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# Correspondence theorems for hierarchies of equations of pseudo-spherical type

## 1 Introduction

The class of equations of pseudo-spherical type (or “describing pseudo-spherical surfaces”) was introduced by S.S. Chern and K. Tenenblat  in 1986, motivated by the following observation by Sasaki : the graphs of generic —in a sense to be made precise in Section 2— solutions of equations integrable by the Ablowitz, Kaup, Newell, and Segur (AKNS) inverse scattering approach can be equipped, whenever their associated linear problems are real, with Riemannian metrics of constant Gaussian curvature equal to $`1`$. Chern and Tenenblat then called an equation $`\mathrm{\Xi }=0`$ of pseudo-spherical type if the graphs of generic solutions of $`\mathrm{\Xi }=0`$ can be equipped with Riemannian (or Lorentzian) metrics of constant Gaussian curvature $`1`$. The precise definition is given in Section 2.

The importance of this structure for differential equations, and specially for the theory of integrable systems, arises from several facts. First, some of their fundamental properties, such as the existence of conservation laws, symmetries, and Bäcklund transformations, can be understood by geometrical means . Second, these equations are the integrability condition of $`sl(2,𝐑)`$–valued linear problems (Sasaki , Chern and Tenenblat  and Section 2 below), and therefore one can try to obtain solutions for them using a scattering/inverse scattering approach . Third, one can obtain new analytical results motivated by geometrical characteristics of pseudo-spherical surfaces. For example, inspired by the well–known observation that two surfaces of constant Gaussian curvature equal to $`1`$ are locally indistinguishable, Kamran and Tenenblat  and the present author  have showed that, if $`\mathrm{\Xi }=0`$ and $`\widehat{\mathrm{\Xi }}=0`$ are of pseudo-spherical type and $`u(x,t)`$ and $`\widehat{u}(\widehat{x},\widehat{t})`$ are generic solutions of $`\mathrm{\Xi }=0`$ and $`\widehat{\mathrm{\Xi }}=0`$ respectively, one can relate $`u(x,t)`$ and $`\widehat{u}(\widehat{x},\widehat{t})`$ by integrating first order systems of equations —thereby strongly extending Bäcklund’s  theorem— and one can obtain a formula for $`\widehat{u}(\widehat{x},\widehat{t})`$ in terms of the function $`u(x,t)`$.

Now, an aspect of the theory of integrable systems which appears to have been little studied from a geometrical point of view is the fact that, as stressed for instance, by Faddeev and Takhtajan , evolution equations $`u_t=F`$ which are the integrability condition of a non–trivial one–parameter family of linear problems

$$v_x=Xv,v_t=Tv,$$
(1)
in which $`X`$ and $`T`$ are, say, $`sl(2,𝐑)`$–valued functions of $`u`$ and a finite number of its derivatives, are members of infinite hierarchies of evolution equations $`u_{\tau _n}=F_n`$ possessing the following characteristics: (a) they generate a hierarchy of commuting flows, (b) they are also integrability conditions of a non–trivial one–parameter families of linear problems, and (c) they share with the given equation the “space” part of the linear problem (1), that is, their associated linear problems are of the form

$$v_x=Xv,v_{\tau _n}=T_nv.$$

One wonders if these facts have counterparts in the class of equations considered by Chern and Tenenblat: can one can define hierarchies of evolutionary equations describing pseudo-spherical surfaces, and do these “hierarchies of pseudo-spherical type” possess the characteristics (a), (b) and (c) mentioned in the last paragraph? Moreover, can one generalize to this new setting the correspondence theorems between solutions of single equations of pseudo-spherical type  which were cited above? This paper is devoted to answering these two questions. Hierarchies of pseudo-spherical type are introduced in Section 3 (a preliminary definition appeared in ) and it is shown that they do satisfy (a), (b) and (c) above. In particular, they do generate families of mutually commuting flows. Next, it is proven in Section 4 that there exist correspondences between solutions of any two hierarchies of equations of pseudo-spherical type, generalizing the results of . As an example, it is shown at the end of Section 4 how one can relate solutions of the KdV hierarchy to solutions of a hierarchy of linear equations.

Some of the results appearing in  and this paper were announced at the 2000 NSF–CBMS Conference on the Geometrical Study of Differential Equations  and more recently in .

## 2 Equations of pseudo-spherical type

###### Definition 1.

A two-dimensional manifold $`M`$ is called a pseudo-spherical surface if there exist one-forms $`\overline{\omega }^1,\overline{\omega }^2,\overline{\omega }^3`$ on $`M`$ that satisfy the independence condition $`\overline{\omega }^1\overline{\omega }^20`$, and the structure equations

$$d\overline{\omega }^1=\overline{\omega }^3\overline{\omega }^2,d\overline{\omega }^2=\overline{\omega }^1\overline{\omega }^3,d\overline{\omega }^3=\overline{\omega }^1\overline{\omega }^2.$$
(2)
Thus, if $`M`$ is pseudo-spherical, it is equipped with the Riemannian metric $`ds^2=(\overline{\omega }^1)^2+(\overline{\omega }^2)^2`$, the corresponding torsion–free metric connection one–form is $`\overline{\omega }^3`$, and its Gaussian curvature is $`1`$.

Hereafter, partial derivatives $`^{n+m}u/x^nt^m`$, $`n,m0`$, are denoted by $`u_{x^nt^m}`$.

###### Definition 2.

A scalar differential equation

$$\mathrm{\Xi }(x,t,u,u_x,\mathrm{},u_{x^nt^m})=0,$$
(3)
in two independent variables $`x,t`$ is of pseudo-spherical type (or, it describes pseudo-spherical surfaces) if there exist one-forms $`\omega ^\alpha `$,

$$\omega ^\alpha =f_{\alpha 1}(x,t,u,\mathrm{},u_{x^rt^p})dx+f_{\alpha 2}(x,t,u,\mathrm{},u_{x^st^q})dt,\alpha =1,2,3$$
(4)
whose coefficients $`f_{\alpha \beta }`$ are differential functions, such that the one–forms $`\overline{\omega }^\alpha =\omega ^\alpha (u(x,t))`$ satisfy the structure equations $`(\text{2})`$ whenever $`u=u(x,t)`$ is a solution to Equation $`(\text{3})`$.

Recall that a differential function is a smooth function which depends on $`x,t`$, and a finite number of derivatives of $`u`$ ; the trivial case when the functions $`f_{\alpha \beta }`$ all depend only on $`x,t`$, is excluded from the considerations below.

###### Example 1.

Burgers’ equation $`u_t=u_{xx}+uu_x+h^{}(x)`$ is an equation of pseudo-spherical type. Associated one–forms $`\omega ^\alpha `$ are

$`\omega ^1`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}u{\displaystyle \frac{\beta }{\eta }}\right)dx+\left({\displaystyle \frac{1}{2}}u_x+{\displaystyle \frac{1}{4}}u^2+{\displaystyle \frac{1}{2}}h(x)\right)dt,`$
$`\omega ^2`$ $`=`$ $`\omega ^3=\eta dx+\left({\displaystyle \frac{\eta }{2}}u+\beta \right)dt,`$
in which $`\eta 0`$ is a parameter, and $`\beta `$ is a solution of the equation $`\beta ^2\eta \beta _x+(\eta ^2/2)h(x)=0`$.

The expression “PSS equation” will be sometimes utilized below instead of the more formal phrase “equation of pseudo-spherical type”.

###### Definition 3.

Let $`\mathrm{\Xi }=0`$ be a PSS equation with associated one–forms $`\omega ^\alpha `$, $`\alpha =1,2,3`$. A solution $`u(x,t)`$ of $`\mathrm{\Xi }=0`$ is $`I`$–generic if $`(\omega ^3\omega ^2)(u(x,t))0`$, $`II`$–generic if $`(\omega ^1\omega ^3)(u(x,t))0`$, and $`III`$–generic if $`(\omega ^1\omega ^2)(u(x,t))0`$.

For instance (see Example 1) the traveling wave $`u(x,t)=2\mathrm{e}^{x+t}/(1+\mathrm{e}^{x+t})`$ is a $`III`$–generic solution of Burgers equation if $`h(x)=0`$, but it is not $`I`$–generic. These genericity notions allow one to interpret Definition 2 geometrically as follows:

###### Proposition 1.

Let $`\mathrm{\Xi }=0`$ be a PSS equation with associated one–forms $`\omega ^\alpha `$, let $`u(x,t)`$ be a solution of $`\mathrm{\Xi }=0`$, and set $`\overline{\omega }^\alpha =\omega ^\alpha (u(x,t))`$.

(a) If $`u(x,t)`$ is $`I`$–generic, $`\overline{\omega }^2`$ and $`\overline{\omega }^3`$ determine a Lorentzian metric of Gaussian curvature $`K=1`$ on the domain of $`u(x,t)`$, with connection one–form given by $`\overline{\omega }^1`$.

(b) If $`u(x,t)`$ is $`II`$–generic, $`\overline{\omega }^1`$ and $`\overline{\omega }^3`$ determine a Lorentzian metric of Gaussian curvature $`K=1`$ on the domain of $`u(x,t)`$, with connection one–form given by $`\overline{\omega }^2`$.

(c) If $`u(x,t)`$ is $`III`$–generic, $`\overline{\omega }^1`$ and $`\overline{\omega }^2`$ determine a Riemannian metric of Gaussian curvature $`K=1`$ on the domain of $`u(x,t)`$, with connection one–form given by $`\overline{\omega }^3`$.

Proposition 1 is proven in . It follows from considering the structure equations of a surface equipped with a metric of signature $`(1,ϵ)`$, $`ϵ=\pm 1`$ which appear, for example, in .

The invariance properties of the structure equations (2) are spelled out in the following straightforward proposition:

###### Proposition 2.

Let $`\omega ^\alpha `$, $`\alpha =1,2,3`$, be one–forms whose coefficients are differential functions. Let $`u(x,t)`$ be a smooth function, and set $`\overline{\omega }^\alpha =\omega ^\alpha (u(x,t))`$. The structure equations

$$d\overline{\omega }^1=\overline{\omega }^3\overline{\omega }^2,d\overline{\omega }^2=\overline{\omega }^1\overline{\omega }^3,\text{ and }d\overline{\omega }^3=\overline{\omega }^1\overline{\omega }^2,$$
(5)
are invariant under the transformations

$$\widehat{\omega }^1=\overline{\omega }^1\mathrm{cos}\overline{\rho }+\overline{\omega }^2\mathrm{sin}\overline{\rho },\widehat{\omega }^2=\overline{\omega }^1\mathrm{sin}\overline{\rho }+\overline{\omega }^2\mathrm{cos}\overline{\rho },\widehat{\omega }^3=\overline{\omega }^3+d\overline{\rho };$$
(6)
$$\widehat{\omega }^1=\overline{\omega }^1\mathrm{cosh}\overline{\rho }\overline{\omega }^3\mathrm{sinh}\rho ,\widehat{\omega }^2=\overline{\omega }^2+d\overline{\rho },\widehat{\omega }^3=\overline{\omega }^1\mathrm{sinh}\overline{\rho }+\overline{\omega }^3\mathrm{cosh}\overline{\rho };$$
(7)
and

$$\widehat{\omega }^1=\overline{\omega }^1+d\overline{\rho },\widehat{\omega }^2=\overline{\omega }^2\mathrm{cosh}\overline{\rho }+\overline{\omega }^3\mathrm{sinh}\overline{\rho },\widehat{\omega }^3=\overline{\omega }^2\mathrm{sinh}\overline{\rho }+\overline{\omega }^3\mathrm{cosh}\overline{\rho };$$
(8)
in which $`\rho `$ is any differential function and $`\overline{\rho }=\rho (u(x,t))`$.

The geometric interpretation of Equations (6)–(8) follow from Proposition 1. Indeed, if $`\mathrm{\Xi }=0`$ is a PSS equation with associated one–forms $`\omega ^\alpha `$, $`\alpha =1,2,3`$, and $`u(x,t)`$ is a $`III`$–generic solution of $`\mathrm{\Xi }=0`$, (6) is simply the transformation induced on the one–forms $`\overline{\omega }^\alpha `$, $`\alpha =1,2,3`$ by a rotation of the moving orthonormal frame dual to the coframe $`\{\overline{\omega }^1,\overline{\omega }^2\}`$. Analogously, if $`u(x,t)`$ is $`II`$–generic, (7) is the transformation induced on the one–forms $`\overline{\omega }^\alpha `$ by a Lorentz boost of the moving frame dual to the coframe $`\{\overline{\omega }^1,\overline{\omega }^3\}`$, and if $`u(x,t)`$ is $`I`$–generic, (8) is the transformation induced on the one–forms $`\overline{\omega }^\alpha `$ by a Lorentz boost of the moving frame dual to the coframe $`\{\overline{\omega }^2,\overline{\omega }^3\}`$.

###### Remark 1.

A very careful analysis of the invariance properties of pseudo–Riemannian surfaces of constant scalar curvature and their relation with classical Bäcklund transformations has been made by Crampin, Hodgkin, Robinson, and McCarthy in .

