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# Magnetic helicity in galactic dynamos

## 1 The galactic dynamo

Magnetic fields in spiral galaxies have strengths of order few $`10^6G`$, and are coherent on scales of several kpc (Beck et al. 1996). In several disk galaxies, like M51 and NGC 6946, they are also highly correlated (or anti-correlated) with the optical spiral arms. How do such ordered, large-scale fields arise? One possibility is the dynamo amplification of a weak but nonzero seed field. We critically review here the operation of the galactic dynamo, particularly emphasing the constraints which arise due to the conservation of magnetic helicity in highly conducting plasma.

The evolution of the magnetic field is described by the induction equation

$$\frac{𝐁}{t}=\times (𝐯\times 𝐁\eta \times 𝐁).$$
(1)
Here $`𝐁`$ is the magnetic field, $`𝐯`$ the velocity of the fluid and $`\eta `$ the resistivity. $`𝐁=0`$ is a perfectly valid solution of the induction equation. So there would be no magnetic field generated if one were to start with a zero magnetic field. There are a number of battery mechanisms, invoking small additional source terms to Ohms law, which lead to a seed magnetic field from zero fields (cf. Rees 1994; Subramanian, Narasimha and Chitre 1994). This seed field is generically much smaller than the galactic fields. Therefore some form of dynamo action, due to motions which act to exponentiate small seed fields efficiently, is essential to explain observed galactic fields.

Galactic dynamos depend on the following two features: First, disk galaxies are differentially rotating systems. Also the magnetic flux is to a large extent frozen into the fluid. So any radial component of the magnetic field will be efficiently wound up and amplified to produce a toroidal component. But this results in only a linear amplification of the field. To obtain the observed galactic fields starting from small seed fields one needs a way to generate the radial component from the toroidal one. If this can be done, the field can grow exponentially and one has a dynamo.

A mechanism to produce the radial field from the toroidal field was invented by Parker (1955), and is known as the $`\alpha `$-effect (Steenbeck, Krause and Radler 1966). The essential feature is to invoke the effects of cyclonic turbulence in the galactic gas (cf. Ferriere 1998). The interstellar medium is assumed to be turbulent, due to for example the effect of supernovae randomly going off in different regions. In a rotating, stratified (in density and pressure) medium like a disk galaxy, such turbulence becomes helical. An upward moving fluid parcel, expands and the coriolis force makes it rotate retrogade, generating negative kinetic helicity in the northern hemisphere. Downward moving fluid contracts, and the coriolis force now makes it rotate in the prograde direction. This contributes to helicity of the same sense. Helical motions of the gas perpendicular to the disk draws out the toroidal field into a loop which looks like a twisted $`\mathrm{\Omega }`$. Such a twisted loop is connected to a current which has a component parallel to the original toroidal field. If the motions have a non-zero net helicity, this parallel component of the current adds up coherently. A toroidal current then results from the toroidal field. Hence, poloidal fields can be generated from toroidal ones. (Of course microscopic diffusion is essential to make permanent changes in the field). This closes the toroidal-poloidal cycle and leads to exponential growth of the mean field.

In quantitative terms, suppose the velocity field is the sum of a mean, large-scale velocity $`𝐕_0`$ and a turbulent, stochastic velocity $`𝐯_T`$. The induction equation becomes a stochastic partial differential equation. Split the magnetic field $`𝐁=𝐁_0+𝐛`$, into a mean field $`𝐁_0=<𝐁>`$ and a fluctuating component $`𝐛`$. Here the average $`<>`$, is defined either as a spatial average over scales larger than the turbulent eddy scales (but smaller than the system size) or as an ensemble average. Assume the turbulence to be isotropic, homogeneous, helical and have a short (ideally delta function) correlation time $`\tau `$. Then one can derive the mean-field dynamo equation for $`𝐁_0`$,

$$\frac{𝐁_0}{t}=\times \left(𝐕_0\times 𝐁_0+\epsilon \eta \times 𝐁_0\right).$$
(2)
$$\epsilon =<𝐯_T\times 𝐛>=\alpha _0𝐁_0\eta _T\times 𝐁_0.$$
(3)
Here $`\epsilon `$ is the turbulent emf, $`\alpha _0=(\tau /3)<𝐯_T.(\times 𝐯_T)>`$, is the dynamo $`\alpha `$-effect, proportional to the kinetic helicity and $`\eta _T=(\tau /3)<𝐯_T^2>`$, is the turbulent magnetic diffusivity proportional to the kinetic energy of the turbulence. This kinematic mean-field dynamo equation, has exponentially growing solutions, provided a dimensionless dynamo number has magnitude $`D=|\alpha _0Gh^3\eta _T^2|>D_{crit}6`$ (Ruzmaikin, Shukurov and Sokoloff 1988). (Here $`h`$ is the disk scale height and $`G`$ the galactic shear, and we have defined $`D`$ to be positive). While the $`\alpha `$-effect is crucial for regeneration of poloidal from toroidal fields, the turbulent diffusion turns out to be also essential for allowing changes in the mean field flux. The mean field grows typically on time-scales a few times the rotation time scales, of order $`10^9`$ yr. Modulations of $`\alpha `$, and $`\eta _T`$ due to the spiral arms, can also lead to large-scale fields, correlated (or anti-correlated) with the optical spirals (Mestel and Subramanian 1991; Moss 1998; Shukurov 1998).

The kinematic mean-field equation neglects the the back-reaction on the velocity due to the Lorentz forces. This rapidly becomes a bad approximation, due to the more rapid build up of magnetic noise compared to the mean field (Kulsrud and Anderson 1992). Both direct numerical simulations of the non-linear dynamo (Brandenburg 2001, Brandenburg and Sarson 2002, Brandenburg, Dobler and Subramanian 2002) and semi-analytic modelling of the non-linear effects (Subramanian 1999; Brandenburg and Subramanian 2000) point to the crucial role played by magnetic helicity conservation in limiting mean field growth.

## 2  Magnetic helicity conservation and the galactic dynamo

The magnetic helcity associated with a field $`𝐁=\times 𝐀`$ is defined as $`H=𝐀.𝐁dV`$, where $`𝐀`$ is the vector potential (Moffat 1978, Berger and Field 1984). Note that this definition of helicity is only gauge invaraiant (and hence meaningful) if the domain of integration is periodic, infinite or has a boundary where the normal component of the field vanishes. In this case, under a gauge transformation $`𝐀𝐀\psi `$, the additional term in the helicity, $`\psi .𝐁=\psi 𝐁.d𝐒\psi .𝐁dV=0`$. $`H`$ measures the linkages and twists in the magnetic field. From the induction equation one can easily derive the helicity conservation equation,

$$\frac{dH}{dt}=2\eta \frac{4\pi }{c}𝐉.𝐁dV,$$
(4)
where $`𝐉=(c/4\pi )\times 𝐁`$ is the current density. So in ideal MHD with $`\eta =0`$, magnetic helicity is strictly conserved. However, this does not guarantee conservation of $`H`$ in the limit $`\eta 0`$, because the current helicity, $`𝐉.𝐁dV`$, may still become large. For example, the Ohmic dissipation rate of magnetic energy $`Q_{\mathrm{Joule}}\eta (4\pi /c^2)𝐉^2𝑑V`$ can be finite and balance magnetic energy input by motions, even when $`\eta 0`$. This is because small enough scales develop in the field (current sheets) where the current density increases with decreasing $`\eta `$ as $`\eta ^{1/2}`$ as $`\eta 0`$, whilst the rms magnetic field strength, $`B_{\mathrm{rms}}`$, remains essentially independent of $`\eta `$. Even in this case, however, the rate of magnetic helicity dissipation decreases with $`\eta `$ like $`\eta ^{+1/2}0`$, as $`\eta 0`$. Thus, under many astrophysical conditions where $`R_m`$ is large ($`\eta `$ small), the magnetic helicity $`H`$, is almost independent of time, even when the magnetic energy is dissipated at finite rates.

Coming back to the mean-field dynamo, we note that its operation automatically leads to the growth of linkages between the toroidal and poloidal mean fields. Such linkages measure the helicity associated with the mean field. One then wonders how this mean field (galactic) helicity arises? To understand this, we need to split the helicity conservation equation into evolution equations of the sub-helicities associated with the mean field, say $`H_0=𝐀_0.𝐁_0dV`$ and the fluctuating field $`h=<𝐚.𝐛>dV=<𝐚.𝐛>V`$. The evolution equations for $`H_0`$ and $`h`$ are

$$\frac{dH_0}{dt}=2\epsilon .𝐁_0dV2\eta \frac{4\pi }{c}𝐉_\mathrm{𝟎}.𝐁_\mathrm{𝟎}dV$$
(5)
$$\frac{dh}{dt}=2\epsilon .𝐁_0dV2\eta \frac{4\pi }{c}<𝐣.𝐛>dV.$$
(6)
Here, and henceforth, we assume that the surface terms can either be neglected or are zero (becuase of boundry conditions). We see that the turbulent emf $`\epsilon `$ transfers helicity between large and small scales; it puts equal and opposite amounts of helicity into the mean field and the small-scale field, conserving the total helicity $`H=H_0+h`$. So if one were to start with zero total helicity intially, in a system with large $`R_m`$, one will always have $`H_0+h0`$, or $`|H_0||h|`$.

Note that for a given amount of helicity, the energy associated with the field is inversely proportional to the scale over which the field varies. If for example, the small-scale field were maximally helical, and varied on a single scale, with associated wave number, $`k_f`$, we will have $`k_f<𝐚.𝐛>=<𝐛^2>`$. Similarly in a periodic box, a maximally helical large scale field with wave number $`k_m`$, satisfies, $`k_m𝑑V𝐀_0.𝐁_0=𝑑V𝐁_0^2`$. (Henceforth, we will denote the volume average of mean field quantities $`X_0`$ over the scale of the system, $`(dV/V)X_0`$, by $`\overline{X_0}`$ ). So, helicity conservation, with $`|H_0||h|`$, implies $`\overline{𝐁_0^2}(k_m/k_f)<𝐛^2>`$. Now in general, $`<𝐛^2>^{1/2}`$, will saturate near the equipartition field strength, say $`B_{eq}^2=4\pi \rho 𝐯_T^2`$. (Here $`\rho `$ is the fluid density). So one obtains $`\overline{𝐁_0^2}(k_m/k_f)B_{eq}^2B_{eq}^2`$, for $`k_m/k_f1`$. The mean field is expected to attain atmost sub-equipartition values for $`R_M1`$, if helicity is strictly conserved.

