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# The Hamiltonian Structure of Discrete KP Equations

## 1. Introduction

Acknowledgements: This paper is based on the author’s dissertation at U.C.L.A.. I am indebted to my advisor David Gieseker for his ideas, guidance and support

This paper includes a study of a certain integrable discretization of the KP hierarchy. This is an algebro-geometric discretization introduced by Gieseker in \[Gie1\]. The system has continuous time and both space directions discrete, and is periodic in the two space directions with periods, say, $`N`$ and $`M`$ respectively. Thus there is a set of time dependent functions $`A(n,m)(t)`$, $`B(n,m)(t)`$ subject to a hierarchy of nonlinear flows where $`(n,m)`$ is a point on the $`N`$ by $`M`$ discrete torus. We assume that $`N`$ and $`M`$ are relatively prime.

Given an algebraic curve $`𝒳`$ of arbitrary genus $`g`$ with certain additional properties and additional data including a line bundle $``$ of degree $`g`$ non degenerate in a suitable sense, the construction produces corresponding $`A(n,m)`$,$`B(n,m)`$. The discrete KP flows correspond to moving $``$ in linear directions on the Jacobian of $`𝒳`$, keeping the curve and the rest of the data fixed. One immediately deduces that the flows commute and there are many conserved quantities. The construction is generically invertible, i.e. generic $`A(n,m)`$,$`B(n,m)`$ come from such a curve. This is discussed in \[Gr\] and \[Kis\].

This correspondence generalizes the construction relating hyperelliptic curves and the periodic Toda lattice which is the case $`M=1`$ of discrete KP. It is similar to, and motivated by the construction of van Moerbeke and Mumford \[vM-M\], who show the correspondence between periodic band matrices and curves of arbitrary genus with additional data. In fact the algebro-geometric data for the two systems is almost identical. The discrete KP system is in some sense a finite cover of the band matrix system. Considering this lifting has several benefits.

Our main purpose is to describe the Hamiltonian nature of the discrete KP hierarchy which doesn’t manifest itself in the algebro-geometric picture. In particular we introduce a Poisson bracket for the system for each value of $`N,M`$. This generalizes the so called “second bracket” of the periodic Toda hierarchy to arbitrary $`M`$. Its definition is non-local in the sense that $`A`$’s and $`B`$’s supported at distant points of the torus often have non vanishing brackets, contrasting periodic Toda. The definition involves arithmetic properties of the pair $`N,M`$; there are roughly two different cases depending on the mod 2 value of the number of steps in the Euclidean algorithm of the ordered pair $`(N,M)`$.

The Poisson bracket descends to a bracket on the band matrix system as well. Furthermore, we show that this new bracket and the “first” bracket in \[vM-M\] are compatible. The two brackets endow the band matrix system with a bi-Hamiltonian structure. One says that two Poisson brackets are compatible if any linear combination of them is a Poisson bracket. We may also ask whether they produce the same set of flows when contracted by the conserved quantities. If they do, then one says that the system is bi-Hamiltonian. This useful idea was introduced by Lenard and Magri. Using this, we prove the commutation of conserved quantities for the band matrix system under the new bracket. The conserved quantities are not effected by the lifting process, so we deduce that the conserved quantities for the discrete KP system also commute .

A natural object to look for is a first bracket for the discrete KP system. We prove the nonexistence of such a bracket if we expect it to have some natural properties. To be precise, we prove that a first bracket producing polynomial expressions and descending to the first bracket of the band matrix system doesn’t exist. One hopes that there is an intrinsic reason for this. The author believes the reason is the following: A linear motion of the curve doesn’t correspond to a linear motion of the variables in discrete KP, as opposed to the band matrix system. This suggests that the bi-Hamiltonian property seen in many completely integrable systems is a specific, linear motion case of a more general, nonlinear motion of Poisson structures, and the precise meaning of this to us isn’t clear yet. There are other interesting questions, for instance how the discrete bracket relates to $`𝒲`$ algebras (the bracket for continuous KP is very closely related to $`𝒲`$ algebras. See \[Dic\].)

Inspection of the conserved quantities $`q_i`$ reveals a pattern about the monomials that are the summands of the $`q_i`$. These bijectively correspond to certain closed cycles or unions of closed cycles on the discrete torus. They have to obey some additional conditions which can be explicitly characterized. The Poisson bracket applied to these monomials translates into an antisymmetric pairing on these cycles. This suggests that in a proper context this should be an intersection pairing. However the pairing depends on the cycles themselves, not just on their homology classes. The recent preprint \[C-S\] on string topology discusses a strikingly similar pairing, and we think that this is a discrete analog. The commutation of conserved quantities gives a theorem on the cycles.

Section 2 discusses the periodic Toda lattice. Everything in this section is well known, but we think that it is a good introduction for the general case. It should be remarked that we are writing the equations in terms of the variables after Flaschka’s transformation, so the equations may not be in their most familiar form for some readers. Section 3 discusses the discrete KP hierarchy. Most of the results here are unproven and the proofs can be found in \[Kis\]. Some functions on the discrete torus are constructed. In Section 4 we introduce the Poisson bracket and verify that it indeed is one.

Section 5 describes the relation between the discrete KP and band matrix systems. It is proven here that the bracket descends. Part of this proof is shifted to appendix 1 since it is too long and causes a distraction otherwise. Section 6 discusses the structure of the conserved quantities of the systems, as well as the bi-Hamiltonian nature of the band matrix system. It is proven that the conserved quantities are in involution with respect to the bracket.

Finally, section 7 discusses the combinatorial construction and the intersection pairing. Some examples for this section are given in appendix 2.

## 2. Prelude: The periodic Toda Hierarchy

The periodic Toda lattice is a completely integrable system of differential-difference equations on $`2N`$ variables $`A(1),\mathrm{},A(N)`$ and $`B(1),\mathrm{},B(N)`$. The complete integrability of this system is implied by the fact that there exists a Poisson structure $`\{,\}`$ on $`R^{2N}`$ of generic rank $`N1`$, together with $`N+1`$ almost everywhere independent polynomials $`q_1\mathrm{},q_N,q_{2N}`$ of $`A(i),B(i)`$ so that for all $`k,l\{1,2,\mathrm{},N,2N\}`$:

(2.1)
$$\{q_k,q_l\}=0$$

and the flow is given by:

(2.2)
$$\begin{array}{c}\hfill \dot{A}(n)=\{A(n),q_2\}\\ \hfill \dot{B}(n)=\{B(n),q_2\}\end{array}$$

These relations imply that the $`q_i`$ are conserved quantities of the flow.

We will prove the assertions above. We start from the defining equations of the system:

(2.3)
$$\begin{array}{c}\hfill \dot{A}(n)=B(n)B(n+1)\\ \hfill \dot{B}(n)=(A(n)A(n1))B(n)\end{array}$$

In these equations, the indices are assumed to be in $`/N`$, and this encodes the periodicity (e.g. $`A(N+1)=A(1)`$ etc.).

The Poisson bracket mentioned above is:

(2.4)
$$\begin{array}{c}\hfill \{A(n),B(n)\}_1=B(n)\\ \hfill \{A(n1),B(n)\}_1=B(n)\end{array}$$

It should be understood that the bracket of two coordinate functions besides the ones above is zero unless the contrary is a direct consequence of the antisymmetry property of the Poisson bracket. The bracket is extended by bilinearity and Leibniz rule to all $`C^{\mathrm{}}`$ functions of $`A(i),B(i)`$. This bracket satisfies the Jacobi identity on coordinate functions, therefore on all functions.

To prove the existence of conserved quantities $`q_i`$, we show that it is possible to write the equations in Lax form. Let

(2.5)
$$L=\left[\begin{array}{cccccc}A(1)& 1& 0& & 0& B(1)/\alpha \\ B(2)& A(2)& 1& 0& & 0\\ 0& B(3)& A(3)& 1& 0& \\ & & & & & \\ \mathrm{}& & \mathrm{}& & \mathrm{}& \\ & & & & & \\ \alpha & & & 0& B(N)& A(N)\end{array}\right]$$

and

(2.6)
$$B=\left[\begin{array}{cccccc}0& & & & 0& B(1)/\alpha \\ B(2)& 0& & & & 0\\ 0& B(3)& 0& & & \\ & & & & & \\ \mathrm{}& & \mathrm{}& & \mathrm{}& \\ & & & & & \\ & & & 0& B(N)& 0\end{array}\right]$$

where $`\alpha `$ is a free parameter. Then equations (2.3) are equivalent to the matrix equation

(2.7)
$$\dot{L}=[B,L]$$

and it is a well known result \[Lax\] that if $`L`$ evolves under an equation of this form, its spectrum is conserved. Calculating the eigenvalues of $`L`$ from the equation $`det(L\beta I)=0`$, one obtains

(2.8)
$$\alpha +(\beta ^N+q_1\beta ^{N1}+\mathrm{}+q_N)+\frac{q_{2N}}{\alpha }=0$$

For any given $`\alpha `$, the coefficients $`q_i`$ of the polynomial can be expressed as symmetric polynomials in the roots $`\beta _j`$. It follows that the $`q_i`$’s must be conserved. Moreover, for given $`A(i),B(i)`$, this equation describes a hyperelliptic plane curve; the coordinate functions of the plane being $`\alpha `$ and $`\beta `$. Paraphrasing the discussion above, we deduce that this curve is invariant under the flow. It is called the Bloch spectrum of the periodic Toda system. Considering the degree of the polynomial in $`\beta `$, one would expect the genus of this curve for generic $`A(i),B(i)`$ to be $`N1`$. This is indeed true. See \[Kis\] for a proof of a more general statement.

It can be verified that $`q_1`$ and $`q_{2N}`$ are Casimirs for the bracket $`\{,\}`$ (that is, their Poisson bracket with any other function is zero). The contraction of the bracket with $`q_3,\mathrm{},q_N`$ give $`N2`$ additional flows which commute with the original flow as well as among themselves in view of (2.1) . The collection of these flows is called the periodic Toda hierarchy. Let us turn to the algebro-geometric picture for a moment. The hyperelliptic curve has an associated Jacobian variety, a complex torus of complex dimension equal to the genus of the curve (therefore generically $`N1`$). The coordinates of an eigenvector of $`L`$, if properly normalized, give $`N`$ meromorphic functions on the curve. There is a natural line bundle construction from the divisorial data of these functions which gives a corresponding point on the Jacobian for generic $`A(i),B(i)`$. Under this correspondence, the flows of the Toda hierarchy precisely correspond to linear flows on the Jacobian, which commute in virtue of their linearity. In other words, the algebro-geometric picture provides a linear view of the nonlinear flows.

There is a second Poisson bracket $`\{,\}_2`$ under which the $`q_i`$ are in involution, and whose contraction with $`q_1,q_2,\mathrm{},q_{N1}`$ give back the flows of the Toda hierarchy. $`q_N`$ and $`q_{2N}`$ are Casimirs for this new bracket. From now on we denote the first bracket by $`\{,\}_1`$. The definition of $`\{,\}_2`$ is:

(2.9)
$$\begin{array}{c}\hfill \{A(n),A(n+1)\}_2=B(n+1)\\ \hfill \{A(n),B(n)\}_2=A(n)B(n)\\ \hfill \{A(n1),B(n)\}_2=A(n1)B(n)\\ \hfill \{B(n1),B(n)\}_2=B(n1)B(n)\end{array}$$

$`\{,\}_1`$ and $`\{,\}_2`$ are compatible brackets which means that any linear combination of the two brackets is a Poisson bracket. Furthermore,

(2.10)
$$\{q_i,\}_1=\{q_{i1},\}_2$$

for $`i=2,\mathrm{},N`$. The two brackets are said to form a Poisson pair for the Toda hierarchy, and systems having such pairs are called bi-Hamiltonian. The relation (2.10) automatically implies relations (2.1) which may otherwise be difficult to prove.

## 3. The Discrete KP hierarchy

### 3.1. Description of the system

From here on, assume that $`N`$ and $`M`$ are positive integers such that $`\mathrm{gcd}(N,M)=1`$. The algebro-geometric discretization of the KP equation that we will discuss was introduced by Gieseker in \[Gie1\]. We want to describe the system through construction of the generalization of $`L`$ in (2.5). Consider the following problem: We look for functions $`\mathrm{\Psi }(n,m,t)`$, where $`(n,m,t)\times \times `$, so that $`\mathrm{\Psi }`$ is almost periodic in the two space directions of the lattice $`\times `$, i.e.:

(3.1)
$$\begin{array}{c}\hfill \mathrm{\Psi }(n+N,m)=\alpha \mathrm{\Psi }(n,m)\\ \hfill \mathrm{\Psi }(n,m+M)=\beta \mathrm{\Psi }(n,m)\end{array}$$

Moreover, we require that $`\mathrm{\Psi }(n,m+1)`$ (suppressing the time variable $`t`$) can be expressed in terms of some of the $`\mathrm{\Psi }(k,m)`$ for all $`(n,m)`$. More specifically, we require that $`\mathrm{\Psi }(n,m+1)`$ is of the form:

(3.2)
$$\mathrm{\Psi }(n,m+1)=\mathrm{\Psi }(n+1,m)A(n,m)\mathrm{\Psi }(n,m)B(n,m)\mathrm{\Psi }(n1,m)$$

where $`A(n,m)`$ and $`B(n,m)`$ are periodic in both space entries, with periods $`N`$ and $`M`$. Given such a set of $`A(n,m),B(n,m)`$ the presence of a nontrivial solution for $`\mathrm{\Psi }`$ forces an algebraic relation between $`\alpha `$ and $`\beta `$. If $`M=1`$, this reduces to vanishing of the determinant of the matrix $`L\beta I`$ of the previous section and $`\mathrm{\Psi }`$ becomes an eigenfunction. In the general case there is a matrix $`W`$ so that the conditions above translate as $`\mathrm{\Psi }\mathrm{ker}(W)`$. To get $`W`$, order $`\mathrm{\Psi }(n,m)`$ keeping the second index more significant than the first (i.e. use the order $`(\mathrm{\Psi }(1,1),\mathrm{\Psi }(2,1),\mathrm{}`$ $`\mathrm{\Psi }(N,1);\mathrm{\Psi }(1,2),\mathrm{})`$) Taking into account the almost periodicity of $`\mathrm{\Psi }`$ as well, one sees that $`W`$ is the following $`NM`$ by $`NM`$ matrix (presented in $`N`$ by $`N`$ blocks):

(3.3)
$$W=\left[\begin{array}{ccccc}\beta I_N(1)& 0_N& & 0_N& X(M)\\ X(1)& I_N(2)& 0_N& & 0_N\\ 0_N& X(2)& I_N(3)& 0_N& \\ & & & & \\ & \mathrm{}& & \mathrm{}& \\ & & & & \\ 0_N& & 0_N& X(M1)& I_N(M)\end{array}\right]$$

$`W`$ is in block circulant form. It has two nonzero circulants. Block $`(1,1)`$ of $`W`$ is $`\beta I_N(1)`$, and for $`i1`$, block $`(i,i)`$ is $`I_N(i)`$. Block $`(i+1,i)`$ of $`W`$ is $`X(i)`$ for all $`i`$. (Here, regard $`i`$ in $`/M`$.) $`I_N(i)`$ and $`0_N`$ represent the $`N`$ by $`N`$ identity and zero matrices respectively. The sole purpose of indexing $`I_N`$’s is making references possible. $`X(m)`$ is:

(3.4)
$$X(m)=\left[\begin{array}{cccccc}A(1,m)& 1& 0& & 0& B(1,m)/\alpha \\ B(2,m)& A(2,m)& 1& 0& & 0\\ 0& B(3,m)& A(3,m)& 1& 0& \\ & & & & & \\ & \mathrm{}& & \mathrm{}& & \mathrm{}\\ & & & & & \\ \alpha & 0& & 0& B(N,m)& A(N,m)\end{array}\right]$$

$`X(m)`$ is a circulant matrix, this time with three nonzero circulants. The $`(i,i)`$ entry is $`A(i,m)`$, the $`(i,i1)`$ entry is $`B(i,m)`$ , and the $`(i,i+1)`$ entry is $`1`$ for all $`i`$ (Here regard $`i`$ in $`/N`$). Notice that this matrix is the of the form (2.5).