As pointed out in the Introduction, equations of pseudo-spherical type are of interest because, for instance, their conservation laws, symmetries, and classical Bäcklund transformations can be studied from a geometrical point of view . For this paper it is important to stress that if $`\mathrm{\Xi }=0`$ describes pseudo-spherical surfaces, it is the integrability condition of a $`sl(2,𝐑)`$–valued linear problem. In fact, it is not hard to see that if $`\mathrm{\Xi }(x,t,u,\mathrm{})=0`$ is a PSS equation with associated one–forms $`\omega ^\alpha `$, $`\alpha =1,2,3`$, the $`sl(2,𝐑)`$–valued linear problem

$$\frac{v}{x}=Xv,\frac{v}{t}=Tv,$$
(9)
in which $`X`$ and $`T`$ are determined by the $`sl(2,𝐑)`$–valued one–form

$$\mathrm{\Omega }=Xdx+Tdt=\frac{1}{2}\left(\begin{array}{cc}\omega ^2\hfill & \hfill \omega ^1\omega ^3\\ \omega ^1+\omega ^3\hfill & \hfill \omega ^2\end{array}\right),$$
(10)
is integrable whenever $`u(x,t)`$ is a solution to $`\mathrm{\Xi }=0`$. In other words, the structure equations (2) imply that the matrix equation

$$\frac{X}{t}\frac{T}{x}+[X,T]=0$$
(11)
is identically satisfied whenever $`u(x,t)`$ is a solution of $`\mathrm{\Xi }=0`$. It follows then that one may hope to study PSS equations via scattering/inverse scattering techniques. An interesting example is provided by the equation

$$\{u_t[\alpha g(u)+\beta ]u_x\}_x=g^{}(u),$$

in which $`g(u)`$ satisfies $`g^{\prime \prime }+\mu g=\theta `$, and $`\mu ,\theta ,\alpha ,\beta `$ are real numbers. M. Rabelo proved in 1989 (see ) that (2) is of pseudo-spherical type with associated one–forms

$$\omega ^1=\zeta u_xdx+\zeta (\alpha g+\beta )u_xdt,\omega ^2=\eta dx+((\zeta ^2g\theta )/\eta +\beta \eta )dt\omega ^3=(\zeta g^{}/\eta )dt,$$

in which $`\zeta ^2=\alpha \eta ^2\mu `$. Beals, Rabelo and Tenenblat  then used the corresponding linear problem (9) and (10) to solve (2) by scattering/inverse scattering methods.

###### Remark 2.

It is a classical observation in integrable systems  that one can interpret Equations (9)–(11) in terms of an $`SL(2,𝐑)`$ connection: consider a principal fiber bundle $`U\times SL(2,𝐑)U`$, in which $`U`$ is the space of independent variables $`(x,t)`$. Then, the $`sl(2,𝐑)`$–valued one–form $`\mathrm{\Omega }`$ defined in (10) —and satisfying (11) whenever $`u(x,t)`$ is a solution to the equation $`\mathrm{\Xi }=0`$— can be thought of as a flat connection on the principal bundle $`U\times SL(2,𝐑)U`$, and the linear problem (9) as determining a covariantly constant section $`v(x,t)`$ on a trivial vector bundle $`U\times VU`$ associated to the bundle $`U\times SL(2,𝐑)`$, in which $`V`$ is some two–dimensional vector space. This interpretation is of importance in the study of transformations of solutions to equations of pseudo-spherical type .

Now, an important idea in the study of integrable systems is (Faddeev and Takhtajan ) that an equation $`\mathrm{\Xi }=0`$ is not just the integrability condition of a linear problem $`dv=\mathrm{\Omega }v`$, but that the “zero curvature equation” $`X_tT_x+[X,T]=0`$ is equivalent to $`\mathrm{\Xi }=0`$. It is precisely under this assumption that nonlinear equations which are the integrability condition of linear problems have been found from geometrical considerations, see for example the papers by Bobenko , Lund and Regge , Lund , Reyes , and the monograph  by K. Tenenblat. A crucial problem —which in its full generality is still open— is to formalize this equivalence within the context of PSS equations. If $`\mathrm{\Xi }=0`$ is a $`k^{\mathrm{th}}`$ order evolution equation, $`\mathrm{\Xi }=u_tF(x,t,u,\mathrm{},u_{x^k})`$, one proceeds thus :

Consider the differential ideal $`I_F`$ generated by the two–forms

$$dudx+F(x,t,u,\mathrm{},u_{x^k})dxdt,du_{x^l}dtu_{x^{l+1}}dxdt,\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}1}lk1,$$

on a manifold $`J`$ with coordinates $`x,t,u,u_x,\mathrm{},u_{x^k}`$. Then, local solutions of $`u_t=F`$ correspond to integral submanifolds of the exterior differential system $`\{I_F,dxdt\}`$. One says that $`u_t=F`$ is strictly pseudo-spherical if the ideal $`I_F`$ is algebraically equivalent to a system of differential forms satisfying the pseudo-spherical structure equations if pulled back by local solutions of $`u_t=F`$:

###### Definition 4.

An evolution equation $`u_t=F(x,t,u,\mathrm{},u_{x^k})`$ is strictly pseudo-spherical if there exist one–forms $`\omega ^\alpha =f_{\alpha 1}dx+f_{\alpha 2}dt`$, $`\alpha =1,2,3`$, whose coefficients $`f_{\alpha \beta }`$ are smooth functions on $`J`$, such that the two–forms

$$\mathrm{\Omega }_1=d\omega ^1\omega ^3\omega ^2,\mathrm{\Omega }_2=d\omega ^2\omega ^1\omega ^3,\mathrm{\Omega }_3=d\omega ^3\omega ^1\omega ^2,$$
(12)
generate $`I_F`$.

It follows that if $`u_t=F`$ is strictly pseudo-spherical, it is necessary and sufficient for the structure equations $`\mathrm{\Omega }_\alpha =0`$ to hold. Definition 4 will provide some important motivation for the constructions appearing in the following section. The following lemma, proven in , will also be of interest:

###### Lemma 1.

Necessary and sufficient conditions for the $`k^{\mathrm{th}}`$ order evolution equation $`u_t=F`$ to be strictly pseudo-spherical with associated differential functions $`f_{\alpha \beta }`$ are the conjunction of

(a) The functions $`f_{\alpha \beta }`$ satisfy the constraints:

$$f_{\alpha 1,u_{x^a}}=0,f_{\alpha 2,u_{x^k}}=0,f_{11,u}^2+f_{21,u}^2+f_{31,u}^20,$$
(13)
in which $`a1`$ and $`\alpha =1,2,3`$; and

(b) The following identities hold:

$`f_{11,u}F+{\displaystyle \underset{i=0}{\overset{k1}{}}}u_{x^{i+1}}f_{12,u_{x^i}}+f_{21}f_{32}f_{31}f_{22}+f_{12,x}f_{11,t}`$ $`=`$ $`0,`$ (14)
$`f_{21,u}F+{\displaystyle \underset{i=0}{\overset{k1}{}}}u_{x^{i+1}}f_{22,u_{x^i}}+f_{12}f_{31}f_{11}f_{32}+f_{22,x}f_{21,t}`$ $`=`$ $`0,\text{ and}`$ (15)
$`f_{31,u}F+{\displaystyle \underset{i=0}{\overset{k1}{}}}u_{x^{i+1}}f_{32,u_{x^i}}+f_{21}f_{12}f_{11}f_{22}+f_{32,x}f_{31,t}`$ $`=`$ $`0.`$ (16)
## 3 Hierarchies of equations of pseudo-spherical type

One considers an affine space equipped with coordinates $`(x,t,\tau _1,\tau _2,\mathrm{})`$. The independent variable $`t`$ will be also denoted by $`\tau _0`$ in what follows; moreover, in this section and henceforth a differential function will be a smooth function depending on a finite number of variables $`x,t,\tau _1,\tau _2,\mathrm{}`$, $`u`$, and a finite number of $`x`$–derivatives of $`u`$.

Hierarchies of evolution equations $`u_{\tau _i}=F_i`$, $`i0`$, which describe pseudo-spherical surfaces are introduced thus:

###### Definition 5.

Let $`u_{\tau _i}=F_i`$, $`i0`$, be a countable number of evolutionary equations, in which $`F_i`$, $`i0`$, are differential functions. These equations form a hierarchy of equations describing pseudo-spherical surfaces (or, a hierarchy of pseudo-spherical type) if there exist differential functions $`f_{\alpha \beta }`$ and $`h_{\alpha i}`$ $`(\alpha =1,2,3;\beta =1,2;i1)`$, such that for each $`n0`$, the one–forms $`\mathrm{\Theta }_\alpha ^{[n]}`$ given by

$$\mathrm{\Theta }_\alpha ^{[n]}=f_{\alpha 1}dx+f_{\alpha 2}dt+\underset{i=1}{\overset{n}{}}h_{\alpha i}d\tau _i,\alpha =1,2,3,$$
(17)
satisfy the equations

$$d_H\mathrm{\Theta }_1^{[n]}=\mathrm{\Theta }_3^{[n]}\mathrm{\Theta }_2^{[n]},d_H\mathrm{\Theta }_2^{[n]}=\mathrm{\Theta }_1^{[n]}\mathrm{\Theta }_3^{[n]},d_H\mathrm{\Theta }_3^{[n]}=\mathrm{\Theta }_1^{[n]}\mathrm{\Theta }_2^{[n]}.$$
(18)
In (18), the exterior derivative $`d_H\mathrm{\Theta }_\alpha ^{[n]}`$ is computed by means of

$$d_Hg=D_xgdx+\underset{i=0}{\overset{n}{}}D_{\tau _i}gd\tau _i\text{ and }d_H(dx)=d_H(d\tau _i)=0$$
(19)
for any differential function $`g`$ and $`i0`$, in which the operators $`D_x`$, $`D_{\tau _i}`$, $`i0`$, are given by

$$D_x=\frac{}{x}+\underset{j=0}{\overset{\mathrm{}}{}}u_{x^{j+1}}\frac{}{u_{x^j}},\text{ and }D_{\tau _i}=\frac{}{\tau _i}+\underset{j=0}{\overset{\mathrm{}}{}}(D_x^jF_i)\frac{}{u_{x^j}}.$$
(20)
Two examples of hierarchies of pseudo-spherical type are given in the following section. Hereafter, if $`u_{\tau _i}=F_i`$, $`i0`$, is a hierarchy of pseudo-spherical type, $`u_t=F`$ will be called the seed equation, while the equations $`u_{\tau _i}=F_i`$, $`i1`$, will be referred to as the higher equations of the hierarchy.

###### Definition 6.

A local solution of a hierarchy of pseudo-spherical type $`u_{\tau _i}=F_i`$, $`i0`$, is a sequence $`\{u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)\}_{n0}`$ of smooth functions $`u^{[n]}:V^{[n]}𝐑^{n+2}𝐑`$ such that for each $`n0`$,

$`(a)`$ $`u^{[n]}`$ is a solution of the equations $`u_{\tau _i}=F_i`$, $`i=0,\mathrm{},n`$, and

$`(b)`$ $`u^{[n+1]}|_{V^{[n]}}=u^{[n]}`$.

The geometrical meaning of Definition 5 is explored in the next theorem:

###### Theorem 1.

Let $`u_{\tau _i}=F_i`$, $`i0`$, be a hierarchy of pseudo-spherical type with associated one–forms

$$\mathrm{\Theta }_\alpha ^{[n]}=f_{\alpha 1}dx+f_{\alpha 2}dt+\underset{i=1}{\overset{n}{}}h_{\alpha i}d\tau _i,\alpha =1,2,3;n0,$$
(21)
and let the sequence of real–valued smooth functions

$$\{u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)\}_{n0}$$

be an arbitrary solution of the hierarchy $`u_{\tau _i}=F_i`$. For each $`n0`$, let $`V^{[n]}`$ be (an open subset of) the space of independent variables $`(x,t,\tau _1,\mathrm{},\tau _n)`$ contained in the domain of the function $`u^{[n]}`$, and assume that $`V^{[n]}`$ is equipped with a flat pseudo-Riemannian metric of index $`s`$. Assume further that

$$\mathrm{\Theta }_1^{[n]}\mathrm{\Theta }_2^{[n]}(u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n))0$$

on $`V^{[n]}`$. Then, if the index of $`V^{[n]}`$ is $`s=n`$, there exists a two–dimensional immersed Riemannian submanifold $`S`$ of $`V^{[n]}`$ such that

(a) The one–forms

$$\mathrm{\Theta }_1^{[n]}(u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)),\text{ and }\mathrm{\Theta }_2^{[n]}(u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n))$$
(22)
are a moving orthonormal coframe on $`S`$ and the one–form $`\mathrm{\Theta }_3^{[n]}(u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n))`$ is the corresponding Levi–Civita connection one–form.

(b) The induced metric of $`S`$ has constant curvature $`1`$.

(c) The normal bundle of the immersion is flat, that is, the normal curvature of $`S`$ is identically zero.

