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# Euler equations on homogeneous spaces and Virasoro orbits

## 1 Introduction

One of the main mechanisms of integrability of evolution equations is the presence of two compatible Hamiltonian structures. In this paper we compare Hamiltonian properties of three extensively studied nonlinear equations of mathematical physics, related to various hydrodynamical approximations: the Korteweg-de Vries equation

$$u_t=3uu_x+cu_{xxx},$$
(1.1)
the Camassa-Holm equation

$$u_tu_{txx}=3uu_x+2u_xu_{xx}+uu_{xxx}+cu_{xxx}$$
(1.2)
derived as a shallow water equation in \[CH\] (see also the paper \[FF\]), and the Hunter–Saxon equation \[HS\]

$$u_{txx}=2u_xu_{xx}uu_{xxx},$$
(1.3)
describing weakly nonlinear unidirectional waves. All three equations are known to be bihamiltonian and to possess infinitely many conserved quantities, as well as remarkable soliton or soliton–like solutions. A motivation for our paper was the paper \[BSS\], which described scattering theory for all three equations in a unified way.

As we show in this paper, the main reason why such a common treatment is possible is that all these equations have the same symmetry group. It turns out to be the Virasoro group, a one-dimensional extension of the group of smooth transformations of the circle. More precisely, the Virasoro group serves as the configuration space, and all three equations can be regarded as equations of the geodesic flow related to different right-invariant metrics on this group (in the case of KdV and CH) or on an associated homogeneous space (in the case of HS). (Here we will be mostly concerned with the periodic case, though many statements can be extended to the case of rapidly decaying potentials on the real line.)

The main goal of this paper is to give a description of the three equations as bihamiltonian systems on the dual to the Virasoro algebra, and to relate them to the geometry of the Virasoro coadjoint orbits. One of the corresponding Hamiltonian (or Poisson) structures is provided by the linear Lie-Poisson bracket, and it is the same for all three equations. The other Poisson structure is constant and can be viewed as a “linear structure frozen at a point.” The corresponding “freezing points” are different for each equation. We will also see that, in a sense, Equations (1.1), (1.2), and (1.3) exhaust all generic possibilities, and among them the Camassa-Holm equation (1.2) is the “most general” equation that can be obtained by the “freezing argument” method on the dual Virasoro space.

We tried to make the paper self-contained, including in it necessary background on the Euler equations and the classification of Virasoro orbits. For additional information we refer the interested reader to the expositions in \[Seg\] or \[AK\], as well as to the original papers listed in the bibliography.

In \[Arn\] V. Arnold suggested a general framework for the Euler equations on an arbitrary (possibly infinite-dimensional) group, which we recall below. In this framework the Euler equation describes a geodesic flow with respect to a suitable one-sided invariant Riemannian metric on the given group.

In Section 2 we show how Arnold’s approach to the Euler equation works for the Virasoro group and provides a natural geometric setting for the Korteweg–de Vries and Camassa–Holm equations. In Section 3 we give a Hamiltonian reformulation of the Euler equation. In Section 4 we extend this approach to include geodesic flows on homogeneous spaces and then use it to describe the Hunter–Saxton equation and its relatives.111In particular, the Harry Dym equation \[Kru\], \[HZh\] can be found as one of the equations in the bihamiltonian hierarchy associated with the HS system. This equation was also considered in \[BSS\]. In this way, the Harry Dym equation also becomes associated to the geodesic interpretation. This extension might be thought of as a version of the Hamiltonian formalism for homogeneous spaces developed in \[Th\], \[GS\], which is applied to the case of a degenerate metric and in our infinite-dimensional situation.

In Sections 5–6 we develop the bihamiltonian formalism for the Euler systems. We show why the three equations above represent three main classes (and exhaust the rotation-invariant) bihamiltonian systems on the Virasoro algebra that can be integrated by means of the “freezing” (called also, the translation of) argument method. It turns out that the above three equations correspond to three different types of Virasoro coadjoint orbits of low codimensions.

In our classification of Poisson pairs and the corresponding equations we rely heavily on the classical classification of the Virasoro orbits, and we recall it in the Appendix. An interesting open question is to extend the classification of the equations to orbits of higher codimension, as well as to show how the discrete invariant of Virasoro orbits manifests itself in the related bihamiltonian systems.

## 2 The Euler properties of the KdV, CH, and HS equations

The main objects in our consideration will be the group $`\mathrm{Diff}(S^1)`$ of all diffeomorphisms of a circle, its Lie algebra $`vect(S^1)`$ of vector fields, and their central extensions. The following nontrivial one-dimensional extension of the algebra of vector fields has a special name.

###### Definition 2.1

The Virasoro algebra is an extension of the Lie algebra $`\mathrm{vect}(S^1)`$ of vector fields on the circle:

$$vir=vect(S^1)$$

with the commutator between pairs (consisting of a vector field and a real number) given by

$$[(v(x)_x,b),(w(x)_x,c)]=((vw_x+v_xw)(x)_x,C(v_x,w_x))$$

where

$$C(v_x,w_x)=_{S^1}vw_{xxx}𝑑x$$

is the Gelfand–Fuchs cocycle. (Here $`x`$ is a coordinate on the circle, the subscript $`x`$ stands for the derivative in $`x`$, and $`_x`$ denotes the vector field $`\frac{}{x}`$ on $`S^1`$.)

Define the following two-parameter family of quadratic forms, “$`H_{\alpha ,\beta }^1`$-energies,” on the Lie algebra $`vir`$:

$$(v(x)_x,b),(w(x)_x,c)_{H_{\alpha ,\beta }^1}=_{S^1}(\alpha vw+\beta v_xw_x)𝑑x+bc.$$
(2.4)
The case $`\alpha =1,\beta =0`$ corresponds to the $`L^2`$ inner product, while $`\alpha =\beta =1`$ corresponds to $`H^1`$. Given $`\alpha 0`$ and any $`\beta `$, extend the $`H_{\alpha ,\beta }^1`$-energy to a right-invariant metric on the Virasoro group $`Vir`$. This group corresponds to the Virasoro algebra and is defined as follows.

###### Definition 2.2

The Virasoro group $`Vir`$ is the product

$$Vir=\mathrm{Diff}(S^1)\times ,$$

where the group multiplication between the pairs is given by

$$(\psi (x),a)(\varphi (x),b)=((\psi \varphi )(x),a+b+B(\psi ,\varphi ))$$

and

$$B(\psi ,\varphi ):=_{S^1}\mathrm{log}((\psi \varphi )_x)d\mathrm{log}(\varphi _x)$$

is the Bott cocycle. (Here the diffeomorphisms of $`S^1`$ are described by functions, e.g., $`x\varphi (x)`$.)

Having equipped the Virasoro group with those right-invariant metrics, one can consider the geodesic flows they generate.

###### Theorem 2.3

1) \[OK\] The KdV equation is the Euler equation, describing the geodesic flow on the Virasoro group with respect to the right-invariant $`L^2`$-metric.

2) \[Mi\] The CH equation is the Euler equation for the geodesic flow on the same group with respect to the right-invariant Sobolev $`H^1`$-metric.

It turns out that one can give a similar description of the Hunter-Saxton equation as a geodesic flow on a homogeneous space related to the Virasoro algebra. Consider the $`\dot{H}^1`$ -quadratic form (which is the $`H_{\alpha ,\beta }^1`$ -form with $`\alpha =0,\beta =1`$) on the Virasoro algebra:

$$(v(x)_x,b),(w(x)_x,c)_{\dot{H}^1}=_{S^1}v_xw_x𝑑x+bc.$$
(2.5)
Although this form is degenerate, as is the corresponding right-invariant metric on the Virasoro group, one can define a nondegenerate metric by descending on an appropriate quotient space.

###### Theorem 2.4

The HS equation is the equation describing the geodesic flow on the homogeneous space $`Vir/\mathrm{Rot}(S^1)`$ of the Virasoro group modulo rotations with respect to the right-invariant homogeneous $`\dot{H}^1`$ metric.

Note that one can also obtain the HS equation by considering the smaller homogeneous space $`\mathrm{Diff}(S^1)/\mathrm{Rot}(S^1)`$ of all diffeomorphisms of the circle modulo rotations, as we explain below.

These three equations essentially exhaust the list of integrable systems associated with the Virasoro algebra and integrated by the freezing argument method, as we discuss below. Note that their degenerations include, e.g., the inviscid Burgers equation (it corresponds to the $`L^2`$-metric on the “centerless Virasoro” group, $`\mathrm{Diff}(S^1)`$).

2.5 Remark. Before proving the theorems, we recall the general set-up for the Euler equation on an arbitrary Lie group, suggested by V. Arnold in \[Arn\]. Consider a (possibly infinite-dimensional) Lie group $`G`$, which can be thought of as the configuration space of some physical system. (Examples from \[Arn\]: $`SO(3)`$ for a rigid body or the group $`\mathrm{SDiff}(M)`$ of volume-preserving diffeomorphisms for an ideal fluid filling a domain $`M`$.) The tangent space at the identity of the Lie group $`G`$ is the corresponding Lie algebra $`𝔤`$. Fix some (positive definite) quadratic form, the “energy,” on $`𝔤`$. We consider right translations of this quadratic form to the tangent space at any point of the group (the “translational symmetry” of the energy). This way the energy defines a right-invariant Riemannian metric on the group $`G`$. The geodesic flow on $`G`$ with respect to this energy metric represents the extremals of the least action principle, i.e. the actual motions of our physical system.222For a rigid body one has to consider left translations, but in our exposition we stick to the right-invariant case in view of its applications to the groups of diffeomorphisms.

To describe a geodesic on the Lie group with an initial velocity $`v(0)`$, we transport its velocity vector at any moment $`t`$ to the identity of the group (by using the right translation). This way we obtain the evolution law for $`v(t)`$, given by a (non-linear) dynamical system $`dv/dt=F(v)`$ on the Lie algebra $`𝔤`$.

###### Definition 2.6

The system on the Lie algebra $`𝔤`$, describing the evolution of the velocity vector along a geodesic in a right-invariant metric on the Lie group $`G`$, is called the Euler equation corresponding to this metric on $`G`$.

In particular, the above scheme works for the Virasoro group (see Theorem 2.3) and allows one to describe the Korteweg–de Vries and Camassa–Holm equations as geodesic equations on that group. It also can be extended to include geodesic flows on homogeneous spaces and to describe the Hunter–Saxton equation, as we discuss below.

## 3 Hamiltonian framework for the Euler equations

We start with preliminaries on Lie algebras and Poisson structures.

###### Definition 3.1

The dual space $`𝔤^{}`$ to any Lie algebra $`𝔤`$ carries a natural Lie–Poisson structure:

$$\{f,g\}_{LP}(m):=[df,dg],m$$

for any $`m𝔤^{}`$ and any two smooth functions $`f,g`$ on $`𝔤^{}`$. (Here the differentials are taken at the point $`m`$, and $`,`$ is a natural pairing between $`𝔤`$ and $`𝔤^{}`$.)

In other words, the Lie–Poisson bracket of two linear functions on $`𝔤^{}`$ is equal to their commutator as elements of the Lie algebra $`𝔤`$ itself.

