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# On deformation of Poisson manifolds of hydrodynamic type Work sponsored by the Italian Ministry of Research under the project 40%: Geometry of Integrable Systems

## 1 Dubrovin’s conjecture

In this paper we solve a problem proposed by B. Dubrovin in the framework of the theory of Frobenius manifolds . It concerns the deformations of Poisson tensors of hydrodynamic type. The challenge is to show that a large class of these deformations are trivial.

In an epitomized form the problem can be stated as follows. Let $`M`$ be a Poisson manifold endowed with a Poisson bivector $`P_0`$ fulfilling the Jacobi condition

$$[P_0,P_0]=0$$

with respect to the Schouten bracket on the algebra of multivector fields on $`M`$. A deformation of $`P_0`$ is a formal series

$$P_ϵ=P_0+ϵP_1+ϵ^2P_2+\mathrm{}$$

in the space of bivector fields on $`M`$ satisfying the Jacobi condition

$$[P_ϵ,P_ϵ]=0$$
(1)
for any value of the parameter $`ϵ`$. The deformation is trivial if there exists a formal diffeomorphism $`\varphi _ϵ:MM`$, admitting the Taylor expansion

$$\varphi _ϵ=\varphi _0+ϵ\varphi _1+ϵ^2\varphi _2+\mathrm{},$$

which pulls back $`P_ϵ`$ to $`P_0`$:

$$P_ϵ=\varphi _{ϵ}^{}{}_{}{}^{}(P_0).$$

Assume that the class of deformations $`P_ϵ`$ and of diffeomorphisms $`\varphi _ϵ`$ is restricted by a set of additional conditions to be described below. The demand is to prove that every allowed deformation is trivial, and to provide an explicit procedure to construct the trivializing map $`\varphi _ϵ`$ in the class of allowed transformations.

In the concrete form suggested by Dubrovin, the manifold $`M`$ is very simple but the class of allowed deformations is rather large. That is the source of difficulty of the problem. Indeed, the manifold $`M`$ is the space of $`C^{\mathrm{}}`$-maps $`u^a(x)`$ from $`S^1`$ into $`IR^n`$, and the bivector $`P_0`$ is of hydrodynamic type . By using the so-called “flat coordinates” $`u^a`$ in $`IR^n`$, it can be written in the simple form

$$P_0=g^{ab}\frac{\mathrm{d}}{\mathrm{d}x}$$

where the coefficients $`g^{ab}`$ are the entries of a constant, regular, symmetric $`n\times n`$ matrix (not necessarily positive definite). The allowed deformations $`P_ϵ`$ are formal series of matrix-valued differential operators. The coefficient $`P_k`$ has degree $`k+1`$, and is written in the form

$$P_k=A_0(u)\frac{\mathrm{d}^{k+1}}{\mathrm{d}x^{k+1}}+A_1(u;u_x)\frac{\mathrm{d}^k}{\mathrm{d}x^k}+\mathrm{}+A_{k+1}(u;u_x,\mathrm{},u_{k+1}).$$

The entries of the matrix coefficient $`A_l`$ are assumed to be homogeneous polynomials of degree $`l`$ in the derivatives of the field functions $`u^a(x)`$. The degree of a polynomial is computed by attributing degree zero to the field functions, degree one to their first derivatives, degree two to the second derivatives, and so on. By this requirement the form of the operator $`P_k`$ is fixed up to the choice of a increasing number of arbitrary functions of the coordinates $`u^a`$. These functions, finally, must be chosen so to guarantee that the operator $`P_k`$ is skewsymmetric

$$P_{k}^{}{}_{}{}^{}=P_k$$
(2)
and that the Jacobi condition (1) is satisfied at the order $`k`$. This means that the first $`k`$ operators $`P_l`$ must be chosen so to verify the $`k`$ conditions

$$\underset{i+j=l}{}[P_i,P_j]=0l=1,\mathrm{},k$$

or, explicitly,

$$\begin{array}{c}2[P_0,P_1]=0\hfill \\ 2[P_0,P_2]+[P_1,P_1]=0\hfill \\ 2[P_0,P_3]+2[P_1,P_2]=0\hfill \\ \mathrm{}\hfill \end{array}$$
(3)
and so on. The conjecture of Dubrovin is that all these homogeneous deformations are trivial, and that the trivializing map is homogeneous as well.

To better understand the problem, let us consider the scalar-valued case. According to the rules of the game the first three coefficients of the deformations $`P_ϵ`$ have the form

$`P_0`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
$`P_1`$ $`=`$ $`A(u){\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}x^2}}+B(u)u_x{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
$`+(C(u)u_{xx}+D(u)u_{x}^{}{}_{}{}^{2})`$
$`P_2`$ $`=`$ $`E(u){\displaystyle \frac{\mathrm{d}^3}{\mathrm{d}x^3}}+F(u)u_x{\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}x^2}}+(G(u)u_{xx}+H(u)u_{x}^{}{}_{}{}^{2}){\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
$`+(L(u)u_{xxx}+M(u)u_{xx}u_x+N(u)u_{x}^{}{}_{}{}^{3}).`$
They depend on eleven arbitrary functions of the coordinate $`u`$. By imposing the skewsymmetry condition (2) this number falls to four. Indeed we get the seven differential constraints

$$\begin{array}{c}A=0,\mathrm{\hspace{0.33em}2}C=B,\mathrm{\hspace{0.33em}2}D=B^{^{}}\hfill \\ 2F=3E^{^{}},\mathrm{\hspace{0.33em}4}L=2GE^{^{}},\mathrm{\hspace{0.33em}4}N=2H^{^{}}E^{^{\prime \prime \prime }}\hfill \\ 4M=2G^{^{}}+4H3E^{^{\prime \prime }}.\hfill \end{array}$$

The remaining four functions are constrained by the Jacobi condition. To work out this condition we use the operator form of the Schouten bracket of two skewsymmetric operators $`P`$ and $`Q`$. We need the following notations. We denote by $`Q_u\alpha `$ the value of the differential operator $`Q_u`$ on the argument $`\alpha `$, and by

$$Q_u^{^{}}(\alpha ;\dot{u})=\frac{\mathrm{d}}{\mathrm{d}s}Q_{u+s\dot{u}}\alpha |_{s=0}$$

its derivative along the vector field $`\dot{u}`$. The adjoint of this derivative with respect to $`\dot{u}`$ is denoted by $`Q_{u}^{^{}}{}_{}{}^{}(\alpha ;\beta )`$. It is defined by

$$Q_u^{^{}}(\alpha ;\dot{u}),\beta =\dot{u},Q_{u}^{^{}}{}_{}{}^{}(\alpha ;\beta ),$$

where the pairing between vector fields and $`1`$-forms is defined, as usual, by

$$\dot{u},\beta =_{S^1}\dot{u}(x)\beta (x)dx.$$

(Of course, in the vector-valued case we have to sum over the different components). Then the Schouten bracket is given by :

$`2[P,Q](\alpha ,\beta )`$ $`=`$ $`P_u^{^{}}(\alpha ;Q_u\beta )P_u^{^{}}(\beta ;Q_u\alpha )Q_uP_{u}^{^{}}{}_{}{}^{}(\alpha ;\beta )`$
$`+Q_u^{^{}}(\alpha ;P_u\beta )Q_u^{^{}}(\beta ;P_u\alpha )P_uQ_{u}^{^{}}{}_{}{}^{}(\alpha ;\beta ).`$
In our example, the bivector $`P_0`$ is constant. Therefore, the first two Jacobi conditions (3) take the simple form:

$$P_{1}^{}{}_{u}{}^{^{}}(\alpha ;P_0\beta )P_{1}^{}{}_{u}{}^{^{}}(\beta ;P_0\alpha )P_0P_{1}^{}{}_{u}{}^{^{}}{}_{}{}^{}(\alpha ;\beta )=0$$

and

$`P_{2}^{}{}_{u}{}^{^{}}(\alpha ;P_0\beta )P_{2}^{}{}_{u}{}^{^{}}(\beta ;P_0\alpha )P_0P_{2}^{}{}_{u}{}^{^{}}{}_{}{}^{}(\alpha ;\beta )`$
$`+P_{1}^{}{}_{u}{}^{^{}}(\alpha ;P_{1}^{}{}_{u}{}^{}\beta )P_{1}^{}{}_{u}{}^{^{}}(\beta ;P_{1}^{}{}_{u}{}^{}\alpha )P_{1}^{}{}_{u}{}^{}P_{1}^{}{}_{u}{}^{^{}}{}_{}{}^{}(\alpha ;\beta )=0`$
respectively. By expanding these operator conditions, we obtain two further relations

$`B`$ $`=`$ $`0`$
$`4H`$ $`=`$ $`2G^{^{}}+E^{^{\prime \prime }}`$
among the eleven functions $`(A(u),\mathrm{},N(u))`$. Solving them and the previous ones we obtain that the first coefficients of $`P_ϵ`$ are:

$`P_1`$ $`=`$ $`0`$ (4)
$`P_2`$ $`=`$ $`E(u){\displaystyle \frac{\mathrm{d}^3}{\mathrm{d}x^3}}+{\displaystyle \frac{3}{2}}E^{^{}}(u)u_x{\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}x^2}}+G(u)u_{xx}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
$`+{\displaystyle \frac{1}{2}}(G^{^{}}(u)+{\displaystyle \frac{1}{2}}E^{^{\prime \prime }}(u))u_{x}^{}{}_{}{}^{2}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}+{\displaystyle \frac{1}{2}}(G(u){\displaystyle \frac{1}{2}}E^{^{}}(u))u_{xxx}`$
$`+(G^{^{}}(u){\displaystyle \frac{1}{2}}E^{^{\prime \prime }}(u))u_{xx}u_x+{\displaystyle \frac{1}{4}}(G^{^{\prime \prime }}(u){\displaystyle \frac{1}{2}}E^{^{\prime \prime \prime }}(u))u_{x}^{}{}_{}{}^{3}.`$
Up to the second order in $`ϵ`$, this is the most general homogeneous deformation in the scalar case.

To check Dubrovin’s conjecture to the second-order in $`ϵ`$, it is enough to consider the homogeneous map

$$\varphi _ϵ(u)=u+ϵR(u)u_x+ϵ^2(S(u)u_{xx}+T(u)u_x^2)+\mathrm{}$$

and to use the operator form

$$P_ϵ=\varphi _{ϵ}^{^{}}{}_{u}{}^{}P_0\varphi _{ϵ}^{^{}}{}_{u}{}^{}$$
(6)
of the transformation law for bivectors. As before, $`\varphi _{ϵ}^{^{}}{}_{u}{}^{}`$ denotes the adjoint operator of the Fréchet derivative of $`\varphi _ϵ(u).`$ By expanding Eq. (6), we find:

$`P_1`$ $`=`$ $`0`$
$`P_2`$ $`=`$ $`(2S(u)R^2(u)){\displaystyle \frac{\mathrm{d}^3}{\mathrm{d}x^3}}+3(S^{^{}}(u)R(u)R^{^{}}(u))u_x{\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}x^2}}`$
$`+(5S^{^{}}(u)4T(u)R(u)R^{^{}}(u))u_{xx}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
$`+(3S^{^{\prime \prime }}(u)2T^{^{}}(u)R(u)R^{^{\prime \prime }}(u)R^{^{}}(u)^2)u_{x}^{}{}_{}{}^{2}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
$`+2(S^{^{}}(u)T(u))u_{xxx}+4(S^{^{\prime \prime }}(u)T^{^{}}(u))u_{xx}u_x`$
$`+(S^{^{\prime \prime \prime }}(u)T^{^{\prime \prime }}(u))u_{x}^{}{}_{}{}^{3}.`$
By comparison with Eq. (4) and Eq. (1), we realize that Dubrovin’s conjecture is true in the scalar case, up to the second order in $`ϵ`$. In fact the choices

$`R(u)`$ $`=`$ $`0`$
$`S(u)`$ $`=`$ $`{\displaystyle \frac{1}{2}}E(u)`$ (7)
$`T(u)`$ $`=`$ $`{\displaystyle \frac{5}{8}}E^{^{}}(u){\displaystyle \frac{1}{4}}G(u)`$
allow to reconstruct the diffeomorphism $`\varphi _ϵ`$ from the deformation $`P_ϵ`$.

The questions now are: what happens at higher order in $`ϵ`$, or in the matrix case? What is the meaning of the relations (1) connecting $`P_ϵ`$ to $`\varphi _ϵ`$? Due to the great complexity of the computations, it is clear that any direct attack is beyond our reach. We have to devise an alternative approach. Our strategy is to convert the given problem into a problem in Poisson-Lichnerowicz cohomology. It is based on two remarks:

1. Poisson manifold of hydrodynamic type are transversally constant.
2. The second cohomology group in the Poisson-Lichnerowicz cohomology of these manifolds is “essentially” trivial.

The first remark concerns the symplectic foliation associated with the Poisson bivector $`P_0`$. In our example, this foliation is rather regular. All the leaves are affine hyperplane of codimension $`n`$. They are the level sets of $`n`$ globally defined *Casimir functions* $`C^a`$, $`a=1,2,\mathrm{},n`$. Furthermore there exists an abelian group of symplectic diffeomorphisms which transform the symplectic leaves among themselves.

