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# Contents

## 1. Introduction

From the very beginning quantum mechanics served as a rich source of good mathematical problems. It played a major role in the development of the theory of generalized functions, functional analysis, path integrals, to name a few. In the last two decades the “quantum” disease became so widespread in mathematics that it is difficult to guarantee that a randomly chosen mathematical term will not get its cousin with such an adjective in the foreseeable future (if it does not have already). The influence of quantum mechanics upon the theory of special functions is also indispensable. A bright example is given by the angular momentum theory which has lead to the Racah polynomials. An aim of this lecture is to outline another fruitful interplay between these two scientific fields inspired by the factorization method.

This method was suggested by Schrödinger as a convenient operator language tool for working with quantum mechanical spectral problems . It was reformulated as a problem of searching of the factorization chain solutions by Infeld . The review  became a basic reference in this field. A fairly recent revival of the interest to this method occurred due to the discovery of its relation to the notion of supersymmetry (see, e.g. the review  and references therein). The author himself turned to this subject from the quantum chromodynamics due to an idea of a generalization of the supersymmetric quantum mechanics . Although it was clear that special functions play an important role in this formalism, it took some time to recognize that, heuristically, special functions are defined in this approach as the functions appearing from similarity reductions of the factorization chain (for a more precise formulation, see the Appendix).

From the mathematical side, a related techniques for solving linear ordinary differential equations of the second order was proposed by Darboux long ago . Its various generalizations are referred to in the modern theory of completely integrable systems as the Laplace, Darboux, Bäcklund, dressing, etc transformations ; in the analysis of isomonodromic deformations one deals with the Schlesinger transformations . In the theory of special functions such transformations appear as contiguity relations. An important step in the development of the subject was performed in a series of papers by Burchnall and Chaundy , which contain even some parts of the operator formulation of the approach (“the transference”). For a completeness, let us mention also the terms “shift operator” and “transmutation”, which are used in some other variations of the formalism. For a rigorous mathematical treatment of some aspects of the Darboux transformations technique or the factorization method, see .

As far as the discrete recurrence relations are concerned, actually, it is the Christoffel’s theory of kernel polynomials that provides a first constructive approach of such kind to spectral problems. This theory is based upon the simplest discrete analogue of the Darboux transformations. A complementary part to this Christoffel’s transformation was found by Geronimus in . First applications of the Schrödinger’s factorization method to finite-difference equations is given in . Recent developments in this direction are reviewed in . Let us remark that the same techniques was rediscovered in the works on numerical calculations of matrix eigenvalues. More precisely, the well-known numerical $`LR,QR,g`$-algorithms, etc provide particular instances of the chains of discrete Darboux transformations. The literature on the taken subject is enormous, it is not possible to describe all its branches. The list of references given at the end of this manuscript is not complete, it contains mainly the papers encountered by the author during his own work (additional lists can be found in ).

Despite of a vast variety of existing constructions, part of which was just mentioned, we limit ourselves in this lecture to the simplest possible case based upon the stationary one-dimensional Schrödinger equation

$$L\psi (x)=\psi _{xx}(x)+u(x)\psi (x)=\lambda \psi (x),$$
(1)
describing the motion of a non-relativistic particle on the line $`x𝐑`$ in the potential field $`u(x)`$, which is assumed to be bounded from below. The operator $`L`$ is called the Hamiltonian or the Schrödinger operator. For convenience, the particle’s mass variable and the Planck’s constant $`\mathrm{}`$ are removed by rescalings of the coordinate $`x`$ and the energy $`\lambda `$. The equation (1) describes an eigenvalue problem for $`L`$ and the eigenvalues (or the permitted bound states energies of the quantum particle) are determined from the condition that the modulus of the wave function $`\psi (x)`$ is square integrable, $`\psi (x)L^2(𝐑)`$.

Depending on the physical situation, the real line $`𝐑`$ may be replaced by an interval with an appropriate boundary conditions upon $`\psi (x)`$. However, if one is interested not in the spectra themselves, but in the differential operators $`L`$ with some formal properties, then it is convenient to take $`x,\lambda 𝐂`$.

## 2. The factorization method

Let us factorize the second order differential operator $`L=d^2/dx^2+u(x)`$ as a product of two first order ones up to some real constant $`\lambda _0`$:

$$L=A^+A^{}+\lambda _0,A^\pm =d/dx+f(x).$$
(2)
The function $`f(x)`$ is a solution of the Riccati equation $`f^2(x)f_x(x)+\lambda _0=u(x)`$. Substitution of the ansatz $`f(x)=\varphi _{0,x}(x)/\varphi _0(x)`$ shows that $`\varphi _{0,xx}(x)+u(x)\varphi _0(x)=\lambda _0\varphi _0(x)`$, i.e. $`\varphi _0(x)`$ is a solution of the original Schrödinger equation (1) for $`\lambda =\lambda _0`$.

If $`f(x)`$ is a smooth function, then $`A^+`$ is a hermitean conjugate of $`A^{}`$ in $`L^2(𝐑)`$ and $`L`$ is a self-adjoint operator. Under these circumstances $`\lambda _0`$ cannot be bigger than the smallest eigenvalue of $`L`$. Suppose that $`\lambda _0`$ is the smallest eigenvalue of $`L`$, and let $`\psi _0(x)`$ be the corresponding eigenfunction. It is well known that $`\psi _0(x)`$ is nodeless and may be normalized to have the unit norm, $`\psi _0^2=_{\mathrm{}}^{\mathrm{}}|\psi _0(x)|^2𝑑x=1.`$ Then,

$$\varphi _0(x)=a\psi _0(x)+b\psi _0(x)^x\frac{dy}{\psi _0^2(y)},$$

where $`a,b`$ are arbitrary constants, is the general solution of the equation $`L\varphi _0=\lambda _0\varphi _0`$. For $`b0`$, the resulting $`f(x)`$ is singular at some point and the operators $`A^\pm `$ in (2) are not well defined. Let us exclude this situation, i.e. set $`a=1,b=0`$.

Using the lowest eigenvalue eigenfunction of $`L`$, one can always factorize $`L`$ as described in (2) with the well-defined operators $`A^\pm `$. Vice versa, if one manages to find the factorization (2) such that the zero mode $`\psi _0`$ of the operator $`A^{}`$, $`A^{}\psi _0=0`$, belongs to $`L^2(𝐑)`$ and $`f(x)`$ is not singular, then $`\lambda _0`$ is the lowest eigenvalue and

$$\psi _0(x)=\frac{e^{_0^xf(y)𝑑y}}{\left(_{\mathrm{}}^{\mathrm{}}e^{2_0^xf(y)𝑑y}𝑑x\right)^{1/2}}$$
(3)
is the corresponding normalized eigenfunction.

Let us define now a new Schrödinger operator $`\stackrel{~}{L}`$ by the permutation of the operator factors in (2)

$$\stackrel{~}{L}=A^{}A^++\lambda _0,$$
(4)
whose potential has the form $`\stackrel{~}{u}(x)=f^2(x)+f_x(x)+\lambda _0`$. Evidently, one has the intertwining relations

$$LA^+=A^+\stackrel{~}{L},A^{}L=\stackrel{~}{L}A^{},$$
(5)
playing the key role in the formalism. From (5) one deduces that if $`\psi (x)`$ satisfies (1), then the functions $`\stackrel{~}{\psi }=A^{}\psi `$ provide formal eigenfunctions of $`\stackrel{~}{L}`$. Indeed,

$$\stackrel{~}{L}\stackrel{~}{\psi }=\stackrel{~}{L}(A^{}\psi )=A^{}(L\psi )=\lambda (A^{}\psi ).$$
(6)
Actually, this gives general solutions of the differential equation $`\stackrel{~}{L}\stackrel{~}{\psi }=\lambda \stackrel{~}{\psi }`$ for all $`\lambda `$, except of the point $`\lambda =\lambda _0`$, where the zero mode of $`A^{}`$ is located. This problem is curable since one can find the general solution of the equation $`\stackrel{~}{L}\stackrel{~}{\varphi }_0=\lambda _0\stackrel{~}{\varphi }_0`$ separately:

$$\stackrel{~}{\varphi }_0(x)=\frac{g}{\psi _0(x)}+\frac{e}{\psi _0(x)}^x\psi _0^2(y)𝑑y,$$
(7)
where $`g,e`$ are arbitrary constants and $`\psi _0`$ is the lowest eigenvalue eigenfunction of $`L`$ (note that $`A^+\psi _0^1=0`$).

Denote as $`\lambda _n,\stackrel{~}{\lambda }_n`$ and $`\psi _n,`$ $`\stackrel{~}{\psi }_n=A^{}\psi _n`$ discrete eigenvalues and corresponding eigenfunctions of $`L`$ and $`\stackrel{~}{L}`$ respectively. From (6) it follows that the spectra $`\lambda _n`$ and $`\stackrel{~}{\lambda }_n`$ almost coincide $`\stackrel{~}{\lambda }_n=\lambda _n,n=1,2,\mathrm{}`$. The only difference that may occur in these spectra concerns the zero mode of the operator $`A^{}`$. In fact, the point $`\lambda =\lambda _0`$ does not belong to the spectrum of $`\stackrel{~}{L}`$. Indeed, since $`\psi _0L^2(𝐑)`$, it follows that $`\psi _0^1L^2(𝐑)`$, and, as a result, for any $`g,e`$ the function (7) cannot be normalizable.

Thus, $`\lambda _1`$ is the lowest eigenvalue of $`\stackrel{~}{L}`$ and the point $`\lambda _0`$ was “deleted” from the spectrum of $`L`$. Repeating the same procedure once more, i.e. taking $`\stackrel{~}{L}=\stackrel{~}{A}^+\stackrel{~}{A}^{}+\lambda _1`$ and permuting the operator factors, one can delete the point $`\lambda =\lambda _1`$, etc. This procedure allows one to remove an arbitrary number of smallest eigenvalues of $`L`$. Often it is much easier to find the smallest eigenvalue of a given operator than the other ones. If the lowest eigenvalue of $`\stackrel{~}{L}`$ is determined separately by some means, then, by construction, it will coincide with the second eigenvalue of $`L`$, etc. This observation is the central one in the factorization method  since it reduces the problem of finding complete discrete spectrum of a taken operator to the problem of finding lowest eigenvalues of a sequence of operators built from $`L`$ by the “factorize and permute” algorithm.

One can invert the procedure of a deletion of the smallest eigenvalue. Namely, a given $`\stackrel{~}{L}`$ with known lowest eigenvalue $`\lambda _1`$ may be factorized as $`\stackrel{~}{L}=A^{}A^++\lambda _0`$, with $`\lambda _0<\lambda _1`$. If the zero mode of $`A^{}`$ is normalizable, then the operator $`L=A^+A^{}+\lambda _0`$ has the same spectrum as $`\stackrel{~}{L}`$ with an additional inserted eigenvalue at an arbitrary point $`\lambda =\lambda _0`$. If one factorizes $`L`$ (or $`\stackrel{~}{L}`$) in such a way that $`f(x)`$ is a non-singular function, but none of the zero modes of the operators $`A^\pm `$ are normalizable, then the discrete spectra of $`L`$ and $`\stackrel{~}{L}`$ coincide completely (an isospectral situation).

There are more complicated possibilities for changing spectral data of a given Schrödinger operator $`L`$. E.g., if the first factorization is “bad”, in the sense that $`\stackrel{~}{L}`$ has a singular potential and considerations given above are not valid, then one may demand that after a number of additional refactorizations one gets a well defined self-adjoint Schrödinger operator. In this way one can delete not only the lowest eigenvalues of $`L`$ or to insert the new ones, but delete or insert a bunch of spectral points above the smallest one . In particular, two step refactorization procedure allows one to imbed an eigenvalue into the continuous spectrum, etc .

Let us give now a “discrete time” formulation of the construction. Denote $`LL_j`$ and $`\stackrel{~}{L}L_{j+1}`$ and take $`j𝐙`$ ($`j`$ may be treated as a continuous parameter and we could denote $`\stackrel{~}{L}L_{j1}`$ — all this is a matter of agreement). This gives an infinite sequence of Schrödinger operators $`L_j=d^2/dx^2+u_j(x)`$ with formal factorizations

$$L_j=A_j^+A_j^{}+\lambda _j,A_j^\pm =d/dx+f_j(x).$$
(8)
Neighboring $`L_j`$ are connected to each other via the a͡bstract factorization chain

$$L_{j+1}=A_{j+1}^+A_{j+1}^{}+\lambda _{j+1}=A_j^{}A_j^++\lambda _j.$$
(9)
Intertwining relations take the form

$$A_j^{}L_j=L_{j+1}A_j^{},L_jA_j^+=A_j^+L_{j+1}.$$

Substituting explicit forms of $`A_j^\pm `$ into (9) one gets a differential-difference equation upon $`f_j(x)`$:

$$(f_j(x)+f_{j+1}(x))_x+f_j^2(x)f_{j+1}^2(x)=\mu _j\lambda _{j+1}\lambda _j.$$
(10)
This chain was derived in  and the problem of searching “exactly solvable” spectral problems was formulated as a problem of the search of solutions of (10) such that the points $`\lambda _j`$ define the discrete spectrum of an operator $`L`$, say, $`LL_0`$. E.g., one may try to find solutions of the equation (10) $`f_j(x)`$ in the form of power series in $`j`$ ($`\lambda _j`$ are considered as unknown functions of $`j`$). As shown in  the finite term expansion occurs iff $`f_j(x)=a(x)j+b(x)+c(x)/j`$, where $`a,b,c`$ are some elementary functions of $`x`$. This leads to the $`{}_{2}{}^{}F_{1}^{}`$ hypergeometric function and well known “old” exactly solvable potentials of quantum mechanics.