###### Proposition 3.2

The Hamiltonian vector field on $`𝔤^{}`$ corresponding to a Hamiltonian function $`f`$ and computed with respect to the Lie-Poisson structure has the following form:

$$\frac{dm}{dt}=\mathrm{ad}_{df}^{}m.$$
(3.6)
Proof. Let $`dm/dt=X_f`$ be the corresponding Hamiltonian field. Then for any function $`gC^{\mathrm{}}(𝔤^{})`$ one has the identities

$$i_{X_f}dg|_m=L_{X_f}g|_m=\{f,g\}_{LP}(m)=[df,dg],m=dg,\mathrm{ad}_{df}^{}m.$$

This implies that $`X_f=\mathrm{ad}_{df}^{}m`$. $`\mathrm{}`$

3.3 Remark. The differential-geometric description of the Euler equation as a geodesic flow on a Lie group has a Hamiltonian reformulation.

Fix the notation $`E(v)=\frac{1}{2}v,Av`$ for the energy quadratic form on $`𝔤`$ which we used to define the Riemannian metric. Identify the Lie algebra and its dual with the help of this quadratic form. This identification $`A:𝔤𝔤^{}`$ (called the inertia operator) allows one to rewrite the Euler equation on the dual space $`𝔤^{}`$, see Fig.1.

It turns out that the Euler equation on $`𝔤^{}`$ is Hamiltonian with respect to the Lie–Poisson structure \[Arn\]. Moreover, the corresponding Hamiltonian function is minus the energy quadratic form lifted from the Lie algebra to its dual space by the same identification: $`H(m)=\frac{1}{2}A^1m,m`$, where $`m=Av`$. Here we are going to take it as the definition of the Euler equation (we use the Proposition above and the observation $`dH(m)=A^1m`$).

###### Definition 3.4

The Euler equation on $`𝔤^{}`$ corresponding to the Hamiltonian $`H(m)=\frac{1}{2}A^1m,m`$ is given by the following explicit formula:

$$\frac{dm}{dt}=\mathrm{ad}_{A^1m}^{}m,$$

as an evolution of a point $`m𝔤^{}`$.

3.5 Remark. The underlying reason for the Hamiltonian reformulation is the fact that any geodesic problem in Riemannian geometry can be described in terms of symplectic geometry. Geodesics on $`M`$ are extremals of a quadratic Lagrangian (metric) on $`TM`$. They can also be described by the Hamiltonian flow on $`T^{}M`$ for the quadratic Hamiltonian function obtained from the Lagrangian via the Legendre transform.

If the manifold is a group $`G`$ with a right-invariant metric then there exists the group action on the tangent bundle $`TG`$, as well as on the cotangent bundle $`T^{}G`$. By taking the quotient with respect to the group action, we obtain from the (symplectic) cotangent bundle $`T^{}G`$ the Lie-Poisson structure on the cotangent space $`T^{}G|_e=𝔤^{}`$, i.e., on the dual to the Lie algebra. The Hamiltonian function on $`T^{}G`$ is dual to the Riemannian metric (viewed as a form on $`TG`$), and its restriction to $`𝔤^{}`$ is the quadratic form $`H(m)=\frac{1}{2}A^1m,m`$, $`m𝔤^{}`$.

The geodesics of a left-invariant metric on $`G`$ correspond to the Hamiltonian function $`H(m)`$, while those of a right-invariant metric correspond to $`H(m)`$.

Now we are ready to prove Theorem 2.3 on the Eulerian nature of the KdV and CH equations in the following slightly more general setting.

###### Theorem 3.6

(=2.3) The Euler equation describing the geodesic flow on the Virasoro group with respect to the right-invariant $`H_{\alpha ,\beta }^1`$ -metric with $`\alpha 0`$ has the form:

$$\alpha (v_t+3vv_x)\beta (v_{xxt}+2v_xv_{xx}+vv_{xxx})bv_{xxx}=0,$$
(3.7)
$$b_t=0.$$

3.7 Remark. By choosing $`\alpha =1,\beta =0`$ one obtains the KdV equation, related to the $`L^2`$-metric on the Virasoro algebra \[OK\]. Similarly, for $`\alpha =\beta =1`$ one recovers a general form of the CH equation \[Mi\]. Note that by shifting $`vv+`$const we get another form of the CH equation, in which the term $`v_{xxx}`$ is replaced by $`v_x`$. Finally, if $`\alpha =0,\beta =1`$ then Equation (3.7) becomes the HS (Hunter-Saxton) equation, which we discuss in the next section.

The case $`b=0`$ corresponds to considering the non-extended Lie algebra $`vect(S^1)`$ of vector fields rather than the Virasoro algebra $`vir`$. Depending on the values of $`\alpha `$ and $`\beta `$ one obtains either the inviscid Burgers (also called, Hopf) equation $`v_t+3vv_x=0`$ or the non-extended CH equation.

Proof of Theorem 3.6. Recall that the Virasoro coadjoint action can be computed as follows. Let $`\{(u(dx)^2,a)|uC^{\mathrm{}}(S),a\}`$ be the dual space to the Virasoro algebra with the natural pairing given by

$$(u(dx)^2,a),(w_x,c)=_{S^1}uw𝑑x+ac.$$

(Here we denote by $`u(x)(dx)^2`$ (or, shorter, by $`u(dx)^2`$) a quadratic differential on the circle.) The coadjoint operator is defined by the identity

$$\mathrm{ad}_{(v_x,b)}^{}(u(dx)^2,a),(w_x,c)=(u(dx)^2,a),[(v_x,b),(w_x,c)].$$

Using the definition of the Virasoro commutator and integrating by parts we obtain that the right-hand-side is equal to

$$_{S^1}w(2uv_x+u_xvav_{xxx})𝑑x.$$

Thus the coadjoint operator is

$$\mathrm{ad}_{(v_x,b)}^{}(u(dx)^2,a)=((2uv_x+u_xvav_{xxx})(dx)^2,0).$$
(3.8)
The $`H_{\alpha ,\beta }^1`$ -energy (2.4) on the Virasoro algebra

$$(v_x,b),(w_x,c)=_{S^1}(\alpha vw+\beta v_xw_x)𝑑x+bc=_{S^1}v\mathrm{\Lambda }w𝑑x+bc.$$

corresponds to the general inertia operator $`A:virvir^{}`$, given by

$$(v_x,b)((\mathrm{\Lambda }v)(dx)^2,b),$$

where $`\mathrm{\Lambda }:=\alpha \beta _x^2`$ is a second order differential operator. This operator is non-degenerate on $`vir`$ for $`\alpha 0`$, while for $`\alpha =0`$ it has a non-trivial kernel consisting of constant vector fields on $`S^1`$.

Now the Euler equation

$$\frac{d}{dt}(u(dx)^2,a)=\mathrm{ad}_{A^1(u(dx)^2,a)}^{}(u(dx)^2,a)$$

on $`vir^{}`$ (see Definition (3.4)) assumes the form

$$\frac{d}{dt}(u(dx)^2,a)=((2u\mathrm{\Lambda }^1u_x+u_x\mathrm{\Lambda }^1ua\mathrm{\Lambda }^1u_{xxx})(dx)^2,0).$$

(Here we substituted $`(v_x,b)=A^1(u(dx)^2,a)=((\mathrm{\Lambda }^1u)(dx)^2,a)`$ into the expression for $`ad^{}`$.)

In terms of $`v=\mathrm{\Lambda }^1u`$ (the first component of) this equation becomes

$$\frac{d}{dt}(\mathrm{\Lambda }v)=2(\mathrm{\Lambda }v)v_x(\mathrm{\Lambda }v_x)v+bv_{xxx},$$

which is equivalent to the equation (3.7), since $`\mathrm{\Lambda }=\alpha \beta _x^2`$. For the second component we find that $`b`$ does not change in time: $`b_t=0`$. $`\mathrm{}`$

3.8 Remark. In the proof we assumed that the inertia operator is invertible. In the next section we discuss the precise relation of the geodesic and Hamiltonian approaches in the case of a degenerate metric and show what reductions are necessary for the corresponding Euler equation to make sense.

## 4 The Euler equations on homogeneous spaces

Let $`G`$ be a Lie group and $`K`$ its subgroup. Consider the space $`G/K`$ of right cosets $`\{Kg|gG\}`$. Then the group $`G`$ acts on them on the right. Here we are going to develop the formalism for the Euler equation, describing the geodesic flow on $`G/K`$ with respect to a right-invariant metric.

One immediately encounters the following difficulty: not every right-invariant metric on the group $`G`$, degenerate along $`K`$ at the identity, descends to a metric on the space of right cosets $`G/K`$ (see Example (4a) below). To formulate the condition, which the degenerate metric should satisfy, let us consider the corresponding problem at the level of Lie algebras.

Let $`𝔤`$ be a Lie algebra, and $`A:𝔤𝔤^{}`$ a degenerate inertia operator. Suppose that the kernel of $`A`$ is a Lie subalgebra $`𝔨`$. (In other words, the corresponding energy form $`E(v)=\frac{1}{2}v,Av`$ vanishes for all $`v𝔨`$.) Consider the right-invariant degenerate metric $`E_G`$ on the group $`G`$ obtained by translating the quadratic form $`E`$ from identity to any point of the group.

###### Theorem 4.1

The right-invariant form $`E_G`$ on a group $`G`$ descends to a form on the space $`G/K`$ of right cosets if and only if the quadratic form $`E`$ on the Lie algebra $`𝔤`$ vanishes on the Lie subalgebra $`𝔨`$ and is $`\mathrm{Ad}`$-invariant with respect to the action of this subalgebra.

4.2 Remark. The condition of Ad-invariance for $`E`$ reads as follows:

$$\mathrm{ad}_wv,Au=v,A(\mathrm{ad}_wu)$$

for all $`w𝔨`$ and any $`u,v𝔤`$. The above is an infinitesimal version of the invariance of $`E`$ with respect to the subgroup action:

$$(\mathrm{Ad}_kv),A(\mathrm{Ad}_ku)=v,Au$$

for all $`kK`$.

4.3 Example. a) (Rotations of a rod.) The configuration space of a rod in $`^3`$ fixed at its center of mass is $`S^2`$. It can be obtained from the configuration space of a rigid body by moding out rotations about one of its axes: $`S^2=S^1SO(3)`$.

Suppose that $`A:^3^3`$ is a degenerate inertia operator with one vanishing eigenvalue. The corresponding eigenvector generates the 1-dimensional rotation subgroup $`S^1`$ in $`SO(3)`$. It is not difficult to see that the bi-invariance condition imposes the following restriction on $`A`$: its non-vanishing eigenvalues must be equal. (Indeed, the $`S^1`$-action sends one of these two eigenvectors to the other.) Then the corresponding degenerate metric on $`SO(3)`$ descends to (a multiple of) the standard metric on the sphere, which is the space of cosets: $`S^2=S^1SO(3)`$. Geodesics with respect to the standard metric on $`S^2`$ are the great circles. These geodesics describe all free motions of the rod.333 For the rod, as well as for a rigid body mentioned above, we consider the left-invariant metrics, and hence, left cosets $`S^1SO(3)`$. For the group of diffeomorphisms we study the right-invariant metrics and the space of right cosets $`\mathrm{Diff}(S^1)/\mathrm{Rot}(S^1)`$. (We can see that the only parameter of the rod is its length. In terms of the inertia operator, this corresponds to the choice of the nonzero eigenvalue.)

