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# On Dispersionless coupled modified KP hierarchy

## 1. Introduction

Recently, the dispersionless limit of integrable hierarchies is under active research (see, e.g. \[Kri92, Kri94, TT92, TT91, TT93, TT95\]). There are various problems associated with dispersionless KP (dKP) and dispersionless Toda (dToda) hierarchies, such as topological field theory and its connection to string theory, $`2`$D-gravity, matrix models and conformal maps (see, e.g. \[Tak95, Tak96, Dub92a, Dub92b, BX95a, BX95b, Bon02, WZ00, KKMW+01, BMR+01, Zab01, MWZ02\]). In contrast, dispersionless modified KP (dmKP) hierarchy is less under spot light. We found at least two different versions of dmKP hierarchies, one is considered by Kupershmidt in \[Kup90\] and later by Chang and Tu in \[CT00\], the other is defined by Takebe in \[Tak02\]. It is well known that a solution of dToda hierarchy will give a solution of dKP hierarchy (\[TT95\]). In \[CT00\], Chang and Tu proved that under a Miura map, a solution of dKP hierarchy will give rise to a solution to their dmKP hierarchy. In fact, this process can be reversed and we can view the dmKP hierarchy as a transition between a dToda to a dKP hierarchy. One of the problem that is still left open is the existence of tau function for the dmKP hierarchy. In order that a satisfactory tau function exists, we find that it is necessary to introduce an extra flow to the dmKP hierarchy considered by Kupershmidt, Chang and Tu. This is exactly what Takebe did. Takebe’s version of dmKP hierarchy is the dKP hierarchy with an extra flow. Hence we incorporate the two versions of dmKP hierarchy. We consider a dmKP hierarchy in Chang and Tu’s version, with an extra time parameter, and call it the dispersionless coupled modified KP hierarchy (dcmKP). We develop the theory along the lines of Takasaki and Takebe \[TT95\] and Takebe \[Tak02\].

The basic object in our dcmKP hierarchy is a formal power series $``$ and a polynomial $`𝒫`$ in variable $`k`$ with coefficients functions of time variables $`t=(x,s,t_1,t_2,\mathrm{})`$. We define the hierarchy in terms of Lax equations. We introduce the dressing function in Section 2. By means of the dressing function, we define the Orlov function $``$, which form a canonical pair with $``$, namely $`\{,\}=1`$. We define the $`S`$ function as a primitive of a closed one form. The tau function is defined so that it generates the coefficients of $``$.

In Section 3, we prove that a solution of the dToda hierarchy give a solution to our dcmKP hierarchy with $`𝒫=k`$. In Section 4, we discuss the Miura map which transform a solution of our dcmKP hierarchy to a solution of Takebe’s dmKP hierarchy (dKP hierarchy with an extra parameter s). We find our Miura map the inverse of the one considered by Chang and Tu \[CT00\] when $`s`$ is considered as a parameter.

In Section 5, we consider the twistor construction of solutions to our dcmKP hierarchy. We also show that every solution of our dcmKP hierarchy has an associated twistor data. In Section 6, we consider the $`w_{1+\mathrm{}}`$ symmetry generated by the action of a Hamiltonian vector field to the twistor data.

## 2. Dispersionless modified KP hierarchy

### 2.1. Lax formalism

We define dispersionless coupled modified KP hierarchy (dcmKP) by incorporating the definitions of dispersionless modified KP hierarchy (dmKP) of \[Kup90, CT00\] and \[Tak02\]. The fundamental quantity

$`=k+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}u_{n+1}(t)k^n`$
is a formal power series in $`k`$ with coefficients $`u_{n+1}(t)`$ depend on infinitely many continuous variables $`t=(x,s,t_1,t_2,\mathrm{},)`$. We also introduce an auxiliary monic polynomial of degree $`N`$

$$𝒫=k^N+p_{N1}(t)k^{N1}+\mathrm{}+p_0(t).$$

The differential equations that govern the deformation of $``$ with respect to $`s,t_1,t_2,\mathrm{},`$ are

(2.1) $`{\displaystyle \frac{}{t_n}}=`$ $`\{_n,\},_n=(^n)_{>0},`$
$`{\displaystyle \frac{}{s}}=`$ $`\{\mathrm{log}𝒫,\},`$
$`{\displaystyle \frac{\mathrm{log}𝒫}{t_n}}=`$ $`{\displaystyle \frac{(^n)_0}{s}}\{\mathrm{log}𝒫,_n\}.`$
111We understand that $`\mathrm{log}𝒫`$ is formerly $`\mathrm{log}k^N+\frac{a_1}{k}+\frac{a_2}{k^2}+\mathrm{}`$.

where $`(𝒜)_S=(_iA_ik^i)_S=_{iS}A_ik^i`$ specifies the part of the power series $`𝒜`$ to extract, and $`\{,\}`$ is the Poisson bracket

$$\{f,g\}=\frac{f}{k}\frac{g}{x}\frac{g}{k}\frac{f}{x}.$$

As usual, the $`t_1`$ flow says that

$$\frac{}{t_1}=\frac{}{x}.$$

In other words, the dependence on $`t_1`$ and $`x`$ appear in the combination $`t_1+x`$. When there are no dependence on $`s`$, the first equation in (2.1) is the dmKP hierarchy defined by \[Kup90, CT00\]. We introduce an extra parameter $`s`$ and the second equation in (2.1) determines the dependence of $``$ on $`s`$ via the auxiliary polynomial $`𝒫`$. The last equation determines the $`t_n`$-flow of $`𝒫`$. By standard argument, we have the following zero curvature equation

$`{\displaystyle \frac{_m}{t_n}}{\displaystyle \frac{_n}{t_m}}+\{_m,_n\}=0`$
and its dual form

(2.2) $`{\displaystyle \frac{(^m)_0}{t_n}}{\displaystyle \frac{(^n)_0}{t_m}}\{(^m)_0,(^n)_0\}=0.`$
This gives us the consistency between the $`t_n`$ flows of $``$. To prove the consistency between the $`t_n`$ and $`s`$ flows of $``$, we first establish the following.

###### Proposition 2.1.

There exist a function $`\varphi (t)`$ such that

(2.3) $`{\displaystyle \frac{\varphi }{t_n}}=(^n)_0.`$
###### Proof.

We have to check that we can consistently solve for $`\varphi `$. Using the dual form of the zero curvature equation (2.2), we have

$`{\displaystyle \frac{(^m)_0}{t_n}}{\displaystyle \frac{(^n)_0}{t_m}}\left(\{(^m)_0,(^n)_0\}\right)_0=0.`$
However, the last term contains powers $`1`$ of $`k`$. Hence (2.3) is established. $`\varphi `$ is not unique since we do not specify its dependence on $`s`$. ∎

Now we check that the $`s`$ and $`t_n`$ flows of $``$ are consistent. We have

$`{\displaystyle \frac{}{s}}\{_n,\}{\displaystyle \frac{}{t_n}}\{\mathrm{log}𝒫,\}`$
$`=`$ $`\{{\displaystyle \frac{_n}{s}},\}+\{_n,\{\mathrm{log}𝒫,\}\}\{{\displaystyle \frac{\mathrm{log}𝒫}{t_n}},\}\{\mathrm{log}𝒫,\{_n,\}\}`$
$`=`$ $`\{{\displaystyle \frac{_n}{s}}{\displaystyle \frac{\mathrm{log}𝒫}{t_n}}\{\mathrm{log}𝒫,_n\},\}.`$
Now from the third equation in (2.1), we have

$$\frac{_n}{s}\frac{\mathrm{log}𝒫}{t_n}\{\mathrm{log}𝒫,_n\}=\frac{(^n)_0}{s}.$$

This is independent of $`k`$. On the other hand hand, from the second equation in (2.1), since the right hand side contains powers $`1`$ of $`k`$, we have

$`{\displaystyle \frac{()_0}{s}}=0.`$
Together with $`\frac{(^n)_0}{t_m}=\frac{(^m)_0}{t_n}`$ (from the proof of Proposition 2.1), we have

$`{\displaystyle \frac{(^n)_0}{xs}}={\displaystyle \frac{(^1)_0}{t_ns}}=0.`$
Hence $`\frac{(^n)_0}{s}`$ is independent of $`x`$, and the $`s`$ and $`t_n`$ flows of $``$ are consistent.

For the consistency of the $`t_n`$ flows of $`𝒫`$, we use the zero curvature condition, the equation $`\frac{(^n)_0}{t_m}=\frac{(^m)_0}{t_n}`$ ( from the proof of Proposition 2.1), and the fact $`\frac{(^n)_0}{s}`$ is independent of $`k`$ and $`x`$,

$`{\displaystyle \frac{}{t_m}}\left({\displaystyle \frac{(^n)_0}{s}}\{\mathrm{log}𝒫,_n\}\right){\displaystyle \frac{}{t_n}}\left({\displaystyle \frac{(^m)_0}{s}}\{\mathrm{log}𝒫,_m\}\right)`$
$`=`$ $`{\displaystyle \frac{}{s}}\left({\displaystyle \frac{(^n)_{>0}}{t_m}}{\displaystyle \frac{(^m)_{>0}}{t_n}}+{\displaystyle \frac{(^n)_0}{t_m}}{\displaystyle \frac{(^m)_0}{t_n}}\right)\{\mathrm{log}𝒫,{\displaystyle \frac{_n}{t_m}}{\displaystyle \frac{_m}{t_n}}\}`$
$`\{{\displaystyle \frac{(^m)_0}{s}}\{\mathrm{log}𝒫,_m\},_n\}+\{{\displaystyle \frac{(^n)_0}{s}}\{\mathrm{log}𝒫,_n\},_m\}`$
$`=`$ $`{\displaystyle \frac{}{s}}\left({\displaystyle \frac{_n}{t_m}}{\displaystyle \frac{_m}{t_n}}+\{_n,_m\}\right)\{\mathrm{log}𝒫,{\displaystyle \frac{_n}{t_m}}{\displaystyle \frac{_m}{t_n}}+\{_n,_m\}\}=0`$
Hence the $`t_n`$ flows of $`𝒫`$ are consistent.

### 2.2. Dressing operator

As in \[TT95\], we can establish the existence of a dressing operator $`\mathrm{exp}(\mathrm{ad}\phi )`$, where $`\mathrm{ad}f(g)=\{f,g\}`$.

###### Proposition 2.2.

There exists a function $`\phi =_{n=0}^{\mathrm{}}\phi _nk^n`$, such that

$``$ $`=e^{\mathrm{ad}\phi }k,`$
$`_{t_n,\phi }\phi `$ $`=(^n)_0,_{s,\phi }\phi =\mathrm{log}𝒫\mathrm{log}^N,`$
where $`_{t,A}B=_{n=0}^{\mathrm{}}\frac{(\mathrm{ad}\phi )^n}{(n+1)!}\frac{A}{t}`$. If $`\stackrel{~}{\phi }`$ is another function satisfying the conditions above, then the function $`\psi =_{n=0}^{\mathrm{}}\psi _nk^n`$ defined by $`e^{\mathrm{ad}\stackrel{~}{\phi }}=e^{\mathrm{ad}\phi }e^{\mathrm{ad}\psi }`$ has constant coefficients, i.e., $`\psi _n`$’s are independent of $`t`$.

