A τ {\displaystyle \tau } -function of isospectral type is defined as a solution of the Hirota bilinear equations (see § Hirota bilinear residue relation for KP tau functions below), from which the linear operator undergoing isospectral evolution can be uniquely reconstructed. Geometrically, in the Sato14 and Segal-Wilson15 sense, it is the value of the determinant of a Fredholm integral operator, interpreted as the orthogonal projection of an element of a suitably defined (infinite dimensional) Grassmann manifold onto the origin, as that element evolves under the linear exponential action of a maximal abelian subgroup of the general linear group. It typically arises as a partition function, in the sense of statistical mechanics, many-body quantum mechanics or quantum field theory, as the underlying measure undergoes a linear exponential deformation.
Isomonodromic τ {\displaystyle \tau } -functions for linear systems of Fuchsian type are defined below in § Fuchsian isomonodromic systems. Schlesinger equations. For the more general case of linear ordinary differential equations with rational coefficients, including irregular singularities, they are developed in reference.16
A KP (Kadomtsev–Petviashvili) τ {\displaystyle \tau } -function τ ( t ) {\displaystyle \tau (\mathbf {t} )} is a function of an infinite collection t = ( t 1 , t 2 , … ) {\displaystyle \mathbf {t} =(t_{1},t_{2},\dots )} of variables (called KP flow variables) that satisfies the bilinear formal residue equation
identically in the δ t j {\displaystyle \delta t_{j}} variables, where r e s z = 0 {\displaystyle \mathrm {res} _{z=0}} is the z − 1 {\displaystyle z^{-1}} coefficient in the formal Laurent expansion resulting from expanding all factors as Laurent series in z {\displaystyle z} , and
As explained below in the section § Formal Baker-Akhiezer function and the KP hierarchy, every such τ {\displaystyle \tau } -function determines a set of solutions to the equations of the KP hierarchy.
If τ ( t 1 , t 2 , t 3 , … … ) {\displaystyle \tau (t_{1},t_{2},t_{3},\dots \dots )} is a KP τ {\displaystyle \tau } -function satisfying the Hirota residue equation (1) and we identify the first three flow variables as
it follows that the function
satisfies the 2 {\displaystyle 2} (spatial) + 1 {\displaystyle +1} (time) dimensional nonlinear partial differential equation
known as the Kadomtsev-Petviashvili (KP) equation. This equation plays a prominent role in plasma physics and in shallow water ocean waves.
Taking further logarithmic derivatives of τ ( t 1 , t 2 , t 3 , … … ) {\displaystyle \tau (t_{1},t_{2},t_{3},\dots \dots )} gives an infinite sequence of functions that satisfy further systems of nonlinear autonomous PDE's, each involving partial derivatives of finite order with respect to a finite number of the KP flow parameters t = ( t 1 , t 2 , … ) {\displaystyle {\bf {t}}=(t_{1},t_{2},\dots )} . These are collectively known as the KP hierarchy.
If we define the (formal) Baker-Akhiezer function ψ ( z , t ) {\displaystyle \psi (z,\mathbf {t} )} by Sato's formula1718
and expand it as a formal series in the powers of the variable z {\displaystyle z}
this satisfies an infinite sequence of compatible evolution equations
where D i {\displaystyle {\mathcal {D}}_{i}} is a linear ordinary differential operator of degree i {\displaystyle i} in the variable x := t 1 {\displaystyle x:=t_{1}} , with coefficients that are functions of the flow variables t = ( t 1 , t 2 , … ) {\displaystyle \mathbf {t} =(t_{1},t_{2},\dots )} , defined as follows
where L {\displaystyle {\mathcal {L}}} is the formal pseudo-differential operator
with ∂ := ∂ ∂ x {\displaystyle \partial :={\frac {\partial }{\partial x}}} ,
is the wave operator and ( L i ) + {\displaystyle {\big (}{\mathcal {L}}^{i}{\big )}_{+}} denotes the projection to the part of L i {\displaystyle {\mathcal {L}}^{i}} containing purely non-negative powers of ∂ {\displaystyle \partial } ; i.e. the differential operator part of L i {\displaystyle {\mathcal {L}}^{i}} .