The second remark concerns the bivectors $`Q`$ fulfilling the condition

$$[P_0,Q]=0.$$

They must be compared with the bivectors

$$Q=L_X(P_0)$$

which are Lie derivatives of $`P_0`$ along any vector field $`X`$ on $`M`$. The former are called $`2`$-cocycles in the Poisson-Lichnerowicz cohomology defined by $`P_0`$ on $`M`$ . The latter are called $`2`$-coboundaries. Not all cocycles are coboundaries. A first simple obstruction is the vanishing of the Poisson bracket of the Casimir functions $`C^a`$ with respect to $`Q`$:

$$\{C^a,C^b\}_Q=0.$$
(8)
Further obstructions depend on the topology of the manifold. The main result of the paper is the proof, in § 3, that these further obstructions are absent on a Poisson manifold of hydrodynamic type. By a combined use of ideas of the theory of transversally constant Poisson manifolds (suitably extended to infinite-dimensional manifolds) and of the operator approach to the inverse problem of the Calculus of Variations in the style of Volterra  , we show that every $`2`$-cocycle verifying Eq. (8) is a $`2`$-coboundary, and we give an explicit formula for the vector field $`X`$ (called the potential of $`Q`$). Several examples of this result are shown in § 4, where possible applications to the classifications of bihamiltonian manifolds are also briefly discussed.

Once equipped with this result, the conjecture of Dubrovin can be proved in a direct and simple way. First we notice that the homogeneous deformations pass the obstructions (8). Then we notice that the Jacobi condition $`[P_ϵ,P_ϵ]=0`$ may be replaced by a recursive system of cohomological equations. This leads to a simple general representation of the deformation $`P_ϵ`$. The argument goes as follows. Consider the first Jacobi condition

$$[P_0,P_1]=0.$$

It is already in a cohomological form. By the main result of § 3, it follows that there exists a vector field $`X_1`$, such that

$$P_1=L_{X_1}(P_0).$$

By inserting this information into the second Jacobi equation

$$2[P_0,P_2]+[P_1,P_1]=0$$

we get a new cohomological equation

$$[P_0,P_2\frac{1}{2}L_{X_1}^2(P_0)]=0.$$

hence there exists a second vector field $`X_2`$ such that

$$P_2=L_{X_2}(P_0)+\frac{1}{2}L_{X_1}^2(P_0).$$

By induction, one proves the existence of a sequence of vector fields $`\{X_k\}_{kIN}`$ such that all the coefficients $`P_k`$ of the deformation $`P_ϵ`$ admits the representation

$$P_k=\underset{j_1+2j_2+\mathrm{}+kj_k=k}{}\left(\frac{L_{X_k}^{j_k}}{j_k!}\frac{L_{X_{k1}}^{j_{k1}}}{j_{k1}!}\mathrm{}\frac{L_{X_1}^{j_1}}{j_1!}\right)(P_0).$$
(9)
This result gives a complete control of the deformations of Poisson brackets of hydrodynamic type. In particular it allows to give the following simple proof of the Dubrovin’s conjecture. Consider separately the different flows $`\varphi _{t_k}^{(k)}`$ associated with the vector fields $`X_k`$. Give them a different weight by setting

$$t_k=ϵ^k,$$

and make the ordered product of these flows by multiplying each flow by the subsequent one on the left. The result is the one-parameter family of diffeomorphism

$$\varphi _ϵ=\underset{k1}{}\varphi _{ϵ^k}^{(k)}.$$

It provides the solution we were looking for. Indeed, according to the theory of “Lie transform”, Eq. (9) are equivalent to the transformation law

$$P_ϵ=\varphi _{ϵ}^{}{}_{}{}^{}(P_0)$$

as required. We believe that the strategy sketched above is of interest in itself, and that it can be profitably used in more general context. In our opinion it can provide, for instance, new insights on the problem of classification of bihamiltonian manifolds associated with soliton equations.

## 2 Transversally constant Poisson manifolds

In this section we collect the few ideas of the theory of Poisson manifolds which are used later on to solve Dubrovin’s conjecture. Our interest is mainly centered around the difference between $`2`$-cocycles and $`2`$-coboundaries on a regular transversally constant Poisson manifold.

We recall that a finite-dimensional Poisson manifold $`(M,P)`$ is *regular* if the symplectic foliation defined by the Poisson bivector $`P`$ has constant rank. Let $`k`$ denote the corank of the foliation. It follows that, around any point of the manifold, there exist $`k`$ functions $`C^a`$, $`a=1,2,\mathrm{},k`$, which are independent and constant on each symplectic leaf. They are called Casimir functions. Their differentials $`\mathrm{d}C^a`$ span the kernel of the bivector $`P`$. We also recall that the Poisson manifold is called *transversally constant*  if there exist $`k`$ vector fields $`Z_a`$ which are transversal to the symplectic leaves and are symmetries of $`P`$:

$$L_{Z^a}(P)=0.$$

Without loss of generality, one can assume that these vector fields satisfy the normalization conditions

$$Z_a(C^b)=\delta _a^b$$

with respect to the chosen family of Casimir functions.

The local structure of a transversally constant Poisson manifold is quite simple: essentially is the product of a symplectic leaf and of the abelian group generated by the vector fields $`Z_a`$. In particular, the tangent space at any point $`m`$ can be split into the direct sum

$$T_mM=H_mV_m$$

of an “horizontal space” $`H_m`$ (the tangent space of the symplectic leaf) and of a “vertical space” $`V_m`$, spanned by the vector fields $`Z_a`$. This splitting induces a corresponding decomposition of the dual space and, hence, of any tensor field on $`M`$. For a bivector $`Q`$ the basic elements are the vector fields

$$X^a=Q\mathrm{d}C^a$$

and the horizontal bivector

$$Q_H=\pi _HQ\pi _{H}^{}{}_{}{}^{}$$

where $`\pi _H`$ denotes, as usual, the canonical projection on $`H`$ along $`V`$. A simple computation gives

$$Q_H=Q+X^aZ_a+\frac{1}{2}X^a(C^b)Z_aZ_b.$$
(10)
They already contain the clue of the distinction between $`2`$-cocycle and $`2`$-coboundaries.

###### Lemma 1

If $`Q`$ is a cocycle the vector fields $`X^a`$ are symmetries of $`P`$ and $`Q_H`$ is a cocycle. If $`Q`$ is a coboundary the vector fields $`X^a`$ are Hamiltonian and $`Q_H`$ is a coboundary.

Proof. If $`Q`$ is a cocycle we have

$$L_{Q\mathrm{d}F}(P)+L_{P\mathrm{d}F}(Q)=0$$

for any function $`F`$. For $`F=C^a`$, this equation shows that $`X^a`$ is a symmetry of $`P.`$ Hence

$$[P,X^aZ_a+\frac{1}{2}X^a(C^b)Z_aZ_b]=0$$

since both $`X^a`$ and $`Z_a`$ are symmetries of $`P`$ and $`X^a(C^b)`$ is a Casimir function. This show that

$$[P,Q_H]=0$$

as claimed.

If $`Q=L_X(P)`$ is a coboundary, we find

$$Q\mathrm{d}C^a=L_X(P)\mathrm{d}C^a=L_X(P\mathrm{d}C^a)P\mathrm{d}X(C^a)=P\mathrm{d}X(C^a)$$

showing that

$$Q\mathrm{d}C^a=P\mathrm{d}H^a$$

with

$$H^a=X(C^a).$$

Therefore we find

$$X^aZ_a+\frac{1}{2}X^a(C^b)Z_aZ_b=L_Z(P)$$

with

$$Z=H^aZ_a.$$

This proves the second part of the Lemma. $`\mathrm{}`$

The previous remark alone is sufficient for the later applications. However, in view of adapting the result to the case of infinite-dimensional Poisson manifolds of hydrodynamic type, it is better to restate it in a different form. The idea is to trade multivectors for forms. To this end, we first split the vector fields $`X^a`$ into horizontal and vertical parts. Then, the components of the vertical parts are used to define the matrix

$$\{C^a,C^b\}_Q:=X^a(C^b).$$

The horizontal parts $`X_H^a`$ are, instead, used to define $`k`$ $`1`$-forms $`\theta ^a`$ living on the symplectic leaves. They are given by

$$\theta ^a(X_F)=X_H^a(F)$$
(11)
where $`X_F=P\mathrm{d}F`$ is the Hamiltonian vector field associated with the function $`F`$. Similarly, the horizontal bivector $`Q_H`$ is traded for a $`2`$-form $`\omega `$, living on the symplectic leaves, according to

$$\omega (X_F,X_G)=Q_H(\mathrm{d}F,\mathrm{d}G).$$

The outcome is that any bivector $`Q`$ on a regular transversally constant Poisson manifold $`M`$ is characterized by three elements:

1. the functions $`\{C^a,C^b\}_Q`$
2. the $`1`$-forms $`\theta ^a`$
3. the $`2`$-form $`\omega `$.

As a simple restatement of the previous Lemma, we obtain the following result.

###### Lemma 2

If $`Q`$ is a cocycle $`\{C^a,C^b\}_Q`$ is a Casimir function, and the forms $`\theta ^a`$ and $`\omega `$ are closed. If $`Q`$ is a coboundary the functions $`\{C^a,C^b\}_Q`$ vanish, and the forms $`\theta ^a`$ and $`\omega `$ are exact.

We do not give the proof of this result, that can be found in . Instead, for further convenience, we show its converse in the following form.

###### Lemma 3

If the functions $`\{C^a,C^b\}_Q`$ vanish,

$$\{C^a,C^b\}_Q=0,$$
(12)
and the forms $`\theta ^a`$ and $`\omega `$ are exact,

$$\theta ^a=\mathrm{d}H^a$$
(13)
$$\omega =d\theta ,$$
(14)
the bivector $`Q`$ is a coboundary. Its potential $`X`$ is given by

$$X=H^aZ_a+P\theta .$$
(15)
Proof. The first assumption (12) entails that the vector fields $`X^a`$ are tangent to the symplectic leaves. Hence $`X^a=X_H^a.`$ Thus the definition (11) and the second assumption (13) leads to

$$X^a=P\mathrm{d}H^a.$$

Set $`Z=H^aZ_a.`$ As in the proof of Lemma 1 we get

$$Q=Q_H+L_Z(P).$$
(16)
Finally, we notice that the third assumption (14) entails

$$Q_H(\mathrm{d}F,\mathrm{d}G)=\omega (X_F,X_G)=d\theta (X_F,X_G)=L_{P\theta }(P)(\mathrm{d}F,\mathrm{d}G).$$

Hence the previous equation becomes

$$Q=L_{P\theta }(P)+L_Z(P)=L_X(P)$$

as claimed. $`\mathrm{}`$

A difficulty is readily met in trying to extend the previous result to infinite-dimensional manifolds. It is connected to the definition (10) of the bivector $`Q_H`$ where the operation of exterior product is used. We have found difficult to extend this formula in the infinite-dimensional setting where vector fields and bivectors are represented by differential operators. To circumvent this difficulty, we can follow a two-steps procedure, where the vector fields $`X^a`$ come first, and only later the bivector $`Q_H`$ is introduced as the complementary part of $`L_Z(P)`$ in the splitting (16) of $`Q`$. This detour leads to an “eight steps algorithm” to check if a given bivector $`Q`$ on a transversally constant Poisson manifold is a coboundary. They are:

1. Check that the functions $`\{C^a,C^b\}_Q`$ vanish.
2. Check that the vector fields $`Q\mathrm{d}C^a`$ are Hamiltonian: $`Q\mathrm{d}C^a=P\mathrm{d}H^a`$.
3. Introduce the transversal vector field $`Z=H^aZ_a`$.
4. Compute the Lie derivatives of $`P`$ along $`Z`$.
5. Define the horizontal bivector $`Q_H`$ according to: $`Q_H=QL_Z(P)`$.
6. Introduce the $`2`$-form $`\omega `$ by factorizing $`Q_H`$ according to: $`Q_H=P\omega P`$.
7. Check that this form is exact on the symplectic leaves.
8. Compute its potential $`\theta .`$

At the end of this long chain of tests, one can affirm that $`Q`$ is a coboundary and construct its potential $`X`$ according to Eq. (15). In the next section we shall display this procedure for manifolds of hydrodynamic type.

## 3 Poisson manifolds of hydrodynamic type

Let now

$$P=P_0=g^{ab}\frac{\mathrm{d}}{\mathrm{d}x}.$$

We notice that this bivector admits $`k`$ globally defined Casimir functions

$$C^a(u)=_0^1u^a(x)dx.$$

Therefore its symplectic leaves are affine hyperplanes and the manifold is regular. We also notice that the vector fields

$`Z_a:`$ $`\dot{u}^b=\delta _a^b`$
are globally defined transversal symmetries. Hence, the manifold is transversally constant as well.

On this manifold we consider the class of bivectors $`Q`$ which are represented by matrix-valued differential operators

$$Q=\underset{k0}{}A_k(u,u_x,\mathrm{})\frac{\mathrm{d}^k}{\mathrm{d}x^k}$$
(17)
and which satisfy the simple condition

$$\{C^a,C^b\}_Q=0.$$
(18)
We stress that no homogeneity conditions are imposed on $`Q.`$ So the present class of bivectors is bigger than that considered in Dubrovin’s conjecture. We shall prove

###### Proposition 1

Each cocycle $`Q`$ in this class is a coboundary.

