Dr.A. NAZEER BASHA, M.Sc., M.Phil.,Ph.

D,
Lecturer S.G. in Mathematics,
C.Abdul Hakeem College,
Melvisharam – 632 509,
Vellore (District).

CERTIFICATE

Certified that the dissertation entitled Construction of a few

Hierarchies of Nonlinear Partial Differential Equations submitted
by R.RAMESH is a bonafide record done by the candidate during the
period from June 2007 to October 2008 under my guidance and supervision,
and that this work has not formed the basis for the award of any degree,
diploma, associateship, fellowship, or other titles in this University or any
other University or Institution of Higher Learning and that the dissertation
represents independent work on the part of the candidate under my guidance.

Melvisharam – 632 509 (A. NAZEER BASHA)

October, 2008 Supervisor and Guide

Counter signed by

Head of the Department Head of the Institution

 DECLARATION BY THE CANDIDATE

I declare that the dissertation entitled Construction of a few

Hierarchies of Nonlinear Partial Differential Equations submitted by
me for the degree of Master of Philosophy is the record of work carried out
by me during the period from June 2007 to October 2008 under the guidance
of Dr.A. NAZEER BASHA, Lecturer S.G in Mathematics, C.Abdul
Hakeem College, Melvisharam – 632 509 and has not formed the basis
for the award of any degree, diploma, associateship, fellowship, titles in this
or any other University or other similar Institution of Higher Learning.

(R.RAMESH)
Candidate
 ACKNOWLEDGEMENT

I wish to express my heartfelt gratitude to Dr.A.Nazeer Basha, the

supervisor who has been encouraging me to complete the Dissertation and
has been a pillar of support through out my endeavour.

I am greatly delighted in thanking Alijanab Alhaj S. Ziaudden

Ahmed Sahib B.A., Honourable General Secretary, MMES and Alijanab
Hajee S.Z.Abrar Ahmed Sahib,B.A.C.S., Respected Correspondent,
C.Abdul Hakeem College (C.A.H.C), Melvisharam, for providing me the
unique opportunity to pursue the M.Phil.Course.

My grateful thanks are also due to , Dr.Hajee S.Mohammed Yousuff,

Principal and Prof.U. Peer, former Principal of C.A.H.C, for providing me
with the necessary facilities related to the research work.

I express my thanks to Prof.W. Abdul Hameed, Head of the

Department and the scholarly inmates of the Dept.of Mathematics of C.A.H.C,
in particular,to Dr.R.Allapitchai, for their support and encouragement
during the period of my research work.

Finally I am greatly indebted to my friends Mr.R.Vinoth and

Mr.S.Haribabu and my family members for their moral support throughout
my research study.

My sincere thanks are due to Mr.G.Narayanan, Assistant Technical

Officer, Ramanujan Institute for Advanced Study in Mathematics, University
of Madras for his technical support in typesetting of this dissertation in LATEX.

R.RAMESH
Contents
Page

Certificate from the Supervisor . . . . . . . . . . . . . . . . . . . i

Declaration by the Candidate . . . . . . . . . . . . . . . . . . . . ii

Acknowledgement . . . . . . . . . . . . . . . . . . . . . . . . . . iii

INTRODUCTION 1

1 PRELIMINARIES 2

2 KORTEWEG-DE VRIES HIERARCHY 6

3 KADOMTSEV- PETVIASHVILI HIERARCHY 19

4 BOGOYAVLENSKII-SCHIFF HIERARCHY 43

REFERENCES . . . . . . . . . . . . . . . . . . . . . . . . . . 60
INTRODUCTION

The aim of this dissertation is to construct equations of the form

ut = K(u) (i)
where K(u) denotes a vector field on a certain manifold M and u is a
point of this manifold, which is referred as a dynamical system. When M is
infinite dimensional and such that each point u = u(x) ∈ M is represented
by a function of the x - variable, then K = K(u, ux , · · · ) takes the form of
a dynamical function of u , hence equation (i) turns into a system of partial
differential equations. We are going to consider the dynamical system with K
depending on u in a nonlinear way.

The Main object of an interest in this dissertation is to construct a

few hierarchies of nonlinear partial differential equations by using the Lax
formulation or equivalently the isospectral eigen value problem.

In Chapter 1, we give basic concepts and definitions required for the

construction of the equations of the dynamical system.

In Chapter 2, we discuss the construction of the famous and simplest

(1 + 1) -dimensional nonlinear partial differential equations namely Korteweg-
de Vries (KdV) and its hierarchy.

In Chapter 3, we study the construction of the (2 + 1) -dimensional

nonlinear partial differential equations namely Kadomtsev- Petviashvili (KP)
and its hierarchy.

In Chapter 4, we derive another (2 + 1) -dimensional nonlinear partial

differential equation namely Bogoyavlenskii-Schiff (BS) equation and its
hierarchy.

1
Chapter 1

PRELIMINARIES

This chapter deals with the basic ideas and some important nonlinear model
partial differential equations.

1.1 Basic Concepts and Definitions

The most general first-order nonlinear partial differential equation in two

independent variables x and y has the form

f (x, y, u, ux , uy ) = 0

The most general second-order nonlinear partial differential equation in

two independent variables x and y has the form

f (x, y, u, ux , uy , uxx , uxy , uyy ) = 0

Similarly the most general nonlinear equations in more independent

variables can be introduced.

2
 3

More formally , it is possible to write these equation in the operator form

Lx u(x) = f (x), (1.1)

where Lx is the partial differential operator and f (x) is a given function

of two or more independent variables x = (x, y, . . .) and Lx is not a linear
operator.

The equation (1.1) is called a nonlinear partial differential equation. If

f (x) 6= 0 then equation (1.1) is called an inhomogeneous nonlinear equation.
Otherwise, it is called homogeneous nonlinear equation.

1.2 Some Nonlinear Model Equations

Nonlinear partial differential equations arise frequently in formulating

fundamental laws of nature and in the mathematical analysis of a wide variety
of physical problems.Listed below are some important model equations of most
common interest.

Example 1: The simplest first-order nonlinear wave equation is

ut + c(u)ux = 0 x ∈ R, t > 0

where c(u) is a given function of u . This equation describe the propagation

of a nonlinear wave.

Example 2: The Burgurs equation is

ut + uux = vuxx x ∈ R, t > 0

where v is the kinematic Viscosity. This is the simplest nonlinear model

equation for diffusive waves in fluid dynamics.
 4

Example 3: The Boussenesq Equation

utt − uxx + (3u2 )xx − uxxxx = 0

describes one-dimensional weakly nonlinear dispersive water wave propagating

in both positive and negative x− directions.

Example 4: The Korteweg-de Vries (KdV) equation

ut + αuux + βuxxx = 0 x ∈ R, t > 0

where α and β are constants,is a simple and useful model for describing the
long time evolution of dispersive wave phenomena in which the steepening
effect of the nonlinear term is counter balanced by the dispersion.

Example 5: The Benjamin, Bona and Mahony (BBM ) equation

ut + ux + uux − uxxt = 0 x ∈ R, t > 0

represents another nonlinear model for long water waves.

Example 6: The Kadomtsev-Pelviashvili (KP ) equation

(ut − 6uux + uxxx )x + 3uyy = 0

is a two -dimensional generalization of the KdV equation.

Example 7: The Boyoyavlenskii-schiff (BS) equation

ut + 4uuy + uxxy + 2ux ∂x−1 uy = 0

which is also a two -dimensional generalization of the KdV equation.

 5

1.3 Lax Formalism

Consider two operators L and A , called a Lax pair, whose terms depend on
the dynamical variables ui in such a way that equation (i) is equivalent to the
equation
Lt = [A, L], (1.2)

called the isospectral Lax equation, [.,.] means the commutator of L and A.This
Lax equation is a powerful tool for the construction of nonlinear evolution
equations. With the Lax pair we can relate two linear equations (the isospectral
problem)
Lψ = λψ (1.3)

ψt = Aψ (1.4)

where the first equation represents the spectral equation for L and the second
one gives the time evolution for eigen function ψ. Condition (1.2) guarantees
that the eigen values λ of L(t) are therefore time independent or equivalently,
L(t) undergoes an isospecteral deformation. Actually differentiating the
spectral equation (1.3) with respect to t ,we obtain

Lt ψ + Lψt = λψt

and applying the equation (1.4)

Lt ψ + LAψ = λAψ

Lt ψ + LAψ = ALψ

Lt ψ = (AL − LA)ψ

Lt = [A, L]

which is the famous Lax equation.

Chapter 2

Korteweg-de Vries (KdV)

Hierarchy

In this chapter we proceed to construct the KdV equation and its hierarchy.

First of all, let us construct the KdV equation.

2.1 Korteweg-de Vries Equation using Lax pair operators

We derive the KdV equation using the Lax pair operators

L = ∂x2 + u and

M = 4∂x3 + 6u∂x + 3ux as follows

We know that Lax equation is given by

Lt = [L, M ] = LM − M L.

∴ (∂x2 + u)t = [∂x2 + u, 4∂x3 + 6u∂x + 3ux ]

ut = (∂x2 + u)(4∂x3 + 6u∂x + 3ux )

− (4∂x3 + 6u∂x + 3ux )(∂x2 + u)

6
 7

 
= 4∂x5 + 6(∂x2 u)∂x + 3∂x2 (ux ) + 4u∂x3 2
+ 6u ∂x + 3uux

 
− 4∂x5 + 4∂x3 (u) + 6u∂x3 + 6u∂x (u) + 3ux ∂x2 + 3uux


6(u∂x2 + 2ux ∂x + uxx )∂x + 3(ux ∂x2 + 2uxx ∂x + uxxx


=

 
+ 4u∂x3 + 6u2 ∂x − 4(u∂x3 + 3ux ∂x2 + 3uxx ∂x + uxxx )


+ 6u∂x3 + 6u(u∂x + ux ) + 3ux ∂x2

= 6u∂x3 + 12ux ∂x2 + 6uxx ∂x + 3ux ∂x2 + 6uxx ∂x + 3uxxx

+ 4u∂x3 + 6u2 ∂x − 4u∂x3 − 12ux ∂x2 − 12uxx ∂x

− 4uxxx − 6u∂x3 − 6u2 ∂x − 6uux − 3ux ∂x2

ut = −uxxx − 6uux .

⇒ uxxx + 6uux + ut = 0.

2.2 Korteweg-de Vries Equation

using Recursion Operator

Now we proceed to derive the KdV equation by using Recursion operator as

follows:

Consider the operator

1
Φ(u) = ∂x2 + 2u + 2ux ∂x−1 .
3
 8

Then ut = Φ(u)ux gives

 
1 2 −1
ut = ∂ + 2u + 2ux ∂x ux
3 x

1 2
= ∂x (ux ) + 2uux + 2ux ∂x−1 (ux )
3

1
= uxxx + 2uux + 2ux u
3

1
ut = uxxx + 4uux ,
3
which is the required KdV equation.

2.3 Korteweg-de Vries Hierarchy

We begin with a construction of KdV hierarchy in linear system of equations.