###### Proof.

We sketch the proof here. For details, we refer to Proposition 1.2.1 in \[TT95\]. Standard argument shows that we can find $`\phi _0`$ such that

$``$ $`=e^{\mathrm{ad}\phi _0}k.`$
The first two equations in (2.1) imply that

$`\{e^{\mathrm{ad}\phi _0}\left(_{t_n,\phi _0}\phi _0+(^n)_0\right),k\}=0,`$
$`\{e^{\mathrm{ad}\phi _0}\left(_{s,\phi _0}\phi _0\mathrm{log}𝒫+\mathrm{log}^N\right),k\}=0.`$
Hence $`A_n=e^{\mathrm{ad}\phi _0}\left(_{t_n,\phi _0}\phi _0+(^n)_0\right)`$ and $`A_0=e^{\mathrm{ad}\phi _0}\left(_{s,\phi _0}\phi _0\mathrm{log}𝒫+\mathrm{log}^N\right)`$ are independent of $`x`$. Using Lemma A.3 in the Appendix A of \[TT95\] and that $`A_i`$’s are independent of $`x`$, we have $`\frac{A_n}{t_m}=\frac{A_m}{t_n}`$ and $`\frac{A_n}{s}=\frac{A_0}{t_n}`$. Hence we can find a function $`\phi ^{}=_{n=0}^{\mathrm{}}\phi _n^{}k^n`$ such that

$`{\displaystyle \frac{\phi ^{}}{t_n}}=A_n,{\displaystyle \frac{\phi ^{}}{s}}=A_0.`$
Moreover, $`\phi ^{}`$ can be chosen so that it is independent of $`x`$. Now we define $`\phi `$ by $`e^{\mathrm{ad}\phi }=e^{\mathrm{ad}\phi _0}e^{\mathrm{ad}\phi ^{}}`$. Since $`\phi ^{}`$ is independent of $`x`$, we have $`e^{\mathrm{ad}\phi ^{}}k=k`$ and $`_{t_n,\phi ^{}}\phi ^{}=\frac{\phi ^{}}{t_n}`$, $`_{s,\phi ^{}}\phi ^{}=\frac{\phi ^{}}{s}`$. So we have

$$=e^{\mathrm{ad}\phi }k.$$

Moreover, using Lemma A.2 in Appendix A of \[TT95\], we have

$`_{t_n,\phi }\phi `$ $`=_{t_n,\phi _0}\phi _0+e^{\mathrm{ad}\phi _0}_{t_n,\phi ^{}}\phi ^{}=(^n)_0,`$
$`_{s,\phi }\phi `$ $`=_{s,\phi _0}\phi _0+e^{\mathrm{ad}\phi _0}_{s,\phi ^{}}\phi ^{}=\mathrm{log}𝒫\mathrm{log}^N.`$
### 2.3. Orlov function and Darboux coordinates

Using the dressing operator $`\phi `$, we can construct the Orlov function $``$ by

$`=`$ $`e^{\mathrm{ad}\phi }\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nk^{n1}+x+{\displaystyle \frac{Ns}{k}}\right)`$
$`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}n^{n1}+x+{\displaystyle \frac{Ns}{}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}v_n^{n1},`$
where $`v_n`$ are functions of $`t`$. $``$ has the property that it forms a canonical pair with $``$, namely $`\{,\}=1`$. Using Proposition 2.2 and Lemma A.1 in Appendix A of \[TT95\], we also find

(2.4) $`{\displaystyle \frac{}{t_n}}=\{_n,\},{\displaystyle \frac{}{s}}=\{\mathrm{log}𝒫,\}.`$
Now we want to express $`B_n`$’s and $`\mathrm{log}𝒫`$ by $`v_n`$’s. From definition, we can write the functions $`_n`$ and $`\mathrm{log}𝒫`$ as

$`_n=`$ $`^n{\displaystyle \frac{\varphi }{t_n}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}a_{n,m}(t)^m,`$
$`\mathrm{log}𝒫=`$ $`\mathrm{log}^N{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}a_{0,m}(t)^m,`$
for some functions $`a_{n,m}(t)`$ of $`t`$. They can be expressed in terms of partial derivatives of $`v_n`$’s with respect to $`t`$:

###### Proposition 2.3.

$`_n=`$ $`^n{\displaystyle \frac{\varphi }{t_n}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{t_n}}^m,`$
$`\mathrm{log}𝒫=`$ $`\mathrm{log}^N{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{s}}^m.`$
###### Proof.

First we have

(2.5) $`{\displaystyle \frac{}{t_n}}=`$ $`{\displaystyle \frac{_n}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{_n}{x}}{\displaystyle \frac{}{k}}`$
$`=`$ $`{\displaystyle \frac{_n}{}}{\displaystyle \frac{}{k}}{\displaystyle \frac{}{x}}\left({\displaystyle \frac{_n}{}}{\displaystyle \frac{}{x}}+{\displaystyle \frac{_n}{x}}|_{\mathrm{fixed}}\right){\displaystyle \frac{}{k}}`$
$`=`$ $`{\displaystyle \frac{_n}{x}}|_{\mathrm{fixed}}{\displaystyle \frac{}{k}}.`$
The formulas

$$\{,\}=1\text{and}\frac{}{t_n}=\{_n,\}$$

satisfied by $``$ give us

$`{\displaystyle \frac{}{}}{\displaystyle \frac{}{t_n}}+{\displaystyle \frac{}{t_n}}|_{\mathrm{fixed}}`$ $`={\displaystyle \frac{_n}{}}{\displaystyle \frac{}{k}}{\displaystyle \frac{}{x}}\left({\displaystyle \frac{_n}{}}{\displaystyle \frac{}{x}}+{\displaystyle \frac{_n}{x}}|_{\mathrm{fixed}}\right){\displaystyle \frac{}{k}}`$
$`={\displaystyle \frac{_n}{}}{\displaystyle \frac{_n}{x}}|_{\mathrm{fixed}}{\displaystyle \frac{}{}}{\displaystyle \frac{}{k}}.`$
In view of (2.5), we have

$`{\displaystyle \frac{}{t_n}}|_{\mathrm{fixed}}={\displaystyle \frac{_n}{}}=n^{n1}+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}ma_{n,m}^{m1}.`$
Comparing coefficients give us the assertion. The proof for the formula for $`\mathrm{log}𝒫`$ is the same, with $`\mathrm{log}𝒫`$ replacing $`_n`$, $`s`$ replacing $`t_n`$. ∎

The proof of this proposition also gives us a characterization of the function $``$ as follows.

###### Proposition 2.4.

If $`=_{n=1}^{\mathrm{}}n^{n1}+x+\frac{Ns}{}+_{n=1}^{\mathrm{}}v_n^{n1}`$ is a function such that

$`\{,\}=1,{\displaystyle \frac{}{t_n}}=\{_n,\},{\displaystyle \frac{}{s}}=\{\mathrm{log}𝒫,\},`$
then there exists a dressing function $`\phi `$ as in Proposition 2.2 and satisfies

$`=e^{\mathrm{ad}\phi }\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nk^{n1}+x+{\displaystyle \frac{Ns}{k}}\right).`$
In other words, $``$ is an Orlov function of $``$.

###### Proof.

We let $`\phi ^{}`$ be a dressing function given by Proposition 2.2 and define

$`^{}=`$ $`e^{\mathrm{ad}\phi ^{}}\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_nk^{n1}+x+{\displaystyle \frac{Ns}{k}}\right)`$
$`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}n^{n1}+x+{\displaystyle \frac{Ns}{}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}v_n^{}^{n1}.`$
Then we have

$`\{,^{}\}=1,{\displaystyle \frac{^{}}{t_n}}=\{_n,^{}\},{\displaystyle \frac{^{}}{s}}=\{\mathrm{log}𝒫,^{}\}.`$
From the proof in the previous proposition, we see that these conditions imply that

(2.6) $`{\displaystyle \frac{^{}}{t_n}}|_{\mathrm{fixed}}`$ $`={\displaystyle \frac{_n}{}},{\displaystyle \frac{}{t_n}}|_{\mathrm{fixed}}={\displaystyle \frac{_n}{}},`$
(2.7) $`{\displaystyle \frac{^{}}{s}}|_{\mathrm{fixed}}`$ $`={\displaystyle \frac{\mathrm{log}𝒫}{}},{\displaystyle \frac{}{s}}|_{\mathrm{fixed}}={\displaystyle \frac{\mathrm{log}𝒫}{}}.`$
From the explicit expressions of $``$ and $`^{}`$, we have

$$^{}=\underset{m=1}{\overset{\mathrm{}}{}}c_m^{m1}.$$

The equations in (2.6) imply that the $`c_m`$’s are constants. We let $`\phi _0=_{m=1}^{\mathrm{}}\frac{c_m}{m}k^m`$, then

$`e^{\mathrm{ad}\phi _0}\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_nk^{n1}+x+{\displaystyle \frac{Ns}{k}}\right)={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_nk^{n1}+x+{\displaystyle \frac{Ns}{k}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}c_mk^{m1}.`$
Hence if we define $`\phi `$ by $`e^{\mathrm{ad}\phi }=e^{\mathrm{ad}\phi ^{}}e^{\mathrm{ad}\phi _0}`$, then

$`e^{\mathrm{ad}\phi }\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_nk^{n1}+x+{\displaystyle \frac{Ns}{k}}\right)=`$ $`e^{\mathrm{ad}\phi ^{}}\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_nk^{n1}+x+{\displaystyle \frac{Ns}{k}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}c_mk^{m1}\right)`$
$`=`$ $`^{}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}c_m^{m1}=.`$
Since $`\phi _0`$ has constant coefficients, $`\phi `$ satisfies all the requirements in Proposition 2.2. ∎

Now we introduce the fundamental two form

$`\omega =dkdx+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}d_ndt_n+d(\mathrm{log}𝒫{\displaystyle \frac{\varphi }{s}})ds.`$
The exterior derivative $`d`$ is taken with respect to the independent variables $`k,x,s`$ and $`t_n,n=1,2,\mathrm{}`$. It satisfies

$$d\omega =0,\text{and}\omega \omega =0.$$

In fact, $`(,)`$ is a pair of functions that play the role of Darboux coordinates. Namely

$$dd=\omega .$$

###### Proposition 2.5.

The system of equations (2.1) and (2.4), together with $`\{,\}=1`$ are equivalent to

(2.8) $`dd=dkdx+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}d_ndt_n+d(\mathrm{log}𝒫{\displaystyle \frac{\varphi }{s}})ds.`$
###### Proof.

