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# First Evidence for Neutrinoless Double Beta Decay

## 1 Introduction

Double beta decay is the most sensitive probe to test lepton number conservation. Further it seems to be the only way to decide about the Dirac or Majorana nature of the neutrino. Observation of $`0\nu \beta \beta `$ decay would prove that the neutrino is a Majorana particle and would be another clear sign of beyond standard model physics. Recently atmospheric and solar neutrino oscillation experiments have shown that neutrinos are massive. This was the first indication of beyond standard model physics. The absolute neutrino mass scale, however, cannot be determined from oscillation experiments alone. Double beta decay is indispensable also to solve this problem.

The observable of double beta decay is the effective neutrino mass

$`m=|U_{ei}^2m_i|=|m_{ee}^{(1)}|+e^{i\varphi _2}|m_{ee}^{(2)}|+e^{i\varphi _3}|m_{ee}^{(3)}|,`$

with $`U_{ei}`$ denoting elements of the neutrino mixing matrix, $`m_i`$ neutrino mass eigenstates, and $`\varphi _i`$ relative Majorana CP phases. It can be written in terms of oscillation parameters

$`|m_{ee}^{(1)}|`$ $`=`$ $`|U_{e1}|^2m_1,`$ (1)
$`|m_{ee}^{(2)}|`$ $`=`$ $`|U_{e2}|^2\sqrt{\mathrm{\Delta }m_{21}^2+m_1^2},`$ (2)
$`|m_{ee}^{(3)}|`$ $`=`$ $`|U_{e3}|^2\sqrt{\mathrm{\Delta }m_{32}^2+\mathrm{\Delta }m_{21}^2+m_1^2}.`$ (3)
The effective mass $`m`$ is related with the half-life for $`0\nu \beta \beta `$ decay via $`\left(T_{1/2}^{0\nu }\right)^1m_\nu ^2`$, and for the limit on $`T_{1/2}^{0\nu }`$ deducible in an experiment we have

$`T_{1/2}^{0\nu }ϵ\times a\sqrt{{\displaystyle \frac{Mt}{\mathrm{\Delta }EB}}},`$ (4)
Here $`a`$ is the isotopical abundance of the $`\beta \beta `$ emitter; $`M`$ is the active detector mass; $`t`$ is the measuring time; $`\mathrm{\Delta }E`$ is the energy resolution; $`B`$ is the background count rate and $`ϵ`$ is the efficiency for detecting a $`\beta \beta `$ signal. Determination of the effective mass fixes the absolute scale of the neutrino mass spectrum. ).

In this paper we will discuss the status of double beta decay search. We shall, in section 2, discuss the recent evidence for the neutrinoless decay mode, from the HEIDELBERG-MOSCOW experiment and the consequences for the neutrino mass scenarios which could be realized in nature. In section 3 we discuss the possible future potential of $`0\nu \beta \beta `$ experiments, which could improve the present accuracy.

## 2 Evidence for the Neutrinoless Decay Mode

The status of present double beta experiments is shown in Fig. 1 and is extensively discussed in . The HEIDELBERG-MOSCOW experiment using the largest source strength of 11 kg of enriched 76Ge (enrichment 86$`\%`$) in form of five HP Ge-detectors is running since August 1990 in the Gran-Sasso underground laboratory , and is since nine years now the most sensitive double beta experiment worldwide.

### 2.1 Data from the HEIDELBERG-MOSCOW Experiment

The data taken in the period August 1990 - May 2000 (54.9813 kg y, or 723.44 mol-years) are shown in Fig. 2 in the section around the Qββ value of 2039.006 keV . Fig. 2 is identical with Fig. 1 in , except that we show here the original energy binning of the data of 0.36 keV. These data have been analysed  with various statistical methods, with the Maximum Likelihood Method and in particular also with the Bayesian method (see, e.g. ). This method is particularly suited for low counting rates, where the data follow a Poisson distribution, that cannot be approximated by a Gaussian. Details and the results of the analysis are given in .

Our peak search procedure (for details see ) reproduces (see ) $`\gamma `$-lines at the positions of known weak lines from the decay of $`{}_{}{}^{214}Bi`$ at 2010.7, 2016.7, 2021.8 and 2052.9 keV . In addition, a line centered at 2039 keV shows up (see Fig. 3). This is compatible with the Q-value  of the double beta decay process. The Bayesian analysis yields, when analysing a $`\pm 5\sigma `$ range around Qββ (which is the usual procedure when searching for resonances in high-energy physics) a confidence level (i.e. the probability K) for a line to exist at 2039.0 keV of 96.5 $`\%`$ c.l. (2.1 $`\sigma `$) (see Fig. 3). We repeated the analysis for the same data, but except detector 4, which had no muon shield and a slightly worse energy resolution (46.502 kg y). The probability we find for a line at 2039.0 keV in this case is 97.4$`\%`$ (2.2 $`\sigma `$) .

Fitting a wide range of the spectrum yields a line at 2039 keV at 91% c.l. (see Fig.2).

We also applied the Feldman-Cousins method . This method (which does not use the information that the line is Gaussian) finds a line at 2039 keV on a confidence level of 3.1 $`\sigma `$ (99.8$`\%`$ c.l.). In addition to the line at 2039 keV we find candidates for lines at energies beyond 2060 keV and around 2030 keV, which at present cannot be attributed. This is a task of nuclear spectroscopy.

Important further information can be obtained from the time structures of the individual events. Double beta events should behave as single site events (see Fig. 4 left), i.e. clearly different from a multiple scattered $`\gamma `$-event (see Fig. 4 right). It is possible to differentiate between these different types of events by pulse shape analysis. We have developped three methods of pulse shape analysis  during the last seven years, one of which has been patented and therefore only published recently.

Installation of Pulse Shape Analysis (PSA) has been performed in 1995 for the four large detectors. Detector Nr.5 runs since February 1995, detectors 2,3,4 since November 1995 with PSA. The measuring time with PSA from November 1995 until May 2000 is 36.532 kg years, for detectors 2,3,5 it is 28.053 kg y.

In the SSE spectrum obtained under the restriction that the signal simultaneously fulfills the criteria of all three methods for a single site event, we find again indication of a line at 2039.0 keV (see Figs. 6, 6).

We find 9 SSE events in the region 2034.1 - 2044.9 keV ($`\pm `$ 3$`\sigma `$ around Qββ). Bayes analysis of the range 2032 - 2046 keV yields a signal of single site events, as expected for neutrinoless double beta decay, with 96.8$`\%`$ c.l. at the Qββ value. The Feldman-Cousins method gives a signal at 2039.0 keV of 2.8 $`\sigma `$ (99.4$`\%`$).

The analysis of the line at 2039.0 keV before correction for the efficiency yields 4.6 events (best value) or (0.3 - 8.0) events within 95$`\%`$ c.l. ((2.1 - 6.8) events within 68.3$`\%`$ c.l.). Corrected for the efficiency to identify an SSE signal by successive application of all three PSA methods, which is 0.55 $`\pm `$ 0.10, we obtain a $`0\nu \beta \beta `$ signal with 92.4$`\%`$ c.l.. The signal is (3.6 - 12.5) events with 68.3$`\%`$ c.l. (best value 8.3 events). Thus, with proper normalization concerning the running times (kg y) of the full and the SSE spectra, we see that almost the full signal remains after the single site cut (best value), while the $`{}_{}{}^{214}Bi`$ lines (best values) are considerably reduced. We have used a $`{}_{}{}^{238}Th`$ source to test the PSA method. We find the reduction of the 2103 keV and 2614 keV $`{}_{}{}^{228}Th`$ lines (known to be multiple site or mainly multiple site), relative to the 1592 keV $`{}_{}{}^{228}Th`$ line (known to be single site), shown in Fig. 7. This proves that the PSA method works efficiently. Essentially the same reduction as for the Th lines at 2103 and 2614 keV and for the weak Bi lines is found for the strong $`{}_{}{}^{214}Bi`$ lines (e.g. at 609.6 and 1763.9 keV (Fig. 7)).

The possibility, that the single site signal is the double escape line corresponding to a (much more intense!) full energy peak of a $`\gamma `$-line, at 2039+1022=3061 keV is excluded from the high-energy part of our spectrum.

### 2.2 Comparison with earlier results

We applied the same methods of peak search as used in our analysis to the spectrum, measured in the Ge experiment by Caldwell et al.  more than a decade ago. These authors had the most sensitive experiment using natural Ge detectors (7.8% abundance of $`{}_{}{}^{76}Ge`$). With their background being a factor of 9 higher than in the present experiment, and their measuring time of 22.6 kg y, they have a statistics for the background larger by a factor of almost 4 in their (very similar) experiment. This allows helpful conclusions about the nature of the background.

The peak scanning finds  (Fig. 8) indications for peaks essentially at the same energies as in Fig. 3. This shows that these peaks are not fluctuations. In particular it sees the 2010.78, 2016.7, 2021.6 and 2052.94 keV $`{}_{}{}^{214}Bi`$ lines. It finds, however, no line at Qββ. This is consistent with the expectation from the rate found from the HEIDELBERG-MOSCOW experiment. About 16 observed events in the latter correspond to 0.6 expected events in the Caldwell experiment, because of the use of non-enriched material and the shorter measuring time.

Another Ge experiment (IGEX) using 8.8 kg of enriched $`{}_{}{}^{76}Ge`$, but collecting since beginning of the experiment in the early nineties till shutdown in end of 1999 only 8.8 kg y of statistics , because of this low statistics also naturally cannot see any signal at 2039 keV. This is consistent with our result. The number of counts expected in that experiment from our result would be about only 2.6. In their spectrum however, which is unfortunately shown only in the energy range 2020-2060 keV, the line around 2030 keV, indicated in Figs. 3,6, is also clearly seen.

### 2.3 Proofs and Disproofs

The result described in section 2.1 has been questioned in some papers (Aalseth et al, hep-ex/0202018; Feruglio et al., Nucl. Phys. B 637(2002)345; Zdesenko et al., Phys. Lett. B 546(2002) 206, and Kirpichnikov, talk at Meeting of Physical Section of Russian Academy of Sciences, Moscow, December 2, 2002, and priv. communication, Dec. 3, 2002.) These claims against our results are incorrect in various ways.

The arguments in the first two of these papers can be easily rejected. We have published this in hep-ph/0205228. In particular their estimates of the intensities of the $`{}_{}{}^{214}Bi`$ lines are simply wrong, because the summing effect of the energies of consecutive gamma lines (more precisely called True Coincidence Summing - TCS) which is an elementary effect known in nuclear spectroscopy, was not taken into account (for a detailed discussion see ). Further none of the papers has performed a Monte Carlo simulation of our setup, which is the only way to come to quantitative statements.

The paper by Zdesenko et al. starts from an arbitrary assumption, namely that there are lines in the spectrum at best only at 2010 and 2053 keV. This contradicts to the experimental result, according to which there are further lines in the spectrum (see Figs. 3,6,8 in the present paper). In this way they artificially increase the background in their analysis and come to wrong conclusions.

All three of these papers, when discussing the choice of the width of the search window, ignore the results of the statistical simulations we give in hep-ph/0205228 and we have published in  and .

Kirpichnikov states that from his analysis he clearly sees the 2039 keV line in the full (not pulse shape discriminated) spectrum with $`>99\%`$ c.l. He claims that he does not see the signal in the pulse shape spectrum. One reason to see less intensity certainly is that in this case he averages for determination of the background over the full energy range without allowing for any lines. His result is in contradiction with the result we obtain under the same assumption of assuming just one line (at Qββ) and a continuous background (see Fig. 6 of this paper).

### 2.4 Half-Life and Effective Neutrino Mass

Having shown that the signal at Qββ consists of single site events and is not a $`\gamma `$-line, we translate the observed number of events into half-lifes. We obtain  $`\mathrm{T}_{1/2}^{0\nu }=(0.818.3)\times 10^{25}`$ $`\mathrm{y}`$ (95$`\%`$ c.l.) with a best value of $`1.5\times 10^{25}`$y. Assuming that the $`0\nu \beta \beta `$ amplitude is dominated by the neutrino mass mechanism, we obtain, with the nuclear matrix element from  an effective mass of $`m_\nu `$=(0.11 - 0.56) eV (95$`\%`$ c.l.).

The result obtained is consistent with all other double beta experiments - which still reach less sensitivity. The most sensitive experiments following the HEIDELBERG-MOSCOW experiment are the geochemical $`{}_{}{}^{128}Te`$ experiment with $`\mathrm{T}_{1/2}^{0\nu }>2(7.7)\times 10^{24}\mathrm{y}`$ (68% c.l.),  the $`{}_{}{}^{136}Xe`$ experiment by the DAMA group with $`\mathrm{T}_{1/2}^{0\nu }>1.2\times 10^{24}\mathrm{y}`$ (90% c.l.), a second $`{}_{}{}^{76}Ge`$ experiment with $`\mathrm{T}_{1/2}^{0\nu }>1.2\times 10^{24}`$ y  and a $`{}_{}{}^{nat}Ge`$ experiment with $`\mathrm{T}_{1/2}^{0\nu }>1\times 10^{24}`$ y . Other experiments are already about a factor of 100 less sensitive concerning the $`0\nu \beta \beta `$ half-life: the Gotthard TPC experiment with $`{}_{}{}^{136}Xe`$ yields  $`\mathrm{T}_{1/2}^{0\nu }>4.4\times 10^{23}\mathrm{y}`$ (90% c.l.) and the Milano Mibeta cryodetector experiment  $`\mathrm{T}_{1/2}^{0\nu }>1.44\times 10^{23}\mathrm{y}`$ (90% c.l.).