To appreciate the strength of this result, let us consider the case of a single loop function $`u(x)`$. Condition (18) is automatically verified in this case, since there is only one Casimir function, and therefore we can conclude that *every* scalar-valued cocycle is a coboundary. This result is far from being trivial. Let us check this claim for the simple cocycle $`P_2`$ considered in § 1. We have to exhibit a vector field

$$\dot{u}=X(u,u_x,u_{xx})$$

such that

$$P_2=L_X(P_0)=X_u^{^{}}P_0+P_0X_{u}^{^{}}{}_{}{}^{}$$

where $`X_{u}^{^{}}{}_{}{}^{}`$ is the formal adjoint of the Fréchet derivative $`X_u^{^{}}`$ of the operator defining the vector field $`X.`$ A reasonable guess is to look for a homogeneous vector field

$$X=a(u)u_{xx}+b(u)u_x^2.$$

Since

$$X_u^{^{}}=a(u)\frac{\mathrm{d}^2}{\mathrm{d}x^2}+2b(u)u_x\frac{\mathrm{d}}{\mathrm{d}x}+a^{^{}}(u)u_{xx}+b^{^{}}(u)u_x^2,$$

a simple computation leads to

$`L_X(P_0)`$ $`=`$ $`2a(u){\displaystyle \frac{\mathrm{d}^3}{\mathrm{d}x^3}}+3a^{^{}}(u)u_x{\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}x^2}}+(5a^{^{}}(u)4b(u))u_{xx}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
$`+(3a^{^{\prime \prime }}(u)2b^{^{}}(u))u_x^2{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}+2(a^{^{}}(u)b(u))u_xxx`$
$`+4(a^{^{\prime \prime }}(u)b^{^{}}(u))u_xu_{xx}+(a^{^{\prime \prime \prime }}(u)b^{^{\prime \prime }}(u))u_x^3.`$
The problem is solved by noticing that the relations

$$a(u)=\frac{1}{2}E(u)$$

$$b(u)=\frac{1}{4}G(u)\frac{5}{8}E^{^{}}(u)$$

allow to identify the operator $`L_X(P)`$ with $`P_2,`$ for *any* choice of the function $`E(u)`$ and $`G(u)`$ (see Eq. (1)), as claimed in Proposition 1.

In this section we shall show that the above relations are simply an instance of the general formula (15), defining the potential $`X`$ of any coboundary of a transversally constant Poisson manifold. The main difficulty is to identify the geometrical objects (the vector fields $`Q\mathrm{d}C^a,`$ the $`1`$-forms $`\theta ^a,`$ and the $`2`$-form $`\omega `$) to be associated with each bivector of the form (17). To this end, it is useful to split the operator $`Q`$ into the sum of three operators. The first operator has degree zero. Therefore it is simply a skewsymmetric matrix $`E`$, whose entries are functions of the loops $`u^a(x)`$ and of their derivatives. The second operator has order one. It is written as the anticommutator $`S\frac{\mathrm{d}}{\mathrm{d}x}+\frac{\mathrm{d}}{\mathrm{d}x}S`$ of a symmetric matrix $`S`$ with $`\frac{\mathrm{d}}{\mathrm{d}x}`$. The third operator, finally, collect all the higher order terms.

###### Lemma 4

Any bivector $`Q`$ can be uniquely written in the form:

$$Q=E+S\frac{\mathrm{d}}{\mathrm{d}x}+\frac{\mathrm{d}}{\mathrm{d}x}S+\frac{\mathrm{d}}{\mathrm{d}x}\mathrm{\Lambda }\frac{\mathrm{d}}{\mathrm{d}x}$$
(19)
where $`\mathrm{\Lambda }`$ is the skewsymmetric operator

$$\mathrm{\Lambda }=\underset{k0}{}\left(\mathrm{\Lambda }_k\frac{\mathrm{d}^k}{\mathrm{d}x^k}+\frac{\mathrm{d}^k}{\mathrm{d}x^k}\mathrm{\Lambda }_k\right).$$

The coefficients $`\mathrm{\Lambda }_k`$ of this operator are alternatively symmetric and skewsymmetric matrices, according to the order of the derivatives.

This lemma is very simple to prove, but it is interesting because each term in the splitting (19) has a geometrical meaning. Roughly speaking, the first term $`E`$ controls the brackets $`\{C^a,C^b\}_Q,`$ the second term controls the $`1`$-forms $`\theta ^a,`$ and the third term controls the $`2`$-form $`\omega `$. By using this representation formula we can now work out the “eight steps algorithm” stated at the end of the previous section.

Step 1: *the vanishing of the functions $`\{C^a,C^b\}_Q`$.*
Since the differentials of the Casimir functions are the constant matrices

$$\frac{\delta C^a}{\delta u^b}=\delta _b^a$$

we easily find

$$\{C^a,C^b\}_Q=_0^1E^{ab}dx$$

where $`E^{ab}`$ is the entry of place $`(a,b)`$ in the matrix $`E`$. Therefore, condition (18) holds iff there exists a second skewsymmetric matrix $``$ such that

$$E=\frac{\mathrm{d}}{\mathrm{d}x}().$$

Writing this condition in the commutator form

$$E=\frac{\mathrm{d}}{\mathrm{d}x}\frac{\mathrm{d}}{\mathrm{d}x}$$

we can easily eliminate $`E`$ from the representation (19) of $`Q`$. Setting $`B=+S`$ we get

$$Q=B^t\frac{\mathrm{d}}{\mathrm{d}x}+\frac{\mathrm{d}}{\mathrm{d}x}B+\frac{\mathrm{d}}{\mathrm{d}x}\mathrm{\Lambda }\frac{\mathrm{d}}{\mathrm{d}x}.$$

Finally we replace the differential operator $`\frac{\mathrm{d}}{\mathrm{d}x}`$ by the Poisson bivector

$`P`$ $`=`$ $`G{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}.`$
We then arrive to the following useful second representation theorem.

###### Lemma 5

Each bivector $`Q`$ for which $`\{C^a,C^b\}_Q=0`$ can be uniquely represented in the form

$$Q=A^tP+PA+P\mathrm{\Gamma }P$$
(20)
where $`A`$ is the $`n\times n`$ matrix and $`\mathrm{\Gamma }`$ is the skewsymmetric differential operator given by:

$`B`$ $`=`$ $`GA`$
$`\mathrm{\Lambda }`$ $`=`$ $`G\mathrm{\Gamma }G.`$
Step 2: *the vector fields $`Q\mathrm{d}C^a`$ are Hamiltonian.*
Since $`\{C^a,C^b\}_Q=0`$ we know that the vector fields $`Q\mathrm{d}C^a`$ are tangent to the symplectic leaves of $`P`$. Therefore there exist 1-forms $`\theta ^a`$ such that

$$Q\mathrm{d}C^a=P\theta ^a.$$

¿From the representation theorem we easily recognize that the 1-form $`\theta ^a`$ is given by the $`a`$-th column of the matrix $`A`$. So the component $`b`$ of the 1-form $`\theta ^a`$ is the entry $`A_b^a`$ of place $`(a,b)`$ of the matrix $`A`$:

$$\theta _b^a=A_b^a.$$

We further know that the vector fields $`Q\mathrm{d}C^a`$ are symmetries of $`P`$ by the cocycle condition. If we work out explicitly the condition

$$L_{Q\mathrm{d}C^a}(P)=0$$
(21)
in the operator formalism we have

$`L_{P\theta ^a}(P)`$ $`=`$ $`P\theta _{}^{a}{}_{}{}^{^{}}PP\theta _{}^{a}{}_{}{}^{^{}}{}_{}{}^{}P`$
$`=`$ $`P(\theta _{}^{a}{}_{}{}^{^{}}\theta _{}^{a}{}_{}{}^{^{}}{}_{}{}^{})P=0.`$
This is the same as writing

$$\frac{\mathrm{d}}{\mathrm{d}x}(\theta _{}^{a}{}_{}{}^{^{}}\theta _{}^{a}{}_{}{}^{^{}}{}_{}{}^{})\frac{\mathrm{d}}{\mathrm{d}x}=0.$$
(22)
Let us expand the differential operator $`\theta _{}^{a}{}_{}{}^{^{}}\theta _{}^{a}{}_{}{}^{^{}}{}_{}{}^{}`$ in power of $`\frac{\mathrm{d}}{\mathrm{d}x}`$:

$$\theta _{}^{a}{}_{}{}^{^{}}\theta _{}^{a}{}_{}{}^{^{}}{}_{}{}^{}=A_0+A_1\frac{\mathrm{d}}{\mathrm{d}x}+\mathrm{}+A_n\frac{\mathrm{d}}{\mathrm{d}x^n}.$$

Substituting into the previous equation we obtain

$`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}(\theta _{}^{a}{}_{}{}^{^{}}\theta _{}^{a}{}_{}{}^{^{}}{}_{}{}^{}){\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$ $`=`$ $`A_{0x}{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}+(A_0+A_{1x}){\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}x^2}}+\mathrm{}`$
$`+(A_{n1}+A_{nx}){\displaystyle \frac{\mathrm{d}^{n+1}}{\mathrm{d}x^{n+1}}}+A_n{\displaystyle \frac{\mathrm{d}^{n+2}}{\mathrm{d}x^{n+2}}}`$
showing that the condition (22) can be verified iff $`\theta _{}^{a}{}_{}{}^{^{}}\theta _{}^{a}{}_{}{}^{^{}}{}_{}{}^{}=0`$. This means that the Fréchet derivative of the operator $`\theta ^a`$ is symmetric and, therefore, that this operator is potential . In geometric language this means that the 1-form $`\theta ^a`$ is closed and therefore exact, since the topology of the manifold $`M`$ is simple. The potential is the functional

$$H^a=_0^1h^a(u,u_x,\mathrm{})dx$$

where, according to ,

$$h^a=_0^1A_b^a(\lambda u,\lambda u_x,\mathrm{})u^bd\lambda .$$
(23)
We have thus proved that the vector fields $`Q\mathrm{d}C^a`$ are Hamiltonian.

Step 3: *the transversal vector field $`Z`$.*
We choose the transversal vector field

$$Z=h^a(u,u_x,\mathrm{})Z_a$$
(24)
(sum over repeated index $`a`$). We notice that by this choice we depart slightly from the geometrical scheme. According to the third step of § 2 we should have introduced at this point the vector field

$$\widehat{Z}=\left(_0^1h^a(u,u_x,\mathrm{})dx\right)Z_a$$

whose components are the functionals $`H^a`$, instead of the associated densities $`h^a`$. The change is permitted since $`Z(C^a)=\widehat{Z}(C^a)`$ and so the functions $`C^a`$ are Casimir functions also for $`QL_ZP`$. This fact allows to still define a $`2`$-form $`\omega `$ but in general this is different from the one associated with the previous “horizontal” part of the bivector $`Q`$. Our choice has the advantage that the vector field $`Z`$ is local.

Step 4: *the Lie derivative $`L_Z(P)`$.*
The next step is to compute the Lie derivative of $`P`$ along $`Z`$. In the operator formalism this is easily accomplished if we know the Fréchet derivative $`Z_u^{}`$ of the vector field $`Z`$. This derivative is a matrix differential operator. A key property is that the zero-order term of this operator is the transpose of the matrix $`A`$ defining the 1-form $`\theta ^a`$.

###### Lemma 6

The Fréchet derivative $`Z^{}`$ of the vector field $`Z`$ may be uniquely represented as the difference

$$Z^{}=A^\mathrm{t}+PR$$
(25)
of the transpose of the matrix $`A`$ and of a factorized differential operator $`PR`$, taking into account all the higher-order terms appearing in $`Z^{}`$.

Proof. The identity (25) is nothing else that a disguised form of the Lagrange identity

$$(\alpha ,Z_u^{^{}}\varphi )(\varphi ,Z_{u}^{^{}}{}_{}{}^{}\alpha )=\frac{\mathrm{d}}{\mathrm{d}x}B(\alpha ,\varphi )$$
(26)
used to define the formal adjoint of the operator $`Z^{}`$. In this identity $`\alpha `$ and $`\varphi `$ are arbitrary, and the bracket denotes the usual scalar product in $`IR^n`$. We notice that, by Eq. (24) the vector $`Z_{u}^{^{}}{}_{}{}^{}(e_l)`$ is the opposite of the Euler operator associated with the lagrangian density $`h^l`$,

$$Z_{u}^{^{}}{}_{}{}^{}(e_l)=\frac{\delta h^l}{\delta u}$$

and we write the identity (26), for $`\alpha =e_l`$, in the operator form

$$h_{}^{l}{}_{}{}^{^{}}(\varphi )+\underset{b=1}{\overset{n}{}}\varphi ^b\frac{\delta h^l}{\delta u^b}=\frac{\mathrm{d}}{\mathrm{d}x}B(e_l,\varphi )$$

where $`h_{}^{l}{}_{}{}^{^{}}`$ is the Fréchet derivative of the scalar differential operator $`h^l`$. One easily recognizes in this equation the identity (25) by recalling that

$$A_b^l=\frac{\delta h^l}{\delta u^b}.$$

$`\mathrm{}`$
The identity (25) allows to perform the fourth step in our program rather easily. By using once the operator form of the Lie derivative of $`P`$ we obtain

$`L_Z(P)`$ $`=`$ $`Z^{}PPZ^{}`$
$`=`$ $`A^\mathrm{t}P+PA+P(R^{}R)P.`$
Steps 5 and 6: *the horizontal bivector $`Q_H`$ and the $`2`$-form $`\omega `$.*
By subtracting this identity from the basic representation formula (20), we obtain

$`Q`$ $`=`$ $`L_Z(P)+P(\mathrm{\Gamma }+RR^{})P`$
$`=`$ $`L_Z(P)+P\mathrm{\Omega }P.`$
It allows to identify the 2-form $`\omega `$ with the restriction to the symplectic leaves of $`P`$ of the differential operator $`\mathrm{\Omega }`$, where

$$\mathrm{\Omega }=\mathrm{\Gamma }+RR^{}$$

defined on $`M`$. The explicit computation of this form is algorithmic, as shown by the examples given in the next section. We can thus conclude that we have a systematic procedure to identify the 2-form $`\omega `$.