Note that the inertia operator $`A=\mathrm{diag}(\lambda ,\mu ,0)`$ with $`\lambda \mu `$ does not correspond to any physical object. The corresponding degenerate metric on $`SO(3)`$ is not $`S^1`$-invariant, and hence it does not descend to $`S^2`$.

b) (The Hunter–Saxton equation.) Consider the group of diffeomorphisms $`\mathrm{Diff}(S^1)`$ and its quotient $`\mathrm{Diff}(S^1)/\mathrm{Rot}(S^1)`$ by the subgroup of rotations $`\mathrm{Rot}(S^1)`$. Consider the degenerate quadratic form on the corresponding Lie algebra $`vect(S^1)`$ given by the homogeneous $`\dot{H}^1`$-energy:

$$E_0(v_x)=\frac{1}{2}_{S^1}v_x^2𝑑x.$$

(Similarly, for the Virasoro algebra, consider the energy $`E_0(v_x,b)=\frac{1}{2}(_{S^1}v_x^2𝑑x+b^2).`$)

This energy vanishes on constant vector fields. Those fields generate the subgroup $`\mathrm{Rot}(S^1)`$ of rotations of the circle $`S^1`$. One can see that the form $`E_0(v_x)`$ is bi-invariant with respect to the circle action, since the energy is invariant with respect to translations $`xx+\mathrm{const}`$. (The same holds for the Gelfand–Fuchs cocycle, and the energy $`E_0(v_x,b)`$ on the extended algebra.) Hence the corresponding right-invariant metric on $`\mathrm{Diff}(S^1)`$ descends to the quotient $`\mathrm{Diff}(S^1)/\mathrm{Rot}(S^1)`$. We will see that the geodesics with respect to this metric are described by the HS equation.

4.4 Remark. One hopes that a certain modification of this approach can be applied to generalized flows in \[Bre\], where the fluid particles in 3D can move freely and independently along one coordinate. The corresponding subgroup $`K`$ here might be that of fiberwise diffeomorphisms along a coordinate.

Proof of Theorem 4.1. First of all we note that the quadratic form $`E`$ on $`𝔤`$ induced from a nondegenerate form on the quotient $`𝔤/𝔨`$ is degenerate exactly along $`𝔨`$ (i.e., $`𝔨`$ is its null subspace).

Let $`𝔨`$ be a Lie subalgebra and consider the quotient of the corresponding groups $`G/K`$. Note that the restriction of the energy form to the subgroup $`K`$ is zero. Indeed, the latter is nothing but the right translation from the identity of the energy form on the subalgebra $`𝔨`$.

We would like to compare the right-invariant metric $`E_G`$ on $`G`$ at two different points $`k_1g`$ and $`k_2g`$ of the same coset $`Kg`$. Then the element $`\overline{k}=k_2k_1^1K`$ sends $`k_1`$ to $`k_2`$ by means of the left translation. This translation also identifies the tangent spaces to $`G`$ along the same coset $`Kg`$, see Fig.2. The energy form $`E_G`$ is invariant under this identification, since it is bi-invariant with respect to the action of elements of $`K`$. Finally, note that the energy $`E_G`$ is degenerate along cosets. (Indeed, it vanishes on $`K`$, the “identity coset,” and it is invariant with respect to right translations, which shuffle the cosets.)

Therefore, the corresponding energy form descends to the coset space. $`\mathrm{}`$

4.5 Remark. From the Hamiltonian point of view, the geodesic picture on a homogeneous space corresponds to a Hamiltonian reduction of the non-degenerate case with respect to the subgroup $`K`$ action.

More precisely, consider the cotangent bundle $`T^{}(G/K)`$ of the metric space $`G/K`$. Similarly to the non-degenerate case, look at the fiber $`(𝔤/𝔨)^{}`$ over the “identity coset” $`K`$. This space $`(𝔤/𝔨)^{}`$ can be naturally identified with the image $`L=\mathrm{im}A𝔤^{}`$ of the degenerate inertia operator $`A:𝔤𝔤^{}`$, for which $`𝔨=\mathrm{ker}A`$, (or, equivalently, with the subspace $`L=𝔨^{}𝔤^{}`$, the annihilator of $`𝔨`$ in $`𝔤^{}`$).

The subgroup $`K`$, being a stabilizer of the “identity coset”and hence of $`L=(𝔤/𝔨)^{}`$, acts on $`L`$ respecting the Poisson structure. Therefore, there is a natural Poisson structure on the quotient $`L/K:=\mathrm{im}A/\mathrm{ad}^{}K`$.

Furthermore, one can define the corresponding Hamiltonian function on $`L`$ by the same formula as above:

$$H_L(m)=\frac{1}{2}m,A^1m.$$
(4.9)
This function is $`\mathrm{ad}^{}K`$-invariant and hence is well-defined on the quotient $`L/K`$.

Suppose $`A`$ generates a right-invariant and $`\mathrm{ad}K`$-invariant metric on the group $`G`$ (i.e., satisfies the conditions of Theorem 4.1), so that it makes sense to consider geodesics of the corresponding metric on $`G/K`$.

Then the above consideration provides the following limiting (degenerate) case of Arnold’s theorem (cf. Definition 3.4).

###### Theorem 4.6

The Euler equation, which corresponds to the inertia operator $`A`$ and describes the geodesic flow on the space $`G/K`$ of right cosets, has the following Hamiltonian form on $`L/K=\mathrm{im}A/\mathrm{ad}^{}K`$: it is the quotient with respect to the $`K`$-action of the restriction to $`L𝔤^{}`$ of the following Hamiltonian equation on $`𝔤^{}`$

$$\frac{dm}{dt}=\mathrm{ad}_{A^1m}^{}m$$

for $`mL=\mathrm{im}A`$.

Now we are ready to complete the argument showing the Eulerian nature of the Hunter-Saxton equation.

###### Theorem 4.7

(=2.4) The HS equation

$$v_{txx}=2v_xv_{xx}vv_{xxx}$$

is a well-defined equation on the equivalence classes of periodic functions

$$\left\{v(x)v(x+p)+q\mathrm{for}\mathrm{any}p,q\right\}.$$

It describes the geodesic flow on the homogeneous space $`Vir/\mathrm{Rot}(S^1)`$ of the Virasoro group modulo rotations with respect to the right-invariant homogeneous $`\dot{H}^1`$ metric.

Proof of Theorem 4.7. The homogeneous $`\dot{H}^1`$-metric on the Virasoro algebra is related to the degenerate inertia operator $`A:virvir^{}`$ sending

$$(v_x,b)((_x^2v)(dx)^2,b).$$

Its image $`Lvir^{}`$ consists of pairs $`(u(dx)^2,a)`$, where functions $`u`$ have zero mean:

$$L=\left\{(u(dx)^2,a)\right|_{S^1}u(x)𝑑x=0\}.$$

The action of the subgroup $`K=\mathrm{Rot}(S^1)`$ identifies those functions $`u`$ that differ by a rotation: $`u(x)u(x+p)`$. Thus we come to a Hamiltonian equation on $`L/K`$.

For explicit calculations, recall that the present case corresponds to setting $`\alpha =0`$, $`\beta =1`$ in the proof of Theorem 3.6. Choosing these values in Equation (3.7), one arrives at the HS equation

$$v_{txx}=2v_xv_{xx}vv_{xxx}bv_{xxx}$$

on $`vir`$. In order to obtain equation describing the evolution of $`v`$ rather than that of $`v_{xx}`$ we observe that

$$2v_xv_{xx}+vv_{xxx}+bv_{xxx}=\left(vv_{xx}+\frac{1}{2}(v_x)^2+bv_{xx}\right)_x$$

and hence, integrating both sides in $`x`$, we obtain

$$v_{tx}=vv_{xx}\frac{1}{2}(v_x)^2bv_{xx}+r,$$

where $`r`$ is an arbitrary constant. This constant is uniquely determined by the condition that the right-hand-side is a complete derivative, i.e., by $`_{S^1}((v_x)^2/2+r_0)𝑑x=0`$. Then

$$v_t=vv_x+_x^1((v_x)^2/2+r_0)bv_x+q,$$

where $`q`$ is an arbitrary constant.

Whence $`v_t`$ (and hence the evolution of $`v`$) is defined only up to addition of a parameter $`q`$ and a multiple of $`v_x`$. (The latter is the velocity of the rotation subgroup: $`v_x=\frac{d}{dp}|_{p=0}v(x+p)`$.) This manifests the fact that the evolution of $`v`$ is defined on the equivalence classes $`\{v(x+p)+q\}`$. The inertia operator $`A`$ sends this equation on classes to the Hamiltonian equation on the quotient $`L/K`$.

Note that the equivalence classes above absorb the term $`bv_x`$ (respectively, $`bv_{xxx}`$ for $`v_{txx}`$: consider a shift $`vv+\mathrm{const}`$) and one obtains the HS equation in its standard form (1.3). $`\mathrm{}`$

One should notice that setting $`b=0`$ corresponds to the Euler equation on the quotient $`\mathrm{Diff}(S^1)/\mathrm{Rot}(S^1)`$. Thus in the homogeneous case the consideration of the central extension does not give anything new, since the Euler equations for $`\mathrm{Diff}(S^1)/\mathrm{Rot}(S^1)`$ and $`Vir/\mathrm{Rot}(S^1)`$ are equivalent.

## 5 Bihamiltonian structures for the equations

To formulate our next result we need to recall some generalities on bihamiltonian systems.

###### Definition 5.1

Assume that a manifold $`M`$ is equipped with two Poisson structures $`\{.,.\}_0`$ and $`\{.,.\}_1`$. They are said to be compatible (or, form a Poisson pair) if all of their linear combinations $`\{.,.\}_0+\lambda \{.,.\}_1`$ are also Poisson structures.

A dynamical system $`dm/dt=F(m)`$ on $`M`$ is called bi-Hamiltonian if the vector field $`F`$ is Hamiltonian with respect to both structures $`\{.,.\}_0`$ and $`\{.,.\}_1`$.

Consider the dual space $`𝔤^{}`$ to a Lie algebra $`𝔤`$. As we discussed above, it is equipped with the Lie-Poisson structure:

$$\{f,g\}_{LP}(m):=[df,dg],m$$

where $`m𝔤^{}`$ and $`f,g`$ are two arbitrary functions on $`𝔤^{}`$.

Now fix a point $`m_0`$ in $`𝔤^{}`$. One can associate to this point another Poisson bracket on $`𝔤^{}`$ as follows, see \[Ma\].

###### Definition 5.2

The constant Poisson bracket associated to a point $`m_0𝔤^{}`$ is the bracket $`\{.,.\}_0`$ on the dual space $`𝔤^{}`$ defined by

$$\{f,g\}_0(m):=[df,dg],m_0$$

for any two smooth functions $`f,g`$ on the dual space, and any $`m𝔤^{}`$. The differentials $`df,dg`$ of the functions $`f,g`$ are taken, as above, at the point $`m`$ and are regarded as elements of the Lie algebra itself.

