Integrability of Higher Pentagram Maps
Integrability of Higher Pentagram Maps
(2013) 357:1005–1047
DOI 10.1007/s00208-013-0922-5 Mathematische Annalen
Received: 4 September 2012 / Revised: 26 February 2013 / Published online: 29 March 2013
© Springer-Verlag Berlin Heidelberg 2013
Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1006
2 Review of the 2D pentagram map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1010
3 Geometric definition of higher pentagram maps . . . . . . . . . . . . . . . . . . . . . . . . . . 1012
3.1 Pentagram map in 3D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1012
3.2 Pentagram map in any dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1013
3.3 General pentagram maps and duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1015
4 Continuous limit of the higher pentagram maps . . . . . . . . . . . . . . . . . . . . . . . . . . 1016
4.1 Definition of the continuous limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1016
4.2 Envelopes and the KdV hierarchy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1018
B. Khesin
School of Mathematics, Institute for Advanced Study, Princeton, NJ 08540, USA
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1006 B. Khesin, F. Soloviev
1 Introduction
The pentagram map was defined by Schwartz in [13] on plane convex polygons consid-
ered modulo projective equivalence. Figure 1 explains the definition: for a polygon P
the image under the pentagram map is a new polygon T (P) spanned by the “shortest”
diagonals of P. Iterations of this map on classes of projectively equivalent polygons
manifest quasiperiodic behaviour, which indicates hidden integrability [14].
The integrability was proved in [11] for the pentagram map on a larger class of
the so called twisted polygons in 2D, which are piecewise linear curves with a fixed
monodromy relating their ends. Closed polygons correspond to the monodromy given
by the identity transformation. It turned out that there is an invariant Poisson structure
for the pentagram map and it has sufficiently many invariant quantities. Moreover,
this map turned out to be related to a variety of mathematical domains, including
cluster algebras [2,4], frieze patterns, and integrable systems of mathematical physics:
in particular, its continuous limit in 2D is the classical Boussinesq equation [11].
Integrability of the pentagram map for 2D closed polygons was established in [12,15],
while a more general framework related to surface networks was presented in [3].
In this paper we extend the definition of the pentagram map to closed and twisted
polygons in spaces of any dimension d and prove its various integrability properties.
It is worth mentioning that the problem of finding integrable higher-dimensional gen-
eralizations for the pentagram map attracted much attention after the 2D case was
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Integrability of higher pentagram maps 1007
treated in [11].1 The main difficulty in higher dimensions is that diagonals of a poly-
gon are generically skew and do not intersect. One can either confine oneself to special
polygons (e.g., corrugated ones, [3]) to retain the intersection property or one has too
many possible choices for using hyperplanes as diagonals, where it is difficult to find
integrable ones, cf. [9].
Below, as an analog of the 2D shortest diagonals for a generic polygon in a projective
space RPd we propose to consider a “short-diagonal hyperplane” passing through d
vertices where every other vertex is taken starting with a given one. Then a new vertex
is constructed as the intersection of d consecutive diagonal hyperplanes. We repeat
this procedure starting with the next vertex of the initial polygon. The higher (or d-
dimensional) pentagram map T takes the initial polygon to the one defined by this
set of new vertices. As before, the obtained polygon is considered modulo projective
equivalence in RPd .
We also describe general pentagram maps T p,r in RPd enumerated by two integral
parameters p and r by considering p-diagonals (i.e., hyperplanes passing through
every pth vertex of the polygon) and by taking the intersections of every r th hyperplane
like that. There is a curious duality between them: the map T p,r is equal to Tr,−1
p modulo
a shift in vertex indices. However, we are mostly interested in the higher pentagram
maps, which correspond to T := T2,1 in RPd .
We start by describing the continuous limit of the higher pentagram map as the
evolution in the direction of the “envelope” for such a sequence of short-diagonal
planes as the number of vertices of the polygon tends to infinity. (More precisely, the
envelope here is the curve whose osculating planes are limits of the short-diagonal
planes.)
Theorem A (=Theorems 4.3, 4.5) The continuous limit of the higher pentagram map
in RPd is the (2, d +1)-equation in the KdV hierarchy, which is an infinite-dimensional
completely integrable system.
This generalizes the Boussinesq equation as a limit of the pentagram map in RP2
and this limit seems to be very robust. Indeed, the same equation appears for an almost
arbitrary choice of diagonal planes. It also arises when instead of osculating planes
one considers other possible definitions of higher pentagram maps (cf. e.g. [9]).
However, the pentagram map in the above definition with short-diagonal hyper-
planes exhibits integrability properties not only in the continuous limit, but as a discrete
system as well. To study them, we define two coordinate systems for twisted polygons
in 3D (somewhat similar to the ones used in 2D, cf. [11]), and present explicit formulas
for the 3D pentagram map using these coordinates (see Theorem 5.6).
Then we describe the pentagram map as a completely integrable discrete dynamical
system by presenting its Lax form in any dimension and studying in detail the 3D case
(see Sect. 6). For algebraic–geometric integrability we complexify the pentagram map.
The corresponding 2D case was investigated in [15].
1 There seem to be no natural generalization of the pentagram map to polytopes in higher dimension d ≥ 3.
Indeed, the initial polytope should be simple for its diagonal hyperplanes to be well defined. In order to
iterate the pentagram map the dual polytope has to be simple as well. Thus iterations could be defined only
for d-simplices, which are all projectively equivalent.
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1008 B. Khesin, F. Soloviev
−1
L i,t+1 (λ) = Pi+1,t (λ)L i,t (λ)Pi,t (λ).
Here the index t represents the discrete time variable, the index i refers to the vertex
of an n-gon, and λ is a complex spectral parameter. (For the pentagram map in CPd
the functions L i,t (λ) and Pi,t (λ) are matrix-valued of size (d + 1) × (d + 1).) The
discrete Lax equation arises as a compatibility condition of an over-determined system
of equations:
L i,t (λ)i,t (λ) = i+1,t (λ)
Pi,t (λ)i,t (λ) = i,t+1 (λ),
Remark 1.1 Recall that for a smooth dynamical system the Lax form is a differential
equation of type ∂t L = [P, L] on a matrix L. Such a form of the equation implies that
the evolution of L changes it to a similar matrix, thus preserving its eigenvalues. If
the matrix L depends on a parameter, L = L(λ), then the corresponding eigenvalues
as functions of parameter do not change and in many cases provide sufficiently many
first integrals for complete integrability of such a system.
Similarly, an analogue of the Lax form for differential operators of type ∂x − L is a
zero curvature equation ∂t L − ∂x P = [P, L] . This is a compatibility condition which
provides the existence of an auxiliary function ψ = ψ(t, x) satisfying a system of
equations ∂x ψ = Lψ and ∂t ψ = Pψ . The above Lax form and auxiliary system are
discrete versions of the latter.
In our case, the equivalence of formulas for the pentagram map to the dynamics
defined by the Lax equation implies complete algebraic-geometric integrability of the
system. More precisely, the following theorem summarizes several main results on the
3D pentagram map, which are obtained by studying its Lax equation. The dynamics
is (generically) defined on the space Pn of projectively equivalent twisted n-gons in
3D, which we describe below, and has dimension 3n, while closed n-gons form a
submanifold of codimension 15 in it.
Later on we will introduce the notion of spectral data which consists of a Riemann
surface, called a spectral curve, and a point in the Jacobian (i.e., the complex torus) of
this curve, as well as a notion of a spectral map between the space Pn and the spectral
data.
Theorem B (=Theorems 6.15, 6.19, 7.1) A Zariski open subset of the complexified
space Pn of twisted n-gons in 3D is a fibration whose fibres are Zariski open subsets of
tori. These tori are Jacobians of the corresponding spectral curves and are invariant
with respect to the space pentagram map. Their dimension is 3n/2 for odd n and
3(n/2) − 3 for even n, where n/2 is the integer part of n/2.
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Integrability of higher pentagram maps 1009
The pentagram dynamics on the Jacobians goes along a straight line for odd n and
along a staircase for even n (i.e., the discrete evolution is either a constant shift on a
torus, or its square is a constant shift).