Step 7: *the $`2`$-form $`\omega `$ is exact.*
The last steps are now performed along a well-established path. The closure of the 2-form $`\mathrm{\Omega }`$ follows from the cocycle condition $`[P,Q]=0`$. By using the operators form of this condition we obtain:

$`[P,Q](\alpha ,\beta ,\gamma )`$ $`=`$ $`[P,P\mathrm{\Omega }P](\alpha ,\beta ,\gamma )`$
$`=`$ $`\alpha ,P\mathrm{\Omega }_u^{}(P\beta ;P\gamma )+\beta ,P\mathrm{\Omega }_u^{}(P\gamma ;P\alpha )+\gamma ,P\mathrm{\Omega }_u^{}(P\alpha ;P\beta )`$
$`=`$ $`\alpha ,P[\mathrm{\Omega }_u^{}(P\beta ;P\gamma )\mathrm{\Omega }_u^{}(P\gamma ;P\beta )+\mathrm{\Omega }_{u}^{}{}_{}{}^{}(P\beta ;P\gamma )]`$
$`=`$ $`0.`$
Therefore $`Q`$ is a cocycle iff $`\mathrm{\Omega }`$ verifies the equation

$$P[\mathrm{\Omega }_u^{}(P\beta ;P\gamma )\mathrm{\Omega }_u^{}(P\gamma ;P\beta )+\mathrm{\Omega }_{u}^{}{}_{}{}^{}(P\beta ;P\gamma )]=0$$
(28)
for any choice of the arguments $`\beta `$ and $`\gamma `$. Let us fix $`\beta `$. We can regard the previous equation as a differential equation on $`\gamma `$ of the form

$$(\frac{\mathrm{d}}{\mathrm{d}x}T\frac{\mathrm{d}}{\mathrm{d}x})\gamma =0$$

where $`T`$ is a suitable differential operator depending on $`\beta `$. By the argument already used in discussing equation (22) we see that this equation can be verified by any $`\gamma `$ only if $`T=0`$. This give rise to a new differential system on $`\beta `$. Once again it can be satisfied by any $`\beta `$ only if the equations are identically vanishing. Thus we conclude that the operator Eq. (28) holds iff

$$\mathrm{\Omega }_u^{}(\varphi ;\psi )\mathrm{\Omega }_u^{}(\psi ;\varphi )+\mathrm{\Omega }_{u}^{}{}_{}{}^{}(\varphi ;\psi )=0$$

for any choice of the arguments $`\varphi `$ and $`\psi `$. This is the *closure* condition for the 2-form $`\mathrm{\Omega }`$.

Step 8: *the potential $`\theta `$.*
Since we are working on a manifold with simple topology, by the Poincaré lemma we can affirm the existence of a 1-form $`\theta `$ such that $`\omega =\mathrm{d}\theta `$. In our particular context the 1-form $`\theta `$ may be represented as a vector-valued differential operator

$$\theta =\theta (u,u_x,\mathrm{})$$

and its exactness, in operator formalism, may be explicitly written as

$$\mathrm{\Omega }=\theta _{u}^{}{}_{}{}^{}\theta _u^{}$$
(29)
where $`\theta _u^{}`$ is, as usual, the Fréchet derivative of the 1-form $`\theta `$. Like in the finite-dimensional case, the operator $`\theta `$ can be reconstructed from $`\mathrm{\Omega }`$ by a quadrature. The formula

$$\theta =_0^1\mathrm{\Omega }_{\lambda u}(\lambda u)d\lambda $$
(30)
means that we must apply the matrix differential operator $`\mathrm{\Omega }`$, evaluated at the point $`\lambda u`$ on the vector $`\lambda u`$ itself. Then we must integrate, terms by terms, the resulting vector-valued differential operator $`\mathrm{\Omega }_{\lambda u}(\lambda u)`$, depending on $`\lambda `$, on the interval $`[0,1]`$. Applications of this formula will be given in the next section.

We have finally achieved our goal. By inserting the representation (29) of the 2-form $`\mathrm{\Omega }`$ in the representation formula (3) of the cocycle $`Q`$ we obtain

$`Q`$ $`=`$ $`L_Z(P)+P(\theta _{u}^{}{}_{}{}^{}\theta _u^{})P`$
$`=`$ $`L_Z(P)+L_{P\theta }(P)`$
$`=`$ $`L_{Z+P\theta }(P)`$
showing that the cocycle $`Q`$ is a coboundary. Furthermore we obtain the explicit formula

$$X=Z+P\theta $$
(31)
for the potential $`X`$ of $`Q`$, as in the finite-dimensional case. The proposition stated at the beginning of this section is thus completely proved.

To prepare the discussion on Dubrovin’s conjecture, to be performed in the final section, it remains to understand what relation connects the class of homogeneous bivectors considered by Dubrovin (and described in § 1) to the class of bivectors considered in this section.

###### Lemma 7

The class of Dubrovin’s cocycles is strictly contained in the present class of cocycles.

Proof. The point is to show that the homogeneity assumption (together with the cocycle condition) entails the involutivity condition (18) used to define our class of cocycles. To prove this result we exploit the well-known property that, for every cocycle, the bracket $`\{C^a,C^b\}_Q`$ is still a Casimir function of $`P`$. This means that

$$P\mathrm{d}(\{C^a,C^b\}_Q)=0$$

that is

$$\frac{\mathrm{d}}{\mathrm{d}x}\frac{\delta E^{ab}}{\delta u^l}=0.$$

Let us write

$$\frac{\delta E^{ab}}{\delta u^l}=A_l^{ab}.$$
(32)
By the above condition the functions $`A_l^{ab}`$ are constant, and therefore

$$E^{ab}=A_l^{ab}u^l+\frac{\mathrm{d}}{\mathrm{d}x}K^{ab}.$$

Accordingly

$$\{C^a,C^b\}_Q=_0^1A_l^{ab}u^ldx.$$

The homogeneity condition of Dubrovin entails $`A_l^{ab}=0`$, since $`E^{ab}`$ should have at least degree one. So the combined action of the cocycle and of the homogeneity condition entails the involutivity (18), as required. $`\mathrm{}`$

We finally notice that the vector field $`Z`$ and the $`1`$-form $`\theta `$ associated with the homogeneous cocycle $`Q`$ are themselves homogeneous operators, due to Eq. (23) and Eq. (30). Thus we can end our discussion by stating the following proposition

###### Proposition 2

All cocycles in Dubrovin’s class are coboundaries, and their potentials are homogeneous operators.

In our opinion, this is the deep reason for the validity of Dubrovin’s conjecture.

## 4 Three examples

As first example we consider again the homogeneous third-order scalar differential operators (1). We have already shown that they are coboundaries by guessing the form of the vector field $`X`$, inside the class of homogeneous vector fields. Presently we want to rediscover systematically this vector field, by using the previous algorithm. We recall the main steps of this approach.

1. The starting point is the representation formula $`A^\mathrm{t}P+PA+P\mathrm{\Gamma }P.`$ It allows to identify the matrix $`A`$ and the 2-form $`\mathrm{\Gamma }`$.
2. The next step is to exploit the pieces of information encoded into the matrix $`A`$. Its columns are exact 1-forms, and their potentials are the Hamiltonians with Lagrangian densities $`h^a`$. They allow to define the transversal vector field $`Z=h^aZ_a`$.
3. The Fréchet derivative $`Z^{}`$ of this vector field is the last object to be analyzed. Through the second representation formula $`Z^{}=A^\mathrm{t}+PR`$, it allows to identify the operator $`R`$, which defines the deformation $`\mathrm{\Omega }=\mathrm{\Gamma }+RR^{}`$ of $`\mathrm{\Gamma }`$ we are interested in.
4. At this point we compute the potential $`\theta `$ of the 2-form $`\mathrm{\Omega }`$. The vector field $`X`$ is given by the formula $`X=H^aZ_a+P\theta `$.

For the example at hands, the first representation formula reads

$`P_2`$ $`=`$ $`[2\alpha (u)u_{xx}+\alpha ^{^{}}(u)u_{x}^{}{}_{}{}^{2}]{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}+{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}[2\alpha (u)u_{xx}+\alpha ^{^{}}(u)u_{x}^{}{}_{}{}^{2}]`$
$`+{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}[\beta (u){\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}+{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\beta (u)]{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
where $`\alpha (u)`$ and $`\beta (u)`$ are related to the previous coefficients $`E(u)`$ and $`G(u)`$ according to

$`\alpha (u)`$ $`=`$ $`{\displaystyle \frac{1}{4}}(G(u){\displaystyle \frac{1}{2}}E^{^{}}(u))`$
$`\beta (u)`$ $`=`$ $`{\displaystyle \frac{1}{2}}E(u).`$
Since $`P=\frac{\mathrm{d}}{\mathrm{d}x}`$, the “matrix” $`A`$ is simply the scalar function

$$A(u;u_x,u_{xx})=2\alpha (u)u_{xx}+\alpha ^{^{}}(u)u_{x}^{}{}_{}{}^{2}.$$

We recognize in this expression the Euler operator associate with the Lagrangian density

$$h(u;u_x)=\alpha (u)u_{x}^{}{}_{}{}^{2}.$$

Consequently the vector field $`Z`$ is given by

$$Z(u;u_x)=\alpha (u)u_{x}^{}{}_{}{}^{2}=\frac{1}{4}(G(u)\frac{1}{2}E^{^{}}(u))u_{x}^{}{}_{}{}^{2}.$$

Its Fréchet derivatives is

$$Z_u^{}=2\alpha (u)u_{xx}\alpha ^{^{}}(u)u_{x}^{}{}_{}{}^{2}+2\frac{\mathrm{d}}{\mathrm{d}x}[\alpha (u)u_x]$$

and therefore

$`Z_u^{}+A^\mathrm{t}`$ $`=`$ $`2{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}[\alpha (u)u_x].`$
In this way we obtain the operator $`R=2\alpha (u)u_x`$. Since $`R^{}=R`$, the 2-form $`\mathrm{\Omega }`$ is simply given by

$$\mathrm{\Omega }=\beta (u)\frac{\mathrm{d}}{\mathrm{d}x}+\frac{\mathrm{d}}{\mathrm{d}x}\beta (u).$$

This form is exact and its potential is given by

$$\theta (u;u_x)=\beta (u)u_x=\frac{1}{2}E(u)u_x.$$

It can be computed either by direct inspection or by using the equation

$`\theta `$ $`=`$ $`{\displaystyle _0^1}\mathrm{\Omega }_{\lambda u}(\lambda u)𝑑\lambda `$
$`=`$ $`{\displaystyle _0^1}[\beta (\lambda u){\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}(\lambda u)+{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}(\beta (\lambda u))]𝑑\lambda .`$
Finally, the vector field $`X`$ is given by

$$X=Z+P\theta =\frac{1}{2}E(u)u_{xx}+(\frac{1}{4}G(u)\frac{5}{8}E^{^{}}(u))u_{x}^{}{}_{}{}^{2}.$$

It coincides with the vector field already obtained at the beginning of § 3.