The pseudodifferential operator L {\displaystyle {\mathcal {L}}} satisfies the infinite system of isospectral deformation equations
and the compatibility conditions for both the system (3) and (4) are
This is a compatible infinite system of nonlinear partial differential equations, known as the KP (Kadomtsev-Petviashvili) hierarchy, for the functions { u j ( t ) } j ∈ N {\displaystyle \{u_{j}(\mathbf {t} )\}_{j\in \mathbf {N} }} , with respect to the set t = ( t 1 , t 2 , … ) {\displaystyle \mathbf {t} =(t_{1},t_{2},\dots )} of independent variables, each of which contains only a finite number of u j {\displaystyle u_{j}} 's, and derivatives only with respect to the three independent variables ( x , t i , t j ) {\displaystyle (x,t_{i},t_{j})} . The first nontrivial case of these is the Kadomtsev-Petviashvili equation (2).
Thus, every KP τ {\displaystyle \tau } -function provides a solution, at least in the formal sense, of this infinite system of nonlinear partial differential equations.
Consider the overdetermined system of first order matrix partial differential equations
where { N i } i = 1 , … , n {\displaystyle \{N_{i}\}_{i=1,\dots ,n}} are a set of n {\displaystyle n} r × r {\displaystyle r\times r} traceless matrices, { α i } i = 1 , … , n {\displaystyle \{\alpha _{i}\}_{i=1,\dots ,n}} a set of n {\displaystyle n} complex parameters, z {\displaystyle z} a complex variable, and Ψ ( z , α 1 , … , α m ) {\displaystyle \Psi (z,\alpha _{1},\dots ,\alpha _{m})} is an invertible r × r {\displaystyle r\times r} matrix valued function of z {\displaystyle z} and { α i } i = 1 , … , n {\displaystyle \{\alpha _{i}\}_{i=1,\dots ,n}} . These are the necessary and sufficient conditions for the based monodromy representation of the fundamental group π 1 ( P 1 ∖ { α i } i = 1 , … , n ) {\displaystyle \pi _{1}({\bf {P}}^{1}\backslash \{\alpha _{i}\}_{i=1,\dots ,n})} of the Riemann sphere punctured at the points { α i } i = 1 , … , n {\displaystyle \{\alpha _{i}\}_{i=1,\dots ,n}} corresponding to the rational covariant derivative operator
to be independent of the parameters { α i } i = 1 , … , n {\displaystyle \{\alpha _{i}\}_{i=1,\dots ,n}} ; i.e. that changes in these parameters induce an isomonodromic deformation. The compatibility conditions for this system are the Schlesinger equations19
Defining n {\displaystyle n} functions
the Schlesinger equations (8) imply that the differential form
on the space of parameters is closed:
and hence, locally exact. Therefore, at least locally, there exists a function τ ( α 1 , … , α n ) {\displaystyle \tau (\alpha _{1},\dots ,\alpha _{n})} of the parameters, defined within a multiplicative constant, such that
The function τ ( α 1 , … , α n ) {\displaystyle \tau (\alpha _{1},\dots ,\alpha _{n})} is called the isomonodromic τ {\displaystyle \tau } -function associated to the fundamental solution Ψ {\displaystyle \Psi } of the system (6), (7).
Defining the Lie Poisson brackets on the space of n {\displaystyle n} -tuples { N i } i = 1 , … , n {\displaystyle \{N_{i}\}_{i=1,\dots ,n}} of r × r {\displaystyle r\times r} matrices:
and viewing the n {\displaystyle n} functions { H i } i = 1 , … , n {\displaystyle \{H_{i}\}_{i=1,\dots ,n}} defined in (9) as Hamiltonian functions on this Poisson space, the Schlesinger equations (8) may be expressed in Hamiltonian form as 20 21
for any differentiable function f ( N 1 , … , N n ) {\displaystyle f(N_{1},\dots ,N_{n})} .