As evident from the construction, the constants $`\lambda _j,j0,`$ determine the smallest eigenvalues of $`L_j`$ under the condition that the zero modes of $`A_j^{}`$ are normalizable and $`f_j(x)`$ are not singular. In general, the $`jj+1`$ transitions may describe all three possibilities — removal or insertion of an eigenvalue and isospectral transformations (sometimes it is convenient to parameterize inserted eigenvalues as $`\lambda _0>\lambda _1>\mathrm{}>\lambda _n`$).

For a positive integer $`n`$, let us introduce the operators

$$M_j^{}=A_{j+n1}^{}\mathrm{}A_{j+1}^{}A_j^{},M_j^+=A_j^+A_{j+1}^+\mathrm{}A_{j+n1}^+.$$

The intertwining relations

$$L_{j+n}M_j^{}=M_j^{}L_j,M_j^+L_{j+n}=L_jM_j^+$$

guarantee that for almost all $`\lambda `$ solutions of the equations $`L_j\psi ^{(j)}=\lambda \psi ^{(j)}`$ and $`L_{j+n}\psi ^{(i+n)}=\lambda \psi ^{(j+n)}`$ are related to each other as $`\psi ^{(j+n)}M_j^{}\psi ^{(j)}`$ and $`\psi ^{(j)}M_j^+\psi ^{(j+n)}`$. As a result, the product $`M_j^+M_j^{}`$ should commute with $`L_j`$ and $`M_j^{}M_j^+`$ should commute with $`L_{j+n}`$. A simple computation leads to the equalities

$$M_j^+M_j^{}=\underset{k=0}{\overset{n1}{}}(L_j\lambda _{j+k}),M_j^{}M_j^+=\underset{k=0}{\overset{n1}{}}(L_{j+n}\lambda _{j+k}).$$
(11)
Let $`\psi ^{(j)}(x)L^2(𝐑)`$ be an eigenfunction of $`L_j`$ with the eigenvalue $`\lambda `$ and some finite norm $`\psi ^{(j)}`$. If we set $`\psi ^{(j+n)}=M_j^{}\psi ^{(j)}`$, then

$$\psi ^{(j+n)}^2=(\lambda \lambda _j)\mathrm{}(\lambda \lambda _{j+n1})\psi ^{(j)}^2.$$

Zeroes on the r.h.s. for $`\lambda =\lambda _k`$ for some $`k`$ indicate that the corresponding eigenvalues were deleted from the spectrum. Under the condition that zero modes of $`A_j^{},j=0,\mathrm{},n1,`$ are normalizable and nodeless, $`A_j^{}\psi _0^{(j)}=0`$, $`\psi _0^{(j)}=1`$, one finds that the functions

$$\psi _n^{(0)}(x)=\frac{A_0^+\mathrm{}A_{n1}^+\psi _0^{(n)}(x)}{\sqrt{(\lambda _n\lambda _{n1})\mathrm{}(\lambda _n\lambda _0)}}$$

define the unit norm eigenfunctions of $`L_0`$ with the eigenvalues $`\lambda _n`$: $`L_0\psi _n^{(0)}=\lambda _n\psi _n^{(0)}`$ and $`\psi _n^{(0)}=1`$.

The main advantage of the factorization method consists in its pure operator language formulation. One may replace the Schrödinger operator by any other (higher order differential, finite-difference, integral, etc) operator $`L`$ admitting factorizations into the well defined operator factors of a simpler nature $`A^\pm `$ (for some applications they are not necessarily hermitean conjugates of each other). In all cases one deals with the abstract operator factorization chain (9) with an appropriate interpretation of the constants $`\lambda _j`$. It should be noted that this method does not have straightforward generalizations to the multidimensional spectral problems, only some of its features are preservable, see e.g. .

## 3. Supersymmetry

Supersymmetry is a symmetry between bosonic and fermionic degrees of freedom of particular physical systems. The corresponding symmetry algebras are distinguished from the standard Lie algebras by the presence of anticommutator relations. The simplest superalgebra is realized upon two neighboring operators in the factorization chain. Define the matrix operators (supercharges)

$$Q^+=\left(\begin{array}{cc}0& A^+\\ 0& 0\end{array}\right),Q^{}=\left(\begin{array}{cc}0& 0\\ A^{}& 0\end{array}\right),$$

where $`A^\pm `$ are the factorization operators defined in (2). They form the following algebra (see, e.g. )

$$\{Q^+,Q^{}\}=H,[H,Q^\pm ]=(Q^\pm )^2=0,$$
(12)
where the Hamiltonian

$$H=\left(\begin{array}{cc}L\lambda _0& 0\\ 0& \stackrel{~}{L}\lambda _0\end{array}\right)=\frac{d^2}{dx^2}+f^2(x)f_x(x)\sigma _3$$

describes a particle with spin 1/2 (a fermionic variable) on the line in an external magnetic field, $`\sigma _3`$ is the Pauli matrix. In terms of the hermitean supercharges $`Q_1=Q^++Q^{},Q_2=(Q^+Q^{})/i`$, the algebra takes the form $`\{Q_i,Q_j\}=2H\delta _{ij},[H,Q_i]=0`$.

As a formal consequence of the algebra (12) the discrete spectrum of $`H`$ is doubly degenerate (such degeneracies are characteristic to the supersymmetry) with possible exception of the lowest eigenvalue which cannot be negative (this is another constraint upon the supersymmetric systems).

This simple construction was generalized in  to a symmetry between particles with parastatistics. The corresponding symmetry algebras are polynomial in the generators. E.g., in the simplest case involving a parafermion of the second order (or the spin 1 particle) $`H`$ is given by a $`3\times 3`$ diagonal matrix with the entries $`L_0,L_1,L_2`$, the corresponding symmetry generators being $`(Q^+)_{ij}=A_i^+\delta _{i,j1}`$ and its conjugate. For the hermitean charges $`Q_{1,2}`$ defined as above, one has now cubic relations

$$Q_i(\{Q_j,Q_k\}2H\delta _{jk})+\text{cyclic perm. of }i,j,k=0,[H,Q_i]=0.$$
(13)
The discrete spectrum of $`H`$ is now triply degenerate with possible exception of two smallest eigenvalues.

One can go further and propose other modifications of the algebra (12). For instance, one can $`q`$-deform it :

$$Q^+Q^{}+q^2Q^{}Q^+=H,(Q^\pm )^2=0,HQ^\pm =q^{\pm 2}Q^\pm H.$$

This lifts the degeneracy of spectra, but creates a nontrivial scaling relation between spectral points. As a result, it opens a way for building various $`q`$-harmonic oscillator models. Another construction proposed in  refers to a polynomials generalization of (12). It appears after a reduction of the algebra (13) and similar higher order polynomial relations to a two-dimensional subspace of eigenfunctions:

$$\{Q^+,Q^{}\}=P_n(H),[H,Q^\pm ]=(Q^\pm )^2=0,$$

where $`P_n(H)=_{k=0}^{n1}(H\lambda _k)`$ and

$$Q^+=\left(\begin{array}{cc}0& A_0^+\mathrm{}A_{n1}^+\\ 0& 0\end{array}\right),Q^{}=\left(\begin{array}{cc}0& 0\\ A_{n1}^{}\mathrm{}A_0^{}& 0\end{array}\right),H=\left(\begin{array}{cc}L_0& 0\\ 0& L_n\end{array}\right).$$

This is a pure supersymmetry again in the sense of a symmetry between bosons and fermions. However, the consequences are quite different from the standard case (12). In particular, there are no such severe constraints upon the smallest eigenvalue of $`H`$ (the vacuum energy).

All these general constructions are useful because they contain new concepts providing nonstandard viewpoints upon physical systems and new mathematical tools for their exploration. Special functions emerge when one starts to work with particular “exactly solvable” models with such symmetries.

## 4. Darboux transformations

Let us describe the Darboux transformations technique in its modern appearance. Consider compatibility conditions of the following three linear equations

$$L_j\psi ^{(j)}(x,t)=\lambda \psi ^{(j)}(x,t),L_j_x^2+u_j(x,t),$$
(14)
$$\psi ^{(j+1)}(x,t)=A_j^{}\psi ^{(j)}(x,t),A_j^{}_x+f_j(x,t),$$
(15)
$$\psi _t^{(j)}(x,t)=B_j\psi ^{(j)}(x,t),B_j4_x^3+6u_j(x,t)_x+3u_{j,x}(x,t),$$
(16)
where $`t`$ is some additional continuous parameter (“evolution time”) and $`u_j(x,t),f_j(x,t)`$ are some free functions. The compatibility condition of (14) and (15) generates the intertwining relation $`A_j^{}L_j=L_{j+1}A_j^{}`$, the resolution of which yields the constraints $`u_j=f_j^2f_{j,x}+\lambda _j,`$ $`u_{j+1}=u_j+2f_{j,x}`$, where $`\lambda _j`$ is an integration constant. Thus one arrives again to the infinite chain of nonlinear differential-difference equations (10) and the formal factorizations (8).

The compatibility condition of the equations (14) and (16) yields the celebrated Korteweg-de Vries (KdV) equation:

$$u_{j,t}(x,t)6u_j(x,t)u_{j,x}(x,t)+u_{j,xxx}(x,t)=0,$$
(17)
a completely integrable Hamiltonian system with an infinite number of degrees of freedom . If we express $`u_j(x,t)`$ through $`f_j(x,t)`$ in the equation (17), then it takes the form

$$(_x+2f_j)V_j(x,t)=0,V_j(x,t)f_{j,t}6(f_j^2+\lambda _j)f_{j,x}+f_{j,xxx}.$$

It appears that the compatibility conditions of this equation with the Darboux transformation (15) imposes an additional non-trivial constraint $`V_j=0`$, which is called the modified KdV equation.

A substitution of $`f_j=\varphi _{0,x}^{(j)}/\varphi _0^{(j)}`$ into the relation $`u_j=f_j^2f_{j,x}+\lambda _j`$ yields $`\varphi _{0,xx}^{(j)}+u_j\varphi _0^{(j)}=\lambda _j\varphi _0^{(j)}`$ and the Darboux transformation (15) takes the form:

$$\psi ^{(j+1)}=(\varphi _0^{(j)}\psi _x^{(j)}\varphi _{0,x}^{(j)}\psi ^{(j)})/\varphi _0^{(j)},$$

where $`\varphi _0^{(j)}`$ is a particular solution of the $`j`$-th equation in the sequence (14) for $`\lambda =\lambda _j`$.

Let $`L_j\varphi _k^{(j)}=\lambda _{j+k}\varphi _k^{(j)}`$, i.e. let $`\varphi _k^{(j)}(x,t)`$ are formal eigenfunctions of $`L_j`$ with the eigenvalues $`\lambda _{j+k}`$ equal to constants of integration mentioned above for all $`k`$. Denote as $`W(\varphi _1,\mathrm{},\varphi _n)=det(_x^{i1}\varphi _k)`$ the Wronskian of a set of functions $`\varphi _k`$. Using the identities $`W(\xi (x)\varphi _1,\xi (x)\varphi _2)=\xi ^2(x)W(\varphi _1,\varphi _2)`$ and

$$W(W(\varphi _1,\mathrm{},\varphi _n,\xi _1),W(\varphi _1,\mathrm{},\varphi _n,\xi _2))=W(\varphi _1,\mathrm{},\varphi _n)W(\varphi _1,\mathrm{},\varphi _n,\xi _1,\xi _2),$$

one can show that

$$u_{j+n}(x,t)=u_j(x,t)2_x^2\mathrm{log}W(\varphi _0^{(j)},\mathrm{},\varphi _{n1}^{(j)}),$$
(18)
$$f_{j+n}(x,t)=_x\mathrm{log}\frac{W(\varphi _0^{(j)},\mathrm{},\varphi _n^{(j)})}{W(\varphi _0^{(j)},\mathrm{},\varphi _{n1}^{(j)})},$$
(19)
$$\psi ^{(j+n+1)}(x,t)=\frac{W(\varphi _0^{(j)},\mathrm{},\varphi _n^{(j)},\psi ^{(j)})}{W(\varphi _0^{(j)},\mathrm{},\varphi _n^{(j)})}=(_x+f_{j+n})\mathrm{}(_x+f_j)\psi ^{(j)}(x,t).$$
(20)
These formulae give an explicit representation of the transformed potentials $`u_{j+n}`$ in terms of the initial Schrödinger equation solutions $`\varphi _k^{(j)}`$.

Since the parameter $`t`$ is a dummy variable during the Darboux transformations, in fact one deals simultaneously with different solutions of the KdV equation: if $`u_j(x,t)`$ satisfies (17), the same is true for $`u_{j+n}(x,t)`$. This gives a way for building new complicated explicit solutions of the KdV equation starting from the simple ones. For instance, one may take $`u_0(x,t)=0`$ which gives $`\varphi _m^{(0)}(x,t)=a_me^{\kappa _mx4\kappa _m^3t}+b_me^{\kappa _mx+4\kappa _m^3t}`$, and for some special choice of the signs of $`b_m/a_m`$ the potential $`u_n(x,t)`$ becomes a nonsingular reflectionless potential with $`n`$ discrete spectrum points $`\lambda _m=\kappa _m^2<0`$. It defines the famous $`n`$-soliton solution of the KdV equation.

In the formulae given above one may permute any pair of the $`\varphi _k^{(j)}`$ functions and the final result is not changed, i.e. such a permutation of the Darboux transformations is a symmetry of the factorization chain (10). In the simplest case, it has the following explicit form :

$$\stackrel{~}{f}_k=f_k\frac{\lambda _{k+1}\lambda _k}{f_{k+1}+f_k},\stackrel{~}{f}_{k+1}=f_{k+1}+\frac{\lambda _{k+1}\lambda _k}{f_{k+1}+f_k},\stackrel{~}{\lambda }_k=\lambda _{k+1},\stackrel{~}{\lambda }_{k+1}=\lambda _k,$$

all other $`f_j(x),\lambda _j`$ staying intact for $`jk,k+1`$. This discrete symmetry may be “discretized” further by passing to the discrete Schrödinger equation (or the three term recurrence relation for orthogonal polynomials) and the corresponding discrete Darboux transformations .