As a second example let us consider the non-homogeneous third-order scalar differential operator

$$Q=\frac{\mathrm{d}^3}{\mathrm{d}x^3}+2u\frac{\mathrm{d}}{\mathrm{d}x}+u_x.$$
(33)
It is the well-known second Hamiltonian operator of the KdV hierarchy. By writing $`Q`$ in the form

$$Q=u\frac{\mathrm{d}}{\mathrm{d}x}+\frac{\mathrm{d}}{\mathrm{d}x}u+\frac{\mathrm{d}}{\mathrm{d}x}\left(\frac{\mathrm{d}}{\mathrm{d}x}\right)\frac{\mathrm{d}}{\mathrm{d}x}$$

we identify

$$A(u)=u$$

$$\mathrm{\Gamma }=\frac{\mathrm{d}}{\mathrm{d}x}.$$

Once again, we recognize in $`A`$ the Euler operator associate with the lagrangian density

$$h(u)=\frac{1}{2}u^2.$$

Consequently

$$Z=\frac{1}{2}u^2.$$

Its Fréchet derivative verifies the equation

$$Z^{^{}}+A^t=u+u=0.$$

Hence $`R=0`$, and $`\mathrm{\Omega }=\frac{\mathrm{d}}{\mathrm{d}x}`$. The potential $`\theta `$ of this $`2`$-form is

$$\theta =\frac{1}{2}u_x.$$

The potential $`X`$ associated with the operator $`Q`$ is then

$$X=\frac{1}{2}u^2\frac{1}{2}u_{xx}.$$
(34)
The final example concerns a non-homogeneous matrix-valued bivector $`Q`$. We consider the pair of Poisson bivectors

$$P=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\frac{\mathrm{d}}{\mathrm{d}x}$$
(35)
and

$$Q=\left(\begin{array}{cc}\frac{\mathrm{d}^3}{\mathrm{d}x^3}+2u\frac{\mathrm{d}}{\mathrm{d}x}+u_x& 3v\frac{\mathrm{d}}{\mathrm{d}x}+2v_x\\ & \\ 3v\frac{\mathrm{d}}{\mathrm{d}x}+v_x& \begin{array}{c}\frac{\mathrm{d}^5}{\mathrm{d}x^5}\frac{10}{3}u\frac{\mathrm{d}^3}{\mathrm{d}x^3}5u_x\frac{\mathrm{d}^2}{\mathrm{d}x^2}\\ +(\frac{16}{3}u^23u_{xx})\frac{\mathrm{d}}{\mathrm{d}x}+(\frac{16}{3}uu_x\frac{2}{3}u_{xxx})\end{array}\end{array}\right)$$
(36)
associated with the Boussineq hierarchy. It is well-known that $`P`$ is a coboundary of $`Q`$. Indeed $`P`$ is the Lie derivative of $`Q`$ along the vector field

$$X_1:\{\begin{array}{c}\dot{u}=0\\ \dot{v}=\frac{1}{2}\end{array}$$

Our aim is presently to show that $`Q`$ is a coboundary of $`P`$, and we want to compute explicitly its potential $`X_1`$:

$$Q=L_{X_1}(P).$$

The boring part is the identification of the matrix $`A`$ and of the operator $`\mathrm{\Gamma }`$. We start from the representation formula

$$\begin{array}{ccc}\hfill Q& =& E+S\frac{\mathrm{d}}{\mathrm{d}x}+\frac{\mathrm{d}}{\mathrm{d}x}S+\hfill \\ & & \frac{\mathrm{d}}{\mathrm{d}x}[\mathrm{\Lambda }_0+(\mathrm{\Lambda }_1\frac{\mathrm{d}}{\mathrm{d}x}+\frac{\mathrm{d}}{\mathrm{d}x}\mathrm{\Lambda }_1)+(\mathrm{\Lambda }_2\frac{\mathrm{d}^2}{\mathrm{d}x^2}+\frac{\mathrm{d}^2}{\mathrm{d}x^2}\mathrm{\Lambda }_2)\hfill \\ & & +(\mathrm{\Lambda }_3\frac{\mathrm{d}^3}{\mathrm{d}x^3}+\frac{\mathrm{d}^3}{\mathrm{d}x^3}\mathrm{\Lambda }_3)]\frac{\mathrm{d}}{\mathrm{d}x}\hfill \end{array}$$
(37)
valid for any fifth-order bivector. By comparison with Eq. (36), we obtain

$$\begin{array}{ccc}E=\left(\begin{array}{cc}0& \frac{1}{2}v_x\\ \frac{1}{2}v_x& 0\end{array}\right)& S=\left(\begin{array}{ccc}u& & \frac{3}{2}v\\ \frac{3}{2}v& & \frac{8}{3}u^2\frac{2}{3}u_{xx}\end{array}\right)& \mathrm{\Lambda }_0=0\\ & & \\ \mathrm{\Lambda }_1=\left(\begin{array}{cc}\frac{1}{2}& 0\\ 0& \frac{5}{3}u\end{array}\right)& \mathrm{\Lambda }_3=\left(\begin{array}{ccc}0& & 0\\ 0& & \frac{1}{2}\end{array}\right)& \mathrm{\Lambda }_2=0\end{array}$$

We notice that $`E`$ is a total derivative with respect to $`x`$, guaranteeing that $`\{C^a,C^b\}_Q=0`$. Since

$$E=\frac{\mathrm{d}}{\mathrm{d}x}\left(\begin{array}{cc}0& \frac{1}{2}v\\ \frac{1}{2}v& 0\end{array}\right)+\left(\begin{array}{cc}0& \frac{1}{2}v\\ \frac{1}{2}v& 0\end{array}\right)\frac{\mathrm{d}}{\mathrm{d}x}$$
(38)
we obtain the first representation formula of the operator $`Q`$

$`Q`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\left(\begin{array}{ccc}u& & 2v\\ v& & \frac{8}{3}u^2\frac{2}{3}u_{xx}\end{array}\right)+\left(\begin{array}{ccc}u& & v\\ 2v& & \frac{8}{3}u^2\frac{2}{3}u_{xx}\end{array}\right){\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}`$
$`+{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\left(\begin{array}{cc}\frac{\mathrm{d}}{\mathrm{d}x}& 0\\ 0& \frac{\mathrm{d}^3}{\mathrm{d}^3x}\frac{10}{3}u\frac{\mathrm{d}}{\mathrm{d}x}\frac{5}{3}u_x\end{array}\right){\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}.`$
Replacing the operator $`\frac{\mathrm{d}}{\mathrm{d}x}`$ by the bivector $`P`$, we obtain the second representation formula

$`Q`$ $`=`$ $`P\left(\begin{array}{ccc}v& & \frac{8}{3}u^2\frac{2}{3}u_{xx}\\ u& & 2v\end{array}\right)+\left(\begin{array}{ccc}v& & u\\ \frac{8}{3}u^2\frac{2}{3}u_{xx}& & 2v\end{array}\right)P`$
$`+P\left(\begin{array}{cc}\frac{\mathrm{d}^3}{\mathrm{d}^3x}\frac{10}{3}u\frac{\mathrm{d}}{\mathrm{d}x}\frac{5}{3}u_x& 0\\ 0& \frac{\mathrm{d}}{\mathrm{d}x}\end{array}\right)P.`$
It follows that

$$A=\left(\begin{array}{ccc}v& & \frac{8}{3}u^2\frac{2}{3}u_{xx}\\ u& & 2v\end{array}\right)$$

and

$$\mathrm{\Gamma }=\left(\begin{array}{cc}\frac{\mathrm{d}^3}{\mathrm{d}^3x}\frac{10}{3}u\frac{\mathrm{d}}{\mathrm{d}x}\frac{5}{3}u_x& 0\\ 0& \frac{\mathrm{d}}{\mathrm{d}x}\end{array}\right).$$

At this point we just repeat the usual scheme. We notice that the entries of the columns of $`A`$ are the Euler operators associated with the Lagrangian densities

$`h^1(u,v)`$ $`=`$ $`uv`$
$`h^2(u,v;u_x,v_x)`$ $`=`$ $`v^2+{\displaystyle \frac{8}{9}}u^3+{\displaystyle \frac{1}{3}}u_x^2`$
respectively. Then we use the transversal symmetries

$`z_1:`$ $`\{\begin{array}{c}\dot{u}=1\\ \dot{v}=0\end{array}`$
$`z_2:`$ $`\{\begin{array}{c}\dot{u}=0\\ \dot{v}=1\end{array}`$
to build the vector field

$$Z:\{\begin{array}{ccc}\hfill \dot{u}& =& uv\hfill \\ \hfill \dot{v}& =& v^2\frac{8}{9}u^3\frac{1}{3}u_x^2.\hfill \end{array}$$

Its Fréchet derivative verifies the equation

$`Z^{}+A^\mathrm{t}`$ $`=`$ $`\left(\begin{array}{ccc}v& & u\\ \frac{8}{3}u^2\frac{2}{3}u_x\frac{\mathrm{d}}{\mathrm{d}x}& & 2v\end{array}\right)+\left(\begin{array}{ccc}v& & u\\ \frac{8}{3}u^2\frac{2}{3}u_{xx}& & 2v\end{array}\right)`$
$`=`$ $`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\left(\begin{array}{cc}0& 0\\ \frac{2}{3}u_x& 0\end{array}\right).`$
So the operator $`R`$ is given by

$$R=\left(\begin{array}{cc}\frac{2}{3}u_x& 0\\ 0& 0\end{array}\right).$$

Since $`R=R^{}`$ we finally get $`\mathrm{\Omega }=\mathrm{\Gamma }`$. Its potential $`\theta `$ is:

$$\theta =\left(\begin{array}{c}\frac{5}{3}uu_x\frac{1}{2}u_{xxx}\\ \frac{1}{2}v_x\end{array}\right).$$

Consequently

$$X_1:\{\begin{array}{ccc}\hfill \dot{u}& =& uv+\frac{1}{2}v_{xx}\hfill \\ & & \\ \hfill \dot{v}& =& v^2\frac{8}{9}u^3+\frac{4}{3}u_x^2+\frac{5}{3}uu_{xx}\frac{1}{2}u_{xxxx}.\hfill \end{array}$$

Let us finally consider the third vector field

$$2X_0=[X_1,X_1]$$

It is a conformal symmetry of both Poisson bivectors $`P`$ and $`Q`$. Indeed

$`L_{X_0}(P)`$ $`=`$ $`{\displaystyle \frac{1}{2}}P`$
$`L_{X_0}(Q)`$ $`=`$ $`{\displaystyle \frac{1}{2}}Q.`$
Furthermore, the vector fields $`(X_1,X_0,X_1)`$ satisfy the commutation relations

$$[X_1,X_0]=X_1[X_1,X_0]=X_1.$$

Therefore by the present algorithm we have constructed the $`𝔰𝔩(2)`$-subalgebra of the $`𝒲`$-algebra associated with the Boussineq hierarchy. This remark suggests that the method used in this paper are potentially very useful in analyzing and classifying Poisson pencils on bihamiltonian manifolds.

## 5 Proof of Dubrovin’s conjecture

The key idea for proving the conjecture is to reduce the Jacobi identity $`[P_ϵ,P_ϵ]=0`$ to a sequence of cohomological equations. This is possible on a manifold of hydrodynamic type due to the results of § 3. The outcome is a peculiar representation of the coefficients of the deformation $`P_ϵ`$ in terms of vector fields.

###### Proposition 3

A sequence of homogeneous vector fields $`X_k`$ may be associated with every homogeneous deformations $`P_ϵ`$, in such a way that the coefficients $`P_k`$ of the Taylor expansion of $`P_ϵ`$ are written as iterated derivatives of the given bivector $`P_0`$. To this end consider the Lie derivatives associated with the vector fields, and construct with them the operator

$$T_k=\underset{j_1+2j_2+\mathrm{}+kj_k=k}{}\frac{L_{X_k}^{j_k}}{J_k!}\mathrm{}\frac{L_{X_1}^{j_1}}{J_1!}$$

to be referred to as the Schur polynomial of order $`k`$ associated with the given sequence of vector fields. Then

$$P_k=T_k(P_0).$$
(47)
Proof. Let us first check the formula for $`k=1`$. We know that the first coefficient $`P_1`$ is an homogeneous bivector verifying the cocycle condition $`[P_1,P_0]=0`$. Hence, by the final proposition of § 3 there exist an homogeneous vector field $`X_1`$, such that $`P_1=L_{X_1}(P_0)`$. This proves the first case of identity (47).

To prove by induction the remaining cases , we use the identity

$$T_k([P,P])=\underset{\begin{array}{c}j,l=0\\ j+l=k\end{array}}{\overset{k}{}}[T_j(P),T_l(P)].$$
(48)
It follows from the transformation law

$$\psi _ϵ([P,P])=[\psi _ϵ(P),\psi _ϵ(P)]$$

with respect to the special one parameter family of local diffeomorphisms

$$\varphi _ϵ^{(k)}:MM$$

constructed as follows. First we compose the flows $`(\varphi _{t_1},\mathrm{},\varphi _{t_k})`$ associated with the vector fields $`(X_1,\mathrm{},X_k)`$ so to obtain the multiparameter family of local diffeomorphisms

$$\varphi _{t_1,\mathrm{},t_k}^{(k)}=\varphi _{t_k}\mathrm{}\varphi _{t_1}.$$
(49)
Then we reduce this family by setting

$$t_j=ϵ^j.$$
(50)
By expanding Eq. (49) in powers of $`ϵ`$, and by equating the coefficients of $`ϵ^k`$ we obtain exactly Eq. (48).

