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# THEORY OF LUMINESCENT EMISSION IN NANOCRYSTAL ZnS:Mn WITH AN EXTRA ELECTRON

## Abstract

We consider the effect of an extra electron in a doped quantum dot $`ZnS:Mn^{2+}`$. The Coulomb interaction and exchange interaction between the extra electron and the states of the Mn ion will mix the wavefunctions, split the impurity energy levels, break the previous selection rules and change the transition probabilities. Using this model of an extra electron in the doped quantum dot, we calculate the energy and the wave functions, the luminescence efficiency and the transition lifetime and compare with the experiments. Our calculation shows that two orders of magnitude of lifetime shortening can occur in the transition $`{}_{}{}^{4}T_{1}^{}^6A_1`$, when an extra electron is present.

PACS numbers: 73.20.Dx, 78.60.J, 42.65, 71.35

I.Introduction.

In contrast to undoped materials, the impurity states in a doped nanocrystal play an important role in the electronic structure, transition probabilities and the optical properties. In recent years, attempts to understand more about these zero-dimensional nanocrystal effects have been made in several labs by doping an impurity in a nanocrystal, searching for novel materials and new properties, and among them Mn-doped ZnS nanoparticles have been intensively studied \[1-15\]. Among many bulk wide band gap compounds, manganese is well known as an activator for photoluminescence (PL) and electroluminescence (EL) and the $`Mn^{2+}`$ ion d-electrons states act as efficient luminescent centers while doped into a semiconductors.

In 1994 Bhargava and Gallagher reported the first realization of a ZnS semiconductor nanocrystal doped with Mn isoelectronic impurities and claimed that Mn-doped ZnS nanocrystal can yield both high luminescence efficiency and significant lifetime shortening. The yellow emission characterized for $`Mn^{2+}`$ in bulk ZnS \[16-18\], which is associated with the transition $`{}_{}{}^{4}T_{1}^{}^6A_1`$, was reported to be observed in photoluminescence (PL) spectra for the $`Mn^{2+}`$ in nanocrystal ZnS. In nanocrystals, however, the PL peak for the yellow emission is reported slightly shifted toward a lower energy (in bulk ZnS:Mn it peaks arount 2.12 ev, in nanocrystal ZnS:Mn it peaks at 2.10 eV). Also, the reported linewidth of the yellow emision in the PL spectrum for a nanocrystal is larger than for the bulk. Most strikingly, the luminescence lifetime of the $`Mn^{2+}`$ $`{}_{}{}^{4}T_{1}^{}^6A_1`$ transition was reported to decrease by 5 orders of magnitude, from 1.8 ms in bulk to 3.7 ns and 20.5 ns in nanocrystals while maintaining the high ($`18\%`$) quantum efficiency.

In ref.  the authors suggested that the increase in quantum efficiency as well as the lifetime shortening is the result of strong hybridization of s-p electrons of the ZnS host and d- electrons of the Mn impurity due to confinement, and also of the modification of the crystal field near the surface of the nanocrystals. Stimulated by this dramatic result, many other laboratories are trying to synthesize the Mn-doped ZnS nanocrystals and considerable attention has been paid to optical properties of these kind of materials\[7-13\]. Yu et al. reported obtaining the yellow emission peak of $`{}_{}{}^{4}T_{1}^{}^6A_1`$, the slight shift of the peak toward the high energy and the increase in luminescence efficiency. Sooklai et al.  reported the shortening of the decay time to ns for nanocrystals $`ZnS:Mn^{2+}`$ while Ito et al.  obtained the life time shortening to $`\mu s`$ in $`ZnTe:Mn^{2+}`$ quantum well. Very recently, D. Norris et al. reported obtaining high quality ZnSe colloidal nanocrystals doped with single $`Mn^{2+}`$ impurities. Also, several different groups have proposed models to try to explain the processes occuring with the impurity centers inside the confined nanocrystals \[6,14-15\]. But while it is now well established that the confinement effect strongly modifies the electronic structure of nanocrystals, the effects of the confinement on the energy structure and transitions of the Mn impurity in the nanocrystals, still are controversial. Also, there might exist different mechanisms to change the optical processes for doping centers in nanocrystals.

Here we investigate a new effect and mechanism to study Mn doping in a nanocrystal. Our model is to assume there is an extra electron in a doped dot. The electron may originate in the dot itself, or might be injected into the dot. The extra electron will strongly couple to the electron involved in the transitions, split the energy levels and mix the wavefunctions, and will thus break the former selection rules. Because the dot is small, the boundary conditions enhance the coupling, so by controlling the presence or absence of the extra electron in the dot, one can control the optical transitions in the dot. This can provide the explanation for the observed shortening of lifetime and enhancement of the quantum efficiency.

The transition of our interest here is $`{}_{}{}^{4}T_{1}^{}^6A_1`$ of the $`Mn^{2+}`$ ion in the crystal field of the ZnS nanocrystal. The luminescent transition from the lowest excited level $`{}_{}{}^{4}T_{1}^{}`$ (spin $`\frac{3}{2}`$) to the ground state (spin $`\frac{5}{2}`$) is spin-forbidden. But, the weak spin-orbital interaction makes the transition slightly allowed \[16-18\].

Actually, for the Mn-center we have a configuration of $`d^5`$ electrons. If we consider the ways in which transitions can take place between the energy levels of a $`d^n`$ center, we find that the electric dipole transitions are forbidden due to parity ( all the d-states are of even parity). But for the crystal field whose symmetry group does not contain the inversion symmetry, which is our case (local symmetry is $`C_{3v}`$ in the wurtzite symmetry of $`ZnS`$), the electric dipole transition becomes possible due to to the mixing of odd-parity states into the $`d^n`$ states, which means the wavefunctions of the Mn-center states now contains both the parities \[19-20\].Meanwhile, a small fraction of the 4p atomic orbitals is likely mixed into the 3d-orbital and the typical states are written in the form:

$$\mathrm{\Psi }^i(3d^n)=\mathrm{\Psi }_0^i(3d^n)+\beta \chi ^i(4p)$$
(1)
where $`\mathrm{\Psi }_0^i(3d^n)`$ is the i-state even parity wavefunction of the $`d^5`$ electron and $`\chi ^i(4p)`$ is the odd parity wavefunction of the $`4p`$ electron. $`\beta `$ is a small coefficient. Then the electric dipole transitions between the i-state and j-state, for example, of the doping center can arise due to non-zero matrix elements between $`\mathrm{\Psi }_0^i(3d^n)`$ and $`ϵ\chi ^j(4p)`$ and between $`ϵ\chi ^i(4p)`$and $`\mathrm{\Psi }_0^j(3d^n)`$ even though the matrix elements between $`\mathrm{\Psi }_0^i(3d^n)`$ and $`\mathrm{\Psi }_0^j(3d^n)`$ are zeros.

Due to this unsymmetrical environment the electric dipole transition between the ground state $`{}_{}{}^{6}A_{1}^{}`$ and the first excited state $`{}_{}{}^{4}T_{1}^{}`$ is orbitally possible.But due to spin difference the transition is spin-forbidden. This rule is slightly relaxed due to the spin-orbit interaction. But because the spin-orbit interaction is very weak, the oscillator strength is very small , which leads to the luminescence life time of ms order of magnitude. In order for the transition to be allowed, there must be some mixing that breaks the spin selection rules.

If an extra electron is in the dot, the electron will couple with the electrons of $`Mn^{2+}`$ in each state, namely the electron will couple with the states $`{}_{}{}^{4}T_{1}^{}`$ and $`{}_{}{}^{6}A_{1}^{}`$. The coupling will mix different states and will produce the states with the same spin, between which the electric dipole will be allowed.

In this work we consider as the coupling hamiltonian the Coulomb and Exchange interactions. The pertubed wavefunctions of the $`d^5`$ electrons in $`{}_{}{}^{6}A_{1}^{}`$ and $`{}_{}{}^{4}T_{1}^{}`$ states will be derived in the next two sections. For the extra electron which is confined in the dot and localized at some lattice point, we will use the Wannier exciton function:

$$\mathrm{\Psi }_{1S}^{Dot}(r)=\underset{a_i}{}\phi _{1S}^{Dot}(r)w_{a_i}(ra_i)$$
(2)
here $`w_{a_i}(ra_i)`$ is the Wannier function of the exciton localized at the lattice point $`a_i`$, where $`a_i`$ is the distance from the origin to the lattice point i inside the dot. $`\phi _{1S}^{Dot}(r)`$ is the envelope function for a confined electron in the sphere:

$$\phi _{(1s)}^{Dot}=R_{1s}^{Dot}Y_0^0|\frac{1}{2},\sigma >$$
(3)
where $`Y_0^0`$ is a spherical harmonics, $`|\frac{1}{2},\sigma >`$ is the spin function for the electron with spin $`s=\frac{1}{2}`$ and $`\sigma `$ = + or - for spin up and spin down states. $`R_{1s}^{Dot}`$ is the envelope function for the $`1S`$ electron confined in a sphere of radius R (2.4)

$$R_{nl}^{Dot}(r)=\sqrt{\frac{2}{R^3}}\frac{j_l(\chi _{nl}\frac{r}{R})}{j_{l+1}(\chi _{nl})}$$
(4)
where $`j_{nl}`$ is the spherical Bessel function,$`\chi _{nl}`$ is the location of the zero of the spherical Bessel function.

The interaction Hamiltonian between the extra electron and the $`d^5`$ electrons is given in section III. In section II we will derive the wavefunctions for the $`d^5`$ electrons in $`{}_{}{}^{4}T_{1}^{}`$ and $`{}_{}{}^{6}A_{1}^{}`$ states using the strong limit field approximation.

II. $`3d^5`$ Electron in the Crystal Field -Crystal Field. Manganese Energy Levels and Wavefunctions

Impurity centers are formed by foreign ions substituting for host ions or placed interstitially in the lattice. When the activator ions such as Mn are placed in the crystal field of the semiconductor lattice, the crystal field would affect the wavefunctions and energy structure of the impurity to form ” crystal field states” of the impurity ions. For the transition metal ions with the outer $`3d^n`$ electron configuration, the crystal field energy and the interelectron Coulomb interaction are comparable, so these $`d^n`$ electrons can be treated either in the intermediate crystal field or in the strong crystal field limit, and they are more often treated in the strong field approximation. Then the fivefold degenerate 3d level will split principally into two levels, the two-fold degenerate level with the additional energy +6Dq, and the three-fold degenerate one with the additional energy of -4Dq. Here Dq is a single parameter which characterizes the strength of an octahedral crystal field . In Fig. 1 the splitting diagram for a 3d electron in the octahedral crystal field is shown. In this section we will derive the wavefunctions of the $`d^5`$ electrons of the Mn impurity in the crystal field. We note that it is customary in this system to treat the local site symmetry as octahedral for the major $`t_2e`$ splitting and then add a small axial field to reduce the site symmetry to the $`C_{3V}`$ of wirtzite structure.

The eigenstates of the two-fold degenerate level ( the e-orbitals) are written in the following form (see eqn (1) above for prototype):

$`\varphi _{eu}`$ $`=`$ $`|3d0>=R_{3d}(r)({\displaystyle \frac{5}{4\pi }})^{1/2}({\displaystyle \frac{3z^2r^2}{2r^2}}),`$ (5)
$`\varphi _{ev}`$ $`=`$ $`({\displaystyle \frac{1}{2}})^{1/2}(|3d2>+|3d2>)=R_{3d}(r)({\displaystyle \frac{5}{4\pi }})^{1/2}3^{1/2}({\displaystyle \frac{x^2y^2}{2r^2}})`$ (6)
And the eigenstates for the three-fold degenerate level (the $`t_2`$-orbital) are written as:

$`\varphi _{t_2\xi }`$ $`=`$ $`({\displaystyle \frac{i}{2}})^{1/2}(|3d1>+|3d1>)=R_{3d}(r)({\displaystyle \frac{5}{4\pi }})^{1/2}3^{1/2}({\displaystyle \frac{yz}{r^2}}),`$ (7)
$`\varphi _{t_2\eta }`$ $`=`$ $`({\displaystyle \frac{1}{2}})^{1/2}(|3d1>|3d1>)=R_{3d}(r)({\displaystyle \frac{5}{4\pi }})^{1/2}3^{1/2}({\displaystyle \frac{xz}{r^2}}),`$ (8)
$`\varphi _{t_2\zeta }`$ $`=`$ $`({\displaystyle \frac{i}{2}})^{1/2}(|3d2>|3d2>)=R_{3d}(r)({\displaystyle \frac{5}{4\pi }})^{1/2}3^{1/2}({\displaystyle \frac{xy}{2r^2}})`$ (9)
For simplicity, from now on we will denote these double degenerate and triple degenerate eigenstates $`u,v`$ and $`\xi `$, $`\eta ,\zeta `$, respectively.

