where R = [,ZRv6 ] might be given by the limit of a linear
combination of the R-matrices reported by Jimbo [13]) we are not able to write
the GL(4n) symmetry in the (9) tensor product form. On the contrary, only for
particular cases of M we can write the symmetry in the proper way.
Let us consider the following example; M is defined like

M3 - muff/* ol = 0, +, - , 3 where (23)

o.o_ 1 (GLq(2n) 0 ) °"+ 1 (0 GLq(2n) ) (24)

q,/O o GL (2n) = 0 0

( 0 0 ) 0.3_ 1 (q-lGLq(2n) 0 )
o'- = V~ GLq(2n) 0 - ~ 0 -qGLq(2n) '

q is any real number, Q = q + q-1 and m/* are real coefficients such that m0 #
- m 3 . If the set of M3 matrices are isometries of the bilinear form (7) for h = 0
(classical limit) then they define an associative algebra under multiplication that
can be written like the tensor product (9).
In this case R = [~R.ye] is given by

c~¢Z a¢o/ a>~

+pEEc~p®EZc~-p-1 ~_ E~p®Epc,-q -l ~<~

~ Ec~z®Epc~

(25)
for all (o/,/3') parameters.
Furthermore, the set of matrices ~ru constitutes a representation for q-deformed
Pauli matrices [21]. On the other hand eq.(25) resembles, provided we choose
properly the spectral value and free parameters, the D(2+)1 quantum matrix
reported by Jimbo [13]. Anyway, we claim that at least it constitutes a linear
combination of the R(x) matrices presented by Jimbo for a particular set of
spectral values.

5 S u m m a r y and C o n c l u s i o n s
We use the Fermi-Dirac and Bose-Einstein statistics in Fock space as the first
step to define a q-mutator algebra for any q real number. A quantum group
structure as symmetry of this q-deformed statistics, which keeps the Pauli prin-
ciple invariant, is found out. In the "classical" limit h --+ 0 we recover the
 221

usual Manin quantum superspaces, in the limit q = 1 we have the usual Clifford
algebra in n dimensional free Fock space.
Three different cases for the quantum symmetry are studied. The first one
corresponds to the well established symmetry transformations among fermions
(bosons), namely the mixed states fermions-bosons are not considered.
Like the quantum symmetry for this case (in the classical limit) can be con-
sidered as a limit of a regular Yang Baxter bundle, we construct the totally
integrable one dimensional field model associated with it. The generating func-
tion of the infinite number of conserved and commuting physical magnitudes
for this system is given. For the quantum structure (h ¢ 0), some restrictions
to the quantum matrices M1 are presented.
In the second case, we present the symmetry transformation of bosonic states
into fermionic ones and vice versa . Like in case 1 the quantum symmetry up
to a sign (in the classical limit) can be considered as a limit of the same regular
Yang Baxter bundle obtained for case 1. For the quantum structure (h ¢ 0),
some restrictions to the quantum matrices M2 are presented.
The last case is related with a linear transformation between bosons and
fermions, the so called supersymmetry. We can not relate the general case to
the Yang-Baxter tensor product but only particular forms for M3 are allowed
to be used, an example (in the q-deformed Pauli matrices basis) is given.
We remark that all the matrices so obtained might be associated to six-vertex
or ice-type models in statistical mechanics. Additionally, locality has been lost
either in the sense of space-like commutativity or in the sense that observables
are point-like functionals of the fields [22].

6 Acknowledgments
The technical assistance of Miss C. Brichard is greatly appreciated.

References
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C.N. Yang, Phys. Rev. Lett. 19, 1312, 1967.
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[2] L.D. Faddeev, E.K. Sklyanin and L.A. Takhtajan, Theor. Math. Phys.
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[3] M.F. Atiyah, R. Bott and A. Shapiro, Topology, vol. 3 suppl. 1, 3, 1964.

[4] C. Chevalley, The algebraic theory of spinors (Columbia University press,

1954).
 222

[5] A.Crumeyrolle, Clifford Algebras and their Applications in Mathematical

Physics; J.S.R. Chisholm and A.K. Common editors, proceedings of the
NATO and SERC Workshop in Canterbury U.K. (Reidel Dordrech, 1986).
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107, 1980.
[7] L.D. Faddeev, Integrable models in (1-t-1) dimensional quantum field the-
ory, Les Itouches Session XXXIX (Elsevier, Amsterdam, 1982), 563.
[8] L.D. Faddeev and N.Y. Reshetilkhin, Ann. Phys. 167, 227, 1986.
[9] V.G. Drinfeld, Sov. Math. Dokl. 27, 68, 1983.
[10] V.G. Drinfeld, Soy. Math. Dokl. 32, 254, 1985.
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[13] M. Jimbo, Commun. Math. Phys., 102, 537, 1986.
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Phys. Rev. A, 43, 4555, 1991
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[22] K. Fredenhagen, Commun. Math. Phys. 79, 141 , 1981.
 List of Participants

G.G.A. B~uerle Institute of Theoretical Physics

University of Amsterdam
T. van Bemmelen Department of Applied Mathematics
University of Twente
P.J.M. Bongaarts Lorentz Institute
University of Leiden
1LH. Dijkgraaf Department of Mathematics
Universtiy of Amsterdam
J.A. van Gdderen Department of Mathematics
Delft University of Technology
J. de Graaf Department of Mathematics
Eindhoven University of Technology
J. Harnad Centre de recherches mathgmatiques
Universit~ de Montrdal, Canada
G.F. Helminck Department of Applied Mathematics
University of Twente
P.C.J. van den Heuvel Department of Applied Mathematics
University of Twente
N.W. van den Hijligenberg Department of Applied Mathematics
University of Twente
M.V. de Hoop Schlumberger Cambridge Research,
Cambridge, England
J. Huebschmann U.P.R. de Mathdmatiques
Universit4 des Sciences et Technologie
de Lille- Flandres - Artois, France
A. Kasman Mathematics Department
Boston University, U.S.A.
H. KnSrrer Mathematik
EidgenSssische Technische Hochschule
Ziirich, Switzerland
 224