Another experiment  with enriched $`{}_{}{}^{76}Ge`$, which has stopped operation in 1999 after reaching a significance of 8.8 kg y, yields (if one believes their method of ’visual inspection’ in their data analysis), in a conservative analysis, a limit of about $`\mathrm{T}_{1/2}^{0\nu }>5\times 10^{24}\mathrm{y}`$ (90% c.l.). The $`{}_{}{}^{128}Te`$ geochemical experiment yields $`m_\nu <1.1`$ eV (68 $`\%`$ c.l.) , the DAMA $`{}_{}{}^{136}Xe`$ experiment $`m_\nu <(1.12.9)`$ eV  and the $`{}_{}{}^{130}Te`$ cryogenic experiment yields $`m_\nu <1.8`$ eV .

Concluding we obtain, with about 95$`\%`$ probability, first evidence for the neutrinoless double beta decay mode. As a consequence, at this confidence level, lepton number is not conserved. Further the neutrino is a Majorana particle. If the 0$`\nu \beta \beta `$ amplitude is dominated by exchange of a massive neutrino the effective mass $`m`$ is deduced to be $`m`$ = (0.11 - 0.56) eV (95$`\%`$ c.l.), with best value of 0.39 eV. Allowing conservatively for an uncertainty of the nuclear matrix elements of $`\pm `$ 50$`\%`$ (for detailed discussions of the status of nuclear matrix elements we refer to  and references therein) this range may widen to $`m`$ = (0.05 - 0.84) eV (95$`\%`$ c.l.).

Assuming other mechanisms to dominate the $`0\nu \beta \beta `$ decay amplitude, the result allows to set stringent limits on parameters of SUSY models, leptoquarks, compositeness, masses of heavy neutrinos, the right-handed W boson and possible violation of Lorentz invariance and equivalence principle in the neutrino sector. For a discussion and for references we refer to .

With the limit deduced for the effective neutrino mass, the HEIDELBERG-MOSCOW experiment excludes several of the neutrino mass scenarios allowed from present neutrino oscillation experiments \- allowing only for degenerate and inverse hierarchy mass scenarios .

Assuming the degenerate scenarios to be realized in nature we fix - according to the formulae derived in  \- the common mass eigenvalue of the degenerate neutrinos to m = (0.05 - 3.4) eV. Part of the upper range is already excluded by tritium experiments, which give a limit of m $`<`$ 2.2-2.8 eV (95$`\%`$ c.l.) . The full range can only partly (down to $``$ 0.5 eV) be checked by future tritium decay experiments, but could be checked by some future $`\beta \beta `$

experiments (see, e.g., next section). The deduced best value for the mass is consistent with expectations from experimental $`\mu e\gamma `$ branching limits in models assuming the generating mechanism for the neutrino mass to be also responsible for the recent indication for as anomalous magnetic moment of the muon . It lies in a range of interest also for Z-burst models recently discussed as explanation for super-high energy cosmic ray events beyond the GKZ-cutoff . A recent model with underlying A4 symmetry for the neutrino mixing matrix also leads to degenerate neutrino masses consistent with the present result from $`0\nu \beta \beta `$ decay . The range of $`m`$ fixed in this work is, already now, in the range to be explored by the satellite experiments MAP and PLANCK  (see Fig. 10).

The neutrino mass deduced leads to 0.002$`\mathrm{\Omega }_\nu h^2`$ 0.1 and thus may allow neutrinos to still play an important role as hot dark matter in the Universe .

## 3 Future of $`\beta \beta `$ Experiments - GENIUS and Other Proposals

With the HEIDELBERG-MOSCOW experiment, the era of the small smart experiments is over. New approaches and considerably enlarged experiments (as discussed, e.g. in ) will be required in future to fix the neutrino mass with higher accuracy.

Since it was realized in the HEIDELBERG-MOSCOW experiment, that the remaining small background is coming from the material close to the detector (holder, copper cap, …), elimination of any material close to the detector will be decisive. Experiments which do not take this into account, like, e.g. CUORE , and MAJORANA , will allow at best only rather limited steps in sensitivity. Furthermore there is the problem in cryodetectors that they cannot differentiate between a $`\beta `$ and a $`\gamma `$ signal, as this is possible in Ge experiments.

Another crucial point is - see eq. (4) - the energy resolution, which can be optimized only in experiments using Germanium detectors or bolometers. It will be difficult to probe evidence for this rare decay mode in experiments, which have to work - as result of their limited resolution - with energy windows around Qββ of several hundreds of keV, such as NEMO III, EXO, CAMEO.

Another important point is (see eq. 4), the efficiency of a detector for detection of a $`\beta \beta `$ signal. For example, with 14$`\%`$ efficiency a potential future 100 kg $`{}_{}{}^{82}Se`$ NEMO experiment would be, because of its low efficiency, equivalent only to a 10 kg experiment (not talking about the energy resolution).

In the first proposal for a third generation double beta experiment, the GENIUS proposal , the idea is to use ’naked’ Germanium detectors in a huge tank of liquid nitrogen. It seems to be at present the only proposal, which can fulfill both requirements mentioned above - to increase the detector mass and simultaneously reduce the background drastically. GENIUS would - with only 100 kg of enriched $`{}_{}{}^{76}Ge`$ \- increase the confidence level of the present pulse shape discriminated 0$`\nu \beta \beta `$ signal to 4$`\sigma `$ within one year, and to 7$`\sigma `$ within three years of measurement (a confirmation on a 4$`\sigma `$ level by the MAJORANA project would at least need $``$230 years, the CUORE project would need (ignoring for the moment the problem of identification of the signal as a $`\beta \beta `$ signal) 3700 years). With ten tons of enriched $`{}_{}{}^{76}Ge`$ GENIUS should be capable to investigate also whether the neutrino mass mechanism or another mechanism (see, e.g. ) is dominating the $`0\nu \beta \beta `$ decay amplitude. A GENIUS Test Facility is at present under construction in the GRAN SASSO Underground Laboratory .

## 4 Conclusion

The status of present double beta decay search has been discussed, and recent evidence for a non-vanishing Majorana neutrino mass obtained by the HEIDELBERG-MOSCOW experiment has been presented. Future projects to improve the present accuracy of the effective neutrino mass have been briefly discussed. The most sensitive of them and perhaps at the same time most realistic one, is the GENIUS project. GENIUS is the only of the new projects which simultaneously has a huge potential for cold dark matter search, and for real-time detection of low-energy neutrinos (see ).

## 5 Acknowledgment

The author is indebted to his colleaques A. Dietz and I.V. Krivosheina for the fruitful and pleasant collaboration, and to C. Tomei and C. Dörr for their help in the analysis of the Bi lines. The generous hospitality by Profs. D. Ahluwalia and M. Kirchbach during the Zacatecas Forum on Physics is gratefully acknowleged.


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# I introduction

## I introduction

About one and half decades ago, spin models defined on hierarchical lattices received much attention in the literature rGK ; rSKS ; rDEE ; rKG ; rE ; rDSI ; rDIL ; rLH1 ; rLH2 . In general, to construct a hierarchical lattice we first start with an unit, which may be a bond or a cell, and then proceed a given type of bond- or cell-decoration iteratively to the infinite limit. Thus, a hierarchical lattice has fractal structure, and the thermodynamic limit for a physical system defined on a hierarchical lattice is well defined. Hierarchical spin models attract researchers’ interest mainly due to two reasons: Firstly theses models are exactly solvable in the context of the Migdal-Kadanoff renormalization scheme rMIG ; rLPK . Secondly owing to the inhomogeneity in the coordination number of lattice sites some particular properties revealed from the models may provide insights to inhomogeneous systems such as random magnets, polymers, and percolation clusters rBQ .

$`Q`$-state Potts model defined on a diamond hierarchical lattice is one example. Starting with a bond, a diamond hierarchical lattice is obtained by replacing bonds by diamonds iteratively to the infinite limit. There exists a remarkable richness of phenomena for the model in the absence of external fields. In particular, the limiting set of the partition function zeros in the complex temperature plane, also referred as the Fisher zeros, are essentially the Julia sets associated with the rational map defined by renormalization transformation rDSI ; rDIL , and the Julia set possesses multifractal structure for $`q>0`$ rJKP ; rHL1 ; rHL2 .

The interest about the loci of partition function zeroes has been raised after the classical works of Yang and Lee on regular lattices rYL ; rLY . After the remarkable Lee-Yang circle theorem, Fisher studied partition function zeros in the complex temperature plane and showed that the distribution is an unit circle in the $`\mathrm{sinh}\left(2J/k_BT\right)`$ complex plane for the two-dimensional zero-field Ising model on simple square lattice rF . Since then, the distributions of Fisher zeros of the Ising model with isotropic or anisotropic couplings on a variety of classic planar lattices have been investigated rSK ; rSC ; rCHEN ; rFEL . Recently, Lu and Wu completed the picture by calculating the density of zeros for two-dimensional Ising model in zero field as well as in a pure imaginary field $`i\pi /2`$ on a variety of classic planar lattices rLW . In principle, by knowing the zeros of the partition function and the corresponding densities, we may deduce all the thermodynamic characteristics of a system. For example, the density of the zeros near the critical point can be used to extract the critical exponents rSC ; rFEL , and the logarithmic singularity of the specific heat for the two-dimensional zero-field Ising model is the result of the linearly vanishing density of the zeros near the real axis rF ; rLW .

In this paper we study the distributions and the densities of the Fisher zeros of the zero-field Ising model on square lattices with diamond-type bond-decorations, referred as diamond-decorated Ising model (DDIM). The lattices used in the model are constructed by starting with a simple square lattice, and then by implemending diamond-type bond-decorations to each bond iteratively to any desired degree. For DDIM, there exists a well-defined thermodynamic limit for any finite degree of decorations, and each primary bond becomes a diamond-hierachical lattice used in the diamond-hierarchical spin model for the limit of infinite decorations. In our previous work, the properties of ferromagnetic phase transitions of DDIM have been investigated extensively for finite as well as infinite decoration-levels rHLL . Here we concentrate on the distribution and the density of the Fisher zeros.

Similar analyses on the distribution of the Fisher zeros have been carried out for triangular type Ising lattices with cell-decorations rLHCL . These lattices possess the Sierpiński gasket as the inherent structure for a primary triangle in the limit of infinite decoration-level. The results indicate that the zeros distribution for the infinite decorated lattices coincides with those for the model defined on the Sierpiński gasket, and the distribution of zeros appears to be an union of infinite scattered points and a Julia set called the Jordan curve, and the scattered points are bounded by the Jordan curve. Note that the Jordan curve is a quasi-one-dimensional circle with the Hausdorff dimension equal to one. It is also well known that the limiting set of the distribution of the zeros of the diamond-hierarchical Ising model (DHIM) is a Julia set which owns a multi-fractal structure rDSI ; rDIL ; rJKP ; rHL1 ; rHL2 . The Julia set, which is a bounded planar distribution with the Hausdorff dimension greater than one, is quite different from the Jordan curve. Based on these observations, we may expect that the Julia set occurring in DHIM may also appear in DDIM, and thence we may understand the formation of the multi-fractal structure in the Julia set by studying the variation of the distribution and the density of the zeros in the course of increasing the decoration-level of DDIM to the infinite limit.

This paper is organized as follows: In Section II, we briefly describe how to deduce the exact expression of free energy via the construction of the exact renormalization map of temperature between two successive decoration-levels and the use of the known results of the Ising model on simple square lattice. In Section III, we study the distribution of the Fisher zeros and exhibit the change of the distribution pattern as the decoration-level increases. In Section IV, we determine the density of the zeros for the first two decoration-levels by using the results for the case of simple square lattice, and the densities for higher decoration-levels are given qualitatively by conjecture. In Section V, we discuss how the Julia set arise in the limit of infinite decoration-level and characterize its global mutifractal structure. Finally, Section VI is preserved for summary and discussion.

## II free energy

We construct the exact expression of the free energy of DDIM with an arbitrary decoration-level $`n`$ in this section. A simple square lattice with diamond-type bond-decorations up to the level $`n`$ is referred as an $`n`$-lattice. Then, simple square lattice itself is $`0`$-lattice, and its connecting bonds between any two nearest neighbors are named as $`0`$-bonds. We denote the total site-number and bond-number of $`0`$-lattice as $`n_s`$ and $`n_b`$ with $`n_b=2n_s`$. An $`1`$-bond is formed by replacing a $`0`$-bond by a diamond which consists of four $`0`$-bonds. Starting with a $`0`$-bond, after the $`n`$-fold iterative replacements of $`0`$-bonds with $`1`$-bonds, we obtain an $`n`$-bond which has site-number $`S^{\left(n\right)}=2(4^n+2)/3`$ and $`0`$-bond-number $`B^{\left(n\right)}=4^n`$. An $`n`$-lattice is formed by replacing all $`0`$-bonds of a $`0`$-lattice with $`n`$-bonds. For an $`n`$-lattice, the average site and bond numbers per primary square of $`0`$-lattice are $`N_s^{\left(n\right)}=2S^{\left(n\right)}3`$ and $`N_b^{\left(n\right)}=2B^{\left(n\right)}`$ respectively. The construction procedure is schematized in Fig. 1.

The general form of the partition function for DDIM defined on an $`n`$-lattice reads

$$Z^{\left(n\right)}=\underset{\left\{\sigma \right\}}{}\left[\underset{i,j}{}\mathrm{exp}\left(\eta \sigma _i\sigma _j\right)\right],$$
(1)
where the sum is over all bond-connected pairs $`i,j`$ of $`n`$-lattice, and the Ising spin takes two possible values $`\sigma _i=\pm 1`$. Here we consider uniform ferromagnetic couplings characterized by the coupling strength $`J`$, and the dimensionless coupling parameter $`\eta `$ is defined as $`\eta =J/k_BT`$.