We only show that (2.8) implies (2.1) and (2.4), together with $`\{,\}=1`$. The other direction follows by tracing the argument backward. By looking at the coefficients of $`dkdx`$, $`dkdt_n`$, $`dxdt_n`$, $`dkds`$, $`dxds`$ and $`dt_nds`$ respectively and using the property of $`\varphi `$ given by Proposition 2.1, we find that (2.8) gives

$`{\displaystyle \frac{}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{k}}`$ $`=\{,\}=1,`$
$`{\displaystyle \frac{}{k}}{\displaystyle \frac{}{t_n}}{\displaystyle \frac{}{k}}{\displaystyle \frac{}{t_n}}`$ $`={\displaystyle \frac{B_n}{k}},{\displaystyle \frac{}{x}}{\displaystyle \frac{}{t_n}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{t_n}}={\displaystyle \frac{B_n}{x}},`$
$`{\displaystyle \frac{}{k}}{\displaystyle \frac{}{s}}{\displaystyle \frac{}{k}}{\displaystyle \frac{}{s}}`$ $`={\displaystyle \frac{\mathrm{log}𝒫}{k}},{\displaystyle \frac{}{x}}{\displaystyle \frac{}{s}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{s}}={\displaystyle \frac{\mathrm{log}𝒫}{x}},`$
$`{\displaystyle \frac{}{s}}{\displaystyle \frac{}{t_n}}{\displaystyle \frac{}{s}}{\displaystyle \frac{}{t_n}}`$ $`={\displaystyle \frac{\mathrm{log}𝒫}{t_n}}+{\displaystyle \frac{^2\varphi }{st_n}}+{\displaystyle \frac{_n}{s}}={\displaystyle \frac{\mathrm{log}𝒫}{t_n}}+{\displaystyle \frac{(^n)_0}{s}}.`$
The equations in the second line combine to give

$`\left(\begin{array}{cc}\frac{}{k}& \frac{}{k}\\ \frac{}{x}& \frac{}{x}\end{array}\right)\left(\begin{array}{c}\frac{}{t_n}\\ \frac{}{t_n}\end{array}\right)=\left(\begin{array}{c}\frac{_n}{k}\\ \frac{B_n}{x}\end{array}\right),`$
or since $`\{,\}=1`$

$`\left(\begin{array}{c}\frac{}{t_n}\\ \frac{}{t_n}\end{array}\right)=\left(\begin{array}{cc}\frac{}{x}& \frac{}{k}\\ \frac{}{x}& \frac{}{k}\end{array}\right)\left(\begin{array}{c}\frac{_n}{k}\\ \frac{B_n}{x}\end{array}\right)`$
i.e.

$`{\displaystyle \frac{}{t_n}}=\{_n,\},{\displaystyle \frac{}{t_n}}=\{_n,\}.`$
Similarly, the equations in the third line combine to give

$`{\displaystyle \frac{}{s}}=\{\mathrm{log}𝒫,\},{\displaystyle \frac{}{s}}=\{\mathrm{log}𝒫,\}.`$
Using the previous result, the last equation gives

$`{\displaystyle \frac{\mathrm{log}𝒫}{t_n}}+{\displaystyle \frac{(^n)_0}{s}}=`$ $`\left({\displaystyle \frac{\mathrm{log}𝒫}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{}{k}}\right)\left({\displaystyle \frac{_n}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{_n}{x}}{\displaystyle \frac{}{k}}\right)`$
$`\left({\displaystyle \frac{\mathrm{log}𝒫}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{}{k}}\right)\left({\displaystyle \frac{_n}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{_n}{x}}{\displaystyle \frac{}{k}}\right)`$
$`=`$ $`\{\mathrm{log}𝒫,_n\}.`$
The coefficients of $`dt_ndt_m`$ gives the zero curvature condition. ∎

### 2.4. $`S`$ function and tau function

Proposition 2.5 implies that we can find a function $`S`$ such that

$`dS=d+kdx+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}_ndt_n+(\mathrm{log}𝒫{\displaystyle \frac{\varphi }{s}})ds.`$
In other words,

$`{\displaystyle \frac{S}{}}=,{\displaystyle \frac{S}{x}}|_{\mathrm{fixed}}=k,{\displaystyle \frac{S}{t_n}}|_{\mathrm{fixed}}=_n,{\displaystyle \frac{S}{s}}|_{\mathrm{fixed}}=\mathrm{log}𝒫{\displaystyle \frac{\varphi }{s}}.`$
The second equation is just a special case of the third when $`n=1`$ since $`_1=k`$. From the explicit representation of the function $`_n`$’s and $`\mathrm{log}𝒫`$ given by Proposition 2.3, we have the following explicit expression for $`S`$.

###### Proposition 2.6.

$$S=\underset{n=1}{\overset{\mathrm{}}{}}t_n^n+x+s\mathrm{log}^N+\underset{n=1}{\overset{\mathrm{}}{}}\frac{v_n}{n}^n\varphi .$$

We also have the following characterization of the partial derivatives of $`v_n`$’s in terms of residues.

###### Proposition 2.7.

$`{\displaystyle \frac{v_n}{t_m}}=\mathrm{Res}^nd_k_m,{\displaystyle \frac{v_n}{s}}=\mathrm{Res}^nd_k\mathrm{log}𝒫.`$
Here the differential $`d_k`$ is taken with respect to $`k`$ and $`\mathrm{Res}Adk`$ means the coefficient of $`k^1`$ of $`A`$.

###### Proof.

We give a proof which follows the same line as Proposition 4 in \[TT92\]. We only show the second equality here. We have

$`{\displaystyle \frac{}{s}}{\displaystyle \frac{}{}}{\displaystyle \frac{}{s}}={\displaystyle \frac{}{s}}|_{\mathrm{fixed}}={\displaystyle \frac{N}{}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{v_n}{s}}^{n1}.`$
Using $`\mathrm{Res}^nd_k=\delta _{n,1}`$, we have

$`{\displaystyle \frac{v_n}{s}}`$ $`=\mathrm{Res}^n\left({\displaystyle \frac{}{s}}{\displaystyle \frac{}{}}{\displaystyle \frac{}{s}}\right)d_k.`$
The expression in the bracket

$`\left({\displaystyle \frac{}{s}}{\displaystyle \frac{}{}}{\displaystyle \frac{}{s}}\right)d_k`$
$`=`$ $`\left(\{\mathrm{log}𝒫,\}{\displaystyle \frac{}{k}}\{\mathrm{log}𝒫,\}{\displaystyle \frac{}{}}{\displaystyle \frac{}{k}}\right)dk`$
$`=`$ $`\left(\left({\displaystyle \frac{\mathrm{log}𝒫}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{}{k}}\right){\displaystyle \frac{}{k}}\left({\displaystyle \frac{\mathrm{log}𝒫}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{}{k}}\right){\displaystyle \frac{}{k}}\right)dk`$
$`=`$ $`{\displaystyle \frac{\mathrm{log}𝒫}{k}}dk=d_k\mathrm{log}𝒫.`$
This implies the assertion. ∎

As a consequence of this proposition, we can show the existence of a tau function for our dcmKP hierarchy. First we have the following properties of taking residues,

$`\mathrm{Res}Ad_kB=`$ $`\mathrm{Res}Bd_kA,`$
$`\mathrm{Res}Ad_kB=`$ $`\mathrm{Res}A_{>0}d_kB_{<0}+\mathrm{Res}A_{<0}d_kB_{>0}`$
When $`m,n1`$, we have $`\mathrm{Res}^md_k^n=n\mathrm{Res}^{m+n1}d_k=0`$. Hence

$`\mathrm{Res}(^m)_{>0}d_k(^n)_{<0}=\mathrm{Res}(^m)_{<0}d_k(^n)_{>0}.`$
It follows that

(2.9) $`{\displaystyle \frac{v_m}{t_n}}=`$ $`\mathrm{Res}^md_k_n=\mathrm{Res}(^m)_{<0}d_k(_n)_{>0}=\mathrm{Res}(^m)_{>0}d_k(^n)_{<0}`$
$`=`$ $`\mathrm{Res}(^n)_{<0}d_k(^m)_{>0}={\displaystyle \frac{v_n}{t_m}}.`$
On the other hand, since

$`{\displaystyle \frac{}{t_m}}\mathrm{Res}^nd_k\mathrm{log}𝒫={\displaystyle \frac{^2v_n}{st_m}}={\displaystyle \frac{^2v_m}{st_n}}={\displaystyle \frac{}{t_n}}\mathrm{Res}^md_k\mathrm{log}𝒫,`$
there exists a function $`\mathrm{\Phi }(t)`$ such that

(2.10) $`{\displaystyle \frac{\mathrm{\Phi }}{t_n}}=\mathrm{Res}^nd_k\mathrm{log}𝒫={\displaystyle \frac{v_n}{s}}.`$
$`\mathrm{\Phi }`$ is only determined up to a function of $`s`$. Finally from (2.9) and (2.10), we have

###### Proposition 2.8.

There exist a function $`\tau `$ of $`t`$, called the tau function of our dcmKP hierarchy, such that $`\mathrm{log}\tau `$ is the generating function for $`v_n`$’s and $`\mathrm{\Phi }`$, i.e.

$$\frac{\mathrm{log}\tau }{t_n}=v_n,\frac{\mathrm{log}\tau }{s}=\mathrm{\Phi }.$$

Since $`\mathrm{\Phi }`$ is only determined up to a function of $`s`$, $`\tau `$ is also only determined up to a function of $`s`$ 222This degree of freedom can also be viewed as due to we do not specify the $`s`$ flow of $`𝒫`$..

###### Remark 2.9.

In the special case when $`𝒫=k`$, we have

$$\mathrm{Res}^nd_k\mathrm{log}k=(^n)_0.$$

Hence the function $`\mathrm{\Phi }`$ coincides with the function $`\varphi `$ we introduce in Proposition 2.1.

In this case, the formulas in Proposition 2.3 can be rewritten in terms of the tau function as

(2.11) $`_n`$ $`=^n{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{^2\mathrm{log}\tau }{t_mt_n}}^m{\displaystyle \frac{^2\mathrm{log}\tau }{st_n}},`$
$`\mathrm{log}k`$ $`=\mathrm{log}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{^2\mathrm{log}\tau }{t_ms}}^m.`$
Hence the coefficients of $`,,_n`$ can be expressed as differential polynomials of derivatives of $`\mathrm{log}\tau .`$ We shall see below that this special case play a particular role of bridging the transition from dispersionless Toda (dToda) hierarchy to dispersionless KP (dKP) hierarchy. This is the motivation for our present work.

## 3. Relations with dispersionless Toda hierarchy

There are a few ways to formulate dispersionless Toda hierarchy, All of them are connected by a Miura type transformation. We first quickly review the set up following \[TT95\]. For details, we refer to \[TT95\] and references therein.

dToda is a system of differential equations with two sets of independent variables $`(t_1,t_2,\mathrm{})`$,$`(t_1,t_2,\mathrm{})`$ and an independent variable $`s`$. The fundamental quantities are two formal power series

$`(p)=`$ $`p+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}u_{n+1}(t)p^n`$
$`\stackrel{~}{}^1(p)=`$ $`\stackrel{~}{u}_0(t)p^1+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\stackrel{~}{u}_{n+1}(t)p^n.`$
Here $`t`$ denotes collectively all the independent variables. The Lax representation is

$`{\displaystyle \frac{}{t_n}}=\{(^n)_0,\}_T,{\displaystyle \frac{}{t_n}}=\{(\stackrel{~}{}^n)_{<0},\}_T,`$
$`{\displaystyle \frac{\stackrel{~}{}}{t_n}}=\{(^n)_0,\stackrel{~}{}\}_T,{\displaystyle \frac{\stackrel{~}{}}{t_n}}=\{(\stackrel{~}{}^n)_{<0},\stackrel{~}{}\}_T.`$
Here $`\{,\}_T`$ is the Poisson bracket for dToda hierarchy

$$\{f,g\}_T=p\frac{f}{p}\frac{g}{s}p\frac{f}{s}\frac{g}{p}.$$

In order to see the relation between the dToda hierarchy and our dcmKP hierarchy, we use the fact that (for details see \[TT95\] ) there exist a tau function $`\tau _{dToda}`$ such that in terms of this tau function,

(3.1) $`(^n)_0`$ $`=^n{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{^2\mathrm{log}\tau _{\mathrm{dToda}}}{t_mt_n}}^m,`$
$`(^n)_0`$ $`={\displaystyle \frac{^2\mathrm{log}\tau _{\mathrm{dToda}}}{st_n}},`$
$`\mathrm{log}p`$ $`=\mathrm{log}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{^2\mathrm{log}\tau _{\mathrm{dToda}}}{t_ms}}^m.`$
Comparing with equations (2.11), it is natural to see that the following proposition should hold.