A.P.E. ten Kroode ShellResearch Rijswijk

J.W. van de Leur Department of Mathematics
University of Utrecht
H. Lemei Department of Mathematics
Delft University of Technology
R. Martini Department of Applied Mathematics
University of Twente
F.W. Nijhoff Department of Mathematics and Computer Science
and Institute for Nonlinear Studies
Clarkson University, Potsdam, U.S.A.
H.G.J. Pijls Department of Mathematics
University of Amsterdam
G.F. Post Department of Applied Mathematics
University of Twente
E. Previato Mathematics Department
Boston University, U.S.A.
G.R.W. Quispel Department of Mathematics
La Trobe University, Melbourne, Australia
H. Rijnks Department of Mathematics
Delft University of Technology
G.H.M. Roelofs Department of Applied Mathematics
University of Twente
J.W. de Roever Department of Applied Mathematics
University of Twente
S. Rodriguez-Romo Facultad de Estudios Superiores Cuautitl£n
Universidad Nacional Aut6noma de M~xico,
Mexico City, Mexico
D.J. Smit Shell Research Rijswijk
C.A. Tracy Department of Mathematics and Institute of
Theoretical Dynamics
University of California, Davis, U.S.A.
M.A. Wisse D~partement de math~matiques et de statistique
Universitd de Montr(~al, Canada
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Vol. 400: M. Dienes, M. Month, S. Turner (Eds.), Frontiers Optics III. Proceedings, 1993. XII, 346 pages. 1993.
of Particle Beams: Intensity Limitations. Proceedings, 1990.
IX, 610 pages. 1992. Vol. 421: H.-J. R/Sser, K. Meisenheimer (Eds.), Jets in
Extragalactic Radio Sources. XX, 301 pages. 1993.
Vol. 401: U. Heber, C. S. Jeffery (Eds.), The Atmospheres
of Early-Type Stars. Proceedings, 1991. XIX, 450 pages. Vol. 422: L. P~iiv~irinta, E. Somersalo (Eds.), Inverse Pro-
1992. blems in Mathematical Physics. Proceedings, 1992. XVIII,
256 pages. 1993.
Vol. 402: L. Boi, D. Flament, J.-M. Salanskis (Eds.), 1830-
1930: A Century of Geometry. VIII, 304 pages. 1992. Vol. 423: F. J. Chinea, L. M. Gonz~ilez-Romero (Eds.),
Rotating Objects and Relativistic Physics. Proceedings,
Vol. 403: E. Balslev (Ed.), Schr/Sdinger Operators. 1992. XII, 304 pages. 1993.
Proceedings, 1991. VIII, 264 pages. 1992.
Vol. 424: G. F. Helminck (Ed.), Geometric and Quantum
Vol. 404: R. Sehmidt, H. O. Lutz, R. Dreizler (Eds.), Aspects of Integrable Systems. Proceedings, 1992. IX, 224
Nuclear Physics Concepts in the Study of Atomic Cluster pages. 1993.
Physics. Proceedings, 1991. XVIII, 363 pages. 1992.
New Series m: Monographs
Vol. m 1.' H. Hora, Plasmas at High Temperature and
Density. VIII, 442 pages. 199t.
Vol. m 2: P. Busch, P. J. Lahti, P. Mittelstaedt, The Quan-
tum Theory of Measurement. XIII, 165 pages. 1991.
Vol. m 3: A. Heck, J. M. Perdang (Eds.), Applying Fractals
in Astronomy. IX, 210 pages. 199I.
Vol. m 4: R. K. Zeytounian, M6canique des fluides fonda-
mentale. XV, 615 pages, 1991.
Vol. m 5: R. K. Zeytounian, Meteorological Fluid
Dynamics. XI, 346 pages. 1991.
Vol. m 6: N. M. J. Woodhouse, Special Relativity. VIII, 86
pages. 1992.
Vol. m 7: G. Morandi, The Role of Topology in Classical
and Quantum Physics. XIII, 239 pages. 1992.
Vol. m 8: D. Funaro, Polynomial Approximation of Diffe-
rential Equations. X, 305 pages. 1992.
Vol. m 9: M. Namiki, Stochastic Quantization. X, 217
pages. 1992.
Vol. m 10: J. Hoppe, Lectures on Integrable Systems. VII,
111 pages. 1992.
Vol. m 11: A. D. Yaghjian, Relativistic Dynamics of a
Charged Sphere. XII, 115 pages. 1992.
Vol. m 12: G. Esposito, Quantum Gravity, Quantum
Cosmology and Lorentzian Geometries. XVI, 326 pages.
1992.
Vol. m 13: M. Klein, A. Knauf, Classical Planar Scattering
by Coulombic Potentials. V, 142 pages. 1992.
Vol. m 14: A. Lerda, Anyons. XI, 138 pages. 1992.
Vol. m 15: N. Peters, B. Rogg (Eds.), Reduced Kinetic
Mechanisms for Applications in Combustion Systems. X,
360 pages. 1993.
Vol. m 16: P. Christe, M. Henkel, Inlroduction to Conformal
Invariance and Its Applications to Critical Phenomena. XV,
260 pages. 1993.
Vol. m 17: M. Schoen, Computer Simulation of Condensed
Phases in Complex Geometries. X, 136 pages. 1993.