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# Geometries and Symmetries of Soliton equations and Integrable Elliptic equations

## 1. Introduction

We review the geometries and symmetries of both integrable evolution equations and elliptic partial differential equations, and also the method of loop group factorization for constructing their solutions. In the classical literature, a differential equation is called “integrable” if it can be solved by quadratures. A Hamiltonian system in $`2n`$-dimensions is completely integrable if it has $`n`$ independent commuting Hamiltonians. By the Arnold-Liouville Theorem, such systems have action-angle variables that linearize the flow, and these can be found by quadrature. This concept of integrability can be extended to PDEs, and one class consists of evolution equations on function spaces that have Hamiltonian structures and are completely integrable Hamiltonian systems in the sense of Liouville, i.e., there exist action angle variables. We call this class of equations soliton equations. The model examples are the Korteweg-de Vries equation, the non-linear Schrödinger equation (NLS), and the Sine-Gordon equation (SGE). Besides the Hamiltonian formulation and complete integrability, soliton equations share many other remarkable properties including:

1. infinite families of explicit solutions,
2. a hierarchy of commuting flows described by partial differential equations,
3. a Lax pair,
4. an algebraic-geometric description of certain solutions,
5. a scattering theory,
6. an inverse scattering transform to solve the Cauchy problem,
7. a construction of solutions using loop group factorizations (dressing actions).

The existence of a Lax pair is one of the key properties of soliton equations. This was first constructed for the case of KdV by Lax, who observed that the KdV equation can be written as the condition for an isospectral deformation of the Schrödinger operator on the line. Later, this was shown to be equivalent to the zero curvature condition of a family of connections (). Roughly speaking, a PDE for $`q:^n^m`$ is said to have a zero curvature formulation if there is a family of connections $`\theta _\lambda `$ on $`^n`$, (defined by $`q`$ and its derivatives, and a holomorphic parameter $`\lambda `$ defined in some open subset of $``$) so that the condition for $`\theta _\lambda `$ to be flat for all $`\lambda `$ is that $`q`$ solve the given PDE. The connection $`\theta _\lambda =_{i=1}^nA_idx_i`$ is flat if $`d\theta _\lambda =\theta _\lambda \theta _\lambda `$ for all $`\lambda `$, or equivalently the $`n`$ operators $`\{\frac{}{x_i}+A_i|1in\}`$ commute, i.e.,

$$[\frac{}{x_i}+A_i,\frac{}{x_j}+A_j]=0,ij.$$

We call $`\theta _\lambda `$ a Lax pair if $`n=2`$, and a Lax $`n`$-tuple for general $`n`$. A Lax $`n`$-tuple naturally gives rise to a loop group factorization, which in turn provides a method for constructing explicit solutions and symmetries of the equations.

Another class of integrable PDEs are non-linear elliptic equations. Although these equations do not have Hamiltonian formulations, they do have zero curvature formulations that give rise to loop group factorizations, and hence the techniques developed for soliton equations can also be used to construct solutions and symmetries of these elliptic equations. In particular, we can find solutions of the equation by factorizations. One class of model examples are the equations for harmonic maps from $``$ to a compact Lie group.

Some goals of this paper are to give a brief survey of the following:

1. A systematic construction of integrable hierarchies associated to a complex semi-simple Lie algebra and finite order automorphisms.
2. Some geometric integrable PDEs arising in differential geometry.
3. Construction of solutions using loop group factorizations.

Another goal of this paper is to put some known results of evolution soliton equations and integrable elliptic systems together so that we can compare and see similarities and differences in these two theories.

$`G`$-hierarchy The ZS-AKNS construction of the $`n\times n`$-hierarchy of soliton flows works equally well when we replace $`sl(n,)`$ by any complex, simple Lie algebra $`𝒢`$. In fact, let $`a𝒢`$, $`𝒢_a=\{y𝒢|[a,y]=0\}`$ the centralizer of $`a`$, and $`𝒢_a^{}=\{\xi 𝒢|(\xi ,y)=0`$ for all $`y𝒢_a\}`$. Here $`(,)`$ is a non-degenerate ad-invariant bilinear form of $`𝒢`$. It can be shown that there exists a sequence of polynomial differential operators on the space $`C(,𝒢_a^{})`$ of smooth functions from $``$ to $`𝒢_a^{}`$,

$$\{Q_{b,j}(u)|b𝒢_a,𝒢_b=𝒢_a,j0\text{integer}\}.$$

These $`Q_{b,j}(u)`$ are determined uniquely from the following recursive formula

$`(Q_{b,j}(u))_x+[u,Q_{b,j}(u)]=[Q_{b,j+1}(u),a],`$
$`Q_{b,0}=b,Q_{a,1}(u)=u.`$
The $`(b,j)`$-flow is

$$u_t=(Q_{b,j}(u))_x+[u,Q_{b,j}(u)],$$

which commutes with the $`(b^{},j^{})`$-flow. The hierarchy of these commuting flows is called $`𝔤`$AKNS-hierarchy in , and the $`G`$-hierarchy in .

It follows from the recursive formula that $`u`$ is a solution of the $`(b,j)`$-th flow if and only if

$$\theta _\lambda =(a\lambda +u)dx+(b\lambda ^j+Q_{b,1}(u)\lambda ^{j1}+\mathrm{}+Q_{b,j}(u))dt$$

is flat for all $`\lambda `$. In other words, $`\theta _\lambda `$ is a Lax pair of the $`(b,j)`$-flow.

Next we explain several invariant submanifolds of the $`G`$-hierarchy in terms of finite order automorphisms of $`𝒢`$.

$`\sigma `$-twisted $`G`$-hierarchy

If $`\sigma `$ is an order $`k`$ automorphism of the complex Lie group $`G`$, then the $`(b,nk+1)`$-flow in the $`G`$-hierarchy leaves $`C(,𝒢_a^{}𝒢_0)`$ invariant, where $`𝒢_0`$ is the fixed point set of $`d\sigma _e`$ on $`𝒢`$. The hierarchy of the restriction of these flows to $`C(,𝒢_a^{}𝒢_0)`$ is called the $`\sigma `$-twisted $`G`$-hierarchy. The Kupershmidt-Wilson hierarchy is an example with $`𝒢=sl(n,)`$ and $`k=n`$ ().

$`U`$-hierarchy

Suppose $`\tau `$ is a conjugate linear, Lie algebra involution of $`𝒢`$, and $`𝒰`$ is the fixed point set of $`\tau `$, i.e., $`𝒰`$ is a real form of $`𝒢`$. Then the $`(b,j)`$-flow leaves $`C(,𝒢_a^{}𝒰)`$ invariant. The hierarchy restricted to $`C(,𝒢_a^{}𝒰)`$ is called the $`U`$-hierarchy. For example, the NLS occurs as the second flow in the $`SU(2)`$-hierarchy, and the $`3`$-wave equation as the first flow in the $`SU(3)`$-hierarchy.

$`U/U_0`$-hierarchy

Suppose $`\tau `$ is a conjugate-linear involution, and $`\sigma `$ is an order $`k`$ complex linear, Lie algebra automorphism of $`𝒢`$ such that

$$\sigma \tau =\tau ^1\sigma ^1.$$

Then the $`(b,nk+1)`$-flow leaves $`C(,𝒢_a^{}𝒰_0)`$ invariant, where $`𝒰_0`$ is the Lie subalgebra of $`𝒢`$ that is fixed by both $`\sigma `$ and $`\tau `$. The hierarchy restricted to $`C(,𝒰_a^{}𝒰_0)`$ is called the $`U/U_0`$-hierarchy. For example, the $`3`$rd flow in the $`SU(2)/SO(2)`$-hierarchy is the modified KdV equation with $`k=2`$.

$`U/U_0`$-system

Let $`U/U_0`$ be the rank $`n`$ symmetric space given by involutions $`\tau ,\sigma `$ of $`G`$, $`𝒰=𝒰_0+𝒰_1`$ the Cartan decompostion, and $`𝒜`$ a maximal abelian subspace of $`𝒰_1`$. Let $`\{a_1,\mathrm{},a_n\}`$ be a basis of $`𝒜`$. By putting the $`(a_1,1),\mathrm{},(a_n,1)`$-flows in the $`U/U_0`$-hierarchy together, we get the $`U/U_0`$-system for maps $`v:^n𝒰_𝒜^{}𝒰_1`$:

$$[a_i,v_{x_j}][a_j,v_{x_i}]=[[a_i,v],[a_j,v]],ij,$$

where $`𝒰_𝒜=\{y𝒰|[y,\xi ]=0\xi 𝒜\}`$. Note that $`v`$ is a solution of the $`U/U_0`$-system if and only if

$$\theta _\lambda =\underset{j=1}{\overset{n}{}}(a_i\lambda +[a_i,v])dx_i$$

is flat for all $`\lambda `$, i.e., $`\theta _\lambda `$ is a Lax $`n`$-tuple of the $`U/U_0`$-system.

The $`1`$-flow associated to $`U`$

Let $`a,b𝒰`$ such that $`[a,b]=0`$. The $`1`$-flow associated to $`U`$ is the following system for $`g:^2U`$:

$$(g^1g_x)_t=[a,g^1bg],$$

with constraint $`g^1g_x𝒰_a^{}`$. The $`1`$-flow has a Lax pair

$$(a\lambda +g^1g_x)dx+\lambda ^1g^1bgdt.$$

Elliptic $`(G,\tau )`$-systems

The $`m`$-th elliptic $`(G,\tau )`$-system is the equation for $`(u_0,\mathrm{},u_m):_{i=0}^m𝒢`$ so that

$$\theta _\lambda =\underset{j=0}{\overset{m}{}}\lambda ^ju_jdz+\lambda ^j\tau (u_j)d\overline{z}$$

is flat for all $`\lambda S^1`$. The first $`(G,\tau )`$-system is the equation for harmonic maps from $`^2`$ to $`U`$, where $`U`$ is the fixed point set of $`\tau `$.

Elliptic $`(G,\tau ,\sigma )`$-systems

Suppose $`\sigma `$ is an order $`k`$ automorphism of $`G`$ such that

$$\sigma \tau =\tau \sigma .$$

Let $`𝒢_j`$ denote the eigenspace of $`\sigma _{}`$ on $`𝒢`$ with eigenvalue $`e^{\frac{2\pi ij}{k}}`$. We call the $`m`$-th elliptic $`(G,\tau )`$-system with constraints $`u_i𝒢_i`$ the $`m`$-th elliptic $`(G,\tau ,\sigma )`$-system. Solutions of the first $`(G,\tau ,\sigma )`$-system is the equation for primitive maps studied by Burstall and Pedit .

Dressing actions

To explain the symmetries and the construction of solutions of integrable systems, we need the dressing action of Zakharov and Shabat . Suppose $`G_+,G_{}`$ are subgroups of $`G`$ and the multiplication map from $`G_+\times G_{}`$ to $`G`$ is a bijection. Then every $`gG`$ can be factored uniquely as $`g=g_+g_{}`$ with $`g_+G_+`$ and $`g_{}G_{}`$. Moreover, the space of right cosets $`G/G_{}`$ can be identified with $`G_+`$, so the canonical action of $`G_{}`$ on $`G/G_{}`$ by left multiplication, $`g_{}(gG_{})=g_{}gG_{}`$, induces an action $``$ of $`G_{}`$ on $`G_+`$. The action $``$ is called the dressing action. The dressing action can be computed by factorization. In fact, $`g_{}g_+=\stackrel{~}{g}_+`$, where $`g_{}g_+=\stackrel{~}{g}_+\stackrel{~}{g}_{}`$ with $`\stackrel{~}{g}_+G_+`$ and $`\stackrel{~}{g}_{}G_{}`$. If the multiplication map from $`G_+\times G_{}`$ to $`G`$ is one-to-one but only onto an open, dense subset of $`G`$, then the dressing action $``$ is a local action, but the corresponding Lie algebra action is global.

Iwasawa and Gauss factorizations

There are two well-known factorizations associated to a complex simple Lie group $`G`$. The Iwasawa factorization is $`G=KAN`$, where $`K`$ is a maximal compact subgroup of $`G`$, $`A`$ is abelian, and $`N`$ is nilpotent. We also refer to $`G=KB`$ as the Iwasawa factorization of $`G`$, where $`B=AN`$ is a Borel subgroup. Let $`𝒜`$ be a Cartan subalgebra of $`𝒢`$, $`𝒩_+,𝒩_{}`$ the spaces spanned by all positive and negative roots respectively, and $`A,N_+,N_{}`$ the corresponding Lie subgroups of $`G`$. Then the multiplication map from $`N_{}\times A\times N_{}`$ to $`G`$ is one to one and onto an open dense subset of $`G`$. The set $`N_{}AN_+`$ is called a big cell of $`G`$. The so-called Gauss factorization associated to $`G`$ refers to the fact that any $`g`$ in the big cell can be factorized uniquely as $`n_{}an_+`$ with $`n_\pm N_\pm `$ and $`aA`$. For example, for $`G=SL(n,)`$, let $`K=SU(n)`$, $`B_n`$ the subgroup of upper triangular matrices with real diagonal, $`A_n`$ the subgroup of diagonal matrices, and $`N_+(n),N_{}(n)`$ the subgroups of strictly upper and lower triangular matrices. Then the Iwasawa factorization of $`SL(n,)`$ is $`KB_n`$, and the Gauss factorization for the big cell is $`N_{}(n)A_nN_+(n)`$.

Loop group factorizations

We review three types of loop group factorizations that are needed for the study of symmetries of soliton equations and elliptic integrable systems. Let $`L(G)`$ denote the group of smooth $`f:S^1G`$, $`L_+(G)`$ the subgroup of $`fL(G)`$ that are the boundary values of a holomorphic map defined on $`|\lambda |<1`$, and $`L_{}(G)`$ the subgroup of $`fL(G)`$ that can be extended holomorphically to $`|\lambda |>1`$ in $`S^2`$ and $`f(\mathrm{})=e`$. Let $`U`$ be a maximal compact subgroup of $`G`$, and $`L_e(U)`$ the subgroup of $`fL(G)`$ such that the image of $`f`$ lies in $`U`$ and $`f(1)=e`$ the identity of $`G`$.

1. The Gauss loop group factorization (or the Birkhoff factorization) states that there is an open dense subset $`L^{}`$ of $`L(G)`$ such that any $`gL^{}`$ can be factored uniquely as $`g_+g_{}`$ with $`g_\pm L_\pm (G)`$.
2. The Iwasawa loop group factorization, proved in , states that the multiplication map from $`L_e(U)\times L_+(G)`$ to $`L(G)`$ is a bijection.
3. Let $`ϵ>0`$, $`𝒪_ϵ=\{\lambda ||\lambda |<ϵ\}`$, and $`𝒪_{\frac{1}{ϵ}}=\{\lambda S^2=\{\mathrm{}\}||\lambda |>1/ϵ\}`$. Let $`^{}=\{\lambda |\lambda 0\}`$, and $`\mathrm{\Omega }^\tau (G)`$ the group of holomorphic maps $`f:(𝒪_ϵ𝒪_{1/ϵ})^{}G`$ that satisfies the $`(G,\tau )`$-reality condition

$$\tau (f(1/\overline{\lambda }))=f(\lambda ),$$

$`\mathrm{\Omega }_+^\tau (G)`$ the subgroup of $`f\mathrm{\Omega }^\tau (G)`$ that extends holomorphically to $``$, and $`\mathrm{\Omega }_{}^\tau (G)`$ the subgroup of $`f\mathrm{\Omega }^\tau (G)`$ that extends holomorphically to $`𝒪_ϵ𝒪_{1/ϵ}`$. McIntosh proved () that the multiplication map from $`\mathrm{\Omega }_{}^\tau (G)\times \mathrm{\Omega }_+^\tau (G)`$ to $`\mathrm{\Omega }^\tau (G)`$ is a bijection.

These loop group factorizations play central roles in the study of integrable PDEs.

Solutions of soliton flows via loop group factorizations

Let $`𝒪=\{\lambda ||\lambda |>1/ϵ\}`$, and $`\mathrm{\Lambda }^\tau (G)`$ the group of holomorphic maps $`f:𝒪G`$ that satisfies the $`U`$-reality condition

$$\tau (f(\overline{\lambda }))=f(\lambda ),$$

where $`\tau `$ is the involution on $`𝒢`$ that defines the real form $`𝒰`$. Note that $`f(r)U`$ for real $`r`$. Let $`\mathrm{\Lambda }_+^\tau (G)`$ denote the subgroup of $`f\mathrm{\Lambda }^\tau (G)`$ that extend holomorphically to $``$, and $`\mathrm{\Lambda }_{}^\tau (G)`$ the subgroup of $`f\mathrm{\Lambda }^\tau (G)`$ that extend holomorphically to $`1/ϵ<|\lambda |\mathrm{}`$ and $`f(\mathrm{})=e`$. The Gauss loop group factorization implies that the multiplication map from $`\mathrm{\Lambda }_+^\tau (G)\times \mathrm{\Lambda }_{}^\tau (G)`$ to $`\mathrm{\Lambda }^\tau (G)`$ is one-to-one and its image is open and dense.

The Lax pair $`\theta _\lambda `$ of a soliton flow in the $`U`$-hierarchy is a flat $`𝒢`$-valued connection $`1`$-form that satisfies the $`U`$-reality condition $`\tau (\theta _{\overline{\lambda }})=\theta _\lambda `$. So $`\theta _\lambda (x,t)`$ can be viewed as a map form $`(x,t)^2`$ to the Lie algebra of $`\mathrm{\Lambda }_+^\tau (G)`$. Therefore the trivialization $`E_\lambda (x,t)`$ of $`\theta _\lambda (x,t)`$ can be viewed as a map from $`^2`$ to $`\mathrm{\Lambda }_+^\tau (G)`$. Given $`g_{}\mathrm{\Lambda }_{}^\tau (G)`$, let $`\stackrel{~}{E}(x,t)`$ denote the dressing action of $`g_{}`$ on $`E(x,t)`$, i.e., $`\stackrel{~}{E}(x,t)`$ is obtained using the Gauss loop group factorization to factor $`g_{}E(x,t)=\stackrel{~}{E}(x,t)\stackrel{~}{g}(x,t)`$ with $`\stackrel{~}{E}(x,t)\mathrm{\Lambda }_+^\tau (G)`$ and $`\stackrel{~}{g}(x,t)\mathrm{\Lambda }_{}^\tau (G)`$ for each $`(x,t)`$. It can be shown that $`\stackrel{~}{E}(x,t)`$ is again a trivialization of some solution of the soliton flow. This defines an action of $`\mathrm{\Lambda }_{}^\tau (G)`$ on the space of solutions. Moreover, $`0`$ is a solution. If $`g_{}\mathrm{\Lambda }_{}^\tau (G)`$ is rational, then $`g_{}0`$ can be computed explicitly and is a rational function of exponentials. These are the pure soliton solutions. For general $`g_{}\mathrm{\Lambda }_{}^\tau (G)`$, $`g_{}0`$ is a local analytic solution of the soliton flow. Algebraic geometric solutions are included in the orbit $`\mathrm{\Lambda }_{}^\tau (G)0`$. To construct general rapidly decaying solutions for the flows in the $`U`$-hierarchy, we need a new type of loop group factorization. Namely, factor $`fg`$ as $`\stackrel{~}{g}\stackrel{~}{f}`$, where $`f,\stackrel{~}{f}L_+(G)`$ so that $`f_b,\stackrel{~}{f}_b`$ equal to the identity $`eG`$ at $`\lambda =1`$ up to infinite order and $`g,\stackrel{~}{g}`$ are loops in $`U`$ that have essential singularity at $`\lambda =1`$. Here $`f_b(\lambda )`$ and $`\stackrel{~}{f}_b(\lambda )`$ denote the $`B`$-component of $`f(\lambda )`$ and $`\stackrel{~}{f}(\lambda )`$ in the Iwasawa factorization $`G=UB`$ for each $`\lambda `$.

Solutions of elliptic systems via loop group factorizations

The Lax pair $`\theta _\lambda `$ of the $`m`$-th $`(G,\tau )`$-system satisfies the $`(G,\tau )`$-reality condition

$$\tau (g(1/\overline{\lambda }))=g(\lambda ).$$

The trivialization $`E`$ of $`\theta _\lambda `$ is a map from $``$ to $`\mathrm{\Omega }_+^\tau (G)`$. It follows from the McIntosh loop group factorization that the dressing action of $`\mathrm{\Omega }_{}^\tau (G)`$ induces an action on the space of solutions of the $`(G,\tau )`$-systems. Since there are constant solutions for the $`(G,\tau )`$-system, the $`\mathrm{\Omega }_{}^\tau (G)`$-orbits through these constant solutions give rise to a class of solutions. But these are not all the solutions. The $`(G,\tau )`$\- reality condition implies that the restriction of the trivialization $`E`$ of a solution to the unit circle $`|\lambda |=1`$ lies in $`U`$, i.e., $`E`$ can be viewed as a map from $``$ to $`L(U)`$. Dorfmeister, Pedit and Wu () use meromorphic maps and the Iwasawa loop group factorization $`L(G)=L_e(U)L_+(G)`$ to give a method of constructing all local solutions of the $`(G,\tau )`$-systems. This is the so-called the Weierstrass representation or the DPW method.

Although methods of constructing solutions for both the $`U`$-hierarchy and the elliptic $`(G,\tau )`$-systems are similar in spirit, initial data and techniques used are somewhat different. Moreover, while there is a canonical choice of initial data used in the factorization method to solve soliton flows, there is no clear canonical choice of meromorphic data for the $`(G,\tau )`$-hierarchy. Since the $`(G,\tau )`$-hierarchy contains the equation for harmonic maps from a domain of $`^2`$ to $`U`$, the main interest has been to understand the relation between the initial meromorphic data of the factorization method and the global geometry. For example, find properties of meromorphic data which corresponds to harmonic maps from a complete surface $`M`$ to $`U`$. This has been done when $`M`$ is $`S^2`$ and more generally for harmonic maps of finite uniton numbers (), and also when $`M`$ is $`T^2`$ (). For a detailed survey of results concerning harmonic maps, loop groups, and integrable systems, we refer the reader to .

We now turn to examples of integrable PDEs arising from geometry of maps. When we study a geometric problem concerning maps $`f`$ from a manifold $`M`$ to a homogeneous space $`U/U_0`$, it is often useful to find a good lifting $`\stackrel{~}{f}:MU`$ and write down the geometric condition imposed on the map $`f`$ in terms of the flat $`𝒰`$-valued $`1`$-form $`\stackrel{~}{f}^1d\stackrel{~}{f}`$. If there is a natural holomorphic deformation $`F_\lambda :MG`$ of such maps so that $`F_0=\stackrel{~}{f}`$ and the flatness of $`F_\lambda ^1dF_\lambda `$ for all $`\lambda `$ is equivalent to the flatness of $`\stackrel{~}{f}^1d\stackrel{~}{f}`$ in some natural coordinate system on $`M`$, then the corresponding geometric PDE is often an integrable system with a zero curvature formulation.

Integrable systems in differential geometry

One of the main interests in classical differential geometry is to find natural geometric conditions for surfaces in $`^3`$ so that there are many explicit solutions and deformations. It is now known that the Gauss-Codazzi equations for surfaces with constant mean curvature, constant Gaussian curvature, and isothermic surfaces in $`^3`$ studied by classical differential geometers are integrable systems and Bäcklund and Ribaucour transformations can be constructed naturally using loop group factorizations (cf. ).

In this paper, we review some relations between the following geometric problems and their corresponding integrable systems:

1. The Gauss-Codazzi equations of $`n`$-submanifolds with constant sectional curvature in $`^m`$, $`S^m`$ and hyperbolic space $`^m`$ are the $`U/U_0`$-system associated to certain real Grassmannian manifolds $`U/U_0`$ (cf. ).
2. The Gauss-Codazzi equations of flat Lagrangian submanifolds of $`P^n`$ is the $`SU(n+1)/SO(n+1)`$-system.
3. Indefinite affine spheres in $`^3`$ are given by solutions of the $`1`$-flow in the $`SL(3,)/^+`$-hierarchy ().
4. Solutions of the $`1`$-flow in the $`U/U_0`$-hierarchy give rise to harmonic maps from the Lorentz space $`^{1,1}`$ to $`U/U_0`$. (These are called sigma-models by physicists.)
5. The first elliptic $`(G,\tau )`$-system is the equation for harmonic maps from $`^2`$ to $`U`$. The first elliptic $`(G,\tau ,\sigma )`$-system is the equation for harmonic maps from $`^2`$ to the symmetric space $`U/U_0`$ if the order of $`\sigma `$ is two (), where $`U_0`$ is the fixed point set of $`\sigma `$ in $`U`$.
6. The equation for minimal surfaces in $`P^2`$ is the first $`(SL(3,),\tau ,\sigma )`$-system, where $`\tau ,\sigma `$ gives the $`3`$-symmetric space $`SU(3)/T^2`$ ().
7. Equations for minimal Lagrangian surfaces in $`P^2`$, minimal Legendre surfaces in $`S^5`$, and minimal Lagrangian cones in $`^6=^3`$ are given by the first $`(SL(3,),\tau ,\sigma )`$-system, where $`\tau ,\sigma `$ give the $`6`$-symmetric space $`SU(3)/SO(2)`$ ().
8. The equation for Hamiltonian stationary surfaces in $`P^2`$ is the second elliptic system associated to the $`4`$-symmetric space $`SU(3)/SU(2)`$ ().

Note that there may be several geometric problems associated to one integrable system. For example:

1. The SGE is the equation for surfaces in $`^3`$ with Gaussian curvature $`K=1`$, and is also the equation for harmonic maps from $`^{1,1}`$ to $`S^2`$. The reason here is that if $`M`$ is a surface in $`^3`$ with $`K=1`$, then the second fundamental form $`\mathrm{II}`$ of $`M`$ is conformally equivalent to the flat Lorentzian metric and the Gauss map $`\nu :MS^2`$ is harmonic when $`M`$ is equipped with metric $`\mathrm{II}`$.
2. The $`U(n)/O(n)`$-system is the equation for flat Lagrangian submanifolds in $`^{2n}`$ that lie in $`S^{2n1}`$, is the equation for flat Lagrangian submanifolds in $`P^{n1}`$, and is also the equation for flat Egoroff metrics. These three geometries are related as follows: the preimage of a flat Lagrangian submanifold in $`P^{n1}`$ via the Hopf fibration $`\pi :S^{2n1}P^{n1}`$ is a flat Lagrangian submanifold in $`^{2n}`$ that lies in $`S^{2n1}`$, and the induced metrics on these flat Lagrangian submanifolds are flat Egoroff metrics.

Most of the integrable geometric PDEs mentioned above are either the $`U/U_0`$-system, the $`1`$-flow, or the $`(G,\tau ,\sigma )`$-systems. We would like to end this introduction by proposing a program: Find geometric problems whose equations are given by the $`U/U_0`$-system, the $`1`$-flow, or the $`m`$-th $`(G,\tau ,\sigma )`$-system. We explain the program briefly for the $`U/U_0`$-system. Let $`U/U_0`$ be a rank $`n`$ symmetric space, and $`\theta _\lambda `$ be the corresponding family of flat connections for a solution of the $`U/U_0`$-system. We want to find a gauge transformation $`\varphi `$ and a value $`\lambda =\lambda _0`$ so that the gauge transformation $`\varphi \theta _{\lambda _0}`$ represents the pull back of the Maurer-Cartan form of a map from $`^n`$ to some symmetric space $`N`$, whose holonomy group is $`U`$ or $`U_0`$. All the examples given in this paper have $`U=O(m)`$ or $`SU(m)`$. We believe success of this program for general compact Lie group $`U`$ should provide new natural classes of submanifolds in symmetric spaces and in homogeneous Riemannian manifolds with exceptional holonomy.

The author would like to thank Martin Guest for many helpful comments and suggestions.

## 2. Soliton equations

We review the method of constructing a hierarchy of $`n\times n`$ soliton flows developed by Zakharov-Shabat  and Ablowitz-Kaup-Newell-Segur . Their method works equally well if we replace the algebra of $`n\times n`$ matrices by a general semi-simple, complex Lie algebra $`𝒢`$ (cf. ). We also review the construction of new hierarchies of flows by restricting the $`G`$-hierarchy to submanifolds naturally associated to finite order automorphisms of $`𝒢`$. Many interesting equations in differential geometry and mathematical physics are flows in these restricted hierarchies.

### 2.1. The G-hierarchy

Let $`,`$ be a non-degenerate, ad-invariant bilinear form on $`𝒢`$, $`a𝒢`$, $`𝒢_a`$ the centralizer of $`a`$ in $`𝒢`$, and $`𝒢_a^{}=\{\xi 𝒢|\xi ,𝒢_a=0.\}`$. Let $`𝒮(,𝒢_a^{})`$ denote the space of rapidly decaying maps from $``$ to $`𝒢_a^{}`$.

There is a unique family of $`𝒢`$-valued maps $`Q_{b,j}(u)`$ parametrized by $`\{b𝒢|𝒢_b=𝒢_a\}`$ and positive integer $`j`$ that satisfies the following conditions:

(2.1.1)
$$(Q_{b,j}(u))_x+[u,Q_{b,j}(u)]=[Q_{b,j+1}(u),a],Q_{b,0}(u)=b,$$

(2.1.2)
$$\underset{j=0}{\overset{\mathrm{}}{}}Q_{b,j}(u)\lambda ^j\mathrm{is}\mathrm{conjugate}\mathrm{to}b\mathrm{as}\mathrm{an}\mathrm{asymptotic}\mathrm{expansion}.$$

These conditions imply that $`Q_{b,j}(u)`$ is a polynomial in $`u,_xu,\mathrm{},_x^{j1}u`$ (cf., ). The $`G`$-hierarchy is a family of evolution equations on $`𝒮(,𝒢_a^{})`$ parametrized by $`(b,j)`$, where $`b𝒢_a`$ such that $`𝒢_b=𝒢_a`$ and $`j`$ is a positive integer. The $`(b,j)`$-flow is

(2.1.3)
$$u_t=(Q_{b,j}(u))_x+[u,Q_{b,j}(u)]=[Q_{b,j+1}(u),a].$$

Recall that a $`𝒢`$-valued connection $`1`$-form $`\theta =_{i=1}^nA_i(x)dx_i`$ is flat if

$$d\theta =\theta \theta ,$$

i.e.,

$$(A_i)_{x_j}+(A_j)_{x_i}+[A_i,A_j]=0,1i<jn.$$

The flatness of $`\theta `$ is equivalent to the solvability of the following linear system:

(2.1.4)
$$E_{x_i}=EA_i,1in.$$

Note that (2.1.4) can also be written as $`E^1dE=\theta `$.

###### Definition 2.1.1.

Let $`\theta `$ be a flat $`𝒢`$-valued connection $`1`$-form on $`^n`$. A map $`E:^nG`$ is called a trivialization of $`\theta `$ if $`E^1dE=\theta `$. A trivialization $`E`$ of $`\theta `$ is called the frame of $`\theta `$ if $`E`$ satisfies the initial condition $`E(0)=e`$, where $`e`$ is the identity of $`G`$.

The recursive formula (2.1.1) implies that $`u`$ is a solution of the $`(b,j)`$-flow (2.1.3) if and only if

(2.1.5)
$$\theta _\lambda =(a\lambda +u)dx+(b\lambda ^j+Q_{b,1}(u)\lambda ^{j1}+\mathrm{}+Q_{b,j}(u))dt$$

is a flat $`𝒢`$-valued connection 1-form on the $`(x,t)`$ plane for all $`\lambda `$. In other words, the $`(b,j)`$-flow has a Lax pair.

The Cauchy problem with rapidly decaying initial data for the $`(b,j)`$-flow (2.1.3) in the $`G`$-hierarchy is solved by the inverse scattering method (cf. ).

###### Theorem 2.1.2.

(). Suppose $`a𝒢`$ such that $`𝒢_a`$ is a maximal abelian subalgebra $`𝒜`$ of $`𝒢`$. Then there is an open dense subset $`𝒮_0`$ of $`𝒮(,𝒜^{})`$ such that if $`u_0𝒮_0`$, then the Cauchy problem for the $`(b,j)`$-flow in the $`G`$-hierarchy,

$$\{\begin{array}{cc}u_t=(Q_{b,j}(u))_x+[u,Q_{b,j}(u)],\hfill & \\ u(x,0)=u_0(x),\hfill & \end{array}$$

has a unique solution $`u`$. Moreover, $`u(x,t)`$ is defined for all $`(x,t)^2`$ and $`u(,t)𝒮(,𝒜^{})`$.

The following is well-known, and the proof can be found in many places (cf. ).

