The Riccati and Ermakov-Pinney hierarchies

Abstract

The concept and use of recursion operators is well-established in the study of evolution, in particular nonlinear, equations. We demonstrate the application of the idea of recursion operators to ordinary differential equations. For the purposes of our demonstration we use two equations, one chosen from the class of linearisable hierarchies of evolution equations studied by Euler et al (Stud Appl Math 111 (2003) 315–337) and the other from the class of integrable but nonlinearisible equations studied by Petersson et al (Stud Appl Math 112 (2004) 201–225). We construct the hierarchies for each equation. The symmetry properties of the first hierarchy are considered in some detail. For both hierarchies we apply the singularity analysis. For both we observe intersting behaviour of the resonances for the different possible leading order behaviours. In particular we note the proliferation of subsidiary solutions as one ascends the hierarchy.     

The N = 2 supersymmetric Toda lattice hierarchy

We propose a new integrable N = 2 supersymmetric Toda lattice hierarchy which may be relevant for constructing a supersymmetric one-matrix model. We define its first two Hamiltonian structures, the recursion operator and Lax-pair representation. We provide partial evidence for the existence of an infinite-dimensional N = 2 superalgebra of its flows. We study its bosonic limit and introduce new Lax-pair representations for the bosonic Toda lattice hierarchy. Finally we discuss the relevance this approach for constructing N = 2 supersymmetric generalized Toda lattice hierarchies.     

Constraints and Soliton Solutions for KdV Hierarchy and AKNS Hierarchy

It is well-known that the finite-gap solutions of the KdV equationcan be generated by its recursion operator.We generalize the result to a special form of Lax pair,from which a method to constrain the integrable system to alower-dimensional or fewer variable integrable system is proposed.A direct result is that the n-soliton solutions of the KdV hierarchy can be completely depictedby a series of ordinary differential equations (ODEs), which may be gotten by a simple but unfamiliar Lax pair. Furthermore the AKNS hierarchy is constrained to a series of univariate integrable hierarchies. The key is a special form of Lax pair for the AKNS hierarchy. It is proved that under the constraints all equations of the AKNS hierarchy are linearizable.     

Linear integral transformations and hierarchies of integrable nonlinear evolution equations

Integrable hierarchies of nonlinear evolution equations are investigated on the basis of linear integral equations. These are (Riemann-Hilbert type of) integral transformations which leave invariant an infinite sequence of ordinary differential matrix equations of increasing order in an (indefinite) parameter k. The potential matrices in these equations obey a set of nonlinear recursion relations, leading to a heirarchy of nonlinear partial differential equations. In decreasing order the same equations give rise to a “reciprocal” hierarchy, associated with Heisenberg ferromagnet type of equations.Central in the treatment is an embedding of the hierarchy into an infinite-matrix structure, which is constructed on the basis of the integral equations. In terms of this infinite-matrix structure the equations governing the hierarchies become quite simple. Furthermore, it leads in a straightforward way to various generalizations, such as to other types of linear spectral problems, multicomponent system and lattice equations. Generalizations to equations associated with noncommuting flows follow as a direct consequence of the treatment. Finally, some results on conserved densities and the Hamiltonian structure are briefly discussed.     

Special polynomials associated with some hierarchies

Special polynomials associated with rational solutions of a hierarchy of equations of Painlevé type are introduced. The hierarchy arises by similarity reduction from the Fordy-Gibbons hierarchy of partial differential equations. Some relations for these special polynomials are given. Differential-difference hierarchies for finding special polynomials are presented. These formulae allow us to obtain special polynomials associated with the hierarchy studied. It is shown that rational solutions of members of the Schwarz-Sawada-Kotera, the Schwarz-Kaup-Kupershmidt, the Fordy-Gibbons, the Sawada-Kotera and the Kaup-Kupershmidt hierarchies can be expressed through special polynomials of the hierarchy studied.     

On the integrable hierarchies associated with the N = 2 super Wn algebra

A new Lax operator is proposed from the viewpoint of constructing the integrable hierarchies related with the N = 2 super W_n algebra. It is shown that the Poisson algebra associated to the second Hamiltonian structure for the resulting hierarchy contains the N = 2 super Virasoro algebra as a proper subalgebra. The simplest cases are discussed in detail. In particular, it is proved that the supersymmetric two-boson hierarchy is one of the N = 2 supersymmetric KdV hierarchies. Also, a Lax operator is supplied for one of the N = 2 supersymmetric Boussinesq hierarchies.     

