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Algebro-geometric solutions to the lattice potential modified Kadomtsev–Petviashvili equation

Xiaoxue Xu1,  Cewen Cao1,  Da-jun Zhang2
1School of Mathematics and Statistics, Zhengzhou University, Zhengzhou, Henan 450001, P.R. China
2Department of Mathematics, Shanghai University, Shanghai 200444, P.R. China
E-mail:  xiaoxuexu@zzu.edu.cn,  cwcao@zzu.edu.cn,  djzhang@staff.shu.edu.cn
Abstract

Algebro-geometric solutions of the lattice potential modified Kadomtsev–Petviashvili (lpmKP) equation are constructed. A Darboux transformation of the Kaup–Newell spectral problem is employed to generate a Lax triad for the lpmKP equation, as well as to define commutative integrable symplectic maps which generate discrete flows of eigenfunctions. These maps share the same integrals with the finite-dimensional Hamiltonian system associated to the Kaup–Newell spectral problem. We investigate asymptotic behaviors of the Baker–Akhiezer functions and obtain their expression in terms of Riemann theta function. Finally, algebro-geometric solutions for the lpmKP equation are reconstructed from these Baker–Akhiezer functions.

Key words: lattice potential modified Kadomtsev–Petviashvili equation, algebro-geometric solution, Kaup–Newell spectral problem, Baker–Akhiezer function

Mathematics Subject Classification (2000): 35Q51, 37K60, 39A36

1 Introduction

In recent two decades discrete integrable systems have undergone a true development (see [31] and the references therein). One of remarkable results is the Adler–Bobenko–Suris (ABS) classification of quadrilateral equations that are consistent around a cube (CAC) [52, 48, 5, 1] with certain extra restrictions (affine linear, D4 symmetry and tetrahedron property) [1]. The ABS list contains only 9 equations, named H1, H2, H(δ)3{}_{3}(\delta), A(δ)1{}_{1}(\delta), A2, Q(δ)1{}_{1}(\delta), Q2, Q(δ)3{}_{3}(\delta) and Q4. The ABS equations serve as main objects in the study of discrete integrable systems, although many equations in the list are already found before. During the study, some methods have been developed or elaborated for discrete integrable systems, such as the Cauchy matrix approach [49, 63], bilinear method [32], inverse scattering transform [7] and algebraic geometry approach [9].

The finite-gap integration method was created for solving the Korteweg–de Vries (KdV) equation with periodic initial value problem by Novikov, Maveev and their collaborators Dubrovin, Its and Krichever in 1970s [20, 21, 34, 35, 42, 54]. The obtained periodic solutions are called finite-gap solutions or algebro-geometry solutions. After the original work, the theory has undergone a true development (e.g.[4, 28, 29]) and had a strong impact on the evolution of modern mathematics and theoretical physics (see [45] and the references therein for the historical review of finite-gap integration method).

For fully discrete equations, such as the ABS equations, algebro-geometry solutions have been derived from several equations in a series of papers [9, 10, 12, 13, 60, 61, 62] by Cao, Xu and their collaborators, which establish an algebro-geometric approach to periodic solutions for discrete equations that are multi-dimensionally consistent. This approach can be sketched as the following three steps. For a given quadrilateral equation which admits a Lax pair, in the first step we find an associated continuous spectral problem that is compatible with the discrete Lax pair. In step 2, consider the Hamiltonian system that arises from the associated continuous spectral problem and derive independent integrals of the Hamiltonian system. Then, view the discrete Lax pair as maps by which discrete flows of eigenfunctions can be generated. Using the compatibility between the maps and the associated continuous spectral problem, one can prove that the maps are symplectic and integrable in Liouville sense, sharing the same integrals with the Hamiltonian system. Finally, in step 3, using algebro-geometric technique, introduce Baker–Akhiezer functions and Abel–Jacobi variables, and express the Baker–Akhiezer functions in terms of the Riemann theta function according to their divisors, and recover the discrete potential functions which are expressed in terms of the Riemann theta function. The approach was also extended to the lattice potential Kadomtsev–Petviashvili (lpKP) equation [10] which is 4D consistent [2].

The first step of the approach is a starting point but it is highly nontrivial. In fact, since the Lax pair are compatible with the associated continuous spectral problem, the Lax pair can be considered as Darboux transformations of the continuous spectral problem (cf.[44]). With regard to an ABS equation, its spectral problem is thought to be a Darboux transformation of some continuous spectral problem, but such associated continuous spectral problems are still unknown for H2, H(δ)3{}_{3}(\delta), Q2, Q(δ)3{}_{3}(\delta) and Q4. In this step, one needs to secure a continuous spectral problem and simultaneously to find a “suitable” Darboux transformation which not only can act as a spectral problem of the target discrete equation, but also can be used to recover the discrete potential functions in the follow-up steps. And moreover, the Darboux transformation is usually different from the discrete spectral problem obtained from multidimensional consistency. Of course, the step 2 and 3 are also different for different equations. Let us list out the associated continuous spectral problems that have been used in this approach. The Schrödinger spectral problem (in matrix form)

ϕx=(0λ+u10)ϕ\phi_{x}=\left(\begin{array}[]{cc}0&-\lambda+u\\ 1&0\end{array}\right)\phi

was used in [9] for solving H1. To solve Hirota’s discrete sine-Gordon equation, spectral problems

ϕx=(uλλu)ϕ\phi_{x}=\left(\begin{array}[]{cc}u&\lambda\\ \lambda&-u\end{array}\right)\phi

was employed [12]. Ref.[61] made use of

ϕx=(uλ0u)ϕ\phi_{x}=\left(\begin{array}[]{cc}u&\lambda\\ 0&-u\end{array}\right)\phi

to solve Q(0)1{}_{1}(0). Ref.[62] solves H1, H(0)3{}_{3}(0) and Q(0)1{}_{1}(0) and the three associated continuous spectral problems are, respectively,

ϕx=(vλ+u1v)ϕ,ϕx=(λ22λuλvλ22)ϕ,ϕx=(λ22+u+vλuλλ22uv)ϕ,\phi_{x}=\left(\!\begin{array}[]{cc}v&-\lambda+u\\ 1&-v\end{array}\!\right)\phi,~{}~{}\phi_{x}=\left(\begin{array}[]{cc}\frac{\lambda^{2}}{2}&\lambda u\\ \lambda v&-\frac{\lambda^{2}}{2}\end{array}\!\right)\phi,~{}~{}\phi_{x}=\left(\!\!\begin{array}[]{cc}-\frac{\lambda^{2}}{2}+u+v&\lambda u\\ -\lambda&\frac{\lambda^{2}}{2}-u-v\end{array}\!\!\right)\phi,

where the second one is known as the Kaup–Newell spectral problem. In [60], to solve Q(δ)1{}_{1}(\delta), spectral problem

ϕx=1λux(0λ2δ2+ux210)ϕ\phi_{x}=\frac{1}{\lambda u_{x}}\left(\begin{array}[]{cc}0&\lambda^{2}\delta^{2}+u_{x}^{2}\\ 1&0\end{array}\right)\phi

has been used. For the coupled lattice nonlinear Schrödinger equations, a nonsymmetric 3D lattice, and the lpKP equation, the Zakharov–Shabat–Ablowitz–Kaup–Newell–Segur (ZS–AKNS) spectral problem

ϕx=(λuvλ)ϕ\phi_{x}=\left(\begin{array}[]{cc}-\lambda&u\\ v&\lambda\end{array}\right)\phi (1.1)

was employed respectively in [13] and [10]. Note that one discrete equation may have more than one associated continuous spectral problems, e.g. H1 and Q(0)1{}_{1}(0).

This paper is devoted to finding algebro-geometric solutions to the lattice potential modified KP (lpmKP) equation,

Ξ(0,3)β12(eW~¯+W¯eW~^+W^)+β22(eW¯^+W^eW¯~+W~)+β32(eW^~+W~eW^¯+W¯)=0,\Xi^{(0,3)}\equiv\beta_{1}^{2}(e^{-\overline{\widetilde{W}}+\overline{W}}-e^{-\widehat{\widetilde{W}}+\widehat{W}})+\beta_{2}^{2}(e^{-\widehat{\overline{W}}+\widehat{W}}-e^{-\widetilde{\overline{W}}+\widetilde{W}})+\beta_{3}^{2}(e^{-\widetilde{\widehat{W}}+\widetilde{W}}-e^{-\overline{\widehat{W}}+\overline{W}})=0, (1.2)

where j,kj,k in the notation Ξ(j,k)\Xi^{(j,k)} respectively stand for the numbers of continuous and discrete independent variables in the equation, βj(j=1,2,3)\beta_{j}(j=1,2,3) are the lattice parameters associated with three directions mj(j=1,2,3)m_{j}(j=1,2,3), and W~,W¯,W^\widetilde{W},\overline{W},\widehat{W} are conventional notations denoting shifts in different directions, i.e.

W~=W(m1+1,m2,m3),W¯=W(m1,m2+1,m3),W^=W(m1,m2,m3+1).\widetilde{W}=W(m_{1}+1,m_{2},m_{3}),~{}~{}\overline{W}=W(m_{1},m_{2}+1,m_{3}),~{}~{}\widehat{W}=W(m_{1},m_{2},m_{3}+1).

This equation is first given in [50] (Eq.(4.16)), derived in a framework of direct linearisation for 3D lattice equations developed in [51]. It is one of the five octahedron-type equations that are 4D consistent [2]. In continuous limit the equation goes to the potential mKP equation [50]

Ξ(3,0)14(Wxxx2Wx3)x32WxxWy+34WyyWxt=0.\Xi^{(3,0)}\equiv\frac{1}{4}(W_{xxx}-2W_{x}^{3})_{x}-\frac{3}{2}W_{xx}W_{y}+\frac{3}{4}W_{yy}-W_{xt}=0. (1.3)

The associated continuous spectral problem we will employ to solve the lpmKP equation is the KN spectral problem [36, 37]

xχ=U1χ,U1(λ;u,v)=(λ2/2λuλvλ2/2).\partial_{x}\chi=U_{1}\chi,\quad U_{1}(\lambda;u,v)=\left(\begin{array}[]{cc}\lambda^{2}/2&\lambda u\\ \lambda v&-\lambda^{2}/2\end{array}\right). (1.4)

The paper is organized as follows. In Section 2 we present a Lax triad for the lpmKP equation, explain connections between the Lax triad and the associated KN spectral problem. In Section 3, a nonlinear integrable symplectic map is obtained based on a finite-dimensional Hamiltonian system arising from the KN spectral problem. In Section 4, finite-gap solutions to the lpmKP equation (1.2) are constructed by introducing the Baker-Akhiezer functions and using a discrete analogue of the Liouville-Arnold theory. After that, we present an example of the obtained solutions for the case of genus one in Section 5. The concluding remarks are given in Section 6. We will also obtain a hierarchy of equations that are related to the lpmKP equation, in terms of the number of discrete independent variables. Together with some links between (1+1)(1+1)-dimensional and (2+1)(2+1)-dimensional integrable systems, these will be given in Appendix A. In addition, Appendix B provides some complex algebraic geometry preliminaries that will be used in our approach.

2 The lpmKP equation arising from compatibility

The idea of introducing discretisation by transform originated in [43, 44]. A Darboux transformation of a continuous spectral problem can serve as a discrete spectral problem to generate semi-discrete and fully discrete integrable systems, e.g. [14, 38, 41, 53, 64]. In this section, we will explain how the lpmKP equation (1.2) is connected with the KN spectral problem (1.4). These connections are important for us to reconstruct the discrete potential function WW in the follow-up sections.

Consider a Darboux transformation of the KN spectral problem (1.4): (cf.[64])

T1χχ~=D(β)χ,D(β)=(λ2(ab+1)β2λaλb1),T_{1}\chi\equiv\widetilde{\chi}=D^{(\beta)}\chi,\quad D^{(\beta)}=\left(\begin{array}[]{cc}\lambda^{2}(ab+1)-\beta^{2}&\lambda a\\ \lambda b&1\end{array}\right), (2.1)

where β\beta serves as a soliton parameter, which transforms (1.4) to xχ~=U~1χ~=U1(λ,u~,v~)χ~\partial_{x}\widetilde{\chi}=\widetilde{U}_{1}\widetilde{\chi}=U_{1}(\lambda,\widetilde{u},\widetilde{v})\widetilde{\chi}. This requires that111Considering (2.1) as a discrete spectral problem, equation (2.2) is the semi-discrete zero curvature equation from the compatibility between (2.1) and (1.4)

0=Dx(β)U~1D(β)+D(β)U1=(λ2(Zxu~b+va)λ3(a+Zu)+λ(axu~β2u)λ3(bZv~)+λ(bx+v+β2v~)λ2(ubv~a)),\begin{split}0&=D^{(\beta)}_{x}-\widetilde{U}_{1}D^{(\beta)}+D^{(\beta)}U_{1}\\ &=\left(\begin{array}[]{cc}\lambda^{2}(Z_{x}-\tilde{u}b+va)&\lambda^{3}(-a+Zu)+\lambda(a_{x}-\tilde{u}-\beta^{2}u)\\ \lambda^{3}(b-Z\tilde{v})+\lambda(b_{x}+v+\beta^{2}\tilde{v})&\lambda^{2}(ub-\tilde{v}a)\end{array}\right),\end{split} (2.2)

where we have taken

Z=ab+1.Z=ab+1. (2.3a)
It follows that
axu~β2u=0,bx+v+β2v~=0,\displaystyle a_{x}-\widetilde{u}-\beta^{2}u=0,\quad b_{x}+v+\beta^{2}\widetilde{v}=0, (2.3b)
a=Zu,b=Zv~,\displaystyle a=Zu,\quad b=Z\widetilde{v}, (2.3c)
Zx=(u~v~uv)Z,\displaystyle Z_{x}=(\widetilde{u}\widetilde{v}-uv)Z, (2.3d)

which allows a special formulation222Note that this formulation is different from the Case T22T_{22} in [64] and therefore the spectral problem (2.1) (with formulation (2.4)) is different from the spectral problem introduced in [59].

Z=2/(1+14uv~),\displaystyle Z=2/(1+\sqrt{1-4u\tilde{v}}), (2.4a)
a=2u/(1+14uv~),b=2v~/(1+14uv~),\displaystyle a=2u/(1+\sqrt{1-4u\tilde{v}}),\quad b=2\tilde{v}/(1+\sqrt{1-4u\tilde{v}}), (2.4b)

As a byproduct, equation (2.3b) (in terms of the variables (u,v)(u,v)) provides a Bäcklund transformation for the KN potentials in (1.4),

Ξ1(1,1)ux+(u~v~uv)u12(1+14uv~)(u~+β2u)=0,\displaystyle\Xi_{1}^{(1,1)}\equiv u_{x}+(\tilde{u}\tilde{v}-uv)u-\frac{1}{2}(1+\sqrt{1-4u\tilde{v}})(\tilde{u}+\beta^{2}u)=0, (2.5a)
Ξ2(1,1)v~x+(u~v~uv)v~+12(1+14uv~)(v+β2v~)=0,\displaystyle\Xi_{2}^{(1,1)}\equiv\tilde{v}_{x}+(\tilde{u}\tilde{v}-uv)\tilde{v}+\frac{1}{2}(1+\sqrt{1-4u\tilde{v}})(v+\beta^{2}\tilde{v})=0, (2.5b)

which can also be regarded as a semi-discrete derivative nonlinear Schrödinger (dNLS) equation as it continuum limit yields the dNLS equation (A.4) (see Appendix A).