For a multi-3d-electron system, the orbital Hamiltonian in crystal field will be the following:

$$H=\underset{i}{}H_0^0(r_i)+\underset{i>j}{}H^{}(r_i,r_j)$$
(10)
where $`H_0^0(r_i)`$ is the Hamiltonian of a single electron interacting with crystal field , $`H^{}(r_i,r_j)`$ is the electron- electron interaction Hamiltonian between the d-electrons. For the strong crystal field limit, the Hamiltonian $`H_0^0(r_i)`$ will be solved first to obtain the wavefunctions of a single 3d electron as in the last chapter, then these states will be interacting by the Hamiltonian $`H^{}(r_i,r_j)`$ The wavefunctions of 3d-electron orbitals are $`u,v`$, which belong to the E irreducible representation, and $`\xi ,\eta ,\zeta `$ which belong to the $`T_2`$ reducible representation. So in the strong crystal field case, the wavefunctions of multi-3d-electron Hamiltonian will be the products of these one-electron orbitals.

In an octahedral crystal field, the Hamiltonian (5) is invariant under all the rotation operators of the group $`O_h`$, where for the first term the rotations are applied independently for each $`r_i`$ and for the second term the rotations are applied simultaneously for all $`r_i`$. Then the wavefunctions will transform according to irreducible representation of the $`O_h`$ group.

Begining the reduction process for the two 3d electrons configuration, we will have the products $`E\times E,T_2\times T_2`$ and $`T_2\times T_2`$ . The $`E\times E`$ product functions will belong to $`A_1,A_2`$ and E irreducible representation. We will denote as $`|e^2,A_1>`$ the function of the product $`E\times E`$ which belongs to the $`A_1`$ representation. The $`|e^2,A_1>`$ function is symmetric under interchange of $`r_1,r_2`$. Then because of the Pauli principle, to obtain the antisymmetric total function its spin function must be the antisymmetric spin function with the total spin S=0

$$|S=0,M_S=0>=\frac{1}{\sqrt{2}}\left[\alpha (\sigma _1)\beta (\sigma _2)\beta (\sigma _1)\alpha (\sigma _2)\right]$$
(11)
where $`\alpha (\sigma )`$ and $`\beta (\sigma )`$ are the up ($`|>`$) and down ($`|>`$) spin functions. If one use the wavefunction $`[u^+u^{}]`$ to denote the normalized two by two Slater determinant of the products of the orbital and the spin functions $`u(r_i)\alpha (\sigma _j)`$ where $`i,j=1,2`$ then the final full wavefunction $`|e^2,A_1>`$ is written in the short form

$$|e^2,A_1,M_S=0>=\frac{1}{\sqrt{2}}\left([u^+u^{}]+[v^+v^{}]\right)$$
(12)
Similarly for the wavefunctions $`|e^2,A_2>`$ of the $`E\times E`$ orbitals which belongs to $`A_2`$ representation we have the antisymmetric orbital wavefunction, then the spin functions must be three symmetric spin functions of the total spin S=1. Denoting the spin index $`2S+1`$ on the left of the representation $`A_2`$ we write the total wavefunctions of $`|e^2,A_2>`$ in the form:

$`|e^2,^3A_2,M_S=1>`$ $`=`$ $`|u^+v^+|`$ (13)
$`|e^2,^3A_2,M_S=0>`$ $`=`$ $`\left([u^+v^{}]+[u^{}v^+]\right)`$ (14)
$`|e^2,^3A_2,M_S=1>`$ $`=`$ $`[u^{}v^{}]`$ (15)
and for the $`|e^2,E>`$ wavefunctions one gets:

$`|e^2,^1Eu,M_S=0>`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left([u^+u^{}][v^+v^{}]\right)`$ (16)
$`|e^2,^1Ev,M_S=0>`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left([u^+v^{}][u^{}v^+]\right)`$ (17)
Continuing in this way one can get all the possible wavefunctions and energies for $`t^n,e^n`$ and $`t^me^k`$ configuration of $`3d^n`$ in the octahedral crystal field . The ground state of the $`3d^5`$ configuration is the sextet $`{}_{}{}^{6}A_{1}^{}`$ with the total spin $`\frac{5}{2}`$. The first excited level is the triplet states $`{}_{}{}^{4}T_{1}^{}`$, which is the excited state closest to the ground state. We are interested in the optical transition between the first excited state and the ground state, this is the transition $`{}_{}{}^{4}T_{1}^{}^6A_1`$. The wavefunction of $`{}_{}{}^{6}A_{1}^{}`$ and $`{}_{}{}^{4}T_{1}^{}`$ states can be derived, using the table of coupling coefficients from .

The ground state - the sextet $`{}_{}{}^{6}A_{1}^{}`$ is derived from $`t_2^3\times e^2`$. From the table  the $`{}_{}{}^{6}A_{1}^{}`$ state is:

$`|^6A_1>`$ $`=`$ $`|t_2^3(^4A_2)e^2(^3A_2),^6A_1a_1`$ (18)
$`=`$ $`|t_2^3(^4A_2)|e^2(^3A_2)`$ (19)
The functions of $`t_2^3(^4A_2)`$ and $`E^2(^3A_2)`$ are :

$`|t_2^3(^4A_2){\displaystyle \frac{3}{2}}a_2>`$ $`=`$ $`[\xi ^+\eta ^+\zeta ^+]`$ (20)
$`|e^2(^3A_2)1a_2>`$ $`=`$ $`[u^+v^+]`$ (21)
Then we have for the wavefunctions of the ground state $`{}_{}{}^{6}A_{1}^{}`$:

$$|^6A_1a_1>=[\xi ^+\eta ^+\zeta ^+u^+v^+]$$
(22)
The triplet $`{}_{}{}^{4}T_{1}^{}`$ wavefunctions of $`3d^5`$ are derived from $`t_2^4(^3T_1)\times e^1(^2E)`$.

$`|^4T_1(3d^5){\displaystyle \frac{3}{2}}x>`$ $`=`$ $`|t_2^4(^3T_1)e^1(^2E),^4T_1{\displaystyle \frac{3}{2}}x>`$ (23)
$`|^4T_1(3d^5){\displaystyle \frac{3}{2}}y>`$ $`=`$ $`|t_2^4(^3T_1)e^1(^2E),^4T_1{\displaystyle \frac{3}{2}}y>`$ (24)
$`|^4T_1(3d^5){\displaystyle \frac{3}{2}}z>`$ $`=`$ $`|t_2^4(^3T_1)e^1(^2E),^4T_1{\displaystyle \frac{3}{2}}z>`$ (25)
and we obtained the wavefunctions of the triplet $`{}_{}{}^{4}T_{1}^{}`$ of the $`d^5`$ configuration in the octahedral crystal field:

$`|^4T_1(3d^5){\displaystyle \frac{3}{2}}x>`$ $`=`$ $`{\displaystyle \frac{1}{2}}[\xi ^+\xi ^{}\eta ^+\zeta ^+u^+]{\displaystyle \frac{\sqrt{3}}{2}}[\xi ^+\xi ^{}\eta ^+\zeta ^+v^+]`$ (26)
$`|^4T_1(3d^5){\displaystyle \frac{3}{2}}y>`$ $`=`$ $`{\displaystyle \frac{1}{2}}[\xi ^+\eta ^+\eta ^{}\zeta ^+u^+]+{\displaystyle \frac{\sqrt{3}}{2}}[\xi ^+\eta ^+\eta ^{}\zeta ^+v^+]`$ (27)
$`|^4T_1(3d^5){\displaystyle \frac{3}{2}}z>`$ $`=`$ $`[\xi ^+\eta ^+\zeta ^+\zeta ^{}u^+]`$ (28)
We recall here that the wavefunctions in (14) and (16) are five by five Slater determinants which we have written in the short notation.

As discussed before, in the actual relevant $`C_{3V}`$ crystal field ZnS:Mn with no inversion symmetry, the $`4p`$-states with odd parity can be mixed into the $`3d^5`$ state with even parity. Consider the configuration of the $`3d^5`$ electrons of the Mn- center with the $`{}_{}{}^{6}A_{1}^{}`$ being the ground state and $`{}_{}{}^{4}T_{1}^{}`$ as the first excited state. We can assume that because the $`{}_{}{}^{6}A_{1}^{}`$ level is the ground state, it can be considered to be far away from other states, including the 4p state. So we can consider the $`{}_{}{}^{6}A_{1}^{}`$ as a $`3d^5`$ -pure state. Since the $`{}_{}{}^{4}T_{1}^{}`$ is the excited state, it will be closer in energy to other 4p state and the probability that it will be mixed with the odd-parity states will be much higher. The p electron has the $`t_1`$ wavefunction. From the configuration of $`3d^5`$ electrons, we see that the $`{}_{}{}^{4}T_{1}^{}`$ state arose from $`t_2^4(^3T_1)\times e^1(^2E)`$. Because of symmetry, it is reasonable to assume that the state $`|3d^5\{^4T_1(t_2^4\times e^1)\}>`$ is more likely to mix with the configuration $`|3d^44p\{^4T_1(t_2^4\times t^1)\}>`$. Or we can say that the configuration with four d-electrons in the function $`t_2`$ and one electron in function e is more likely to mix with the configuration with only a little energy difference, which also has 4 d-electrons in the same functions $`t_2`$ and only the fifth electron being the $`t_1`$ function instead of the e-function as in other configuration.

Now consider the configuration $`|3d^44p\{t_2^4\times t^1)\}>`$. The $`t_2^4`$ configuration is a combination of $`{}_{}{}^{1}A_{1}^{}+^1E+^3T_1+^1T_2`$. The product of all these four functions with the function $`{}_{}{}^{2}T_{1}^{}`$ of the p-electron can give the triplet $`T_1`$, but among those states only the product of $`{}_{}{}^{3}T_{1}^{}`$ with $`{}_{}{}^{2}T_{1}^{}`$ can give the exact spin of the state $`{}_{}{}^{4}T_{1}^{}`$. Then we have the only odd state which can mix with our $`|3d^5\{^4T_1[t_2^4(^3T_1)\times e^1(^2E)]\}>`$ state is the state $`|3d^44p\{^4T_1(t_2^4(^3T_1)\times t^1(^2T_1))\}>`$.

Recalling the eigenstates of the p-electron:

$`|p_z>`$ $`=`$ $`|2P0>=iR_{20}|Y_{10}>,`$ (29)
$`|p_x>`$ $`=`$ $`{\displaystyle \frac{i}{\sqrt{2}}}(|2P1>|2P1>)={\displaystyle \frac{i}{\sqrt{2}}}R_{20}(|Y_{11}>|Y_{11}>),`$ (30)
$`|p_x>`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(|2P1>+|2P1>)={\displaystyle \frac{i}{\sqrt{2}}}R_{20}(|Y_{11}>+|Y_{11}>)`$ (31)
we obtain the triplet $`{}_{}{}^{4}T_{1}^{}`$ of the $`d^4p`$ configuration in the crystal field:

$`|^4T_1(3d^44p)x>`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}[\xi ^+\eta ^2\zeta ^+p_z^+]{\displaystyle \frac{1}{\sqrt{2}}}[\xi ^+\eta ^+\zeta ^2p_y^+]`$ (33)
$`|^4T_1(3d^44p)y>`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}[\xi ^2\eta ^+\zeta ^+p_z^+]{\displaystyle \frac{1}{\sqrt{2}}}[\xi ^+\eta ^+\zeta ^2p_x^+]`$ (34)
$`|^4T_1(3d^44p)z>`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}[\xi ^2\eta ^+\zeta ^+p_y^+]{\displaystyle \frac{1}{\sqrt{2}}}[\xi ^+\eta ^2\zeta ^+p_x^+]`$ (35)
And finally we have the wavefunctions of the triplet $`{}_{}{}^{4}T_{1}^{}`$ of the Mn-center:

$`|^4T_1x>`$ $`=`$ $`{\displaystyle \frac{1}{2}}[\xi ^+\xi ^{}\eta ^+\zeta ^+u^+]{\displaystyle \frac{\sqrt{3}}{2}}[\xi ^+\xi ^{}\eta ^+\zeta ^+v^+]+{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^+\eta ^2\zeta ^+p_z^+]{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^+\eta ^+\zeta ^2p_y^+]`$ (36)
$`|^4T_1y>`$ $`=`$ $`{\displaystyle \frac{1}{2}}[\xi ^+\eta ^+\eta ^{}\zeta ^+u^+]+{\displaystyle \frac{\sqrt{3}}{2}}[\xi ^+\eta ^+\eta ^{}\zeta ^+v^+]+{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^2\eta ^+\zeta ^+p_z^+]{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^+\eta ^+\zeta ^2p_x^+]`$ (37)
$`|^4T_1(3d^5){\displaystyle \frac{3}{2}}z>`$ $`=`$ $`[\xi ^+\eta ^+\zeta ^+\zeta ^{}u^+]{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^2\eta ^+\zeta ^+p_y^+]{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^+\eta ^2\zeta ^+p_x^+]`$ (38)
III. The Coulomb and Exchange Interaction