Two new integrable lattice hierarchies associated with a discrete Schrödinger nonisospectral problem and their infinitely many conservation laws

In this Letter, by means of using discrete zero curvature representation and constructing opportune time evolution problems, two new discrete integrable lattice hierarchies with n-dependent coefficients are proposed, which relate to a new discrete Schrödinger nonisospectral operator equation. The relation of the two new lattice hierarchies with the Volterra hierarchy is discussed. It has been shown that one lattice hierarchy is equivalent to the positive Volterra hierarchy with n-dependent coefficients and another lattice hierarchy with isospectral problem is equivalent to the negative Volterra hierarchy. We demonstrate the existence of infinitely many conservation laws for the two lattice hierarchies and give the corresponding conserved densities and the associated fluxes formulaically. Thus their integrability is confirmed.     

Two Hierarchies of New Differential-Difference Equations Related to the Darboux Transformations of the Kaup–Newell Hierarchy

Two hierarchies of new nonlinear differential-difference equations with one continuous variable and one discrete variable are constructed from the Darboux transformations of the Kaup–Newell hierarchy of equations. Their integrable properties such as recursion operator, zero-curvature representations, and bi-Hamiltonian structures are studied. In addition, the hierarchy of equations obtained by Wu and Geng is identified with the hierarchy of two-component modified Volterra lattice equations.     

Double Ramification Cycles and Quantum Integrable Systems

In this paper, we define a quantization of the Double Ramification Hierarchies of Buryak (Commun Math Phys 336:1085–1107, 2015) and Buryak and Rossi (Commun Math Phys, 2014), using intersection numbers of the double ramification cycle, the full Chern class of the Hodge bundle and psi-classes with a given cohomological field theory. We provide effective recursion formulae which determine the full quantum hierarchy starting from just one Hamiltonian, the one associated with the first descendant of the unit of the cohomological field theory only. We study various examples which provide, in very explicit form, new (1+1)-dimensional integrable quantum field theories whose classical limits are well-known integrable hierarchies such as KdV, Intermediate Long Wave, extended Toda, etc. Finally, we prove polynomiality in the ramification multiplicities of the integral of any tautological class over the double ramification cycle.     

Hamiltonian structures and their reciprocal transformations for the -KdV–CH hierarchy

The r-KdV–CH hierarchy is a generalization of the Korteweg–de Vries and Camassa–Holm hierarchies parameterized by r+1 constants. In this paper we clarify some properties of its multi-Hamiltonian structures including the explicit expressions of the Hamiltonians, the formulae of the central invariants of the associated bihamiltonian structures and the relationship of these bihamiltonian structures with Frobenius manifolds. By introducing a class of generalized Hamiltonian structures, we present in a natural way the transformation formulae of the Hamiltonian structures of the hierarchy under certain reciprocal transformations, and prove the validity of the formulae at the level of dispersionless limit.     

Higher order supersymmetries and fermionic conservation laws of the supersymmetric extension of the KdV equation

By the introduction of nonlocal basonic and fermionic variables we construct a recursion symmetry of the super KdV equation, leading to a hierarchy of bosonic symmetries and one of fermionic symmetries. The hierarchies of bosonic and fermionic conservation laws arise in a natural way in the construction.     

RECURSION OPERATORS FOR KP,mKP AND HARRY DYM HIERARCHIES

In this paper, we give a unified construction of the recursion operators from the Lax representation for three integrable hierarchies: Kadomtsev–Petviashvili (KP), modified Kadomtsev–Petviashvili (mKP) and Harry Dym under n-reduction. This shows a new inherent relationship between them. To illustrate our construction, the recursion operator are calculated explicitly for 2-reduction and 3-reduction.     

Toda lattice hierarchy and conservation laws

Time evolutions of the Toda lattice hierarchies of Ueno and Takasaki are induced by Hamiltonians which are conservation laws for the original (one and two dimensional) Toda lattice obtained by Olive and Turok. Moreover these Hamiltonians for two dimensional Toda lattice hierarchy are also conserved quantities of the two component KP hierarchy in which that system is embedded. The one dimensional Toda lattice hierarchy is characterized by the bilinear relations, and a new version of the one dimensional Toda lattice hierarchy is constructed. Generalized Toda lattice hierarchies associated to all affine Lie algebras are presented.     