Let us consider the operator

∞
X
X=∂+ fn ∂ −n
n=1

where ∂ denotes ∂/∂x and fn , (n = 1, 2, 3, . . .) are functionals in infinitely

many variables.

If we consider the Leibniz rule

∞
n
X n(n − 1) . . . (n − r + 1) ∂ r f n−r
∂ f (x) = ∂
r=0
n! ∂xr
then ∂ n can be a well defined operators for negative integers n .

For example
00
∂ −1 f = f ∂ −1 − f 0 ∂ −2 + f ∂ −3 − . . .

00
∂ −2 f = f ∂ −2 − 2f 0 ∂ −3 + 3f ∂ −4 − . . .
 9

Now

X 2 = (∂ + f1 ∂ −1 + f2 ∂ −2 + f3 ∂ −3 + . . .)(∂ + f1 ∂ −1 + f2 ∂ −2 + f3 ∂ −3 + . . .)

= ∂ 2 + ∂(f1 )∂ −1 + ∂(f2 )∂ −2 + ∂(f3 )∂ −3 + ∂(f4 )∂ −4 + . . .

+ f1 + f1 {∂ −1 (f1 )∂ −1 + ∂ −1 (f2 )∂ −2 + ∂ −1 (f3 )∂ −3 + . . .}

+ f2 ∂ −1 + f2 {∂ −2 (f1 )∂ −1 + ∂ −2 (f2 )∂ −2 + . . .} + . . .

= ∂ 2 + (f1 ∂ + f1,x )∂ −1 + (f2 ∂ + f2,x )∂ −2 + (f3 ∂ + f3,x )∂ −3 + . . .

+ f1 + f1 {(f1 ∂ −1 − f1,x ∂ −2 + f1,xx ∂ −3 . . .)∂ −1 + . . .}

+ f2 ∂ −1 + f2 {(f1 ∂ −2 − 2f1,x ∂ −3 + 3f1,xx ∂ −4 + . . .)∂ −1 + . . .} + . . .

= ∂ 2 + f1 + f1,x ∂ −1 + f2 ∂ −1 + f2,x ∂ −2 + . . .

+ f1 + f12 ∂ −2 − f1 f1,x ∂ −3 + f1 f1,xx ∂ −4 + . . .

+ f2 ∂ −1 + f2 f1 ∂ −3 − 2f2 f1,x ∂ −4 + . . .

X 2 = ∂ 2 + 2f1 + {f1,x + 2f2 }∂ −1 + . . .

Set X 2 = ∂ 2 + u.

Consider P = ∂ 2 + u where P is the Schrodinger operator.

Let us introduce the Zakharov–Shabat operator Bl that is purely

differential part of X l . Here l is positive odd number.
 10

Let
l
Bl = (P 2 )+ l = 1, 3, 5, . . . (2.1)
1 1
Now, B1 = P 2 = (∂ 2 + u)+2 . By Binomial theorem we get

uxx u2 −3
 
1 1
B1 = ∂ + u∂ −1 − ux ∂ −2 + + ∂ + ...
2 4 8 8
Put l = 3 in eqn (2.1), we have

3 3
B3 = P 2 = (∂ 2 + u)+2 .

Now
3 1
B3 = (∂ 2 + u)+2 = (∂ 2 + u)(∂ 2 + u) 2

uxx u2 −3
   
2 1 −1 1 −2
= (∂ + u) ∂ + u∂ − ux ∂ + + ∂ + ...
2 4 8 8

1 1 1 1
= ∂ 3 + ∂ 2 (u)∂ −1 − ∂ 2 (ux )∂ −2 + ∂ 2 (uxx )∂ −3 + ∂ 2 (u2 )∂ −3
2 4 8 8

1 1 1 1
+ u∂ + u2 ∂ −1 − uux ∂ −2 + uuxx ∂ −3 + uu2 ∂ −3 + . . .
2 4 8 8

1 1
= ∂ 3 + [u∂ 2 + 2ux ∂ + uxx ]∂ −1 − [ux ∂ 2 + 2uxx ∂ + uxxx ]∂ −2
2 4

1
+ [uxx ∂ 2 + 2uxxx ∂ + uxxxx ]∂ −3
8

1
+ [u2 ∂ 2 + 2(u2 )x ∂ + (u2 )xx ]∂ −3 + . . .
8

1 1 1 1
+ u∂ + u2 ∂ −1 − uux ∂ −2 + uuxx ∂ −3 + uu2 ∂ −3
2 4 8 8
 11

1 1 1 1 1
= ∂ 3 + (u∂) + ux + uxx ∂ −1 − ux − uxx ∂ −1 − uxxx ∂ −2
2 2 4 2 4
1 1 1
+ uxx ∂ −1 + uxxx ∂ −2 + uxxxx ∂ −3
8 4 8
1 1 1
+ u2 ∂ −1 + uux ∂ −2 + (u2x + uuxx )∂ −3 + . . .
8 2 4
1 1 1 1
+ u∂ + u2 ∂ −1 − uux ∂ −2 + uuxx ∂ −3 + uu2 ∂ −3 + . . .
2 4 8 8
    
3 1 1 1 1
= ∂ + ux − u x + u+u ∂+ uxx − uxx
4 2 2 2
 
1 1 2 1 2 −1 1 1
+ uxx + u + u ∂ + − uxxx + uxxx
8 8 2 4 4

1 1
+ uux − uux ∂ −2 + . . .
2 4
 
3
3 3 1 5 2 −1
= ∂ + ux + u∂ + uxx + u ∂ + . . .
4 2 8 8
3 3 3
B3 = (∂ 2 + u)+2 = ∂ 3 + ux + u∂.
4 2

Now let us consider the system of linear equations for an eigen function w as

P w = k2w

wt = Bl w l = 1, 3, 5, . . .

where k 2 is an eigen value of P and k is also called spectral variable. From

the compatibility condition we obtain the Lax equation as follows:
 12

Differentiating the above system of linear equation with respect to t

we get

Pt w + P wt = k 2 wt

Pt w + P Bl w = k 2 Bl w

Pt w = Bl k 2 w − P Bl w

Pt w = Bl P w − P Bl w

Pt = Bl P − P Bl

Pt = −[P Bl − Bl P ]

Pt = −[P, Bl ]

Pt + [P, Bl ] = 0

∂P
i.e. + [P, Bl ] = 0
∂t

⇒ ut + [P, Bl ] = 0

which is the required Lax equation.

For l = 3, we have

3 3 3
B3 = (∂ 2 + u) 2 = ∂ 3 + u∂ + ux
2 4

and the above Lax equation becomes

 13

  
2 3 3 3
ut + (∂ + u), ∂ + u∂ + ux =0
2 4
     
2 3 3 3 3 3 3 2
ut + (∂ + u) ∂ + u∂ + ux − ∂ + u∂ + ux (∂ + u) = 0
2 4 2 4
 
3 3 3 3
5
ut + ∂ + ∂ 2 (u)∂ + ∂ 2 (ux ) + u∂ 3 + u2 ∂ + uux
2 4 2 4

 
3 3 3 3
− ∂ + ∂ (u) + u∂ 3 + u∂(u) + ux ∂ 2 + uux
5 3
=0
2 2 4 4

3 3
ut + (u∂ 2 + 2ux ∂ + uxx )∂ + (ux ∂ 2 + 2uxx ∂ + uxxx )
2 4
 
3 3
+ u∂ + u2 ∂
3
− (u∂ 3 + 3ux ∂ 2 + 3uxx ∂ + uxxx ) + u(u∂ + ux )
2 2

3 3
+ u∂ 3 + ux ∂ 2 =0
2 4

3 3 3 3
ut + u∂ 3 + 3ux ∂ 2 + uxx ∂ + ux ∂ 2 + uxx ∂
2 2 4 2

3 3
+ uxxx + u∂ 3 + u2 ∂ − u∂ 3 − 3ux ∂ 2 − 3uxx ∂
4 2

3 3 3 3
− uxxx − u2 ∂ − uux − u∂ 3 − ux ∂ 2 = 0
2 2 2 4

3 3
i.e. ut + uxxx − uxxx − uux = 0
4 2

1 3
i.e. ut − uxxx uux = 0,
4 2
which is the famous KdV equation. Moreover it is the first equation in KdV
hierarchy.
 14

The higher order equations in KdV hierarchy is obtained by allowing the

variable l to take values as l = 5, 7, 9, . . . in the Lax equation

ut + [P, Bl ] = 0.

Now we proceed to construct the 5th order equation in KdV hierarchy by

putting n = 2 directly in Lax representation

[L, Tn ] = 0,

where the operators L and Tn are given by

L = ∂x2 + φx

and
Tn = ∂x (L)n + Tn0 + ∂t .

Now for n = 2, we have

T2 = ∂x (L)2 + T20 + ∂t ,

where

1 1 1 7 1 1
T20 = φx ∂x3 − φxx ∂x2 + φxxx ∂x + φ2x ∂x − φx φxx − φxxxx .
2 4 8 8 8 16

W e have L2 = (∂x2 + φx )(∂x2 + φx )

= ∂x4 + ∂x2 (φx ) + φx ∂x2 + φ2x

= ∂x4 + (φx ∂x2 + 2φxx ∂x + φxxx ) + φx ∂x2 + φ2x

 15

L2 = ∂x4 + 2φx ∂x2 + 2φxx ∂x + φ2x + φxxx .

∂x (L)2 = ∂x5 + 2∂x (φx )∂x2 + 2∂x (φxx )∂x + ∂x (φ2x ) + ∂x (φxxx )

= ∂x5 + 2(φx ∂x + φxx )∂x2 + 2(φxx ∂x + φxxx )∂x

+ (φ2x ∂x + 2φx φxx ) + φxxx ∂x + φxxxx

= ∂x5 + 2φx ∂x3 + 2φxx ∂x2 + 2φxx ∂x2 + 2φxxx ∂x

+ φ2x ∂x + 2φx φxx + φxxx ∂x + φxxxx

i.e. ∂x (L)2 = ∂x5 + 2φx ∂x3 + 4φxx ∂x2 + 3φxxx ∂x

+ φ2x ∂x + 2φx φxx + φxxxx .