The constant bracket depends on the choice of the “freezing” point $`m_0`$, while the Lie–Poisson bracket is defined by the Lie algebra structure only. Note that the brackets $`\{.,.\}_{LP}`$ and $`\{.,.\}_0`$ coincide at the point $`m_0`$ itself, and, moreover, the bivector defining the constant bracket $`\{.,.\}_0`$ is the same at all points $`m`$.

###### Proposition 5.3

The brackets $`\{.,.\}_{LP}`$ and $`\{.,.\}_0`$ are compatible for every “freezing” point $`m_0`$.

Proof. Indeed, any linear combination $`\{.,.\}_\lambda :=\{.,.\}_{LP}+\lambda \{.,.\}_0`$ is again a Poisson bracket, since it is just the linear Lie–Poisson structure $`\{.,.\}_{LP}`$ translated from the origin to the point $`\lambda m_0`$. $`\mathrm{}`$

5.4 Remark. Explicitly, the Hamiltonian equation on $`𝔤^{}`$ with the Hamiltonian function $`f`$ and computed with respect to the constant Poisson structure frozen at a point $`m_0𝔤^{}`$ has the following form:

$$\frac{dm}{dt}=\mathrm{ad}_{df}^{}m_0,$$
(5.10)
as a modification of Proposition 3.2 shows.

Now we can formulate another main result.

###### Theorem 5.5

The Euler equation (3.7) for the $`H_{\alpha ,\beta }^1`$ -metric (with $`\alpha 0`$) on the Virasoro group is bihamiltonian on the dual $`vir^{}`$ of the Virasoro algebra. The corresponding “freezing” point in $`vir^{}`$ is $`(\frac{\alpha }{2}(dx)^2,\beta )`$.

In Appendix we show that the dual space $`vir^{}=\{(u(x)(dx)^2,a)\}`$ can be thought of as the space of Hill’s operators $`\{a_x^2+u(x)\}`$. In these terms the above theorem can be stated as follows: The $`H_{\alpha ,\beta }^1`$ -metric on $`vir`$ given by the inertia operator $`\mathrm{\Lambda }=\alpha \beta _x^2`$ is bihamiltonian on $`vir^{}`$ with “freezing” at the point $`\alpha /2\beta _x^2`$.

5.6 Remark. The KdV and CH equations are bihamiltonian on the Virasoro dual. The corresponding “freezing” points $`(u_0(dx)^2,a_0)`$ in $`vir^{}`$ are $`(u_0=1/2,a_0=1)`$ for the CH equation and $`(u_0=1/2,a_0=0)`$ for the KdV equation, see Fig.3, as they are related to the $`H^1`$\- and $`L^2`$-energies, respectively.

To describe bihamiltonian nature of the HS equation on the reduced space $`L/K`$, discussed in Theorems 4.64.7, one should consider the following analog of the constant Poisson structure. Take the Lie–Poisson structure on $`vir^{}`$ “frozen” at the point $`(u_0=0,a_0=1)`$ and then push it forward to the corresponding quotient space for the HS equation. An alternative way to show integrability (rather than the bihamiltonian property) of this equation is to use integrability of CH and an infinite-dimensional version of the formalism developed in \[Th\], \[GS\].

5.7 Question. Which metrics on the Virasoro group (or which quadratic forms on the Virasoro algebra) correspond to the bihamiltonian system on $`vir^{}`$ with “freezing” at a point $`(u_0(x)(dx)^2,a_0)`$ for non-constant $`u_0(x)`$?444After this paper was submitted, I. Zakharevich found a formula for the corresponding quadratic form on the Lie algebra in terms of Bloch solutions of the operator $`_x^2+u(x)`$, \[Za\]. For which $`u_0(x)`$ are these metrics positive definite (i.e., Riemannian rather than pseudo-Riemannian)?

Proof of Theorem 5.5. Let $`F(u,a)`$ be a function on $`vir^{}`$ and let $`(v_x,b)=(\delta F/\delta u,\delta F/\delta a)`$ be a (variational) derivative of $`F`$ at $`(u(dx)^2,a)`$. Then the Hamiltonian equation with Hamiltonian function $`F`$ computed with respect to the constant Poisson structure “frozen” at $`(u_0(dx)^2,a_0)`$ has the form

$$\frac{d}{dt}(u(dx)^2,a)=\mathrm{ad}_{(v_x,b)}^{}(u_0(dx)^2,a_0)=((2u_0v_xa_0v_{xxx})(dx)^2,0).$$

(Here we used Remark 5, the explicit form (3.8) of $`\mathrm{ad}^{}`$ for the Virasoro algebra, and the fact that $`u_0=\mathrm{const}`$.)

For the first component of this equation one has

$$\frac{du}{dt}=(2u_0a_0_x^2)_x\left(\frac{\delta F}{\delta u}\right).$$

Setting $`u_0=\alpha /2`$ and $`a_0=\beta `$ we obtain $`2u_0a_0_x^2=\alpha \beta _x^2=\mathrm{\Lambda },`$ and this simplifies the equation to

$$\frac{du}{dt}=\mathrm{\Lambda }\left(_x\left(\frac{\delta F}{\delta u}\right)\right).$$
(5.11)
To prove the Theorem one needs to show that for any $`\alpha 0`$ and any $`\beta `$ the Euler equation (3.7) can also be expressed in the form (5.11) for an appropriate Hamiltonian function $`F`$.

Next, consider the Hamiltonian function $`F`$ of the form

$$F(u,a)=\left(\frac{\alpha }{3}(\mathrm{\Lambda }^1u)^3+\frac{1}{4}(\mathrm{\Lambda }^1u)^2u+\frac{a}{2}(\mathrm{\Lambda }^1u_x)^2\right)𝑑x.$$

(The operator $`\mathrm{\Lambda }:=\alpha \beta _x^2`$ is invertible for $`\alpha 0`$.) By definition, the variational derivative $`(\delta F/\delta u,\delta F/\delta a)vir`$ of the functional $`F`$ is determined by the following identity satisfied for any $`(\xi (dx)^2,c)vir^{}`$:

$$(\xi (dx)^2,c),(\frac{\delta F}{\delta u},\frac{\delta F}{\delta a})=\frac{d}{dϵ}|_{ϵ=0}F(u+ϵ\xi ,a+ϵc).$$

Since we need only the partial variational derivative $`\delta F/\delta u`$, we compute:

$$\frac{d}{dϵ}|_{ϵ=0}F(u+ϵ\xi ,a)=$$

$$\frac{d}{dϵ}|_{ϵ=0}\left(\frac{\alpha }{3}(\mathrm{\Lambda }^1(u+ϵ\xi ))^3+\frac{1}{4}(\mathrm{\Lambda }^1(u+ϵ\xi ))^2(u+ϵ\xi )+\frac{a}{2}(\mathrm{\Lambda }^1(u+ϵ\xi )_x)^2\right)𝑑x=$$

$$\xi \left(\alpha \mathrm{\Lambda }^1(\mathrm{\Lambda }^1u)^2+\frac{1}{4}(\mathrm{\Lambda }^1u)^2+\frac{1}{2}\mathrm{\Lambda }^1((\mathrm{\Lambda }^1u)u)a\mathrm{\Lambda }^2u_{xx}\right)𝑑x.$$

Thus, we have found that

$$\frac{\delta F}{\delta u}=\left(\alpha \mathrm{\Lambda }^1(\mathrm{\Lambda }^1u)^2+\frac{1}{4}(\mathrm{\Lambda }^1u)^2+\frac{1}{2}\mathrm{\Lambda }^1((\mathrm{\Lambda }^1u)u)a\mathrm{\Lambda }^2u_{xx}\right)_x$$

Now, we substitute the variational derivative $`\delta F/\delta u`$ into Equation (5.11) and then rewrite the obtained equation on the algebra $`vir`$, rather than on its dual $`vir^{}`$. The latter corresponds to rewriting the equation in terms of $`(v_x,b)=A^1(u(dx)^2,a)`$, i.e., in terms of an unknown function $`v=\mathrm{\Lambda }^1u`$ and setting $`b=a`$.

Finally, applying $`\mathrm{\Lambda }`$ to the equation we obtain

$$\mathrm{\Lambda }\left(\frac{dv}{dt}\right)=\left(2\alpha vv_x+\frac{1}{2}\mathrm{\Lambda }(vv_x)+\frac{1}{2}v\mathrm{\Lambda }v_x+\frac{1}{2}v_x\mathrm{\Lambda }vbv_{xxx}\right).$$

Recalling that $`\mathrm{\Lambda }=\alpha \beta _x^2`$ and collecting the terms we recover Equation (3.7). $`\mathrm{}`$

To explain in what sense the above equations are generic bihamiltonian systems on $`vir^{}`$ (obtained by the freezing argument method), we need to consider symplectic leaves of the above Poisson structures.

## 6 Hierarchies of Hamiltonians from compatible
structures

Recall that the symplectic leaves, i.e., maximal non-degenerate submanifolds, of the Lie–Poisson structure are the coadjoint orbits of the group action on $`𝔤^{}`$ (see, e.g., \[Kir\] or this also follows from Proposition 3.2). Therefore the functions constant on symplectic leaves (called Casimir functions) of the Lie–Poisson bracket are those functions on the dual space $`𝔤^{}`$ that are invariant under the coadjoint action. The tangent plane to the group coadjoint orbit at the point $`m_0`$, as well as all the planes in $`𝔤^{}`$ parallel to this tangent plane are the symplectic leaves of the constant bracket frozen at the point $`m_0`$ .

###### Definition 6.1

The codimension of the coadjoint orbit passing through $`m_0`$ will be called the codimension of the Poisson pair $`\{.,.\}_0`$ and $`\{.,.\}_{LP}`$.

It turns out that there are no Poisson pairs of codimension 0 or 1 in the (smooth) Virasoro dual $`vir^{}`$, and that the Poisson pairs of codimension 2 can all be classified.

###### Theorem 6.2

All Poisson pairs $`\{.,.\}_0`$ and $`\{.,.\}_{LP}`$ on $`vir^{}`$ of codimension 2 belong to one of three classes according to the orbit type of the “freezing” point $`(u_0(dx)^2,a_0)`$. These classes can be represented by the points a) $`((dx)^2/2,1)`$, b) $`((dx)^2/2,0)`$, and c) $`(0,1)`$.

Proof. First we observe that for any Lie algebra $`𝔤`$ the list of coadjoint orbits in $`𝔤^{}`$ provides the list of normal forms for the constant and Lie–Poisson pairs as well. Indeed, let a point $`\overline{m}_0𝔤^{}`$ be a normal form for all points $`m_0`$ belonging to the same coadjoint orbit as $`\overline{m}_0`$. This means that $`m_0`$ can be mapped by the group coadjoint action to its normal form: $`\overline{m}_0=\mathrm{Ad}_g^{}m_0`$. The group action $`\mathrm{Ad}_g^{}:𝔤^{}𝔤^{}`$ is a linear operator on $`𝔤^{}`$, which preserves the Lie–Poisson bracket on $`𝔤^{}`$. It also maps the constant bracket frozen at $`m_0`$ to that frozen at $`\overline{m}_0`$. Thus the group action $`\mathrm{Ad}_g^{}`$ sends one Poisson pair to the other.