###### Theorem 2.1.3.

Let $`X_{b,j}`$ denote the vector field on $`𝒮(,𝒜^{})`$ defined by

(2.1.6)
$$X_{b,j}(u)=(Q_{b,j}(u))_x+[u,Q_{b,j}(u)].$$

Then $`[X_{b,j},X_{b^{},j^{}}]=0`$ for all $`b,b^{}𝒜`$ and positive integers $`j,j^{}`$. In other words, the $`(b,j)`$-flow commutes with the $`(b^{},j^{})`$-flow.

###### Example 2.1.4.

The $`SL(2,)`$-hierarchy.

Let $`G=SL(2,)`$, $`a=\mathrm{diag}(i,i)`$. Then $`𝒢_a=𝒜=a`$, and

$$𝒢𝒜^{}=\left\{\left(\begin{array}{cc}0& q\\ r& 0\end{array}\right)\right|q,r\}.$$

Let $`u=\left(\begin{array}{cc}0& q\\ r& 0\end{array}\right)`$. Use (2.1.1) and (2.1.2) and a direct computation to get the first three terms of $`Q_{a,j}(u)`$:

$`Q_{a,1}(u)=u,Q_{a,2}(u)=\left(\begin{array}{cc}\frac{iqr}{2}& \frac{iq_x}{2}\\ \frac{ir_x}{2}& \frac{iqr}{2}\end{array}\right),`$
$`Q_{a,3}(u)=\left(\begin{array}{cc}\frac{qr_xq_xr}{4}& \frac{q_{xx}}{4}+\frac{q^2r}{2}\\ \frac{r_{xx}}{4}+\frac{qr^2}{2}& \frac{qr_xq_xr}{4}\end{array}\right).`$
Then the $`(a,j)`$-flow, $`j=1,2,3`$, in the $`SL(2,)`$-hierarchy is the following evolution for $`q`$ and $`r`$:

$`q_t=q_x,r_t=r_x,`$
$`q_t={\displaystyle \frac{i}{2}}(q_{xx}2q^2r),r_t={\displaystyle \frac{i}{2}}(r_{xx}2qr^2),`$
$`q_t={\displaystyle \frac{q_{xxx}}{4}}+{\displaystyle \frac{3}{2}}qrq_x,r_t={\displaystyle \frac{r_{xxx}}{4}}+{\displaystyle \frac{3}{2}}qrr_x.`$
### 2.2. The $`U`$-hierarchy

Let $`\tau `$ be an involution of $`G`$ such that its differential at the identity $`e`$ (still denoted by $`\tau `$) is a conjugate linear involution on the complex Lie algebra $`𝒢`$, and $`U`$ the fixed point set of $`\tau `$. The Lie algebra $`𝒰`$ of $`U`$ is a real form of $`𝒢`$. Let $`𝒰_a`$ denote the centralizer of $`a`$ in $`𝒰`$, and $`𝒰_a^{}`$ the orthogonal complement of $`𝒰_a`$ in $`𝒰`$. Note that $`𝒰_a^{}=𝒢_a^{}𝒰`$. It is known that the $`(b,j)`$-flow in the $`G`$-hierarchy leaves $`𝒮(,𝒰_a^{})`$-invariant (for more detail see ). The restriction of the flow (2.1.3) to $`𝒮(,𝒰_a^{})`$ is the $`(b,j)`$-flow in the $`U`$-hierarchy. The Lax pair $`\theta _\lambda `$ defined by (2.1.5) is a $`𝒢`$-valued $`1`$-form, and $`\theta _\lambda `$ satisfies the $`U`$-reality condition:

(2.2.1)
$$\tau (\theta _{\overline{\lambda }})=\theta _\lambda .$$

Note that $`\xi =_j\xi _j\lambda ^j`$ satisfies the $`U`$-reality condition if and only if $`\xi _j𝒰`$ for all $`j`$.

###### Example 2.2.1.

The $`SU(2)`$-hierarchy.

Let $`\tau `$ be the involution of $`sl(2,)`$ defined by $`\tau (\xi )=\overline{\xi }^t`$. Then the fixed point set of $`\tau `$ is the real form $`𝒰=su(2)`$. Let $`a=\mathrm{diag}(i,i)𝒰`$. Then $`𝒰_a=𝒜=a`$, and

$$𝒜^{}𝒰=\left\{\left(\begin{array}{cc}0& q\\ \overline{q}& 0\end{array}\right)\right|q\}.$$

So $`C(,𝒜^{}𝒰)`$ can be identified as $`C(,)`$, and the $`SU(2)`$-hierarchy is the restriction of the $`SL(2,)`$-hierarchy to the subspace $`r=\overline{q}`$. The first three flows in the $`SU(2)`$-hierarchy are

$`q_t=q_x,`$
$`q_t={\displaystyle \frac{i}{2}}(q_{xx}+2|q|^2q),`$
$`q_t={\displaystyle \frac{1}{4}}(q_{xxx}+6|q|^2q).`$
Note that the $`(a,2)`$-flow in the $`SU(2)`$-hierarchy is the NLS.

### 2.3. The $`\sigma `$-twisted $`G`$-hierarchy

Let $`\sigma `$ be an order $`k`$ group automorphism of $`G`$ such that its differential at the identity $`e`$ (still denoted by $`\sigma `$) is a complex linear Lie algebra homomorphism of $`𝒢`$. Let

$$𝒢=𝒢_0+\mathrm{}+𝒢_{k1},$$

where $`𝒢_j`$ is the eigenspace of $`\sigma `$ with eigenvalue $`e^{\frac{2j\pi i}{k}}`$. Note that $`𝒢_i=𝒢_j`$ if $`ij`$ mod $`k`$, and

$$[𝒢_j,𝒢_r]𝒢_{j+r}.$$

Let $`𝒜`$ be a maximal abelian subspace in $`𝒢_1`$, and $`a𝒜`$ regular in $`𝒢_1`$, i.e.,

$$\{x𝒢_1|[x,a]=0\}=𝒜.$$

It is known (cf. ) that if the image of $`u`$ lies in $`𝒢_0𝒢_a^{}`$, then

(2.3.1)
$$Q_{b,j}(u)𝒢_{1j}.$$

Since $`a𝒢_1`$, the right hand side of the $`(b,mk+1)`$-flow

$$(Q_{b,mk+1}(u))_x+[u,Q_{b,mk+1}(u)]=[Q_{b,mk+2},a]𝒢_{mk}=𝒢_0.$$

In other words, the $`(b,mk+1)`$-flow leaves $`𝒮(,𝒢_a^{}𝒢_0)`$ invariant. The $`\sigma `$-twisted $`G`$-hierarchy is the restriction of the $`(b,mk+1)`$-flow in the $`G`$-hierarchy to $`𝒮(,𝒢_a^{}𝒢_0)`$ for $`m=1,2,\mathrm{}`$.

It follows from (2.3.1) that the Lax pair of the $`(b,mj+1)`$-flow in the $`\sigma `$-twisted $`G`$-hierarchy satisfies the $`(G,\sigma )`$-reality condition:

(2.3.2)
$$\sigma (\theta _{e^{\frac{2\pi i}{k}}\lambda })=\theta _\lambda .$$

Note that $`\xi =_j\xi _j\lambda ^j`$ satisfies the $`(G,\sigma )`$-reality condition if and only if $`\xi _j𝒢_j`$ for all $`j`$.

###### Example 2.3.1.

Kupershmidt-Wilson hierarchy ().

Let $`G=SL(n,)`$, and $`\sigma `$ the order $`n`$ automorphism of $`SL(n,)`$ defined by $`\sigma (g)=C^1gC`$, where $`C=e_{21}+e_{32}+\mathrm{}+e_{n,n1}+e_{1n}`$ is the permutation matrix $`(12\mathrm{}n)`$. Here $`e_{ij}`$ denote the elementary matrix of $`gl(n)`$. The eigenspace $`𝒢_k`$ of $`\sigma `$ on $`sl(n,)`$ with eigenvalue $`\alpha =e^{\frac{2\pi ik}{n}}`$ is the space of all $`y=(y_{ij})`$ such that $`y_{i+1,j+1}=\alpha ^ky_{ij}`$ for all $`1i,jn`$. Let $`a=\mathrm{diag}(1,\alpha ,\mathrm{},\alpha ^{n1})𝒢_1`$, and $`𝒜=a`$. Then $`𝒜`$ is a maximal abelian subalgebra of $`𝒢_1`$. The $`(SL(n,),\sigma )`$-hierarchy is the restriction of the $`(jn+1)`$-th flow in the $`sl(n,)`$-hierarchy to $`𝒮(R,𝒢_0𝒢_a^{})`$. For example, for $`n=2`$,

$$𝒢_0𝒢_a^{}=\left\{\left(\begin{array}{cc}0& q\\ q& 0\end{array}\right)\right|q\}.$$

The first flow is the translation $`q_t=q_x`$, and the third flow is the complex modified KdV

$$q_t=\frac{1}{4}(q_{xxx}6q^2q_x).$$

### 2.4. The $`U/U_0`$-hierarchy

Let $`\tau `$ be a conjugate linear involution of $`𝒢`$, $`𝒰`$ its fixed point set, and $`\sigma `$ a complex linear, order $`k`$ automorphism of $`𝒢`$ such that

$$\tau \sigma =\sigma ^1\tau ^1=\sigma ^1\tau .$$

Let $`𝒢_j`$ denote the eigenspace of $`\sigma `$ with eigenvalue $`e^{\frac{2\pi ij}{k}}`$. We claim that $`\tau (𝒢_j)𝒢_j`$. To see this, let $`\xi _j𝒢_j`$. Then

$$\sigma (\tau (\xi _j))=\tau (\sigma ^1(\xi _j))=\tau (\alpha ^j\xi _j)=\overline{\alpha ^j}\tau (\xi _j)=\alpha ^j\tau (\xi _j),$$

where $`\alpha =e^{\frac{2\pi i}{k}}`$, proving the claim. Let $`𝒰_j=𝒢_j𝒰`$. Then we have

$$𝒰=𝒰_0+\mathrm{}+𝒰_{k1}.$$

Let $`𝒜𝒰_1`$ be a maximal abelian subspace in $`𝒰_1`$. An element $`a𝒜`$ is regular in $`𝒰_1`$ if

$$\{\xi 𝒰_1|[\xi ,a]=0\}=𝒜.$$

Let $`b𝒜`$, and $`u𝒢_a^{}𝒰_0`$. Then $`Q_{b,j}(u)𝒰_{1j}`$ for all $`j0`$ (). So the $`(b,mk+1)`$-flow in the $`\sigma `$-twisted $`G`$-hierarchy leaves $`𝒮(,𝒢_a^{}𝒰_0)`$ invariant. The restriction of these flows to $`𝒮(,𝒢_a^{}𝒰_o)`$ is called the $`U/U_o`$-hierarchy.

The Lax pair $`\theta _\lambda `$ of the $`(b,mk+1)`$-flow in the $`U/U_0`$-hierarchy satisfies the $`U/U_o`$-reality condition:

(2.4.1)
$$\tau (\theta _{\overline{\lambda }})=\theta _\lambda ,\sigma (\theta _\lambda )=\theta _{e^{\frac{2\pi i}{k}}\lambda }.$$

Note that $`\xi =_j\xi _j\lambda ^j`$ satisfies the $`U/U_0`$-reality condition if and only if $`\xi _j𝒰_j`$ for all $`j`$.

When the order of $`\sigma `$ is $`2`$, the condition $`\tau \sigma =\sigma ^1\tau ^1`$ implies that $`\tau `$ and $`\sigma `$ commute, $`U/U_0`$ is a symmetric space, and $`𝒰=𝒰_0+𝒰_1`$ is a Cartan decomposition for the symmetric space $`U/U_0`$.

###### Example 2.4.1.

The $`SU(2)/SO(2)`$-hierarchy.

Let $`\tau (\xi )=\overline{\xi }^t`$ and $`\sigma (\xi )=\xi ^t`$ be involutions of $`sl(2,)`$ that give the symmetric space $`SU(2)/SO(2)`$. Then

$$𝒰_0=so(2),𝒰_1=\{i\xi |\xi \mathrm{is}\mathrm{a}2\times 2\mathrm{real}\mathrm{symmetric}\mathrm{matrix}\}$$

with $`SU(2)/SO(2)`$ the corresponding symmetric space. Let $`a=\mathrm{diag}(i,i)`$. Then $`𝒢_a^{}𝒰_0=so(2)`$. So $`𝒮(,𝒢_a^{}𝒰_0)`$ can be identified as $`𝒮(,)`$. The $`(a,1)`$\- and $`(a,3)`$-flow in the $`SU(2)/SO(2)`$-hierarchy are

$`q_t=q_x,`$
$`q_t={\displaystyle \frac{1}{4}}(q_{xxx}+6q^2q).`$
Note that the $`(a,3)`$-flow is modified KdV equation (mKdV).

###### Example 2.4.2.

The $`SU(n)/SO(n)`$-hierarchy.

Let $`\tau `$ and $`\xi `$ be involutions of $`sl(n,)`$ defined by

$$\tau (\xi )=\overline{\xi }^t,\sigma (\xi )=\xi ^t.$$

Then $`\tau \sigma =\sigma \tau `$, $`𝒰=su(n)`$, $`𝒰_0=so(n)`$, and $`𝒰_1`$ is the space of $`iYsu(n)`$, where $`Y`$ is real and symmetric. The corresponding symmetric space is $`\frac{U}{U_0}=\frac{SU(n)}{SO(n)}`$. Let $`𝒜`$ denote the space of diagonal matrices in $`su(n)`$. Then $`𝒜`$ is a maximal abelian linear subspace in $`𝒰_1`$, and $`𝒜^{}𝒰_0=so(n)`$. An element $`a=i\mathrm{diag}(a_1,\mathrm{},a_n)`$ is regular in $`𝒰_1`$ if $`a_1,\mathrm{},a_n`$ are distinct. Let $`a𝒜`$ be a regular element, and $`b=i\mathrm{diag}(b_1,\mathrm{},b_n)𝒜`$. The $`(b,1)`$-flow in the $`\frac{SU(n)}{SO(n)}`$-hierarchy on $`𝒮(,so(n))`$ is the reduced $`n`$-wave equation

$$(u_{ij})_t=\frac{b_ib_j}{a_ia_j}(u_{ij})_x+\underset{k}{}\left(\frac{b_kb_j}{a_ka_j}\frac{b_ib_k}{a_ia_k}\right)u_{ik}u_{kj},ij.$$

###### Example 2.4.3.

Let $`U/U_0`$ be a symmetric space, $`𝒰=𝒰_0+𝒰_1`$ a Cartan decomposition, $`𝒜`$ a maximal abelian subspace in $`𝒰_1`$, $`a𝒜`$ regular, and $`b𝒜`$. Note $`\mathrm{ad}(a)^1`$ maps $`𝒰_a^{}𝒰_0`$ and $`𝒰_a^{}𝒰_1`$ isomorphically onto $`𝒰_a^{}𝒰_1`$ and $`𝒰_a^{}𝒰_0`$ respectively. So $`\mathrm{ad}(b)\mathrm{ad}(a)^1(𝒰_a^{}𝒰_0)𝒰_a^{}𝒰_0`$. The recursive formula (2.1.1) implies that

(2.4.2)
$$Q_{b,1}(u)=\mathrm{ad}(b)\mathrm{ad}(a)^1(u).$$

So the $`(b,1)`$-flow in the $`U/U_0`$-hierarchy is the equation for maps $`u:^2𝒰_a^{}𝒰_0`$:

(2.4.3)
$$u_t=\mathrm{ad}(b)\mathrm{ad}(a)^1(u_x)+[u,\mathrm{ad}(b)\mathrm{ad}(a)^1(u)].$$

This is the reduced $`n`$-wave equation associated to $`U/U_0`$, which has a Lax pair

(2.4.4)
$$\theta _\lambda =(a\lambda +u)dx+(b\lambda +\mathrm{ad}(b)\mathrm{ad}(a)^1(u))dt.$$

### 2.5. The $`U/U_0`$-system

Let $`\tau `$ be a conjugate linear involution of $`𝒢`$, $`\sigma `$ a complex linear involution of $`𝒢`$ such that $`\tau \sigma =\sigma \tau `$, $`𝒰`$ the fixed point set of $`\tau `$, and $`U_0`$ the subgroup of $`U`$ fixed by $`\sigma `$. Let $`𝒰=𝒰_0+𝒰_1`$ denote the Cartan decomposition of the symmetric space $`U/U_0`$. Let $`𝒜`$ be a maximal abelian linear subspace of $`𝒰_1`$, and $`a_1,\mathrm{},a_n`$ a basis of $`𝒜`$. The $`U/U_0`$-system is the following system for $`v:R^n𝒰_𝒜^{}𝒰_1`$:

(2.5.1)
$$[a_i,v_{x_j}][a_j,v_{x_i}]=[[a_i,v],[a_j,v]],ij.$$

It has a Lax $`n`$-tuple,

(2.5.2)
$$\theta _\lambda =\underset{i=1}{\overset{n}{}}(a_i\lambda +[a_i,v])dx_i,$$

which satisfies the $`U/U_0`$-reality condition (2.4.1). Moreover, the following statements are equivalent for smooth map $`v:^n𝒰_𝒜^{}𝒰_1`$:

1. $`v`$ is a solution of the $`U/U_0`$-system (2.5.1),
2. $`\theta _\lambda `$ defined by (2.5.2) is a flat $`𝒢`$-valued connection $`1`$-form on $`R^n`$ for all $`\lambda C`$,
3. $`\theta _r`$ is flat for some $`r`$.

We claim that the $`U/U_0`$-system is independent of the choice of basis of $`𝒜`$. If $`b_1,\mathrm{},b_n`$ is a basis of $`𝒜`$, then there exists a constant matrix $`(c_{ij})`$ such that $`a_i=_{j=1}^nc_{ij}b_j`$. The $`U/U_0`$-system defined by the new base $`b_1,\mathrm{},b_n`$ is

$$[b_i,v_{y_j}][b_j,v_{y_i}]=[[b_i,v],[b_j,v]].$$

This is the same system as (2.5.1) if we change coordinates $`y_i=_{j=1}^nc_{ji}x_j`$.

The $`U/U_0`$-system is given by the first commuting $`n`$-flows in the $`U/U_0`$-hierarchy, i.e.,

###### Proposition 2.5.1.

(). With the same notation as above, let $`a_1,\mathrm{},a_n`$ be a basis of $`𝒜`$ such that $`a_1,\mathrm{},a_n`$ are regular. Let $`a=a_1`$. Then $`v:^n𝒰_𝒜^{}𝒰_1`$ is a solution of the $`U/U_0`$-system (2.5.1) if and only if $`u(x)=[a,v(x)]`$ satisfies the $`(a_j,1)`$-flow in the $`U/U_0`$-hierarchy,

$$u_{x_j}=\mathrm{ad}(a_j)\mathrm{ad}(a)^1(u_{x_1})+[u,\mathrm{ad}(a_j)\mathrm{ad}(a)^1(u)],$$

for all $`1jn`$.

As a consequence of Theorem 2.1.2 and Proposition 2.5.1 we have

###### Corollary 2.5.2.

(). Suppose $`a=a_1𝒜`$ is regular in $`𝒰_1`$. Then there exists an open dense subset $`𝒮_0`$ of $`𝒮(,𝒰_a^{}𝒰_1)`$ such that given any $`v_0𝒮_0`$ there exists a unique solution $`v`$ of (2.5.1) defined for all $`x^n`$ such that $`v(x_1,0,\mathrm{},0)=v_0(x_1)`$ and $`v(,x_2,\mathrm{},x_n)𝒮(,𝒰_a^{}𝒰_1)`$.

Next we give some examples.

###### Example 2.5.3.

The $`U`$-system.

Let $`\tau `$ be a conjugate linear involution of $`𝒢`$, and $`𝒰`$ the fixed point set of $`\tau `$. Let $`\tau _2(x,y)=(\tau (x),\tau (y))`$ and $`\sigma (x,y)=(y,x)`$ be involutions of $`𝒢\times 𝒢`$. Then $`\tau _2\sigma =\sigma \tau _2`$, and the corresponding symmetric space is $`(U\times U)/\mathrm{}(U)U`$, where $`\mathrm{}(U)`$ is the diagonal group $`\{(g,g)|gU\}`$. The $`(U\times U)/\mathrm{}(U)`$-system is the $`U`$-system (2.5.1) for maps $`v:^n𝒜^{}𝒰`$, where $`𝒜`$ is a maximal abelian subalgebra of $`𝒰`$ and $`\{a_1,\mathrm{},a_n\}`$ is a basis of $`𝒜`$.

###### Example 2.5.4.

The $`\frac{O(2n)}{O(n)\times O(n)}`$-system.

Here $`U/U_0`$ is the symmetric space $`\frac{O(2n)}{O(n)\times O(n)}`$, $`G=O(2n,)`$, $`\tau (g)=\overline{g}`$, $`\sigma (g)=\mathrm{I}_{n,n}g\mathrm{I}_{n,n}^1`$, where $`I_{n,n}`$ is the diagonal matrix with $`a_{ii}=1`$ for $`1in`$ and $`a_{ii}=1`$ for $`n+1i2n`$. So $`𝒰=so(2n)`$, $`𝒰_0=so(n)+so(n)`$, and

$$𝒰_1=\left\{\left(\begin{array}{cc}0& \xi \\ \xi ^t& 0\end{array}\right)\right|\xi gl(n,)\}.$$

The linear subspace $`𝒜`$ spanned by

$$\{a_i=e_{i,n+i}+e_{n+i,i}|1in\}$$

is a maximal abelian subspace of $`𝒰_1`$, and

$$𝒰_1𝒜^{}=\left\{\left(\begin{array}{cc}0& F\\ F^t& 0\end{array}\right)\right|F=(f_{ij})gl(n,),f_{ii}=0\mathrm{for}1in.\}.$$

The corresponding $`U/U_0`$-system (2.5.1) written in terms of $`F=(f_{ij})`$ is

(2.5.3)
$$\{\begin{array}{cc}(f_{ij})_{x_i}+(f_{ji})_{x_j}+_kf_{ki}f_{kj}=0,\hfill & \text{ if }ij\text{,}\hfill \\ (f_{ij})_{x_j}+(f_{ji})_{x_i}+_kf_{ik}f_{jk}=0,\hfill & \text{if }ij\text{,}\hfill \\ (f_{ij})_{x_k}=f_{ik}f_{kj},\hfill & \text{if }i,j,k\text{ are distinct.}\hfill \end{array}$$

The Lax $`n`$-tuple $`\theta _\lambda `$ (2.5.2), written in matrix form is

(2.5.4)
$$\theta _\lambda =\left(\begin{array}{cc}\delta F^tF\delta & \lambda \delta \\ \lambda \delta & F^t\delta +\delta F\end{array}\right),\mathrm{where}\delta =\mathrm{diag}(dx_1,\mathrm{},dx_n).$$

Note that the first and the third equations of (2.5.3) imply that $`\delta F^tF\delta `$ is flat, and the second and third equations of (2.5.3) imply that $`F^t\delta +\delta F`$ is flat.

###### Example 2.5.5.

The $`\frac{U(n)}{O(n)}`$-system.

Here $`𝒢=gl(n,)`$, $`\tau (\xi )=\overline{\xi }^t`$, and $`\sigma (\xi )=\xi ^t`$. Then $`𝒰=u(n)`$, $`𝒰_0=o(n)`$, and

$$𝒰_1=\{iF|F=(f_{ij})gl(n,),f_{ij}=f_{ji}\}.$$

The linear subspace $`𝒜`$ spanned by

$$\{a_j=ie_{jj}|1jn\}$$

is a maximal abelian subspace of $`𝒰_1`$, and

$$𝒰_1𝒜^{}=\{iF|F=(f_{ij})gl(n,),f_{ij}=f_{ji},f_{ii}=0\mathrm{for}1i,jn\}.$$

The corresponding $`U/U_0`$-system written in terms of $`F`$ is the restriction of system (2.5.3) to the linear subspace of $`F=(f_{ij})`$ such that $`f_{ij}=f_{ji}`$. So the $`\frac{U(n)}{O(n)}`$-system is the system for symmetric $`F=(f_{ij})`$:

(2.5.5)
$$\{\begin{array}{cc}(f_{ij})_{x_i}+(f_{ij})_{x_j}+_kf_{ik}f_{jk}=0,\hfill & \text{if }ij\text{,}\hfill \\ (f_{ij})_{x_k}=f_{ik}f_{kj},\hfill & \text{ if }i,j,k\text{ are distinct.}\hfill \end{array}$$

Or equivalently, $`[\delta ,F]=\delta FF\delta `$ is flat.

###### Example 2.5.6.

The $`\frac{SU(n)}{SO(n)}`$-system.

Here $`𝒢=sl(n,)`$, $`\tau (\xi )=\overline{\xi }^t`$, and $`\sigma (\xi )=\xi ^t`$ for $`\xi 𝒢`$. Then $`𝒰=su(n)`$, $`𝒰_0=so(n)`$, and

$$𝒰_1=\{iF|F=(f_{ij})gl(n,),f_{ij}=f_{ji},\underset{i=1}{\overset{n}{}}f_{ii}=0\}.$$

The linear subspace $`𝒜`$ spanned by

$$\{b_j=i(e_{jj}e_{11})|2jn\}$$

is a maximal abelian linear subspace of $`𝒰_0`$, and

$$𝒜^{}𝒰_1=\{iF|F=(f_{ij})gl(n,),f_{ij}=f_{ji},f_{ii}=0\mathrm{for}1i,jn\}.$$

The $`\frac{SU(n)}{SO(n)}`$-system is

(2.5.6)
$$[b_i,F_{t_j}][b_j,F_{t_i}]=[b_i,F],[b_j,F]].2ijn.$$

###### Example 2.5.7.

The $`U/U_0=\frac{GL(2,)}{(^+\times SU(2))^2}`$-system ().

Here $`𝒢=gl(4,)`$. For $`Xgl(4,)`$, write

$$X=\left(\begin{array}{cc}X_1& X_2\\ X_3& X_4\end{array}\right),X_igl(2,).$$

Let $`\tau `$ be the involution of $`𝒢`$ defined by

$$\tau (X)=\left(\begin{array}{cc}J& 0\\ 0& J\end{array}\right)\overline{X}\left(\begin{array}{cc}J^1& 0\\ 0& J^1\end{array}\right),\mathrm{where}J=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right).$$

The fixed point set $`𝒰`$ of $`\tau `$ is the subalgebra of $`X𝒢`$ such that $`J\overline{X}_iJ^1=X_i`$ for all $`1i4`$, i.e., $`X_i`$ lies in the fixed point set of the involution of $`gl(2,)`$ defined by $`\tau _0(Y)=J\overline{Y}J^1`$. A direct computation implies that the fixed point set of $`\tau _0`$ is

$$\left\{\left(\begin{array}{cc}z_1& z_2\\ \overline{z}_2& \overline{z}_1\end{array}\right)\right|z_1,z_2\}=\times su(2).$$

Note that $`\times su(2)`$ is isomorphic to the quaternions $``$ as associative algebras via the isomorphism

$$𝐢=\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right),𝐣=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),𝐤=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right),\mathbf{1}=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$

(It is easy to check that $`\mathrm{𝐢𝐣}=𝐤`$, $`\mathrm{𝐣𝐤}=𝐢`$, $`\mathrm{𝐤𝐢}=𝐣`$). So we can view $`𝒰=gl(2,)`$, i.e., the algebra of $`2\times 2`$ matrices with entries in the quaternions $``$.

Let $`\sigma `$ be the involution on $`gl(4,)`$ defined by

$$\sigma (Y)=\left(\begin{array}{cc}\mathrm{𝟏}& 0\\ 0& \mathrm{𝟏}\end{array}\right)Y\left(\begin{array}{cc}\mathrm{𝟏}& 0\\ 0& \mathrm{𝟏}\end{array}\right)^1.$$

Then $`\sigma \tau =\tau \sigma `$, and

$`𝒰_0`$ $`=\left\{\left(\begin{array}{cc}P& 0\\ 0& Q\end{array}\right)\right|P,Q\times su(2)\},`$
$`𝒰_1`$ $`=\left\{\left(\begin{array}{cc}0& P\\ Q& 0\end{array}\right)\right|P,Q\times su(2)\}.`$
Let

(2.5.7)
$$a_1=\left(\begin{array}{cc}0& 𝐤\\ 𝐤& 0\end{array}\right)a_2=\left(\begin{array}{cc}0& 𝐣\\ 𝐣& 0\end{array}\right).$$

The space $`𝒜`$ spanned by $`a_1`$ and $`a_2`$ is a maximal abelian linear subspace of $`𝒰_1`$, and $`𝒜^{}𝒰_1`$ is the space of all matrices of the form

(2.5.8)
$$v=\left(\begin{array}{cc}0& \left(\begin{array}{cc}p_1& p_2\\ \overline{p}_2& \overline{p}_1\end{array}\right)\\ \left(\begin{array}{cc}q_1& \overline{p}_2\\ p_2& \overline{q}_1\end{array}\right)& 0\end{array}\right).$$

The $`\frac{GL(2,)}{(\times SU(2))^2}`$-system is

(2.5.9)
$$\{\begin{array}{cc}(p_2)_y+i(p_2)_x=|p_1|^2+|q_1|^2,\hfill & \\ (\overline{q}_1+p_1)_x=2i(\overline{p}_2p_2)(\overline{q}_1p_1),\hfill & \\ (\overline{q}_1p_1)_y=2(p_2+\overline{p}_2)(\overline{q}_1+p_1).\hfill & \end{array}$$

Its Lax pair (2.5.2) is

$`\theta _\lambda `$ $`=\left(\begin{array}{cc}\left(\begin{array}{cc}Z& W\\ \overline{W}& \overline{Z}\end{array}\right)& 𝐤\lambda \\ 𝐤\lambda & \left(\begin{array}{cc}\overline{Z}& \overline{W}\\ W& Z\end{array}\right)\end{array}\right)dx`$
$`+\left(\begin{array}{cc}\left(\begin{array}{cc}iZ& Y\\ \overline{Y}& i\overline{Z}\end{array}\right)& 𝐣\lambda \\ 𝐣\lambda & \left(\begin{array}{cc}i\overline{Z}& \overline{Y}\\ Y& iZ\end{array}\right)\end{array}\right)dy,`$
where

(2.5.10)
$$Z=2ip_2,W=i(\overline{q}_1p_1),Y=(\overline{q}_1+p_1).$$

Let

$$p_2=\beta _1+i\beta _2,\beta _1,\beta _2.$$

Equate the imaginary part of the first equation in system (2.5.9) to get

$$(\beta _2)_y+(\beta _1)_x=0.$$

So there exists $`u`$ such that $`\beta _1=\frac{u_y}{8}`$ and $`\beta _2=\frac{u_x}{8}`$, and hence

$$p_2=\frac{u_y+iu_x}{8}.$$

Substitute this into (2.5.9) to get

(2.5.11)
$$\{\begin{array}{cc}u_{xx}+u_{yy}=8(|p_1|^2|q_1|^2),\hfill & \\ (\overline{q}_1+p_1)_x=\frac{u_x}{2}(\overline{q}_1p_1),\hfill & \\ (\overline{q}_1p_1)_y=\frac{u_y}{2}(\overline{q}_1+p_1).\hfill & \end{array}$$

System (2.5.11) is gauge equivalent to system (2.5.9). To see this, we recall that $`v`$ is a solution of the $`U/U_0`$-system (2.5.1) if and only if $`\theta _0`$ is flat. So $`\theta _0`$ is a $`(\times su(2))\times (\times su(2))`$-valued flat connection $`1`$-form. The $`\times `$-component of $`\theta _0`$ is

$$\theta _0^0=\left(\begin{array}{cc}2\beta _2\mathrm{𝟏}& 0\\ 0& 2\beta _2\mathrm{𝟏}\end{array}\right)dx+\left(\begin{array}{cc}2\beta _1\mathrm{𝟏}& 0\\ 0& 2\beta _1\mathrm{𝟏}\end{array}\right)dy=\left(\begin{array}{cc}\frac{du}{4}\mathbf{1}& 0\\ 0& \frac{du}{4}\mathbf{1}\end{array}\right).$$

Let

$$g=\left(\begin{array}{cc}e^{u/4}\mathrm{𝟏}& 0\\ 0& e^{u/4}\mathrm{𝟏}\end{array}\right).$$

The gauge transformation of $`\theta _0`$ by $`g`$ is

$`g\theta _0=\left(\begin{array}{cc}\tau _1& 0\\ 0& \tau _2\end{array}\right),\mathrm{where}`$
$`\tau _1=\left(\begin{array}{cc}\frac{i(u_ydxu_xdy)}{4}& i(\overline{q}_1p_1)dx+(\overline{q}_1+p_1)dy\\ i(q_1\overline{p}_1)dx(q_1+\overline{p}_1)dy& \frac{i(u_ydxu_xdy)}{4}\end{array}\right),`$
$`\tau _2=\left(\begin{array}{cc}\frac{i(u_ydxu_xdy)}{4}& i(q_1\overline{p}_1)dx(q_1+\overline{p}_1)dy\\ i(\overline{q}_1p_1)dx+(\overline{q}_1+p_1)dy& \frac{i(u_ydxu_xdy)}{4}\end{array}\right).`$
The connection $`g\theta _0`$ is flat if and only if $`(u,p_1,q_1)`$ is a solution of (2.5.11). So $`g\theta _\lambda `$ is a Lax pair of (2.5.11). In other words, system (2.5.11) is gauge equivalent to the $`\frac{GL(2,)}{(^+\times SU(2))^2}`$-system.