The galactic dynamo also involves shear and the generation of the toroidal field by shear, does not involve the generation of net helicity. A periodic box simulation with an imposed periodic shear (Brandenburg, Bigazzi and Subramanian 2001), suggests that the helicity constraint applies now to the product of the mean toroidal ($`B_t`$) and poloidal fields ($`B_p`$). So $`B_tB_p/k_m|<𝐚.𝐛>|\delta <𝐛^2>/k_f`$. Here $`\delta <1`$ takes into account that the small-scale field will also not be fully helical. In galaxies one usually has $`B_t/B_p=Q>1`$. This implies $`B_t^2(Q\delta )(k_m/k_f)B_{eq}^2`$. In principal one can have large $`B_t`$ at the cost of $`B_p`$, with strong shear. These estimates give upper limits to the mean-field strength with and without shear. However, in both cases, the limits are smaller than $`B_{eq}`$ only by the square root of the ratio of small to large scales (and by a further factor $`(Q\delta )^{1/2}`$, in case of shear). Whether such mean field strengths are indeed realised, depends also on detailed dynamics of mean-field dynamo saturation, to which we now turn.

## 3  Modelling dynamo saturation and minimal mean galactic fields

As a crude model of how the dynamo saturates, when the dynamo is not too supercritical (see below), one may use the quasi-linear theory applicable to weak mean fields (cf. Pouquet, Frisch and Leorat 1976; Zeldovich, Ruzmaikin and Sokoloff 1983; Gruzinov and Diamond 1994; Bhattacharjee and Yuan 1995; Subramanian 2002a). This gives a re-normalised turbulent emf, with $`\alpha =\alpha _0+\alpha _M`$, where $`\alpha _M=(\tau /3)<𝐛.\times 𝐛>/(4\pi \rho )`$, is proportional to the small-scale current helicity. The turbulent difusion $`\eta _T`$ is left unchanged to the lowest order, although to the next order there arises a non-linear hyperdiffusive correction to $`\epsilon `$ (Subramanian 2002a). One can now look for a combined steady state solution to the helicity conservation equation (6), and the mean-field dynamo equation. This work is in progress (Subramanian 2000b), and preliminary results are reported here. (Similar work is also being done by Brandenburg and Blackman (private communication); see also Brandenburg 2002; Field and Blackman 2002). Assume again that the small-scale field has a scale $`k_f^1`$. We then have $`<𝐛.\times 𝐛>=k_f^2<𝐚.𝐛>`$ (although, for fields which are not maximally helical, these helicities can not be related to the energy). Using this, we can write $`dh/dt`$ in Eq. (6), in terms of $`d\alpha _M/dt`$ and hence in terms of $`d\alpha /dt`$. Further, for $`R_m`$ large enough that helicity is conserved, and for a large-scale field which varies on scale $`k_m^1`$, we can approximately write, $`\overline{(\times 𝐁_0).𝐁_0}k_m^2\overline{𝐀_0.𝐁_0}=k_m^2<𝐚.𝐛>=(k_m/k_f)^2<𝐛.\times 𝐛>`$. This relation is of course strictly valid only if $`H_0`$ is well defined. This inturn requires that negligible mean magnetic flux leave the disk, which is likely in thin disk dynamos (cf. Ruzmaikin, Shukurov and Sokoloff 1988). (A more careful treatment will involve using the relative helicity of Berger and Field 1984). The helicity conservation equation then gives a dynamical equation for $`\alpha `$-quenching

$$\frac{1}{\eta _Tk_f^2}\frac{d\alpha }{dt}=2\alpha \frac{\overline{𝐁_0^2}}{B_{eq}^2}2\frac{k_m^2}{k_f^2}(\alpha \alpha _0)2\frac{\eta }{\eta _T}(\alpha \alpha _0)$$
(7)
We see that non-linear effects leads to a decrease in $`\alpha `$ with time, till the RHS side Eq. (7) becomes zero. (Such quenching of $`\alpha `$ has earlier been discussed by Kleeorin and Ruzmaikin 1982; Zeldovich, Ruzmaikin and Sokoloff 1983). As $`\alpha `$ decreases, the effective dynamo number of the galactic dynamo, $`D=|\alpha Gh^3\eta _T^2|`$, will also decrease from an initial value $`D_0=|\alpha _0Gh^3\eta _T^2|`$ and lead to a saturation of the mean field growth when $`D=D_{crit}`$. This happens when $`\alpha =\alpha _{sat}=\alpha _0(D_{crit}/D_0)`$. The stationary solution for both the dynamical $`\alpha `$ quenching equation and the mean field dynamo equations is then obtained by equating the RHS of Eq. (7) to zero, and substituting a value of $`\alpha =\alpha _{sat}`$ given above. For $`\eta /\eta _T(k_m/k_f)^2`$, this gives an estimated mean field strength $`B_{mean}=|𝐁_0|`$

$$B_{mean}[(D_0/D_{crit})1]^{1/2}\frac{k_m}{k_f}B_{eq}.$$
(8)
For galaxies $`D_01020`$. If we adopt $`D_0/D_{crit}2`$, $`k_m/k_fl/h`$, where $`l100pc`$ is the forcing scale of the turbulence, $`h4001000pc`$, then the mean field strenth would be $`1/4`$ to $`1/10`$ of equipartition at saturation. This estimate is more pessimistic than the more general limit $`B_t<(Q\delta )^{1/2}(k_m/k_f)^{1/2}B_{eq}`$, in section 2. This is basically because, for $`D_0`$ exceeding but near $`D_{crit}`$, the large-scale dynamo saturates even with modest $`\alpha `$ suppression, after which there is no further helicity transfer ($`\delta <<1`$). On the other hand, for $`D_0>>D_{crit}`$ Eq. (8) seems to suggest fields greater than obtained in section 2. This rather points to the limitations of the quasi-linear model for non-linear saturartion, in this case, than to a violation of the more general limit.

A major caveat to the above limits is that galaxies have boundaries, and if one has a flux of helicity due to small-scale fields preferentially leaving the system then one may avoid the above constraints (cf. Blackman and Field 2000; Kleeorin et al. 2000). Artificial removal of small-scale fields in a simulation, periodically, does indeed lead to enhanced large-scale field growth; so the idea works in principle (Brandenburg, Dobler and Subramanian 2002). But so far the simulations which involve boundaries do not show a preferential out-flux of small-scale field helicity (Brandenburg and Dobler 2001). Another possibility is to think of a non-helical dynamo (Vishniac and Cho 2001), but there is no evidence yet for its working in a simulation by Arlt and Brandenburg (2001) designed to capture the effect. Clearly, thinking of ways out of the constraints implied by helicity conservation will be crucial to understand galactic magnetism.

## Acknowledgements

I thank Axel Brandenburg and S. Sridhar for insightful comments.


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# Evangelos Anastassakis: Scientist, Colleague and Friend

## 1 Evangelos, the Friend

I first met Evangelos at the University of Pennsylvania in the Fall of 1969. Fred Pollak and I had started setting up a Raman laboratory at Brown University and, given Fred’s interest and experience in uniaxial stress techniques, we had decided to launch a program for measuring the effect of such stress on Raman phonons in solids, in particular semiconductors. We decided to begin with silicon. The pressure and sample preparation equipment was readily available at Brown but we had to wait for the Raman equipment and the funds to pay for it (which we got, in due course, from the University Administration!). At some conference we met Eli Burstein, with whom I had a long friendship dating back to 1958 (I was in 1958 a graduate student and Eli already a big man in Solid State Physics. I was impressed ever since by his way of treating me as an equal). Evangelos, then called by us ”Van”, may well have been present at the meeting. Eli suggested that what we should do is bring prepared samples and the pressure rig (we had to watch out not to call it ”bomb” so as to avoid a faux pas at the airports) and perform the measurements in Philadelphia using his hand-made Raman spectrometer (built by a highly skilled technician named Aron Filler). We agreed and Fred and I went to Philadelphia and worked with ”Van” and Aron Pinczuk day and night, pressing Eli into giving us as much time as he could as a busy professor.

I believed that one round of measurements of a few days would be sufficient to collect the data needed to write the first experimental paper on the matter. It took two rounds for Evangelos to write the first draft. It was not the first paper Evangelos had written. He had received his Ph.D. at Penn in 1968 and had already published or sent for publication eight manuscripts. He knew very well the ins and outs of Eli’s spectrometer (very important when dealing with homemade instruments!) and pitched in day and night to try to finish the project as soon as possible.

The only anecdote I remember from those days is his leaving the side of the instrument (those days such instruments were seldom left to take data by themselves) to answer a phone call. He spoke Greek and sounded very upset. All I was able to understand is his repeated expletive: ”katastrophia”. The call was long and we were quite concerned about his getting rather pale. When he hung up and we asked for the reason, he said that a friend of his in Greece had just been arrested (remember that the military had taken over in Greece in 1967 and, I presume, in 1969 they were going through a rather virulent phase). I tried later, whenever I met ”Van”, to get details about the conversation but, as often in these cases (remember the recently made public Heisenberg-Bohr conversation of 1941), there was a nebulous cloud about it. Not even Marilena has been able to help. Be it as it may, Evangelos recovered from the phone call and the five of us (Evangelos, Aron, Eli, Fred, and myself, in that order) wrote the final version of a paper which appeared, of course, in Solid State Communications . The subject was considered, at that time, rather esoteric and we did not expect that our paper would be seminal to many other publications, both theoretical and experimental, to the present date. With 236 citations over the years it became Evangelos’s most cited publication and it gave a permanent imprint to his work. The paper has been cited this century already 20 times, having kept its impact 30 years after its having appeared. This became possible, of course, by the application of the then measured dependence of phonon frequencies on stress to the characterization of semiconductor nanostructures.