The well known KdV tau-function is introduced as $`u_j(x,t)=2_x^2\mathrm{log}\tau _j(x,t)`$. In its terms relations (18), (19) are rewritten as $`\tau _{j+n}=W(\varphi _0^{(j)},\mathrm{},\varphi _{n1}^{(j)})\tau _j`$, $`f_j=_x\mathrm{log}\tau _{j+1}/\tau _j`$. Introducing the variables $`\rho _j=_x\mathrm{log}\tau _j`$, one can write $`u_j=2\rho _{j,x}`$ and $`f_j=\rho _{j+1}\rho _j`$. As a result, the relation between $`u_j`$ and $`f_j`$ yields the equation

$$(\rho _{j+1}+\rho _j)_x(\rho _{j+1}\rho _j)^2=\lambda _j,$$

which starts to play the role of the factorization chain. The function $`\tau _j`$ is a very convenient object since its zeros in $`x`$ correspond to poles of the potential.

## 5. Operator self-similarity and quantum algebras

Let us turn now to the problem of searching particular solutions of the operator factorization chain (9). At first glance it is not clear how to proceed, but the harmonic oscillator problem — a base model for the whole quantum mechanics and quantum field theory — provides a guiding idea. One has to try to form from the factorization operators $`A_j^\pm `$ some nontrivial symmetry algebras. In fact, the relations (11) look already as defining relations of some algebra, but they are not closed — the relations between the eigenvalue problems for $`L_j`$ and $`L_{j+n}`$ are too weak (they are valid for any starting potential $`u_j(x)`$). In order to close the system, one has to assume that there is an additional relation between $`L_j`$ and $`L_{j+n}`$, say $`L_{j+n}=g(L_j)`$, which would force the operators $`M_j^\pm `$ to map eigenfunctions of a taken operator $`L_j`$ onto themselves.

In the simplest case one demands that the sequence of Hamiltonians $`L_j`$ is periodic: $`L_{j+N}=L_j`$ for some period $`N>0`$. As a result, $`M_j^\pm `$ commute with $`L_j`$, $`[M_j^\pm ,L_j]=0`$. This is a remarkable fact since the existence of additional conserved quantities may simplify solution of the eigenvalue problem for $`L_j`$. In the differential operator realization of $`A_j^\pm `$ this leads to the commuting differential operators . There is a generalization of this pure periodicity condition to the periodicity up to a twist condition $`L_{j+N}=UL_jU^1`$, where $`U`$ is some invertible operator. This leads again to commuting operators $`[B_j^\pm ,L_j]=0`$, where $`B_j^+=M_j^+U,B_j^{}=U^1M_j^{}`$, but now there is an essential additional freedom in the choice of $`U`$.

Another possible “closure” or a reduction of the sequence of operators $`L_j`$ consists in the requirement of their periodicity up to a constant shift and a twist, $`L_{j+N}=UL_jU^1+\mu `$, where $`\mu `$ is a constant. This results in the ladder relation $`[L_j,B_j^\pm ]=\pm \mu B_j^\pm `$ and the operator identities

$$B_j^+B_j^{}=\underset{k=0}{\overset{N1}{}}(L_j\lambda _{j+k}),B_j^{}B_j^+=\underset{k=0}{\overset{N1}{}}(L_j+\mu \lambda _{j+k}),$$

where $`B_j^\pm `$ operators are defined as in the previous case. Denoting $`B^\pm B_0^\pm ,LL_0`$, one can form a polynomial algebra

$$[L,B^\pm ]=\pm \mu B^\pm ,[B^+,B^{}]=P_{N1}(L),$$
(21)
where $`P_{N1}(x)`$ is a polynomial of the degree $`N1`$ in $`x`$. For a representation theory of such algebras, see e.g. . Note that for $`N=1`$ this is the Heisenberg-Weyl or the harmonic oscillator algebra, and for $`N=2`$ it coincides with the $`su(1,1)`$ algebra.

Quantum algebras, or $`q`$-analogues of the algebras (21) appear from the following operator self-similarity constraint imposed upon the chain (9):

$$L_{j+N}=q^2UL_jU^1+\mu .$$
(22)
When the numerical factor $`q^21`$, one can remove $`\mu `$ by the uniform shift $`L_jL_j+\mu /(1q^2)`$. Therefore we assume below that $`\mu =0`$. Substitute (22) with $`\mu =0`$ into (11). Then the operators $`L=L_0`$, $`B^+=M_0^+U,B^{}=U^1M_0^{}`$ satisfy the following identities

$$LB^\pm =q^{\pm 2}B^\pm L,B^+B^{}=\underset{j=0}{\overset{N1}{}}(L\lambda _j),B^{}B^+=\underset{j=0}{\overset{N1}{}}(q^2L\lambda _j).$$
(23)
For $`N=1`$ these relations provide a realization of the $`q`$-harmonic oscillator algebra

$$B^{}B^+q^2B^+B^{}=\rho ,[B^\pm ,\rho ]=0,$$
(24)
with $`\rho =\lambda _0(q^21)`$. One can set $`\rho =1`$ by taking the normalization condition $`\lambda _0=1/(q^21)`$. Such a $`q`$-analogue of the Heisenberg-Weyl algebra was encountered in physics long ago . In the modern times it became quite popular due to the inspirations coming from the quantum groups, see e.g. . For $`N=2`$ relations (23) determine a particular $`q`$-analogue of the conformal algebra $`su(1,1)`$ admitting the Hopf algebra structure, etc .

## 6. Self-similar potentials

Consider the Schrödinger equation realizations of the algebraic relations described in the previous section. Let us start from the closure $`\stackrel{~}{L}=ULU^1+\mu `$, where $`L=_x^2+u(x)`$ is the Schrödinger operator in the notations of Sect. 2 and $`U`$ is a translation operator $`Uf(x)=f(x+a)`$. As a result, the operators $`B^\pm `$ take the form $`B^+=(_x+f(x))U`$, $`B^{}=U^1(_x+f(x))`$ and one gets the Heisenberg-Weyl algebra $`[L,B^\pm ]=\pm \mu B^\pm ,[B^{},B^+]=\mu `$. The potential entering $`L`$ is defined as $`u(x)=f^2(x)f_x(x)+\lambda _0`$, where $`f(x)`$ satisfies the following nonlinear differential-delay equation

$$\left(f(x)+f(x+a)\right)_x+f^2(x)f^2(x+a)=\mu .$$
(25)
For $`a=0`$ one gets from this equation the standard harmonic oscillator model $`f(x)x,u(x)x^2`$, which is related to the Hermite polynomials. Although for $`a0`$ and $`\mu =0`$ the author has found a meromorphic solution of (25) in terms of the Weierstrass $`𝒫`$-function

$$f(x)=\frac{1}{2}\frac{𝒫^{}(xx_0)𝒫^{}(a)}{𝒫(xx_0)𝒫(a)},$$

in general it is quite difficult to build its solutions analytic in some region, especially for $`\mu 0`$. Let us remark, that the equation (25) may be derived also after imposing the constraint $`f_{j+1}(x)=f_j(x+a)`$ upon the chain (10).

Turn now directly to the relations (23). In this case one can take $`U`$ as the dilation (or $`q`$-difference) operator: $`Uf(x)=|q|^{1/2}f(qx)`$. For real $`q0`$ this is a unitary operator $`U^{}=U^1`$. Taking $`LL_0,`$ $`B^{}U^1(_x+f_{N1})\mathrm{}(_x+f_0),`$ $`B^+(_x+f_0)\mathrm{}(_x+f_{N1})U`$ one realizes the identities (23), provided $`f_j(x)`$ satisfy the following system of nonlinear differential-delay equations:

$$(f_0(x)+f_1(x))_x+f_0^2(x)f_1^2(x)=\mu _0,\mathrm{}\mathrm{}$$

$$(f_{N1}(x)+qf_0(qx))_x+f_{N1}^2(x)q^2f_0^2(qx)=\mu _{N1}.$$
(26)
Equivalently, these equations appear from the chain (10) after imposing the following constraints

$$f_{j+N}(x)=qf_j(qx),\mu _{j+N}=q^2\mu _j,$$
(27)
having a simple group-theoretical interpretation.

One easily arrives at (27) using the Lie’s symmetry reduction technique (for a differential context of this theory, see e.g. , and for an extension to difference equations, see e.g. ). First, one notices that if $`f_j(x),\mu _j`$ are solutions of the chain (10), then their discrete scaling transformation $`qf_j(qx),q^2\mu _j`$ gives solutions of (10) as well. Analogously, a shift in the numeration $`f_j(x)f_{j+N}(x),\mu _j\mu _{j+N}`$ maps solutions of (10) into solutions. Let us consider a set of self-similar solutions of (10) which is invariant under a combination of these two symmetries. E.g., demanding that these two transformations are equivalent to one another, we arrive to (27). For $`N=1`$, this reduction may be rewritten as $`f_j(x)=q^jf_0(q^jx),\lambda _j=q^{2j}\lambda _0`$ in which form it was first met in . The general $`q`$-periodic reduction (27) was found by the author  in an attempt to $`q`$-deform the parastatistical supersymmetry algebras (13).

Solutions of the equations (26) have a quite complicated structure and general methods of solving such differential-delay equations give relatively weak results. E.g., for $`N=1`$ in  the existence and uniqueness of solutions analytical near the $`x=0`$ point was proved under some constraints, and in  existence of the nonsingular for $`x𝐑`$ solutions was demonstrated (the $`|x|\mathrm{}`$ asymptotics of such solutions is not determined yet completely). Some understanding of the complexity of general solutions is obtained from considerations of special values of the parameters $`q,\mu _j`$, when $`f_j(x)`$ can be expressed through some known functions.

Let $`q`$ be arbitrary and $`f_j^2(x)=\frac{1}{1q^2}_{m=0}^{N1}\mu _m_{m=0}^{j1}\mu _m.`$ This yields $`L_0=d^2/dx^2`$ or the free quantum mechanical particle, which acquires in this way a $`q`$-algebraic interpretation .

Suppose that $`f_0(x)`$ is not singular at $`x=0`$, then in the crystal base limit $`q0`$ the potential $`u_0(x)`$ boils down to the general KdV $`N`$-soliton potential.

Substitute now $`q=1`$ into (26) and assume that $`_{m=0}^{N1}\mu _m0`$. Then for $`N=1,2`$ one easily gets the potentials $`u_0(x)x^2,ax^2+b/x^2`$. For $`N=3`$ the corresponding system of equations for $`f_j(x)`$ provides a “cyclic” representation of the Painlevé-IV equation . The $`N=4`$ case is related to the Painlevé-V function , etc. This gives also a commutator representation of the Painlevé equations which was noticed first in . For $`q=1`$ one gets similar situations with the functions $`f_j(x)`$ obeying certain parity symmetry . If $`_{m=0}^{N1}\mu _m=0`$ then for odd $`N`$ and some cases of even $`N`$ the potential $`u_0(x)`$ is expressed through the hyperelliptic functions .

The case when $`q`$ is a primitive root of unity, $`q^n=1,q\pm 1,`$ is quite interesting . For any odd $`n`$ and, under certain conditions, for even $`n`$ potentials are expressed through hyperelliptic functions with additional crystallographic or quasi-crystallographic symmetries. For example, for $`N=1`$ and $`q^3=1`$ or $`q^4=1`$ one recovers the Lamé equation with the equianharmonic or lemniscatic Weierstrass $`𝒫`$-functions. Thus, this classical differential equation of the second order appears to be related to the representations of the $`q`$-harmonic oscillator algebra for $`q`$ a root of unity.

The general family of self-similar potentials unifies some of the Painlevé functions with hyperelliptic functions. Due to the connections with quantum algebras, it may be taken as a new class of nonlinear $`q`$-special functions (viz. continuous $`q`$-Painlevé transcendents) defined upon the differential equations. The standard basic hypergeometric functions  appear in this formalism through the coherent states.

As far as the discrete spectrum of self-similar potentials is concerned, from the factorization method and (27) it follows that in the simplest case it is composed from $`N`$ independent geometric progressions: $`\lambda _{pN+k}=\lambda _kq^{2p},k=0,\mathrm{},N1,p𝐍`$. The same follows from the theory of unitary representations of the algebra (23). The only condition for the validity of this formal conclusion is that the functions $`f_j(x)`$ are non-singular for $`x𝐑`$ and positive for $`x+\mathrm{}`$ and negative for $`x\mathrm{}`$.

## 7. Coherent states

There are many definitions of quantum mechanical coherent states . In the context of spectrum generating algebras, such as (21) and (23), they are defined as eigenfunctions of the corresponding lowering operators. Such eigenfunctions play the role of generating functions for the space elements of irreducible representations of a taken algebra. Let us describe briefly coherent states for the quantum algebra (23) (for more details, see ).

Let us denote as $`|\lambda `$ eigenstates of an abstract operator $`L`$ entering (23), $`L|\lambda =\lambda |\lambda .`$ Suppose that the operators $`B^\pm `$ are conjugated to each other with respect to some inner product $`\sigma |\lambda `$. We assume that the spectrum of $`L`$ is not degenerate. Then the action of operators $`B^\pm `$ upon $`|\lambda `$ has the form:

$$B^{}|\lambda =\underset{k=0}{\overset{N1}{}}\sqrt{\lambda \lambda _k}|\lambda q^2,B^+|\lambda =\underset{k=0}{\overset{N1}{}}\sqrt{\lambda q^2\lambda _k}|\lambda q^2.$$

Let $`N`$ be odd, $`0<q^2<1`$ and $`\lambda _0<\mathrm{}<\lambda _{N1}<q^2\lambda _0<0`$. Then for $`\lambda <0`$ the operator $`L`$ may have a discrete spectrum formed only from up to $`N`$ geometric progressions corresponding to the lowest weight unitary irreducible representations of the algebra (23). This follows from the fact that $`B^{}`$ is the lowering operator for the $`\lambda <0`$ states and $`_{k=0}^{N1}(\lambda \lambda _k)`$ becomes negative for $`\lambda <\lambda _0`$. Since $`B^{}|\lambda _k=0`$, this problem is avoided for special values of $`\lambda `$, namely, for $`\lambda =\lambda _{pN+k}\lambda _kq^{2p},p𝐍`$. For normalizable $`|\lambda _k`$, one gets series of normalizable eigenstates of the form $`|\lambda _{pN+k}\left(B^+\right)^p|\lambda _k`$.