The Coulomb and Exchange interaction will couple the extra electron and the impurity electrons and then result in different spin configurations, so we expect this will make the spin-forbidden transition become allowable. We call the Coulomb integral

$$K(a_1b_1,a_2b_2)=<a_1,b_1|V_{12}|a_2b_2>$$
(39)
and the exchange integral

$$J(a_1b_1,a_2b_2)=<a_1,b_1|V_{12}|b_2a_2>$$
(40)
The exchange interaction between the extra electron and the impurity configuration has the following form:

$$H_{ex}=JS_{Mn}S_e$$
(41)
where $`S_{Mn}`$ is the total spin of the $`d^5`$ configuration in the states of interest, $`S_e`$ is spin of the injected electron. J is the exchange matrix element, which has the form:

$$J_{ii}=\underset{k,\lambda }{}<\overline{\varphi }_k\overline{\varphi }_\lambda |V|\varphi _\lambda \varphi _k>$$
(42)
where $`\varphi _k`$ is the electron wavefunction, V is the two-electron interaction operator:

$$V(r_1,r_2)=\frac{q_1q_2}{r_{12}}$$
(43)
Because both the wavefunctions of the extra electron and of the $`d^5`$ electrons in the $`{}_{}{}^{6}A_{1}^{}`$ and $`{}_{}{}^{4}T_{1}^{}`$ state are expressed in terms of spherical harmonics, it will be natural that for the two-electron interaction operator V we will use the expression in terms of the spherical harmonics. V can be expanded in the form:

$$V(r_1,r_2)=\frac{q_1q_2}{r_>}\underset{k=0}{\overset{\mathrm{}}{}}\frac{4\pi }{2k+1}\frac{r_<^k}{r_>^k}\underset{m}{}Y_{km}(1)\overline{Y}_{km}(2)$$
(44)
If we put the electron functions into equations (20) and (21), the matrix elements will consist of two parts - the radial part and the angular part:

$$<\varphi _i\varphi _j|V|\varphi _m\varphi _t>=\underset{k=0}{\overset{\mathrm{}}{}}\rho ^k(n^il^i,n^jl^j,n^ml^m,n^tl^t)\times A_k\sigma (s^is^t)\sigma (s^js^m)$$
(45)
where $`\rho ^k(n^il^i,n^jl^j,n^ml^m,n^tm^t)`$ is the radial part

$$\rho ^k(n^il^i,n^jl^j,n^ml^m,n^tm^t)=<R_{n^il^i}R_{n^jl^j}|\frac{e^2r_<^k}{r_>^{k+1}}|R_{n^ml^m}R_{n^tl^t}>$$
(46)
and $`A_k`$ is the angular part

$$A_k=\frac{4\pi }{2k+1}\underset{p=k}{\overset{+k}{}}\overline{Y}_{l^ip^i}Y_{kp}Y_{l^tp^t}\overline{Y}_{l^jp^j}\overline{Y}_{kp}Y_{l^mp^m}$$
(47)
where $`\overline{Y}_{l^ip^i}Y_{kp}Y_{l^tp^t}`$ is a Clebsch-Gordan coefficient, which is different from zero only when the following conditions are satisfied:

$`p^i`$ $`=`$ $`p+p^t`$ (48)
$`k+l^i+l^t`$ $`=`$ $`even`$ (49)
$`l^il^t`$ $``$ $`l^i+l^t`$ (50)
These conditions will reduce the terms in the sum and leave only several matrix elements different from zero.

Now with all the wavefunctions and the interaction form we are ready to calculate the Coulomb and Exchange interaction between the extra electron and the electrons in Mn-center.

IV. Exchange Interaction of $`Mn^{2+}`$ Ion with the Extra Electron in the Nanocrystal

Now we suppose that the extra electron inside the nanocrystal is close enough to the $`Mn^{2+}`$ ion at the center so that the electron can couple via exchange interaction with the $`d^5`$ electrons in both the ground state $`{}_{}{}^{6}A_{1}^{}`$ and the excited state $`{}_{}{}^{4}T_{1}^{}`$. In this section we will consider the effect of this exchange interaction on the impurity electrons in states $`{}_{}{}^{6}A_{1}^{}`$ and $`{}_{}{}^{4}T_{1}^{}`$.

The matrix element of the exchange interaction of the extra electron and the impurity electrons in the $`{}_{}{}^{6}A_{1}^{}`$ state is:

$`{}_{}{}^{6}A_{1}^{}(\stackrel{}{r})\mathrm{\Psi }_{1s}^{Dot}(\stackrel{}{r^{}})|V(rr^{})|\mathrm{\Psi }_{1s}^{Dot}(\stackrel{}{r})^6A_1(\stackrel{}{r^{}})`$ (51)
(52)
$`=\overline{[\xi ^+\eta ^+\zeta ^+u^+v^+](r)}\overline{\phi _{1s}^{Dot}(r^{})Y_0^0}\left|V(rr^{})\right|\phi _{1s}^{Dot}(r)Y_0^0[\xi ^+\eta ^+\zeta ^+u^+v^+](r)`$ (53)
We should pay attention here to the point that the wavefunction of the $`{}_{}{}^{6}A_{1}^{}`$ state of $`d^5`$ electrons is a Slater determinant with five single d-electron wavefunctions. So the coordinate $`\stackrel{}{r}`$ of the $`d^5`$ electron wavefunction is actually five different coordinates $`(r_1,r_2,r_3,r_4,r_5)`$ of these five single d-electron wavefunctions. In fact, the extra electron has an exchange interaction with each of the five d-electrons. Because these five coordinates are independent, the integrals will be taken separately.

In the calculation of the determinantal matrix elements of (30), we have to deal with the single electron matrix element of the type, for example:

$`\xi (r)\phi (r^{})|V(rr^{})|\phi (r)\xi (r^{})`$ (55)
(56)
$`={\displaystyle \frac{4\pi q_1q_2}{j_1(\pi )^2}}{\displaystyle \frac{1}{R^3}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{2k+1}}\overline{R_{3d}(r){\displaystyle \underset{a_i}{}}w_{1S}(ra_i)}(\overline{Y_2^1}+\overline{Y_2^1})\overline{j_0}\left(\pi {\displaystyle \frac{r^{}}{R}}\right)\overline{Y_0^0}|\times `$ (57)
(58)
$`{\displaystyle \frac{r^k}{r^{k+1}}}{\displaystyle \underset{m=k}{\overset{k}{}}}Y_k^m(1)Y_k^m(2)|j_0\left(\pi {\displaystyle \frac{r}{R}}\right)Y_0^0R_{3d}(r^{}){\displaystyle \underset{a_i^{}}{}}w_{1S}(r^{}a_i^{})\left(Y_2^1+Y_2^1\right)`$ (59)
or

$`\xi (r)\phi (r^{})|V(rr^{})|\phi (r)\xi (r^{})`$ (60)
(61)
$`={\displaystyle \frac{4\pi q_1q_2}{j_1(\pi )^2}}{\displaystyle \frac{1}{R^3}}{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{2k+1}}\overline{R_{3d}(r)}\overline{j_0}\left(\pi {\displaystyle \frac{r^{}}{R}}\right)\left|{\displaystyle \frac{r^k}{r^{k+1}}}\right|j_0\left(\pi {\displaystyle \frac{r}{R}}\right)R_{3d}(r^{})`$ (62)
(63)
$`\times [\overline{Y_2^1}\overline{Y_0^0}\left|{\displaystyle \underset{m=k}{\overset{k}{}}}Y_k^m(1)\overline{Y_k^m}(2)\right|Y_0^0Y_2^1`$ (64)
(65)
$`+\overline{Y_2^1}\overline{Y_0^0}\left|{\displaystyle \underset{m=k}{\overset{k}{}}}Y_k^m(1)\overline{Y_k^m}(2)\right|Y_0^0Y_2^1`$ (66)
(67)
$`+\overline{Y_2^1}\overline{Y_0^0}\left|{\displaystyle \underset{m=k}{\overset{k}{}}}Y_k^m(1)\overline{Y_k^m}(2)\right|Y_0^0Y_2^1`$ (68)
(69)
$`+\overline{Y_2^1}\overline{Y_0^0}\left|{\displaystyle \underset{m=k}{\overset{k}{}}}Y_k^m(1)\overline{Y_k^m}(2)\right|Y_0^0Y_2^1]{\displaystyle }_{a_i,a_i^{}}w_{1S}(ra_i)w_{1S}(r^{}a_i^{})`$ (70)
The conditions for non-zero Clebsch-Gordan coefficients give the selection rules for k and m, and also determine the terms of the sum in the radial part. For the exchange interaction k can be only 2. And the radial part of the matrix element becomes:

$$\rho ^{Exchange}(3d,s,k=2)=r^2𝑑rr^2𝑑r^{}R_{3d}(r)R_{1s}^{Dot}(r^{})\frac{r^2}{r^3}R_{1s}^{Dot}(r)R_{3d}(r^{})\underset{a_i,a_i^{}}{}w_{1S}(ra_i)w_{1S}(r^{}a_i^{})$$
(71)
Here $`R_{1s}^{Dot}(r)`$ is the envelope function for the electron confined in a dot. $`R_{3d}`$ is the orbital function of the 3d-electron, which can be approximately taken as the radial Slater function $`R_{3d}(r)=r^2e^{1.87r/a}`$, where $`a=\frac{\mathrm{}^2}{me^2}`$ The sum over the lattice sites will be normalized so as the result we have

$$\rho ^{Exchange}(3d,s,k=2)=r^2𝑑rr^2𝑑r^{}R_{3d}(r)R_{1s}^{Dot}(r^{})\frac{r^2}{r^3}R_{1s}^{Dot}(r)R_{3d}(r^{})$$
(72)
and for the Coulomb interaction the only possible value of k is $`0`$ and the radial part of the matrix element has the form:

$$\rho ^{Coulomb}(3d,s,k=2)=r^2𝑑rr^2𝑑r^{}R_{3d}(r)R_{1s}^{Dot}(r^{})\frac{1}{r^{}}R_{3d}(r)R_{1s}^{Dot}(r^{})$$
(73)
The integrals are taken over the dot whose radius is R. Then the radial integral $`\rho (3d,s,k)`$ (28) can be computed:

$`\rho ^{Coulomb}(3d,s,k=0)`$ $`=`$ $`{\displaystyle \frac{3.96}{R}}`$ (74)
$`\rho ^{Exchange}(3d,s,k=2)`$ $`=`$ $`{\displaystyle \frac{240[3(\frac{1.87}{a})^5\frac{\pi }{R}+10(\frac{1.87}{a})^3(\frac{\pi }{R})^33\frac{1.87}{a}(\frac{\pi }{R})^5]}{[(\frac{1.87}{a})^2+(\frac{\pi }{R})^2]}}`$ (75)
As the result of the calculation we have for the matrix elements of the Coulomb and Exchange interactions between the extra electron and the $`{}_{}{}^{6}A_{1}^{}`$ state:

$`K(^6A_1,^1S)`$ $`=`$ $`5e^2\rho _{k=0}^{Coulomb}=K,`$ (76)
$`J(^6A_1,^1S)`$ $`=`$ $`{\displaystyle \frac{e^2}{25}}\rho _{k=2}^{Exchange}=J`$ (77)
And for the Coulomb and Exchange interaction between the extra electron and the $`{}_{}{}^{4}T_{1}^{}`$ states:

$`K(^4T_1,^1S)`$ $`=`$ $`5e^2\rho _{k=0}^{Coulomb}=K,`$ (78)
$`J(^4T_1xy,^1S)`$ $`=`$ $`{\displaystyle \frac{e^2}{25}}\rho _{k=2}^{Exchange}=J`$ (79)
$`J(^4T_1z,^1S)`$ $`=`$ $`{\displaystyle \frac{e^2}{25}}\rho _{k=2}^{Exchange}=J`$ (80)
And as the effect of the Coulomb and exchange interaction with the injected electron, the levels $`{}_{}{}^{6}A_{1}^{}`$ will be shifted and split into 2 sublevels with total spin $`S=3`$ and $`S=2`$ with the corresponding exchange energy:

$`E_{ex}(^6A_1,\phi (1s,+),S=3)`$ $`=`$ $`K{\displaystyle \frac{7}{4}}J`$ (82)
$`E_{ex}(^6A_1,\phi (1s,),S=2)`$ $`=`$ $`K+{\displaystyle \frac{5}{4}}J`$ (84)
with the corresponding wavefunctions:

$`|^6A_1,\phi (1s,+),S=3>`$ $`=`$ $`[\xi ^+\eta ^+\zeta ^+u^+v^+]|s+>`$ (85)
$`|^6A_1,\phi (1s,+),S=2>`$ $`=`$ $`[\xi ^+\eta ^+\zeta ^+u^+v^+]|s>`$ (86)
And the $`{}_{}{}^{4}T_{1}^{}`$ levels splits into four sublevels: two sublevels with the value of the total spin $`S=2`$:

$`E_{ex}(^4T_1,z\phi (1s,+),S=2)`$ $`=`$ $`K+{\displaystyle \frac{3}{4}}J`$ (87)
$`E_{ex}(^4T_1,xy\phi (1s,+),S=2)`$ $`=`$ $`K{\displaystyle \frac{3}{4}}J`$ (89)
and the two sublevels with the total spin $`S=1`$