Suppose $`(u,p_1,q_1)`$ is a solution of (2.5.11) and $`q_1`$ is real. Let $`p_1=B_1+iB_2`$. Equate the imaginary part of the second and third equations of (2.5.11) to get

$$(B_2)_x=u_xB_2/2,(B_2)_y=u_yB_2/2.$$

So $`B_2=ce^{u/2}`$ for some constant $`c`$, and (2.5.11) becomes the following system for real functions $`u,q_1,B_1`$.

(2.5.12)
$$\{\begin{array}{cc}u_{xx}+u_{yy}=8(c^2e^u+B_1^2q_1^2),\hfill & \\ (q_1+B_1)_x=\frac{u_x}{2}(q_1B_1),\hfill & \\ (q_1B_1)_y=\frac{u_y}{2}(q_1+B_1).\hfill & \end{array}$$

If $`p_1`$ is also real, i.e., $`c=0`$ in (2.5.12), then system (2.5.12) becomes the following system for real functions $`u,q_1,p_1`$:

(2.5.13)
$$\{\begin{array}{cc}u_{xx}+u_{yy}=8(p_1^2q_1^2),\hfill & \\ (q_1+p_1)_x=\frac{u_x}{2}(q_1p_1),\hfill & \\ (q_1p_1)_y=\frac{u_y}{2}(q_1+p_1).\hfill & \end{array}$$

### 2.6. The $`1`$-flow

Let $`𝒰`$ be the real form defined by the involution $`\tau `$ on $`𝒢`$, $`a,b𝒰`$ such that $`[a,b]=0`$. The $`1`$-flow associated to $`U`$ defined by $`a,b`$ is the following system for $`u:^2𝒰𝒰_a^{}`$:

(2.6.1)
$$u_t=[a,g^1bg],\mathrm{where}g^1g_x=u.$$

This system has a Lax pair

$$\theta _\lambda =(a\lambda +u)dx+\lambda ^1g^1bgdt,\mathrm{where}g:^2U,g^1g_x=u.$$

Note that (2.6) satisfies the $`U`$-reality condition (2.2.1).

###### Theorem 2.6.1.

(). The $`1`$-flow (2.6.1) commutes with all the flows in the $`U`$-hierarchy.

Let $`\sigma `$ be an order $`k`$ automorphism of $`𝒢`$ such that $`\tau \sigma =\sigma ^1\tau ^1`$ and $`𝒰=𝒰_0+\mathrm{}+𝒰_{k1}`$ as in section 2.4 Let $`a𝒰_1`$ a regular element, and $`b𝒰_{k1}`$ such that $`[a,b]=0`$, then the right hand side of (2.6.1) is a vector field on $`C(,𝒰_0𝒰_a^{})`$. The flow (2.6.1) restricted to the space $`C(,𝒰_0𝒰_a^{})`$ of smooth maps from $``$ to $`𝒰_0𝒰_a^{}`$ is the $`1`$-flow associated to $`U/U_0`$, and $`\theta _\lambda `$ defined by (2.6) is its Lax pair that satisfies the $`U/U_0`$-reality condition (2.4.1).

We can also write the $`1`$-flow (2.6.1) associated to $`U`$ ($`U/U_0`$ resp.) as an equation for $`g:^2U`$ ($`g:^2U_0`$ respectively):

(2.6.2)
$$(g^1g_x)_t=[a,g^1bg],$$

where $`g^1g_x𝒰_a^{}`$ ($`𝒰_0𝒰_a^{}`$ respectively). Its Lax pair is

(2.6.3)
$$\theta _\lambda =(a\lambda +g^1g_x)dx+\lambda ^1g^1bgdt.$$

###### Example 2.6.2.

The $`1`$-flow associated to $`SU(2)/SO(2)`$.

Let $`a=\mathrm{diag}(i,i)`$, and $`b=\frac{a}{4}`$. Let $`g=\left(\begin{array}{cc}\mathrm{cos}\frac{q}{2}& \mathrm{sin}\frac{q}{2}\\ \mathrm{sin}\frac{q}{2}& \mathrm{cos}\frac{q}{2}\end{array}\right)`$. Then $`u=g^1g_x=\frac{1}{2}\left(\begin{array}{cc}0& q_x\\ q_x& 0\end{array}\right)`$, and the $`1`$-flow (2.6.2) associated to $`SU(2)/SO(2)`$ is the sine-Gordon equation (SGE):

$$q_{xt}=\mathrm{sin}q,$$

and its Lax pair is

$$\theta _\lambda =\left(\begin{array}{cc}i\lambda & \frac{q_x}{2}\\ \frac{q_x}{2}& i\lambda \end{array}\right)dx\frac{i\lambda }{4}\left(\begin{array}{cc}\mathrm{cos}q& \mathrm{sin}q\\ \mathrm{sin}q& \mathrm{cos}q\end{array}\right)dt.$$

###### Example 2.6.3.

The $`1`$-flow associated to $`U/U_0=SL(3,)/^+`$.

Here $`^+`$ is the subgroup

$$^+=\{\mathrm{diag}(r,r^1,1)|r>0\}$$

of $`SL(3,)`$, $`G=SL(3,)`$, $`\tau (g)=\overline{g}`$, and $`\sigma `$ is the order $`6`$ automorphism of $`SL(3,)`$ defined by

$$\sigma (g)=C(g^t)^1C^1,\mathrm{where}C=\left(\begin{array}{ccc}0& \alpha ^2& 0\\ \alpha & 0& 0\\ 0& 0& 1\end{array}\right),\mathrm{and}\alpha =e^{\frac{2\pi i}{3}}.$$

The induced automorphism $`\sigma `$ on $`sl(3,)`$ is

$$\sigma (A)=CA^tC^1.$$

Note that the order of $`\sigma `$ is $`6`$, $`\sigma `$ is complex linear on $`sl(3,)`$, and $`\sigma \tau =\tau ^1\sigma ^1`$. Let $`\beta =e^{\frac{2\pi i}{6}}=e^{\frac{\pi i}{3}}`$. A direct computation implies that $`Y_j`$ lies in the eigenspaces $`𝒢_j`$ of $`\beta ^j`$ if

$`Y_0=\left(\begin{array}{ccc}s& 0& 0\\ 0& s& 0\\ 0& 0& 0\end{array}\right),Y_1=\left(\begin{array}{ccc}0& 0& s_1\\ s_2& 0& 0\\ 0& s_1& 0\end{array}\right),`$
$`Y_2=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& s\\ s& 0& 0\end{array}\right),Y_3=\left(\begin{array}{ccc}s& 0& 0\\ 0& s& 0\\ 0& 0& 2s\end{array}\right),`$
$`Y_4=\left(\begin{array}{ccc}0& 0& s\\ 0& 0& 0\\ 0& s& 0\end{array}\right),Y_5=\left(\begin{array}{ccc}0& s_1& 0\\ 0& 0& s_2\\ s_2& 0& 0\end{array}\right).`$
The fixed point set of $`\tau `$ is $`𝒰=sl(3,)`$, and $`𝒰_j=sl(3,)𝒢_j`$.

Let

$$a=\left(\begin{array}{ccc}0& 0& 1\\ 1& 0& 0\\ 0& 1& 0\end{array}\right)𝒰_1,b=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 1\\ 1& 0& 0\end{array}\right)𝒰_1=𝒰_5.$$

Note that $`[a,b]=0`$. The fixed point set $`U_0`$ of $`\sigma `$ on $`U`$ is the abelian group

$$U_0=\{\mathrm{diag}(r,r^1,1)|r>0\}.$$

A smooth map $`g:^2U_0`$ is of the form

$$g=\left(\begin{array}{ccc}e^w& 0& 0\\ 0& e^w& 0\\ 0& 0& 1\end{array}\right)$$

for some smooth function $`w`$. So $`g^1g_x=w_x\mathrm{diag}(1,1,0)`$, and

$$g^1bg=\left(\begin{array}{ccc}0& e^{2w}& 0\\ 0& 0& e^w\\ e^w& 0& 0\end{array}\right).$$

Hence the $`1`$-flow (2.6.2) associated to $`SL(3,)/U_0`$ is

$$w_{xt}\mathrm{diag}(1,1,0)=(e^we^{2w})\mathrm{diag}(1,1,0),$$

i.e., the Tzitzeica equation:

(2.6.4)
$$w_{xt}=e^we^{2w}.$$

The corresponding Lax pair $`\theta _\lambda `$ (2.6.3) is

(2.6.5)
$$\theta _\lambda =\left(\begin{array}{ccc}w_x& 0& \lambda \\ \lambda & w_x& 0\\ 0& \lambda & 0\end{array}\right)dx+\lambda ^1\left(\begin{array}{ccc}0& e^{2w}& 0\\ 0& 0& e^w\\ e^w& 0& 0\end{array}\right)dt.$$

Note that $`\theta _\lambda `$ satisfies the $`\frac{SL(3,)}{^+}`$-reality condition:

(2.6.6)
$$\overline{\theta _{\overline{\lambda }}}=\theta _\lambda ,C\theta _\lambda ^tC^1=\theta _{\beta \lambda },\mathrm{where}\beta =e^{\frac{2\pi i}{6}}=e^{\frac{\pi i}{3}}.$$

###### Example 2.6.4.

The $`1`$-flow associated to $`SL(n,)/(^+)^{n1}`$.

Let $`𝒢=sl(n,)`$, $`\tau (\xi )=\overline{\xi }`$, and $`\sigma (\xi )=C\xi C^1`$, where

$$C=\mathrm{diag}(1,\alpha ,\mathrm{},\alpha ^{n1})$$

and $`\alpha =e^{\frac{2\pi i}{n}}`$. Then the order of $`\sigma `$ is $`n`$ and $`\tau \sigma =\sigma ^1\tau ^1`$. The fixed point set $`𝒰`$ of $`\tau `$ is $`sl(n,)`$. The eigenspace $`𝒢_j`$ of $`\sigma `$ with eigenvalue $`e^{\frac{2\pi ji}{n}}`$ is spanned by $`\{e_{i+j,i}|i=1,\mathrm{},n\}`$, where $`e_{ij}`$ is the elementary matrix and $`e_{ij}=e_{i^{}j^{}}`$ if $`ii^{}`$ and $`jj^{}`$ mod $`n`$. Let $`𝒰_j=𝒢_j𝒰`$, $`a=e_{21}+e_{32}+\mathrm{}+e_{n,n1}+e_{1n}`$, and $`b=e_{12}+e_{23}+\mathrm{}+e_{n1,n}+e_{n1}`$. Then $`a𝒰_1`$, $`b𝒰_1`$, and $`[a,b]=0`$. Let $`g=\mathrm{diag}(e^{u_1},\mathrm{},e^{u_n})`$ with $`_iu_i=0`$. So $`g^1g_x=\mathrm{diag}((u_1)_x,\mathrm{},(u_n)_x)`$. The $`1`$-flow (2.6.2) associated to $`G,\tau ,\sigma `$ is the $`2`$-dimensional periodic Toda lattice ():

$$(u_i)_{xt}=e^{u_iu_{i1}}e^{u_{i+1}u_i},1in,$$

where $`u_{n+1}=u_1`$ and $`u_0=u_n`$.

### 2.7. The hyperbolic systems

Let $`𝒰`$ be the real form defined by the involution $`\tau `$ on $`𝒢`$. The hyperbolic $`U`$-system is the following system for $`(u_0,u_1,v_0,v_1):^2_{i=1}^4𝒰`$:

(2.7.1)
$$\{\begin{array}{cc}(u_1)_t=[u_1,v_0],\hfill & \\ (u_0)_t=(v_0)_x+[u_1,v_1]+[u_0,v_0],\hfill & \\ (v_1)_x=[u_0,v_1].\hfill & \end{array}$$

It has a Lax pair

(2.7.2)
$$\mathrm{\Omega }_\lambda =(u_1\lambda +u_0)dx+(\lambda ^1v_1+v_0)dt,$$

which satisfies the $`U`$-reality condition (2.2.1).

Let $`\sigma `$ be an order $`k`$ automorphism of $`𝒢`$ such that $`\tau \sigma =\sigma ^1\tau `$, and $`𝒰=𝒰_0+\mathrm{}+𝒰_{k1}`$, where $`𝒰_j`$ is the intersection of $`𝒰`$ and the $`e^{\frac{2\pi ij}{k}}`$-eigenspace of $`\sigma `$. The hyperbolic $`U/U_0`$-system is the restriction of the hyperbolic $`U`$-system (2.7.1) to $`(u_0,u_1,v_0,v_1)𝒰_0\times 𝒰_1\times 𝒰_0\times 𝒰_1`$. The corresponding Lax pair (2.7.2) satisfies the $`U/U_0`$-reality condition (2.4.1).

## 3. Geometries associated to soliton equations

We give geometric interpretations of certain soliton equations. For example, solutions of the $`O(2n)/O(n)\times O(n)`$-system give rise to orthogonal coordinates of $`^n`$ and flat submanifolds in $`^{2n}`$, solutions of the $`U(n)/O(n)`$-system give Egoroff flat metrics and flat Lagrangian submanifolds of $`^{2n}=^n`$, a subclass of solutions of the $`GL(2,)/(SU(2)\times ^+)^2`$-system give rise to Bonnet pairs in $`^3`$, and solutions of the $`1`$-flow associated to $`SL(3,)/^+`$ (the Tzitzeica equation) is the Gauss-Codazzi equation for affine spheres in the affine $`3`$-space. If $`U/U_0`$ is a rank $`n`$ symmetric space, then we can associate to each solution of the $`U/U_0`$-system a flat $`n`$-submanifold in $`U/U_0`$ and a flat $`n`$-submanifold in the tangent space of $`U/U_0`$. We also give a brief review of the relation between harmonic maps from $`^{1,1}`$ to $`U`$ and solutions of the hyperbolic $`U`$-system.

### 3.1. The method of moving frames

Let $`(N,g)`$ be an $`(n+k)`$-dimensional Riemannian manifold, $``$ the Levi-Civita connection of $`g`$, and $`X:M^nN`$ an immersion. We set up some notation next. The first fundamental form $`\mathrm{I}`$ is the induced metric. Let $`\xi `$ be a normal vector field on $`M`$, $`v`$ a tangent vector field, $`(_v\xi )^t`$ and $`(_v\xi )^\nu `$ the tangential and normal components of $`_v\xi `$ respectively. The induced normal connection on the normal bundle $`\nu (M)`$ is defined by

$$_v^\nu \xi =(_v\xi )^\nu .$$

The second fundamental form $`\mathrm{II}`$ is a smooth section of $`S^2(TM)\nu (M)`$ defined by

$$\mathrm{II}_\xi (v_1,v_2)=g(_{v_1}\xi ,v_2).$$

Next we express $`\mathrm{I},\mathrm{II},^\nu `$ using a moving frame. Let $`(e_1,\mathrm{},e_{n+k})`$ be a local orthonormal frame on $`M`$ such that $`e_1,\mathrm{},e_n`$ are tangent to $`M`$. We use the following index convention:

$$1A,B,Cn+k,1i,j,kn,n+1\alpha ,\beta ,\gamma n+k.$$

Let $`w_A`$ denote the dual coframe of $`e_A`$, and write

$$e_A=\underset{B}{}w_{BA}e_B,w_{AB}+w_{BA}=0.$$

Then we have

$`dX={\displaystyle \underset{i}{}}w_ie_i,`$
$`dw_A={\displaystyle \underset{B}{}}w_{AB}w_B,w_{AB}+w_{BA}=0,`$
$`dw_{AB}={\displaystyle \underset{C}{}}w_{AC}w_{CB}+{\displaystyle \underset{CD}{}}\stackrel{~}{R}_{ABCD}w_Cw_D,`$
where $`\stackrel{~}{R}_{ABCD}`$ is the coefficients of the Riemann tensor of $`g`$. The first fundamental of $`M`$ is

$$\mathrm{I}=\underset{i}{}w_i^2.$$

Let

$$w_{i\alpha }=\underset{j}{}h_{ij}^\alpha w_j.$$

Since $`w_\alpha =0`$, $`_iw_{\alpha i}w_i=0`$. This implies that $`h_{ij}^\alpha =h_{ji}^\alpha `$. The second fundamental form and the normal connection are

$`\mathrm{II}={\displaystyle \underset{i,\alpha }{}}w_iw_{i\alpha }e_\alpha ={\displaystyle \underset{i,j,\alpha }{}}h_{ij}^\alpha w_iw_je_\alpha ,`$
$`^\nu (e_\alpha )={\displaystyle \underset{i}{}}w_{\beta \alpha }e_\beta `$
respectively. The normal curvature is the curvature of $`^\nu `$, i.e.,

$$\mathrm{\Omega }_{\alpha \beta }^\nu =dw_{\alpha \beta }+\underset{\gamma }{}w_{\alpha \gamma }w_{\gamma \beta }.$$

The normal bundle is flat if the normal connection is flat, i.e., $`\mathrm{\Omega }_{\alpha \beta }^\nu =0`$ for all $`\alpha ,\beta `$. The Levi-Civita connection of $`\mathrm{I}`$ is $`(w_{ij})`$, and the curvature is

$$\underset{kl}{}R_{ijkl}w_kw_l=dw_{ij}+\underset{k}{}w_{ik}w_{kj}=\underset{\alpha }{}w_{i\alpha }w_{\alpha j}+\stackrel{~}{R}_{ijkl}.$$

Note that given $`\mathrm{I},\mathrm{II},^{}`$ is the same as given $`w_i,w_{i\alpha },w_{\alpha \beta }`$. Moreover, the Levi-Civita connection of $`\mathrm{I}`$ can be obtained by solving

$$dw_i=\underset{j}{}w_{ij}w_j,w_{ij}+w_{ji}=0.$$

The Gauss-Codazzi equation is

(3.1.1)
$$\{\begin{array}{cc}dw_{ij}+_kw_{ik}w_{kj}=_\alpha w_{i\alpha }w_{\alpha j}+\stackrel{~}{R}_{ijkl}w_kw_l,\hfill & \\ dw_{i\alpha }=_Aw_{iA}w_{A\alpha },\hfill & \\ dw_{\alpha \beta }+_\gamma w_{\alpha \gamma }w_{\gamma \beta }=_iw_{\alpha i}w_{i\beta }+_{ij}\stackrel{~}{R}_{\alpha \beta ij}w_iw_j.\hfill & \end{array}$$

The Fundamental theorem for submanifolds states that $`\mathrm{I},\mathrm{II}`$ and $`^\nu `$ together with the Gauss-Codazzi equation (3.1.1) determine the submanifold $`M`$ up to isometries of $`N`$.

The mean curvature vector field is defined as the trace of $`\mathrm{II}`$ with respect to $`\mathrm{I}`$, i.e.,

$$H=\mathrm{tr}_\mathrm{I}\mathrm{II}=\underset{i\alpha }{}h_{ii}^\alpha e_\alpha .$$

The normal bundle $`\nu (M)`$ is said to be non-degenerate if the dimension of the space of all shape operators of $`M`$, $`\{A_v|v\nu (M)_p\}`$ is equal to dim$`(M)`$ for all $`pM`$.

If $`X:MN`$ is a submanifold of a space form $`N^{n+k}`$, then the frame $`F=(X,e_1,\mathrm{},e_{n+k})`$ given above is a lift of $`X`$ to $`\mathrm{Iso}(N)`$ and the Gauss-Codazzi equation for $`M`$ is exactly the flatness of $`F^1dF`$. When $`M`$ satisfies certain geometric conditions, we often can find special coordinates and frames $`F`$ on $`M`$ so that $`F^1dF`$ takes a special simple form. If moreover, such submanifolds admit a natural holomorphic deformation, then the Gauss-Codazzi equation for $`M`$ is likely to be an integrable system. On the other hand, if the Lax $`n`$-tuple of the $`U/U_0`$-system can be interpreted as the connection $`1`$-form of a submanifold, then we can read its geometry from the Lax $`n`$-tuple. This gives a natural method to find interesting submanifolds whose equations are integrable. We have had some success when $`U`$ is an orthogonal group or a unitary group. But very little is known for other simple Lie group $`U`$.

### 3.2. Orthogonal coordinate systems and the $`\frac{O(2n)}{O(n)\times O(n)}`$-system

A local coordinate system $`(x_1,\mathrm{},x_n)`$ of $`^n`$ is called an orthogonal coordinate system if the flat metric written in this coordinate system is diagonal, i.e., of the form $`_{i=1}^ng_{ii}(x)dx_i^2`$. The theory of orthogonal coordinate systems of $`^n`$ was studied extensively by classical differential geometers (cf. Darboux ).

An elementary computation gives:

###### Proposition 3.2.1.

The Levi-Civita connection 1-form $`(w_{ij})`$ of the metric $`ds^2=_{i=1}^nb_i^2dx_i^2`$ is

$$w_{ij}=\frac{(b_i)_{x_j}}{b_j}dx_i\frac{(b_j)_{x_i}}{b_i}dx_j.$$

So the Levi-Civita connection $`1`$-form $`w`$ of $`ds^2=_{i=1}^nb_i^2dx_i^2`$ written in matrix form is

$$w=(w_{ij})=\delta FF^t\delta ,\mathrm{where}f_{ij}=\{\begin{array}{cc}\frac{(b_i)_{x_j}}{b_j},\hfill & \text{if }ij\hfill \\ f_{ii}=0,\hfill & \text{if }1in\text{.}\hfill \end{array}$$

Let $`gl_{}(n)`$ denote the space of $`\xi =(\xi _{ij})gl(n,)`$ such that $`\xi _{ii}=0`$ for $`1in`$. Recall that $`F=(f_{ij}):^ngl_{}(n)`$ is a solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3) if and only if both $`\delta FF^t\delta `$ and $`\delta F^tF\delta `$ are flat connection $`1`$-forms. Note that both connections have the same form as the Levi-Civita connection of an orthogonal metric. In the rest of the section, we try to answer the following question: Are there orthogonal coordinate systems of $`^n`$ whose Levi-Civita connections are $`\delta FF^t\delta `$ and $`\delta F^tF\delta `$?

Given $`F:^ngl_{}(n)`$, there is a diagonal metric whose Levi-Civita connection $`1`$-form is

$$w=\delta FF^t\delta $$

if and only if there exist positive functions $`b_1,\mathrm{},b_n`$ so that

(3.2.1)
$$(b_i)_{x_j}=f_{ij}b_j,ij.$$

However, if system (3.2.1) is solvable for $`b_1,\mathrm{},b_n`$, then the mixed derivatives must be equal. This implies that

(3.2.2)
$$(f_{ij})_{x_k}=f_{ik}f_{kj},i,j,k\mathrm{distinct}.$$

It is a classical result that this condition is also sufficient for (3.2.1) to be solvable:

###### Theorem 3.2.2.

Given a smooth function $`F=(f_{ij}):^ngl_{}(n)`$, system (3.2.1) is solvable for $`(b_1,\mathrm{},b_n)`$ if and only if $`F`$ satisfies (3.2.2). Moreover, given $`n`$ smooth one variable functions $`b_1^0,\mathrm{},b_n^0`$, there exists a unique local solution $`(b_1,\mathrm{},b_n)`$ of (3.2.1) such that $`b_i(0,\mathrm{},x_i,0,\mathrm{},0)=b_i^0(x_i)`$.

###### Corollary 3.2.3.

The space of local $`n`$-dimensional orthogonal metrics that have the same Levi-Civita connection $`1`$-form is parametrized by $`n`$ smooth positive functions of one variable.

If $`F`$ is a solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3), then $`F`$ is a solution of (3.2.2). So by Theorem 3.2.2 we can construct orthogonal coordinates of $`^n`$, whose Levi-Civita connections are $`\delta FF^t\delta `$ and $`\delta F^tF\delta `$. Therefore we have

###### Proposition 3.2.4.

Let $`F=(f_{ij})`$ be a solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3), $`\tau _1=\delta F^tF\delta `$, $`\tau _2=\delta FF^t\delta `$, and $`a_1^0,\mathrm{},a_n^0,b_1^0,\mathrm{},b_n^0`$ smooth positive functions of one variable. Then there exist unique flat local orthogonal metrics $`g_1=_{i=1}^na_i^2(x)dx_i^2`$ and $`g_2=_{i=1}^nb_i(x)^2dx_i^2`$ such that

1. $`a_i(0,\mathrm{},x_i,0,\mathrm{})=a_i^0(x_i)`$ and $`b_i(0,\mathrm{},x_i,0,\mathrm{})=b_i^0(x_i)`$,
2. the Levi-Civita connection $`1`$-form for $`g_1`$ and $`g_2`$ are $`\tau _1`$ and $`\tau _2`$ respectively,
3. there exist $`O(n)`$-valued maps $`A=(\xi _1,\mathrm{},\xi _n)`$ and $`B=(\eta _1,\mathrm{},\eta _n)`$ such that $`A^1dA=\tau _1`$ and $`B^1dB=\tau _2`$,
4. there exist $`\varphi `$ and $`\psi `$ defined on a neighborhood of the origin in $`^n`$ such that

$$d\varphi =\underset{i}{}a_i\eta _idx_i,d\psi =\underset{i}{}b_i\xi _idx_i,$$
5. $`\varphi `$ and $`\psi `$ are local orthogonal coordinates on $`^n`$ with Levi-Civita connection $`\tau _1`$ and $`\tau _2`$ respectively.

The next theorem states that a subclass of orthogonal coordinate systems of $`^n`$ can be obtained using trivialization of $`\tau _1`$ and $`\tau _2`$.

###### Theorem 3.2.5.

Let $`F=(f_{ij})`$ be a solution of (2.5.3), and $`A=(a_{ij})`$, $`B=(b_{ij})`$ smooth $`O(n)`$-valued maps defined on an simply connected domain $`𝒪`$ of $`^n`$ satisfying

(3.2.3)
$$A^1dA=\delta F^tF\delta ,B^1dB=\delta FF^t\delta .$$

If $`a_{mj},b_{mj}`$ never vanishes on $`𝒪`$ for all $`1jn`$, then:

1. $`ds_m^2=a_{m1}^2dx_1^2+\mathrm{}+a_{mn}^2dx_n^2`$ is a flat metric with $`\delta FF^t\delta `$ as its Levi-Civita connection,
2. $`d\stackrel{~}{s}_m^2=b_{m1}^2dx_1^2+\mathrm{}+b_{mn}^2dx_n^2`$ is a flat metric with $`\delta F^tF\delta `$ as its Levi-Civita connection,
3. there exists a smooth map $`X:𝒪gl(n,)`$ such that

$$dX=B\delta A^t,$$
4. the $`m`$-th column $`X_m`$ and the $`m`$-th row $`Y_m`$ of $`X`$ are local orthogonal coordinates for $`^n`$ such that the standard metric on $`^n`$ written in these coordinates are $`ds_m^2`$ and $`d\stackrel{~}{s}_m^2`$ respectively.

###### Proof.

Let $`\xi _i`$ denote the $`i`$-th column of $`A`$. W claim that

(3.2.4)
$$(\xi _j)_{x_k}=f_{jk}\xi _k,jk.$$

Note that (3.2.3) gives

(3.2.5)
$$\xi _id\xi _j=f_{ji}dx_if_{ij}dx_j,ij.$$

This implies

$$(\xi _j)_{x_k}\xi _i=0,\mathrm{if}i,j,k\mathrm{distinct}.$$

Since $`\xi _j\xi _j=1`$, $`(\xi _j)_{x_k}\xi _j=0`$. By (3.2.5), $`\xi _k(\xi _j)_{x_k}=f_{jk}`$. This proves (3.2.4). Equate each coordinate of (3.2.4) to get

$$(a_{mj})_{x_k}=f_{jk}a_{mk},1mn,jk.$$

By Proposition 3.2.1, the Levi-Civita connection of $`ds_m^2`$ is

$$\frac{(a_{mj})_{x_k}}{a_{mk}}dx_j\frac{(a_{mk})_{x_j}}{a_{mj}}dx_k=f_{jk}dx_jf_{kj}dx_k,$$

i.e., the Levi-Civita connection $`1`$-form for $`ds_m^2`$ is $`\delta FF^t\delta `$. This proves (i). Similar argument gives (ii).

Since $`F`$ is a solution of (2.5.3),

$$\theta _\lambda =\left(\begin{array}{cc}\delta F^tF\delta & \delta \lambda \\ \delta \lambda & \delta FF^t\delta \end{array}\right)$$

is flat. Let $`h=\left(\begin{array}{cc}A& 0\\ 0& B\end{array}\right)`$. Then $`h^1dh=\theta _0=\left(\begin{array}{cc}\delta F^tF\delta & 0\\ 0& \delta FF^t\delta \end{array}\right)`$. The gauge transformation of $`\theta _\lambda `$ by $`h`$ is

$$\mathrm{\Theta }_\lambda =h\theta _\lambda h^1dhh^1=\left(\begin{array}{cc}0& \lambda A\delta B^t\\ \lambda B\delta A^t& 0\end{array}\right).$$

Since $`\theta _\lambda `$ is flat for all $`\lambda `$, $`\mathrm{\Theta }_\lambda =h\theta _\lambda `$ is flat for all $`\lambda `$, i.e., $`d\mathrm{\Theta }_\lambda =\mathrm{\Theta }_\lambda \mathrm{\Theta }_\lambda `$. This gives

$$\lambda \left(\begin{array}{cc}0& d\zeta ^t\\ d\zeta & 0\end{array}\right)+\lambda ^2\left(\begin{array}{cc}\zeta ^t\zeta & 0\\ 0& \zeta \zeta ^t\end{array}\right)=0,$$

where $`\zeta =B\delta A^t`$. Compare coefficients of $`\lambda `$ to get $`d\zeta =0`$. Since $`𝒪`$ is simply connected, there exists $`X`$ such that

(3.2.6)
$$dX=B\delta A^t.$$

This proves (iii).

Equate the $`m`$-th column and row of (3.2.6) to get

(3.2.7)
$$dX_m=B(a_{m1}dx_1,\mathrm{},a_{mn}dx_n)^t.$$

Recall that $`A=(\xi _1,\mathrm{},\xi _n)`$. Write equation (3.2.7) using columns of $`A`$ and $`B`$ to get

$$dX_m=\underset{i=1}{\overset{n}{}}a_{mi}dx_i\eta _i.$$

Let $`\eta _i`$ denote the $`i`$-th row of $`X`$, and $`Y=X^t`$. Then $`dY=A\delta B^t`$ and $`dY_m=_{i=1}^nb_{mi}dx_i\xi _i`$. This proves (iv). ∎

### 3.3. Flat submanifolds and the $`\frac{O(2n)}{O(n)\times O(n)}`$-system

The $`\frac{O(2n)}{O(n)\times O(n)}`$-system can also be viewed as the Gauss-Codazzi equations for flat $`n`$-dimensional submanifolds in $`^{2n}`$ with flat and non-degenerate normal bundles. In fact, there is an isomorphism from the space of local $`n`$-dimensional flat submanifolds in $`^{2n}`$ with flat and non-degenerate normal bundle modulo rigid motions to the space of $`(F,c_1,\mathrm{},c_n)`$, where $`F`$ is a local solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3) and $`c_1,\mathrm{},c_n`$ are positive functions of one variable. We state this more precisely in the following two known theorems (cf. ):

###### Theorem 3.3.1.

Let $`M^n`$ be a $`n`$-dimensional flat submanifold of $`^{2n}`$ with flat and non-degenerate normal bundle. Then there exist local coordinates $`x_1,\mathrm{}`$, $`x_n`$, parallel normal frame $`e_{n+1},\mathrm{},e_{2n}`$, an $`O(n)`$-valued map $`A=(a_{ij})`$, and a map $`b=(b_1,\mathrm{},b_n)`$ such that the fundamental forms of $`M`$ are

(3.3.1)
$$\{\begin{array}{cc}\mathrm{I}=_{i=1}^nb_i^2dx_i^2,\hfill & \\ \mathrm{II}=_{i,j=1}^nb_ia_{ji}dx_ie_{n+j}.\hfill & \end{array}$$

Moreover, let $`f_{ij}=(b_i)_{x_j}/b_j`$ for $`1ijn`$, $`f_{ii}=0`$ for $`1in`$, and $`F=(f_{ij})`$. Then $`F`$ is a solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3).