Coherent states of the first type are defined as eigenstates of $`B^{}`$:

$$B^{}|\alpha _{}^{(k)}=\alpha |\alpha _{}^{(k)},k=0,\mathrm{},N1,$$
(28)
where $`\alpha `$ is a complex variable. Representing $`|\alpha _{}^{(k)}`$ as a sum of the states $`|\lambda _{pN+k}`$ with some coefficients, one finds

$$|\alpha _{}^{(k)}=\underset{p=0}{\overset{\mathrm{}}{}}C_p^{(k)}\alpha ^p|\lambda _{pN+k}=C^{(k)}(\alpha ){}_{N}{}^{}\phi _{N1}^{}(\genfrac{}{}{0pt}{}{0,\mathrm{},0}{\lambda _0/\lambda _k,\mathrm{},\lambda _{N1}/\lambda _k};q^2,z)|\lambda _k,$$

where $`{}_{N}{}^{}\phi _{N1}^{}`$ is a standard basic hypergeometric series with the operator argument $`z=(1)^N\alpha B^+/\lambda _0\mathrm{}\lambda _{N1}`$ and $`C^{(k)}(\alpha )`$ is a normalization constant (in the set of parameters of the $`{}_{N}{}^{}\phi _{N1}^{}`$ function the term $`\lambda _k/\lambda _k=1`$ is assumed to be absent). The superscript $`k`$ simply counts the number of lowest weight irreducible representations of the algebra (23) each of which has its own coherent state (or a generating function). The states $`|\alpha _{}^{(k)}`$ are normalizable for $`|\alpha |^2<|\lambda _0\mathrm{}\lambda _{N1}|`$. Coherent states of this type were first constructed for the $`q`$-harmonic oscillator algebra (24) in , for a particular explicit model of them, see e.g. .

It is not difficult to see, that zero modes of the operator $`L`$ define a special degenerate representation of the algebra (23). Since $`B^\pm `$ operators commute with $`L`$ in the subspace of these zero modes, one can consider them as coherent states as well.

Unusual coherent states appear from the non-highest weight representations of (23) corresponding to the $`\lambda >0`$ eigenstates of $`L`$. Let $`\lambda _+>0`$ be a discrete spectrum point of $`L`$. Then the operators $`B^\pm `$ generate from $`|\lambda _+`$ a part of the discrete spectrum of $`L`$ in the form of a bilateral geometric progression $`\lambda _+q^{2n},n𝐙`$. Since $`_{k=0}^{N1}(\lambda _+\lambda _k)>0`$ for arbitrary $`N`$ and $`\lambda _+>0`$, the number of such irreducible representations in the spectrum of $`L`$ is not limited. Moreover, a continuous direct sum of such representations may form a continuous spectrum of $`L`$.

An important fact is that for $`\lambda >0`$ the role of lowering operator is played by $`B^+`$. Therefore one can define coherent states as eigenstates of this operator as well :

$$B^+|\alpha _+=\alpha |\alpha _+.$$
(29)
Suppose that the bilateral sequence $`\lambda _+q^{2n}>0`$ belongs to the discrete spectrum of $`L`$. Then the states $`|\alpha _+`$ are expanded in the series of eigenstates $`|\lambda _+q^{2n}`$:

$$|\alpha _+=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}C_n\alpha ^n|\lambda _+q^{2n}=C(\alpha ){}_{0}{}^{}\psi _{N}^{}(\genfrac{}{}{0pt}{}{0,\mathrm{},0}{\lambda _0/\lambda _+,\mathrm{},\lambda _{N1}/\lambda _+};q^2,z)|\lambda _+,$$

where $`{}_{0}{}^{}\psi _{N}^{}`$ is a bilateral $`q`$-hypergeometric series with the operator argument $`z=\alpha B^{}/(\lambda _+)^N`$ and $`C(\alpha )`$ is a normalization constant. In this case the states $`|\alpha _+`$ are normalizable if $`|\alpha |^2>|\lambda _0\mathrm{}\lambda _{N1}|`$.

Suppose that the $`\lambda >0`$ region is occupied by the continuous spectrum. The corresponding states $`|\lambda `$ may be normalized as $`\sigma |\lambda =\lambda \delta (\lambda \sigma )`$. Let $`N=1`$ and the states $`|\lambda `$ are not degenerate. Taking $`\rho =1`$ in (24), we get the expansion

$$|\alpha _+^{(s)}=C(\alpha )_0^{\mathrm{}}\frac{\lambda ^{\gamma _s}|\lambda d\lambda }{\sqrt{(\lambda q^2(1q^2);q^2)_{\mathrm{}}}},$$

where

$$\gamma _s=\frac{2\pi is\mathrm{ln}(\alpha q^2\sqrt{1q^2})}{\mathrm{ln}q^2},s𝐙.$$

There is a countable family of such coherent states which have a unit norm for $`|\alpha |^2>1/(1q^2)`$ under the following choice of the normalization constant $`C(\alpha )`$:

$$|C(\alpha )|^2=_0^{\mathrm{}}\frac{\lambda ^\nu d\lambda }{(\lambda q^2(1q^2);q^2)_{\mathrm{}}}=\frac{\pi }{\mathrm{sin}\pi \nu }\frac{(q^{2\nu };q^2)_{\mathrm{}}(q^2(1q^2))^{\nu 1}}{(q^2;q^2)_{\mathrm{}}},$$

where $`\nu =\mathrm{ln}|\alpha q\sqrt{1q^2}|/\mathrm{ln}q.`$ The integral under consideration is a particular subcase of a Ramanujan $`q`$-beta integral .

We were considering until now the abstract coherent states. In the case of Schrödinger equations with the self-similar potentials one has the doubly degenerate continuous spectrum for $`\lambda >0`$. The structure of $`|\alpha _\pm `$ states in this case is very complicated. Even for the zero potential case (the free particle) we get a highly nontrivial situation. Let $`L=d^2/dx^2`$ and

$$B^{}=U^1(d/dx+1/\sqrt{1q^2}),B^+=(d/dx+1/\sqrt{1q^2})U,$$

where $`U`$ is the dilation operator, $`Uf(x)=q^{1/2}f(qx),\mathrm{\hspace{0.33em}0}<q<1.`$ It can be checked directly that $`B^{}B^+q^2B^+B^{}=1`$ and $`L=B^+B^{}1/(1q^2).`$ The equation $`B^{}\psi _\alpha ^{}(x)=\alpha \psi _\alpha ^{}(x)`$ coincides now with the retarded pantograph equation, which was investigated in detail in . As follows from the results of this paper, in the retarded case the pantograph equation does not admit solutions belonging to $`L^2(𝐑)`$. However, the operator $`B^+`$ has infinitely many normalizable eigenstates. The equation $`B^+\psi _\alpha ^+(x)=\alpha \psi _\alpha ^+(x)`$ coincides now with the advanced pantograph equation

$$\frac{d}{dx}\psi _\alpha ^+(x)=\alpha q^{3/2}\psi _\alpha ^+(q^1x)+\frac{q^1}{\sqrt{1q^2}}\psi _\alpha ^+(x),$$
(30)
which has infinitely many solutions belonging to $`L^2(𝐑)`$ . For the free particle realization of the $`N>1`$ symmetry algebras, one gets the generalized pantograph equations considered in . As one of the open problems in this field, let us mention a need to characterize a minimal set of solutions of the equation (30) providing a complete basis of the Hilbert space $`L^2(𝐑)`$.

## 8. Solitons, Ising chains, and random matrices

Consider the KdV $`N`$-soliton solution $`u_N(x,t)=2_x^2\mathrm{log}\tau _N(x,t),`$ where $`\tau _N`$ is a Wronskian of $`N`$ different solutions of the free Schrödinger equation (18). Actually, there are many determinantal representation for this tau-function, e.g.

$$\tau _N=det\mathrm{\Phi },\mathrm{\Phi }_{ij}=\delta _{ij}+\frac{2\sqrt{k_ik_j}}{k_i+k_j}e^{(\theta _i+\theta _j)/2},$$
(31)
$$\theta _i=k_ixk_i^3t+\theta _i^{(0)},i,j=1,2,\mathrm{},N.$$

The variables $`k_i`$ are known to describe amplitudes of solitons (they are related to the eigenvalues of $`L_N`$ as $`\lambda _i=k_i^2/4`$), $`\theta _i^{(0)}/k_i`$ are the $`t=0`$ phases of solitons and $`k_i^2`$ are their velocities.

A subclass of the self-similar potentials appearing from the $`q`$-periodic closure (27) can be viewed as a particular infinite soliton potential. Indeed, consider the KdV $`pM`$-soliton solution with the parameters $`k_j`$ subject to the constraint $`k_{j+M}=qk_j,0<q<1`$, and take the $`p\mathrm{}`$ limit. The limiting potential has the self-similar spectrum $`k_{pM+m}=q^pk_m,m=0,\mathrm{},M1,`$ and an infinite number of free parameters $`\theta _j^{(0)}`$.

The scaled potential $`\stackrel{~}{u}(x,t)=q^2u(qx,q^3t)`$ has the same solitonic interpretation with the phases $`\stackrel{~}{\theta }_j(x,t)=`$ $`\theta _j(qx,q^3t)=`$ $`k_{j+M}xk_{j+M}^3t+\theta _j^{(0)}.`$ Let us demand that $`\theta _{j+M}^{(0)}=\theta _j^{(0)}`$, i.e. impose the additional constraint $`\theta _j(qx,q^3t)=\theta _{j+M}(x,t)`$, which is seen to match with the condition (27). In this picture the discrete dilation $`xqx,tq^3t`$ just deletes $`M`$ solitons corresponding to the smallest eigenvalues of $`L`$ — this feature is the simplest physical characterization of the self-similar potentials.

Let us turn now to the statistical mechanics applications. $`N`$-soliton tau-function of the KdV equation (31) can be represented in the following Hirota form :

$$\tau _N=\underset{\sigma _i=0,1}{}\mathrm{exp}\left(\underset{0i<jN1}{}A_{ij}\sigma _i\sigma _j+\underset{i=0}{\overset{N1}{}}\theta _i\sigma _i\right).$$
(32)
The coefficients $`A_{ij}`$, describing phase shifts of the $`i`$-th and $`j`$-th solitons after their collision, have the form

$$e^{A_{ij}}=\frac{(k_ik_j)^2}{(k_i+k_j)^2}.$$
(33)
As noticed in , for $`\theta _i=\theta ^{(0)}`$ this tau-function coincides with the grand partition function of a lattice gas model on a line (for a two-dimensional Coulomb gas picture, see  and the next section). In this interpretation the discrete variables $`\sigma _i`$ describe filling factors of the lattice sites by molecules, $`\theta ^{(0)}`$ is a chemical potential, and $`A_{ij}`$ are the interaction energies of molecules .

It is well known that a simple change of variables in the lattice gas partition function leads to the partition function of some Ising chains:

$$Z_N=\underset{s_i=\pm 1}{}e^{\beta E},E=\underset{0i<jN1}{}J_{ij}s_is_j\underset{i=0}{\overset{N1}{}}H_is_i,$$
(34)
where $`N`$ is the number of spins $`s_i=\pm 1`$, $`J_{ij}`$ are the exchange constants, $`H_i`$ is an external magnetic field, $`\beta =1/kT`$ is the inverse temperature. Indeed, a replacement of filling factors in (32) by the spin variables $`\sigma _i=(s_i+1)/2`$ yields

$$\tau _N=e^\phi Z_N,\phi =\frac{1}{4}\underset{i<j}{}A_{ij}+\frac{1}{2}\underset{j=0}{\overset{N1}{}}\theta _j,$$
(35)
where

$$\beta J_{ij}=\frac{1}{4}A_{ij},\beta H_i=\frac{1}{2}\theta _i+\frac{1}{4}\underset{j=0,ij}{\overset{N1}{}}A_{ij}.$$
(36)
Similar relations with Ising chains are valid for the whole infinite Kadomtsev-Petviashvili (KP) hierarchy of equations and some other differential and finite difference nonlinear integrable evolution equations. Corresponding tau-functions have the same form (32) with a more complicated structure of the phase shifts $`A_{ij}`$ and phases $`\theta _i`$ (a partial list of such equations can be found in ).

The general relation between $`N`$-soliton solutions of integrable hierarchies and partition functions of the lattice statistical mechanics models established in  brings a new point of view upon the self-similar potentials as well. Namely, as shown in  self-similar spectra can be deduced from the condition of translational invariance of the infinite spin chains. E.g., let us demand that the spin chain is invariant with respect to the shift of the lattice by one site $`jj+1`$ which assumes that $`J_{i+1,j+1}=J_{ij}`$. As a result, the exchange constants $`J_{ij}`$ (or the soliton phase shifts $`A_{ij}`$) depend only on the distance between the sites $`|ij|`$. This very simple and quite natural physical requirement forces $`k_i`$ to form one geometric progression (N.B.: uniquely)

$$k_i=k_0q^i,q=e^{2\alpha },A_{ij}=2\mathrm{ln}|\mathrm{tanh}\alpha (ij)|,$$
(37)
where $`k_0`$ and $`0<q<1`$ are some free parameters. In a more complicated case one demands the translational invariance with respect to the shifts by $`M`$ lattice sites, i.e. $`J_{i+M,j+M}=J_{ij}`$, and this results in the general self-similar spectra $`k_{j+M}=qk_j`$. The main drawback of these relations between the solitons and Ising chains is that for fixed $`q`$ the temperature $`T`$ (or $`\beta `$) is fixed too, which is clearly seen from the comparison of (36) and (37) (in the Coulomb gas interpretation one actually finds that $`\beta =2`$).