$`E_{ex}(^4T_1,z\phi (1s,),S=1)`$ $`=`$ $`K{\displaystyle \frac{5}{4}}J`$ (91)
$`E_{ex}(^4T_1,xy\phi (1s,+),S=2)`$ $`=`$ $`K+{\displaystyle \frac{5}{4}}J`$ (93)
with the corresponding wavefunctions:

$`|^4T_1z,\phi (1s,+),S=2>`$ $`=`$ $`[\xi ^+\eta ^+\zeta ^+\zeta ^{}u^+]|s+>+{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^2\eta ^+\zeta ^+p_y^+]|s+>{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^+\eta ^2\zeta ^+p_x^+]|s+>`$ (95)
$`|^4T_1xy,\phi (1s,+),S=2>`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{4}}[\xi ^+\xi ^{}\eta ^+\zeta ^+u^+]|1s+)+{\displaystyle \frac{\sqrt{6}}{4}}[\xi ^+\xi ^{}\eta ^+\zeta ^+v^+]|1s+>`$ (98)
$`{\displaystyle \frac{1}{2}}[\xi ^+\eta ^+\eta ^{}\zeta ^+u^+]|1s+>+[\xi ^+\eta ^+\eta ^{}\zeta ^+v^+])|1s+>+{\displaystyle \frac{\beta }{2}}[\xi ^+\eta ^2\zeta ^+p_z^+]|1s+>`$
$`{\displaystyle \frac{\beta }{2}}[\xi ^+\eta ^+\zeta ^2p_y^+]|1s+>+{\displaystyle \frac{\beta }{2}}[\xi ^2\eta ^+\zeta ^+p_z^+]|1s+>{\displaystyle \frac{\beta }{2}}[\xi ^+\eta ^+\zeta ^2p_x^+]|1s+>`$
and

$`|^4T_1z,\phi (1s,),S=1>`$ $`=`$ $`[\xi ^+\eta ^+\zeta ^+\zeta ^{}u^+]|s>+{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^2\eta ^+\zeta ^+p_y^+]|s>{\displaystyle \frac{\beta }{\sqrt{2}}}[\xi ^+\eta ^2\zeta ^+p_x^+]|s>`$ (100)
$`|^4T_1xy,\phi (1s,),S=1>`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{4}}[\xi ^+\xi ^{}\eta ^+\zeta ^+u^+]|1s)+{\displaystyle \frac{\sqrt{6}}{4}}[\xi ^+\xi ^{}\eta ^+\zeta ^+v^+]|1s>`$ (103)
$`{\displaystyle \frac{1}{2}}[\xi ^+\eta ^+\eta ^{}\zeta ^+u^+]|1s>+[\xi ^+\eta ^+\eta ^{}\zeta ^+v^+])|1s>+{\displaystyle \frac{\beta }{2}}[\xi ^+\eta ^2\zeta ^+p_z^+]|1s>`$
$`{\displaystyle \frac{\beta }{2}}[\xi ^+\eta ^+\zeta ^2p_y^+]|1s>+{\displaystyle \frac{\beta }{2}}[\xi ^2\eta ^+\zeta ^+p_z^+]|1s>{\displaystyle \frac{\beta }{2}}[\xi ^+\eta ^+\zeta ^2p_x^+]|1s>`$
The two sublevels $`|^4T_1z,\phi (1s+),S=2>`$ and $`|^4T_1xy,\phi (1s+),S=2>`$ of the $`{}_{}{}^{4}T_{1}^{}`$ state of the $`Mn^{2+}`$ ion and the sublevel $`|^6A_1,\phi (1s),S=2>`$ now have the same total spin $`S=2`$ and the transitions between them now are allowable. In Fig.2 we show the exchange energy splitting of the $`{}_{}{}^{4}T_{1}^{}`$ and $`{}_{}{}^{6}A_{1}^{}`$ levels and the transitions allowable between them.

So the exchange interaction between the electron injected in the dot and the d- electrons of the Mn-impurity center really make the previously forbidden transition become allowable. In the next section we will give some numerical calculations for the transition probability and the transition lifetime.

VI. Luminescence and the Lifetime of the Transition

In this section we will give some numerical calculations for the transition probability and the transition lifetime.

The electric dipole transition matrix element between two states $`|i>`$ and $`|j>`$ is written in the form:

$$<i|r.\widehat{ϵ}|j>=\frac{4}{3}\underset{q}{}k\left|r.Y_1^q\left(\frac{\stackrel{}{r}}{r}\right)\right|s\times Y_1^q\left(\frac{\stackrel{}{ϵ}}{ϵ}\right)$$
(105)
So the matrix element of the transition between the sublevels of the state $`{}_{}{}^{4}T_{1}^{}`$ and $`{}_{}{}^{6}A_{1}^{}`$ will again have the form of the determinantal matrix element between the wavefunctions (40) and (43). Again, here we can separate the radial and the angular part

$`{}_{}{}^{4}T_{1}^{}zz,\phi _{1s+}^{Dot},S=2|r.\widehat{ϵ}|^6A_1,\phi _{1s}^{Dot}`$ (106)
(107)
$`=R_{3d,4p}R_{1s}^{Dot}\left|r\right|R_{3d,4p}R_{1s}^{Dot}(i)Y_1^q|(j)`$ (108)
where $`<(i)|r|(j)>`$ denote the angular part and the $`<|r|>`$ the radial part. Similar to the calculation of the exchange matrix element in the last section, the angular part is calculated using the Clebsch-Gordan coefficients. The radial part also can be computed using the expansion of Bessel function of the dot envelope function $`R_{1S}^{Dot}`$.

Because the interaction with the extra electron releves the spin forbideness, the transition between the $`{}_{}{}^{4}T_{1}^{}`$ and $`{}_{}{}^{6}A_{1}^{}`$ states with the same spin $`S=2`$ will be allowed. Note again that the electric dipole transition is allowed due to mixing of the 4p-state into the 3d-states, and depend on the small coefficients $`\beta `$. The matrix element (46) will be based on the one-electron matrix element $`<3d|r|4p>`$, which is allowed with the angular part $`<Y_2^l|Y_1^q|Y_2^l^{}>`$. The radial part show a comlicated dependance on the inverse of the dot radius and its powers.

We do some numerical calculations for the case of a quantum dot of Mn- doping ZnS . We use here the standard parameters of Mn and ZnS. For the doped ZnS:Mn quantum dot of radius 50Å, we obtain the splitting due to exchange will be 1.0 to 1.5 eV, which is rather large. The small coefficient $`\beta `$ of the parity mixing is reported about $`2.63^2`$, then the probability of the transition approximately equals $`10^3`$( the oscillator strength of allowed electric dipole transition has magnitude of 1). It results in a lifetime, that is inversely proportional to the transition probability. The transition lifetime in our calculation is approximately $`2\times 10^5s`$. The integral strongly inversely depends on the radius of the nanocrystal. For the dot of the radius of 40Å, the transition lifetime is $`1.6\times 10^5s`$, and it is $`0.9\times 10^5s`$ for the dot of radius 30Å. For a smaller dots, the matrix element will be larger, the probability of the transition will be higher and the transition life-time is shorter.

To compare with the experiments, we notice that our result for the transition lifetime for this size of dot is two orders larger than the transition lifetime in the Mn doped ZnS bulk (1.8 ms). So the presence of an extra electron in the quantum dot really makes the spin-forbidden transition allowable and shortens the life time. The theory supports the results obtained in experimental works \[1-4, 8-12\] and is close to the result in  although we do not obtain the 5 orders of magnitude lifetime shortening, which is reported by R.N. Bhargava et al.\[1-4\].

Summary

In this work, we presented a theory for the new model to control the optical transitions in the nanocrystal. By injecting one extra electron into the dot, one can change the transition probability and the optical properties of the nanocrystal. The exchange interaction between the extra electron on the impurity electron splits the energy levels and makes the former spin-forbidden transition become allowable and decreases the lifetime of the transition by about two orders of magnitude.

We are grateful to Dr. Al. L. Efros for his helpful suggestion and discussions and Dr. D. Norris for helpful conversation. We also acknowledge partial support from NYSTAR ECAT Project $`N^o0000067`$ and PSC-CUNY for this work.

FIGURE CAPTIONS

Fig.1. Splitting diagram of a single 3d electron in an octahedral crystal field. The five-fold degenerate d-electron with energy $`E_0`$ splits in an octahedral crystal field into two levels.

Fig.2.Exchange energy splitting of the $`{}_{}{}^{4}T_{1}^{}`$ and $`{}_{}{}^{6}A_{1}^{}`$ states of the $`Mn^{2+}`$ ion. Arrows indicate the allowable transitions.


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# The centralizer of two numbers under the natural action of 𝑆_𝑘 on [𝑘], the maximal parabolic subgroup of 𝑆_𝑘, and generalized patterns

## Abstract

A natural generalization of single pattern avoidance is subset avoidance. A complete study of subset avoidance for the case $`k=3`$ is carried out in \[SS\]. For $`k>3`$ situation becomes more complicated, as the number of possible cases grows rapidly. Recently, several authors have considered the case of general $`k`$ when $`T`$ has some nice algebraic properties. Barcucci, Del Lungo, Pergola, and Pinzani in \[BDPP\] treated the case when $`T=T_1`$ is the centralizer of $`k1`$ and $`k`$ under the natural action of $`S_k`$ on $`[k]`$. Mansour and Vainshtein in \[MV\] treated the case when $`T=T_2`$ is maximal parabolic group of $`S_k`$.

Recently, Babson and Steingrimsson (see \[BS\]) introduced generalized permutations patterns that allow the requirement that two adjacent letters in a pattern must be adjacent in the permutation.

In this paper we present an analogue with generalization for the case $`T_1`$ and for the case $`T_2`$ by using generalized patterns instead of classical patterns.

## 1. Introduction

Classical patterns. Let $`[p]=\{1,\mathrm{},p\}`$ denote a totally ordered alphabet on $`p`$ letters, and let $`\alpha =(\alpha _1,\mathrm{},\alpha _m)[p_1]^m`$, $`\beta =(\beta _1,\mathrm{},\beta _m)[p_2]^m`$. We say that $`\alpha `$ is order-isomorphic to $`\beta `$ if for all $`1i<jm`$ one has $`\alpha _i<\alpha _j`$ if and only if $`\beta _i<\beta _j`$. For two permutations $`\pi S_n`$ and $`\tau S_k`$, an occurrence of $`\tau `$ in $`\pi `$ is a subsequence $`1i_1<i_2<\mathrm{}<i_kn`$ such that $`(\pi _{i_1},\mathrm{},\pi _{i_k})`$ is order-isomorphic to $`\tau `$; in such a context $`\tau `$ is usually called the pattern. We say that $`\pi `$ avoids $`\tau `$, or is $`\tau `$-avoiding, if there is no occurrence of $`\tau `$ in $`\pi `$. Pattern avoidance proved to be a useful language in a variety of seemingly unrelated problems, from stack sorting \[Kn, Ch. 2.2.1\] to singularities of Schubert varieties \[LS\]. A natural generalization of single pattern avoidance is subset avoidance; that is, we say that $`\pi S_n`$ avoids a subset $`TS_k`$ if $`\pi `$ avoids any $`\tau T`$. A complete study of subset avoidance for the case $`k=3`$ is carried out in \[SS\]. For $`k>3`$ situation becomes more complicated, as the number of possible cases grows rapidly. Recently, several authors have considered the case of general $`k`$ when $`T`$ has some nice algebraic properties.

Adin and Roichman in \[AR\] treated the case when $`T`$ is a Kazhdan–Lusztig cell of $`S_k`$, or, equivalently, the Knuth equivalence class (see \[St, vol. 2, Ch. A1\]). Barcucci, Del Lungo, Pergola, and Pinzani in \[BDPP\] treated the case when $`T`$ is the centralizer of $`k1`$ and $`k`$ under the natural action of $`S_k`$ on $`[k]`$.

###### Theorem 1.1.

(Barcucci, Del Lungo, Pergola, and Pinzani \[BDPP\]) Let $`T`$ be the centralizer of $`k1`$ and $`k`$ under the natural action of $`S_k`$ on $`[k]`$. Then the ordinary generating function for the number of $`T`$-avoiding permutations in $`S_n`$ is given by

$$(k3)!x^{k4}\frac{1(k1)x\sqrt{12(k1)x+(k3)^2x^2}}{2}+\underset{i=0}{\overset{k3}{}}i!x^i.$$

In 2000, Kremer \[Kr\] presented a generalization for the above theorem, but later Mansour \[M2, Section 2.3.3\] found a counterexample to the main result in \[Kr\].

Recall that the Laguerre polynomial $`L_n^\alpha (x)`$ is given by

$$L_n^\alpha (x)=\frac{1}{n!}e^xx^\alpha \frac{d^n}{dx^n}\left(e^xx^{n+\alpha }\right),$$

and the rook polynomial of the rectangular $`s\times t`$ board is given by

$$R_{s,t}(x)=s!x^sL_s^{ts}(x^1)$$

for $`st`$ and by $`R_{s,t}(x)=R_{t,s}(x)`$ otherwise (see \[R, Ch. 7.4\]). In 2000, Mansour and Vainshtein \[MV\] treated the case when we $`T`$ is a maximal parabolic subgroup of $`S_k`$.