To calculate the partition function of Eq. (1) for an arbitrary $`n`$-lattice, we use the bond-renormalization scheme in evaluating the Boltzmann factors associated with an $`n`$-bond. The details of the derivations are given in Ref. rHLL , and we briefly summarize the results in the followings.

The Boltzmann factor associated with the $`0`$-bond, denoted by $`B_{\mu ,\upsilon }^{\left(0\right)}`$, is given as $`\mathrm{exp}\left(\eta \sigma _\mu \sigma _\nu \right)`$, and it can be written as

$$B_{\mu ,\upsilon }^{\left(0\right)}=\mathrm{cosh}\left(\eta \right)+\sigma _\mu \sigma _\nu \mathrm{sinh}\left(\eta \right).$$
(2)
There are decorated $`\left(S^{\left(n\right)}2\right)`$-sites for an $`n`$-bond. The Ising spins defined on the decorated sites couple only to those belonging to the same $`n`$-bond, and we refer them as inner spins. Then we may define the Boltzmann factors associated with an $`n`$-bond, $`B_{\mu ,\upsilon }^{\left(n\right)}`$, as the result of taking the sum over the inner spins for the product of all Boltzmann factors associated with the $`n`$-bond,

$`B_{\mu ,\nu }^{\left(n\right)}`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}\right)^{\left(S^{\left(n\right)}2\right)}`$ (3)
$`\times {\displaystyle \underset{\sigma _a,\sigma _b,\mathrm{},\sigma _s}{}}\mathrm{exp}\left[\eta (\sigma _\mu \sigma _a+\sigma _a\sigma _b+\mathrm{}+\sigma _s\sigma _\nu )\right].`$
Here the two subscripts, $`\mu `$ and $`\nu `$, denote the two primary sites before decorations, the front factor is added for the normalization of the sum, and the sum is over the $`\left(S^{\left(n\right)}2\right)`$-inner spins. By substituting the expression of Eq. (2) into each Boltzmann factor of Eq. (3), we have

$$B_{\mu ,\nu }^{\left(n\right)}=R^{\left(n\right)}\left(\eta \right)\left[\mathrm{cosh}\left(\eta ^{\left(n\right)}\right)+\sigma _\mu \sigma _\nu \mathrm{sinh}\left(\eta ^{\left(n\right)}\right)\right],$$
(4)
for $`n1`$, where the function $`R^{\left(n\right)}\left(\eta \right)`$ is given as

$$R^{\left(n\right)}\left(\eta \right)=\underset{k=1}{\overset{n}{}}\left[\mathrm{exp}\left(\eta ^{\left(k\right)}\right)\right]^{4^{nk}},$$
(5)
and $`\eta ^{\left(k\right)}`$ is determined by the recursion relation,

$$\mathrm{exp}\left(\eta ^{\left(k\right)}\right)=\mathrm{cosh}\left(2\eta ^{\left(k1\right)}\right),$$
(6)
with the initial condition $`\eta ^{\left(0\right)}=\eta `$ for $`1kn`$.

It is well known that the corresponding free energy per bond per $`k_BT`$ of Eq. (1) for the case of $`0`$-lattice can be written as

$`f^{\left(0\right)}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mathrm{ln}\mathrm{sinh}\left(2\eta \right)`$ (7)
$`{\displaystyle \frac{1}{4}}{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\varphi }{2\pi }}{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\theta }{2\pi }}\mathrm{ln}[\mathrm{sinh}\left(2\eta \right)+{\displaystyle \frac{1}{\mathrm{sinh}\left(2\eta \right)}}`$
$`\mathrm{\Theta }(\theta ,\varphi )],`$
with

$$\mathrm{\Theta }(\theta ,\varphi )=\mathrm{cos}\theta +\mathrm{cos}\varphi .$$
(8)
By observing that up to a factor $`R^{\left(n\right)}\left(\eta \right)`$ the effective Boltzmann factor of an $`n`$-bond posesses the same form as that of a $`0`$-bond, we can express the free energy density of an $`n`$-lattice as rHLL

$`f^{\left(n\right)}`$ $`=`$ $`f_D^{\left(n\right)}{\displaystyle \frac{1}{4B^{\left(n\right)}}}\mathrm{ln}\mathrm{sinh}\left(2\eta ^{\left(n\right)}\right)`$ (9)
$`{\displaystyle \frac{1}{4B^{\left(n\right)}}}{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\varphi }{2\pi }}{\displaystyle _0^{2\pi }}{\displaystyle \frac{d\theta }{2\pi }}\mathrm{ln}[\mathrm{sinh}\left(2\eta ^{\left(n\right)}\right)`$
$`+{\displaystyle \frac{1}{\mathrm{sinh}\left(2\eta ^{\left(n\right)}\right)}}\mathrm{\Theta }(\theta ,\varphi )],`$
where $`f_D^{\left(n\right)}`$ is the contribution from the factor $`R^{\left(n\right)}\left(\eta \right)`$,

$$f_D^{\left(n\right)}=\frac{1}{B^{\left(n\right)}}\mathrm{ln}R^{\left(n\right)}\left(\eta \right),$$
(10)
which can be expressed as

$$f_D^{\left(n\right)}=\underset{k=1}{\overset{n}{}}\frac{1}{4^k}\mathrm{ln}\left[\mathrm{cosh}\left(2\eta ^{\left(k1\right)}\right)\right],$$
(11)
by using the recursion relation of Eq. (6). Note that the $`f_D^{\left(n\right)}`$ part exists only for $`n1`$.

## III Fisher zeros

The partition function zeros of a $`0`$-lattice in the thermodynamic limit can be obtained by setting the argument of the logarithm in the free energy density of Eq. (7) equal to zero rLW . It is known that the zeros may lie on the unit circle, $`\left|\mathrm{sinh}\left(2\eta \right)\right|=1`$ rLW , or on two circles, $`\left|\mathrm{tanh}\left(\eta \right)\pm 1\right|=\sqrt{2}`$ rF , depending on the variable used for the complex temperature plane. In this paper, we study the distribution and density of the Fisher zeros in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane. The basic features appearing in the complex $`\mathrm{sinh}\left(2\eta \right)`$ plane are essentially the same as those we obtain in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane.

By observing the free energy density of Eq. (9), in the thermodynamic limit we can obtain the zeros distribution of an $`n`$-lattice from the solutions of two conditions,

$$\mathrm{sinh}\left(2\eta ^{\left(n\right)}\right)+\frac{1}{\mathrm{sinh}\left(2\eta ^{\left(n\right)}\right)}\mathrm{\Theta }(\theta ,\varphi )=0,$$
(12)
and

$$\mathrm{cosh}\left(2\eta ^{\left(k1\right)}\right)=0\text{ for }k=1,2,\mathrm{},n.$$
(13)
Note that the latter can also be viewed as the condition of the zeros for the Ising system defined on an $`n`$-bond, and such a system becomes DHIM in the limit of infinite $`n`$.

¿From the result of two circles for the partition function zeros of a $`0`$-lattice in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane, we may conclude that the solution of Eq. (12) is two circles in the complex $`\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)`$ plane,

$$\left|\mathrm{tanh}\left(\eta ^{(n)}\right)\pm 1\right|=\sqrt{2}.$$
(14)
The two circles intersect at two points, $`i`$ and $`i`$. As shown in Fig. 2a, due to the intersections there is a ring contained in the two circles. For the purpose of identification, we refer the circles as two $`n`$-cycles and the ring as $`n`$-ring. Note that in displaying the distributions of zeros, we always use bold-faced curves for the right $`n`$-cycle and its descendants, and gray curves are for those from the left $`n`$-cycle. This distribution also appears to have the symmetry of inversion about the center $`\mathrm{tanh}\left(\eta ^{(n)}\right)=0`$.

For the purpose of comparing the zeros distributions among different $`n`$-lattices, we have to bring the zeros to the complex plane of an unique variable chosen to be $`\mathrm{tanh}\left(\eta \right)`$. To achieve this, we notice that the recursion relation of Eq. (6) can be rewritten as

$$\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)=\frac{2\left[\mathrm{tanh}\left(\eta ^{\left(n1\right)}\right)\right]^2}{1+\left[\mathrm{tanh}\left(\eta ^{\left(n1\right)}\right)\right]^4},$$
(15)
which has the inverse map given as

$$\mathrm{tanh}\left(\eta ^{\left(n1\right)}\right)=\pm \left(\frac{1\pm \sqrt{1\left[\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)\right]^2}}{\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)}\right)^{1/2}.$$
(16)
Then, starting with the two $`n`$-cycles in the complex $`\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)`$ plane, we can obtain the corresponding zeros distribution in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane by performing the $`n`$-fold backward iterations provided by Eq. (16).

After the first backward iteration, we show the resultant distribution in the complex $`\mathrm{tanh}\eta ^{\left(n1\right)}`$ plane in Fig. 3a where the points indicated by crosses are the preimages of the map of Eq. (15) for the centers of two $`n`$-cycles, $`1`$ and $`1`$. The results indicate that each of the $`n`$-cycles shown in Fig. 2a splits to two closed curves referred as $`\left(n1\right)`$-cycles. There are $`8`$ intersection points between the descendants of the right $`n`$-cycle and those from the left $`n`$-cycle, and the loci of the intersections are determined by the inverse maps of the points, $`i`$ and $`i`$, which are the intersections of two $`n`$-cycles. There are four rings, referred as $`\left(n1\right)`$-rings, caused by the intersections. Note that the distribution shown in Fig. 3a are just the zeros distribution in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane subject to the condition of Eq. (12) for an $`1`$-lattice.

Proceeding with the inverse map given by Eq. (16) from the complex variable $`\mathrm{tanh}\left(\eta ^{\left(n1\right)}\right)`$ to $`\mathrm{tanh}\left(\eta ^{\left(n2\right)}\right)`$ for the four $`\left(n1\right)`$-cycles, we obtain $`12`$ $`\left(n2\right)`$-cycles as shown in Fig. 4a. The $`\left(n2\right)`$-cycles contain $`16`$ $`\left(n2\right)`$-rings caused by the $`32`$ intersections among the cycles. The intersections are again the preimages of the map of Eq.(15) for the loci of the intersections among the $`\left(n1\right)`$-cycles.

Continuing with this procedure, we show the distribution of zeros in Fig. 5 for $`n=4`$ and Fig. 6 for $`n=8`$. In general, the zero distribution for a $`n`$-lattice in the complex $`\mathrm{tanh}\eta `$ plane, subject to the condition of Eq. (12), is the union of $`\left[2+2\left(4^n1\right)/3\right]`$ $`0`$-cycles which have $`4^{n+1}/2`$ intersections, and these intersections yield $`4^n`$ $`0`$-rings contained in the $`0`$-cycles. The $`0`$-cycles can be divided into two classes: one consists of the the descendants of the left $`n`$-cycle with $`\left[2+2\left(4^{n1}1\right)/3\right]`$ members, and the other has $`4^n/2`$ members which are the descendants of the right $`n`$-cycle. The intersections only occur between two $`0`$-cycles belonging to different class. The distribution always maintain the inversion symmetry about the center $`\mathrm{tanh}\eta =0`$.

For the condition of Eq. (13), it can be rewritten in terms of the $`\mathrm{tanh}\eta ^{(n)}`$ variable as

$$\mathrm{tanh}\eta ^{(k1)}=\pm i\text{ for }k=1,2,\mathrm{},n.$$
(17)
Then, for the case of $`n=1`$ the two zeros, $`i`$ and $`i`$, in the complex $`\mathrm{tanh}\eta `$ plane are just the intersection points of two $`n`$-cycles in the complex $`\mathrm{tanh}\left(\eta ^{\left(1\right)}\right)`$ plane. Proceeding to the case of $`n=2`$, we obtain, besides of the previous two zeros, $`8`$ more points in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane from $`k=2`$ in Eq. (17). These additional points are the preimages of the renormalization map for the original two points, and they are the intersection points among four $`\left(n1\right)`$-cycles in the complex $`\mathrm{tanh}\left(\eta ^{\left(n1\right)}\right)`$ plane. By induction, we may conclude that the zeros in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane obtained from the condition of Eq. (17) are $`2\left(4^n1\right)/3`$ scattered points which are the union of the intersection points among $`k`$-cycles in the complex $`\mathrm{tanh}\left(\eta ^{\left(k\right)}\right)`$ plane for $`1kn`$. in the complex $`\mathrm{tanh}\eta `$ plane for an $`n`$-lattice.

Thus, we can describe the distribution pattern of the Fisher zeros of DDIM with the decoration-level $`n`$ in the complex $`\mathrm{tanh}\eta `$ plane as follows. There are $`2\left(4^n1\right)/3`$ scattered points given by Eq. (17). In addition, there are $`\left[2+2\left(4^n1\right)/3\right]`$ $`0`$-cycles with $`24^n`$ intersections obtained from Eq. (12).

Among all the zeros we obtained in the above, as a consequence of the Lee-Yang theorem rYL ; rLY , the bulk critical points correspond to the zeros falling on the physical region. The physical region of the variable $`\mathrm{tanh}\left(\eta \right)`$ is $`0\mathrm{tanh}\left(\eta \right)<1`$ for ferromagnetic couplings $`\eta 0`$. This implies that the variable $`\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)`$ also takes the range $`0\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)<1`$ as the physical region for any $`n`$ value.