For finite chains $`0jN1`$, the translational invariance is not exact. The infinite soliton limit $`N\mathrm{}`$ corresponds to the thermodynamical limit in statistical mechanics. In this picture, all coordinates of integrable hierarchies ($`x,t`$ and higher hierarchy “times”) are interpreted as particular parameters of the external magnetic field $`H_i`$. Since $`0<q<1`$, the $`x`$ and $`t`$-dependent part of $`H_i`$ decays exponentially fast for $`i\mathrm{}`$. As a result, in the limit $`N\mathrm{}`$ only the constants $`\theta _i^{(0)}`$ are relevant for the partition function (speaking more precisely, they determine the leading asymptotics term of the partition function at $`N\mathrm{}`$). Although in the thermodynamic limit the $`x,t`$-dependence is washed out and the Ising chain is periodic, presence of an infinite number of free parameters $`\theta _i^{(0)}`$ does not allow one to find a closed form expression for the leading term of $`Z_N`$. However, for the self-similar infinite soliton systems, characterized by the periodicity of $`\theta _i^{(0)}`$ or, equivalently, by the periodicity of the external magnetic field $`H_{i+M}=H_i`$, such expressions do exist.

Take $`M=1`$ and let the magnetic field be homogeneous $`H_i=H`$. Then in the KdV equation case one gets an antiferromagnetic Ising chain: $`0<|\mathrm{tanh}\alpha (ij)|<1`$ and $`J_{ij}=A_{ij}/4\beta >0`$ (a similar picture is valid for the general $`M`$). The exchange has a long distance character but its intensity falls off exponentially fast and, as a result, phase transitions are absent for nonzero temperatures. However, for $`\alpha 0`$ or $`q1`$ the exchange constants $`J_{ij}`$ are diverging. Under appropriate renormalizations one can build a model with a very small non-local exchange such that a phase transition takes place even for non-zero $`T`$.

In order to compute the partition function one can use determinantal representations for the tau-function, e.g. the Wronskian formula (18). As shown in , for the translationally invariant Ising chains in a homogeneous magnetic field tau-functions become determinants of some Toeplitz matrices and their natural $`M`$-periodic generalizations. E.g., for $`M=1`$ the following result has been derived: $`Z_N\mathrm{exp}(N\beta f_I)`$ for $`N\mathrm{}`$, where the free energy per site $`f_I`$ has the form

$$\beta f_I(q,H)=\mathrm{ln}\frac{2(q^4;q^4)_{\mathrm{}}\mathrm{cosh}\beta H}{(q^2;q^2)_{\mathrm{}}^{1/2}}+\frac{1}{4\pi }_0^{2\pi }𝑑\nu \mathrm{ln}(|\rho (\nu )|^2q\mathrm{tanh}^2\beta H),$$
(38)
$$|\rho (\nu )|^2=\frac{(q^2e^{i\nu };q^4)_{\mathrm{}}^2(q^2e^{i\nu };q^4)_{\mathrm{}}^2}{(q^4e^{i\nu };q^4)_{\mathrm{}}^2(q^4e^{i\nu };q^4)_{\mathrm{}}^2}\frac{1}{4\mathrm{sin}^2(\nu /2)}=q\frac{\theta _4^2(\nu /2,q^2)}{\theta _1^2(\nu /2,q^2)}$$

($`\theta _{1,4}`$ are the standard Jacobi theta-functions). In the derivation of this formula the Ramanujan $`{}_{1}{}^{}\psi _{1}^{}`$ sum was used at the boundary of convergence of the corresponding infinite bilateral basic hypergeometric series. A standard physicists’ trick was used for dealing with that, namely, a small auxiliary parameter $`ϵ`$ was introduced into the original expression for the density function $`\rho (\nu )`$

$$\rho (\nu )=\frac{(q^2;q^4)_{\mathrm{}}^2}{(q^4;q^4)_{\mathrm{}}^2}\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\frac{e^{i\nu kϵk}}{1q^{4k+2}}=\frac{(q^2e^{i\nu ϵ};q^4)_{\mathrm{}}(q^2e^{i\nu +ϵ};q^4)_{\mathrm{}}}{(e^{i\nu ϵ};q^4)_{\mathrm{}}(q^4e^{i\nu +ϵ};q^4)_{\mathrm{}}},$$
(39)
which guarantees the absolute convergence of the series for $`ϵ>0`$. Although the limit $`ϵ0`$ leads to some singularity in $`\nu `$ on the right hand side of (39), it does not lead to divergences after taking the integral in (38) (a more precise mathematical justification of this physical “harmlessness” is desirable). The total magnetization of the lattice $`m(H)=_Hf_I=\underset{N\mathrm{}}{lim}N^1_{i=0}^{N1}s_i`$ has the following appealing form

$$m(H)=\left(1\frac{1}{\pi }_0^\pi \frac{\theta _1^2(\nu ,q^2)d\nu }{\theta _4^2(\nu ,q^2)\mathrm{cosh}^2\beta H\theta _1^2(\nu ,q^2)\mathrm{sinh}^2\beta H}\right)\mathrm{tanh}\beta H.$$
(40)
In order to change the fixed value of the temperature, one may try to replace (37) by $`A_{ij}=2n\mathrm{ln}|(k_ik_j)/(k_i+k_j)|,`$ where $`n`$ is some sequence of integers, and look for integrable equations admitting $`N`$-soliton solutions with such phase shifts. This is a highly nontrivial task, and in  only one more permitted value of the temperature was found. It corresponds to $`n=2`$ and appears from special reduction of the $`N`$-soliton solution of the KP-equation of B-type (BKP) . The general BKP $`\tau `$-function generates much more complicated Ising chains than in the KdV case. The corresponding exchange constants have the form

$$\beta J_{ij}=\frac{1}{4}A_{ij},e^{A_{ij}}=\frac{(a_ia_j)(b_ib_j)(a_ib_j)(b_ia_j)}{(a_i+a_j)(b_i+b_j)(a_i+b_j)(b_i+a_j)},$$
(41)
where $`a_i,b_i`$ are some free parameters. Translational invariance of the spin lattice, $`J_{ij}=J(ij)`$, results in the following spectral self-similarity

$$a_i=q^i,b_i=bq^i,q=e^{2\alpha },$$
(42)
where we set $`a_0=1`$ and assume that $`\alpha >0`$. This gives the exchange

$$\beta J_{ij}=\frac{1}{4}\mathrm{ln}\frac{\mathrm{tanh}^2\alpha (ij)(b1)^2/(b+1)^2}{\mathrm{coth}^2\alpha (ij)(b1)^2/(b+1)^2}.$$

The parameter $`b`$ is restricted to the unit disk $`|b|1`$ due to the inversion symmetry $`bb^1`$. For $`1<b<q`$ one gets now the ferromagnetic Ising chain, i.e. $`J_{ij}<0`$; for $`q<b1`$ and $`b=e^{i\varphi }1`$ the chain is antiferromagnetic, i.e. $`J_{ij}>0`$. In the thermodynamic limit $`N\mathrm{}`$ the partition function $`Z_N`$ is given again by the determinant of a Toeplitz matrix, which is diagonalized by the discrete Fourier transformation. Similar picture holds for arbitrary $`M`$-periodic chains, see  for explicit expressions for the magnetization and technical details of computations.

It is well known that the $`n`$-particle lattice gas partition functions define probability distribution functions in the theory of random matrices. In a natural way, partition functions of the Ising models considered in the previous section may be related to the probability distribution functions of some random matrix models with a discretized set of eigenvalues. Let us describe briefly this correspondence comparing the KP $`N`$-soliton solution and the Dyson’s circular ensemble.

Dyson has introduced an ensemble of unitary random $`n\times n`$ matrices with the eigenvalues $`ϵ_j=e^{i\varphi _j}`$, $`j=1,\mathrm{},n`$, such that after the integration over the auxiliary “angular variables” the probability distribution of the phases $`0\varphi _j<2\pi `$ takes the form $`Pd\varphi _1\mathrm{}d\varphi _n_{i<j}|ϵ_iϵ_j|^2d\varphi _1\mathrm{}d\varphi _n.`$ One may relax some of the conditions used by Dyson and work with a more general set of distribution functions. In  Gaudin has proposed a circular ensemble with the probability distribution law

$$Pd\varphi _1\mathrm{}d\varphi _n\underset{i<j}{}\left|\frac{ϵ_iϵ_j}{ϵ_i\omega ϵ_j}\right|^2d\varphi _1\mathrm{}d\varphi _n,$$
(43)
containing a free continuous parameter $`\omega `$. It interpolates between the Dyson’s case ($`\omega =0`$) and the uniform distribution ($`\omega =1`$). Let us note in passing, that the paper  contains in it implicitly a specific model of the $`q`$-harmonic oscillator. The model (43) admits also an interpretation as a lattice gas on the circle with the partition function

$$Z_n_0^{2\pi }\mathrm{}_0^{2\pi }𝑑\varphi _1\mathrm{}𝑑\varphi _n\mathrm{exp}\left(\beta \underset{i<j}{}V(\varphi _i\varphi _j)\right),$$

where $`\beta =1/kT=2`$ is fixed and the potential energy has the form

$$\beta V(\varphi _i\varphi _j)=\mathrm{ln}\left(1+\frac{\mathrm{sinh}^2\gamma }{\mathrm{sin}^2((\varphi _i\varphi _j)/2)}\right),\omega =e^{2\gamma }.$$
(44)
A surprising fact is that the grand partition function of this model may be obtained in a special infinite soliton limit of the $`N`$-soliton tau-function of the KP hierarchy . This means that the finite KP soliton solutions provide a discretization of the model, namely, they define a lattice gas on the circle. This leads to random matrices with a discrete set of eigenvalues. E.g., one may take unitary $`n\times n`$ matrices with eigenvalues equal to $`N`$-th roots of unity, i.e. $`ϵ_j=\mathrm{exp}(2\pi im_j/N),m_j=0,\mathrm{},N1`$. The probability measure is taken to be continuous in the auxiliary “angular” variables of the unitary matrices and discrete in the eigenvalue phase variables $`\varphi _j`$. More precisely, the integrals over $`\varphi _j`$ are replaced by finite sums over $`m_j`$ and the continuous model is recovered for $`m_j,N\mathrm{}`$ with finite $`m_j/N`$:

$$\left(\frac{2\pi }{N}\right)^n\underset{m_1=0}{\overset{N1}{}}\mathrm{}\underset{m_n=0}{\overset{N1}{}}\underset{N\mathrm{}}{}_0^{2\pi }𝑑\varphi _1\mathrm{}_0^{2\pi }𝑑\varphi _n.$$
(45)
The $`n`$-particle partition function becomes

$$Z_n(N,\omega )=\left(\frac{2\pi }{N}\right)^n\underset{m_1=0}{\overset{N1}{}}\mathrm{}\underset{m_n=0}{\overset{N1}{}}\underset{1i<jn}{}\left|\frac{ϵ_iϵ_j}{ϵ_i/\sqrt{\omega }\sqrt{\omega }ϵ_j}\right|^2,$$

while the grand canonical ensemble partition function takes the form

$$Z(\omega ,\theta )=\underset{n=0}{\overset{N}{}}\frac{Z_n(N,\omega )e^{\theta n}}{n!}=\underset{\sigma _m=0,1}{}\mathrm{exp}\left(\underset{0m<kN1}{}A_{mk}\sigma _m\sigma _k+(\theta +\eta )\underset{m=0}{\overset{N1}{}}\sigma _m\right),$$
(46)
where $`\eta =\mathrm{ln}(2\pi /N)`$ is an excessive chemical potential, and

$$A_{mk}=\mathrm{ln}\frac{\mathrm{sin}^2(\pi (mk)/N)}{\mathrm{sin}^2(\pi (mk)/N)+\mathrm{sinh}^2\gamma }=\mathrm{ln}\frac{(a_ma_k)(b_mb_k)}{(a_m+b_k)(b_m+a_k)},$$

are the KP solitons phase shifts for a special choice of the parameters

$$a_m=e^{2\pi im/N},b_m=\omega a_m,m=0,1,\mathrm{},N1.$$
(47)
To conclude, the grand partition function of the Gaudin’s circular ensemble coincides with the particular infinite soliton KP tau-function at zero hierarchy “times”. The root of unity discretization of circular ensembles has been considered by Gaudin himself , where a connection with Ising chains was noticed as well, but the relation with soliton solutions of integrable equations was not established. The BKP hierarchy of equations suggests a generalization of the distribution law (43) to

$$Pd\varphi _1\mathrm{}d\varphi _n\underset{i<j}{}\left|\frac{ϵ_iϵ_j}{ϵ_i+ϵ_j}\right|^2\left|\frac{ϵ_i+\omega ϵ_j}{ϵ_i\omega ϵ_j}\right|^2d\varphi _1\mathrm{}d\varphi _n,$$
(48)
and its discrete analogue, which were not investigated yet appropriately.

It is well known that the $`n`$-tuple Selberg integral provides an explicit evaluation of the $`n`$ particle Coulomb gas partition functions for arbitrary values of the inverse temperature $`\beta `$ (i.e. not just for $`\beta =1,2,4,`$ corresponding to orthogonal, unitary and symplectic ensembles). It would be interesting to know whether a similar universal formula exists for the grand partition functions of lattice Coulomb gases.