Assume presently that the representation (47) is true for the first $`n`$ coefficients $`(P_1,\mathrm{},P_n)`$. To prove that it is also true for $`P_{n+1}`$ we consider Eq. (48) for $`k=n+1`$. We notice that this equation holds for any choice of the vector fields $`(X_1,\mathrm{},X_{n+1})`$. In particular it holds also for $`X_{n+1}=0`$. Let us denote by

$$\widehat{T}_{n+1}=T_{n+1}|_{X_{n+1}=0}$$

the restriction of the operator $`T_{n+1}`$ to the first $`n`$ vector fields of the sequence. Then we can write

$$\widehat{T}_{n+1}([P_0,P_0])=\underset{\begin{array}{c}j,l=0\\ j+l=n+1\end{array}}{\overset{n+1}{}}[\widehat{T}_j(P_0),\widehat{T}_l(P_0)].$$
(51)
By assumption $`[P_0,P_0]=0`$, and

$$P_l=T_l(P_0)=\widehat{T}_l(P_0)l=1,\mathrm{},n.$$

Therefore Eq. (51) becomes:

$$2[P_0,\widehat{T}_{n+1}(P_0)]+\underset{\begin{array}{c}j,l=1\\ j+l=n+1\end{array}}{\overset{n}{}}[P_j,P_l]=0.$$

Let us compare this equation with

$$2[P_0,P_{n+1}]+\underset{\begin{array}{c}j,l=1\\ j+l=n+1\end{array}}{\overset{n}{}}[P_j,P_l]=0$$

expressing the Jacobi identity $`[P_ϵ,P_ϵ]=0`$ at the order $`n+1`$ in $`ϵ`$. It takes the form of a cocycle condition:

$$[P_0,P_{n+1}\widehat{T}_{n+1}(P_0)]=0.$$

Therefore there exist a vector field $`X_{n+1}`$ such that

$$P_{n+1}=L_{X_{n+1}}(P_0)+\widehat{T}_{n+1}(P_0)=T_{n+1}(P_0).$$

By induction this proves the representation formula (47) for any $`k`$. $`\mathrm{}`$

To end the proof of Dubrovin’s conjecture it is sufficient now to notice that the infinite sequence of identities

$$P_k=T_k(P_0)$$
(52)
means that

$$P_ϵ=\varphi _ϵ(P_0)$$
(53)
for the limit $`\varphi _ϵ`$ of the sequence of local diffeomorphism $`\varphi _ϵ^{(k)}`$ for $`k\mathrm{}`$. Indeed, according to the theory of “Lie transform”, Eq. (52) are nothing else than the Taylor expansion of Eq. (53) in powers of $`ϵ`$. We have then obtained a constructive proof of Dubrovin’s conjecture. The relation

$$\varphi _ϵ^{(k)}=\varphi _{ϵ^k}^{[X_k]}\mathrm{}\varphi _ϵ^{[X_1]}$$
(54)
gives the approximation, at order $`k`$ of the trivializing map $`\varphi _ϵ:MM`$ we were looking for.

## Acknowledgments

We sincerely thank B. Dubrovin for introducing us to the problem of deformation of Poisson manifolds of hydrodynamic type. We also thank G. Falqui for many useful discussion. We finally thank the Istituto Nazionale di Alta Matematica of Rome, who supported a meeting on the geometry of Frobenius manifolds, giving us the occasion to meet all together and discuss the problem.


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text:
# STOCHASTIC VERSION OF THE ERDOS-RENYI LIMIT THEOREM

## 1 Introduction

The Erdös-Rényi limit theorem concerns the asymptotic behaviour of the random variables

$$\eta (n,k)=\underset{i=1,\mathrm{},nk}{\mathrm{max}}S_i(k)/k,S_i(k)=\xi _i+\xi _{i+1}+\mathrm{}+\xi _{i+k},$$
$`(1.1)`$
where $`\mathrm{\Xi }=\{\xi _i\}_{i=1}^{\mathrm{}}`$ is a family of independent identically distributed (i.i.d.) random variables determined on the same probability space $`\mathrm{\Omega }`$ and having zero mathematical expectation $`𝐄\xi =0`$. It is assumed that the function

$$\varphi (\tau )=𝐄e^{\xi \tau }$$
$`(1.2)`$
is determined for $`\tau I_\xi `$, where $`I_\xi 𝐑_+=(0,+\mathrm{})`$.

In  it is proved that given $`1<C<\mathrm{}`$ there exists, with probability 1, a non-random limit

$$\underset{n\mathrm{}}{lim}\eta (n,[C\mathrm{log}n])=\alpha $$
$`(1.3)`$
determined by relation

$$\underset{\tau I}{inf}\varphi (\tau )e^{\alpha \tau }=e^{1/C}.$$
$`(1.4)`$
In the particular case when $`\xi _i`$ are given as Bernoulli random variables

$$\xi _i=\zeta _i=\{\begin{array}{cc}1,\hfill & \text{with probability }1/2\text{,}\hfill \\ 1,\hfill & \text{with probability }1/2\text{,}\hfill \end{array}$$
$`(1.5)`$
convergence (1.3) holds with $`C=c\mathrm{log}_e2`$, where $`\alpha (c)`$ is determined by relation

$$\frac{1}{c}=1h\left(\frac{1+\alpha }{2}\right)$$
$`(1.6)`$
with

$$h(t)=t\mathrm{log}_2t(1t)\mathrm{log}_2(1t),0<t<1.$$

It is easy to see that in this case $`\alpha `$ takes values between the mean value $`0=\alpha (+\mathrm{})`$ and the maximum $`1=\alpha (1)`$ of random variables $`\zeta _i`$. Obviously, one can also determine the limit $`\alpha (c)`$ for the values $`c(0,1)`$; in this case it is equal to $`1`$.

Further studies give more details about the convergence (1.3); in particular, the convergence in probability was proved in sand the estimates with probability 1 were derived for the difference $`\frac{k}{\mathrm{log}k}[\eta (n,k)\alpha (C)]`$ . The Erdös-Rényi theorem has found several applications (see e.g. ) and various generalizations of it have been considered (random variables indexed by sets, non-i.i.d. random variables, random variables in Banach spaces and others).

One more version of this limit theorem is motivated by the studies of spectra of random matrices . Namely, when regarding the weighted adjacency matrix of a random graph, one observes that the spectral norm of such a matrix is bounded from below by the maximum of the sums $`S_i(k)`$ (1.1), where the number of terms $`k`$ is distributed at random . Then, in the limit of large dimension of such a sparse random matrix, one faces the problem that can be called the stochastic version of the Erdös-Rényi limit theorem. It is clear that in this direction one can find different generalizations of the Erdös-Rényi theorem. In present paper we give the proof of the results announced previously  in the form maximally close to (1.1). We discuss other related settings at the end of the paper.

Let us complete this introduction with expressions of gratitude to Profs. A. Rouault and E. Rio for the interest to this work and valuable discussions.

## 2 Main result and discussion

Let us consider the family of i.i.d. random variables $`\mathrm{\Lambda }=\{\lambda _i\}_{i=1}^{\mathrm{}}`$ determined on the same probability space as $`\mathrm{\Xi }`$, also independent from the family $`\mathrm{\Xi }`$. These $`\lambda _i`$ take values in $`𝐍`$ according to the law $`\mathrm{Pr}\{\lambda =k\}=q(k)`$ such that $`𝐄\lambda =p`$. We assume that the function $`\psi _p(t)=𝐄e^{\lambda t},tI_\lambda 𝐑_+`$  exists,

$$\psi _p(t)=e^{p\chi (t)(1+o(1))}\text{as}p\mathrm{}$$
$`(2.1)`$
and $`\chi (t)`$ is analytic and satisfies conditions $`\chi (t)0`$, $`\chi (0)=0`$. It is easy to deduce from (2.1) that

$$\text{ Pr}\{\lambda l\}\underset{tI_\lambda }{inf}\psi _p(t)e^{tl}=e^{pf(l/p)(1+o(1))},p\mathrm{},$$
$`(2.2)`$
where

$$f(y)=\underset{tI_\lambda }{sup}\left[yt\chi (t)\right].$$
$`(2.3)`$
We assume that $`f(y)`$ is the steep function, i.e. it takes value $`+\mathrm{}`$ when $`y`$ goes beyond the domain of definition of $`f`$. Then by the Gärtner-Ellis theorem (see e.g. )

$$\text{ Pr}\{\lambda yp\}=e^{pf(y)(1+o(1))},y0,p\mathrm{}.$$
$`(2.4)`$
Let us note that $`f(y)`$ is non-negative, strictly convex monotone function. It attains its minimal value at the point $`y^{}=(𝐄\lambda )/p=1`$.

Theorem 2.1 Let us consider the sums

$$S_i(\lambda _i)=\xi _i+\xi _{i+1}+\mathrm{}+\xi _{i+\lambda _i},$$
$`(2.5)`$
where $`\{\xi _i\}`$ are as in (1.1), and determine

$$\stackrel{~}{\eta }(n,p)=\underset{i=1,\mathrm{},n}{\mathrm{max}}\eta _i(n,p),\eta _i(n,p)=S_i(\lambda _i)/p.$$

There exists with probability 1 a non-random limit

$$\underset{n\mathrm{}}{lim}\stackrel{~}{\eta }(n,C\mathrm{log}n)=\stackrel{~}{\alpha },$$
$`(2.6)`$
determined by the following relations:

i) If

$$D(\stackrel{~}{\alpha }/y)=\underset{\tau I_\xi }{\mathrm{max}}\left[\frac{\stackrel{~}{\alpha }\tau }{y}\mathrm{log}\varphi (\tau )\right],$$
$`(2.7)`$
then $`\stackrel{~}{\alpha }=\stackrel{~}{\alpha }(C)`$ is determined by relation

$$\underset{y0}{inf}\left[f(y)+yD(\stackrel{~}{\alpha }/y)\right]=\frac{1}{C}$$
$`(2.8)`$
that generalizes (1.4);

ii) In the case of Bernoulli random variables $`\xi _i=\zeta _i`$ (1.5), convergence (2.6) holds with $`\stackrel{~}{\alpha }=\stackrel{~}{\alpha }(c)`$ determined by relation (cf. (1.6))

$$\underset{y(\stackrel{~}{\alpha },+\mathrm{})}{inf}\left\{f(y)+y\left[1h\left(\frac{1}{2}+\frac{\stackrel{~}{\alpha }}{2y}\right)\right]\right\}=\frac{1}{c},$$
$`(2.9)`$
where $`c=C/\mathrm{log}_e2`$.

To compare this theorem with results of , let us consider first the case (ii) of Bernoulli random variables. The next simplifying assumption is that $`\lambda _i`$ have the Poisson distribution with parameter $`p`$. This makes (2.5) close to the model arising in the studies of sparse random matrices (see the end of this paper). One can easily derive that in this case $`\chi (t)=e^t1,I_\lambda =𝐑_+`$ and

$$f(y)=\{\begin{array}{cc}0,\hfill & \text{if }y(0,1)\text{,}\hfill \\ y(\mathrm{log}y1)+1,\hfill & \text{if }y[1,\mathrm{})\text{.}\hfill \end{array}$$

The function

$$g_a(y)=y\left[1h\left(\frac{1}{2}+\frac{a}{2y}\right)\right]$$
$`(2.10)`$
is positive and strictly decaying on $`(a,+\mathrm{})`$; the maximum is attained at $`a`$ and $`g_a(a)=a`$, $`g_a^{}(a)=\mathrm{}`$. The solution of (2.9) exists for all $`c(0,+\mathrm{})`$ and $`lim_c\mathrm{}\stackrel{~}{\alpha }(c)=0`$. This coincides with the value of $`\alpha (+\mathrm{})=0`$ given by (1.6).

It is not hard to show that $`\stackrel{~}{\alpha }(c)>\alpha (c)`$ for all finite values of $`c`$. Moreover, (2.9) implies that $`\stackrel{~}{\alpha }(c)`$ infinitely increases as $`c0`$. This means that

$$\underset{1p\mathrm{log}_2n}{lim}\stackrel{~}{\eta }(n,p)=+\mathrm{},$$
$`(2.11)`$
while the corresponding value of $`\alpha (c),c0`$ remains equal to $`1`$. This is an important difference between the usual and stochastic cases of the Erdös-Rényi limit theorem (see Section 4).

The reason for (2.11) is that in the limit $`c0`$ the averaging in (2.5) is not sufficient and $`\stackrel{~}{\eta }(n,p)`$ really searches for the maximum of variables $`\eta _i`$. This is provided by those variables that have almost all $`\zeta _i`$ equal to $`1`$; since one can see large deviations of the the number of terms in $`S_i(\lambda _i)`$ with respect to $`p`$, then one can obtain infinite values of $`\stackrel{~}{\eta }(n,p)`$ (2.11).

Thus, we conclude that the large fluctuations of $`q(l)`$ in the scale $`p`$ are responsible for (2.11). This proposition is supported by the following observation. Let us forget the Poisson distribution of $`\lambda `$ and assume that there exists a finite interval $`Y(0,\mathrm{})`$ such that $`q([py])=o(e^p)`$ for all $`y\overline{Y}=𝐑Y`$. Then we determine $`f(y)`$ as $`+\mathrm{}`$ on $`\overline{Y}`$ and still consider (2.9). In this case $`sup_c\stackrel{~}{\alpha }(c)`$ is finite. Finally, we observe that if $`f(y)`$ is close to the Dirac $`\delta `$-function $`\delta (y1)`$, then $`\stackrel{~}{\alpha }(c)`$ is close to the values $`\alpha (c)`$ given by (1.5).

Summing up these arguments, we arrive at the conclusion that $`lim_{c0}\stackrel{~}{\alpha }(c)=\mathrm{}`$ provided the fluctuations of $`\lambda _i`$ around $`p`$ are sufficiently large.

It the general case of finite but unbounded random variables $`\xi _i`$, the limit $`\stackrel{~}{\alpha }(C)`$ as $`C1`$ can be infinite already in the classical case of $`\lambda _ik=[C\mathrm{log}n]`$,.