For closed n-gons the tori have dimensions 3n/2 − 6 for odd n and 3(n/2) − 9
for even n.
Remark 1.2 One also has an explicit description of the the above fibration in terms of
coordinates on the space of n-gons. We note that the pentagram dynamics understood as
a shift on complex tori does not prevent the corresponding orbits on the space Pn from
being unbounded. The dynamics described above takes place for generic initial data,
i.e., for points on the Jacobians whose orbits do not intersect certain divisors. Points
of generic orbits with irrational shifts can return arbitrarily close to such divisors. On
the other hand, the inverse spectral map is defined outside of these special divisors
and may have poles there. Therefore the sequences in the space Pn corresponding to
such orbits may escape to infinity.
The scaling invariance of the pentagram maps is proved for all d ≤ 6, with some
numerical evidence for higher values of d > 6 as well. It would be interesting to
establish it in full generality. There is a considerable difference between the cases of
even and odd dimension d, which can be already seen in the analysis of the 2D and
3D cases.
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1010 B. Khesin, F. Soloviev
In this section we recall the main definitions and results in 2D (see [11]), which will be
important for higher-dimensional generalizations below. We formulate the geometric
results in the real setting, while the algebraic-geometric ones are presented for the
corresponding complexification.
First note that the pentagram map can be extended from closed to twisted polygons.
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Integrability of higher pentagram maps 1011
(t1 − t2 )(t3 − t4 )
[t1 , t2 , t3 , t4 ] = ,
(t1 − t3 )(t2 − t4 )
where t is any affine parameter. Now associate to each vertex vi the following two num-
bers, which are the cross-ratios of two 4-tuples of points lying on the lines (vi−2 , vi−1 )
and (vi+1 , vi+2 ) respectively:
xi = vi−2 , vi−1 , ((vi−2 , vi−1 ) ∩ (vi , vi+1 )), ((vi−2 , vi−1 ) ∩ (vi+2 , vi+2 ))
yi = ((vi−2 , vi−1 ) ∩ (vi+1 , vi+2 )), ((vi−1 , vi ) ∩ (vi+1 , vi+2 )), vi+1 , vi+2
One can see that the pentagram map commutes with the scaling transformation [11,14]:
Rs : (x1 , y1 , . . . , xn , yn ) → sx1 , s −1 y1 , . . . , sxn , s −1 yn .
In these coordinates the invariant Poisson structure has a particularly simple form, see
[11].
c) Continuous limit: the Boussinesq equation. The n → ∞ continuous limit of a
twisted n-gon with a fixed monodromy M ∈ P S L(3, R) can be viewed as a smooth
parameterized curve γ : R → RP2 satisfying γ (x + 2π ) = Mγ (x) for all x ∈ R. The
genericity assumption that every three consecutive points of an n-gon are in general
position corresponds to the assumption that γ is a non-degenerate curve in RP2 , i.e.,
the vectors γ (x) and γ (x) are linearly independent for all x ∈ R.
The space of such projectively equivalent curves is in one-to-one correspondence
with linear differential operators of the third order: L = ∂ 3 + u 1 (x)∂ + u 0 (x), where
the coefficients u 0 and u 1 are periodic in x. Namely, a curve γ (x) in RP2 can be lifted
to a quasi-periodic curve G = {G(x)} in R3 satisfying det |G(x), G (x), G (x)| = 1
for all x ∈ R. The components of the vector function G(x) = (G 1 (x), G 2 (x), G 3 (x))
are homogenous coordinates of γ (x) in RP2 : γ (x) = (G 1 : G 2 : G 3 )(x) ∈ RP2 . The
vector function G(x) can be identified with a solution of the unique linear differential
operator L, i.e., the components of G(x) are identified with three linearly independent
solutions of the differential equation L y = 0.
A continuous analog of the pentagram map is obtained by the following construc-
tion. Given a non-degenerate curve γ (x), we draw the chord (γ (x − ), γ (x + )) at
each point x. Consider the envelope (x) of these chords. (Fig. 2 shows their lifts:
chords (G(x − ), G(x + )) and their envelope L (x).) Let u 1, and u 0, be the peri-
odic coefficients of the corresponding differential operator. Their expansions in have
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1012 B. Khesin, F. Soloviev
the form u i, = u i + 2 wi +O( 3 ) and allow one to define the evolution du i /dt := wi ,
i = 0, 1. After getting rid of u 0 this becomes the classical Boussinesq equation on the
periodic function u = u 1 , which is the (2, 3)-flow in the KdV hierarchy of integrable
equations on the circle: u tt + 2(u 2 )x x + u x x x x = 0.
Below we generalize these results to higher dimensions.
First we extend the notion of a closed polygon to a twisted one, similar to the 2D
case. We present the 3D case first, before giving the definition of the pentagram map
in arbitrary dimension, since it is used in many formulas below.
Note that equivalent n-gons must have similar monodromies. Closed n-gons (space
polygons) correspond to the monodromies M = Id and −Id. Let us assume that
vertices of an n-gon are in general position, i.e., no four consecutive vertices belong
to one and the same plane in RP3 . Also, assume that n is odd. Then one can show
(see Sect. 5.3 below and cf. Proposition 4.1 in [11]) that there exists a unique lift of
the vertices vk := φ(k) ∈ RP3 to the vectors Vk ∈ R4 satisfying for all j ∈ Z the
identities det |V j , V j+1 , V j+2 , V j+3 | = 1 and V j+n = M V j , where M ∈ S L(4, R).2
These vectors satisfy difference equations
2 This explains our choice of the group S L(4, R) rather than the seemingly more natural group P S L(4, R):
since S L(4, R) is a twofold cover of P S L(4, R), a twisted n-gon would have two different lifts from RP3
to R4 corresponding to two different lifts of the monodromy M from the latter group.
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Integrability of higher pentagram maps 1013
Before defining the pentagram map in RPd , recall that S L(d +1, R) is a twofold cover
of P S L(d + 1, R) for odd d and coincides with the latter for even d.
Definition 3.3 A twisted n-gon in RPd with a monodromy M ∈ S L(d + 1, R) is a
map φ : Z → RPd , such that φ(k + n) = M ◦ φ(k) for each k ∈ Z, and where M
acts naturally on RPd .
We define the S L(d +1, R)-equivalence of n-gons as above, and assume the vertices
vk := φ(k) to be in general position, i.e., in particular, no d + 1 consecutive vertices
of an n-gon belong to one and the same (d − 1)-dimensional plane in RPd .
Remark 3.4 One can show that there exists a unique lift of the vertices vk = φ(k) ∈
RPd to the vectors Vk ∈ Rd+1 satisfying det |V j , V j+1 , . . . , V j+d | = 1 and V j+n =
M V j , j ∈ Z, where M ∈ S L(d +1, R), if and only if the condition gcd(n, d +1) = 1
holds. The corresponding difference equations have the form
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1014 B. Khesin, F. Soloviev
with n-periodic coefficients in the index j. This allows one to introduce coordinates
{a j,k , 0 ≤ j ≤ n − 1, 1 ≤ k ≤ d} on the space of twisted n-gons in RPd .
For a generic twisted n-gon in RPd one can define the “short-diagonal” (d − 1)-
dimensional plane Pk passing through d vertices of the n-gon by taking every other
vertex starting at the point vk , i.e., through the vertices vk , vk+2 , . . . , vk+2d−2 . For
calculations, however, it is convenient to have the set of vertices “centered” at vk , and
then the definition becomes slightly different in the odd and even dimensional cases.
Namely, for odd dimension d = 2 + 1 we consider the short-diagonal hyperplane
Pk through the d vertices
(thus including the vertex vk itself), while for even dimension d = 2 we take Pk
passing through the d vertices
The corresponding map T is well defined on the equivalence classes of n-gons in RPd .
As usual, we invoke the generality assumption to guarantee that every d consecutive
hyperplanes Pi intersect at one point in RPd . It turns out that the pentagram map defined
this way has a special scaling invariance, which allows one to prove its integrability:
Theorem C (= Theorem 8.3) The scale-invariant higher pentagram map is a discrete
completely integrable system on equivalence classes of n-gons in RPd . It has an
explicit Lax representation with a spectral parameter.