Remark 2.1.

Note that ZZ given in (2.4a) is one of roots of the quadratic equation Z=Z2uv~+1Z=Z^{2}u\widetilde{v}+1, which results from the relation (2.3). If we take another root, Z=2/(114uv~)Z=2/(1-\sqrt{1-4u\tilde{v}}), we will have an analogue of (2.5):

Ξ1(1,1)ux+(u~v~uv)u12(114uv~)(u~+β2u)=0,\displaystyle\Xi_{1}^{{}^{\prime}(1,1)}\equiv u_{x}+(\tilde{u}\tilde{v}-uv)u-\frac{1}{2}(1-\sqrt{1-4u\tilde{v}})(\tilde{u}+\beta^{2}u)=0,
Ξ2(1,1)v~x+(u~v~uv)v~+12(114uv~)(v+β2v~)=0.\displaystyle\Xi_{2}^{{}^{\prime}(1,1)}\equiv\tilde{v}_{x}+(\tilde{u}\tilde{v}-uv)\tilde{v}+\frac{1}{2}(1-\sqrt{1-4u\tilde{v}})(v+\beta^{2}\tilde{v})=0.

However, it cannot recover the continuous dNLS equation (A.4) in continuum limit due to the fatal minors sign in front of the square roots. In this context, in the paper we will only consider the consequential results of (2.4a).

Next, in order to derive the lpmKP equation (1.2), we consider discrete spectral problems, which are three replicas of equation (2.1) with the formulation (2.4),

T1χ=D(β1)χ=(λ2Z(1)β12λZ(1)uλZ(1)v~1)χ,\displaystyle T_{1}\chi=D^{(\beta_{1})}\chi=\left(\begin{array}[]{cc}\lambda^{2}Z^{(1)}-\beta_{1}^{2}&\lambda Z^{(1)}u\\ \lambda Z^{(1)}\widetilde{v}&1\end{array}\right)\chi, (2.6c)
T2χ=D(β2)χ=(λ2Z(2)β22λZ(2)uλZ(2)v¯1)χ,\displaystyle T_{2}\chi=D^{(\beta_{2})}\chi=\left(\begin{array}[]{cc}\lambda^{2}Z^{(2)}-\beta_{2}^{2}&\lambda Z^{(2)}u\\ \lambda Z^{(2)}\overline{v}&1\end{array}\right)\chi, (2.6f)
T3χ=D(β3)χ=(λ2Z(3)β32λZ(3)uλZ(3)v^1)χ,\displaystyle T_{3}\chi=D^{(\beta_{3})}\chi=\left(\begin{array}[]{cc}\lambda^{2}Z^{(3)}-\beta_{3}^{2}&\lambda Z^{(3)}u\\ \lambda Z^{(3)}\widehat{v}&1\end{array}\right)\chi, (2.6i)

where TiT_{i} stands for the shift operator in mim_{i}-direction, i.e. T1f=f~,T2f=f¯,T3f=f^T_{1}f=\widetilde{f},T_{2}f=\overline{f},T_{3}f=\widehat{f}, βi\beta_{i} serves as the spacing parameter of the mim_{i}-direction, and in light of (2.4a),

Z(1)=21+14uv~,Z(2)=21+14uv¯,Z(3)=21+14uv^.Z^{(1)}=\frac{2}{1+\sqrt{1-4u\widetilde{v}}},\quad Z^{(2)}=\frac{2}{1+\sqrt{1-4u\overline{v}}},\quad Z^{(3)}=\frac{2}{1+\sqrt{1-4u\widehat{v}}}. (2.7)

One can quickly check that the compatibility between (2.6c) and (2.6f) requires that

Z¯(1)Z(2)=Z~(2)Z(1).\overline{Z}^{(1)}Z^{(2)}=\widetilde{Z}^{(2)}Z^{(1)}. (2.8)

This relation, together with (2.3d), leads us to introducing

Wx=uvW_{x}=uv (2.9)

and

W~W=lnZ(1),\displaystyle\widetilde{W}-W=\ln Z^{(1)}, (2.10a)
W¯W=lnZ(2),\displaystyle\overline{W}-W=\ln Z^{(2)}, (2.10b)
W^W=lnZ(3).\displaystyle\widehat{W}-W=\ln Z^{(3)}. (2.10c)

Later in Section 4 we will derive Z(i)Z^{(i)} in an explicit form, from which WW can be “integrated” from (2.10). In this sense, uu and vv act as auxiliary variables and xx is a dummy variable. Note that explicit uu and vv can also be obtained from Z(i)Z^{(i)} (see Remark 4.1).

In order to show that WW defined by the triad (2.6) via (2.10) satisfies the lpmKP equation (1.2), we first look at equations resulting from the compatibility of the first two equations in (2.6).

Lemma 2.1.

If uu and vv are functions of (m1,m2)(m_{1},m_{2}) such that W(m1,m2)W(m_{1},m_{2}) can be well defined by equations (2.10a) and (2.10b), and equations (2.6c) and (2.6f) are compatible for χ\chi, then the pair (u,v)(u,v) solves the lattice dNLS (ldNLS) equation

Ξ1(0,2)Z~(2)u~Z¯(1)u¯+(β12Z(2)β22Z(1))u=0,\displaystyle\Xi_{1}^{(0,2)}\equiv\widetilde{Z}^{(2)}\widetilde{u}-\overline{Z}^{(1)}\overline{u}+(\beta_{1}^{2}Z^{(2)}-\beta_{2}^{2}Z^{(1)})u=0, (2.11a)
Ξ2(0,2)Z(1)v~Z(2)v¯(β12Z~(2)β22Z¯(1))v¯~=0,\displaystyle\Xi_{2}^{(0,2)}\equiv Z^{(1)}\widetilde{v}-Z^{(2)}\overline{v}-(\beta_{1}^{2}\widetilde{Z}^{(2)}-\beta_{2}^{2}\overline{Z}^{(1)})\widetilde{\overline{v}}=0, (2.11b)

where Z(j)Z^{(j)} are defined in (2.7). Moreover, the following relation

Y12β12[(Z¯(1))1(Z(1))1]β22[(Z~(2))1(Z(2))1]+(u~v~u¯v¯)=0Y_{12}\equiv\beta_{1}^{2}\Bigl{[}\Bigl{(}\overline{Z}^{(1)}\Bigr{)}^{-1}-\Bigl{(}Z^{(1)}\Bigr{)}^{-1}\Bigr{]}-\beta_{2}^{2}\Bigl{[}\Bigl{(}\widetilde{Z}^{(2)}\Bigr{)}^{-1}-\Bigl{(}Z^{(2)}\Bigr{)}^{-1}\Bigr{]}+(\widetilde{u}\widetilde{v}-\overline{u}\,\overline{v})=0 (2.12)

holds.

Proof.

By making use of relation (2.8), the compatibility of equations (2.6c) and (2.6f) gives rise to

𝟎=D~(β2)D(β1)D¯(β1)D(β2)=(λ2eW~¯WY12λΞ1(0,2)λΞ2(0,2)0),\mathbf{0}=\widetilde{D}^{(\beta_{2})}D^{(\beta_{1})}-\overline{D}^{(\beta_{1})}D^{(\beta_{2})}=\left(\begin{array}[]{cc}\lambda^{2}e^{\overline{\widetilde{W}}-W}Y_{12}&\lambda\Xi_{1}^{(0,2)}\\ \lambda\Xi_{2}^{(0,2)}&0\end{array}\right),

where Ξ1(0,2)\Xi_{1}^{(0,2)} and Ξ2(0,2)\Xi_{2}^{(0,2)} are given in (2.11). In addition, noticing that

Y12=eWW¯~(Z(1)v~Ξ1(0,2)+Z¯(1)u¯Ξ2(0,2)),Y_{12}=e^{W-\widetilde{\overline{W}}}\Bigl{(}Z^{(1)}\widetilde{v}\Xi_{1}^{(0,2)}+\overline{Z}^{(1)}\overline{u}\Xi_{2}^{(0,2)}\Bigr{)}, (2.13)

we obtain equation (2.12) as a consequence of (2.11). The proof is then completed.

Note that in light of (2.7), equations (2.11a) and (2.11b) can be written as

12(1+14uv~)(u~+β12u)12(1+14uv¯)(u¯+β22u)(u~v~u¯v¯)u=0,\displaystyle\frac{1}{2}(1+\sqrt{1-4u\widetilde{v}}\,)(\widetilde{u}+\beta_{1}^{2}u)-\frac{1}{2}(1+\sqrt{1-4u\overline{v}}\,)(\overline{u}+\beta_{2}^{2}u)-(\widetilde{u}\widetilde{v}-\overline{u}\,\overline{v})u=0, (2.14a)
12(1+14u~v~¯)(v~+β22v~¯)12(1+14u¯v~¯)(v¯+β12v~¯)(u~v~u¯v¯)v~¯=0.\displaystyle\frac{1}{2}(1+\sqrt{1-4\widetilde{u}\overline{\widetilde{v}}}\,)(\widetilde{v}+\beta_{2}^{2}\overline{\widetilde{v}})-\frac{1}{2}(1+\sqrt{1-4\overline{u}\overline{\widetilde{v}}}\,)(\overline{v}+\beta_{1}^{2}\overline{\widetilde{v}})-(\widetilde{u}\widetilde{v}-\overline{u}\,\overline{v})\overline{\widetilde{v}}=0. (2.14b)

Next, we can show that WW satisfies the lpmKP equation (1.2) after consistently introducing evolution in the third direction.

Theorem 2.1.

If uu and vv are functions of (m1,m2,m3)(m_{1},m_{2},m_{3}) such that W(m1,m2,m3)W(m_{1},m_{2},m_{3}) can be well defined by (2.10) and equations in the triad (2.6) are compatible for χ\chi, then WW satisfies the lpmKP equation (1.2).

Proof.

In fact, in addition to the relation (2.13), compatibility between any two equations in the triad (2.6) yields

Y23\displaystyle Y_{23} β22[(Z^(2))1(Z(2))1]β32[(Z¯(3))1(Z(3))1]+(u¯v¯u^v^)=0,\displaystyle\equiv\beta_{2}^{2}\Bigl{[}\Bigl{(}\widehat{Z}^{(2)}\Bigr{)}^{-1}-\Bigl{(}Z^{(2)}\Bigr{)}^{-1}\Bigr{]}-\beta_{3}^{2}\Bigl{[}\Bigl{(}\overline{Z}^{(3)}\Bigr{)}^{-1}-\Bigl{(}Z^{(3)}\Bigr{)}^{-1}\Bigr{]}+(\overline{u}\,\overline{v}-\widehat{u}\widehat{v})=0,
Y31\displaystyle Y_{31} β32[(Z~(3))1(Z(3))1]β12[(Z^(1))1(Z(1))1]+(u^v^u~v~)=0.\displaystyle\equiv\beta_{3}^{2}\Bigl{[}\Bigl{(}\widetilde{Z}^{(3)}\Bigr{)}^{-1}-\Bigl{(}Z^{(3)}\Bigr{)}^{-1}\Bigr{]}-\beta_{1}^{2}\Bigl{[}\Bigl{(}\widehat{Z}^{(1)}\Bigr{)}^{-1}-\Bigl{(}Z^{(1)}\Bigr{)}^{-1}\Bigr{]}+(\widehat{u}\,\widehat{v}-\widetilde{u}\widetilde{v})=0.

Then, noticing that

Ξ(0,3)=Y12+Y23+Y31\Xi^{(0,3)}=Y_{12}+Y_{23}+Y_{31} (2.15)

and replacing Z(i)Z^{(i)} by WW using (2.10), we arrive at the lpmKP equation (1.2). The proof is completed.

Since the spectral problem (2.6c) arises from the Darboux transformation (2.1), which commutes with the KN spectral problem and therefore may serve as a Darboux transformation for the whole KN hierarchy, we can have more equations in this frame, which have different number of discrete independent variables and compose a hierarchy of the lpmKP family. Since we will focus on the lpmKP equation (1.2), we will list out these semi-discrete equations in Appendix A.

3 Nonlinear integrable map SβS_{\beta}

In this section, we will prove that the Darboux transformation (2.1) (with (2.3)) is an integrable symplectic map.

For the sake of self-containedness of the paper, let us recall some results given in [11] for the Hamiltonian system associated with the KN spectral problem (1.4). Let NN be any positive integer, <ξ,η>=Σj=1Nξjηj<\xi,\eta>=\Sigma_{j=1}^{N}\xi_{j}\eta_{j}, and Adiag(α1,,αN)A\doteq{\rm diag}(\alpha_{1},\cdots,\alpha_{N}) with distinct and non-zero α12,,αN2\alpha_{1}^{2},\cdots,\alpha_{N}^{2}. A Liouville integrable Hamiltonian system (2N,dpdq,H1)(\mathbb{R}^{2N},{\rm d}p\wedge{\rm d}q,H_{1}) is constructed by NN copies of the KN spectral problem (1.4), by imposing a constraint (3.1c) on (u,v)(u,v), as

H1=12<A2p,q>+12<Ap,p><Aq,q>,\displaystyle H_{1}=-\frac{1}{2}<A^{2}p,q>+\frac{1}{2}<Ap,p><Aq,q>, (3.1a)
x(pjqj)=(H1/qjH1/pj)=U1(αj;u,v)(pjqj),1jN,\displaystyle\partial_{x}{p_{j}\choose q_{j}}={-\partial H_{1}/\partial q_{j}\choose\partial H_{1}/\partial p_{j}}=U_{1}(\alpha_{j};u,v){p_{j}\choose q_{j}},\quad 1\leq j\leq N, (3.1b)
u=<Ap,p>,v=<Aq,q>,\displaystyle u=-<Ap,p>,\quad v=<Aq,q>, (3.1c)

where p=(p1,p2,,pN)Tp=(p_{1},p_{2},\cdots,p_{N})^{T} and q=(q1,q2,,qN)Tq=(q_{1},q_{2},\cdots,q_{N})^{T}. Note that equation (3.1c), coinciding with squared eigenfunction symmetry constraint, converts the KN spectral problem (1.4) to the Hamiltonian equation (3.1b), which is nonlinear with respect to the eigenfunction (p,q)(p,q). Such a procedure is usually referred to as nonlinearisation of a Lax pair (cf.[8]). The associated Lax equation Lx=[U1,L]L_{x}=[U_{1},L] has a solution, which is

L(λ;p,q)=(L11(λ)L12(λ)L21(λ)L11(λ))=(12+Qλ(A2p,q)λQλ(Ap,p)λQλ(Aq,q)12Qλ(A2p,q)),L(\lambda;p,q)=\left(\begin{array}[]{cc}L^{11}(\lambda)&L^{12}(\lambda)\\ L^{21}(\lambda)&-L^{11}(\lambda)\end{array}\right)=\left(\begin{array}[]{cc}\frac{1}{2}+Q_{\lambda}(A^{2}p,q)&-\lambda Q_{\lambda}(Ap,p)\\ \lambda Q_{\lambda}(Aq,q)&-\frac{1}{2}-Q_{\lambda}(A^{2}p,q)\end{array}\right), (3.2)

where Qλ(ξ,η)=<(λ2A2)1ξ,η>Q_{\lambda}(\xi,\eta)=<(\lambda^{2}-A^{2})^{-1}\xi,\eta>. It satisfies the rr-matrix Ansatz [3, 22, 27]

{L(λ),L(μ)}=[r(λ,μ),L(λ)I]+[r(λ,μ),IL(λ)],\{L(\lambda)\underset{,}{\otimes}L(\mu)\}=[r(\lambda,\mu),L(\lambda)\otimes I]+[r^{\prime}(\lambda,\mu),I\otimes L(\lambda)], (3.3)

where

r(λ,μ)=2λλ2μ2Pλμ,r(λ,μ)=2μλ2μ2Pμλ=r(μ,λ),\displaystyle r(\lambda,\mu)=\frac{2\lambda}{\lambda^{2}-\mu^{2}}P_{\lambda\mu},\quad r^{\prime}(\lambda,\mu)=\frac{2\mu}{\lambda^{2}-\mu^{2}}P_{\mu\lambda}=-r(\mu,\lambda),
Pλμ=(λ00000μ00μ00000λ).\displaystyle P_{\lambda\mu}=\left(\begin{array}[]{cccc}\lambda&0&0&0\\ 0&0&\mu&0\\ 0&\mu&0&0\\ 0&0&0&\lambda\end{array}\right).