Now,

T2 = ∂x (L)2 + T20 + ∂t

= (∂x5 + 2φx ∂x3 + 4φxx ∂x2 + 3φxxx ∂x + φ2x ∂x + 2φx φxx + φxxxx )

1 1 1
+ φx ∂x3 − φxx ∂x2 + φxxx ∂x
2 4 8

7 1 1
+ φ2x ∂x − φx φxx − φxxxx + ∂t .
8 8 16

5 15 25 15
i.e. T2 = ∂x5 + φx ∂x3 + φxx ∂x2 + φxxx ∂x + φ2x ∂x
2 4 8 8

15 15
+ φx φxx + φxxxx + ∂t .
8 16
 16

From Lax equation [L, T2 ] = 0

i.e. LT2 − T2 L = 0, we have

 
5 15
2
(∂x + φx ) ∂x5 + φx ∂x3 + φxx ∂x2
2 4

25 15 15 15
+ φxxx ∂x + φ2x ∂x + φx φxx + φxxx + ∂t
8 8 8 16

5 15 25
− ∂x5 + φx ∂x3 + φxx ∂x2 + φxxx ∂x
2 4 8
 
15 2 15 15 2
+ φx ∂x + φx φxx + φxxx + ∂t (∂x + φx ) = 0.
8 8 16

5 15 25
i.e. ∂x7 + ∂x2 (φx )∂x3 + ∂x2 (φxx )∂x2 + ∂x2 (φxxx )∂x
2 4 8

15 2 2 15 15
+ ∂x (φx )∂x + ∂x2 (φx φxx ) + ∂x2 (φxxx ) + ∂x2 ∂t
8 8 16

5 15 25
+ φx ∂x5 + φ2x ∂x3 + φx φxx ∂x2 + φx φxxx ∂x
2 4 8

15 15 15
+ φ3x ∂x + φx φxx + φx φxxx + φx ∂t
8 8 16

5 5 15
− ∂x7 + ∂x5 (φx ) + φx ∂x5 + φx ∂x3 (φx ) + φxx ∂x4
2 2 4

15 25 25
+ φxx ∂x2 (φx ) + φxxx ∂x3 + φxxx ∂x (φx )
4 8 8

15 2 3 15 2 15 15
+ φx ∂x + φx ∂x (φx ) + φx φxx ∂x2 + φ2x φxx
8 8 8 8

15 15
+ ∂t ∂x2 2
+ φxxx ∂x + φx φxxx + φx ∂t + φxt = 0.
16 16
 17


5 15
i.e. (φx ∂x2 + 2φxx ∂x + φxxx )∂x3 + (φxx ∂x2 + 2φxxx ∂x + φxxxx )∂x2
2 4

25 15  2
+ (φxxx ∂x2 + 2φxxxx ∂x + φxxxxx )∂x + φx ∂x + 2(2φx φxx )∂x
8 8

 15 
+ 2(φ2xx + φx φxxx ) ∂x + φx φxx ∂x2 + 2(φ2xx + φx φxxx )∂x
8


+ 2φxx φxxx + φxx φxxx + φx φxxxx

15
+ (φxxxx ∂x2 + 2φxxxxx ∂x + φxxxxxx )
16

5 15 25 15
+ φx ∂x5 + φ2x ∂x3 + φx φxx ∂x2 + φx φxxx ∂x + φ3x ∂x
2 4 8 8

− φx ∂x5 + 5φxx ∂x4 + 10φxxx ∂x3 + 10φxxxx ∂x2 + 5φxxxxx ∂x + φxxxxxx

5 5
+ φx ∂x5 + φx (φx ∂x3 + 3φxx ∂x2 + 3φxxx ∂x + φxxxx )
2 2

15 15
+ φxx ∂x4 + φxx (φx ∂x2 + 2φxx ∂x + φxxx )
4 4

25 25 15
+ φxxx ∂x3 + φxxx (φx ∂x + φxx ) + φ2x ∂x3 + φxt
8 8 8

15 2 15 2 15 2
+ φx (φx ∂x + φxx ) + φx φxx ∂x + φxxxx ∂x = 0.
8 8 16
 
5 15 15 25
(i.e.) 5φxx ∂x4 + φxxx ∂x3 + φxxx ∂x3 + φxxxx ∂x2 + φxxxx ∂x2
2 2 4 4

25 15 15 15
+ φxxxxx ∂x + φx φxx ∂x2 + φ2xx ∂x + φx φxxx ∂x
8 2 4 4

15 2 15 45 15
+ φxx ∂x + φx φxxx ∂x + φxx φxxx + φx φxxxx
4 4 8 8

15 15
+ φxxxxx ∂x + φxxxxxx − 5φxx ∂x4 − 10φxxx ∂x3 − φxt
8 16

15
− 10φxxxx ∂x2 − 5φxxxxx ∂x − φxxxxxx − φx φxx ∂x2
2

15 15 15 15
− φx φxxx ∂x − φx φxxxx − φ2xx ∂x − φxx φxxx
2 2 2 4

25 15 2
− φxx φxxx − φx φxx = 0.
8 8

45 15 25 15
(i.e.) φxx φxxx − φxx φxxx − φxx φxxx + φx φxxxx − φxt
8 4 8 8

5 15 15
− φx φxxxx + φxxxxxx − φxxxxxx − φ2x φxx = 0.
2 16 8

−5 5 1 15
(i.e.) φxx φxxx − φx φxxxx − φxxxxxx − φxt − φ2x φxx = 0.
4 8 16 8

1 5 5 15
⇒ φxt + φxxxxxx + φx φxxxx + φxx φxxx + φ2x φxx = 0.
16 8 4 8

Similarly the other equations in the hierarchy can be obtained from the Lax

equation [L, Tn ] = 0 where Tn = ∂x (L)n + Tn0 + ∂t where n = 3, 4, . . .

18
Chapter 3

KADOMTSEV-
PETVIASHVILI (KP)
HIERARCHY

In this Chapter, we study the construction of Kadomtsev-Petviashvili (KP)

equation and its hierarchy.

3.1 Kadomtsev-Petviashvili (KP) Equation

Let us first construct the KP equation by using the Lax pair operators
as follows: Consider the operators

L = ∂x2 + φx + ∂y and
3 3 3
T = ∂x3 + φx ∂x + φxx − φy + ∂t with u = φx .
2 4 4
From the Lax equation [L, T ] = 0 , we obtain
 
2 3 3 3 3
∂x + φx + ∂y , ∂x + φx ∂x + φxx − φy + ∂t = 0.
2 4 4

19
 20

 
3 3 3
(i.e.) [∂x2 3
+ φx + ∂y ] ∂x + φx ∂x + φxx − φy + ∂t
2 4 4
 
3 3 3
− ∂x + φx ∂x + φxx − φy + ∂t [∂x2 + φx + ∂y ] = 0.
3
2 4 4

3 3 3
(i.e.) ∂x5 + (∂x2 φx )∂x + (∂x2 φxx ) − (∂x2 φy ) + ∂ 2 ∂t
2 4 4

3 3 3
+ φx ∂x3 + φ2x ∂x + φx φxx − φx φy + φx ∂t
2 4 4

3 3 3
+ ∂y ∂x3 + (∂y φx )∂x + ∂y (φxx ) − (∂y φy ) + ∂y ∂t
2 4 4

3 3
− ∂x5 + ∂x3 φx + ∂x3 ∂y + φx ∂x3 + φx (∂x φx )
2 2

3 3 3 3
+ φx ∂x ∂y + φxx ∂x2 + φxx φx + φxx ∂y
2 4 4 4

3 2 3 3 2
− φy ∂x − φy φx − φy ∂y + ∂t ∂x + ∂t φx + ∂t ∂y = 0.
4 4 4

3 3
(i.e.) (φx ∂x2 + 2φxx ∂x + φxxx )∂x + (φxx ∂x2 + 2φxxx ∂x + φxxxx )
2 4

3 3
− (φy ∂x2 + 2φxy ∂x + φxxy ) + φx ∂x3 + φ2x ∂x + φx ∂t
4 2
3 3 3
+ (φx ∂y + φxy )∂x + (φxx ∂y + φxxy ) − (φy ∂y + φyy )
2 4 4
3
− φx ∂x3 − 3φxx ∂x2 − 3φxxx ∂x − φxxxx − φx ∂x3
2
3 3 3 3
− φx (φx ∂x + φxx ) − φx ∂x ∂y − φxx ∂x2 − φxx ∂y
2 2 4 4

3 2 3
+ φx ∂x + φy ∂y − φx ∂t − φxt = 0.
4 4
 21


3 3 3 3 3
(i.e.) φx ∂x3 + 3φxx ∂x2 + φxxx ∂x + φxx ∂x2 + φxxx ∂x + φxxxx
2 2 4 2 4

3 3 3 3 3
− φy ∂x2 − φxy ∂x − φxxy + φ2x ∂x + φx ∂x ∂y
4 2 4 2 2

3 3 3 3 3
+ φxy ∂x + φxx ∂y + φxxy − φy ∂y − φyy
2 4 4 4 4
3 3
− 3φxx ∂x2 − 3φxxx ∂x − φxxxx − φx ∂x3 − φ2x ∂x
2 2
3 3 3 3
− φx φxx − φx ∂x ∂y − φxx ∂x2 − φxx ∂y
2 2 4 4

3 2 3
+ φx ∂x + φy ∂y − φxt = 0.
4 4

3 3 3
⇒ φxxxx − φxxxx − φyy − φx φxx − φxt = 0.
4 4 2
−1 3 3
⇒ φxxxx − φyy − φx φxx − φxt = 0.
4 4 2
 
3 3 1
⇒ φyy = − φxt + φxx φx + φxxxx .
4 2 4

Therefore for φx = u the above equation takes the form

 
3 −1 3 1
∂ uyy = − ut + ux u + uxxx .
4 x 2 4
 
3 3 1
i.e. uyy = − ut + uux + uxxx ,
4 2 4 x

which is the famous (2 + 1) dimensional KP equation.

 22

3.2 Kadomtsev-Petviashvili (KP) hierarchy

We begin with a discussion of the KP hierarchy, in linear system, within

the frame work of Sato.

Let us consider the micro differential operator

L = ∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + · · · (3.1)

∂
where ∂ denotes ∂x
and ui , (i = 1, 2, 3, · · · ) are functionals in infinitely many
variables t = (t1 , t2 , t3 · · · ) with t1 = x .

If we employ the Leibniz rule

∞
X n(n − 1) · · · (n − r + 1) ∂ r f
∂ n f (x) = ∂ n−r ,
r=0
n! ∂xr

then ∂ n can be a well defined operator even for negative integer n. For
example, we have

∂ −1 f = f ∂ −1 − f 0 ∂ −2 + f 00 ∂ −3 · · · ,

∂ −2 f = f ∂ −2 − 2f 0 ∂ −3 + 3f 00 ∂ −4 · · · ,

where the primes denotes the differentiation in x.

Introduce the Zakharov-Shabat operators Bn , that is the purely differential

part of Ln ,
Bn = (Ln )+ , n = 1, 2, · · · . (3.2)
 23

Let us now find some of the Zakharov-Shabat operators Bn .

L = ∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + u4 ∂ −4 + · · ·

L2 = ∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + u4 ∂ −4 · · ·

× (∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + u4 ∂ −4 + · · · )

= ∂ 2 + u1 + u1,x ∂ −1 + u2 ∂ −1 + u2,x ∂ −2 + u3 ∂ −2 + u3,x ∂ −3 + u4 ∂ −3

+ u4,x ∂ −4 + · · · + u1 {1 + u1 ∂ −2 − u1,x ∂ −3 + u1,xx ∂ −4 − u1,xxx ∂ −5 + · · ·

+ u2 ∂ −3 − u2,x ∂ −4 + · · · · · · + u3 ∂ −4 + · · · } + u2 {∂ −1 + u1 ∂ −3

− 2u1,x ∂ −4 + · · · + u2 ∂ −4 + · · · } + u3 {∂ −2 + u1 ∂ −4 + · · · }

+ u4 {∂ −3 + · · · } + u5 {∂ −4 + · · · }

= ∂ 2 + 2u1 + (u1,x + u2 + u2 ) ∂ −1 + u2,x + u3 + u21 + u3 ∂ −2

+ (u3,x + u4 − u1 u1,x + u1 u2 + u1 u2 + u4 ) ∂ −3 + (u4,x + u5 + u1 u1,xx

−u1 u2,x + u1 u3 − 2u2 u1,x + u22 + u3 u1 + u5 ∂ −4 + · · ·

= ∂ 2 + 2u1 + (u1,x + 2u2 ) ∂ −1 + u2,x + 2u3 + u21 ∂ −2

+ (u3,x + 2u4 − u1 u1,x + 2u1 u2 ) ∂ −3 + (u4,x + 2u5 + u1 u1,xx

−u1 u2,x + 2u1 u3 − 2u2 u1,x + u22 ∂ −4 + · · ·

 24


L = ∂ 2 + 2u1 + (u1,x + 2u2 ) ∂ −1 + u2,x + 2u3 + u21 ∂ −2
3

+ (u3,x + 2u4 − u1 u1,x + 2u1 u2 ) ∂ −3 + (u4,x + 2u5 + u1 u1,xx


−u1 u2,x + 2u1 u3 − 2u2 u1,x + u22 ∂ −4 + · · ·

× (∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + u4 ∂ −4 + · · · )

= ∂ 3 + 2u1 ∂ + 2u1,x + u1,x + 2u2 + (u1,xx + 2u2,x )∂ −1

+ u2,x + 2u3 + u21 ∂ −1 + (u2,xx + 2u3,x + 2u1 u1,x ) ∂ −2

+ (u3,x + 2u4 − u1 u1,x + 2u1 u2 ) ∂ −2

+ u3,xx + 2u4,x − u21,x − u1 u1,xx + 2u1,x u2 + 2u1 u2,x ∂ −3

+ u4,x + 2u5 + u1 u1,xx − u1 u2,x + 2u1 u3 − 2u2 u1,x + u22 ∂ −3 + · · ·

+ u1 ∂ + 2u1 ∂ −1 − 2u1,x ∂ −2 + 2u1,xx ∂ −3 + · · · + (u1,x + 2u2 )∂ −2



−(u1,xx + 2u2,x )∂ −3 + · · · + (u2,x + 2u3 + u21 )∂ −3 + · · ·

+ u2 {1 + 2u1 ∂ −2 − 4u1,x ∂ −3 + · · · + (u1,x + 2u2 )∂ −3 + · · · }

+ u3 {∂ −1 + 2u1 ∂ −3 + · · · } + u4 {∂ −2 + · · · } + u5 {∂ −3 + · · · } + · · ·

= ∂ 3 +3u1 ∂+(3u1,x + 3u2 ) + (u1,xx + 2u2,x + u2,x + 2u3 + u21 + 2u21 + u3 )∂ −1

+ (u2,xx + 2u3,x + 2u1 u1,x + u3,x + 2u4 − u1 u1,x + 2u1 u2 − 2u1 u1,x
 25

+ u1 u1,x + 2u1 u2 + 2u1 u2 + u4 ) ∂ −2 + u3,xx + 2u4,x − u21,x − u1 u1,xx

+ 2u1,x u2 + 2u1 u2,x + u4,x + 2u5 + u1 u1,xx − u1 u2,x + 2u1 u3

− 2u2 u1,x + u22 − u1 u1,xx − 2u1 u2,x + u1 u2,x + 2u1 u3 + u31 − 4u2 u1,x

+ u2 u1,x + 2u22 + 2u1 u3 + u5 ∂ −3 + · · ·

L3 = ∂ 3 + 3u1 ∂ + (3u1,x + 3u2 ) + (u1,xx + 3u2,x + 3u3 + 3u21 )∂ −1

+ u2,xx + 3u3,x + 3u4 + 6u1 u2 )∂ −2 + (u3,xx + 3u4,x + 3u5 + 6u1 u3

−u21,x + 3u22 − u1 u1,xx + u31 − 3u2 u1,x ∂ −3 + · · ·

Similarly, we can find

L4 = ∂ 4 + 4u1 ∂ 2 + (6u1,x + 4u2 )∂ + (4u1,xx + 6u2,x + 4u3 + 6u21 )

+ (u1,xxx + 4u2,xx + 6u3,x + 6u1 u1,x + 4u4 + 12u1 u2 )∂ −1

+ u2,xxx + 4u3,xx + 6u4,x + 6u1 u2,x + 4u5 + 12u1 u3 − u21,x

+ 6u22 +4u31 ∂ −2 + · · ·

and so on.

From the above observations, we notice that the first few of the Zakharov-
 26

Shabat operators (3.2) are given by

B1 = ∂

B2 = ∂ 2 + 2u1

B3 = ∂ 3 + 3u1 ∂ + 3u2 + 3u1,x ,

B4 = ∂ 4 + 4u1 ∂ 2 + (4u2 + 6u1,x )∂ + 4u3

+ 6u2,x + 4u1,xx + 6u21

and B5 = ∂ 5 + 5u1 ∂3 + (10u1,x + 5u2 )∂2

+(10u1,xx + 10u2,x + 10u21 + 5u3 )∂

+(5u1,xxx + 10u2,xx + 10u3,x

+ 20u1 u1,x + 20u1 u2 + 5u4 ).

Here the subscript x denotes partial derivative with respect to x .

Consider a system of linear equations for an eigen function ψ ,

Lψ = λψ,

ψtn = Bn ψ, n = 2, 3 · · ·

From their compatibility conditions, we obtain the Lax equation as follows.

Differentiating the above system of linear equations with respect to tn , we get

Ltn ψ + Lψtn = λψtn ,

Ltn ψ + LBn ψ = λBn ψ,

Ltn ψ = Bn λψ − LBn ψ,

Ltn ψ = Bn Lψ − LBn ψ,

which gives
Ltn = Bn L − LBn ,
 27

Ltn = [Bn , L]. (3.3)

Now we proceed to construct the KP hierarchy from Lax equation(3.3) for

infinitely many dynamical coordinates u1 , u2 , · · · .

From (3.3), for n = 2 , we obtain, Lt2 = [B2 , L]

∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + · · · t2
 

= ∂ 2 + 2u1 , ∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + u4 ∂ −4 + u5 ∂ −5 + · · ·
 

∂t2 + u1,t2 ∂ −1 + u2,t2 ∂ −2 + u3,t2 ∂ −3 + · · ·

= ∂ 3 + (∂ 2 u1 )∂ −1 + (∂ 2 u2 )∂ −2 + (∂ 2 u3 )∂ −3 + (∂ 2 u4 )∂ −4

+ (∂ 2 u5 )∂ −5 + (∂ 2 u6 )∂ −6 + 2u1 ∂ + 2u21 ∂ −1

+ 2u1 u2 ∂ −2 + 2u1 u3 ∂ −3 + 2u1 u4 ∂ −4 + 2u1 u5 ∂ −5


− ∂ 3 + 2∂u1 + (u1 ∂ −1 ∂ 2 ) + u1 (∂ −1 2u1 ) + (u2 ∂ −2 ∂ 2 )

+ u2 ∂ −2 (2u1 ) + (u3 ∂ −3 ∂ 2 ) + u3 ∂ −3 (2u1 ) + (u4 ∂ −4 ∂ 2 )

+ u4 ∂ −4 (2u1 ) + (u5 ∂ −5 ∂ 2 ) + u5 ∂ −5 (2u1 ) + u6 ∂ −6 ∂ 2


+ u6 ∂ −6 (2u1 ) + u7 ∂ −7 ∂ 2 + u7 ∂ −7 (2u1 )
 28

= (u1 ∂ 2 + 2u1,x ∂ + u1,xx )∂ −1 + (u2 ∂ 2 + 2u2,x ∂ + u2,xx )∂ −2

+ (u3 ∂ 2 + 2u3,x ∂ + u3,xx )∂ −3 + (u4 ∂ 2 + 2u4,x ∂ + u4,xx )∂ −4

+ (u5 ∂ 2 + 2u5,x ∂ + u5,xx )∂ −5 + (u6 ∂ 2 + 2u6,x ∂ + u6,xx )∂ −6

+ (u7 ∂ 2 + 2u7,x ∂ + u7,xx )∂ −7 + 2u1 ∂ + 2u21 ∂ −1 + 2u1 u2 ∂ −2

+ 2u1 u3 ∂ −3 + 2u1 u4 ∂ −4 + 2u1 u5 ∂ −5


− 2(u1 ∂ + u1,x ) + u1 ∂ + 2u1 (u1 ∂ −1 − u1,x ∂ −2 + u1,xx ∂ −3 + · · · )

+ u2 + 2u2 (u1 ∂ −2 − 2u1,x ∂ −3 + · · · )

+ u3 ∂ −1 + 2u3 (u1 ∂ −3 − 3u1,x ∂ −4 · · · ) + u4 ∂ −2


+ 2u4 (u1 ∂ −4 − · · · ) + u5 ∂ −3 + · · · + u6 ∂ −4 + · · ·

= u1 ∂ + 2u1,x + u1,xx ∂ −1 + u2 + 2u2,x ∂ −1 + u2,xx ∂ −2

+ u3 ∂ −1 + 2u3,x ∂ −2 + u3,xx ∂ −3 + u4 ∂ −2 + 2u4,x ∂ −3 + u4,xx ∂ −4

+ u5 ∂ −3 + 2u5,x ∂ −4 + u5,xx ∂ −5 + u6 ∂ −4 + 2u6,x ∂ −5

+ 2u1 ∂ + 2u21 ∂ −1 + 2u1 u2 ∂ −2 + 2u1 u3 ∂ −3

− 2u1 ∂ − 2u1,x − u1 ∂ − 2u21 ∂ −1 + 2u1 u1,x ∂ −2

− 2u1 u1,xx ∂ −3 − u2 − 2u2 u1 ∂ −2 + 4u2 u1,x ∂ −3

− u3 ∂ −1 − 2u3 u1 ∂ −3 − u4 ∂ −2 − u5 ∂ −3 + · · ·
 29

Equating the coefficient of ∂ −1 terms, we get,

u1,t2 = u1,xx + 2u2,x + u3 + 2u21 − 2u21 − u3

i.e. u1,t2 = u1,xx + 2u2,x (3.4a)

Equating the coefficient of ∂ −2 terms, we obtain,

u2,t2 = u2,xx + 2u3,x + 2u1 u2 + u4 + 2u1 u1,x − 2u1 u2 − u4

i.e. u2,t2 = u2,xx + 2u3,x + 2u1 u1,x (3.4b)

Equating the coefficient of ∂ −3 and ∂ −4 terms, we get

u3,t2 = u3,xx + 2u4,x + u5 + 2u1 u3 − 2u1 u1,xx

+ 4u2 u1,x − 2u3 u1 − u5

i.e. u3,t2 = u3,xx + 2u4,x − 2u1 u1,xx + 4u1,x u2 (3.4c)

u4,t2 = u4,xx + 2u5,x + 2u1 u1,xxx − 6u2 u1,xx + 6u3 u1,x (3.4d)

For n = 3 , we obtain from (3.3),

Lt3 = [B3 , L].