###### Proof.

The following range of indices will be used in what follows:

$$1A,Bn+2;\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}1}i,j2;\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}3}\alpha ,\beta n+2.$$

Set $`\sigma _A=1`$, except for $`s`$ indices between $`3`$ and $`n+2`$ for which $`\sigma _A=1`$. The structure equations of a two–dimensional manifold $`S`$ immersed in the flat space $`V^{[n]}`$ are

$$d\omega _1=\omega _2\omega _{21},d\omega _2=\omega _1\omega _{12},$$
(23)
together with the Gauss equation

$$d\omega _{12}=\underset{\alpha =3}{\overset{n+2}{}}\sigma _\alpha \omega _{1\alpha }\omega _{\alpha 2},$$
(24)
the Codazzi equations

$$d\omega _{i\alpha }=\underset{j=1}{\overset{2}{}}\omega _{ij}\omega _{j\alpha }+\underset{\beta =3}{\overset{n+2}{}}\sigma _\beta \omega _{i\beta }\omega _{\beta \alpha },$$
(25)
and the Ricci equations

$$d\omega _{\alpha \beta }=\underset{\gamma =3}{\overset{n+2}{}}\sigma _\gamma \omega _{\alpha \gamma }\omega _{\gamma \beta }+\mathrm{\Omega }_{\alpha \beta },$$
(26)
in which

$$\mathrm{\Omega }_{\alpha \beta }=\omega _{\alpha 1}\omega _{1\beta }+\omega _{\alpha 2}\omega _{2\beta }$$
(27)
is the normal curvature of $`S`$. Moreover, the connection one–forms $`\omega _{AB}`$ satisfy

$$\omega _1\omega _{1\alpha }+\omega _2\omega _{2\alpha }=0,\text{ and }\omega _{AB}+\omega _{BA}=0.$$
(28)
Conversely, such an immersed surface exists if there exist one–forms $`\omega _i`$ and $`\omega _{AB}`$ satisfying Equations (23)–(28).

Now, Definition 5 implies that Equations (23) are satisfied if one sets

$`\omega _1=\mathrm{\Theta }_1^{[n]}(u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)),`$ $`\omega _2=\mathrm{\Theta }_2^{[n]}(u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)),`$ (30)
$`\omega _{12}=\mathrm{\Theta }_3^{[n]}(u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)).`$
Moreover, since Equations (28) imply that

$$\omega _{i\alpha }=h_{i1}^\alpha \omega _1+h_{i2}^\alpha \omega _2,\text{ and }h_{ij}^\alpha =h_{ji}^\alpha ,$$
(31)
one can take

$$\omega _{1\alpha }=\frac{1}{\sqrt{n}}\omega _1,\text{ and }\omega _{2\alpha }=\frac{1}{\sqrt{n}}\omega _2,$$
(32)
and define one–forms $`\omega _{\alpha \beta }`$ simply by

$$\omega _{\alpha \beta }=0.$$
(33)
Equation (33) implies that the Ricci equations (26) become $`\mathrm{\Omega }_{\alpha \beta }=0`$, and these equations are identically satisfied because of (32). Also, (32) and (33) imply that the Codazzi equations (25) read

$$d\omega _1=\omega _{12}\omega _2,d\omega _2=\omega _{21}\omega _1,$$

which are precisely Equations (23). Finally, the Gauss equation (24) becomes

$$d\omega _{12}=\underset{\alpha =3}{\overset{n+2}{}}\sigma _\alpha \frac{1}{n}\omega _1(\omega _2)=\frac{1}{n}(\underset{\alpha =3}{\overset{n+2}{}}\sigma _\alpha )\omega _1\omega _2,$$

and this equation holds if one takes

$$\sigma _\alpha =1$$

for all $`\alpha `$, so that the index of the pseudo-Riemannian manifold $`V^{[n]}`$ is $`s=n`$. Thus, Equations (30)–(33) determine an immersed Riemannian surface $`S`$ of constant curvature $`1`$ described by the moving coframe (22), and such that the normal bundle of the immersion is flat. ∎

Theorem 1 is a higher dimensional analog of a straightforward immersion result for single equations of pseudo-spherical type appearing in . An obvious problem that now presents itself is whether there exists a relationship between the hierarchies of pseudo-spherical type considered in this paper and the intrinsic generalizations of two–dimensional integrable equations studied by K. Tenenblat and her co–workers , which are related to immersions of manifolds of constant curvature into higher dimensional space forms. This issue will be considered in a separate work.

The following lemma allows one to prove that each equation $`u_{\tau _i}=F_i`$ of a hierarchy of pseudo-spherical type describes pseudo-spherical surfaces.

###### Lemma 2.

Let $`u_{\tau _i}=F_i`$, $`i0`$, be a hierarchy of pseudo-spherical type with associated one–forms

$$\mathrm{\Theta }_\alpha ^{[n]}=f_{\alpha 1}dx+f_{\alpha 2}dt+\underset{i=1}{\overset{n}{}}h_{\alpha i}d\tau _i,\alpha =1,2,3;n0.$$
(34)
Then, the following four sets of equations hold:

$`\{\begin{array}{ccc}D_tf_{11}+D_xf_{12}& =& f_{31}f_{22}f_{32}f_{21}\\ D_tf_{21}+D_xf_{22}& =& f_{11}f_{32}f_{12}f_{31}\\ D_tf_{31}+D_xf_{32}& =& f_{11}f_{22}f_{12}f_{21}\end{array}`$ (38)
$`\{\begin{array}{ccc}D_{\tau _i}f_{11}+D_xh_{1i}& =& f_{31}h_{2i}h_{3i}f_{21}\\ D_{\tau _i}f_{21}+D_xh_{2i}& =& f_{11}h_{3i}h_{1i}f_{31}\\ D_{\tau _i}f_{31}+D_xh_{3i}& =& f_{11}h_{2i}h_{1i}f_{21}\end{array}`$ (42)
$`\{\begin{array}{ccc}D_{\tau _i}f_{12}+D_th_{1i}& =& f_{32}h_{2i}h_{3i}f_{22}\\ D_{\tau _i}f_{22}+D_th_{2i}& =& f_{12}h_{3i}h_{1i}f_{32}\\ D_{\tau _i}f_{32}+D_th_{3i}& =& f_{12}h_{2i}h_{1i}f_{22}\end{array}`$ (46)
$`\{\begin{array}{ccc}D_{\tau _j}h_{1i}+D_{\tau _i}h_{1j}& =& h_{3i}h_{2j}h_{3j}h_{2i}\\ D_{\tau _j}h_{2i}+D_{\tau _i}h_{2j}& =& h_{1i}h_{3j}h_{1j}h_{3i}\\ D_{\tau _j}h_{3i}+D_{\tau _i}h_{3j}& =& h_{1i}h_{2j}h_{1j}h_{2i}\end{array}`$ (50)
in which $`i,j1`$. Conversely, if $`u_{\tau _i}=F_i`$, $`i0`$, is a sequence of evolution equations, the operators $`D_x`$ and $`D_{\tau _i}`$ are defined by means of $`(\text{20})`$, and there exist differential functions $`f_{\alpha \beta }`$, $`h_{\alpha i}`$ $`(\alpha =1,2,3`$; $`\beta =1,2`$; $`i1)`$ such that $`(\text{38})`$$`(\text{50})`$ are satisfied, then $`u_{\tau _i}=F_i`$, $`i0`$, is a hierarchy of pseudo-spherical type with associated one–forms $`(\text{34})`$.

The proof of Lemma 2 is elementary and will be omitted. One now has:

###### Proposition 3.

Let $`u_{\tau _i}=F_i`$, $`i0`$, be a hierarchy of pseudo-spherical type with associated one–forms $`\mathrm{\Theta }_\alpha ^{[n]}=f_{\alpha 1}dx+f_{\alpha 2}dt+_{i=1}^nh_{\alpha i}d\tau _i`$, $`\alpha =1,2,3`$, $`n0`$. Then, the equations $`u_{\tau _i}=F_i`$, $`i0`$, describe pseudo-spherical surfaces with associated one–forms $`\omega _0^\alpha =f_{\alpha 1}dx+f_{\alpha 2}dt`$ if $`i=0`$, and $`\omega _i^\alpha =f_{\alpha 1}dx+h_{\alpha i}d\tau _i`$, if $`i1`$.

###### Remark 3.

If $`u_{\tau _i}=F_i`$, $`i0`$ is a hierarchy of pseudo-spherical type, Equations (9), (10) and (18) imply that for each $`n0`$, the trivial bundle $`V^{n+2}\times SL(2,𝐑)`$ can be equipped —whenever $`\{u^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)\}_{n0}`$ is a solution to the hierarchy $`u_{\tau _i}=F_i`$— with a flat $`sl(2,𝐑)`$–valued connection, in analogy with the single equation case. Moreover, Proposition 3 implies that for each $`i0`$, the pull–back of this connection to the submanifold of coordinates $`(x,\tau _i)`$ gives a flat $`sl(2,𝐑)`$–valued connection form associated with the equation $`u_{\tau _i}=F_i`$.

In the remainder of this section, it will be proven that Definition 5 encodes the main properties of standard hierarchies of “integrable” equations alluded to in the Introduction.

###### Proposition 4.

Let $`u_{\tau _i}=F_i`$, $`i0`$, be a hierarchy of pseudo-spherical type. The equations $`u_{\tau _i}=F_i`$, $`i0`$, are the integrability condition of linear problems with a common space part, that is, there exist matrix–valued functions $`X`$ and $`T_i`$ such that for each $`i0`$, $`u_{\tau _i}=F_i`$ is the integrability condition of the linear problem

$$v_x=Xv,v_{\tau _i}=T_iv.$$

###### Proof.

This result follows from Proposition 3 and Equations (9)–(11). ∎

Next, one would like to show that hierarchies of pseudo-spherical type generate hierarchies of pairwise commuting flows. In order to avoid some technicalities —mentioned in Remark 4 at the end of this section— this property is proven below in the special case of hierarchies of strictly pseudo-spherical type, which are now defined:

Consider a countable number of evolution equations $`u_{\tau _i}=F_i`$, of order $`k_i`$, $`i0`$. For each $`n0`$, let $`J^{(n)}`$ be a manifold with coordinates $`(x,t,\tau _1,\mathrm{},\tau _n,u,u_x,\mathrm{},u_{x^{M(n)}})`$, where $`M(n)`$ is the maximum of the orders $`k_j`$, $`0jn`$, and —in analogy with the single equation case— let $`I^{(n)}`$ be the differential ideal generated by the two–forms

$`dudx+F_0dxdt`$ $`+`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}F_idxd\tau _i,`$ (51)
$`du_{x^k}dtu_{x^{k+1}}dxdt`$ $``$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}D_x^kF_jd\tau _jdt,0kk_01,`$ (52)
and
$`du_{x^k}d\tau _ju_{x^{k+1}}dxd\tau _j`$ $``$ $`D_x^kF_0dtd\tau _j{\displaystyle \underset{l=1}{\overset{n}{}}}D_x^kF_ld\tau _ld\tau _j,`$ (53)
in which for each $`j=1,\mathrm{},n`$, $`0kk_j1`$.

###### Definition 7.

A countable collection of evolution equations $`u_{\tau _i}=F_i`$, $`i0`$, is a hierarchy of strictly pseudo-spherical type if there exist differential functions $`f_{\alpha \beta }`$, $`\alpha =1,2,3`$; $`\beta =1,2`$, and $`h_{\alpha i}`$, $`i1`$, such that for every $`n0`$, the two–forms

$$\mathrm{\Omega }_1^{[n]}=d\mathrm{\Theta }_1^{[n]}\mathrm{\Theta }_3^{[n]}\mathrm{\Theta }_2^{[n]},\mathrm{\Omega }_2^{[n]}=d\mathrm{\Theta }_2^{[n]}\mathrm{\Theta }_1^{[n]}\mathrm{\Theta }_3^{[n]},\mathrm{\Omega }_3^{[n]}=d\mathrm{\Theta }_3^{[n]}\mathrm{\Theta }_1^{[n]}\mathrm{\Theta }_2^{[n]},$$
(54)
in which

$$\mathrm{\Theta }_\alpha ^{[n]}=f_{\alpha 1}dx+f_{\alpha 2}dt+\underset{i=1}{\overset{n}{}}h_{\alpha i}d\tau _i,\alpha =1,2,3,$$
(55)
generate the ideal $`I^{(n)}`$.