Remark 3.6 The pentagram map defined this way in 1D is the identity map. In the 2D
case this definition was given in [13] and its integrability for twisted polygons was
proved in [11], while for closed ones it was proved in [12,15].
Remark 3.7 One can also give an “asymmetric definition” for planes Pk , where more
general sequences of d vertices vk j are used, and then T vk is defined as the intersection
of d consecutive planes Pk . It turns out, however, that exactly this “uniform” definition
of diagonal planes Pk , where Pk passes through every other vertex, leads to integrability
of the pentagram map.
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Integrability of higher pentagram maps 1015
One of possible definitions of the pentagram map discussed in [9] coincides with
ours in 3D. In that definition one takes the intersection of a (possibly asymmetric,
but containing the vertex vk ) plane Pk and the segment [vk−1 , vk+1 ]: for our centered
choice of Pk this segment belongs to both planes Pk−1 and Pk+1 . The definitions
become different in higher dimensions.
We define more general pentagram maps T p,r depending on two integral parameters
in arbitrary dimension d. These parameters specify the diagonal planes and which of
them to intersect.
Definition 3.8 For a generic twisted n-gon in RPd one can define a p-diagonal hyper-
plane Pk as the one passing through d vertices of the n-gon by taking every pth vertex
starting at the point vk , i.e.,
The image of the vertex vk under the general pentagram map T p,r is defined by
intersecting every r th out of the p-diagonal hyperplanes starting with Pk :
T p,r = Tr,−1
p ◦ Sh.
For example, the map T1,2 in 2D is defined by extending the sides of a polygon and
intersecting them with the “second neighbouring” sides. This corresponds exactly to
passing from T (P) back to P in Fig. 1, i.e., it is the inverse of T modulo the numeration
of vertices.
Proof To prove this theorem we introduce the following “duality maps,” cf. [11].
Definition 3.10 Given a generic sequence of points φ( j) ∈ RPd , j ∈ Z, and a
nonzero integer p we define the sequence α p (φ( j)) ∈ (RPd )∗ as the plane
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1016 B. Khesin, F. Soloviev
The following proposition is straightforward for our definition of the general pen-
tagram map.
Proposition 3.11 For every nonzero p the maps α p are involutions modulo index
shifts (i.e., α 2p = Sh), they commute with the shifts (i.e., α p ◦ Sh = Sh ◦ α p ), and the
general pentagram map is the following composition: T p,r = αr ◦ α p ◦ Sh.
Tr,−1
p = (α p ◦ αr ◦ Sh)
−1
= Sh −1 ◦ αr−1 ◦ α −1
p = Sh ◦ αr ◦ Sh ◦ α p ◦ Sh
= αr ◦ α p ◦ Sh = T p,r ◦ Sh,
since α −1
p = α p ◦ Sh from the Proposition above, while Sh
−1 = Sh and Sh ◦ Sh = Sh.
Below we construct a Lax form for the higher pentagram maps, i.e., for the maps
T2,1 (and hence for T1,2 as well) for any d. Integrability of the pentagram map on a
special class of the so-called corrugated twisted polygons in RPd was proved in [3],
which should imply the integrability of the pentagram map T p,1 in 2D. Then the above
duality would also give integrability of T1, p in RP2 , defined as the intersection of a
pair of polygon edges whose numbers differ by p. (One should also mention that for p
and r mutually prime with n one can get rid of one of the parameters by appropriately
renumbering vertices, at least for the closed n-gon case, cf. [12] in 2D. This reduces
the study to the map T p,1 for some values of n.) Complete integrability of general
pentagram maps for other pairs ( p, r ) in RPd is a wide open problem.
Problem 3.12 Which of the general pentagram maps T p,r in RPd are completely
integrable systems?
In this section we consider the continuous limit of polygons and the pentagram map on
them. In the limit n → ∞ a twisted n-gon becomes a smooth quasi-periodic curve γ (x)
in RPd . Its lift G(x) to Rd+1 is defined by the conditions: i) the components of the
vector function G(x) := (G 1 (x), . . . , G d+1 (x)) provide homogeneous coordinates
for γ (x) = (G 1 : . . . : G d+1 )(x) in RPd , ii) det |G, G , . . . , G (d) |(x) = 1 for all
x ∈ R, and iii) G(x + 2π ) = M G(x) for a given M ∈ S L(d + 1, R). Then G satisfies
a linear differential equation of order d + 1:
with periodic coefficients u i (x). Here and below stands for d/d x.
Let us consider the case of odd d = 2 + 1. Fix a small > 0. A continu-
ous analog of the hyperplane Pk is the hyperplane P (x) passing through d points
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Integrability of higher pentagram maps 1017
Similarly, for even d = 2 the lift L (x) satisfies the system of d equations:
L (x) = G(x) + 2
B(x) + O( 4 ).
3 For a complete analogy with the discrete case, one could take the points γ (x − 2 ),
γ (x − 2( − 1) ), . . . , γ (x), . . . , γ (x + 2 ). However, one can absorb the factor 2 by rescaling → 2 .
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1018 B. Khesin, F. Soloviev
L = ∂ d+1 + u d−1 (x)∂ d−1 + u d−2 (x)∂ d−2 + · · · + u 1 (x)∂ + u 0 (x) (5)
with periodic coefficients u j (x), where ∂ k stands for d k /d x k . One can define its
fractional power L m/d+1 as a pseudo-differential operator for any positive integer m
and take its purely differential part Q m := (L m/d+1 )+ . In particular, for m = 2 one
has Q 2 = ∂ 2 + d+1 2
u d−1 (x). Then the (m, d + 1)-KdV equation is the following
evolution equation on (the coefficients of) L:
d
L = [Q m , L].
dt
Remark 4.2 a) For d = 1 the discrete pentagram map is the identity map, hence the
continuous limit is trivial, which is consistent with vanishing of the (2,2)-KdV
equation.
b) For d = 2 the (2,3)-KdV equation is the classical Boussinesq equation, found in
[11].
c) Apparently, the (2, d + 1)-KdV equation is a very robust continuous limit. One
obtains it not only for the pentagram map defined by taking every other vertex,
but also for a non-symmetric choice of vertices for the plane Pk , see Remark 4.4.
Also, the limit remains the same if instead of taking the envelopes one starts with
a map defined by taking intersections of various planes [9].
Theorem 4.3 For any dimension d, the envelope L (x) has the expansion
2
L (x) = G(x) + 2
Cd G (x) + u d−1 G(x) + O( 4 )
d +1
of , since the Eqs. (3) and (4) defining L have the symmetry → − . Therefore,
we have A = C = 0 and L = G + 2 B + O( 4 ).
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Integrability of higher pentagram maps 1019
Notice that G(x) with its first d derivatives form a basis in Rd+1 for each x. We
express the vector coefficient B in this basis: B = b0 (x)G+b1 (x)G +· · ·+bd (x)G (d) .
Recall that, e.g., for odd d = 2 + 1 the lift L (x) satisfies the system of d equations:
By using the linear differential equation G (d+1) +u d−1 (x)G (d−1) +· · ·+u 0 (x)G = 0
to express G (d+1) and G (d+2) via lower derivatives we see that the first and the second
determinants are equal to −u d−1 , while the last one is equal to 1. Thus one has
(d + 1)b(x) − 2Cd u d−1 (x) = 0, which gives b(x) = Cd d+1 2
u d−1 (x).
Hence L = G + Cd (G + d+1 u d−1 G) + O( ), as required.
2 2 4
Remark 4.4 One can see that the only condition on vertices defining the hyperplane Pk
required for the proof above is that they are distinct. A different choice of vertices for
the hyperplane Pk changes the constant Cd , but does not affect the evolution equation
for G. The above theorem for an envelope L (x) is similar to an expansion in [9] for
a curve defined via certain plane intersections.
Theorem 4.5 In any dimension d the continuous limit of the pentagram map defined
by the evolution
d 2
G = ∂2 + u d−1 G
dt d +1
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1020 B. Khesin, F. Soloviev
L̇ = [Q 2 , L] := Q 2 L − L Q 2 ,
where the linear differential operator L of order d + 1 is given by formula (5) and
Q 2 = ∂ 2 + d+1
2
u d−1 . Here L̇ stands for d L/dt.