 30

[∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + · · · ]t3

= ∂ 3 + 3u1 ∂ + 3u2 + 3u1,x , ∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + u4 ∂ −4



+u5 ∂ −5 + u6 ∂ −6 + u7 ∂ −7 + · · · .


LHS = ∂t3 + u1,t3 ∂ −1 + u2,t3 ∂ −2 + u3,t3 ∂ −3 + · · ·

RHS = ∂ 4 + (∂ 3 u1 )∂ −1 + (∂ 3 u2 )∂ −2 + (∂ 3 u3 )∂ −3 + (∂ 3 u4 )∂ −4 + (∂ 3 u5 )∂ −5

+ (∂ 3 u6 )∂ −6 + (∂ 3 u7 )∂ −7 + (∂ 3 u9 )∂ −8 + 3u1 ∂ 2

+ 3u1 {(∂u1 )∂ −1 + (∂u2 )∂ −2 + (∂u3 )∂ −3 + (∂u4 )∂ −4 + (∂u5 )∂ −5

+ (∂u6 )∂ −6 + (∂u7 )∂ −7 + · · · } + 3u2 ∂ + 3u2 u1 ∂ −1 + 3u2 u2 ∂ −2

+ 3u2 u3 ∂ −3 + 3u2 u4 ∂ −4 + 3u2 u5 ∂ −5 + 3u2 u6 ∂ −6 + · · ·

+ 3u1,x ∂ + 3u1,x u1 ∂ −1 + 3u1,x u2 ∂ −2 + 3u1,x u3 ∂ −3

+ 3u1,x u4 ∂ −4 + 3u1,x u5 ∂ −5 + · · ·


− ∂ 4 + 3(∂u1 )∂ + 3∂u2 + 3∂u1,x + . . . + (u6 ∂ −6 )∂ 3 + 3u6 (∂ −6 u1 )∂

+ (u1 ∂ −1 )∂ 3 + 3u1 (∂ −1 u1 )∂ + 3u1 (∂ −1 u2 ) + 3u1 ∂ −1 (u1,x ) + . . .

+ (u2 ∂ −2 )∂ 3 + 3u2 (∂ −2 u1 )∂ + 3u2 (∂ −2 u2 ) + 3u2 ∂ −2 (u1,x )

+ (u3 ∂ −3 )∂ 3 + 3u3 (∂ −3 u1 )∂ + 3u3 (∂ −3 u2 ) + 3u3 ∂ −3 (u1,x )

 31

+ (u4 ∂ −4 )∂ 3 + 3u4 (∂ −4 u1 )∂ + 3u4 ∂ −4 u2 + 3u4 ∂ −4 (u1,x )


+ (u5 ∂ −5 )∂ 3 + 3u5 (∂ −5 u1 )∂ + 3u5 ∂ −5 u2 + 3u5 ∂ −5 (u1,x )

= ∂ 4 + (u1,xxx )∂ −1 + (u2 ∂ 3 + 3u2,x ∂ 2 + 3u2,xx ∂ + u2,xxx )∂ −2

+ (u3 ∂ 3 + 3u3,x ∂ 2 + 3u3,xx ∂ + u3,xxx )∂ −3 + (u4 ∂ 3 + 3u4,x ∂ 2

+ 3u4,xx ∂ + u4,xxx )∂ −4 + (u5 ∂ 3 + 3u5,x ∂ 2 + 3u5,xx ∂

+ u5,xxx ∂ −5 ) + (u6 ∂ 3 + 3u6,x ∂ 2 + 3u6,xx ∂ + u6,xxx )∂ −6

+ (u7 ∂ 3 + 3u7,x ∂ 2 + 3u7,xx ∂ + u7,xxx )∂ −7 + (u9 ∂ 3 + 3u9,x ∂ 2

+ 3u9,xx ∂ + u9,xxx )∂ −8 + 3u1 ∂ 2 + 3u1 [(u1 ∂ + u2, x)∂ −1

+ (u2 ∂ + u2,x )∂ −2 + (u3 ∂ + u3,x )∂ −3 + (u4 ∂ + u4,x )∂ −4

+ (u5 ∂ + u5,x )∂ −5 + (u6 ∂ + u6,x )∂ −6 + (u7 ∂ + u7,x ∂ −7 )]

+ 3u2 ∂ + 2u2 u1 ∂ −1 + 3u22 ∂ −2 + 3u2 u3 ∂ −3

+ 3u2 u4 ∂ −4 + 3u2 u5 ∂ −5 + 3u2 u6 ∂ −6 + . . . + 3u1,x ∂

+ 3u1,x u1 ∂ −1 + 3u2 u1,x ∂ −2 + 3u3 u1,x ∂ −3

+ 3u1,x u4 ∂ −4 + 3u1,x u5 ∂ −5 + 3u1,x u6 ∂ −6 + . . .


− {∂ 4 + 3u1 ∂ 2 + 2u1,x ∂ + 3u2 ∂ + 3u2,x + 3u1,x ∂ + 3u1,xx
 32

+ 3u1 (u1 ∂ −1 − u1,x ∂ −2 + u1,xx ∂ −3 − u1,xxx ∂ −4 + u1,4x ∂ −5 − u1,5x ∂ −6 )∂}

+ 3u1 u2 ∂ −1 − u2,x ∂ −2 + u2,xx ∂ −3 − u2,xxx ∂ −4 + u2,4x ∂ −5 − u2,5x ∂ −6

+ 3u1 u1,x ∂ −1 − u1,xx ∂ −2 + u1,xxx ∂ −3 − u1,4x ∂ −4 + u1,5x ∂ −5 − u1,6x ∂ −6

+ 3u2 (u1 ∂ −2 − 2u1,x ∂ −3 + 3u1,2x ∂ −4 )∂


+ 3u2 u2 ∂ −2 − 2u2,x ∂ −3 + 3u2,2x ∂ −4 − 4u2,xxx ∂ −5


+ 3u2 u1,x ∂ −2 − 2u1,xx ∂ −3 + 3u1,xxx ∂ −4 − 4u1,4x ∂ −5


−

+ 3u3 u1 ∂ −3 − 3u1,x ∂ −4 + 6u1,xx ∂ −5 − 10u1,xxx ∂ −6 ∂

+ 3u3 u2 ∂ −3 − 3u2,x ∂ −4 + 6u2,xx ∂ −5 + · · ·

+ 3u3 (u1,x ∂ −3 − 3u1,xx ∂ −4 + 6u1,xxx ∂ −5 ) + u4 ∂ −1

+ 3u4 (u1 ∂ −4 − 4u1,x ∂ −5 + 10u1,xx ∂ −6 )∂ + · · · + 3u4 u2 ∂ −4

− 43,x ∂ −5 + · · · + 3u4 (u1,x ∂ −4 − 4u1,xx ∂ −5 + · · · )

+ u5 ∂ −2 + 3u5 (u1 ∂ −5 − 5u1,x ∂ −6 + 21u1,xx ∂ −7 )∂

+ 3u5 (u2 ∂ −5 − 5u2,x ∂ −6 + · · · ) + 3u5 (u1,x ∂ −5 − 5u1,xx ∂ −6 + · · · )


−3 −6 −7 −4
+ u6 ∂ + 3u6 (u1 ∂ − 6u1,x ∂ + · · · )∂ + u7 ∂
 33

= u1,xxx ∂ −1 + 3u2,xx ∂ −1 + u2,xxx ∂ −2 + 3u3,x ∂ −1 + 3u3,xx ∂ −2

+ u3,xxx ∂ −3 + u4 ∂ −1 + 3u4,x ∂ −2 + 3u4,xx ∂ −3 + u5 ∂ −2 + 3u5,x ∂ −3

+ u6 ∂ −3 + 2u1,x ∂ −1 + 3u1 u2 ∂ −1 + 3u1 u2,x ∂ −2 + 3u1 u3 ∂ −2

+ 3u1 u3,x ∂ −3 + 3u1 u4 ∂ −3 + 3u2 u1 ∂ −1 + 3u22 ∂ −2 + 3u2 u3 ∂ −3

+ 3u1,x u1 ∂ −1 + 3u2 u1,x ∂ −2 + 3u3 u1,x ∂ −3 + 3u1 u1,x ∂ −1

− 3u1 u1,xx ∂ −2 + 3u1 u1,xxx ∂ −3 − 3u1 u2 ∂ −1 + 3u1 u2,x ∂ −2

− 3u1 u2,xx ∂ −3 − 3u1 u1,x ∂ −1 + 3u1 u1,xx ∂ −2 − 3u1 u1,xxx ∂ −3

− 3u2 u1 ∂ −1 + 6u2 u1,x ∂ −2 − 9u2 u1,2x ∂ −3 − 3u22 ∂ −2 + 6u2 u2,x ∂ −3

− 3u2 u1,x ∂ −2 + 6u2 u1,xx ∂ −3 − 3u3 u1,x ∂ −2 + 9u3 u1,x ∂ −3

− 3u3 u2 ∂ −3 − 3u3 u1,x ∂ −3 − u4 ∂ −1 − 3u4 u1 ∂ −3 − u5 ∂ −2 − u6 ∂ −3 + · · ·

Equating the coefficient of ∂ −1 terms, we obtain

u1,t3 = u1,xxx + 3u2,xx + 3u3,x + u4 + 3u1 u1,x + 3u1 u2

+ 3u2 u1 + 3u1 u1,x + 3u1 u1,x − 3u1 u2 − u1 u1,x − 3u2 u1 − u4

i.e. u1,t3 = u1,xxx + 3u2,xx + 3u3,x + 6u1 u1,x (3.5a)

 34

Equating the coefficient of ∂ −2 term, we get

u2,t3 = u2,xxx + 3u3,xx + 3u4,x + u5 + 3u1 u2,x + 3u1 u3

+ 3u22 + 3u2 u1,x − 3u1 u1,x + 3u1 u2,x − 3u1 u1,xx

+ 6u2 u1,x − 3u22 − 3u2 u1,x − 3u3 u1 − u5

= u2,xxx + 3u3,xx + 3u4,x + 6u1,x u2 + 6u1 u2,x

i.e. u2,t3 = u2,xxx + 3u3,xx + 3u4,x + 6(u1 u2 )x (3.5b)

Equating the coefficient of ∂ −3 term, we get

u3,t3 = u3,xxx + 3u4,xx + 3u5,x + u6 + 3u1 u3,x + 3u1 u4

+ 3u2 u3 + 3u3 u1,x + 3u1 u1,xxx − 3u1 u2,xx

− 3u1 u1,xxx − 9u2 u1,xx + 6u2 u2,x + 6u2 u1,xx

+ 9u3 u1,x − 3u3 u2 − 3u3 u1,x − 3u4 u1 − u6

i.e. u3,t3 = u3,xxx + 3u4,xx + 3u5,x − 3u1 u2,xx − 3u1,xx u2

+ 3u1 u3,x + 9u1,x u3 + 6u2 u2,x (3.5c)

 35

Similarly,

u4,t3 = u4,xxx + 3u5,xx + 3u6,x − 3u1 u4,x + 12u1,x u4 + 3u1 u2,xxx

+ 3u1,xxx u2 − 9u2 u2,2x + 9u3 u2,x − 9u3 u1,xx (3.5d)

From (3.4b), we have,

2u3,x = u2,t2 − u2,xx − 2u1 u1,x .