###### Theorem 3.3.2.

Let $`F`$ be a solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3), and $`b_1^0,\mathrm{}`$, $`b_n^0`$ be $`n`$ smooth positive functions of one variable. Then there exist an open subset $`𝒪`$ of the origin in $`^n`$, smooth maps $`A:𝒪O(n)`$ and

(3.3.2)
$$\varphi =\left(\begin{array}{cc}g& X\\ 0& 1\end{array}\right):𝒪GL(2n+1,)$$

with $`g:𝒪O(2n)`$, $`X:𝒪^{2n}`$, and $`b_1,\mathrm{},b_n:𝒪`$ such that

$`A^1dA=\delta F^tF\delta ,`$
$`\varphi ^1d\varphi =\left(\begin{array}{ccc}0& A\delta & 0\\ \delta A^t& \delta FF^t\delta & \varpi \\ 0& 0& 0\end{array}\right),`$
$`b_i(0,\mathrm{},x_i,0,\mathrm{})=b_i^0(x_i),1in,`$
where $`\varpi =(b_1dx_1,\mathrm{},b_ndx_n)^t`$. Moreover,

1. $`X`$ is an immersion of a flat $`n`$-dimensional submanifolds of $`^{2n}`$ with flat and non-degenerate normal bundle,
2. $`g=(e_{n+1},\mathrm{},e_{2n},e_1,\mathrm{},e_n)`$ is a local orthonormal frame for $`X`$ such that $`e_{n+1},\mathrm{},e_{2n}`$ are parallel normal field,
3. $`b_i(0,\mathrm{},x_i,0,\mathrm{},0)=b_i^0(x_i)`$ for $`1in`$,
4. the fundamental forms of the immersion $`X`$ are given as in (3.3.1),
5. the Levi-Civita connection for the induced metric is $`\delta FF^t\delta `$.

É Cartan proved that a flat $`n`$-dimensional submanifold can not be locally isometrically immersed in $`S^{n+k}`$ if $`k<n1`$, but can be locally isometrically immersed into $`S^{2n1}`$. Moreover, the normal bundle of a flat $`n`$-dimensional submanifold of $`S^{2n1}`$ is flat, and is non-degenerate viewed as a submanifold of $`^{2n}`$. By Theorem 3.3.1, flat $`n`$-dimensional submanifolds in $`S^{2n1}`$ give rise to solutions of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3). This gives the following theorem of Tenenblat ():

###### Theorem 3.3.3.

(). Let $`X:M^nS^{2n1}`$ be an immersion of a flat submanifold. Then there exist local coordinates $`x_1,\mathrm{},x_n`$, parallel normal frame $`e_{n+2},\mathrm{},e_{2n}`$, and a smooth $`O(n)`$-valued map $`A=(a_{ij})`$ such that

$$\mathrm{I}=\underset{i=1}{\overset{n}{}}a_{1i}^2dx_i^2,\mathrm{II}=\underset{i=1,j=2}{\overset{n}{}}a_{1i}a_{ji}dx_ie_{n+j}.$$

Set $`f_{ij}=(a_{1i})_{x_j}/a_{1j}`$ for $`ij`$, $`f_{ii}=0`$, and $`F=(f_{ij})`$. Let $`e_i=X_{x_i}/a_{1i}`$ for $`1in`$, and $`g=(X,e_{n+2},\mathrm{},e_{2n},e_1,\mathrm{},e_n)`$. Then $`F`$ is a solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3) and

(3.3.3)
$$g^1dg=\left(\begin{array}{cc}0& A\delta \\ \delta A^t& F^t\delta +\delta F\end{array}\right).$$

Conversely, let $`F=(f_{ij})`$ be a solution of (2.5.3), $`A=(a_{ij})`$ an $`O(n)`$-valued map such that $`A^1dA=\delta F^tF\delta `$ and $`gO(2n)`$ a solution of (3.3.3). If $`a_{ij}>0`$ for all $`1jn`$ on an open subset $`𝒪`$ of $`^n`$, then the $`i`$-th column of $`g`$ is an immersion of flat submanifold in $`S^{2n1}`$ and the corresponding solution of (2.5.3) is $`F`$.

###### Corollary 3.3.4.

Let $`M^nS^{2n1}`$ be a flat submanifold, $`\xi `$ a parallel normal field such that the shape operator $`A_\xi `$ is non-degenerate, then $`\xi `$ is an immersion of a flat $`n`$-submanifold in $`S^{2n1}`$. Moreover, the solution of (2.5.3) corresponding to $`\xi `$ is the same as the one corresponding to $`M`$.

### 3.4. Egoroff metrics and the $`\frac{U(n)}{O(n)}`$-system

The $`\frac{U(n)}{O(n)}`$-system is the restriction of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system to the subspace of symmetric real $`n\times n`$ matrices $`F`$. We have seen that each solution $`F`$ of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system gives rises to a $`o(n)`$-connection of some flat diagonal metric. In this section, we show that such diagonal metric takes a special form:

###### Proposition 3.4.1.

Let $`ds^2=_{i=1}^nb_i^2dx_i^2`$ be a metric, $`f_{ij}=(b_i)_{x_j}/b_j`$ for $`1ijn`$, and $`F=(f_{ij})`$. Then $`F=F^t`$ if and only if there exists a function $`\varphi `$ such that $`b_i^2=\varphi _{x_i}`$ for all $`1in`$.

###### Proof.

Since $`f_{ij}=\frac{(b_i)_{x_j}}{b_j}`$, $`F^t=F`$ if and only if

$$\frac{(b_i)_{x_j}}{b_j}=\frac{(b_j)_{x_i}}{b_i},ij.$$

This is equivalent to $`(b_i^2)_{x_j}=(b_j^2)_{x_i}`$ for all $`ij`$. ∎

###### Definition 3.4.2.

An Egoroff metric is a flat metric of the form

$$\underset{i=1}{\overset{n}{}}\varphi _{x_i}dx_i^2$$

for some smooth function $`\varphi `$.

It follows from Proposition 3.2.4, Theorem 3.2.5, and Proposition 3.4.1 that:

###### Theorem 3.4.3.

Let $`F`$ be a solution of the $`\frac{U(n)}{O(n)}`$-system (2.5.5), and $`a_1`$, $`\mathrm{}`$, $`a_n`$ smooth positive functions of one variable. Then there exists a smooth function $`\varphi `$ defined on a simply connected open subset $`𝒪`$ of $`^n`$ such that

$$\varphi _{x_i}(0,\mathrm{},0,x_i,0,\mathrm{},0)=a_i^2(x_i)$$

for $`1in`$ and the Levi-Civita connection for $`_{i=1}^n\varphi _{x_i}dx_i^2`$ is $`[\delta ,F]`$. Moreover, let $`A=(a_{ij})`$ be an $`O(n)`$-valued map such that $`A^1dA=[\delta ,F]`$. Then:

1. $`ds_m^2=_{i=1}^na_{mi}^2dx_i^2`$ is an Egoroff metric with $`[\delta ,F]`$ as its Levi-Civita connection,
2. there exists a smooth map $`X`$ from $`𝒪`$ to the space of symmetric matrices such that $`dX=A\delta A^t`$,
3. the $`m`$-th column $`X_m`$ of $`X`$ is a local orthogonal coordinate system for $`^n`$ and the flat metric of $`^n`$ written in this coordinate system is $`ds_m^2`$ as in (i).

### 3.5. Flat Lagrangian submanifolds and the $`\frac{U(n)}{O(n)}`$-system

In this section, we explain the relation between solutions of the $`\frac{U(n)}{O(n)}`$-system and the Gauss-Codazzi equations for flat, Lagrangian submanifolds of $`^{2n}`$. If these submanifolds also lie in $`S^{2n1}`$, then they are invariant under the $`S^1`$-action of the Hope fibration. Hence the projection of these submanifolds are flat Lagrangian submanifolds of $`P^{n1}`$. For more detail of the geometry of flat Lagrangian submanifolds of $`P^{n1}`$ see .

Let $`,`$ and $`w`$ be the standard inner product and symplectic form on $`^n=^{2n}`$ respectively, i.e.,

$$X,Y=\mathrm{Re}(\overline{X}^tY),w(X,Y)=\mathrm{Im}(\overline{X}^tY),X,Y^n.$$

Write $`Z^n`$ as $`Z=X+iY^n+i^n`$, and $`Agl(n,)`$ as $`A=B+iC`$ with $`B,Cgl(n,)`$. Then $`Agl(n,)`$ is identified as $`\left(\begin{array}{cc}B& C\\ C& B\end{array}\right)`$ in $`gl(2n,)`$. This identifies $`u(n)`$ as the following subalgebra of $`o(2n)`$:

$$u(n)=\left\{\left(\begin{array}{cc}B& C\\ C& B\end{array}\right)o(2n)\right|Bo(n),Cgl(n,)\mathrm{symmetric}\}.$$

The standard complex structure on $`^{2n}`$ is

$$J\left(\begin{array}{c}X\\ Y\end{array}\right)=\left(\begin{array}{c}Y\\ X\end{array}\right).$$

###### Definition 3.5.1.

An $`n`$-dimensional submanifold $`M`$ of $`^n=^{2n}`$ is Lagrangian if $`w(v_1,v_2)=0`$ for all $`v_1,v_2TM`$, or equivalently, $`J(TM)=\nu (M)`$.

The Proposition below follows from the definition of Lagrangian submanifold:

###### Proposition 3.5.2.

Let $`X:M^n^{2n}`$ be a Lagrangian submanifold, and $`(e_1,`$ $`\mathrm{},e_n)`$ a local orthonormal tangent frame. Then $`(Je_1,\mathrm{},Je_n)`$ is a orthonormal normal frame. Moreover, if $`g=(Je_1,\mathrm{},Je_n,e_1,\mathrm{},e_n)`$, then $`g^1dg`$ is a $`u(n)`$-valued $`1`$-form, i.e., it is of the form $`\left(\begin{array}{cc}\xi & \eta \\ \eta & \xi \end{array}\right)`$, where $`\xi `$ is an $`o(n)`$-valued 1-form and $`\eta `$ is $`1`$-form with value in the space of symmetric matrices. Conversely, if $`M^n`$ has a local orthonormal frame $`g=(e_{n+1},\mathrm{},e_{2n},e_1,\mathrm{},e_n)`$ such that $`e_1,\mathrm{},e_n`$ are tangent to $`M`$ and $`g^1dg`$ is $`u(n)`$-valued $`1`$-form, then $`M`$ is Lagrangian.

###### Proposition 3.5.3.

Let $`F=(f_{ij})`$ be the solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3) corresponding to the flat $`n`$-submanifold $`M`$ of $`^{2n}`$ with flat and non-degenerate normal bundle as in Theorem 3.3.1. Then the following statements are equivalent:

1. $`F`$ is a solution of the $`\frac{U(n)}{O(n)}`$-system (2.5.5),
2. $`F=F^t`$,
3. $`M`$ is Lagrangian.

###### Proof.

It is obvious that (i) and (ii) are equivalent.

Let $`x_1,\mathrm{},x_n`$, $`b_1,\mathrm{},b_n`$, $`e_{n+1},\mathrm{},e_{2n}`$, and $`A=(a_{ij})`$ be as in Theorem 3.3.1. Let $`e_i=\frac{X_{x_i}}{b_i}`$, and $`g=(e_{n+1},\mathrm{},e_{2n},e_1,\mathrm{},e_n)`$. Then

$$g^1dg=\left(\begin{array}{cc}0& A\delta \\ \delta A^t& [\delta ,F]\end{array}\right).$$

To prove (ii) implies (iii), let

$$\varphi =(\stackrel{~}{e}_{n+1},\mathrm{},\stackrel{~}{e}_{2n},e_1,\mathrm{},e_n)=g\left(\begin{array}{cc}A& 0\\ 0& \mathrm{I}\end{array}\right).$$

Then $`\stackrel{~}{e}_{n+1},\mathrm{},\stackrel{~}{e}_{2n}`$ are normal to $`X`$, and

(3.5.1)
$$\varphi ^1d\varphi =\left(\begin{array}{cc}[\delta ,F]& \delta \\ \delta & [\delta ,F]\end{array}\right).$$

Proposition 3.5.2 implies that $`M`$ is Lagrangian.

(iii) implies (ii): Since $`M`$ is Lagrangian and $`(e_{n+1},\mathrm{},e_{2n})`$ is an orthonormal normal frame, $`(Je_{n+1},\mathrm{}Je_{2n})`$ is an orthonormal tangent frame for $`M`$. So there exists an $`O(n)`$-valued map $`h`$ such that

$$\stackrel{~}{g}:=(e_{n+1},\mathrm{},e_{2n},Je_{n+1},\mathrm{},Je_{2n})=g\left(\begin{array}{cc}I& 0\\ 0& h^1\end{array}\right).$$

Then

$$\stackrel{~}{g}^1d\stackrel{~}{g}=\left(\begin{array}{cc}0& A\delta h^1\\ h\delta A^t& h(\delta FF^t\delta )h^1dhh^1\end{array}\right).$$

But $`\stackrel{~}{g}^1d\stackrel{~}{g}`$ is $`u(n)`$-valued. Hence

(3.5.2)
$$\{\begin{array}{cc}h(\delta FF^t\delta )h^1dhh^1=0,\hfill & \\ A\delta h^t=h\delta A^t\hfill & \end{array}$$

The second equation of (3.5.2) gives $`a_{ik}h_{jk}=h_{ik}a_{jk}`$ for all $`i,j,k`$. This implies that the $`i`$-th rows ($`i`$-th columns resp.) of $`A`$ and $`h`$ are proportional. Since both $`A`$ and $`h`$ are in $`O(n)`$, we have $`h=A`$. So $`h^1dh=A^1dA=\delta FF^t\delta `$. But $`A^1dA=\delta F^tF\delta `$. Hence

$$\delta F^tF\delta =\delta FF^t\delta .$$

Equate the $`ij`$-th entry of the above equation to get $`f_{ji}dx_if_{ij}dx_j=f_{ij}dx_if_{ji}dx_j`$. So $`F`$ is symmetric. ∎

As a consequence of Proposition 3.5.3, Theorem 3.3.3, and Corollary 3.3.4, we have

###### Corollary 3.5.4.

Let $`F`$ be a solution of the $`\frac{U(n)}{O(n)}`$-system (2.5.5), $`A=(a_{ij})`$ an $`O(n)`$-valued map satisfying $`A^1dA=[\delta ,F]`$, and $`\stackrel{~}{g}`$ an $`U(n)`$-valued map satisfying

$$\stackrel{~}{g}^1d\stackrel{~}{g}=\left(\begin{array}{cc}0& A\delta A^t\\ A\delta A^t& 0\end{array}\right).$$

(Here $`U(n)`$ is embedded as a subgroup of $`O(2n)`$). Let $`e_{m+n}`$ denote the $`m`$-th column of $`\stackrel{~}{g}`$ for $`1mn`$. If $`a_{m1},\mathrm{},a_{mn}`$ never vanishes in an open subset $`𝒪`$ of $`^n`$, then $`e_{n+m}:𝒪S^{2n1}`$ is an $`n`$-dimensional immersed flat submanifold of $`S^{2n1}`$ that is Lagrangian in $`^{2n}`$. Conversely, if $`M^n`$ is a flat submanifold of $`S^{2n1}`$ that is Lagrangian in $`^{2n}`$, then $`F`$ defined in Theorem 3.3.3 is a solution of the $`\frac{U(n)}{O(n)}`$-system (2.5.5).

###### Proposition 3.5.5.

Let $`F`$ be a solution of the $`\frac{U(n)}{O(n)}`$-system (2.5.5), $`M^n`$ a flat submanifold of $`S^{2n1}`$ corresponding to $`F`$ as in Corollary 3.5.4, and $`\pi :S^{2n1}P^{n1}`$ the Hopf fibration. Then $`M=\pi ^1(\pi (M))`$ and $`\pi (M)`$ is a flat Lagrangian submanifold of $`P^{n1}`$.

###### Proof.

Let $`S^1`$ acts on $`^{2n}=^n`$ by

$$e^{is}(z_1,\mathrm{},z_n)=(e^{is}z_1,e^{is}z_2,\mathrm{},e^{is}z_n).$$

This action leaves $`S^{2n1}`$ invariant, the orbit space $`S^{2n1}/S^1`$ is $`P^{n1}`$, and the projection $`\pi :S^{2n1}P^{n1}`$ is the Hopf fibration.

It suffices to show that $`M`$ is invariant under the $`S^1`$-action on $`S^{2n1}`$. Let $`X`$ be the immersion, $`(x_1,\mathrm{},x_n)`$, $`g=(X,e_{n+2},\mathrm{},e_{2n},e_1,\mathrm{},e_n)`$, and $`A=(a_{ij})`$ as in Theorem 3.3.3. First we change coordinates $`x_1,\mathrm{},x_n`$ to $`t_1,\mathrm{},t_n`$ such that

$$\{\begin{array}{cc}x_1=t_1t_2\mathrm{}t_n,\hfill & \\ x_j=t_j+t_1,\hfill & \text{ }2jn.\hfill \end{array}$$

Then $`\frac{}{t_1}=\frac{}{x_1}+\mathrm{}\frac{}{x_n}`$. Since

$$A^1\frac{A}{t_1}=[\delta ,F]\left(\frac{}{t_1}\right)=[\mathrm{I}_n,F]=0,$$

we have $`\frac{A}{t_1}=0`$. Here $`\mathrm{I}_n`$ is the identity $`n\times n`$ matrix. Let $`\stackrel{~}{g}=g\left(\begin{array}{cc}\mathrm{I}_n& 0\\ 0& A^t\end{array}\right)`$. Since $`A^1dA=[\delta ,F]`$,

$$\stackrel{~}{g}^1d\stackrel{~}{g}=\left(\begin{array}{cc}0& A\delta A^t\\ A\delta A^t& 0\end{array}\right).$$

So we have

(3.5.3)
$$\stackrel{~}{g}^1\frac{\stackrel{~}{g}}{t_1}=\left(\begin{array}{cc}0& I\\ I& 0\end{array}\right)$$

This implies that

$$\stackrel{~}{g}(t_1,\mathrm{},t_n)=e^{it_1}\stackrel{~}{g}(1,t_2,\mathrm{},t_n).$$

But the first column of $`g`$ and of $`\stackrel{~}{g}`$ are the immersion $`X`$. So $`X`$ is invariant under the $`S^1`$-action on $`S^{2n1}`$.∎

It follows from elementary submanifold theory that $`\stackrel{~}{M}`$ is a flat Lagrangian submanifold of $`P^{n1}`$ if and only if $`\pi ^1(\stackrel{~}{M})`$ is a flat submanifold of $`S^{2n1}`$ that is Lagrangian in $`^{2n}`$. Hence the Gauss-Codazzi equations for flat, Lagrangian submanifolds of $`P^{n1}`$ is the $`\frac{U(n)}{O(n)}`$-system (2.5.5), or equivalently the $`\frac{SU(n)}{SO(n)}`$-system.

### 3.6. Bonnet pairs in $`^3`$ and the $`\frac{GL(2,)}{(SU(2)\times ^+)^2}`$-system

Let $`X:M^3`$ be an immersion. Locally, there exists a conformal coordinate system $`(x,y)`$, i.e., the induced metric is of the form $`\mathrm{I}=e^u(dx^2+dy^2)`$ for some smooth function $`u`$. Let $`H`$ denote the mean curvature function of $`M`$. Since $`\mathrm{II}H\mathrm{I}`$ is traceless, there is a smooth complex valued function $`h=h_1+ih_2`$ such that

$$\mathrm{II}H\mathrm{I}=h_1(dx^2dy^2)2h_2dxdy=\mathrm{Re}(hdz^2),$$

where $`z=x+iy`$. The two fundamental forms of $`M`$ are

(3.6.1)
$$\{\begin{array}{cc}\mathrm{I}=e^u(dx^2+dy^2),\hfill & \\ \mathrm{II}=H\mathrm{I}+\mathrm{Re}(h(dx+idy)^2)\hfill & \\ =(He^u+h_1)dx^22h_2dxdy+(He^uh_1)dy^2.\hfill & \end{array}$$

Let $`e_1=Xe^{\frac{u}{2}}`$, $`e_2=Xe^{\frac{u}{2}}`$, and $`e_3=e_1\times e_2`$, where $`\times `$ is the cross-product. Let $`w_1,w_2,w_3`$ be the dual coframe:

$$w_1=e^{\frac{u}{2}}dx,w_2=e^{\frac{u}{2}}dy,w_3=0.$$

Let $`g=(e_1,e_2,e_3)`$, and $`(w_{ij})=g^1dg`$, i.e.,

$$de_i=\underset{j=1}{\overset{3}{}}w_{ji}e_j,1i3.$$

Then

(3.6.2)
$$\{\begin{array}{cc}w_{12}=\frac{1}{2}(u_ydxu_xdy),\hfill & \\ w_{13}=(He^{\frac{u}{2}}+h_1e^{\frac{u}{2}})dxh_2e^{\frac{u}{2}}dy,\hfill & \\ w_{23}=h_2e^{\frac{u}{2}}dx+(He^{\frac{u}{2}}h_1e^{\frac{u}{2}})dy,\hfill & \end{array}$$

The Gauss-Codazzi equations for $`M`$ express the flatness of $`(w_{ij})`$, i.e.,

$$dw_{ij}=\underset{k=1}{\overset{3}{}}w_{ik}w_{kj},ij.$$

Write this equation in terms of $`u,H,h=h_1+ih_2`$ to get

(3.6.3)
$$\{\begin{array}{cc}u_{xx}+u_{yy}=2\left(H^2e^u(h_1^2+h_2^2)e^u\right),\hfill & \\ (He^{\frac{u}{2}}+h_1e^{\frac{u}{2}})_y+(h_2e^{\frac{u}{2}})_x=\frac{1}{2}\left(u_y(He^{\frac{u}{2}}h_1e^{\frac{u}{2}})u_xh_2e^{\frac{u}{2}}\right),\hfill & \\ (He^{\frac{u}{2}}h_1e^{\frac{u}{2}})_x+(h_2e^{\frac{u}{2}})_y=\frac{1}{2}\left(u_x(He^{\frac{u}{2}}+h_1e^{\frac{u}{2}})u_yh_2e^{\frac{u}{2}}\right).\hfill & \end{array}$$

A surface $`M`$ in $`^3`$ is called isothermic if there exists a conformal line of curvature coordinate system, i.e., there is a coordinate system $`(x,y)`$ such that both $`\mathrm{I}`$ and $`\mathrm{II}`$ are diagonalized, or equivalently, $`h_2=0`$ in (3.6.1). In this case, the Gauss-Codazzi equations (3.6.3) become

$$\{\begin{array}{cc}u_{xx}+u_{yy}=2\left(H^2e^uh_1^2e^u\right),\hfill & \\ (He^{\frac{u}{2}}+h_1e^{\frac{u}{2}})_y=\frac{1}{2}u_y(He^{\frac{u}{2}}h_1e^{\frac{u}{2}}),\hfill & \\ (He^{\frac{u}{2}}h_1e^{\frac{u}{2}})_x=\frac{1}{2}u_x(He^{\frac{u}{2}}+h_1e^{\frac{u}{2}}).\hfill & \end{array}$$

This implies that $`(u,p_1,q_1)`$ is a solution of (2.5.13), where $`p_1=\frac{ih_1}{2}e^{u/2}`$ and $`q_1=\frac{H}{2}e^{u/2}`$.

A pair of surfaces $`(M,\stackrel{~}{M})`$ in $`^3`$ is called a Bonnet pair if there is an isometry $`f:M\stackrel{~}{M}`$ so that $`\stackrel{~}{H}=Hf`$, where $`\stackrel{~}{H}`$ and $`H`$ are the mean curvature functions of $`M`$ and $`\stackrel{~}{M}`$ respectively and $`H`$ is not a constant function. The following is a consequence of the Gauss-Codazzi equation (cf. ):

###### Proposition 3.6.1.

(). Let $`(M,\stackrel{~}{M})`$ be a Bonnet pair in $`^3`$. Then away from umbilic points there exist a conformal coordinate system $`(x,y)`$, and smooth real functions $`u`$, $`h_1`$ and $`h_2`$ such that the two fundamental forms for $`M,\stackrel{~}{M}`$ are given as follows:

(3.6.4a)
$$\{\begin{array}{cc}\mathrm{I}=e^u(dx^2+dy^2),\hfill & \\ \mathrm{II}=H\mathrm{I}+\mathrm{Re}(h(dx+idy)^2)\hfill & \\ =(He^u+h_1)dx^22h_2dxdy+(He^uh_1)dy^2,\hfill & \end{array}$$

(3.6.4b)
$$\{\begin{array}{cc}\stackrel{~}{\mathrm{I}}=e^u(dx^2+dy^2),\hfill & \\ \stackrel{~}{\mathrm{II}}=H\stackrel{~}{\mathrm{I}}+\mathrm{Re}(\overline{h}(dx+idy)^2)\hfill & \\ =(He^u+h_1)dx^2+2h_2dxdy+(He^uh_1)dy^2.\hfill & \end{array}$$

Since both $`(u,H,h_1,h_2)`$ and $`(u,H,h_1,h_2)`$ are solutions of (3.6.3), we get

(3.6.5)
$$\{\begin{array}{cc}u_{xx}+u_{yy}=2(H^2e^u+(h_1^2+h_2^2)e^u),\hfill & \\ (he^{u/2}+h_1e^{u/2})_y=\frac{u_y}{2}(He^{u/2}h_1e^{u/2},\hfill & \\ (h_2e^{u/2})_x=\frac{u_x}{2}h_2e^{u/2},\hfill & \\ (He^{u/2}h_1e^{u/2})_x=\frac{u_x}{2}(He^{u/2}+h_1e^{u/2},\hfill & \\ (h_2e^{u/2})_y=\frac{u_y}{2}(h_2e^{u/2}.\hfill & \end{array}$$

Note that the third and the fifth equations of (3.6.5) imply $`(h_2)_x=(h_2)_y=0`$. So $`h_2`$ is a constant. So we have

###### Theorem 3.6.2.

(). Let $`(M,\stackrel{~}{M})`$ be a Bonnet pair in $`^3`$, $`(u,H,h_1,h_2)`$ the corresponding solution of (3.6.5). Then $`h_2`$ is a constant. Moreover, set $`p_1=\frac{i}{2}(h_1ih_2)e^{\frac{u}{2}}`$, and $`q_1=\frac{1}{2}He^{\frac{u}{2}}`$. Then $`(u,p_1,q_1)`$ is a solution of the $`\frac{GL(2,)}{(^+\times SU(2))^2}`$-system (2.5.11). Conversely, if $`(u,p_1,q_1)`$ is a solution of system (2.5.11) and $`q_1`$ is real, then there is a Bonnet pair with fundamental forms given by (3.6.4), where $`H=2q_1e^{u/2}`$ and $`h_1ih_2=2ip_1e^{u/2}`$.

### 3.7. Curved flats in symmetric spaces

Let $`U/U_0`$ be a rank $`n`$ Riemannian symmetric space, $`\sigma `$ the corresponding involution on $`U`$, $`𝒰=𝒰_0+𝒰_1`$ the eigendecomposition of $`d\sigma _e`$ on $`𝒰`$ with eigenvalue $`1`$ and $`1`$, $`𝒜`$ a maximal abelian linear subspace of $`𝒰_1`$, and $`a_1,\mathrm{},a_n`$ an orthonormal basis of $`𝒜`$. In this section, we associate to each solution of the $`U/U_0`$-system (2.5.1) a flat submanifold in $`𝒰_1`$. We also review the construction of curve flats in $`U/U_0`$ given by Ferus and Pedit .

###### Theorem 3.7.1.

Let $`v:^n𝒰_1𝒜^{}`$ be a solution of the $`U/U_0`$-system (2.5.1), and $`E(x,\lambda )`$ the frame of the corresponding Lax $`n`$-tuple $`\theta _\lambda `$ (2.5.2), i.e.,

$$E^1dE=\theta _\lambda =\underset{i=1}{\overset{n}{}}(a_i\lambda +[a_i,v])dx_i,E(x,0)=e,$$

Set $`Y=\frac{E}{\lambda }E^1|_{\lambda =0}`$. Then $`Y`$ is an immersed flat submanifold in $`𝒰_1`$ such that the tangent plane of $`Y`$ is a maximal abelian subalgebra of $`𝒰_1`$ at every point. Conversely, locally all such flat submanifolds in $`𝒰_1^0`$ can be constructed this way, where $`𝒰_1^0`$ is the subset of regular points in $`𝒰_1`$.

###### Proof.

Write $`E_\lambda (x)=E(x,\lambda )`$. Since $`E^1dE=_i(a_i\lambda +[a_i,v])dx_i`$, a direct computation gives

$`dY`$ $`=\left({\displaystyle \frac{}{\lambda }}(dE)\right)E^1{\displaystyle \frac{E}{\lambda }}E^1dEE^1|_{\lambda =0}`$
$`={\displaystyle \frac{}{\lambda }}\left(E\left({\displaystyle \underset{i}{}}a_i\lambda +[a_i,v]\right)dx_i\right)E^1|_{\lambda =0}`$
$`YE_0\left({\displaystyle \underset{i}{}}[a_i,v]dx_i\right)E_0^1`$
$`={\displaystyle \underset{i}{}}(YE_0[a_i,v]E_0^1+E_0a_iE_0^1YE_0[a_i,v]E_0^1)dx_i`$
$`={\displaystyle \underset{i=1}{\overset{n}{}}}E_0a_iE_0^1dx_i.`$
Because $`\theta _\lambda `$ satisfies the $`U/U_0`$-reality condition, $`\tau (E_\lambda )=E_{\overline{\lambda }}`$ and $`\sigma (E_\lambda )=E_\lambda `$. So $`E_0U_0`$. Let

$$e_i=E_0a_iE_0^1.$$

Since $`a_1,\mathrm{},a_n`$ are orthonormal and $`E_0(x)U_0`$, $`\{e_i|1in\}`$ is an orthonormal tangent frame of $`Y`$. Hence $`Y`$ is an immersion, and the induced metric is $`_{i=1}^ndx_i^2`$.

Since $`\mathrm{ad}(a_1)^2,\mathrm{},\mathrm{ad}(a_n)^2`$ are commuting symmetric operators, there exist a set $`\mathrm{\Lambda }`$ of linear functionals of $`𝒜`$, an orthonormal common basis $`\{p_\alpha |\alpha \mathrm{\Lambda }\}`$ for $`𝒜^{}𝒰_1`$, an orthonormal basis $`\{k_\alpha |\alpha \mathrm{\Lambda }\}`$ for $`𝒦𝒦_a^{}`$ such that

$$\mathrm{ad}(a)(p_\alpha )=\alpha (a)=k_\alpha ,\mathrm{ad}(a)(k_\alpha )=\alpha (a)p_\alpha ,$$

for all $`1in`$ and $`\alpha \mathrm{\Lambda }`$. Then $`e_\alpha =E_0p_\alpha E_0^1`$ is an orthonormal normal frame for the immersion $`Y`$ in $`𝒰_1`$. Write the solution $`v`$ of the $`U/U_0`$-system as $`v(x)=_\alpha v_\alpha (x)p_\alpha `$ with respect to the decomposition $`𝒜^{}𝒰_1=_\alpha p_\alpha `$. Since $`dE_0=E_0_i[a_i,v]dx_i`$, a direct computation gives

$`de_i`$ $`=E_0[E_0^1dE_0,a_i]E_0^1={\displaystyle \underset{i,j}{}}E_0[[a_j,v],a_i]E_0^1dx_j,`$
$`={\displaystyle \underset{j,\alpha }{}}v_\alpha \alpha (a_i)\alpha (a_j)dx_je_\alpha .`$
Hence

$$w_{i\alpha }=v_\alpha \alpha (a_i)\underset{j}{}\alpha (a_j)dx_j.$$

So the normal curvature $`_\alpha w_{i\alpha }w_{j\alpha }`$ is zero.