The proof of Theorem 6.2 is based on the Virasoro orbit classification, which we recall in Appendix. Notice that a “cocentral value” $`a_0`$ is invariant on the orbits in $`vir^{}`$. This allows us to fix $`a_0`$ and consider the orbits in the hyperplane $`\{(u(x)(dx)^2,a)|a=a_0\}`$.

As shown in Corollary 7.8 of Appendix, for $`a_00`$ there are exactly two types of Virasoro orbits of codimension 1 in this hyperplane that correspond to either a generic or a Jordan $`2\times 2`$ block holonomy for Hill’s operator $`a_0_x^2+u(x)`$. If we discard the discrete invariant of these orbits (see Appendix), representatives for their normal forms can be chosen as stated in the a) and b) parts of the Theorem.

If $`a_0=0`$ there is just one orbit type of codimension 1 in the corresponding hyperplane, and represented by c), see Remark 7. Note that in the whole dual space those orbits have codimension 2, taking extra dimension $`a`$ into account. $`\mathrm{}`$

Given a Poisson pair one can generate a bihamiltonian dynamical system, by producing a sequence of Hamiltonians in involution, according to the following Lenard scheme. Let $`\{.,.\}_\lambda :=\{.,.\}_0+\lambda \{.,.\}_1`$ be the Poisson bracket on a manifold $`M`$ for any $`\lambda `$. Denote by $`h_\lambda `$ its Casimir function on $`M`$ parameterized by $`\lambda `$. This means that $`\{h_\lambda ,f\}_\lambda =0`$ for any function $`f`$. Expand $`h_\lambda `$ in a power series: $`h_\lambda =h_0+h_1\lambda +\mathrm{}`$, where each coefficient $`h_j`$ is a function on $`M`$. The following theorem is well-known.

###### Theorem 6.3

The functions $`h_j,j=1,2\mathrm{}`$ are Hamiltonians of a hierarchy of bihamiltonian systems. In other words, each function $`h_j`$ generates the Hamiltonian field $`X_j`$ with respect to the Poisson bracket $`\{.,.\}_1`$ (i.e., $`X_j`$ satisfies $`L_{X_j}f=\{h_j,f\}_1`$ for any $`f`$), which is also Hamiltonian for the other bracket $`\{.,.\}_0`$ with Hamiltonian function $`h_{j+1}`$ (i.e., $`L_{X_j}f=\{h_{j+1},f\}_0`$ for any $`f`$). Other functions $`h_i,ij`$ are first integrals of the corresponding dynamical systems $`X_j`$.

In other words, the functions $`h_j,j=0,1\mathrm{}`$ are in involution with respect to each of the two Poisson brackets $`\{.,.\}_0`$ and $`\{.,.\}_1`$.

Proof. Substituting the power series for $`h_\lambda `$ into the Casimir condition we obtain:

$$0=\{h_\lambda ,f\}_\lambda =\{h_0+h_1\lambda +\mathrm{},f\}_0+\lambda \{h_0+h_1\lambda +\mathrm{},f\}_1.$$

Collecting the terms at $`\lambda ^0,\lambda ^1,\lambda ^2,\mathrm{}`$ we obtain a sequence of identities:

$$\{h_0,f\}_0=0,\{h_1,f\}_0+\{h_0,f\}_1=0,\{h_2,f\}_0+\{h_1,f\}_1=0,\mathrm{}$$

for any function $`f`$. The first identity expresses the fact that $`h_0`$ is a Casimir function for the bracket $`\{.,.\}_0`$. The next one says that the Hamiltonian field for $`h_1`$ with respect to $`\{.,.\}_0`$ coincides with the Hamiltonian field for $`h_0`$ and the bracket $`\{.,.\}_1`$, and so on.

To see that every function $`h_i`$ is a first integral for the equation generated by $`h_j`$ with respect to each bracket, we check that $`\{h_i,h_j\}_k=0,k=0,1.`$ Indeed, e.g., if $`i<j`$

$$\{h_i,h_j\}_1=\{h_{i+1},h_j\}_0=\{h_{i+1},h_{j1}\}_1=\mathrm{}=0,$$

since we finally obtain the bracket (either $`\{.,.\}_0`$ or $`\{.,.\}_1`$) of one of the functions $`h_l`$ with itself. $`\mathrm{}`$

Thus the choice of Casimir functions $`h_\lambda `$ determines the corresponding (hierarchy of) dynamical systems. By combining Theorems 6.2 and 6.3 we get the following

###### Corollary 6.4

The three types of Poisson pairs of codimension 2 on the Virasoro algebra correspond to the three integrable systems: CH, KdV, and HS. These three systems represent all generic Hamiltonian systems on $`vir^{}`$ (modulo the ambiguity in the choice of Casimir), which can be integrated by the freezing argument method.

6.5 Remark. The corresponding “freezing” points in $`vir^{}`$ represent all three types of the Virasoro coadjoint orbits of codimension 2.

If the “freezing” point $`(u_0(dx)^2,a_0)`$ is generic, one obtains an equation “equivalent” to the CH equation. In this sense, the CH equation is the most general equation, which is encountered by applying the freezing argument method of integration; this is the case a) in Theorem 6.2.

Two other equations can be recovered by confining the “freezing” point to special hypersurfaces in $`vir^{}`$. (In turn, these hypersurfaces are foliated into coadjoint orbits. Those orbits are of codimension 1 in the hypersurfaces, and hence of total codimension 2 in $`vir^{}`$. The classification of the orbits will be discussed in detail in Appendix.) A generic point on the hyperplane $`a_0=0`$ produces the KdV equation; see the case b) in Theorem 6.2. The case c) in the same theorem corresponds to the HS equation if we consider the cone-like Virasoro orbits in the $`a_00`$-case (see Appendix and Fig.4). The latter (e.g., “freezing” at the point $`(u_0(dx)^2,a_0)=(0,1)`$) corresponds to the Euler equation with a degenerate metric on the group, which we discussed in Section 4.

One could also consider a more subtle Virasoro orbit classification, where one distinguishes between the two types of generic orbits in $`vir^{}`$: hyperbolic and elliptic ones, according to the eigenvalues of the monodromy, as well as between the orbits which differ by the discrete invariant (see Corollary 7.8). While all elliptic orbits with arbitrary values of the discrete invariant can be represented by Hill’s operators with constant coefficients, just one of the hyperbolic and one of the Jordan block classes has such representatives, while others do not.

Note that the bihamiltonian equations corresponding to elliptic orbits with different discrete invariants are almost the same: these are the CH equations with different coefficients. It would be very interesting to see whether an analogous similarity holds for the hyperbolic and Jordan block orbits with different discrete invariants.

6.6 Remark. When the symplectic leaves of the bracket $`\{.,.\}_\lambda `$ are of codimension 1, then the choice of a Casimir function is essentially unique for every $`\lambda `$. (Any two Casimir functions for every fixed $`\lambda `$ are functionally dependent.) Therefore, the choice of the Poisson pair itself defines the bihamiltonian system (modulo the mentioned functional dependence of the initial Hamiltonian), provided that the symplectic leaves are hypersurfaces.

This is indeed the case for the Virasoro coadjoint orbits discussed above, which have codimension 1 for a fixed cocentral value $`a`$. It turns out that a natural Casimir function $`h_\lambda (u(x)(dx)^2,a)`$ corresponding to the KdV Poisson pair on the dual space to the Virasoro algebra is the trace of the monodromy operator associated to Hill’s operator $`a_x^2+u(x)\lambda ^2`$. It generates the first integrals of the KdV equation, see Remark 7 in Appendix. Similarly, one can expand Casimir functions for the two other integrable cases, the CH and HS equations.

Note that for orbits of higher codimension one can start with several Casimirs and consider several Lenard schemes to generate the sequences of Hamiltonians.

6.7 Remark. A generic Virasoro coadjoint orbit $`\mathrm{Diff}(S^1)/S^1`$ can be equipped with a complex structure and a two-parameter family of compatible (pseudo-) Kahler metrics \[Kir2\].

This family of Kahler metrics has a simple origin: a generic Virasoro orbit has codimension 2, i.e., it is locally included in a two-parameter family of orbits, each equipped with its own symplectic structure compatible with the complex structure. Alternatively, one could consider a two-parameter family of symplectic structures on the same orbit, given by the Hamiltonian operators $`a_x^3+b_x`$.

It turns out that the restriction of the two-parameter family of $`H_{\alpha ,\beta }^1`$ -metrics on $`vir^{}`$ to a generic Virasoro orbit $`\mathrm{Diff}(S^1)/S^1`$ coincides with the family of Kahler metrics on the orbits. Proof is achieved by comparison with formula (7) in \[Kir2\] for those homogeneous metrics at one point of the orbit.

This is yet another fact manifesting a special role of the $`H_{\alpha ,\beta }^1`$ -metrics in Virasoro geometry.

## 7 Appendix: Classification of Virasoro orbits

In this section we recall the classification result for Virasoro coadjoint orbits (see, e.g., \[Kir\], \[Seg\] or the book \[GR\]). The dual spaces to the infinite-dimensional Lie algebras considered below are always understood as smooth duals, i.e. identified with appropriate spaces of smooth functions.

A. Classification of quadratic differentials. We start with the non-extended group of diffeomorphisms of the circle. Let $`\mathrm{Diff}(S^1)`$ be the group of all orientation-preserving diffeomorphisms of $`S^1`$ and let $`vect(S^1)`$ be its Lie algebra.

###### Proposition 7.1

\[Kir\] The dual space $`vect(S^1)^{}`$ is naturally identified with the space of quadratic differentials $`\{u(x)(dx)^2\}`$ on the circle. The pairing is given by the formula:

$$u(x)(dx)^2,v(x)_x)=_{S^1}u(x)v(x)dx$$

for any vector field $`v(x)_xvect(S^1)`$. The coadjoint action coincides with the action of a diffeomorphism on the quadratic differential: for a diffeomorphism $`\phi \mathrm{Diff}(S)`$ the action is

$$\mathrm{Ad}_\phi ^{}:u(dx)^2u(\phi )\phi _x^2(dx)^2=u(\phi )(d\phi )^2.$$

Hence, for instance, if $`u(x)>0`$ for all $`xS^1`$ then the square root $`\sqrt{u(x)(dx)^2}`$ transforms under a diffeomorphism as a differential 1-form. In particular, $`\mathrm{\Phi }(u(x)(dx)^2)=_{S^1}\sqrt{u(x)}𝑑x`$ is a Casimir function (i.e., an invariant of the coadjoint action). One can see that there is only one Casimir function in this case, since the corresponding orbit has codimension 1 in the dual space $`vect(S^1)^{}`$. Indeed, a diffeomorphism action sends the quadratic differential $`u(x)(dx)^2`$ to the constant quadratic differential $`C(dx)^2`$, where the constant $`C`$ is the average value of the 1-form $`\sqrt{u(x)}dx`$ on the circle:

$$C=\frac{1}{2\pi }_{S^1}\sqrt{u(x)}𝑑x.$$

On the other hand, if a differential $`u(x)(dx)^2`$ changes sign on the circle, then the integral $`_a^b\sqrt{|u(x)|}𝑑x`$, evaluated between any two consecutive zeros $`a`$ and $`b`$ of the function $`u(x)`$, is invariant. In particular, the coadjoint orbit of such a differential $`u(x)(dx)^2`$ has necessarily codimension higher than 1.