By assumption, the evolution of the curve G is described by the differential equation
Ġ = Q 2 G. We would like to find the evolution of the operator L tracing it. For any
t, the curve G and the operator L are related by the differential equation LG = 0 of
order d + 1. Consequently,
L̇G + L Ġ = 0.
Note that if the operator L satisfies the (2, d + 1)-KdV equation and G satisfies
Ġ = Q 2 G, we have the identity:
L̇G + L Ġ = (Q 2 L − L Q 2 )G + L Q 2 G = Q 2 LG = 0.
In virtue of the uniqueness of the linear differential operator of the form (5) for a given
fundamental set of solutions, we obtain that indeed the evolution of L is described by
the (2, d + 1)-KdV equation.
Remark 4.6 The proof above is reminiscent of the one used in [10] to study symplectic
leaves of the Gelfand-Dickey brackets. Note that the absence of the term linear in is
related to the symmetric choice of vertices for the hyperplane Pk . For a non-symmetric
choice the evolution would be defined by the linear term in and given by the equation
Ġ = G . This is the initial, (1, d + 1)-equation of the corresponding KdV hierarchy,
manifesting the fact that the space x-variable can be regarded as the “first time”
variable. A natural question arises whether the whole KdV-hierarchy is hidden as an
appropriate limit of the pentagram map. An evidence to this is given by noticing that
the terms with higher powers in lead to equations similar to the higher equations in
the KdV hierarchy, see Appendix B.
Remark 4.7 One can see that the continuous limit of the general pentagram maps T p,r
for various p = r in RPd defined via envelopes for a centered choice of vertices is
the same (2, d + 1)-KdV flow, i.e., the limit depends only on the dimension.
Indeed, an analog of the p-diagonal is the plane P (x) passing through the points
G(x), G(x + p), . . . , G(x + (d − 1) p). Rescaling , we can assume the points to
be G(x), G(x + ), . . . , G(x + (d − 1)), which leads to the planes P (x) defined
in Sect. 4.1 after a shift in x. Then the definition of L (x) via the envelope of such
planes will give the same (2, d + 1)-KdV equation.
It would be interesting to define the limit of the intersections of every r th plane via
some higher-order terms of the envelope, as mentioned in the above remark, so that it
could lead to other (m, d + 1)-equations in the KdV hierarchy.
123
Integrability of higher pentagram maps 1021
Now we return to the 3D case. In this section we assume that n is odd and consider n-
gons in RP3 . Recall that in this case an n-gon with a given monodromy M ∈ S L(4, R)
lifts uniquely to R4 and is described by difference equations
Lemma 5.4 The involution β : Vi → Wi = λi ∗ (Vi ∧ Vi−2 ∧ Vi+2 ) maps Eq. (6) to
the difference equation
123
1022 B. Khesin, F. Soloviev
Similarly to the 2D case, there exist alternative coordinates on the space Pn . They are
defined for any n, and the formulas for the pentagram map become local, i.e., involving
the vertex φ( j) itself and several neighboring ones.
Definition 5.5 For odd n the variables
b j+1 aj c j+1
xj = , yj = , zj = , 0 ≤ j ≤ n − 1,
a j a j+1 b j+1 c j a j+1 b j
Before proving this theorem we describe the (xi , yi , z i ) coordinates in greater detail.
It turns out that they may be defined completely independently of (ai , bi , ci ) in the
following geometric way.
Recall that the x, y coordinates for the 2D pentagram map are defined as cross-
ratios for quadruples of points on the line (Vi , Vi+1 ), where two points are these
123
Integrability of higher pentagram maps 1023
vertices themselves, and two others are intersections of this line with extensions of
the neighbouring edges. Similarly, the next proposition describes the new coordinates
via cross-ratios of quadruples of points, 2 of which are the vertices of an edge, and
2 others are the intersection of the edge extension with two planes. For instance, the
variable yi is the cross-ratio of 4 points on the line (Vi , Vi+1 ), two of which are Vi
and Vi+1 , while two more are constructed as intersections of this line with the planes
via the triple (Vi+2 , Vi+3 , Vi+4 ) and with the plane via the triple (Vi+2 , Vi+4 , Vi+5 ).
More precisely, the following proposition holds.
Proposition 5.7 The coordinates xi , yi , z i are given by the cross-ratios:
012 , 123 ,
xi = − Vi+4 , Vi+5 , 45 45
234 , 245 ,
yi = − Vi , Vi+1 , 01 01
013 , 123 ,
z i = − Vi+4 , Vi+5 , 45 45
j ,j
where the point m11 ,m2 2 ,m 3 for a given i is the intersection of the line (Vi+ j1 , Vi+ j2 )
with the plane (Vi+m 1 , Vi+m 2 , Vi+m 3 ).
By the very definition these coordinates are projectively invariant.
Proof of proposition If ∗ is the Hodge star operator with respect to the Euclidean
metric in R4 (or C4 ), then
j ,j
m11 ,m2 2 ,m 3 = ∗ ∗(Vi+ j1 ∧ Vi+ j2 ) ∧ ∗(Vi+m 1 ∧ Vi+m 2 ∧ Vi+m 3 ) .
It suffices to prove the proposition in the case of an odd n, because the formulas are
local, and we can always add a vertex to change the parity of n. Therefore, we may
assume that (a j , b j , c j ) are global coordinates and use them for the proof.
A simple computation shows that
45
012 = −(bi+1 + ai ai+1 )Vi+4 + ai Vi+5 ,
01
234 = Vi − ci Vi+1 ,
01
245 = −bi+1 Vi + (ai + ci bi+1 )Vi+1 ,
Recall (see Lemma 4.5 in [11]) that if 4 vectors a, b, c, d ∈ R4 (or C4 ) lie in the same
2-dimensional plane and are such that
c = λ1 a + λ2 b, d = μ1 a + μ2 b,
then the cross-ratio of the lines spanned by these vectors in the plane is given by
λ2 μ1 − λ1 μ2
[a, b, c, d] = .
λ2 μ1
123
1024 B. Khesin, F. Soloviev
Comparing the cross-ratios with the original definition of the variables xi , yi , z i con-
cludes the proof.
Now we are in a position to prove the explicit local formulas in Theorem 5.6. The
proof is similar, but more involved than that of Proposition 4.11 in [11].
Proof of theorem Due to the local character of the formulas for the pentagram map T
in (x j , y j , z j )-coordinates, we may always add an extra vertex to make the number n
of vertices odd, and then use coordinates (a j , b j , c j ) and Lemmas 5.3 and 5.4 for the
proof.
The pentagram map is a composition T = α ◦ β : Vi → Ui . Namely,
Ui = μi ∗ ∗(Vi−3 ∧ Vi−1 ∧ Vi+1 )∧∗(Vi−2 ∧Vi ∧ Vi+2 ) ∧ ∗(Vi−1 ∧ Vi+1 ∧ Vi+3 ) ,
where the constants μi are chosen so that det |U j , U j+1 , U j+2 , U j+3 | = 1 for all j.
At the level of the coordinates (a j , b j , c j ), we obtain:
Bi+1 Ci+1 Ai
T ∗ (xi ) = , T ∗ (yi ) = , T ∗ (z i ) = ,
Ci+1 Ci+2 Bi+1 Ai−1 Ci+2 Bi
where Ai , Bi , Ci are defined in Lemma 5.4. Eliminating the variables λi with different
i by using the formula for the product λi λi+1 λi+2 λi+3 concludes the proof.
In this section we compare how one introduces the coordinates on the space Pn of
twisted n-gons for odd or even n, and how this changes the statements above.
Definition 5.8 Call a sequence (a j , b j , c j ), j ∈ Z, n-quasiperiodic if there is a
sequence t j , j ∈ Z, satisfying t j t j+1 t j+2 t j+3 = 1 and such that
tj tj tj
a j+n = a j , b j+n = b j , c j+n = c j (7)
t j+3 t j+2 t j+1
for each j ∈ Z.