###### Theorem 1.2.

(Mansour and Vainshtein \[MV\]) Let $`1am+1`$, $`\lambda =\mathrm{min}\{l,m\}`$, $`\mu =\mathrm{max}\{l,m\}`$, and let $`P_{}^{}{}_{l,m}{}^{}=\{\sigma S_{l+m}|a\sigma _ja+l1,j=1,2,\mathrm{},l\}`$, then

$$F_{l,m}^a(x)R_{l,m}(x)=\underset{r=0}{\overset{\lambda 1}{}}x^rr!\underset{j=0}{\overset{r}{}}(1)^j\frac{\left(\genfrac{}{}{0pt}{}{l}{j}\right)\left(\genfrac{}{}{0pt}{}{m}{j}\right)}{\left(\genfrac{}{}{0pt}{}{r}{j}\right)}+(1)^\lambda x^\lambda \lambda !\underset{r=0}{\overset{\mu \lambda 1}{}}x^rr!\left(\genfrac{}{}{0pt}{}{\mu r1}{\lambda }\right),$$

or, equivalently,

$$F_{l,m}^a(x)=\underset{r=0}{\overset{k1}{}}x^rr!\frac{(1)^\lambda x^\mu }{\lambda !L_\lambda ^{\mu \lambda }(x^1)}\underset{r=0}{\overset{\lambda 1}{}}(k+r)!x^r\underset{j=r+1}{\overset{\lambda }{}}(1)^j\frac{\left(\genfrac{}{}{0pt}{}{l}{j}\right)\left(\genfrac{}{}{0pt}{}{m}{j}\right)}{\left(\genfrac{}{}{0pt}{}{k+r}{j}\right)},$$

where $`k=l+m=\lambda +\mu `$, $`F_{l,m}^a(x)`$ is the ordinary generating function for the number of $`P_{}^{}{}_{l,m}{}^{}`$-avoiding permutations in $`S_n`$.

Generalized patterns. In \[BS\] Babson and Steingrímsson introduced generalized permutation patterns that allow the requirement that two adjacent letters in a pattern must be adjacent in the permutation. For example, (generalized) patterns are $`123\text{-}4`$ and $`12\text{-}34`$. An occurrence of $`123\text{-}4`$ in a permutation $`\pi `$ is a subword $`\pi _i\pi _{i+1}\pi _{i+2}\pi _j`$ of $`\pi `$ such that $`\pi _i<\pi _{i+1}<\pi _{i+2}<\pi _j`$, and an occurrence of $`12\text{-}34`$ is a subword $`\pi _i\pi _{i+1}\pi _j\pi _{j+1}`$ of $`\pi `$ such that $`\pi _i<\pi _{i+1}<\pi _j<\pi _{j+1}`$.

Claesson in \[C\] presented a complete solution for the number of permutations avoiding any single (generalized) pattern of length three with exactly one adjacent pair of letters (we do not regard a dash as being a letter) as follows.

###### Proposition 1.3.

(Claesson \[C\]) For all $`n0`$

$$|S_n(\sigma )|=\{\begin{array}{cc}B_n\hfill & \text{ if }\sigma \{1\text{-}23,3\text{-}21,12\text{-}3,32\text{-}1,1\text{-}32,3\text{-}12,21\text{-}3,23\text{-}1\},\hfill \\ C_n\hfill & \text{ if }\sigma \{2\text{-}13,2\text{-}31,13\text{-}2,31\text{-}2\},\hfill \end{array}$$

where $`B_n`$ and $`C_n`$ are the $`n`$th Bell and Catalan numbers, respectively.

In addition, Claesson in \[C\] gave certain results for the number of permutations avoiding a pair generalized patterns of three letters.

###### Proposition 1.4.

(Claesson \[C\]) For all $`n0`$

$$S_n(1\text{-}23,\mathrm{\hspace{0.17em}12}\text{-}3)=B_n^{},S_n(1\text{-}23,\mathrm{\hspace{0.17em}1}\text{-}32)=I_n,\text{ and }S_n(1\text{-}23,\mathrm{\hspace{0.17em}13}\text{-}2)=M_n,$$

where $`B_n^{}`$ is the $`n`$th Bessel number (\# non-overlapping partitions of $`[n]`$ (see \[F\])), $`I_n`$ is the number of involutions in $`S_n`$, and $`M_n`$ is the $`n`$th Motzkin number.

Later, Claesson and Mansour \[CM1\] gave the complete answer for the number permutations avoiding a pair patterns of the form $`ab\text{-}c`$ or $`a\text{-}bc`$ where $`abcS_3`$.

In this paper we present an analogue for Theorem 1.1 and for Theorem 1.2 by using generalized patterns instead of classical patterns as following.

Let $`1a<a+lk`$ and let us denote by $`C_{a,l}^k`$ the set of all generalized patterns $`\sigma _1\sigma _2\text{-}\sigma 3\text{-}\mathrm{}\text{-}\sigma _k`$ such that $`(\sigma _1,\mathrm{},\sigma _k)S_k`$, $`\sigma _1=a`$, and $`\sigma _2=a+l`$. Clearly, the set $`C_{a,l}^k`$ contains $`(k2)!`$ generalized patterns ($`C_{a,l}^k`$ is an analogue for the case when $`T`$ is the centralizer of $`a`$ and $`a+l`$ under the natural action of $`S_k`$ on $`[k]`$; that is, $`T=\{\pi S_k|\pi _1=a,\pi _2=a+l\}`$). For example, $`C_{1,2}^4=\{13\text{-}2\text{-}4,13\text{-}4\text{-}2\}`$. In the present paper we find the number of $`C_{a,l}^k`$-avoiding permutations in $`S_n`$ (see Section 2).

Let $`P_{a,l}^k`$ be all the generalized patterns of the form $`\sigma _1\mathrm{}\sigma _l\text{-}\sigma _{l+1}\text{-}\mathrm{}\text{-}\sigma _k`$ such that $`(\sigma _1,\mathrm{},\sigma _l)`$ is a permutation of the numbers $`a,\mathrm{},a+l1`$ and $`(\sigma _{l+1},\mathrm{},\sigma _k)`$ is a permutation of the numbers $`a+l,\mathrm{},k,1,2,\mathrm{},a1`$. Clearly, $`P_{a,l}^k`$ contains $`l!(kl)!`$ generalized patterns ($`P_{1,l}^k`$ is an analogue for the case when $`T`$ is a maximal parabolic subgroup of $`S_k`$; that is, $`T=\{\pi S_k|(\pi _1,\mathrm{},\pi _l)S_l\}`$). For example, $`P_{2,2}^4`$ contains $`4`$ generalized patterns which are $`23\text{-}1\text{-}4`$, $`23\text{-}4\text{-}1`$, $`32\text{-}1\text{-}4`$, and $`32\text{-}4\text{-}1`$. In the present paper we find the number of $`P_{a,l}^k`$-avoiding permutations in $`S_n`$ (see Section 3).

## 2. $`C_{a,l}^k`$-Avoiding

Let $`c_{a,l}^k(n)`$ be the number of $`C_{a,l}^k`$-avoiding permutations in $`S_n`$. Our present aim is to count this number, since that we introduce another notation. We denote by $`c_{a,l}^k(n;i_1,i_2,\mathrm{},i_j)`$ the number of $`C_{a,l}^k`$-avoiding permutations $`\pi S_n`$ such that $`\pi _1\pi _2\mathrm{}\pi _j=i_1i_2\mathrm{}i_j`$. Now we introduce the two quantities that play the crucial role in the proof of the main theorem in this section.

###### Lemma 2.1.

For all $`nk`$,

$$c_{a,l}^k(n)=(k1)c_{a,l}^k(n1)+\underset{j=a}{\overset{nk+a}{}}c_{a,l}^k(n;j).$$

###### Proof.

Let $`\pi S_n`$ where $`\pi _1=i`$, and let $`njnk+a+1`$ or $`1ja1`$. By definitions it is easy to see that every occurrence of $`\tau C_{a,l}^k`$ in $`\pi `$ not contains $`\pi _1`$, so $`c_{a,l}^k(n;j)=c_{a,l}^k(n1)`$. On the other hand, by definitions $`c_{a,l}^k(n)=_{j=1}^nc_{a,l}^k(n;j)`$, hence the lemma holds. ∎

###### Lemma 2.2.

Let $`nk`$, and $`ajnk+a`$. Then

$$c_{a,l}^k(n;j)=(kl1)c_{a,l}^k(n2)+\underset{i=a}{\overset{j+l2}{}}c_{a,l}^k(n1;i).$$

###### Proof.

Let $`ajnk+a`$; by definitions

$`()`$
$$c_{a,l}^k(n;j)=\underset{i=1}{\overset{j1}{}}c_{a,l}^k(n;j,i)+\underset{i=j+1}{\overset{n}{}}c_{a,l}^k(n;j,i),$$

and let us consider the possible values of $`c_{a,l}^k(n;j,i)`$:

* Let $`1ia1`$; since all the generalized patterns in $`C_{a,l}^k`$ started by the segment $`a(a+l)`$ we get

$$c_{a,l}^k(n;j,i)=c_{a,l}^k(n2);$$
* Let $`aij1`$; similarly as $`(i)`$ with $`a<a+l`$ we have

$$c_{a,l}^k(n;j,i)=c_{a,l}^k(n1;i);$$
* Let $`j+1ij+l1`$; similarly as $`(i)`$ we obtain

$$c_{a,l}^k(n;j,i)=c_{a,l}^k(n1;i1);$$
* Let $`j+link+a+l`$; so there exist $`a_1,\mathrm{},a_{k2}`$ positions such that $`(j,i,\pi _{a_1},\mathrm{},\pi _{a_{k2}})`$ is order-isomorphic to $`\tau C_{a,l}^k`$; hence

$$c_{a,l}^k(n;j,i)=0;$$
* Let $`nk+a+l+1jn`$; similarly as $`(i)`$ with $`a<a+l`$ we get

$$c_{a,l}^k(n;j,i)=c_{a,l}^k(n2).$$

Hence, if summing $`c_{a,l}^k(n;j,i)`$ over all $`i`$ with using ($``$) we get the desired result. ∎

Now we ready to obtain the main quantity that plays the crucial role in the proof of the main theorem in this section.

###### Proposition 2.3.

Let $`nk`$, and $`1ink+1`$. Then

$$c_{a,l}^k(n;nk+a+1i)=\underset{j=0}{\overset{(i1)/l+1}{}}(1)^j\left(\genfrac{}{}{0pt}{}{i(j1)(l1)}{j}\right)c_{a,l}^k(n1j).$$

###### Proof.

Using Lemma 2.1 for $`i=1`$ we get

$$c_{a,l}^k(n;nk+a)=(kl1)c_{a,l}^k(n2)+\underset{j=a}{\overset{nk+b2}{}}c_{a,l}^k(n1;j).$$

Using Lemma 2.2 with $`c_{a,l}^k(n1;j)=c_{a,l}^k(n2)`$ for $`1ja1`$ or $`nk+a+1jn`$ (see Lemma 2.1), and with $`a+l>a`$ we have

$$c_{a,l}^k(n;nk+a)=(kl1)c_{a,l}^k(n2)+c_{a,l}^k(n1)(a1+kal+1)c_{a,l}^k(n2),$$

equivalently

$$c_{a,l}^k(n;nk+a)=c_{a,l}^k(n1)c_{a,l}^k(n2).$$

Therefore the proposition holds for $`i=1`$.

Now, let $`i2`$; using Lemma 2.1 we obtain for all $`a+1mnk+a`$

$$c_{a,l}^k(n;m1)=c_{a,l}^k(n;m)c_{a,l}^k(n1;m+l2),$$

and by means of induction on $`i`$ with employing the familiar identity

$`()`$
$$\left(\genfrac{}{}{0pt}{}{0}{s}\right)+\left(\genfrac{}{}{0pt}{}{1}{s}\right)+\left(\genfrac{}{}{0pt}{}{2}{s}\right)+\mathrm{}+\left(\genfrac{}{}{0pt}{}{t}{s}\right)=\left(\genfrac{}{}{0pt}{}{t+1}{s+1}\right),$$

we get the desired result. ∎

Now we are ready to prove the main result of this section.