## 9. Lattice Coulomb gas on the plane

Solution of the Poisson equation on the plane, $`\mathrm{\Delta }V(𝐫,𝐫^{})=2\pi \delta (𝐫𝐫^{}),`$ defines the electrostatic potential $`V(z,z^{})=\mathrm{ln}|zz^{}|`$, created by a charged particle placed at the point $`z^{}=x^{}+iy^{}`$. In the bounded domains with dielectric or conducting walls, the potential has a more complicated form since the normal component of the electric field $`𝐄=V`$ should vanish on the surface of a dielectric, $`_n=0,`$ while the tangent component is zero at the metallic boundary, $`_t=0.`$ For simple geometric configurations of boundaries an introduction of artificial images of charges may simplify solution of the Poisson equation.

The energy of an electrostatic system (“plasma”) consisting of $`N`$ particles in a bounded domain of the plane is

$$E_N=\underset{1i<jN}{}q_iq_jV(z_i,z_j)+\underset{1iN}{}q_i^2v(z_i)+\underset{1iN}{}q_i\varphi (z_i),$$
(49)
where $`z_j=x_j+iy_j`$ and $`q_j`$ are the particles’ coordinates and charges. The first term is the standard Coulomb energy, the second one describes an interaction with the boundaries (or the charge-image interaction), and the last term corresponds to the external fields contribution.

Suppose that our plasma is composed from the particles of equal charges, $`q_j=+1`$ (in the two component case $`q_j=\pm 1`$), upon a discrete lattice $`\mathrm{\Gamma }`$ on the plane. The grand partition function of such lattice Coulomb gas is

$$G_N=\underset{n=0}{\overset{N}{}}\frac{e^{\mu n}}{n!}\underset{z_1\mathrm{\Gamma }}{}\mathrm{}\underset{z_n\mathrm{\Gamma }}{}e^{\beta E_n},$$

where $`\mu `$ is an effective chemical potential. In general case one can rewrite $`G_N`$ in the form

$$G_N=\underset{\{\sigma (z)\}}{}\mathrm{exp}\left(\frac{1}{2}\underset{zz^{}}{}W(z,z^{})\sigma (z)\sigma (z^{})+\underset{z\mathrm{\Gamma }}{}w(z)\sigma (z)\right),$$
(50)
$$W(z,z^{})=\beta q(z)q(z^{})V(z,z^{}),w(z)=\mu (z)\beta \left(q^2(z)v(z)+q(z)\varphi (z)\right),$$

where $`\sigma (z)=0`$ or 1 depending on whether the site with the coordinate $`z`$ is empty or occupied by a particle, and the functions $`q(z)`$ and $`\mu (z)`$ characterize distribution of particles of different types. E.g., in the two-component case, when $`q(z_\pm )=\pm 1`$ charges occupy the $`\{z_\pm \}`$ sublattices, one has $`\mu (z_\pm )=\mu _\pm `$. Note that these 2D lattice gases describe simultaneously some 2D Ising magnets.

Let us take now the $`N`$-soliton tau-function (32) and replace in it the soliton number $`j`$ by a variable $`z`$ taking $`N`$ discrete values. As a result, it may be rewritten in the form

$$\tau _N=\underset{\sigma (z)=0,1}{}\mathrm{exp}\left(\frac{1}{2}\underset{zz^{}}{}A_{zz^{}}\sigma (z)\sigma (z^{})+\underset{\{z\}}{}\theta (z)\sigma (z)\right).$$
(51)
But this is precisely (50) — one just needs to identify the phase shifts $`A_{zz^{}}`$ with the Coulomb interaction potential $`W(z,z^{})`$, and the phases $`\theta (z)`$ with the function $`w(z)`$. As a result of this observation made in , one can construct a number of new solvable models of Coulomb gases in addition to already known ones (see, e.g.  and references therein).

For the KP-hierarchy soliton solutions one has

$$A_{zz^{}}=\mathrm{ln}\frac{(a_za_z^{})(b_zb_z^{})}{(a_z+b_z^{})(b_z+a_z^{})},\theta (z)=\theta ^{(0)}(z)+\underset{p=1}{\overset{\mathrm{}}{}}(a_z^p(b_z)^p)t_p,$$
(52)
where $`t_p`$ is the $`p`$-th KP hierarchy “time” and $`a_z,b_z`$ are some arbitrary functions of $`z`$. For the BKP-hierarchy $`A_{zz^{}}`$ are given by (41) and $`\theta (z)=\theta ^{(0)}(z)+_{p=1}^{\mathrm{}}(a_z^{2p1}+b_z^{2p1})t_{2p1},`$ where $`t_{2p1}`$ are the BKP evolution “times”.

Let us take $`a_z=z=x+iy,b_z=z^{}=x+iy.`$ Then in the KP case

$$A_{zz^{}}=W(z,z^{})=2V(z,z^{})=2\mathrm{ln}|zz^{}|2\mathrm{ln}|z^{}z^{}|,$$
(53)
where $`V(z,z^{})`$ is the potential created by a positive unit charge placed at $`z^{}`$ over a conductor with its surface occupying the $`y=0`$ line. In this case $`V(z,z^{})`$ solves the Poisson equation with the boundary condition $`_t(y=0)=0`$. The same potential is created by a positive charge placed at the point $`z^{}`$ and its image of opposite charge located at the point $`\left(z^{}\right)^{}`$.

Similar to the random matrix models situation, the correspondence between 2D lattice Coulomb gases with specific boundary conditions and solitons is valid only for fixed $`\beta `$, which is found from the comparison of (53) with (50) to be $`\beta =2.`$ Since $`w(z)=\theta (z)`$, one finds an explicit expression for the zero time soliton phases $`\theta ^{(0)}(z)`$ in (52):

$$\theta ^{(0)}(z)=\mu \beta (\mathrm{ln}|z^{}z|+\varphi (z)),\beta =2,$$
(54)
where the middle term corresponds to the charge-image interaction, and $`\varphi (z)`$ is the potential created by a neutralizing background of some density $`\rho (𝐫)`$, $`\mathrm{\Delta }\varphi (𝐫)=2\pi \rho (𝐫),\varphi _x(y=0)=0.`$ The harmonic term $`_{p=0}^{\mathrm{}}(z^p(z^{})^p)t_p=\beta \varphi _{ext}(z)`$ in (52) corresponds to an external electric field. One may conclude that the imaginary hierarchy times evolution of the KP soliton solutions describes the behavior of a 2D lattice Coulomb gas in a varying external electric field.

Usefulness of the conformal transformations $`zf(z)`$ is well known in the potential theory. With their help one can map plasma particles to various regions. So, the map $`zz^n`$ puts them inside a corner with the $`\pi /n`$ angle between the conducting walls. The exponential map $`ze^{\pi z/L}`$ leads to a gas inside the strip $`0<\mathrm{}z<L`$ between two parallel conductors, etc.

As to the BKP equation case, the choice $`a_z=z,b_z=z^{}`$ leads to the Coulomb gas placed inside the upper right quarter of the plane with the dielectric and conductor walls along the $`x`$ and $`y`$-axes respectively. The discrete temperature appears to be the same, $`\beta =2`$. A curious set of solvable dipole gas models is generated by the self-similarity constraints imposed upon the spectral data of the corresponding multi-soliton systems. For further details, see .

## 10. Appendix. A heuristic guide to special functions of one variable

There are many handbooks and textbooks on special functions. However, none of them contains a formal list of properties which a function should have in order to be “special”. One usually talks on functions of some particular type (hypergeometric, $`L`$-functions, etc). R. Askey has suggested one universal definition that if a function is so useful that it starts to bear some name, then it is “special”. Another essential, but not so universal, characteristic refers to the asymptotic behavior. Namely, for special functions one is expected to be able to deduce asymptotics at infinity from a known local behavior, i.e. the connection problems should be solvable — such an approach is advocated by people working on the Painlevé type functions.

To the author’s taste these two definitions are relying upon the secondary features of special functions. One has to have already the functions in hands in order to start to investigate their properties. If one takes as a goal the search of new special functions, then it is necessary to find a definition containing a more extended set of technical tools for work. In this respect it should be stressed that even the term “classical special functions” appears to be not so stable. E.g., it is by now accepted that the family of classical orthogonal polynomials consists of not just the Jacobi polynomials and their descendants, but of the essentially more complicated Askey-Wilson polynomials invented just two decades ago.

The group theory provides a number of tools for building new functions, but, unfortunately, connections with the representation theory often provide only interpretations for functions already defined by other means. Still, the symmetry approach seems to be the central one in the theory of special functions. In particular, the key “old” special functions appear from separations of variables in the very simple (and, so, useful and universal) equations . For the last decade the author’s research was tied to the following working definition: special functions are the functions associated with self-similar reductions of spectral transformation chains for linear spectral problems. Speaking differently, special functions are connected with fixed points of various continuous and discrete symmetry transformations for a taken class of eigenvalue problem. This definition works well only for special functions of one independent variable (which may, however, depend on an infinite number of parameters) and even for them it does not pretend to cover all possible special functions. On the one hand, this definition comes from the theory of completely integrable systems, where a search of self-similar solutions of nonlinear evolution equations is a standard problem . On the other hand, particular examples found from this approach show that it has in its heart the contiguous relations — linear or nonlinear equations connecting special functions at different values of their parameters.

Schematically, a heuristic algorithm of looking for these “spectral” special functions consists of the following steps:

1. Take a linear eigenvalue problem determined by differential or difference equations.

2. Consider another linear equation involving variables entering the first equation in a different way and having the same space of solutions.

3. Resolve compatibility conditions of the taken linear problems and derive nonlinear equations for free functional coefficients entering these problems. When the second equation is differential, one gets the continuous flows associated with the KdV, KP, Toda, etc equations. When the second equation is discrete, one gets a sequence of Darboux transformations performing some discrete changes in the spectral data and providing some discrete-time Toda, Volterra, etc chains.

4. Analyze discrete and continuous symmetries of the latter equations in the Lie group-theoretical sense, i.e. look for nontrivial continuous and discrete transformations mapping solutions of these nonlinear equations into other solutions.

5. Consider self-similar solutions of the derived nonlinear equations, which are invariant with respect to taken symmetry transformations. As a result, some finite sets of nonlinear differential, differential-difference, difference-difference, etc equations are emerging which define “nonlinear” special functions. Solutions of the original linear equations with coefficients determined by these self-similar functions define “linear” special functions.

The last two steps are heuristic since, despite of a big progress in the general theory of symmetry reductions (see, e.g. ), no completely regular method has been built yet. E.g., the reductions used in the derivation of the associated Askey-Wilson polynomials’ recurrence coefficients  and in the discovery of new explicit systems of biorthogonal rational functions described in Zhedanov’s lecture at this meeting did not find yet a purely group-theoretical setting.

Another important ingredient of the theory of special functions, which was not listed in this scheme, is the theory of transcendency. Painlevé functions are known to be transcendental over the differential fields built from a finite tower of Picard-Vessiot extensions of the field of rational functions. In solving differential (difference, or whatever) equations one has to determine eventually which differential field a taken solution belongs to (e.g., whether it belongs to the field of functions over which the differential equation is defined). As an open problem in this field, which was discussed partially in , we mention a need to find a differential (or difference) Galois theory interpretation of the self-similar reductions of factorization chains.

Acknowledgements. The author was partially supported by the RFBR grants No. 00-01-00299 and 00-01-10564.


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# Algebra for generalised quantum observables

## 1 Introduction

The assertion that all observable quantities of a quantum system can be represented by Hermitian operators acting on the Hilbert space of the system is now well known to be inconsistent with the usual representation of measurement via interaction between the system and an apparatus. In particular, consider the measurement procedure defined by preparing an apparatus in some fixed initial state, allowing an interaction between the system and apparatus, and measuring some Hermitian operator on the apparatus. The probability of a given measurement result, $`a`$, for initial state $`|\psi `$ of the system, is then found to have the general form

$$p(a|\psi )=\psi |A_a|\psi ,$$
(1)
where $`A_a`$ is a positive operator acting on the system Hilbert space, determined by the specific measurement setup (i.e., by the initial apparatus state, the interaction Hamiltonian, and the apparatus observable).

The set of operators $`\{A_a\}`$ corresponding to such a measurement procedure is called a probability operator measure (POM) or a positive operator valued measure (POVM), and the corresponding physical observable of the system, $`𝒜`$, may be referred to as a POM observable . In general $`A_a`$ is not a projection operator associated with an eigenspace of some corresponding Hermitian operator.

Thus, to consider all possible measurements on a quantum system (without reference to specific experimental setups), one must consider all POM observables on the Hilbert space of the system. Such observables represent a non-trivial extension of Hermitian observables, being necessary to describe, for example, optimal measurements for distinguishing between non-orthogonal states , and for describing optical phase  and optical heterodyne detection .

However, what is gained in generality is lost in algebraic simplicity. For example, it is not a priori clear how to add and subtract, much less multiply, POM observables. It would therefore be desirable to be able to define an algebra on the class of POM observables, to regain some of the advantages of the operator algebra associated with (the less general) Hermitian observables. The aim of this Letter is to demonstrate the existence of such an algebra, and applications thereof.

In the following section POM observables are briefly reviewed, and maximal and non-redundant observables defined. In section 3 the sum, product and other binary operations are defined for the relatively simple case of one POM observable and one Hermitian observable, and examples of statistical deviation and distance given in section 4. In section 5 the algebraic combination of two arbitrary POM observables is considered. This general case is more difficult, as certain consistency conditions must be observed, but is solvable. A generalised uncertainty relation and optical phase examples are given in section 6, and conclusions in section 7.

## 2 Generalised observables

The requirement that the probability distribution $`p(a|\psi )`$ in Eq. (1) is positive and normalised for all states $`\psi `$ implies that the POM $`\{A_a\}`$ satisfies

$$A_a0,\underset{a}{}A_a=1.$$
(2)
In fact, any set of operators $`\{A_a\}`$ satisfying these conditions may be realised by a measurement procedure of the type discussed in the Introduction, and hence Eq. (2) fully characterises the class of POM observables . The summation is replaced by integration over continuous ranges of measurement outcomes.