We label entries of $`W`$ with two pairs of numbers. The $`((n,m),(k,l))`$’th entry where $`1n,kN`$ and $`1m,lM`$ will be the entry $`(n,k)`$ of block $`(m,l)`$ of $`W`$. For instance $`W((n,m),(n,m1))`$ is $`A(n,m1)`$, whereas $`W((n,m),(n1,m1))`$ is $`B(n,m1)`$.

In order for $`W\mathrm{\Psi }=0`$ and $`\mathrm{\Psi }`$ be nontrivial, $`det(W)`$ should be 0. Given a set of $`A(n,m),B(n,m)`$, this is the defining equation of a plane algebraic curve in the variables $`\alpha `$ and $`\beta `$. We saw before that this curve is hyperelliptic for the periodic Toda system. In the general case, the curve defined by $`det(W)=0`$ has a certain definite behaviour at the $`\mathrm{}`$ points of $`\alpha `$ or $`\beta `$. As in the Toda lattice, motion in a linear direction on the Jacobian of the curve corresponds to nonlinear evolution equations for $`A`$ and $`B`$. These give us the discrete KP hierarchy. These flows have a large supply of conserved quantities; the coefficients of $`\alpha ^i\beta ^j`$ in the curve equation, which in fact are functions of $`A(n,m)`$ and $`B(n,m)`$. We state the correspondence between the algebro-geometric data and the discrete KP data. The proof of this correspondence and the unproven results of this section can be found in \[Kis\]. Below, $`𝒳`$ denotes the normalization of the curve $`detW=0`$.

###### Theorem 3.1.

There is a natural correspondence between the following sets of data:

1) A generic smooth curve $`𝒳`$ of genus $`g`$ which possesses points $`P,Q`$ such that $`N(PQ)=\mathrm{div}(\alpha )`$, an additional list of points $`R_i,S_i`$, $`i=1,\mathrm{},M`$ so that $`M(P+Q)(R_i+S_i)=\mathrm{div}(\beta )`$, where $`\alpha `$, $`\beta `$ are meromorphic functions on $`𝒳`$; and a line bundle $``$ of degree $`g`$ on $`𝒳`$ such that

(3.5)
$$H^0(X,((n+m1)P+(mn)Q\underset{i=1}{\overset{m}{}}(R_i+S_i))=0$$

for all $`(n,m)`$.

2) Generic functions $`A(n,m),B(n,m)`$, periodic in the two space directions with periods $`N`$ and $`M`$.

The relation between $`g`$, $`N`$ and $`M`$ is $`g=(N1)M`$. The $`\mathrm{\Psi }(n,m)`$ obtained from $`W\mathrm{\Psi }=0`$, if properly normalized, are holomorphic sections of the line bundles $`((n+m)P+(mn)Q_{i=1}^m(R_i+S_i))`$.

A monomial is said to “appear” in the expansion of $`det(W)`$ if there exists a permutation $`\pi `$ of $`NM`$ letters so that the product associated to $`\pi `$ in the expansion of $`det(W)`$ is a nonzero multiple of this monomial. The “coefficient” of a monomial is the part consisting in $`A`$’s and $`B`$’s, as opposed to the part consisting in $`\alpha `$ and $`\beta `$.

###### Lemma 3.1.

A monomial appearing in the expansion of $`det(W)`$ with a nonconstant coefficient cannot cancel another monomial with the same properties.

The lemma asserts that the list of $`A`$,$`B`$’s in $`𝐦`$ determines the associated permutation $`\pi `$ uniquely, if such a permutation exists.

###### Definition 3.1.

We assign degrees $`d`$ to multiplicative expressions in $`\alpha ,\beta ,A,B`$ as follows:

(3.6)
$$\begin{array}{cc}\hfill (i)& d(\alpha )=N\hfill \\ \hfill (ii)& d(\beta )=M\hfill \\ \hfill (iii)& d(A)=1\hfill \\ \hfill (iv)& d(B)=2\hfill \\ \hfill (v)& d(c)=0,c\hfill \end{array}$$

and the degree of a product is the sum of the degrees.

The following lemma suggests that this degree assignment is natural:

###### Lemma 3.2.

If $`𝐦`$ is a nonzero monomial appearing in $`det(W)`$, then $`d(𝐦)=NM`$.

There is also a symmetry condition on the monomials that appear:

###### Lemma 3.3.

A monomial of the form $`f(A,B)\alpha ^k\beta ^j`$ appears in $`det(W)`$ if and only if a monomial of the form $`g(A,B)\alpha ^k\beta ^j`$ also does.

The following Corollary follows from lemmata 3.2 and 3.3.

###### Corollary 3.1.

A monomial with a coefficient (i.e. $`A`$,$`B`$ part) of degree $`d`$ cannot appear in $`det(W)`$ unless $`d`$ is among the following list of numbers:

(3.7)
$$\begin{array}{cc}& 0\hfill \\ & N,NM,\mathrm{}\hfill \\ & 2N,2NM,2N2M,\mathrm{}\hfill \\ & \mathrm{}\hfill \\ & NM,NMM,NM2M,NM3M,\mathrm{},M,0\hfill \\ & \mathrm{}\hfill \\ & 2NM2N,2NM2NM,2NM2N2M,\mathrm{}\hfill \\ & 2NMN,2NMNM,\mathrm{}\hfill \\ & 2NM\hfill \end{array}$$

For $`1kM+1`$, row $`k`$ of this list contains the numbers $`(k1)NiM`$ for $`0i\frac{(k1)N}{M}`$ which are all nonnegative. Row $`M+1+k`$ contains $`(M+k)NiM`$ for $`0i\frac{(k1)N}{M}`$, i.e. it has the same number of entries as row $`M+1k`$.

It turns out that each of these terms appear in $`det(W)`$ for generic $`A,B`$. This is easier to prove once we relate the discrete KP system to the band matrix system. The proof will be given in section 6.

Using these and some additional information about the monomials, one can prove theorem 3.1. This is discussed in \[Kis\], where also the flow equations have been derived. To be able to write down the equations, we need to make some preliminary definitions.

### 3.2. Some functions on $`/N\times /M`$

As before, suppose that $`N,M`$, and $`\mathrm{gcd}(N,M)=1`$. Let $`S`$ denote the set of functions $`f:/N\times /M\{1,0,1\}`$.

###### Proposition 3.1.

There is a unique function $`\kappa `$ in $`S`$ that satisfies the following conditions:

(3.8)
$$\begin{array}{cc}\hfill (i)& \kappa (0,0)\kappa (1,1)=1\hfill \\ \hfill (ii)& \kappa (0,1)\kappa (1,0)=1\hfill \\ \hfill (iii)& \kappa (1,0)\kappa (0,1)=1\hfill \\ \hfill (iv)& \kappa (1,1)\kappa (0,0)=1\hfill \end{array}$$

and except for these four values of $`(i,j)`$, $`\kappa (i1,j+1)=\kappa (i,j)`$

Proof: Uniqueness is easy to prove, because if two such functions exist, their difference has to be a constant. But by (i) and (iv) the only possibility for $`\kappa (0,0)`$ is $`0`$. Therefore the constant is zero.

To prove existence, we note that since $`\mathrm{gcd}(N,M)=1`$, $`(1,1)`$ is a generator. Look at the sequence

(3.9)
$$(1,1),(2,2),\mathrm{},(a,a),\mathrm{}$$

We will distinguish the two cases below:

1) Suppose in the sequence $`(\text{3.9})`$, $`(1,0)`$ appears before $`(1,0)`$. Then we declare

(3.10)
$$\begin{array}{cc}\hfill \kappa (1,1)& =\kappa (2,2)=\mathrm{}=\kappa (1,0)=1\hfill \\ \hfill \kappa (1,1)& =\kappa (2,2)=\mathrm{}=\kappa (1,0)=1\hfill \end{array}$$

and $`\kappa (a,b)=0`$ if $`(a,b)`$ is not in these lists.

2) Suppose $`(1,0)`$ appears before $`(1,0)`$. We declare

(3.11)
$$\begin{array}{cc}\hfill \kappa (1,1)& =\kappa (2,2)=\mathrm{}=\kappa (0,1)=1\hfill \\ \hfill \kappa (1,1)& =\kappa (2,2)=\mathrm{}=\kappa (0,1)=1\hfill \end{array}$$

and $`\kappa (a,b)=0`$ if $`(a,b)`$ is not in these lists.

One can check that $`\kappa `$ satisfies the conditions that we asked for. $`\mathrm{}`$

Remark: A natural question is which case happens when. It turns out that the deciding quantity is the parity of the number of steps in the Euclidean algorithm for the ordered pair $`(N,M)`$. In particular we have alternate cases for $`(N,M)`$ and $`(M,N)`$.

Note that $`\kappa (n,m)=\kappa (n,m)`$.

We will use the following definition only in section 7.

###### Definition 3.2.

A function $`f`$ in $`S`$ will be called “strictly row alternating” if: Say $`f(n,m)=1`$. Let $`i`$ be the smallest positive integer such that $`f(n+i,m)=1`$ again. Then there exists exactly one $`0<j<i`$ such that $`f(n+j,m)=1`$.

###### Proposition 3.2.

$`\kappa `$ is strictly row alternating.

Proof: We will prove this for the second case in the proof of 3.1. The other case can be obtained by transposing everything. First, we remark that if $`\kappa (n,m)=1`$ then $`\kappa (n+1,m)=+1`$. Indeed, this is true for $`(n,m)=(1,1)`$ by construction. On the other hand, $`(1,1)`$ and $`(0,1)`$ are the beginning points of a trail of $`1`$’s and a trail of $`+1`$’s respectively. There are an equal number of elements in each trail. So this assertion holds everywhere. Notice that this proves the proposition immediately, since if one moves towards the left starting from a $`+1`$, the first nonzero number encountered is a $`1`$. A second $`1`$ encountered will have a $`+1`$ as its right neighbor, which will be encountered before. $`\mathrm{}`$

Next, we would like to define two other functions $`\rho ,\varphi `$ in $`S`$:

###### Definition 3.3.

(3.12)
$$\rho (n,m)=\kappa (n+1,m)+\kappa (n,m)+\delta _{(n,m),(0,0)}\delta _{(n,m),(1,0)}$$

(3.13)
$$\varphi (n,m)=\rho (n1,m)\rho (n,m)$$

(Here and later, $`\delta `$ is the Kronecker delta function, i.e. $`\delta _{X,Y}=1`$ if $`X=Y`$, and $`0`$ otherwise, etc.)

Then the following holds:

(3.14)
$$\begin{array}{cc}\hfill \rho (n1,m+1)\rho (n,m)=& (\kappa (n,m+1)\kappa (n+1,m))\hfill \\ & +(\kappa (n1,m+1)\kappa (n,m))\hfill \\ & +\delta _{(n1,m+1),(0,0)}\delta _{(n1,m+1),(1,0)}\hfill \\ & \delta _{(n,m),(0,0)}+\delta _{(n,m),(1,0)}\hfill \end{array}$$

Therefore $`\rho `$ is the unique function in $`S`$ satisfying the following conditions:

(3.15)
$$\begin{array}{cc}\hfill (i)& \rho (2,0)\rho (1,1)=1\hfill \\ \hfill (ii)& \rho (0,1)\rho (1,0)=1\hfill \\ \hfill (iii)& \rho (1,0)\rho (0,1)=1\hfill \\ \hfill (iv)& \rho (1,1)\rho (0,0)=1\hfill \end{array}$$

and $`\rho (n1,m+1)=\rho (n,m)`$ for all other $`(n,m)`$.

###### Proposition 3.3.

$`\varphi `$ is an odd function. Also,

(3.16)
$$\varphi (k,l)=\rho (k,l)+\rho (k1,l)$$

Proof:

(3.17)
$$\begin{array}{cc}\hfill \varphi (k,l)=& \rho (k1,l)\rho (k,l)\hfill \\ \hfill =& \kappa (k,l)\kappa (k1,l)\kappa (k+1,l)\kappa (k,l)\hfill \\ & \delta _{(k1,l),(0,0)}+\delta _{(k1,l),(1,0)}\delta _{(k,l),(0,0)}+\delta _{(k,l),(1,0)}\hfill \\ \hfill =& \kappa (k,l)+\kappa (k+1,l)+\kappa (k1,l)+\kappa (k,l)\hfill \\ & \delta _{(k,l),(1,0)}+\delta _{(k,l),(1,0)}\hfill \end{array}$$

$`\kappa (k+1,l)+\kappa (k1,l)`$ and $`\delta _{(k,l),(1,0)}+\delta _{(k,l),(1,0)}`$ are both odd, therefore $`\varphi `$ is odd. The identity can be checked directly.$`\mathrm{}`$

Now we can give the equations for the first flow of the discrete KP hierarchy. As remarked before, the proof is in \[Kis\]:

###### Proposition 3.4.

The equations of evolution are

(3.18)
$$\begin{array}{cc}\hfill \dot{A}(n,m)=& B(n,m)B(n+1,m)+(\kappa (kn,lm)A(k,l))A(n,m)\hfill \\ \hfill \dot{B}(n,m)=& (\rho (kn,lm)A(k,l))B(n,m)\hfill \end{array}$$

We define further analogs of $`\rho `$ and $`\varphi `$ to be used in section 5.

###### Definition 3.4.

Suppose $`xy`$ are nonnegative integers. Define

(3.19)
$$\zeta ^{0,y}(n,m)=\kappa (n+y,m)+\kappa (n+y1,m)+\mathrm{}+\kappa (n,m)$$

and

(3.20)
$$\begin{array}{cc}\hfill \zeta ^{x,y}(n,m)=& \zeta ^{0,y}(n,m)+\zeta ^{0,y}(n1,m)+\mathrm{}+\zeta ^{0,y}(nx,m)\hfill \\ & +\delta _{(n,m),(1,0)}+\delta _{(n,m),(2,0)}+\mathrm{}+\delta _{(n,m),(x,0)}\hfill \\ & \delta _{(n,m),(y,0)}\delta _{(n,m),(y+1,0)}\mathrm{}\delta _{(n,m),(y+x1,0)}\hfill \end{array}$$

If $`x>y`$, define $`\zeta ^{x,y}`$ by

(3.21)
$$\zeta ^{x,y}(n,m)=\zeta ^{y,x}(n,m)$$

Note that this is a valid definition since $`\zeta ^{x,x}`$ is an odd function.

One can show that, if $`xy`$;

(3.22)
$$\begin{array}{cc}\hfill \zeta ^{x,y}(n,m)=& \zeta ^{x,0}(n,m)+\zeta ^{x,0}(n+1,m)+\mathrm{}+\zeta ^{x,0}(n+y,m)\hfill \\ & +\delta _{(n,m),(1,0)}+\delta _{(n,m),(2,0)}+\mathrm{}+\delta _{(n,m),(x,0)}\hfill \\ & \delta _{(n,m),(y,0)}\delta _{(n,m),(y+1,0)}\mathrm{}\delta _{(n,m),(y+x1,0)}\hfill \end{array}$$

and if $`xy`$

(3.23)
$$\begin{array}{cc}\hfill \zeta ^{x,y}(n,m)=& \zeta ^{x,0}(n,m)+\zeta ^{x,0}(n+1,m)+\mathrm{}+\zeta ^{x,0}(n+y,m)\hfill \\ & +\delta _{(n,m),(xy+1,0)}+\delta _{(n,m),(2,0)}+\mathrm{}+\delta _{(n,m),(x,0)}\hfill \\ & \delta _{(n,m),(y,0)}\delta _{(n,m),(y+1,0)}\mathrm{}\delta _{(n,m),(1,0)}\hfill \end{array}$$

also,

(3.24)
$$\begin{array}{cc}\hfill \zeta ^{x,y}(n,m)=& \zeta ^{0,y}(n,m)+\zeta ^{0,y}(n1,m)+\mathrm{}+\zeta ^{0,y}(nx,m)\hfill \\ & +\delta _{(n,m),(xy+1,0)}+\delta _{(n,m),(2,0)}+\mathrm{}+\delta _{(n,m),(x,0)}\hfill \\ & \delta _{(n,m),(y,0)}\delta _{(n,m),(y+1,0)}\mathrm{}\delta _{(n,m),(1,0)}\hfill \end{array}$$

So, $`\kappa =\zeta ^{0,0}`$ , $`\rho =\zeta ^{0,1}+\delta _{(n,m),(0,0)}\delta _{(n,m),(1,0)}`$ , $`\varphi =\zeta ^{1,1}`$.