The simplest nontrivial case of the Schlesinger equations is when r = 2 {\displaystyle r=2} and n = 3 {\displaystyle n=3} . By applying a Möbius transformation to the variable z {\displaystyle z} , two of the finite poles may be chosen to be at 0 {\displaystyle 0} and 1 {\displaystyle 1} , and the third viewed as the independent variable. Setting the sum ∑ i = 1 3 N i {\displaystyle \sum _{i=1}^{3}N_{i}} of the matrices appearing in (6), which is an invariant of the Schlesinger equations, equal to a constant, and quotienting by its stabilizer under G l ( 2 ) {\displaystyle Gl(2)} conjugation, we obtain a system equivalent to the most generic case P V I {\displaystyle P_{VI}} of the six Painlevé transcendent equations, for which many detailed classes of explicit solutions are known.222324
For non-Fuchsian systems, with higher order poles, the generalized monodromy data include Stokes matrices and connection matrices, and there are further isomonodromic deformation parameters associated with the local asymptotics, but the isomonodromic τ {\displaystyle \tau } -functions may be defined in a similar way, using differentials on the extended parameter space.25 There is similarly a Poisson bracket structure on the space of rational matrix valued functions of the spectral parameter z {\displaystyle z} and corresponding spectral invariant Hamiltonians that generate the isomonodromic deformation dynamics.2627
Taking all possible confluences of the poles appearing in (6) for the r = 2 {\displaystyle r=2} and n = 3 {\displaystyle n=3} case, including the one at z = ∞ {\displaystyle z=\infty } , and making the corresponding reductions, we obtain all other instances P I ⋯ P V {\displaystyle P_{I}\cdots P_{V}} of the Painlevé transcendents, for which numerous special solutions are also known.2829
The fermionic Fock space F {\displaystyle {\mathcal {F}}} , is a semi-infinite exterior product space 30
defined on a (separable) Hilbert space H {\displaystyle {\mathcal {H}}} with basis elements { e i } i ∈ Z {\displaystyle \{e_{i}\}_{i\in \mathbf {Z} }} and dual basis elements { e i } i ∈ Z {\displaystyle \{e^{i}\}_{i\in \mathbf {Z} }} for H ∗ {\displaystyle {\mathcal {H}}^{*}} .
The free fermionic creation and annihilation operators { ψ j , ψ j † } j ∈ Z {\displaystyle \{\psi _{j},\psi _{j}^{\dagger }\}_{j\in \mathbf {Z} }} act as endomorphisms on F {\displaystyle {\mathcal {F}}} via exterior and interior multiplication by the basis elements
and satisfy the canonical anti-commutation relations
These generate the standard fermionic representation of the Clifford algebra on the direct sum H + H ∗ {\displaystyle {\mathcal {H}}+{\mathcal {H}}^{*}} , corresponding to the scalar product
with the Fock space F {\displaystyle {\mathcal {F}}} as irreducible module. Denote the vacuum state, in the zero fermionic charge sector F 0 {\displaystyle {\mathcal {F}}_{0}} , as
which corresponds to the Dirac sea of states along the real integer lattice in which all negative integer locations are occupied and all non-negative ones are empty.
This is annihilated by the following operators
The dual fermionic Fock space vacuum state, denoted ⟨ 0 | {\displaystyle \langle 0|} , is annihilated by the adjoint operators, acting to the left
Normal ordering : L 1 , ⋯ L m : {\displaystyle :L_{1},\cdots L_{m}:} of a product of linear operators (i.e., finite or infinite linear combinations of creation and annihilation operators) is defined so that its vacuum expectation value (VEV) vanishes
In particular, for a product L 1 L 2 {\displaystyle L_{1}L_{2}} of a pair ( L 1 , L 2 ) {\displaystyle (L_{1},L_{2})} of linear operators, one has
The fermionic charge operator C {\displaystyle C} is defined as
The subspace F n ⊂ F {\displaystyle {\mathcal {F}}_{n}\subset {\mathcal {F}}} is the eigenspace of C {\displaystyle C} consisting of all eigenvectors with eigenvalue n {\displaystyle n}
The standard orthonormal basis { | λ ⟩ } {\displaystyle \{|\lambda \rangle \}} for the zero fermionic charge sector F 0 {\displaystyle {\mathcal {F}}_{0}} is labelled by integer partitions λ = ( λ 1 , … , λ ℓ ( λ ) ) {\displaystyle \lambda =(\lambda _{1},\dots ,\lambda _{\ell (\lambda )})} , where λ 1 ≥ ⋯ ≥ λ ℓ ( λ ) {\displaystyle \lambda _{1}\geq \cdots \geq \lambda _{\ell (\lambda )}} is a weakly decreasing sequence of ℓ ( λ ) {\displaystyle \ell (\lambda )} positive integers, which can equivalently be represented by a Young diagram, as depicted here for the partition ( 5 , 4 , 1 ) {\displaystyle (5,4,1)} .