Therefore 3u3,x = 23 u2,t2 − 23 u2,xx − 3u1 u1,x .

Substituting this in (3.5a) we get,

 
3 3
u1,t3 = u1,xxx + 3u2,xx + u2,t2 − u2,xx − 3u1 u1,x + 6u1 u1,x
2 2
3 3
= u1,xxx + u2,xx + u2,t2 + 3u1 u1,x (3.5e)
2 2

Now from (3.4a) we have, 2u2,x = u1,t2 − u1,xx

3 3 3
Therefore u2,xx = u1,xt2 − u1,xxx .
2 4 4

Also 2u2 = ∂x−1 u1,t2 − u1,x .

3 3 3
Therefore u2,t2 = ∂x−1 u1,t2 t2 − u1,xt2 .
2 4 4
 36

Hence (3.5e) becomes

   
3 3 3 −1 3
u1,t3 = u1,xxx + u1,xt2 − u1,xxx + ∂x u1,t2 t2 − u1,xt2 + 3u1 u1,x
4 4 4 4
1 3
u1,t3 = u1,xxx + 3u1 u1,x + ∂x−1 u1,t2 t2 .
4 4

That is 4u1,t3 − 12u1 u1,x − u1,xxx = 3∂ −1 u1,t2 t2 .

That is
(4ut3 − 12uux − uxxx )x = 3ut2 t2 (for u = u1 ) . (3.6)

which is the first equation in the KP hierarchy, namely, the KP equation.

The higher order equations in the KP hierarchy are obtained by fixing

n = 2 in equation (1) and choosing an arbitrary integer m with m > n in
the Lax equation
Ltm = [Bm , L] (3.30 )

Thus for the KP hierarchy, there are an infinite set of nonlinear evolution
equations in infinitely many functions ui , i = 1, 2, 3, · · · of the infinitely many
variables (t1 , t2 , t3 , · · · ) with t1 = x .

For example, by taking m = 4 , we obtain the second equation of the KP

hierarchy as follows: We have, from equation (3.2),

B4 = ∂ 4 + 4u1 ∂ 2 + (4u2 + 6u1,x )∂ + 4u3 + 6u2,x + 4u1,xx + 6u21

Now the Lax equation (3.3) takes the form

Lt4 = [B4 , L]
 37

[∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + u4 ∂ −4 + u5 ∂ −5 + u6 ∂ −6 + · · · ]t4

= ∂ 4 + 4u1 ∂ 2 + (4u2 + 6u1,x )∂ + 4u3 + 6u2,x + 4u1,xx + 6u21 ,



∂ + u1 ∂ −1 +u2 ∂ −2 + u3 ∂ −3 + u4 ∂ −4 + u5 ∂ −5

+u6 ∂ −6 + u7 ∂ −7 + · · · .


LHS = ∂t4 + u1,t4 ∂ −1 + u2,t4 ∂ −2 + u3,t4 ∂ −3 + · · ·

RHS = ∂ 5 + (∂ 4 u1 )∂ −1 + (∂ 4 u2 )∂ −2 + (∂ 4 u3 )∂ −3 + (∂ 4 u4 )∂ −4 + (∂ 4 u5 )∂ −5

+ (∂ 4 u6 )∂ −6 + (∂ 4 u7 )∂ −7 + (∂ 4 u8 )∂ −8 + · · ·

+ 4u1 {∂ 3 + (∂ 2 u1 )∂ −1 + (∂ 2 u2 )∂ −2 + (∂ 2 u3 )∂ −3 + · · · }

+ (4u2 + 6u1,x ){∂ 2 + (∂u1 )∂ −1 + (∂u2 )∂ −2 + (∂u3 )∂ −3 + · · · }

+ (4u3 + 6u2,x + 4u1,xx + 6u21 ){∂ + u1 ∂ −1 + u2 ∂ −2 + u3 ∂ −3 + · · · }


− ∂ 5 + 4(∂u1 )∂ 2 + (∂(4u2 + 6u1,x ))∂

+ ∂(4u3 + 6u2,x + 4u1,xx + 6u21 )

+ u1 ∂ 3 + 4u1 (∂ −1 u1 )∂ 2 + u1 (∂ −1 (4u2 + 6u1,x ))∂

+ u1 ∂ −1 (4u3 + 6u2,x + 4u1,xx + 6u21 )

 38

+ u2 ∂ 2 + 4u2 (∂ −2 u1 )∂ 2 + u2 (∂ −2 (4u2 + 6u1,x ))∂

+ u2 (∂ −2 (4u3 + 6u2,x + 4u1,xx + 6u21 ))

+ u3 ∂ + 4u3 (∂ −3 u1 )∂ 2 + u3 (∂ −3 (4u2 + 6u1,x ))∂

+ u3 (∂ −3 (4u3 + 6u2,x + 4u1,xx + 6u21 ))

+ u4 + 4u4 (∂ −4 u1 )∂ 2 + u4 (∂ −4 (4u2 + 6u1,x ))∂


+ u4 (∂ −4 (4u3 + 6u2,x + 4u1,xx + 6u21 )) + · · ·

+ u2 ∂ 2 + 4u2 (u1 ∂ −2 − 2u1,x ∂ −3 + · · · )∂ 2

+ u2 ((4u2 + 6u1,x )∂ −2 − 2(4u2 + 6u1,x )x ∂ −3 + · · · )∂

+ u2 ((4u3 + 6u2,x + 4u1,xx + 6u21 )∂ −2

− 2(4u3 + 6u2,x + 4u1,xx + 6u21 )x ∂ −3 + · · · )

+ u3 ∂ + 4u3 (u1 ∂ −3 − 3u1,x ∂ −4 + · · · )∂ 2

+ u3 ((4u2 + 6u1,x )∂ −3 − 3(4u2 + 6u1,x )x ∂ −4 + · · · )∂

+ u3 ((4u3 + 6u2,x + 4u1,xx + 6u21 )∂ −3

 39

− 3(4u3 + 6u2,x + 4u1,xx + 6u21 )x ∂ −4 + · · · )


+ u4 + · · · + u5 ∂ −1 + · · ·

= 6u1,xx ∂ + 4u1,xxx + u1,xxxx ∂ −1 + 4u2,x ∂ + 6u2,xx

+ 4u2,xxxx ∂ −1 + u2,xxxx ∂ −2 + 4u3,x + 6u3,xx ∂ −1

+ 4u3,xxx ∂ −2 + u3,xxxx ∂ −2 + 4u4,x ∂ −1 + 6u4,xx ∂ −2

+ 4u4,xxx ∂ −3 + u4,xxxx ∂ −4 + 4u5,x ∂ −2 + 6u5,xx ∂ −3

+u5,xxx ∂ −4 + u5,xxxx ∂ −5 + 8u1 u1,x + 4u1 u1,xx ∂ −1

+8u1 u2,x ∂ −1 + 4u1 u2,xx ∂ −2 + 8u1 u3,x ∂ −2 + 4u1 u3,xx ∂ −3 + . . .

+(4u2 + 6u1,x )u1,x ∂ −1 + (4u2 + 6u1,x )u2,x ∂ −2 + . . .

−(4u2,x + 6u1,xx )∂ − (4u3,x + 6u2,xx + 4u1,xxx + 12u1 u1,x )

+4u1 u1,x − 4u1 u1,xx ∂ −1 + . . . + u1 (4u2,x + 6u1,xx )∂ −1

+8u2 u1,x ∂ −1 + . . .
 40

Equating the coefficient of ∂ −1 term, we obtain.

u1,t4 = u1,xxxx + 4u2,xxx + 6u3,xx + 4u4,x + 12u1 u2,x

+ 12u1,x u2 + 6u1 u1,xx + 6(u1,x )2 . (3.7)

From equation (3.4c), we have

u3,t2 = u3,xx + 2u4,x − 2u1 u1,xx + 4u1,x u2

which gives

4u4,x = 2u3,t2 − 2u3,xx + 4u1 u1,xx − 8u1,x u2 .

Substituting this in the above equation (3.7), we obtain

u1,t4 = u1,xxxx + 4u2,xxx + 6u3,xx + 2u3,t2 − 2u3,xx + 4u1 u1,xx − 8u1,x u2

+ 12u1 u2,x + 12u1,x u2 + 6u1 u1,xx + 6(u1,x )2

= u1,xxxx + 4u2,xxx + 10u1 u1,xx + 4u1,x u2 + 12u1 u2,x

+ 6(u1,x )2 + 2u3,t2 + 4u3,xx (3.8)

From equation (3.4b), we have

u2,t2 = u2,xx + 2u3,x + 2u1 u1,x

 41

which gives

2u3,t2 = ∂x−1 u2,t2 t2 − u2,xt2 − 2u1 u1,t2 and

4u3,xx = u2,xt2 − u2,xxx − 2(u1,x )2 − 2u1 u1,xx .

Substituting these values in equation (3.8) we obtain

u1,tu = u1,xxxx + 4(u1,x )2 + 8u1 u1,xx − 2u1 u1,t2 + 3u2,xxx

+ 4u1,x u2 + 12u1 u2,x + ∂x−1 u2,t2 t2 . (3.9)

From equation (3.4a), we have

u1,t2 = u1,xx + 2u2,x

from which we have

3 3
3u2,xxx = u1,xxt2 − u1,xxxx .
2 2

Also 2u2 = ∂x−1 u1,t2 − u1,x and hence

4u1,x u2 = 2u1,x (∂x−1 u1,t2 ) − 2(u1,x )2 and

1 −2 1
∂x−1 u2,t2 t2 = ∂x u1,t2 t2 t2 − u1,t2 t2
2 2

Further 12u1 u2,x = −6u1 u1,xx + 6u1 u1,t2 .

 42

Therefore the above equation (3.9) becomes

1 3
u1,t4 = − u1,xxxx + u1,xxt2 + 2(u1,x )2 + 2u1 u1,xx
2 2
1
+ 4u1 u1,t2 − u1,t2 t2 + 2u1,x (∂x−1 u1,t2 )
2
1
+ ∂x−2 u1,t2 t2 t2 .
2

By choosing u1 = u, to t2 = y and t4 = t we get

1 3
ut = − uxxxx + uxxy + 2u2x + 2uuxx + 4uuy
2 2
1 1
− uyy + 2ux (∂x−1 uy ) + ∂x−2 uyyy .
2 2

(i.e.) 2ut − 3uxxy − 4uuy + (uxxx − 4uux − 4u∂x−1 uy )x + uyy = ∂x−2 uyyy ,

which is the second equation in the KP hierarchy. Similarly the other

equations in the KP hierarchy can be obtained by considering m = 5, 6, . . .

in the Lax equation (3.30 ).