To prove the converse, let $`M`$ be a flat submanifold of $`𝒰_1`$ such that $`TM_p`$ is a maximal abelian subalgebra of $`𝒰_1`$. Let $`x`$ be a local flat, orthonormal coordinate of $`M`$, and $`e_i=\frac{}{x_i}`$ the orthonormal frame. Let $`𝒜`$ be a maximal abelian subspace of $`𝒰_1`$. Then evey maximal abelian subspace of $`𝒰_1`$ is of the form $`k𝒜k^1`$ for some $`kU_0`$. Since $`M𝒰_1^0`$, we may assume that there exist $`𝒜`$-valued maps $`\xi _i`$ and $`U_0`$-valued map $`g`$ such that $`e_i=g\xi _ig^1`$. It follows from $`(de_i,e_j)=0`$ and $`(,)`$ is ad-invariant that $`d\xi _i=0`$ for all $`i`$. So $`\xi _i=a_i`$ is constant. In other words, $`e_i=ga_ig^1`$. Note that if $`h`$ is $`A`$-valued map, then $`e_i=ga_ig^1=gha_ih^1g^1`$. Choose an $`A`$-valued map $`h`$ so that $`(dh)h^1=\pi (g^1dg)`$, where $`\pi `$ is the projection onto $`𝒰_𝒜^{}𝒰_0`$. Let $`\stackrel{~}{g}=gh`$. Then $`e_i=\stackrel{~}{g}a_i\stackrel{~}{g}^1`$ and $`\stackrel{~}{g}^1d\stackrel{~}{g}𝒰_𝒜^{}𝒰_0`$. Let $`X`$ be the immersion of $`M`$ into $`𝒰_1`$. Then

$$dX=\underset{i=1}{\overset{n}{}}e_idx_i=\underset{i=1}{\overset{n}{}}\stackrel{~}{g}a_i\stackrel{~}{g}^1dx_i.$$

Hence $`(\stackrel{~}{g}a_i\stackrel{~}{g}^1)_{x_j}=(\stackrel{~}{g}a_j\stackrel{~}{g}^1)_{x_i}`$ for all $`i,j`$. This implies

$$[\stackrel{~}{g}^1\stackrel{~}{g}_{x_j},a_i]=[\stackrel{~}{g}^1\stackrel{~}{g}_{x_i},a_j].$$

So there exists $`𝒜^{}𝒰_1`$-valued map $`v`$ such that $`\stackrel{~}{g}^1\stackrel{~}{g}_{x_i}=[a_i,v]`$. But this means $`_{i=1}^n[a_i,v]dx_i`$ is flat and $`v`$ is a solution of (2.5.1). ∎

Given an involution $`\sigma `$ of $`U`$, there is a natural $`U`$-action on $`U`$ defined by $`gx=gx\sigma (g)^1`$. The orbit at $`e`$ is

$$M=\{g\sigma (g)^1|gU\}.$$

Since the isotropy subgroup at $`e`$ is $`U_0`$, the orbit $`M`$ is diffeomorphic to $`U/U_0`$. Next we claim that $`M`$ is totally geodesic. To see this, note that the map $`f(g)=(\sigma (g))^1`$ is an isometry of $`U`$. So the fixed point set $`F`$ of $`f`$ is a totally geodesic submanifold of $`U`$. Note that $`df_e=d\sigma _e`$. So $`TF_e=𝒰_1`$, and the dimension of $`F`$ is equal to $`dim(𝒰_1)`$. But $`M`$ is fixed by $`f`$ and $`TM_e=\{xd\sigma _e(x)|x𝒰\}=𝒰_1`$. So $`M`$ is an open subset of $`F`$. This proves the claim. This is the classical Cartan embedding of the symmetric space $`U/U_0`$ in $`U`$ as a totally geodesic submanifolds.

Note that $`U_0`$ acts on $`U/U_0`$ ($`g(hU_0)=ghU_0`$). An element $`xU/U_0`$ is regular if the $`U_0`$-orbit at $`x`$ is a principal orbit.

###### Theorem 3.7.2.

(). With the same assumption as in Theorem 3.7.1, and set

$$\psi (x)=E(x,1)E(x,1)^1.$$

Then $`\psi `$ is an immersed flat submanifold of the symmetric space $`U/U_0`$ which is tangent to a flat of $`U/U_0`$ at every point. Conversely, locally all such flat submanifolds in $`N^{}`$ can be constructed this way, where $`N^{}`$ is the open dense subset of regular points in $`U/U_0`$.

###### Proof.

The reality condition implies that $`E(x,1)U`$ and

$$\psi (x)=E(x,1)E(x,1)^1=E(x,1)\sigma (E(x,1))^1.$$

So the image of $`\psi `$ lies in the symmetric space $`U/U_0=\{g\sigma (g)^1|gU\}`$. A direct computation gives

$$\psi ^1d\psi =2\underset{i=1}{\overset{n}{}}E_1a_iE_1^1dx_i.$$

Thus $`\psi `$ is a flat immersion into $`U/U_0`$ and $`2(x_1,\mathrm{},x_n)`$ is an orthonormal coordinate for the induced metric. The rest of the theorem can be proved in a similar manner as for Theorem 3.7.1. ∎

Ferus and Pedit called flat submanifolds obtained in Theorem 3.7.2 curved flats.

### 3.8. Indefinite affine spheres in $`^3`$ and the $`1`$-flow

Affine geometry (cf. ) studies the geometry of hypersurfaces in $`^{n+1}`$ invariant under the affine transformations $`xAx+v`$, where $`ASL(n+1,)`$ and $`v^{n+1}`$. There are three local affine invariants, the affine metric, the Fubini cubic form, and the third fundamental form. These invariants satisfy certain integrability conditions, the Gauss-Codazzi equations. We first give a brief description of these invariants for affine surfaces in $`^3`$, then explain the relation between the Tzitzeica equation and indefinite affine spheres. Recall that the Tzitzeica equation is the $`1`$-flow associated to $`SL(3,)/^+`$ (see Example 2.6.3).

Let $`X:M^3`$ be a surface with non-degenerate second fundamental form, $`g=(e_1,e_2,e_3)`$ a local frame on $`M`$ such that $`e_1,e_2`$ are tangent to $`M`$, $`e_3`$ is transversal to $`M`$, and

$$det(e_1,e_2,e_3)=1.$$

Let $`w^i`$ denote the dual coframe of $`e_i`$, i.e.,

$$dX=w^1e_1+w^2e_2.$$

Let $`(w_j^i)`$ denote the $`sl(3,)`$-valued $`1`$-form $`g^1dg`$, i.e.,

$$de_i=\underset{j=1}{\overset{3}{}}w_i^je_j,1i3.$$

Then we have the structure equation:

(3.8.1)
$$\{\begin{array}{cc}dw^i=_{j=1}^3w_j^iw^j=_{j=1}^3w^jw_j^i,\hfill & 1i2\hfill \\ dw_i^j=_{k=1}^3w_k^jw_i^k.\hfill & \text{ }1i,j3\text{.}\hfill \end{array}$$

Since $`w^3=0`$ on $`M`$,

(3.8.2)
$$w_i^3=\underset{j=1}{\overset{2}{}}h_{ij}w^j,h_{ij}=h_{ji}.$$

A direct computation shows that the quadratic form

(3.8.3)
$$ds^2=|det(h_{ij})|^{\frac{1}{4}}\underset{ij}{}h_{ij}w^iw^j$$

is invariant under change of affine frames, and it is called the affine metric of $`M`$. An affine surface is called definite or indefinite if the affine metric is definite or indefinite respectively.

We can choose a vector field $`e_3`$ transversal to $`M`$ so that

(3.8.4)
$$w_3^3+\frac{1}{4}d(\mathrm{log}|det(h_{ij})|)=0.$$

Then

$$\nu =|det(h_{ij})|^{\frac{1}{4}}e_3$$

is an affine invariant. The vector field $`\nu `$ is called the affine normal of $`M`$.

Take the exterior differentiation of 3.8.2 to get

(3.8.5)
$$\underset{j=1}{\overset{2}{}}dh_{ij}+h_{ij}w_3^3+\underset{k=1}{\overset{2}{}}(h_{ik}w_j^k+h_{kj}w_i^k)w^j=0$$

for $`1j2`$. Define $`h_{ijk}`$ by

(3.8.6)
$$\underset{k=1}{\overset{2}{}}h_{ijk}w^k=dh_{ij}+h_{ij}w_3^3+\underset{k=1}{\overset{2}{}}h_{ik}w_j^k+h_{kj}w_i^k.$$

Then 3.8.5 implies that $`h_{ijk}=h_{ikj}`$. But $`h_{ij}=h_{ji}`$. So $`h_{ijk}`$ is symmetric in $`i,j,k`$. The Fubini-Pick cubic form,

$$J=\underset{i,j,k}{}h_{ijk}w^iw^jw^k,$$

is an affine invariant.

Exterior differentiate (3.8.4) to get

$$\underset{i}{}w_3^iw_i^3=0.$$

Write

$$w_3^i=\underset{j}{}\mathrm{}^{ij}w_j^3.$$

The third fundamental form,

$$\mathrm{III}=h^{\frac{1}{4}}w_3^iw_i^3,$$

is also an affine invariant. The trace of IIIwith respect to the affine metric $`ds^2`$ is the affine mean curvature

$$L=\frac{1}{2}|det(h_{ij})|^{\frac{1}{4}}\underset{ij}{}h_{ij}\mathrm{}^{ij}.$$

The three affine invariants $`ds^2,J`$ and $`\mathrm{III}`$ are completely determined by $`w^i`$ and $`w_B^A`$, which satisfy the Gauss-Codazzi equations for affine surfaces. Conversely, suppose $`ds^2,J`$ and $`\mathrm{III}`$ are given and satisfy the Gauss-Codazzi equations. Then $`h_{ij},h_{ijk}`$, $`w^i,w_i^3`$, $`w_3^i`$, and $`w_3^3`$ can be computed from these three invariants. Moreover, we can find $`w_i^j`$ by solving the linear system consisting of (3.8.6) and the first equation of (3.8.1). Then the Gauss-Codazzi equations, written in terms of $`w^i,w_B^A`$, are (3.8.1), i.e., the connection

$$\mathrm{\Omega }=\left(\begin{array}{cc}w_B^A& \tau \\ 0& 0\end{array}\right)$$

is flat, where $`\tau =(w^1,w^2,0)^t`$. Hence there exists

$$\psi =\left(\begin{array}{cc}g& X\\ 0& 1\end{array}\right)$$

such that $`\psi ^1d\psi =\mathrm{\Omega }`$, where $`g=(e_1,e_2,e_3)SL(3,)`$ and $`X^3`$. It follows that $`X`$ is an immersion, $`e_1,e_2`$ are tangent to $`X`$, $`e_3`$ is the affine normal, and $`ds^2,J`$ and $`\mathrm{III}`$ are the affine metric, Fubini-Pick form, and the third fundamental form for $`X`$ respectively. This is the fundamental theorem of affine surfaces in $`^3`$.

A surface is called a proper affine sphere if there exists $`p_0^3`$ such that the affine normal line $`p+t\nu (p)`$ passes through $`p_0`$ for all $`pM`$. We explain below the well-known fact (cf. ) that the equation for proper affine spheres with indefinite affine metric is the Tzitzeica equation (2.6.4).

Let $`w`$ be a solution of the Tzitzeica equation (2.6.4), and $`\theta _\lambda `$ the corresponding Lax pair defined by (2.6.5), and $`E(x,t,\lambda )`$ the solution of

$$E^1dE=\theta _\lambda ,E(0,0,\lambda )=e.$$

(Here $`e`$ is the identity matrix in $`SL(3,)`$.) Fix a non-zero $`r`$, let $`e_i(x,t)`$ denote the $`i`$-th column of $`E(x,t,r)`$. We claim that $`X=e_3`$ is an immersed indefinite affine sphere. To see this, we first note that

$$\theta _r=\left(\begin{array}{ccc}w_xdx& r^1e^{2w}dy& rdx\\ rdx& w_xdx& r^1e^wdy\\ r^1e^wdy& rdx& 0\end{array}\right)=E(r)^1dE(r).$$

Since $`\theta _r`$ is $`sl(3,)`$-valued flat $`1`$-form, $`E(r)`$ is a map from $`^2`$ to $`SL(3,)`$. Fix $`r`$, and let $`e_i`$ denote $`e_i(r)`$. Equate each column of $`dE(r)=E(r)\theta _r`$ to get

$$\{\begin{array}{cc}dX=de_3=rdxe_1r^1e^wdye_2,\hfill & \\ de_1=w_xdxe_1+rdxe_2+r^1e^wdye_3,\hfill & \\ de_2=r^1e^{2w}dye_1w_xdxe_2+rdxe_3.\hfill & \end{array}$$

This implies that $`e_1,e_2`$ are tangent to $`X`$,

$`w^1=rdx,w^2=r^1e^wdy,`$
$`w_1^3=r^1e^wdy=w^2,w_2^3=rdx=w^1,`$
$`w_3^1=w^1,w_3^2=w^2,w_3^3=0.`$
So $`h_{11}=h_{22}=0`$, $`h_{12}=1`$ and the affine metric is $`2e^wdxdy`$. Since $`det(h_{ij})=1`$ and $`w_3^3=0`$, (3.8.4) is satisfied. Hence the affine normal is

$$\nu =|det(h_{ij})|^{\frac{1}{4}}e_3=e_3.$$

But $`X=e_3`$ implies that all affine normal lines pass through the origin. In other words, $`X`$ is an indefinite proper affine sphere.

Conversely, suppose $`X`$ is an indefinite proper affine sphere in $`^3`$. We want to show that there exist a special coordinate system and a special affine frame so that the Gauss-Codazzi equation for $`X`$ as an affine sphere is the Tzitzeica equation. First note that there exist a local asymptotic coordinate system $`(x,y)`$ and a smooth function $`w`$ such that the affine metric is

$$ds^2=2e^{2w}dxdy.$$

Let $`e_1=X_x`$, $`e_2=X_y`$, and $`e_3`$ parallel to the affine normal such that

$$det(e_1,e_2,e_3)=1.$$

Then

$$w^1=dx,w^2=dy,w_1^3=e^{2w}dy,w_2^3=e^{2w}dx.$$

So $`det(h_{ij})=e^{4w}`$. We may assume that all affine normal lines pass through the origin. So $`X=fe_3`$ for some function $`f`$. Exterior differentiation of $`X=fe_3`$ gives

$$w^1e_1+w^2e_2=dfe_3+fw_3^3e_3+f(w_3^1e_1+w_3^2e_2).$$

Equate the coefficients of $`e_3`$ to get $`df+fw_3^3=0`$. Since $`e_3`$ is parallel to the affine normal, $`w_3^3`$ satisfies (3.8.4). Therefore $`f=c|det(h_{ij})|^{1/4}=ce^w`$ for some constant $`c`$. By scaling, we may assume $`c=1`$. Equate coefficients of $`e_1`$ and $`e_2`$ to get

$$w_3^1=e^wdx,w_3^2=e^wdy.$$

Therefore $`\mathrm{}^{11}=\mathrm{}^{22}=0`$ and $`\mathrm{}^{12}=\mathrm{}^{21}=e^{3w}`$. So the affine mean curvature $`L=1`$. Use (3.8.5) to get

$$w_1^2=\frac{h_{111}}{2}e^{2w}dx,w_2^1=\frac{h_{222}}{2}e^{2w}dy.$$

Use $`dw^i=_jw_j^iw^j`$ to conclude

$$w_1^1=w_xdx,w_2^2=w_ydy.$$

Substitute $`w_A^B`$ into $`dw_j^i=_Aw_A^iw_j^A`$ for $`i=1,j=2`$ and $`j=1,i=2`$ to get

$$(h_{111}e^w)_y=0,(h_{222}e^w)_x=0.$$

So $`h_{111}=u_1(x)e^w`$ and $`h_{222}=u_2(y)e^w`$ for some smooth function $`u_1,u_2`$ of one variable. By making coordinate change $`(\stackrel{~}{x},\stackrel{~}{y})`$ so that $`\stackrel{~}{x}`$ to a function of $`x`$ and $`\stackrel{~}{y}`$ to a function of $`y`$, we may assume that

$$w_2^1=e^wdy,w_1^2=e^wdx.$$

To summarize, we have shown that

$$g^1dg=\left(\begin{array}{ccc}w_xdx& e^wdy& e^wdx\\ e^wdx& w_ydy& e^wdy\\ e^{2w}dy& e^{2w}dx& dw\end{array}\right),$$

where $`g=(e_1,e_2,e_3)`$. Change the frame $`g`$ to $`\stackrel{~}{g}=g\mathrm{diag}(1,e^w,e^w)`$. Then

$$\stackrel{~}{g}^1d\stackrel{~}{g}=\left(\begin{array}{ccc}w_xdx& e^{2w}dy& dx\\ dx& w_xdx& e^wdy\\ e^wdy& dx& 0\end{array}\right).$$

This is the Lax pair $`\theta _\lambda `$ (2.6.5) at $`\lambda =1`$. So $`w`$ is a solution of the Tzitzeica equation.

### 3.9. The $`1`$ flow, hyperbolic system, and the sigma model

Let $`^{1,1}`$ denote the Lorentz space equipped with metric $`2dxdt`$. In this section, we discuss the relation between harmonic maps from $`^{1,1}`$ to Lie group $`U`$ and solutions of the $`1`$-flow and the hyperbolic $`U`$-system.

First we recall a theorem of Uhlenbeck ():

###### Theorem 3.9.1.

(). Let $`s:^{1,1}U`$ be a smooth map, $`A=\frac{1}{2}s^1s_x`$, and $`B=\frac{1}{2}s^1s_y`$. Then the following statements are equivalent:

1. $`s`$ is harmonic,
2. $`A_t=B_x=[A,B]`$,
3. $`\mathrm{\Omega }_\lambda =(1\lambda )Adx+(1\lambda ^1)Bdt`$ is flat for all $`\lambda 0`$.

###### Corollary 3.9.2.

(). Suppose $`\theta _\lambda =(1\lambda )Adx+(1\lambda ^1)Bdt`$ is flat for all $`\lambda 0`$, and $`E_\lambda `$ satisfying $`E_\lambda ^1dE_\lambda =\theta _\lambda `$. Then $`s=E_1`$ is a harmonic map from $`R^{1,1}`$ into $`U`$ such that $`s^1ds=2Adx+2Bdt`$.

The following Proposition is well-known:

###### Proposition 3.9.3.

Let $`i:N_0N`$ be a totally geodesic submanifold of $`N`$. A smooth map $`s:MN_0`$ is a harmonic map if and only if $`is:MN`$ is a harmonic map.

###### Proposition 3.9.4.

(). Let $`𝒰`$ be the real form of $`𝒢`$ defined by the involution $`\tau `$, $`a,b𝒰`$ such that $`[a,b]=0`$, $`g:^2U`$ a solution of the $`1`$-flow (2.6.2) associated to $`U`$, and $`E_\lambda (x,t)=E(x,t,\lambda )`$ the frame for the corresponding Lax pair $`\theta _\lambda `$ (2.6.3), i.e.,

$$E^1dE=(a\lambda +g^1g_x)dx+\lambda ^1g^1bgdt,E(x,t,0)=e.$$

Then $`s=E_1E_1^1`$ is a harmonic map from $`^{1,1}`$ to $`U`$. Moreover, if $`\sigma `$ is an order $`k=2m`$ automorphism such that $`\tau \sigma =\sigma ^1\tau `$, $`a𝒰𝒢_1`$, and $`b𝒰𝒢_1`$, then $`s=E_1E_1^1`$ is a harmonic map from $`^{1,1}`$ to the symmetric space $`U/H`$, where $`H`$ is the fixed point set of the involution $`\sigma ^m`$ and $`𝒢_j`$ is the eigenspace of $`\sigma `$ on $`𝒢`$.

###### Proof.

Note that the gauge transformation of $`\theta _\lambda `$ by $`E_1`$ is

$$E_1\theta _\lambda =E_1\theta _\lambda E_1^1dE_1E_1^1=(1\lambda )E_1aE_1^1dx+(1\lambda ^1)E_1g^1bgE_1^1dt.$$

Let $`\psi _\lambda =E_\lambda E_1^1`$. Then

$$\psi _\lambda ^1d\psi _\lambda =E_1\theta _\lambda .$$

By Corollary 3.9.2, $`s=\psi _1=E_1E_1^1`$ is a harmonic map from $`^{1,1}`$ to $`U`$ and $`s^1s_x`$, $`s^1s_t`$ are conjugate to $`2a`$, $`2b`$ respectively.

If the order $`k`$ of $`\sigma `$ is $`2`$, then $`\tau \sigma =\sigma ^1\tau =\sigma \tau `$ and $`\sigma `$ leaves $`𝒰`$ invariant. Let $`K`$ denote the fixed point set of $`\sigma `$ in $`U`$, and $`𝒰=𝒦+𝒫`$ the decomposition of eigenspaces of $`\sigma `$ on $`𝒰`$ with eigenvalues $`1,1`$ respectively. Note that the reality condition is

$$\tau (\theta _{\overline{\lambda }})=\theta _\lambda ,\sigma (\theta _\lambda )=\theta _\lambda .$$

So $`E_\lambda `$ satisfies the reality condition

$$\tau (E_{\overline{\lambda }})=\theta _\lambda ,\sigma (E_\lambda )=E_\lambda .$$

This implies that $`s=E_1E_1^1=E_1\sigma (E_1)^1`$. So the image of $`s`$ lies in the totally geodesic submanifold $`M=\{g\sigma (g)^1|gU\}`$ of $`U`$. But $`M`$ is the Cartan embedding of the symmetric space $`U/U_0`$ into $`U`$ as a totally geodesic submanifold. It follows from Proposition 3.9.3 that $`s`$ is a harmonic map to the symmetric space $`M=U/K`$.

If the order of $`\sigma `$ is $`k=2m`$, an even integer, then $`E_\lambda `$ satisfies the $`(G,\tau ,\sigma )`$-reality condition

$$\tau (E_{\overline{\lambda }})=E_\lambda ,\sigma (E_\lambda )=E_{e^{\frac{2\pi i}{2m}}\lambda }.$$

Hence we have

$$\sigma ^m(E_\lambda )=E_\lambda .$$

So $`E_1=\sigma ^m(E_1)`$, and $`s=E_1\sigma ^m(E_1)^1`$. Therefore $`s`$ is a harmonic map from $`^{1,1}`$ into the symmetric space $`U/H`$. ∎

###### Example 3.9.5.

Let $`G=SL(2,)`$, $`\tau (\xi )=\overline{\xi }^t`$, and $`\sigma (\xi )=\xi ^t`$. Note that

$$SU(2)=\left\{\left(\begin{array}{cc}w& z\\ \overline{z}& \overline{w}\end{array}\right)\right|z,w,|w|^2+|z|^2=1\}=S^3,$$

and the Cartan embedding of $`SU(2)/SO(2)`$ is the totally geodesic $`2`$-sphere

$$\left\{\left(\begin{array}{cc}w& ir\\ ir& \overline{w}\end{array}\right)\right|r,z,r^2+|w|^2=1.\}$$

The $`1`$-flow associated to $`SU(2)/SO(2)`$ is the SGE, so solutions of the SGE give rise to harmonic maps from $`^{1,1}`$ to $`S^2`$.

###### Example 3.9.6.

Let $`w:^2`$ be a solution of the Tzitzeica equation (2.6.4), the $`1`$-flow associated to the homogeneous space $`\frac{SL(3,)}{^+}`$ given in Example 2.6.3. For this example, the order of $`\sigma `$ is $`6`$. Let $`\theta _\lambda `$ be the corresponding Lax pair (2.6.5), and $`E_\lambda `$ the frame of $`\theta _\lambda `$. A direct computation shows that

$$\sigma ^3(\xi )=PA^tP,\mathrm{where}P=\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 1\end{array}\right).$$

So the fixed point set of the involution $`\sigma ^3`$ in $`sl(3,)`$ is $`so(2,1)`$, where $`SO(2,1)`$ is the isometry group of the quadratic form $`2x_1x_2+x_3^2`$ on $`^3`$. Hence $`E_1E_1^1`$ is a harmonic map from $`^{1,1}`$ to the symmetric space $`\frac{SL(3,)}{SO(2,1)}`$.

The proof of Proposition 3.9.4 also implies

###### Proposition 3.9.7.

Let $`(u_0,u_1,v_0,v_1):^2_{i=1}^4𝒰`$ be a solution of the hyperbolic system (2.7.1) associated to $`U`$, and $`E(x,t,\lambda )`$ the frame of the corresponding Lax pair (2.7.2). Then $`s=E(,,1)E(,,1)^1`$ is a harmonic map from $`^{1,1}`$ to $`U`$. Moreover, if $`\sigma `$ is an involution on $`𝒰`$, $`𝒰=𝒰_0+𝒰_1`$ is the eigendecomposition, and $`u_0,v_0𝒰_0`$, $`u_1,v_1𝒰_1`$, then the image of $`s`$ lies in the symmetric space $`U/U_0`$ (embedded in $`U`$ via the Cartan embedding) and is a harmonic map from $`^{1,1}`$ to $`U/U_0`$.

## 4. Dressing actions and factorizations

Suppose that $`G`$ is a Lie group, and that $`G_+,G_{}`$ are subgroups of $`G`$ such that the multiplication maps $`G_+\times G_{}G`$ and $`G_{}\times G_+G`$ defined by $`(g_+,g_{})g_+g_{}`$ and $`(g_{},g_+)g_{}g_+`$ respectively are bijections. Thus given any $`gG`$, there exist uniquely $`g_+G_+`$ and $`g_{}G_{}`$ so that $`g=g_+g_{}`$, and uniquely $`h_+G_+`$ and $`h_{}G_{}`$ such that $`g=h_{}h_+`$. The dressing action of $`G_+`$ on $`G_{}`$ is defined as follows: Factor $`g_+g_{}`$ as $`\stackrel{~}{g}_{}\stackrel{~}{g}_+`$ with $`\stackrel{~}{g}_\pm G_\pm `$. Then the dressing action of $`G_+`$ on $`G_{}`$ is $`g_+g_{}=\stackrel{~}{g}_{}`$. The dressing action of $`G_{}`$ on $`G_+`$ is defined similarly.

If the multiplication maps are one to one and the images are open dense subsets of $`G`$, then the dressing actions are defined on an open neighborhood of the identity $`e`$ in $`G_\pm `$. Moreover, the corresponding Lie algebra actions are well-defined.

There are two factorizations for a semi-simple Lie group, the Iwasawa and the Gauss factorizations. The analogous loop group factorizations are those given by Pressley and Segal in  and the Birkhoff factorization respectively. The dressing actions of these loop group factorizations play important roles in finding solutions and explaining the hidden symmetries of integrable systems. We will review these loop group factorizations.

### 4.1. Iwasawa and Gauss factorizations

Let $`G`$ be a complex, semi-simple Lie group, $`U`$ a maximal compact subgroup, and $`B`$ a Borel subgroup. The Iwasawa factorization of $`G`$ is $`G=UB`$, i.e., every $`gG`$ can be factored uniquely as $`ub`$, where $`uU`$ and $`bB`$. Let $`A`$ be a maximal abelian subgroup of $`G`$, and $`N_+`$ and $`N_{}`$ the nilpotent subgroups generated by the set of positive roots and negative roots with respect to a fixed simple root system of $`𝒜`$ respectively. The multiplication map from $`N_{}\times A\times N_+`$ to $`G`$ is one to one and the image is an open dense subset of $`G`$, called a big cell of $`G`$. The Gauss factorization is the factorization of a big cell of $`G`$, i.e., every element $`g`$ in the big cell can be factored uniquely as $`n_{}an_+`$ with $`n_\pm N_\pm `$ and $`aA`$. Let $`B_+=AN_+`$. We call the factorization of $`g`$ in the big cell as $`n_{}b_+`$ with $`n_{}N_{}`$ and $`b_+B_+`$ again the Gauss factorization.

###### Example 4.1.1.

Let $`G=SL(n,)`$, $`\mathrm{}_+(n)`$ the subgroup of upper triangular $`gSL(n,)`$, and $`\mathrm{}_{}(n)`$ the subgroup of lower triangular matrix $`gSL(n,)`$ with $`1`$ on the the diagonal. The multiplication maps from $`\mathrm{}_+(n)\times \mathrm{}_{}(n)SL(n,)`$ and $`\mathrm{}_{}(n)\times \mathrm{}_+(n)SL(n,)`$ are one to one and the images are open and dense. Moreover, the factorization of $`gSL(n,)`$ can be carried out using the Gaussian elimination to rows and columns of $`g`$. This is the Gauss factorization of $`SL(n,)`$.

###### Example 4.1.2.

Let $`G=SL(n,)`$, $`U=SU(n)`$, and $`B_+(n)`$ the subgroup of upper triangular matrices with real diagonal entries. The multiplication maps $`B_+(n)\times U(n)SL(n,)`$ and $`U(n)\times B_+(n)SL(n,)`$ are one to one and onto. Moreover, the factorization can be done by applying the Gram-Schmidt process to rows and columns of $`g`$. This is the Iwasawa factorization of $`SL(n,)`$.

### 4.2. Factorizations of loop groups

Let $`G`$ be a complex, semi-simple Lie group, $`\tau `$ an involution of $`G`$ that gives the compact real form $`U`$, and $`\sigma `$ an order $`k`$ automorphism of $`G`$. Let $`B`$ be a Borel subgroup of $`G`$ such that $`G=UB`$ is the Iwasawa factorization. Given an open subset $`𝒪`$ of $`S^2`$, let $`\mathrm{Hol}(𝒪,G)`$ denote the group all holomorphic maps $`f:𝒪G`$ with multiplication defined by $`(fg)(\lambda )=f(\lambda )g(\lambda )`$. Let $`ϵ>0`$,

$`S^2=\{\mathrm{}\},^{}=\{\lambda |\lambda 0\},`$
$`𝒪_ϵ=\{\lambda ||\lambda |<ϵ\},𝒪_{1/ϵ}=\{\lambda S^2||\lambda |>1/ϵ\}.`$
To explain symmetries of soliton flows we need to consider the following groups:

$`\mathrm{\Lambda }(G)`$ $`=\mathrm{Hol}(𝒪_{1/ϵ},G),`$
$`\mathrm{\Lambda }_+(G)`$ $`=\mathrm{Hol}(,G),`$
$`\mathrm{\Lambda }_{}(G)`$ $`=\{f\mathrm{Hol}(𝒪_{1/ϵ},G)|f(\mathrm{})=e\}.`$
The following is the Gauss loop group factorization (the Birkhoff factorization):

###### Theorem 4.2.1.

The Gauss loop group factorization.  The multiplication maps from $`\mathrm{\Lambda }_+(G)\times \mathrm{\Lambda }_{}(G)`$ and $`\mathrm{\Lambda }_{}(G)\times \mathrm{\Lambda }_+(G)`$ to $`\mathrm{\Lambda }(G)`$ are $`11`$ and the images are open and dense. In particular, there exists an open dense subset $`\mathrm{\Lambda }(G)_0`$ of $`\mathrm{\Lambda }(G)`$ such that given $`g\mathrm{\Lambda }(G)_0`$, $`g`$ can be factored uniquely as $`g=g_+g_{}=h_{}h_+`$ with $`g_+,h_+\mathrm{\Lambda }_+(G)`$ and $`g_{},h_{}\mathrm{\Lambda }_{}(G)`$.

Suppose $`\tau \sigma =\sigma ^1\tau `$. Let $`𝒢=𝒢_0+\mathrm{}+𝒢_{k1}`$ be the eigendecomposition of $`\sigma `$, and $`𝒰_j=𝒰𝒢_j`$. Let $`\widehat{\tau }`$ and $`\stackrel{~}{\sigma }`$ be the involution of $`\mathrm{\Lambda }(G)`$ defined by

(4.2.1) $`\widehat{\tau }(g)(\lambda )=\overline{\tau (g(\overline{\lambda }))},`$
(4.2.2) $`\stackrel{~}{\sigma }(g)(\lambda )=\sigma (g(e^{2\pi i/k}\lambda )).`$
Let $`\mathrm{\Lambda }^\sigma (G)`$ denote the fixed point set of $`\stackrel{~}{\sigma }`$ on $`\mathrm{\Lambda }(G)`$. Since $`\tau \sigma =\sigma ^1\tau `$, a direct computation implies that $`\stackrel{~}{\tau }`$ leaves $`\mathrm{\Lambda }^\sigma (G)`$ invariant. Let $`\mathrm{\Lambda }^{\tau ,\sigma }(G)`$ denote the subgroup of $`g\mathrm{\Lambda }(G)`$ that is fixed by $`\widehat{\tau }`$ and $`\stackrel{~}{\sigma }`$. Let $`\mathrm{\Lambda }^\tau (G)`$ denote the subgroups of $`\mathrm{\Lambda }(G)`$ fixed by $`\widehat{\tau }`$. Then

$`\mathrm{\Lambda }^\tau (G)`$ $`=\{f\mathrm{\Lambda }(G)|f\mathrm{satisfies}U\mathrm{reality}\mathrm{condition}\mathrm{(}\text{2.2.1}\mathrm{)}\},`$
$`\mathrm{\Lambda }^{\tau ,\sigma }(G)`$ $`=\{f\mathrm{\Lambda }(G)|f\mathrm{satisfies}U/U_0\mathrm{reality}\mathrm{condition}\mathrm{(}\text{2.4.1}\mathrm{)}\},`$
$`\mathrm{\Lambda }_\pm ^\tau (G)`$ $`=\mathrm{\Lambda }^\tau (G)\mathrm{\Lambda }_\pm (G),`$
$`\mathrm{\Lambda }_\pm ^{\tau ,\sigma }(G)`$ $`=\mathrm{\Lambda }^{\tau ,\sigma }(G)\mathrm{\Lambda }_\pm (G).`$
###### Corollary 4.2.2.

