The Sylvester equation and integrable equations: I. The Korteweg-de Vries system and sine-Gordon equation

TL;DR

This paper reveals how the Sylvester matrix equation underpins various integrable systems like KdV and sine-Gordon, unifying discrete and continuous approaches and offering new insights into their interconnections.

Contribution

It introduces a scalar function linked to the Sylvester equation that generates integrable equations and unifies discrete and continuous methods in the study of integrable systems.

Findings

Derived discrete equations for $S^{(i,j)}$ that lead to integrable PDEs.

Established a link between Sylvester equation solutions and tau functions.

Unified continuous and discrete integrable system approaches.

Abstract

The paper is to reveal the direct links between the well known Sylvester equation in matrix theory and some integrable systems. Using the Sylvester equation $\boldsymbol{K} \boldsymbol{M}+\boldsymbol{M} \boldsymbol{K}=\boldsymbol{r}\, \boldsymbol{s}^{T}$ we introduce a scalar function $S^{(i,j)}=\boldsymbol{s}^{T}\, \boldsymbol{K}^j(\boldsymbol{I}+\boldsymbol{M})^{-1}\boldsymbol{K}^i\boldsymbol{r}$ which is defined as same as in discrete case. $S^{(i,j)}$ satisfy some recurrence relations which can be viewed as discrete equations and play indispensable roles in deriving continuous integrable equations. By imposing dispersion relations on $\boldsymbol{r}$ and $\boldsymbol{s}$, we find the Korteweg-de Vries equation, modified Korteweg-de Vries equation, Schwarzian Korteweg-de Vries equation and sine-Gordon equation can be expressed by some discrete equations of $S^{(i,j)}$ defined on certain points. Some special matrices are used to solve the Sylvester equation and prove symmetry property $S^{(i,j)}=S^{(i,j)}$. The solution $\boldsymbol{M}$ provides $\tau$ function by $\tau=|\boldsymbol{I}+\boldsymbol{M}|$. We hope our results can not only unify the Cauchy matrix approach in both continuous and discrete cases, but also bring more links for integrable systems and variety of areas where the Sylvester equation appears frequently.