An alternative notation for a partition λ {\displaystyle \lambda } consists of the Frobenius indices ( α 1 , … α r | β 1 , … β r ) {\displaystyle (\alpha _{1},\dots \alpha _{r}|\beta _{1},\dots \beta _{r})} , where α i {\displaystyle \alpha _{i}} denotes the arm length; i.e. the number λ i − i {\displaystyle \lambda _{i}-i} of boxes in the Young diagram to the right of the i {\displaystyle i} 'th diagonal box, β i {\displaystyle \beta _{i}} denotes the leg length, i.e. the number of boxes in the Young diagram below the i {\displaystyle i} 'th diagonal box, for i = 1 , … , r {\displaystyle i=1,\dots ,r} , where r {\displaystyle r} is the Frobenius rank, which is the number of elements along the principal diagonal.
The basis element | λ ⟩ {\displaystyle |\lambda \rangle } is then given by acting on the vacuum with a product of r {\displaystyle r} pairs of creation and annihilation operators, labelled by the Frobenius indices
The integers { α i } i = 1 , … , r {\displaystyle \{\alpha _{i}\}_{i=1,\dots ,r}} indicate, relative to the Dirac sea, the occupied non-negative sites on the integer lattice while { − β i − 1 } i = 1 , … , r {\displaystyle \{-\beta _{i}-1\}_{i=1,\dots ,r}} indicate the unoccupied negative integer sites. The corresponding diagram, consisting of infinitely many occupied and unoccupied sites on the integer lattice that are a finite perturbation of the Dirac sea are referred to as a Maya diagram.31
The case of the null (emptyset) partition | ∅ ⟩ = | 0 ⟩ {\displaystyle |\emptyset \rangle =|0\rangle } gives the vacuum state, and the dual basis { ⟨ μ | } {\displaystyle \{\langle \mu |\}} is defined by
Any KP τ {\displaystyle \tau } -function can be expressed as a sum
where t = ( t 1 , t 2 , … , … ) {\displaystyle \mathbf {t} =(t_{1},t_{2},\dots ,\dots )} are the KP flow variables, s λ ( t ) {\displaystyle s_{\lambda }(\mathbf {t} )} is the Schur function corresponding to the partition λ {\displaystyle \lambda } , viewed as a function of the normalized power sum variables
in terms of an auxiliary (finite or infinite) sequence of variables x := ( x 1 , … , x N ) {\displaystyle \mathbf {x} :=(x_{1},\dots ,x_{N})} and the constant coefficients π λ ( w ) {\displaystyle \pi _{\lambda }(w)} may be viewed as the Plücker coordinates of an element w ∈ G r H + ( H ) {\displaystyle w\in \mathrm {Gr} _{{\mathcal {H}}_{+}}({\mathcal {H}})} of the infinite dimensional Grassmannian consisting of the orbit, under the action of the general linear group G l ( H ) {\displaystyle \mathrm {Gl} ({\mathcal {H}})} , of the subspace H + = s p a n { e − i } i ∈ N ⊂ H {\displaystyle {\mathcal {H}}_{+}=\mathrm {span} \{e_{-i}\}_{i\in \mathbf {N} }\subset {\mathcal {H}}} of the Hilbert space H {\displaystyle {\mathcal {H}}} .