Instead of Lemma 1 on a single strictly pseudo-spherical equation, one now has:

###### Proposition 5.

Consider a sequence of equations $`u_{\tau _i}=F_i`$ of order $`k_i`$, $`i0`$, and for each $`n0`$ let $`M(n)`$ be the maximum of the orders $`k_j`$, $`0jn`$. Necessary and sufficient conditions for the equations $`u_{\tau _i}=F_i`$, $`i0`$, to form a hierarchy of strictly pseudo-spherical type with associated functions $`f_{\alpha \beta }`$ and $`h_{\alpha i}`$ $`(\alpha =1,2,3;\beta =1,2;i1)`$ are the conjunction of

(a) The functions $`f_{\alpha 1}`$ satisfy $`f_{11,u}^2+f_{21,u}^2+f_{31,u}^20`$ ;

(b) For each $`n0`$, the functions $`f_{\alpha \beta }`$ and $`h_{\alpha i}`$ satisfy

$`f_{\alpha 1,u_{x^k}}=0,\mathrm{\hspace{0.33em}\hspace{0.33em}1}kM(n);f_{\alpha 2,u_{x^k}}=0,`$ $`k_0kM(n);`$
$`h_{\alpha i,u_{x^k}}=0,`$ $`k_ikM(n);`$
and

(c) The functions $`F_i`$, $`f_{\alpha \beta }`$, and $`h_{\alpha i}`$ satisfy the identities

$`\{\begin{array}{ccc}(f_{11,t}+f_{11,u}F_0)+D_xf_{12}& =& f_{31}f_{22}f_{32}f_{21}\\ (f_{21,t}+f_{21,u}F_0)+D_xf_{22}& =& f_{11}f_{32}f_{12}f_{31}\\ (f_{31,t}+f_{31,u}F_0)+D_xf_{32}& =& f_{11}f_{22}f_{12}f_{21}\end{array}`$ (59)
$`\{\begin{array}{ccc}(f_{11,\tau _i}+f_{11,u}F_i)+D_xh_{1i}& =& f_{31}h_{2i}h_{3i}f_{21}\\ (f_{21,\tau _i}+f_{21,u}F_i)+D_xh_{2i}& =& f_{11}h_{3i}h_{1i}f_{31}\\ (f_{31,\tau _i}+f_{31,u}F_i)+D_xh_{3i}& =& f_{11}h_{2i}h_{1i}f_{21}\end{array}`$ (63)
$`\{\begin{array}{ccc}D_{\tau _i}f_{12}+D_th_{1i}& =& f_{32}h_{2i}h_{3i}f_{22}\\ D_{\tau _i}f_{22}+D_th_{2i}& =& f_{12}h_{3i}h_{1i}f_{32}\\ D_{\tau _i}f_{32}+D_th_{3i}& =& f_{12}h_{2i}h_{1i}f_{22}\end{array}`$ (67)
$`\{\begin{array}{ccc}D_{\tau _j}h_{1i}+D_{\tau _i}h_{1j}& =& h_{3i}h_{2j}h_{3j}h_{2i}\\ D_{\tau _j}h_{2i}+D_{\tau _i}h_{2j}& =& h_{1i}h_{3j}h_{1j}h_{3i}\\ D_{\tau _j}h_{3i}+D_{\tau _i}h_{3j}& =& h_{1i}h_{2j}h_{1j}h_{2i}\end{array}`$ (71)
for all $`i,j0`$.

###### Proof.

Expand the two–form $`\mathrm{\Omega }_1^{[n]}`$, and consider the structure equation $`\mathrm{\Omega }_1^{[n]}=0`$. Definition 7 implies that

$`dudx+F_0dxdt`$ $`+`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}F_idxd\tau _i=0,`$ (72)
$`du_{x^k}dtu_{x^{k+1}}dxdt`$ $``$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}D_x^kF_jd\tau _jdt=0,0kk_01,`$ (73)
and
$`du_{x^k}d\tau _ju_{x^{k+1}}dxd\tau _j`$ $``$ $`D_x^kF_0dtd\tau _j{\displaystyle \underset{l=1}{\overset{n}{}}}D_x^kF_ld\tau _ld\tau _j=0,`$ (74)
in which for each $`j=1,\mathrm{},n`$, $`0kk_j1`$. Substituting these equations into $`\mathrm{\Omega }_1^{[n]}=0`$, and collecting terms, one finds the identities

$`f_{11,t}f_{11,u}F_0+D_xf_{12}f_{31}f_{22}+f_{32}f_{21}`$ $`=`$ $`0,`$ (75)
$`f_{11,\tau _i}f_{11,u}F_i+D_xh_{1i}f_{31}h_{2i}+h_{3i}f_{21}`$ $`=`$ $`0,`$ (76)
$`D_{\tau _i}f_{12}+D_th_{1i}f_{32}h_{2i}+h_{3i}f_{22}`$ $`=`$ $`0,`$ (77)
$`D_{\tau _j}h_{1i}+D_{\tau _i}h_{1j}h_{3i}h_{2j}+h_{3j}h_{2i}`$ $`=`$ $`0,`$ (78)
and

$`f_{11,u_{x^k}}`$ $`=`$ $`0,1kM(n);`$ (79)
$`f_{12,u_{x^k}}`$ $`=`$ $`0,k_0kM(n);`$ (80)
$`h_{1i,u_{x^k}}`$ $`=`$ $`0,k_ikM(n).`$ (81)
The other equations appearing in (38)–(50) are obtained from the equations $`\mathrm{\Omega }_2^{[n]}=\mathrm{\Omega }_3^{[n]}=0`$. Finally, the constraint $`f_{11,u}^2+f_{21,u}^2+f_{31,u}^20`$ holds, for otherwise the equations $`u_{\tau _i}=F_i`$ would not be necessary and sufficient for the structure equations $`\mathrm{\Omega }_\alpha ^{[n]}=0`$ to be satisfied. ∎

###### Corollary 1.

Assume that the equations $`u_{\tau _i}=F_i`$, $`i0`$, form a hierarchy of strictly pseudo-spherical type with associated functions $`f_{\alpha \beta }`$ and $`h_{\alpha i}`$ $`(\alpha =1,2,3;\beta =1,2;i1)`$. Then, each equation $`u_{\tau _i}=F_i`$ is strictly pseudo-spherical with associated one–forms $`\omega _0^\alpha =f_{\alpha 1}dx+f_{\alpha 2}dt`$ $`(`$if $`i=0)`$ and $`\omega _i^\alpha =f_{\alpha 1}dx+h_{\alpha i}d\tau _i`$ $`(`$if $`i1)`$ in which $`\alpha =1,2,3`$.

In order to prove that a hierarchy $`u_{\tau _i}=F_i`$ of strictly pseudo-spherical type generates a family of pairwise commuting flows, one needs to show that the function $`F_j`$ is a generalized symmetry of the equation $`u_{\tau _i}=F_i`$ for all $`i,j0`$:

###### Definition 8.

A differential function $`G`$ is a generalized symmetry of an evolution equation $`u_t=F(x,t,u,\mathrm{},u_{x^n})`$ if for any local solution $`u(x,t)`$, the function $`u(x,t)+\tau G(u(x,t))`$ satisfies $`u_t=F`$ to first order in $`\tau `$.

Thus, $`G`$ is a generalized symmetry of $`u_t=F`$ if and only if the equation $`D_tG=F_{}G`$, in which for any $`f(x,t,u,\mathrm{},u_{x^k})`$, $`f_{}`$ is the formal linearization of $`f`$ given by

$$f_{}=\underset{i=0}{\overset{k}{}}\frac{f}{u_{x^i}}D_x^i,$$
(82)
holds identically once all the derivatives with respect to $`t`$ appearing in it have been replaced by means of $`u_t=F`$. Equivalently , an evolution equation $`u_t=G`$ is a generalized symmetry of $`u_t=F`$ if, at least formally, their flows commute, that is, if

$$\frac{G}{t}+F_{}GG_{}F=0$$
(83)
whenever $`u(x,t)`$ is a solution of $`u_t=F`$.

The following characterization of generalized symmetries of strictly pseudo-spherical evolution equations holds :

###### Lemma 3.

Let $`u_t=F(x,t,u,\mathrm{},u_{x^m})`$ be a strictly pseudo-spherical evolution equation with associated one-forms $`\omega ^\alpha =f_{\alpha 1}dx+f_{\alpha 2}dt`$, $`\alpha =1,2,3`$. Let $`G`$ be a differential function, and let $`u(x,t)`$ be a local solution of $`u_t=F`$. Consider the deformed one–forms

$$\omega ^\alpha (u(x,t))+\tau \mathrm{\Lambda }_\alpha (u(x,t)),$$
(84)
in which

$$\mathrm{\Lambda }_\alpha (u(x,t))=f_{\alpha 1,u}(u(x,t))G(u(x,t))dx+\underset{i=0}{\overset{m1}{}}f_{\alpha 2,u_{x^i}}(u(x,t))\frac{^iG(u(x,t))}{x^i}dt.$$
(85)
Then, the deformed one–forms $`\omega ^\alpha (u(x,t))+\tau \mathrm{\Lambda }_\alpha (u(x,t))`$ satisfy the structure equations of a pseudo-spherical surface up to terms of order $`\tau ^2`$ if and only if $`G`$ is a generalized symmetry of the equation $`u_t=F`$.

The final theorem of this section reads as follows:

###### Theorem 2.

Assume that $`u_{\tau _i}=F_i`$, $`i0`$, is a hierarchy of strictly pseudo-spherical type with associated one–forms

$$\mathrm{\Theta }_\alpha ^{[n]}=f_{\alpha 1}dx+f_{\alpha 2}dt+\underset{i=1}{\overset{n}{}}h_{\alpha i}d\tau _i,\alpha =1,2,3;n0.$$
(86)
The function $`F_j`$ is a generalized symmetry of the equation $`u_{\tau _i}=F_i`$, for all $`i,j0`$.

###### Proof.

Since $`u_{\tau _i}=F_i`$, $`i0`$ is a hierarchy of strictly pseudo-spherical type, the equations $`u_t=F`$ and $`u_{\tau _i}=F_i`$ are strictly pseudo-spherical with associated one forms $`\omega _0^\alpha =f_{\alpha 1}dx+f_{\alpha 2}dt`$ and $`\omega _i^\alpha =f_{\alpha 1}dx+h_{\alpha i}d\tau _i`$ respectively, and therefore one can apply the last lemma.

One checks first that the equations $`u_{\tau _i}=F_i`$ determine generalized symmetries of the seed equation $`u_t=F`$. Consider the deformations of the one–forms $`\omega _0^\alpha `$ induced by

$$uu+\tau F_i,$$

and set

$$\mathrm{\Lambda }_0^\alpha =f_{\alpha 1,\tau _i}dx+f_{\alpha 2,\tau _i}dt,$$

$`\alpha =1,2,3`$. These one–forms are of the type (85) if pulled–back by solutions $`u(x,t)`$ of $`u_t=F`$ because of Proposition 5. A straightforward computation shows that the deformed one–forms $`\omega _0^\alpha +\tau _i\mathrm{\Lambda }_0^\alpha `$ describe pseudo-spherical surfaces to first order in $`\tau _i`$ if and only if the equations

$`d\mathrm{\Lambda }_1`$ $`=`$ $`\omega ^3\mathrm{\Lambda }_2+\mathrm{\Lambda }_3\omega ^2,`$ (87)
$`d\mathrm{\Lambda }_2`$ $`=`$ $`\omega ^1\mathrm{\Lambda }_3+\mathrm{\Lambda }_1\omega ^3,\text{ and}`$ (88)
$`d\mathrm{\Lambda }_3`$ $`=`$ $`\omega ^1\mathrm{\Lambda }_2+\mathrm{\Lambda }_1\omega ^2,`$ (89)
hold whenever $`u(x,t)`$ is a solution of the equation $`u_t=F`$. Now, Equation (87), for instance, holds if and only if

$$f_{11,\tau _it}+f_{12,\tau _ix}=f_{31}f_{22,\tau _i}f_{32}f_{21,\tau _i}+f_{31,\tau _i}f_{22}f_{21}f_{32,\tau _i}.$$
(90)
Because of Equations (63) and (67), Equation (90) is equivalent to

$$h_{2i}(f_{31,t}+f_{32,x})+h_{3i}(f_{21,t}+f_{22,x})=h_{2i}(f_{22}f_{11}f_{21}f_{12})+h_{3i}(f_{32}f_{11}f_{31}f_{12}),$$

an equation which does hold whenever $`u(x,t)`$ is a solution of $`u_t=F`$, since this equation describes pseudo-spherical surfaces with associated one–forms $`\omega _0^\alpha `$. Equations (88) and (89) are treated in analogous fashion.

One now checks that the equations $`u_{\tau _j}=F_j`$ determine generalized symmetries of the equations $`u_{\tau _i}=F_i`$, $`ij`$. Recall once more that the equations $`u_{\tau _i}=F_i`$ describe pseudo-spherical surfaces with associated one–forms $`\omega _i^\alpha =f_{\alpha 1}dx+h_{\alpha i}d\tau _i`$. Deform these one–forms by means of

$$uu+\tau _jF_j.$$

As before, the one–forms

$$\mathrm{\Lambda }_i^\alpha =f_{\alpha 1,\tau _j}dx+h_{\alpha i,\tau _j}d\tau _i$$

are of the type (85) if pulled back by solutions $`u(x,\tau _i)`$ of $`u_{\tau _i}=F_i`$ because of Proposition 5. One then needs to prove that the deformed one–forms $`\omega _0^\alpha +\tau _i\mathrm{\Lambda }_i^\alpha `$ describe pseudo-spherical surfaces to first order in $`\tau _j`$, or, in other words, that the equations

$`d\mathrm{\Lambda }_i^1`$ $`=`$ $`\omega _i^3\mathrm{\Lambda }_i^2+\mathrm{\Lambda }_i^3\omega _i^2,`$ (91)
$`d\mathrm{\Lambda }_i^2`$ $`=`$ $`\omega _i^1\mathrm{\Lambda }_i^3+\mathrm{\Lambda }_i^1\omega _i^3,\text{ and}`$ (92)
$`d\mathrm{\Lambda }_i^3`$ $`=`$ $`\omega _i^1\mathrm{\Lambda }_i^2+\mathrm{\Lambda }_i^1\omega _i^2,`$ (93)
are satisfied whenever $`u(x,\tau _i)`$ is a solution of the equation $`u_{\tau _i}=F_i`$. The proof goes as before, using this time Equations (67) and (71). ∎

###### Remark 4.

It is possible to generalize Theorem 2 to the case of arbitrary hierarchies of pseudo-spherical type, but some extra technical difficulties appear. Essentially, one needs to consider generalized symmetries of arbitrary PSS equations, and state an analog of Lemma 3 for them. Such a result can be proven by taking into account the gauge invariance of the of the theory of equations describing pseudo-spherical surfaces, as in .