We have the following addition rule for $`\zeta `$

###### Proposition 3.5.

If $`x<y`$

(3.25)
$$\zeta ^{x+1,y}(n,m)=\zeta ^{x,y}(n,m)+\zeta ^{0,y}(nx1,m)+\delta _{(n,m),(x+1,0)}\delta _{(n,m),(y+x,0)}$$

and if $`xy`$

(3.26)
$$\zeta ^{x+1,y}(n,m)=\zeta ^{x,y}(n,m)+\zeta ^{0,y}(nx1,m)+\delta _{(n,m),(x+1,0)}\delta _{(n,m),(y+x+1,0)}$$

Proof: When $`x<y`$, by $`(\text{3.20})`$, the left hand side is

(3.27)
$$\begin{array}{cc}& \zeta ^{0,y}(n,m)+\zeta ^{0,y}(n1,m)+\mathrm{}+\zeta ^{0,y}(nx1,m)\hfill \\ \hfill +& \delta _{(n,m),(1,0)}+\mathrm{}+\delta _{(n,m),(x+1,0)}\hfill \\ \hfill & \delta _{(n,m),(y,0)}\mathrm{}\delta _{(n,m),(y+x,0)}\hfill \end{array}$$

whereas the right hand side is

(3.28)
$$\begin{array}{cc}& \zeta ^{0,y}(n,m)+\zeta ^{0,y}(n1,m)+\mathrm{}+\zeta ^{0,y}(nx,m)+\zeta ^{0,y}(nx1,m)\hfill \\ \hfill +& \delta _{(n,m),(1,0)}+\mathrm{}+\delta _{(n,m),(x,0)}\hfill \\ \hfill & \delta _{(n,m),(y,0)}\mathrm{}\delta _{(n,m),(y+x1,0)}\hfill \end{array}$$

looking at $`(\text{3.27})`$ and $`(\text{3.28})`$, the assertion follows

When $`xy`$, use $`(\text{3.24})`$ to expand terms this time. Left hand side is

(3.29)
$$\begin{array}{cc}& \zeta ^{0,y}(n,m)+\zeta ^{0,y}(n1,m)+\mathrm{}+\zeta ^{0,y}(nx1,m)\hfill \\ \hfill +& \delta _{(n,m),(x+1y+1,0)}+\mathrm{}+\delta _{(n,m),(x+1,0)}\hfill \\ \hfill & \delta _{(n,m),(y,0)}\mathrm{}\delta _{(n,m),(1,0)}\hfill \end{array}$$

whereas the right hand side is

(3.30)
$$\begin{array}{cc}& \zeta ^{0,y}(n,m)+\zeta ^{0,y}(n1,m)+\mathrm{}+\zeta ^{0,y}(nx,m)+\zeta ^{0,y}(nx1,m)\hfill \\ \hfill +& \delta _{(n,m),(xy+1,0)}+\mathrm{}+\delta _{(n,m),(x,0)}\hfill \\ \hfill & \delta _{(n,m),(y,0)}\mathrm{}\delta _{(n,m),(1,0)}\hfill \end{array}$$

so $`(\text{3.26})`$ follows. $`\mathrm{}`$.

The following formulae, obtained by switching $`x`$ and $`y`$ in the proposition, also hold:

If $`y<x`$

(3.31)
$$\zeta ^{x,y+1}(n,m)=\zeta ^{x,y}(n,m)+\zeta ^{x,0}(n+y+1,m)\delta _{(n,m),(y1,0)}+\delta _{(n,m),(y+x,0)}$$

and if $`yx`$

(3.32)
$$\zeta ^{x,y+1}(n,m)=\zeta ^{x,y}(n,m)+\zeta ^{x,0}(n+y+1,m)\delta _{(n,m),(y1,0)}+\delta _{(n,m),(y+x1,0)}$$

A unifying feature of all $`\zeta `$’s is the following property they have:

###### Proposition 3.6.

Say $`xy`$. $`\zeta ^{x,y}`$ is the unique function in $`S`$ satisfying the following conditions:

(3.33)
$$\begin{array}{cc}\hfill (i)& \zeta ^{x,y}(0,0)\zeta ^{x,y}(1,1)=1\hfill \\ \hfill (ii)& \zeta ^{x,y}(x,1)\zeta ^{x,y}(x+1,0)=1\hfill \\ \hfill (iii)& \zeta ^{x,y}(y1,0)\zeta ^{x,y}(y,1)=1\hfill \\ \hfill (iv)& \zeta ^{x,y}(y+x1,1)\zeta ^{x,y}(y+x,0)=1\hfill \end{array}$$

and $`\zeta ^{x,y}(n+1,m1)=\zeta ^{x,y}(n,m)`$ for all other $`(n,m)`$.

If $`xy`$, $`\zeta ^{x,y}`$ is the unique function in $`S`$ satisfying

(3.34)
$$\begin{array}{cc}\hfill (i)& \zeta ^{x,y}(1,1)\zeta ^{x,y}(0,0)=1\hfill \\ \hfill (ii)& \zeta ^{x,y}(x,1)\zeta ^{x,y}(x+1,0)=1\hfill \\ \hfill (iii)& \zeta ^{x,y}(y1,0)\zeta ^{x,y}(y,1)=1\hfill \\ \hfill (iv)& \zeta ^{x,y}(y+x,0)\zeta ^{x,y}(y+x+1,1)=1\hfill \end{array}$$

and $`\zeta ^{x,y}(n+1,m1)=\zeta ^{x,y}(n,m)`$ for all other $`(n,m)`$.

## 4. The Poisson bracket

Looking at the form of equations $`(\text{3.18})`$ , we guess a quadratic Poisson bracket for the discrete KP hierarchy. This section is devoted to introducing this bracket, and to verifying that it indeed is a Poisson bracket.

###### Theorem 4.1.

The following bracket $`\{,\}`$ is a Poisson bracket. (We give the formulae on coordinate functions only. It is extended by bilinearity and Leibniz rule to all $`𝒞^{\mathrm{}}`$ functions of $`A`$’s and $`B`$’s.)

(4.1)
$$\begin{array}{cc}\hfill \{A(k,l),A(n,m)\}& =\kappa (kn,lm)A(k,l)A(n,m)\hfill \\ & +\delta _{(k,l),(n1,m)}B(n,m)\delta _{(k,l),(n+1,m)}B(n+1,m)\hfill \\ \hfill \{A(k,l),B(n,m)\}& =\rho (kn,lm)A(k,l)B(n,m)\hfill \\ \hfill \{B(k,l),B(n,m)\}& =\varphi (kn,lm)B(k,l)B(n,m)\hfill \end{array}$$

Moreover, if $`q_1=_{k,l}A(k,l)`$ then

(4.2)
$$\dot{A}(n,m)=\{q_1,A(n,m)\}$$

(4.3)
$$\dot{B}(n,m)=\{q_1,B(n,m)\}$$

Before proving the theorem, we prove a preliminary proposition

###### Proposition 4.1.

Consider a set of functions $`X_i`$, $`iI`$. Suppose $`\{,\}`$ is bilinear and satisfies the Leibniz rule. Suppose $`\{X_i,X_j\}=\mu _{(i,j)}X_iX_j`$ where $`\mu _{(i,j)}=\mu _{(j,i)}`$. Then any triple of $`X_i`$’s satisfies the Jacobi identity.

Proof:

(4.4)
$$\begin{array}{cc}\hfill \{X_i,\{X_j,X_k\}\}& =\{X_i,\mu _{(j,k)}X_jX_k\}\hfill \\ & =(\mu _{(i,j)}\mu _{(j,k)}+\mu _{(i,k)}\mu _{(j,k)})X_iX_jX_k\hfill \\ & =(\mu _{(i,j)}\mu _{(j,k)}\mu _{(j,k)}\mu _{(k,i)})X_iX_jX_k\hfill \end{array}$$

So, adding over all cyclic permutations, we get 0. $`\mathrm{}`$

Proof of theorem 4.1: We remark that bracket $`(\text{4.1})`$ is antisymmetric since the functions $`\kappa `$ and $`\varphi `$ are odd.

We should verify Jacobi identity for all triplets of $`A`$’s and $`B`$’s. By proposition 4.1 , we need to do this only when two of the three functions are $`A(n1,m)`$ and $`A(n,m)`$, since this is the only case that one gets brackets outside the scope of Proposition 4.1. By toroidal symmetry, we don’t loose generality assuming $`(n,m)=(0,0)`$. We shall consider all possibilities for the third function.

(i)The third function is $`A(k,l)`$, $`(k,l)(2,0)`$ or $`(1,0)`$;

(4.5)
$$\begin{array}{cc}\hfill \{A(k,l),\{A(1,0),& A(0,0)\}\}+\{A(0,0),\{A(k,l),A(1,0)\}\}\hfill \\ & +\{A(1,0),\{A(0,0),A(k,l)\}\}\hfill \\ \hfill =& \{A(k,l),B(0,0)+\kappa (1,0)A(1,0)A(0,0)\}\hfill \\ & +\{A(0,0),\kappa (k+1,l)A(k,l)A(1,0)\}\hfill \\ & +\{A(1,0),\kappa (k,l)A(k,l)A(0,0)\}\hfill \\ \hfill =& (\rho (k,l)\kappa (k+1,l)\kappa (k,l))A(k,l)B(0,0)\hfill \\ & +(\kappa (1,0)\kappa (k+1,l)+\kappa (1,0)\kappa (k,l)+\kappa (k+1,l)\kappa (k,l)\hfill \\ & +\kappa (k+1,l)\kappa (1,0)+\kappa (k,l)\kappa (k1,l)+\kappa (k,l)\kappa (1,0))\hfill \\ & A(k,l)A(0,0)A(1,0)\hfill \end{array}$$

Coefficient of $`A(k,l)B(0,0)`$ vanishes by definition of $`\rho `$, and inspection shows that terms in the other parenthesis cancel in pairs.

(ii) The third function is $`A(1,0)`$

(4.6)
$$\begin{array}{cc}\hfill \{A(1,0),\{A(0,0),& A(1,0)\}\}+\{A(1,0),\{A(1,0),A(0,0)\}\}\hfill \\ & +\{A(0,0),\{A(1,0),A(1,0)\}\}\hfill \\ \hfill =& \{A(1,0),B(1,0)+\kappa (1,0)A(0,0)A(1,0)\}\hfill \\ & +\{A(1,0),B(0,0)+\kappa (1,0)A(1,0)A(0,0)\}\hfill \\ & +\{A(0,0),\kappa (2,0)A(1,0)A(1,0)\}\hfill \\ \hfill =& (\rho (2,0)\kappa (1,0)\kappa (2,0))A(1,0)B(1,0)\hfill \\ & +(\rho (1,0)\kappa (1,0)\kappa (2,0))A(1,0)B(0,0)\hfill \\ & +(\kappa (1,0)\kappa (1,0)+\kappa (1,0)\kappa (2,0)+\kappa (1,0)\kappa (2,0)\hfill \\ & +\kappa (1,0)\kappa (1,0)+\kappa (1,0)\kappa (2,0)+\kappa (2,0)\kappa (1,0))\hfill \\ & A(1,0)A(0,0)A(1,0)\hfill \\ \hfill =& 0\hfill \end{array}$$

again, all three parentheses are 0.

We need not consider $`A(2,0)`$ since it is analogous to (ii). The cases $`A(0,0)`$ and $`A(1,0)`$ trivially work.

(iii) The third function is $`B(k,l)`$

(4.7)
$$\begin{array}{cc}\hfill \{B(k,l),\{A(1,0),& A(0,0)\}\}+\{A(0,0),\{B(k,l),A(1,0)\}\}\hfill \\ & +\{A(1,0),\{A(0,0),B(k,l)\}\}\hfill \\ \hfill =& \{B(k,l),B(0,0)+\kappa (1,0)A(1,0)A(0,0)\}\hfill \\ & +\{A(0,0),\rho (k1,l)A(1,0)B(k,l)\}\hfill \\ & +\{A(1,0),\rho (k,l)A(0,0)B(k,l)\}\hfill \\ \hfill =& (\varphi (k,l)+\rho (k1,l)+\rho (k,l))B(k,l)B(0,0)\hfill \\ & +(\rho (k1,l)\kappa (1,0)\rho (k,l)\kappa (1,0)\rho (k1,l)\kappa (1,0)\hfill \\ & \rho (k1,l)\rho (k,l)+\rho (k,l)\kappa (1,0)+\rho (k,l)\rho (k1,l))\hfill \\ & B(k,l)A(1,0)A(0,0)\hfill \\ \hfill =& 0\hfill \end{array}$$

and this finishes the proof. $`\mathrm{}`$

Remark: The case $`M=1`$ gives back the periodic Toda lattice if $`\kappa `$, $`\rho `$, $`\varphi `$ are interpreted in a degenerate way. These functions were defined via their difference properties on pairs of points (see $`(\text{3.8})`$ and $`(\text{3.15})`$). Whenever there are two or more conditions for a pair of points on a function in $`S`$, impose the sum of them on the pair. Then $`\kappa (n)`$ will be $`0`$ for all $`n`$, $`\rho (0)=1`$, $`\rho (1)=1`$ and $`\rho (n)`$ is $`0`$ otherwise, $`\varphi (1)=1`$, $`\varphi (1)=1`$ and $`\varphi (n)`$ is $`0`$ otherwise. Then equations $`(\text{3.18})`$ become the evolution equations for the periodic Toda lattice, and $`(\text{4.1})`$ reduces to (2.9).

## 5. Relation with the system of Mumford-Van Moerbeke

### 5.1. Description of the system

In their 1979 paper, Mumford and van Moerbeke demonstrate a correspondence between periodic band matrices and algebraic curves with additional data \[vM-M\] (They do not assume the equivalent of $`\mathrm{gcd}(N,M)=1`$, or that the curve is smooth, but we assume these for our discussion. Following notation of \[vM-M\], we assume $`M=M^{^{}}`$, and also that the rightmost loop of the band matrix consists in 1’s entirely).

This construction is related to, and was motivational for the construction of \[Gie1\]. The algebro-geometric pictures differ only in one aspect: In \[Gie1\], the divisor corresponding to zeroes of $`\beta `$ is further broken down into $`M`$ divisors of degree 2. (Some dictionary: $`\alpha `$ here $``$ $`h`$ in \[vM-M\], $`\beta `$ here $``$ $`z`$ in \[vM-M\]). In other words, the underlying curves, and functions $`\alpha `$, $`\beta `$ are unaltered. The variables subject to the flows, on the other hand, differ. It is one of the purposes of this section to show the relation.

Let us describe the band matrix system via a spectral problem. Define $`L`$ to be the linear differential operator:

(5.1)
$$(Ls)(n)=\stackrel{~}{c}_0(n)s(n+M)+\stackrel{~}{c}_1(n)s(n+M1)+\mathrm{}+\stackrel{~}{c}_{2M}(n)s(nM)$$

Let $`T`$ be the translation operator $`(Ts)(n)=s(n+N)`$. Suppose the coefficients $`\stackrel{~}{c}_i`$ are periodic with period $`N`$, i.e. $`\stackrel{~}{c}_i(n)=\stackrel{~}{c}_i(n+N)`$. Then $`L`$ commutes with $`T`$. We look for common eigenfunctions of $`L`$ and $`T`$. This translates as vanishing of a determinant as before.