###### Theorem 2.4.

For all $`nk`$

$$\begin{array}{c}c_{a,l}^k(n)=(kl1)c_{a,l}^k(n1)+\hfill \\ +\underset{j=0}{\overset{(nk)/l+1}{}}(1)^j\left(\genfrac{}{}{0pt}{}{nk+2(j1)(l1)}{j+1}\right)c_{a,l}^k(n1j).\hfill \end{array}$$

###### Proof.

Lemma 2.2 and Proposition 2.3 yield for all $`nk`$

$$c_{a,l}^k(n)=(k1)c_{a,l}^k(n1)+\underset{i=1}{\overset{nk+1}{}}\underset{j=0}{\overset{(i1)/l+1}{}}(1)^j\left(\genfrac{}{}{0pt}{}{i(j1)(l1)}{j}\right)c_{a,l}^k(n1j).$$

Again, employing the familiar identity ($``$) we get the desired result. ∎

###### Example 2.5.

(see Claesson and Mansour \[CM1\] for $`k=3`$) Theorem 2.4 yields for $`l=1`$

$$(k2)c_{a,1}^k(n1)=\underset{j=0}{\overset{nk+2}{}}(1)^{nk+2j}\left(\genfrac{}{}{0pt}{}{nk+2}{j}\right)c_{a,1}^k(j+k2).$$

Using \[CM2, Lem. 7\] we have

$$\begin{array}{c}(k2)uC_{a,1}^k(u)=(1+x)^{k3}\left[C_{a,1}^k\left(\frac{u}{1+u}\right)1\right]+\hfill \\ \underset{j=1}{\overset{k3}{}}(j1)!u^j(k2j(1+u)^{k3j}),\hfill \end{array}$$

where $`C_{a,1}^k(x)`$ is the ordinary generating function for the sequence $`\{c_{a,1}^k(n)\}_{n0}`$, hence by putting $`u=x/(1x)`$ we get

$$C_{a,1}^k(x)=1+(k2)x(1x)^{k4}C_{a,1}^k\left(\frac{x}{1x}\right)+\underset{j=1}{\overset{k3}{}}(j1)!x^j(j(k2)(1x)^{k3j}).$$

An infinite number of applications of this identity we have

$$\begin{array}{c}C_{a,1}^k(x)=\underset{n0}{}\frac{(k2)^nx^n(1nx)^{k4}}{(1x)(12x)\mathrm{}(1(n1)x)}+\hfill \\ +\underset{j=1}{\overset{k3}{}}\underset{n0}{}\frac{j!(k2)^nx^{j+n}(1nx)^{k4j}}{(1x)(12x)\mathrm{}(1(n1)x)}+\hfill \\ +\underset{j=0}{\overset{k4}{}}\underset{n0}{}\frac{j!(k2)^{n+1}x^{j+n+1}(1(n+1)x)^{k4j}}{(1x)(12x)\mathrm{}(1nx)}.\hfill \end{array}$$

An example, for $`k=3`$ we get

$$C_{1,1}^3(x)=C_{2,1}^3(x)=\underset{n0}{}\frac{x^n}{(1x)(12x)\mathrm{}(1(n+1)x)}.$$

In view of Theorem 2.4 we get the number of $`C_{1,l}^k`$-avoiding permutations in $`S_n`$ is the same number of $`C_{a,l}^k`$-avoiding permutations in $`S_n`$ where $`a=1,2,\mathrm{},kl`$. Our proof in Theorem 2.4 is an analytical proof. It is a challenge to find a bijective proof for this property.

To put Theorem 2.4 in the form of ordinary generating function let us define as follows. Let $`l2`$, we define for all $`n0`$,

$$F_n^l(x)=\underset{m0}{}(1)^j\left(\genfrac{}{}{0pt}{}{n(l2)j}{j}\right)x^j.$$

For example, $`F_n^2(x)=(1x)^n`$.

From now we assume that $`l2`$. If multiplying the recurrence in the statement of Theorem 2.4 by $`x^n`$ and summing over all $`nk`$, then

$$\begin{array}{c}(kl1)\underset{nk}{}c_{a,l}^k(n1)x^n=\underset{nk}{}\underset{j=0}{\overset{n+1}{}}(1)^j\left(\genfrac{}{}{0pt}{}{nk+2(j1)(l1)}{j+1}\right)c_{a,l}^k(n1j)x^n,\hfill \end{array}$$

equivalently,

###### Theorem 2.6.

Let $`l2`$, then

$$\begin{array}{c}x(k1l)\underset{nk1}{}c_{a,l}^k(n)x^n=(k1)!(F_{2l1}^l(x)1)x^{k1}+\hfill \\ +(k2)!(F_{2l2}^l(x)1+(2l2)x)x^{k2}+\underset{nk}{}c_{a,l}^k(n)F_{nk+2l}^l(x)x^n.\hfill \end{array}$$

For example (see Claesson \[C\]), for $`l=2`$ and $`k=3`$ Theorem 2.6 yields $`c_{1,2}^3(n)`$ is given by the $`n`$th Catalan number; that is, the number of permutations in $`S_n(13\text{-}2)`$ is $`\frac{1}{n+1}\left(\genfrac{}{}{0pt}{}{2n}{n}\right)`$.

## 3. $`P_{a,l}^k`$-Avoiding

Let $`p_{a,l}^k(n)`$ be the number $`P_{a,l}^k`$-avoiding permutations in $`S_n`$. Our present aim is to count this number, since that we introduce another notation. We denote by $`p_{a,l}^k(n;i_1,\mathrm{},i_m)`$ the number $`P_{a,l}^k`$-avoiding permutations $`\pi S_n`$ such that $`\pi _1\mathrm{}\pi _m=i_1\mathrm{}i_m`$. Now we introduce the quantity that play the crucial role to find $`p_{a,l}^k(n)`$.

###### Lemma 3.1.

Let $`ai_jnk+l+a1`$ for any $`j=1,2,\mathrm{},m`$.

(i) If $`0ml1`$, then $`p_{a,l}^k(n;i_1,\mathrm{},i_m,j)=p_{a,l}^k(nm1)`$ where either $`1ja1`$, or $`nk+l+ajn`$;

(ii) If $`m=l`$, then $`p_{a,l}^k(n;i_1,\mathrm{},i_l)=0`$;

(iii) For all $`i`$, $`p_{a,l}^k(n;\mathrm{},i,\mathrm{},i,\mathrm{})=0`$.

###### Proof.

(iii) yields immediately by definitions. To verify (i) let $`\pi S_n`$ a permutations such that $`\pi _j=i_j`$ for $`j=1,2,\mathrm{},m`$, and $`\pi _{m+1}=j`$. Let $`\tau P_{a,l}^k`$ and let $`(\pi _{a_1},\mathrm{},\pi _{a_k})`$ order-isomorphic to $`\tau `$. Since $`ml1`$, and either $`ja1`$ or $`jnk+l+a`$ we get $`a_1>m+1`$. Therefore, $`p_{a,l}^k(n;i_1,\mathrm{},i_m,j)`$ is equal to the number of $`P_{a,l}^k`$-avoiding permutations on the letters $`1,2,\mathrm{},n`$ without the letters $`i_1,\mathrm{},i_m,j`$. Hence (i) holds.

To verify (ii) let $`\pi S_n`$ a permutation such that $`\pi _j=i_j`$ for all $`j=1,2,\mathrm{},l`$, so there exist $`a_1,\mathrm{},a_{kl}`$ positions such that $`(\pi _{i_1},\mathrm{},\pi _{i_l},\pi _{a_1},\mathrm{},\pi _{a_{kl}})`$ is order-isomorphic to $`\tau `$ where $`\tau P_{a,l}^k`$. Hence $`p_{a,l}^k(n;i_1,\mathrm{},i_l)=0`$. ∎

An application of the above lemma we find the exponential generating function for the sequence $`\{p_{a,l}^k(n)\}_{n0}`$ as follows.

###### Theorem 3.2.

Let $`k,l,a1`$ and $`1a+l1k`$. Then

$$\underset{n0}{}p_{a,l}^k(n)\frac{x^n}{n!}=\underset{(kl1)\text{times}}{\underset{}{\mathrm{}}}e^{(kl)(x/1+x^2/2+\mathrm{}+x^l/l)}dx\mathrm{}dx.$$

###### Proof.

By definitions we have

$$p_{a,l}^k(n)=\underset{i_1=1}{\overset{n}{}}p_{a,l}^k(n;i_1).$$

Using Lemma 3.1(i) for $`m=0`$ we get

$$p_{a,l}^k(n)=(kl)p_{a,l}^k(n1)+\underset{i_1=a}{\overset{nk+l+a1}{}}p_{a,l}^k(n;i_1).$$

Now, let us assume for $`m2`$

$$p_{a,l}^k(n)(kl)\underset{j=0}{\overset{m1}{}}j!\left(\genfrac{}{}{0pt}{}{nk+l}{j}\right)p_{a,l}^k(n1j)=\underset{i_1,\mathrm{},i_m=1}{\overset{nk+l+a1}{}}p_{a,l}^k(n;i_1,\mathrm{},i_m),$$

so by definitions we have

$$\begin{array}{c}p_{a,l}^k(n)(kl)\underset{j=0}{\overset{m1}{}}j!\left(\genfrac{}{}{0pt}{}{nk+l}{j}\right)p_{a,l}^k(n1j)=\hfill \\ =\underset{i_1,\mathrm{},i_m=1}{\overset{nk+l+a1}{}}\underset{i_{m+1}=1}{\overset{n}{}}p_{a,l}^k(n;i_1,\mathrm{},i_m,i_{m+1}),\hfill \end{array}$$

equivalently

$$\begin{array}{c}p_{a,l}^k(n)(kl)\underset{j=0}{\overset{m1}{}}j!\left(\genfrac{}{}{0pt}{}{nk+l}{j}\right)p_{a,l}^k(n1j)=\hfill \\ =\underset{i_1,\mathrm{},i_m+1=1}{\overset{nk+l+a1}{}}p_{a,l}^k(n;i_1,\mathrm{},i_m,i_{m+1})+\underset{j=1}{\overset{a1}{}}\underset{i_1,\mathrm{},i_m=1}{\overset{nk+l+a1}{}}p_{a,l}^k(n;i_1,\mathrm{},i_m,j)+\hfill \\ +\underset{j=nk+l+a}{\overset{n}{}}\underset{i_1,\mathrm{},i_m=1}{\overset{nk+l+a1}{}}p_{a,l}^k(n;i_1,\mathrm{},i_m,j).\hfill \end{array}$$

Using Lemma 3.1(i)-(iii) we get

$$\begin{array}{c}p_{a,l}^k(n)(kl)\underset{j=0}{\overset{m1}{}}j!\left(\genfrac{}{}{0pt}{}{nk+l}{j}\right)p_{a,l}^k(n1j)=\hfill \\ =\underset{i_1,\mathrm{},i_m+1=1}{\overset{nk+l+a1}{}}p_{a,l}^k(n;i_1,\mathrm{},i_m,i_{m+1})+(kl)m!\left(\genfrac{}{}{0pt}{}{nk+l}{m}\right)p_{a,l}^k(n1m).\hfill \end{array}$$

Hence, by the principle of induction with $`m=l`$ with Lemma 3.1 we get for all $`n1`$

$$p_{a,l}^k(n)=(kl)\underset{j=0}{\overset{l1}{}}j!\left(\genfrac{}{}{0pt}{}{nk+l}{j}\right)p_{a,l}^k(n1j).$$

Let $`f(x)=_{n0}p_{a,l}^k(n)x^n/n!`$; if multiplying by $`x^n/(nk+l)!`$ and summing over all $`n1`$ we get

$$\frac{\mathrm{d}^{kl}}{\mathrm{d}x^{kl}}f(x)=(kl)\underset{j=0}{\overset{l1}{}}x^j\frac{\mathrm{d}^{kl1}}{\mathrm{d}x^{kl1}}f(x),$$

hence

$$\frac{\mathrm{d}^{kl1}}{\mathrm{d}x^{kl1}}f(x)=e^{(k1)(x/1+x^2/2+\mathrm{}+x^l/l)},$$

as required. ∎

Again, in view of Theorem 3.2 it is a challenge to find a bijective proof for the number of $`P_{1,l}^k`$-avoiding permutations in $`S_n`$ is the same number of $`P_{a,l}^k`$-avoiding permutations in $`S_n`$, for all $`1akl+1`$.

###### Example 3.3.

(see Mansour \[M1\]) Theorem 3.2 for $`l=1`$ yields for $`nk`$

$$p_{a,1}^k(n)=(k1)p_{a,1}^k(n1),$$

with $`p_{a,1}^k(k)=k!(k1)!`$, hence $`p_{a,1}^k(n)=(k2)!(k1)^{nk+2}`$ for all $`nk1`$.

###### Example 3.4.

(see Claesson and Mansour \[CM1\] for $`k=3`$) Theorem 3.2 for $`l=k1`$ yields for $`nk`$

$$\underset{n0}{}p_{a;k1}^k(n)\frac{x^n}{n!}=e^{x/1+x^2/2+\mathrm{}+x^{k1}/(k1)}.$$

In particular, for $`k=3`$ yields the exponential generating function for the number of permutations in $`S_n(12\text{-}3,21\text{-}3)`$ (or in $`S_n(23\text{-}1,32\text{-}1)`$) is given by $`e^{x+x^2/2}`$.