This implies the Poisson commutativity {F(λ),F(μ)}=0\{F(\lambda),F(\mu)\}=0, where F(λ)=detL(λ)F(\lambda)=\det L(\lambda) (cf.[60]) and the Poisson bracket is defined as

{A,B}=k=1N(AqkBpkApkBqk).\{A,B\}=\sum^{N}_{k=1}\biggl{(}\frac{\partial A}{\partial q_{k}}\frac{\partial B}{\partial p_{k}}-\frac{\partial A}{\partial p_{k}}\frac{\partial B}{\partial q_{k}}\biggr{)}.

The Hamiltonian H1H_{1} can be determined by the expansion

H(λ)=F(λ)2=14+j=1Hjζj,ζ=λ2,H(\lambda)=-\displaystyle\frac{\sqrt{-F(\lambda)}}{2}=-\displaystyle\frac{1}{4}+\sum_{j=1}^{\infty}H_{j}\zeta^{-j},\ \ \zeta=\lambda^{2}, (3.4)

which implies that {H1,F(λ)}=0\{H_{1},F(\lambda)\}=0. The generating function F(λ)F(\lambda) can be expanded as

F(λ)=14+k=1Nαk2Ekλ2αk2,F(\lambda)=-\frac{1}{4}+\sum_{k=1}^{N}\frac{\alpha_{k}^{2}E_{k}}{\lambda^{2}-\alpha_{k}^{2}}, (3.5)

which yields a complete set of integrals for the Hamiltonian system (2N,dpdq,H1)(\mathbb{R}^{2N},{\rm d}p\wedge{\rm d}q,H_{1}),

Ek=(2<p,q>1)pkqkpk2qk2+αk21jN;jk((pjqkpkqj)2αkαj(pjqk+pkqj)2αk+αj),E_{k}=(2<p,q>-1)p_{k}q_{k}-p_{k}^{2}q_{k}^{2}+\frac{\alpha_{k}}{2}\sum_{\begin{subarray}{c}1\leq j\leq N;\\ j\neq k\end{subarray}}\Big{(}\frac{(p_{j}q_{k}-p_{k}q_{j})^{2}}{\alpha_{k}-\alpha_{j}}-\frac{(p_{j}q_{k}+p_{k}q_{j})^{2}}{\alpha_{k}+\alpha_{j}}\Big{)}, (3.6)

where 1kN1\leq k\leq N. Suppose that the roots of F(λ)F(\lambda) are ζj=λj2,j=1,,N\zeta_{j}=\lambda_{j}^{2},~{}j=1,\ldots,N, then we have the factorization

F(λ)=j=1N(ζλj2)4α(ζ)=R(ζ)4α2(ζ),F(\lambda)=-\frac{\prod_{j=1}^{N}(\zeta-\lambda_{j}^{2})}{4\alpha(\zeta)}=-\frac{R(\zeta)}{4\alpha^{2}(\zeta)}, (3.7)

where α(ζ)=j=1N(ζαj2),R(ζ)=α(ζ)j=1N(ζλj2)\alpha(\zeta)=\prod_{j=1}^{N}(\zeta-\alpha_{j}^{2}),R(\zeta)=\alpha(\zeta)\prod_{j=1}^{N}(\zeta-\lambda_{j}^{2}). Thus a hyperelliptic curve

:ξ2=R(ζ)=j=1N(ζαj2)(ζλj2),\mathcal{R}:~{}~{}\xi^{2}=R(\zeta)=\prod_{j=1}^{N}(\zeta-\alpha_{j}^{2})(\zeta-\lambda_{j}^{2}), (3.8)

with genus g=N1g=N-1, is defined. The Riemann surface where ζ\zeta is consists of two sheets, and the curve \mathcal{R} is of hyperelliptic involution in the sense that τ:(ζ,ξ)(ζ,ξ)\tau:(\zeta,\xi)\to(\zeta,-\xi) maps \mathcal{R} to itself. For a non-branching point ζ\zeta on the Riemann surface, when necessary, we distinguish the two corresponding points on \mathcal{R} by

𝔭+(ζ)=(ζ,ξ=R(ζ)),𝔭(ζ)=(ζ,ξ=R(ζ));\mathfrak{p}_{+}(\zeta)=\big{(}\zeta,\,\xi=\sqrt{R(\zeta)}\big{)},\quad~{}\mathfrak{p}_{-}(\zeta)=\big{(}\zeta,\,\xi=-\sqrt{R(\zeta)}\big{)}; (3.9)

and in particular, for the infinity \infty on the Riemann surface, we denote the two corresponding points on \mathcal{R} by +,\infty_{+},\,\infty_{-}.

Generically [23, 30, 47] based on the curve (3.8), one can introduce Abelian differentials of the first kind, by which a Riemann theta function can be defined. One can refer to Appendix B for details.

Next, let us introduce our integrable map. Using the Darboux transformation (2.1) (with (2.3)), we define the following linear map:

Sβ:2N2N,(p,q)(p~,q~),\displaystyle S_{\beta}:\mathbb{R}^{2N}\rightarrow\mathbb{R}^{2N},\quad(p,q)\mapsto(\widetilde{p},\widetilde{q}), (3.10a)
(p~jq~j)=1αj2β2D(β)(αj;a,b)(pjqj),1jN.\displaystyle{\widetilde{p}_{j}\choose\widetilde{q}_{j}}=\frac{1}{\sqrt{\alpha_{j}^{2}-\beta^{2}}}D^{(\beta)}(\alpha_{j};a,b){p_{j}\choose q_{j}},\quad 1\leq j\leq N. (3.10b)

The extra factor in front of D(β)D^{(\beta)} is to make the determinant to be 1, which is useful in proving SβS_{\beta} to be symplectic. One can convert the constraint (3.1c) on (u,v)(u,v) to be the following constraint on (a,b)(a,b):

P1(a)(<Ap,p>b+1)a+<Ap,p>=0,\displaystyle P_{1}(a)\equiv(<Ap,p>b+1)a+<Ap,p>=0, (3.11a)
P(βb)(βb)2L12(β)2(βb)L11(β)L21(β)=0.\displaystyle P(\beta b)\equiv(\beta b)^{2}L^{12}(\beta)-2(\beta b)L^{11}(\beta)-L^{21}(\beta)=0. (3.11b)

In fact, (3.11a) is nothing but

P1(a)=Z(<Ap,p>+u),P_{1}(a)=Z(<Ap,p>+u),

where a=Zu=(ab+1)ua=Zu=(ab+1)u in (2.3c) and u=<Ap,p>u=-<Ap,p> have been used. To achieve (3.11b), one may start from the constraint v=<Aq,q>v=<Aq,q> and consider

P(βb)=β(<Aq~,q~>v~).P(\beta b)=\beta(<A\widetilde{q},\widetilde{q}>-\widetilde{v}).

Replacing v~\widetilde{v} by b=Zv~b=Z\widetilde{v} from (2.3c) and replacing (p~,q~)(\widetilde{p},\widetilde{q}) using the map (3.10b), yield (3.11b).

In the following, by the nonlinearized map SβS_{\beta} we mean the map (3.10) after imposing constraint (3.11) on (a,b)(a,b). In fact, (3.11) indicates that (a,b)(a,b) can be explicitly expressed in terms of (p,q)(p,q), which is denoted as

(a,b)=fβ(p,q)(a,b)=f_{\beta}(p,q) (3.12a)
where
a=<Ap,p>1+<Ap,p>b,b=1β2Qβ(Ap,p)(12+Qβ(A2p,q)±(β)),a=\frac{-<Ap,p>}{1+<Ap,p>b},~{}~{}b=\frac{-1}{\beta^{2}Q_{\beta}(Ap,p)}\Big{(}\frac{1}{2}+Q_{\beta}(A^{2}p,q)\pm\mathcal{H}(\beta)\Big{)}, (3.12b)

with (β)=2H(β)=F(β)=R(β2)2α(β2)\mathcal{H}(\beta)=-2H(\beta)=\sqrt{-F(\beta)}=\displaystyle\frac{\sqrt{R(\beta^{2})}}{2\alpha(\beta^{2})} where R(β2)R(\beta^{2}) is defined by (3.7). Note that bb is single-valued in light of the monodromy formulation (3.9). So is aa. Thus, after replacing (a,b)(a,b) in (3.10) using (3.12b), the map is nonlinear with respect to (p,q)(p,q).

Proposition 3.1.

The nonlinearized map SβS_{\beta} is symplectic and Liouville integrable, sharing the same integrals E1,,ENE_{1},\cdots,E_{N}, defined by equation (3.6), with the Hamiltonian system (2N,dpdq,H1)(\mathbb{R}^{2N},{\rm d}p\wedge{\rm d}q,H_{1}).

Proof.

Direct calculation from equation (3.10b) yields

j=1N(dp~jdq~jdpjdqj)=12dP1(a)ab+1db+12dad(b2P1(a)ab+1+β1P(βb)),\sum_{j=1}^{N}({\rm d}\widetilde{p}_{j}\wedge{\rm d}\widetilde{q}_{j}-{\rm d}p_{j}\wedge{\rm d}q_{j})=\frac{1}{2}{\rm d}\frac{P_{1}(a)}{ab+1}\wedge{\rm d}b+\frac{1}{2}{\rm d}a\wedge{\rm d}\Big{(}\frac{b^{2}P_{1}(a)}{ab+1}+\beta^{-1}P(\beta b)\Big{)}, (3.13)

which vanishes when constraint (3.11) makes sense. This means the map SβS_{\beta} is symplectic. In addition, consider the Lax matrix LL given in equation (3.2) and the Darboux matrix D(β)(λ;a,b)D^{(\beta)}(\lambda;a,b) given in (2.1). In light of the constraint (3.11), it turns out that

L(λ;p~,q~)D(β)(λ;a,b)D(β)(λ;a,b)L(λ;p,q)=(β2bλλb2b)P1(a)+(β2a0λ(ab+1)a)β1P(βb)=0.\begin{split}L(\lambda;&\widetilde{p},\widetilde{q})D^{(\beta)}(\lambda;a,b)-D^{(\beta)}(\lambda;a,b)L(\lambda;p,q)\\ &=\left(\begin{array}[]{cc}\beta^{2}b&\lambda\\ \lambda b^{2}&b\end{array}\right)P_{1}(a)+\left(\begin{array}[]{cc}\beta^{2}a&0\\ \lambda(ab+1)&a\end{array}\right)\beta^{-1}P(\beta b)=0.\end{split} (3.14)

Thus detL(λ;p~,q~)=detL(λ;p,q)\det L(\lambda;\widetilde{p},\widetilde{q})=\det L(\lambda;p,q), which indicates

F(λ;p~,q~)=F(λ;p,q).F(\lambda;\widetilde{p},\widetilde{q})=F(\lambda;p,q). (3.15)

It then follows from (3.5) that Ek(p~,q~)=Ek(p,q)E_{k}(\widetilde{p},\widetilde{q})=E_{k}(p,q), which are invariants of the map SβS_{\beta}.

4 Algebro-geomitric solutions to the lpmKP equation

In this section we proceed to derive algebro-geometric solutions to the lpmKP equation (1.2).

First, using the integrable symplectic map (3.10), we define discrete phase flow (p(m),q(m))=Sβm(p(0),q(0))\big{(}p(m),\,q(m)\big{)}=S_{\beta}^{m}(p(0),q(0)) with initial point (p(0),q(0))2N(p(0),q(0))\in\mathbb{R}^{2N}, and then we use (3.12) to define finite genus potential (a,b)(a,b) in (2.1), i.e.

(am,bm)=fβ(p(m),q(m)),(a_{m},b_{m})=f_{\beta}\big{(}p(m),\,q(m)\big{)}, (4.1)

which coincides with um=<Ap(m),p(m)>,vm=<Aq(m),q(m)>u_{m}=-<Ap(m),p(m)>,\,v_{m}=<Aq(m),q(m)>. In light of (2.3), we also have

am=Zmum,bm=Zmvm+1,\displaystyle a_{m}=Z_{m}u_{m},\quad b_{m}=Z_{m}v_{m+1}, (4.2a)
Zm=ambm+1=21+14umvm+1.\displaystyle Z_{m}=a_{m}b_{m}+1=\frac{2}{1+\sqrt{1-4u_{m}v_{m+1}}}. (4.2b)

We will finally reconstruct ZmZ_{m} in terms of theta function (see equation (4.25)) and by “integration” from (2.10) we recover the lpmKP solution WW.

Next, consider the discrete KN spectral problem (2.1) and the discrete Lax equation (3.14) along the SβmS_{\beta}^{m}-flow, which are rewritten as

h(m+1,λ)=Dm(λ)h(m,λ)h(m+1,\lambda)=D_{m}(\lambda)h(m,\lambda) (4.3)

and

Lm+1(λ)Dm(λ)=Dm(λ)Lm(λ),L_{m+1}(\lambda)D_{m}(\lambda)=D_{m}(\lambda)L_{m}(\lambda), (4.4)

where the Darboux matrix Dm(λ)D_{m}(\lambda) is

Dm(λ)=D(β)(λ;am,bm)=(λ2Zmβ2λZmumλZmvm+11)D_{m}(\lambda)=D^{(\beta)}(\lambda;a_{m},b_{m})=\left(\begin{array}[]{cc}\lambda^{2}Z_{m}-\beta^{2}&\lambda Z_{m}u_{m}\\ \lambda Z_{m}v_{m+1}&1\end{array}\right) (4.5)

and Lm(λ)=L(λ;p(m),q(m))L_{m}(\lambda)=L\big{(}\lambda;p(m),q(m)\big{)} is defined as the form (3.2). Let M(m,λ)=(M11M12M21M22)M(m,\lambda)=\Bigl{(}\begin{smallmatrix}M^{11}&M^{12}\\ M^{21}&M^{22}\end{smallmatrix}\Bigr{)} be a fundamental solution matrix of (4.3) with M(0,λ)M(0,\lambda) being the unit matrix II. It turns out that

M(m,λ)=Dm1(λ)Dm2(λ)D0(λ),\displaystyle M(m,\lambda)=D_{m-1}(\lambda)D_{m-2}(\lambda)\cdots D_{0}(\lambda), (4.6a)
Lm(λ)M(m,λ)=M(m,λ)L0(λ),\displaystyle L_{m}(\lambda)M(m,\lambda)=M(m,\lambda)L_{0}(\lambda), (4.6b)

and we then have detM(m,λ)=(ζβ2)m\det M(m,\lambda)=(\zeta-\beta^{2})^{m} due to detDm(λ)=ζβ2\det D_{m}(\lambda)=\zeta-\beta^{2}. For such an M(m,λ)M(m,\lambda) one can obtain its asymptotic behaviors from (4.6a).