From Eq. (1) the expectation value of any function $`f(𝒜)`$ of a general POM observable $`𝒜`$ is given by

$$f(𝒜)=\underset{a}{}f(a)p(a|\psi )=\psi |\overline{f(𝒜)}|\psi ,$$
(3)
where $`\overline{f(𝒜)}`$ is defined to be the operator

$$\overline{f(𝒜)}:=\underset{a}{}f(a)A_a.$$
(4)
Hermitian observables correspond to the special case $`A_aA_a^{}=0`$ for $`aa^{}`$ (and real-valued outcomes). For such observables the associated operator $`A=\overline{𝒜}`$ is Hermitian, and satisfies $`f(A)=\overline{f(𝒜)}`$ for any function $`f`$. Further, one has $`A_aA_a^2=A_a_{a^{}a}A_a^{}=0`$, i.e., for Hermitian POMs each $`A_a`$ is a projection operator (onto an eigenspace associated with eigenvalue $`a`$ of $`A`$).

Now, for any positive operator $`A_a`$ appearing in some POM, a new POM can be obtained by replacing $`A_a`$ by $`N`$ copies of $`A_a/N`$ (i.e., by $`A_{a,1},\mathrm{},A_{a,N}`$, with $`A_{a,i}A_a/N`$). However, this new POM observable is trivially measured, by making a measurement of the original observable and throwing an $`N`$-sided die if outcome $`a`$ is obtained (to distinguish the $`N`$ new possibilities). Thus this new POM is physically redundant, only differing from the original in a trivial statistical sense that is independent of the actual system. A similar redundancy is obtained if the weightings $`1/N`$ are replaced by any set of positive numbers $`w_1,\mathrm{},w_N`$ which sum to unity.

A POM observable $`𝒜`$ is therefore called non-redundant if $`A_a\lambda A_b`$ for $`ab`$ and any real number $`\lambda `$. Note that any POM observable may be trivially (and uniquely) reduced to a non-redundant POM observable, by adding together any proportional terms in the corresponding POM. Note also that non-redundant observables exclude the trivial possibility $`A_a=0`$.

Finally, a POM observable $`𝒜`$ is called maximal if $`A_a=|aa|`$ for all $`a`$ (the kets $`\{|a\}`$ are not necessarily orthogonal nor normalised). It may be shown that maximal POMs are maximally informative, in the sense that any measurement which optimises information gain under a given constraint is equivalent to the measurement of some maximal POM. Further, since any positive operator $`A_a`$ may be decomposed into a sum of “back-to-back” kets, it follows that every POM observable has a (non-unique) maximal extension. Attention will therefore be restricted to non-redundant maximal POM observables in what follows.

## 3 Combinations of POM and Hermitian observables

Defining the algebraic combination of a maximal POM observable with any Hermitian observable is relatively straightforward, and hence worth examining separately from the general case. The key here is the promotion of the POM observable to an equivalent Hermitian operator on an extended Hilbert space, in such a way that all algebraic relations between existing Hermitian operators are preserved.

In particular, let $`H`$ denote the Hilbert space of the system, and for a maximal POM observable $`𝒜\{|aa|\}`$ let $`H_𝒜`$ denote the Hilbert space of square-integrable functions over the space of outcomes of $`𝒜`$. There is then an orthonormal basis $`\{|a)\}`$ for $`H_A`$ associated with these outcomes, and a natural mapping from $`H`$ to $`H_A`$ defined by

$$|\psi |\psi _𝒜):=\underset{a}{}a|\psi |a).$$
(5)
From Eqs. (1) and (5) one has

$$p(a|\psi )=|a|\psi |^2=|(a|\psi _𝒜)|^2.$$

Thus the POM $`\{|aa|\}`$ on $`H`$ has statistics equivalent to the Hermitian operator

$$\widehat{A}:=\underset{a}{}a|a)(a|$$
(6)
on $`H_𝒜`$, where the latter corresponds to the Hermitian POM $`\{|a)(a|\}`$.

Note that the representation $`\psi (a)=a|\psi =(a|\psi _𝒜)`$ is well known for particular POM observables (eg, the coherent state and canonical phase representations ). The associated representation of $`𝒜`$ as a Hermitian operator $`\widehat{A}`$ on $`H_A`$ provides a simple example of Naimark’s extension theorem  for the (admittedly trivial) case of maximal POMs.

The set of extended states, $`\{|\psi _𝒜)\}`$, is characterised by the projection operator

$$E:=\underset{a,a^{}}{}a|a^{}|a)(a^{}|=E^2.$$
(7)
In particular, it may be checked that any normalised ket $`|\psi )`$ in $`H_𝒜`$ is generated by some physical state $`|\psi `$, as per Eq. (5), if and only if

$$E|\psi )=|\psi ).$$

Thus the unit eigenspace of $`E`$ is isomorphic to the physical Hilbert space $`H`$. Note that for a Hermitian observable one has $`E1`$, and hence in this case (and only in this case) $`H_𝒜`$ is isomorphic to $`H`$.

Further, let $`X`$ be any Hermitian operator on $`H`$. Then there is a natural extension of $`X`$ to a Hermitian operator $`X_𝒜`$ on $`H_𝒜`$, defined by

$$X_𝒜=\underset{a,a^{}}{}a|X|a^{}|a)(a^{}|.$$
(8)
It may be checked that (i) the product $`XY`$ is mapped to $`X_𝒜Y_𝒜`$, and (ii) the state $`X|\psi `$ is mapped to $`X_𝒜|\psi _𝒜)`$. Thus this extension preserves all algebraic properties of Hermitian operators and states on $`H`$.

Finally, there is an inverse mapping of states and observables from $`H_𝒜`$ to $`H`$, generated by the projection $`|a)|a`$. It follows from Eqs. (5), (6) and (8) that $`|\psi _𝒜)|\psi `$ and $`X_𝒜X`$ under this mapping, and that the Hermitian POM $`\{|a)(a|\}`$ corresponding to $`\widehat{A}`$ is mapped to the original POM $`\{|aa|\}`$. Moreover, an arbitrary POM $`\{|k)(k|\}`$ on $`H_𝒜`$ is mapped to the POM observable $`\{|kk|\}`$ on $`H`$, where

$$|k:=\underset{a}{}(a|k)|a.$$
(9)
Note that orthonormality of the basis $`\{|a)\}`$ implies

$`{\displaystyle \underset{k}{}}|kk|`$ $`=`$ $`{\displaystyle \underset{k,a,a^{}}{}}(a|k)(k|a^{})|aa^{}|`$
$`=`$ $`{\displaystyle \underset{a,a^{}}{}}(a|a^{})|aa^{}|`$
$`=`$ $`{\displaystyle \underset{a}{}}|aa|=1,`$
as required by Eq. (2).

The tools for defining algebraic combinations of $`𝒜`$ and $`X`$ (such as the sum $`𝒜+X`$, the symmetric product $`(𝒜X+X𝒜)/2`$, and the “commutator” $`i[𝒜,X]`$), are now laid out. In particular, let $`g`$ denote any function which maps pairs of Hermitian operators to a Hermitian operator. Hence,

$$\widehat{K}:=g(\widehat{A},X_𝒜)$$
(10)
is a Hermitian operator on $`H_𝒜`$, with an associated Hermitian POM $`\{|k)(k|\}`$. The corresponding mapping $`g(𝒜,X)`$, for a general POM observable $`𝒜`$ and Hermitian observable $`X`$ on H, is then defined to be the POM observable

$$g(𝒜,X):=K\{|kk|\},$$
(11)
where $`|k`$ is defined by Eq. (9).

Note from Eqs. (5) and (9) that $`k|\psi =(k|\psi _𝒜)`$. Hence the probability distributions $`p(k|\psi )`$ and $`p(k|\psi _𝒜)`$ are equivalent, and from Eqs. (10) and (11) one therefore has the identity

$$g(𝒜,X)=(\psi _𝒜|g(\widehat{A},X_𝒜)|\psi _𝒜)=\underset{a,a^{}}{}\psi |a(a|g(\widehat{A},X_𝒜)|a^{})a^{}|\psi $$
(12)
for expectation values. This is a very useful formula, as it means one can calculate the expectation value of $`g(𝒜,X)`$ without having to explicitly determine the corresponding POM $`\{kk|\}`$ (which would require diagonalising the Hermitian operator $`\widehat{K}=g(\widehat{A},X_𝒜)`$).

## 4 Examples: deviation and distance

From Eq. (12) one may calculate the statistical deviation between $`𝒜`$ and $`X`$, for a given state $`|\psi `$, as

$`(X𝒜)^2`$ $`=`$ $`(\psi _𝒜|X_𝒜^2+\widehat{A}^2X_𝒜\widehat{A}\widehat{A}X_𝒜|\psi _𝒜)`$ (13)
$`=`$ $`X^2+𝒜^2{\displaystyle \underset{a,a^{}}{}}[(\psi _𝒜|a)(a|X_𝒜|a^{})(a^{}|\widehat{A}|\psi _𝒜)+c.c.]`$
$`=`$ $`\psi |(X\overline{𝒜})^2|\psi +\psi |\overline{𝒜^2}(\overline{𝒜})^2|\psi ,`$
where Eqs. (5), (6) and (8) have been used, and the operators $`\overline{𝒜}`$, $`\overline{𝒜^2}`$ are defined via Eq. (4). This quantity provides a measure of the degree to which the POM $`𝒜`$ may be approximated by a given Hermitian operator $`X`$. Note that the second term is not equal to the variance of $`𝒜`$. One also has the alternative formula

$`(X𝒜)^2`$ $`=`$ $`{\displaystyle \underset{a}{}}(\psi _𝒜|(X_𝒜\widehat{A})|a)(a|X_𝒜\widehat{A}|\psi _𝒜)`$
$`=`$ $`{\displaystyle \underset{a}{}}|a|Xa|\psi |^2,`$
which has been used previously (without algebraic justification) in the context of obtaining exact uncertainty relations between photon number and optical phase .

Further, the “distance” between a POM observable $`𝒜`$ and a Hermitian observable $`X`$ on $`H`$ may be defined via a natural generalisation of the Hilbert-Schmidt metric:

$`d(𝒜,X)^2`$ $`:=`$ $`\mathrm{tr}[(\widehat{A}X_𝒜)^2]`$ (14)
$`=`$ $`\mathrm{tr}[(X\overline{𝒜})^2+\overline{𝒜^2}(\overline{𝒜})^2].`$
This generalised metric satisfies the triangle inequalities

$$d(𝒜,X)+d(𝒜,Y)d(X,Y)|d(𝒜,X)d(𝒜,Y)|$$

as an automatic consequence of the Hilbert-Schmidt metric on $`H_𝒜`$, and hence $`d(𝒜,X)`$ may indeed be interpreted as a measure of “distance”.

From Eq. (14) one has the Pythagorean relation

$$d(𝒜,X)^2=d(𝒜,\overline{𝒜})^2+d(\overline{𝒜},X)^2$$

between $`𝒜`$, $`X`$ and $`\overline{𝒜}`$. It follows immediately that $`\overline{𝒜}`$ represents the Hermitian operator “closest” to $`𝒜`$, being separated from $`𝒜`$ by the minimum distance

$$\underset{X}{\mathrm{min}}d(𝒜,X)=d(𝒜,\overline{𝒜})=\{\mathrm{tr}[\overline{𝒜^2}(\overline{𝒜})^2]\}^{1/2}.$$

This minimum distance is a useful measure of the inherent “fuzziness” of $`𝒜`$, vanishing if and only if $`𝒜`$ is a Hermitian observable.

## 5 Combining arbitrary POM observables

To generalise the above results to algebraic combinations of two maximal POMs $`𝒜\{|aa|\}`$, $`\{|bb|\}`$, one must find a Hilbert space $`H_𝒜`$ which contains two suitable orthonormal sets $`\{|a)\}`$, $`\{|b)\}`$. It turns out that, to avoid such undesirable properties such as $`𝒜𝒜0`$, the compatibility of $`𝒜`$ and $``$ must explicitly be taken into account. The resulting simultaneous mapping of $`𝒜`$ and $``$ to Hermitian operators on $`H_𝒜`$ corresponds to a novel and highly nontrivial Naimark extension, in contrast to the mapping from $`H`$ to $`H_𝒜`$ defined in section 3.

First, note that each state $`|\psi `$ on $`H`$ will have two possible extensions on $`H_𝒜`$, given by $`|\psi _𝒜)`$ and $`|\psi _{})`$ as calculated via Eq. (5), corresponding to respective projection operators $`E_𝒜`$ and $`E_{}`$ defined as per Eq. (7). Consistency requires that these are equal. Calculating $`(b|\psi _𝒜)`$ and $`(a|\psi _{})`$ via Eq. (5) then yields the conditions

$$|a=\underset{b}{}(b|a)|b,|b=\underset{a}{}(a|b)|a$$
(15)
on the inner product $`(a|b)`$.

Second, since the statistics of $`𝒜`$ and $``$ on $`H`$ will be equivalent to those of the Hermitian operators $`\widehat{A}`$ and $`\widehat{B}`$ on $`H_𝒜`$ respectively, as calculated via Eq. (6), it is physically desirable that any identical statistical components of $`𝒜`$ and $`𝒜`$ are mapped to identical components of $`\widehat{A}`$ and $`\widehat{B}`$, i.e.,

$$|a)(a|=|b)(b|\mathrm{for}|aa|=|bb|.$$
(16)
This condition ensures that compatible aspects of the observables $`𝒜`$ and $``$ are preserved by the extension to $`H_𝒜`$ (and in particular that $`\widehat{A}=\widehat{B}`$ for $`𝒜=`$).