Again, as a remark, according to the main results (Theorem 2.4 and Theorem 3.2), $`C_{a,l}^k(x)`$ and $`P_{a,l}^k`$ does not depend on $`a`$; in other words, $`|S_n(C_{1,l}^k)|=|S_n(C_{a,l}^k)|`$ and $`|S_n(P_{1,l}^k)|=|S_n(P_{a,l}^k)|`$ for any $`a`$. We obtained this fact as a consequence of lengthy computations. A natural question would be to find a bijection between $`S_n(C_{1,l}^k)`$ (respectively, $`S_n(P_{1,l}^k)`$) and $`S_n(C_{a,l}^k)`$ (respectively, $`S_n(P_{a,l}^k)`$) that explains this phenomenon.


text:
# Energy-dependent potentials revisited: A universal hierarchy of hydrodynamic type Partially supported by CICYT proyecto PB98–0821

## 1 Introduction

In this work we consider the system of evolution equations

$$\frac{Y}{t_i}=A_i,Y,A_i:=(\lambda ^iY)_+,i0,$$
(1)
where $`U,V:=UV_xU_xV`$, and the function

$$Y=Y(\lambda ,𝒕),𝒕:=(t_0:=x,t_1,\mathrm{}),$$

is assumed to admit an expansion

$$Y=1+\frac{y_1(𝒕)}{\lambda }+\frac{y_2(𝒕)}{\lambda ^2}+\mathrm{},\lambda \mathrm{}.$$

Here and henceforth we will denote by $`A=A(\lambda )_++A(\lambda )_{}`$ the standard decomposition of a power series of $`\lambda `$ in its components $`A_+`$ and $`A_{}`$ with positive and strictly negative powers of $`\lambda `$, respectively. The system of equations (1) originated in the theory of the finite-gap solutions of the KdV equation (see ) and, in a more general context, it appears  in the analysis of the integrable hierarchies EDP($`d`$) ($`d1`$) associated with Schrödinger spectral problems with energy-dependent potentials -

$$_{xx}\psi =U(\lambda ,x)\psi ,U(\lambda ,x):=\lambda ^d+\underset{i=0}{\overset{d1}{}}\lambda ^iu_i(x).$$
(2)
The nonlinear evolution equations of the EDP($`d`$) hierarchy can be written as

$$_iU=\frac{1}{2}A_{i,xxx}+2UA_{i,x}+U_xA_i,A_i=(\lambda ^iY)_+,$$
(3)
where the function $`Y`$ can be determined by

$$Y=2\lambda ^{\frac{d}{2}}\frac{\psi _1(\lambda )\psi _2(\lambda )}{\psi _1,\psi _2},$$
(4)
with $`\psi _1,\psi _2`$ being two independent solutions of (2). As a consequence of (2) and (4) it follows that

$$2Y_{xx}YY_x^24UY^2+4\lambda ^d=0.$$
(5)
This equation allows us to determine the coefficients of $`Y`$ as differential polynomials depending on the potential coefficients $`\{u_i=u_i(x)\}_{i=0}^{d1}`$. In this way, the solutions of (1) provided by the EDP($`d`$) hierarchy satisfy a reduction condition described by the differential constraint (5). For example

In the case of the EDP($`1`$) hierarchy , the standard KdV hierarchy, we have $`U=\lambda +u_0`$ and

$$\begin{array}{c}u_0=2y_1,y_2=\frac{3}{2}y_1^2+\frac{1}{4}y_{1,xx},\\ 8y_3=8y_1^3(y_{1,x})^2+2y_1y_{1,xx}+8y_1y_2+2y_{2,xx}.\end{array}$$
(6)
The hierarchy EDP($`2`$) is equivalent to the Zakharov-Shabat hierarchy  and one finds

$$u_1=2y_1,u_0=3y_1^22y_2,y_3=12y_1y_28y_1^3+y_{1,xx}.$$
(7)
For the case EDP($`3`$) the first few relations arising from (5) are

$$u_2=2y_1,u_1=3y_1^22y_2,u_0=4y_1^3+6y_1y_22y_3.$$
(8)
The purpose of this paper is to study (1) as a hierarchy of nonlinear integrable models. In this sense, the form of (1) resembles that of the dispersionless KP hierarchy -

$$\frac{Z}{t_i}=\{B_i,Z\},B_i:=(Z^i)_+,i0,$$

where $`\{U,V\}:=U_\lambda V_xU_xV_\lambda `$ is the standard Poisson bracket operation and $`Z=Z(\lambda ,𝒕)`$ is assumed to admit an expansion

$$Z=\lambda +\frac{z_1(𝒕)}{\lambda }+\frac{z_2(𝒕)}{\lambda ^2}+\mathrm{},\lambda \mathrm{}.$$

The subsequent analysis proves that the hierarchy (1), like the dispersionless KP hierarchy, has deep connections with the theory of hydrodynamic systems. In fact, we notice that, in terms of the coefficients of the expansion of $`Y`$, the hierarchy (1) becomes a set of infinite-dimensional systems of hydrodynamic type

$$_iy_n=\underset{k=1}{\overset{n}{}}y_{nk},y_{i+k},n1.$$
(9)
We will show that the hierarchy (1) exhibits a rich reduction theory which includes not only the standard types of reductions of the dispersionless KP hierarchy but also reductions of *differential type* which contain, in particular, the integrable hierarchies EDP($`d`$). From this point of view the hierarchy (1) manifests a universal character.

It should be observed that the zeros $`\lambda =\gamma `$ of $`Y`$ are Riemann invariants for (1) as they satisfy

$$\frac{\gamma }{t_i}=A_i(\gamma )_x\gamma .$$
(10)
This fact allows one to write the dynamical equations of wide families of reductions in Riemann invariant form. In the case of differential reductions, the systems (10) have to be enlarged with appropriate equations of Dubrovin type .

One of the results of our work is the introduction of a symmetry transformation for (1) which connects different classes of reductions. In particular, it transforms every EDP($`d`$) hierarchy into its corresponding EDP($`d+2`$) hierarchy.

## 2 Reductions, $`N`$-phase solutions and Dubrovin’s equations

### 2.1 General scheme

Many interesting reductions of the hierarchy (1) can be formulated. We will be here concerned with those determined by constraints of the form

$$F(\lambda ,Y_0,Y_1,\mathrm{},Y_n)_{}=0,Y_j:=_x^jY,$$
(11)
where it is assumed that

$$\frac{F}{Y_n}0.$$

Reductions of this type will be henceforth referred to as *differential reductions of order $`n`$*. The condition for (11) to determine one of such reductions is that for all $`i1`$ the function $`F`$ must satisfy

$$\frac{\mathrm{d}F_{}}{\mathrm{d}t_i}=\left(\underset{j=0}{\overset{n}{}}F_j_iY_j\right)_{}=0,F_j:=\frac{F}{Y_j},$$
(12)
provided $`Y`$ verifies (1) and (11). By taking into account that (11) implies

$$\left(\underset{j=0}{\overset{n}{}}F_jY_{j+1}\right)_{}=0,$$

it follows that (12) is equivalent to

$$\left(\underset{j=0}{\overset{n}{}}F_jY_x^{j+1}A_i\underset{j=1}{\overset{n}{}}(\underset{k=j}{\overset{n}{}}c_{kj}F_kY_{k+1j})_x^jA_i\right)_{}=0,$$
(13)
where

$$c_{kj}=\left(\begin{array}{c}k\\ j\end{array}\right)\left(\begin{array}{c}k\\ j1\end{array}\right).$$

Thus, it is obvious that a sufficient condition for (13) to hold is that $`F`$ satisfies a system of partial differential equations of the form

$$\begin{array}{c}F_{j1}\underset{k=j}{\overset{n}{}}c_{kj}F_kY_{k+1j}=\alpha _jF+\beta _j,j=1,\mathrm{},n\\ F_nY=\alpha _{n+1}F+\beta _{n+1},\end{array}$$
(14)
for a given set $`\{\alpha _j,\beta _j\}_{j=1}^{n+1}`$ of entire functions of $`\lambda `$ (i.e. $`(\alpha _j)_{}=(\beta _j)_{}=0`$).

### 2.2 Differential reductions of order $`0`$

According to the general scheme, reductions of the form

$$F(\lambda ,Y)_{}=0,$$
(15)
can be generated by solving

$$Y\frac{F}{Y}=\alpha F+\beta ,$$
(16)
for given functions $`\alpha (\lambda )`$ and $`\beta (\lambda )`$ satisfying $`\alpha _{}=\beta _{}=0`$. The general solution of (16) is

$$\begin{array}{c}\alpha 0,F=\beta (\lambda )\mathrm{ln}Y+a(\lambda ),\\ \alpha 0,F=a(\lambda )Y^{\alpha (\lambda )}\frac{\beta (\lambda )}{\alpha (\lambda )},\end{array}$$
(17)
where $`a(\lambda )`$ is an arbitrary function of $`\lambda `$.

One of the simplest types of reductions (15) included in the class (17) is

$$(\lambda ^NY)_{}=0,N1,$$
(18)
which means that $`Y`$ is of the form

$$Y=1+\frac{y_1(𝒕)}{\lambda }+\mathrm{}+\frac{y_N(𝒕)}{\lambda ^N}.$$
(19)
We will refer to the reduction (19) as the $`N`$-*phase reduction* of (1). Under the substitution (19) the hierarchy (1) becomes a finite system of hydrodynamic type for the coefficients $`\{y_i\}_{i=1}^N`$.

Example

For $`2`$-phase reductions

$$Y=1+\frac{y_1}{\lambda }+\frac{y_2}{\lambda ^2},$$
(20)
the system (1) becomes

$$\begin{array}{c}_1y_1=_xy_2,_1y_2=y_1,y_2,\\ _ny_1=_ny_2=0,n2.\end{array}$$
(21)
Thus, by introducing a function $`Z`$ such that

$$y_1=Z_x,y_2=Z_t,t:=t_1,$$

the $`2`$-phase reductions of (1) are determined by the solutions of the homogeneous Monge-Ampere equation

$$Z_{tt}=Z_xZ_{tx}Z_tZ_{xx},$$
(22)
which in turn reduces to the linear equation

$$W_{pp}+pW_{pq}+qW_{qq}=0,$$

under the Legendre transformation $`(x,t)(p,q)`$

$$W=xp+tqZ,p=Z_x,q=Z_t.$$

It should be noticed that an inhomogeneous version of the Monge-Ampere equation (22) describes the class of reductions of the dispersionless KP hierarchy which depend on two independent functions -.

The $`N`$-phase reductions admit a complete set of Riemann invariants supplied by the zeros $`\{\gamma _i\}_{i=1}^N`$ of the function $`Y`$

$$Y=\frac{1}{\lambda ^N}\underset{i=1}{\overset{N}{}}(\lambda \gamma _i).$$

Thus, under the change of dependent variables

$$𝒚=(y_1,\mathrm{},y_N)𝜸=(\gamma _1,\mathrm{},\gamma _N),$$

the system (1) can be written as

$$_i𝜸=\beta _i(𝜸)_x𝜸,i0.$$
(23)
Here $`\beta _i`$ are the diagonal matrices

$$(\beta _i)_{jk}=A_i(\gamma _j)\delta _{jk}=\left(\gamma _j^i+\gamma _j^{i1}y_1(𝜸)+\mathrm{}+y_i(𝜸)\right)\delta _{jk},$$

the functions $`y_n(𝜸)`$ are given by the symmetric polynomials

$$y_n(𝜸)=(1)^n\underset{I}{}\gamma _{i_1}\mathrm{}\gamma _{i_n},$$

and the sum extends to all subsets $`I\{1,\mathrm{},N\}`$ with $`n`$ elements. Equations (23) are well known in the theory of $`N`$-phase solutions of the KdV hierarchy .

### 2.3 Differential reductions of order $`1`$

Reductions of the form

$$F(\lambda ,Y,Y_x)_{}=0,$$
(24)
can be determined by solving

$$Y\frac{F}{Y}=\alpha _1F+\beta _1,Y\frac{F}{Y_x}=\alpha _2F+\beta _2,$$
(25)
for given functions $`\alpha _i,\beta _i`$ with $`(\alpha _i)_{}=(\beta _i)_{}=0`$. The compatibility conditions for these equations imply

$$\alpha _1=1,\alpha _2=0,$$

so that the general solution of the system (25) is

$$F=\alpha (\lambda )\frac{Y_x}{Y}+\frac{a(\lambda )}{Y}+\gamma (\lambda ),$$
(26)
where $`a`$ is an arbitrary function of $`\lambda `$, and we are denoting $`\alpha (\lambda ):=\beta _2(\lambda ),\gamma (\lambda ):=\beta _1(\lambda )`$. For a function $`F`$ of the form (26) the reduction constraint (24) reads

$$\alpha (\lambda )Y_x+a(\lambda )=\beta (\lambda ,𝒕)Y,$$
(27)
where

$$\beta (\lambda ,𝒕):=\left(\alpha (\lambda )\frac{Y_x}{Y}+\frac{a(\lambda )}{Y}\right)_+.$$

Examples

1) The reduction corresponding to (26) with

$$F=\alpha \frac{Y_x}{Y}+\frac{\lambda }{Y},$$
(28)
where $`\alpha `$ is a given nonzero complex number, is determined by

$$\alpha Y_x+\lambda =(\lambda y_1)Y,$$
(29)
or, equivalently, by the following recurrence relation for the coefficients of the expansion of $`Y`$

$$y_{i+1}=y_1y_i+\alpha _xy_i,i0.$$
(30)
2) If we set

$$F=\alpha \frac{Y_x}{Y}+\frac{\lambda ^2}{Y},$$
(31)
where $`\alpha `$ is a given nonzero complex number, then the reduction constraint (27) can be written as

$$\alpha Y_x+\lambda ^2=(\lambda ^2\lambda y_1+y_1^2y_2)Y,$$
(32)
which imposes the following recurrence relation

$$y_{i+2}=y_1y_{i+1}+(y_2y_1^2)y_i+\alpha _xy_i,i0.$$
(33)
Under appropriate conditions it is possible to formulate combinations of both $`N`$-phase and differential reductions. The coefficients $`\{y_n\}_{n=1}^N`$ of the corresponding function $`Y`$ are constrained by a certain system of differential equations with respect to the $`x`$ variable. In terms of the zeros $`\{\gamma _i\}_{i=1}^N`$ of $`Y`$ these differential equations are of Dubrovin type .