Lemma 4.1.

M11(m,λ),λM12(m,λ),λM21(m,λ)M^{11}(m,\lambda),\lambda M^{12}(m,\lambda),\lambda M^{21}(m,\lambda) and M22(m,λ)M^{22}(m,\lambda) are polynomials of ζ=λ2\zeta=\lambda^{2}. When ζ\zeta\sim\infty, for m2m\geq 2 we have

M11(m,λ)=Z0Z1Zm1ζm+O(ζm1),\displaystyle M^{11}(m,\lambda)=Z_{0}Z_{1}\cdots Z_{m-1}\zeta^{m}+O(\zeta^{m-1}), (4.7a)
λM12(m,λ)=u0Z0Z1Zm1ζm+O(ζm1),\displaystyle\lambda M^{12}(m,\lambda)=u_{0}Z_{0}Z_{1}\cdots Z_{m-1}\zeta^{m}+O(\zeta^{m-1}), (4.7b)
λM21(m,λ)=vmZ0Z1Zm1ζm+O(ζm1),\displaystyle\lambda M^{21}(m,\lambda)=v_{m}Z_{0}Z_{1}\cdots Z_{m-1}\zeta^{m}+O(\zeta^{m-1}), (4.7c)
M22(m,λ)=u0vmZ0Z1Zm1ζm1+O(ζm2),\displaystyle M^{22}(m,\lambda)=u_{0}v_{m}Z_{0}Z_{1}\cdots Z_{m-1}\zeta^{m-1}+O(\zeta^{m-2}), (4.7d)

and for m=1m=1 they are still valid except M22(1,λ)=1M^{22}(1,\lambda)=1. When ζ0\zeta\sim 0, we have (m1)(m\geq 1)

M11=(β2)m+O(ζ),λM12=O(ζ),λM21=O(ζ),M22=1+O(ζ).\begin{split}&M^{11}=(-\beta^{2})^{m}+O(\zeta),\quad\lambda M^{12}=O(\zeta),\\ &\lambda M^{21}=O(\zeta),\quad M^{22}=1+O(\zeta).\end{split} (4.8)

Equation (4.4) indicates that the solution space of equation (4.3) is invariant under the action of the linear map Lm(λ)L_{m}(\lambda). From (3.2), the traceless Lm(λ)L_{m}(\lambda) allows two opposite eigenvalues, denoted as ±(λ)=±F(λ)\pm\mathcal{H}(\lambda)=\pm\sqrt{-F(\lambda)}, which are independent of the discrete argument mm due to relation (3.15). Denoting the corresponding eigenvectors by h±(m,λ)=(h±(1),h±(2))Th_{\pm}(m,\lambda)=(h_{\pm}^{(1)},h_{\pm}^{(2)})^{T}, we have

Lm(λ)h±(m,λ)=±(λ)h±(m,λ),L_{m}(\lambda)h_{\pm}(m,\lambda)=\pm\mathcal{H}(\lambda)h_{\pm}(m,\lambda), (4.9a)
and
h±(m+1,λ)=Dm(λ)h±(m,λ),h_{\pm}(m+1,\lambda)=D_{m}(\lambda)h_{\pm}(m,\lambda), (4.9b)

simultaneously. Noting that the rank of Lm(λ)(λ)L_{m}(\lambda)\mp\mathcal{H}(\lambda) is 1, which means in each case the common eigenvector is uniquely determined up to a constant factor, we select two eigenvectors h±(m,λ)h_{\pm}(m,\lambda) defined through M(m,λ)M(m,\lambda), as the following,

h±(m,λ)=(h±(1)h±(2))=M(m,λ)(cλ±1),h_{\pm}(m,\lambda)={h_{\pm}^{(1)}\choose h_{\pm}^{(2)}}=M(m,\lambda){c_{\lambda}^{\pm}\choose 1}, (4.10)

where the constants cλ±c_{\lambda}^{\pm} are determined through (4.9a) and (4.6b), by

L0(λ)(cλ+cλ11)=(cλ+cλ11)((λ)00(λ)),L_{0}(\lambda)\begin{pmatrix}c_{\lambda}^{+}&c_{\lambda}^{-}\\ 1&1\end{pmatrix}=\begin{pmatrix}c_{\lambda}^{+}&c_{\lambda}^{-}\\ 1&1\end{pmatrix}\begin{pmatrix}\mathcal{H}(\lambda)&0\\ 0&-\mathcal{H}(\lambda)\end{pmatrix},

i.e. taking m=0m=0 in equation (4.9a). It turns out that

cλ±=L011(λ)±(λ)L021(λ)=L012(λ)L011(λ)(λ).c_{\lambda}^{\pm}=\frac{L_{0}^{11}(\lambda)\pm\mathcal{H}(\lambda)}{L_{0}^{21}(\lambda)}=\frac{-L_{0}^{12}(\lambda)}{L_{0}^{11}(\lambda)\mp\mathcal{H}(\lambda)}. (4.11)

Next, we will investigate these eigenvectors h±(m,λ)h_{\pm}(m,\lambda) using the Baker–Akhiezer functions, which can be expressed by theta function on the hyperelliptic Riemann surface corresponding to the spectral curve \mathcal{R}. Let us introduce the Baker–Akhiezer functions, which are meromorphic on \mathcal{R}, by

𝔥(1)(m,𝔭+(λ2))=λh+(1)(m,λ),𝔥(1)(m,𝔭(λ2))=λh(1)(m,λ),𝔥(2)(m,𝔭+(λ2))=h+(2)(m,λ),𝔥(2)(m,𝔭(λ2))=h(2)(m,λ).\begin{split}&\mathfrak{h}^{(1)}\big{(}m,\mathfrak{p}_{+}(\lambda^{2})\big{)}=\lambda h_{+}^{(1)}(m,\lambda),\quad\mathfrak{h}^{(1)}\big{(}m,\mathfrak{p}_{-}(\lambda^{2})\big{)}=\lambda h_{-}^{(1)}(m,\lambda),\\ &\mathfrak{h}^{(2)}\big{(}m,\mathfrak{p}_{+}(\lambda^{2})\big{)}=h_{+}^{(2)}(m,\lambda),\quad\mathfrak{h}^{(2)}\big{(}m,\mathfrak{p}_{-}(\lambda^{2})\big{)}=h_{-}^{(2)}(m,\lambda).\end{split} (4.12)

To associate them with the Riemann theta function (see (B.8)), we investigate their analytic behaviors and divisors. To this end, introduce elliptic variables μj,νj\mu_{j},\,\nu_{j} in L12L^{12} and L21L^{21} by

λ1Lm12(λ)=Qλ(Ap(m),p(m))=umα(ζ)j=1N1(ζμj2(m)),\displaystyle\lambda^{-1}L_{m}^{12}(\lambda)=-Q_{\lambda}(Ap(m),p(m))=\frac{u_{m}}{\alpha(\zeta)}\prod_{j=1}^{N-1}\big{(}\zeta-\mu_{j}^{2}(m)\big{)}, (4.13a)
λ1Lm21(λ)=Qλ(Aq(m),q(m))=vmα(ζ)j=1N1(ζνj2(m)),\displaystyle\lambda^{-1}L_{m}^{21}(\lambda)=Q_{\lambda}(Aq(m),q(m))=\frac{v_{m}}{\alpha(\zeta)}\prod_{j=1}^{N-1}\big{(}\zeta-\nu_{j}^{2}(m)\big{)}, (4.13b)

which lead us, from equations (4.6a) and (4.6b), to

𝔥(1)(m,𝔭+(λ2))𝔥(1)(m,𝔭(λ2))=ζ(ζβ2)mumv0j=1N1ζμj2(m)ζνj2(0),\displaystyle\mathfrak{h}^{(1)}\big{(}m,\mathfrak{p}_{+}(\lambda^{2})\big{)}\cdot\mathfrak{h}^{(1)}\big{(}m,\mathfrak{p}_{-}(\lambda^{2})\big{)}=\zeta(\zeta-\beta^{2})^{m}\frac{-u_{m}}{v_{0}}\prod_{j=1}^{N-1}\frac{\zeta-\mu_{j}^{2}(m)}{\zeta-\nu_{j}^{2}(0)}, (4.14a)
𝔥(2)(m,𝔭+(λ2))𝔥(2)(m,𝔭(λ2))=(ζβ2)mvmv0j=1N1ζνj2(m)ζνj2(0).\displaystyle\mathfrak{h}^{(2)}\big{(}m,\mathfrak{p}_{+}(\lambda^{2})\big{)}\cdot\mathfrak{h}^{(2)}\big{(}m,\mathfrak{p}_{-}(\lambda^{2})\big{)}=(\zeta-\beta^{2})^{m}\frac{v_{m}}{v_{0}}\prod_{j=1}^{N-1}\frac{\zeta-\nu_{j}^{2}(m)}{\zeta-\nu_{j}^{2}(0)}. (4.14b)

With regard to asymptotic behaviors of the Baker–Akhiezer functions, we have the following lemmas.

Lemma 4.2.

The Baker–Akhiezer functions (4.12) have the following asymptotic behaviors as ζ=λ2\zeta=\lambda^{2}\sim\infty,

𝔥(1)(m,𝔭+(λ2))=12v0Z0Z1Zm1ζm+1(1+O(ζ1)),\displaystyle\mathfrak{h}^{(1)}\big{(}m,\mathfrak{p}_{+}(\lambda^{2})\big{)}=\frac{1}{2v_{0}}Z_{0}Z_{1}\cdots Z_{m-1}\zeta^{m+1}\big{(}1+O(\zeta^{-1})\big{)}, (4.15a)
𝔥(1)(m,𝔭(λ2))=2umZ0Z1Zm1(1+O(ζ1)),\displaystyle\mathfrak{h}^{(1)}\big{(}m,\mathfrak{p}_{-}(\lambda^{2})\big{)}=\frac{-2u_{m}}{Z_{0}Z_{1}\cdots Z_{m-1}}\big{(}1+O(\zeta^{-1})\big{)}, (4.15b)
𝔥(2)(m,𝔭+(λ2))=vm2v0Z0Z1Zm1ζm(1+O(ζ1)),\displaystyle\mathfrak{h}^{(2)}\big{(}m,\mathfrak{p}_{+}(\lambda^{2})\big{)}=\frac{v_{m}}{2v_{0}}Z_{0}Z_{1}\cdots Z_{m-1}\zeta^{m}\big{(}1+O(\zeta^{-1})\big{)}, (4.15c)
𝔥(2)(m,𝔭(λ2))=2Z0Z1Zm1(1+O(ζ1)).\displaystyle\mathfrak{h}^{(2)}\big{(}m,\mathfrak{p}_{-}(\lambda^{2})\big{)}=\frac{2}{Z_{0}Z_{1}\cdots Z_{m-1}}\big{(}1+O(\zeta^{-1})\big{)}. (4.15d)
Proof.

First, as λ\lambda\sim\infty we find λcλ+=(ζ/2v0)(1+O(ζ1))\lambda c_{\lambda}^{+}=(\zeta/2v_{0})\big{(}1+O(\zeta^{-1})\big{)} from equations (4.11) and (3.2). Then, using (4.10) and the asymptotic results of M(m,λ)M(m,\lambda) given in Lemma 4.1, one can obtain (4.15a) and (4.15c). The other two in (4.15) follow from (4.14).

Lemma 4.3.

When ζ=λ20\zeta=\lambda^{2}\sim 0, the following asymptotic behaviors hold,

𝔥(1)(m,𝔭+(λ2))=(β2)m12<p(0),q(0)><A1q(0),q(0)>(1+O(ζ)),\displaystyle\mathfrak{h}^{(1)}\big{(}m,\mathfrak{p}_{+}(\lambda^{2})\big{)}=(-\beta^{2})^{m}\frac{1-2<p(0),q(0)>}{-<A^{-1}q(0),q(0)>}\big{(}1+O(\zeta)\big{)}, (4.16a)
𝔥(1)(m,𝔭(λ2))=ζ<A1q(0),q(0)>um(12<p(0),q(0)>)v0(j=1N1μj2(m)νj2(0))(1+O(ζ)).\displaystyle\mathfrak{h}^{(1)}\big{(}m,\mathfrak{p}_{-}(\lambda^{2})\big{)}=\zeta\frac{<A^{-1}q(0),q(0)>u_{m}}{(1-2<p(0),q(0)>)v_{0}}\left(\prod_{j=1}^{N-1}\frac{\mu_{j}^{2}(m)}{\nu_{j}^{2}(0)}\right)\big{(}1+O(\zeta)\big{)}. (4.16b)
Proof.

From (4.11) we have λcλ+=12<p(0),q(0)><A1q(0),q(0)>(1+O(ζ))\lambda c_{\lambda}^{+}=-\frac{1-2<p(0),q(0)>}{<A^{-1}q(0),q(0)>}\big{(}1+O(\zeta)\big{)} as λ0\lambda\sim 0. Equations (4.8) and (4.10) yield (4.16a), which further gives rise to (4.16b) by using (4.14a).

Now we are able to write down divisors of the Baker–Akhiezer functions 𝔥(1)(m,𝔭),𝔥(2)(m,𝔭)\mathfrak{h}^{(1)}(m,\mathfrak{p}),\,\mathfrak{h}^{(2)}(m,\mathfrak{p}) on \mathcal{R}, which are, respectively, (cf.[23, 30, 47])

𝒟(𝔥(1)(m,𝔭))=j=1g(𝔭(μj2(m))𝔭(νj2(0)))+{𝔬}+m{𝔭(β2)}(m+1){+},\displaystyle\mathcal{D}(\mathfrak{h}^{(1)}(m,\mathfrak{p}))=\sum_{j=1}^{g}\Big{(}\mathfrak{p}\big{(}\mu_{j}^{2}(m)\big{)}-\mathfrak{p}\big{(}\nu_{j}^{2}(0)\big{)}\Big{)}+\{\mathfrak{o}_{-}\}+m\{\mathfrak{p}(\beta^{2})\}-(m+1)\{\infty_{+}\}, (4.17a)
𝒟(𝔥(2)(m,𝔭))=j=1g(𝔭(νj2(m))𝔭(νj2(0)))+m{𝔭(β2)}m{+},\displaystyle\mathcal{D}(\mathfrak{h}^{(2)}(m,\mathfrak{p}))=\sum_{j=1}^{g}\Big{(}\mathfrak{p}\big{(}\nu_{j}^{2}(m)\big{)}-\mathfrak{p}\big{(}\nu_{j}^{2}(0)\big{)}\Big{)}+m\{\mathfrak{p}(\beta^{2})\}-m\{\infty_{+}\}, (4.17b)

where 𝔬=(ζ=0,ξ=R(0))\mathfrak{o}_{-}=(\zeta=0,\,\xi=-\sqrt{R(0)}), g=N1g=N-1.