In 1971 Evangelos became an Assistant Professor at Northeastern University in Boston. In the face of the tough competition from Harvard, MIT, Boston University and other institutions in the area, his possibilities at Northeastern in terms of students and equipment, were limited. Characteristic of his activities in the years to follow, he looked for the equipment he needed elsewhere, where his expertise was usually received with open arms (outsourcing, as we call it today). So he spent the years 1973 and 1974 on and off as a visiting scientist at MIT, being promoted to Associate Professor at Northeastern in 1973. In spite of the limitations at that institution, I counted 30 publications which can be attributed to the Northeastern period. They cover a wide range of subjects, including infrared and Raman spectroscopy of lunar materials obtained in the Apollo 11,12,14 and 15 missions . This work has been cited 43 times.

In November of 1973 the Military Dictator was toppled (I avoid mentioning his name so it does not appear as a citation in the Citations Index ) after a series of bizarre events which still today affect the Eastern Mediterranean. In July 1974 Karamanlis (he deserves to be cited!) became President and the long spook was over. Evangelos began to dream about a return and chose our Institute in Stuttgart as a vantage point from where to follow the events in Greece. I offered him a position in my group in the hope that he may stay here for a long haul, possibly permanently: I needed him rather badly. He arrived in Stuttgart in September of 1974 and plunged into the laboratory in spite of its being moved to a new site. But alas, his home country needed to rebuild the badly battered universities. He was appointed Associate Professor at the Technical University and given travel orders to start teaching in Athens as of January 1, 1975. For me, it was a real ”catastrophe”, but he promised to come regularly to spend the summers in Stuttgart, which he did. The last collaborative effort before his untimely death was a 220 pages long article in “Semiconductors and Semimetals”  on the effects of uniaxial stress on phonons, the topic we had started in 1970.

One anecdote stuck in my mind from the short three-months period of his stay at the end of 1974. He came in the morning and showed me an infection, possibly staphylococci, in one of his fingers. It was rather ugly, the kind we call in the Catalan language un voltadits. We were just a five minute walk from the main hospital. I suggested that he go there and have them look at it. He did not return, so I called the hospital the next day and they told me he had spent the night there as an in-patient, was operated on, and was now waking up from “total anesthesia”. I could not believe my ears. I went right away to the hospital and they told me that they had strict orders to operate all Greeks only under “total anesthesia”. The reason, they claimed, is that Greeks, like all Mediterraneans, have a tendency to faint at the sight of blood and they did not want to take any chances. I have seen a lot of blood in my life and have never fainted!

I would like here to quote from the first letter which I received from Evangelos after his return to Greece, dated Jan. 30, 1975:

“Well, I made it all the way to Athens without any difficulty. My infection is also gone. Classes have already started; I have two 2-hour floor-shows (I mean lectures) every week. My audience consists of $``$ 1000 freshmen!! I feel like a political candidate. They are basically well-behaving, very much aware of what is going on, and extremely politicized. In addition to teaching, there is a lot to be done in running their labs, recitation meetings, and trying to reconcile the always complaining personnel.”

My reply to him announced the positive solution of a serious bureaucratic problem. When he came in September of 1974 from the US, we had payed his transatlantic transportation. Before leaving in December he had been told by someone in our administration that he had to return the fare because the law required for the refund a minimum stay with us of six months. This was a lot of money those days and the Greek government had apparently no legal means to pay the fare (unbelievable when you consider the cost of appointing and supporting a professor who is going to be active for at least 25 years!). So I wrote a strong letter to our administration in support of Evangelos, asking them to waive the refund with all kinds of more or less specious arguments. In a hand-written, informal, five lines note, the head of our administration answered me that there was no problem whatsoever. The corresponding paragraph of the law (a minimum stay of six-months for the refund) applied only to relatives, not to the visiting scientist. At least this time, German bureaucracy was allowed to act in a rational way.

I could fill a few more pages with anecdotes, some sweet, some sour. I remember we both having been invited to Wolfgang Richter’s apartment on the occasion of his birthday in June of 2000. We left the party together, rather late, for our hotels and there were some seedy looking characters in the area. Evangelos insisted in delivering me to the door of my hotel. He was rather concerned with my personal safety: a premonition of his untimely death only a couple of months later? I remember very vividly what we talked about: Emmanuel Royidis and his famous 19th century novel. Those of you who know him may remember that Evangelos had an encyclopedic culture. We had discussed often the dearth of modern Greek literature till the end of the 19th century. He introduced me to Royidis and his raucously irreverent novel. I tried long to find a translation, to no avail. In January of 2000 I found one in a used book store in California . By the time we last met in June, I had read it, so we had plenty of material to discuss. We spent about an hour at the door of the Hotel Heidelberg (the weather was mild) till he parted forever. He also recommended me to read the ”Murderess”, by A. Papadiamantis. I just found a German translation  and am in the process of reading it. Unfortunately, I will not be able to discuss it with Evangelos this time …

Evangelos untimely death left a big hole in the lives of many of us. First of all, I must think about his wife Marilena, then about the Technical University and even myself, who had known him since 1969, and collaborated with him regularly and steadily throughout those long years. But I do not think that Evangelos would like us to sit, wail and bemoan his death. He would implore that the moaning be left, like in the Greek antiquity, to professional wailers.

I would like here to celebrate Evangelos LIFE, to thank the powers that each of us believes in for having made him possible, and to celebrate and recall his important contributions to science.

## 2 Evangelos, the Scientist

As already indicated, Evangelos scientific life can be divided into four, partly overlapping periods:

1. The University of Pennsylvania (1962-1968).
2. Northeastern University (1969-1974).
3. The Max-Planck-Institute for Solid State Research in Stuttgart (1974 and a number of stays during the summers thereafter).
4. The National Technical University of Greece (1975-2000).

I shall present in what follows some highlights of his scientific work during those periods, the choice being guided by the criteria:

* What I consider to be the importance of the work.
* The citations the publication has received, according to a version of the ISI Web of Science (Institute of Scientific Information, Philadelphia) which encompasses the beginning of Evangelos career around 1965 (this version actually goes back to 1946!, so it even encompasses the beginning of Eli Burstein’s career, except for two papers published by Eli in 1940  and 1941 ).
* The work in which I have collaborated most intensely.

### 2.1 The University of Pennsylvania (Penn) (1962-1968)

The first and one of the most important publications of Evangelos , was based on work performed at Penn. It was co-authored by Eli Burstein, his thesis advisor, and Sato Iwasa, a bright Japanese graduate student who got his Ph.D. at Penn, also under Eli, in 1966. Sato moved then to the corporate sector and after a distinguished 25-years career with Lockheed and Honeywell, working mainly on infrared detectors and optical systems, founded his own company (IRtech Consultants, Harvard, Massachusetts) of which today he is still president.

Reference , a short letter, has been cited 32 times. However, to this number one must add 30 citations to a full-sized paper on the same topic published in 1970 . I shall discuss next the main ideas behind this important and seminal work.

In 1965, laser Raman scattering was beginning to establish itself as a powerful technique for the investigation of elementary excitations in solids, in particular lattice vibrations (phonons). The technique was, at the time, mainly used to measure the frequency of such excitations (the so-called Raman shift ). Little attention was being paid to the scattering efficiency $`S`$, (defined as the ratio of the number of scattered photons per unit path length and unit solid angle to the number of incident photons). Only crude theoretical estimates already existed . Evangelos first paper  led to the first experimental determination of $`S`$ for a solid (diamond). It was an indirect method, based on a thermodynamic type of argument, and the numbers obtained have received ample confirmation in later, more direct work \[13-17\]. When comparing the dates of Ref. , (1966), with those of Refs. \[13-17\], (1970-1981,) we realize how far ahead of his time Evangelos was in 1966. This repeated itself a number of times later, especially in his work on piezo-Raman spectroscopy .

The “thermodynamic” argument used by Evangelos in  had been suggested by Burstein and Ganesan in 1955 , but had to wait for two enterprising graduate students, Anastassakis and Iwasa, to bring it to fruition (Eli has also often been ahead of his time!). Phonon Raman scattering takes place through modulation of the electrical polarizability by the time-dependent amplitude of the phonon, as represented by the parameter a \[with the dimensions of a length\] which describes the derivative of the polarizability with respect to the phonon displacement. For the sake of simplicity, we shall here neglect the tensor properties of that derivative and represent it simply by the scalar a (given usually in $`\mathrm{\AA }^2`$). The scattering efficiency $`S`$ for diamond structure materials is then given by :

$`S=r{\displaystyle \frac{\mathrm{}\omega _S^4N^2}{\varrho \omega _0c^4}}|a|^2(n_o+1),`$ (1)
where $`r`$ is a number of the order of one which expresses the scattering selection rules, $`\omega _S`$ the scattered frequency, $`N`$ the number of primitive cells per unit volume $`\varrho `$ the crystal density, $`\omega _0`$ the phonon frequency and $`n_o`$ the Bose-Einstein statistical factor ($`n_o0`$ for diamond at 300K. According to (1) a determination of $`a`$ leads to the determination of $`S`$ and vice versa (except for the phase of $`a`$ which in the region of transparency can only be zero or $`\pi `$, i.e., $`a`$ can be either positive or negative). The so-called Raman tensor $`a`$ can be written as (dropping tensor indices):