If conditions (15) and (16) can be satisfied, then any function $`g`$ which maps pairs of Hermitian operators to a Hermitian operator will define a Hermitian operator

$$\widehat{K}:=g(\widehat{A},\widehat{B}),$$

on $`H_𝒜`$, with an associated Hermitian POM $`\{|k)(k|\}`$. The corresponding POM observable $`g(𝒜,)`$ on $`H`$ is then defined to be the POM $`K\{|kk|\}`$, with

$$|k:=\underset{a}{}(a|k)|a=\underset{b}{}(b|k)|b$$

in analogy to Eq. (9), where the second equality follows immediately from Eq. (15).

It therefore remains to find orthonormal sets $`\{|a)\}`$, $`\{|b)\}`$ satisfying Eqs. (15) and (16). First, let $`C:=\{|aa|\}\{|bb|\}\{|cc|\}`$ denote the set of common elements of the POMs corresponding to $`𝒜`$ and $``$. $`C`$ is physically well-defined for non-redundant POMs, where measurement of the POM $`C\{C_0\}`$, with

$$C_0:=1\underset{c}{}|cc|,$$

corresponds to the simultaneous measurement of the compatible components of $`𝒜`$ and $``$. Condition (16) implies that these compatible components are promoted to simultaneous eigenstates of $`\widehat{A}`$ and $`\widehat{B}`$.

Decomposing the POMs for $`𝒜`$ and $``$ as $`\{|cc|,|\stackrel{~}{a}\stackrel{~}{a}|\}`$ and $`\{|cc|,|\stackrel{~}{b}\stackrel{~}{b}|\}`$ respectively, it follows that

$$\underset{\stackrel{~}{a}}{}|\stackrel{~}{a}\stackrel{~}{a}|=\underset{\stackrel{~}{b}}{}|\stackrel{~}{b}\stackrel{~}{b}|=C_0.$$
(17)
Eqs. (15) and (16) then imply that the orthonormal set $`\{|c)\}`$ is orthogonal to each of the orthonormal sets $`\{|\stackrel{~}{a})\}`$, $`\{|\stackrel{~}{b})\}`$ on $`H_𝒜`$, and further that the inner product $`(\stackrel{~}{a}|\stackrel{~}{b})`$ satisfies

$$|\stackrel{~}{a}=\underset{\stackrel{~}{b}}{}(\stackrel{~}{b}|\stackrel{~}{a})|\stackrel{~}{b},|\stackrel{~}{b}=\underset{\stackrel{~}{a}}{}(\stackrel{~}{a}|\stackrel{~}{b})|\stackrel{~}{a}.$$

These equations are formally solved by the choice

$$(\stackrel{~}{a}|\stackrel{~}{b})=\stackrel{~}{a}|C_0^1|\stackrel{~}{b}$$
(18)
as may easily be checked using Eq. (17). However, it must be verified that this solution has all the properties required of an inner product between two orthonormal (not necessarily complete) sets in some Hilbert space $`\stackrel{~}{H}_𝒜`$ (one may then take $`H_𝒜=\stackrel{~}{H}_𝒜H_C`$, where $`H_C`$ is the span of $`\{|c)\}`$).

First, each of $`|\stackrel{~}{a}`$ and $`|\stackrel{~}{b}`$ are orthogonal to the zero-eigenspace of $`C_0`$ (since Eq. (17) implies that $`\stackrel{~}{a}|C_0|\stackrel{~}{a}`$ and $`\stackrel{~}{b}|C_0|\stackrel{~}{b}`$ are strictly positive), and hence the righthand side of Eq. (18) is well-defined. Second, noting $`C_0`$ is Hermitian, then $`(\stackrel{~}{a}|\stackrel{~}{b})=(\stackrel{~}{b}|\stackrel{~}{a})^{}`$ as required. Finally, for it to be possible to write each $`|\stackrel{~}{a})`$ as an orthogonal superposition of the $`|\stackrel{~}{b})`$ and some orthonormal set $`\{|x)\}`$, i.e.,

$$|\stackrel{~}{a})=\underset{\stackrel{~}{b}}{}(\stackrel{~}{b}|\stackrel{~}{a})|\stackrel{~}{b})+\underset{x}{}(x|\stackrel{~}{a})|x),$$

one must have $`_{\stackrel{~}{b}}|(\stackrel{~}{b}|\stackrel{~}{a})|^21`$ (and similarly $`_{\stackrel{~}{a}}|(\stackrel{~}{b}|\stackrel{~}{a})|^21`$). But

$$\underset{\stackrel{~}{b}}{}|(\stackrel{~}{b}|\stackrel{~}{a})|^2=\stackrel{~}{a}|C_0^1|\stackrel{~}{a}=\overline{a}|\overline{a}$$

from Eq. (18), where $`|\overline{a}:=C_0^{1/2}|\stackrel{~}{a}`$. Noting from Eq. (17) that $`_{\overline{a}}|\overline{a}\overline{a}|`$ is equivalent to the unit operator on the span of $`\{|\overline{a}\}`$, one then has

$`\overline{a}|\overline{a}`$ $`=`$ $`\overline{a}|[{\displaystyle \underset{\overline{a}^{}}{}}|\overline{a}^{}\overline{a}^{}]|\overline{a}`$
$`=`$ $`{\displaystyle \underset{\overline{a}^{}}{}}|\overline{a}|\overline{a}^{}|^2\overline{a}|\overline{a}^2,`$
implying $`\overline{a}|\overline{a}1`$ as required.

## 6 Examples: uncertainty relations and phase

The expectation value (and hence the statistics) of any algebraic combination of two arbitrary POMs $`𝒜`$ and $``$ on $`H`$ may now be calculated via the relation

$$g(𝒜,)=(\psi |g(\widehat{A},\widehat{B})|\psi )$$
(19)
analogous to Eq. (12), where $`|\psi )`$ denotes either of $`|\psi _𝒜)`$, $`|\psi _{})`$.

The examples of statistical deviation and distance in section 4 generalise immediately to such pairs of POM observables. As a further example, the expectation of the “commutator” of $`𝒜`$ and $``$ follows as

$`i[𝒜,]`$ $`=`$ $`i(\psi |[\widehat{A},\widehat{B}]|\psi )`$
$`=`$ $`i(\psi |[{\displaystyle \underset{a,b}{}}ab(a|b)|a)(b|h.c.]|\psi )`$
$`=`$ $`i\psi |[{\displaystyle \underset{\stackrel{~}{a},\stackrel{~}{b}}{}}\stackrel{~}{a}\stackrel{~}{b}\stackrel{~}{a}|C_0^1|\stackrel{~}{b}|\stackrel{~}{a}\stackrel{~}{b}|h.c.]|\psi `$
$`=`$ $`i\psi |\stackrel{~}{A}C_0^1\stackrel{~}{B}\stackrel{~}{B}C_0^1\stackrel{~}{A}|\psi ,`$
where the operators

$$\stackrel{~}{A}:=\underset{\stackrel{~}{a}}{}\stackrel{~}{a}|\stackrel{~}{a}\stackrel{~}{a}|,\stackrel{~}{B}:=\underset{\stackrel{~}{b}}{}\stackrel{~}{b}|\stackrel{~}{b}\stackrel{~}{b}|$$

represent the restrictions of $`\overline{𝒜}`$ and $`\overline{}`$ to non-identical $`|aa|`$ and $`|bb|`$. The Heisenberg uncertainty relation on $`H_𝒜`$ therefore leads immediately to the generalised uncertainty relation

$$\mathrm{\Delta }𝒜\mathrm{\Delta }\frac{1}{2}|\psi |\stackrel{~}{A}C_0^1\stackrel{~}{B}\stackrel{~}{B}C_0^1\stackrel{~}{A}|\psi |$$
(20)
for arbitrary POM observables $`𝒜`$ and $``$ on $`H`$.

In the case that $`𝒜`$ and $``$ have no POM components in common, then $`C_0=1`$ and the above uncertainty relation reduces to

$$\mathrm{\Delta }𝒜\mathrm{\Delta }\frac{1}{2}|\psi |[\overline{𝒜},\overline{}|\psi |.$$

As an example, for the photon number operator $`N=_nn|nn|`$ and canonical phase POM $`\mathrm{\Phi }\{|\varphi \varphi |\}`$, where $`|\varphi =(2\pi )^{1/2}_ne^{in\varphi }|n`$ and $`\varphi (\pi ,\pi ]`$ , a straightforward calculation yields

$`\mathrm{\Delta }N\mathrm{\Delta }\mathrm{\Phi }`$ $``$ $`(1/2)|\psi |[N,\overline{\mathrm{\Phi }}]|\psi |`$
$`=`$ $`(1/2)|\psi |{\displaystyle \underset{m,n}{}}(1)^{m+n}|mn|1|\psi |`$
$`=`$ $`(1/2)|12\pi p(\pi |\psi )|,`$
in agreement with previous (non-algebraic) methods .

Another phase observable of interest arises from ideal heterodyne detection, where one makes a simultaneous (but noisy) measurement of the quadratures of a single-mode optical field . This measurement is represented by the the so-called “coherent-state” POM $`𝒜_H\{\pi ^1|\alpha \alpha |\}`$, where $`|\alpha `$ denotes the coherent state corresponding to eigenvalue $`\alpha =re^{i\varphi }`$ of the photon annihilation operator $`a`$. Thus $`\mathrm{\Phi }_H:=\mathrm{arg}𝒜_H`$ is a corresponding phase observable: the heterodyne phase  (see also Ref.  for a different realisation of this observable).

Since phase is a periodic variable, the circular deviation

$$\delta _H:=1|e^{i\mathrm{\Phi }}e^{i\mathrm{\Phi }_H}|$$

provides a more natural measure of comparison for $`\mathrm{\Phi }`$ and $`\mathrm{\Phi }_H`$ than does $`(\mathrm{\Phi }\mathrm{\Phi }_H)^2`$ (even better is $`1|e^{i(\mathrm{\Phi }\mathrm{\Phi }_H)}|`$, but this is more difficult to evaluate). This quantity will be close to zero in cases where heterodyne phase provides a good approximation to the canonical phase, and close to unity in cases where heterodyne phase is a poor estimate of the canonical phase. Since $`\delta _H`$ is defined by an algebraic function of two POM observables, it can be calculated by the above methods.

In particular, from Eq. (19) one has $`𝒜=\psi |\overline{𝒜}\overline{}|\psi `$ when $`𝒜`$ and $`𝒜`$ share no common components. A straightforward calculation gives

$$\overline{e^{i\mathrm{\Phi }}}=\underset{n}{}|nn+1|,$$

while a Gaussian integration yields )

$`\overline{e^{i\mathrm{\Phi }_H}}`$ $`=`$ $`\pi ^1{\displaystyle d^2\alpha e^{i\varphi }|\alpha \alpha |}`$
$`=`$ $`{\displaystyle \underset{n}{}}\mathrm{\Gamma }(n+3/2)(n!)^1(n+1)^{1/2}|n+1n|,`$
and hence one finds

$$\delta _H=1\underset{n}{}|n|\psi |^2\mathrm{\Gamma }(n+3/2)(n!)^1(n+1)^{1/2}.$$
(21)
The circular deviation between the canonical and heterodyne phases is therefore completely determined by the photon number distribution of the state. Further, Stirling’s formula for the Gamma function may be used to obtain the asymptotic formula

$$\delta _H\psi |(N+1)^1|\psi /8$$

from Eq. (21), to first order in $`1/(N+1)`$. Hence $`\delta _H`$ is typically small for high energy states, implying that heterodyne detection provides an accurate estimate of the canonical phase for such states.

## 7 Conclusions

It has been shown how to define algebraic operations for arbitrary pairs of generalised quantum observables. As well as being of intrinsic interest, this allows many of the advantages of calculations with Hermitian operators to be realised for the more general POM observables, as indicated by the examples in sections 4 and 6.

The algebraic combination of any two POM observables $`𝒜`$ and $``$ with any number of Hermitian observables $`X,Y,Z,\mathrm{}`$ may also be defined, with Eqs. (12) and (19) generalising to

$$g(𝒜,,X,Y,Z,\mathrm{})=(\psi _𝒜|g(\widehat{A},\widehat{B},X_𝒜,Y_𝒜,Z_𝒜,\mathrm{})|\psi _𝒜),$$

where $`|\psi _𝒜)`$ denotes either of $`|\psi _𝒜)|\psi _{})`$ and $`X_𝒜`$ denotes either of $`X_𝒜X_{}`$ (the second equivalence follows from the first, via $`E_𝒜E_{}`$). Note that for the special case where $`𝒜`$ and $``$ correspond to two Hermitian operators $`A`$ and $`B`$ respectively, then $`H_𝒜`$ is isomorphic to $`H`$, and so $`g(𝒜,,X,Y,Z,\mathrm{})`$ becomes equivalent to the Hermitian operator $`g(A,B,X,Y,Z,\mathrm{})`$.

A number of issues remain for future investigation. First, only binary combinations of POM observables have been considered. It is not clear whether general combinations of three or more such observables can be consistently defined, nor even whether, for example, the operation of addition is associative. Second, the question of uniqueness has not been examined. It is possible there are other solutions satisfying conditions (15) and (16), and even that one could satisfactorily replace the second of these conditions with a weaker (and smoother) requirement along the lines that $`\widehat{A}`$ is “close” to $`\widehat{B}`$ whenever $`𝒜`$ is “close” to $``$. Third, it might be possible to use the existence of an algebra for POM observables to provide a “cleaner” formulation of QM, not requiring any a priori distinction between POM observables and Hermitian observables (which, for example, the usual mapping between classical and quantum Hamiltonians requires). For example, the optical phase observable can now simply be defined algebraically, in direct analogy to the classical formula, as the combination $`e^{i\mathrm{\Phi }}:=N^{1/2}a`$.

Applications of the generalised statistical deviation and distance, discussed in section 4, to determining the optimal estimate of an observable from a given measurement and to finding general “disturbance” and “joint-measurement” uncertainty relations, have recently been given (since this paper was first prepared) .