## 4 Correspondence results

The geometric correspondence theorems between solutions of PSS equations which have been recently obtained by Kamran and Tenenblat  and Reyes  are based on two fundamental facts: first, each generic solution $`u(x,t)`$ of a PSS equation determines a pseudo-spherical metric on (an open subset of) the graph of $`u(x,t)`$; second, surfaces of constant Gaussian curvature are locally isometric. The authors of  noted that these two observations allow one to establish correspondences between solutions of PSS equations, by explicitly constructing these isometries. The transformations one obtains are very different from classical Bäcklund transformations  for “soliton equations”. For example, the new transformations require explicit changes of independent variables; they appear to be unrelated to symmetry considerations (see Chern and Tenenblat , Tenenblat , and Beals, Rabelo, and Tenenblat  for relations between symmetries and standard Bäcklund correspondences); finally, they are not restricted to transforming solutions of a same equation, or even equations of the same order.

The following three results appear in :

###### Theorem 3.

Let $`\mathrm{\Xi }(x,t,u,\mathrm{})=0`$ and $`\widehat{\mathrm{\Xi }}(\widehat{x},\widehat{t},\widehat{u},\mathrm{})=0`$ be two PSS equations with associated one–forms $`\omega ^\alpha =f_{\alpha 1}dx+f_{\alpha 2}dt`$ and $`\widehat{\omega }^i=\widehat{f}_{\alpha 1}d\widehat{x}+\widehat{f}_{\alpha 2}d\widehat{t}`$, $`\alpha =1,2,3`$, respectively, and assume that these one–forms satisfy $`\omega ^2\omega ^30`$, and $`\widehat{\omega }^2\widehat{\omega }^30`$. Then, for any $`I`$–generic solutions $`u(x,t)`$ of $`\mathrm{\Xi }=0`$ and $`\widehat{u}(\widehat{x},\widehat{t})`$ of $`\widehat{\mathrm{\Xi }}=0`$, there exist a local diffeomorphism $`\mathrm{\Psi }:V\widehat{V}`$, $`\mathrm{\Psi }(x,t)=(\gamma (x,t),\delta (x,t))`$ in which $`V`$ and $`\widehat{V}`$ are open subsets of the domains of $`u(x,t)`$ and $`\widehat{u}(\widehat{x},\widehat{t})`$ respectively, and a smooth function $`\nu :V𝐑`$, such that $`\omega ^\alpha (u(x,t))`$ and $`\widehat{\omega }^\alpha (\widehat{u}(\widehat{x},\widehat{t}))`$ satisfy

$$\mathrm{\Psi }^{}\widehat{\omega }^1=\omega ^1+d\nu ,\mathrm{\Psi }^{}\widehat{\omega }^2=\omega ^2\mathrm{cosh}\nu +\omega ^3\mathrm{sinh}\nu ,\mathrm{\Psi }^{}\widehat{\omega }^3=\omega ^2\mathrm{sinh}\nu +\omega ^3\mathrm{cosh}\nu .$$
(94)
That the maps $`\mathrm{\Psi }`$ and $`\nu `$ exist, is simply  an expression of the local uniqueness of surfaces of constant curvature referred to above. The proof of Theorem 3  makes it clear that the maps $`\mathrm{\Psi }`$ and $`\nu `$ depend on both solutions $`u(x,t)`$ and $`\widehat{u}(\widehat{x},\widehat{t})`$. Now, a careful analysis of (94) allows one to find a system of equations for $`\gamma `$, $`\delta `$, $`\nu `$ which can be –in principle– solved without previous knowledge of the solution $`\widehat{u}(\widehat{x},\widehat{t})`$:

###### Lemma 4.

Let $`\mathrm{\Xi }(x,t,u,\mathrm{})=0`$ and $`\widehat{\mathrm{\Xi }}(\widehat{x},\widehat{t},\widehat{u},\mathrm{})=0`$ be two scalar equations describing pseudo-spherical surfaces with associated one–forms $`\omega ^i=f_{i1}dx+f_{i2}dt`$ and $`\widehat{\omega }^i=\widehat{f}_{i1}d\widehat{x}+\widehat{f}_{i2}d\widehat{t}`$, $`i=1,2,3`$, respectively, in which $`\widehat{f}_{11}=\widehat{u}`$. Assume that $`\omega ^2\omega ^30`$, and $`\widehat{\omega }^2\widehat{\omega }^30`$.

Let $`\mathrm{{\rm Y}}(x,t)=(\gamma (x,t),\delta (x,t))`$ be a smooth map with Jacobian $`J=\gamma _x\delta _t\gamma _t\delta _x`$ from (an open subset of) $`M`$ to (an open subset of) $`\widehat{M}`$, and let $`\nu `$ be a smooth map from (an open subset of) $`M`$ to $`𝐑`$. The system of equations

$`J(\mathrm{{\rm Y}}^{}\widehat{f}_{12})`$ $`=`$ $`\left[\gamma _t(f_{11}+\nu _x)\gamma _x(f_{12}+\nu _t)\right],`$ (95)
$`(\mathrm{{\rm Y}}^{}\widehat{f}_{21})\gamma _x+(\mathrm{{\rm Y}}^{}\widehat{f}_{22})\delta _x`$ $`=`$ $`f_{21}\mathrm{cosh}\nu f_{31}\mathrm{sinh}\nu ,`$ (96)
$`(\mathrm{{\rm Y}}^{}\widehat{f}_{21})\gamma _t+(\mathrm{{\rm Y}}^{}\widehat{f}_{22})\delta _t`$ $`=`$ $`f_{22}\mathrm{cosh}\nu f_{32}\mathrm{sinh}\nu ,`$ (97)
$`(\mathrm{{\rm Y}}^{}\widehat{f}_{31})\gamma _x+(\mathrm{{\rm Y}}^{}\widehat{f}_{32})\delta _x`$ $`=`$ $`f_{21}\mathrm{sinh}\nu +f_{31}\mathrm{cosh}\nu ,`$ (98)
$`(\mathrm{{\rm Y}}^{}\widehat{f}_{31})\gamma _t+(\mathrm{{\rm Y}}^{}\widehat{f}_{32})\delta _t`$ $`=`$ $`f_{22}\mathrm{sinh}\nu +f_{32}\mathrm{cosh}\nu ,`$ (99)
in which the pull–backs of $`\widehat{u}`$ and its derivatives with respect to $`\widehat{x},\widehat{t}`$ appearing in the functions $`(\mathrm{{\rm Y}}^{}\widehat{f}_{ij})(x,t)`$ have been evaluated by means of the equation

$$\widehat{u}\mathrm{{\rm Y}}=\frac{1}{J}\left(\delta _t(f_{11}+\nu _x)\delta _x(f_{12}+\nu _t)\right),$$
(100)
admits —whenever $`u(x,t)`$ is a $`I`$–generic solution of $`\mathrm{\Xi }=0`$— a local solution $`\gamma (x,t)`$, $`\delta (x,t)`$, $`\nu (x,t)`$ such that $`\mathrm{{\rm Y}}(x,t)=(\gamma (x,t),\delta (x,t))`$ is a local diffeomorphism.

It follows that there exists a transformation carrying solutions to $`\mathrm{\Xi }(x,t,u,\mathrm{})=0`$ to solutions to $`\widehat{\mathrm{\Xi }}(\widehat{x},\widehat{t},\widehat{u},\mathrm{})=0`$:

###### Theorem 4.

Let $`\mathrm{\Xi }(x,t,u,\mathrm{})=0`$ and $`\widehat{\mathrm{\Xi }}(\widehat{x},\widehat{t},\widehat{u},\mathrm{}=0`$ be two scalar equations describing pseudo-spherical surfaces with associated one–forms $`\omega ^\alpha =f_{\alpha 1}dx+f_{\alpha 2}dt`$ and $`\widehat{\omega }^i=\widehat{f}_{\alpha 1}d\widehat{x}+\widehat{f}_{\alpha 2}d\widehat{t}`$, $`\alpha =1,2,3`$, respectively, and assume that these one–forms satisfy $`\omega ^2\omega ^30`$ and $`\widehat{\omega }^2\widehat{\omega }^30`$. Any $`I`$–generic solution $`u(x,t)`$ of $`\mathrm{\Xi }(x,t,u,\mathrm{})=0`$ gives rise to a $`I`$–generic solution $`\widehat{u}(\widehat{x},\widehat{t})`$ of $`\widehat{\mathrm{\Xi }}(\widehat{x},\widehat{t},\widehat{u},\mathrm{})=0`$ by means of

$$\widehat{u}\mathrm{\Psi }=\frac{1}{J}\left(\delta _t(f_{11}+\nu _x)\delta _x(f_{12}+\nu _t)\right),$$
(101)
in which $`\nu `$ is a real–valued function, $`\mathrm{\Psi }(x,t)=(\gamma (x,t),\delta (x,t))`$ is a local diffeomorphism, $`J`$ is the Jacobian of $`\mathrm{\Psi }`$, and both $`\nu `$ and $`\mathrm{\Psi }`$ are determined by $`u(x,t)`$ by means of Lemma 4.

Note that the local diffeomorphism $`\mathrm{\Psi }(x,t)=(\gamma (x,t),\delta (x,t))`$ and the map $`\nu `$ depend on the solution $`u(x,t)`$, and therefore Transformation (101) depends on $`u(x,t)`$. This fact shows yet another difference between the correspondences of  and usual Bäcklund transformations. Consider, for example, the classical transformation

$$\theta _t+\omega _x=\mathrm{sin}\omega \mathrm{cos}\theta ,\text{ and }\theta _x+\omega _t=\mathrm{cos}\omega \mathrm{sin}\theta ,$$
(102)
connecting two solutions of the sine–Gordon equation

$$\frac{^2\theta }{x^2}\frac{^2\theta }{t^2}=\mathrm{sin}\theta \mathrm{cos}\theta .$$
(103)
In contradistinction with (101), the form of Equations (102), which determine a “new” solution $`\omega (x,t)`$ to the sine–Gordon equation starting from an “old” solution $`\theta (x,t)`$, is the same for any given generic solution $`\theta (x,t)`$ of (103).

One would expect that generalizations of Theorems 3 and 4 to hierarchies of PSS equations should exist: these results are based solely on the local geometry of pseudo-spherical surfaces as encoded in the structure equations (2), and these equations also appear when one is dealing with hierarchies!

If $`u_{\tau _i}=F_i`$, $`i0`$ is a hierarchy of pseudo-spherical type with associated one–forms $`\mathrm{\Theta }_\alpha ^{[n]}`$, the pull–backs of the forms $`\mathrm{\Theta }_\alpha ^{[n]}`$ by solutions $`u^{[n]}`$ to $`u_{\tau _i}=F_i`$ will be denoted again by $`\mathrm{\Theta }_\alpha ^{[n]}`$, no confusion should arise. In analogy with the single equation case considered in , one can prove the following result:

###### Theorem 5.

Let $`u_{\tau _i}=F_i(x,t,u,\mathrm{})`$ and $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i(\widehat{x},\widehat{t},\widehat{u},\mathrm{})`$, $`i0`$, be two hierarchies of pseudo-spherical type with associated one–forms

$$\mathrm{\Theta }_\alpha ^{[n]}=f_{\alpha 1}dx+f_{\alpha 2}dt+\underset{i=1}{\overset{n}{}}h_{\alpha i}d\tau _i,\text{ and }\widehat{\mathrm{\Theta }}_\alpha ^{[n]}=\widehat{f}_{\alpha 1}d\widehat{x}+\widehat{f}_{\alpha 2}d\widehat{t}+\underset{i=1}{\overset{n}{}}\widehat{h}_{\alpha i}d\widehat{\tau }_i,$$
(104)
respectively. Let $`\{u^{[n]}\}`$ and $`\{\widehat{u}^{[n]}\}`$ be solutions of $`u_{\tau _i}=F_i`$ and $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i`$, $`i0`$, and assume that $`u^{[0]}(x,t)`$ and $`\widehat{u}^{[0]}(\widehat{x},\widehat{t})`$ are $`III`$–generic. Then, for each $`n0`$ there exist a local diffeomorphism $`\mathrm{{\rm Y}}^{[n]}:V^{[n]}\widehat{V}^{[n]}`$, in which $`V^{[n]}`$ and $`\widehat{V}^{[n]}`$ are open subsets of the domains of $`u^{[n]}`$ and $`\widehat{u}^{[n]}`$ respectively, and a smooth function $`\mu ^{[n]}:V^{[n]}𝐑`$, such that the pull–backs of $`\mathrm{\Theta }_\alpha ^{[n]}`$ by $`u^{[n]}`$ and $`\widehat{\mathrm{\Theta }}_\alpha ^{[n]}`$ by $`\widehat{u}^{[n]}`$ satisfy

$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_1^{[n]}`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{cos}\mu ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{sin}\mu ^{[n]},`$ (105)
$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_2^{[n]}`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{sin}\mu ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{cos}\mu ^{[n]},`$ (106)
$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_3^{[n]}`$ $`=`$ $`\mathrm{\Theta }_3^{[n]}+d\mu ^{[n]}.`$ (107)
Moreover, the maps $`\mathrm{{\rm Y}}^{[n]}`$ and $`\mu ^{[n]}`$, $`n0`$, can be chosen so that

$$\mathrm{{\rm Y}}^{[n+1]}|_{V^{[n]}}=\mathrm{{\rm Y}}^{[n]},\text{ and }\mu ^{[n+1]}|_{V^{[n]}}=\mu ^{[n]},n0.$$
(108)
###### Proof.

