Exactly Solvable And Integrable Systems

A generalization of determinant formulas for the classical solutions of Painlevé XXXIV and Painlevé II equations are constructed using the technique of Darboux transformation and Hirota's bilinear formalism. It is shown that the solutions admit determinant formulas even for the transcendental case.

A nonlinear identity for the scattering phase of quantum integrable models is proved.

Three inequivalent real forms of the complex N=4 supersymmetric Toda chain hierarchy (Nucl. Phys. B558 (1999) 545, solv-int/9907004) in the real N=2 superspace with one even and two odd real coordinates are presented. It is demonstrated that the first of them possesses a global N=4 supersymmetry, while the other two admit a twisted N=4 supersymmetry. A new superfield basis in which supersymmetry transformations are local is discussed and a manifest N=4 supersymmetric representation of the N=4 Toda chain in terms of a chiral and an anti-chiral N=4 superfield is constructed. Its relation to the complex N=4 supersymmetric KdV hierarchy is established. Darboux-Backlund symmetries and a new real form of this last hierarchy possessing a twisted N=4 supersymmetry are derived.

We propose a hamiltonian formulation of the N=2 supersymmetric KP type hierarchy recently studied by Krivonos and Sorin. We obtain a quadratic hamiltonian structure which allows for several reductions of the KP type hierarchy. In particular, the third family of N=2 KdV hierarchies is recovered. We also give an easy construction of Wronskian solutions of the KP and KdV type equations.

A review of selected topics in Hirota's bilinear difference equation (HBDE) is given. This famous 3-dimensional difference equation is known to provide a canonical integrable discretization for most important types of soliton equations. Similarly to the continuous theory, HBDE is a member of an infinite hierarchy. The central point of our exposition is a discrete version of the zero curvature condition explicitly written in the form of discrete Zakharov-Shabat equations for M-operators realized as difference or pseudo-difference operators. A unified approach to various types of M-operators and zero curvature representations is suggested. Different reductions of HBDE to 2-dimensional equations are considered. Among them discrete counterparts of the KdV, sine-Gordon, Toda chain, relativistic Toda chain and other typical examples are discussed in detail.

A universal algorithm to construct N-particle (classical and quantum) completely integrable Hamiltonian systems from representations of coalgebras with Casimir element is presented. In particular, this construction shows that quantum deformations can be interpreted as generating structures for integrable deformations of Hamiltonian systems with coalgebra symmetry. In order to illustrate this general method, the so(2,1) algebra and the oscillator algebra h 4 are used to derive new classical integrable systems including a generalization of Gaudin-Calogero systems and oscillator chains. Quantum deformations are then used to obtain some explicit integrable deformations of the previous long-range interacting systems and a (non-coboundary) deformation of the (1+1) Poincaré algebra is shown to provide a new Ruijsenaars-Schneider-like Hamiltonian.

Cubic invariants for two-dimensional Hamiltonian systems are investigated using the Jacobi geometrization procedure. This approach allows for a unified treatment of invariants at both fixed and arbitrary energy. In the geometric picture the invariant generally corresponds to a third rank Killing tensor, whose existence at a fixed energy value forces the metric to satisfy a nonlinear integrability condition expressed in terms of a Kahler potential. Further conditions, leading to a system of equations which is overdetermined except for singular cases, are added when the energy is arbitrary. As solutions to these equations we obtain several new superintegrable cases in addition to the previously known cases. We also discover a superintegrable case where the cubic invariant is of a new type which can be represented by an energy dependent linear invariant. A complete list of all known systems which admit a cubic invariant at arbitrary energy is given.

The acoustic scattering operator on the real line is mapped to a Schrödinger operator under the Liouville transformation. The potentials in the image are characterized precisely in terms of their scattering data, and the inverse transformation is obtained as a simple, linear quadrature. An existence theorem for the associated Harry Dym flows is proved, using the scattering method. The scattering problem associated with the Camassa-Holm flows on the real line is solved explicitly for a special case, which is used to reduce a general class of such problems to scattering problems on finite intervals.

We examine a family of 3-point mappings that include mappings solvable through linearization. The different origins of mappings of this type are examined: projective equations and Gambier systems. The integrable cases are obtained through the application of the singularity confinement criterion and are explicitly integrated.

We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlevé II. Our goal is to concentrate on this important example of the connection between random matrix theory and integrable systems, and in so doing to introduce the newcomer to the subject as a whole. We also give sketches of the results for the limiting distribution of the largest eigenvalue in the Gaussian Orthogonal Ensemble (GOE) and the Gaussian Symplectic Ensemble (GSE). This work we did some years ago in a more general setting. These notes, therefore, are not meant for experts in the field.