Note that a sequence t j , j ∈ Z, must be 4-periodic, and it is defined by three
parameters, e.g., by α := t0 /t3 , β := t0 /t2 , and γ := t0 /t1 with αβγ > 0, and hence
t0 = (αβγ )1/4 . Thus the space QS n of n-quasiperiodic sequences has dimension
3n + 3, and {(a j , b j , c j ), j = 0, . . . , n − 1} × (α, β, γ ) are coordinates on it.
Now we associate a sequence of vectors V j ∈ R4 , j ∈ Z, and difference equations
123
Integrability of higher pentagram maps 1025
123
1026 B. Khesin, F. Soloviev
The independence of the new variables on QS n follows from that for the original ones.
Alternatively, it also follows from their local geometric definition (Proposition 5.7).
Remark 5.11 In the (a, b, c)-coordinates for even n some of the (α, β, γ )-parameters
were needed to describe the equivalence classes in QS n . In the (x, y, z)-coordinates
those parameters are functions of x j , y j , z j :
i) for n = 4 p + 2,
2p
x22 j y2 j z 2 j+1 αγ
= ;
x22 j+1 y2 j+1 z 2 j β
j=0
ii) for n = 4 p,
p−1
x4 j x4 j+2 y4 j+2 z 4 j+1
p−1
y4 j+1 z 4 j
p−1
y4 j z 4 j+3 γ
= α, = β, = .
x4 j+1 x4 j+3 y4 j+3 z 4 j+2 y4 j+3 z 4 j+2 y4 j+2 z 4 j+1 α
j=0 j=0 j=0
In this section we complexify the pentagram map and assume that everything is defined
over C.
123
Integrability of higher pentagram maps 1027
where t stands for the discrete time variable, i refers to the vertex index, and λ is a
complex spectral parameter.
The pivotal property responsible for algebraic-geometric integrability of all penta-
gram maps considered in this paper is the presence of a scaling invariance. In the 2D
case, this means the invariance with respect to the transformations a j → a j s, b j →
b j /s, where s is an arbitrary number. In the 3D case, the pentagram map is invariant
with respect to the transformations a j → a j s, b j → b j , c j → c j s. In both cases the
invariance follows from the explicit formulas of the map. Note that formally one can
define other pentagram maps by choosing the intersection planes in many different
ways. However, only very few of these maps possess any scaling invariance. Below
we derive a Lax representation from the scaling invariance. First we do it for odd n,
when (a j , b j , c j ), 0 ≤ j ≤ n − 1, are coordinates on the space Pn .
Theorem 6.1 The 3D pentagram map on twisted n-gons with odd n admits a Lax
representation with the Lax function L j (λ) given by
⎛ ⎞ ⎛ ⎞−1
c j /λ 1/λ 0 0 0 0 0 −1
⎜ bj 0 ⎟ ⎜ cj ⎟
⎜
L j (λ) = ⎝
0 1 ⎟ = ⎜λ 0 0 ⎟
a j /λ 0 0 1/λ⎠ ⎝0 1 0 bj ⎠
−1 0 0 0 0 0 λ aj
123
1028 B. Khesin, F. Soloviev
Proof of theorem First observe that the Lax equation implies that the corresponding
monodromy operators satisfy
−1
Ti,t+1 (λ) = Pi,t (λ)Ti,t (λ)Pi,t (λ),
i.e., Ti,t (λ) changes to a similar matrix when t → t + 1, and hence the eigenvalues of
the matrices Ti,t (λ) as functions of λ are invariants of the map. Conversely, if some
function Ti,t (λ) has this property, then there must exist a matrix Pi,t (λ) (defined up to
a multiplication by a scalar function) satisfying the above equation.
How to define such a monodromy depending on a parameter? The monodromy
matrix associated with the difference equation
is M = N0 N1 N2 , . . . , Nn−1 , where
⎛ ⎞
0 0 0 −1
⎜1 0 0 cj ⎟
Nj = ⎜
⎝0
⎟.
1 0 bj ⎠
0 0 1 aj
Now one can see that the matrix N j (s) can be chosen as a Lax function. For tech-
nical reasons (which will be clear later), we define the Lax matrix as L −1
j (λ) :=
−1
(g N j (s)g)/s, where g := diag(1, s, 1, s), and λ := 1/s . This gives the required
2
matrix L j (λ).
As we mentioned before, the formulas for the pentagram map are non-local in the
variables (a j , b j , c j ). As a result, an explicit expression for the matrix Pi,t (λ) becomes
non-local as well. On the other hand, one can use the variables (x j , y j , z j ) (given by
Definition 5.5) to describe a Lax representation. Their advantage is that all formulas
become local and are valid for any n, both even and odd.
123
Integrability of higher pentagram maps 1029
Theorem 6.3 For any n the equations for the 3D pentagram map are equivalent to
the Lax equation
−1
L̃ i,t+1 (λ) = P̃i+1,t (λ) L̃ i,t (λ) P̃i,t (λ),
where
⎛ ⎞−1
0 0 0 −1
⎜λxi yi 0 0 1⎟
⎜
L̃ i,t (λ) = ⎝ ⎟ ,
0 zi 0 1⎠
0 0 λxi 1
⎛ ⎞
0 ρi 0 −ρi
⎜λσi (1 + z i ) −ρi λσi ρi ⎟
⎜ ⎟
P̃i,t (λ) = ⎜ y θ z i−1
−θi 1+yi−2 ⎟ ,
⎝ i−1 i τi τi ⎠
− 1+yλyi−1
i−1
+z i 0 λ
1+yi−1 +z i 0
1
ρi = ,
xi (1 + yi + z i+1 )
xi−1 yi−1 (1 + yi−2 + z i−1 )
σi = ,
xi z i−1 (1 + yi−1 + z i )(1 + yi + z i+1 )
τi = xi (1 + yi−2 − yi z i−1 + z i+1 + z i+1 yi−2 ),
1 + yi−2 + z i−1
θi = .
τi (1 + yi−1 + z i )
Recall that the monodromy operators Ti,t (λ) satisfy the equation
−1
Ti,t+1 (λ) = Pi,t (λ)Ti,t (λ)Pi,t (λ).
It implies that the function of two variables R(λ, k) = det (Ti,t (λ) − k Id) is indepen-
dent of i and t. Furthermore, R(λ, k) = 0 is a polynomial relation between λ and k:
R(λ, k) becomes a polynomial after a multiplication by a power of λ. Its coefficients
are integrals of motion for the pentagram map. The zero set of R(λ, k) = 0 is an
algebraic curve in C2 . A standard procedure (of adding the infinite points and normal-
ization with a few blow-ups) makes it into a compact Riemann surface, which we call
123
1030 B. Khesin, F. Soloviev
the spectral curve and denote by . In this section we explore some of the properties
of the spectral curve and, in particular, find its genus.
i.e., using the Lax function in the (a, b, c)-coordinates from Theorem 6.1. The spectral
curve is the normalization of the compactification of the curve R(λ, k) = 0.
We define the integrals of motion I j , J j , G j , 0 ≤ j ≤ q = n/2, as the coeffi-
cients of the expansion
⎛ ⎞ ⎛ ⎞
q
q
R(λ, k) = k 4 − k 3 ⎝ G j λ j−n ⎠ + k 2 ⎝ J j λ j−q−n ⎠
j=0 j=0
⎛ ⎞
q
−k ⎝ I j λ j−2n ⎠ + λ−2n = 0.
j=0
n−1 −1/4
n−1
I0 = ai = xi2 yi z i .
i=0 i=0
Definition 6.6 For any n (either even or odd), the spectral function is
and the monodromy operator T̃i,t (λ) is defined using the Lax function L̃ i,t (λ) from
Theorem 6.3.
Theorem 6.7 For generic values of the integrals of motion I j , J j , G j , the genus g of
the spectral curve is g = 3q for odd n and g = 3q − 3 for even n, where q = n/2.
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Integrability of higher pentagram maps 1031
Lemma 6.8 If n is even, the equation R(λ, k) = 0 has 4 formal series solutions at
λ = 0:
1 I1
O1 : k1 = − 2 λ + O(λ2 ),
I0 I0
k∗ 1
O2,3 : k2,3 = q + O , where k∗ satisfies G 0 k∗2 − J0 k∗ + I0 = 0,
λ λq−1
G0 G1 G2
O4 : k4 = n + n−1 + n−2 + O(λ3−n ),
λ λ λ
and 4 solutions at λ = ∞:
k∞ 1
W1,2,3,4 : k1,2,3,4 = + O ,
λq λq+1
4
where k∞ − G q k∞
3
+ Jq k∞
2
− Iq k∞ + 1 = 0.