¿From the solutions of the conditions of Eqs. (12) and (13), we know that there is only one zero in the physical region. This zero belongs to the right $`n`$-cycle and locates at

$$\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)\stackrel{𝑐}{=}h^{\left(0\right)},$$
(18)
with $`h^{\left(0\right)}=\sqrt{2}1`$ for arbitrary decoration-level $`n`$. Here, for convenience, we use the notation, $`\stackrel{𝑐}{=}`$, to denote the equality established only at the phase transition point. Note that the $`h^{\left(0\right)}`$ value is just the reduced critical temperature, $`\mathrm{tanh}\left(J/k_BT_c\right)`$, of the ferromagnetic phase transition for the square Ising model, i.e. $`n=0`$.

To find the locus of the zero specified by Eq. (18) in the complex $`\mathrm{tanh}\eta `$ plane, we can continuously use the inverse map of Eq. (16) to obtain the equivalent expression of Eq. (18) as

$$\mathrm{tanh}\left(\eta ^{\left(nk\right)}\right)\stackrel{𝑐}{=}h^{\left(k\right)},$$
(19)
with

$$h^{\left(k\right)}=\left(\frac{1\sqrt{1\left(h^{\left(k1\right)}\right)^2}}{h^{\left(k1\right)}}\right)^{1/2},$$
(20)
for $`1kn`$. Note that in obtaining Eq. (20) for the critical value of $`\mathrm{tanh}\eta ^{\left(nk\right)}`$ we have used the constraint $`0\mathrm{tanh}\eta ^{\left(nk\right)}<1`$.

Thus, the zero, $`h^{\left(0\right)}`$, in the complex $`\mathrm{tanh}\eta ^{\left(n\right)}`$ plane corresponds to the zero, $`h^{\left(n\right)}`$, in the complex $`\mathrm{tanh}\eta `$ plane, and the $`h^{\left(n\right)}`$ value is just the reduced critical temperature $`\mathrm{tanh}\left(J/k_BT_c\right)`$ of the ferromagnetic phase transition for DDIM with the decoration-level $`n`$. The sequence of $`h^{\left(n\right)}`$ decreases as $`n`$ increases, and the $`h^{\left(n\right)}`$ value in the limit of infinite $`n`$ is given by the asymptotic value of the sequence of $`h^{\left(n\right)}`$. For the recursion relation of Eq. (15), there are three fixed points, one repellor locating at $`0.5437\mathrm{}`$, and two attracors at $`0`$ and $`1`$. Since the $`h^{\left(n\right)}`$ value is obtained from $`h^{\left(0\right)}`$ via the $`n`$-fold backward iterations given by Eq. (20) and the attractors (repellors) of the map become the repellors (attractors) of the inverse map, we may conclude that the $`h^{\left(n\right)}`$ value is the locus of the repellor of Eq. (15), $`h^{\left(n\right)}=0.5437\mathrm{}`$, for the case of infinite $`n`$.

## IV density of zeros

The density of two $`n`$-cycles in the complex $`\mathrm{tanh}\eta ^{\left(n\right)}`$ plane has been determined by Lu and Wu rLW . Based on this result, we determine the density of the zeros of DDIM in this section by performing proper transformations. First, we describe the result of Lu and Wu briefly in the following.

The two cycles of Eq. (14) are written as

$$\mathrm{tanh}\eta ^{\left(n\right)}\pm 1=r\left(\alpha ^{\left(n\right)}\right)\mathrm{exp}\left(i\alpha ^{\left(n\right)}\right),$$
(21)
where $`r\left(\alpha ^{\left(n\right)}\right)=\sqrt{2}`$ is the radial distance from the center coordinate. By considering an $`M\times 2N`$ simple-quartic lattice with Brascamp-Kunz boundary condition, we introduce the zero density, $`g_\pm \left(\alpha ^{\left(n\right)}\right)`$, which satisfies the normalization condition

$$_0^{2\pi }g_\pm \left(\alpha ^{\left(n\right)}\right)𝑑\alpha ^{\left(n\right)}=\frac{1}{2},$$
(22)
such that the number of zeros in the interval $`[\alpha ^{\left(n\right)},\alpha ^{\left(n\right)}+d\alpha ^{\left(n\right)}]`$ is $`2MNg_\pm \left(\alpha ^{\left(n\right)}\right)d\alpha ^{\left(n\right)}`$ for the left ($`+`$) and right ($``$) $`n`$-cycle respectively. The zero density is given as

$`g_+\left(\alpha ^{\left(n\right)}\right)`$ $`=`$ $`g_{}\left(\pi \alpha ^{\left(n\right)}\right)=\left({\displaystyle \frac{x}{\pi ^2}}\right)\left|{\displaystyle \frac{1\sqrt{2}\mathrm{cos}\alpha ^{\left(n\right)}}{32\sqrt{2}\mathrm{cos}\alpha ^{\left(n\right)}}}\right|`$ (23)
$`\times K\left(x\right),`$
where

$$x=\frac{2\left|\mathrm{sin}\alpha ^{\left(n\right)}\right|\left(\sqrt{2}\mathrm{cos}\alpha ^{\left(n\right)}\right)}{32\sqrt{2}\mathrm{cos}\alpha ^{\left(n\right)}},$$
(24)
and $`K\left(x\right)`$ is the complete elliptic integral of the first kind,

$$K(x)=_0^{\pi /2}𝑑t\frac{1}{\sqrt{1x^2\mathrm{sin}^2t}}.$$
(25)
The density of $`g_+\left(\alpha ^{\left(n\right)}\right)`$, which has the symmetry $`g_+\left(\alpha ^{\left(n\right)}\right)=g_+\left(2\pi \alpha ^{\left(n\right)}\right)`$, is plotted in Fig. 2b for the range $`0\alpha ^{\left(n\right)}\pi `$. Here we also specify the radial distance of a zero, $`r\left(\alpha ^{\left(n\right)}\right)`$, in the right vertical scale. For small $`\alpha ^{\left(n\right)}`$, the result of Eq. (23) has the linear behavior as

$$g_\pm \left(\alpha ^{\left(n\right)}\right)=\left(\frac{3\pm 2\sqrt{2}}{\pi }\right)\left|\alpha ^{\left(n\right)}\right|.$$
(26)
Note that the the density $`g_+\left(\alpha ^{\left(n\right)}\right)`$ of the zeros near the the point $`\alpha ^{\left(n\right)}=0`$ is the same as the density $`g_{}\left(\alpha ^{\left(n\right)}\right)`$ near the point $`\alpha ^{\left(n\right)}=\pi `$ which is the ferromagnetic phase transition point of the bulk system, and this linearly vanishing density of the zeros near the bulk transition point leads to the logarithmic singularity of the specifi heat.

To find the corresponding density in the complex $`\mathrm{tanh}\left(\eta ^{\left(n1\right)}\right)`$ plane, we first write the $`\left(n1\right)`$-cycles as

$$\mathrm{tanh}\eta ^{\left(n1\right)}=z_0+r\left(\alpha ^{\left(n1\right)}\right)\mathrm{exp}(i\alpha ^{\left(n1\right)}).$$
(27)
Here the center coordinates, $`z_0`$, are choosen to be the preimages of the map of Eq. (15) for the center coordinates of $`n`$-cycles, $`\mathrm{tanh}\eta ^{\left(n\right)}=1`$ and $`1`$, and this leads to $`z_0=1`$, $`1`$, $`i`$, and $`i`$ for the center coordinates of $`4`$ $`\left(n1\right)`$-cycles. The zero density of the $`\left(n1\right)`$-cycle, specified by the center coordinate $`z_0`$, is denoted as $`g_{z_0}\left(\alpha ^{\left(n1\right)}\right)`$, and we have the relation,

$`g_1\left(\alpha ^{\left(n1\right)}\right)`$ $`=`$ $`g_i\left({\displaystyle \frac{\pi }{2}}+\alpha ^{\left(n1\right)}\right)=g_1\left(\pi +\alpha ^{\left(n1\right)}\right)`$ (28)
$`=`$ $`g_i\left(\alpha ^{\left(n1\right)}{\displaystyle \frac{\pi }{2}}\right),`$
for the distribution shown in Fig. 3a. Thence, we determine the density $`g_1\left(\alpha ^{\left(n1\right)}\right)`$, and the densities of other $`\left(n1\right)`$-cycles are followed from $`g_1\left(\alpha ^{\left(n1\right)}\right)`$ according to the above relation.

Because that the inverse map given by Eq. (16) is one to four and the $`\left(n1\right)`$-cycle of $`z_0=1`$ is a descendant of the left $`n`$-cycle, we can express the density $`g_1\left(\alpha ^{\left(n1\right)}\right)`$ as

$$g_1\left(\alpha ^{\left(n1\right)}\right)=\frac{g_+\left(\alpha ^{\left(n\right)}\right)}{4}\left|\frac{d\alpha ^{\left(n\right)}}{d\alpha ^{\left(n1\right)}}\right|.$$
(29)
To determine the transformation Jacobian, $`\left|d\alpha ^{\left(n\right)}/d\alpha ^{\left(n1\right)}\right|`$, we first notice that the $`\left(n1\right)`$-cycles of $`z_0=\pm 1`$ are the solutions of the equation,

$`\left|\mathrm{tanh}\eta ^{\left(n1\right)}\right|^4\left[\left(\mathrm{tanh}\eta ^{\left(n1\right)}\right)^2+\left(\mathrm{tanh}\eta ^{\left(n1\right)}\right)^2\right]`$ (30)
$`2\sqrt{2}\left|\mathrm{tanh}\eta ^{\left(n1\right)}\right|^2+1`$
$`=`$ $`0,`$
where $`\mathrm{tanh}\eta ^{\left(n1\right)}`$ is the complex conjugate of $`\mathrm{tanh}\eta ^{\left(n1\right)}`$. This result is obtained by substituting Eq. (15) into Eq. (14) for the left $`n`$-cycle. By further substituting Eq. (27) with $`z_0=1`$ into Eq. (30), we obtain

$`r^4+r^3\left[4\mathrm{cos}\left(\alpha ^{\left(n1\right)}\right)\right]+r^2\left(42\sqrt{2}\right)`$ (31)
$`r\left[4\sqrt{2}\mathrm{cos}\left(\alpha ^{\left(n1\right)}\right)\right]2\sqrt{2}`$
$`=`$ $`0.`$
This equation can be solved numerically to obtain $`r\left(\alpha ^{\left(n1\right)}\right)`$ and $`dr/d\alpha ^{\left(n1\right)}`$. Moreover, the relation between $`\alpha ^{\left(n\right)}`$ and $`\alpha ^{\left(n1\right)}`$ has been specified by the map of Eq. (15). We substitute Eqs. (21) and (27) into Eq. (15) to obtain

$$1+\sqrt{2}\mathrm{exp}\left(i\alpha ^{\left(n\right)}\right)=\frac{2\left[1+r\left(\alpha ^{\left(n1\right)}\right)\mathrm{exp}(i\alpha ^{\left(n1\right)})\right]^2}{1+\left[1+r\left(\alpha ^{\left(n1\right)}\right)\mathrm{exp}(i\alpha ^{\left(n1\right)})\right]^4}.$$
(32)
By differentiating this equation with respect to $`\alpha ^{\left(n1\right)}`$ and by using the known values of $`r\left(\alpha ^{\left(n1\right)}\right)`$ and $`dr/d\alpha ^{\left(n1\right)}`$, we can determine the derivative, $`d\alpha ^{\left(n\right)}/d\alpha ^{\left(n1\right)}`$, and then to obtain the density $`g_1\left(\alpha ^{\left(n1\right)}\right)`$ according to Eq. (29).

The numerical result of the density $`g_1\left(\alpha ^{\left(n1\right)}\right)`$ is shown in Fig. 3b for the range $`0\alpha ^{\left(n1\right)}\pi `$ with the radial distance of a zero, $`r\left(\alpha ^{\left(n1\right)}\right)`$, specified in the right vertical scale. Our results indicate that when the complex plane changes from $`\mathrm{tanh}\eta ^{\left(n\right)}`$ to $`\mathrm{tanh}\eta ^{\left(n1\right)}`$, the distribution density oscillates more rapidly with the peak number increasing from $`2`$ to $`4`$ for half cycle. The locus of the zero corresponding to the ferromagnetic phase transition point moves from $`\alpha ^{\left(n\right)}=0`$ of the left $`n`$-cycle to $`\alpha ^{\left(n1\right)}=\pi `$ of the $`\left(n1\right)`$-cycle of $`z_0=1`$. For the zeros near to $`\alpha ^{\left(n1\right)}=\pi `$, the density has the linear behavior as

$$g_1\left(\pi +\alpha ^{\left(n1\right)}\right)=\delta _1\left(\frac{3+2\sqrt{2}}{\pi }\right)\left|\alpha ^{\left(n1\right)}\right|,$$
(33)
with

$$\delta _1=\frac{1}{4}\left|\frac{d\alpha ^{\left(n\right)}}{d\alpha ^{\left(n1\right)}}\right|_{\alpha ^{\left(n1\right)}=\pi }=0.1529.$$
(34)
This linear behavior, again, gives the logarithmic singularity of the specific heat.