Suppose $`g\mathrm{\Lambda }(G)`$ is factored as $`g=g_+g_{}`$ with $`g_+\mathrm{\Lambda }_+(G)`$ and $`g_{}\mathrm{\Lambda }_{}(G)`$. If $`\tau \sigma =\sigma ^1\tau `$, then

1. $`g\mathrm{\Lambda }^\tau (G)`$ implies that $`g_\pm \mathrm{\Lambda }_\pm ^\tau (G)`$,
2. $`g\mathrm{\Lambda }^{\tau ,\sigma }(G)`$ implies that $`g_\pm \mathrm{\Lambda }_\pm ^{\tau ,\sigma }(G)`$.

To explain symmetries of the elliptic integrable systems, we need to consider the $`(G,\tau )`$-reality condition

(4.2.4)
$$\tau (g(1/\overline{\lambda })=g(\lambda ),$$

and the following groups:

$`L(G)=C^{\mathrm{}}(S^1,G),`$
$`L_+(G)=\{fL(G)|f\mathrm{extends}\mathrm{holomorphically}\mathrm{to}|\lambda |<1\},`$
$`L_e(U)=\{fC^{\mathrm{}}(S^1,U)|f(1)=e\},`$
$`\mathrm{\Omega }^\tau (G)=\{f\mathrm{Hol}((𝒪_ϵ𝒪_{1/ϵ})^{},G)|f\mathrm{satisfies}\mathrm{the}(G,\tau )\mathrm{reality}`$
$`\mathrm{condition}\mathrm{(}\text{4.2.4}\mathrm{)}\},`$
$`\mathrm{\Omega }_+^\tau (G)=\{f\mathrm{\Omega }^\tau (G)|f\mathrm{extends}\mathrm{holomorphically}\mathrm{to}^{}\},`$
$`\mathrm{\Omega }_{}^\tau (G)=\{f\mathrm{\Omega }^\tau (G)|f\mathrm{extends}\mathrm{holomorphically}\mathrm{to}𝒪_ϵ𝒪_{1/ϵ},f(\mathrm{})=\mathrm{I}\}.`$
For the $`(G,\tau ,\sigma )`$-system, we also need the subgroup of $`g\mathrm{\Omega }^\tau (G)`$ that satisfies the $`(G,\tau ,\sigma )`$-reality condition:

(4.2.5)
$$\tau (g(1/\overline{\lambda }))=g(\lambda ),\sigma (g(e^{\frac{2\pi i}{k}}g(\lambda )).$$

###### Theorem 4.2.3.

(). The multiplication map from $`\mathrm{\Omega }_{}^\tau (G)\times \mathrm{\Omega }_+^\tau (G)`$ to $`\mathrm{\Omega }^\tau (G)`$ is a bijection.

###### Corollary 4.2.4.

Given $`g_+\mathrm{\Omega }_+^\tau (G)`$ and $`g_{}\mathrm{\Omega }_{}^\tau (G)`$, $`g_{}g_+`$ can be factored uniquely as $`\stackrel{~}{g}_+\stackrel{~}{g}_{}`$ with $`\stackrel{~}{g}_+\mathrm{\Omega }_+^\tau (G)`$ and $`\stackrel{~}{g}_{}\mathrm{\Omega }_{}^\tau (G)`$. Moreover, if $`\tau \sigma =\sigma \tau `$ and $`g_+,g_{}`$ satisfy the $`(G,\tau ,\sigma )`$-reality condition (4.2.5), then $`\stackrel{~}{g}_+\mathrm{\Omega }_+^{\tau ,\sigma }(G)`$ and $`\stackrel{~}{g}_{}\mathrm{\Omega }_{}^{\tau ,\sigma }(G)`$.

###### Theorem 4.2.5.

The Iwasawa loop group factorization (). The multiplication maps $`L_e(U)\times L_+(G)L(G)`$ and $`L_+(G)\times L_e(U)L(G)`$ are bijections.

## 5. Symmetries of the $`U`$-hierarchy

Let $`\tau `$ be a conjugate linear involution of $`G`$, $`U`$ its fixed point set. In this Chapter, we assume $`U`$ is compact. Let $`𝒜`$ be a maximal abelian subalgebra of $`𝒰`$. The $`U`$-hierarchy has three types of symmetries, i.e., three actions on the space of solutions of the $`(b,j)`$-flow in the $`U`$-hierarchy:

* An action of the infinite dimensional abelian algebra $`\widehat{𝒜}_+`$ of polynomial maps from $``$ to $`𝒜`$.
* An action of $`\mathrm{\Lambda }_{}^\tau (G)`$.
* An action of the subgroup of $`fL_+^\tau (G)`$ such that the infinite jet of $`f_b\mathrm{I}`$ at $`\lambda =1`$ is $`0`$, where $`f=f_uf_b`$ with $`f_uU`$, $`f_bB`$, and $`G=UB`$ is the Iwasawa factorization.

The first two symmetries arise naturally from the dressing actions of the factorization theorems given in section 4.2 The third action comes from a new factorization.

### 5.1. The action of an infinite dimensional abelian group

Let $`j>0`$ be an integer, $`b𝒜`$, $`\xi _{b,j}\mathrm{\Lambda }_+^\tau (𝒢)`$ defined by $`\xi _{b,j}(\lambda )=b\lambda ^j`$, and $`e_{b,j}(t)`$ the one-parameter subgroup of $`\mathrm{\Lambda }_+^\tau (G)`$ defined by $`\xi _{b,j}`$, i.e.,

$$e_{b,j}(t)(\lambda )=e^{b\lambda ^jt}.$$

Let $`\widehat{A}_+`$ be the subgroup of $`\mathrm{\Lambda }_+^\tau (G)`$ generated by

$$\{e_{b,j}(t)|b𝒜,j>0\mathrm{integer},t\}.$$

The Lie algebra $`\widehat{𝒜}_+`$ of $`\widehat{A}_+`$ is the subalgebra of $`\mathrm{\Lambda }_+^\tau (𝒢)`$ generated by

$$\{\xi _{b,j}|b𝒜,j>0\mathrm{integer}\}.$$

It follows from Corollary 4.2.2 that given $`f\mathrm{\Lambda }_{}^\tau (G)`$, there is an open subset $`𝒪`$ of $`0`$ in $``$ such that for all $`x𝒪`$ there exist $`E(x)\mathrm{\Lambda }_+^\tau (G)`$ and $`m(x)\mathrm{\Lambda }_{}^\tau (G)`$ such that

$$f^1e_{a,1}(x)=E(x)m^1(x).$$

Expand $`m(x)(\lambda )`$ at $`\lambda =\mathrm{}`$ to get

$$m(x)(\lambda )=\mathrm{I}+m_1(x)\lambda ^1+m_2(x)\lambda ^2+\mathrm{}.$$

Define

$$(f)=u^f:=[a,m_1].$$

Then $``$ is a map from $`\mathrm{\Lambda }_{}^\tau (G)`$ to the space $`C_0^{\mathrm{}}(𝒪,𝒜^{}𝒰)`$ of germs of smooth maps from $``$ to $`𝒜^{}𝒰`$ at $`0`$.

Given $`b𝒜`$, a positive integer $`j`$, and $`f\mathrm{\Lambda }_{}^\tau (G)`$, it follows from the Gauss loop group factorization Theorem 4.2.1 and Corollary 4.2.2 that there exists a neighborhood of $`(0,0)`$ in $`^2`$ such that for all $`(x,t)`$ in this neighborhood we have

$$f^1e_{a,1}(x)e_{b,j}(t)=E(x,t)m(x,t)^1$$

with $`E(x,t)\mathrm{\Lambda }_+^\tau (G)`$ and $`m(x,t)\mathrm{\Lambda }_{}^\tau (G)`$. A straightforward direct computation implies that (cf. ):

(i) $`E^1E_x(x,t,\lambda )`$ must be of the form $`a\lambda +u(x,t)`$ and $`u=[a,m_1]`$, where $`m_1`$ is the coefficient of $`\lambda ^1`$ of the expansion of $`m`$ as

$$m(x,t)(\lambda )=\mathrm{I}+m_1(x,t)\lambda ^1+m_2(x,t)\lambda ^2+\mathrm{}.$$

(ii) $`u`$ is a solution of the $`(b,j)`$-flow in the $`U`$-hierarchy.

By definition of the dressing action, $`m(x,t)=(e_{a,1}(x)e_{b,j}(t))f`$. Hence the $`(b,j)`$-flow arises naturally from the dressing action of $`\widehat{A}_+\mathrm{\Lambda }_+^\tau (G)`$ on $`\mathrm{\Lambda }_{}^\tau (G)`$. Moreover,

$$u^{e_{b,j}(t)f}=\varphi _{b,j}(t)(u^f),$$

where $`\varphi _{b,j}(t)`$ is the one-parameter subgroup generated by the vector field $`X_{b,j}`$ corresponding the $`(b,j)`$-flow in the $`U`$-hierarchy (i.e., $`X_{b,j}`$ defined by (2.1.6)). In other words, the dressing action of the abelian group $`\widehat{A}_+`$ on $`\mathrm{\Lambda }_{}^\tau (G)`$ induces an action of $`\widehat{A}_+`$ on $`(\mathrm{\Lambda }_{}^\tau (G))`$, and the action of $`e_{b,j}(t)`$ is the $`(b,j)`$-flow in the $`U`$-hierarchy.

### 5.2. The action of $`\mathrm{\Lambda }_{}^\tau (G)`$

It follows from the Gauss loop group factorization 4.2.1 that the group $`\mathrm{\Lambda }_{}^\tau (G)`$ acts on $`\mathrm{\Lambda }_+^\tau (G)`$ by local dressing action. This induces an action of $`\mathrm{\Lambda }_{}^\tau (G)`$ on the space of germs of solutions of the $`(b,j)`$-flow (2.1.3) in the $`U`$-hierarchy at the origin as follows: Let $`u:^2𝒜^{}𝒰`$ be a solution of the $`(b,j)`$-th flow (2.1.3), $`\theta _\lambda `$ the corresponding Lax pair (2.1.5), and $`E(x,t,\lambda )`$ the frame of $`u`$, i.e., $`E`$ is the solution of

$$\{\begin{array}{cc}E^1E_x=a\lambda +u,\hfill & \\ E^1E_t=_{i=0}^jQ_{b,ji}(u)\lambda ^i,\hfill & \\ E(0,\lambda )=e.\hfill & \end{array}$$

Then $`E(x,t)(\lambda )=E(x,t,\lambda )`$ is holomorphic in $`\lambda `$, i.e., $`E(x,t)\mathrm{\Lambda }_+(G)`$ for all $`(x,t)`$. Since $`\theta _\lambda `$ satisfies the $`U`$-reality condition

$$\tau (\theta _{\overline{\lambda }})=\theta _\lambda ,$$

$`E(x,t)`$ satisfies

$$\tau (E(x,t)(\overline{\lambda }))=E(x,t)(\lambda ).$$

In other words, $`E(x,t)\mathrm{\Lambda }_+^\tau (G)`$. Given $`g\mathrm{\Lambda }_{}^\tau (G)`$, by the Gauss loop group factorization 4.2.1 and Corollary 4.2.2 there is an open subset $`𝒪`$ of the origin in $`^2`$ such that the dressing action of $`g`$ at $`E(x,t)`$ is defined for all $`(x,t)𝒪`$. Let $`gE(x,t)`$ denote the dressing action of $`g`$ at $`E(x,t)`$. This is obtained as follows: Factor $`gE(x,t)`$ as

$$gE(x,t)=\stackrel{~}{E}(x,t)\stackrel{~}{g}(x,t)$$

with $`\stackrel{~}{E}(x,t)\mathrm{\Lambda }_+^\tau (G)`$, and $`\stackrel{~}{g}(x,t)\mathrm{\Lambda }_{}^\tau (G)`$. Then

$$gE(x,t)=\stackrel{~}{E}(x,t).$$

Expand $`\stackrel{~}{g}(x)(\lambda )`$ at $`\lambda =\mathrm{}`$:

$$\stackrel{~}{g}(x,t)(\lambda )=I+g_1(x,t)\lambda ^1+g_2(x,t)\lambda ^2+\mathrm{}.$$

The following results are known (c.f. ):

(i) $`\stackrel{~}{u}=u+[a,g_1]`$ is again a solution of the $`(b,j)`$-flow.

(ii) $`gu=\stackrel{~}{u}`$ defines an action of $`\mathrm{\Lambda }_{}^\tau (G)`$ on the space of local solutions of the $`(b,j)`$-flow.

(iii) $`\stackrel{~}{E}(x,\lambda )`$ is the frame of $`\stackrel{~}{u}`$.

(iv) Suppose $`g\mathrm{\Lambda }^\tau (G)`$ is a rational map with only simple poles, i.e., $`g`$ satisfies the $`U`$-reality condition and is of the form $`g(\lambda )=I+_{j=1}^k\frac{\xi _j}{\lambda \alpha _j}`$ for some $`\xi _j𝒢`$ and $`\alpha _j\{0\}`$. Then $`gu`$ can be computed explicitly in terms of $`g,u,E`$.

(v) If $`U`$ is compact and $`u`$ is a smooth solution defined on all $`(x,t)^2`$ that is rapidly decaying in $`x`$, then $`gu`$ is also defined on all $`^2`$ and is rapidly decaying in $`x`$.

We claim that $`\mathrm{\Lambda }_{}^{\tau ,\sigma }(G)`$ acts on the space of solutions of flows in the $`U/U_0`$-hierarchy. To see this, let $`E`$ be the frame of a solution $`u`$ of the $`(b,mk+1)`$-flow in the $`U/U_0`$-hierarchy. Then $`E(x,t,)\mathrm{\Lambda }_+^{\tau ,\sigma }(G)`$. By Corollary 4.2.2, $`gE`$ satisfies the $`(G,\tau ,\sigma )`$-reality condition. Hence $`gu`$ is a solution of the $`(b,mk+1)`$-flow in the $`U/U_0`$-hierarchy. We give an explicit example next.

###### Example 5.2.1.

(). Let $`\tau (y)=\overline{y}`$, and $`\sigma (y)=\mathrm{I}_{n,n}y\mathrm{I}_{n,n}^1`$ be the involutions of $`O(2n,)`$ that give the symmetric space $`\frac{O(2n)}{O(n)\times O(n)}`$ as in Example 2.5.4. Let $`v=\left(\begin{array}{cc}0& F\\ F^t& 0\end{array}\right)`$ be a solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3), $`\theta _\lambda `$ the corresponding Lax $`n`$-tuple (2.5.4), and $`E`$ the frame of $`v`$. We give an explicit construction of the action of certain rational map with two poles in $`\mathrm{\Lambda }_{}^{\tau ,\sigma }(G)`$ on $`v`$ below. Let $`W,Z`$ be two unit vectors of $`^n`$, $`\pi `$ the projection of $`^{2n}`$ onto the complex linear subspace spanned by $`\left(\begin{array}{c}W\\ iZ\end{array}\right)`$, $`s`$ non-zero, and

(5.2.1)
$$h_{is,\pi }(\lambda )=\left(\pi +\frac{\lambda is}{\lambda +is}(\mathrm{I}\pi )\right)\left(\overline{\pi }+\frac{\lambda +is}{\lambda is}(\mathrm{I}\overline{\pi })\right).$$

A direct computation shows that $`h_{is,\pi }\mathrm{\Lambda }_{}^{\tau ,\sigma }(G)`$. Then we have:

1. $`h_{is,\pi }E(x)=\stackrel{~}{E}(x)h_{is,\stackrel{~}{\pi }(x)}`$, where $`\stackrel{~}{\pi }(x)`$ is the Hermitian projection onto the complex linear subspace spanned by

$$\left(\begin{array}{c}\stackrel{~}{W}(x)\\ i\stackrel{~}{Z}(x)\end{array}\right)=E(x,is)^1\left(\begin{array}{c}W\\ iZ\end{array}\right).$$
2. $`(\stackrel{~}{W},i\stackrel{~}{Z})^t`$ is a solution of the following first order system:

(5.2.2)
$$\left(\begin{array}{c}\stackrel{~}{W}\\ i\stackrel{~}{Z}\end{array}\right)_{x_j}=(isa_j+[a_j,v])\left(\begin{array}{c}\stackrel{~}{W}\\ i\stackrel{~}{Z}\end{array}\right).$$
3. Given $`v`$, system (5.2.2) is solvable for $`\left(\begin{array}{c}\stackrel{~}{W}\\ i\stackrel{~}{Z}\end{array}\right)`$ if and only if $`v`$ is a solution of (2.5.3).
4. Let $`\xi =(\xi _{ij})`$, $`\varphi (\xi )=\xi _i\xi _{ii}e_{ii}`$, and $`\stackrel{~}{F}=F2s\varphi (\stackrel{~}{\pi })`$. Then

$$h_{is,\pi }\left(\begin{array}{cc}0& F\\ F^t& 0\end{array}\right)=\left(\begin{array}{cc}0& \stackrel{~}{F}\\ \stackrel{~}{F}^t& 0\end{array}\right).$$
5. $`\stackrel{~}{E}=h_{is,\pi }E`$ is the frame of $`\stackrel{~}{F}=h_{is,\pi }F`$.

### 5.3. The orbit $`\mathrm{\Lambda }_{}^\tau (G)0`$

Note that $`u=0`$ is a trivial solution of the $`(b,j)`$-flow in the $`U`$-hierarchy and the corresponding Lax pair is $`\theta _\lambda =a\lambda dx+b\lambda ^jdt`$. So the frame $`E^0`$ of $`u=0`$ is

$$E^0(x,t,\lambda )=\mathrm{exp}(ax\lambda +b\lambda ^jt).$$

Given $`g\mathrm{\Lambda }_{}^\tau (G)`$, to compute $`g0`$, the first step is to factor

(5.3.1)
$$gE^0(x,t)=\stackrel{~}{E}(x,t)\stackrel{~}{g}(x,t),\mathrm{with}\stackrel{~}{E}(x,t)\mathrm{\Lambda }_+^\tau (G),\stackrel{~}{g}(x,t)\mathrm{\Lambda }_{}^\tau (G).$$

The second step is to expand $`\stackrel{~}{g}(x,t)`$ as

$$\stackrel{~}{g}(x,t)(\lambda )=\mathrm{I}+\stackrel{~}{g}_1(x,t)\lambda ^1+\stackrel{~}{g}_2(x,t)\lambda ^2+\mathrm{}.$$

Then $`g0=[a,\stackrel{~}{g}_1]`$ is a solution of the $`(b,j)`$-flow.

The orbit $`\mathrm{\Lambda }_{}^\tau (G)0`$ contains several interesting classes of solutions (cf. ):

1. If $`g\mathrm{\Lambda }_{}^\tau (G)`$, then $`g0`$ is a local analytic solution of the $`(b,j)`$-flow.
2. If $`g\mathrm{\Lambda }_{}^\tau (G)`$ is a rational map with simple poles, then the factorization 5.3.1 can be carried out using residue calculus and linear algebra. In fact, $`\stackrel{~}{g}`$ can be given explicitly in terms of a rational function of exponentials. Hence $`g0`$ can be written explicitly as a rational function of exponentials. Moreover, $`(g0)(x,t)`$ is defined for all $`(x,t)^2`$, is rapidly decaying as $`|x|\mathrm{}`$ for each $`t`$, and is a pure soliton solution.
3. If $`g\mathrm{\Lambda }_{}^\tau (G)`$ such that $`g^1(\lambda )ag(\lambda )`$ is a polynomial in $`\lambda ^1`$, then $`g0`$ is a finite type solution, and $`g0`$ can be obtained either by solving a system of compatible first order differential equations or by algebraic geometric method.

### 5.4. Rapidly decaying solutions

A global solution $`u(x,t)`$ of the $`(b,j)`$-flow in the $`U`$-hierarchy is called a Schwartz class solution if $`u(x,t)`$ is rapidly decaying as $`|x|\mathrm{}`$ for each $`t`$. The orbit $`\mathrm{\Lambda }_{}^\tau (G)0`$ contains soliton solutions, which are Schwartz class solutions. But most Schwartz class solutions of the $`(b,j)`$-flow do not belong to this orbit. We need to use a different loop group factorization than the ones given in section 4.2 to construct general Schwartz class solutions.

Since we assume $`U`$ is the compact real form of $`G`$, there is a Borel subgroup $`B`$ such that $`G=UB`$ (the Iwasawa factorization). Let $`D_{}^\tau `$ denote the group of holomorphic maps $`g:G`$ that satisfying the following conditions:

1. $`g`$ has an asymptotic expansion at $`\lambda =\mathrm{}`$ of the form

$$g(\lambda )I+g_1\lambda ^1+g_2\lambda ^2+\mathrm{},$$
2. $`g`$ satisfies the $`U`$-reality condition (2.2.1),
3. $`lim_{s0^\pm }g(r+is)=g_\pm (r)`$ is smooth,
4. $`h_+I`$ is in the Schwartz class, where $`g_+=v_+h_+`$ with $`v_+U`$ and $`h_+B`$.

The $`U`$-reality condition implies that $`g_{}=\tau (g_+)`$.

The group $`D_{}^\tau `$ is isomorphic to the subgroup of $`fL_+(G)`$ such that $`f\mathrm{I}`$ vanishes up to infinite order at $`\lambda =1`$. To see this, we consider the following linear fractional transformation

(5.4.1)
$$\lambda =\varphi (z)=i(1z)/(1+z).$$

Note that $`\varphi `$ has the following properties:

1. $`\varphi `$ maps the unit circle $`|z|=1`$ to the real axis,
2. $`\varphi (1)=\mathrm{}`$,
3. $`\varphi `$ maps the unit disk $`|z|<1`$ to the upper half plane.

###### Theorem 5.4.1.

(). Let $`gD_{}^\tau `$, $`\varphi `$ the linear fractional transformation defined by (5.4.1), and $`\mathrm{\Phi }(g)(z)=g(\varphi (z))`$ for $`|z|1`$. Then:

1. $`\mathrm{\Phi }`$ is one to one,
2. $`\mathrm{\Phi }(g_+)(e^{i\theta })`$ and $`\mathrm{\Phi }(g_{})(e^{i\theta })`$ are the limit of $`\mathrm{\Phi }(g)(z)`$ as $`ze^{i\theta }`$ with $`|z|<1`$ and $`|z|>1`$ respectively. Moreover, $`\mathrm{\Phi }(g_+)L_+^\tau (G)`$.
3. $`\mathrm{\Phi }(g)`$ satisfies the $`(G,\tau )`$-reality condition,

$$\tau (\mathrm{\Phi }(g)(1/\overline{\lambda }))=\mathrm{\Phi }(g)(\lambda ).$$
4. Let $`G=UB`$ be the Iwasawa factorization of $`G`$. Factor $`\mathrm{\Phi }(g)=f_uf_b`$ with $`f_uU`$ and $`f_bB`$. Then the infinite jet of $`f_b\mathrm{I}`$ at $`z=1`$ is zero.

The above Theorem identifies $`gD_{}^\tau `$ with $`\mathrm{\Phi }(g)L_+^\tau (G)`$, whose $`B`$-component is equal to the identity up to infinitely order at $`z=1`$. Recall that the frame of the trivial solution $`u=0`$ of the $`(b,j)`$-flow in the $`U`$-hierarchy is $`E^0(x,t)(\lambda )=e^{ax\lambda +b\lambda ^jt}`$. Note that $`\mathrm{\Phi }(E^0(x,t))(z)`$ is smooth for all $`zS^1`$ except at $`z=1`$, where it has an essential singularity. So we can not use the dressing action from the Gauss factorization $`L(G)=L_e(U)L_+(G)`$ and the identification $`\mathrm{\Phi }`$ to induce an action of $`D_{}^\tau `$ at $`u=0`$. However, we can still factor $`gE^0`$ as $`E\stackrel{~}{g}`$ with $`E\mathrm{\Lambda }_+^\tau (G)`$ and $`\stackrel{~}{g}D_{}^\tau `$. Intuitively speaking, the essential singularity at $`z=1`$ is compensated by the infinite flatness of $`\tau (\mathrm{\Phi }(g_+))^1\mathrm{\Phi }(g_+)(z)`$ at $`z=1`$.

###### Theorem 5.4.2.

(). There is an open dense subset $`𝒟`$ of $`D_{}^\tau `$ such that if $`g𝒟`$ then for each $`(x,t)^2`$, $`gE`$ can be factored uniquely as

$$g(\lambda )e^{ax\lambda +b\lambda ^jt}=E(x,t,\lambda )g(x,t,\lambda )$$

such that $`E(x,t,)\mathrm{\Lambda }_+^\tau (G)`$ and $`g(x,t,)D_{}^\tau `$. Moreover,

1. $`E^1E_x`$ is of the form $`a\lambda +u(x,t)`$,
2. $`u(x,t)`$ is a Schwartz class solution of the $`(b,j)`$-flow,
3. $`E`$ is the frame of $`u`$.

Let $`g\mathrm{}0`$ denote the solution $`u`$ constructed in Theorem 5.4.2. Then:

###### Theorem 5.4.3.

().

1. $`(D_{}^\tau \mathrm{}0)(\mathrm{\Lambda }_{}^\tau (G)0)=\{0\}`$.
2. $`\mathrm{\Lambda }_{}^\tau (G)(D_{}^\tau \mathrm{}0)`$ is open and dense in the space of Schwartz class solutions of the $`(b,j)`$-flow in the $`U`$-hierarchy.

### 5.5. Geometric transformations

Let $`g\mathrm{\Lambda }_{}^{\tau ,\sigma }(G)`$, $`v`$ a solution of some integrable system associated to $`U/U_0`$, and $`E`$ the frame of $`v`$. Factor $`gE`$ as $`\stackrel{~}{E}\stackrel{~}{g}`$ with $`\stackrel{~}{E}(x,t)\mathrm{\Lambda }_+^{\tau ,\sigma }(G)`$ and $`\stackrel{~}{g}\mathrm{\Lambda }_{}^{\tau ,\sigma }(G)`$. Then $`gv=\stackrel{~}{v}`$, and $`gE=\stackrel{~}{E}`$ is the frame of $`gv`$. We have seen in Chapter 2 that geometries associated to solutions of an integrable system can often be read from their frames at some special value $`\lambda =\lambda _0`$. So $`E_{\lambda _0}gE_{\lambda _0}`$ gives rise to a geometric transformation for the corresponding geometries. For example, it is known that solutions of the SGE corresponding to surfaces in $`^3`$ with constant Gaussian curvature $`K=1`$. The Lax pair of the SGE satisfies the $`SU(2)/SO(2)`$-reality condition, and the dressing action of $`g_{is,\pi }(\lambda )=\pi +\frac{\lambda is}{\lambda +is}(\mathrm{I}\pi )`$ on the space of solutions of the SGE corresponds to the classical Bäcklund transformation of surfaces in $`^3`$ with $`K=1`$ (cf. ). In this section, we use another example to demonstrate this correspondence between the dressing action and geometric transformations. We describe the geometric transformation of flat submanifolds that corresponds to the action of the rational element $`h_{is,\pi }`$ (defined by (5.2.1)) on the solutions of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system.

First, we need to recall the following definition given by Dajczer and Tojeiro in .

###### Definition 5.5.1.

Let $`M^n`$ and $`\stackrel{~}{M}^n`$ be submanifolds of $`S^{2n1}`$ with flat normal bundle. A vector bundle isomorphism $`P:\nu (M)\nu (\stackrel{~}{M})`$, which covers a diffeomorphism $`\mathrm{}:M\stackrel{~}{M}`$, is called a Ribaucour Transformation if $`P`$ satisfies the following properties:

1. If $`\xi `$ is a parallel normal vector field of $`M`$, then $`P\xi \mathrm{}^1`$ is a parallel normal field of $`\stackrel{~}{M}`$.
2. Let $`\xi \nu _x(M)`$, and $`\gamma _{x,\xi }`$ the normal geodesic with $`\xi `$ as the tangent vector at $`t=0`$. Then for each $`\xi \nu (M)_x`$, $`\gamma _{x,\xi }`$ and $`\gamma _{\mathrm{}(x),P(\xi )}`$ intersect at a point that is equidistant from $`x`$ and $`\mathrm{}(x)`$ (the distance depends on $`x`$).
3. If $`\eta `$ is an eigenvector of the shape operator $`A_\xi `$ of $`M`$, then $`\mathrm{}_{}(\eta )`$ is an eigenvector of the shape operator $`A_{P(\xi )}`$ of $`\stackrel{~}{M}`$. Moreover, the geodesics $`\gamma _{x,\eta }`$ and $`\gamma _{\mathrm{}(x),\mathrm{}_{}(\eta )}`$ intersect at a point equidistant to $`x`$ and $`\mathrm{}(x)`$.

Dajczer and Tojeiro used geometric methods to prove the existence of Ribaucour transformations between flat $`n`$-submanifolds of $`S^{2n1}`$ in . These Ribaucour transformations are exactly the one obtained from dressing actions of $`h_{is,\pi }`$ given in Example 5.2.1, i.e.,

###### Theorem 5.5.2.

(). Let $`F`$ be a solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system (2.5.3), and $`E`$ the frame of the corresponding Lax $`n`$-tuple (2.5.4). Let $`h_{is,\pi }\mathrm{\Lambda }_{}^{\tau ,\sigma }(G)`$ defined by (5.2.1), $`\stackrel{~}{F}=h_{is,\pi }F`$, and $`\stackrel{~}{E}=h_{is,\pi }E`$ as in Example 5.2.1. Let $`M`$ be a flat $`n`$-submanifold in $`S^{2n1}`$ associated to $`F`$ as in Theorem 3.3.3. Then there exist a flat $`n`$-submanifold $`\stackrel{~}{M}`$ in $`S^{2n1}`$ and a Ribaucour transformation $`P:\nu (M)\nu (\stackrel{~}{M})`$ constructed from $`\stackrel{~}{E}=h_{is,\pi }E`$ such that the solution of the $`\frac{O(2n)}{O(n)\times O(n)}`$-system for $`\stackrel{~}{M}`$ is $`\stackrel{~}{F}=h_{z,\pi }F`$.