1 I1
O1 : k1 = − 2 λ + O(λ2 ),
I0 I
√ 0
−I0 /G 0 J0 1
O2 : k2,3 = ± + + O ,
λn/2 2G 0 λ(n−1)/2 λ(n−2)/2
G0 G1 G2
O3 : k4 = n + n−1 + n−2 + O(λ3−n ),
λ λ λ
and 4 solutions at λ = ∞:
k∞ 1
W1,2 : k1,2,3,4 = n/2 + O , where k∞
4
+ Jq k∞
2
+ 1 = 0.
λ λ(n+1)/2
123
1032 B. Khesin, F. Soloviev
and it has zeroes of total order 6n at z = ∞. Indeed, substitute the local series from
Lemma 6.8 to the expression for ∂k R(λ, k). (E.g., for n = 2q at O4 one has k ∼ λ−n .
The leading terms of ∂k R(λ, k) for the pole at λ = 0 are k 3 , k 2 λ−n , kλ−q−n , λ−2n .
The first two terms, being of order λ−3n , dominate and give the pole order of 3n = 6q.)
The corresponding orders of the poles and zeroes of ∂k R(λ, k) on are summarized
as follows:
O1 4q W1 3q O1 2n W1 3n
O2 4q W2 3q O2 4n W2 3n
O3 4q W3 3q O3 3n
O4 6q W4 3q
123
Integrability of higher pentagram maps 1033
n−1
I0 = a j , Iq = Iˆ1 , Ii = Iˆn−2i ,
j=0
n−1
G0 = c j , G q = Ĝ 1 , G i = Ĝ n−2i .
j=0
Remark 6.12 We use the Lax function L̃ i,t and the monodromy operator T̃i,t in the
above definition to allow for both even and odd n. In the case of odd n one can instead
employ the Lax function L i,t and the monodromy operator Ti,t , while all the statements
and proofs below remain valid.
Proof The proof of the fact that the function ψ̄i,t is meromorphic on the spectral curve
, as well as that its number of poles is deg Di,t = ν/2, is identical to the proof of
Proposition 3.4 in [15]. The number ν of the branch points of is different: in Theorem
6.7 we found that 2 − 2g = 8 − ν, where g is the genus of the spectral curve. This
implies the required expression: deg Di,t = g + 3.
123
1034 B. Khesin, F. Soloviev
Definition 6.14 Let J () be the Jacobian of the spectral curve , and [D0,0 ] is the
equivalence class of the divisor D0,0 , the pole divisor of ψ0,0 , under the Abel map.
The pair consisting of the spectral curve (with marked points Oi and Wi ) and a point
[D0,0 ] ∈ J () is called the spectral data. The spectral map S associates to a given
generic twisted n-gon in CP3 its spectral data (, [D0,0 ]).
Theorem 6.15 For any n, the spectral map S defines a bijection between a Zariski
open subset of the space Pn = {(xi , yi , z i ), 0 ≤ i ≤ n − 1} and a Zariski open subset
of the spectral data.
Corollary 6.16 For odd n, the spectral map S defines a bijection between a Zariski
open subset of the space Pn C3n = {(ai , bi , ci ), 0 ≤ i ≤ n − 1} and a Zariski
open subset of the spectral data.
Proof of Corollary 6.16 The statement follows from Theorem 6.15 and Definition 5.5
relating the coordinates (xi , yi , z i ) and (ai , bi , ci ) for odd n.
The proof of Theorem 6.15 is based on Proposition 6.17 (which completes the con-
struction of the direct spectral map) and Proposition 6.18 (an independent construction
of the inverse spectral map), which are also used below to describe the corresponding
pentagram dynamics. It will be convenient to introduce the following notation for
divisors: O pq := O p + Oq and W pq := W p + Wq (e.g., O12 := O1 + O2 ).
Proposition 6.17 The divisors of the coordinate functions ψi,t,1 , . . . , ψi,t,4 for 0 ≤
i ≤ n − 1 and any integer t satisfy the following inequalities, provided that their
divisors remain non-special up to time t:
For odd n one has
• (ψi,t,1 ) ≥ −D + O2 − i O23 + (i + 1)W12 − t (W12 − O13 );
• (ψi,t,2 ) ≥ −D + (1 − i)O23 + i W12 − t (W12 − O13 );
• (ψi,t,3 ) ≥ −D − i O23 + (i + 1)W12 − t (W12 − O13 );
• (ψi,t,4 ) ≥ −D + O2 + (1 − i)O23 + i W12 − t (W12 − O13 );
For even n one has
• (ψi,t,1 ) ≥ −D + O2 + i−t+2
2 W12 + 2 W34 − 2 O24 − 2 O34 + t O14 ;
i−t+1 i+1 i
• (ψi,t,3 ) ≥ −D + i−t+2
2 W12 + 2 W34 − 2 O34 − 2 O24 + t O14 ;
i−t+1 i+1 i
123
Integrability of higher pentagram maps 1035
Proposition 6.18 For any n, given a generic spectral curve with marked points and
a generic divisor D of degree g + 3 one can recover a sequence of matrices
⎛ ⎞−1
0 0 0 −1
⎜λxi yi 0 0 1⎟
⎜
L̃ i,t (λ) = ⎝ ⎟ ,
0 zi 0 1⎠
0 0 λxi 1
Theorem 6.19 The equivalence class [Di,t ] ∈ J () of the pole divisor Di,t of ψ̄i,t
has the following time evolution:
• when n is odd,
• when n is even,
i +1 i i −t +1
[Di,t ] = D0,0 − t O14 + O3 + O2 + i O4 −
2 2 2
i −t
W12 − W34 .
2
where deg Di,t = g + 3 and x is the floor function of x, and provided that spectral
data remains generic up to time t.
For an odd n this discrete time evolution in J () takes place along a straight line,
whereas for an even n the evolution goes along a “staircase” (i.e., its square goes
along a straight line).
123
1036 B. Khesin, F. Soloviev
Proof The vector functions ψi,t with i, t = 0 are not normalized. The normalized
4
vectors are equal to ψ̄i,t = ψi,t / f i,t , where f i,t = j=1 ψi,t, j . Proposition 6.17
implies that the divisor of each function f i,t is:
• for odd n,
• for even n,
i +1 i i −t +1
( f i,t ) = Di,t − D0,0 + t O14 − O3 − O2 − i O4 +
2 2 2
i −t
W12 + W34 .
2
Since the divisor of any meromorphic function is equivalent to zero, the result of the
theorem follows. The staircase dynamics is related to alternating jumps in the terms
(i − t + 1)/2 and (i − t)/2 as t increases over integers.
Note that although the pentagram map preserves the spectral curve, it exchanges
the marked points. The “staircase” dynamics on the Jacobian appears after the iden-
tification of curves with different marking. One cannot observe this dynamics in the
space of twisted polygons Pn , before the application of the spectral map.
123
Integrability of higher pentagram maps 1037
The algebraic conditions implying that (1, ±1) is a quadruple point are:
• R(1, ±1) = 0,
• ∂k R(1, ±1) = ∂λ R(1, ±1) = 0,
• ∂k2 R(1, ±1) = ∂λ2 R(1, ±1) = ∂kλ
2 R(1, ±1) = 0,
However, the function R(λ, k) is special at the points (1, ±1), because the following
relation holds:
1 1
R(1, ±1) = ±∂k R(1, ±1) − ∂k2 R(1, ±1) ± ∂k3 R(1, ±1).
2 6
Consequently, the above 10 conditions are equivalent to only 9 independent linear
equations on I j , J j , G j , 0 ≤ j ≤ q.
The proofs of Theorems 6.15 and 6.19 apply, mutatis mutandis, to the periodic
case. To define the Zariski open set of spectral data for closed polygons, we confine
to spectral functions that can be singular only at the point (λ, k) = (1, 1) or (1, −1)
in addition to singularities at Oi and Wi and use the same restrictions on divisors D
as in the proof of Theorem 6.15.