Next, introduce the Abel–Jacobi variables

ψ(m)=𝒜(j=1g𝔭(μj2(m))),ϕ(m)=𝒜(j=1g𝔭(νj2(m))),\vec{\psi}(m)=\mathcal{A}\Big{(}\hbox{$\sum$}_{j=1}^{g}\mathfrak{p}\big{(}\mu_{j}^{2}(m)\big{)}\Big{)},\quad\vec{\phi}(m)=\mathcal{A}\Big{(}\hbox{$\sum$}_{j=1}^{g}\mathfrak{p}\big{(}\nu_{j}^{2}(m)\big{)}\Big{)}, (4.18)

by using the Abel map 𝒜\mathcal{A} (see Appendix B). Employing Toda’s dipole technique [56], from (4.18) and (4.17) we have

ψ(m)ϕ(0)+mΩβ+Ω0,(mod𝒯),\displaystyle\vec{\psi}(m)\equiv\vec{\phi}(0)+m\vec{\Omega}_{\beta}+\vec{\Omega}_{0},\quad({\rm mod}\,\mathcal{T}), (4.19a)
ϕ(m)ϕ(0)+mΩβ,(mod𝒯),\displaystyle\vec{\phi}(m)\equiv\vec{\phi}(0)+m\vec{\Omega}_{\beta},\quad({\rm mod}\,\mathcal{T}), (4.19b)
Ωβ=𝔭(β2)+ω,Ω0=𝔬+ω.\displaystyle\vec{\Omega}_{\beta}=\int_{\mathfrak{p}(\beta^{2})}^{\infty_{+}}\vec{\omega},\quad\vec{\Omega}_{0}=\int_{\mathfrak{o}_{-}}^{\infty_{+}}\vec{\omega}. (4.19c)

Then, as usual treatment (cf.[9, 23, 30, 47]), by comparing divisors we obtain express the Baker-Akhiezer functions in terms of the Riemann theta function (B.8):

𝔥(1)(m,𝔭)=Cm(1)θ(𝒜(𝔭)+ψ(m)+K;B)θ(𝒜(𝔭)+ϕ(0)+K;B)exp𝔭0𝔭(mω[𝔭(β2),+]+ω[𝔬,+]),\displaystyle\mathfrak{h}^{(1)}(m,\mathfrak{p})=C_{m}^{(1)}\frac{\theta(-\mathcal{A}(\mathfrak{p})+\vec{\psi}(m)+\vec{K};B)}{\theta(-\mathcal{A}(\mathfrak{p})+\vec{\phi}(0)+\vec{K};B)}\exp\int_{\mathfrak{p}_{0}}^{\mathfrak{p}}(m\,\omega[\mathfrak{p}(\beta^{2}),\infty_{+}]+\omega[\mathfrak{o}_{-},\infty_{+}]), (4.20a)
𝔥(2)(m,𝔭)=Cm(2)θ(𝒜(𝔭)+ϕ(m)+K;B)θ(𝒜(𝔭)+ϕ(0)+K;B)exp𝔭0𝔭mω[𝔭(β2),+],\displaystyle\mathfrak{h}^{(2)}(m,\mathfrak{p})=C_{m}^{(2)}\frac{\theta(-\mathcal{A}(\mathfrak{p})+\vec{\phi}(m)+\vec{K};B)}{\theta(-\mathcal{A}(\mathfrak{p})+\vec{\phi}(0)+\vec{K};B)}\exp\int_{\mathfrak{p}_{0}}^{\mathfrak{p}}m\,\omega[\mathfrak{p}(\beta^{2}),\infty_{+}], (4.20b)

where Cm(1)C_{m}^{(1)} and Cm(2)C_{m}^{(2)} are constant factors and the Riemann constant vector K\vec{K} is defined in (B.9). Here, ω[𝔭,𝔮]\omega[\mathfrak{p},\mathfrak{q}] is the dipole, a meromorphical differential that has only simple poles at 𝔭\mathfrak{p} and 𝔮\mathfrak{q} with residues +1+1 and 1-1, respectively.

Our purpose is to derive explicit expression of ZmZ_{m} in terms of the Riemann theta function. To achieve that, first, we take 𝔭\mathfrak{p}\rightarrow\infty_{-} in equation (4.20b) and then compare the result with the asymptotic formula (4.15d). This gives rise to

Cm(2)=2Z0Z1Zm1θ[ϕ(0)+K+η]θ[ϕ(m)+K+η]exp𝔭0mω[𝔭(β2),+],C_{m}^{(2)}=\frac{2}{Z_{0}Z_{1}\cdots Z_{m-1}}\frac{\theta[\vec{\phi}(0)+\vec{K}+\vec{\eta}_{\infty_{-}}]}{\theta[\vec{\phi}(m)+\vec{K}+\vec{\eta}_{\infty_{-}}]}\exp\int_{\infty_{-}}^{\mathfrak{p}_{0}}m\,\omega[\mathfrak{p}(\beta^{2}),\infty_{+}], (4.21)

where η=𝒜()\vec{\eta}_{\infty_{-}}=-\mathcal{A}(\infty_{-}). Next, we consider the second row in equation (4.9b), i.e.

𝔥(2)(m+1,𝔭)=bm𝔥(1)(m,𝔭)+𝔥(2)(m,𝔭),\mathfrak{h}^{(2)}(m+1,\mathfrak{p})=b_{m}\mathfrak{h}^{(1)}(m,\mathfrak{p})+\mathfrak{h}^{(2)}(m,\mathfrak{p}), (4.22)

which reads

𝔥(2)(m+1,𝔬)=𝔥(2)(m,𝔬)\mathfrak{h}^{(2)}(m+1,\mathfrak{o}_{-})=\mathfrak{h}^{(2)}(m,\mathfrak{o}_{-}) (4.23)

at the point 𝔬\mathfrak{o}_{-} since 𝔥(1)(m,𝔬)=0\mathfrak{h}^{(1)}(m,\mathfrak{o}_{-})=0. Substituting (4.20b) with 𝔭=𝔬\mathfrak{p}=\mathfrak{o}_{-} into (4.23) immediately yields

Cm(2)Cm+1(2)=θ(ϕ(m+1)+K+η𝔬;B)θ(ϕ(m)+K+η𝔬;B)exp𝔭0𝔬ω[𝔭(β2),+],\frac{C_{m}^{(2)}}{C_{m+1}^{(2)}}=\frac{\theta(\vec{\phi}(m+1)+\vec{K}+\vec{\eta}_{\mathfrak{o}_{-}};B)}{\theta(\vec{\phi}(m)+\vec{K}+\vec{\eta}_{\mathfrak{o}_{-}};B)}\exp\int_{\mathfrak{p}_{0}}^{\mathfrak{o}_{-}}\omega[\mathfrak{p}(\beta^{2}),\infty_{+}], (4.24)

where η𝔬=𝒜(𝔬)\vec{\eta}_{\mathfrak{o}_{-}}=-\mathcal{A}(\mathfrak{o}_{-}). Now, substituting (4.21) into the above equation, we arrive at an explicit expression of ZmZ_{m} in terms of theta function, i.e.

Zm=θ(ϕ(m+1)+K+η𝔬;B)θ(ϕ(m)+K+η;B)θ(ϕ(m+1)+K+η;B)θ(ϕ(m)+K+η𝔬;B)exp𝔬ω[𝔭(β2),+].Z_{m}=\frac{\theta(\vec{\phi}(m+1)+\vec{K}+\vec{\eta}_{\mathfrak{o}_{-}};B)\cdot\theta(\vec{\phi}(m)+\vec{K}+\vec{\eta}_{\infty_{-}};B)}{\theta(\vec{\phi}(m+1)+\vec{K}+\vec{\eta}_{\infty_{-}};B)\cdot\theta(\vec{\phi}(m)+\vec{K}+\vec{\eta}_{\mathfrak{o}_{-}};B)}\exp\int_{\infty_{-}}^{\mathfrak{o}_{-}}\omega[\mathfrak{p}(\beta^{2}),\infty_{+}]. (4.25)

With ZmZ_{m} in hand, for a function WmW_{m} that obeys equation Wm+1Wm=lnZmW_{m+1}-W_{m}=\ln Z_{m} where ZmZ_{m} is given in (4.25), one can obtain an explicit solution by “integration”,

Wm=W0+lnθ[ϕ(m)+K+η𝔬]θ[ϕ(0)+K+η]θ[ϕ(m)+K+η]θ[ϕ(0)+K+η𝔬]+m𝔬ω[𝔭(β2),+].W_{m}=W_{0}+\ln\frac{\theta[\vec{\phi}(m)+\vec{K}+\vec{\eta}_{\mathfrak{o}_{-}}]\cdot\theta[\vec{\phi}(0)+\vec{K}+\vec{\eta}_{\infty_{-}}]}{\theta[\vec{\phi}(m)+\vec{K}+\vec{\eta}_{\infty_{-}}]\cdot\theta[\vec{\phi}(0)+\vec{K}+\vec{\eta}_{\mathfrak{o}_{-}}]}+m\int_{\infty_{-}}^{\mathfrak{o}_{-}}\omega[\mathfrak{p}(\beta^{2}),\infty_{+}]. (4.26)
Remark 4.1.

Explicit expression for umu_{m} and vmv_{m} can be computed with the help of equations (4.15b), (4.15c), (4.20) and (4.25). This will lead to the finite-gap solutions of the ldNLS equation (2.11), in a similar way to the following.

The above discussions and results are valid for (m,β)=(mi,βi)(m,\beta)=(m_{i},\beta_{i}), i=1,2,3i=1,2,3. Thus, we have three integrable symplectic maps Sβ1,Sβ2S_{\beta_{1}},\,S_{\beta_{2}} and Sβ3S_{\beta_{3}}, which commute with each other since they share the same Liouville integrals E1,,ENE_{1},\cdots,E_{N} (cf.[6, 12, 13, 57, 58]). This enables us to define

(p(m1,m2,m3),q(m1,m2,m3))=Sβ1m1Sβ2m2Sβ3m3(p(0,0,0),q(0,0,0)),\big{(}p(m_{1},m_{2},m_{3}),\,q(m_{1},m_{2},m_{3})\big{)}=S_{\beta_{1}}^{m_{1}}S_{\beta_{2}}^{m_{2}}S_{\beta_{3}}^{m_{3}}(p(0,0,0),q(0,0,0)), (4.27)

and the components (pj,qj)(p_{j},q_{j}) satisfy the equation (3.10b) for β=β1,β2,β3\beta=\beta_{1},\beta_{2},\beta_{3} simultaneously in the case of λ=αj\lambda=\alpha_{j}. This leads to a compatible solution

χ(m1,m2,m3)=(αj2β12)m12(αj2β22)m22(αj2β32)m32(pj,qj)\chi(m_{1},m_{2},m_{3})=(\alpha_{j}^{2}-\beta_{1}^{2})^{\frac{m_{1}}{2}}(\alpha_{j}^{2}-\beta_{2}^{2})^{\frac{m_{2}}{2}}(\alpha_{j}^{2}-\beta_{3}^{2})^{{\frac{m_{3}}{2}}}(p_{j},q_{j}) (4.28)

that satisfies the three equations in (2.6) with spectral parameter λ=αj\lambda=\alpha_{j}. Thus, one can obtain W(m1,m2,m3)W(m_{1},m_{2},m_{3}) by “integrating” (2.6), and in light of Theorem 2.1, such W(m1,m2,m3)W(m_{1},m_{2},m_{3}) provides solutions to the lpmKP equation (1.2).

Theorem 4.1.

The lpmKP equation (1.2) admits algebro-geometric solutions expressed in terms of the Riemann theta function,

W(m1,m2,m3)=\displaystyle W(m_{1},m_{2},m_{3})= lnθ(k=13mkΩβk+ϕ(0,0,0)+K+η𝔬;B)θ(ϕ(0,0,0)+K+η;B)θ(k=13mkΩβk+ϕ(0,0,0)+K+η;B)θ(ϕ(0,0,0)+K+η𝔬;B)\displaystyle\ln\frac{\theta(\sum_{k=1}^{3}m_{k}\vec{\Omega}_{\beta_{k}}+\vec{\phi}(0,0,0)+\vec{K}+\vec{\eta}_{\mathfrak{o}_{-}};B)\cdot\theta(\vec{\phi}(0,0,0)+\vec{K}+\vec{\eta}_{\infty_{-}};B)}{\theta(\sum_{k=1}^{3}m_{k}\vec{\Omega}_{\beta_{k}}+\vec{\phi}(0,0,0)+\vec{K}+\vec{\eta}_{\infty_{-}};B)\cdot\theta(\vec{\phi}(0,0,0)+\vec{K}+\vec{\eta}_{\mathfrak{o}_{-}};B)}
+k=13mk𝔬ω[𝔭(βk2),+]+W(0,0,0),\displaystyle+\sum_{k=1}^{3}m_{k}\int_{\infty_{-}}^{\mathfrak{o}_{-}}\omega[\mathfrak{p}(\beta_{k}^{2}),\infty_{+}]+W(0,0,0), (4.29)

where η𝔬=𝒜(𝔬)\vec{\eta}_{\mathfrak{o}_{-}}=-\mathcal{A}(\mathfrak{o}_{-}), η=𝒜()\vec{\eta}_{\infty_{-}}=-\mathcal{A}(\infty_{-}), K\vec{K} is the Riemann constant vector (B.9),

Ωβk=𝔭(βk2)+ω,\vec{\Omega}_{\beta_{k}}=\int_{\mathfrak{p}(\beta^{2}_{k})}^{\infty_{+}}\vec{\omega}, (4.30)

and the dipole differential ω[𝔭(βk2),+]\omega[\mathfrak{p}(\beta_{k}^{2}),\infty_{+}] is defined as

ω[𝔭(βk2),+]=(ζ+ξ+R(βk2)ζβk2)dζ2R(ζ),\omega[\mathfrak{p}(\beta_{k}^{2}),\infty_{+}]=\left(\zeta+\frac{\xi+\sqrt{R(\beta_{k}^{2})}}{\zeta-\beta_{k}^{2}}\right)\frac{\mathrm{d}\zeta}{2\sqrt{R(\zeta)}}, (4.31)

with ξ\xi and R(ζ)R(\zeta) given by (3.8).