### 5.6. The characteristic initial value problem for the $`1`$-flow

Given $`a,b𝒰`$ such that $`[a,b]=0`$, the $`1`$-flow in the $`U`$-hierarchy defined by $`a,b`$ is the following equation for $`g:^2U`$

(5.6.1)
$$(g^1g_x)_t=[a,g^1bg]$$

with the constraint $`g^1g_x[a,𝒰]`$. It has a Lax pair

$$\theta _\lambda =(a\lambda +g^1g_x)dx+\lambda ^1g^1bgdt.$$

Equation (5.6.1) is hyperbolic, and $`x`$-, $`t`$-curves are the characteristics. The characteristic initial value problem (or the degenerate Goursat problem) is the initial value problem with initial data defined on two characteristic axes, i.e., given $`h_1,h_2:U`$ satisfying $`h_1^1(h_1)_x[a,𝒰]`$ and $`h_1(0)=h_2(0)`$, solve

(5.6.2)
$$\{\begin{array}{cc}(g^1g_x)_t=[a,g^1bg],\hfill & \\ g(x,0)=h_1(x),g(0,t)=h_2(t).\hfill & \end{array}$$

If we write

$$u=g^1g_x,v=g^1bg,$$

then the $`1`$-flow equation (5.6.1) becomes the following system for $`(u,v)`$,

(5.6.3)
$$u_t=[a,v],v_x=[u,v],$$

The Lax pair is

(5.6.4)
$$\theta _\lambda =(a\lambda +u)dx+\lambda ^1vdt.$$

Let $`M_b`$ denote the Adjoint $`U`$-orbit in $`𝒰`$ at $`b`$. Since $`u(x,0)=h_1^1h_1^{}(x)`$ and $`v(0,t)=h_2(t)^1bh_2(t)M_b`$, the characteristic initial value problem (5.6.2) become the following initial value problem for (5.6.3): given $`\xi :[a,𝒰]`$ and $`\eta :M_b`$, find $`(u,v):^2[a,𝒰]\times M_b`$ so that

(5.6.5)
$$\{\begin{array}{cc}u_t=[a,v],v_x=[u,v],\hfill & \\ u(x,0)=\xi (x),v(0,t)=\eta (t).\hfill & \end{array}$$

In , Dorfmeister and Eitner use the Gauss loop group factorization to construct all local solutions of the Tzitzeica equation (2.6.4). Their construction in fact solves the characteristic initial value problem (5.6.5) for the $`1`$ flow in the $`U`$-hierarchy:

###### Theorem 5.6.1.

(). Let $`\xi ,\eta :[a,𝒰]\times M_b`$ be smooth maps, and $`L_+(x,\lambda )`$ and $`L_{}(t,\lambda )`$ solutions of

$$\{\begin{array}{cc}(L_+)^1(L_+)_x=a\lambda +\xi (x),\hfill & \\ L_+(0,\lambda )=I,\hfill & \end{array}\{\begin{array}{cc}(L_{})^1(L_{})_t=\lambda ^1\eta (t),\hfill & \\ L_{}(0,\lambda )=I,\hfill & \end{array}$$

respectively. Factor

(5.6.6)
$$L_{}^1(t,\lambda )L_+(x,\lambda )=V_+(x,t,\lambda )V_{}^1(x,t,\lambda )$$

with $`V_\pm (x,t,)L_\pm (G)`$ via the Gauss loop group factorization. Set

$$\varphi (x,t,\lambda )=L_{}(t,\lambda )V_+(x,t,\lambda )=L_+(x,\lambda )V_{}(x,t,\lambda ).$$

Then $`\varphi ^1\varphi _x=a\lambda +u(x,t)`$ and $`\varphi ^1\varphi _t=\lambda ^1v(x,t)`$ for some $`u,v`$, and $`(u,v)`$ solves the initial value problem of the $`1`$-flow (5.6.5) in the $`U`$-hierarchy.

###### Proof.

Differentiate $`\varphi =L_{}V_+=L_+V_{}`$ to get

$$\varphi ^1\varphi _x=V_{}^1(a\lambda +\xi (x))V_{}+V_{}^1(V_{})_x=V_+^1(V_+)_x.$$

So $`\varphi ^1\varphi _x_+(𝒢)`$ and

$$\varphi ^1\varphi _x=\pi _+(V_{}^1(a\lambda +\xi (x))V_{}),$$

where $`\pi _\pm `$ is the projection of $`(𝒢)`$ onto $`_\pm (𝒢)`$ with respect to the decomposition $`(𝒢)=_+(𝒢)+_{}(𝒢)`$. Expand

$$V_{}(x,t,\lambda )=I+m_1(x,t)\lambda ^1+\mathrm{}.$$

A direct computation shows that

$$\pi _+(V_{}^1(a\lambda +\xi (x))V_{})=a\lambda +\xi (x)+[a,m_1(x,t)].$$

Hence $`\varphi ^1\varphi _x=a\lambda +u(x,t)`$, where $`u=\xi +[a,m_1]`$. Similar argument implies that

$$\varphi ^1\varphi _t=\pi _{}(V_+^1\lambda ^1\eta (t)V_+)=\lambda ^1g_0(x,t)\eta (t)g_0^1(x,t),$$

where $`g_0(x,t)`$ is the constant term in the expansion of $`V_+(x,t,\lambda )`$

$$V_+(x,t,\lambda )=\underset{j=0}{\overset{\mathrm{}}{}}g_j(x,t)\lambda ^j.$$

This implies that $`(u,v)`$ is a solution of (5.6.3), where

$$u(x,t)=\xi (x)+[a,m_1(x,t)],v(x,t)=g_0(x,t)\eta (t)g_0(x,t)^1.$$

It remains to prove $`(u,v)`$ satisfies the initial conditions. This can be seen from the factorization 5.6.6. Note that

$$L_{}(0,\lambda )^1L_+(x,\lambda )=V_+(x,0,\lambda )V_{}(x,0,\lambda )^1.$$

Since $`L_{}(0,\lambda )=I`$, the right hand side lies in $`L_+(G)`$. Hence $`V_{}(x,0,\lambda )=I`$, which proves that $`m_1(x,0)=0`$. Therefore $`u(x,0)=\xi (x)`$. Similarly argument implies that $`v(0,t)=\eta (t)`$. ∎

They also show that every local solution of (5.6.3) can be constructed using suitable $`\xi (x)`$ and $`\eta (t)`$. To see this, let $`(u,v)`$ be a solution of (5.6.3), and $`\varphi (x,t,\lambda )`$ the trivialization of the corresponding Lax pair:

$$\varphi ^1d\varphi =(a\lambda +u)dx+\lambda ^1vdt,\varphi (0,0,\lambda )=I.$$

Use Gauss loop group factorization to factor

$$\varphi (x,t,)=L_{}(x,t,)V_+(x,t,)=L_+(x,t,)V_{}(x,t,).$$

Differentiate the above equation to get

$`L_{}^1(L_{})_x`$ $`=\pi _{}(V_+(a\lambda +u)V_+^1)=0,`$
$`L_{}^1(L_{})_t`$ $`=\pi _{}(V_+\lambda ^1vV_+^1)=\lambda ^1g_0vg_0^1,`$
$`L_+^1(L_+)_x`$ $`=\pi _+(V_{}(a\lambda +u)V_{}^1)=a\lambda +u+[m_1,a],`$
$`L_+^1(L_+)_t`$ $`=\pi _{}(V_{}\lambda ^1vV_{}^1)=0,`$
where $`g_0`$ is the constant term in the power series expansion of $`V_+(x,t,\lambda )`$ in $`\lambda `$ and $`m_1`$ is the coefficient of $`\lambda ^1`$ of $`V_{}`$. This implies that $`(L_{})_x=0`$, $`(L_+)_t=0`$, $`L_+^1(L_+)_x=a\lambda +u(x,0)`$ and $`L_{}^1(L_{})_t=\lambda ^1v(0,t)`$.

Let $`\tau `$ be the involution of $`G`$ with the real form $`U`$ as its fixed point set, and $`\sigma `$ an order $`k`$ automorphism of $`G`$ such that $`\sigma \tau =\tau ^1\sigma ^1`$. Let $`𝒢_j`$ denote the eigenspace of $`\sigma _{}`$ of $`𝒢`$ with eigenvalue $`e^{\frac{2\pi ij}{k}}`$, and $`𝒰_j=𝒰𝒢_j`$. Let $`a𝒢_1`$, $`b𝒢_1`$ such that $`[a,b]=0`$. The $`1`$-flow in the $`U/U_0`$-hierarchy is the restriction of the $`1`$-flow in the $`U`$-hierarchy (5.6.3) to the space of maps $`(u,v):^2[a,𝒰_1]\times \mathrm{Ad}(U_0)b`$. It is easy to see that the solution constructed for initial data $`\xi :[a,𝒰_1]`$ and $`\eta :\mathrm{Ad}(U_0)(b)`$ in Theorem 5.6.1 is a solution of the $`1`$-flow in the $`U/U_0`$-hierarchy. In other words, the characteristic initial value problem for the $`1`$ flow in the $`U/U_0`$-hierarchy can be solved by the algorithm given in Theorem 5.6.1.

## 6. Elliptic systems associated to $`G,\tau ,\sigma `$

Let $`G`$ be a complex Lie group, and $`\tau `$ a conjugate linear involution of $`𝒢`$, and $`\sigma `$ an order $`k`$ complex linear automorphism of $`𝒢`$ such that

$$\tau \sigma =\sigma \tau .$$

Let $`𝒢_j`$ be the eigenspace of $`\sigma `$ with eigenvalue $`e^{\frac{2\pi ji}{k}}`$. So we have $`𝒢_j=𝒢_m`$ if $`jm`$ $`(\mathrm{mod}k)`$, and

$$𝒢=𝒢_0+𝒢_1+\mathrm{}+𝒢_{k1},[𝒢_j,𝒢_r]𝒢_{j+r}.$$

We claim that $`\tau (𝒢_j)𝒢_j`$. To see this, let $`\sigma (\xi _j)=\alpha ^j\xi _j`$, where $`\alpha =e^{\frac{2\pi i}{k}}`$. Then

$$\sigma (\tau (\xi _j))=\tau (\sigma (\xi _j))=\tau (\alpha ^j\xi _j)=\overline{\alpha }^j\tau (\xi _j)=\alpha ^j\tau (\xi _j).$$

Let $`𝒰`$ be the fixed point set of $`\tau `$, and $`U_\sigma `$ denote the fixed point set of $`\sigma `$ on $`U`$. Since $`\sigma \tau =\tau \sigma `$, $`\sigma (U)U`$ and $`\sigma |U`$ is an order $`k`$ automorphism of $`U`$. The quotient space $`U/U_\sigma `$ is called a $`k`$-symmetric space.

We will construct the sequences of $`U`$\- and $`U/U_\sigma `$\- systems.

### 6.1. The $`m`$-th $`(G,\tau )`$-system

The $`m`$-th $`(G,\tau )`$-system (also called the $`m`$-th elliptic $`U`$-system) is the system for $`(u_0,\mathrm{},u_m):_{i=0}^m𝒢`$:

(6.1.1)
$$\{\begin{array}{cc}(u_j)_{\overline{z}}=_{i=0}^{mj}[u_{i+j},\tau (u_i)],\hfill & \text{ if }1jm\text{,}\hfill \\ (u_0)_{\overline{z}}(\tau (u_0))_z=_{i=0}^m[u_i,\tau (u_i)].\hfill & \end{array}$$

It has a Lax pair:

(6.1.2)
$$\theta _\lambda =\underset{j=0}{\overset{m}{}}u_j\lambda ^jdz+\tau (u_j)\lambda ^jd\overline{z}.$$

Equation (6.1.1) is also referred to as the $`m`$-th elliptic $`U`$-system, where $`U`$ is the fixed point set of $`\tau `$.

The Lax pair (6.1.2) satisfies the $`(G,\tau )`$-reality condition (4.2.4), i.e.,

$$\tau (\theta _{1/\overline{\lambda }})=\theta _\lambda .$$

Note that $`\xi =_j\xi _j\lambda ^j`$ satisfies the $`(G,\tau )`$-reality condition if and only if $`\xi _j=\tau (\xi _j)`$ for all $`j`$.

### 6.2. The $`m`$-th $`(G,\tau ,\sigma )`$-system

The $`m`$-th $`(G,\tau ,\sigma )`$-system is the equation for $`(u_0,\mathrm{},u_m):_{j=0}^m𝒢_j`$,

(6.2.1)
$$\{\begin{array}{cc}(u_j)_{\overline{z}}=_{i=0}^{mj}[u_{i+j},\tau (u_i)],\hfill & \text{ if }1jm\text{,}\hfill \\ (u_0)_{\overline{z}}+(\tau (u_0))_z+_{j=0}^m[u_j,\tau (u_j)]=0.\hfill & \end{array}$$

It has a Lax pair

(6.2.2)
$$\theta _\lambda =\underset{i=0}{\overset{m}{}}u_i\lambda ^idz+\tau (u_i)\lambda ^id\overline{z}.$$

Note that:

1. The $`m`$-th $`(G,\tau ,\sigma )`$-system is the restriction of the $`m`$-th $`(G,\tau )`$-system to the space of maps $`(u_0,\mathrm{},u_m)`$ with values in $`_{j=0}^m𝒢_j`$.
2. The Lax pair of the $`m`$-th $`(G,\tau ,\sigma )`$-system satisfies the $`(G,\tau ,\sigma )`$\- reality condition 4.2.5, i.e.,

$$\tau (\theta _{1/\overline{\lambda }})=\theta _\lambda ,\sigma (\theta _\lambda )=\theta _{e^{\frac{2\pi i}{k}}\lambda }.$$
3. $`\xi (\lambda )=_j\xi _j\lambda ^j`$ satisfies the $`(G,\tau ,\sigma )`$-reality condition if and only if $`\xi _j𝒢_j`$ and $`\xi _j=\tau (\xi _j)`$ for all $`j`$.

Let $`U`$ be the fixed point set of $`\tau `$, and $`U_\sigma `$ the fixed point set of $`\sigma `$ on $`U`$. System (6.2.1) will also referred to as the $`m`$-th elliptic $`U/U_\sigma `$-system.

A direct computation gives the following Proposition:

###### Proposition 6.2.1.

Let $`\tau `$ be an involution, and $`\sigma `$ an order $`k`$ automorphism of $`G`$ such that $`\sigma \tau =\tau \sigma `$, and $`1m<\frac{k}{2}`$. If $`\psi :U`$ is a map such that

(6.2.3)
$$\psi ^1\psi _z=u_o+\mathrm{}+u_m𝒢_0+𝒢_1+\mathrm{}+𝒢_m,$$

then $`(u_0,\mathrm{},u_m)`$ is a solution of the $`m`$-th $`(G,\tau ,\sigma )`$-system. Conversely, if

$`(u_0,\mathrm{},u_m)`$ is a solution of the $`m`$-th $`(G,\tau ,\sigma )`$-system (6.2.1), then there exists $`\psi :U`$ such that $`\psi ^1d\psi =_{j=0}^mu_jdz+\tau (u_j)d\overline{z}`$.

###### Definition 6.2.2.

Let $`\tau ,\sigma ,k`$, and $`U`$ be as in Proposition 6.2.1, and $`1m<\frac{k}{2}`$. A map $`\psi :U`$ is called a $`(\sigma ,m)`$-map if $`\psi ^1\psi _z_{j=1}^m𝒢_j`$.

###### Definition 6.2.3.

(). Let $`U/U_\sigma `$ denote the $`k`$-symmetric space (with $`k3`$) given by $`\tau ,\sigma `$, and $`\pi :UU/U_\sigma `$ the natural projection. A map $`\varphi :U/U_0`$ is called primitive if there is a lift $`\psi :U`$ (i.e., $`\pi \psi =\varphi `$) so that $`\psi ^1\psi _z𝒢_0+𝒢_1`$. In other words, there is a lift $`\psi `$ that is a $`(\sigma ,1)`$-map.

By Proposition 6.2.1, the equation for $`(\sigma ,m)`$-maps is the $`m`$-th $`(G,\tau ,\sigma )`$-system, and the equation for primitive maps is the first $`(G,\tau ,\sigma )`$-system. We refer the readers to  for more detailed study of primitive maps.

###### Example 6.2.4.

Let $`𝒢=sl(3,)`$, $`\tau (\xi )=\overline{\xi }^t`$, and $`D=\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 1\end{array}\right)`$. Let

$$\sigma (\xi )=D\xi ^tD^1.$$

Note that $`D^1=D^t`$,

$$\sigma ^2(\xi )=\mathrm{diag}(1,1,1)\xi \mathrm{diag}(1,1,1),$$

$`\sigma `$ has order $`4`$, and $`\sigma \tau =\tau \sigma `$. A direct computation shows that the eigenspace $`𝒢_j`$ with eigenvalue $`(\sqrt{1})^j`$ are:

$`𝒢_0`$ $`=\left\{\left(\begin{array}{cc}\xi & 0\\ 0& 0\end{array}\right)\right|\xi sl(2,)\},`$
$`𝒢_1`$ $`=\left\{\left(\begin{array}{ccc}0& 0& a\\ 0& 0& b\\ ib& ia& 0\end{array}\right)\right|a,b\},`$
$`𝒢_2`$ $`=\mathrm{diag}(1,1,2),`$
$`𝒢_3`$ $`=\left\{\left(\begin{array}{ccc}0& 0& a\\ 0& 0& b\\ ib& ia& 0\end{array}\right)\right|a,b\}.`$
The $`2`$nd $`(G,\sigma ,\tau )`$-system (or the second elliptic $`SU(3)/SU(2)`$-system) is the system for $`(u_0,u_1,u_2):𝒢_0\times 𝒢_1\times 𝒢_2`$:

(6.2.4)
$$\{\begin{array}{cc}(u_2)_{\overline{z}}=0,\hfill & \\ (u_1)_{\overline{z}}+[u_1,\tau (u_0)]+[u_2,\tau (u_1)]=0,\hfill & \\ (u_0)_{\overline{z}}+(\tau (u_0))_z+[u_0,\tau (u_0)]+[u_1,\tau (u_1)]=0.\hfill & \end{array}$$

###### Example 6.2.5.

(). Let $`𝒢=sl(n,)`$, $`\tau (\xi )=\overline{\xi }^t`$, and $`\sigma (\xi )=C\xi C^1`$, where $`C=\mathrm{diag}(1,\alpha ,\mathrm{},\alpha ^{n1})`$ and $`\alpha =e^{\frac{2\pi i}{n}}`$. Then $`\tau \sigma =\sigma \tau `$, and the eigenspace $`𝒢_j`$ of $`\sigma `$ is spanned by $`\{e_{i,i+j}|1in\}`$. Here we use the notation that $`e_{ij}=e_{i^{}j^{}}`$ if $`ii^{}`$ and $`jj^{}`$ (mod $`n`$). The first $`(G,\tau ,\sigma )`$-system is the equation for $`A_0=\mathrm{diag}(u_1,\mathrm{},u_n)`$ and $`A_1=_{i=1}^nv_ie_{i,i1}`$ so that

$$\theta _\lambda =(A_0+A_1\lambda ^1)dz(\overline{A}_0^t+\lambda \overline{A}_1^t)d\overline{z}$$

is flat for all $`\lambda `$. If $`v_i>0`$ for all $`1in`$ and $`v_1\mathrm{}v_n=1`$, then flatness of $`\theta _\lambda `$ implies that we can write $`u_i=(w_i)_z`$ and $`v_i=e^{w_iw_{i1}}`$ for some $`w_1,\mathrm{},w_n`$. The first $`(G,\tau ,\sigma )`$-system written in terms of $`w_i`$’s is the $`2`$-dimensional elliptic periodic Toda lattice:

$$2(w_i)_{z\overline{z}}=e^{2(w_{i+1}w_i)}e^{2(w_iw_{i1})}.$$

### 6.3. The normalized system

The normalized $`m`$-th $`(G,\tau )`$-system or the normalized $`m`$-th $`U`$-system is the system for $`v_1,\mathrm{},v_m:^2𝒢`$:

(6.3.1)
$$(v_j)_{\overline{z}}=\underset{i=1}{\overset{mj}{}}[v_{i+j},\tau (v_i)]\underset{i=1}{\overset{m}{}}[v_j,\tau (v_i)],1j<m.$$

It has a Lax pair

(6.3.2)
$$\mathrm{\Theta }_\lambda =\underset{j=1}{\overset{m}{}}(\lambda ^j1)v_jdz+(\lambda ^j1)\tau (v_j)d\overline{z},$$

which satisfies the $`(G,\tau )`$-reality condition (4.2.4).

We claim that the Lax pair (6.3.2) is gauge equivalent to the Lax pair (6.1.2) for the $`m`$-th $`(G,\tau )`$-system (6.1.1). Hence system (6.3.1) and (6.1.1) are gauge equivalent. To see this, let $`(u_0,\mathrm{},u_m)`$ be a solution of (6.1.1),

$$\theta _\lambda =\underset{j=0}{\overset{m}{}}u_j\lambda ^jdz+\tau (u_j)\lambda ^jd\overline{z}$$

its Lax pair, and $`E(z,\overline{z})(\lambda )`$ the frame of $`\theta _\lambda `$, i.e.,

$$E^1E_z=\underset{j=0}{\overset{m}{}}u_j\lambda ^j,E^1E_{\overline{z}}=\underset{j=0}{\overset{m}{}}\tau (u_j)\lambda ^j,E(0,0)(\lambda )=e.$$

Let $`g=E(,,1)`$. Since $`\theta _\lambda `$ satisfies the $`(G,\tau )`$-reality condition, $`E`$ satisfies

$$\tau (E(,,1/\overline{\lambda }))=E(,,\lambda ).$$

Hence $`E(,,\lambda )U`$ if $`|\lambda |=1`$. In particular, $`gU`$. The gauge transformation of $`\theta _\lambda `$ by $`g`$ is

$`\stackrel{~}{\theta }_\lambda `$ $`=g\theta _\lambda g^1dgg^1={\displaystyle \underset{j=1}{\overset{m}{}}}(\lambda ^j1)gu_jg^1dz+(\lambda ^j1)g\tau (u_j)g^1d\overline{z}`$
$`={\displaystyle \underset{j=1}{\overset{m}{}}}(\lambda ^j1)gu_jg^1dz+(\lambda ^j1)\tau (gu_jg^1)d\overline{z}.`$
So $`(v_1,\mathrm{},v_m)`$ is a solution of (6.3.1), where $`v_i=gu_jg^1`$, and

$$F(z,\overline{z})(\lambda )=E(z,\overline{z})(\lambda )(E(z,\overline{z})(1))^1$$

is the frame of $`\stackrel{~}{\theta }_\lambda `$.

## 7. Geometries associated to integrable elliptic systems

Let $`\tau `$ be the involution of $`G`$ whose fixed point set is the maximal compact subgroup $`U`$ of $`G`$, and $`\sigma `$ an order $`k`$ automorphism of $`G`$ such that $`\sigma \tau =\tau \sigma `$. Let $`𝒢_j`$ denote the eigenspace of $`\sigma _{}`$ on $`𝒢`$ with eigenvalue $`e^{\frac{2\pi ji}{k}}`$. Since $`\sigma \tau =\tau \sigma `$, we have $`\sigma (U)U`$, and $`\sigma |U`$ is an order $`k`$ automorphism of $`U`$. Let $`U_\sigma `$ denote the fixed point set of $`\sigma `$ in $`U`$. The quotient $`U/U_\sigma `$ is a symmetric space if $`k=2`$, is a $`k`$-symmetric space if $`k>2`$.

It is known that the first $`(G,\tau )`$-system is the equation for harmonic maps from $``$ to $`U`$ (). The first $`(G,\tau ,\sigma )`$-system is the equation for harmonic maps from $``$ to the symmetric space $`U/U_\sigma `$ if the order of $`\sigma `$ is $`2`$, and is the equation for primitive maps if $`k>2`$ (). It is also known that a primitive map $`\varphi :U/U_\sigma `$ is harmonic if $`U/U_\sigma `$ is equipped with a $`U`$-invariant metric and $`𝒢_1`$ is isotropic ().

The first $`(G,\tau ,\sigma )`$-system also arise naturally in the study of surfaces in symmetric spaces with certain geometric properties. For example, constant mean curvature surfaces of simply connected $`3`$-dimensional space forms $`N^3(c)`$ (), minimal surfaces in $`P^2`$ (), minimal Lagrangian surfaces in $`P^2`$ (), minimal Legendre surfaces in $`S^5`$ (), and special Lagrangian cone in $`^6=^3`$ ().

The only known surface geometry associated to the $`m`$-th $`(G,\tau ,\sigma )`$-system for $`m>1`$ was given by Hélein and Roman. They showed that the equations for Hamiltonian stationary surfaces in $`4`$-dimension Hermitian symmetric spaces are the second elliptic system associated to certain $`4`$-symmetric spaces (cf. ).

If the equation for surfaces with special geometric properties is the $`m`$-th $`(G,\tau ,\sigma )`$-system, then the techniques developed for integrable systems can be applied to study the corresponding surfaces. In particular, the finite type (or finite gap) solutions give rise to tori with given geometric properties. This has been done for constant mean curvature tori of $`N^3(c)`$ in  and , for minimal tori of $`P^2`$ in , and for minimal Legendre tori of $`S^5`$ in .

We will give a very brief review of some of the results mentioned above. For more details, we refer the readers to  for harmonic maps, to  for constant mean curvature surfaces in $`3`$-dimensional space forms, to  for minimal surfaces in $`P^2`$, and to  for Hamiltonian stationary surfaces in four dimensional Hermitian symmetric spaces.

### 7.1. Harmonic maps from $`^2`$ to $`U`$ and the first $`(G,\tau )`$-system

First we state some results of Uhlenbeck () on harmonic maps from $``$ or $`S^2`$ to $`U(n)`$.

###### Theorem 7.1.1.

(). Let $`G`$ be a complex semi-simple Lie group, $`𝒰`$ the real form defined by the conjugate linear involution $`\tau `$, $`s:U`$ a smooth map, and $`A=\frac{1}{2}s^1s_z`$. Then the following statements are equivalent:

1. $`s`$ is harmonic,
2. $`A_{\overline{z}}=[A,\tau (A)]`$,
3. $`(\lambda ^11)Adz+(\lambda 1)\tau (A)d\overline{z}`$ is flat for all $`\lambda \{0\}`$, i.e., $`A`$ is a solution of the normalized $`1`$st $`(G,\tau )`$-system.

###### Corollary 7.1.2.

(). Suppose

$$\theta _\lambda =(\lambda ^11)A(z,\overline{z})dz+(\lambda 1)\tau (A(z,\overline{z}))d\overline{z}$$

is a flat $`𝒢`$-valued $`1`$-form for all $`\lambda 0`$, and $`E_\lambda `$ the corresponding frame (i.e., $`E_\lambda ^1dE_\lambda =\theta _\lambda `$ and $`E_\lambda (0)=e`$). Then $`E_1`$ is harmonic from $``$ to $`U`$.

Use ellipticity of the harmonic map equation, Uhlenbeck proved that there are trivializations of the Lax pair of harmonic maps from $`S^2`$ to $`U(n)`$ that are polynomials in the spectral parameter:

###### Theorem 7.1.3.

(). Let $`s:S^2U(n)`$ be a harmonic map, and $`E`$ the frame of the corresponding Lax pair $`\theta _\lambda =\frac{\lambda ^11}{2}s^1s_zdz\frac{\lambda 1}{2}s^1s_{\overline{z}}d\overline{z}`$. Then there exist $`\gamma L_e(U)`$ and smooth maps $`\pi _i:S^2\text{Gr}(k_i,^n)`$ such that

$$\gamma (\lambda )E(,,\lambda )=(\pi _1+\lambda \pi _1^{})\mathrm{}(\pi _r+\lambda \pi _r^{}).$$

A harmonic map from a domain of $``$ to $`U(n)`$ is called a finite uniton if the corresponding Lax pair admits a trivialization that is polynomial in $`\lambda `$ (). The above theorem implies that all harmonic maps from $`S^2`$ to $`U(n)`$ are finite unitons.

A proof similar to that of Proposition 3.9.4 gives

###### Proposition 7.1.4.

Let $`\tau `$ be the involution of $`G`$ that defines the real form $`U`$, $`(u_0,u_1):𝒢\times 𝒢`$ a solution of the first $`(G,\tau )`$-system (6.1.1), and $`E_\lambda (z,\overline{z})`$ the frame of the corresponding Lax pair (6.1.2). Then $`s=E_1E_1^1`$ is a harmonic map from $``$ to $`U`$. Moreover, let $`\sigma `$ be an involution of $`𝒢`$ that commutes with $`\tau `$, and $`𝒢=𝒢_0+𝒢_1`$ the eigendecomposition of $`\sigma `$. If $`(u_0,u_1)𝒢_0\times 𝒢_1`$, then $`s=E_1E_1^1`$ is a harmonic map from $``$ to the symmetric space $`U/U_0`$.

###### Corollary 7.1.5.

Let $`\tau `$ be a conjugate liner involution, and $`\sigma `$ an order $`k=2m`$ automorphism of $`𝒢`$ such that $`\sigma \tau =\tau \sigma `$. Let $`(u_1,u_0)`$ be a solution of the first $`(G,\tau ,\sigma )`$-system (6.2.4), and $`E`$ the frame of the corresponding Lax pair $`\theta _\lambda `$ (defined by (6.2.2)). Then $`s=E(,,1)E(,,1)^1`$ is a harmonic map from $``$ to the symmetric space $`U/H`$, where $`H`$ is the fixed point set of the involution $`\sigma ^m`$ on $`U`$.

The following Theorem is proved by Burstall and Pedit.

###### Theorem 7.1.6.

(). Let $`(u_0,u_1):𝒢_0\times 𝒢_1`$ be a solution of the first $`(G,\tau ,\sigma )`$-system, $`U/U_\sigma `$ the $`k`$-symmetric space corresponding to $`(\tau ,\sigma )`$, and $`k>2`$. Let $`\pi :UU/U_\sigma `$ be the natural fibration. If $`E(z,\overline{z},\lambda )`$ is a trivialization of the Lax pair of the first $`(G,\tau ,\sigma )`$-system, then $`\varphi =\pi E(,,1)`$ is primitive. Moreover, if $`U/U_0`$ is equipped with an invariant metric and $`𝒢_1`$ is isotropic, then $`\varphi `$ is harmonic.

### 7.2. The first $`(G,\tau ,\sigma )`$-system and surface geometry

Let $`N^n(c)`$ denote the simply connected space form of constant sectional curvature $`c`$, i.e., $`N^n(0)=^n`$, $`N^(1)=S^n`$ the unit sphere in $`^{n+1}`$, and

$$N^n(1)=^n=\{x^{n,1}|x,x=1\}^{n,1}.$$

The Gauss map $`\varphi `$ of a $`k`$-dimensional submanifold $`M`$ in $`N^n(c)`$ is the map from $`M`$ to the symmetric space $`Y(k,c)`$, where

$$Y(n,0)=\text{Gr}(k,^n),Y(n,1)=\text{Gr}(k,^{n+1}),Y(n,1)=\text{Gr}(k,^{n,1}).$$

A theorem of Ruh and Vilms states that the Gauss map of a $`k`$-submanifold with parallel mean curvature vector in $`N^n(c)`$ is harmonic. Moreover, the Gauss-Codazzi equation for constant mean curvature (CMC) surfaces in $`N^3(c)`$ is the first $`(G,\tau ,\sigma )`$-system, where $`\tau ,\sigma `$ are the involutions that define the symmetric space $`Y(3,c)`$. Since the equation for harmonic maps from $``$ to $`Y(3,c)`$ defined by $`\tau ,\sigma `$ is the first $`(G,\tau ,\sigma )`$-system, techniques developed for the first $`(G,\tau ,\sigma )`$-system (or harmonic maps) can be used to study CMC surfaces in $`N^3(c)`$ (cf. ).

There are natural definitions of Gauss maps for surfaces and Lagrangian surfaces in $`P^2`$, for Legendre surfaces in $`S^5`$, and Lagrangian cones in $`^6=^3`$. The target manifolds of these Gauss maps are now $`k`$-symmetric spaces. The minimality of surfaces is equivalent to their Gauss maps being primitive. Hence equations of these surfaces are the corresponding first $`(G,\tau ,\sigma )`$-system.

###### Example 7.2.1.

Minimal surfaces in $`P^2`$

Let $`f:MP^2`$ be an immersed surface, $`LP^2`$ the tautological complex line bundle, $`z`$ a local conformal coordinate on $`M`$, and $`f_0`$ a local cross section of $`f^{}(L)`$. Choose $`f_1,f_2`$ so that $`(f_0,f_1,f_2)SU(3)`$ and

$$f_0+f_1=f_0+\frac{f_0}{z}.$$

The Gauss map of $`M`$ is the map $`\varphi `$ from $`M`$ to the flag manifold $`Fl(^3)`$ of $`^3`$ defined by $`\varphi (f)=`$ the flag $`(f_0,f_0+f_1,^3)`$. Note that $`Fl(^3)=SU(3)/T^2`$ is a $`3`$-symmetric space given by $`\tau (g)=(g^t)^1`$ and $`\sigma (g)=CgC^1`$, where $`C=\mathrm{diag}(1,e^{\frac{2\pi i}{3}},e^{\frac{4\pi i}{3}})`$. It is proved in  that $`M`$ is minimal in $`P^2`$ if and only if the Gauss map $`\varphi :SU(3)/T^2`$ is primitive.

###### Example 7.2.2.

Minimal Legendre surfaces in $`S^5`$

Let $`v_1=(1,0,0)^t`$, and $`^3`$ the real part of $`^3`$. Let $`Fl_1`$ denote the $`SU(3)`$-orbit of $`(v_1,^3)`$, i.e.,

$`Fl_1`$ $`=\{(gv_1,g(^3)|gSU(3)\}`$
$`=\{(v,V)|vS^5,vV,V\mathrm{is}\mathrm{Lagrangian}\mathrm{linear}\mathrm{subspace}\mathrm{of}^3\}`$
$`={\displaystyle \frac{SU(3)}{1\times SO(2)}}`$
Note that $`Fl_1`$ is a $`6`$-symmetric space corresponding to automorphisms $`\tau ,\sigma `$ of $`SL(3,)`$ defined by $`\tau (g)=(\overline{g}^t)^1`$ and $`\sigma (g)=R(g^t)^1R^1`$, where $`R`$ is the rotation that fixes the $`x`$-axis and rotate $`\frac{\pi }{3}`$ in the $`yz`$-plane.