For each $`n0`$, one considers the one–forms $`\sigma _\alpha ^{[n]}`$, $`\alpha =1,2,3`$, given by

$$\sigma _1^{[n]}=\frac{1}{\widehat{t}}d\widehat{x}+\underset{i=1}{\overset{n}{}}\frac{1}{\widehat{t}}d\widehat{\tau }_i,\sigma _2^{[n]}=\frac{1}{\widehat{t}}d\widehat{t},\sigma _3^{[n]}=\sigma _1^{[n]}.$$
(109)
Note that $`\sigma _1^{[0]}\sigma _1^{[0]}+\sigma _2^{[0]}\sigma _2^{[0]}`$ is exactly the standard hyperbolic metric on the Poincaré upper half plane, and that $`\sigma _3^{[0]}`$ is the corresponding connection one–form. In fact, one easily checks that for any $`n0`$ the one–forms $`\sigma _\alpha ^{[n]}`$ satisfy the structure equations

$$d\sigma _1^{[n]}=\sigma _3^{[n]}\sigma _2^{[n]},d\sigma _2^{[n]}=\sigma _1^{[n]}\sigma _3^{[n]},d\sigma _3^{[n]}=\sigma _1^{[n]}\sigma _2^{[n]},$$
(110)
identically. Now, one can “dress” these one–forms in the following sense: one can prove that for each $`n0`$ there exists a local diffeomorphism $`\mathrm{\Gamma }^{[n]}:(x,t,\tau _1,\mathrm{},\tau _n)(\widehat{x},\widehat{t},\widehat{\tau _1},\mathrm{},\widehat{\tau }_n)`$ and a real–valued function $`\theta ^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)`$ such that the pull–backs of the one–forms $`\mathrm{\Theta }_\alpha ^{[n]}`$ by the solutions $`u^{[n]}`$ satisfy

$`\mathrm{\Gamma }^{[n]}\sigma _1^{[n]}`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{cos}\theta ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{sin}\theta ^{[n]},`$ (111)
$`\mathrm{\Gamma }^{[n]}\sigma _2^{[n]}`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{sin}\theta ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{cos}\theta ^{[n]},`$ (112)
$`\mathrm{\Gamma }^{[n]}\sigma _3^{[n]}`$ $`=`$ $`\mathrm{\Theta }_3^{[n]}+d\theta ^{[n]}.`$ (113)
This is seen thus: Write $`\mathrm{\Gamma }^{[n]}=(\alpha ,\beta ,T_1,\mathrm{},T_n)`$, in which $`\alpha ,\beta ,T_i:V^{[n]}𝐑`$, and compute $`\mathrm{\Gamma }^{[n]}\sigma _\alpha ^{[n]}`$. Equations (111)–(113) are equivalent to the following equations

$`{\displaystyle \frac{1}{\beta }}(\alpha _x+{\displaystyle \underset{i=1}{\overset{n}{}}}T_{i,x})`$ $`=`$ $`f_{11}\mathrm{cos}\theta ^{[n]}+f_{21}\mathrm{sin}\theta ^{[n]},`$ (114)
$`{\displaystyle \frac{1}{\beta }}(\alpha _t+{\displaystyle \underset{i=1}{\overset{n}{}}}T_{i,t})`$ $`=`$ $`f_{12}\mathrm{cos}\theta ^{[n]}+f_{22}\mathrm{sin}\theta ^{[n]},`$ (115)
$`{\displaystyle \frac{1}{\beta }}(\alpha _{\tau _j}+{\displaystyle \underset{i=1}{\overset{n}{}}}T_{i,\tau _j})`$ $`=`$ $`h_{1j}\mathrm{cos}\theta ^{[n]}+h_{2j}\mathrm{sin}\theta ^{[n]},j=1,\mathrm{}n,`$ (116)
$`{\displaystyle \frac{1}{\beta }}\beta _x`$ $`=`$ $`f_{11}\mathrm{sin}\theta ^{[n]}+f_{21}\mathrm{cos}\theta ^{[n]},`$ (117)
$`{\displaystyle \frac{1}{\beta }}\beta _t`$ $`=`$ $`f_{12}\mathrm{sin}\theta ^{[n]}+f_{22}\mathrm{cos}\theta ^{[n]},`$ (118)
$`{\displaystyle \frac{1}{\beta }}\beta _{\tau _j}`$ $`=`$ $`h_{1j}\mathrm{sin}\theta ^{[n]}+h_{2j}\mathrm{cos}\theta ^{[n]},j=1,\mathrm{}n,`$ (119)
$`{\displaystyle \frac{1}{\beta }}(\alpha _x+{\displaystyle \underset{i=1}{\overset{n}{}}}T_{i,x})`$ $`=`$ $`f_{31}+\theta _x^{[n]},`$ (120)
$`{\displaystyle \frac{1}{\beta }}(\alpha _t+{\displaystyle \underset{i=1}{\overset{n}{}}}T_{i,t})`$ $`=`$ $`f_{32}+\theta _t^{[n]},`$ (121)
$`{\displaystyle \frac{1}{\beta }}(\alpha _{\tau _j}+{\displaystyle \underset{i=1}{\overset{n}{}}}T_{i,\tau _j})`$ $`=`$ $`h_{3j}+\theta _{\tau _j}^{[n]},j=1,\mathrm{}n.`$ (122)
Substituting (114)–(116) into (120)–(122), one finds that the system (114)–(122) becomes

$`d(\alpha +{\displaystyle \underset{i=1}{\overset{n}{}}}T_i)`$ $`=`$ $`\beta (\mathrm{\Theta }_1^{[n]}\mathrm{cos}\theta ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{sin}\theta ^{[n]}),`$ (123)
$`d(\mathrm{ln}\beta )`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{sin}\theta ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{cos}\theta ^{[n]},`$ (124)
$`\mathrm{\Theta }_1^{[n]}\mathrm{cos}\theta ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{sin}\theta ^{[n]}`$ $`=`$ $`\mathrm{\Theta }_3^{[n]}+d\theta ^{[n]}.`$ (125)
It is easy to see that the Pfaffian system (125) is completely integrable for a function $`\theta ^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)`$, since that for each $`n0`$, the structure equations

$$d\mathrm{\Theta }_1^{[n]}=\mathrm{\Theta }_3^{[n]}\mathrm{\Theta }_2^{[n]},d\mathrm{\Theta }_2^{[n]}=\mathrm{\Theta }_1^{[n]}\mathrm{\Theta }_3^{[n]},d\mathrm{\Theta }_3^{[n]}=\mathrm{\Theta }_1^{[n]}\mathrm{\Theta }_2^{[n]},$$
(126)
are satisfied on solutions of the hierarchy $`u_{\tau _i}=F_i`$, $`i0`$. It is also straightforward to check that the right hand sides of (123) and (124) are closed one–forms. Thus, Equations (123) and (124) determine $`\beta `$ and $`\alpha +_{i=1}^nT_i`$. One can specify the functions $`T_i`$, $`i=1,\mathrm{},n`$ almost freely: they are constrained only by the fact that $`\mathrm{\Gamma }^{[n]}=(\alpha ,\beta ,T_1,\mathrm{},T_n)`$ be a local diffeomorphism. A natural choice is to take $`T_i=\tau _i`$. It then follows that the Jacobian determinant of $`\mathrm{\Gamma }^{[n]}`$ is simply

$$\alpha _x\beta _t\alpha _t\beta _x=\beta ^2(f_{11}f_{22}f_{12}f_{21}),$$

and therefore, since $`u^{[0]}(x,t)`$ is $`III`$–generic, $`\mathrm{\Gamma }^{[n]}`$ is a local diffeomorphism.

Next, one can also find a diffeomorphism $`\widehat{\mathrm{\Gamma }}^{[n]}`$ and a function $`\widehat{\theta }^{[n]}`$ satisfying the equations corresponding to Equations (111)–(113) with $`\mathrm{\Theta }_\alpha ^{[n]}`$ replaced by $`\widehat{\mathrm{\Theta }}_\alpha ^{[n]}`$. It then follows that

$$\mathrm{{\rm Y}}^{[n]}=(\widehat{\mathrm{\Gamma }}^{[n]})^1\mathrm{\Gamma }^{[n]},\text{ and }\mu ^{[n]}=\theta ^{[n]}\widehat{\theta }^{[n]}\mathrm{{\rm Y}}^{[n]}$$

satisfy Equations (105)–(107).

It remains to check compatibility of the functions $`\mathrm{{\rm Y}}^{[n]}`$ and $`\mu ^{[n]}`$, $`n0`$. The fact that $`\mathrm{{\rm Y}}^{[n+1]}|_{V^{[n]}}=\mathrm{{\rm Y}}^{[n]}`$ follows trivially from the construction of the functions $`\mathrm{{\rm Y}}^{[]}`$. On the other hand, in order to check that $`\mu ^{[n+1]}|_{V^{[n]}}=\mu ^{[n]}`$, it is of course enough to show that

$$\theta ^{[n+1]}|_{V^{[n]}}=\theta ^{[n]},n0.$$
(127)
Expanding (125) (with $`\theta ^{[n]}`$ replaced by $`\theta ^{[n+1]}`$) one sees that the function $`\theta ^{[n+1]}`$ is determined by the Pfaffian system

$`\mathrm{\Theta }_1^{[n]}\mathrm{cos}\theta ^{[n+1]}+\mathrm{\Theta }_2^{[n]}\mathrm{sin}\theta ^{[n+1]}`$ $`=`$ $`\mathrm{\Theta }_3^{[n]}+d\theta ^{[n+1]},`$ (128)
$`h_{1,n+1}\mathrm{cos}\theta ^{[n+1]}+h_{2,n+1}\mathrm{sin}\theta ^{[n+1]}`$ $`=`$ $`h_{3,n+1}+{\displaystyle \frac{\theta ^{[n+1]}}{\tau _{n+1}}},`$ (129)
in which the operator $`d`$ appearing in (128) is the exterior derivative on the space $`𝐑^{n+2}`$ equipped with coordinates $`(x,t,\tau _1,\mathrm{},\tau _n)`$. One now considers the following Cauchy problem:

$$\{\begin{array}{ccc}\hfill \frac{z}{\tau _{n+1}}& =& h_{1,n+1}\mathrm{cos}z+h_{2,n+1}\mathrm{sin}zh_{3,n+1},\hfill \\ \hfill z(x,t,\tau _1,\mathrm{},\tau _n,0)& =& \theta ^{[n]}(x,t,\tau _1,\mathrm{},\tau _n).\hfill \end{array}$$

This problem has a unique solution $`z(x,t,\tau _1,\mathrm{},\tau _n,\tau _{n+1})`$, see Gardner . It is then enough to set $`\theta ^{[n+1]}=z`$. Since $`\theta ^{[n]}`$ satisfies Equation (128) by construction, the function $`\theta ^{[n+1]}`$ satisfies (128), (129), and $`\theta ^{[n+1]}|_{V^{[n]}}=\theta ^{[n]}`$. This ends the proof. ∎

Theorem 5 is already a correspondence result, as the following corollary shows:

###### Corollary 2.

Let $`u_{\tau _i}=F_i(x,t,u,\mathrm{})`$ and $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i(\widehat{x},\widehat{t},\widehat{u},\mathrm{})`$, $`i0`$, be two hierarchies of pseudo-spherical type with associated one–forms given by $`(\text{104})`$. Let $`\{u^{[n]}\}`$ and $`\{\widehat{u}^{[n]}\}`$ be solutions of $`u_{\tau _i}=F_i`$ and $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i`$, $`i0`$, and assume that $`u^{[0]}(x,t)`$ and $`\widehat{u}^{[0]}(\widehat{x},\widehat{t})`$ are $`III`$–generic. There exist sequences of maps $`\{\mathrm{{\rm Y}}^{[n]}\}`$ and $`\{\mu ^{[n]}\}`$ such that:

$`(a)`$ for each $`n0`$, $`\mathrm{{\rm Y}}^{[n]}=(\psi ^{[n]},\phi ^{[n]},\varphi _1^{[n]},\mathrm{},\varphi _n^{[n]})`$ is a local diffeomorphism from an open subset $`V^{[n]}`$ of the domain of $`u^{[n]}`$ to an open subset $`\widehat{V}^{[n]}`$ of the domain of $`\widehat{u}^{[n]}`$;

$`(b)`$ for each $`n0`$, $`\mu ^{[n]}:V^{[n]}𝐑`$ is a smooth real–valued function; and

$`(c)`$ for each $`n0`$, the pull–backs of the functions $`f_{\alpha \beta }`$, $`h_{\alpha i}`$, $`\widehat{f}_{\alpha \beta }`$, and $`\widehat{h}_{\alpha i}`$ by $`u^{[n]}`$ and $`\widehat{u}^{[n]}`$ respectively, satisfy

$$\widehat{f}_{11}\mathrm{{\rm Y}}^{[n]}=\frac{\mathrm{\Delta }_1^{[n]}}{\mathrm{\Delta }^{[n]}},\widehat{f}_{12}\mathrm{{\rm Y}}^{[n]}=\frac{\mathrm{\Delta }_2^{[n]}}{\mathrm{\Delta }^{[n]}},\widehat{h}_{1j}\mathrm{{\rm Y}}^{[n]}=\frac{\mathrm{\Delta }_{j+2}^{[n]}}{\mathrm{\Delta }^{[n]}},$$
(130)
in which

$$\mathrm{\Delta }^{[n]}=\left|\begin{array}{ccccc}\psi _x^{[n]}& \phi _x^{[n]}& 0& \mathrm{}& 0\\ \psi _t^{[n]}& \phi _t^{[n]}& 0& \mathrm{}& 0\\ \psi _{\tau _1}^{[n]}& \phi _{\tau _1}^{[n]}& 1& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \psi _{\tau _n}^{[n]}& \phi _{\tau _n}^{[n]}& 0& \mathrm{}& 1\end{array}\right|=\psi _x^{[n]}\phi _t^{[n]}\phi _x^{[n]}\psi _t^{[n]},$$
(131)
and for each $`i=1,2,\mathrm{}n+2`$, $`\mathrm{\Delta }_i=\mathrm{\Delta }`$, except for the $`i`$th column, which is replaced by the column vector

$$\left(\begin{array}{c}f_{11}\mathrm{cos}\mu ^{[n]}+f_{21}\mathrm{sin}\mu ^{[n]}\\ f_{12}\mathrm{cos}\mu ^{[n]}+f_{22}\mathrm{sin}\mu ^{[n]}\\ h_{11}\mathrm{cos}\mu ^{[n]}+h_{21}\mathrm{sin}\mu ^{[n]}\\ \mathrm{}\\ h_{1n}\mathrm{cos}\mu ^{[n]}+h_{2n}\mathrm{sin}\mu ^{[n]}\end{array}\right).$$
(132)
###### Proof.