$`a={\displaystyle \frac{P}{u}},`$ (2)
where $`P`$ is the polarizability and $`u`$ the sublattice displacement corresponding to the Raman phonon under consideration. Diamond has two atoms per primitive cell (PC), i.e., two sublattices. The phonon that corresponds to the displacement of one sublattice with respect to the other is Raman active, i.e., (2) does not vanish for it (there are actually three such phonons, corresponding to displacements along the three crystallographic directions). The middle point of the positions of the two atoms in a PC is a center of inversion that leaves the crystal invariant: it is said that the corresponding phonons are even under inversion. Phonons can also be detected by infrared absorption spectroscopy: The absorption coefficient $`\alpha `$ can be written as:

$$\alpha \mathrm{proportional}\mathrm{to}\left|\frac{M}{u}\right|^2$$
(3)
where $`M`$ is the electric dipole moment of a finite piece of the crystal. Since $`M/u`$ must be invariant with respect to symmetry operations and $`M`$ is odd with respect to the inversion while $`u`$ is even, $`\alpha `$ vanishes for the Raman phonons of diamond (this is a rather general rule: for any centrosymmetric crystal, allowed Raman phonons are infrared forbidden, and vice versa). An electric field (odd symmetry) applied to diamond breaks the inversion symmetry and can make, in the absence of other symmetry restrictions, Raman phonons ir-allowed. The corresponding contribution to (3) is:

$`\mathrm{\Delta }\alpha \left|\left({\displaystyle \frac{^2M}{uE_0}}\right)\right|^2E_0^2.`$ (4)
Considering that $`(M/E_0)=P`$, the term in brackets in (4) turns out to be precisely the “Raman tensor” $`a`$ of (2). Hence, a measurement of the ir absorption induced in diamond at the Raman phonon frequency by an electric field $`E_0`$ yields a value for $`a`$ and, using (1), for the scattering efficiency $`S`$. To measure this effect, the directions of $`E_0`$ and the ir field $`E_{ir}`$ must be judiciously chosen so as to avoid a vanishing of Eq.(4) imposed by symmetry selection rules. Evangelos chose $`E_0`$ along the  crystallographic direction and $`E_{ir}`$ along \[1$`\overline{1}`$0\]: it is easy to figure out that these directions yield the maximum $`\mathrm{\Delta }\alpha `$ for a given $`E_0`$.

Figure 1 shows typical experimental results for the effect of an electric field on the ir transmission of diamond, as obtained by Evangelos. The light path under the applied field, $`E_0=1.2\times 10^5`$ V/cm, was 2.4 mm. From the decrease of 1% in transmission seen in Fig. 2, a value of $`|a|=3.8\mathrm{\AA }^2`$ was determined in . Note that these measurements, as well as those of  and \[13-17\] do not yield information about the sign of $`a`$ which is believed to be positive (the longitudinal polarizability increases when the C-C bond is stretched) on the basis of calculations .

The apex of experimental virtuosity was reached by Evangelos in  when he estimated, by using ac-techniques and lock-in amplifiers, the effect of order $`E_0^4`$ on $`\mathrm{\Delta }\alpha `$ and that of order $`E_0^2`$ on the Raman tensor.

The second most important piece of work of the “Penn Period” is probably contained in . We reproduce the unprocessed experimental data in Fig. 3 so as to emphasize their quality, especially considering the rather unsophisticated equipment used.

Figure 3 shows spectra of the Raman phonon of silicon both, unstressed and under a compressive stress of $`11.5\times 10^9`$ dyne/cm2 (1.15 GPa). Notice that under stress two peaks are seen, depending on the directions of incident and scattered light. Evangelos and I have given ever since to students the problem of figuring out which is the direction of vibration of the Raman phonons which correspond to either one of the two peaks. The answer good students find is that the peak obtained for incident and scattered polarizations parallel to the direction of the stress ( direction) corresponds to phonons which vibrate along that direction. For the other peak they vibrate perpendicular to it. A good student will soon add that this explains the direction in which the frequency shift takes place: if you compress along the direction of vibration the “springs” holding the atoms are compressed. They therefore get stiffer and the frequency should increase. This is correct for a compression along  but, as found in , for a compression along  the opposite takes place: the vibration along  softens while the perpendicular ones harden. It takes a very good student, such as Evangelos was in those days, to figure out the answer: A pure shear compression along  does not change the length of the bonds since it decreases it by an amount $`\mathrm{\Delta }e`$ along  and increases it by half as much along  and . So far so good, but then the good student goes and measures diamond, as Evangelos did years later, when he was no longer a student . He, working in Stuttgart with Marcos Grimsditch  and myself, found that for diamond the longitudinal vibrations (parallel to the stress) increase in frequency for a compression either along  or . Evangelos figured out a simple way to explain that:  diamond is much more covalent than silicon and therefore the restoring forces causing the lattice vibrations are not only strong for bond stretching, but also for bond bending. It takes a back-of-the-envelope calculation, of the type Evangelos excelled in, to show that under these circumstances the longitudinal vibrations also harden for a  compression . He also pointed out years later , that the “anomaly” for a  compression also applied to boron nitride, a material closely related to diamond.

Representative for the 20-odd papers related to the ”Penn Period”, I would like to mention a series of five papers he published under the general title of “Morphic Effects, 1-5” \[22-26\]. It was a nice way of summarizing his experimental work on stress and field-effects on Raman phonons and presenting it under a unifying group-theoretical formalism. The collection of 5 papers has been cited a total of 120 times, a large number considering the dryness of the rather formal subject.

I conclude the “Penn Period” by mentioning another seminal piece of work having to do with electronic excitations in semiconductors . Evangelos and co-workers observed electronic excitations of an electron gas introduced by doping with donors into bulk GaAs samples. Although this scattering is symmetry forbidden, it becomes observable when the exciting laser frequency is resonant with an electronic interband gap, in this case the $`E_0+\mathrm{\Delta }_0`$ gap at about 1.9 eV. The observed scattering spectra depend rather strongly on whether the incident and scattered polarizations are parallel or perpendicular. For parallel polarizations, collective excitations, which reflect the Coulomb interaction between the electrons, are observed. In the perpendicular case, the scattering excitations involve a spin-flip and thus are not affected by Coulomb interaction: one observes single particle excitations.

### 2.2 Northeastern University in Boston
1970-1974

The beginning of this period was spent in close collaboration with his former mentor Eli and some of the corresponding work has already been mentioned under 2.1. Evangelos work at Northeastern was influenced by the collaboration with Clyve Perry, who, after a varied and productive career in science and administration, is still in the Faculty at Northeastern .

In  work on ir-absorption and Raman scattering by two magnons (plus a phonon for the ir-absorption) in NiO was presented. In spite of the pioneer character of this work, it has been cited only 12 times, a result of having been published in a rather obscure journal (although it was part of a memorial issue for C.V. Raman!).

To the Northeastern period belongs Evangelos brief excursion to the moon. Reference  has been cited about 50 times. In it he collaborated with Perry and R.P. Lowndes, who around 1970, became Dean of the School of Arts and Sciences at Northeastern, to remain in this position until 1997. The work describes a detailed analysis of moon rocks by optical spectroscopies, through comparison with similar rocks on earth. The authors concluded that the lunar rocks are mainly composed of SiO2, Al2O3, MgO, and FeO, some of them containing significant quantities ($`10\%`$) of CaO and TiO2.

Another paper belonging to this period was published in the prestigious journal “Science” . The work was a collaboration among physicists and biochemists at Harvard, MIT and Northeastern. Two of the coauthors, K.J. Rothschild (a biochemist) and Eugene Stanley (a statistical mechanics theorist) are today highly reputable faculty members at Boston University. I.M. Asher was connected with Harvard and with the Food and Drug Administration Lab in Maryland. The paper describes the application of Raman spectroscopy to the determination of the structure of Valinomycin, an antibiotic. There was a follow-up to this work: two longer papers in the Journal of the American Chemical Society . According to the byline, these papers fall already well into the Athens Period. I have not been able to figure out the logistics of such a collaboration.

As the last paper of this period, I mention his work with R. Greenwald , an undergraduate student at Northeastern who, following American custom (absent but much needed in Europe!), moved on as a graduate student to the University of Rochester. It contains beautiful work on optical properties of crystals, in particular Bi12GeO20. This material, which was rather topical at that time, has a cubic structure with the point group T, the least symmetric of all five cubic crystallographic point groups. As a consequence of the lack of reflection planes, crystals belonging to this group are chiral and exhibit optical rotatory power (i.e., they rotate the plane of polarization of linearly polarized light). Greenwald and Anastassakis measured the optical rotatory power of Bi12GeO20 vs. wavelength and the effect of pressure and temperature on this unusual but important property. The results were interpreted on the basis of a single oscillator which was allowed to depend on temperature and pressure. In spite of the somewhat esoteric nature of Bi12GeO20,  has been cited 35 times.

### 2.3 Athens

As already mentioned, Evangelos moved in 1974 from Boston to the Max-Planck-Institute in Stuttgart and, after three months, continued to Athens. Until his death he kept also contact and collaboration with my group in Stuttgart and also that of Wolfgang Richter in Aachen and Berlin . He had met Richter in Philadelphia, where the latter was a post-doc with Eli, and met him again in Stuttgart while Richter was working in my group: an example of “the web of science”. This section highlights the work that Evangelos and his Greek associates performed in Athens. Section 2.4 will discuss some of the work that resulted from his collaboration with my group in Stuttgart.

When Evangelos arrived to the National Technical University in 1975, he had no experimental facilities. Moreover, there were more pressing duties than experimenting: he had to lecture to over 1000 students, as you read in Sec. 1, and he had to help repair the ravages of seven years military dictatorship. Money for research was nonexistent: he had to help develop in the political class the awareness for the need of scientific, especially physics, research: this may sound paradoxical for the country where physics was invented. In order to stay fit, Evangelos began doing paper-and-pencil work in Athens and traveling, during the holidays, to some of the more fortunate friends who had experimental facilities . Slowly, but surely, he got money to set up a modest lab in Athens where, by the early 1980’s, he had a Raman spectrometer and a diamond anvil cell to do optical work under high hydrostatic pressure. By the mid 1980’s experimental work performed in his Athens lab began to appear in the international literature. I would like to mention from this period the work with Liarokapis  in which they measured the effect of intrinsic carriers, excited across the small gap of InSb at high temperatures, on the phonon Raman spectrum of InSb. Another publication, with Liarokapis and Kourouklis , presents Raman data for LaF3 vs. temperature and pressure. The LaF3 crystals, with rhombohedral space group D$`{}_{3d}{}^{}{}_{}{}^{4}`$ under ambient conditions, display rather unusual anharmonic behavior vs. pressure and temperature. Raman measurements under pressures up to 10 GPa (100 kbar) were performed in Athens at 300K and in Stuttgart, in a solid argon environment, at 25K so as to check the consistency of the results. I would have liked to share with Evangelos our recently gained understanding of the temperature behavior of phonon self-energies  and reinterpret with him the interesting data which he published in .