We now compare the matrices for the two systems.

It turns out that it is more convenient to look at infinite matrices in the $`N`$ direction (only) in order to compare the two systems. We do this for $`W`$ first: in $`W`$ of display $`(\text{3.3})`$ , replace each $`N`$ by $`N`$ block by the corresponding infinite periodic matrix of width $`3`$. Denote the infinite counterparts of matrices by adding a $`\stackrel{~}{}`$ to the notation. $`\stackrel{~}{I}_N(j)`$ is an infinite identity matrix, and $`\stackrel{~}{X}(m)`$ becomes an infinite tridiagonal matrix so that

(5.2)
$$\begin{array}{cc}\hfill \stackrel{~}{X}(m)(k,l)=A(k,m& )\mathrm{if}k=l\hfill \\ \hfill B(k,m& )\mathrm{if}k=l+1\hfill \\ & 1\mathrm{if}k=l1\hfill \\ & 0\mathrm{otherwise}\hfill \end{array}$$

Here $`A(k,l)`$ and $`B(k,l)`$ are periodic in both slots, and the periods are $`N`$ and $`M`$ respectively.

Turning back to the band matrix problem, let $`\stackrel{~}{C}`$ be the infinite periodic band matrix of width $`(2M+1)`$ and period $`N`$ such that $`\stackrel{~}{c}_i(k)`$ is the element $`\stackrel{~}{C}(k,k+Mi)`$ of $`\stackrel{~}{C}`$. With this particular choice, $`\stackrel{~}{c}_i`$’s are on the $`i`$th diagonal. Here we number the diagonals from right to left so that the main diagonal is always the $`M`$’th. Saying that $`\stackrel{~}{C}`$ is of width $`(2M+1)`$ amounts to saying that $`\stackrel{~}{c}_i(k)=0`$ for $`i<0`$ or $`i>2M`$. We furthermore ask that $`\stackrel{~}{c}_0(k)=1`$ for each $`k`$. The periodicity condition means $`\stackrel{~}{c}_i(k+N)=\stackrel{~}{c}_i(k)`$, as we assumed above.

The Bloch spectrum is the set of $`(\alpha ,\beta )`$ such that

(5.3)
$$\begin{array}{cc}\hfill (\stackrel{~}{C}\beta )s& =0\hfill \\ \hfill s(n+N)& =\alpha s(n)\hfill \end{array}$$

In order to get the curve equation in the variables $`\alpha ,\beta `$, one considers the $`N`$ by $`N`$ matrix $`C\beta I`$, where $`C`$ is obtained from $`\stackrel{~}{C}`$ by taking one period. To take periodicity into account, multiply the lower triangular piece of the band matrix sticking out by $`\alpha `$ and translate by $`N`$, and multiply the upper triangular piece sticking out by $`\alpha ^1`$ and translate by $`N`$. If there still remain portions sticking out, repeat these operations (see \[vM-M\]).

### 5.2. The algebraic relation

The algebraic relation between the two systems \[Gie1\] and \[vM-M\] at the level of matrices (i.e. the relation between $`\stackrel{~}{W}`$ and $`\stackrel{~}{C}`$) is the following: Use row reduction to clear block $`(1,M)`$ of $`\stackrel{~}{W}`$ using block $`(M,M)`$, which is $`\stackrel{~}{I}_N(M)`$. This creates a new nonzero block, $`(1,M1)`$ in $`\stackrel{~}{W}`$. We may further clear this new block, using block $`(M1,M1)`$ this time, and proceed inductively, each time clearing the new block formed on block-row $`1`$, using the next diagonal block in the up left direction. When this process is over, blocks $`(i,i)`$ for $`i>2`$ are still $`\stackrel{~}{I}_N(i)`$, but block $`(1,1)`$ is a band matrix of width $`(2M+1)`$ with exactly the properties described. Except for an extra $`\beta \stackrel{~}{I}_N(1)`$ it contains, this will be the $`\stackrel{~}{C}`$ that corresponds to $`\stackrel{~}{W}`$.

If the finite matrices $`W`$ and $`C`$ are considered instead, it is easily seen that an analogous reduction gives the analogous result, i.e. the lower and upper triangular corners acquire the correct power of $`\alpha `$. Since row reduction does not change the determinant, we see that $`C\beta I`$ and $`W`$ have the same determinant, except for a possible difference in sign coming from the $`I_N^{}s`$. Notice that the reduced matrix is in block-triangular form, hence its determinant is the product of the determinants of its diagonal blocks. Thus, the curve equations for the two systems are identical, as we have remarked before, the new functions $`c_i`$ being certain polynomials in $`A`$’s and $`B`$’s.

We want to show that through this series of reductions one can get almost any set of $`\stackrel{~}{c}_i`$ by a suitable choice of $`A,B`$. In order to prove this, we take a closer look at the reduction process. We would like to keep track of all intermediate steps in the process of reducing $`\stackrel{~}{W}`$ to $`\stackrel{~}{C}`$. Rename $`\stackrel{~}{C}`$ as $`\stackrel{~}{W}^{(1)}`$. Let $`\stackrel{~}{W}^{(M+1j)}`$ denote the new block in block-row $`1`$ of $`\stackrel{~}{W}`$ obtained at the $`j`$th intermediate step. For instance, with this notation, $`\stackrel{~}{W}^{(M)}=X(M)`$. We label the entries of $`\stackrel{~}{W}^{(j)}`$ the same way as for $`\stackrel{~}{C}`$: The entries are $`\stackrel{~}{c}_i^{(j)}(k)`$, where $`\stackrel{~}{c}_{M+1j}^{(j)}`$ are on the main diagonal. So, for instance, $`\stackrel{~}{c}_i(k)`$ above is $`\stackrel{~}{c}_i^{(1)}(k)`$.

The explicit formula for the reduction from $`\stackrel{~}{c}^{(j+1)}`$ to $`\stackrel{~}{c}^{(j)}`$ is

(5.4)
$$\begin{array}{cc}\hfill \stackrel{~}{c}_i^{(j)}(k)=\stackrel{~}{c}_i^{(j+1)}(k)& A(ki+M+1j,j)\stackrel{~}{c}_{i1}^{(j+1)}(k)\hfill \\ & B(ki+M+2j,j)\stackrel{~}{c}_{i2}^{(j+1)}(k)\hfill \end{array}$$

Let $`𝒜^{(j)}`$ denote the affine space with the ring of functions $`[c_i^{(j)}(k),A(k,j1),B(k,j1)]`$ , where $`k=1,\mathrm{},N`$ and $`i=1\mathrm{},2(M+1j)`$, and let $`^{(j)}`$ denote the affine space with the ring of functions $`[c_i^{(j)}(k)]`$. Then $`(\text{5.4})`$ gives a rational map $`\varphi _j`$ from $`𝒜^{(j+1)}`$ to $`^{(j)}`$. Notice that these two varieties have the same dimension.

###### Proposition 5.1.

$`\varphi _j`$ is a dominant map.

Proof: It is enough to check that the differential of $`\varphi _j`$ is surjective at one point (hence in an open subvariety) of $`𝒜^{(j+1)}`$. We calculate the differential at the point defined by: for all $`k`$; $`A(k,j)=B(k,j)=0`$, $`\stackrel{~}{c}_{2M2j}^{(j+1)}(k)=1`$, and $`\stackrel{~}{c}_i^{(j+1)}=0`$ for all other $`i`$. Easy computation shows:

(5.5)
$$d\stackrel{~}{c}_i^{(j)}(k)=d\stackrel{~}{c}_i^{(j+1)}(k)$$

except for $`i=1,2,2M2j+1,2M2j+2`$. And for these four values of $`i`$,

(5.6)
$$\begin{array}{c}\hfill d\stackrel{~}{c}_1^{(j)}(k)=d\stackrel{~}{c}_1^{(j+1)}(k)dA(k+Mj,j)\\ \hfill d\stackrel{~}{c}_2^{(j)}(k)=d\stackrel{~}{c}_2^{(j+1)}(k)dB(k+Mj,j)\\ \hfill d\stackrel{~}{c}_{2M2j+1}^{(j)}(k)=dA(kM+j,j)\\ \hfill d\stackrel{~}{c}_{2M2j+2}^{(j)}(k)=dB(kM+j,j)\end{array}$$

From $`(\text{5.5})`$ and $`(\text{5.6})`$ it is clear that the differential is surjective. $`\mathrm{}`$

Since each step of the reduction is a dominant map, the overall reduction from $`A,B`$’s to $`\stackrel{~}{c}`$’s is a dominant map. Thus we can obtain almost any set of $`\stackrel{~}{c}_i(k)`$ by choosing suitable $`A,B`$.

### 5.3. The bracket for the second system

Now we turn to the Poisson bracket.

It is evidently possible to calculate $`\{\stackrel{~}{c}_i(k),\stackrel{~}{c}_j(l)\}`$ in terms of $`A`$’s and $`B`$’s by keeping track of the row operations $`(\text{5.4})`$. The important result we will prove is that these brackets can be expressed back in terms of $`\stackrel{~}{c}`$’s only.

###### Theorem 5.1.

The bracket of Theorem 4.1 induces a bracket on the set of variables $`\stackrel{~}{c}_i(k)`$, $`i=1,\mathrm{},2M`$. The formulae for this bracket are given as follows (suppose $`i_1i_2`$) :

First define

(5.7)
$$f(\stackrel{~}{c}_{i_1}(k_1),\stackrel{~}{c}_{i_2}(k_2))=(\delta _{k_2k_1}\delta _{k_2i_2k_1i_1}\delta _{k_2k_1}\delta _{k_2i_2k_1i_1})\stackrel{~}{c}_{k_1k_2+i_2}(k_1)\stackrel{~}{c}_{k_2k_1+i_1}(k_2)$$

Then the bracket is:

(5.8)
$$\begin{array}{cc}\hfill \{\stackrel{~}{c}_{i_1}(k_1),\stackrel{~}{c}_{i_2}(k_2)\}=& \zeta ^{i_11,i_21}(k_1k_2,0)\stackrel{~}{c}_{i_1}(k_1)\stackrel{~}{c}_{i_2}(k_2)\hfill \\ & +\underset{l}{}f(\stackrel{~}{c}_{i_1}(k_1),\stackrel{~}{c}_{i_2}(k_2+lN))\hfill \end{array}$$

We first explain what $`f`$ does in words. Imagine a rectangle placed on the band matrix, such that its sides are parallel to the rows and columns of the matrix, and two of the diagonally opposite vertices of the rectangle sit on top of the points where $`\stackrel{~}{c}_{i_1}(k_1)`$ and $`\stackrel{~}{c}_{i_2}(k_2)`$ are. Then $`f(\stackrel{~}{c}_{i_1}(k_1),\stackrel{~}{c}_{i_2}(k_2))`$ is the product of $`\stackrel{~}{c}`$’s under the two remaining vertices of the rectangle, with a coefficient of $`1,0`$ or $`1`$. This product is necessarily zero if the rectangle is too large compared to the width of the band matrix. So, for given $`i_1,k_1`$; $`f(\stackrel{~}{c}_{i_1}(k_1),\stackrel{~}{c}_{i_2}(k_2))`$ is nonzero for only finitely many pairs $`i_2,k_2`$. In particular the sum in $`(\text{5.8})`$ is finite.

The proof of the theorem is by induction. A stronger assertion is true: at every intermediate step of the reduction, we obtain an induced bracket for the set of variables at that level (This fails if one tries to consider several levels at once). We need these intermediate steps for the induction. So we will state and prove a theorem that is slightly stronger than 5.1.

###### Theorem 5.2.

The bracket of Theorem 4.1 induces a bracket on the set of variables $`\stackrel{~}{c}_i^{(j)}(k)`$, $`i=1,\mathrm{},2M2j+2`$ for any given $`1jM`$. It is given by the following formulae (suppose $`i_1i_2`$):

(5.9)
$$\begin{array}{cc}\hfill \{\stackrel{~}{c}_{i_1}^{(j)}(k_1),\stackrel{~}{c}_{i_2}^{(j)}(k_2)\}=& \zeta ^{i_11,i_21}(k_1k_2,0)\stackrel{~}{c}_{i_1}^{(j)}(k_1)\stackrel{~}{c}_{i_2}^{(j)}(k_2)\hfill \\ & +\underset{l}{}f(\stackrel{~}{c}_{i_1}^{(j)}(k_1),\stackrel{~}{c}_{i_2}^{(j)}(k_2+lN))\hfill \end{array}$$

To prove 5.2, we start with two lemmata

###### Lemma 5.1.

Suppose $`M>j_01`$. If $`j>j_0`$,

(5.10)
$$\{A(k_1,j_0),\stackrel{~}{c}_i^{(j)}(k_2)\}=\zeta ^{0,i1}(k_1k_2,j_0)A(k_1,j_0)\stackrel{~}{c}_i^{(j)}(k_2)$$

Proof: We do induction on decreasing $`j`$. The statement is clear for $`j=M`$, because in that case the brackets are $`\{A(k_1,j_0),A(k_2,M)\}`$ and $`\{A(k_1,j_0),B(k_2,M)\}`$, and one only needs to check that the formulas agree with those in $`(\text{4.1})`$. For the induction step, we expand $`\stackrel{~}{c}^{(j)}`$ using $`(\text{5.4})`$:

(5.11)
$$\begin{array}{cc}\hfill \{A(k_1,j_0),\stackrel{~}{c}_i^{(j)}(k_2)\}& =\{A(k_1,j_0),\stackrel{~}{c}_i^{(j+1)}(k_2)A(k_2i+M+1j,j)\stackrel{~}{c}_{i1}^{(j+1)}(k_2)\hfill \\ & B(k_2i+M+2j,j)\stackrel{~}{c}_{i2}^{(j+1)}(k_2)\}\hfill \\ & =\{A(k_1,j_0),\stackrel{~}{c}_i^{(j+1)}(k)\}\hfill \\ & +\{A(k_1,j_0),A(k_2i+M+1j,j)\stackrel{~}{c}_{i1}^{(j+1)}(k_2)\}\hfill \\ & +\{A(k_1,j_0),B(k_2i+M+2j,j)\stackrel{~}{c}_{i2}^{(j+1)}(k_2)\}\hfill \end{array}$$

The three brackets on the last line produce weighted product terms only. Because, if the $`\stackrel{~}{c}`$’s on the right side of the equation are expanded purely in terms of $`A`$,$`B`$, none of the terms on the second slots of the brackets contain an $`A(n,j_0)`$. But according to $`(\text{4.1})`$, the only brackets yielding a term other than a product are of the form $`\{A(n,j_0),A(n+1,j_0)\}`$.

We are going to show that all three coefficients in these products are the same, and that they are all $`t=\zeta ^{0,i1}(k_1k_2,j_0)`$. The expression for $`t`$ does not involve $`j`$, therefore by induction hypothesis, first of the three brackets in $`(\text{5.11})`$ gives $`t`$. The coefficient from the second bracket is

(5.12)
$$\zeta ^{0,i2}(k_1k_2,j_0)+\kappa (k_1k_2+iM1+j,j_0j)$$

Since $`j>j_01`$, if the argument of $`\kappa `$ is shifted by $`(Mj,M+j)`$ in steps of $`(1,1)`$, none of the critical points in $`(\text{3.8})`$ are trespassed. Therefore the value of $`\kappa `$ value does not change and $`(\text{5.12})`$ becomes

(5.13)
$$\zeta ^{0,i2}(k_1k_2,j_0)+\kappa (k_1k_2+i1,j_0)$$

and by definition, this is equal to $`\zeta ^{0,i1}(k_1k_2,j_0)`$, which is $`t`$.