In the periodic case we also have to adjust the count of the number ν of branch
points of and the corresponding calculation for the genus g of , cf. Theorem 6.13.
Namely, as before, the function ∂k R(λ, k) has poles of total order 9n over λ = 0,
and zeroes of total order 6n over λ = ∞. Now since R(λ, k) has a quadruple point
(1, ±1), ∂k R(λ, k) has a triple zero at (1, ±1). But λ = 1 is not a branch point of .
Consequently, ∂k R(λ, k) has triple zeroes on 4 sheets of over λ = 1. The Riemann-
Hurwitz formula is 2 − 2g = 8 − ν, where the number of branch points for even n is
ν = 9n − 6n − 12 = 3n − 12, while for odd n it is ν = 9n − 6n − 12 + 3 = 3n − 9.
Therefore, we have g = 3q − 9 for even n, and g = 3q − 6 for odd n.
It was proved in [15] that in the 2D case an invariant symplectic structure on the space of
twisted polygons Pn provided by Krichever–Phong’s universal formula [5,6] coincides
with the inverse of the invariant Poisson structure found in [11] when restricted to the
symplectic leaves. We show that in 3D the same formula also provides an invariant
symplectic structure defined on leaves described below. While we do not compute
the symplectic structure explicitly in the coordinates (ai , bi , ci ) or (xi , yi , z i ) due to
complexity of the formulas, the proofs are universal and applicable in the higher-
dimensional case of CPd as well. Finding an explicit expression of the symplectic
structure or of the corresponding Poisson structure is still an open problem.
Definition 7.2 [5,6] Krichever–Phong’s universal formula defines a pre-symplectic
form on the space of Lax operators, i.e., on the space Pn . It is given by the expression:
1 dλ
ω=− res Tr 0−1 T̃0−1 δ T̃0 ∧ δ0 .
2 λ
λ=0,∞
123
1038 B. Khesin, F. Soloviev
The matrix 0 := 0,t (λ) is composed of the eigenvectors ψ0,t on different sheets of
over the λ-plane, and it diagonalizes the monodromy matrix T̃0 := T̃0,t (λ). (In this
definition we drop the index t, because all variables correspond to the same moment
of time.)
The leaves of the 2-form ω are defined as submanifolds of Pn , where the expression
δ ln k (dλ/λ) is holomorphic. The latter expression is considered as a 1-form on the
spectral curve .
Proposition 7.3 For even n the leaves are singled out by 6 conditions:
δ I0 = δ Iq = δG 0 = δG q = δ J0 = δ Jq = 0;
δG 0 = δ I0 = δ Jq = 0.
Proof These conditions follow immediately from the definition of the leaves and
Lemma 6.8. For example, at the point O1 we have
dλ 1 δ I0
δ ln k1 = + O(1) dλ.
λ λ I0
dλ
g
δ ln k = δUi dωi , (10)
λ
i=1
where g is the genus of . The coefficients Ui can be found by integrating the last
expression over the basis cycles ai of H1 ():
dλ
Ui = ln k .
ai λ
123
Integrability of higher pentagram maps 1039
g+3
ω= δ ln k( pi ) ∧ δ ln λ( pi ),
i=1
where
g+3
ps
ϕi = dωi
s=1
are coordinates on the Jacobian J (). The variables Ui and ϕi are natural Darboux
coordinates for ω, which also turn out to be action-angle coordinates for the pentagram
map. (The latter follows from the general properties of the Krichever–Phong universal
form for a given Lax representation, cf. [5,6].)
Let us show that the functions Ui are independent. Assume the contrary, then there
exists a vector v on the space Pn , such that δUi (v) = 0 for all i. Then it follows
from (10) that ∂v k ≡ 0. After applying the operator ∂v to R(λ, k), we conclude that k
satisfies an algebraic equation of degree 3, which is impossible, since is a fourfold
cover of the λ-plane.
Remark 7.6 In more details, there are the following two cases:
• even n = 2q. The dimension of the space Pn is 6q. The codimension of the leaves
is 6. Therefore, the dimension of the leaves matches the doubled dimension of the
tori: 2g = 6q − 6.
• odd n = 2q + 1. The dimension of the space Pn is 6q + 3. The codimension of
the leaves is 3. Again, the dimension of the leaves matches the doubled dimension
of the tori: 2g = 6q.
The algebraic-geometric integrability in the complex case implies Arnold-Liouville
integrability in the real one. Indeed, the pre-symplectic form depends on entries of
the monodromy matrix in a rational way, since it is independent of the permutation of
sheets of the spectral curve . Therefore, its restriction to the space of the real n-gons
provides a real pre-symplectic structure. One obtains invariant Poisson brackets on the
space of polygons Pn by inverting the real symplectic structure on the leaves, while
employing invariants of Proposition 7.3 as the corresponding Casimirs.
Problem 7.7 Find an explicit formula for an invariant Poisson structure with the
above symplectic leaves.
123
1040 B. Khesin, F. Soloviev
The origin of the integrability of the pentagram map is the presence of its scaling
invariance. Assume that gcd(n, d + 1) = 1. The difference equation (1)
where stands for the first index, which is irrelevant for the scaling (Lemma 5.3 proves
the case d = 3).
We call this Proposition–conjecture because the proof of an analog of Lemma 5.4
(for the map β) in higher dimensions is computer assisted. One verifies that for a
given dimension d the coefficients consist of the terms that are consistent with the
scaling.
We obtained explicit formulas, and hence a direct (theoretical) proof of the scaling
invariance for the pentagram maps up to dimension d ≤ 6. This bound is related to
computing powers to produce explicit formulas and might be extended. However, we
have no general purely theoretical proof valid for all d and it would be very interesting
to find it.
4 We thank G. Mari-Beffa for correcting an error in the scaling for even d in the first version of this
manuscript, as well as in the short version [16]. This error related to numerics with a different choice of
vertices for the diagonal planes leads to another system, different from T p,r , which also turns out to be
integrable and will be discussed elsewhere.
123
Integrability of higher pentagram maps 1041
Problem 8.2 Find a general proof of the scaling invariance of the pentagram map in
any dimension d.
Theorem 8.3 The scale-invariant pentagram map on twisted n-gons in any dimension
d is a completely integrable system. It is described by the Lax matrix
⎛ ⎞
0 0 · · · 0 (−1)d
⎜ a j,1 ⎟
⎜ ⎟
L −1 (λ) = ⎜ a ⎟
j,2 ⎟ ,
j ⎜ D(λ)
⎝ ··· ⎠
a j,d
where G(x) satisfies the differential equation (2) with a differential operator L of the
form (5). Using the Taylor expansion for G(x + j ) and the expansion a j (x, ) =
a 0j (x) + a 1j (x) + · · · , we obtain expressions of aki in terms of the coefficients of L,
i.e., in terms of functions u j (x) and their derivatives. We find that the terms ak0 are
constant, ak1 = 0 for all k, while aki for i ≥ 2 are linear in u d−i+1 and differential
polynomials in the preceding coefficients u d−1 , . . . , u d−i+2 .
123
1042 B. Khesin, F. Soloviev
Note that the spectral shift commutes with the KdV flows. Indeed, d/dt (L + λ) =
d/dt L = [Q 2 , L] = [Q 2 , L + λ], since Q 2 (L) := ∂ 2 + d+1
2
u d−1 = Q 2 (L + λ) for
operators L of degree d + 1 ≥ 3. Equivalently, the pentagram map commutes with
the scaling transformations in the continuous limit.
Acknowledgments We are grateful to M. Gekhtman and S. Tabachnikov for useful discussions. B.K. was
partially supported by the Simonyi Fund and an NSERC research grant.
with periodic coefficients u(x), v(x), w(x). To find the continuous limit, we fix and
consider a plane P (x) passing through the three points G(x − ), G(x), G(x + )
on this curve. We are looking for an equation of the envelope curve L (x) for these
planes.