More piezo-Raman work, in which Kourouklis and Evangelos discovered a phase transition in SrF2 at 300K, appeared in . In  Anastassiadou, Raptis and Evangelos discuss the effect of absorption and angular spread on Raman scattering and compare the calculations with results they obtained for GaAs, including the TO-LO splitting and the electrooptic effect on the LO-scattering. Similar calculations had been performed by the group of Miles Klein at the University of Illinois, at Urbana  using a different approach. The equivalence of the two methods is not obvious and should be investigated.

Around 1986 Evangelos realized that Raman scattering was an excellent technique for characterizing stresses and strains in semiconductor nanostructures. He had actually laid the basis for this work in  and decided to apply his mastery of crystal optics and tensor analysis to develop a general formalism which could be used with as little computational effort as possible. In  Anastassakis and Liarokapis developed a formalism for evaluating the splitting of phonons, equivalent to that of Fig. 3, but for a polycrystalline sample. Considering the strong anisotropy of such splitting, already mentioned in connection with Fig. 3 and discussed in , complex tensor averages must be performed. This work is a real “tour de force” in tensor analysis of crystal properties. It has been cited 40 times. Another highly cited publication  presents general expressions to calculate built-in strains at heterojunctions of arbitrary origin due to lattice mismatch. Evangelos and I were, at the time, unhappy about using the term biaxial strains for isotropic strains in two dimensions. He came up with the term bisotropic which he used consistently ever since, as opposed to the commonly employed but misleadingly incorrect designation of biaxial.

Going through the literature while writing this article, I discovered a paper  in which a detailed but simple modeling of the optical properties of diamond in the region of electronic interband transitions (0-25 eV) was presented. I was surprised to see that in it Evangelos has collaborated with Papadopoulos, but soon I realized that it was A.D., not G. Although this article has been cited 20 times, it was unknown to me. Had I known it, I would have used it in some of the more recent work I have done for diamond . My apologies, Evangelos.

Last, but not least, I would like to mention the contribution of Evangelos to the success of the memorable 20th International Conference on the Physics of Semiconductors (20-ICPS), which was held in Thessaloniki in August of 1990. The Proceedings of the 20-ICPS  were edited by Evangelos, together with J.D. Joannopoulous, a well-known faculty member at MIT who has distinguished himself recently by excellent work on photonic crystals. I found in the citations index several papers from those proceedings with a remarkable number of citations, contrary to popular belief that conference proceedings are never cited. I fear, however, that this “popular belief” may become a self-fulfilling prophecy, if the present trend to electronic publishing continues \[see Proceed. of 24-ICPS (Jerusalem) and the 26-ICPS (Edinburgh)\].

### 2.4 Athens-Stuttgart Collaboration

This fruitful collaboration lasted for a quarter of a century, from 1974 until Evangelos death. The “logistics” was often that he came to Stuttgart for a couple of months, collected data and helped with their processing and the writing of a manuscript after returning to Athens. The first such collaboration involved measurements of the pressure dependence of the LO and TO frequencies of GaAs with the diamond anvil cell . It was probably the first contact of Evangelos with this powerful device. A mixture of methanol and ethanol was used in those days as a pressure transmitting fluid, a pressure fluid which since has been replaced by helium because of the problems involved in the stiffening and freezing of alcohols under pressure. Nevertheless, the results Evangelos obtained working with Rainer Trommer, a German graduate student now at Siemens (see Fig. 4), stand today as correct . Once more against popular belief, the work has been cited 50 times, in spite of having appeared in the proceedings of a conference. The conference was held in Campinas, Brazil, at the time of a rare economic boom in that country which allowed the organizers to pay the air fare of basically all participants (of course on VARIG, a Brazilian airline). I recall that about 10 researchers from my group, including several graduate students, belonged to this category, something that had never happened before and probably will never happen again. I believe that Evangelos was also there. This work confirmed our conjecture that the effective charge $`e^{}`$ decreases under pressure in most semiconductors and led us to develop a simple-minded explanation of this non-intuitive fact based on the so-called Laffer curve (Fig. 5).

This curve was allegedly suggested by Arthur B. Laffer at a dinner party in 1974, drawing it on a napkin, in order to explain the dependence of the state revenue on tax rate: if the tax rate is to the right of the maximum, its increase will lead to a decrease in revenue and vice versa (the people who believe this are called “right wingers”). The opposite is true if the operating point is to the left of the maximum. Laffer became economic advisor to Ronald Reagan who, being a “right winger”, decided on the basis of Fig. 5 to lower the taxes so as to increase the internal revenue of the US. The results of the experiment are well known.

In any case, the Laffer curve can also be taken to represent the behavior of the ionicity of GaAs, i.e. $`e_T^{}`$, vs. pressure. The ionicity is zero for infinite lattice parameter since Ga as well as As must then be neutral. It is also zero for a hypothetical lattice parameter zero, since no charge transfer from Ga to As can occur. Whether $`e_T^{}`$ increases or decreases under pressure (i.e., when the lattice parameter decreases) depends on the position of the equilibrium lattice parameter with respect to the maximum of the Laffer curve …

Because of the already mentioned increasing interest in the effects of uniaxial stress on phonons in semiconductors, pioneered by Evangelos in , he took up in Stuttgart new aspects of this problem, in particular those privy to ir-active phonons. In  he collaborated with Paul Wickbold and Rolf Sauer . Paul Wickbold had just finished his B.Sc. at Stony Brook and was spending a few months in Germany, the land of his ancestors, before going to work at Harvard with my former thesis advisor, Bill Paul (the Web of Science again).

The splitting of TO and LO phonons of GaAs by a uniaxial stress along  reported in  is shown in Fig. 6. An alert student will understand why the TO phonons, a doublet, split. He will, however, ask how come the LO phonon, a singlet, also splits. A very alert student may find the answer: the LO and TO phonons are not only characterized by the direction of vibration but by that of propagation. The LO nomenclature implies that the vibration is parallel to the propagation direction, whereas it is perpendicular for the TO-phonons. Hence, there are three degenerate LO phonons under zero stress: one which vibrates and propagates along  and two which do both things perpendicular to . When a stress along  is applied, this triplet splits into a singlet (propagating and vibrating along  and a doublet (doing both things perpendicular to ). This is expressed by the $`s`$ and $`d`$ subscripts in Fig. 6. The splittings of both phonons in Fig. 6 correspond to the splittings shown in Fig 1 for silicon but again, the alert student will note that the $`\omega _L`$ and $`\omega _T`$ splittings are not equal in Fig. 6. This was explained by Wickbold, et al. as reflecting the anisotropic effect of the strain on $`e_T^{}`$ for which a phenomenological theory was developed in . These effects are nowadays calculated ab initio on the basis of the electronic band structure , nevertheless phenomenological models can be very useful to trace errors such as those pointed out in . Reference  has received 86 citations.

Most of Evangelos publications on the subject of stress effects on phonon frequencies have been highly cited. Belonging to the Athens-Stuttgart period I would like to mention the work on diamond , already discussed in Sect. 2.1, in connection with . This work has been cited 110 times!

I would like to close the discussion of the Athens-Stuttgart period by mentioning a paper  which, in spite of being rather recent (1997), has nevertheless been cited 21 times. This paper belongs already to the era of ab initio calculations but stands as a caveat to ab initio calculators that not everything they calculate needs to be correct. Note the break in the calculated linewidth vs. pressure at 7GPa, which is not shown by the experimental data, a fact which was attributed in  to a slight error in the calculated frequencies of the two-phonon decay channels which are responsible for the phonon width. This error can be corrected by hand: the correction is represented by the dashed-dotted line in Fig. 7. This discrepancy, and the correction of the theoretical results so as to agree with the experimental ones, is best expressed by a sentence which is attributed to Max Planck, but could also have been Evangelos’s:

“Experiments are the only means of knowledge to our disposal. The rest is poetry, imagination.”

## 3 Conclusions

In this article I have tried to portray Evangelos life as a human being, a friend, and a scientist from the vantage point of our 32 years of friendship and collaboration. The Web of Science lists 26 papers jointly authored by Evangelos and myself. They are among the most cited of his and my publications and, as such, many appear in the enclosed list of references. I (and posthumously Evangelos) would like to thank the many collaborators spread around the world (our Web of Science) who made these publications possible even if they have not been explicitly mentioned (many have). His untimely death dealt a severe blow to Greek science. We all miss him, but he will be mostly missed by his wife Marilena. Let me thank her, in the name of us all, for the invaluable support she gave him.


text:
# Higher order potential expansion for the continuous limits of the Toda hierarchy

## Higher order potential expansion for the continuous limits of the Toda hierarchy

Runliang Lin†§111E-mail address: rlin@math.tsinghua.edu.cn, Wen-Xiu Ma‡222E-mail address: mawx@math.cityu.edu.hk and Yunbo Zeng†333E-mail address: yzeng@math.tsinghua.edu.cn

† Department of Mathematical Sciences, Tsinghua University, Beijing 100084, P.R. China
§ Service de physique de l’état condensé, CEA-Saclay, F-91191 Gif-sur-Yvette Cedex, France
‡ Department of Mathematics, City University of Hong Kong, Hong Kong, P.R. China
‡ Department of Mathematics, University of South Florida, Tampa, FL 33620-5700, USA

Abstract.  A method for introducing the higher order terms in the potential expansion to study the continuous limits of the Toda hierarchy is proposed in this paper. The method ensures that the higher order terms are differential polynomials of the lower ones and can be continued to be performed indefinitly. By introducing the higher order terms, the fewer equations in the Toda hierarchy are needed in the so-called recombination method to recover the KdV hierarchy. It is shown that the Lax pairs, the Poisson tensors, and the Hamiltonians of the Toda hierarchy tend towards the corresponding ones of the KdV hierarchy in continuous limit.