From the third bracket we get the coefficient

(5.14)
$$\zeta ^{0,i3}(k_1k_2,j_0)+\rho (k_1k_2+iM2+j,j_0j)$$

again, we can shift $`\rho `$ by $`(Mj,M+j)`$ without changing its value, and get

(5.15)
$$\begin{array}{cc}& \zeta ^{0,i3}(k_1k_2,j_0)+\rho (k_1k_2+i2,j_0)\hfill \\ & =\zeta ^{0,i3}(k_1k_2,j_0)+\kappa (k_1k_2+i1,j_0)+\kappa (k_1k_2+i2,j_0)\hfill \\ & =t\hfill \end{array}$$

The equality of the form $`\rho =\kappa +\kappa `$ is valid since $`j_0M`$. $`\mathrm{}`$

###### Lemma 5.2.

If $`M>j_01`$ and $`j>j_0`$,

(5.16)
$$\{B(k_1,j_0),\stackrel{~}{c}_i^{(j)}(k_2)\}=\zeta ^{1,i1}(k_1k_2,j_0)B(k_1,j_0)\stackrel{~}{c}_i^{(j)}(k_2)$$

Proof: This follows from the previous lemma, together with the observation that $`\rho (n,m)=\kappa (n,m)+\kappa (n+1,m)`$ if $`m0`$ mod $`M`$. $`\mathrm{}`$

Now we are ready to prove Theorem 5.2 by induction

Proof of thm 5.2 : Again, we do induction on decreasing $`j`$. Throughout we assume $`i_1i_2+3`$. The remaining cases can be proven in the same manner.

(5.17)
$$\begin{array}{cc}\hfill \{\stackrel{~}{c}_{i_1}^{(j)}(k_1),\stackrel{~}{c}_{i_2}^{(j)}(k_2)\}& =\{\stackrel{~}{c}_{i_1}^{(j+1)}(k_1)A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\hfill \\ & B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1),\hfill \\ & \stackrel{~}{c}_{i_2}^{(j+1)}(k_2)A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ & B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\}\hfill \end{array}$$

We can expand this bracket using linearity and Leibniz rule. There are 25 brackets in this expansion. We know how to evaluate each of these, using either the induction hypothesis, or the lemmata 5.1 and 5.2. This confronts us with a straightforward but admittedly very tedious calculation that takes several pages. On the other hand it is essential, so we give the rest of the proof in appendix 1. $`\mathrm{}`$

There is no essential difference if we consider $`c`$’s rather than $`\stackrel{~}{c}`$’s. Let $`\gamma `$ be the algebra homomorphism taking $`\stackrel{~}{c}`$ to the corresponding $`c`$, i.e. $`\gamma `$ removes $`\stackrel{~}{}`$ ’s from the variables, and does not change anything else. Then,

###### Theorem 5.3.

The bracket of Theorem 4.1 induces a bracket on the set of variables $`c_i(k)`$, $`i=1,\mathrm{},2M`$,$`k=1,\mathrm{},N`$. This bracket is given as follows (suppose $`i_1i_2`$) :

(5.18)
$$\begin{array}{cc}\hfill \{c_{i_1}(k_1),c_{i_2}(k_2)\}=& \zeta ^{i_11,i_21}(k_1k_2,0)c_{i_1}(k_1)c_{i_2}(k_2)\hfill \\ & +\underset{l}{}\gamma (f(\stackrel{~}{c}_{i_1}(k_1),\stackrel{~}{c}_{i_2}(k_2+lN)))\hfill \end{array}$$

## 6. The Hamiltonian nature of the system

### 6.1. Conserved Quantities

The Poisson bracket of (4.1) endows the discrete KP system with Hamiltonian structure. We will prove that the coefficients of the curve equation commute under the bracket. The curve equations are the same for the discrete KP and band matrix systems except for a polynomial mapping of the variables which was shown to be dominant in Proposition 5.1. Therefore the problem of commutation of conserved quantities is the same for the two systems since $`A`$’s $`B`$’s or $`c`$’s enter this problem through conserved quantities only. On the other hand, in other issues there are significant differences; a sample case will be discussed in 6.2.

First we want to determine the Casimirs of bracket $`(\text{4.1})`$.

###### Theorem 6.1.

If $`\beta =0`$, $`det(K)`$ is a Casimir of $`(\text{4.1})`$ for any value of $`\alpha `$.

Proof: If $`\beta =0`$, the determinant of $`L`$ splits as a product of block determinants. The following equality holds:

(6.1)
$$|det(K)|=|det(X(1))det(X(2))\mathrm{}det(X(M))|$$

The determinant of a single $`X(m)`$ is:

(6.2)
$$det(X(m))=\alpha +Q_1(m)+Q_2(m)/\alpha $$

for certain polynomials $`Q_1(m),Q_2(m)`$. $`Q_2(m)=B(1,m)\mathrm{}B(N,m)`$. Therefore

(6.3)
$$\{A(1,1),Q_2(m)\}=(\underset{n=1}{\overset{N}{}}\rho (1n,1m))A(1,1)Q_2(m)$$

This is $`0`$, since sum of $`\rho (n,m)`$ for fixed $`m`$ over a period of $`n`$ is zero.

$`Q_1(m)`$ is the sum of the certain monomials in $`A,B`$. These are: $`a=A(1,m)\mathrm{}A(N,m)`$, any other monomial that can be obtained from $`a`$ by replacing $`A(k_i1,m)A(k_i,m)`$ with $`B(k_i,m)`$ for some sequence of indices $`k_i`$. In the determinant, all of these monomials that we mentioned appear with the same sign. Indeed, the replacement operation changes the signature of the permutation that picks the monomial, but the sign changes for a second time since $`(A)(A)`$ is replaced by $`(B)(1)`$. Now recall that $`\rho (n,l)=\kappa (n+1,l)+\kappa (n,l)`$ unless $`l=0`$. Therefore, for $`m1`$:

(6.4)
$$\{A(1,1),Q_1(m)\}=r(\underset{n=1}{\overset{N}{}}\kappa (1n,1m))A(1,1)Q_1(m)$$

This, again, is zero. Here $`r`$ is the number of summands in $`Q_1`$.

If $`m=1`$, we get some non-product terms as well. An expression of the form $`\{A(1,1),B(2,1)TA(N,1)\}`$ gives $`B(1,1)B(2,1)T`$ (Here, $`T`$ is the remaining part of the monomial). This cancels the non-product monomial coming from $`\{A(1,1),B(1,1)A(2,1)T\}`$.

Similarly, $`\{A(1,1),A(1,1)TA(N,1)\}`$ gives a $`B(1,1)A(1,1)T`$; and furthermore a $`\{A(1,1),A(1,1)A(2,1)T^{^{}}\}`$ gives a $`A(1,1)B(2,1)T^{^{}}`$. These cancel the extra product terms in $`\{A(1,1),B(1,1)T\}`$ and $`\{A(1,1),B(1,2)T^{^{}}\}`$ respectively. To verify these calculations, recall that $`\rho (n,0)=\kappa (n+1,0)+\kappa (n,0)+\delta _{n,0}\delta _{n1,0}`$.

Combining all of these observations, $`\{A(1,1),det(X(m))\}=0`$ for any $`m`$, implying that $`\{A(1,1),det(K)\}=0`$ for any $`\alpha `$. The proof that $`\{B(1,1),det(K)\}=0`$ is very similar to the first part of the proof for $`A`$’s. $`\mathrm{}`$

As a result, there are $`2M`$ Casimirs of $`(\text{4.1})`$ among the conserved quantities. These are precisely the coefficients attached to terms of the form $`\alpha ^k\beta ^0`$, in other words, the coefficients whose degrees belong to the leftmost column of $`(\text{3.7})`$. These degrees are $`N,2N,\mathrm{},2MN`$.

The degree function $`d`$ is naturally defined on the variables $`c`$ and $`\stackrel{~}{c}`$ as well, since these are polynomials in $`A`$’s and $`B`$’s. A glance at $`(\text{5.4})`$ will show that they are homogeneous polynomials, and $`d(c_i^{(j)}(k))=d(\stackrel{~}{c}_i^{(j)}(k))=i`$. As remarked, the curve equations for the two systems are identical. Therefore, the Casimirs for the induced bracket $`(\text{5.18})`$ are also of the same degrees, and there are $`2M`$ of them.

Next, we prove that all degrees in $`(\text{3.7})`$ are assumed by some conserved quantity. A non-cancelling lemma similar to Lemma 3.1 also holds for $`C`$, with essentially the same proof. We only state this result:

###### Lemma 6.1.

A nonzero monomial which contains at least one $`c_i`$ with $`i>0`$, and which appears in the expansion of $`det(C\beta I)`$ by permutations, cannot cancel another one with the same properties.

###### Proposition 6.1.

The conserved quantities have exactly the degrees in $`(\text{3.7})`$. There are $`(N+1)M`$ of them, of which $`2M`$ are Casimirs for the bracket described.

Proof: By 6.1, it is enough to display one monomial for each one of the degrees in $`(\text{3.7})`$. For the term with degree $`(i+M)N`$, $`MiM`$, the monomial $`𝐦_i=\alpha ^i\mathrm{\Pi }_kc_{Mi}(k)`$, which is the product of all elements on one of the circulants, does the trick. Now we are going to show that $`𝐦_i`$ can be modified in a way to include $`\beta ^j`$ without changing the $`\alpha `$ exponent, as long as the degree of the coefficient part of the monomial remains positive. For ease of presentation suppose $`M<<N`$, although it is possible to do this construction in general, considering $`\stackrel{~}{C}`$ instead of $`C`$.

Consider $`M\times M`$ square submatrices $`S`$ of $`C\beta I`$ so that the main diagonal of $`S_k`$ consists in $`c_{Mi}(k),c_{Mi}(k+1),\mathrm{}c_{Mi}(k+M1)`$ for some $`k`$. Then one of the circulants of $`S_k`$ is composed of $`c_0`$’s and $`c_M\beta `$’s only. There are $`i`$ of these $`c_0`$’s and $`Mi`$ of the $`c_M\beta `$’s. In $`𝐦_i`$, replace the product $`c_{Mi}(k)c_{Mi}(k+1)\mathrm{}c_{Mi}(k+M1)`$ by the product of these $`c_0`$’s and $`\beta `$ part of the $`c_M\beta `$’s. Clearly, this new monomial also appears in the expansion of the determinant, since all we have done is replace the part of the permutation confined to $`S_k`$ by some other. Therefore, the $`\beta `$ exponent can be increased by $`Mi`$ using just this $`S_k`$. It is possible to choose a smaller $`l\times l`$ submatrix instead of $`S`$ as well, keeping the $`c_{Mi}`$ on the diagonal again. In this case the $`\beta `$ exponent can be increased by $`li`$. The maximal number of disjoint $`S_k`$ that we can choose is $`\frac{N}{M}`$. If $`l`$ is $`N\frac{N}{M}M`$, there is one $`l\times l`$ submatrix disjoint from these, as well. Doing the replacement operation described for each one of these submatrices, we can increase the exponent of $`\beta `$ to a total of

(6.5)
$$t=\frac{N}{M}(Mi)+(li)$$

We cannot get a higher exponent of $`\beta `$, since

(6.6)
$$\begin{array}{cc}\hfill d(\alpha ^i\beta ^{t+1})& =iN+(t+1)M\hfill \\ & =iN+(\frac{N}{M}(Mi)+(li)+1)M\hfill \\ & >NM\hfill \end{array}$$

so the highest power of $`\beta `$ that $`(\text{3.7})`$ permits is gotten. It is easy to check that all intermediate powers of $`\beta `$ can be obtained as well, by choosing smaller submatrices whenever necessary. This finishes the proof that each of the degrees in the list are realized by some conserved quantity.

We have seen that there are $`2M`$ Casimirs. Finally, we want to check that there are $`(N+1)M`$ numbers in $`(\text{3.7})`$. Remove the leftmost column and the middle row of $`(\text{3.7})`$, which together have $`2M+N1`$ elements. Thus we want to show that the remaining list has $`(N1)(M1)`$ elements. The two mirror symmetric pieces have $`M1`$ rows each. We show that these pieces can be fit together to give an $`(N1)`$ by $`(M1)`$ rectangle. To see that, take two copies of the lower piece instead. Negate the numbers in the second one. Then the $`i`$th row of the first copy and $`(M1i)`$th row of the second copy together consist in the following numbers in arithmetic progression:

(6.7)
$$(Mi)NM,(Mi)N2M,\mathrm{},iN+M$$

Each one of these sequences contains $`N1`$ numbers, and since there are $`M1`$ sequences, the claim is established. $`\mathrm{}`$

For the algebraic independence of these quantities, we refer the reader to \[vM-M\].

From now on, we label the conserved quantities with respect to their degree. The quantity of degree $`d`$ will be denoted by $`q_d`$. For instance, for the $`3\times 2`$ system, the conserved quantities are $`q_1,q_2,q_3,q_4,q_6,q_7,q_9`$ and $`q_{12}`$, of which $`q_3,q_6,q_9`$ and $`q_{12}`$ are Casimirs.

The complete phase space where the flows take place is $`2NM`$ dimensional. There are $`2M`$ independent Casimirs, $`q_N,q_{2N},\mathrm{},q_{2MN}`$. A level set of these $`2M`$ quantities, $`q_N=x_1,\mathrm{},q_{2MN}=x_{2M}`$ would be $`2M(N1)`$ dimensional. There are $`g=(N1)M`$ independent Hamiltonian flows, on the other hand, so this accounts exactly for a $`2(N1)M`$ dimensional symplectic space. Since the genus is equal to the number of non Casimir conserved quantities, this shows that our list is complete.

We close this section by proving a relation between $`q_i`$ and $`q_{i+M}`$.

###### Proposition 6.2.

For any $`i`$ such that $`q_{i+M}0`$,

(6.8)
$$|q_i|=|\underset{k}{}\frac{q_{i+M}}{c_M(k)}|$$

Proof: If $`q_{i+M}`$ is the coefficient of the term $`\alpha ^k\beta ^j`$, then $`q_i`$ is the coefficient of the term $`\alpha ^k\beta ^{j+1}`$. Notice that the $`c_M(k)`$ and $`\beta `$ occur in the matrix in the form $`c_M(k)\beta `$ only. Number the $`\beta `$’s from $`1`$ to $`N`$ just for the sake of the following sentence: For any monomial containing $`\beta (k)`$ there is a corresponding monomial obtained by swapping $`\beta (k)`$ with $`c_M(k)`$, and vice versa. The formula directly follows from this observation. $`\mathrm{}`$

### 6.2. The Poisson pair

There is a natural definition of the degree $`d`$ of a Poisson bracket with respect to its action on a pair of monomials $`X`$,$`Y`$:

(6.9)
$$d(\{,\}_{X,Y})=d(\{X,Y\})d(X)d(Y)$$

In this formula, $`d`$ is evaluated on monomials as in definition 3.1.

We shall call a Poisson bracket a “homogenous bracket” if its degree with respect to any pair of monomials is the same. Bracket $`(\text{4.1})`$, and consequently, the induced bracket $`(\text{5.8})`$ are homogenous brackets of degree 0.

Now, in \[vM-M\] a bracket of degree $`M`$ is given. This bracket is the generalization of the first bracket for the classical periodic Toda. Our brackets generalize the second bracket in periodic Toda. In this section, we show that these two brackets are compatible for the system of \[vM-M\].

Since we will have more than one bracket in question from now on, we denote bracket $`(\text{4.1})`$ or $`(\text{5.8})`$ by $`\{,\}_2`$.

Suppose $`F`$,$`G`$ are polynomials in $`\stackrel{~}{c}`$. Citing \[vM-M\], the first bracket can be written in the following closed form:

(6.10)
$$\{F,G\}_1=\mathrm{Tr}(([(\frac{F}{\stackrel{~}{C}})^+,(\frac{G}{\stackrel{~}{C}})^+][(\frac{F}{\stackrel{~}{C}})^{},(\frac{G}{\stackrel{~}{C}})^{}])\stackrel{~}{C}^T)$$

We define the terms in this expression. Here, $`\frac{F}{\stackrel{~}{C}}`$ denotes differentiation with respect to the matrix entries of $`\stackrel{~}{C}`$, where the result is a periodic band matrix with entries as the partial derivatives. This operation just gives the elementary matrix with 1’s in the place of $`\stackrel{~}{c}_i(k)`$ if $`F`$ is the coordinate function $`\stackrel{~}{c}_i(k)`$. For any matrix $`R`$, $`R^+`$ and $`R^{}`$ mean:

(6.11)
$$\begin{array}{cc}\hfill (R^+)_{i,j}& =R_{i,j}\mathrm{if}i<j\hfill \\ \hfill (R^+)_{i,j}& =0\mathrm{if}ij\hfill \end{array}$$

and $`R^{}=RR^+`$

Remark: Literally speaking, this is slightly different from the bracket in \[vM-M\]. The difference is caused by a change of basis that is explained in \[vM-M\] page 120. It corresponds to conjugating $`\stackrel{~}{C}`$ by a periodic diagonal matrix.