This envelope curve L (x) satisfies the following system of equations:
2 u
L (x) = G(x) + G (x) + G(x) + O( 4 ) (11)
6 2
123
Integrability of higher pentagram maps 1043
2
u =u+ (v − u ) + O( 4 ),
3
2
v =v+ (2w + v − uu − 2u ) + O( 4 ),
6
2
w =w+ (2w − uu − vu − u ) + O( 4 ).
12
⎧
⎨ u̇ = 2v − 2u ,
L̇ = [Q 2 , L] ⇔ v̇ = v + 2w − uu − 2u ,
⎩
ẇ = w − 21 vu − 21 uu − 21 u ,
Remark 9.1 A different choice of the points defining the plane P (x) on the original
curve leads to the same continuous limit. For instance, the choice of G(x −3 ), G(x +
), G(x + 2 ) results in the same expression for L (x), where in (11) instead of the
coefficient 2 /6 one has 7 2 /6. This leads to the same evolution of the curve G with
a different time parameterization, cf. Remark 4.4.
Recall that in the continuous limit for the pentagram map in RPd the envelope for
osculating planes moves according to the (2, d + 1)-KdV equation (Theorem 4.5).
This evolution is defined by the 2 -term of the expansion of the function L (x).
The same proof works in the following more general setting. Let L be a differential
operator (5) of order d + 1 and G a non-degenerate curve defined by its solutions:
LG = 0.
Proposition 10.1 Assume that the curve G evolves according to the law Ġ = Q m G,
where Q m := (L m/(d+1) )+ is the differential part of the mth power of the operator
Q = L 1/(d+1) . Then this evolution defines the equation L̇ = [Q m , L], which is the
(m, d + 1)-equation in the corresponding KdV hierarchy of L.
Furthermore, one can define the simultaneous evolution of all terms in the
-expansion of L (x) using the following construction. For the pseudodifferential
2
operator Q := L 1/(d+1) consider the formal series exp( Q) := 1 + Q + 2 Q 2 + · · ·
and take its differential part:
123
1044 B. Khesin, F. Soloviev
2 2 ∞
m
(exp( Q))+ = 1 + Q + Q + ···
2
= 1 + Q1 + Q2 + · · · = Qm .
2 + 2 m!
0
For each power of this is a multiple of the differential operator Q m , which is the
differential part of the mth power Q m of the operator Q = L 1/(d+1) .
Corollary 10.2 The formal evolution equation Ġ = (exp( Q))+ G corresponds to
the full KdV hierarchy L̇ = [(exp( Q))+ , L], where the operator L is of order d + 1
and the (m, d + 1)-equation corresponds to the power m .
A natural question is which equations of this hierarchy actually appear as the evo-
lution of the envelope L (x). Recall that only even powers of arise in the expansion
of the function L (x) for the continuous limit of the pentagram map. The 2 -term
gives the (2, d + 1)-KdV equation. It turns out that the 4 -term in the continuous limit
of the 2D pentagram map results in the equation very similar to the (4, 3)-equation
in the KdV hierarchy (which is a higher-order Boussinesq equation). Although the
numerical coefficients in these differential equations are different, one may hope to
obtain the exact equations of the KdV hierarchy for different m by using an appropriate
rescaling. This allows one to formulate
Problem 10.3 Do higher (m, d + 1)-KdV flows appear as the m -terms in the expan-
sion of the envelope L (x) for the continuous limit of the pentagram map for any even
m > 2?
In this appendix we sketch the proof of Proposition 6.17 and prove Proposition 6.18,
which allows one to reconstruct the L-matrix from spectral data, and hence complete
the proof of Theorem 6.15 on the spectral map.
Proposition 11.1 (= Proposition 6.18) For any n, given a generic spectral curve with
marked points and a generic divisor D of degree g + 3 one can recover a sequence of
matrices
⎛ ⎞−1
0 0 0 −1
⎜λxi yi 0 0 1⎟
L̃ i,t (λ) = ⎜
⎝ 0
⎟ ,
zi 0 1⎠
0 0 λxi 1
123
Integrability of higher pentagram maps 1045
and ψi,4 belong to the same subspaces. We pick the pairs of functions ψi,1 , ψi,3
and ψi,2 , ψi,4 to be linearly independent. Observe that any sets of functions
ψi,1 , . . . , ψi,4 satisfying Proposition 6.17 are related by gauge transformations
ψi → gi−1 ψi , where
⎛ ⎞
Ai 0 0 0
⎜0 Bi 0 Ei ⎟
gi = ⎜
⎝ Fi
⎟ , gi = gi+n ,
0 Ci 0⎠
0 0 0 Di
⎛ ⎞−1
0 0 0 ti,1
⎜λti,5 0 λti,6 ti,2 ⎟
L i (λ) = ⎜
⎝ 0
⎟ .
ti,7 0 ti,3 ⎠
λti,8 0 λti,9 ti,4
3. One can check that there exists the unique choice of the matrices gi , 0 ≤ i ≤ n−1,
such that the equality L i (λ) = gi+1 L i (λ)gi−1 is possible. The latter is equivalent
to the following system of equations (0 ≤ i ≤ n − 1):
These equations decouple and may be solved explicitly. One only needs to check
D ti,4
the solvability of n equations Dii+1 = 1, 0 ≤ i ≤ n − 1, for n variables Di , 0 ≤
"n−1
i ≤ n − 1. A non-trivial solution exists provided that i=0 ti,4 = 1. It depends
on an arbitrary constant, which corresponds to multiplication of all matrices gi by
the same number and does not affect the Lax matrices. One can check that
ψi+1,4 (O1 )
n−1
ψn,4 (O1 )
ti,4 = and ti,4 = = I0 k(O1 ).
ψi,4 (O1 ) ψ0,4 (O1 )
i=0
By using Lemma 6.8 we find the value k(O1 ) = 1/I0 as required. Now the
remaining variables Ai , Bi , Ci , E i , Fi , 0 ≤ i ≤ n − 1, are uniquely determined.
123
1046 B. Khesin, F. Soloviev
Corollary 11.2 For odd n, given a generic spectral curve with marked points and a
generic divisor D one can recover a sequence of matrices
⎛ ⎞−1
0 0 0 −1
⎜λ 0 0 cj ⎟
L i,t (λ) = ⎜
⎝0
⎟
1 0 bj ⎠
0 0 λ aj
• (ψi,t,3 ) ≥ −D + i−t+2
2 W12 + 2 W34 − 2 O34 − 2 O24 + t O14 ;
i−t+1 i+1 i
and ψ2,0 = L 1,0 L 0,0 ψ0,0 , generically one has ψ2,0 = (O(1), O(1), O(1/λ), O(1))T
at O2 .
By definition, the normalized vectors are ψ̄i,t = f i,t ψi,t . Using a cyclic permuta-
tion, we find that ψ̄2k,0 = (O(λ), O(λ), 1 + O(λ), O(λ))T and that f 2,0 (λ) = O(λ)
123
Integrability of higher pentagram maps 1047
at O2 . Using the permutation argument again, we derive that fi+2,0 (λ)/ f i,0 (λ) = O(λ)
at O2 for even i. Therefore, one has f 2k,0 (λ) = O(λk ) at O2 . Now the required
multiplicities for the vector ψ2k,0 at O2 follow. Furthermore, since ψ2k+1,0 =
L 2k ψ2k,0 , one can check that generically f 2k+1,0 (λ)/ f 2k,0 (λ) = O(1) and ψ̄2k+1,0 =
(O(1), O(λ), O(1), O(1))T at the point O2 . This establishes also the multiplicities
for the vector ψ2k+1,0 at O2 .
Having proved the proposition for t = 0, one can prove it for t > 0 by using the
formula ψi,t+1 = P̃i,t ψi,t . Note that it suffices to study the cases t = 0 and t = 1 only.
Consider, for example, the multiplicity of the function ψi,1,1 at the point O2 . Since
ψi,1,1 = (ψi,0,2 − ψi,0,4 )/(xi (1 + yi + z i+1 )), one can check that the multiplicity of
the right-hand side at O2 is 1 − k for i = 2k and it is equal to −k for i = 2k + 1,
i.e., ψi,1,1 and ψi,0,1 have the same multiplicities at O2 . Other cases are treated in a
similar way.
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