Chapter 4

BOGOYAVLENSKII-SCHIFF
HIERARCHY

In this chapter, we construct the Bogoyavlenskii-Schiff hierarchy directly form

the Lax representation as follows:

4.1 Bogoyavlenskii-Schiff (BS) Equation

In this section, we derive the Bogoyavlenskii-Schiff (BS) equation by
using the Lax pair operators.

Consider the Lax equation in the form

[L, T1 ] = 0.

For the BS equation, the operators L and T1 have the form

L(x, y, t) = ∂x2 + φx (x, y, t)

T1 (x, y, t) = ∂y L(x, y, t) + T 0 (x, y, t) + ∂t

where
1 1
T 0 (x, y, t, ) = φy ∂x − φxy
2 4

43
 44

1 3
T1 (x, y, t) = ∂y (∂x2 + φx ) + φy ∂x − φxy + ∂t
2 4

1 3
T1 = ∂y ∂x2 + φx ∂y + φy ∂x + φxy + ∂t .
2 4

The Lax equation

[L, T1 ] = 0

becomes

1 3
[(∂x2 + φx ), (∂y ∂x2 + φx ∂y + φy ∂x + φxy + ∂t )] = 0.
2 4

1 3
(i.e.) [(∂x2 + φx )(∂y ∂x2 + φx ∂y + φy ∂x − φxy + ∂t )
2 4

1 1
−(∂y∂x2 + φx ∂y + φy ∂x − φxy + ∂t (∂x2 + φx ) = 0.
2 4


1 3
∂x4 ∂y + ∂x2 (φx )∂y + ∂x2 (φy )∂x + ∂x2 (φxy )
2 4


1 3
+∂x2 (∂t ) + φx ∂y ∂x2 + φ2x ∂y + φx φy ∂x + φx φxy + φx ∂t
2 4


1
− ∂x4 ∂y + ∂y ∂x2 (φx ) + φx ∂y ∂x2 + φx ∂y (φx ) + φy ∂x3
2


1 3 3
+ φy ∂x (φx ) + φxy ∂x2 + φx φxy + ∂t ∂x2 + ∂t φx + φxt = 0.
2 4 4
 45


1
φx ∂y ∂x2 + 2φxx ∂x ∂y + φxxx ∂y + φy ∂x3 + φxy ∂x2
2

1 3 3 3
+ φxxy ∂x + φxy ∂x2 + φxxy ∂x + φxxxy
2 4 2 4


1
+φx ∂y ∂x2 + φ2x ∂y + φx φy ∂x
2


1
− ∂y (φx )∂x2 + 2∂y (φxx )∂x + ∂y (φxxx ) + φx ∂y ∂x2 + φ2x ∂y + φx φxy + φy ∂x3
2


1 1 3
+ φy φx ∂x + φy φxx + φxy ∂x2 + φxt = 0.
2 2 4

 
2 2 3
φx ∂y ∂x + 2φxx ∂x ∂y + φxxx ∂y + φxy ∂x + 2φxxy ∂x + φxxxy
4

h
− (φx ∂y + φxy )∂x2 + 2(φxx ∂y + φxxy )∂x + φxxx ∂y


1
+φxxxy + φx φxy + φy φxx + φxt = 0.
2

1 1
− φxxxy − φx φxy − φx φxx − φxt = 0.
4 2

1 1
⇒ φxxxy + φx φxy + φy φxx + φxt = 0,
4 2

which is the BS equation, the first equation in BS Hierarchy.

 46

4.2 BOGOYAVLENSKII-SCHIFF

HIERARCHY

In this section, the other equations in the BS hierarchy can be obtained

from the Lax equation

[L, Tn ] = 0 n = 2, 3, . . . ,

where the operator Tn has the form

Tn (x, y, t) = ∂y L(x, , t)n + Tn0 (x, y, t) + ∂t .

For n = 2, we have

L2 = (∂x2 + φx )(∂x2 + φx )

= ∂x4 + ∂x2 (φx ) + φx ∂x2 + (φx )2

= ∂x4 + [φx ∂x2 + 2φxx ∂x + φxxx ] + φx ∂x2 + (φx )2

= ∂x4 + 2φx ∂x2 + 2φxx ∂x + (φx )2 + φxxx

Therefore

∂y (L2 ) = ∂y [∂x4 + 2φx ∂x2 + 2φxx ∂x + (φx )2 + φxxx ]

= ∂y ∂x4 + 2∂y (φx )∂x2 + 2∂y (φxx )∂x + ∂y (φx )2 + ∂y (φxxx )

= ∂x4 ∂y + 2[φx ∂y + φxy ]∂x2 + 2[φxx ∂y + φxxy ]∂x

+(φx )2 ∂y + 2φx φxy + φxxx ∂y + φxxxy

 47

∂y (L2 ) = ∂x4 ∂y + 2[φx ∂y + φxy ]∂x2 + 2(φxx ∂y + φxxy )∂x

+(φ2x + φxxx )∂y + 2φx φxy + φxxxy

Let

T2 = ∂y (L)2 + T20 + ∂t

= ∂x4 ∂y + (2φx ∂y + 2φxy )∂x2 + (2φxx ∂y + 2φxxy )∂x

1
+(φ2x + φxxx )∂y + 2φx φxy + φxxxy + φy ∂x3
2
 
1 1 3 1 −1 2
− φxy ∂x2 + φxxy + φx φy + ∂x (φx )y ∂x
4 8 4 8

1 1 3
− φxxxy − φx φxy + φxx φy + ∂t .
16 2 8

1 7
i.e. T2 = ∂x4 ∂y + φy ∂x3 + φxy ∂x2 + 2φx ∂y ∂x2
2 4
17 3
+ 2φxx ∂y ∂x + φxxy ∂x + φx φy ∂x
8 4
1 3
+ V ∂x + (φ2x + φxxx )∂y + φx φxy
8 2
15 3
+ φxxxy + φxx φy + ∂t ,
16 8

where V = ∂x−1 [(φx )2 ]y .

Corresponding to the above operator L and T2 Lax equation takes the

form
[L, T2 ] = 0
 48

(i.e.) [LT2 − T2 L] = 0

 
1 7
∴ (∂x + φx ) ∂x4 ∂y + φy ∂x3 + φxy ∂x2 + 2φx ∂y ∂x2
2
2 4
17
+ 2φxx ∂y ∂x + φxxy ∂x
8

3 1 3
+ φx φy ∂x + V ∂x + φ2x ∂y + φxxx ∂y + φx φxy
4 8 2

15 3
+ φxxxy + φxx φy + ∂t
16 8


1 7
− ∂x4 ∂y + φy ∂x3 + φxy ∂x2 + 2φx ∂y ∂x2 + 2φxx ∂y ∂x
2 4

17 3 1
+ φxxy ∂x + φx φy ∂x + V ∂x + φ2x ∂y + φxxx ∂y
8 4 8
 
3 15 3 2
+ φx φxy + φxxxy + φxx φy + ∂t (∂x + φx ) = 0.
2 16 8

1 7
∂x6 ∂y + ∂x2 (φy )∂x3 + ∂x2 (φxy )∂x2 + 2∂x2 (φx )∂y ∂x2
2 4

17 2 3
+2∂x2 (φxx )∂y ∂x + ∂x (φxxy )∂x + ∂x2 (φx φy )∂x
8 4
 49

1 3
+ ∂x2 (V )∂x + ∂x2 (φ2x )∂y + ∂x2 (φxxx )∂y + ∂x2 (φx φxy )
8 2

15 2 3 1
+ ∂x (φxxxy ) + ∂x2 (φxx φy ) + ∂x2 ∂t + φx ∂x4 ∂y + φy φx φ3x
16 8 2

7 17
+ φx φxy ∂x2 + 2φ2x ∂y ∂x2 + 2φx φxx ∂y ∂x + φx φxxy ∂x
4 8

3 1 3
+ φ2x φy ∂x + φx V ∂x + φ3x ∂y + φx φxxx ∂y + φ2x φxy
4 8 2

15 3
+ φx φxxxy + φx φxx φy + φx ∂t
16 8

1 1
− ∂x6 ∂y + ∂x4 ∂y (φx ) + φy ∂x5 + φy ∂x3 (φx )
2 2

7 7
+ φxy ∂x4 + φxy ∂x2 (φx ) + 2φx ∂y ∂x4 + 2φx ∂y ∂x2 (φx )
4 4

17
+2φxx ∂y ∂x3 + 2φxx ∂y ∂x (φx ) + φxxy ∂x3
8

17 3 3
+ φxxy ∂x (φx ) + φx φy ∂x3 + φx φy ∂x (φx )
8 4 4

1 1
+ V ∂x3 + V ∂x (φx ) + φ2x ∂y ∂x2 + φ2x ∂y (φx )
8 8
 50

3 3 15
+φxxx ∂y ∂x2 + φxxx ∂y (φx ) + φx φxy ∂x2 + φ2x φxy + φxxxy ∂x2
2 2 16


15 3 2 3 2
+ φx φxxxy + φxx φy ∂x + φxx φx φy + ∂x ∂t + ∂t (φx ) =0
16 8 8


1 7
i.e. (φy ∂x2 + 2φxy ∂x + φxxy )∂x3 + (φxy ∂x2 + 2φxxy ∂x + φxxxy )∂x2
2 4

+2(φx ∂x2 + 2φxx ∂x + φxxx )∂y ∂x2 + 2(φxx ∂x2 + 2φxxx ∂x + φxxxx )∂y ∂x

17 3
+ (φxxy ∂x2 + 2φxxxy ∂x + φxxxxy )∂x + φx ∂t + (φx φy ∂x2 +
8 4

2(φxx φy + φx φxy )∂x + (φxxx φy + φxx φxy + φxx φxy + φx φxxy ))∂x

1
+ (V ∂x2 + 2Vx ∂x + Vxx )∂x + φ2x ∂x2 + 2(2φx φxx )∂x
8

+2(φ2xx + φx φxxx ) ∂y + (φxxx ∂x2 + 2φxxxx ∂x + φxxxxx )∂y

15
+ (φxxxy ∂x2 + 2φxxxxy ∂x + φxxxxxy )
16
 51

3
+ (φx φxy ∂x2 + 2(φxx φxy + φy φxxy )∂x + φxxx φxy + φxx φxy
2

+ φxx φxy + φx φxxxy )

3
+ (φxx φy ∂x2 + 2(φxxx φy + φxx φxy )∂x + φxxxx φy + φxxx φxy
8

1
+ φxxx φxy + φxx φxxy ) + φx ∂x4 ∂y + φy φx ∂x3
2

7 17
+ φx φxy ∂x2 + 2φ2x ∂y ∂x2 + 2φx φxx ∂y ∂x + φx φxxy ∂x
4 8


3 1
+ φ2x φy ∂x + φx V ∂x + (φ3x )∂y + φx φxxx ∂y + φx ∂t
4 8


1 1
− ∂x4 (φx ∂y + φxy ) + φy ∂x5 + φy (φx ∂x3 + 3φxx ∂x2 + 3φxxx ∂x + φxxxx )
2 2

7 7
+ φxy ∂x4 + φxy (φx ∂x2 + 2φxx ∂x + φxxx ) + 2φx ∂y ∂x4
4 4

+2φx ∂y (φx ∂x2 + 2φxx ∂x + φxxx ) + 2φxx ∂y ∂x3 + 2φxx ∂y (φx ∂x + φxx )