## 3 Proof of Theorem 2.1.

As in , we give the proof of the item (ii) concerning the Bernoulli random variables $`\zeta _i`$ and then describe the changes needed to prove Theorem 2.1 in the general case.

Let us show that for any positive $`\epsilon `$

$$\text{ Pr}\{\stackrel{~}{\eta }(n,c\mathrm{log}_2n)\stackrel{~}{\alpha }+\epsilon \}=O(n^\delta ),n\mathrm{},$$
$`(3.1)`$
where $`\delta >0`$ depends only on $`\epsilon `$. We start with elementary inequality

$$\text{ Pr}\{\underset{i=1,\mathrm{},n}{sup}\eta _i(n,p)x\}\underset{i=1}{\overset{n}{}}\text{ Pr}\{\eta _i(n,p)x\}=n\text{ Pr}\{\eta _1(n,p)x\},$$

where we used the fact that $`\eta _i`$ are identically distributed. Observing that $`\{\omega :\eta _1x\}\{\omega :\lambda px\}`$, we can write that

$$\text{ Pr}\{\eta _1(n,p)x\}=\underset{lpx}{}q(l)\text{ Pr}\{S(l)px\}.$$
$`(3.2)`$
Using the Stirling formula, one can write that

$$\frac{1}{2^l}\underset{(l+px)/2jl}{}\left(\genfrac{}{}{0pt}{}{l}{j}\right)=\underset{(l+px)/2jl}{}\frac{2^{j\mathrm{log}_2(j/l)(lj)\mathrm{log}_2(1j/l)}}{\sqrt{2\pi j(1j/l)1}}(1+o(1)).$$

Elementary computation shows that the last sum is estimated by its first term stimes a constant. Then we obtain inequality

$$\text{ Pr}\{S(l)px\}\frac{U}{\sqrt{l}}\mathrm{\hspace{0.17em}\hspace{0.17em}2}^{l\left[1h\left(\frac{1}{2}+\frac{xp}{2l}\right)\right]}.$$
$`(3.3)`$
If $`x\stackrel{~}{\alpha }+\epsilon `$, then there exists $`\delta >0`$ that

$$f(y)+y\left[1h\left(\frac{1}{2}+\frac{x}{2y}\right)\right]=f(y)+g_x(y)>\frac{1+\delta }{c}$$
$`(3.4)`$
for all $`y0`$. It is clear that the minimal value of $`f(y)`$ is $`f(1)=0`$. Since $`f(y)`$ is strictly convex and monotone, it is continuous. Let us denote by $`z`$ the value such that $`f(y)\delta /(2c)`$ for $`1yz`$. Then for all $`0yz`$

$$cg_x(y)>1+\frac{\delta }{2}.$$
$`(3.5)`$
Using monotonicity of $`g_x()`$, we derive from (3.3) inequality

$$\text{ Pr}\{\eta x\}\left(\underset{pxlpz}{}+\underset{pzl}{}\right)\frac{U}{\sqrt{l}}q(l)2^{l\left[h\left(\frac{1}{2}+\frac{xp}{2l}\right)1\right]}$$

$$U\underset{xplpz}{}2^{pg_x(l/p)}+2^{pg_x(z)(1+o(1))}\underset{lpz}{}q(l).$$

Taking into account that $`p=c\mathrm{log}_2n`$, using (3.5) and combination of (2.2) and (3.4), we obtain that

$$\text{ Pr}\{\eta _1(n,p)x\}=O(n^{1\delta /4})$$

because the number of terms in the first sum is of the order $`O(\mathrm{log}_2n)`$. Relation (3.1) is proved.

To prove the almost sure estimate, we follow the scheme of . Let us consider the sequence of random variables

$$\stackrel{~}{\eta }_j\stackrel{~}{\eta }(e^{(j+1)/C}1,j).$$

Then (3.1) implies convergence of the series $`_j\mathrm{Pr}\{\stackrel{~}{\eta }_j>\stackrel{~}{\alpha }\}`$. Now, taking into account that $`\stackrel{~}{\eta }(n,C\mathrm{log}n)\stackrel{~}{\eta }_j`$ for all $`n`$ such that $`e^{j/C}ne^{(j+1)/C}1`$, we obtain relation

$$\mathrm{Pr}\{\underset{n\mathrm{}}{lim\; sup}\stackrel{~}{\eta }(n,C\mathrm{log}n)\stackrel{~}{\alpha }\}=1.$$

This completes the estimate from above of $`lim\stackrel{~}{\eta }(n,c\mathrm{log}_2n)`$ for the case of Bernoulli random variables.

In the general case one can use inequality (see e.g. )

$$\text{ Pr}\{S(l)px\}=(2\pi lb_l)^{1/2}e^{lD(x/y)},$$
$`(3.6)`$
where $`0<bb_lB<\mathrm{}`$, instead of (3.3). The remaining part of the proof repeats the arguments presented above.

Now let us show that $`\text{ Pr}\{\mathrm{max}_i\eta _i<\stackrel{~}{\alpha }\epsilon ^{}\}`$ vanishes as $`n\mathrm{}`$. To do this, we take an integer $`m`$ and determine the subsets of $`\mathrm{\Omega }`$

$$B_n(m)=\{\omega \mathrm{\Omega }:\underset{i=1,\mathrm{},n}{sup}\lambda _i<m\}$$

The next observation is that the events

$$A_k(n,m)=\{\omega :\eta _{km+1}(n,p)x|B_n(m)\}$$

are jointly independent for all $`0kn(m)1,n(m)=[n/m]`$. Thus, we can write that

$$\text{ Pr}\{\underset{i}{sup}\eta _ix|B_n(m)\}=\underset{k=1}{\overset{n(m)}{}}\text{ Pr}\{A_k(n,m)\}$$

$$=\left(\frac{\text{ Pr}\{\eta _1xB_n(m)\}}{\text{ Pr}(B_n(m))}\right)^{n(m)},$$
$`(3.7)`$
where we denoted $`\eta _1=\eta _1(n,p)`$. Regarding elementary relations

$$\text{ Pr}\{FB_n(m)\}1\text{ Pr}\{\overline{F}B_n(m)\}$$

and

$$\text{ Pr}\{DB_n(m)\}=\text{ Pr}\{D\}\text{ Pr}\{D\overline{B_n(m)}\}\text{ Pr}\{D\}\text{ Pr}\{\overline{B_n(m)}\}$$

with $`F=\{\omega :\eta _1x\}`$ and $`D=\overline{F}`$, we can write that

$$\text{ Pr}\{\eta _1xB_n(m)\}1\text{ Pr}\{\eta _1>x\}+\text{ Pr}\{\overline{B_n(m)}\}.$$
$`(3.8)`$
Let us considers $`\text{ Pr}\{\eta _1>x\}`$. If $`x<\stackrel{~}{\alpha }(c)\epsilon `$, then there exist $`\delta ^{}>0`$ and $`z^{}>1`$ that

$$f(y)+y\left[1h\left(\frac{1}{2}+\frac{x}{2y}\right)\right]\frac{1\delta ^{}}{c},\text{ for all }yz_1$$
$`(3.9)`$
The Stirling formula implies the following inequality inverse to (3.3)

$$\frac{1}{2^l}\underset{(l+px)/2jl}{}\left(\genfrac{}{}{0pt}{}{l}{j}\right)\frac{u}{\sqrt{l}}\mathrm{\hspace{0.17em}\hspace{0.17em}2}^{l\left[1h\left(\frac{1}{2}+\frac{xp}{2l}\right)\right]}.$$
$`(3.10)`$
Using this estimate and remembering monotonicity of the function $`g_x()`$ (2.10), we derive from (3.2) relation

$$\text{ Pr}\{\eta _1>x\}n^{cz_1\left[1h\left(\frac{1}{2}+\frac{x}{2z_1}\right)\right]}\underset{ypz_1}{}q(l).$$

Now (2.4) together with (3.9) imply that

$$\text{ Pr}\{\eta _1>x\}=O(n^{1+\delta ^{}}).$$
$`(3.11)`$
In the general case, one can use (3.6) instead of (3.10) and obtain (3.11).

Let us estimate $`\text{ Pr}\{\overline{B_n(m)}\}n\text{ Pr}\{\lambda _im\}`$. We use again (2.2) and observe that if $`z^{\prime \prime }`$ is such that $`f(z^{\prime \prime })3/C`$, then

$$\text{ Pr}\{\overline{B_n(m)}\}=O(n^2),m=pz^{\prime \prime },n\mathrm{}.$$
$`(3.12)`$
Now we can derive from (3.7), (3.8), (3.11) and (3.12) that

$$\text{ Pr}\{\underset{i}{sup}\eta _ix|B_n(pz^{\prime \prime })\}\left(\frac{1O(n^{1+\delta ^{}})}{1O(n^2)}\right)^{n/(pz^{\prime \prime })}=O(e^{n^{\delta ^{}/2}}).$$

Finally, writing inequality

$$\text{ Pr}\{\underset{i}{sup}\eta _ix\}\text{ Pr}\{\underset{i}{sup}\eta _ix|B_n(m)\}\text{ Pr}(B_n(m))+\text{ Pr}\{\overline{B_n(m)}\}$$

with $`m=pz^{\prime \prime }`$, we get that

$$\text{ Pr}\{\stackrel{~}{\eta }(n,p)<\stackrel{~}{\alpha }\epsilon ^{}\}=O(n^2).$$

Therefore $`\text{ Pr}\{lim\; inf_n\mathrm{}\stackrel{~}{\eta }(n,C\mathrm{log}n)\stackrel{~}{\alpha }\}=1`$. This completes the proof of Theorem 2.1. $`\mathrm{}`$

## 4 Applications to random graphs and random matrices

Let us consider the adjacency matrix $`A`$ of a simple graph $`\mathrm{\Gamma }`$ with the sets of vertices and edges denoted by $`V`$ and $`E`$, respectively. If $`|V|=N`$ and the vertices are enumerated, then $`A`$ is an $`N\times N`$ real symmetric matrix with the entries

$$A_{ij}^{(N)}=\{\begin{array}{cc}1,\hfill & \text{if the edge }e(i,j)E\text{,}\hfill \\ 0,\hfill & \text{if }e(i,j)E\text{,}\hfill \end{array},i,j=1,\mathrm{},N.$$
$`(4.1)`$
Often one calls the set of eigenvalues of $`A^{(N)}`$ the spectrum of $`\mathrm{\Gamma }`$ .

One of the models of random graphs (see e.g. ) is determined by the ensemble $`\{A^{(N,p)}\}`$ of matrices whose entries $`\{a_{ij},ij\}`$ are given as a family of jointly independent random variables with distribution

$$a_{ij}=\{\begin{array}{cc}1,\hfill & \text{with probability }p/N\text{,}\hfill \\ 0,\hfill & \text{with probability }1p/N\text{.}\hfill \end{array}$$

Having a random graph $`\mathrm{\Gamma }^{(N,p)}`$, one can ask about the asymptotic behaviour of its spectrum when $`N\mathrm{}`$, in particular, what happens with the maximal (minimal) eigenvalue of $`A^{(N,p)}`$. This question was addressed in  in more general setting than (4.1).

Namely, the random matrix ensemble $`W_{ij}^{(N,p)}=a_{ij}w_{ij}`$ has been studied, where $`\{w_{ij},ij\}`$ are jointly independent random variables, also independent from $`\{a_{ij}\}`$. It is assumed that the probability distribution of $`w_{ij}`$ has all odd moments zero $`m_{2k+1}=0`$ and $`m_{2k}k^{(1+\tau )k}`$ with $`\gamma 0,k1`$. Under these conditions, it was shown that the spectral norm of the matrix $`\widehat{W}^{(N,p)}=\frac{1}{\sqrt{p}}W^{(N,p)}`$ in the limit $`N,p\mathrm{}`$ converges with probability 1 to the limits

$$\widehat{W}^{(N,p)}=\{\begin{array}{cc}2v,\hfill & \text{if }p=O((\mathrm{log}n)^{1+\gamma })\text{,}\hfill \\ +\mathrm{},\hfill & \text{if }p=O((\mathrm{log}n)^{1\gamma }))\text{,}\hfill \end{array}$$
$`(4.2)`$
for any $`\gamma >\tau `$. Here we denoted $`v=\sqrt{𝐄w_{ij}^2},i,j=1,\mathrm{}N`$.

Slightly modifying computations of , one can show that the same convergence (4.2) is valid for the spectral norm of $`\frac{1}{\sqrt{p}}A^{(N,p)}`$ with $`\gamma >0`$.