###### Proposition 3.1.

If $`(,\stackrel{~}{})`$ is a solution to dToda and $`\frac{()_0}{s}=0`$, then $`(,𝒫=k)`$ is also a solution to dcmKP hierarchy if we replace $`p`$ by $`k`$, $`t_1`$ by $`t_1+x`$ and regarding $`t_n`$’s as parameters. In this case, the tau function for the dToda hierarchy $`\tau _{\mathrm{dToda}}`$ is also the tau function for the corresponding dcmKP hierarchy.

###### Proof.

Replacing $`p`$ by $`k`$ and $`t_1`$ by $`t_1+x`$, the case $`n=1`$ of the first equation in the dToda hierarchy gives us

$`{\displaystyle \frac{}{x}}={\displaystyle \frac{}{t_1}}=k{\displaystyle \frac{()_0}{k}}{\displaystyle \frac{}{s}}k{\displaystyle \frac{()_0}{s}}{\displaystyle \frac{}{k}}.`$
Now $`()_0=k+u_1`$. Since we assume that $`u_1`$ is independent of $`s`$, $`\frac{()_0}{s}`$ is identically $`0`$. Hence

$`{\displaystyle \frac{}{x}}=k{\displaystyle \frac{}{s}},`$
or equivalently,

$`{\displaystyle \frac{}{s}}=\{\mathrm{log}k,\}={\displaystyle \frac{1}{k}}{\displaystyle \frac{}{x}},`$
which is the second equation in our dcmKP hierarchy (2.1) with $`𝒫=k`$.

From this equation, we also have

$`{\displaystyle \frac{^n}{x}}=k{\displaystyle \frac{^n}{s}}.`$
Comparing powers of $`k`$, we have

$`{\displaystyle \frac{(^n)_{>0}}{x}}=k{\displaystyle \frac{(^n)_0}{s}},`$
or equivalently,

$`{\displaystyle \frac{(^n)_0}{s}}={\displaystyle \frac{1}{k}}{\displaystyle \frac{(^n)_{>0}}{x}}=\{\mathrm{log}k,(^n)_{>0}\},`$
which is the third equation in our dcmKP hierarchy (2.1). Finally using the other equations in the dToda hierarchy, we have

$`{\displaystyle \frac{}{t_n}}`$ $`=k{\displaystyle \frac{(^n)_0}{k}}{\displaystyle \frac{}{s}}k{\displaystyle \frac{(^n)_0}{s}}{\displaystyle \frac{}{k}}={\displaystyle \frac{(^n)_0}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{(^n)_{>0}}{x}}{\displaystyle \frac{}{k}}`$
$`={\displaystyle \frac{(^n)_{>0}}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{(^n)_{>0}}{x}}{\displaystyle \frac{}{k}}=\{(^n)_{>0},\},`$
which is the first equation in our dcmKP hierarchy (2.1). ∎

###### Remark 3.2.

In the proof of this proposition, we also see that in the special case when $`𝒫=k`$, the third equation in (2.1) is a consequence of the second equation.

## 4. Miura map between dmKP and dKP hierarchies

We establish that if $`(,𝒫)`$ is a solution of our dcmKP hierarchy, then via a Miura transform, it will give a solution of the dmKP hierarchy defined by Takebe \[Tak02\]. The fundamental quantity in Takebe’s definition is the formal series

$`\stackrel{~}{}=k+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\stackrel{~}{u}_{n+1}(t)k^n,`$
and an auxiliary polynomial

$$\stackrel{~}{𝒫}=k^N+\stackrel{~}{p}_{N1}(t)k^{N1}+\mathrm{}+\stackrel{~}{p}_0(t).$$

Here $`t=(x,s,t_1,t_2,\mathrm{})`$ are independent variables. The Lax representation is

(4.1) $`{\displaystyle \frac{\stackrel{~}{}}{t_n}}=`$ $`\{(\stackrel{~}{}^n)_0,\stackrel{~}{}\},{\displaystyle \frac{\stackrel{~}{}}{s}}=\{\mathrm{log}\stackrel{~}{𝒫},\stackrel{~}{}\},`$
$`{\displaystyle \frac{\mathrm{log}\stackrel{~}{𝒫}}{t_n}}=`$ $`{\displaystyle \frac{(\stackrel{~}{}^n)_0}{s}}\{\mathrm{log}\stackrel{~}{𝒫},(\stackrel{~}{}^n)_0\}.`$
Let $`(,𝒫)`$ be a solution of our dcmKP hierarchy (2.1) and $`\varphi `$ be the function defined by Proposition 2.1. The Miura transform of $`(,𝒫)`$ is given by

$$\stackrel{~}{}=e^{\mathrm{ad}\varphi },\stackrel{~}{𝒫}=e^{\mathrm{ad}\varphi }𝒫.$$

Since $`\varphi `$ is independent of $`k`$, we find

$`e^{\mathrm{ad}\varphi }=e^{\mathrm{ad}\varphi }k+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}u_{n+1}(t)(e^{\mathrm{ad}\varphi }k)^n,`$
and

$$e^{\mathrm{ad}\varphi }k=k\frac{\varphi }{x}=ku_1.$$

Hence

$`\stackrel{~}{}=ku_1(t)+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}u_{n+1}(t)(ku_1(t))^n=k+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\stackrel{~}{u}_{n+1}(t)k^n`$
does not has term in $`k^0`$.

###### Proposition 4.1.

Let $`(,𝒫)`$ be a solution of the dcmKP hierarchy (2.1), then $`(\stackrel{~}{},\stackrel{~}{𝒫})`$ defined by the Miura transform is a solution of the dmKP hierarchy defined by Takebe \[Tak02\].

###### Proof.

We prove that $`(\stackrel{~}{},\stackrel{~}{𝒫})`$ satisfies the dmKP hierarchy (4.1) defined by Takebe. Using the formulas in Appendix A of \[TT95\], we have

$`{\displaystyle \frac{\stackrel{~}{}}{t_n}}=`$ $`e^{\mathrm{ad}\varphi }{\displaystyle \frac{}{t_n}}+\{_{t_n,\varphi }\varphi ,\stackrel{~}{}\}`$
$`=`$ $`\{e^{\mathrm{ad}\varphi }(^n)_{>0},e^{\mathrm{ad}\varphi }\}+\{{\displaystyle \frac{\varphi }{t_n}},\stackrel{~}{}\}`$
Now if we write

$$^n=\underset{m=\mathrm{}}{\overset{n}{}}v_{n,m}(t)k^m$$

we have

$`\stackrel{~}{}^n={\displaystyle \underset{m=\mathrm{}}{\overset{n}{}}}v_{n,m}(t)(ku_1)^m`$
Hence

(4.2) $`(\stackrel{~}{}^n)_0={\displaystyle \underset{m=0}{\overset{n}{}}}v_{n,m}(ku_1)^m={\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}v_{n,m}(ku_1)^m+(^n)_0=e^{\mathrm{ad}\varphi }(^n)_{>0}+{\displaystyle \frac{\varphi }{t_n}}.`$
Hence we have established the first equation in (4.1). Similarly, we have

$`{\displaystyle \frac{\stackrel{~}{}}{s}}=`$ $`e^{\mathrm{ad}\varphi }{\displaystyle \frac{}{s}}+\{_{s,\varphi }\varphi ,\stackrel{~}{}\}`$
$`=`$ $`\{e^{\mathrm{ad}\varphi }\mathrm{log}𝒫,e^{\mathrm{ad}\varphi }\}+\{{\displaystyle \frac{\varphi }{s}},\stackrel{~}{}\}.`$
Since $`\frac{\varphi }{s}`$ is independent of $`k`$ and $`x`$, we have established the second equation in (2.1). Finally,

$`{\displaystyle \frac{\mathrm{log}\stackrel{~}{𝒫}}{t_n}}=`$ $`e^{\mathrm{ad}\varphi }{\displaystyle \frac{\mathrm{log}𝒫}{t_n}}+\{_{t_n,\varphi }\varphi ,\mathrm{log}\stackrel{~}{𝒫}\}`$
$`=`$ $`e^{\mathrm{ad}\varphi }\left({\displaystyle \frac{(^n)_0}{s}}\{\mathrm{log}𝒫,(^n)_{>0}\}\right)+\{(^n)_0,\mathrm{log}\stackrel{~}{𝒫}\}`$
$`=`$ $`{\displaystyle \frac{(\stackrel{~}{}^n)_0}{s}}\{\mathrm{log}\stackrel{~}{𝒫},e^{\mathrm{ad}\varphi }(^n)_{>0}\}\{\mathrm{log}\stackrel{~}{𝒫},(^n)_0\}`$
$`=`$ $`{\displaystyle \frac{(\stackrel{~}{}^n)_0}{s}}\{\mathrm{log}\stackrel{~}{𝒫},(\stackrel{~}{}^n)_0\}.`$
which is the third equation in (4.1). ∎

Notice that if we regard $`s`$ as a parameter, then $`\stackrel{~}{}`$ is a solution of the dKP hierarchy.

###### Remark 4.2.

To go in the opposite direction, we have

(4.3) $`=e^{\mathrm{ad}\varphi }\stackrel{~}{}.`$
Express in terms of $`\stackrel{~}{}`$, we have from (4.2),

$$\frac{\varphi }{t_n}=(^n)_0=(\stackrel{~}{}^n)_0|_{k=u_1}=(\stackrel{~}{}^n)_0|_{k=\frac{\varphi }{x}}.$$

This is precisely the condition that $`\varphi `$ must satisfy in order that (4.3) transforms a dKP solution to a dmKP solution which is proved by Chang and Tu in \[CT00\].

###### Remark 4.3.

Notice that if $`\phi `$ is the dressing operator for $``$, then the function $`\stackrel{~}{\phi }`$ defined by $`e^{\mathrm{ad}\stackrel{~}{\phi }}=e^{\mathrm{ad}\varphi }e^{\mathrm{ad}\phi }`$ is the dressing operator for $`\stackrel{~}{}`$. If we denote the Orlov function for $`\stackrel{~}{}`$ by $`\stackrel{~}{}`$, then by definition (see \[Tak02\])

$`\stackrel{~}{}=`$ $`e^{\mathrm{ad}\stackrel{~}{\phi }}\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_nk^{n1}+x+{\displaystyle \frac{Ns}{k}}\right)=e^{\mathrm{ad}\varphi }e^{\mathrm{ad}\phi }\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_nk^{n1}+x+{\displaystyle \frac{Ns}{k}}\right)`$
$`=`$ $`e^{\mathrm{ad}\varphi }\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_n^{n1}+x+{\displaystyle \frac{Ns}{}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}v_n^{n1}\right)`$
$`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_n\stackrel{~}{}^{n1}+x+{\displaystyle \frac{Ns}{\stackrel{~}{}}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}v_n\stackrel{~}{}^{n1}.`$
Notice that the functions $`v_n`$’s are the same in both hierarchies. In particular, the tau function for a solution of our dcmKP hierarchy is also the tau function for the corresponding dmKP hierarchy obtained via a Miura transform.