This corresponds, under the Bose-Fermi correspondence, to a decomposable element
of the Fock space F 0 {\displaystyle {\mathcal {F}}_{0}} which, up to projectivization, is the image of the Grassmannian element w ∈ G r H + ( H ) {\displaystyle w\in \mathrm {Gr} _{{\mathcal {H}}_{+}}({\mathcal {H}})} under the Plücker map
where ( w 1 , w 2 , … ) {\displaystyle (w_{1},w_{2},\dots )} is a basis for the subspace w ⊂ H {\displaystyle w\subset {\mathcal {H}}} and [ ⋯ ] {\displaystyle [\cdots ]} denotes projectivization of an element of F {\displaystyle {\mathcal {F}}} .
The Plücker coordinates { π λ ( w ) } {\displaystyle \{\pi _{\lambda }(w)\}} satisfy an infinite set of bilinear relations, the Plücker relations, defining the image of the Plücker embedding into the projectivization P ( F ) {\displaystyle \mathbf {P} ({\mathcal {F}})} of the fermionic Fock space, which are equivalent to the Hirota bilinear residue relation (1).
If w = g ( H + ) {\displaystyle w=g({\mathcal {H}}_{+})} for a group element g ∈ G l ( H ) {\displaystyle g\in \mathrm {Gl} ({\mathcal {H}})} with fermionic representation g ^ {\displaystyle {\hat {g}}} , then the τ {\displaystyle \tau } -function τ w ( t ) {\displaystyle \tau _{w}(\mathbf {t} )} can be expressed as the fermionic vacuum state expectation value (VEV):
where
is the abelian subgroup of G l ( H ) {\displaystyle \mathrm {Gl} ({\mathcal {H}})} that generates the KP flows, and
are the ""current"" components.
As seen in equation (9), every KP τ {\displaystyle \tau } -function can be represented (at least formally) as a linear combination of Schur functions, in which the coefficients π λ ( w ) {\displaystyle \pi _{\lambda }(w)} satisfy the bilinear set of Plucker relations corresponding to an element w {\displaystyle w} of an infinite (or finite) Grassmann manifold. In fact, the simplest class of (polynomial) tau functions consists of the Schur functions s λ ( t ) {\displaystyle s_{\lambda }(\mathbf {t} )} themselves, which correspond to the special element of the Grassmann manifold whose image under the Plücker map is | λ > {\displaystyle |\lambda >} .
If we choose 3 N {\displaystyle 3N} complex constants { α k , β k , γ k } k = 1 , … , N {\displaystyle \{\alpha _{k},\beta _{k},\gamma _{k}\}_{k=1,\dots ,N}} with α k , β k {\displaystyle \alpha _{k},\beta _{k}} 's all distinct, γ k ≠ 0 {\displaystyle \gamma _{k}\neq 0} , and define the functions
we arrive at the Wronskian determinant formula
which gives the general N {\displaystyle N} -soliton τ {\displaystyle \tau } -function.323334
Let X {\displaystyle X} be a compact Riemann surface of genus g {\displaystyle g} and fix a canonical homology basis a 1 , … , a g , b 1 , … , b g {\displaystyle a_{1},\dots ,a_{g},b_{1},\dots ,b_{g}} of H 1 ( X , Z ) {\displaystyle H_{1}(X,\mathbf {Z} )} with intersection numbers
Let { ω i } i = 1 , … , g {\displaystyle \{\omega _{i}\}_{i=1,\dots ,g}} be a basis for the space H 1 ( X ) {\displaystyle H^{1}(X)} of holomorphic differentials satisfying the standard normalization conditions
where B {\displaystyle B} is the Riemann matrix of periods. The matrix B {\displaystyle B} belongs to the Siegel upper half space
The Riemann θ {\displaystyle \theta } function on C g {\displaystyle \mathbf {C} ^{g}} corresponding to the period matrix B {\displaystyle B} is defined to be
Choose a point p ∞ ∈ X {\displaystyle p_{\infty }\in X} , a local parameter ζ {\displaystyle \zeta } in a neighbourhood of p ∞ {\displaystyle p_{\infty }} with ζ ( p ∞ ) = 0 {\displaystyle \zeta (p_{\infty })=0} and a positive divisor of degree g {\displaystyle g}
For any positive integer k ∈ N + {\displaystyle k\in \mathbf {N} ^{+}} let Ω k {\displaystyle \Omega _{k}} be the unique meromorphic differential of the second kind characterized by the following conditions:
Denote by U k ∈ C g {\displaystyle \mathbf {U} _{k}\in \mathbf {C} ^{g}} the vector of b {\displaystyle b} -cycles of Ω k {\displaystyle \Omega _{k}} :
Denote the image of D {\displaystyle {\mathcal {D}}} under the Abel map A : S g ( X ) → C g {\displaystyle {\mathcal {A}}:{\mathcal {S}}^{g}(X)\to \mathbf {C} ^{g}}
with arbitrary base point p 0 {\displaystyle p_{0}} .