Looking at equation $`(\text{6.10})`$, we see that the only cases that $`\{\stackrel{~}{c}_i(k),\stackrel{~}{c}_j(l)\}_1`$ may be nonzero are those satisfying the two conditions below:

(i) Both of $`\stackrel{~}{c}_i(k)`$ and $`\stackrel{~}{c}_j(l)`$ are strictly upper triangular entries of $`\stackrel{~}{C}`$, or both of them are (not necessarily strictly) lower triangular entries of $`\stackrel{~}{C}`$.

(ii) There is a rectangle with two opposite vertices sitting on $`\stackrel{~}{c}_i(k)`$ and $`\stackrel{~}{c}_j(l+sN)`$ for some $`s`$, and one of the remaining two vertices on a diagonal entry $`\stackrel{~}{c}_M(h)`$. (We allow degenerate rectangles, where one sidelength is zero)

If (i) and (ii) happen to be true, then the bracket $`\{\stackrel{~}{c}_i(k),\stackrel{~}{c}_j(l)\}_1`$ is the sum of all entries under the fourth vertices of rectangles that fit the description in (ii), with their proper signs.

This description resembles the second part of the equation $`(\text{5.8})`$. This is not accidental.

###### Theorem 6.2.

The two brackets, $`\{,\}_1`$ and $`\{,\}_2`$ are compatible. Moreover, on the generators $`c_i`$,

(6.12)
$$\{,\}_1=\{,\}_2|_{c_M(i)}\{,\}_2|_{c_M(i)+1}$$

Proof: If we want to compute $`\{c_r(i),c_s(j)\}_1`$ where neither $`r`$ nor $`s`$ is $`M`$, we notice that changing $`c_M(i)`$ to $`c_M(i)+1`$ does not have any effect on the product term for $`\{,\}_2`$. Therefore, for such $`r`$,$`s`$, the statement can be verified by merely looking at the non-product part of $`\{,\}_2`$, and observing that the difference matches $`\{,\}_1`$. When $`r`$ or $`s`$ is $`M`$, the product term of $`\{,\}_2`$ may potentially effect things. The following lemma shows that the correct thing happens.

###### Lemma 6.2.

If $`xM`$,

(6.13)
$$\zeta ^{x1,M1}(n,0)=0$$

and if $`x<M`$

(6.14)
$$\zeta ^{x1,M1}(n,0)=\delta _{n,M+1+x}\delta _{n,0}$$

Proof: We begin by showing

(6.15)
$$\zeta ^{0,M1}(n,0)=\delta _{n,M+1}\delta _{n,0}$$

We claim that $`\zeta ^{0,M1}(n,m)`$ is $`+1`$ for $`M`$ values of $`(n,m)`$ and $`1`$ for $`M`$ values of $`(n,m)`$. Consider the function $`g`$ of $`S`$ such that $`g(n,m)=1`$ for

(6.16)
$$(n,m)=(M+1,0),(M+2,1),\mathrm{},(0,1)$$

and $`g(n,m)=1`$ for

(6.17)
$$(n,m)=(M+1,1),(M+2,2),\mathrm{},(0,0)$$

Notice that these sequences are of length $`M`$, and therefore they cross row $`m=0`$ at only one point each.

Now $`g`$ satisfies the conditions in proposition 3.6 for $`x=0`$, $`y=M1`$, so $`g=\zeta ^{0,M1}`$.

Thus if we define

(6.18)
$$\stackrel{~}{\zeta }^{0,i}(n,m)=\zeta ^{0,i}(n,m)\delta _{(n,m),(i,0)}+\delta _{(n,m),(0,0)}$$

then $`\stackrel{~}{\zeta }^{0,M1}(n,0)=0`$ for all $`n`$.

But from $`(\text{3.24})`$ we get that, for $`xM`$

(6.19)
$$\begin{array}{cc}\hfill \zeta ^{x1,M1}(n,0)& =\stackrel{~}{\zeta }^{0,M1}(n,0)+\stackrel{~}{\zeta }^{0,M1}(n1,0)+\mathrm{}+\stackrel{~}{\zeta }^{0,M1}(nx+1,0)\hfill \\ & =0\hfill \end{array}$$

and from $`(\text{3.20})`$, for $`x<M`$

(6.20)
$$\begin{array}{cc}\hfill \zeta ^{x1,M1}(n,0)=& \stackrel{~}{\zeta }^{0,M1}(n,0)+\stackrel{~}{\zeta }^{0,M1}(n1,0)+\mathrm{}+\stackrel{~}{\zeta }^{0,M1}(nx+1,0)\hfill \\ & +\delta _{n,M+1+x}\delta _{n,0}\hfill \\ \hfill =& \delta _{n,M+1+x}\delta _{n,0}\hfill \end{array}$$

$`\mathrm{}`$

This lemma shows that no product terms arise in $`\{c_M(k),c_i(j)\}_2`$ for $`iM`$. The two $`\delta `$ terms in $`(\text{6.20})`$ cancel the additional non-product terms that come from $`\{c_M,c_j\}_2`$’s, namely $`c_M(k)c_j(k)`$, $`c_M(k)c_j(kM+j)`$ etc., for $`j<M`$. One checks that these agree with $`\{,\}_1`$ as well. $`\mathrm{}`$

###### Theorem 6.3.

The band matrix system is bi-Hamiltonian. The Hamiltonians for each row of $`(\text{3.7})`$ are linked among themselves. The equations are:

(6.21)
$$\{q_{i+M},\}_1=\{q_i,\}_2$$

The Casimirs for bracket $`\{,\}_1`$ are the conserved quantities with degrees on the rightmost of each row in $`(\text{3.7})`$.

Proof: The formula is a consequence of proposition 6.2 and theorem 6.2. If $`q_i`$ is a quantity with degree a rightmost element of $`(\text{3.7})`$, then $`\frac{q_i}{c_M(k)}=0`$ for any $`k`$. Therefore we may formally set $`q_{iM}=0`$, and $`\{q_i,\}_1=\{q_{iM},\}_2=0`$. $`\mathrm{}`$

Now we can show that the conserved quantities of both systems are in involution with respect to $`\{,\}_2`$.

###### Theorem 6.4.

The conserved quantities commute with respect to $`\{,\}_2`$.

Proof: As we have remarked several times before, proving this statement for the band matrix system proves it for the discrete KP system as well. We take advantage of the fact that the former is bi-Hamiltonian. The following reasoning is standard for bi-Hamiltonian systems:

(6.22)
$$\begin{array}{cc}\hfill \{q_i,q_j\}_2& =\{q_i,q_{j+M}\}_1\hfill \\ & =\{q_{iM},q_{j+M}\}_2\hfill \\ & =\mathrm{}\hfill \\ & =\{q_{ikM},q_{j+kM}\}_2\hfill \end{array}$$

The right hand side vanishes eventually, for instance when $`k`$ is large enough so that $`i<kM`$. $`\mathrm{}`$

We finish this section by fulfilling a promise made earlier about a sample situation that reveals the difference between two systems. A natural question to ask is: “What is the first bracket for the original system?”. Our answer is, there doesn’t exist one, at least one that would be expected naturally. Here is the exact statement of what we can prove:

###### Theorem 6.5.

Unless $`M=1`$ or $`2`$, there does not exist a polynomial Poisson bracket on $`A`$,$`B`$ that descends to the first bracket $`\{,\}_1`$ on the $`\stackrel{~}{c}_i`$.

Proof: Assume to the contrary that there exists one. Any polynomial bracket can be graded with respect to degree. The highest degree portion of a bracket is again a Poisson bracket. Indeed, the Jacobi identity for this portion does not involve lower degree terms, and the Leibniz rule is not effected by grading in any case anyway. We claim that the highest degree portion of the candidate bracket $`\{,\}^{^{}}`$ is of degree $`M`$. Indeed, since it does not vanish identically on $`A`$,$`B`$, it cannot vanish on $`\stackrel{~}{C}`$ identically either, by 5.1. Therefore its degree has to match the degree of $`\{,\}_1`$, which is $`M`$. On the other hand, $`A`$ is of degree 1 and $`B`$ is of degree $`2`$. Therefore,if $`M5`$, any degree $`M`$ bracket on $`A`$,$`B`$ vanishes. The remaining cases are $`M=1,2,3,4`$. If $`M=3`$ or $`4`$, $`\{A,A\}=0`$ by degree, and $`\{B,A\}`$,$`\{B,B\}`$ is at most linear in $`A`$’s, and certainly cannot contain $`B`$’s. But the flow equation $`(\text{3.18})`$ does not vanish even if all $`A=0`$, therefore $`\{,\}`$ cannot give this flow. So these cases are ruled out. $`\mathrm{}`$

## 7. Toroidal Pipe Diagrams

In this section, we present a combinatorial view of the Poisson bracket applied to certain functions of $`A`$,$`B`$’s and draw some consequences from 6.4. This interpretation, besides having some visual appeal, we believe, may be pointing towards a more fundamental construction in discrete geometry. We set $`B(n,m)=0`$ for all $`(n,m)`$. The Poisson bracket, when applied to monomials which are summands in the conserved quantities $`q_i`$, give an intersection pairing of certain “cycles” on the discrete torus $`/N\times /M`$. One needs to consider the actual cycles, it is not invariant on the homology classes of the cycles. This pairing is reminiscent of the intersection pairing in the context of “string topology”, studied in the works of Goldman, Turaev, Chas and Sullivan.

Throughout this section we set $`B(n,m)=0`$ for all $`(n,m)`$. Corresponding to each monomial which is a summand in a conserved quantity $`q_i`$, we construct a discrete cycle satisfying certain properties, which will be called a “toroidal pipe diagram”. We prove that the correspondence is bijective. Then the theorem about the commutation of conserved quantities translates into a theorem about these objects.

###### Definition 7.1.

A “toroidal pipe diagram” on $`/N\times /M`$ is an assignment of one of three types of local pictures, or a blank picture to each point of this discrete torus that obeys the following rules:

$``$ Each point of $`/N\times /M`$ is assigned a “left-and-down knee”, or an “up-and-right knee”, or a “horizontal piece”, or nothing . A point may be assigned one left-and-down knee and one up-and-right knee simultaneously, but no other combinations of multiple assignments to one point are allowed.

$``$ The diagram obtained by joining the abutting ends of the pieces is closed.

We abbreviate toroidal pipe diagrams as $`𝒯𝒫𝒟`$’s.

###### Definition 7.2.

The degree of a toroidal pipe diagram is the number of horizontal pieces that it contains.

###### Proposition 7.1.

Set $`B(n,m)=0`$. There is a one to one correspondence between the summands in the conserved quantity $`q_i`$ and toroidal pipe diagrams of degree $`i`$. The map is as follows: a horizontal piece at $`(n,m)`$ corresponds to a factor $`A(n,m)`$ in the summand. The places of the knees are uniquely determined by the horizontal pieces.

Proof: Set $`B(k,l)=0`$ in $`W`$. We want to show that a product of $`A`$’s is the coefficient of some $`\alpha ^i\beta ^j`$ in the expansion of the determinant of $`W`$ iff the corresponding horizontal pieces are precisely those of a $`𝒯𝒫𝒟`$. We present an algorithm to draw the $`𝒯𝒫𝒟`$ corresponding to a given product in the expansion. Suppose $`A(n,m)`$ is in the coefficient. Place a horizontal piece at $`(n,m)`$. There are two possibilities: $`A(n+1,m)`$ is either in the coefficient or not. If it is, place another horizontal piece at $`(n+1,m)`$ and continue from here inductively. Otherwise, place a left-down knee at $`(n+1,m)`$. Now, there is only one element that can be picked in column $`(n+1,m)`$ since the other two are ruled out. This is the diagonal element $`((n+1,m),(n+1,m))`$. Place an up-right knee at $`(n+1,m1)`$. There will be no horizontal piece assignment to this point later, because the element from row $`(n+1,m)`$ is picked, and it is not $`A(n+1,m1)`$. Next look at column $`(n+2,m1)`$. There are two possibilities for this column, $`A(n+2,m1)`$ or the diagonal element $`((n+2,m1),(n+2,m1))`$. If $`A(n+2,m1)`$ is picked, we place a horizontal piece at $`(n+2,m1)`$, and we are back at the beginning situation. If it is not picked, we place a left-down knee at $`(n+2,m1)`$ and continue as before. This shows that we can always continue to the right without violating the conditions of a $`𝒯𝒫𝒟`$. Any connected component of the diagram has to close up because there are finitely many points.

Reversing the algorithm, one gets a monomial in the determinant corresponding to a given $`𝒯𝒫𝒟`$. $`\mathrm{}`$

By this correspondence, the Poisson bracket of two $`𝒯𝒫𝒟`$’s is naturally defined. Since we have set all $`B(k,l)`$ to zero, all such brackets give products with certain coefficients. We claim that there exists a straightforward method to compute this coefficient from the $`𝒯𝒫𝒟`$ picture, by looking at how certain pieces of the two diagrams overlap:

###### Proposition 7.2.

(7.1)
$$\{𝒯𝒫𝒟_1,𝒯𝒫𝒟_2\}=k𝒯𝒫𝒟_1𝒯𝒫𝒟_2$$

where $`k`$ is given by

(7.2)
$$\begin{array}{cc}\hfill k=\mathrm{\#}\{(n,m)& 𝒯𝒫𝒟_1\mathrm{has}\mathrm{a}\mathrm{horizontal}\mathrm{piece}\mathrm{at}(n,m),\hfill \\ & 𝒯𝒫𝒟_2\mathrm{has}\mathrm{a}\mathrm{left}\mathrm{and}\mathrm{down}\mathrm{knee}\mathrm{at}(n,m)\}\hfill \\ \hfill \mathrm{\#}\{(n,m)& 𝒯𝒫𝒟_1\mathrm{has}\mathrm{a}\mathrm{horizontal}\mathrm{piece}\mathrm{at}(n,m),\hfill \\ & 𝒯𝒫𝒟_2\mathrm{has}\mathrm{an}\mathrm{up}\mathrm{and}\mathrm{right}\mathrm{knee}\mathrm{at}(n,m)\}\hfill \end{array}$$

Proof: The only thing that needs to be verified is that $`k`$ is given by equation $`(\text{7.2})`$, since we already know that the bracket gives the product of the two monomials with a coefficient. From $`(\text{4.1})`$, $`k=\kappa (ni,mj)`$, where $`(n,m)`$, $`(i,j)`$ run over the loci of horizontal pieces of $`𝒯𝒫𝒟_1`$ and $`𝒯𝒫𝒟_2`$ respectively. Fix $`(n,m)`$. We claim that $`\kappa (ni,mj)`$ is $`0`$ unless $`𝒯𝒫𝒟_2`$ has a knee at $`(n,m)`$. This follows from the strict row-alternation property of $`\kappa `$, as was shown in proposition 3.2: Remember that $`\kappa (r,s)\kappa (r+1,s1)`$ only for the four values of $`(r,s)`$ in $`(\text{3.8})`$. So if $`(n,m)`$ is such that none the places where $`(ni,mj)`$ changes rows correspond to these four values, $`\kappa (ni,mj)`$ becomes the sum of an alternating sequence of $`1`$’s and $`1`$’s, which closes up, therefore it should be zero. It is easy to check that actually two of these four values contribute to the sum, and the contribution happens precisely when $`(n,m)`$ is a knee of $`𝒯𝒫𝒟_2`$. $`\mathrm{}`$

In $`(\text{7.1})`$, we isolate the coefficient $`k`$ and define it to be the “intersection number” of the two $`𝒯𝒫𝒟`$’s. We denote this by

(7.3)
$$<𝒯𝒫𝒟_1,𝒯𝒫𝒟_2>=k$$

The following Proposition and Theorem are only restatements of results proven above; first follows from the Poisson bracket being antisymmetric, and the second from the commutation of conserved quantities. Define the product of two $`𝒯𝒫𝒟`$’s as the union of the two diagrams. Such a product is not necessarily a $`𝒯𝒫𝒟`$ anymore.