Theorem 5 implies that there exist sequences $`\{\mathrm{{\rm Y}}^{[n]}\}`$ and $`\{\mu ^{[n]}\}`$ of local diffeomorphisms and smooth functions respectively, such that for each $`n0`$,

$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_1^{[n]}`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{cos}\mu ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{sin}\mu ^{[n]},`$ (133)
$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_2^{[n]}`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{sin}\mu ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{cos}\mu ^{[n]},`$ (134)
$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_3^{[n]}`$ $`=`$ $`\mathrm{\Theta }_3^{[n]}+d\mu ^{[n]}.`$ (135)
Write $`\mathrm{{\rm Y}}^{[n]}=(\psi ^{[n]},\phi ^{[n]},\varphi _1^{[n]},\mathrm{},\varphi _n^{[n]})`$, and set

$$\widehat{g}_{\alpha \beta }=\widehat{f}_{\alpha \beta }\mathrm{{\rm Y}}^{[n]},\widehat{H}_{\alpha j}=\widehat{h}_{\alpha j}\mathrm{{\rm Y}}^{[n]}.$$
(136)
The construction of $`\mathrm{{\rm Y}}^{[n]}`$ appearing in the proof of Theorem 4 implies that

$$\varphi _j^{[n]}=\tau _j,j=1,2,\mathrm{},n.$$

Thus, the system (133)–(135) becomes

$`\widehat{g}_{11}\psi _x^{[n]}+\widehat{g}_{12}\phi _x^{[n]}`$ $`=`$ $`f_{11}\mathrm{cos}\mu ^{[n]}+f_{21}\mathrm{sin}\mu ^{[n]}`$ (137)
$`\widehat{g}_{11}\psi _t^{[n]}+\widehat{g}_{12}\phi _t^{[n]}`$ $`=`$ $`f_{12}\mathrm{cos}\mu ^{[n]}+f_{22}\mathrm{sin}\mu ^{[n]}`$ (138)
$`\widehat{g}_{11}\psi _{\tau _j}^{[n]}+\widehat{g}_{12}\phi _{\tau _j}^{[n]}+\widehat{H}_{1j}`$ $`=`$ $`h_{1j}\mathrm{cos}\mu ^{[n]}+h_{2j}\mathrm{sin}\mu ^{[n]}`$ (139)
$`\widehat{g}_{21}\psi _x^{[n]}+\widehat{g}_{22}\phi _x^{[n]}`$ $`=`$ $`f_{11}\mathrm{sin}\mu ^{[n]}+f_{21}\mathrm{cos}\mu ^{[n]}`$ (140)
$`\widehat{g}_{21}\psi _t^{[n]}+\widehat{g}_{22}\phi _t^{[n]}`$ $`=`$ $`f_{12}\mathrm{sin}\mu ^{[n]}+f_{22}\mathrm{cos}\mu ^{[n]}`$ (141)
$`\widehat{g}_{21}\psi _{\tau _j}^{[n]}+\widehat{g}_{22}\phi _{\tau _j}^{[n]}+\widehat{H}_{2j}`$ $`=`$ $`h_{2j}\mathrm{sin}\mu ^{[n]}+h_{2j}\mathrm{cos}\mu ^{[n]}`$ (142)
$`\widehat{g}_{31}\psi _x^{[n]}+\widehat{g}_{32}\phi _x^{[n]}`$ $`=`$ $`f_{31}+\mu _x^{[n]}`$ (143)
$`\widehat{g}_{31}\psi _t^{[n]}+\widehat{g}_{32}\phi _t^{[n]}`$ $`=`$ $`f_{32}+\mu _t^{[n]}`$ (144)
$`\widehat{g}_{31}\psi _{\tau _j}^{[n]}+\widehat{g}_{32}\phi _{\tau _j}^{[n]}+\widehat{H}_{3j}`$ $`=`$ $`h_{3j}+\mu _{\tau _j}^{[n]}`$ (145)
in which $`j=1,2,\mathrm{},n`$. Consider the $`n+2`$ equations (137)–(139) as a linear system for $`\widehat{g}_{11}`$, $`\widehat{g}_{12}`$, and $`\widehat{H}_{1j}`$, $`j=1,2,\mathrm{},n`$. It is easy to see that the determinant of (137)–(139) is given by (131), and therefore Cramer’s rule implies that

$$\widehat{g}_{11}=\widehat{f}_{11}\mathrm{{\rm Y}}^{[n]}=\frac{\mathrm{\Delta }_1^{[n]}}{\mathrm{\Delta }^{[n]}},\widehat{g}_{12}=\widehat{f}_{12}\mathrm{{\rm Y}}^{[n]}=\frac{\mathrm{\Delta }_2^{[n]}}{\mathrm{\Delta }^{[n]}},\widehat{H}_{1j}=\widehat{h}_{1j}\mathrm{{\rm Y}}^{[n]}=\frac{\mathrm{\Delta }_{j+2}^{[n]}}{\mathrm{\Delta }^{[n]}},$$

in which $`\mathrm{\Delta }_i`$ is determined by (131) and (132). ∎

Next, one would like to use Theorem 5 to construct a Bäcklund–like transformation from $`u^{[n]}`$ to $`\widehat{u}^{[n]}`$, $`n0`$. In order to avoid some technicalities related to the gauge freedom one has to determine one–forms associated with differential equations (see Remark 4 and ) only hierarchies of strictly pseudo-spherical type will be considered in what follows. Motivated by Corollary 1, let

$$\mathrm{{\rm Y}}^{[n]}=(\psi ^{[n]},\phi ^{[n]},\varphi _1^{[n]},\mathrm{},\varphi _n^{[n]}),n0,$$
(146)
be a map from an open subset of $`𝐑^{n+2}`$ with coordinates $`(x,t,\tau _1,\mathrm{},\tau _n)`$ to an open subset of $`𝐑^{n+2}`$ with coordinates $`(\widehat{x},\widehat{t},\widehat{\tau }_1,\mathrm{},\widehat{\tau }_n)`$, and let $`\mu (x,t,\tau _1,\mathrm{},\tau _n)`$ be a smooth real–valued function on an open subset of $`𝐑^{n+2}`$. Also, define determinants $`\mathrm{\Delta }^{[n]}`$ and $`\mathrm{\Delta }_i^{[n]}`$ as

$$\mathrm{\Delta }^{[n]}=\text{Jacobian}(\mathrm{{\rm Y}}^{[n]}),$$
(147)
and $`\mathrm{\Delta }_i^{[n]}=\mathrm{\Delta }^{[n]}`$, except for the $`i`$th column, which is replaced by the vector (132). As in the single equation case  one now proves the following technical lemma:

###### Lemma 5.

Let $`u_{\tau _i}=F_i`$ and $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i`$ be two hierarchies of strictly pseudo-spherical type with associated functions $`f_{\alpha \beta }`$, $`h_{\alpha i}`$, and $`\widehat{f}_{\alpha \beta }`$, $`\widehat{h}_{\alpha i}`$ respectively, and assume that $`\widehat{f}_{11}=G(\widehat{u})`$, $`G^{}0`$. For each $`n0`$, let $`\mathrm{{\rm Y}}^{[n]}`$ be a smooth map as in $`(\text{146})`$, and let $`\mu ^{[n]}(x,t,\tau _1,\mathrm{},\tau _n)`$ be a smooth real–valued function on an open subset of $`𝐑^{n+2}`$. Set $`\widehat{g}_{\alpha \beta }=\widehat{f}_{\alpha \beta }\mathrm{{\rm Y}}^{[n]}`$ and $`\widehat{H}_{\alpha j}=\widehat{h}_{\alpha j}\mathrm{{\rm Y}}^{[n]}`$. The system of equations

$`\mathrm{\Delta }^{[n]}\widehat{g}_{12}`$ $`=`$ $`\mathrm{\Delta }_2^{[n]}`$ (148)
$`\mathrm{\Delta }^{[n]}\widehat{H}_{1j}`$ $`=`$ $`\mathrm{\Delta }_{j+2}^{[n]}`$ (149)
$`\widehat{g}_{21}\psi _x^{[n]}+\widehat{g}_{22}\phi _x^{[n]}+{\displaystyle \underset{i=1}{\overset{n}{}}}\widehat{H}_{2i}\varphi _{i,x}`$ $`=`$ $`f_{21}\mathrm{cos}\mu ^{[n]}f_{11}\mathrm{sin}\mu ^{[n]}`$ (150)
$`\widehat{g}_{21}\psi _t^{[n]}+\widehat{g}_{22}\phi _t^{[n]}+{\displaystyle \underset{i=1}{\overset{n}{}}}\widehat{H}_{2i}\varphi _{i,t}`$ $`=`$ $`f_{22}\mathrm{cos}\mu ^{[n]}f_{12}\mathrm{sin}\mu ^{[n]}`$ (151)
$`\widehat{g}_{21}\psi _{\tau _j}^{[n]}+\widehat{g}_{22}\phi _{\tau _j}^{[n]}+{\displaystyle \underset{i=1}{\overset{n}{}}}\widehat{H}_{2j}\varphi _{i,\tau _j}`$ $`=`$ $`h_{2j}\mathrm{cos}\mu ^{[n]}h_{2j}\mathrm{sin}\mu ^{[n]}`$ (152)
$`\widehat{g}_{31}\psi _x^{[n]}+\widehat{g}_{32}\phi _x^{[n]}+{\displaystyle \underset{i=1}{\overset{n}{}}}\widehat{H}_{3i}\varphi _{i,x}`$ $`=`$ $`f_{31}+\mu _x^{[n]}`$ (153)
$`\widehat{g}_{31}\psi _t^{[n]}+\widehat{g}_{32}\phi _t^{[n]}+{\displaystyle \underset{i=1}{\overset{n}{}}}\widehat{H}_{3i}\varphi _{i,t}`$ $`=`$ $`f_{32}+\mu _t^{[n]}`$ (154)
$`\widehat{g}_{31}\psi _{\tau _j}^{[n]}+\widehat{g}_{32}\phi _{\tau _j}^{[n]}+{\displaystyle \underset{i=1}{\overset{n}{}}}\widehat{H}_{3j}\varphi _{i,\tau _j}`$ $`=`$ $`h_{3j}+\mu _{\tau _j}^{[n]},`$ (155)
in which $`j=1,2,\mathrm{}n`$, and the left hand side of $`(\text{148})`$$`(\text{155})`$ has been evaluated by means of the equation

$$\widehat{f}_{11}\mathrm{{\rm Y}}^{[n]}=G(\widehat{u})\mathrm{{\rm Y}}^{[n]}=\frac{\mathrm{\Delta }_1^{[n]}}{\mathrm{\Delta }^{[n]}},$$
(156)
admits —whenever $`\{u^{[n]}\}`$ is a solution of the hierarchy $`u_{\tau _i}=F_i`$ such that $`u^{[0]}(x,t)`$ is III–generic— a local solution $`\psi ^{[n]}`$, $`\phi ^{[n]}`$, $`\varphi _1^{[n]}`$, … $`\varphi _n^{[n]}`$, and $`\mu ^{[n]}`$ such that the map $`\mathrm{{\rm Y}}^{[n]}=(\psi ^{[n]},\phi ^{[n]},\varphi _1^{[n]},\mathrm{},\varphi _n^{[n]})`$ is a local diffeomorphism. Moreover, the maps $`\mathrm{{\rm Y}}^{[n]}`$ and $`\mu ^{[n]}`$, $`n0`$, can be chosen so that

$$\mathrm{{\rm Y}}^{[n+1]}|_{V^{[n]}}=\mathrm{{\rm Y}}^{[n]},\text{ and }\mu ^{[n+1]}|_{V^{[n]}}=\mu ^{[n]},n0,$$

in which $`V^{[n]}`$ is the domain of $`\mathrm{{\rm Y}}^{[n]}`$ and $`\mu ^{[n]}`$.