To extend the calculation of density to $`\left(n2\right)`$-cycles, we may divide the $`12`$ $`\left(n2\right)`$-cycles shown in Fig. 4a into three classes named as class $`I`$, $`II`$, and $`III`$, according to the decreasing order from the longest to the smallest in the magnitude of the circumference of the circles. Then, there are four members in each class, and all members of class $`I`$ are the descendants of the left $`n`$-cycle and those beonging to class $`II`$ and $`III`$ are from the right $`n`$-cycle. Similar to the case of $`\left(n1\right)`$-cycles, we can write

$$\mathrm{tanh}\eta ^{\left(n2\right)}=z_1+r\left(\alpha ^{\left(n2\right)}\right)\mathrm{exp}(i\alpha ^{\left(n2\right)})$$
(35)
for the zeros of $`\left(n2\right)`$-cycles, and the center coordinates, $`z_1`$, are chosen to be the preimages of the map of Eq. (15) for the center coordinates of $`\left(n2\right)`$-cycles, $`1`$, $`1`$, $`i`$, and $`i`$. Then, we can express the densities of the $`\left(n2\right)`$-cycles as

$$g_{z_1}^I\left(\alpha ^{\left(n2\right)}\right)=\frac{g_1\left(\alpha ^{\left(n1\right)}\right)}{4}\left|\frac{d\alpha ^{\left(n1\right)}}{d\alpha ^{\left(n2\right)}}\right|,$$
(36)
and

$$g_{z_1}^{II,III}\left(\alpha ^{\left(n2\right)}\right)=\frac{g_i\left(\alpha ^{\left(n1\right)}\right)}{4}\left|\frac{d\alpha ^{\left(n1\right)}}{d\alpha ^{\left(n2\right)}}\right|,$$
(37)
respectively, where the superscript, $`I`$, $`II`$, or $`III`$, is used to denote the class to which a $`\left(n2\right)`$-cycle belongs, and the subscript, $`z_1`$, is used to specify a $`\left(n2\right)`$-cycle in the given class. Since the members belonging to the same class are the same up to a global rotation, we only need to determine the zero density of a $`\left(n2\right)`$-cycle for each class. The cycles of $`z_1=1`$, $`\sqrt{1+\sqrt{2}}e^{i\pi /4}`$, and $`\sqrt{1+\sqrt{2}}e^{i\pi /4}`$, belonging to class $`I`$, $`II`$, and $`III`$ respectively, are choosen for the calculation of the density of the respective class.

The numerical method of calculating the correspondence between $`\alpha ^{\left(n1\right)}`$ and $`\alpha ^{\left(n2\right)}`$ and the Jacobians, $`\left|d\alpha ^{\left(n1\right)}/d\alpha ^{\left(n2\right)}\right|`$, are exactly the same as we did in the last case. The results of $`r\left(\alpha ^{\left(n2\right)}\right)`$ (right vertical scale) and $`g\left(\alpha ^{\left(n2\right)}\right)`$ (left vertical scale) are shown in Figs. 4b, 4c, and 4d respectively for the three cycles. These results indicate that the rapidity of oscillation in the distribution density of the cycles of class $`I`$ increases as the peak number doubles with respect to the last case, while the peak number remains to be the same for the cycles of class $`II`$ and $`III`$. The zero corresponding to the critical point of ferromagnetic phase transition moves from $`\alpha ^{\left(n1\right)}=\pi `$ of the $`\left(n1\right)`$-cycle of $`z_0=1`$ to $`\alpha ^{\left(n2\right)}=\pi `$ of the $`\left(n2\right)`$-cycle of $`z_1=1`$ of class $`I`$. The density of the zeros near to this locus has the linear behavior,

$$g_{z_1=1}^I\left(\pi +\alpha ^{\left(n2\right)}\right)=\delta _2\left(\frac{3+2\sqrt{2}}{\pi }\right)\left|\alpha ^{\left(n2\right)}\right|,$$
(38)
with

$`\delta _2`$ $`=`$ $`\left({\displaystyle \frac{1}{4}}\right)^2\left(\left|{\displaystyle \frac{d\alpha ^{\left(n1\right)}}{d\alpha ^{\left(n2\right)}}}\right|_{\alpha ^{\left(n2\right)}=\pi }\right)\left(\left|{\displaystyle \frac{d\alpha ^{\left(n\right)}}{d\alpha ^{\left(n1\right)}}}\right|_{\alpha ^{\left(n1\right)}=\pi }\right)`$ (39)
$`=`$ $`0.0365.`$
¿From the densities obtained in the above, we may conjecture qualitatively the density of the $`0`$-cycles with $`n=4`$ shown in Fig. 5 as the following: There are $`128`$ members belonging to the descendants of the $`\left(n2\right)`$-cycles of class $`II`$ and $`III`$ as displayed by bold-faced curves in Fig. 5. The $`16`$ members of the $`128`$, appearing in the outermost of Fig. 5, are similar to a $`\left(n2\right)`$-cycle of class $`II`$, and the rest have a similar shape as a $`\left(n2\right)`$-cycle of class $`III`$. Up to an overall reduction factor, the densities of the $`16`$ members have the same oscillation pattern as that shown in Fig. 4c and the densities for the rest members possess the same oscillation pattern as the one shown in Fig. 4d. For the $`44`$ descendants of the $`\left(n2\right)`$-cycles of class $`I`$ displayed by gray curves in Fig. 5, the corresponding density reduces but oscillates more rapidly with $`32`$ peaks in half cycle in comparing with the one shown in Fig. 4b.

Continuing with this procedure in finding the density, we obtain $`2^{n+1}`$ peaks in a $`\pi `$ period for each of the $`0`$-cycles which are the descendants of the left $`n`$-cycle. On the other hand, the peak number always maintain to be $`4`$ for each of the $`0`$-cycles belonging to the descendants of the right $`n`$-cycle along with the decreasing radius as $`n`$ increases.

## V Julia set and infinite n limit

The recursion relation given by Eq. (15) happens to be a rational map of degree $`4`$. Then, from the work of Julia and Fatou, we may conclude that the backward iterations defined by Eq. (16) leads towards the Julia set associated with the map of Eq. (15).

Generally, Julia sets can be divided into two classes: Some are connected in one piece while the others are just a cloud of points. The tendency of the zero density with increasing $`n`$ shown in the above section indicates that the Julia set here belongs to the latter. Moreover, by observing the distribution patterns and the densities of the zeros, we may conclude that a $`0`$-cycle belonging to the descendants of the right $`n`$-cycle shrinks to a point in the limit of infinite $`n`$, and these infinite number of points coincide not only with the $`0`$-cycles generated from the left $`n`$-cycle but also with the zeros obtained from the condition $`\mathrm{tanh}\eta ^{(n1)}=\pm i`$ for infinite $`n`$. Thus, the same Julia set arises in DHIM as well as DDIM in the infinite limit. In fact, the loci of the zeros of DDIM in the infinite limit are identical to that of DHIM.

The Julia set arising from the distribution of the Fisher zeros possesses multifractal structure, and the corresponding generalized dimensions $`D_q`$ and singularity spectrum $`f\left(\alpha \right)`$, obtained by using derivative method and by approximating the limiting set of the zero distribution with that of $`n=8`$ shown in Fig. 6 rHL1 ; rHL2 , are shown in Fig. 7.

The $`\mathrm{sinh}\left(2\eta \right)`$ complex plane is also widely used in studying the distribution of the zeros for simple square Ising model. The results of simple square Ising model imply that the zeros may lie on the unit circle, $`\left|\mathrm{sinh}2\eta ^{\left(n\right)}\right|=1`$, for an $`n`$-lattice. To obtain the distribution in the $`\mathrm{sinh}\left(2\eta \right)`$ complex plane, starting with the unit circle we then perform $`n`$-fold backward iterations of the map,

$`\mathrm{sinh}\left(2\eta ^{\left(n\right)}\right)`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}\right)\times [{\displaystyle \frac{\left(\mathrm{sinh}\left(2\eta ^{\left(n1\right)}\right)\right)^4}{1+\left(\mathrm{sinh}\left(2\eta ^{\left(n1\right)}\right)\right)^2}}`$ (40)
$`+{\displaystyle \frac{2\left(\mathrm{sinh}\left(2\eta ^{\left(n1\right)}\right)\right)^2}{1+\left(\mathrm{sinh}\left(2\eta ^{\left(n1\right)}\right)\right)^2}}],`$
which is an equivalent expression of Eq. (6). This is also a rational map of degree $`4`$, and the Julia set associated with this map can be approximated with $`n`$-fold backward iterations for a sufficiently large $`n`$. The resultant distribution of $`n=8`$ are shown in Fig. 8. Though the distribution pattern is different from that in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane shown in Fig. 6, owing to the fact that Julia set is an invariant set the global multifractal structure characterized by $`D_q`$ and $`f\left(\alpha \right)`$ is the same as that shown in Fig. 7.

The density near the bulk transition point has a linear behavior, and the linear behavior gives the logarithmic singularity of the specific heat. By observing the results of Eqs. (26), (33), and (38), we may expect that the linear behavior for the density near the bulk transition point disappears in the limit of infinite $`n`$. This leads to the cusp behavior in the specific heat at the critical point as the decoration-level goes infinite rHLL .

## VI summary and discussion

In summary, we study the distribution and the density of the Fisher zeros for the Ising model defined on square lattices with diamond-type bond-decorations in this paper. By carrying out the exact renormalization map of temperature, we can express the free energy of an $`n`$-lattice as the sum of two parts: One, referred as the local part, is mainly the contribution from an $`n`$-level decorated bond; and the other, referred as the long range part, is the contribution from the interactions among $`n`$-level decorated bonds. For the local part, we obtain the zeros as a set of scattered points. Along with the increase of the number of the scattered points in the distribution of the zeros as the decoration-level $`n`$ increases, all zeros belonging to the lower decoration-levels are also contained in the zeros distribution of the higher decoration-level. The correponding zeros of the long-range part are the union of continuous closed curves which also form sub-rings due to the intersections. For the long-range part, the distribution of the zeros leads towards the Julia set associated with the renormalization map which is a rational map of degree $`4`$. This Julia set also serves as the limiting set of the zeros obtained from the local part of the free energy. The zero representing the critical point of ferromagnetic phase transition is one of the zeros of the long-range part in the physical region, and the locus of the critical point for an arbitrary decoration-level $`n`$ is given. Along with the distribution pattern, we also calculate the density of the zeros of the long-range part for the cases of $`n=1`$ and $`2`$. The evolution of the density of zeros in the course of increasing $`n`$ indicates that the Julia set is a cloud of points. Thus, the Julia set has the Hausdorff dimension greater than one and possesses the multi-fractal structure.

Comparing with the continuous closed curves appearing in the zeros distribution of the simple square Ising model, we have more complicated distribution patterns for the bond-decorated Ising model. But, the patterns remain to be continuous closed curves in both $`\mathrm{tanh}\left(\eta \right)`$ and $`\mathrm{sinh}\left(2\eta \right)`$ complex planes for a finite decoration-level $`n`$. This may be due to the fact that the interactions among the Ising spins are effectively isotropic after the renormalization map to the corresponding $`0`$-lattice, although the coordination numbers of lattice sites are highly inhomogeneous for an $`n`$-lattice with large $`n`$. It has been demonstrated on classic lattices that only when the couplings among the nearest neighbors change from isotropic to anisotropic, the distribution of the Fisher zeros may change from continuous curves to an area in the plane rSK ; rSC . This leads to the conclusion that in the limit of infinite decoration-levels the system has completely different properties: The distribution of the zeros has multi-fractal structures, and the nature of phase transition of the system is different from that of finite decoration-levels rHLL .

## VII acknowledgement

We wish to thank Prof. F. Y. Wu for stimulating us to calculate the density of zeros. This work was partially suppoted by the National Science Council of ROC ( Taiwan ) under the Grand No. NSC 90-2112-M-033-002.

fig.1 A decorated bond with the decoration level (a) $`n=0`$, (b) $`n=1`$, and (c) $`n=2`$. Note that the Ising spins with the Latin subscripts are referred as inner spins.

fig. 2 (a) The distribution of the Fisher zeros of an $`n`$-lattice in the complex $`\mathrm{tanh}\left(\eta ^{\left(n\right)}\right)`$ plane as the left (gray) and the right (bold-faced) $`n`$-cycle, and (b) the density (left vertical scale) and the raidus (right vertical scale) of the Fisher zeros in the left $`n`$-cycle.

fig. 3 (a) The four $`\left(n1\right)`$-cycles for the zero distribution of an $`n`$-lattice in the complex $`\mathrm{tanh}\left(\eta ^{\left(n1\right)}\right)`$ plane. The cycles displayed by the bold-faced curves are the descendants of the right $`n`$-circle and the gray curves are those from the left $`n`$-circle. The points indicated by crosses are taken as the centers of the $`\left(n1\right)`$-cycles, and they are the preimages of the renormalization map for the centers of two $`n`$-cycles. (b) The density (left vertical scale) and the radius (right vertical scale) of the Fisher zeros in the $`\left(n1\right)`$-cycle with the center at $`(1,0)`$.

fig. 4 (a) The $`12`$ $`\left(n2\right)`$-cycles for the zero distribution of an $`n`$-lattice in the complex $`\mathrm{tanh}\left(\eta ^{\left(n2\right)}\right)`$ plane. The points indicated by crosses are taken as the centers of the $`\left(n2\right)`$-cycles, and they are the preimages of the renormalization map for the centers of the $`\left(n1\right)`$-cycles. The $`12`$ $`\left(n2\right)`$-cycles can be divided into three classes, $`I`$, $`II`$, and $`III`$, according to the decreasing order in the magitude of the circumference of a circle. The density (left vertical scale) and the radius (right vertical scale) of (b) the $`\left(n2\right)`$-cycle, which is the one marked $`I`$ in (a), with the center coordinate $`(1,0)`$, (c) the $`\left(n2\right)`$-cycle, which is the one marked $`II`$ in (a), with the center coordinate $`\sqrt{1+\sqrt{2}}e^{i\pi /4}`$, and (d) the $`\left(n2\right)`$-cycle, which is the one marked $`III`$ in (a), with the center coordina $`\sqrt{1+\sqrt{2}}e^{i\pi /4}`$.

fig. 5 The zero distribution of an $`n`$-lattice in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane obtained from the condition of Eq. (12) for $`n=4`$.

fig. 6 The zero distribution of an $`n`$-lattice in the complex $`\mathrm{tanh}\left(\eta \right)`$ plane obtained from the condition of Eq. (12) for $`n=8`$.

fig. 7 The (a) generalized dimension $`D_q`$ and (b) singularity spectrum $`f\left(\alpha \right)`$ of the Julia set associated with the renormalization map.

fig. 8 The zero distribution of an $`n`$-lattice in the complex $`\mathrm{sinh}\left(2\eta \right)`$ plane obtained from the condition of Eq. (12) for $`n=8`$.


text:
# Additional symmetries and solutions of the dispersionless KP hierarchyPartially supported by CICYT proyecto BFM2002–01607

## 1 Introduction

The so-called dispersionless hierarchies - provide an interesting type of non-linear integrable models which can not be studied by the standard schemes of the KP theory and require an entirely new approach. From the point of view of the Lax formalism, dispersionless hierarchies arise as the quasiclassical limits of Lax pair equations performed by replacing operators by phase space functions and commutators by Poisson brackets. In this way, when dealing with dispersionless hierarchies, instead of the associated auxiliary linear system of the standard formalism of integrable systems the underlying equations to be solved are of Hamilton–Jacobi type.