Let $`\alpha `$ be the standard contact form on $`S^5`$. A surface $`M`$ in $`S^5`$ is Legendre if the restriction of $`\alpha `$ to $`M`$ is zero. It is easy to see that $`M`$ is Legendre if and only if the cone

$$C(M)=\{tx|t>0,xM\}$$

is Lagrangian in $`^3`$. If $`MS^5`$ is Legendre, then there is a natural map $`\varphi `$ from $`M`$ to $`Fl_1`$ defined by $`\varphi (x)=(x,V(x))`$, where $`V(x)`$ is the real linear subspace $`x+TM_x`$. It is known that (cf. ) that the following statements are equivalent:

1. $`M`$ is minimal Legendre in $`S^5`$,
2. the cone $`C(M)`$ is minimal Lagrangian in $`^6=^5`$,
3. the Gauss map $`\varphi :MFl_1`$ is primitive.

Let $`\pi :S^5P^2`$ be the Hopf fibration, $`N`$ a surface in $`P^2`$, and $`\stackrel{~}{N}`$ a horizontal lift of $`N`$ in $`S^5`$ with respect to the connection $`\alpha `$ (the contact form). Then $`N`$ is minimal Lagrangian in $`P^2`$ if and only $`\stackrel{~}{N}`$ is minimal Legendre in $`S^5`$. Hence there are three surface geometries associated to the first $`(G,\tau ,\sigma )`$-system associated to the $`6`$-symmetric space $`Fl_1`$: minimal Lagrangian surfaces in $`P^2`$, minimal Legendre surfaces in $`S^5`$, and minimal Lagrangian cones in $`^6`$.

###### Example 7.2.3.

Hamiltonian stationary surfaces in $`P^2`$

Let $`N`$ be a Kähler manifold. Given a smooth function $`f`$ on $`N`$, let $`X_f`$ denote the Hamiltonian vector field associated to $`f`$. A Lagrangian submanifold $`M`$ is called Hamiltonian stationary if it is a critical point of the area functional $`A`$ with respect to any Hamiltonian deformation, i.e.,

$$\frac{}{t}|_{t=0}A(\varphi _t(M))=0$$

for all $`f`$, where $`\varphi _t`$ is the one-parameter subgroup generated by $`X_f`$. This class of submanifolds was studied by Schoen and Wolfson in . When $`N`$ is a four dimensional Hermitian symmetric space $`U/H`$, Hélein and Romon proved that the Gauss-Codazzi equation for Hamiltonian stationary surfaces is the $`2`$nd $`(G,\tau ,\sigma )`$-system, where $`\tau `$ is the involution that gives $`U`$ and $`\sigma `$ is an order four automorphism such that $`\sigma ^2`$ gives rise to the natural complex structure of $`U/H`$. In particular, they proved that if $`M`$ is a Hamiltonian stationary Lagrangian surface of $`P^2`$, then locally the Gauss-Codazzi equation for $`M`$ is the $`2`$nd $`(G,\tau ,\sigma )`$-system (6.2.4) given by Example 6.2.4. Conversely, if $`(u_0,u_1,u_2)`$ is a solution of (6.2.4), then for each non-zero $`r`$, $`E_rE_r^1`$ is a Hamiltonian stationary Lagrangian surface of $`P^2`$, where $`E_\lambda `$ is the frame of the Lax pair (6.2.2) corresponding to $`(u_0,u_1,u_2)`$.

## 8. Symmetries of the $`(G,\tau )`$-systems

There have been extensive studies on harmonic maps from a Riemann surface to a compact Lie group $`U`$. For example, there are loop group actions, finite unitons, finite type solutions, and a method of constructing all local harmonic maps from meromorphic data. The equation for harmonic maps from $``$ to $`U`$ is the first $`(G,\tau )`$-system. Most results for the first $`(G,\tau )`$-system hold for the $`m`$-th $`(G,\tau )`$-system as well. We will give a brief review here. For more detail, see .

### 8.1. The action of $`\mathrm{\Omega }_{}^\tau (G)`$

Let $`u=(u_0,\mathrm{},u_m):_{i=0}^m𝒢`$ be a solution of the $`m`$-th $`(G,\tau )`$-system (6.1.1), $`\theta _\lambda `$ the corresponding Lax pair (6.1.2), and $`E`$ the frame of $`\theta _\lambda `$, i.e.,

$$\{\begin{array}{cc}E^1E_z=_{i=0}^mu_i\lambda ^i,\hfill & \\ E^1E_{\overline{z}}=_{i=0}^m\tau (u_i)\lambda ^i,\hfill & \\ E(0,0,\lambda )=\mathrm{I}.\hfill & \end{array}$$

Let $`E(z,\overline{z})(\lambda )=E(z,\overline{z},\lambda )`$. Since $`\theta _\lambda `$ satisfies the $`(G,\tau )`$-reality condition,

$$\tau (E(z,\overline{z})(1/\overline{\lambda }))=E(z,\overline{z})(\lambda ),$$

i.e., $`E(z,\overline{z})\mathrm{\Omega }_+^\tau (G)`$. Given $`g\mathrm{\Omega }_{}^\tau (G)`$, we can use Theorem 4.2.3 to factor $`gE(z,\overline{z})=\stackrel{~}{E}(z,\overline{z})\stackrel{~}{g}(z,\overline{z})`$ with $`\stackrel{~}{E}(z,\overline{z})\mathrm{\Omega }_+^\tau (G)`$ and $`\stackrel{~}{g}(z,\overline{z})\mathrm{\Omega }_{}^\tau (G)`$ for $`z`$ in an open subset of the origin, i.e., $`\stackrel{~}{E}(z,\overline{z})=gE(z,\overline{z})`$ the dressing action. A direct computation gives

(8.1.1)
$$\stackrel{~}{E}^1\stackrel{~}{E}_z=\stackrel{~}{g}_z\stackrel{~}{g}^1+\stackrel{~}{g}\left(\underset{j=0}{\overset{m}{}}u_j\lambda ^j\right)\stackrel{~}{g}^1.$$

Since $`\stackrel{~}{g}(z,\overline{z})(\lambda )`$ is holomorphic at $`\lambda =0`$, the right hand side of (8.1.1) has a pole of order at most $`m`$ at $`\lambda =0`$. Hence there exist some $`\stackrel{~}{u}_0,\mathrm{},\stackrel{~}{u}_m`$ such that

$$\stackrel{~}{E}^1\stackrel{~}{E}_z=\underset{j=0}{\overset{m}{}}\stackrel{~}{u}_j\lambda ^j.$$

Since $`\stackrel{~}{E}`$ satisfies the $`(G,\tau )`$-reality condition $`\tau (\stackrel{~}{E}(1/\overline{\lambda }))=\stackrel{~}{E}(\lambda )`$, $`\stackrel{~}{E}^1d\stackrel{~}{E}`$ satisfies the $`(G,\tau )`$-reality condition (4.2.4). Hence

$$\stackrel{~}{E}^1d\stackrel{~}{E}=\underset{j=0}{\overset{m}{}}\lambda ^j\stackrel{~}{u}_jdz+\lambda ^j\tau (\stackrel{~}{u}_j)d\overline{z}.$$

In other words, $`\stackrel{~}{u}=(\stackrel{~}{u}_0,\mathrm{},\stackrel{~}{u}_m)`$ is a solution of the $`m`$-th $`(G,\tau )`$-system. Moreover, $`gu=\stackrel{~}{u}`$ defines an action of $`\mathrm{\Omega }_{}^\tau (G)`$ on the space of solutions of the $`m`$-th $`(G,\tau )`$-system. This gives the following Theorem of Uhlenbeck  (see also ).

###### Theorem 8.1.1.

(). Let $`E`$ be the frame of a solution $`u`$ of the $`m`$-th $`(G,\tau )`$-system (6.1.1), and $`g\mathrm{\Omega }_{}^\tau (G)`$. Then the dressing action $`\stackrel{~}{E}(z,\overline{z})=gE(z,\overline{z})`$ is the frame of another solution $`\stackrel{~}{u}=gu`$. Moreover, $`(g,u)gu`$ defines an action of $`\mathrm{\Omega }_{}^\tau (G)`$ on the space of solutions of the $`m`$-th $`(G,\tau )`$-system.

If $`g\mathrm{\Omega }_{}^\tau (G)`$ is a rational map with only simple poles, then the factorization of $`gE(z,\overline{z})=\stackrel{~}{E}(z,\overline{z})\stackrel{~}{g}(z,\overline{z})`$ with $`\stackrel{~}{E}(z,\overline{z})\mathrm{\Omega }_+^\tau (G)`$ and $`\stackrel{~}{g}(z,\overline{z})\mathrm{\Omega }_{}^\tau (G)`$ can be computed by an explicit formula in terms of $`g`$ and $`E`$. In fact, if $`g`$ has only one simple pole at $`\alpha S^1`$, then the factorization can be done by one of the following methods:

(i) Equate the residues of both sides of

$$g(\lambda )E(z,\overline{z},\lambda )=\stackrel{~}{E}(z,\overline{z},\lambda )\stackrel{~}{g}(z,\overline{z},\lambda )$$

at the pole $`\lambda =\alpha `$ to get an algebraic formula for $`gu`$ in terms of $`g`$ and $`E`$.

(ii) Let $`\stackrel{~}{\theta }_\lambda =\stackrel{~}{E}^1d\stackrel{~}{E}`$. Equate the coefficient of $`\lambda ^j`$ in $`\stackrel{~}{\theta }_\lambda \stackrel{~}{g}=d\stackrel{~}{g}+\stackrel{~}{g}\theta _\lambda `$ for each $`j`$ to get a system of compatible ordinary differential equations. Then $`gu`$ can be obtained from the solution of this system of compatible ODEs.

###### Example 8.1.2.

(). Let $`G=GL(n,)`$, and $`\tau (g)=(\overline{g}^t)^1`$. The fixed point set $`U`$ of $`\tau `$ is $`U(n)`$. Let $`V`$ be a complex linear subspace of $`^n`$, $`\pi `$ the Hermitian projection of $`^n`$ onto $`V`$, $`\pi ^{}=\mathrm{I}\pi `$, $`\alpha S^1`$, and

$$f_{\alpha ,\pi }(\lambda )=\pi +\zeta _\alpha (\lambda )\pi ^{},$$

where $`\zeta _\alpha (\lambda )=\frac{(\lambda \alpha )(\overline{\alpha }1)}{(\overline{\alpha }\lambda 1)(1\alpha )}`$. Note that that $`f_{\alpha ,\pi }`$ satisfies the $`(G,\tau )`$-reality condition:

$$\overline{f(1/\overline{\lambda }))}^tf(\lambda )=\mathrm{I}.$$

If $`E`$ is the frame of a solution $`u`$ of the $`m`$-th $`(G,\tau )`$-system (6.1.1), then for each $`(z,\overline{z})`$ the factorization $`f_{\alpha ,\pi }E(z,\overline{z})`$ must be of the form

(8.1.2)
$$f_{\alpha ,\pi }E(z,\overline{z})=\stackrel{~}{E}(z,\overline{z})\stackrel{~}{f}_{\alpha ,\stackrel{~}{\pi }(z,\overline{z})}$$

for some $`\stackrel{~}{E}(z,\overline{z})\mathrm{\Omega }_+^\tau (G)`$ and projection $`\stackrel{~}{\pi }(z,\overline{z})`$. Use method (i) to conclude that the image $`\stackrel{~}{V}(z,\overline{z})`$ of $`\stackrel{~}{\pi }(z,\overline{z})`$ is

(8.1.3)
$$\stackrel{~}{V}(z,\overline{z})=\overline{(E(z,\overline{z})(\alpha ))}^t(V).$$

Moreover,

(8.1.4)
$$f_{\alpha ,\pi }E=f_{\alpha ,\pi }Ef_{\alpha ,\stackrel{~}{\pi }(z,\overline{z})}^1=(\pi +\zeta _\alpha (\lambda )\pi ^{})E(\stackrel{~}{\pi }+\zeta _\alpha (\lambda )^1\stackrel{~}{\pi }^{})$$

is the frame of $`f_{\alpha ,\pi }u`$. For example, if $`a𝒰`$ is a constant, then $`a`$ is a constant solution of the $`1`$st normalized $`(G,\tau )`$-system (6.1.1) with Lax pair $`\theta _\lambda =a(\lambda ^1dz+\lambda d\overline{z})`$ and frame $`E_\lambda (z)=\mathrm{exp}(a\lambda ^1z+a\lambda \overline{z})`$. The corresponding harmonic map is

$$s=E_1(z)E_1^1(z)=\mathrm{exp}(2a(z+\overline{z}))=\mathrm{exp}(4ax),z=x+iy,$$

which is a geodesic. Since $`E`$ is given explicitly for the constant solution, $`f_{\alpha ,\pi }a`$ is given explicitly and so is the harmonic map $`f_{\alpha ,\pi }s`$.

### 8.2. The DPW method and harmonic maps with finite uniton number

It is well-known that minimal surfaces in $`^3`$ have Weierstrass representations, i.e., they can be constructed from meromorphic functions. Dorfmeister, Pedit, and Wu gave a construction (the DPW method) of harmonic maps using meromorphic maps and the Iwasawa loop group factorization (Theorem 4.2.5). They call this construction of harmonic maps the Weierstrass representation of harmonic maps. The equation for harmonic maps from $``$ to $`U`$ is the first normalized $`(G,\tau )`$-system. The DPW method works for the $`m`$-th normalized $`(G,\tau )`$-system (6.3.1) as well. To explain the DPW method, we need the Iwasawa loop group factorization $`L(G)=L_e(U)\times L_+(G)`$, i.e., every $`gL(G)`$ can be factored uniquely as $`g=g_1g_2`$ with $`g_1L_e(U)`$ and $`g_2L_+(G)`$. Let $`U`$ denote the fixed point set of $`\tau `$. Recall that $`L_e(U)`$ is the subgroup of $`gL(U)`$ such that $`g(1)=e`$ and $`L_+(G)`$ the space of smooth loops $`g:S^1G`$ that are boundary value of holomorphic maps defined in $`|\lambda |<1`$. The following Theorem was proved in  for the first $`(G,\tau )`$-system (the harmonic map equation), but their proof works for the $`m`$-th $`(G,\tau )`$-system as well.

###### Theorem 8.2.1.

(). Let $`𝒪`$ be a simply connected, open subset of $``$, and $`\mu (z,\lambda )=_{jm}h_j(z)\lambda ^j`$ holomorphic in $`z𝒪`$ and smooth in $`\lambda S^1`$. Let $`H:𝒪\times S^1G`$ be a solution of

$$\{\begin{array}{cc}H^1H_z=_{jm}h_j(z)\lambda ^j,\hfill & \\ H^1H_{\overline{z}}=0.\hfill & \end{array}$$

Then:

1. $`H`$ can be factored as $`H(z,\lambda )=F(z,\overline{z},\lambda )\varphi (z,\overline{z},\lambda )`$ such that $`F(z,\overline{z},)L_e(U)`$ and $`\varphi (z,\overline{z},)L_+(G)`$.
2. $`F^1F_z`$ is of the form $`_{i=1}^m(\lambda ^i1)f_i`$ and $`f_\mu =(f_1,\mathrm{},f_m)`$ is a solution of the normalized $`m`$-th $`(G,\tau )`$-system.

Moreover, every solution of the $`m`$-th $`(G,\tau )`$-system can be constructed from some $`\mu `$.

###### Proof.

We give a sketch of the proof (for more detailed proof see ). Statement (i) follows from the Iwasawa loop group factorization 4.2.5.

The Iwasawa loop group factorization $`L(G)=L_e(U)L_+(G)`$ implies that there is a Lie algebra factorization

(8.2.1)
$$(𝒢)=_e(𝒰)+_+(𝒢).$$

In fact, we can use Fourier series to write down the Lie algebra factorization easily: Given $`\xi =_j\xi _j\lambda ^j`$, then $`\xi =\eta +\zeta `$, where

$`\eta `$ $`={\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}(\xi _j(\lambda ^j1)+\tau (\xi _j)(\lambda ^j1))_e(𝒰),`$
$`\zeta `$ $`=b_0+{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}(\xi _j\tau (\xi _j))\lambda ^j_+(𝒢).`$
Note that Since $`F=H\varphi ^1`$,

$$F^1dF=\varphi H^1dH\varphi ^1(d\varphi )\varphi ^1.$$

Let $`p_1,p_2`$ denote the projection of $`(𝒢)`$ onto $`_e(𝒰)`$ and $`_+(𝒢)`$ with respect to (8.2.1). Since $`(d\varphi )\varphi ^1_+(𝒢)`$ and $`F^1dF(𝒰)`$,

$$F^1dF=p_1(\varphi (H^1dH)\varphi ^1).$$

It follows from the fact that $`\varphi ^1d\varphi _+(𝒢)`$ and

$$H^1dH=\underset{jm}{}h_j(z)\lambda ^jdz$$

that we have

$$F^1dF=\underset{j=0}{\overset{m}{}}f_j(\lambda ^j1)dz+\tau (f_j)(\lambda ^j1)d\overline{z}$$

for some $`f_0,\mathrm{},f_m`$. This proves (ii).

Let $`u=(u_1,\mathrm{},u_m)`$ be a solution of the $`m`$-th $`(G,\tau )`$-system, and $`E`$ a trivialization of the corresponding Lax pair. To prove (iii), it suffices to find $`h(z,\lambda )`$ so that $`g=Eh^1`$ is holomorphic in $`z𝒪`$. Since we want

$$g^1dg=h\left(\underset{j=1}{\overset{m}{}}(\lambda ^j1)u_jdz+(\lambda ^j1)\tau (u_j)d\overline{z}\right)h^1dhh^1$$

has no $`d\overline{z}`$ term, we must solve $`h`$ from

$$h^1h_{\overline{z}}=\underset{j=1}{\overset{m}{}}(\lambda ^j1)\tau (u_j).$$

Since the right hand side lies in $`_+(𝒢)`$, $`h(z,)`$ lies in $`L_+(G)`$. Hence

$$g^1dg=\underset{j=1}{\overset{m}{}}(\lambda ^j1)hu_jh^1dz.$$

Hence $`g`$ is holomorphic in $`z`$ and $`g^1g_z`$ is of the form $`_{jm}h_j(z)\lambda ^j`$. ∎

It is proved in  that finite type solutions arise from constant normalized potential. We give a brief explanation next. Let $`\xi L(𝒢)`$, and $`H=\mathrm{exp}(z\xi (\lambda ))`$. So $`H^1H_z=\xi (\lambda )`$, $`H^1H_{\overline{z}}=0`$, and $`H(0,\lambda )=e`$. Factor

(8.2.2)
$$\mathrm{exp}(z\xi )=F(x,y)\varphi (x,y),\mathrm{with}F(x,y)L_e(U),\varphi (x,y)L(G),$$

where $`z=x+iy`$. Then

$$H\xi H^1=\mathrm{exp}(z\xi )\xi \mathrm{exp}(z\xi )=\xi =F\varphi \xi \varphi ^1F^1.$$

This implies that

(8.2.3)
$$F^1\xi F=\varphi \xi \varphi ^1.$$

Differentiate (8.2.2) to get $`\xi dz=\varphi ^1F^1dF\varphi +\varphi ^1d\varphi `$. So we have

$$\varphi \xi \varphi ^1dz=F^1dF+d\varphi \varphi ^1.$$

Hence

$$F^1dF=p_1(\varphi \xi \varphi ^1(dx+idy)),$$

where $`p_1`$ is the projection of $`(𝒢)`$ to $`_e(𝒰)`$. By (8.2.3), we get

$$F^1dF=p_1(F^1\xi F(dx+idy)).$$

But $`d(F^1\xi F)=[F^1\xi F,F^1dF]`$. So we have

$$d(F^1\xi F)=[F^1\xi F,p_1(F^1\xi F(dx+idy))].$$

Or equivalently,

(8.2.4)
$$\{\begin{array}{cc}(F^1\xi F)_x=[F^1\xi F,p_1(F^1\xi F)],\hfill & \\ (F^1\xi F)_y=[F^1\xi F,p_1(\sqrt{1}F^1\xi F)].\hfill & \end{array}$$

Let $`\xi (\lambda )=\lambda ^{dm}V(\lambda )`$. Then (8.2.4) becomes

(8.2.5)
$$\{\begin{array}{cc}(F^1VF)_x=[F^1VF,p_1(\lambda ^{dm}F^1VF)],\hfill & \\ (F^1VF)_y=[F^1VF,p_1(\sqrt{1}\lambda ^{dm}F^1VF)].\hfill & \end{array}$$

Let

$$\eta =F^1VF.$$

Then 8.2.5 becomes

(8.2.6)
$$\{\begin{array}{cc}\eta _x=[\eta ,p_1(\lambda ^{dm}\eta )],\hfill & \\ \eta _y=[\eta ,p_1(i\lambda ^{dm}\eta )].\hfill & \end{array}$$

Note that this equation leaves the following finite dimensional submanifold of $`(𝒢)`$ invariant:

$$𝒱𝓈_d=\left\{\eta (𝒢)\right|\eta (\lambda )=\underset{|j|d}{}\eta _j\lambda ^j\}.$$

Hence given $`V`$ in $`𝒱𝓈_d`$, we can solve the ODE system ((8.2.6)) to get $`\eta (x,y)`$ such that $`\eta (0,0)=V`$. System (8.2.6) is solvable if $`p_1(\lambda ^{dm}\eta dz)`$ is flat. So there exists $`F(x,y)L_e(U)`$ such that

$$F^1dF=p_1(\lambda ^{dm}\eta dz),$$

i.e., $`F`$ is a trivialization of the Lax pair of a solution of the normalized $`m`$-th $`(G,\tau )`$-system. This is the method of constructing finite type solutions developed by Pinkall and Sterling in  and Burstall, Ferus, Pedit and Pinkall in .

All local solutions can also be constructed from meromorphic data $`\mu `$ that are polynomial in $`\lambda ^1`$. To explain this, we need

###### Theorem 8.2.2.

(). With the same notation as in Theorem 8.2.1, then there exists a discrete set $`S𝒪`$ such that for $`z𝒪S`$, $`H`$ can be factored as

$$H(z,\lambda )=g_{}(z,\lambda )g_+(z,\lambda )$$

with $`g_{}(z,)L_{}^\tau (G)`$ and $`g_+(z,)L_+^\tau (G)`$ via the Gauss loop group factorization. Moreover,

1. $`g_{}(z,\lambda )`$ is holomorphic in $`z𝒪S`$ and has poles at $`zS`$,
2. $`g_{}^1dg_{}=_{j=1}^m\lambda ^j\eta _j(z)dz`$ for some $`𝒢`$-valued meromorphic map $`\eta _j`$ on $`𝒪`$.

Note that if we factor $`g_{}`$ via the Iwasawa loop group factorization (Theorem 4.2.5), then the $`L_e(U)`$ factor of $`g_{}`$ is the same $`E`$ constructed in Theorem 8.2.1. This follows from

$$g_{}=Hg_+^1=E\varphi g_+^1=E(\varphi g_+^1).$$

The converse is also true. In fact, we have

###### Corollary 8.2.3.

Let $`\mu (\lambda ,z)=_{j=1}^m\lambda ^j\eta _j(z)`$ such that $`\eta _j`$ are meromorphic. If there exists $`h(z,\lambda )`$ satisfying $`h^1dh/dz=\mu `$, then the $`L_e(U)`$-factor $`E(z,)`$ of $`h(z,)`$ is a trivialization of some solution $`f_\mu =(f_1,\mathrm{},f_m)`$ of the $`m`$-th $`(G,\tau )`$-system, i.e.,

$$E^1dE=\underset{j=1}{\overset{m}{}}(\lambda ^j1)f_j(z)dz+(\lambda ^j1)\tau (f_j)d\overline{z}.$$

Moreover, every local solution of the $`m`$-th $`(G,\tau )`$-system can be constructed this way.

The $`1`$-form $`\mu (z,\lambda )=_{j=1}^m\eta _j(z)\lambda ^j`$ is called the meromorphic potential or the normalized potential. However, for general normalized potential $`\mu `$ the solution $`f_\mu `$ might have singularities. An important problem is to identify meromorphic potentials $`\mu `$ so that the corresponding solution $`f_\mu `$ of the $`m`$-th $`(G,\tau )`$-system can be extended to a complete surface. Burstall and Guest  have identified $`\mu `$’s that give rise to harmonic maps with finite uniton number. We explain some of their results next.

Burstall and Guest noted that if $`\mu =\lambda ^1h(z)`$ is nilpotent and $`h(z)`$ has no simple poles, then the equation

(8.2.7)
$$\{\begin{array}{cc}H^1H_z=\lambda ^1h(z),\hfill & \\ H^1H_{\overline{z}}=0\hfill & \end{array}$$

can be solved by integrations. We use $`G=SL(n,)`$ to explain this. Let $`𝒩`$ denote the strictly upper triangular matrices in $`sl(n,)`$, and $`h:𝒪𝒩`$ meromorphic. To solve (8.2.7), we may assume

$$H(z,\lambda )=I+b_1(z)\lambda ^1+b_2(z)\lambda ^2+\mathrm{}$$

with meromorphic $`b_j`$’s. Equate coefficients of $`\lambda ^j`$ to get

$$(b_1)_z=h,(b_2)_z=b_1h,(b_3)_z=b_2h,\mathrm{}.$$

Since $`𝒩^n=0`$, if we assume that $`h(z)`$ has no simple poles and the initial data $`b_j(0)=0`$ then $`b_1,\mathrm{},b_{n1}`$ can be solved by integration, $`b_j=0`$ for all $`jn`$, and $`H(z,\lambda )`$ is a polynomial of degree $`n1`$ in $`\lambda ^1`$. Motivated by this computation and Uhlenbeck’s finite uniton solutions, they make the following definition:

###### Definition 8.2.4.

A harmonic map $`s`$ from a Riemann surface $`M`$ to $`U`$ is said to have finite uniton number if there is a meromorphic $`h:M𝒢`$ such that (8.2.7) has a solution $`H(z,\lambda )`$ satisfying the following conditions:

1. $`H(z,\lambda )`$ is meromorphic in $`zM`$ and a polynomial in $`\lambda `$ and $`\lambda ^1`$,
2. $`s=E(,1)`$, where $`E(z,)`$ is the $`L_e(U)`$-component of the Iwasawa factorization of $`H(z,)`$.

In other words, $`s`$ is the harmonic map constructed from the normalized potential $`\mu =\lambda ^1h(z)`$.

###### Theorem 8.2.5.

(). If $`M`$ is a Riemann surface and $`s:MU`$ is harmonic map with finite uniton number, then there exists a complex extended solution $`H`$ (associated to $`s`$) of the form

$$H(z,\lambda )=\mathrm{exp}(\lambda ^1b_1(z)+\mathrm{}+\lambda ^rb_r(z)),$$

where $`b_1,\mathrm{},b_r`$ are meromorphic maps from $`M`$ to the nilpotent subalgebra $`𝒩`$ of the Iwasawa decomposition $`𝒢=𝒦+𝒜+𝒩`$. Moreover,

1. integer $`r`$ can be computed in terms of root system of $`G`$,
2. the maps $`b_2,\mathrm{},b_r`$ satisfies a meromorphic ordinary differential equation, which can be solved by quadrature for any choice of $`b_1`$.

In fact, the normalized potential $`\mu `$ corresponding to the harmonic map constructed by Theorem 8.2.5 is $`\mu =\lambda ^1(b_1)_z`$.

### 8.3. Some comparisons

Let $`G`$ be a complex, semi-simple Lie group, and $`U`$ the maximal compact subgroup of $`G`$, and $`\tau `$ the corresponding involution with fixed point $`U`$. We have discussed the constructions of solutions of soliton equations in the $`U`$-hierarchy in Chapter 6 and of equations in the $`(G,\tau )`$-hierarchy in section 7.2. Loop group factorizations are used in both cases. In this section, we give a summary and some comparisons of these constructions of solutions for the two hierarchies. To make the exposition easier to follow, we will not give references in this section (for references see previous sections).

Let $`𝒜`$ be a maximal abelian subalgebra of $`𝒰`$, and $`a𝒜`$ a regular element. For the $`U`$-hierarchy defined by $`a`$, the data we use to construct solutions for the $`(b,j)`$-flow in the $`𝒰`$-hierarchy of soliton equations is one of the following types of maps:

1. $`f`$ is a holomorphic map from a neighborhood of $`\lambda =\mathrm{}`$ in $`S^2=\{\mathrm{}\}`$ to $`G`$ that satisfies the $`U`$-reality condition, $`\tau (f(\overline{\lambda }))=f(\lambda )`$, and $`f(\mathrm{})=\mathrm{I}`$,
2. $`f:G`$ is smooth, has an asymptotic expansion at $`\mathrm{}`$, $`f(\mathrm{})=\mathrm{I}`$, $`f`$ is the boundary value of a holomorphic map on the upper half plane, and $`f_b`$ is rapidly decaying at infinity, where $`f=f_uf_b`$ is the pointwise Iwasawa factorization of $`G=UB`$, i.e., $`f_uU`$ and $`f_bB`$,
3. $`f=f_1f_2`$, where $`f_1:S^2=\{\mathrm{}\}G`$ is a rational map of type (i) and $`f_2`$ is of type (ii),
4. $`f=f_1f_2`$, where $`f_1`$ is of type (i) and $`f_2`$ is of type (ii).

To construct solutions, we start with an $`f`$ of type (i), (ii), (iii), or (iv), then factor $`f^1e_{a,1}(x)e_{b,j}(t)`$ as $`E(x,t)m(x,t)^1`$ with $`E(x,t)\mathrm{\Lambda }_+^\tau (G)`$ and $`m(x,t)`$ of type (i), (ii), (iii) or (iv) accordingly, where $`e_{\xi ,j}(t)=e^{\xi \lambda ^jt}`$. Then

$$u^f(x,t)=[a,m_1(x,t)]$$

is a solution of the $`(b,j)`$-flow in the $`U`$-hierarchy, where $`m_1(x,t)`$ is the coefficient of $`\lambda ^1`$ in the expansion of $`m(x,t)(\lambda )`$ at $`\lambda =\mathrm{}`$:

$$m(x,t,\lambda )\mathrm{I}+m_1(x,t)\lambda ^1+\mathrm{}.$$

Moreover, we know:

1. $`u^f=u^g`$ if and only if $`f=hg`$ for some $`A`$-valued map $`h`$.
2. $`u^f`$ is a local real analytic solution if $`f`$ is of type (i).
3. If $`f`$ is of type (iii), then $`u^f(x,t)`$ is a solution defined for all $`(x,t)^2`$ and is rapidly decaying in $`x`$ for each fixed $`t`$. The space of such solutions $`u^f`$ is open and dense in the space of all rapidly decaying solutions.
4. If $`u`$ is a finite gap solution (an algebraic geometric solution described by theta functions), then there exists an $`f`$ of type (i) such that $`f^1af`$ is a polynomial in $`\lambda ^1`$ and $`u=u^f`$.
5. If $`f`$ is of type (i) and is a rational map from $`S^2`$ to $`G`$, then $`u^f`$ is a pure soliton solution.

For the normalized $`m`$-th $`(G,\tau )`$-system, we start with meromorphic potential $`\mu (z,\lambda )=_{j=1}^m\eta _j(z)\lambda ^jdz`$. There are two steps to construct a solution:

Step 1. Find a solution $`H(z,\lambda )`$ of $`H^1dH=\mu `$ that is smooth for all $`\lambda S^1`$ and meromorphic in $`z𝒪`$.

Step 2. Factor $`H`$ as $`F\varphi `$ with $`FL_e(U)`$ and $`\varphi L_+(G)`$. Then $`F^1F_z`$ is of the form $`_{j=1}^m(\lambda ^j1)v_i`$ for some $`v_1,\mathrm{},v_m`$. Hence

$$v_\mu =(v_1,\mathrm{},v_m),s_\mu =F(,1)$$

are a solution of the normalized $`m`$-th $`(G,\tau )`$-system and a harmonic map from $`𝒪`$ to $`U`$ respectively.

For the first normalized $`(G,\tau )`$-system, to go beyond solutions with finite uniton numbers we note that:

1. There is no simple condition on $`\mu `$ to guarantee that Step 1 can be done.
2. Every local smooth solution can be constructed from some $`\mu `$. However, in general, there is no canonical choice of $`\mu `$.
3. One of the main open problems is to identify the set of $`\mu `$ so that $`s_\mu `$ can be extended to a harmonic map on a closed surface.