Tau function (integrable systems)

Tau functions are an important ingredient in the modern mathematical theory of integrable systems, and have numerous applications in a variety of other domains. They were originally introduced by Ryogo Hirota[1] in his direct method approach to soliton equations, based on expressing them in an equivalent bilinear form.

The term tau function, or -function, was first used systematically by Mikio Sato[2] and his students[3][4] in the specific context of the Kadomtsev–Petviashvili (or KP) equation and related integrable hierarchies. It is a central ingredient in the theory of solitons. In this setting, given any -function satisfying a Hirota-type system of bilinear equations (see § Hirota bilinear residue relation for KP tau functions below), the corresponding solutions of the equations of the integrable hierarchy are explicitly expressible in terms of it and its logarithmic derivatives up to a finite order. Tau functions also appear as matrix model partition functions in the spectral theory of random matrices,[5][6][7] and may also serve as generating functions, in the sense of combinatorics and enumerative geometry, especially in relation to moduli spaces of Riemann surfaces, and enumeration of branched coverings, or so-called Hurwitz numbers.[8][9][10]

There are two notions of -functions, both introduced by the Sato school. The first is isospectral -functions of the SatoSegal–Wilson type[2][11] for integrable hierarchies, such as the KP hierarchy, which are parametrized by linear operators satisfying isospectral deformation equations of Lax type. The second is isomonodromic -functions.[12]

Depending on the specific application, a -function may either be: 1) an analytic function of a finite or infinite number of independent, commuting flow variables, or deformation parameters; 2) a discrete function of a finite or infinite number of denumerable variables; 3) a formal power series expansion in a finite or infinite number of expansion variables, which need have no convergence domain, but serves as generating function for certain enumerative invariants appearing as the coefficients of the series; 4) a finite or infinite (Fredholm) determinant whose entries are either specific polynomial or quasi-polynomial functions, or parametric integrals, and their derivatives; 5) the Pfaffian of a skew symmetric matrix (either finite or infinite dimensional) with entries similarly of polynomial or quasi-polynomial type. Examples of all these types are given below.

In the Hamilton–Jacobi approach to Liouville integrable Hamiltonian systems, Hamilton's principal function, evaluated on the level surfaces of a complete set of Poisson commuting invariants, plays a role similar to the -function, serving both as a generating function for the canonical transformation to linearizing canonical coordinates and, when evaluated on simultaneous level sets of a complete set of Poisson commuting invariants, as a complete solution of the Hamilton–Jacobi equation.

  1. ^ Hirota, Ryogo (1986). "Reduction of soliton equations in bilinear form". Physica D: Nonlinear Phenomena. 18 (1–3). Elsevier BV: 161–170. Bibcode:1986PhyD...18..161H. doi:10.1016/0167-2789(86)90173-9. ISSN 0167-2789.
  2. ^ a b Sato, Mikio, "Soliton equations as dynamical systems on infinite dimensional Grassmann manifolds", Kokyuroku, RIMS, Kyoto Univ., 30–46 (1981).
  3. ^ Date, Etsuro; Jimbo, Michio; Kashiwara, Masaki; Miwa, Tetsuji (1981). "Operator Approach to the Kadomtsev-Petviashvili Equation–Transformation Groups for Soliton Equations III–". Journal of the Physical Society of Japan. 50 (11). Physical Society of Japan: 3806–3812. Bibcode:1981JPSJ...50.3806D. doi:10.1143/jpsj.50.3806. ISSN 0031-9015.
  4. ^ Jimbo, Michio; Miwa, Tetsuji (1983). "Solitons and infinite-dimensional Lie algebras". Publications of the Research Institute for Mathematical Sciences. 19 (3). European Mathematical Society Publishing House: 943–1001. doi:10.2977/prims/1195182017. ISSN 0034-5318.
  5. ^ Akemann, G.; Baik, J.; Di Francesco, P. (2011). The Oxford Handbook of Random Matrix Theory. Oxford: Oxford University Press. ISBN 978-0-19-957400-1.
  6. ^ Dieng, Momar; Tracy, Craig A. (2011). Harnad, John (ed.). Random Matrices, Random Processes and Integrable Systems. CRM Series in Mathematical Physics. New York: Springer Verlag. arXiv:math/0603543. Bibcode:2011rmrp.book.....H. doi:10.1007/978-1-4419-9514-8. ISBN 978-1461428770. S2CID 117785783.
  7. ^ Harnad, J.; Balogh, F. (2021). Tau functions and Their Applications, Chapts. 11-12. Cambridge Monographs on Mathematical Physics. Cambridge, U.K.: Cambridge University Press. doi:10.1017/9781108610902. ISBN 9781108610902. S2CID 222379146.
  8. ^ Pandharipande, R. (2000). "The Toda Equations and the Gromov–Witten Theory of the Riemann Sphere". Letters in Mathematical Physics. 53 (1). Springer Science and Business Media LLC: 59–74. doi:10.1023/a:1026571018707. ISSN 0377-9017. S2CID 17477158.
  9. ^ Okounkov, Andrei (2000). "Toda equations for Hurwitz numbers". Mathematical Research Letters. 7 (4). International Press of Boston: 447–453. arXiv:math/0004128. doi:10.4310/mrl.2000.v7.n4.a10. ISSN 1073-2780. S2CID 55141973.
  10. ^ Harnad, J.; Balogh, F. (2021). Tau functions and Their Applications, Chapts. 13-14. Cambridge Monographs on Mathematical Physics. Cambridge, U.K.: Cambridge University Press. doi:10.1017/9781108610902. ISBN 9781108610902. S2CID 222379146.
  11. ^ Segal, Graeme; Wilson, George (1985). "Loop groups and equations of KdV type". Publications mathématiques de l'IHÉS. 61 (1). Springer Science and Business Media LLC: 5–65. doi:10.1007/bf02698802. ISSN 0073-8301. S2CID 54967353.
  12. ^ Jimbo, Michio; Miwa, Tetsuji; Ueno, Kimio (1981). "Monodromy preserving deformation of linear ordinary differential equations with rational coefficients". Physica D: Nonlinear Phenomena. 2 (2). Elsevier BV: 306–352. doi:10.1016/0167-2789(81)90013-0. ISSN 0167-2789.