Several methods of solution of dispersionless hierarchies have been formulated. In - (see also -) Kodama and Gibbons gave a direct method based on the use of reductions in which the dependent variables depend on a finite number of unknown functions. The corresponding reduced hierarchy becomes an infinite set of compatible hydrodynamic systems solvable by hodographic techniques. A $`\overline{}`$ scheme has been proposed by Konopelchenko et al in -, which introduces an associated $`\overline{}`$ equation of Hamilton–Jacobi type. In this paper we deal with the twistorial method of Takasaki and Takebe -. Two important advantages of this method are

It provides a convenient scheme for describing the symmetries.

All local solutions can be determined by means of the twistor method.

The main aim of this paper is to present a technique for deriving explicit examples of both additional symmetries and solutions of dispersionless hierarchies within the framework of the twistor formalism. It requieres a new formulation of the twistor equations which involves a certain type of generating functions for canonical transformations of twistor data as well as the use of hodograph equations. To show our strategy, we concentrate on the dispersionless KP (dKP) hierarchy, which is the prototype of this kind of integrable hierarchies. Its Lax pair formulation involves a phase space with a canonical pair of coordinates $`(p,x)`$ and an associated Poisson bracket

$$\{F,G\}=\frac{F}{p}\frac{G}{x}\frac{F}{x}\frac{G}{p}.$$

It is useful to introduce an enlarged Lax formalism with a pair of canonically conjugate variables $`=(p,𝒕)`$ and $`=(p,𝒕)`$ (i.e. $`\{,\}=1`$) depending on $`p`$ and an infinite set of time parameters

$$𝒕:=(t_1=x,t_2,\mathrm{},t_n,\mathrm{}),$$

which are assumed to admit expansions of the form

$$=p+\underset{n1}{}\frac{u_n(𝒕)}{p^n},=\underset{n2}{}nt_n^{n1}+x+\underset{n1}{}\frac{v_n(𝒕)}{^{n+1}},$$
(1)
as $`p\mathrm{}`$ and $`\mathrm{}`$, respectively. The Lax equations of the dKP hierarchy are

$$\frac{}{t_n}=\{_n,\},\frac{}{t_n}=\{_n,\},n2,$$
(2)
where

$$_n:=(^n)_0.$$

Here $`()_0`$ denotes the projection of a Laurent series $``$ in the variable $`p`$ on the subspace generated by the non-negative powers of $`p`$ (we will also use the notation $`()_1:=()_0`$). The system of compatibility equations

$$\frac{_m}{t_n}\frac{_n}{t_m}+\{_m,_n\}=0,mn,$$
(3)
yields an infinite set of nonlinear equations for the coefficients $`u_n`$ of the expansion (1) of $``$. In particular for $`(n,m)=(2,3)`$ one gets the dKP equation (Zabolotskaya-Khokhlov equation)

$$(u_t3uu_x)_x=\frac{3}{4}u_{yy},u:=u_1,t:=t_3,y:=t_2.$$
(4)
This is an interesting nonlinear model with applications, in the study of quasi-plane sound beams , quasi-transonic flows past thin wings  or Einstein-Weyl spaces .

In the next Section we first describe in brief the twistor approach to the solutions and symmetries of the dKP hierarchy. Then we present a class of additional symmetries depending on arbitrary functions of one variable, the action of which can be explicitly determined. As a particular case they include the symmetries of the dKP equation found by Dunajski, Mason and Tod in . The first part of Section 3 is devoted to a new formulation of twistor equations which is appropriate for dealing with the transformation laws of solutions under the action of symmetries. In the second part of Section 3 we show how solutions of the dKP hierarchy satisfying reduction constraints of Gelfand-Dikii type transform under the class of additional symmetries introduced in Section 2. Finally, some explicit examples are worked out.

## 2 Symmetries in the twistor formalism

### 2.1 Twistorial structure of the dKP hierarchy

The twistor formalism of the dKP hierarchy is based on the degenerate symplectic form

$$\omega :=\mathrm{d}p\mathrm{d}x+\underset{n2}{}\mathrm{d}_n\mathrm{d}t_n.$$
(5)
which plays the role of the Gindikin bundle  of curved twistor theory. The form $`\omega `$ encodes both the Lax equations and their compatibility conditions into the simple system

$$\{\begin{array}{cc}\omega =\mathrm{d}\mathrm{d},\hfill & \\ \omega \omega =0.\hfill & \end{array}$$
(6)
From the first equation we have that

$$\mathrm{d}\left(\mathrm{d}+p\mathrm{d}x+\underset{n2}{}_n\mathrm{d}t_n\right)=0,$$

so that there exists a generating function $`S=S(,𝒕)`$ for the canonical transformation $`(p,x)(,)`$ satisfying

$$\mathrm{d}S=\mathrm{d}+p\mathrm{d}x+\underset{n2}{}_n\mathrm{d}t_n,$$

or equivalently

$$=\frac{S}{},p=\frac{S}{x},_n=\frac{S}{t_n},n2.$$
(7)
Notice that from (1) and the first equation of (7) it follows that $`S`$ can be defined as

$$S(,𝒕)=\underset{n1}{}t_n^n\underset{n1}{}\frac{v_n(𝒕)}{n}^n.$$

The twistor scheme for solving the dKP hierarchy is based on the following result

###### Theorem 1.

Let $`(P(p,x),X(p,x))`$ be a pair of canonically conjugate variables (i.e. {P,X}=1). Then

1) Given two functions $`((p,𝒕),(p,𝒕))`$ of the form (1) such that the composite functions $`(P(,),X(,))`$ have Laurent series expansions in $`p`$ satisfying the *twistor equations*

$$(P(,))_1=0,(X(,))_1=0,$$
(8)
then $`(,)`$ gives a solution of the dKP hierarchy (2). The pair

$$(P(p,x),X(p,x))$$

is called *the twistor data* of the solution $`(,)`$.

2) Each solution of the dKP hierarchy admits a set $`(P(p,x),X(p,x))`$ of twistor data.

In general, we can not assume the existence of appropriate solutions $`(,)`$ of (8). For example, the canonical variables

$$P:=p^2x,X:=\frac{1}{p},$$
(9)
determine the twistor equations

$$(^2)_1=0,\left(\frac{1}{}\right)_1=0.$$

which obviously have no solutions satisfying (1).

### 2.2 Symmetry transformations

One the main features of the twistor equations is that the symmetry properties of the dKP hierarchy can be formulated in a convenient way . Indeed, the natural group acting on the set of twistor data $`(P(p,x),X(p,x))`$ is the group of canonical transformations generated by one-parameter groups of the form

$$\begin{array}{c}\mathrm{exp}(s\{F,\}):(P,X)(P(s),X(s)),F=F(p,x),\\ P(s):=P(\mathrm{exp}(s\{F,\})p,\mathrm{exp}(s\{F,\})x),\\ X(s):=X(\mathrm{exp}(s\{F,\})p,\mathrm{exp}(s\{F,\})x),\end{array}$$
(10)
where

$$\mathrm{exp}(s\{F,\})G:=G+s\{F,G\}+\frac{s^2}{2}\{F,\{F,G\}\}+\mathrm{}.$$

It can be proved that

###### Theorem 2.

A one-parameter group of canonical transformations (10) induces an action $`(,)((s),(s))`$ on the set of solutions of the dKP hierarchy determined by the flow

$$\frac{}{s}=\{,F(,)_1\},\frac{}{s}=\{,F(,)_1\}.$$
(11)
Let us consider symmetries of the dKP hierarchy generated by double series of the form

$$F(,)=\underset{i=\mathrm{}}{\overset{\mathrm{}}{}}\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}c_{ij}^i^j.$$
(12)
We will concentrate on the $`(r+1)`$-th *truncated dKP hierarchies* defined as the sets of the first $`r+1`$ flows of the dKP hierarchy ($`r2`$). Thus in order to analyze their symmetries we may set $`t_n=0,nr+1`$, and so we may write

$$=(r+1)t_{r+1}^r+rt_r^{r1}+\mathrm{}+x+𝒪\left(\frac{1}{^2}\right).$$
(13)
By substituting this expansion in (12), a series expansion of $`F`$ in powers of $``$ is obtained. Let us now investigate those symmetries of the
$`(r+1)`$-th truncated dKP hierarchy which do not involve the action of higher dKP flows. To this end, we have to avoid terms of the form $`\{(^n)_0,\}`$ with $`n>(r+1)`$ in the right-hand side of the first equation in (11). Hence we impose $`c_{ij}=0`$ for $`(i+jr)>(r+1)`$, so that $`F`$ can be expressed in the form

$$F(,)=\underset{nr+1}{}\alpha _n\left(\frac{}{(r+1)^r}\right)^n,$$
(14)
with $`\alpha _n(t)`$ being arbitrary smooth functions. Furthermore, Eq.(11) for $``$ can be written as

$$\frac{}{s}=\frac{F}{}+\{F(,)_0,\},$$
(15)
and it is easy to see that only those terms in (14) with $`n1`$ contribute to $`u/s`$.

Therefore, we conclude that the symmetries of the $`(r+1)`$-th truncated dKP hierarchy which do not involve higher dKP flows and define a non-trivial action on the coefficient $`u`$ are of the form

$$F(,)=\underset{n=1}{\overset{r+1}{}}\alpha _n\left(\frac{}{(r+1)^r}\right)^n.$$
(16)
This means that, under these conditions, there are essentially $`r+1`$ types of symmetry generators of the $`(r+1)`$-th truncated dKP hierarchy given by

$$F_i(,):=\alpha \left(\frac{}{(r+1)^r}\right)^i,i=1,\mathrm{},r+1,$$
(17)
with $`\alpha =\alpha (t)`$ being an arbitrary function.

The action of the one-parameter groups generated by $`F_i`$ on the coefficient $`u`$ can be explicitly found. Indeed, by identifying the coefficients of $`1/p`$ in both members of (15) one gets a first-order *linear* partial differential equation for

$$u(s,𝒕):=\mathrm{exp}(s\{F_i,\})u(𝒕),$$

the integration of which provides the symmetry transformation

$$u=u(𝒕)\stackrel{~}{u}=u(s,𝒕).$$

Let us illustrate these facts by considering the case $`r=2`$. We observe that (13) implies that near points $`t`$ in the region of analyticity of $`\alpha `$

$$\alpha \left(\frac{}{3^2}\right)=\alpha (t)+\frac{2}{3}y\alpha ^{}(t)\frac{1}{}+\left(\frac{1}{3}x\alpha ^{}(t)+\frac{2}{9}y^2\alpha ^{\prime \prime }(t)\right)\frac{1}{^2}+𝒪\left(\frac{1}{^3}\right).$$
(18)
One finds the following results for the corresponding three generators (17):

1. $`F_1`$

From (15) we have

$$\frac{}{s}=\alpha ^{}\left(\frac{}{3^2}\right)\frac{1}{3}+\alpha (t)\frac{}{x},$$

so that

$$\frac{u}{s}=\alpha (t)\frac{u}{x}+\frac{1}{3}\alpha ^{}(t).$$
(19)
The solution of this equation is

$$u=U(x+s\alpha (t),y,t)+\frac{1}{3}s\alpha ^{}(t),$$

where $`U`$ is an arbitrary function. It leads to the symmetry

$$\stackrel{~}{u}=u(x+s\alpha (t),y,t)+\frac{1}{3}s\alpha ^{}(t).$$
(20)
2. $`F_2`$

In this case (15) becomes

$$\frac{}{s}=\frac{1}{3}\alpha ^{}\left(\frac{}{3^2}\right)+\frac{2}{3}y\alpha ^{}(t)\frac{}{x}+\alpha (t)\frac{}{y},$$

and the equation for $`u`$ is

$$\frac{u}{s}=\frac{2}{3}y\alpha ^{}(t)\frac{u}{x}+\alpha (t)\frac{u}{y}+\frac{2}{9}y\alpha ^{\prime \prime }(t),$$
(21)
which has the solution

$`u=`$ $`U(x+{\displaystyle \frac{2}{3}}sy\alpha ^{}(t)+{\displaystyle \frac{1}{3}}s^2\alpha (t)\alpha ^{}(t),y+s\alpha (t),t)`$
$`+`$ $`{\displaystyle \frac{2}{9}}sy\alpha ^{\prime \prime }(t)+{\displaystyle \frac{1}{9}}s^2\alpha (t)\alpha ^{\prime \prime }(t),`$
where $`U`$ is an arbitrary function. The corresponding symmetry transformation of the dKP equation is