## 5. Twistor construction

As in \[TT95\] and \[Tak02\], we show that a solution of dcmKP can be obtained from twistor construction (or Riemann Hilbert type construction).

A twistor data for a solution $`(,𝒫)`$ of dcmKP hierarchy is a pair of functions $`(f,g)`$ in variables $`(k,x)`$ such that $`\{f,g\}=1`$ and

$$f(,)_0=0,g(,)_{<0}=0.$$

###### Proposition 5.1.

Let $`(f,g)`$ be a pair of functions in $`(k,x)`$ given such that $`\{f,g\}=1`$. Let

$``$ $`=k+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}u_{n+1}k^n,`$
$``$ $`={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_n^{n1}+x+{\displaystyle \frac{Ns}{}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}v_n^{n1},`$
$`𝒫`$ $`=k^N+p_{N1}(t)k^{N1}+\mathrm{}+p_0(t)`$
be formal power series in $`k`$ with coefficients depending on $`t`$. If

(5.1) $`f(,)_0=0,`$ $`g(,)_{<0}=0,`$
$`\left(\{\mathrm{log}𝒫,f(,)\}\right)_0=0,`$ $`\left(\{\mathrm{log}𝒫,g(,)\}\right)_{<1}=0,`$
Then $`(,𝒫)`$ is a solution to our dcmKP hierarchy with $``$ the corresponding Orlov function.

###### Proof.

For the case when $``$ is independent of $`s`$, the first two conditions are those given by Chang and Tu \[CT00\] in order that $`,`$ satisfies $`\{,\}=1`$, the first equations in (2.1) and the first equations in (2.4) of the dcmKP hierarchy. The other two conditions (which are modified by those given by Takebe in \[Tak02\]333Notice that our $`f`$ and $`g`$ do not depend on $`s`$, though in general we can let them have one more degree of freedom in $`s`$.) are such that the other equations in (2.1) and (2.4) are satisfied. For completeness, we give the full proof here.

We let

(5.2) $`\widehat{}=f(,)\text{and}\widehat{}=g(,).`$
Then the condition of the proposition says that

$`\widehat{}_0=0,\widehat{}_{<0}=0,\{\mathrm{log}𝒫,\widehat{}\}_0=0,`$ $`\{\mathrm{log}𝒫,\widehat{}\}_{<1}=0,`$
Taking derivative of the equations in (5.2) with respect to $`k`$ and $`x`$, we have the following system:

(5.3) $`\left(\begin{array}{cc}\frac{f}{}& \frac{f}{}\\ \frac{g}{}& \frac{g}{}\end{array}\right)\left(\begin{array}{cc}\frac{}{k}& \frac{}{x}\\ \frac{}{k}& \frac{}{x}\end{array}\right)=\left(\begin{array}{cc}\frac{\widehat{}}{k}& \frac{\widehat{}}{x}\\ \frac{\widehat{}}{k}& \frac{\widehat{}}{x}\end{array}\right)`$
Taking determinant of both sides, since $`\{f,g\}=1`$, we have

$$\{,\}=\{\widehat{},\widehat{}\}.$$

Now the left hand side

$`{\displaystyle \frac{}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{k}}=`$ $`{\displaystyle \frac{}{k}}\left({\displaystyle \frac{}{}}{\displaystyle \frac{}{x}}+{\displaystyle \frac{}{x}}|_{\mathrm{fixed}}\right){\displaystyle \frac{}{x}}{\displaystyle \frac{}{}}{\displaystyle \frac{}{k}}`$
$`=`$ $`{\displaystyle \frac{}{k}}\left(1+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{v_m}{x}}^{m1}\right)`$
$`=`$ $`1+(\text{powers }<0\text{ of }k).`$
While the right hand side

$$\frac{\widehat{}}{k}\frac{\widehat{}}{x}\frac{\widehat{}}{x}\frac{\widehat{}}{k}=(\text{powers }0\text{ of }k).$$

Comparing powers of both sides, we have

(5.4) $`\{,\}`$ $`=\{\widehat{},\widehat{}\}=1.`$
Next, taking derivative of (5.2) with respect to $`t_n`$, we have

$`\left(\begin{array}{cc}\frac{f}{}& \frac{f}{}\\ \frac{g}{}& \frac{g}{}\end{array}\right)\left(\begin{array}{c}\frac{}{t_n}\\ \frac{}{t_n}\end{array}\right)=\left(\begin{array}{c}\frac{\widehat{}}{t_n}\\ \frac{\widehat{}}{t_n}\end{array}\right).`$
Using (5.3) and (5.4), this is equivalent to

$`\left(\begin{array}{cc}\frac{}{x}& \frac{}{x}\\ \frac{}{k}& \frac{}{k}\end{array}\right)\left(\begin{array}{c}\frac{}{t_n}\\ \frac{}{t_n}\end{array}\right)=\left(\begin{array}{cc}\frac{\widehat{}}{x}& \frac{\widehat{}}{x}\\ \frac{\widehat{}}{k}& \frac{\widehat{}}{k}\end{array}\right)\left(\begin{array}{c}\frac{\widehat{}}{t_n}\\ \frac{\widehat{}}{t_n}\end{array}\right).`$
Hence we have

$`{\displaystyle \frac{}{x}}{\displaystyle \frac{}{t_n}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{t_n}}=`$ $`{\displaystyle \frac{\widehat{}}{x}}{\displaystyle \frac{\widehat{}}{t_n}}{\displaystyle \frac{\widehat{}}{x}}{\displaystyle \frac{\widehat{}}{t_n}}=(\text{powers }>0\text{ of }k)`$
$`{\displaystyle \frac{}{k}}{\displaystyle \frac{}{t_n}}+{\displaystyle \frac{}{k}}{\displaystyle \frac{}{t_n}}=`$ $`{\displaystyle \frac{\widehat{}}{k}}{\displaystyle \frac{\widehat{}}{t_n}}+{\displaystyle \frac{\widehat{}}{k}}{\displaystyle \frac{\widehat{}}{t_n}}=(\text{powers }0\text{ of }k).`$
We can rewrite the left hand sides of these equations as

$`\left({\displaystyle \frac{}{}}{\displaystyle \frac{}{x}}+{\displaystyle \frac{}{x}}|_{\mathrm{fixed}}\right){\displaystyle \frac{}{t_n}}{\displaystyle \frac{}{x}}\left({\displaystyle \frac{}{}}{\displaystyle \frac{}{t_n}}+{\displaystyle \frac{}{t_n}}|_{\mathrm{fixed}}\right)`$
$`=`$ $`\left(1+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{v_m}{x}}^{m1}\right){\displaystyle \frac{}{t_n}}{\displaystyle \frac{}{x}}\left(n^{n1}+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{v_m}{t_n}}^{m1}\right)`$
$`=`$ $`{\displaystyle \frac{(^n)_{>0}}{x}}+(\text{powers }0\text{ of }k)`$
and

(5.5) $`{\displaystyle \frac{}{}}{\displaystyle \frac{}{k}}{\displaystyle \frac{}{t_n}}+{\displaystyle \frac{}{k}}\left({\displaystyle \frac{}{}}{\displaystyle \frac{}{t_n}}+{\displaystyle \frac{}{t_n}}|_{\mathrm{fixed}}\right)`$
$`=`$ $`{\displaystyle \frac{}{k}}\left(n^{n1}+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{v_m}{t_n}}^{m1}\right)`$
$`=`$ $`{\displaystyle \frac{(^n)_{>0}}{k}}+(\text{powers }<0\text{ of }k).`$
Comparing powers with the right hand side, we have

$`\left(\begin{array}{cc}\frac{}{x}& \frac{}{x}\\ \frac{}{k}& \frac{}{k}\end{array}\right)\left(\begin{array}{c}\frac{}{t_n}\\ \frac{}{t_n}\end{array}\right)=\left(\begin{array}{c}\frac{(^n)_{>0}}{x}\\ \frac{(^n)_{>0}}{k}\end{array}\right),`$
or

$`\left(\begin{array}{c}\frac{}{t_n}\\ \frac{}{t_n}\end{array}\right)=\left(\begin{array}{cc}\frac{}{k}& \frac{}{x}\\ \frac{}{k}& \frac{}{x}\end{array}\right)\left(\begin{array}{c}\frac{(^n)_{>0}}{x}\\ \frac{(^n)_{>0}}{k}\end{array}\right),`$
i.e.

(5.6) $`{\displaystyle \frac{}{t_n}}=\{(^n)_{>0},\}\text{and}{\displaystyle \frac{}{t_n}}=\{(^n)_{>0},\}.`$
Since the negative powers part of (5.5) vanishes, rewriting the last equality in (5.5), we have

$`{\displaystyle \frac{(^n)_{>0}}{k}}={\displaystyle \frac{}{k}}\left(^n{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{t_n}}^m\right).`$
Integrating with respect to $`k`$, we get

(5.7) $`(^n)_{>0}=^n{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{t_n}}^m(^n)_0.`$
Taking derivative of (5.2) with respect to $`s`$, as the case of $`t_n`$, we have

$`\left(\begin{array}{cc}\frac{}{x}& \frac{}{x}\\ \frac{}{k}& \frac{}{k}\end{array}\right)\left(\begin{array}{c}\frac{}{s}\\ \frac{}{s}\end{array}\right)=\left(\begin{array}{cc}\frac{\widehat{}}{x}& \frac{\widehat{}}{x}\\ \frac{\widehat{}}{k}& \frac{\widehat{}}{k}\end{array}\right)\left(\begin{array}{c}\frac{\widehat{}}{s}\\ \frac{\widehat{}}{s}\end{array}\right).`$
Now we have

$`{\displaystyle \frac{}{x}}{\displaystyle \frac{}{s}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{s}}=`$ $`\left({\displaystyle \frac{}{}}{\displaystyle \frac{}{x}}+{\displaystyle \frac{}{x}}|_{\mathrm{fixed}}\right){\displaystyle \frac{}{s}}{\displaystyle \frac{}{x}}\left({\displaystyle \frac{}{}}{\displaystyle \frac{}{s}}+{\displaystyle \frac{}{s}}|_{\mathrm{fixed}}\right)`$
$`=`$ $`\left(1+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{v_m}{x}}^{m1}\right){\displaystyle \frac{}{s}}{\displaystyle \frac{}{x}}\left({\displaystyle \frac{N}{}}+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{v_m}{s}}^{m1}\right)`$
$`=`$ $`{\displaystyle \frac{}{s}}\left({\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{x}}^m\right){\displaystyle \frac{}{x}}\left(\mathrm{log}^N{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{s}}^m\right).`$
From (5.7), the term in the first bracket is

$$()_0=k+u_1.$$

We denote the term in the second bracket as

$$\mathrm{log}𝒬=\mathrm{log}^N\underset{m=1}{\overset{\mathrm{}}{}}\frac{1}{m}\frac{v_m}{s}^m.$$