## 1. Introduction

The continuous limits of discrete systems are one of the remarkably important research areas in soliton theory . In recent years, more attention was focused on the continuous limit relations between hierarchies of discrete systems and hierarchies of soliton equations . The so-called recombination method, i.e., properly combining the objects (such as the vector fields) of discrete systems, was first proposed to study the continuous limit of the Ablowitz-Ladik hierarchy  and the Kac-van Moerbeke hierarchy . Morosi and Pizzocchero also used the recombination method to study the continuous limits of some integrable lattices in their recent works . Up to now, there has not been much work concerning the continuous limit relations between lattices and differential equations, which have different numbers of potentials. Furthermore, to the best of our knowledge, there is no work which successfully gives a way to introduce the higher order terms in potential expansion to study the continuous limit relations between hierarchies of lattices and hierarchies of soliton equations. Illumined by Gieseker’s conjecture , we will propose a method for finding the higher order terms in potential expansion to study the continuous limit relation between the Toda hierarchy and the KdV hierarchy by the recombination method.

In 1996, Gieseker proposed a conjecture :

Conjecture. Denote $`w(n,t)`$ and $`v(n,t)`$, where $`n`$ and $`t`$, are the two potentials of the Toda hierarchy, and let $`f`$ be a function of $`x`$ and $`t`$. There are $`\mathrm{\Phi }_i(f)`$’s, which are the differential polynomials of $`f`$, so that if we define

$$w(n,t)=2+f(x,t)h^2+h^2\underset{i=1}{\overset{L}{}}\mathrm{\Phi }_i(f(x,t))h^i,$$
(1.1a)
$$v(n,t)=1+f(x,t)h^2h^2\underset{i=1}{\overset{L}{}}\mathrm{\Phi }_i(f(x,t))h^i,$$
(1.1b)
where $`h`$ is the small step of lattice and $`x=nh`$, then by taking suitable linear combinations of the equations of Toda hierachy under the definition (1.1), we can produce asymptotic series whose leading terms in $`h`$ are the KdV hierarchy if $`L`$ is large enough.

In , Gieseker proposed a way to introduce $`\mathrm{\Phi }_i(f)`$ by using the Toda lattice

$$w_t=vEv=vv^{(1)},v_t=v(E^{(1)}ww)=v(w^{(1)}w),$$
(1.2)
where the shift operator $`E`$ is defined by

$$(Ef)(n)=f(n+1),f^{(k)}(n)=E^{(k)}f(n)=f(n+k),n,k.$$

For instance, in order to find $`\mathrm{\Phi }_1(f)`$, substituting the definition (1.1) into the equation (1.2) and expanding the shift terms out by Taylor’s theorem

$$\frac{df}{dt}+\frac{d\mathrm{\Phi }_1(f)}{dt}h=\frac{df}{dx}h\frac{d^2f}{2dx^2}h^2+\frac{d\mathrm{\Phi }_1(f)}{dx}h^2+O(h^3),$$
(1.3a)
$$\frac{df}{dt}\frac{d\mathrm{\Phi }_1(f)}{dt}h=\frac{df}{dx}h+\frac{d^2f}{2dx^2}h^2\frac{d\mathrm{\Phi }_1(f)}{dx}h^2+O(h^3).$$
(1.3b)
Combining the above two equations we know

$$\frac{df}{dt}=\frac{df}{dx}h+O(h^3),$$
(1.4)
then by the chain rule we have

$$\frac{d\mathrm{\Phi }_1(f)}{dt}=\frac{d\mathrm{\Phi }_1(f)}{dx}h+O(h^2),$$
(1.5)
Notice the above equation and the equation (1.3a) one can get

$$\frac{d\mathrm{\Phi }_1(f)}{dx}=\frac{1}{4}\frac{d^2f}{dx^2},$$
(1.6)
by integration it yields

$$\mathrm{\Phi }_1(f)=\frac{1}{4}\frac{df}{dx}.$$
(1.7)
We can see that the integration must be used in this process for finding $`\mathrm{\Phi }_i(f)`$. As a consequence, there is a problem that whether this process can be continued indefinitely and the $`\mathrm{\Phi }_i(f)`$’s, found in this process, are the differential polynomials of $`f`$.

The Gieseker’s conjecture were proved in the following three cases of (1.1) :

$$\text{(a)}L=0,f(x,t)=\frac{1}{2}q(x,t);$$

$$\text{(b)}L=1,f(x,t)=\frac{1}{2}q(x,t),\mathrm{\Phi }_1(f)=\frac{1}{8}q_x;$$

$$\text{(c)}L=2,f(x,t)=\frac{1}{2}q(x,t),\mathrm{\Phi }_1(f)=\frac{1}{8}q_x,\mathrm{\Phi }_2(q)=\frac{1}{32}q^2.$$

It was found that the fewer equations in the Toda hierarchy are needed in the recombination method for the case (c) to give the KdV hierarchy than for the case (a).

In this paper, we will give a new method to introduce $`\mathrm{\Phi }_i(f)`$ required in (1.1) instead of the Gieseker’s process in order that we can derive the continuous limit relation between the Toda hierarchy and the KdV hierarchy by the recombination method. Following our approach for finding $`\mathrm{\Phi }_i(f)`$, one can easily see that the $`\mathrm{\Phi }_i(f)`$’s are all differential polynomials of $`f`$. Compared with the previous work in , we will show that the fewer equations in the Toda hierarchy are needed in the recombination method for giving the KdV hierarchy if higher order terms are introduced in the potential expansion (1.1). We will also present that the Lax pairs, the Poisson tensors, and the Hamiltonians of the Toda hierarchy tend towards the corresponding ones of the KdV hierarchy in continuous limit.

## 2. Basic notation and some known results

For latter use, we list some notation and results in . Let us consider the following discrete isospectral problem ,

$$Ly=(E+w+vE^{(1)})y=\lambda y,$$
(2.8)
where $`w=w(n,t)`$ and $`v=v(n,t)`$ depend on integer $`n`$ and real variable $`t,`$ and $`\lambda `$ is the spectral parameter.

The equation in the Toda hierarchy associated with (2.8) can be written as the following Hamiltonian equation

$$\left(\begin{array}{c}w\\ v\end{array}\right)_{t_m}=JK_{m+1}=J\frac{\delta H_{m+1}}{\delta u},m=0,1,\mathrm{},$$
(2.9)
where $`\frac{\delta }{\delta u}=(\frac{\delta }{\delta w},\frac{\delta }{\delta v})^T,`$ and the Poisson tensor $`J`$ and the Hamiltonians $`H_i`$ are defined by

$$J\left(\begin{array}{cc}0& J_{12}\\ J_{21}& 0\end{array}\right)\left(\begin{array}{cc}0& (1E)v\\ v(E^{(1)}1)& 0\end{array}\right),$$

$$K_i\left(\begin{array}{c}K_{i,1}\\ K_{i,2}\end{array}\right)=\frac{\delta H_i}{\delta u}=\left(\begin{array}{c}b_i^{(1)}\\ \frac{a_i}{v}\end{array}\right),i=0,1,\mathrm{},$$
(2.10)
$$H_0=\frac{1}{2}\mathrm{ln}v,H_i=\frac{b_{i+1}}{i},i=1,2,\mathrm{},$$

with $`a_0=\frac{1}{2},`$ $`b_0=0,`$ and

$$b_{i+1}^{(1)}=wb_i^{(1)}(a_i^{(1)}+a_i),a_{i+1}^{(1)}a_{i+1}=w(a_i^{(1)}a_i)+vb_iv^{(1)}b_i^{(2)},$$
(2.11)
for $`i=0,1,\mathrm{}.`$ The Lax pairs for the $`m`$th equation of the Toda hierarchy (2.9) are given by (2.8) and

$$y_{t_m}=A_my=\underset{i=0}{\overset{m}{}}(vb_i^{(1)}E^{(1)}a_i)(E+w+vE^{(1)})^{mi}y,m=0,1,\mathrm{}.$$
(2.12)
The equations (2.9) have the bi-Hamiltonian formulation

$$GK_{i1}=JK_i,i=1,2,\mathrm{},$$
(2.13)
$$G\left(\begin{array}{cc}vE^{(1)}v^{(1)}E& w(1E)v\\ v(E^{(1)}1)w& v(E^{(1)}E)v\end{array}\right),$$

where $`G`$ is the second Poisson tensor. The Toda hierarchy also has a tri-Hamiltonian formulation and a Virasoro algebra of master symmetries . The first four covariants $`K_i`$’s are

$$K_0=\left(\begin{array}{c}0\\ \frac{1}{2v}\end{array}\right),K_1=\left(\begin{array}{c}1\\ 0\end{array}\right),K_2=\left(\begin{array}{c}w\\ 1\end{array}\right),K_3=\left(\begin{array}{c}v+v^{(1)}+w^2\\ w+w^{(1)}\end{array}\right).$$
(2.14)
The Schrödinger spectral problem is given by

$$\overline{L}\overline{y}=(_x^2+q)\overline{y}=\overline{\lambda }\overline{y}.$$
(2.15)
which is associated with the KdV hierarchy

$$q_{t_m}=B_0P_m=B_0\frac{\delta \overline{H}_m}{\delta q},m=0,1,\mathrm{},$$
(2.16)
where the vector field possesses the bi-Hamiltonian formulation with two Poisson tensors $`B_0`$ and $`B_1`$

$$B_0P_{k+1}=B_1P_k,k=0,1,\mathrm{},$$
(2.17)
$$B_0=_x,B_1=\frac{1}{4}^3+q+\frac{1}{2}q_x,\overline{H}_i=\frac{4\overline{b}_{i+2}}{2i+1},i=0,1,\mathrm{},$$

with $`\overline{b}_0=0,`$ $`\overline{b}_1=1,`$ and

$$\overline{b}_{i+1}=(\frac{1}{4}^2+q\frac{1}{2}^1q_x)\overline{b}_i,i=0,1,\mathrm{},$$

where $`^1=^1=1`$. The first three covariants $`P_k`$’s read as

$$P_0=2,P_1=q,P_2=\frac{1}{4}(3q^2+q_{xx}).$$
(2.18)
The well-known KdV equation is the second one:

$$q_{t_2}=\frac{1}{4}(3q^2+q_{xx})_x.$$
(2.19)
The Lax pairs for the $`m`$th equation of the KdV hierarchy (2.16) are given by (2.15) and

$$\overline{y}_{t_m}=\overline{A}_m\overline{y}=\underset{i=0}{\overset{m}{}}(\frac{1}{2}\overline{b}_{i,x}+\overline{b}_i)(^2+q)^{mi}\overline{y},m=0,1,\mathrm{}.$$
(2.20)
Let us consider the Toda hierarchy on a lattice with a small step $`h`$. We interpolate the sequences $`(w(n))`$ and $`(v(n))`$ with two smooth functions of a continuous variable $`x`$, and relate $`w(n)`$ and $`v(n)`$ to $`f(x)`$ by using (1.1). Suppose

$$E^{(k)}w(n)=2+f(x+kh)h^2+h^2\underset{i=1}{\overset{L}{}}\mathrm{\Phi }_i(f(x+kh))h^i,$$

$$E^{(k)}v(n)=1+f(x+kh)h^2h^2\underset{i=1}{\overset{L}{}}\mathrm{\Phi }_i(f(x+kh))h^i,k.$$

In , we got the following result.