###### Proposition 7.3.

The pairing $`<,>`$ is antisymmetric.

###### Theorem 7.1.

(7.4)
$$\underset{\mathrm{deg}(𝒯𝒫𝒟_1)=d_1,\mathrm{deg}(𝒯𝒫𝒟_2)=d_2,𝒯𝒫𝒟_1\times 𝒯𝒫𝒟_2=\mathrm{fixed}}{}<𝒯𝒫𝒟_1,𝒯𝒫𝒟_2>=0$$

###### Corollary 7.1.

If $`<𝒯𝒫𝒟_1,𝒯𝒫𝒟_2>0`$, then there exists at least one other pair of toroidal pipe diagrams $`𝒯𝒫𝒟_3,𝒯𝒫𝒟_4`$ such that

(7.5)
$$\begin{array}{cc}& 𝒯𝒫𝒟_1\times 𝒯𝒫𝒟_2=𝒯𝒫𝒟_3\times 𝒯𝒫𝒟_4\hfill \\ & \mathrm{deg}(𝒯𝒫𝒟_1)=\mathrm{deg}(𝒯𝒫𝒟_3)\hfill \\ & \mathrm{deg}(𝒯𝒫𝒟_2)=\mathrm{deg}(𝒯𝒫𝒟_4)\hfill \end{array}$$

APPENDIX 1:Completion of the Proof of Theorem 5.2

First, we calculate the coefficients of all weighted product terms that arise in (5.17). Namely, we forget the $`f`$ terms in the bracket formulae, and look at what happens to the rest. We expand $`(\text{5.17})`$ by bilinearity into $`9`$ brackets. In all derivations (i)-(ix) below, coefficient calculations will be handled regarding the first indices in $`/N`$. For instance $`\delta _{a,b}`$ is $`1`$ precisely when $`ab`$ mod $`N`$, i.e. when $`a=b+lN`$ for some integer $`l`$. This saves us from extra complication in the notation. We will translate back to $``$ after (ix). Below, we calculate the coefficients only; the product part of the actual bracket is the product of the coefficient and the two monomials in question.

(i) Coefficient of product term from $`\{\stackrel{~}{c}_{i_1}^{(j+1)}(k_1),\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\}`$ is $`\zeta ^{i_11,i_21}(k_1k_2,0)`$ by induction hypothesis.

(ii) $`\{\stackrel{~}{c}_{i_1}^{(j+1)}(k_1),A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\}`$ gives

(.6)
$$\begin{array}{cc}& \zeta ^{i_11,i_22}(k_1k_2,0)\zeta ^{0,i_11}(k_2i_2+M+1jk_1,j)\hfill \\ \hfill =& \zeta ^{i_11,i_22}(k_1k_2,0)+\zeta ^{i_11,0}(k_1+i_2M1+jk_2,j)\hfill \\ \hfill =& \zeta ^{i_11,i_22}(k_1k_2,0)+\zeta ^{i_11,0}(k_1+i_2M1+jk_2,Mj)\hfill \\ \hfill =& \zeta ^{i_11,i_22}(k_1k_2,0)+\zeta ^{i_11,0}(k_1+i_211k_2,1)\hfill \\ \hfill =& \zeta ^{i_11,i_22}(k_1k_2,0)+\zeta ^{i_11,0}(k_1+i_21k_2,0)+\delta _{k_1+i_22k_2,i_11}\delta _{k_1+i_22k_2,1}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1k_2,i_2+1}\delta _{k_1k_2,i_2+2+i_11}\hfill \\ & +\delta _{k_1+i_22k_2,i_11}\delta _{k_1+i_22k_2,1}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)\hfill \end{array}$$

Here, line $`1`$ to line $`2`$ is because of $`(\text{3.21})`$. Line $`2`$ to line $`3`$ is by the periodicity of $`\zeta `$ with period $`M`$ in the second variable. Line $`3`$ to line $`5`$ is by property $`(\text{3.34})`$ of $`\zeta `$. Line $`5`$ to line $`6`$ is by the addition rule $`(\text{3.31})`$.

In all of the remaining calculations, these and the other results of section 3.2 will be used repeatedly and freely. For brevity, sometimes several of them are used at one step.

(iii)$`\{\stackrel{~}{c}_{i_1}^{(j+1)}(k_1),B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\}`$ gives

(.7)
$$\begin{array}{cc}& \zeta ^{i_11,i_23}(k_1k_2,0)\zeta ^{1,i_11}(k_2i_2+M+2jk_1,j)\hfill \\ \hfill =& \zeta ^{i_11,i_23}(k_1k_2,0)+\zeta ^{i_11,1}(k_1k_2+i_22M+j,Mj)\hfill \\ \hfill =& \zeta ^{i_11,i_23}(k_1k_2,0)+\zeta ^{i_11,1}(k_1k_2+i_22,0)+\delta _{k_1k_2+i_22,i_1}\delta _{k_1k_2+i_22,0}\hfill \\ \hfill =& \zeta ^{i_11,i_23}(k_1k_2,0)+\zeta ^{i_11,0}(k_1k_2+i_22,0)+\zeta ^{i_11,0}(k_1k_2+i_21,0)\hfill \\ & +\delta _{k_1k_2+i_22,i_11}\delta _{k_1k_2+i_22,1}+\delta _{k_1k_2+i_22,i_1}\delta _{k_1k_2+i_22,0}\hfill \\ \hfill =& \zeta ^{i_11,i_22}(k_1k_2,0)+\zeta ^{i_11,0}(k_1k_2+i_21,0)+\delta _{k_1k_2,i_2+2}\hfill \\ & \delta _{k_1k_2,i_2+3+i_11}+\delta _{k_1k_2+i_22,i_11}\delta _{k_1k_2+i_22,1}\hfill \\ & +\delta _{k_1k_2+i_22,i_1}\delta _{k_1k_2+i_22,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1k_2,i_2+1}\delta _{k_1k_2,i_2+2+i_11}\hfill \\ & +\delta _{k_1k_2,i_2+2}\delta _{k_1k_2,i_2+3+i_11}+\delta _{k_1k_2+i_22,i_11}\delta _{k_1k_2+i_22,1}\hfill \\ & +\delta _{k_1k_2+i_22,i_1}\delta _{k_1k_2+i_22,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)\hfill \end{array}$$

(iv)$`\{A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1),\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\}`$ gives

(.8)
$$\begin{array}{cc}& \zeta ^{0,i_21}(k_1i_1+M+1jk_2,j)+\zeta ^{i_12,i_21}(k_1k_2,0)\hfill \\ \hfill =& \zeta ^{0,i_21}(k_1i_1+M+1jk_2,M+j)+\zeta ^{i_12,i_21}(k_1k_2,0)\hfill \\ \hfill =& \zeta ^{0,i_21}(k_1i_1+1k_2,0)+\zeta ^{i_12,i_21}(k_1k_2,0)+\delta _{k_1i_1+1k_2,0}\delta _{k_1i_1+1k_2,i_2}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1k_2,i_2+1+i_11}\hfill \\ & \delta _{k_1k_2,i_11}+\delta _{k_1i_1+1k_2,0}\delta _{k_1i_1+1k_2,i_2}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1i_1,k_2i_2}\delta _{k_1i_1+1,k_2i_2}\hfill \end{array}$$

(v)$`\{A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1),B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\}`$ gives

(.9)
$$\begin{array}{cc}& \rho (k_1k_2i_1+i_21,0)+\zeta ^{0,i_23}(k_1i_1+M+1jk_2,j)\hfill \\ & \zeta ^{1,i_12}(k_2i_2+M+2jk_1,j)+\zeta ^{i_12,i_23}(k_1k_2,0)\hfill \\ \hfill =& \zeta ^{0,1}(k_1k_2i_1+i_21,0)+\zeta ^{0,i_23}(k_1i_1+1k_2,0)\hfill \\ & +\zeta ^{i_12,1}(k_1+i_22k_2,0)+\zeta ^{i_12,i_23}(k_1k_2,0)\hfill \\ & +\delta _{k_1k_2i_1+i_21,0}\delta _{k_1k_2i_1+i_21,1}+\delta _{k_1i_1+1k_2,0}\hfill \\ & \delta _{k_1i_1+1k_2,i_2+2}+\delta _{k_1+i_22k_2,i_11}\delta _{k_1+i_22k_2,0}\hfill \\ \hfill =& \zeta ^{0,i_21}(k_1i_1+1k_2,0)+\zeta ^{i_12,0}(k_1+i_22k_2,0)\hfill \\ & +\zeta ^{i_12,0}(k_1+i_21k_2,0)+\zeta ^{i_12,i_23}(k_1k_2,0)\hfill \\ & +\delta _{k_1+i_22k_2,i_12}\delta _{k_1+i_22k_2,1}+\delta _{k_1k_2i_1+i_21,0}\hfill \\ & \delta _{k_1k_2i_1+i_21,1}+\delta _{k_1i_1+1k_2,0}\delta _{k_1i_1+1k_2,i_2+2}\hfill \\ & +\delta _{k_1+i_22k_2,i_11}\delta _{k_1+i_22k_2,0}\hfill \\ \hfill =& \zeta ^{0,i_21}(k_1i_1+1k_2,0)+\zeta ^{i_12,i_21}(k_1k_2,0)\hfill \\ & +\delta _{k_1k_2,i_2+2}\delta _{k_1k_2,i_2+3+i_12}+\delta _{k_1k_2,i_2+1}\hfill \\ & \delta _{k_1k_2,i_2+2+i_12}+\delta _{k_1+i_22k_2,i_12}\delta _{k_1+i_22k_2,1}\hfill \\ & +\delta _{k_1k_2i_1+i_21,0}\delta _{k_1k_2i_1+i_21,1}+\delta _{k_1i_1+1k_2,0}\hfill \\ & \delta _{k_1i_1+1k_2,i_2+2}+\delta _{k_1+i_22k_2,i_11}\delta _{k_1+i_22k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1k_2,i_11i_2+1}\delta _{k_1k_2,i_11}\hfill \\ & +\delta _{k_1k_2,i_2+2}\delta _{k_1k_2,i_2+3+i_12}+\delta _{k_1k_2,i_2+1}\hfill \\ & \delta _{k_1k_2,i_2+2+i_12}+\delta _{k_1+i_22k_2,i_12}\delta _{k_1+i_22k_2,1}\hfill \\ & +\delta _{k_1k_2i_1+i_21,0}\delta _{k_1k_2i_1+i_21,1}+\delta _{k_1i_1+1k_2,0}\hfill \\ & \delta _{k_1i_1+1k_2,i_2+2}+\delta _{k_1+i_22k_2,i_11}\delta _{k_1+i_22k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)\hfill \end{array}$$

(vi)$`\{A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1),A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\}`$ gives

(.10)
$$\begin{array}{cc}& \zeta ^{0,0}(k_1k_2i_1+i_2,0)+\zeta ^{0,i_22}(k_1i_1+M+1jk_2,j)\hfill \\ & \zeta ^{0,i_12}(k_2i_2+M+1jk_1,j)+\zeta ^{i_12,i_22}(k_1k_2,0)\hfill \\ \hfill =& \zeta ^{0,0}(k_1k_2i_1+i_2,0)+\zeta ^{0,i_22}(k_1i_1+1k_2,0)\hfill \\ & +\zeta ^{i_12,0}(k_1+i_21k_2,0)+\zeta ^{i_12,i_22}(k_1k_2,0)\hfill \\ & +\delta _{k_1i_1+1k_2,0}\delta _{k_1i_1+1k_2,i_2+1}+\delta _{k_1+i_21k_2,i_11}\delta _{k_1+i_21k_2,0}\hfill \\ \hfill =& \zeta ^{0,i_21}(k_1i_1+1k_2,0)+\zeta ^{i_12,i_21}(k_1k_2,0)\hfill \\ & +\delta _{k_1k_2,i_2+1}\delta _{k_1k_2,i_2+1+i_11}\hfill \\ & +\delta _{k_1i_1+1k_2,0}\delta _{k_1i_1+1k_2,i_2+1}+\delta _{k_1+i_21k_2,i_11}\delta _{k_1+i_21k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1k_2,i_11i_2+1}\delta _{k_1k_2,i_11}\hfill \\ & +\delta _{k_1k_2,i_2+1}\delta _{k_1k_2,i_2+1+i_11}\hfill \\ & +\delta _{k_1i_1+1k_2,0}\delta _{k_1i_1+1k_2,i_2+1}+\delta _{k_1+i_21k_2,i_11}\delta _{k_1+i_21k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)\hfill \end{array}$$

(vii)$`\{B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1),\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\}`$ gives

(.11)
$$\begin{array}{cc}& \zeta ^{1,i_21}(k_1i_1+M+2jk_2,j)+\zeta ^{i_13,i_21}(k_1k_2,0)\hfill \\ \hfill =& \zeta ^{1,i_21}(k_1k_2i_1+2,0)+\zeta ^{i_13,i_21}(k_1k_2,0)+\delta _{k_1k_2i_1+2,0}\delta _{k_1k_2i_1+2,i_2}\hfill \\ \hfill =& \zeta ^{0,i_21}(k_1k_2i_1+2,0)+\zeta ^{0,i_21}(k_1k_2i_1+1,0)\hfill \\ & +\zeta ^{i_13,i_21}(k_1k_2,0)+\delta _{k_1k_2i_1+2,1}\hfill \\ & \delta _{k_1k_2i_1+2,i_2+1}+\delta _{k_1k_2i_1+2,0}\delta _{k_1k_2i_1+2,i_2}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1k_2,i_12i_2+1}\delta _{k_1k_2,i_12}\hfill \\ & +\delta _{k_1k_2,i_11i_2+1}\delta _{k_1k_2,i_11}+\delta _{k_1k_2i_1+2,1}\hfill \\ & \delta _{k_1k_2i_1+2,i_2+1}+\delta _{k_1k_2i_1+2,0}\delta _{k_1k_2i_1+2,i_2}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1i_1,k_2i_2}\delta _{k_1i_1+2,k_2i_2}\hfill \end{array}$$

(viii)$`\{B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1),A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\}`$ gives