5 An example: g=1g=1 case

As an example of the solution (4.1), in the following we explore the simplest case, where genus g=1g=1. The elliptic curve \mathcal{R} (3.8) reads

ξ2=R(ζ)=(ζζ1)(ζζ2)(ζζ3)(ζζ4),\xi^{2}=R(\zeta)=(\zeta-\zeta_{1})(\zeta-\zeta_{2})(\zeta-\zeta_{3})(\zeta-\zeta_{4}), (5.1)

with ζ1=λ12,ζ2=λ22,ζ3=α12,ζ4=α22\zeta_{1}=\lambda_{1}^{2},\zeta_{2}=\lambda_{2}^{2},\zeta_{3}=\alpha_{1}^{2},\zeta_{4}=\alpha_{2}^{2}.

In our example, we assume all {ζj}\{\zeta_{j}\} are on real axis and ζ1<ζ2<ζ3<ζ4\zeta_{1}<\zeta_{2}<\zeta_{3}<\zeta_{4} so that related branch cuts are taken as [ζ1,ζ2][\zeta_{1},\zeta_{2}] and [ζ3,ζ4][\zeta_{3},\zeta_{4}]. Thus, we have the Abelian differential of the first kind

ω1=C11dζ2(ζζ1)(ζζ2)(ζζ3)(ζζ4),\omega_{1}=\displaystyle\frac{C_{11}\mathrm{d}\zeta}{2\sqrt{(\zeta-\zeta_{1})(\zeta-\zeta_{2})(\zeta-\zeta_{3})(\zeta-\zeta_{4})}}, (5.2)

where the normalization constant C11C_{11} is

C111=a1dζ2(ζζ1)(ζζ2)(ζζ3)(ζζ4)C_{11}^{-1}=\int_{a_{1}}\displaystyle\frac{\mathrm{d}\zeta}{2\sqrt{(\zeta-\zeta_{1})(\zeta-\zeta_{2})(\zeta-\zeta_{3})(\zeta-\zeta_{4})}} (5.3)

along with an a1a_{1}-period. Then we have the two periods

1=\displaystyle 1= a1ω1=ζ3ζ4C11dζ(ζζ1)(ζζ2)(ζζ3)(ζζ4),\displaystyle\int_{a_{1}}\omega_{1}=\int_{\zeta_{3}}^{\zeta_{4}}\displaystyle\frac{C_{11}\mathrm{d}\zeta}{\sqrt{(\zeta-\zeta_{1})(\zeta-\zeta_{2})(\zeta-\zeta_{3})(\zeta-\zeta_{4})}}, (5.4a)
B11=\displaystyle B_{11}= b1ω1=ζ2ζ3C11dζ(ζζ1)(ζζ2)(ζζ3)(ζζ4).\displaystyle\int_{b_{1}}\omega_{1}=\int_{\zeta_{2}}^{\zeta_{3}}\displaystyle\frac{C_{11}\mathrm{d}\zeta}{\sqrt{(\zeta-\zeta_{1})(\zeta-\zeta_{2})(\zeta-\zeta_{3})(\zeta-\zeta_{4})}}. (5.4b)

Note that by certain linear fractional transformation (see [56]) the above two formulae can be converted to the elliptic integrals of the first kind:

1=\displaystyle 1= a1ω1=A011κds(1s2)(1κ2s2),\displaystyle\int_{a_{1}}\omega_{1}=A_{0}\int_{1}^{\frac{1}{\kappa}}\displaystyle\frac{\mathrm{d}s}{\sqrt{(1-s^{2})(1-\kappa^{2}s^{2})}}, (5.5a)
B11=\displaystyle B_{11}= b1ω1=A011ds(1s2)(1κ2s2),\displaystyle\int_{b_{1}}\omega_{1}=A_{0}\int_{-1}^{1}\displaystyle\frac{\mathrm{d}s}{\sqrt{(1-s^{2})(1-\kappa^{2}s^{2})}}, (5.5b)

where κ(0,1)\kappa\in(0,1) is a constant.

In this case the Riemann theta function reduces to the Jacobi theta function ϑ3\vartheta_{3},

θ(z;B11)=n=+exp[π1(n2B11+2nz)]=ϑ3(zB11),z.\theta(z;B_{11})=\sum_{n=-\infty}^{+\infty}\exp[\pi\sqrt{-1}(n^{2}B_{11}+2nz)]=\vartheta_{3}(z\mid B_{11}),\ \ z\in\mathbb{C}. (5.6)

Hence, the algebro-geometric solution (4.1) in the case of g=1g=1 can be expressed as

W(m1,m2,m3)=\displaystyle W(m_{1},m_{2},m_{3})= lnϑ3(k=13mkΩβk+ϕ(0,0,0)+K1+η𝔬|B11)ϑ3(ϕ(0,0,0)+K1+η|B11)ϑ3(k=13mkΩβk+ϕ(0,0,0)+K1+η|B11)ϑ3(ϕ(0,0,0)+K1+η𝔬|B11)\displaystyle\ln\frac{\vartheta_{3}(\sum_{k=1}^{3}m_{k}\Omega_{\beta_{k}}+\phi(0,0,0)+K_{1}+\eta_{\mathfrak{o}_{-}}|B_{11})\cdot\vartheta_{3}(\phi(0,0,0)+K_{1}+\eta_{\infty_{-}}|B_{11})}{\vartheta_{3}(\sum_{k=1}^{3}m_{k}\Omega_{\beta_{k}}+\phi(0,0,0)+K_{1}+\eta_{\infty_{-}}|B_{11})\cdot\vartheta_{3}(\phi(0,0,0)+K_{1}+\eta_{\mathfrak{o}_{-}}|B_{11})}
+k=13mk𝔬ω[𝔭(βk2),+]+W(0,0,0),\displaystyle+\sum_{k=1}^{3}m_{k}\int_{\infty_{-}}^{\mathfrak{o}_{-}}\omega[\mathfrak{p}(\beta_{k}^{2}),\infty_{+}]+W(0,0,0), (5.7)

where

K1=a1𝒜ω1+B112,𝒜=𝒜(𝔭)=𝔭0𝔭ω1,\displaystyle K_{1}=-\int_{a_{1}}\mathcal{A}\,\omega_{1}+\displaystyle\frac{B_{11}}{2},\ \ \mathcal{A}=\mathcal{A}(\mathfrak{p})=\int_{\mathfrak{p}_{0}}^{\mathfrak{p}}\omega_{1}, (5.8a)
Ωβk=𝔭(βk2)+ω1,η𝔬=𝔭0𝔬ω1,η=𝔭0ω1,\displaystyle\Omega_{\beta_{k}}=\int_{\mathfrak{p}(\beta_{k}^{2})}^{\infty_{+}}\omega_{1},\ \ \eta_{\mathfrak{o}_{-}}=-\int_{\mathfrak{p}_{0}}^{\mathfrak{o}_{-}}\omega_{1},\ \ \eta_{\infty_{-}}=-\int_{\mathfrak{p}_{0}}^{\infty_{-}}\omega_{1}, (5.8b)
ω[𝔭(βk2),+]=1C11(ζ+ξ+R(βk2)ζβk2)ω1.\displaystyle\omega[\mathfrak{p}(\beta_{k}^{2}),\infty_{+}]=\displaystyle\frac{1}{C_{11}}\left(\zeta+\displaystyle\frac{\xi+\sqrt{R(\beta_{k}^{2})}}{\zeta-\beta_{k}^{2}}\right)\omega_{1}. (5.8c)

Note that due to the arbitrariness of ϕ(0,0,0)\phi(0,0,0) we can always vanish ϕ(0,0,0)+K1\phi(0,0,0)+K_{1} and thus we come to

W(m1,m2,m3)=W2(m1,m2,m3)+W1(m1,m2,m3)\displaystyle W(m_{1},m_{2},m_{3})=W_{2}(m_{1},m_{2},m_{3})+W_{1}(m_{1},m_{2},m_{3}) (5.9a)
with
W2(m1,m2,m3)=lnϑ3(k=13mkΩβk+η𝔬|B11)ϑ3(η|B11)ϑ3(k=13mkΩβk+η|B11)ϑ3(η𝔬|B11),\displaystyle W_{2}(m_{1},m_{2},m_{3})=\ln\frac{\vartheta_{3}(\sum_{k=1}^{3}m_{k}\Omega_{\beta_{k}}+\eta_{\mathfrak{o}_{-}}|B_{11})\cdot\vartheta_{3}(\eta_{\infty_{-}}|B_{11})}{\vartheta_{3}(\sum_{k=1}^{3}m_{k}\Omega_{\beta_{k}}+\eta_{\infty_{-}}|B_{11})\cdot\vartheta_{3}(\eta_{\mathfrak{o}_{-}}|B_{11})}, (5.9b)
W1(m1,m2,m3)=k=13mk𝔬ω[𝔭(βk2),+]+W(0,0,0),\displaystyle W_{1}(m_{1},m_{2},m_{3})=\sum_{k=1}^{3}m_{k}\int_{\infty_{-}}^{\mathfrak{o}_{-}}\omega[\mathfrak{p}(\beta_{k}^{2}),\infty_{+}]+W(0,0,0), (5.9c)

where Ωβk,η𝔬,η\Omega_{\beta_{k}},\eta_{\mathfrak{o}_{-}},\eta_{\infty_{-}} and ω[𝔭(βk2),+]\omega[\mathfrak{p}(\beta_{k}^{2}),\infty_{+}] are computed from (5.8b), and W1(m1,m2,m3)W_{1}(m_{1},m_{2},m_{3}) acts as a linear background of W(m1,m2,m3)W(m_{1},m_{2},m_{3}).

To illustrate the solution, we take

ζ1=1,ζ2=3,ζ3=5,ζ4=8,β12=10,β22=13,β32=14,\zeta_{1}=1,~{}\zeta_{2}=3,~{}\zeta_{3}=5,~{}\zeta_{4}=8,~{}\beta_{1}^{2}=10,~{}\beta_{2}^{2}=13,~{}\beta_{3}^{2}=14, (5.10)

and consequently,

𝔭(β12)=(10,25.0998),𝔭(β22)=(13,69.282),𝔭(β32)=(14,87.8749).\mathfrak{p}(\beta_{1}^{2})=(10,25.0998),~{}~{}\mathfrak{p}(\beta_{2}^{2})=(13,69.282),~{}~{}\mathfrak{p}(\beta_{3}^{2})=(14,87.8749).

It follows from (5.3), (5.4) and (5.8) that (the integrals are computed numerically using Mathematica)

C11=1.30467i,B11=1.21091i,η𝔬=0.391547i,η=0.569795i,Ωβ1=0.123456i,Ωβ2=0.0769913i,Ωβ3=0.068633i,𝔬ω[𝔭(βk2),+]=γk,γ1=4.80874,γ2=4.96645,γ3=5.03085,\begin{split}&C_{11}=1.30467\,i,~{}~{}B_{11}=1.21091\,i,~{}~{}\eta_{\mathfrak{o}_{-}}=-0.391547\,i,~{}~{}\eta_{\infty_{-}}=-0.569795\,i,~{}~{}\\ &\Omega_{\beta_{1}}=0.123456\,i,~{}~{}\Omega_{\beta_{2}}=0.0769913\,i,~{}~{}\Omega_{\beta_{3}}=0.068633\,i,~{}~{}\\ &\int_{\infty_{-}}^{\mathfrak{o}_{-}}\omega[\mathfrak{p}(\beta_{k}^{2}),\infty_{+}]=\gamma_{k},~{}~{}~{}\gamma_{1}=4.80874,~{}~{}\gamma_{2}=4.96645,~{}~{}\gamma_{3}=5.03085,\end{split} (5.11)

where we have taken 𝔭0=(3.0,45.9565)\mathfrak{p}_{0}=(-3.0,45.9565) in (5.8). The quasi-periodic evolution of W2(m1,m2,m3)W_{2}(m_{1},m_{2},m_{3}) is shown in Figure 1.

Refer to caption

(a)

Refer to caption

(b)

Refer to caption

(c)

Refer to caption

(d)

Figure 1: Shape and motion of W2(m1,m2,m3)W_{2}(m_{1},m_{2},m_{3}) given in (5.9b) for {ζj}\{\zeta_{j}\} in (5.10) and 𝔭0=(3.0,45.9565)\mathfrak{p}_{0}=(-3.0,45.9565). (a) 3D plot of W2(m1,m2,0)W_{2}(m_{1},m_{2},0). (b) 2D plot of W2(m1,0,0)W_{2}(m_{1},0,0). (c) 2D plot of W2(0,m2,0)W_{2}(0,m_{2},0). (d) 2D plot of W2(0,0,m3)W_{2}(0,0,m_{3}).

One can see a periodic wave coupled with an apparent linear background that is different from W1(m1,m2,m3)W_{1}(m_{1},m_{2},m_{3}). This is because in our example all {Ωk}\{\Omega_{k}\} and B11B_{11} are pure imaginary and Jacobi’s function ϑ3(z|B11)\vartheta_{3}(z|B_{11}) has a zz-dependent periodic multiplier eπiB11e2πize^{-\pi iB_{11}}e^{-2\pi iz} with respect to B11B_{11}, i.e.

ϑ3(z+B11B11)=eπiB11e2πizϑ3(zB11).\vartheta_{3}(z+B_{11}\mid B_{11})=e^{-\pi iB_{11}}e^{-2\pi iz}\vartheta_{3}(z\mid B_{11}).

It is the periodic multiplier to give rise to the linear background when W2(m1,m2,m3)W_{2}(m_{1},m_{2},m_{3}) evolves with respect to {mk}\{m_{k}\} via the formula (5.9b).

6 Concluding remarks

In this paper we constructed algebro-geometric solutions (4.1) to the lpmKP equation (1.2). The KN spectral problem (1.4) was employed as an associated spectral problem, of which the Darboux transformation gives rise to the Lax triad (2.6) for the lpmKP equation. Compared with the known one (e.g. Eq.(3.113) in [31]), this Lax triad is not explicit, as the discrete potential function WW is defined (via Z(j)Z^{(j)}) by the KN functions (u,v)(u,v). Discrete evolutions are introduced by regarding the Darboux transformation as a map (3.10) to generate discrete flows. The map is shown to be symplectic and integrable, sharing the same integrals with the continuous Hamiltonian system (3.1) which is obtained through the so-called nonlinearisation of the KN spectral problem. Then, employing algebro-geometric techniques, using the Baker–Akhiezer functions and Abel map we introduced the Riemann theta function and finally obtained the algebro-geometric solutions (4.1) for the lpmKP equation. As an example, in Sec.5 we presented an explicit solution for the g=1g=1 case and illustrated it in Fig.1.

Based on a series of work [9, 10, 12, 13, 60, 61, 62], in Sec.1 we have summarized a framework of the approach for constructing algebro-geometric solutions to multidimensionally consistent systems. The approach has proved effective and this paper added one more important successful example. Reviewing the series of work [9, 10, 12, 13, 60, 61, 62] and the present paper, there are several related problems that are interesting and remain open. Let us raise them below.

One is to extend solutions to full space. In fact, in the solutions (4.1) all mi0m_{i}\geq 0, i.e. the solutions are defined on the first octant. The same thing happened to the lpKP equation [10]. For those quadrilateral equations studied in [9, 12, 13, 60, 61, 62], the obtained algebro-geometric solutions are defined on the first quadrant. This is because in this approach discrete flows are generated by iterating maps (e.g. (3.10)) towards one direction. One may develop the approach to obtain solutions in full space.