Then the following is a KP τ {\displaystyle \tau } -function:35
Let d μ 0 ( M ) {\displaystyle d\mu _{0}(M)} be the Lebesgue measure on the N 2 {\displaystyle N^{2}} dimensional space H N × N {\displaystyle {\mathbf {H} }^{N\times N}} of N × N {\displaystyle N\times N} complex Hermitian matrices. Let ρ ( M ) {\displaystyle \rho (M)} be a conjugation invariant integrable density function
Define a deformation family of measures
for small t = ( t 1 , t 2 , ⋯ ) {\displaystyle \mathbf {t} =(t_{1},t_{2},\cdots )} and let
be the partition function for this random matrix model.3637 Then τ N , ρ ( t ) {\displaystyle \tau _{N,\rho }(\mathbf {t} )} satisfies the bilinear Hirota residue equation (1), and hence is a τ {\displaystyle \tau } -function of the KP hierarchy.38
Let { r i } i ∈ Z {\displaystyle \{r_{i}\}_{i\in \mathbf {Z} }} be a (doubly) infinite sequence of complex numbers. For any integer partition λ = ( λ 1 , … , λ ℓ ( λ ) ) {\displaystyle \lambda =(\lambda _{1},\dots ,\lambda _{\ell (\lambda )})} define the content product coefficient
where the product is over all pairs ( i , j ) {\displaystyle (i,j)} of positive integers that correspond to boxes of the Young diagram of the partition λ {\displaystyle \lambda } , viewed as positions of matrix elements of the corresponding ℓ ( λ ) × λ 1 {\displaystyle \ell (\lambda )\times \lambda _{1}} matrix. Then, for every pair of infinite sequences t = ( t 1 , t 2 , … ) {\displaystyle \mathbf {t} =(t_{1},t_{2},\dots )} and s = ( s 1 , s 2 , … ) {\displaystyle \mathbf {s} =(s_{1},s_{2},\dots )} of complex variables, viewed as (normalized) power sums t = [ x ] , s = [ y ] {\displaystyle \mathbf {t} =[\mathbf {x} ],\ \mathbf {s} =[\mathbf {y} ]} of the infinite sequence of auxiliary variables
defined by:
the function
is a double KP τ {\displaystyle \tau } -function, both in the t {\displaystyle \mathbf {t} } and the s {\displaystyle \mathbf {s} } variables, known as a τ {\displaystyle \tau } -function of hypergeometric type.39
In particular, choosing
for some small parameter β {\displaystyle \beta } , denoting the corresponding content product coefficient as r λ β {\displaystyle r_{\lambda }^{\beta }} and setting
the resulting τ {\displaystyle \tau } -function can be equivalently expanded as
where { H d ( λ ) } {\displaystyle \{H_{d}(\lambda )\}} are the simple Hurwitz numbers, which are 1 n ! {\displaystyle {\frac {1}{n!}}} times the number of ways in which an element k λ ∈ S n {\displaystyle k_{\lambda }\in {\mathcal {S}}_{n}} of the symmetric group S n {\displaystyle {\mathcal {S}}_{n}} in n = | λ | {\displaystyle n=|\lambda |} elements, with cycle lengths equal to the parts of the partition λ {\displaystyle \lambda } , can be factorized as a product of d {\displaystyle d} 2 {\displaystyle 2} -cycles
and
is the power sum symmetric function. Equation (12) thus shows that the (formal) KP hypergeometric τ {\displaystyle \tau } -function (11) corresponding to the content product coefficients r λ β {\displaystyle r_{\lambda }^{\beta }} is a generating function, in the combinatorial sense, for simple Hurwitz numbers.404142
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