###### Proposition 1

Under the relation (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$, the Lax operator of the Toda hierarchy goes to the Lax operator of the KdV hierarchy in continuous limit, i.e., we have

$$L=\overline{L}h^2+O(h^3),$$
(2.21)
###### Lemma 1

Under the relation (1.1), we have

$$K_i=\left(\begin{array}{c}b_i^{(1)}\\ \frac{a_i}{v}\end{array}\right)=\left(\begin{array}{c}\alpha _i\\ \gamma _i\end{array}\right)+O(h),i=0,1,\mathrm{},$$
(2.22)
where $`\alpha _i`$ and $`\gamma _i`$ are given by

$$\alpha _0=0,\alpha _1=1,\gamma _0=\frac{1}{2},\gamma _1=0,$$
(2.23a)
$$\alpha _i=(1)^{(i1)}C_{2i2}^{i1},\gamma _i=(1)^iC_{2i2}^i,i=2,3,\mathrm{}.$$
(2.23b)
Define $`\stackrel{~}{J}=\left(\begin{array}{cc}0& \stackrel{~}{J}_{21}\\ \stackrel{~}{J}_{12}& 0\end{array}\right)`$ by requiring that $`J\stackrel{~}{J}=I.`$ Then the following lemma is true.

###### Lemma 2

Under the relation (1.1), we have

$$TK_i\stackrel{~}{J}GK_i=K_{i+1}+\delta _{i+1}K_0,i=0,1,\mathrm{},$$
(2.24)
where

$$\delta _i=2(\alpha _i+\gamma _i)=(1)^i\frac{2}{i}C_{2i2}^{i1},i=1,2,\mathrm{}.$$
(2.25)
###### Proposition 2

Under the relation (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$, the Poisson tensors of the Toda hierarchy go to those of the KdV hierarchy in continuous limit,

$$J=B_0\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)h+O(h^2),W_{ij}+W_{kl}=B_1h^3+O(h^4),$$
(2.26)
where $`W\frac{1}{4}G\stackrel{~}{J}G+G=(W_{ij}),`$ $`1i,j2,`$ and

$$(i,j,k,l)\{(1,1,1,2),(1,1,2,1),(1,2,2,2),(2,1,2,2)\}.$$

## 3. Higher order potential expansion and the continuous limits of the Toda hierarchy

Now, we give a new method to introduce $`\mathrm{\Phi }_i(f)`$ required in (1.1) and derive the continuous limits of the Toda hierarchy under the relation (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$.

###### Lemma 3

Define the operator as

$$T\stackrel{~}{J}G=\left(\begin{array}{cc}T_{11}& T_{12}\\ T_{21}& T_{22}\end{array}\right).$$
(3.27)
Then under the relation (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$, the operator $`T`$ has the following expansions for its entries:

$$T_{11}=2+\frac{1}{2}h^2q+O(h^3),T_{12}=2+h+(\frac{1}{2}^2+q)h^2+O(h^3),$$

$$T_{21}=2h+(\frac{1}{2}^2\frac{1}{2}^1q_x)h^2+O(h^3),T_{22}=2+\frac{1}{2}h^2^1q+O(h^3).$$

Proof.  The result can be found in  (see the proof of Lemma 3 in ).

###### Lemma 4

Under the relation (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$, we have the following expansions,

$$K_i\left(\begin{array}{c}K_{i,1}\\ K_{i,2}\end{array}\right)$$

$$=\left(\begin{array}{c}\alpha _i+\mathrm{\Psi }_{i,1,0}(q)h^2+h^2\underset{j=1}{\overset{L}{}}h^j(\zeta _{i,1}\mathrm{\Phi }_j+\mathrm{\Psi }_{i,1,j}(q,\mathrm{\Phi }_1,\mathrm{},\mathrm{\Phi }_{j1}))\\ \gamma _i+\mathrm{\Psi }_{i,2,0}(q)h^2+h^2\underset{j=1}{\overset{L}{}}h^j(\zeta _{i,2}\mathrm{\Phi }_j+\mathrm{\Psi }_{i,2,j}(q,\mathrm{\Phi }_1,\mathrm{},\mathrm{\Phi }_{j1}))\end{array}\right)+O(h^{L+3}),$$
(3.28)
for $`i=0,1,2,\mathrm{},`$ where $`\alpha _i`$ and $`\gamma _i`$ are given in Lemma 1,

$$\zeta _{0,1}=0,\zeta _{0,2}=\frac{1}{2},\zeta _{1,1}=0,\zeta _{1,2}=0,$$

$$\zeta _{i+1,1}=2\zeta _{i,1}+2\zeta _{i,2}+\alpha _i2\gamma _i,\zeta _{i+1,2}=2\zeta _{i,1}2\zeta _{i,2}+\alpha _i\frac{1}{2}\delta _{i+1},i=0,1,\mathrm{},$$
(3.29)
$`\mathrm{\Psi }_{i,1,j}(q,\mathrm{\Phi }_1,\mathrm{},\mathrm{\Phi }_{j1})`$ stands for the term which is a differential polynomial of $`q`$, $`\mathrm{\Phi }_1`$, …, $`\mathrm{\Phi }_{j1}`$, and etc.

Proof. Define $`c_i=vb_i^{(1)},`$ $`i=0,1,\mathrm{}.`$ Using the identity

$$\underset{i=0}{\overset{k}{}}(a_ia_{ki}+b_ic_{ki})=0,k=1,2,\mathrm{},$$

we can show by the mathematical induction that $`a_i`$, $`b_i`$, $`c_i`$, $`i=0,1,\mathrm{},`$ are polynomials of $`w`$, $`v`$, $`w^{(1)}`$, $`v^{(1)}`$, $`w^{(1)}`$, $`v^{(1)}`$, $`\mathrm{}`$. According to the definition of $`K_i`$ in (2.10), we conclude that $`K_i`$ has the expansion formula (3.28). Notice Lemma 1 and Lemma 2, we can prove (3.29) by the mathematical induction.

###### Lemma 5

Define the combination coefficients $`\beta _{k,i}`$, $`0ik+1`$, $`k=0,1,\mathrm{}`$, as follows

$$\beta _{0,0}=2,\beta _{0,1}=1,\beta _{1,0}=2,\beta _{1,1}=2,\beta _{1,2}=1,$$

$$\beta _{k+1,i}=\beta _{k,i1},1ik+2,\beta _{k+1,0}=\underset{i=0}{\overset{k+1}{}}\beta _{k,i}\delta _{i+1},$$
(3.30)
then we have

$$\underset{i=0}{\overset{k+1}{}}\beta _{k,i}\alpha _i=0,\underset{i=0}{\overset{k+1}{}}\beta _{k,i}\gamma _i=0,k=1,2,\mathrm{}.$$

Proof. It is easy to check the case when $`k=1`$. If the lemma is true for $`k`$, then

$$\underset{i=0}{\overset{k+1}{}}\beta _{k,i}K_i=O(h)\left(\begin{array}{c}1\\ 1\end{array}\right),$$

so according to Lemma 2, we have

$$\underset{i=0}{\overset{k+2}{}}\beta _{k+1,i}K_i=\stackrel{~}{J}G\underset{i=0}{\overset{k+1}{}}\beta _{k,i}K_i=O(h)\left(\begin{array}{c}1\\ 1\end{array}\right),$$

which completes the proof.

###### Lemma 6

Let $`\beta _{k,i}`$ be defined by (3.30). Then we have

$$\underset{i=0}{\overset{k+1}{}}\beta _{k,i}(\zeta _{i,2}\zeta _{i,1})=(4)^k,k=1,2,\mathrm{}.$$
(3.31)
Proof. It is easy to check the case when $`k=1`$. If the lemma is true for $`k`$, then we have (according to Lemma 1 and Lemma 4)

$`{\displaystyle \underset{i=0}{\overset{k+2}{}}}\beta _{k+1,i}(\zeta _{i,2}\zeta _{i,1})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=0}{\overset{k+1}{}}}\beta _{k,i}\delta _{i+1}+{\displaystyle \underset{i=1}{\overset{k+2}{}}}\beta _{k,i1}(\zeta _{i,2}\zeta _{i,1})`$
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=0}{\overset{k+1}{}}}\beta _{k,i}\delta _{i+1}+{\displaystyle \underset{i=0}{\overset{k+1}{}}}\beta _{k,i}(4\zeta _{i,2}+4\zeta _{i,1}{\displaystyle \frac{1}{2}}\delta _{i+1}+2\gamma _i)`$
$`=`$ $`4{\displaystyle \underset{i=0}{\overset{k+1}{}}}\beta _{k,i}(\zeta _{i,2}\zeta _{i,1})+2{\displaystyle \underset{i=0}{\overset{k+1}{}}}\beta _{k,i}\gamma _i,`$
Note Lemma 5, and the proof is completed.