A Note on the Dispersionless Dym Hierarchy

We discuss the Miura map as well as the Poisson algebras associated with the dispersionless Dym hierarchy. Particularly, we study explicitly the bi-Hamiltonian structure of a truncated Dym system with two variables, in which a new hierarchy flow generated by logarithmic Hamiltonians appears. We then show that this new hierarchy emerges naturally from the topological recursion relation in the Landau–Ginzburg formulation.     

Repeated application of the recursion operator for a new hierarchy of negative-order integrable KdV equations

ABSTRACT

In this work we use the repeated application of the recursion operator to establish a new hierarchy of negative-order integrable KdV equations of higher orders. The concept of the inverse recursion operator allows us to develop this new hierarchy. The complete integrability of each equation is guaranteed via the use of the recursion operator. We show that the dispersion relations of this hierarchy follow an infinite geometric series. Multiple soliton solutions for each equation of the hierarchy are obtained.     

Models of random graph hierarchies

We introduce two models of inclusion hierarchies: random graph hierarchy (RGH) and limited random graph hierarchy (LRGH). In both models a set of nodes at a given hierarchy level is connected randomly, as in the Erd?s-Rényi random graph, with a fixed average degree equal to a system parameter c. Clusters of the resulting network are treated as nodes at the next hierarchy level and they are connected again at this level and so on, until the process cannot continue. In the RGH model we use all clusters, including those of size 1, when building the next hierarchy level, while in the LRGH model clusters of size 1 stop participating in further steps. We find that in both models the number of nodes at a given hierarchy level h decreases approximately exponentially with h. The height of the hierarchy H, i.e. the number of all hierarchy levels, increases logarithmically with the system size N, i.e. with the number of nodes at the first level. The height H decreases monotonically with the connectivity parameter c in the RGH model and it reaches a maximum for a certain c _max in the LRGH model. The distribution of separate cluster sizes in the LRGH model is a power law with an exponent about ? 1.25. The above results follow from approximate analytical calculations and have been confirmed by numerical simulations.     

Dispersionless noncommutative Kadomtsev–Petviashvili hierarchy: Multi-Hamiltonian structure and large N-like V-algebras

We propose a dispersionless limit of the NC Kadomtsev–Petviashvili hierarchy. Multi-Hamiltonian formulation, l-reductions and relevant W-algebras are investigated. As examples, Gelfand–Dickey (GD) Poisson brackets for dispersionless NCKdV and NC Boussinesq hierarchies are constructed explicitly. The associated GD Poisson algebras are shown large N-like analogs of classical V-algebras.     

A self-dual Yang-Mills hierarchy and its reductions to integrable systems in 1+1 and 2+1 dimensions

The self-dual Yang-Mills equations play a central role in the study of integrable systems. In this paper we develop a formalism for deriving a four dimensional integrable hierarchy of commuting nonlinear flows containing the self-dual Yang-Mills flow as the first member. We show that upon appropriate reduction and suitable choice of gauge group it produces virtually all well known hierarchies of soliton equations in 1+1 and 2+1 dimensions and can be considered as a universal integrable hierarchy. Prototypical examples of reductions to classical soliton equations are presented and related issues such as recursion operators, symmetries, and conservation laws are discussed.     

Hyper-Kähler Hierarchies and Their Twistor Theory

A twistor construction of the hierarchy associated with the hyper-K?hler equations on a metric (the anti-self-dual Einstein vacuum equations, ASDVE, in four dimensions) is given. The recursion operator R is constructed and used to build an infinite-dimensional symmetry algebra and in particular higher flows for the hyper-K?hler equations. It is shown that R acts on the twistor data by multiplication with a rational function. The structures are illustrated by the example of the Sparling–Tod (Eguchi–Hansen) solution. An extended space-time ? is constructed whose extra dimensions correspond to higher flows of the hierarchy. It is shown that ? is a moduli space of rational curves with normal bundle ?(n)⊕?(n) in twistor space and is canonically equipped with a Lax distribution for ASDVE hierarchies. The space ? is shown to be foliated by four dimensional hyper-K?hler slices. The Lagrangian, Hamiltonian and bi-Hamiltonian formulations of the ASDVE in the form of the heavenly equations are given. The symplectic form on the moduli space of solutions to heavenly equations is derived, and is shown to be compatible with the recursion operator. Received: 27 January 2000 / Accepted: 20 March 2000