Hence

$`{\displaystyle \frac{}{x}}{\displaystyle \frac{}{s}}{\displaystyle \frac{}{x}}{\displaystyle \frac{}{s}}=`$ $`{\displaystyle \frac{u_1}{s}}{\displaystyle \frac{\mathrm{log}𝒬}{x}}.`$
On the other hand,

$`{\displaystyle \frac{}{k}}{\displaystyle \frac{}{s}}+{\displaystyle \frac{}{k}}{\displaystyle \frac{}{s}}=`$ $`{\displaystyle \frac{}{}}{\displaystyle \frac{}{k}}{\displaystyle \frac{}{s}}+{\displaystyle \frac{}{k}}\left({\displaystyle \frac{}{}}{\displaystyle \frac{}{s}}+{\displaystyle \frac{N}{}}+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{v_m}{s}}^{m1}\right)`$
$`=`$ $`{\displaystyle \frac{\mathrm{log}𝒬}{k}}.`$
Hence we have

(5.8) $`\left(\begin{array}{cc}\frac{\widehat{}}{x}& \frac{\widehat{}}{x}\\ \frac{\widehat{}}{k}& \frac{\widehat{}}{k}\end{array}\right)\left(\begin{array}{c}\frac{\widehat{}}{s}\\ \frac{\widehat{}}{s}\end{array}\right)=\left(\begin{array}{cc}\frac{}{x}& \frac{}{x}\\ \frac{}{k}& \frac{}{k}\end{array}\right)\left(\begin{array}{c}\frac{}{s}\\ \frac{}{s}\end{array}\right)=\left(\begin{array}{c}\frac{u_1}{s}\frac{\mathrm{log}𝒬}{x}\\ \frac{\mathrm{log}𝒬}{k}\end{array}\right).`$
On the other hand, since $`\{\widehat{},\widehat{}\}=1`$, we have the identity

$`\left(\begin{array}{cc}\frac{\widehat{}}{x}& \frac{\widehat{}}{x}\\ \frac{\widehat{}}{k}& \frac{\widehat{}}{k}\end{array}\right)\left(\begin{array}{c}\{\mathrm{log}𝒫,\widehat{}\}\\ \{\mathrm{log}𝒫,\widehat{}\}\end{array}\right)=\left(\begin{array}{c}\frac{\mathrm{log}𝒫}{x}\\ \frac{\mathrm{log}𝒫}{k}\end{array}\right).`$
Hence

$`\left(\begin{array}{cc}\frac{\widehat{}}{x}& \frac{\widehat{}}{x}\\ \frac{\widehat{}}{k}& \frac{\widehat{}}{k}\end{array}\right)\left(\begin{array}{c}\frac{\widehat{}}{s}\{\mathrm{log}𝒫,\widehat{}\}\\ \frac{\widehat{}}{s}\{\mathrm{log}𝒫,\widehat{}\}\end{array}\right)=\left(\begin{array}{c}\frac{u_1}{s}\frac{}{x}\mathrm{log}\frac{𝒬}{𝒫}\\ \frac{}{k}\mathrm{log}\frac{𝒬}{𝒫}\end{array}\right).`$
But by the conditions given on $`\widehat{}`$ and $`\widehat{}`$, we have

$`{\displaystyle \frac{\widehat{}}{x}}\left({\displaystyle \frac{\widehat{}}{s}}\{\mathrm{log}𝒫,\widehat{}\}\right){\displaystyle \frac{\widehat{}}{x}}\left({\displaystyle \frac{\widehat{}}{s}}\{\mathrm{log}𝒫,\widehat{}\}\right)=\left(\text{ powers }1\text{ of }k\right),`$
$`{\displaystyle \frac{\widehat{}}{k}}\left({\displaystyle \frac{\widehat{}}{s}}\{\mathrm{log}𝒫,\widehat{}\}\right)+{\displaystyle \frac{\widehat{}}{k}}\left({\displaystyle \frac{\widehat{}}{s}}\{\mathrm{log}𝒫,\widehat{}\}\right)=\left(\text{ powers }1\text{ of }k\right).`$
But by the normalization on $`Q`$ and $`P`$, we have

$`{\displaystyle \frac{u_1}{s}}{\displaystyle \frac{}{x}}\mathrm{log}{\displaystyle \frac{𝒬}{𝒫}}`$ $`=\left(\text{ powers }0\text{ of }k\right),`$
$`{\displaystyle \frac{}{k}}\mathrm{log}{\displaystyle \frac{𝒬}{𝒫}}`$ $`=\left(\text{ powers }2\text{ of }k\right).`$
Comparing powers, all the terms vanish, i.e.

$`{\displaystyle \frac{u_1}{s}}=0,{\displaystyle \frac{}{x}}\mathrm{log}{\displaystyle \frac{𝒬}{𝒫}}=0,{\displaystyle \frac{}{k}}\mathrm{log}{\displaystyle \frac{𝒬}{𝒫}}=0.`$
Since $`\mathrm{log}\frac{𝒬}{𝒫}`$ contains powers $`1`$ of $`k`$, it has to vanish identically. In other words, we have $`𝒫=𝒬`$ and

(5.9) $`\mathrm{log}𝒫=\mathrm{log}^N{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{s}}^m.`$
From (5.8), we have

$`\left(\begin{array}{cc}\frac{}{x}& \frac{}{x}\\ \frac{}{k}& \frac{}{k}\end{array}\right)\left(\begin{array}{c}\frac{}{s}\\ \frac{}{s}\end{array}\right)=\left(\begin{array}{c}\frac{\mathrm{log}𝒫}{x}\\ \frac{\mathrm{log}𝒫}{k}\end{array}\right).`$
or

(5.10) $`{\displaystyle \frac{}{s}}=\{\mathrm{log}𝒫,\},{\displaystyle \frac{}{s}}=\{\mathrm{log}𝒫,\}.`$
Finally, from (5.7) (5.9), (5.6) and (5.10), we get

$`{\displaystyle \frac{\mathrm{log}𝒫}{t_n}}{\displaystyle \frac{(^n)_0}{s}}+\{\mathrm{log}𝒫,(^n)_{>0}\}`$
$`=`$ $`{\displaystyle \frac{}{t_n}}\left(\mathrm{log}^N{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{s}}^m\right){\displaystyle \frac{}{s}}\left(^n{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m}}{\displaystyle \frac{v_m}{t_n}}^m\right)`$
$`+{\displaystyle \frac{\mathrm{log}𝒫}{k}}{\displaystyle \frac{(^n)_{>0}}{x}}{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{(^n)_{>0}}{k}}`$
$`=`$ $`{\displaystyle \frac{\mathrm{log}𝒫}{}}{\displaystyle \frac{}{t_n}}{\displaystyle \frac{(^n)_{>0}}{}}{\displaystyle \frac{}{s}}+{\displaystyle \frac{\mathrm{log}𝒫}{}}{\displaystyle \frac{}{k}}{\displaystyle \frac{(^n)_{>0}}{x}}{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{(^n)_{>0}}{}}{\displaystyle \frac{}{k}}`$
$`=`$ $`{\displaystyle \frac{\mathrm{log}𝒫}{}}\left({\displaystyle \frac{}{t_n}}+{\displaystyle \frac{(^n)_{>0}}{x}}{\displaystyle \frac{}{k}}\right){\displaystyle \frac{(^n)_{>0}}{}}\left({\displaystyle \frac{}{s}}+{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{}{k}}\right)`$
$`=`$ $`{\displaystyle \frac{\mathrm{log}𝒫}{}}{\displaystyle \frac{(^n)_{>0}}{k}}{\displaystyle \frac{}{x}}{\displaystyle \frac{(^n)_{>0}}{}}{\displaystyle \frac{\mathrm{log}𝒫}{k}}{\displaystyle \frac{}{x}}=0.`$
The fact that $``$ is the corresponding Orlov function follows from the characterization of Orlov functions in Proposition 2.4.

Conversely, we have

###### Proposition 5.2.

If $`(,𝒫,)`$ is a solution of dcmKP hierarchy, then there exists a pair of functions $`(f,g)`$ such that $`\{f,g\}=1`$ and satisfies (5.1) in Proposition 5.1

###### Proof.

We let

$$f(k,x)=e^{\mathrm{ad}\phi (s=0,t_n=0)}k,g(k,x)=e^{\mathrm{ad}\phi (s=0,t_n=0)}x.$$

Then obviously $`\{f,g\}=1`$. The proof that $`f,g`$ satisfies the first two conditions in (5.1) is standard (see Proposition 1.5.2 in \[TT95\]). Since $`,`$ satisfis (5.10), the other two conditions follows from the identities

$`{\displaystyle \frac{f(,)}{s}}=\{\mathrm{log}𝒫,f(,)\},{\displaystyle \frac{g(,)}{s}}=\{\mathrm{log}𝒫,g(,)\}`$
and the first two conditions. ∎

## 6. $`w_{1+\mathrm{}}`$ symmetry

We consider the $`w_{1+\mathrm{}}`$ action on the space of solutions of the dcmKP hierarchy. Explicitly speaking, we define an infinitesimal deformation of $`(f,g)`$ by a Hamiltonian vector field,

$$(f,g)(f,g)\mathrm{exp}(\epsilon \mathrm{ad}F),$$

and the associated deformation

$`(,𝒫,)((\epsilon ),𝒫(\epsilon ),(\epsilon ))`$
of the solution of dcmKP hierarchy. Here $`\mathrm{ad}F`$ is regarded as a Hamiltonian vector field

$$\mathrm{ad}F=\frac{F}{k}\frac{}{x}\frac{F}{x}\frac{}{k},$$

and $`\epsilon `$ is an infinitesimal parameter. The infinitesimal symmetry is the first order coefficient $`\delta _F()`$ in the $`\epsilon `$-expansion:

$$(\epsilon )=+\epsilon \delta _F+O(\epsilon ^2),(\epsilon )=+\epsilon \delta _F+O(\epsilon ^2).$$

By definition, if $`G`$ is a function of $``$ and $``$, then

$$\delta _FG(,)=\frac{G}{}\delta _F+\frac{G}{}\delta _F,$$

while the independent variables are invariant : $`\delta _Ft=0`$.

The infinitesimal symmetries of the dcmKP hierarchy is given by the following propositions.

###### Proposition 6.1.

The infinitesimal symmetry of $``$, $``$ and $`𝒫`$ are given by

$`\delta _F=`$ $`\{F(,)_0,\},\delta _F=\{F(,)_0,\},`$
$`\delta _F\mathrm{log}𝒫=`$ $`{\displaystyle \frac{F(,)_{<0}}{s}}+\{F(,)_0,\mathrm{log}𝒫\}.`$
###### Proof.