The second is to construct algebro-geometric solutions containing two soliton parameters for 3D lattice equations. Let us explain the problem below. In general, an integrable 3D equation admits a plane-wave factor (PWF) with two independent soliton parameters. For example, for the discrete AKP equation, its PWF reads [46]

ρi=(β1piβ1qi)m1(β2piβ2qi)m2(β3piβ3qi)m3,\rho_{i}=\left(\frac{\beta_{1}-p_{i}}{\beta_{1}-q_{i}}\right)^{m_{1}}\left(\frac{\beta_{2}-p_{i}}{\beta_{2}-q_{i}}\right)^{m_{2}}\left(\frac{\beta_{3}-p_{i}}{\beta_{3}-q_{i}}\right)^{m_{3}},

where β1,β2,β3\beta_{1},\beta_{2},\beta_{3} are spacing parameters and pip_{i} and qiq_{i} are referred to as soliton parameters. By imposing constraints on (pi,qi)(p_{i},q_{i}) one can have a PWF for reduced (2D) equations. Both the lpKP and lpmKP equations allow a PWF with two independent soliton parameters (§9.7 of [31]), and for 2D lattice equations, e.g. the ABS equations, their PWF usually reads [32, 49]

ρi=(β1piβ1+pi)m1(β2piβ2+pi)m2,\rho_{i}=\left(\frac{\beta_{1}-p_{i}}{\beta_{1}+p_{i}}\right)^{m_{1}}\left(\frac{\beta_{2}-p_{i}}{\beta_{2}+p_{i}}\right)^{m_{2}},

which contains only one soliton parameter pip_{i}. In the present paper, the lpmKP equation (1.2) is reconstructed in (2.15), as a consequence of 3D consistency of the ldNLS equation (2.11). Note that this does not mean the lpmKP equation (1.2) is a fake 3D equation, because it does allows PWF with two independent soliton parameters (§9.7 of [31]). However, this indicates that the solutions we constructed in the paper, by using 3D consistency of the 2D ldNLS equation, is a special solution in which PWF contains a single soliton parameter. One may develop an approach for 3D lattice equations to construct their algebro-geometric solutions in which the PWF contains two independent soliton parameters and therefore allows reductions.

The third problem is to apply the scheme to other ABS equations and 3D lattice equations that are 4D consistent (including octahedron-type equations [2] and the discrete BKP and Schwarzian BKP equation [1]). The approach has proved effective and so far H1, H3(0) and Q(δ)1{}_{1}(\delta), lpKP and lpmKP have been solved with this approach. However, as we mentioned in Section 1, for other equations, the associated continuous spectral problems are still unknown. It is also notable that, as we pointed out in Section 1, for H1, H3(0) and Q(0)1{}_{1}(0), each equation can have more than one associated continuous spectral problems. For the same equation, these continuous spectral problems may lead to either same (for H1 and Q(0)1{}_{1}(0), cf.[9, 62], and cf. [61, 62]) or different hyperelliptic curves (for H(0)3{}_{3}(0), cf.[12, 62]), but for each equation the obtained solutions have different formulations.

The final problem is finite-gap integration based on theory of trigonal curves for discrete integrable systems. So far the hyperelliptic curves associated with the two-sheeted Riemann surfaces were employed in our scheme, cf.[9, 12, 13, 60, 61, 62]. There were already some exciting developments in the finite-gap integration theory based on trigonal curves in continuous case, e.g. [19, 24, 25, 26]. It would be very meaningful to develop the theory in discrete case to study lattice equations related to third-order spectral problem, e.g. the discrete Boussinesq equations [33].

Acknowledgments

The authors are grateful to the referees for their invaluable comments. Our sincere thanks are also extended to Dr. Xing Li for sharing her expertise of computing path integrations on torus and providing figures of this paper. This work is supported by the National Natural Science Foundation of China (grant nos. 11631007, 11875040).


Appendix A The semi-discrete lpmKP and ldNLS equations

Since the spectral problem (2.6c) arises from the Darboux transformation (2.1), which commutes with the KN spectral problem and may serve as a Darboux transformation for the whole KN hierarchy, we can have more equations in this frame, which compose a hierarchy of the lpmKP family, in terms of the number of discrete independent variables.

The first semi-discrete lpmKP equation (with two discrete independent variables) is

Ξ(1,2)(W~W¯)x+β12(eW~¯+W¯eW~+W)β22(eW¯~+W~eW¯+W)=0,\Xi^{(1,2)}\equiv(\widetilde{W}-\overline{W})_{x}+\beta_{1}^{2}(e^{-\overline{\widetilde{W}}+\overline{W}}-e^{-\widetilde{W}+W})-\beta_{2}^{2}(e^{-\widetilde{\overline{W}}+\widetilde{W}}-e^{-\overline{W}+W})=0, (A.1)

which is a consequence of the compatibility of (1.4) (2.6c) and (2.6f), where (2.10a), (2.10b) and (2.9) should be used. Alternatively, equation (A.1) is obtained from (2.12) by substituting (2.9) into the equation. Note that (A.1) was also found in [50] (Eq.(4.27)) as a continuum limit of the lpmKP equation (1.2).

The second semi-discrete lpmKP equation (with one discrete independent variable),

Ξ(2,1)(W~+W)xx(W~x2Wx2)2β12(eW~+W)x(W~W)y=0,\Xi^{(2,1)}\equiv(\widetilde{W}+W)_{xx}-(\widetilde{W}_{x}^{2}-W_{x}^{2})-2\beta_{1}^{2}(e^{-\widetilde{W}+W})_{x}-(\widetilde{W}-W)_{y}=0, (A.2)

is obtained from the compatibility of (1.4), (2.6c) and the following linear problem

yχ=U2χ,U2=λ2U1+(λ2(uv)λ(ux2u2v)λ(vx2uv2)λ2(uv)).\partial_{y}\chi=U_{2}\chi,\quad U_{2}=\lambda^{2}U_{1}+\left(\begin{array}[]{cc}\lambda^{2}(-uv)&\lambda(u_{x}-2u^{2}v)\\ \lambda(-v_{x}-2uv^{2})&-\lambda^{2}(-uv)\end{array}\right). (A.3)

The calculation is complicated. Let us sketch it below. First, the compatibility of (1.4) and (A.3) yields the dNLS equations

Ξ1(2,0)uyuxx+2(u2v)x=0,Ξ2(2,0)vy+vxx+2(uv2)x=0,\Xi^{(2,0)}_{1}\equiv u_{y}-u_{xx}+2(u^{2}v)_{x}=0,~{}\quad\Xi^{(2,0)}_{2}\equiv v_{y}+v_{xx}+2(uv^{2})_{x}=0, (A.4)

and the compatibility of (1.4) and (A.3) yields relations (2.3) with formulation (2.4), where we need to replace ZZ with Z(1)Z^{(1)}. In particular, (2.3b) and (2.3c) indicate that

B1(Z(1)u)xu~β12u=0,B2(Z(1)v~)x+v+β12v~=0.B_{1}\doteq(Z^{(1)}u)_{x}-\widetilde{u}-\beta_{1}^{2}u=0,~{}\quad B_{2}\doteq(Z^{(1)}\widetilde{v})_{x}+v+\beta_{1}^{2}\widetilde{v}=0. (A.5)

Then, making use of (2.9), (A.4) and (A.5), the compatibility of (2.6c) and (A.3) yields

𝟎=yD(β1)U~2D(β1)+D(β1)U2=(λ2Z(1)Ξ(2,1)λx1yB1λ3x1yB20),\mathbf{0}=\partial_{y}D^{(\beta_{1})}-\widetilde{U}_{2}D^{(\beta_{1})}+D^{(\beta_{1})}U_{2}=\left(\begin{array}[]{cc}-\lambda^{2}Z^{(1)}\Xi^{(2,1)}&\lambda\partial^{-1}_{x}\partial_{y}B_{1}\\ \lambda^{3}\partial^{-1}_{x}\partial_{y}B_{2}&0\end{array}\right),

which gives rise to equation (A.2). Note that (A.2) can also be derived in the following alternative way. From the first equation in (A.4) and the shifted second equation v~y=v~xx2(u~v~2)x\widetilde{v}_{y}=-\widetilde{v}_{xx}-2(\widetilde{u}\widetilde{v}^{2})_{x}, one can have

(uv~)y=(uxv~uv~x)x2uv~[(uxv+u~v~x)+(u~v~+uv)x],\displaystyle(u\widetilde{v})_{y}=(u_{x}\widetilde{v}-u\widetilde{v}_{x})_{x}-2u\widetilde{v}\big{[}(u_{x}v+\widetilde{u}\widetilde{v}_{x})+(\widetilde{u}\widetilde{v}+uv)_{x}\big{]}, (A.6)

which can lead to equation (A.2) by using (A.5) and relation (uv~)y=(W~W)y(2Z(1))/(Z(1))2(u\widetilde{v})_{y}=(\widetilde{W}-W)_{y}(2-Z^{(1)})/(Z^{(1)})^{2} due to Z(1)=(Z(1))2uv~+1Z^{(1)}=(Z^{(1)})^{2}u\widetilde{v}+1. We also note that equation (A.2) can be converted to its non-potential form

sΞ(2,1)sxx+2β12ssx+2[s(Δ1lns)x]xsy=0,-s\Xi^{(2,1)}\equiv s_{xx}+2\beta_{1}^{2}ss_{x}+2[s(\Delta^{-1}\ln s)_{x}]_{x}-s_{y}=0, (A.7)

where s=ln(WW~)s=\ln(W-\widetilde{W}) and Δf=f~f\Delta f=\widetilde{f}-f. This equation was obtained in [55] as a gauge equivalence of a semi-discrete KP equation.

We have derived the lpmKP equation Ξ(0,3)=0\Xi^{(0,3)}=0 and two semi-discrete lpmKP equations Ξ(1,2)=0\Xi^{(1,2)}=0 and Ξ(2,1)=0\Xi^{(2,1)}=0. All these equations have the pmKP equation (1.3), Ξ(3,0)=0\Xi^{(3,0)}=0, as continuum limit. Let us replace βk\beta_{k} by βk2=εk=ckε,k=1,2,3\beta_{k}^{-2}=\varepsilon_{k}=c_{k}\varepsilon,\,k=1,2,3, with non-zero and distinct constants c1,c2,c3c_{1},c_{2},c_{3}, and consider continuum limits in terms of Miwa’s variables t=(t1,t2,t3,)\vec{t}=(t_{1},t_{2},t_{3},\cdots), where [46]

tk=1kiεikmi.t_{k}=-\frac{1}{k}\sum_{i}\varepsilon_{i}^{k}m_{i}.

This indicates that

T1j1T2j2T3j3W(m1,m2,m3)=W(xi=13jiεi,y12i=13jiεi2,t13i=13jiεi3),T_{1}^{j_{1}}T_{2}^{j_{2}}T_{3}^{j_{3}}W(m_{1},m_{2},m_{3})=W\left(x-\sum^{3}_{i=1}j_{i}\varepsilon_{i},\,y-\frac{1}{2}\sum^{3}_{i=1}j_{i}\varepsilon_{i}^{2},\,t-\frac{1}{3}\sum^{3}_{i=1}j_{i}\varepsilon_{i}^{3}\right),

where x=t1,y=t2,t=t3x=t_{1},y=t_{2},t=t_{3} and ji0j_{i}\geq 0 for i=1,2,3i=1,2,3; and for differential-difference case,

T1j1T2j2W(x,m1,m2)=W(xi=12jiεi,y12i=12jiεi2,t13i=12jiεi3),T_{1}^{j_{1}}T_{2}^{j_{2}}W(x^{\prime},m_{1},m_{2})=W\left(x-\sum^{2}_{i=1}j_{i}\varepsilon_{i},\,y-\frac{1}{2}\sum^{2}_{i=1}j_{i}\varepsilon_{i}^{2},\,t-\frac{1}{3}\sum^{2}_{i=1}j_{i}\varepsilon_{i}^{3}\right),

where x=x+t1,y=t2,t=t3x=x^{\prime}+t_{1},y=t_{2},t=t_{3} and ji0j_{i}\geq 0 for i=1,2i=1,2;

T1j1W(x,y,m1)=W(xj1ε1,yj1ε122,tj1ε133),T_{1}^{j_{1}}W(x^{\prime},y^{\prime},m_{1})=W\left(x-j_{1}\varepsilon_{1},\,y-j_{1}\frac{\varepsilon_{1}^{2}}{2},\,t-j_{1}\frac{\varepsilon_{1}^{3}}{3}\right),

where x=x+t1,y=y+t2,t=t3x=x^{\prime}+t_{1},y=y^{\prime}+t_{2},t=t_{3} and j10j_{1}\geq 0. It turns out that

Ξ(2,1)(x,y,m1)=Ξ(3,0)23c12ε2+O(ε3),\displaystyle\Xi^{(2,1)}(x^{\prime},y^{\prime},m_{1})=\Xi^{(3,0)}\frac{2}{3}c_{1}^{2}\varepsilon^{2}+O(\varepsilon^{3}),
Ξ(1,2)(x,m1,m2)=Ξ(3,0)13c1c2(c1c2)ε3+O(ε4),\displaystyle\Xi^{(1,2)}(x^{\prime},m_{1},m_{2})=\Xi^{(3,0)}\frac{1}{3}c_{1}c_{2}(c_{1}-c_{2})\varepsilon^{3}+O(\varepsilon^{4}),
Ξ(0,3)(m1,m2,m3)=Ξ(3,0)13(c1c2(c1c2)+c2c3(c2c3)+c3c1(c3c1))ε3+O(ε4).\displaystyle\Xi^{(0,3)}(m_{1},m_{2},m_{3})=\Xi^{(3,0)}\frac{1}{3}\big{(}c_{1}c_{2}(c_{1}-c_{2})+c_{2}c_{3}(c_{2}-c_{3})+c_{3}c_{1}(c_{3}-c_{1})\big{)}\varepsilon^{3}+O(\varepsilon^{4}).