17
+ (φxxy ∂x3 ) + φx ∂t + φxt
8

17 3
+ φxxy (φx ∂x + φxx ) + φx φy ∂x3
8 4

3 1
+ φx φy (φx ∂x + φxx ) + V ∂x3
4 8
 52

1
+ V (φx ∂x + φxx ) + φ2x ∂y ∂x2 + φ2x (φx ∂y + φxy )
8
3
+φxxx ∂y ∂x2 + φxxx (φx ∂y + φxy ) + φx φxy ∂x2
2


15 3
+ φxxxy ∂x2 + φxx φy ∂x2 =0
16 8


1 1 7 7
φy ∂x5 + φxy ∂x4 + φxxy ∂x3 + φxy ∂x4 + φxxy ∂x3
2 2 4 2

7
+ φxxxy ∂x2 + 2φx ∂x4 ∂y + 4φxx ∂x3 ∂y + 2φxxx ∂y ∂x2
4

+2φxx ∂x3 ∂y + 4φxxx ∂x2 ∂y + 2φxxxx ∂y ∂x

17 17 17
+ φxxy ∂x3 + φxxxy ∂x2 + φxxxxy ∂x
8 4 8

3 3 3
+ φx φy ∂x3 + φxx φy ∂x2 + φx φxy ∂x2
4 2 2

3 3 3
+ φxxx φy ∂x + φxx φxy ∂x + φx φxxy ∂x
4 2 4

1 1 1
+ V ∂x3 + Vx ∂x2 + Vxx ∂x + φ2x ∂x2 ∂y
8 4 8

+4φx φxx ∂y ∂x + 2φ2xx ∂y + 2φx φxxx ∂y

+φxxx ∂x2 ∂y + 2φxxxx ∂y ∂x + φxxxxx ∂y

 53

3 3 3
+ φxx φy ∂x2 + φxxx φy ∂x + φxx φxy ∂x
8 4 4

3 3 3
+ φxxx φy + φxxx φxy + φxx φxxy
8 4 8

1 7
+φx ∂x4 ∂y + φy φx ∂x3 + φx φxy ∂x2
2 4

17
+2φ2x ∂y ∂x2 + 2φx φxx ∂y ∂x + φx φxxy ∂x
8

3 1
+ φ2x φy ∂x + φx V ∂x + (φx )3 ∂y + φx φxxx ∂y
4 8

15 15 15
+ φxxxy ∂x2 + φxxxxy ∂x + φxxxxxy
16 8 16

3
+ φx φxy ∂x2 + 3φxx φxy ∂x + 3φx φxxy ∂x
2


3 3
+ φxxx φxy + 3φxx φxxy + φx φxxxy
2 2

− φx ∂x4 ∂y + 4φxx ∂x3 ∂y + 6φxxx ∂x2 ∂y

+4φxxxx ∂x ∂y + φxxxxx ∂y + φxy ∂x4 + 4φxxy ∂x3

1 1 3
+6φxxxy ∂x2 + 4φxxxxy ∂x + φxxxxxy + φy ∂x5 + φy φx ∂x3 + φy φxx ∂x2
2 2 2
3 1 7 7
+ φy φxxx ∂x + φy φxxxx + φxy ∂x4 + φx φxy ∂x2
2 2 4 4
 54

7 7
+ φxy φxx ∂x + φxy φxxx + 2φx ∂y ∂x4 + 2φx (φx ∂y + φxy )∂x2
2 4

+4φx (φxx ∂y + φxxy )∂x + 2φx (φxxx ∂y + φxxxy ) + 2φxx ∂y ∂x3

17
+2φxx (φx ∂y + φxy )∂x + φxxy ∂x3 + 2φxx (φxx ∂y + φxxy )
8

17 17 3 3 3
+ φxxy φx ∂x + φxxy φxx + φx φy ∂x3 + φ2x φy ∂x + φx φy φxx
8 8 4 4 4

1 1 1
+ V ∂x3 + V φx ∂x + V φxx + φ2x ∂y ∂x2 + (φx )3 ∂y − φxt
8 8 8

+φ2x φxy + φxxx ∂y ∂x2 + φxxx φx ∂y + φxxx φxy


3 15 3
+ φx φxy ∂x2 + φxxxy ∂x2 + φxx φy ∂x2 =0
2 16 8


1 7 7
φxxy ∂x3 + φxxy ∂x3 + φxxxy ∂x2
2 2 4

17 17
+2φxxxx ∂x ∂y + φxxxy ∂x2 + φxxxxy ∂x
4 8

3 3 3
+ φx φxy ∂x2 + φxx φxy ∂x + φx φxxy ∂x
2 2 4

1 1
+ Vx ∂x2 + Vxx ∂x + 4φx φxx ∂x ∂y + 2(φxx )2 ∂y
4 8
 55

3
+φxxx ∂x2 ∂y + 2φxxxx ∂y ∂x + φxxx φy ∂x
4

3 3 3
+ φxx φxy ∂x + φxxxx φy + φxxx φxy
4 8 4

3 7
+ φxx φxxy + φx φxy ∂x2 + 2φ2x ∂y ∂x2
8 4

17 15
+2φx φxx ∂y ∂x + φx φxxy ∂x + φxxxxy ∂x
8 8

15
+ φxxxxxy + 3φxx φxy ∂x + 3φy φxxy ∂x
6

3 3
+ φxxx φy ∂x + φxxx φxy + 3φxx φxy
4 2

3
+ φx φxxxy − 4φxxxx ∂y ∂x − 4φxxy ∂x3
2

−6φxxxy ∂x2 − 4φxxxxy ∂x − φxxxxxy − φxt

3 1 7
− φy φxxx ∂x − φy φxxxx − φx φxy ∂x2
2 2 4

7 7
− φxy φxx ∂x − φxxx φxy − 2φ2x ∂y ∂x2
2 4

−2φx φxy ∂x2 − 4φx φxx ∂y ∂x − 4φx φxxy ∂x

 56

−2φx φxxxy − 2φxx φx ∂y ∂x − 2φxx φxy ∂x

17
−2(φxx )2 ∂y − 2φxx φxxy − φxxy φx ∂x
8

17 1
− φxxy φxx − V φxx − φ2x φxy − φxxx ∂y ∂x2
8 8


3
−φxxx φxy − φx φy φxxx = 0.
4

 
1 7
φxxy + φxxy − 4φxxy ∂x3
2 2

 
3 1
+ φx φxy + Vx − 2φx φxy ∂x2
2 4


17 3 3
+ 2φxxxx ∂y + φxxxxy + φxx φxy + φx φxxy
8 2 4

1 3
+ Vxx ∂x + 4φx φxx ∂y + 2φxxxx ∂y + φxxx φy
8 4

3 17 15
+ φxx φxy + φx φxxy + φxxxxy + 3φxx φxy
4 8 8

3
+3φx φxxy + φxxx φy − 4φxxxx ∂y − 4φxxxxy
4

3 7
−φxt − φy φxxx − φxx φxy − 4φx φxx ∂y − 4φx φxxy
2 2
 57


17
− 2φxx φxy − φxxy φx ∂x
8

3 3 3 15
+ φxxxx φy + φxxx φxy + φxx φxxy + φxxxxxy
8 4 8 16

3 3
+ φxxx φxy + 3φxx φxxy + φx φxxxy − φxxxxxy − φxt
2 2

1 7
− φy φxxxx − φxxx φxy − 2φx φxxxy − 2φxx φxxy
2 4


17 1 2 3
− φxxy φxx − V φxx − φx φxy − φxxx φxy − φx φy φxxx = 0.
8 8 4

 
1 1
− φx φxy + Vx ∂x2 +
2 4

 
1 1 1
+ − φxy φxx + Vxx − φx φxxy ∂x
4 8 4


1 1 3 1
+ − φxxxx φy − φxxx φxy − φxx φxxy − φxxxxxy
8 2 4 16


1 1 3
−φxt − φx φxxxy − φ2x φxy − V φxx − φx φy φxxx =0
2 8 4
 58

But Vx = ∂x−1 [(φx )2 ]y .

 
1 1 −1
− φx φxy + ∂x [(φx ) ]xy ∂x2 +
2
2 4

 
1 1 −1 2 1
+ − φxy φxx + ∂x [(φx ) ]xxy − φx φxxy ∂x
4 8 4

1 1 3
− φxxxx φy − φxxx φxy − φxx φxxy
8 2 4
1 1
− φxxxxxy − φxt − φx φxxxy − φ2x φxy
16 2

1  −1 3
∂x [(φx )2 ]y φxx − φx φy φxxx = 0.

−
8 4

 
1 1
− φx φxy + (2φx φxy ) ∂x2 +
2 4

 
1 1 1
+ − φxy φxx + [2φx φxx ]y − φx φxxy ∂x
4 8 4

1 1 3 1
− φxxxx φy − φxxx φxy − φxx φxxy − φxxxxxy
8 2 4 16

1 1
−φxt − φx φxxxy − φ2x φxy − ∂x−1 [(φx )2 ]y φxx
2 8

3
− φx φy φxxx = 0.
4
 59

 
1 1 1
− φxy φxx + (φxy φxx + φx φxxy ) − φx φxxy ∂x
4 4 4

1 1 3 1
− φxxxx φy − φxxx φxy − φxx φxxy − φxxxxxy
8 2 4 16

1 1
−φxt − φx φxxxy − φ2x φxy − ∂x−1 [(φx )2 ]y φxx
2 8

3
− φx φy φxxx = 0.
4

1 1 3
⇒ φxt + φxxxxxy + φx φxxxy + φxx φxxy
16 2 4

1 1
+ φxxx φxy + φxxxx φy + φ2x φxy
2 8

3 1
+ φx φxx φy + ∂x−1 [(φx )2 ]y φxx = 0.
4 8

Similarly the other equations in the hierarchy can be obtained from the
Lax equation
[L, Tn ] = 0 where

Tn = ∂y (L)n + Tn0 + ∂t where n = 3, 4, 5, · · · .

 60

Reference

1. O.I. Bogoyavlenshii, Math, USSR Izvestiya, 35 No: 1,245 (1990).

2. O.I. Bogoyavlenshii, Math, USSR Izvestiya, 34 No: 1,245 (1990).

3. B.G. Konopelchenko and V.G. Dubrovsky, Phys. Lett, 102A

No. 1,2,15(1984).

4. Kouichi Toda, Yu Song-Ju and Takeshi Fukuyama Reports on

Mathematical physics Vol: 44 (1999) No. 1/2.

5. Lokenath Debnath, Non-linear partial differential equations,

Birhkauser Boston 1997.

6. T.Miwa, M.Jimbo and E.Date, Solitons, Cambridge University press

2000.

7. Song-Ju Yu, Kouichi Toda, Naramasa Sasa and Takeshi

Fukuyama, J. Phys A: Math Gen. 31 (1998).

8. Takeshi Ikeda and Kanehisa Takasaki, International Mathematics

Research Notices, 2001, No. 7.