7.2 Remark. In our study of the KdV equation we pick the “freezing” point in the dual space $`vect(S^1)^{}`$ to be $`C=1/2`$. (Actually, we consider the dual space to the Virasoro algebra, but we choose the cocentral term equal to zero, so that the “freezing” point $`(u_0(dx)^2,a_0)=((dx)^2/2,0)`$ belongs to the dual space to the Lie algebra of vector fields.) Other values of $`C`$ give equivalent equations, different from the KdV by scaling only.

B. Virasoro dual and Hill’s operators. Let $`vir`$ be the Virasoro algebra. We can think of its dual space as the space of pairs $`vir^{}=\{(u(x)(dx)^2,a)\}`$ consisting of a quadratic differential and a real number (cocentral term). It is more convenient, however, to regard such pairs as Hill’s operators, i.e. differential operators $`a_x^2+u(x)`$, as we will see below.

###### Proposition 7.3

The Virasoro coadjoint group action is given by the formula

$$\mathrm{Ad}_{(\phi ,b)}^{}:(u(dx)^2,a)(u(\phi )\phi _x^2(dx)^2aS(\phi )(dx)^2,a),$$
(7.12)
where

$$S(\phi )=\frac{\phi _x\phi _{xxx}\frac{3}{2}\phi _{xx}^2}{\phi _x^2}$$

is the Schwarzian derivative of $`\phi `$.

This group action on Hill’s operators:

$$\mathrm{Ad}_{(\phi ,b)}^{}:a_x^2+u(x)a_x^2+u(\phi )\phi _x^2aS(\phi )$$

has the following geometric interpretation (see, e.g., \[Seg\], \[Kir\], \[Ovs\]). Fix $`a=1`$ and consider Hill’s operators of the form $`_x^2+u(x),xS^1`$. Let $`f`$ and $`g`$ be two independent solutions of the corresponding differential equation

$$(_x^2+u(x))y=0$$

for an unknown function $`y`$. Although the equation has periodic coefficients, the solutions need not necessarily be periodic, but instead are defined over $``$. Consider the ratio $`\eta :=f/g:P^1`$.

###### Proposition 7.4

The potential $`u`$ is (one half of) the Schwarzian derivative of the ratio $`\eta `$:

$$u=\frac{S(\eta )}{2}.$$

Proof. Note that the Wronskian $`W(f,g):=fg_xf_xg`$ is constant, since it should satisfy the differential equation $`W_x=0`$. Here we normalize $`W`$ by setting $`W=1`$. This additional condition allows one to find the potential $`u`$ from the ratio $`\eta `$. Indeed, first one reconstructs the solutions $`f,g`$ from the ratio $`\eta `$ by differentiating:

$$\eta _x=\frac{f_xgfg_x}{g^2}=\frac{W}{g^2}=\frac{1}{g^2}.$$

Therefore,

$$g=\frac{1}{\sqrt{\eta _x}},f=g\eta =\frac{\eta }{\sqrt{\eta _x}}.$$

Given two solutions $`f`$ and $`g`$, one immediately finds the corresponding differential equation they satisfy by writing out the following $`3\times 3`$-determinant:

$$det\left[\begin{array}{ccc}y& f& g\\ y_x& f_x& g_x\\ y_{xx}& f_{xx}& g_{xx}\end{array}\right]=0$$

Since $`f`$ and $`g`$ satisfy the equation $`y_{xx}+uy=0`$, one obtains from the determinant above that

$$u=det\left[\begin{array}{cc}f_x& g_x\\ f_{xx}& g_{xx}\end{array}\right].$$

The explicit formula for $`u`$ expressed in terms of $`\eta `$ turns out to be one half of the Schwarzian derivative of $`\eta `$. $`\mathrm{}`$

###### Corollary 7.5

The Schwarzian derivative $`S(\eta )`$ is invariant with respect to a Möbius transformation $`\eta (a\eta +b)/(c\eta +d)`$, where $`adbc=1`$.

Proof. Indeed, for a given potential $`u`$ the solutions $`f`$ and $`g`$ of the corresponding differential equation are not defined uniquely, but up to a transformation of the pair $`(f,g)`$ by a matrix from $`SL_2()`$. Then the ratio $`\eta `$ changes by a Möbius transformation. $`\mathrm{}`$

###### Proposition 7.6

The Virasoro coadjoint action of a diffeomorphism $`\phi `$ on the potential $`u(x)`$ gives rise to a diffeomorphism change of coordinate in the ratio $`\eta `$:

$$\phi :\eta (x)\eta (\phi (x))$$

Proof. We look at the corresponding infinitesimal action on the solutions of the differential equation $`(_x^2+u(x))y=0`$. For $`\phi (x)=x+ϵv(x)`$ close to the identity, consider the infinitesimal Virasoro action of $`\phi `$ on the potential $`u(x)`$:

$$uu+ϵ\delta u,\mathrm{where}\delta u=2uv_x+u_xv\frac{1}{2}v_{xxx},$$

(cf. formula (3.8) for $`a=\frac{1}{2}`$). It is consistent with the following action on a solution $`y`$ of the above differential equation:

$$yy+ϵ\delta y,\mathrm{where}\delta y=\frac{1}{2}yv_x+y_xv.$$

The consistency means that $`(_x^2+u+ϵ\delta u)(y+ϵ\delta y)=0+𝒪(ϵ^2)`$.

Note that the action $`ϵ\delta y=ϵ(\frac{1}{2}yv_x+y_xv)`$ is an infinitesimal version of the following action of the diffeomorphism $`\phi (x)=x+ϵv(x)`$ on $`y`$:

$$\phi :yy(\phi )(\phi _x)^{1/2}.$$

Thus solutions to Hill’s equation transform as forms of degree $`1/2`$. Therefore the ratio $`\eta `$ of two solutions transforms as a function under a diffeomorphism action. $`\mathrm{}`$

In short, to calculate the coadjoint action on the potential $`u`$ one can first pass from this potential to the ratio of two solutions, then change the variable in the ratio, and finally take the Schwarzian derivative of the new ratio to reconstruct the new potential $`\mathrm{Ad}_{(\phi ,b)}^{}u`$.

All of the above considerations of Hill’s operators were local in $`x`$. To describe the Virasoro orbits, we now recall that $`u(x)`$ is defined on a circle.

###### Theorem 7.7

\[Seg\], \[Kir\] The coadjoint Virasoro orbits (for a given cocentral term $`a0`$) are enumerated by the conjugacy classes in $`(\stackrel{~}{SL}_2()\{\mathrm{id}\})/_2`$, the universal covering of $`SL_2()`$ without the identity and modulo the $`_2`$-action.

Proof. For a periodic potential $`u`$ the solutions of $`(_x^2+u)y=0`$ are quasiperiodic. In other words, the boundary values of the fundamental set of solutions $`F:=(f,g)`$ on $`[0,2\pi ]`$ are related by a holonomy matrix $`MSL_2()`$: $`F(2\pi )=F(0)M`$. (Similarly, one can consider the “projective solution” $`\mathrm{\Theta }:=(\eta ,\eta _x)`$, which consists of the solution ratio $`\eta `$ and its derivative $`\eta _x`$ with the correponding holonomy $``$ now in $`PSL_2()`$.) This holonomy matrix $`M`$ changes to a conjugate matrix if $`x_0=0`$ is replaced by any point $`x_0S^1`$ or if $`F`$ is replaced by another system of solutions.

Now regard the ratio $`\eta =f/g`$ as a map $`\eta :[0,2\pi ]P^1`$ describing a motion (“rotation”) along the circle $`P^1S^1`$. One can see that the condition $`\eta _x0`$ is equivalent to the condition $`W0`$ on the Wronskian. Choosing the negative sign of the Wronskian, $`W<0`$, we can assume that the rotation always goes in the positive direction: $`\eta _x=W/g^2>0`$.

By a diffeomorphism change of the parameter $`x\phi (x)`$, one can always turn the map $`\eta :[0,2\pi ]P^1`$ into a uniform rotation along $`P^1`$, while keeping the boundary values of $`\eta (x)`$ on the segment $`[0,2\pi ]`$ satisfying the holonomy relation $`\mathrm{\Theta }(2\pi )=\mathrm{\Theta }(0)`$. Furthermore, the number of rotations (the “winding number”) for the map $`\eta :[0,2\pi ]P^1`$ does not change under a reparametrization by a diffeomorphism $`\phi `$. Thus the orbits of the maps $`\eta `$ (or, equivalently, of the potentials $`\{u(x)\}`$) are described by the conjugacy classes of matrices in the universal covering of $`SL_2()`$. The choice in the sign of the Wronskian reflects the $`_2`$-action on this universal covering.

Finally, note that the identity matrix in the universal covering $`\stackrel{~}{SL}_2()`$ (or in its projectivization) cannot be obtained as a holonomy matrix for the maps $`\eta :[0,2\pi ]P^1`$. Indeed, any map $`\eta `$ starts at the identity and goes in the positive direction. Thus, no matter how slow the rotation, one always moves out from the identity. $`\mathrm{}`$

###### Corollary 7.8

The Virasoro orbits in the hyperplane $`\{a_x^2+u(x)|a=a_0\}vir^{}`$ with fixed $`a0`$ are classified by the Jordan normal form of matrices in $`SL_2()`$ and a positive integer parameter, winding number. Matrices in the group $`SL_2()`$ split into three classes, whose normal forms are the exponents of the following three classes:

$$i)\left[\begin{array}{cc}\mu & 0\\ 0& \mu \end{array}\right],ii)\left[\begin{array}{cc}0& \pm 1\\ 0& 0\end{array}\right],\mathrm{and}iii)[\begin{array}{cc}0& 0\\ 0& 0\end{array}]$$

in the corresponding Lie algebra $`sl_2()`$, see Fig.4. The Virasoro orbit containing Hill’s operator $`_x^2+u(x)`$ has the codimension in the hyperplane $`\{a=a_0\}vir^{}`$ that is equal to the codimension in $`SL_2()`$ of (the conjugacy class of) the holonomy matrix $`M`$ corresponding to this Hill’s operator. This codimension is 1 for the classes $`i)`$ and $`ii)`$, and it is 3 for $`iii)`$ independ of the integer parameter.

7.9 Remark. Note that the class of real matrices whose exponents have the normal form $`i)`$ decomposes into rotation matrices (with $`\mu i`$) and hyperbolic rotations (with $`\mu `$), the elliptic and hyperbolic cases, cf. Remark 6. In the paper we regard these cases as belonging to the same general class (and similarly we do not distinguish between the cases $`\pm 1`$ in type $`ii)`$), since we are interested in the algebraic (rather than geometric) question of constructing the corresponding integrable equations.