Similarly, equations (2.5) and (2.11), up to some transformations, yield the dNLS equations (A.4) in continuum limit. In fact, for equation (2.5), we first replace uu and vv by (β12)m1u(-\beta_{1}^{2})^{m_{1}}u, and (β12)m1v(-\beta_{1}^{2})^{-m_{1}}v, respectively, and rewrite (2.5) as

Ξ1(1,1)(x,m1)ux+(u~v~uv)u+12(1+1+4β12uv~)β12(u~u)=0,\displaystyle\Xi_{1}^{{}^{\prime}(1,1)}(x,m_{1})\equiv u_{x}+(\widetilde{u}\widetilde{v}-uv)u+\frac{1}{2}\Big{(}1+\sqrt{1+4\beta_{1}^{-2}u\widetilde{v}}\,\Big{)}\beta_{1}^{2}(\widetilde{u}-u)=0,
Ξ2(1,1)(x,m1)v~x+(u~v~uv)v~+12(1+1+4β12uv~)β12(v~v)=0,\displaystyle\Xi_{2}^{{}^{\prime}(1,1)}(x,m_{1})\equiv\widetilde{v}_{x}+(\widetilde{u}\widetilde{v}-uv)\widetilde{v}+\frac{1}{2}\Big{(}1+\sqrt{1+4\beta_{1}^{-2}u\widetilde{v}}\,\Big{)}\beta_{1}^{2}(\widetilde{v}-v)=0,

which is available for taking continuum limit. Then, let β12=ε1\beta_{1}^{-2}=\varepsilon_{1} and define

T1jf(x,m1)=f(xjε1,yjε12/2),T_{1}^{j}{f}(x^{\prime},m_{1})=f(x-j\varepsilon_{1},\,y-j\varepsilon_{1}^{2}/2),

where x=x+t1,y=t2x=x^{\prime}+t_{1},y=t_{2} and j0j\geq 0. Then we have (ε10)(\varepsilon_{1}\sim 0)

Ξ1(1,1)(x,m1)=ε12Ξ1(2,0)+O(ε12),\displaystyle\Xi_{1}^{{}^{\prime}(1,1)}(x^{\prime},m_{1})=-\frac{\varepsilon_{1}}{2}\Xi_{1}^{(2,0)}+O(\varepsilon_{1}^{2}),
Ξ2(1,1)(x,m1)=ε12Ξ2(2,0)+O(ε12),\displaystyle\Xi_{2}^{{}^{\prime}(1,1)}(x^{\prime},m_{1})=-\frac{\varepsilon_{1}}{2}\Xi_{2}^{(2,0)}+O(\varepsilon_{1}^{2}),

where Ξi(2,0)\Xi_{i}^{(2,0)} are given in (A.4). Finally, in (2.11), replace uu by (β12)m1(β22)m2u(-\beta_{1}^{2})^{m_{1}}(-\beta_{2}^{2})^{m_{2}}u and vv by (β12)m1(β22)m2v(-\beta_{1}^{2})^{-m_{1}}(-\beta_{2}^{2})^{-m_{2}}v, and rewrite the equation as

Ξ1(0,2)β12(Z~(2)u~Z(2)u)β22(Z¯(1)u¯Z(1)u)=0,\displaystyle\Xi_{1}^{{}^{\prime}(0,2)}\equiv\beta_{1}^{2}(\widetilde{Z}^{(2)}\widetilde{u}-Z^{(2)}u)-\beta_{2}^{2}(\overline{Z}^{(1)}\overline{u}-Z^{(1)}u)=0,
Ξ2(0,2)β12(Z¯(2)v¯~Z(2)v¯)β22(Z¯(1)v~¯Z(1)v~)=0.\displaystyle\Xi_{2}^{{}^{\prime}(0,2)}\equiv\beta_{1}^{2}(\overline{Z}^{(2)}\widetilde{\overline{v}}-Z^{(2)}\overline{v})-\beta_{2}^{2}(\overline{Z}^{(1)}\overline{\widetilde{v}}-Z^{(1)}\widetilde{v})=0.

Let βi2=εi=ciε,\beta_{i}^{-2}=\varepsilon_{i}=c_{i}\varepsilon, and introduce

T1j1T2j2f(m1,m2)=f(xi=12jiεi,y12i=12jiεi2),T_{1}^{j_{1}}T_{2}^{j_{2}}f(m_{1},m_{2})=f\left(x-\sum^{2}_{i=1}j_{i}\varepsilon_{i},\,y-\frac{1}{2}\sum^{2}_{i=1}j_{i}\varepsilon_{i}^{2}\right),

where x=t1,y=t2x=t_{1},y=t_{2} and ji0j_{i}\geq 0 for i=1,2i=1,2. The continuum limit yields

Ξ1(0,2)=(c1c2)ε2Ξ1(2,0)+O(ε2),\displaystyle\Xi_{1}^{{}^{\prime}(0,2)}=-\frac{(c_{1}-c_{2})\varepsilon}{2}\Xi_{1}^{(2,0)}+O(\varepsilon^{2}),
Ξ2(0,2)=(c1c2)ε2Ξ2(2,0)+O(ε2).\displaystyle\Xi_{2}^{{}^{\prime}(0,2)}=-\frac{(c_{1}-c_{2})\varepsilon}{2}\Xi_{2}^{(2,0)}+O(\varepsilon^{2}).

In the rest part of this section, we review some links between (1+1)(1+1)-dimensional and (2+1)(2+1)-dimensional integrable systems, which maybe helpful for understanding the connections in the discrete case. Let us start with the continuous mKP hierarchy, which are generated from the compatibility of (see [39])

Lφ=λφ,L=x+w0+w1x1+w2x2+,\displaystyle L\varphi=\lambda\varphi,~{}~{}L=\partial_{x}+w_{0}+w_{1}\partial_{x}^{-1}+w_{2}\partial_{x}^{-2}+\cdots, (A.8a)
φtj=Ajφ,\displaystyle\varphi_{t_{j}}=A_{j}\varphi, (A.8b)

where wj=wj(x=t1,y=t2,t=t3,t4,)w_{j}=w_{j}(x=t_{1},y=t_{2},t=t_{3},t_{4},\cdots), x=/x\partial_{x}=\partial/\partial x, Aj=(Lj)1A_{j}=(L^{j})_{\geq 1} stands for the pure differential part of LjL^{j}. One can express wjw_{j} for j1j\geq 1 in terms of w0ww_{0}\equiv w using the compatibility between (A.8a) and φy=A2φ\varphi_{y}=A_{2}\varphi, and then the mKP hierarchy wtj=Pj(w)w_{t_{j}}=P_{j}(w) arise from the compatibility of φy=A2φ\varphi_{y}=A_{2}\varphi and (A.8b). By AjA_{j}^{*} we denote the operator adjoint of AjA_{j}. Introduce

ψtj=Ajψ.\psi_{t_{j}}=-A_{j}^{*}\psi. (A.9)

It can be verified that for the above eigenfunctions φ\varphi and ψ\psi, the mKP hierarchy admits a symmetry σ=(φψ)x\sigma=(\varphi\psi)_{x}. Consider the symmetry constraint w=φψw=\varphi\psi. In the following we denote φ=u\varphi=u and ψ=v\psi=v, thus we have (cf. w=Wx=uvw=W_{x}=uv in (2.9))

w=uv.w=uv. (A.10)

With this constraint, the spectral problem (A.8a) is converted to the KN spectral problem (1.4) (up to gauge transformation), and the coupled system (A.8b) and (A.9) (with φ=u,ψ=v\varphi=u,~{}\psi=v) give rise to the KN hierarchy (up to gauge transformation)

𝐮tj=Kj(𝐮),𝐮=(u,v)T.\mathbf{u}_{t_{j}}=K_{j}(\mathbf{u}),~{}~{}\mathbf{u}=(u,v)^{T}. (A.11)

For more details, one may refer to [15]. Note that the KN hierarchy (A.11) also result from the compatibility of the KN spectral problem (1.4) and the time evolution χtj=Ujχ\chi_{t_{j}}=U_{j}\chi. In this context, it is not surprised that the potential mKP equation (1.3) can be obtained from the compatibility of the triad χtj=Ujχ\chi_{t_{j}}=U_{j}\chi for j=1,2,3j=1,2,3 and with t1=x,t2=y,t3=tt_{1}=x,t_{2}=y,t_{3}=t and Wx=uvW_{x}=uv. Such a link between (1+1)(1+1)-dimensional and (2+1)(2+1)-dimensional integrable systems was first revealed in [8, 18, 40] in the early 1990s for the ZS-AKNS and KP systems. For the differential-difference case with one discrete independent variable, the analogue results build connections between the semi-discrete ZS-AKNS and differential-difference KP systems (see [16]). The obtained semi-discrete ZS-AKNS spectral problem is nothing but the Darboux transformation of the ZS-AKNS spectral problem (1.1), and it has been used to derive algebro-geometry solutions for the lpKP equation [10]. However, for the differential-difference mKP hierarchy, its eigenfunction symmetry constraint gives rise the relativistic Toda spectral problem (see [17]), which is not the Darboux transformation (2.1) that we used in this paper. Anyway, as we can see, in our approach it is an important step to establish the link between the lpmKP and KN equations. The eigenfunction symmetry constraint can provide some insights but not always as direct as expected.

Appendix B Riemann theta function associated with hyperelliptic curve

In this section we introduce how a Riemann theta function arises from a hyperelliptic curve. For more details one can refer to [23, 30, 47]. This section also provides some complex algebraic geometry preliminaries that will be used in our approach.

For a generic hyperelliptic curve \mathcal{R}: ξ2=R(ζ)\xi^{2}=R(\zeta) with genus gg (for example, (3.8)), the following Abelian differentials of the first kind constitute the basis of holomorphic differentials of \mathcal{R}:

ω~j=ζgjdζ2R(ζ),j=1,,g.\tilde{\omega}_{j}=\displaystyle\frac{\zeta^{g-j}\mathrm{d}\zeta}{2\sqrt{R(\zeta)}},\ \ j=1,\ldots,g. (B.1)

Let the closed loops a1,,ag,b1,,bga_{1},\cdots,a_{g},b_{1},\cdots,b_{g} be the canonical basis of the homology group H1()\mathrm{H}_{1}(\mathcal{R}), with intersection numbers

ajbk=δjk,ajak=0,bjbk=0,j,k=1,2,,g.a_{j}\circ b_{k}=\delta_{jk},~{}~{}a_{j}\circ a_{k}=0,~{}~{}b_{j}\circ b_{k}=0,~{}~{}j,k=1,2,\cdots,g.

Note that here we adopt the conventional notations {aj,bj}\{a_{j},b_{j}\} for these canonical basis, without making confusion with the discrete potentials (am,bm)(a_{m},b_{m}) that we used in Sec.4. The basis of holomorphic differentials can be normalized as follows:

ω(ω1,,ωg)T=C(ω~1,,ω~g)T=(C1ζg1+C2ζg2+Cg)dζ2R(ζ),\displaystyle\begin{split}\vec{\omega}\doteq(\omega_{1},\cdots,\omega_{g})^{T}&=C(\tilde{\omega}_{1},\cdots,\tilde{\omega}_{g})^{T}\\ &=(C_{1}\zeta^{g-1}+C_{2}\zeta^{g-2}+\ldots C_{g})\displaystyle\frac{\mathrm{d}\zeta}{2\sqrt{R(\zeta)}},\end{split} (B.2)

where

C=(Ajk)g×g1,Ajk=akω~j,C=(A_{jk})^{-1}_{g\times g},\ \ A_{jk}=\int_{a_{k}}\tilde{\omega}_{j}, (B.3)

and ClC_{l} stands for the l-th column vector of CC. For this normalized basis ω\vec{\omega}, we have

akωj=δjk,bkωj=Bjk,\int_{a_{k}}\omega_{j}=\delta_{jk},\ \ \int_{b_{k}}\omega_{j}=B_{jk}, (B.4)

where the matrix B=(Bjk)g×gB=(B_{jk})_{g\times g} is symmetric with positive definite imaginary part. BB can be used as a periodic matrix to defined the Riemann theta function (which is holomorphic):

θ(z;B)=zgexpπ1(<Bz,z>+2<z,z>),zg,\theta(z;B)=\sum_{z^{\prime}\in\mathbb{Z}^{g}}\exp\pi\sqrt{-1}(<Bz^{\prime},z^{\prime}>+2<z,z^{\prime}>),\ \ z\in\mathbb{C}^{g}, (B.5)

where by <,><\cdot,\cdot> we denote the scalar product in g\mathbb{C}^{g}.

Next, let us reveal features of zeros of the above Riemann theta function. Let 𝒯\mathcal{T} be a period lattice 𝒯={zgz=m+Bn,m,ng\mathcal{T}=\{z\in\mathbb{C}^{g}\mid z=\vec{m}+B\vec{n},~{}\vec{m},\vec{n}\in\mathbb{Z}^{g}}. The quotient space J()=g/𝒯J(\mathcal{R})=\mathbb{C}^{g}/\mathcal{T} is called the Jacobian variety of \mathcal{R}. Introduce the Abel map (also called Abel-Jacobi map) 𝒜:J()\mathcal{A}:\mathcal{R}\rightarrow J(\mathcal{R}), by

𝒜(𝔭)=𝔭0𝔭ω=(𝔭0𝔭ω1,𝔭0𝔭ω2,,𝔭0𝔭ωg)T,\mathcal{A}(\mathfrak{p})=\int_{\mathfrak{p}_{0}}^{\mathfrak{p}}\vec{\omega}=\left(\int_{\mathfrak{p}_{0}}^{\mathfrak{p}}\omega_{1},\int_{\mathfrak{p}_{0}}^{\mathfrak{p}}\omega_{2},~{}\cdots,\int_{\mathfrak{p}_{0}}^{\mathfrak{p}}\omega_{g}\right)^{T}, (B.6)

where 𝔭,𝔭0\mathfrak{p},\mathfrak{p}_{0}\in\mathcal{R} with 𝔭0\mathfrak{p}_{0} being some choosing fixed point. The map can be extended to the divisors by defining

𝒜(knk𝔭k)=knk𝒜(𝔭k).\mathcal{A}\left(\sum_{k}n_{k}\mathfrak{p}_{k}\right)=\sum_{k}n_{k}\mathcal{A}(\mathfrak{p}_{k}). (B.7)

Consider the function

θ(z(𝔭,D);B)=θ(𝒜(𝔭)+𝒜(D)+K);B),𝔭,\theta(z(\mathfrak{p},D);B)=\theta(-\mathcal{A}(\mathfrak{p})+\mathcal{A}(D)+\vec{K});B),~{}\ \ \mathfrak{p}\in\mathcal{R}, (B.8)

where the divisor D=k=1g𝔭kD=\sum_{k=1}^{g}\mathfrak{p}_{k} with {𝔭k}\{\mathfrak{p}_{k}\} being gg distinct points on \mathcal{R}, and the vector K\vec{K} of Riemann constants is defined as

K=k=1g[ak𝒜ωk(Bkk2+𝒜k(𝔭))akω],\vec{K}=-\sum_{k=1}^{g}\bigg{[}\int_{a_{k}}\mathcal{A}\,\omega_{k}-\bigg{(}\displaystyle\frac{B_{kk}}{2}+\mathcal{A}_{k}(\mathfrak{p}^{\prime})\bigg{)}\int_{a_{k}}\vec{\omega}\bigg{]}, (B.9)

where 𝒜k\mathcal{A}_{k} is the kk-th component of the Abel map 𝒜\mathcal{A}, and 𝔭\mathfrak{p}^{\prime} is the base point of the fundamental group π1()\pi_{1}(\mathcal{R}) (see [23]). By choosing 𝔭=𝔭0\mathfrak{p}^{\prime}=\mathfrak{p}_{0}, the above formula reduces to

K=k=1g(ak𝒜ωkBkk2akω).\vec{K}=-\sum_{k=1}^{g}\bigg{(}\int_{a_{k}}\mathcal{A}\omega_{k}-\displaystyle\frac{B_{kk}}{2}\int_{a_{k}}\vec{\omega}\bigg{)}. (B.10)

According to the Riemann vanishing theorem, the zeros of θ(z(𝔭,D),B)\theta(z(\mathfrak{p},D),B) are 𝔭1,,𝔭g\mathfrak{p}_{1},\ldots,\mathfrak{p}_{g}. Due to this fact, the Riemann theta function (B.8) is often used to characterize meromorphic functions with certain zeros and poles.


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