By definition, the twistor data $`(f,g)`$ is deformed as

$`(f_\epsilon (k,x),g_\epsilon (k,x))=(e^{\epsilon \mathrm{ad}F}f(k,x),e^{\epsilon \mathrm{ad}F}g(k,x))`$
$`=`$ $`(f+\epsilon \left({\displaystyle \frac{f}{k}}{\displaystyle \frac{F}{x}}{\displaystyle \frac{f}{x}}{\displaystyle \frac{F}{k}}\right),g+\epsilon \left({\displaystyle \frac{g}{k}}{\displaystyle \frac{F}{x}}{\displaystyle \frac{g}{x}}{\displaystyle \frac{F}{k}}\right))+O(\epsilon ^2).`$
Hence, from

$`\widehat{}(\epsilon )=f_\epsilon ((\epsilon ),(\epsilon )),\widehat{}(\epsilon )=g_\epsilon ((\epsilon ),(\epsilon )),`$
we read off the coefficients of $`\epsilon `$:

$`\left(\begin{array}{c}\delta _F\widehat{}\\ \delta _F\widehat{}\end{array}\right)=\left(\begin{array}{cc}\frac{f}{}& \frac{f}{}\\ \frac{g}{}& \frac{g}{}\end{array}\right)\left(\begin{array}{c}\delta _F+\frac{F}{}\\ \delta _F\frac{F}{}\end{array}\right).`$
Now as in the proof of Proposition 5.1, we have

$`\left(\begin{array}{cc}\frac{\widehat{}}{x}& \frac{\widehat{}}{x}\\ \frac{\widehat{}}{k}& \frac{\widehat{}}{k}\end{array}\right)\left(\begin{array}{c}\delta _F\widehat{}\\ \delta _F\widehat{}\end{array}\right)=\left(\begin{array}{cc}\frac{}{x}& \frac{}{x}\\ \frac{}{k}& \frac{}{k}\end{array}\right)\left(\begin{array}{c}\delta _F+\frac{F}{}\\ \delta _F\frac{F}{}\end{array}\right).`$
Comparing powers of $`k`$, we have

$`{\displaystyle \frac{}{x}}\left(\delta _F+{\displaystyle \frac{F}{}}\right){\displaystyle \frac{}{x}}\left(\delta _F{\displaystyle \frac{F}{}}\right)=\left(\text{powers }>0\text{ of }k\right),`$
$`{\displaystyle \frac{}{k}}\left(\delta _F+{\displaystyle \frac{F}{}}\right)+{\displaystyle \frac{}{k}}\left(\delta _F{\displaystyle \frac{F}{}}\right)=\left(\text{powers }0\text{ of }k\right).`$
As in the proof of Proposition 5.1, these give

$`{\displaystyle \frac{}{x}}\delta _F{\displaystyle \frac{}{x}}\delta _F`$ $`={\displaystyle \frac{}{x}}F(,)_0,`$
$`{\displaystyle \frac{}{k}}\delta _F+{\displaystyle \frac{}{k}}\delta _F`$ $`={\displaystyle \frac{}{k}}F(,)_{<0}={\displaystyle \frac{}{k}}F(,)_0.`$
Hence

$`\delta _F=`$ $`\{F(,)_0,\},\delta _F=\{F(,)_0,\}.`$
Now from

$`{\displaystyle \frac{(\epsilon )}{s}}=\{\mathrm{log}𝒫(\epsilon ),(\epsilon )\},`$
we have

$`{\displaystyle \frac{}{s}}\delta _F=\{\delta _F\mathrm{log}𝒫,\}+\{\mathrm{log}𝒫,\delta _F\}.`$
Using the results above, we have

$`\{\delta _F\mathrm{log}𝒫,\}=\{{\displaystyle \frac{}{s}}F(,)_0,\}+\{F(,)_0,{\displaystyle \frac{}{s}}\}\{\mathrm{log}𝒫,\{F(,)_0,\}\}`$
$`=`$ $`\{{\displaystyle \frac{}{s}}F(,)_0,\}+\{F(,)_0,\{\mathrm{log}𝒫,\}\}+\{\mathrm{log}𝒫,\{,F(,)_0\}\}`$
$`=`$ $`\{{\displaystyle \frac{}{s}}F(,)_0,\}+\{\{F(,)_0,\mathrm{log}𝒫\},\}.`$
In other words,

$`\{\delta _F\mathrm{log}𝒫{\displaystyle \frac{}{s}}F(,)_0\{F(,)_0,\mathrm{log}𝒫\},\}=0.`$
Similarly, if we use

$$\frac{(\epsilon )}{s}=\{\mathrm{log}𝒫(\epsilon ),(\epsilon )\},$$

we have

$`\{\delta _F\mathrm{log}𝒫{\displaystyle \frac{}{s}}F(,)_0\{F(,)_0,\mathrm{log}𝒫\},\}=0.`$
The next lemma implies that

$$\delta _F\mathrm{log}𝒫\frac{}{s}F(,)_0\{F(,)_0,\mathrm{log}𝒫\}$$

is independent of $`k`$ and $`x`$. Comparing powers of $`k`$, we get

$$\delta _F\mathrm{log}𝒫=\frac{}{s}F(,)_{<0}+\{F(,)_0,\mathrm{log}𝒫\}.$$

###### Lemma 6.2.

If $`𝒜`$ is such that $`\{𝒜,\}=0`$ and $`\{𝒜,\}=0`$ , then $`𝒜`$ is independent of $`k`$ and $`x`$.

###### Proof.

$`\{𝒜,\}=0`$ and $`\{𝒜,\}=0`$ are equivalent to

$`\left(\begin{array}{cc}\frac{}{x}& \frac{}{k}\\ \frac{}{x}& \frac{}{k}\end{array}\right)\left(\begin{array}{c}\frac{𝒜}{k}\\ \frac{𝒜}{x}\end{array}\right)=\left(\begin{array}{c}0\\ 0\end{array}\right).`$
Since $`\{,\}=1`$, this implies that

$$\frac{𝒜}{k}=0,\frac{𝒜}{x}=0.$$

In other words, $`𝒜`$ is independent of $`k`$ and $`x`$. ∎

###### Proposition 6.3.

The infinitesimal symmetries of the $`v_n`$’s are given by

$$\delta _Fv_n=\mathrm{Res}F(,)d_k_n.$$

###### Proof.

The proof follows the same line as Proposition 14 in \[TT95\], see the proof of Proposition 2.7. We have

$`\delta _F|_{\mathrm{fixed}}={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\delta _Fv_n^{n1}.`$
This gives

$`\delta _Fv_n=`$ $`\mathrm{Res}^n\left(\delta _F{\displaystyle \frac{}{}}\delta _F\right)d_k=\mathrm{Res}^nd_kF(,)_0`$
$`=`$ $`\mathrm{Res}(^n)_{>0}d_kF(,)=\mathrm{Res}F(,)d_kB_n.`$
The second equality follows the same as the proof in Proposition 2.7. ∎

###### Proposition 6.4.

(1) The infinitesimal symmetry of the dressing function $`\phi `$ is determined (up to a function of $`s`$) by the relation

$`_{\delta _F,\phi }\phi =F(,)_0,`$
or equivalently, by

$`\delta _F\phi ={\displaystyle \frac{\mathrm{ad}\phi }{e^{\mathrm{ad}\phi }1}}F(,)_0={\displaystyle \frac{T}{e^{\mathrm{ad}T}1}}|_{T=\mathrm{ad}\phi }F(,)_0,`$
where $`\frac{T}{e^{\mathrm{ad}T}1}`$ is understood as a power series of $`T`$.

(2) The infinitesimal symmetry of the function $`\varphi `$ defined in Proposition 2.1 is given (up to a function of $`s`$) by

$`\delta _F\varphi =F(,)_0`$
###### Proof.

First we proof (2). Let $`\varphi (\epsilon )`$ be the function given by Proposition 2.1 corresponding to $`(\epsilon )`$. Since the function $`\varphi (\epsilon )`$ is defined up to functions of $`s`$, it is sufficient to show that

$`{\displaystyle \frac{\delta _F\varphi }{t_n}}={\displaystyle \frac{}{t_n}}F(,)_0=\left({\displaystyle \frac{}{t_n}}F(,)\right)_0.`$
Now

$`{\displaystyle \frac{\delta _F\varphi }{t_n}}=`$ $`\delta _F{\displaystyle \frac{\varphi }{t_n}}=\delta _F(^n)_0=\left(\{F(,)_0,^n\}\right)_0`$
$`=`$ $`\left(\{F(,)_0,(^n)_{>0}\}\right)_0=\left(\{F(,),(^n)_{>0}\}\right)_0`$
$`=`$ $`\left({\displaystyle \frac{}{t_n}}F(,)\right)_0.`$
This prove (2).

Now let $`\phi (\epsilon )`$ be the dressing function of $`(\epsilon )`$. Comparing the coefficient of $`\epsilon `$ in

$`(\epsilon )=e^{\mathrm{ad}\phi (\epsilon )}k,(\epsilon )=e^{\mathrm{ad}\phi (\epsilon )}\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}nt_nk^{n1}+x+{\displaystyle \frac{Ns}{k}}\right),`$
we have

$`\delta _F=\{_{\delta _F,\phi }\phi ,\},\delta _F=\{_{\delta _F,\phi }\phi ,\}.`$
Compare with Proposition 6.1, we have

$`\{_{\delta _F,\phi }\phi F(,)_0,\}=0,\{_{\delta _F,\phi }\phi F(,)_0,\}=0.`$
By Lemma 6.2, this implies that

(6.1) $`_{\delta _F,\phi }\phi F(,)_0`$
is a constant independent of $`x`$. To determine this constant, we have to find the coefficient of $`k^0`$ in $`_{\delta _F,\phi }\phi `$. Writing $`\phi =_{n=0}^{\mathrm{}}\phi _nk^n`$. Comparing the $`k^0`$ term in the identity

$`_{t_n,\phi }\phi =(^n)_0,`$
we have $`\frac{\phi _0}{t_n}=(^n)_0`$. From Proposition 2.1, this implies that up to a function of $`s`$, $`\phi _0=\varphi `$. Hence the $`k^0`$ term in (6.1) is

$`\delta _F\phi _0(F(,))_0=\delta _F\varphi (F(,))_0.`$
By the second part of the proposition we prove above, this vanishes (up to a function of $`s`$). Hence we have the first part of our proposition. ∎

###### Proposition 6.5.

The infinitesimal symmetry of the function $`\mathrm{\Phi }`$ defined by (2.10) is given by

$`\delta _F\mathrm{\Phi }=\mathrm{Res}F(,)d\mathrm{log}𝒫.`$
###### Proof.