$`\stackrel{~}{u}=`$ $`u(x+{\displaystyle \frac{2}{3}}sy\alpha ^{}(t)+{\displaystyle \frac{1}{3}}s^2\alpha (t)\alpha ^{}(t),y+s\alpha (t),t)`$ (22)
$`+`$ $`{\displaystyle \frac{2}{9}}sy\alpha ^{\prime \prime }(t)+{\displaystyle \frac{1}{9}}s^2\alpha (t)\alpha ^{\prime \prime }(t).`$
2. $`F_3`$

Now Eq.(15) takes the form

$`{\displaystyle \frac{}{s}}`$ $`={\displaystyle \frac{1}{3}}\alpha ^{}\left({\displaystyle \frac{}{3^2}}\right)+\left({\displaystyle \frac{1}{3}}x\alpha ^{}(t)+{\displaystyle \frac{2}{9}}y^2\alpha ^{\prime \prime }(t)\right){\displaystyle \frac{}{x}}`$
$`+{\displaystyle \frac{2}{3}}y\alpha ^{}(t){\displaystyle \frac{}{y}}+\alpha (t){\displaystyle \frac{}{t}},`$
which implies

$`{\displaystyle \frac{u}{s}}`$ $`=\left({\displaystyle \frac{1}{3}}x\alpha ^{}(t)+{\displaystyle \frac{2}{9}}y^2\alpha ^{\prime \prime }(t)\right){\displaystyle \frac{u}{x}}+{\displaystyle \frac{2}{3}}y\alpha ^{}(t){\displaystyle \frac{u}{y}}+\alpha (t){\displaystyle \frac{u}{t}}`$ (23)
$`+{\displaystyle \frac{1}{3}}\alpha ^{}(t)u+{\displaystyle \frac{1}{9}}x\alpha ^{\prime \prime }(t)+{\displaystyle \frac{2}{27}}y^2\alpha ^{\prime \prime \prime }(t).`$
The solution of this equation is

$`u=`$ $`(c^{}(t))^{\frac{2}{3}}U(x(c^{}(t))^{\frac{1}{3}}+{\displaystyle \frac{2}{9}}y^2{\displaystyle \frac{c^{\prime \prime }(t)}{(c^{}(t))^{\frac{2}{3}}}},y(c^{}(t))^{\frac{2}{3}},s+c(t))`$
$`+`$ $`{\displaystyle \frac{1}{9}}x{\displaystyle \frac{c^{\prime \prime }(t)}{c^{}(t)}}+{\displaystyle \frac{2}{27}}y^2\left({\displaystyle \frac{c^{\prime \prime \prime }(t)}{c^{}(t)}}{\displaystyle \frac{4}{3}}\left({\displaystyle \frac{c^{\prime \prime }(t)}{c^{}(t)}}\right)^2\right),`$
where $`U`$ is an arbitrary function and $`c(t)`$ is such that $`c^{}(t)=1/\alpha (t)`$. Hence, by defining $`T:=T(s,t)`$ through the implicit relation

$$c(T)=s+c(t),$$

and by taking into account that

$$T^{}:=\frac{T}{t}=\frac{c^{}(t)}{c^{}(T)},$$

one finds that the symmetry transformation determined by (23) is

$`\stackrel{~}{u}=`$ $`(T^{})^{\frac{2}{3}}u(x(T^{})^{\frac{1}{3}}+{\displaystyle \frac{2}{9}}y^2{\displaystyle \frac{T^{\prime \prime }}{(T^{})^{\frac{2}{3}}}},y(T^{})^{\frac{2}{3}},T)`$ (24)
$`+`$ $`{\displaystyle \frac{1}{9}}x{\displaystyle \frac{T^{\prime \prime }}{T^{}}}+{\displaystyle \frac{2}{27}}y^2\left({\displaystyle \frac{T^{\prime \prime \prime }}{T^{}}}{\displaystyle \frac{4}{3}}\left({\displaystyle \frac{T^{\prime \prime }}{T^{}}}\right)^2\right)`$
The three symmetries (20),(22) and (24) coincide with the symmetries of the dKP equation found by Dunajski, Mason and Tod  by analyzing equivalence transformations of Einstein–Weyl spaces.

Transformation law of twistor data

According to (10), the dKP symmetry generated by (17) corresponds to a canonical transformation law of the twistor data determined by the Hamiltonian system

$$\frac{\mathrm{d}p}{\mathrm{d}s}=\{\alpha (\rho )p^i,p\},\frac{\mathrm{d}x}{\mathrm{d}s}=\{\alpha (\rho )p^i,x\},$$
(25)
where we are denoting

$$\rho :=\frac{x}{(r+1)p^r}.$$

In terms of $`(p,\rho )`$ this system becomes

$$\frac{\mathrm{d}p}{\mathrm{d}s}=\frac{\alpha ^{}(\rho )}{r+1}p^{ir},\frac{\mathrm{d}\rho }{\mathrm{d}s}=i\frac{\alpha (\rho )}{r+1}p^{ir1},$$
(26)
and by taking into account that the Hamiltonian function

$$h:=\alpha (\rho )p^i$$

is a constant of the motion it follows that the solution of (25) can be written as

$$p(s)=\frac{p}{(j_\rho )^{\frac{1}{r+1}}},x(s)=(r+1)jp(s)^r.$$
(27)
Here $`j=j(s,\rho ,h)`$ is the evolution law of the variable $`\rho `$. That is to say, it is the solution of the initial value problem

$$\frac{j}{s}=\beta (\rho ,h),j(0,\rho ,h)=\rho ,$$
(28)
where

$$\beta (\rho ,h):=\frac{i}{r+1}\left(\frac{\alpha (\rho )}{h}\right)^{\frac{r+1}{i}}h.$$

The expressions (27) define the action of the additional symmetries (17) on the twistor data. It is important to observe that the solution of (28) satisfies

$$s=_\rho ^{j(s,\rho ,h)}\frac{\mathrm{d}\rho }{\beta (\rho ,h)},$$

and, as a consequence, one deduces that the first-order derivatives of $`j`$ with respect to $`\rho `$ and $`h`$ are

$`j_\rho `$ $`=\left({\displaystyle \frac{\alpha (j)}{\alpha (\rho )}}\right)^{\frac{r+1}{i}},`$ (29)
$`j_h`$ $`=s\left({\displaystyle \frac{i}{r+1}}1\right)\left({\displaystyle \frac{\alpha (j)}{h}}\right)^{\frac{r+1}{i}}=\left({\displaystyle \frac{i}{r+1}}1\right){\displaystyle \frac{s}{p(s)^{r+1}}}.`$
As we will see below, these relations will be useful for determining the action of the additional symmetries on the solutions of the twistor equations.

## 3 Solutions of the dKP hierarchy

### 3.1 Generating functions and hodograph equations

We are going to present a scheme for solving twistor equations which is particularly suitable to investigate the action of the additional symmetries introduced in the above section. An ingredient of our analysis is the use of a type of generating functions for canonical transformations of twistor data , which allows us to introduce hodograph type equations to formulate part of the constraints imposed by the twistor equations.

Let $`(P(p,x),X(p,x))`$ be a pair of canonically conjugate variables, then for each positive integer $`r`$ we have

$$\mathrm{d}P\mathrm{d}X=\mathrm{d}p\mathrm{d}x=\mathrm{d}(p^{r+1})\mathrm{d}\rho ,\rho :=\frac{x}{(r+1)p^r}.$$

Hence there exists an associated generating function $`J_r:=J_r(P,\rho )`$ of the canonical transformation $`(p,x)(P,X)`$ such that

$$\mathrm{d}J_r=p^{r+1}\mathrm{d}\rho +X\mathrm{d}P,$$

or equivalently

$$p^{r+1}=\frac{J_r(P,\rho )}{\rho },X=\frac{J_r(P,\rho )}{P}.$$
(30)
In this way by denoting

$$_r:=\frac{}{(r+1)^r},$$

we deduce

$`{\displaystyle \frac{}{p}}J_r(P(,),_r)`$ $`={\displaystyle \frac{J_r}{P}}(P(,),_r){\displaystyle \frac{P(,)}{p}}`$
$`+{\displaystyle \frac{J_r}{\rho }}(P(,),_r){\displaystyle \frac{_r}{p}}`$
$`=X(,){\displaystyle \frac{P(,)}{p}}+^{r+1}{\displaystyle \frac{_r}{p}},`$
and by taking into account that

$$^{r+1}\frac{_r}{p}=\frac{1}{r+1}\frac{()}{p}\frac{S}{p},$$

where $`S`$ is the function introduced in (7), we deduce that

$$X(,)=\frac{{\displaystyle \frac{}{p}}\left(S+J_r(P(,),_r){\displaystyle \frac{1}{r+1}}\right)}{{\displaystyle \frac{}{p}}P(,)}.$$
(31)
This formula enables us to state

###### Theorem 3.

In terms of the function

$$𝒮_r:=S+J_r(P(,),_r)\frac{1}{r+1},$$
(32)
the second twistor equation $`(X(,))_1=0`$ is equivalent to the following two conditions

1) The expansion of $`𝒮_r`$ in powers of $`p`$ satisfies

$$(𝒮_r)_1=0.$$
(33)
2) At each zero $`p_i`$ of $`P(,)/p`$ it is verified that

$$\frac{𝒮_r}{p}(p_i,𝒕)=0.$$
(34)
Henceforth we will refer to (34) as the *hodograph equations*.

A natural problem is to determine generating functions $`J_r(P,\rho )`$ leading to solvable twistor equations. In this sense, an important class arises when $`P=P(p,x)`$ is independent of $`x`$ and has a finite-order expansion as $`p\mathrm{}`$

$$P(p)=\underset{n=\mathrm{}}{\overset{N}{}}a_np^n.$$

The corresponding generating function $`J_0`$ is of the form

$$J_0(P,x)=f(P)+g(P)x,$$

where $`g(P)`$ is the inverse function of $`P=P(p)`$. As a consequence

$`J_0(P(,),)`$ $`=f(P())+,`$
$`𝒮_0`$ $`=S+f(P()).`$
It can be shown that, provided $`f(P(p))`$ admits a Laurent expansion as
$`p\mathrm{}`$, the twistor equations determined by $`J_0`$ have a solution. Moreover, it turns out that solving the hodograph equations for $`𝒮_0`$ is enough for computing $``$. Let us illustrate these facts with the following important example

Gelfand-Dikii reductions

If we set

$$J_0(P,x)=f(P^{1/m})+P^{1/m}x,f(P^{1/m}):=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}c_nP^{n/m},$$
(35)
for a given integer $`m>1`$, the associated twistor data are

$$P=p^m,X=\frac{1}{mp^{m1}}\left(f^{}(p)+x\right).$$
(36)
Then, the first twistor equation is

$$^m=()_0,$$

so that

$$^m=p^m+q_{m2}(𝒖)p^{m2}+\mathrm{}+q_1(𝒖)p+q_0(𝒖),$$
(37)
where the functions $`q_i(𝒖)`$ depend on the $`(m1)`$ first coefficients $`𝒖:=(u_1,\mathrm{},u_{m1})`$ of the expansion (1) of $``$. This constraint defines the $`m`$-th Gelfand–Dikii reduction of the dKP hierarchy.

For example the first few reductions are

$`m=2,`$ $`^2=p^2+2u_1,`$
$`m=3,`$ $`^3=p^3+3u_1p+3u_2,`$
$`m=4,`$ $`^4=p^4+4u_1p^2+4u_2p+6u_1^2+4u_3.`$
To determine $``$ we must find the $`(m1)`$ unknowns $`u_i`$ as functions of $`𝒕`$ through the second twistor equation. Thus, according to Theorem 2 we impose

$`𝒮_0=`$ $`S+f()=\left(S+f()\right)_0`$
$`=`$ $`{\displaystyle \underset{n1}{}}(t_n+c_n)(^n)_{n0}+c_0.`$
Hence, by using (37) we can express $`𝒮_0`$ as a function of $`(p,𝒕,𝒖)`$. If we now impose the hodograph equations (34), we get $`(m1)`$ implicit equations

$$\left(\underset{n1}{}(t_n+c_n)\frac{}{p}(^n)_{n0}\right)|_{p=p_i(𝒖)}=0,i=1,\mathrm{},m1,$$
(38)
which determine the functions $`u_i(𝒕)`$ and, consequently, $``$. Furthermore, by eliminating $`p`$ in (37) we can express $`p`$ as a function $`p=p(,𝒕)`$, which under substitution into

$$S=\underset{n1}{}t_n^n\left(\underset{n1}{}t_n^nf()\right)_1,$$

leads to $`=S/`$. Thus, it is easy to see that the functions $``$ and $``$ are solutions of the twistor equations which satisfy (1) and, therefore, they solve the dKP hierarchy Henceforth these solutions will be called *Gelfand–Dikii solutions* of the dKP hierarchy.