One should also mention that the equality of codimension of the Virasoro coadjoint orbits in $`vir^{}`$ and (the conjugacy class of) the corresponding holonomy matrices in in $`SL_2()`$ can be seen by checking the smooth dependence on a parameter in the above classification. (The versal deformations of the orbits can be given in terms of the Jordan–Arnold normal forms of the holonomy matrices depending on a parameter, cf. \[OK2\].) Alternatively, one can find the dimension of the corresponding stabilizers, see \[Kir\], \[Seg\].

Regarded as homogeneous spaces, the orbits of type $`i)`$ are often denoted by $`\mathrm{Diff}(S^1)/S^1`$, the notation $`\mathrm{Diff}(S^1)/^1`$ stands for $`ii)`$ (and sometimes for the case $`\mu i`$ in $`i)`$), and $`\mathrm{Diff}(S^1)/SL_2()`$ corresponds to $`iii)`$.

7.10 Remark. For applications to bihamiltonian systems we would like to describe all points in $`vir^{}`$ belonging to orbits of codimension at most 2. As we have shown above, in the smooth dual there are no orbits of codimension 0 or 1, as $`a`$ is a Casimir function, and in each hyperplane the orbits are of codimension at least 1.555There exist Virasoro orbits of codimension 1 if in the dual space $`vir^{}`$ besides smooth elements we also admit singular ones, cf. \[Wit\]. In this paper we consider the classification of the smooth dual elements only.

For $`a_00`$ the orbits are represented by the Hill’s operators, whose holonomy matrices were classified above, while for $`a_0=0`$ they are quadratic differentials. Our choices of representatives for the orbits of codimension 1 for a fixed $`a_0`$ (i.e. of total codimension 2 in $`vir^{}`$) will be as follows.

a) For a generic point representing the case $`i)`$ above we take Hill’s operator $`_x^2+1/2(u_0=(dx)^2/2,a_0=1)`$. It corresponds to the differential equation $`(_x^21/2)y=0`$ and has the holonomy matrix $`\mathrm{diag}(\mathrm{exp}(\pi \sqrt{2}),\mathrm{exp}(\pi \sqrt{2}))`$, the exponent of the type $`i)`$. This freezing point corresponds to the CH equation.

b) The matrix of type $`ii)`$ can be encountered in a generic 1-parameter family of matrices in $`sl_2()`$. Its exponent, a Jordan $`2\times 2`$-block with the eigenvalue 1, can be represented as the holonomy matrix by the Hill’s operator $`_x^2(u_0=0,a_0=1)`$. The latter point in $`vir^{}`$ corresponds (after an appropriate reduction) to the HS equation.

c) The hyperplane $`a_0=0`$ in the Virasoro dual is the dual space $`vect^{}`$ to the non-extended Lie algebra of vector fields. The orbits of codimension 1 in the space $`vect^{}`$ are represented, e.g., by the quadratic differential $`\frac{1}{2}(dx)^2`$ (i.e., by the point $`(a_0=0,u_0=(dx)^2/2)`$) as we discussed in Section $`A`$. Freezing the Poisson structure at the latter point leads to the KdV equation.

The above three cases are described in Corollary 6.4.

7.11 Remark. Recall that the holonomy matrix $`M`$ of Hill’s operator $`_x^2+u(x)`$ changes to a conjugate one under the Virasoro action. This implies that $`h(_x^2+u(x))=\mathrm{log}(\mathrm{trace}M)`$ is a Casimir function on $`vir^{}`$. One can use it to generate the KdV hierarchy via the Lenard scheme described in Theorem 6.3.

Recall that for the KdV equation the freezing point for the constant Poisson structure $`\{.,.\}_0`$ is $`(a_0=0,u_0=(dx)^2/2)`$. Therefore, the Casimir function of the bracket $`\{.,.\}_\lambda :=\{.,.\}_{LP}\lambda ^2\{.,.\}_0`$ has the form $`h_\lambda (_x^2+u(x)):=\mathrm{log}(\mathrm{trace}M_\lambda )`$, where $`M_\lambda `$ is the holonomy of the operator $`_x^2+u(x)\lambda ^2`$. The expansion of the function $`h_\lambda `$ in $`\lambda `$ produces the first integrals of the KdV equation:

$$h_\lambda 2\pi \lambda \underset{n=1}{\overset{\mathrm{}}{}}c_nh_{2n1}\lambda ^{12n},$$

where

$$h_1=_{S^1}u(x)𝑑x,h_3=_{S^1}u^2(x)𝑑x,h_5=_{S^1}\left(u^3(x)\frac{1}{2}(u_x(x))^2\right)𝑑x,\mathrm{}$$

and $`c_1=1/2,c_n=(2n3)!!/(2^nn!)`$ for $`n>1`$. One can see that the Hamiltonian $`h_3`$ is quadratic in $`u`$ and coincides with the “energy” Hamiltonian of the KdV equation, regarded as an Euler equation. (Note that the KdV Hamiltonians $`h_j`$ are differential polynomials whose degree increases with $`j`$. The latter follows from the recurrence relation $`\{h_{2j+1},f\}_0+\{h_{2j1},f\}_{LP}=0`$ for Hamiltonians $`h_j`$ (cf. Theorem 6.3) for the constant and linear Poisson brackets on $`vir^{}`$.) Much more details on the KdV structures can be found in \[GZ\].

Similar computations can be done for CH and HS, the other two equations considered in this paper, cf. \[BSS\].

### Acknowledgements

We are grateful for the hospitality to the Isaac Newton Institute (Cambridge, UK) and the Fields Institute (Toronto, Canada), where most of this work was done. We are indebted to P. Pushkar and D. Novikov for drawing the figures. Special thanks go to I. Zakharevich for many useful remarks, as well as for illuminating discussions on Theorem 4.7.

The work of B.K. was partially supported by an Alfred P. Sloan Research Fellowship and by an NSERC research grant. The work of G.M. was supported in part by NSF Grant DMS-9970857.


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# Defect band-gap structures for triggering single-photon emission

## Abstract

A 3D analysis of the spontaneous decay of a single dipole embedded in a planar multilayer structure is given, with special emphasis on Kerr-tunable photonic band-gap materials for single-photon emission on demand. It is shown that the change in the density of states near a defect resonance is much more pronounced than that one near the band edges. In particular, operation near the band edge as suggested from a 1D analysis is little suited for controlling the photon emission.

Quantum states of light hold promise for applications in transmission, storage, and processing of information in new and powerful ways. Among them, the single-photon states are of particular interest. They are crucial in enabling secure transmission of information without risk of eavesdropping , and could be useful in all-optical quantum information processing devices . One of the most natural ways to generate single-photon states is through controlled radiation of a single emitter, which, after delivering a photon, is necessarily in the ground state and will not produce another one before being reexcited. Various schemes have been reported, such as single-atom passage through high-$`Q`$ cavities in the strong-coupling regime , regulated injection of electron-hole pairs into mesoscopic quantum wells , and fluorescence light from individual nitrogen-vacancy color centers in diamond , from molecules , and from semiconductor quantum dots .

In practice, single-photon sources that operate in a single-mode regime and ensure a sufficiently high collection efficiency of the emitted photon are desired to be used. A promising route to achieve these goals is to place the dipole emitters within distributed Bragg reflector Fabry-Perot  or pillar  microcavities. Due to a strong Purcell selective enhancement of spontaneous emission, photons are predominantly emitted into the cavity mode, with a high directionality in the far-field zone. To truly produce photons one by one, the excitation duration is commonly required to be short compared to the emitter lifetime. Note that more than one photon triggered in one shot can, e.g., render quantum cryptography insecure under certain types of eavedropping attacks .

Recently, a novel ‘photon-gun’ scheme for generating single photons on demand has been suggested which is based on the possibility of controlling spontaneous emission in a photonic band-gap material . An initially excited dipole is embedded within a band-gap structure made of Kerr-nonlinear material such that the transition frequency of the dipole is inside the band gap, in fact near its edge, where the spontaneous decay is strongly inhibited. By applying an external pump field, thanks to Kerr nonlinearity, the refractive index of the structure is changed and, as a consequence, the band gap is shifted in such a way that the dipole transition frequency falls just outside the gap, into a region of high density of states. The dipole is then forced to decay rapidly by emitting a photon. In particular, the scheme offers the advantage of temporally separating the excitation and the emission process, thereby putting less constraint on the duration of the excitation.

However, the underlying theory in  is strictly one-dimensional, thus completely disregarding the dipole emission into oblique directions. As we shall show below, this leads to a drastic over-estimation of the density-of-state switch at the band edge which can be realized by employing the Kerr effect. Three-dimensional description of the spontaneous decay of an excited dipole in planar band-gap structures has been given in , with special emphasis on the limiting case of an infinitely large number of slabs , the interference between two decay channels , and the dependence of the decay rate on the position of the dipole . In all these studies as well as in  material dispersion and absorption are ignored.

From a 3D theory, we show that there is little chance of realizing the photon-gun as proposed in . We therefore introduce a defect into the band-gap structure – a periodic double-layer of quarter-wave plates – by increasing the thickness of the layer containing the emitter dipole from a quarter to a half wavelength. The structure is now essentially a Fabry-Perot microcavity whose boundaries are formed by distributed Bragg reflectors, with the defect resonance inside the band gap being the fundamental resonance of the cavity. Comparing the operation of the device near the band edge and near the defect resonance, we show that only in the latter case a controlled photon emission may be realized. Finally, we briefly discuss the effect of material absorption and give an outlook for further improvements.

The system under study consists of a dipole emitter, which can be an atom, ion, molecule, semiconductor quantum dot, or nanocrystal, placed in a photonic band-gap structure consisting of quarter-wave plates of infinite lateral extension and periodically interchanging low and high complex permittivities $`\epsilon _\mathrm{L}(\omega )`$ and $`\epsilon _\mathrm{H}(\omega )`$ (Fig. 1). The dipole excitation can be realized by using stimulated Raman adiabatic passage  with the frequencies of both branches of the Raman transition lying outside the band gap, or, in the case of a molecular emitter, by using nonresonant optical pumping of a vibronic state within the manifold of vibrational states in the upper electronic state followed by a fast relaxation to the emission-ready state.