(.12)
$$\begin{array}{cc}& \rho (k_2k_1i_2+i_11,0)+\zeta ^{1,i_22}(k_1i_1+M+2jk_2,j)\hfill \\ & \zeta ^{0,i_13}(k_2i_2+M+1jk_1,j)+\zeta ^{i_13,i_22}(k_1k_2,0)\hfill \\ \hfill =& \zeta ^{1,0}(k_1k_2+i_2i_1+1,0)+\zeta ^{1,i_22}(k_1i_1+2k_2,0)\hfill \\ & +\zeta ^{i_13,0}(k_1+i_21k_2,0)+\zeta ^{i_13,i_22}(k_1k_2,0)\hfill \\ & +\delta _{k_2k_1i_2+i_11,1}\delta _{k_2k_1i_2+i_11,0}+\delta _{k_1i_1+2k_2,0}\hfill \\ & \delta _{k_1i_1+2k_2,i_2+1}+\delta _{k_1+i_21k_2,i_12}\delta _{k_1+i_21k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,0}(k_1k_2+i_21,0)+\zeta ^{0,i_22}(k_1i_1+2k_2,0)\hfill \\ & +\zeta ^{0,i_22}(k_1i_1+1k_2,0)+\zeta ^{i_13,i_22}(k_1k_2,0)\hfill \\ & +\delta _{k_1i_1+2k_2,1}\delta _{k_1i_1+2k_2,i_2+2}+\delta _{k_2k_1i_2+i_11,1}\hfill \\ & \delta _{k_2k_1i_2+i_11,0}+\delta _{k_1i_1+2k_2,0}\delta _{k_1i_1+2k_2,i_2+1}\hfill \\ & +\delta _{k_1+i_21k_2,i_12}\delta _{k_1+i_21k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,0}(k_1k_2+i_21,0)+\zeta ^{i_11,i_22}(k_1k_2,0)\hfill \\ & +\delta _{k_1k_2,i_11i_2+2}\delta _{k_1k_2,i_11}+\delta _{k_1k_2,i_12i_2+2}\hfill \\ & \delta _{k_1k_2,i_12}+\delta _{k_1i_1+2k_2,1}\delta _{k_1i_1+2k_2,i_2+2}\hfill \\ & +\delta _{k_2k_1i_2+i_11,1}\delta _{k_2k_1i_2+i_11,0}+\delta _{k_1i_1+2k_2,0}\hfill \\ & \delta _{k_1i_1+2k_2,i_2+1}+\delta _{k_1+i_21k_2,i_12}\delta _{k_1+i_21k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1k_2,i_2+1}\delta _{k_1k_2,i_2+2+i_11}\hfill \\ & +\delta _{k_1k_2,i_11i_2+2}\delta _{k_1k_2,i_11}+\delta _{k_1k_2,i_12i_2+2}\hfill \\ & \delta _{k_1k_2,i_12}+\delta _{k_1i_1+2k_2,1}\delta _{k_1i_1+2k_2,i_2+2}\hfill \\ & +\delta _{k_2k_1i_2+i_11,1}\delta _{k_2k_1i_2+i_11,0}+\delta _{k_1i_1+2k_2,0}\hfill \\ & \delta _{k_1i_1+2k_2,i_2+1}+\delta _{k_1+i_21k_2,i_12}\delta _{k_1+i_21k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1i_1,k_2i_2}\delta _{k_1i_1+1,k_2i_2}\hfill \end{array}$$

(ix)$`\{B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1),B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\}`$ gives

(.13)
$$\begin{array}{cc}& \varphi (k_1k_2i_1+i_2,0)+\zeta ^{1,i_23}(k_1i_1+M+2jk_2,j)\hfill \\ & \zeta ^{1,i_13}(k_2i_2+M+2jk_1,j)+\zeta ^{i_13,i_23}(k_1k_2,0)\hfill \\ \hfill =& \zeta ^{1,1}(k_1k_2i_1+i_2,0)+\zeta ^{1,i_23}(k_1i_1+2k_2,0)\hfill \\ & +\zeta ^{i_13,1}(k_1+i_22k_2,0)+\zeta ^{i_13,i_23}(k_1k_2,0)\hfill \\ & +\delta _{k_1i_1+2k_2,0}\delta _{k_1i_1+2k_2,i_2+2}+\delta _{k_1+i_22k_2,i_13}\delta _{k_1+i_22k_2,0}\hfill \\ \hfill =& \zeta ^{0,1}(k_1k_2i_1+i_2,0)+\zeta ^{0,1}(k_1k_2i_1+i_21,0)\hfill \\ & +\zeta ^{0,i_23}(k_1i_1+2k_2,0)+\zeta ^{0,i_23}(k_1i_1+1k_2,0)\hfill \\ & +\zeta ^{i_13,0}(k_1+i_22k_2,0)+\zeta ^{i_13,0}(k_1+i_21k_2,0)\hfill \\ & +\zeta ^{i_13,i_23}(k_1k_2,0)+\delta _{k_1k_2i_1+i_2,1}\delta _{k_1k_2i_1+i_2,1}\hfill \\ & +\delta _{k_1i_1+2k_2,1}\delta _{k_1i_1+2k_2,i_2+3}+\delta _{k_1+i_22k_2,i_13}\hfill \\ & \delta _{k_1+i_22k_2,1}+\delta _{k_1i_1+2k_2,0}\delta _{k_1i_1+2k_2,i_2+2}\hfill \\ & +\delta _{k_1+i_22k_2,i_13}\delta _{k_1+i_22k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)+\delta _{k_1k_2,i_11i_2+1}\delta _{k_1k_2,i_11}\hfill \\ & +\delta _{k_1k_2,i_11i_2+1}\delta _{k_1k_2,i_12}+\delta _{k_1k_2,i_2+1}\hfill \\ & \delta _{k_1k_2,i_2+2+i_13}+\delta _{k_1k_2,i_2+2}\delta _{k_1k_2,i_2+3+i_13}\hfill \\ & +\delta _{k_1k_2i_1+i_2,1}\delta _{k_1k_2i_1+i_2,1}+\delta _{k_1i_1+2k_2,1}\hfill \\ & \delta _{k_1i_1+2k_2,i_2+3}+\delta _{k_1+i_22k_2,i_13}\delta _{k_1+i_22k_2,1}\hfill \\ & +\delta _{k_1i_1+2k_2,0}\delta _{k_1i_1+2k_2,i_2+2}+\delta _{k_1+i_22k_2,i_13}\hfill \\ & \delta _{k_1+i_22k_2,0}\hfill \\ \hfill =& \zeta ^{i_11,i_21}(k_1k_2,0)\hfill \end{array}$$

Except for (iv),(vii) and (viii), notice that all of these coefficients are identically $`\zeta ^{i_11,i_21}(k_1k_2,0)`$. Let’s rewrite the extra terms that appear in (iv),(vii),(viii). Remember that in the formulae above, $`\delta _{a,b}`$ is $`1`$ iff $`a`$ and $`b`$ are equivalent modulo $`N`$, so each of them actually represents an infinite sum of $`\delta `$’s if $`a,b`$ are considered to be in $``$. The totality of the excess terms is the sum of the expression below over $`l`$:

(.14)
$$\begin{array}{cc}\hfill \delta _{k_1i_1,k_2+lNi_2}& A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill +\delta _{k_1i_1+1,k_2+lNi_2}& A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill \delta _{k_1i_1,k_2+lNi_2}& B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill +\delta _{k_1i_1+2,k_2+lNi_2}& B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill +\delta _{k_1i_1,k_2+lNi_2}& B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\hfill \\ & A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill \delta _{k_1i_1+1,k_2+lNi_2}& B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\hfill \\ & A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \end{array}$$

Next we look at

(.15)
$$\begin{array}{cc}\hfill \{& A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1),\hfill \\ & A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\}\hfill \end{array}$$

When this bracket is expanded by Leibniz rule, there is an $`\{A,A\}`$ term, which, by $`(\text{4.1})`$, will result in a $`B`$ if the $`A`$’s are horizontal neighbors. Since this is not a product term, we haven’t taken it into account yet. Notice that, within one period this happens only for $`\{A(n,m),A(n1,m)\}`$ and $`\{A(n,m),A(n+1,m)\}`$. For the full infinite set of indices, in our case, a nonproduct term will arise when $`k_1i_1+M+1j=k_2i_2+M+1j+lN+1`$, or $`k_1i_1+M+1j=k_2i_2+M+1j+lN1`$, for some integer $`l`$. Simplifying, the conditions become $`k_1i_1=k_2i_2+lN+1`$ or $`k_1i_1=k_2i_2+lN1`$ for some integer $`l`$. And in these cases, what one gets for the nonproduct term is

(.16)
$$\begin{array}{cc}& \delta _{k_1i_1,k_2i_2+lN1}B(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ & \delta _{k_1i_1,k_2i_2+lN+1}B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \end{array}$$

Next, we look at $`f(\stackrel{~}{c}_{i_1}^{(j)}(k_1),\stackrel{~}{c}_{i_2}^{(j)}(k_2+lN))`$, and compare this to the sum of $`9`$ $`f`$ terms obtained from the expansion of $`(\text{5.17})`$.

(.17)
$$\begin{array}{cc}& f(\stackrel{~}{c}_{i_1}^{(j)}(k_1),\stackrel{~}{c}_{i_2}^{(j)}(k_2+lN))\hfill \\ \hfill =& (\delta _{k_2+lNk_1}\delta _{k_2+lNi_2k_1i_1}\delta _{k_2+lNk_1}\delta _{k_2+lNi_2k_1i_1})\hfill \\ & \stackrel{~}{c}_{k_1k_2lN+i_2}^{(j)}(k_1)\stackrel{~}{c}_{k_2+lNk_1+i_1}^{(j)}(k_2+lN)\hfill \\ \hfill =& (\delta _{k_2+lNk_1}\delta _{k_2+lNi_2k_1i_1}\delta _{k_2+lNk_1}\delta _{k_2+lNi_2k_1i_1})\hfill \\ & (\stackrel{~}{c}_{k_1k_2lN+i_2}^{(j+1)}(k_1)A(k_2+lNi_2+M+1j,j)\stackrel{~}{c}_{k_1k_2lN+i_21}^{(j+1)}(k_1)\hfill \\ & B(k_2+lNi_2+M+2j,j)\stackrel{~}{c}_{k_1k_2lN+i_22}^{(j+1)}(k_1))\hfill \\ & (\stackrel{~}{c}_{k_2+lNk_1+i_1}^{(j+1)}(k_2+lN)A(k_1i_1+M+1j,j)\stackrel{~}{c}_{k_2+lNk_1+i_11}^{(j+1)}(k_2+lN)\hfill \\ & B(k_1i_1+M+2j,j)\stackrel{~}{c}_{k_2+lNk_1+i_12}^{(j+1)}(k_2+lN))\hfill \end{array}$$

From $`(\text{5.17})`$ we get the following $`9`$ $`f`$ terms for each integer $`l`$.

(.18)
$$\begin{array}{cc}& \{\stackrel{~}{c}_{i_1}^{(j+1)}(k_1)A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\hfill \\ & B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1),\hfill \\ & \stackrel{~}{c}_{i_2}^{(j+1)}(k_2)A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ & B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\}\hfill \\ \hfill & f(\stackrel{~}{c}_{i_1}^{(j+1)}(k_1),\stackrel{~}{c}_{i_2}^{(j+1)}(k_2+lN))\hfill \\ & A(k_2i_2+M+1j,j)f(\stackrel{~}{c}_{i_1}^{(j+1)}(k_1),\stackrel{~}{c}_{i_21}^{(j+1)}(k_2+lN))\hfill \\ & B(k_2i_2+M+2j,j)f(\stackrel{~}{c}_{i_1}^{(j+1)}(k_1),\stackrel{~}{c}_{i_22}^{(j+1)}(k_2+lN))\hfill \\ & A(k_1i_1+M+1j,j)f(\stackrel{~}{c}_{i_11}^{(j+1)}(k_1),\stackrel{~}{c}_{i_2}^{(j+1)}(k_2+lN))\hfill \\ & +A(k_1i_1+M+1j,j)A(k_2i_2+M+1j,j)\hfill \\ & f(\stackrel{~}{c}_{i_11}^{(j+1)}(k_1),\stackrel{~}{c}_{i_21}^{(j+1)}(k_2+lN))\hfill \\ & +A(k_1i_1+M+1j,j)B(k_2i_2+M+2j,j)\hfill \\ & f(\stackrel{~}{c}_{i_11}^{(j+1)}(k_1),\stackrel{~}{c}_{i_22}^{(j+1)}(k_2+lN))\hfill \\ & B(k_2i_2+M+2j,j)f(\stackrel{~}{c}_{i_12}^{(j+1)}(k_1),\stackrel{~}{c}_{i_2}^{(j+1)}(k_2+lN))\hfill \\ & +B(k_1i_1+M+2j,j)A(k_2i_2+M+1j,j)\hfill \\ & f(\stackrel{~}{c}_{i_12}^{(j+1)}(k_1),\stackrel{~}{c}_{i_21}^{(j+1)}(k_2+lN))\hfill \\ & +B(k_1i_1+M+2j,j)B(k_2i_2+M+2j,j)\hfill \\ & f(\stackrel{~}{c}_{i_12}^{(j+1)}(k_1),\stackrel{~}{c}_{i_22}^{(j+1)}(k_2+lN))\hfill \end{array}$$

If the $`f`$’s in the last expression are expanded, one can calculate $`(\text{.18})`$ minus $`(\text{.17})`$. Most terms cancel, but some boundary terms remain. The difference turns out to be:

(.19)
$$\begin{array}{cc}& \delta _{k_2+lNk_1}\delta _{k_2+lNi_2+1,k_1i_1}A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_1}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1}A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNk_1}\delta _{k_2+lNi_2+1,k_1i_1}B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNk_1}\delta _{k_2+lNi_2+2,k_1i_1}B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_1}^{(j+1)}(k_1)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1}B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNk_1}\delta _{k_2+lNi_2+1,k_1i_1}B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNk_1}\delta _{k_2+lNi_2+1,k_1i_1}A(k_1i_1+M+1j,j)\hfill \\ & B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1}A(k_1i_1+M+1j,j)\hfill \\ & B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1+1}B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1+2}B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1}B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_1}^{(j+1)}(k_1)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1+1}B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNk_1}\delta _{k_2+lNi_2+1,k_1i_1+2}B(k_1i_1+M+2j,j)\hfill \\ & A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1}B(k_1i_1+M+2j,j)\hfill \\ & A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_22}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1+1}A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNk_1}\delta _{k_2+lNi_2,k_1i_1}A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_1}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \end{array}$$

Notice that, by our assumption $`i_1i_2+3`$, all of the terms above that start with $`\delta _{k_2k_1}`$, namely half of them, drop out. For instance, look at the first term, which begins with $`\delta _{k_2k_1}\delta _{k_2i_2+1,k_1i_1}`$. If $`k_2i_2+1=k_1i_1`$, then $`k_2k_1=i_2i_11<0`$. Thus $`k_2k_1`$ cannot be satisfied. Removing those, $`(\text{.19})`$ becomes:

(.20)
$$\begin{array}{cc}& \delta _{k_2+lNi_2,k_1i_1}A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNi_2,k_1i_1}B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNi_2+1,k_1i_1}B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNi_2,k_1i_1}A(k_1i_1+M+1j,j)\hfill \\ & B(k_2i_2+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNi_2,k_1i_1+1}B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNi_2,k_1i_1+2}B(k_1i_1+M+2j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \\ \hfill +& \delta _{k_2+lNi_2+1,k_1i_1+2}B(k_1i_1+M+2j,j)\hfill \\ & A(k_2i_2+M+1j,j)\stackrel{~}{c}_{i_12}^{(j+1)}(k_1)\stackrel{~}{c}_{i_21}^{(j+1)}(k_2)\hfill \\ \hfill & \delta _{k_2+lNi_2,k_1i_1+1}A(k_1i_1+M+1j,j)\stackrel{~}{c}_{i_11}^{(j+1)}(k_1)\stackrel{~}{c}_{i_2}^{(j+1)}(k_2)\hfill \end{array}$$

As a final step, check that $`(\text{.14})+(\text{.16})+(\text{.20})=0`$, This concludes the proof. $`\mathrm{}`$

APPENDIX 2: Examples of Toroidal Pipe Diagrams

We give some examples for section 7 in this appendix. The first example shows an instance of the decomposition implied in corollary 7.1, whereas the second example shows that its hypothesis is not vacuous.

In figure 1, $`<𝒯𝒫𝒟_1,𝒯𝒫𝒟_2>=1`$. There is only one other decomposition of $`𝒯𝒫𝒟_1\times 𝒯𝒫𝒟_2`$ into two toroidal pipe diagrams of respective degrees 4 and 7 : $`𝒯𝒫𝒟_3`$ and $`𝒯𝒫𝒟_4`$ of the same figure. $`<𝒯𝒫𝒟_3,𝒯𝒫𝒟_4>=1`$.

In figure 2, $`<𝒯𝒫𝒟_1,𝒯𝒫𝒟_2>=0`$, and this is the only decomposition of $`𝒯𝒫𝒟_1\times 𝒯𝒫𝒟_2`$ into two toroidal pipe diagrams of respective degrees 12 and 2 .