For instance if $`m=2`$ (dKdV reduction)

$$^2=p^2+2u,u:=u_1,$$

and we set $`t_n=0,n>3`$, one gets the hodograph relation

$$3ut+x=F(u),$$
(39)
which solves the dKdV equation $`u_t=3uu_x`$. Here

$$F(u):=\frac{}{p}\underset{n1}{}c_n(^n)_{n0}|_{p=0}.$$

can be assumed to be an arbitrary smooth function of $`u`$. Some elementary solutions provided by (39) are

$`F(u)=`$ $`cu,u={\displaystyle \frac{x}{3tc}},`$ (40)
$`F(u)=`$ $`cu^2,u={\displaystyle \frac{1}{2c}}\left(3t+\sqrt{9t^2+4cx)}\right),`$
$`F(u)=`$ $`cu^3,u={\displaystyle \frac{f}{2c}}+{\displaystyle \frac{2t}{f}},f:=\left(4x+4c^2\sqrt{x^2{\displaystyle \frac{4t^3}{c}}}\right)^{\frac{1}{3}}.`$
### 3.2 The action of additional symmetries on Gelfand–Dikii solutions

Our aim now is to characterize solutions of the dKP hierarchy by applying the symmetry transformations (17) to Gelfand–Dikii solutions. Obviously we may start from solutions of the hodograph equations (38) and then performing the corresponding symmetry transformation. However, in order to do it we need to know how the coefficients $`u_i`$ of the expansion (1) of $``$ transform under the symmetries (17), which requires to solve a system of first-order linear partial differential equations. We are trying instead an alternative way consisting in determining the generating functions $`J_r(P,\rho )`$ for the transformed twistor data and then solving the corresponding twistor equations according to the scheme of Theorem 3. In this alternative procedure the problem reduces to solving a system of implicit algebraic equations.

The dKP symmetry generated by (17) acts on twistor data according to the canonical transformation (27). In particular, the twistor data (36) for the Gelfand–Dikii reductions transform as

$`P(s)=`$ $`\left({\displaystyle \frac{p}{(j_\rho )^{\frac{1}{r+1}}}}\right)^m,`$ (41)
$`X(s)=`$ $`{\displaystyle \frac{P^{\frac{m1}{m}}}{m}}\left(f^{}(P^{1/m})+(r+1)jP^{r/m}\right).`$
Hence, by taking into account that $`j`$ is a function of $`(s,\rho ,h)`$, it follows that

$`p^{r+1}`$ $`=j_\rho P^{\frac{r+1}{m}}={\displaystyle \frac{}{\rho }}\left(jP^{\frac{r+1}{m}}\right)\widehat{h}_\rho j_hP^{\frac{r+1}{m}},`$
$`X`$ $`={\displaystyle \frac{}{P}}\left(f(P)^{1/m}+jP^{\frac{r+1}{m}}\right)\widehat{h}_Pj_hP^{\frac{r+1}{m}},`$
where

$$\widehat{h}=\widehat{h}(P,\rho ):=h(p(P,\rho ),\rho )=\alpha (\rho )p(P,\rho )^i.$$

By using now (29) we deduce

$$p^{r+1}=\frac{J_r^{(i)}(P,\rho )}{\rho },X=\frac{J_r^{(i)}(P,\rho )}{P},$$
(42)
where

$$J_r^{(i)}(s,P,\rho ):=f(P^{1/m})+j(s,\rho ,\widehat{h})P^{\frac{r+1}{m}}+s\left(1\frac{i}{r+1}\right)\widehat{h}(P,\rho ).$$
(43)
Wide families of solutions of the $`(r+1)`$-th truncated dKP can be found by solving the twistor equations associated with the generating functions (43). The calculations are simple but long and require computer aid. To illustrate the strategy for computing these solutions let us consider the family of generating functions $`J_r^{(i)}`$ with

$$i=r+1m.$$
(44)
The choice $`i=r+1`$ means that we are dealing with the orbits of Gelfand–Dikii solutions under the action of the symmetry generator

$$F_{r+1}(,):=\alpha \left(\frac{}{(r+1)^r}\right)^{r+1}.$$
(45)
Thus, according to (29) the function $`j`$ in (43) is determined from $`\alpha `$ through the solution of the initial value problem

$$\frac{j}{s}=\alpha (\rho ),j(0,\rho )=\rho .$$
(46)
Hence $`j`$ is independent of $`h`$ and by setting $`s`$ to be a constant, we may take $`j`$ as a function of $`\rho `$ only. Therefore, the generating functions $`J_r^{(i)}`$ that we are considering are

$$J_r(P,\rho )=f(P^{\frac{1}{m}})+j(\rho )P^{\frac{r+1}{m}}.$$
(47)
Notice that

$$P=\frac{p^m}{(j_\rho )^{\frac{m}{r+1}}},$$
(48)
so that the first twistor equation reads

$$𝕃^m=(𝕃^m)_0,$$
(49)
where

$$𝕃:=\frac{}{j_\rho (_r)},_r:=\frac{}{(r+1)^r}.$$
(50)
From (1) one deduces at once that the integer powers of $``$ have expansions of the form

$`^N=`$ $`p^N+\mathrm{}+a_n(u_1,\mathrm{},u_{Nn1})p^n+\mathrm{}`$ (51)
$`+`$ $`b_n(u_1,\mathrm{},u_{N+n1}){\displaystyle \frac{1}{p^n}}+\mathrm{},`$
$`{\displaystyle \frac{1}{^N}}=`$ $`{\displaystyle \frac{1}{p^N}}+\mathrm{}+c_n(u_1,\mathrm{},u_{nN1}){\displaystyle \frac{1}{p^n}}+\mathrm{}.`$
Furthermore, (1) implies that for any smooth function $`g=g(t)`$ the composite function $`g(_r)`$ can be expanded in the form

$`g(_r)`$ $`=g\left(t_{r+1}+{\displaystyle \frac{rt_r}{r+1}}{\displaystyle \frac{1}{}}+\mathrm{}+{\displaystyle \frac{v_n(𝒕)}{r+1}}{\displaystyle \frac{1}{^n}}+\mathrm{}\right)`$ (52)
$`=g(t_{r+1})+{\displaystyle \frac{rt_r}{r+1}}g^{}(t_{r+1}){\displaystyle \frac{1}{p}}+\mathrm{}`$
$`+d_n(𝒕,u_1,\mathrm{},u_{n2},v_1,\mathrm{},v_{nr1}){\displaystyle \frac{1}{p^n}}+\mathrm{}.`$
Thus, from (51)-(52) and by taking into account (44), we deduce that $`𝕃`$ is of the form

$$𝕃=\left(q_m(𝒕,𝒖)p^m+\mathrm{}+q_1(𝒕,𝒖)p+q_0(𝒕,𝒖)\right)^{\frac{1}{m}},$$
(53)
where $`𝒖:=(u_1,\mathrm{},u_{m1})`$.

Two different cases arise

1. $`𝐫=𝐦\mathrm{𝟏},𝐦`$.

This is the simplest situation since from (51)-(53) it follows at once that

$$𝒮_r=\left(\underset{s=1}{\overset{r}{}}\frac{rs+1}{r+1}t_s^s+\gamma 𝕃^{m+n}+j(_r)𝕃^{r+1}\right)_0,$$

is a function depending of $`(p,𝒕)`$ and $`𝒖=(u_1,\mathrm{},u_{m1})`$. Therefore, the $`(m1)`$ hodograph equations

$$\frac{𝒮_r}{p}(p_i,𝒕)=0,$$
(54)
where $`p_i=p_i(𝒕,𝒖)`$ are the zeros of $`𝕃^m/p`$,are enough for determining $`𝒖`$.

2. $`𝐫𝐦+\mathrm{𝟏}`$.

The function $`𝒮_r=(𝒮_r)_0`$ depends on $`(p,𝒕)`$ and $`\stackrel{~}{𝒖}=(u_1,\mathrm{},u_{r1})`$, so that in addition to the $`(m1)`$ hodograph equations (54) a set of $`(rm)`$ new equations involving $`𝒕`$ and $`\stackrel{~}{𝒖}`$ are required. These additional equations are supplied by vanishing the coefficients of the negative powers $`1/p^n(n=1,\mathrm{}rm)`$ in

$$(𝕃^m)_1=0.$$

### 3.3 Examples

In the following examples we exhibit solutions $`u`$ of the dKP equation (4) depending on an arbitrary function $`j=j(\rho )`$. They are orbits of Gelfand–Dikii solutions $`u_0`$ under the action of the symmetry generated by (45). Notice that according to (45)-(46) we can obtain $`u_0`$ by setting $`j=\rho `$ in the expression of $`u`$.

Examples

1. For

$$r=m=2,f(P^{\frac{1}{2}}):=\gamma P^{\frac{7}{2}},$$

the generating function (47) becomes

$$J_2(P,\rho )=\gamma P^{\frac{7}{2}}+j(\rho )P^{\frac{3}{2}},\rho :=\frac{x}{3p^2},$$
(55)
and $`𝕃^2`$ takes the form

$`𝕃^2=`$ $`(𝕃^2)_0={\displaystyle \frac{p^2}{(j^{}(t))^{2/3}}}{\displaystyle \frac{4}{9}}{\displaystyle \frac{yj^{\prime \prime }(t)}{(j^{}(t))^{5/3}}}p+{\displaystyle \frac{2u_1}{(j^{}(t))^{2/3}}}`$
$``$ $`{\displaystyle \frac{2}{9}}{\displaystyle \frac{xj^{\prime \prime }(t)}{(j^{}(t))^{5/3}}}{\displaystyle \frac{4}{27}}{\displaystyle \frac{y^2j^{\prime \prime \prime }(t)}{(j^{}(t))^{5/3}}}+{\displaystyle \frac{20}{81}}{\displaystyle \frac{y^2(j^{\prime \prime }(t))^2}{(j^{}(t))^{8/3}}}.`$
Hence $`𝕃^2/p`$ has a unique zero given by

$$p_1=\frac{2}{9}y\frac{j^{\prime \prime }(t)}{j^{}(t)}.$$

Moreover the expression of

$$𝒮_2=\left(\frac{1}{3}y^2+\frac{2}{3}x+\gamma 𝕃^7+j(_2)𝕃^3\right)_0.$$

as a function of $`p`$ can be computed by using (3.3) and the expansion

$`j(_2)`$ $`=j(t)+{\displaystyle \frac{2}{3}}yj^{}(t){\displaystyle \frac{1}{p}}+\left({\displaystyle \frac{x}{3}}j^{}(t)+{\displaystyle \frac{2}{9}}y^2j^{\prime \prime }(t)\right){\displaystyle \frac{1}{p^2}}`$
$`+\left({\displaystyle \frac{2}{3}}yj^{}(t)u_1+{\displaystyle \frac{4}{81}}y^3j^{\prime \prime \prime }(t)+{\displaystyle \frac{2}{9}}xyj^{\prime \prime }(t)\right){\displaystyle \frac{1}{p^3}}+𝒪\left({\displaystyle \frac{1}{p^4}}\right).`$
In this way the hodograph equation $`(𝒮_2/p)|_{p=p_1}=0`$ turns out to be an equation for $`u=u_1`$, which yields the following solution of the dKP equation

$`u`$ $`={\displaystyle \frac{F}{105\gamma }}{\displaystyle \frac{6j(t)j^{}(t)^{4/3}}{F}}`$
$`+{\displaystyle \frac{9j^{}(t)j^{\prime \prime }(t)x+6j^{}(t)j^{\prime \prime \prime }(t)y^28j^{\prime \prime }(t)^2y^2}{81(j^{}(t))^2}},`$ (57)
where

$`F:`$ $`=\gamma ^{2/3}\left(7350j^{}(t)^{4/3}j^{\prime \prime }(t)y^233075j^{}(t)^{7/3}x+105\sqrt{35G}\right)^{1/3},`$
$`G:`$ $`={\displaystyle \frac{1}{\gamma }}(648j(t)^3j^{}(t)^4+140\gamma j^{}(t)^{8/3}j^{\prime \prime }(t)^2y^4+1260\gamma j^{}(t)^{11/3}j^{\prime \prime }(t)xy^2`$
$`+2835\gamma j^{}(t)^{14/3}x^2).`$
2. By setting

$$r=m=3,f(P^{1/3}):=\gamma P^{7/3},$$

in (47) one finds that the first two coefficients of the expansion (1) of $``$ are given by

$$u=u_1=\frac{1}{1024j_1^2}\left(90j_2^2t^272j_1j_3t^2128j_1j_2y+Z^2\right),$$
(58)
$$u_2=\frac{21\gamma j_1^8j_2tZ^4+FZ^2+8388608j_1^{\frac{59}{4}}y+2359296j_1^{\frac{55}{4}}j_2t^2}{114688\gamma j_1^{11}Z}.$$
(59)
where

$`j_i:`$ $`={\displaystyle \frac{^ij}{\rho ^i}}(t_4),i0,`$
$`F:=`$ $`16384j_0j_1^{\frac{47}{4}}+7168\gamma j_1^{10}j_2x13440\gamma j_1^9j_2^2ty+5670\gamma j_1^8j_2^3t^3`$
$`+`$ $`2016\gamma j_1^{10}j_4t^37560\gamma j_1^9j_2j_3t^3+10752\gamma j_1^{10}j_3ty,`$
and $`Z=Z(x,y,t,t_4)`$ is a root of the equation

$`49j_1^{30}\gamma ^2Z^{10}+(5637144576\gamma j_1^{\frac{151}{4}}x+2113929216\gamma j_1^{\frac{147}{4}}j_2ty`$
$`1610612736j_0^2j_1^{\frac{75}{2}}+396361728\gamma j_1^{\frac{147}{4}}j_3t^3`$
$`297271296\gamma j_1^{\frac{143}{4}}j_2^2t^3)Z^4+422212465065984j_1^{\frac{87}{2}}y^2`$
$`+33397665693696j_1^{\frac{83}{2}}j_2^2t^4+237494511599616j_1^{\frac{85}{2}}j_2t^2y=0.`$
Acknowledgements

The authors are grateful to Prof. F. Guil for showing them the relevance of generating functions for canonical transformations of twistor data to get solutions of the dKP hierarchy.