###### Proof.

Take any solution of the hierarchy $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i`$, $`\{\widehat{u}^{[n]}\}`$ say, such that $`\widehat{u}^{[0]}(x,t)`$ is III–generic. By Theorem 4, there exist functions $`\psi ^{[n]}`$, $`\phi ^{[n]}`$, $`\psi _i^{[n]}`$ and $`\mu ^{[n]}`$ satisfying the first order system of equations (105)–(107), and such that

$$\mathrm{{\rm Y}}^{[n]}=(\psi ^{[n]},\phi ^{[n]},\varphi _1^{[n]},\mathrm{},\varphi _n^{[n]})$$

is a local diffeomorphism. These functions also satisfy the system of equations (148)–(155). Indeed, Corollary 2 yields Equation (156) and the equations

$$\widehat{f}_{12}\mathrm{{\rm Y}}^{[n]}=\mathrm{\Delta }_2^{[n]}/\mathrm{\Delta }^{[n]},\text{ and }\widehat{h}_{1j}\mathrm{{\rm Y}}^{[n]}=\mathrm{\Delta }_{j+2}^{[n]}/\mathrm{\Delta }^{[n]}.$$
(157)
Now, let $`\widehat{g}_{\alpha \beta }`$, and $`\widehat{H}_{\alpha j}`$, $`\alpha =1,2,3`$, be the functions depending on $`x`$, $`t`$, $`\psi ^{[n]}`$, $`\phi ^{[n]}`$, $`\varphi _1^{[n]}`$, …, $`\varphi _n^{[n]}`$, and their derivatives, which are obtained from $`\widehat{f}_{\alpha \beta }`$ and $`\widehat{h}_{\alpha j}`$ by computing the pull–backs $`\mathrm{{\rm Y}}^{}\widehat{f}_{\alpha \beta }`$ and $`\mathrm{{\rm Y}}^{}\widehat{h}_{\alpha j}`$ as in the enunciate of the lemma. Then, on solutions of the system (133)–(135), one has, for any $`\alpha `$ and $`\beta `$,

$$\left(\widehat{g}_{\alpha \beta }\right)(x,t)=\widehat{f}_{\alpha \beta }\mathrm{{\rm Y}}(x,t)^{[n]},$$

since on these solutions, Equation (156) is an identity.

Thus, the system (148)–(155) reduces to the first order system (133)–(135), (157), and the result follows. ∎

Theorem 5 and Lemma 5 allow one to prove the following correspondence result:

###### Theorem 6.

Let $`u_{\tau _i}=F_i`$ and $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i`$ be two hierarchies of strictly pseudo-spherical type with associated functions $`f_{\alpha \beta }`$, $`h_{\alpha i}`$, and $`\widehat{f}_{\alpha \beta }`$, $`\widehat{h}_{\alpha i}`$ respectively. Assume that $`\widehat{f}_{11}=G(\widehat{u})`$, $`G^{}0`$. Let $`\mathrm{{\rm Y}}^{[n]}`$ be a solution as in $`(\text{146})`$ of the system of equations $`(\text{148})`$$`(\text{155})`$ which is a local diffeomorphism. Then, any solution $`\{u^{[n]}\}`$ of the hierarchy $`u_{\tau _i}=F_i`$ such that $`u^{[0]}(x,t)`$ is III–generic, determines a solution $`\{\widehat{u}^{[n]}\}`$ of the hierarchy $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i`$ such that $`\widehat{u}^{[0]}(x,t)`$ is also III–generic.

###### Proof.

Fix a solution $`\{u^{[n]}\}`$ of the hierarchy $`u_{\tau _i}=F_i`$ such that $`u^{[0]}(x,t)`$ is III–generic, and consider the system of equations (148)–(155). By Lemma 3, this system possesses local solutions $`\phi ^{[n]}`$, $`\psi ^{[n]}`$ and $`\mu ^{[n]}`$ such that $`\mathrm{{\rm Y}}^{[n]}=(\psi ^{[n]},\phi ^{[n]},\varphi _1\mathrm{},\varphi _n)`$ is a local diffeomorphism with domain $`V^{[n]}`$, say. One then defines $`\widehat{u}^{[n]}\mathrm{{\rm Y}}^{[n]}`$ by means of

$$\widehat{f}_{11}\mathrm{{\rm Y}}^{[n]}=\frac{\mathrm{\Delta }_1^{[n]}}{\mathrm{\Delta }^{[n]}}.$$
(158)
Note that

$$\widehat{u}^{[n+1]}\mathrm{{\rm Y}}^{[n+1]}|_{V^{[n]}}=\widehat{u}^{[n]}\mathrm{{\rm Y}}^{[n]},$$

and that for each $`n0`$ one obtains a system of six equations equivalent to

$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_1^{[n]}`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{cos}\mu ^{[n]}+\mathrm{\Theta }_3^{[n]}\mathrm{sin}\mu ^{[n]},`$ (159)
$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_2^{[n]}`$ $`=`$ $`\mathrm{\Theta }_1^{[n]}\mathrm{sin}\mu ^{[n]}+\mathrm{\Theta }_2^{[n]}\mathrm{cos}\mu ^{[n]},`$ (160)
$`\mathrm{{\rm Y}}^{[n]}\widehat{\mathrm{\Theta }}_3^{[n]}`$ $`=`$ $`\mathrm{\Theta }_3^{[n]}+d\mu ^{[n]}.`$ (161)
Since $`\mathrm{{\rm Y}}^{[n]}`$ is a local diffeomorphism, and the one–forms $`\mathrm{\Theta }_i^{[n]}`$ satisfy the structure equations (18), so do the one–forms $`\widehat{\mathrm{\Theta }}_i^{[n]}`$. This means that (158) determines a solution of the hierarchy $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i`$, as claimed. Finally, note that

$$\left[(\widehat{f}_{11}\mathrm{{\rm Y}})(\widehat{f}_{32}\mathrm{{\rm Y}})(\widehat{f}_{12}\mathrm{{\rm Y}})(\widehat{f}_{31}\mathrm{{\rm Y}})\right]\left[\varphi _x\psi _t\varphi _t\psi _x\right]=f_{11}f_{32}f_{12}f_{31},$$
(162)
so that $`\widehat{u}^{[0]}(\widehat{x},\widehat{t})`$ really is a $`III`$–generic solution. ∎

Thus, solutions to hierarchies of pseudo-spherical type –and correspondences between two such– have been found in this paper basically by “dressing” a standard hierarchy of pseudo-spherical structures —the one naturally induced by the Poincaré metric— by means of Equation (6) of Proposition 2. One obviously expects that results analogous to the ones proven in this section may be obtained by considering now transformations (7) and (8) of Proposition 2, as in .

It is important to note that, as in the single equation case , the transformation (158) appearing in Theorem 6 depends on the particular solution $`\{u^{[n]}\}`$ of the hierarchy $`u_{\tau _i}=F_i`$ one starts with, and that its construction relies strongly on the Frobenius theorem for Pfaffian systems. Since there is no Frobenius theorem available at the level of equation manifolds  Theorem 6 does not imply that one can “transfer” information on, for instance, conservation laws, from one hierarchy to another by means of (158).

###### Remark 5.

Instances of correspondences between solutions of differential equations have been also found in the framework of hierarchies of zero curvature equations constructed from affine (twisted or untwisted) Kač–Moody algebras, by Ferreira, Miramontes, and Sánchez Guillén . It would be interesting to study whether their approach can be related to the one presented here.

The paper ends with an illustration of Theorems 5 and 6:

### Example: Straightening–out the KdV hierarchy.

It is shown in this example how one can pass from a solution of the KdV hierarchy to a solution of a hierarchy of linear equations. To start with, it follows from the seminal paper  by S.S. Chern and C.K. Peng, that the KdV hierarchy $`u_{\tau _i}=F_i`$, $`i0`$, is of strictly pseudo-spherical type with associated functions

$`f_{11}`$ $`=`$ $`1u;`$ (163)
$`f_{21}`$ $`=`$ $`\lambda ;`$ (164)
$`f_{31}`$ $`=`$ $`1u;`$ (165)
$`h_{1i}`$ $`=`$ $`(1/2)\lambda B_x^{(i+1)}(1/2)B_{xx}^{(i+1)}uB^{(i+1)}+B^{(i+1)};`$ (166)
$`h_{2i}`$ $`=`$ $`\lambda B^{(i+1)}B_x^{(i+1)};`$ (167)
$`h_{3i}`$ $`=`$ $`(1/2)\lambda B_x^{(i+1)}(1/2)B_{xx}^{(i+1)}uB^{(i+1)}B^{(i+1)},`$ (168)
in which

$$B^{(i)}=\underset{j=0}{\overset{i}{}}B_j\lambda ^{2(ij)},$$

and the differential functions $`B_j`$ are defined recursively by means of

$`B_{0,x}`$ $`=`$ $`0,`$ (169)
$`B_{j+1,x}`$ $`=`$ $`B_{j,xxx}+4uB_{j,x}+2u_xB_j,\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}ji1.`$ (170)
The functions $`F_i`$, $`i0`$ are given by

$$F_i=(1/2)B_{i+1,xxx}+u_xB_{i+1}+2uB_{i+1,x},$$

and for instance, one can easily check that the equation $`u_{\tau _0}=F_0`$ the standard KdV equation $`u_t=u_{xxx}+6uu_x`$.

On the other hand, consider the hierarchy $`\widehat{u}_{\widehat{\tau }_i}=\widehat{F}_i`$, $`i0`$, with seed equation $`\widehat{u}_{\widehat{t}}=\widehat{u}_{\widehat{x}\widehat{x}}+\widehat{u}_{\widehat{x}}`$, and higher equations

$$\widehat{u}_{\widehat{\tau }_i}=a_{i+1}^{i+2}\widehat{u}_{\widehat{x}^{i+2}}+\underset{l=1}{\overset{i}{}}a_l^{i+2}\widehat{u}_{\widehat{x}^{l+1}}+\underset{l=1}{\overset{i+1}{}}a_l^{i+2}\widehat{u}_{\widehat{x}^l},$$
(171)
in which the constants $`a_s^r`$ are arbitrary except that $`a_1^r=1`$, $`r1`$. It is straightforward to check that the hierarchy (171) is of strictly pseudo-spherical type with associated functions

$`\widehat{f}_{11}`$ $`=`$ $`\widehat{u};`$ (172)
$`\widehat{f}_{21}`$ $`=`$ $`1;`$ (173)
$`\widehat{f}_{31}`$ $`=`$ $`\widehat{u};`$ (174)
$`\widehat{h}_{1i}`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{i+1}{}}}a_k^{i+2}\widehat{u}_{\widehat{x}^k};`$ (175)
$`\widehat{h}_{2i}`$ $`=`$ $`0;`$ (176)
$`\widehat{h}_{1i}`$ $`=`$ $`\widehat{h}_{1i}.`$ (177)
Now, the proof of Theorem 5 implies that if $`\{u^{[n]}\}`$, $`n0`$, is a solution of the KdV hierarchy such that $`u^{[0]}(x,t)`$ is $`III`$–generic, there exist functions $`\alpha (x,t,\mathrm{},\tau _n)`$, $`\beta (x,t,\mathrm{},\tau _n)`$ and $`\theta ^{[n]}(x,t,\mathrm{},\tau _n)`$, $`n0`$, such that Equations (123)–(125) hold. One then defines a diffeomorphism $`\mathrm{{\rm Y}}:(x,t,\tau _1,\mathrm{},\tau _n)(\widehat{x},\widehat{t},\widehat{\tau }_1,\mathrm{},\widehat{\tau }_n)`$ by means of

$`\widehat{x}`$ $`=`$ $`\mathrm{ln}\left|\beta +{\displaystyle \frac{1}{\beta }}(\alpha +{\displaystyle \underset{i=1}{\overset{n}{}}}\tau _i)^2\right|`$ (178)
$`\widehat{t}`$ $`=`$ $`\left({\displaystyle \frac{\alpha +_{i=1}^n\tau _i}{\beta }}\right)+1{\displaystyle \underset{i=1}{\overset{n}{}}}\tau _i+\mathrm{ln}\left|\beta +{\displaystyle \frac{1}{\beta }}(\alpha +{\displaystyle \underset{i=1}{\overset{n}{}}}\tau _i)^2\right|`$ (179)
$`\widehat{\tau }_i`$ $`=`$ $`\tau _i,`$ (180)
in which $`i1`$. Theorem 6 implies that the sequence $`\{\widehat{u}^{[n]}\}_{n0}`$ in which

$$\widehat{u}^{[n]}=\widehat{x}+\widehat{t}+\widehat{\tau }_1+\mathrm{}+\widehat{\tau _n},$$

is a solution to the hierarchy (171).

### Acknowledgements:

Most of this paper was written while the author was at Yale University as a Postdoctoral Fellow of the Natural Sciences and Engineering Research Council of Canada. He is most grateful to Prof. R. Beals for his help in making the author’s stay at Yale possible, and for enlightening conversations on the topic of this work. He also thanks Profs. L.A. Dickey, P.J. Olver and G. Walschap for making several important suggestions.