For example, from (27) it follows that the condition for differential reductions of order $`1`$ to admit a further $`N`$-phase reduction is that the function

$$\mathrm{\Phi }:=\lambda ^NY=\underset{i=1}{\overset{N}{}}(\lambda \gamma _i),$$
(34)
satisfies

$$\alpha (\lambda )\mathrm{\Phi }_x+\lambda ^Na(\lambda )=\beta (\lambda ,𝒕)\mathrm{\Phi }.$$
(35)
This condition can be fulfilled only if $`(\lambda ^Na)_{}=0`$. Furthermore, by inserting (34) into (35) we get the following system of Dubrovin’s equations

$$_x\gamma _i=\frac{\gamma _i^Na(\gamma _i)}{\alpha (\gamma _i)_{ji}(\gamma _i\gamma _j)},i=1,\mathrm{},N.$$
(36)
Examples

1) From (30) we have that the $`2`$-phase reduction of the differential reduction (29) is determined by

$$y_2=y_1^2+\alpha _xy_1,y_n=0,n3,$$
(37)
where $`y_1`$ verifies the differential equation

$$\alpha ^2_{xx}y_1+3\alpha y_1_xy_1+y_1^3=0.$$
(38)
Let $`\{\gamma _i\}_{i=1}^2`$ be the zeros of $`Y`$, then we can write $`y_1=\gamma _1+\gamma _2,y_2=\gamma _1\gamma _2`$. Moreover, (37) and (38) lead to the Dubrovin’s equations

$$\alpha _x\gamma _i=\frac{\gamma _i^3}{_{ji}(\gamma _i\gamma _j)},i=1,2.$$
(39)
We observe that this reduction describes the $`2`$-phase solutions of Burgers equation. Indeed, according to (21) and (37) it follows

$$u_t=\alpha u_{xx}+2uu_x,u:=y_1,t:=t_1.$$
(40)
2) Equation (33) implies that the $`2`$-phase reduction satisfying the condition (32) is characterized by

$$y_2=\frac{1}{2}(y_1^2\alpha \frac{_xy_1}{y_1}),y_n=0,n3,$$
(41)
where $`y_1`$ verifies

$$2\alpha ^2y_1_{xx}y_1+4\alpha y_1^3_xy_1+3\alpha ^2(_xy_1)^2y_1^3=0.$$
(42)
These equations lead to the Dubrovin’s equations

$$\alpha _x\gamma _i=\frac{\gamma _i^4}{_{ji}(\gamma _i\gamma _j)},i=1,2.$$
(43)
From (21) and (41) we have that this reduction represents the $`2`$-phase solutions of the evolution equation

$$u_t=\frac{1}{2}_x\left(\alpha \frac{u_x}{u}u^2\right),u:=y_1,t:=t_1.$$
(44)
### 2.4 Differential reductions of order $`2`$

Let us consider now differential reductions of second order

$$F(\lambda ,Y,Y_x,Y_{xx})_{}=0.$$

They are characterized by the solutions of

$$\begin{array}{c}Y\frac{F}{Y}Y_{xx}\frac{F}{Y_{xx}}=\alpha _1F+\beta _1,\\ Y\frac{F}{Y_x}+Y_x\frac{F}{Y_{xx}}=\alpha _2F+\beta _2,\\ Y\frac{F}{Y_{xx}}=\alpha _3F+\beta _3,\end{array}$$
(45)
for given functions $`\alpha _i(\lambda ),\beta _i(\lambda )`$ with $`(\alpha _i)_{}=(\beta _i)_{}=0`$. Equivalently, these conditions can be expressed as

$$\begin{array}{c}\frac{F}{Y}=\frac{\alpha _1F+\beta _1}{Y}+\frac{Y_{xx}}{Y^2}(\alpha _3F+\beta _3),\\ \frac{F}{Y_x}=\frac{\alpha _2F+\beta _2}{Y}\frac{Y_x}{Y}(\alpha _3F+\beta _3),\\ \frac{F}{Y_{xx}}=\frac{\alpha _3F+\beta _3}{Y}.\end{array}$$
(46)
The compatibility conditions for these equations imply

$$\alpha _1=2,\alpha _2=\alpha _3=\beta _2=0,$$

and the following general solution of (46) arises

$$F=\alpha (\lambda )\left(\frac{Y_{xx}}{Y}\frac{1}{2}\frac{Y_x^2}{Y^2}\right)+\frac{a(\lambda )}{Y^2}+\beta (\lambda ),$$
(47)
where $`a=a(\lambda )`$ is an arbitrary function and $`\alpha (\lambda ):=\beta _3(\lambda ),\beta (\lambda ):=\beta _3(\lambda )/2`$.

If we set

$$\alpha (\lambda )=2,a(\lambda )=4\lambda ^d,$$
(48)
in (47), it follows that the corresponding reductions are the hierarchies EDP($`d`$) associated to the Schrödinger spectral problems with energy-dependent potentials (2)-(3). Indeed it is enough to observe that (47) and (48) determine a reduction characterized by an equation of the form

$$2Y_{xx}YY_x^24UY^2+4\lambda ^d=0,$$
(49)
where $`U`$ is a polynomial in $`\lambda `$

$$U(\lambda ,𝒕):=\lambda ^d+\underset{i=0}{\overset{d1}{}}\lambda ^iu_i(𝒕),$$
(50)
the coefficients of which can be recursively found from those of $`Y`$ trough (49).

From (49) it is clear that the EDP($`d`$) hierarchies admit $`N`$-phase reductions. If we introduce

$$\mathrm{\Phi }:=\lambda ^NY=\underset{i=1}{\overset{N}{}}(\lambda \gamma _i),$$
(51)
then (49) reads

$$2\mathrm{\Phi }_{xx}\mathrm{\Phi }\mathrm{\Phi }_x^24U\mathrm{\Phi }^2+4\lambda ^{d+2N}=0,$$
(52)
which is equivalent to the following system of Dubrovin’s equations

$$(_x\gamma _i)^2=\frac{4\gamma _i^{d+2N}}{_{ji}(\gamma _i\gamma _j)^2},i=1,\mathrm{},N.$$
(53)
## 3 Symmetry transformations

The hierarchy (1) exhibits an interesting type of symmetry transformations. Let

$$Y=1+\frac{y_1(𝒕)}{\lambda }+\frac{y_2(𝒕)}{\lambda ^2}+\mathrm{}$$

be a solution of (1), and take a solution $`X=X(t_1,t_2,\mathrm{})`$ of the associated system of differential equations

$$_iX+y_i(X,t_1,t_2,\mathrm{})=0,i1,$$
(54)
then it follows that the function

$$Y^{}(\lambda ,𝒕^{}):=Y(\lambda ,𝒕(𝒕^{})),$$
(55)
where $`𝒕^{}:=(x^{},t_1^{},t_2^{},\mathrm{},t_n^{},\mathrm{})`$ and

$$𝒕(𝒕^{}):=(X(x^{},t_1^{},\mathrm{}),x^{},t_1^{},\mathrm{},t_{n1}^{},\mathrm{}),$$
(56)
is also a solution of (1). In order to prove this property we notice that from (1) it follows at once that

$$_iA_j_jA_i=A_i,A_j,A_i:=(\lambda ^iY)_+,$$
(57)
which means that (1) defines a family of commuting vector fields in the space of Laurent series of $`\lambda `$ with coefficients depending on $`\{y_i\}_{i1}`$. By setting $`\lambda =0`$ in (57) we find

$$_iy_j_jy_j=y_i,y_j.$$
(58)
Hence, the *contracted* vector fields

$$𝒟_i:=_iy_i_x,i1,$$
(59)
form a commutative family as well. In this way, given a solution $`Y=Y(\lambda ,𝒕)`$ of (1) then one has

$$𝒟_iY=(\lambda ^{i1}Y)_+,Y_1,i1,$$

where $`A,B_1:=A_1BB_1A`$. Therefore, it readily follows that $`Y^{}`$ is also a solution of (1) and, consequently, the transformation $`YY^{}`$ is a symmetry of the hierarchy (1).

Example

An elementary solution of (22) is given by

$$Z=\frac{a}{b}e^{bt}+\frac{b}{2}x^2.$$

It determines the following $`2`$-phase solution of (1)

$$Y=1+\frac{bx}{\lambda }+\frac{ae^{bt_1}}{\lambda ^2}.$$

The associated system (54) is

$$\frac{X}{t_1}+bX=0,\frac{X}{t_2}+ae^{bt_1}=0,$$

which has the solution

$$X=(cat_2)e^{bt_1}.$$

Hence, from (55) we get a new solution of (1)

$$Y=1+\frac{b(cat_1)e^{bx}}{\lambda }+\frac{ae^{bx}}{\lambda ^2}.$$

An interesting aspect of the transformation $`YY^{}`$ is that it establishes some relationships between different differential reductions of (1). We notice that (54) and (55) imply

$$\begin{array}{c}Y_x=\frac{1}{\lambda }(_x^{}Y^{}+_xy_1Y^{}),\\ Y_{xx}=\frac{1}{\lambda ^2}\left(Y_{x^{}x^{}}^{}+_xy_1Y_x^{}^{}+(\lambda _{xx}y_1+_{xx}y_2y_1_{xx}y_1)Y^{}\right),\end{array}$$
(60)
These formulas are useful to analyze the transformation properties of the differential reductions under $`YY^{}`$. For example, if $`Y`$ satisfies a differential reduction (27) of order $`1`$

$$\alpha (\lambda )Y_x+a(\lambda )=\beta (\lambda ,𝒕)Y,$$
(61)
then $`Y^{}`$ satisfies a similar differential reduction

$$\alpha (\lambda )Y_x^{}^{}+\lambda a(\lambda )=\left(\lambda \beta (\lambda ,𝒕(𝒕^{}))\alpha (\lambda )_xy_1\right)Y^{}.$$
(62)
The way in which EDP($`d`$) reductions transform under (54)-(55) is particularly simple. Indeed, let us suppose that $`Y`$ satisfies

$$2Y_{xx}YY_x^24UY^2+4\lambda ^d=0,U(\lambda ,x):=\lambda ^d+\underset{i=0}{\overset{d1}{}}\lambda ^iu_i(x),$$
(63)
then, as a consequence of (60), the transformed function $`Y^{}`$ verifies

$$2Y_{x^{}x^{}}^{}Y^{}(Y_x^{}^{})^24U^{}Y^{}_{}{}^{}2+4\lambda ^{d+2}=0,$$
(64)
where

$$U^{}:=\lambda ^2U\frac{1}{2}(\lambda _{xx}y_1+_{xx}y_2y_1_{xx}y_1)+\frac{1}{4}(_xy_1)^2.$$
(65)
This means that $`YY^{}`$ transforms the EDP($`d`$) hierarchy into the EDP($`d+2`$) hierarchy. In particular, this result proves that the whole family of hierarchies of integrable models associated with energy-dependent Schrödinger problems can be generated from its two first members, namely: the KdV hierarchy and the Zakharov-Shabat hierarchy.

From (60) one can also derive the transformation properties of Dubrovin’s equations under the symmetry $`YY^{}`$. Obviously, if $`Y`$ satisfies a $`N`$-phase reduction so does $`Y^{}`$. Moreover, the zeros of $`Y`$ transform as $`\gamma _i^{}(𝒕^{})=\gamma _i(𝒕(𝒕^{}))`$ and (60) lead to identities of the type $`_x^{}\gamma _i^{}=\gamma _i^{}_x\gamma _i`$.

Acknowledgements

A.B. Shabat was supported by the Russian Foundation for Basic Research (Grant Nos. 96-15-96093 and 98-01-01161), INTAS (Grant No. 99-1782) and a Rotschild professorship. L. Martinez Alonso was supported by the *Fundación Banco Bilbao Vizcaya Argentaria*. Both authors wish to thank the organizers of the program *Integrable Systems* at the Newton Institute of Cambridge University for their warm hospitality.