Again, since the function $`\mathrm{\Phi }(t)`$ is defined up to a function of $`s`$, it is sufficient to show that

$`{\displaystyle \frac{\delta _F\mathrm{\Phi }}{t_n}}={\displaystyle \frac{}{t_n}}\left(\mathrm{Res}F(,)d\mathrm{log}𝒫\right).`$
From (2.10) and Proposition 6.3,

$`{\displaystyle \frac{\delta _F\mathrm{\Phi }}{t_n}}=\delta _F{\displaystyle \frac{\mathrm{\Phi }}{t_n}}=\delta _F{\displaystyle \frac{v_n}{s}}={\displaystyle \frac{\delta _Fv_n}{s}}={\displaystyle \frac{}{s}}\mathrm{Res}F(,)d_k(^n)_0`$
$`=`$ $`\mathrm{Res}\{\mathrm{log}𝒫,F(,)\}d_k_n+\mathrm{Res}{\displaystyle \frac{(^n)_0}{s}}d_kF(,)`$
$`=`$ $`\mathrm{Res}\left({\displaystyle \frac{\mathrm{log}𝒫}{k}}{\displaystyle \frac{F(,)}{x}}{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{F(,)}{k}}\right){\displaystyle \frac{_n}{k}}dk`$
$`+\mathrm{Res}{\displaystyle \frac{\mathrm{log}𝒫}{t_n}}d_kF(,)+\mathrm{Res}\left({\displaystyle \frac{\mathrm{log}𝒫}{k}}{\displaystyle \frac{_n}{x}}{\displaystyle \frac{\mathrm{log}𝒫}{x}}{\displaystyle \frac{_n}{k}}\right){\displaystyle \frac{F(,)}{k}}dk`$
$`=`$ $`\mathrm{Res}\{_n,F(,)\}d_k\mathrm{log}𝒫+\mathrm{Res}{\displaystyle \frac{\mathrm{log}𝒫}{t_n}}d_kF(,)`$
$`=`$ $`{\displaystyle \frac{}{t_n}}\mathrm{Res}F(,)d_k\mathrm{log}𝒫.`$
###### Remark 6.6.

Observe that in the special case $`𝒫=k`$, $`\varphi =\mathrm{\Phi }`$. In fact in this case

$`\mathrm{Res}F(,)d_k\mathrm{log}𝒫=\mathrm{Res}F(,)d\mathrm{log}k=F(,)_0.`$
###### Remark 6.7.

Compare the infinitesimal symmetries of $`,𝒫,v_n,\mathrm{\Phi },\phi `$ given in the Propositions above with the $`t_n`$ flows of this quantities, it suggests that the Hamiltonian vector field generate by the function $`F(k,x)=k^n`$ is equivalent to $`\frac{}{t_n}`$. The discrepancy between the $`t_n`$ flow of $``$ with the infinitesimal symmetry of $``$ when $`F(k,x)=k^n`$ is because $``$ depends explicitly on $`t_n`$, but we enforce $`\delta _Ft_n=0`$.

It is worth notice that if $``$ is a solution to our dcmKP hierarchy with $`𝒫=k`$ and $`(f,g)`$ an associated twistor data, then for any function $`F(k,x)`$, since

$`{\displaystyle \frac{F(,)}{s}}=\{\mathrm{log}𝒫,F(,)\}={\displaystyle \frac{1}{k}}{\displaystyle \frac{F(,)}{x}},`$
we have

$`{\displaystyle \frac{(F(,))_{<0}}{s}}={\displaystyle \frac{1}{k}}{\displaystyle \frac{(F(,))_0}{x}}.`$
Hence from Proposition 6.1, we have

$`\delta _F\mathrm{log}𝒫=0.`$
In other words, the class of special solutions $`𝒫=k`$ is stable under the $`w_{1+\mathrm{}}`$ action.

### 6.1. Symmetries extended to tau functions

The above symmetries can be extended to tau functions as follows.

###### Proposition 6.8.

The infinitesimal symmetries of the tau function is given (up to a function of $`s`$) by

$`\delta _F\mathrm{log}\tau =\mathrm{Res}F^x(,)d_k,`$
where $`F^x(k,x)`$ is a primitive function of $`F(k,x)`$ normalized as

$$F^x=_0^xF(k,y)𝑑y.$$

It is compatible with the flows:

$`{\displaystyle \frac{}{t}}\delta _F\mathrm{log}\tau =\delta _F{\displaystyle \frac{\mathrm{log}\tau }{t}},`$
where $`t=s`$ or $`t_n`$’s.

###### Proof.

Let

$`F^x(,)={\displaystyle \underset{m}{}}F^m(t)^m,`$
so that $`\mathrm{Res}F^x(,)d_k=F_1(t)`$. Then we have to show that

(6.2) $`{\displaystyle \frac{F_1(t)}{t}}=\delta _F{\displaystyle \frac{\mathrm{log}\tau }{t}},`$
for $`t=s`$ or $`t_n`$’s. Since the term $`F_m(t)`$’s come purely from $``$, we have

$`{\displaystyle \underset{m}{}}{\displaystyle \frac{F_m(t)}{t}}^m={\displaystyle \frac{F^x}{}}{\displaystyle \frac{}{t}}|_{\mathrm{fixed}}=F(,){\displaystyle \frac{}{t}}|_{\mathrm{fixed}}`$
Hence as we have seen in the proof of Proposition 2.7,

$`{\displaystyle \frac{F_1(t)}{t}}=\mathrm{Res}F(,){\displaystyle \frac{}{t}}|_{\mathrm{fixed}}d_k=\mathrm{Res}F(,)d_k𝒜,`$
where $`𝒜=_n`$ if $`t=t_n`$ and $`𝒜=\mathrm{log}𝒫`$ if $`t=s`$. Since $`\frac{\mathrm{log}\tau }{t}=v_n`$ if $`t=t_n`$ and $`\frac{\mathrm{log}\tau }{t}=\mathrm{\Phi }`$ if $`t=s`$, it follows from Propositions 6.3 and 6.5 that (6.2) holds. ∎

The $`w_{1+\mathrm{}}`$ algebra structure is reflected as follows.

###### Proposition 6.9.

For the functions $`F_1(k,x)`$ and $`F_2(k,x)`$, the infinitesimal symmetries obey the commutation relations:

$`[\delta _{F_1},\delta _{F_2}]\mathrm{log}\tau `$ $`=\delta _{\{F_1,F_2\}}\mathrm{log}\tau +c(F_1,F_2),`$
$`[\delta _{F_1},\delta _{F_2}]𝒦`$ $`=\delta _{\{F_1,F_2\}}𝒦,𝒦\{,,𝒫\},`$
$`[\delta _{F_1},\delta _{F_2}]\phi `$ $`=\delta _{\{F_1,F_2\}}\phi ,`$
$`[\delta _{F_1},\delta _{F_2}]\mathrm{\Phi }`$ $`=\delta _{\{F_1,F_2\}}\mathrm{\Phi },`$
$`[\delta _{F_1},\delta _{F_2}]\varphi `$ $`=\delta _{\{F_1,F_2\}}\varphi ,`$
where

$$c(F_1,F_2)=\mathrm{Res}F_1(k,0)d_kF_2(k,0),$$

a cocycle of the $`w_{1+\mathrm{}}`$ algebra.

###### Proof.

The proof of the first identity follows exactly the same as Proposition 16 in \[TT95\]. The second and fourth identities follows from the first one and the consistency of the infinitesimal symmetries of $`\tau `$ with time flows.

To prove the last identity, we have

$`\delta _{F_1}\delta _{F_2}\varphi =\delta _{F_1}\left(F_2(,)\right)_0`$
$`=\left(\{(F_1(,))_0,F_2(,)\}\right)_0`$
$`=\left({\displaystyle \frac{(F_1(,))_0}{k}}{\displaystyle \frac{F_2(,)}{x}}{\displaystyle \frac{(F_1(,))_0}{x}}{\displaystyle \frac{F_2(,)}{k}}\right)_0`$
$`=\left({\displaystyle \frac{(F_1(,))_0}{k}}{\displaystyle \frac{(F_2(,))_{>0}}{x}}{\displaystyle \frac{(F_1(,))_0}{x}}{\displaystyle \frac{(F_2(,))_{>0}}{k}}\right)_0`$
Hence

$`[\delta _{F_1},\delta _{F_2}]\mathrm{\Phi }=\delta _{F_1}\delta _{F_2}\mathrm{\Phi }\delta _{F_2}\delta _{F_1}\mathrm{\Phi }`$
$`=`$ $`\left({\displaystyle \frac{(F_1(,))_0}{k}}{\displaystyle \frac{(F_2(,))_{>0}}{x}}{\displaystyle \frac{(F_1(,))_0}{x}}{\displaystyle \frac{(F_2(,))_{>0}}{k}}\right)_0`$
$`+\left({\displaystyle \frac{(F_2(,))_0}{k}}{\displaystyle \frac{(F_1(,))_{>0}}{x}}{\displaystyle \frac{(F_2(,))_0}{x}}{\displaystyle \frac{(F_1(,))_{>0}}{k}}\right)_0`$
$`=`$ $`\left({\displaystyle \frac{F_1(,)}{k}}{\displaystyle \frac{F_2(,)}{x}}{\displaystyle \frac{F_1(,)}{x}}{\displaystyle \frac{F_2(,)}{k}}\right)_0`$
$`=`$ $`\left(\{F_1,F_2\}(,)\right)_0=\delta _{\{F_1,F_2\}}\varphi .`$
For the third identity, observe that from the proof of Proposition 6.4, we have $`\phi _0=\varphi `$. From

$`e^{\mathrm{ad}\phi }x`$ $`=x+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}v_n^{n1}`$
$`=x+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(v_n+(\text{polynomials in }\{u_1,\mathrm{},u_{n1},v_1,\mathrm{},v_{n1}\}))k^{n1},`$
we can prove by induction that

$`v_n+(\text{polynomials in }\{u_1,\mathrm{},u_{n1},v_1,\mathrm{},v_{n1}\})`$
$`=n\phi _n+(\text{differential polynomials of }\{\varphi _0,\mathrm{},\varphi _{n1}\}),`$
where the differential is taken with respect to $`x`$. Hence, solving recursively, we have for $`n1`$,

$`\phi _n={\displaystyle \frac{v_n}{n}}+(\text{differential polynomials of }\{u_1,\mathrm{},u_{n1},v_1,\mathrm{},v_{n1}\text{}}).`$
Hence the third identity follows from the second and fifth identities and the consistency between the infinitesimal symmetries and the $`t`$-flows. ∎

## 7. Concluding remarks

We have defined a dcmKP hierarchy which incorporate both the ones defined by Kupershmidt, Chang and Tu \[Kup90, CT00\] and Takebe \[Tak02\]. Our motivation is to define a tau function for dmKP hierarchy in Kupershmidt, Chang and Tu’s version, so that it plays the role of transition between the dToda hierarchy and dKP hierarchy. From our point of view, a good tau function should generate all the coefficients $`u_n`$’s in the formal power series $``$. Hence, we find that it is necessary to introduce an extra flow $`s`$. In our dcmKP hierarchy, the special case $`𝒫=k`$ has a tau function with the desired property, namely it generates the coefficients $`u_n`$’s. For general $`𝒫`$, it does not have this property. However, our approach can be directly generalized to several extra flows $`s_1,s_2,\mathrm{},s_M`$ with $`M`$ auxiliary polynomials $`𝒫_1,𝒫_2,\mathrm{},𝒫_M`$ to govern the flows. If one of the $`P_i`$ is equal to $`k`$, then we will find a good tau function. As a matter of fact, $`𝒫`$ need not be a polynomial. What we require is that the coefficient of the leading term is one.

Our dcmKP hierarchy can also be considered as a quasiclassical limit of a corresponding coupled modified KP (cmKP) hierarchy. It will be interesting to establish the existence of a tau function in the cmKP hierarchy, so that its quasiclassical limit is our dispersionless tau function.

Acknowledgments. We greatly appreciate stimulating discussions with J.H. Chang, M.H. Tu and J.C. Shaw. This work is partially supported by NSC grant NSC 91-2115-M-009-017.