To study the limit of $`p=C\mathrm{log}N`$, one has to carry out more accurate analysis than that of . One of the possible results can be obtained by using the Theorem 2.1. Indeed, one can write inequality

$$\widehat{W}^{(N,p)}^2\underset{i=1,\mathrm{},n}{\mathrm{max}}\widehat{W}^{(N,p)}e(i)^2\underset{i=1,\mathrm{},n}{\mathrm{max}}T_i(N,p),$$

where $`e(i)_j=\delta _{ij}`$. Observing that

$$T_i(N,p)=\frac{1}{p}\underset{j=1}{\overset{N}{}}a_{ij}w_{ij}^2\frac{1}{p}\underset{ji}{\overset{N}{}}a_{ij}w_{ij}^2\widehat{T}_i(N,p),$$

one faces the same problem as described in Theorem 2.1. Indeed, $`p\widehat{T}_i(n,p)`$ is given by the sum of independent random variables and the number of terms is given by $`\widehat{\lambda }_i=_{j=i}^Na_{ij}`$ that approaches the Poisson random variables $`\lambda _i`$ with parameters $`ip/Np`$, respectively. Thus $`p\widehat{T}_i(n,p)`$ resembles $`S_i(\lambda _i)`$ (2.5) with $`\xi `$ replaced by $`\widehat{\xi }_j=w_{ij}^2`$. Let us denote

$$H(N,p)=\underset{i=1,\mathrm{},N}{sup}T_i(N,p)\text{and}\widehat{H}(N,p)=\underset{i=1,\mathrm{},N}{sup}\widehat{T}_i(N,p).$$
$`(4.3)`$
So, the first difference between (2.5) and (4.3) is that

$$𝐄\widehat{\xi }_j=v^2>0.$$
$`(4.4)`$
However, it is easy to check that Theorem 2.1 remains valid in the case of (4.4). Relations (2.6)-(2.8) do not change provided $`\varphi `$ (1.2) is replaced by $`\widehat{\varphi }(\tau )=𝐄e^{\tau \widehat{\xi }}`$. In this case $`\widehat{\alpha }(+\mathrm{})=v^2`$.

The following proposition is true that

$$\underset{N\mathrm{}}{lim}H(N,C\mathrm{log}N)\widehat{\alpha }(C),$$
$`(4.5)`$
where $`\widehat{\alpha }(C)`$ is determined by (2.7) and (2.8) in terms of $`\widehat{\varphi }(\tau )`$. We put inequality in (4.5) because the parameters of random variables $`\widehat{\lambda }_i`$ are of the order $`p`$ provided $`i1`$ but decrease to zero when $`i`$ increases up to $`N`$. This is another difference between $`\widehat{H}(N,p)`$ and $`\stackrel{~}{\eta }(n,p)`$ (2.5).

In this connection, it would be interesting to develop the analogs of the Erdös-Rényi limit theorem for maximums of $`\widehat{T}_i`$ and of $`T_i`$. It is natural to expect that $`limH(N,C\mathrm{log}N)=\widehat{\alpha }(C)`$. Of special interest is the study of asymptotic behaviour of $`\widehat{W}^{(N,C\mathrm{log}N)}^2`$ also because in the limit $`C\mathrm{}`$ it is four times greater than that of $`\widehat{\alpha }(C)`$.

Regarding the adjacency matrix $`A^{(N,p})`$, it is shown in  that its maximal eigenvalue is closely related with the maximal degree $`\mathrm{\Delta }`$ of a random graph. Since the asymptotic behaviour of $`\mathrm{\Delta }`$ is fairly well studied, this gives an important source of information on the spectra of random graphs. It could be interesting to find the limit of the spectral norm of $`A^{(N,p)}`$ in dependence on $`C`$, where $`p=C\mathrm{log}N,N\mathrm{}`$.

The behaviour of sums of the type (2.5) is interesting by itself in the following aspect. Assume that the random variables $`\lambda _i`$ are such that $`𝐄\lambda _i=p`$ but the second moment of $`\lambda _i`$ does not exists. Then it is interesting to know does the border $`p\mathrm{log}n`$ still remain to be the critical one for the maximums $`\stackrel{~}{\eta }(n,p)`$.


text:
# Generation of correlated photons in controlled spatial modes by down-conversion in nonlinear waveguides

## Abstract

We report the observation of correlated photon pairs generated by spontaneous parametric down-conversion in a quasi-phase matched KTiOPO4 nonlinear waveguide. The highest ratio of coincidence to single photon count rates observed in the 830 nm wavelength region exceeds 18%. This makes nonlinear waveguides a promising source of correlated photons for metrology and quantum information processing applications. We also discuss possibilities of controlling the spatial characteristics of the down-converted photons produced in multimode waveguide structures.

Spontaneous parametric down-conversion is a well-established and practical method for generating pairs of correlated photons. Such pairs are a key ingredient of many experiments testing the foundations of quantum mechanics and in quantum information processing. Correlated photons have been also used in a number of metrologic applications.

In this paper we report observation of two-photon correlations in the spontaneous parametric down-conversion generated in a quasi-phase-matched KTiOPO4 (KTP) waveguide using a $`\chi ^{(2)}`$ nonlinearity. As a source of correlated photon pairs, such nonlinear waveguides present several essential advantages over bulk crystals, the typical medium for such sources. First, the technique of quasi-phase-matching (QPM) allows one to utilize larger nonlinear coefficients in some materials, thus leading to substantially higher two-photon production rates. Secondly, the waveguide structure provides a means to control precisely the spatial characteristics of generated photons, as the down-conversion process is confined to well defined transverse modes. Appropriate control of the spatio-temporal mode structure of the photons is a critical issue in experiments involving interference between multiple photon pairs. When bulk crystals are used to realize the parametric process, high visibility of the interference can be achieved only by heavy spatial filtering of the downconversion signal, which dramatically reduces the useful fraction of photon pairs. In contrast, down-conversion in a nonlinear waveguide can provide output in a single spatial mode, which ensures good interference without filtering with a significantly larger sample of photon pairs. This feature, combined with the potential of engineering the temporal properties of the down-converted photons in QPM structures, opens up novel possibilities to control the spatio-temporal characteristics of correlated photon pairs. The use of nonlinear waveguides thus provides a route to the efficient, if random, generation of “heralded” single photons, alternatively to solid-state sources.

Observation of parametric down-conversion in nonlinear waveguides has been the subject of three recent experiments. Two of them consisted in detecting Hanbury Brown-Twiss type coincidences on the whole down-conversion signal divided by a 50:50 beam splitter. The third experiment measured a Franson-type two-photon interference effect using an unbalanced Michelson interferometer. A novel feature of our experiment is that we have undertaken the effort to separate all the photon pairs of interest into two different spatial paths with the help of a spectrographic setup. Using this technique, we have been able to demonstrate explicitly strong correlations between photons of different frequencies. The central objective of our approach was to show that treating one path as a trigger, one is able to collect effectively all the conjugate photons in the second path. Thus the quantity of primary interest in our experiment is the ratio of coincidences to single trigger counts, and the setup presented below can be viewed as a scheme for generating single photons in the temporal slots defined by the pump pulse, with the arrival time known to a femtosecond precision.

The experimental setup is depicted in Fig. 1. The output of a modelocked Ti:Sapphire oscillator is first doubled in a type-I BBO crystal to generate blue pulses with a central wavelength 418 nm and a bandwidth of 5 nm, polarized perpendicularly to the plane of the figure. The blue light is focused using a $`20\times `$ microscope objective on the input face of a 1 mm long quasi-phase-matched KTP waveguide. The production and the characteristics of the sample used in our experiment have been described elsewhere. The light power injected into the waveguide, measured before the objective, is about 22 $`\mu `$W. The bandwidth of the down-converted light for the parameters of our experiment exceeds well over 100 nm, and the down-converted photons have the same polarization as the pump field.

The output from the waveguide is coupled out with a laser-diode collimating lens, and transmitted through an RG665 red filter and a half-wave plate rotating the polarization by $`90^o`$. The separation of the twin photons is performed using a zero dispersion line employing two Brewster-angle SF10 prisms and two $`f=10`$ cm lenses. In the Fourier plane after the first prism, a multimode fiber tip mounted on a translation stage is used to collect the trigger photons and send them to a fiber-coupled photon counting module. The FWHM wavelength range collected by the fiber tip is about 6 nm. A second element placed in the Fourier plane is a razor blade used to block the low wavelength signal photons which are not conjugated to the trigger photons. This lowers the single count rate on the signal detector, thus reducing the number of accidental coincidences. The remaining signal photons are recombined into a single beam using a second lens and a prism, and focused onto the active area of a free space photon counting module EG&G SPCM-AQ-CD2749. The half-wave plate and all the lenses placed in the down-conversion beam have a broadband antireflection coating in the 800 nm region. The position of the fiber tip is calibrated in terms of the coupled trigger photon wavelengths by sending through the waveguide light from the laser operated in the cw mode at several wavelengths in the range 840–870 nm.

The electronic signals from the photon counting modules are shaped using discriminators to standard NIM logic pulses with a 5 ns width. These pulses are sent to counters measuring the single rates $`R_s`$ and $`R_t`$ of the signal and trigger photons, and also feed inputs of an AND gate, providing the coincidences whose rate $`R_c`$ is measured by a third counter. In Table 1 we present the count rates obtained over a 300 s counting interval for several positions of the fiber tip collecting the trigger photons. The dark count rates, measured with the blocked blue pump beam, were below 100 Hz for the trigger fiber-coupled module, and below 8 kHz for the free-space signal module.

The maximum ratio of coincidence to single counts observed in our experiment is 18.5%. After correcting for accidentals which results in a minor few percent change, this figure can be considered as the overall detection efficiency of the signal photons, including all the losses since their generation in the waveguide. The main source of imperfect detection is probably the non-unit efficiency of the free-space photon counting module used in the setup, which was optimized for 630 nm, including the wavelength-specific antireflection coating of the photodiode. Another important source of losses may originate from the design of the waveguide itself, which includes non-guiding sections having the same optical characteristics as the surrounding bulk crystal.

The highest ratio of coincidences to singles, exceeding 75% at 702 nm after corrections for losses, has been so far reported by Kwiat et al. Typical coincidence count rates observed by them were roughly ten to twenty times lower than our data, at similar pump powers. In their experiment good spatial correlations between the down-converted photons were ensured by spatial filtering to a well-defined transverse wave vector, and also by the use of a long nonlinear crystal, which introduced more stringent phase-matching conditions. It should be kept in mind, however, that at the same time this strengthens the frequency correlations between the down-converted photons. Consequently, spectral filtering of the trigger photon path leads to a much narrower bandwidth of the the signal photons. The essential advantage of nonlinear waveguides is that the shorter length allows for an efficient generation of “heralded” photons in broadband, possibly femtosecond, wavepackets, while retaining good spatial control. We note that the generation of single photons in well defined spatio-temporal modes is possible also in thin bulk crystals by appropriate filtering of trigger photons, as demonstrated in a recent experiment by Lvovsky et al., but at the cost of extremely low production rates.

The nonlinear waveguide used in our experiment supports several modes at both the pump and down-conversion wavelengths. However, we will now show the multimode structure of the down-conversion signal can be in principle suppressed by exploiting the modal dispersion in the waveguide. In order to discuss this, let us consider the wave function describing the generated photon pairs. In a waveguide, this wave function is a superposition of the terms of the following form:

$`|\psi _{lmn}`$ $`=`$ $`{\displaystyle 𝑑\omega _s𝑑\omega _i\alpha (\omega _s+\omega _i)\mathrm{\Phi }_{lmn}(\omega _s,\omega _i)}`$ (1)
$`\times \widehat{a}_m^{}(\omega _s)\widehat{a}_n^{}(\omega _i)|\text{vac},`$
where $`\omega _s`$ and $`\omega _i`$ define the signal and the idler frequencies, respectively, $`\alpha (\omega )`$ is the spectral envelope of the pump pulse, $`\mathrm{\Phi }_{lmn}(\omega _s,\omega _i)`$ is the phase matching function, and $`\widehat{a}_m^{}(\omega _s)`$ and $`\widehat{a}_n^{}(\omega _i)`$ are the creation operators for the specified frequencies and modes. The indices $`lmn`$ label the triplet of the pump mode $`l`$ and the pair of the signal mode $`m`$ and idler mode $`n`$. The relative weights of the components $`|\psi _{lmn}`$ in the complete superposition are defined by the coupling strength of the pump field to a specific waveguide mode, and by the overlap of the pump mode with the product of the down-conversion modes.

In Fig. 2 we plot $`\mathrm{\Phi }_{lmn}(\omega _s,\omega _i)`$ for several different triplets of the modes, using the dispersion data from Ref. 12. It is seen that the phase matching functions corresponding to different triplets occupy separate regions of the plane of the frequencies $`\omega _s`$ and $`\omega _i`$. According to Eq. (1), down-converted photons are generated only for pairs of frequencies $`\omega _s`$ and $`\omega _i`$ whose sum lies within the bandwidth of the pump pulse. Thus, if we select the pump pulse spectral amplitude $`\alpha (\omega _s+\omega _i)`$ such that it overlaps only with a single phase matching function $`\mathrm{\Phi }_{lmn}(\omega _s,\omega _i)`$, then the signal and idler photons are effectively generated in single spatial modes.

In conclusion, we have observed correlated photon pairs in controlled spatial modes generated by down-conversion in a nonlinear waveguide. Compared to down-conversion in bulk crystals, this process has several important advantages, including high brightness and control of the spatial characteristics of the produced photons. These features make nonlinear waveguides a promising source of nonclassical radiation in quantum information and metrology applications.

We thank M. G. Raymer, C. Radzewicz, L. Mandel, and N. Bigelow for loans of equipment, and acknowledge support from National Science Foundation and ARO–administered MURI grant No. DAAG-19-99-1-0125.