The spontaneous decay rate of a dipole (position $`𝐫_\mathrm{A}`$, transition frequency $`\omega _\mathrm{A}`$, transition dipole moment $`𝐝_\mathrm{A}`$) that is surrounded by arbitrary, dispersing and absorbing bodies can be determined according to the formula

$$\mathrm{\Gamma }=\frac{2\omega _\mathrm{A}^2}{\mathrm{}\epsilon _0c^2}𝐝_\mathrm{A}\mathrm{Im}𝑮(𝐫_\mathrm{A},𝐫_\mathrm{A},\omega _\mathrm{A})𝐝_\mathrm{A},$$
(1)
where $`𝑮(𝐫,𝐫^{},\omega )`$ is the (classical) Green tensor of the medium-assisted Maxwell-field. Note that $`\omega _\mathrm{A}`$ already includes the medium-induced level shift. The (equal-position) Green tensor can be decomposed into two parts,

$`𝑮(𝐫_\mathrm{A},𝐫_\mathrm{A},\omega )=𝑮^{\mathrm{bulk}}(𝐫_\mathrm{A},𝐫_\mathrm{A},\omega )+𝑮^{\mathrm{refl}}(𝐫_\mathrm{A},𝐫_\mathrm{A},\omega ),`$ (2)
where $`𝑮^{\mathrm{bulk}}(𝐫_\mathrm{A},𝐫_\mathrm{A},\omega )`$ is the Green tensor for bulk material and $`𝑮^{\mathrm{refl}}(𝐫_\mathrm{A},𝐫_\mathrm{A},\omega )`$ is the reflection part that insures the correct boundary conditions at the surfaces of discontinuity.

Let $`z`$ be the direction of variation of the permittivity of the multilayer system and the dipole be located in the $`j`$th layer (Fig. 1). Within the frame of the real-cavity model of the local-field correction, the part of the dipole decay rate caused by the bulk Green tensor reads as

$`\mathrm{\Gamma }^{\mathrm{bulk}}=\mathrm{\Gamma }_0|{\displaystyle \frac{3\epsilon _j}{2\epsilon _j+1}}|^2\{n_j^{}`$ (6)
$`+{\displaystyle \frac{\epsilon _j^{\prime \prime }}{|\epsilon _j|^2}}[({\displaystyle \frac{c}{\omega _\mathrm{A}R}})^3+{\displaystyle \frac{28|\epsilon _j|^2+16\epsilon _j^{}+1}{5|2\epsilon _j+1|^2}}({\displaystyle \frac{c}{\omega _\mathrm{A}R}})`$
$`{\displaystyle \frac{2}{|2\epsilon _j+1|^2}}(2n_j^{\prime \prime }|\epsilon _j|^2+n_j^{\prime \prime }\epsilon _j^{}+n_j^{}\epsilon _j^{\prime \prime })]\}`$
$`+O(\omega _\mathrm{A}R/c),`$
where $`\mathrm{\Gamma }_0`$ $`=\omega _\mathrm{A}^3d_\mathrm{A}^2/(3\mathrm{}\pi \epsilon _0c^3)`$ is the well-known decay rate in free space, $`\epsilon _j`$ $`=`$ $`\epsilon _j(\omega _\mathrm{A})`$ $`=\epsilon _j^{}`$ $`+i\epsilon _j^{\prime \prime }`$, $`n_j`$ $`=\sqrt{\epsilon _j}`$ $`=n_j^{}+in_j^{\prime \prime }`$, and $`R`$ is the cavity radius that is assumed to be negligibly small compared with all characteristic lengths of the configuration under consideration. The reflection part of the Green tensor can be given in the form of

$`𝑮^{\mathrm{refl}}(𝐫_\mathrm{A},𝐫_\mathrm{A},\omega )`$ (8)
$`={\displaystyle \frac{i}{4\pi }}{\displaystyle _0^{\mathrm{}}}\mathrm{d}k_{}k_{}{\displaystyle \frac{e^{i\beta _jd_j}}{2\beta _j}}\stackrel{~}{𝑮}{}_{}{}^{\mathrm{refl}}(𝐫_\mathrm{A},𝐫_\mathrm{A},\omega ,k_{})`$
\[$`k_j`$ $`=`$ $`\sqrt{\epsilon _j(\omega )}\omega /c`$; $`\beta _j`$ $`=`$ $`(k_j^2k_{}^2)^{1/2}`$\], where the nonvanishing components of $`\stackrel{~}{𝑮}^{\mathrm{refl}}`$ are

$`\stackrel{~}{G}_{xx}^{\mathrm{refl}}=\stackrel{~}{G}_{yy}^{\mathrm{refl}}={\displaystyle \frac{\beta _j^2}{k_j^2}}C_{}^p+C_+^s,\stackrel{~}{G}_{zz}^{\mathrm{refl}}=2{\displaystyle \frac{k_{}^2}{k_j^2}}C_+^p,`$ (9)
with

$`C_{+()}^q=[r_{}^qe^{i\beta _j(2z_\mathrm{A}d_j)}+r_+^qe^{i\beta _j(2z_\mathrm{A}d_j)}`$ (10)
$`+()\mathrm{\hspace{0.17em}2}r_+^qr_{}^qe^{i\beta _jd_j}]D_q^1,`$ (11)
$`D_q=1r_+^qr_{}^qe^{2i\beta _jd_j}.`$ (12)
Here, $`p(s)`$ refers to TM(TE) polarized waves ($`q`$ $`=`$ $`p,s`$), and $`r_{+()}^q`$ are the total reflection coefficients at the upper (lower) stack of layers, which are to be calculated using recurrence formulas . In the numerical calculation, material dispersion and absorption are taken into account through a permittivity of Drude-Lorentz type

$$ϵ(\omega )=1+\frac{\omega _\mathrm{P}^2}{\omega _\mathrm{T}^2\omega ^2i\omega \gamma },$$
(13)
where $`\omega _\mathrm{P}`$ corresponds to the coupling constant, and $`\omega _\mathrm{T}`$ and $`\gamma `$ are respectively the medium oscillation frequency and the linewidth. Note that for small absorption, the pole singularities in the Sommerfeld integrals appearing in Eq. (8) remain close to the Re($`k_{}`$) axis and might cause serious problems. This can be avoided by deforming the integration path in the complex plane .

An example of the frequency response of the rate of spontaneous decay of a dipole in a band-gap structure according to Fig. 1(a) is shown in Fig. 2(a). It is seen that near the band edge the decay rate can be regarded as being a multiple-step function of frequency rather than a single-step function as in a 1D theory . In particular, a change of the real part of the permittivity $`\epsilon _\mathrm{H}(\omega _0)`$ from $`\epsilon _\mathrm{H}^{}(\omega _0)`$ $`=`$ $`4`$ to $`\epsilon _\mathrm{H}^{}(\omega _0)`$ $`=`$ $`4.0804`$ ($`\omega _0`$, mid-gap frequency) is seen to change the decay rate, for $`\omega _\mathrm{A}`$ $`=`$ $`1.217\omega _0`$, from $`\mathrm{\Gamma }`$ $`=`$ $`0.35\mathrm{\Gamma }_0`$ to $`\mathrm{\Gamma }`$ $`=`$ $`0.6\mathrm{\Gamma }_0`$, which is far below the change from $`\mathrm{\Gamma }`$ $``$ $`0`$ to $`\mathrm{\Gamma }`$ $`=`$ $`50\mathrm{\Gamma }_0`$, as it is predicted from the 1D theory in . In this context it should be pointed out that in the 1D theory the change of the spontaneous decay near the band edge significantly increases with the number of layers, which is in strong contrast to the 3D theory where the available change effectively decreases.

To improve the performance of the device, we suggest to introduce a defect in the form of a half-wave plate and to operate it near the resulting defect resonance rather than near the band edge. The frequency response of the decay rate observed in that case is illustrated in Fig. 2(b). For the same change of the permittivity as in Fig. 2(a), the decay rate now changes from $`\mathrm{\Gamma }`$ $`=`$ $`0.25\mathrm{\Gamma }_0`$ to $`\mathrm{\Gamma }`$ $`=`$ $`2.26\mathrm{\Gamma }_0`$, that is a change of one order of magnitude becomes feasible. Moreover, the change is much more abrupt than in Fig. 2(a), which is of course an added bonus.

Figure 3 illustrates the influence of the position of the dipole on the frequency dependence of the decay rate for a defect-multilayer structure according to Fig. 1(b). It is seen that when the dipole is located in the middle of the layer, then the change of the decay rate at the defect resonance is most abrupt and thus best suited for the device operation.

So far we have assumed that the dipole orientation is parallel to the layers, e.g., in $`x`$-direction. In practice, this may not always be the case. In Fig. 4, we have plotted the frequency response of the decay rate for an $`x`$\- and a $`z`$-oriented dipole and the decay rate averaged over all possible dipole orientations. Let us assume that $`\epsilon _j(\omega _\mathrm{A})`$ can be regarded as being real. Decomposing the integral in Eq. (8) into two parts, $`_0^{k_j}\mathrm{}`$ $`+_{k_j}^{\mathrm{}}\mathrm{}`$, we can distinguish between propagating and evanescent waves in the $`z`$-direction. Numerical computations (not shown) indicate that the abrupt change of the decay rate of an $`x`$-oriented dipole near the band edge \[Fig. 4(a) for a structure according to Fig. 1(a)\] and near the defect resonance \[Fig. 4(b) for a structure according to Fig. 1(b)\] is closely related to the case that the decay is associated with propagating-wave excitation, in which case the emitted photon can really escape the structure and subsequently be collected. On the contrary, a $`z`$-oriented dipole is stronger coupled to the evanescent field than to the propagating field, and thus does not feel the (quasi-)forbidden frequency range (see Fig. 4). Since this undesired effect is more pronounced for the perfect band-gap structure \[Fig. 4(a)\] than for the structure with the defect in \[Fig. 4(b)\], a single-photon source operating near a defect resonance is much more robust against a randomization of the dipole orientation than the one operating near the band edge of a defect-free structure.

In Fig. 5 the effect of material absorption on the decay rate near the defect resonance is illustrated. As expected, absorption tends to smooth the change of the decay rate at the defect resonance. For $`\gamma `$ $`=`$ $`10^7\omega _0`$ and a relative change of $`\epsilon _\mathrm{H}^{}(\omega _0)`$ of the order of $`10^2`$, the band-gap shift is about $`10^3\omega _0`$ \[see the inset of Fig. 2(b)\]. For a more realistic relative change of $`\epsilon _\mathrm{H}^{}(\omega _0)`$, say, of the order of $`10^3`$ achievable by the optical Kerr effect, numerical computations (not shown) indicate a smaller band-gap shift of about $`10^4\omega _0`$. Even in this case, the band-gap shift is still much larger than the modification caused by (small) material absorption, as it is seen from Fig. 5. Therefore, one can safely say that reasonably small material absorption does not significantly affect the device operation. It should be noted that the spontaneous decay rate given by (1) is the total rate, which takes into account radiative decay via both propagating and evanescent waves and, for absorbing matter, also nonradiative decay. For a detailed analysis, a better measure of the efficiency of the photon emission process may be the far-zone emission pattern and the (total) amount of radiative energy sent out.

Although we have given numerical examples only for symmetric configurations, the theory is applicable for arbitrary planarly stratified media. Nonsymmetric structures with a better reflecting wall on one side, which can improve the light collection efficiency on the other side of the structure, are of special interest. Another possible improvement of the device is a better photon confinement, e.g., by enclosing the emitter in micropillars or two-, or three-dimensional band-gap structures, so that a more drastic switching of the photonic density of states can be achieved. Besides the intensity-dependent Kerr nonlinearity, fast switching of photonic density of states in photonic crystals can also be achieved by using, e.g., two-photon excitation of free carriers .

The authors acknowledge discussions with S. Scheel. This work was supported by the Deutsche Forschungsgemeinschaft.