###### Proposition 3

Given an integer $`m>0`$, let $`\beta _{k,i}`$ be defined by (3.30), and set

$$\mathrm{\Phi }_{2k1}=(1)^k2^{2k1}\left[\frac{1}{2}P_k+2\underset{i=0}{\overset{k+1}{}}\beta _{k,i}(\mathrm{\Psi }_{i,1,2k1}\mathrm{\Psi }_{i,2,2k1})\right],$$

$`\mathrm{\Phi }_{2k}`$ $`=`$ $`(1)^k2^{2k1}[{\displaystyle \frac{1}{2}}P_{k+1}({\displaystyle \frac{1}{2}}^2+{\displaystyle \frac{3}{2}}q){\displaystyle \frac{1}{2}}P_k{\displaystyle \underset{i=0}{\overset{k+1}{}}}\beta _{k,i}(\zeta _{i,2}\mathrm{\Phi }_{2k1}+\mathrm{\Psi }_{i,2,2k1})`$ (3.32)
$`+2{\displaystyle \underset{i=0}{\overset{k+1}{}}}\beta _{k,i}(\mathrm{\Psi }_{i,1,2k}\mathrm{\Psi }_{i,2,2k})],`$
for $`k=1,2,\mathrm{},m1.`$ Then under the relation (1.1) with $`L=2m2`$, $`f(x,t)=\frac{1}{2}q(x,t)`$ and (3.32) we have

$$\stackrel{~}{P}_m\underset{i=0}{\overset{m+1}{}}\beta _{m,i}K_i=\frac{1}{2}P_mh^{2m}\left(\begin{array}{c}1\\ 1\end{array}\right)+O(h^{2m+1}),$$
(3.33)
and

$$\left(\begin{array}{c}w\\ v\end{array}\right)_{t_m}+\frac{1}{h^{2m1}}J\stackrel{~}{P}_m=\frac{1}{2}(q_{t_m}B_0P_m)h^2\left(\begin{array}{c}1\\ 1\end{array}\right)+O(h^3).$$
(3.34)
Proof.  It is easy to check the case when $`m=1`$, If the equation (3.33) is valid for $`m`$, then we have (according to Lemma 4)

$`T\stackrel{~}{P}_m`$ $`=`$ $`\stackrel{~}{J}G{\displaystyle \underset{i=0}{\overset{m+1}{}}}\beta _{m,i}K_i`$ (3.35)
$`=`$ $`\stackrel{~}{J}G[{\displaystyle \frac{1}{2}}P_mh^{2m}\left(\begin{array}{c}1\\ 1\end{array}\right)+h^{2m+1}{\displaystyle \underset{i=0}{\overset{m+1}{}}}\beta _{m,i}\left(\begin{array}{c}\zeta _{i,1}\mathrm{\Phi }_{2m1}+\mathrm{\Psi }_{i,1,2m1}\\ \zeta _{i,2}\mathrm{\Phi }_{2m1}+\mathrm{\Psi }_{i,2,2m1}\end{array}\right)`$ (3.43)
$`+h^{2m+2}{\displaystyle \underset{i=0}{\overset{m+1}{}}}\beta _{m,i}\left(\begin{array}{c}\zeta _{i,1}\mathrm{\Phi }_{2m}+\mathrm{\Psi }_{i,1,2m}\\ \zeta _{i,2}\mathrm{\Phi }_{2m}+\mathrm{\Psi }_{i,2,2m}\end{array}\right)+O(h^{2m+3})],`$
note the definition of $`\mathrm{\Phi }_{2m1}`$ and $`\mathrm{\Phi }_{2m}`$ in (3.32), we obtain (due to (3.31))

$$2\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(\zeta _{i,1}\mathrm{\Phi }_{2m1}+\mathrm{\Psi }_{i,1,2m1})+2\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(\zeta _{i,2}\mathrm{\Phi }_{2m1}+\mathrm{\Psi }_{i,2,2m1})+\frac{1}{2}P_m=0,$$
(3.44)
and

$$(\frac{1}{2}^2+\frac{3}{2}q)\frac{1}{2}P_m+\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(\zeta _{i,2}\mathrm{\Phi }_{2m1}+\mathrm{\Psi }_{i,2,2m1})$$

$$2\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(\zeta _{i,1}\mathrm{\Phi }_{2m}+\mathrm{\Psi }_{i,1,2m})+2\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(\zeta _{i,2}\mathrm{\Phi }_{2m}+\mathrm{\Psi }_{i,2,2m})=\frac{1}{2}P_{m+1}.$$
(3.45)
Combining the above two equations (3.44) and (3.45), and noting the equation (2.17), we have

$$(\frac{1}{2}^2\frac{1}{2}^1q_x+\frac{1}{2}^1q)\frac{1}{2}P_m\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(\zeta _{i,1}\mathrm{\Phi }_{2m1}+\mathrm{\Psi }_{i,1,2m1})$$

$$+2\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(\zeta _{i,1}\mathrm{\Phi }_{2m}+\mathrm{\Psi }_{i,1,2m})2\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(\zeta _{i,2}\mathrm{\Phi }_{2m}+\mathrm{\Psi }_{i,2,2m})=\frac{1}{2}P_{m+1}.$$
(3.46)
So we get

$$T\stackrel{~}{P}_m=\frac{1}{2}P_{m+1}h^{2m+2}\left(\begin{array}{c}1\\ 1\end{array}\right)+O(h^{2m+3}).$$
(3.47)
On the other hand (according to Lemma 2),

$$T\stackrel{~}{P}_m=\stackrel{~}{J}G\underset{i=0}{\overset{m+1}{}}\beta _{m,i}K_i=\underset{i=0}{\overset{m+1}{}}\beta _{m,i}(K_{i+1}+\delta _{i+1}K_0)=\stackrel{~}{P}_{m+1}.$$
(3.48)
The equation (3.34) is the corollary of the equation (3.33) and Proposition 2. The proof is finished.

We give an example here. For $`m=3`$, using Proposition 3, we can get

$$\mathrm{\Phi }_1=\frac{1}{8}q_x,\mathrm{\Phi }_2=\frac{1}{32}q^2,\mathrm{\Phi }_3=\frac{1}{384}q_{xxx},\mathrm{\Phi }_4=\frac{1}{254}(q^3+qq_{xx}+q_x^2),$$
(3.49)
then under the relation (1.1) with $`L=4`$, $`f(x,t)=\frac{1}{2}q(x,t)`$ and the above $`\mathrm{\Phi }_i`$’s we have

$$10K_0+4K_12K_2+2K_3+K_4=\frac{1}{2}P_3h^6\left(\begin{array}{c}1\\ 1\end{array}\right)+O(h^7).$$

In the previous work in , we must combine $`K_0`$, $`K_1`$, …, $`K_6`$ for giving $`P_3`$ under the relation (1.1) with $`L=0`$. In general, $`K_0`$, $`K_1`$, …, $`K_{2m}`$ are needed to be combined for giving $`P_m`$ under the relation (1.1) with $`L=0`$ . Proposition 3 shows us that almost only half of them, i.e., $`K_0`$, $`K_1`$, …, $`K_{m+1}`$, are needed to give $`P_m`$ by introducing $`\mathrm{\Phi }_i(f)`$ (3.32). Furthermore, according to the recursion formula for $`\mathrm{\Phi }_i(f)`$ (3.32) it is easy to see that all the $`\mathrm{\Phi }_i(f)`$’s, introduced by (3.32), are differential polynomials of $`f`$, and our process for finding $`\mathrm{\Phi }_i(f)`$ can be continued indefinitly.

In what follows, we will derive the continuous limit relations between the Hamiltonians, the Lax pairs of the Toda hierarchy and those of the KdV hierarhcy, respectively.

###### Lemma 7

If there is a relation between $`\stackrel{~}{w}(n)`$, $`n`$, and $`q(x)`$, $`x`$

$$\stackrel{~}{w}(n)=q^{(s_1)}(x)q^{(s_2)}(x)\mathrm{}q^{(s_m)}(x)h^l,$$
(3.50)
where $`h`$ is the step of lattice, $`x=nh`$, $`s_i`$, $`1im`$ and $`l`$ are nonnegtive integers, and denote $`\stackrel{~}{S}`$ as the operator which stands for submitting the relation (3.50) into a polynomial of $`\stackrel{~}{w}`$, $`\stackrel{~}{w}^{(1)}`$, $`\stackrel{~}{w}^{(1)}`$, …, and then expanding in Taylor series, then we have the formula

$$\frac{\delta }{\delta q}\stackrel{~}{S}=h^l\stackrel{~}{Z}\stackrel{~}{S}\frac{\delta }{\delta \stackrel{~}{w}},$$
(3.51)
where $`\stackrel{~}{Z}`$ stands for a differential operator.

The proof for Lemma 7 is given in Appendix A.

###### Proposition 4

Given an integer $`m>0`$, set

$$\stackrel{~}{H}_m\underset{i=0}{\overset{m+1}{}}\beta _{m,i}H_i\underset{i=1}{\overset{m+1}{}}\beta _{m,i}\frac{\alpha _{i+1}}{i},$$
(3.52)
under the relation (1.1) with $`L=2m2`$, $`f(x,t)=\frac{1}{2}q(x,t)`$ and (3.32), we have

$$S(\stackrel{~}{H}_m)𝑑x=\frac{1}{2}h^{2m+2}\overline{H}_m𝑑x+O(h^{2m+3}),$$
(3.53)
where $`S`$ is an operator which stands for submitting the relation (1.1) with $`L=2m2`$, $`f(x,t)=\frac{1}{2}q(x,t)`$ and (3.32) into a polynomial of $`w`$, $`v(n)`$, $`w^{(1)}`$, $`v^{(1)}`$, $`w^{(1)}`$, $`v^{(1)}`$, …, and then expanding in Taylor series.

Proof. According to Lemma 7, under the relation (1.1) with $`L=2m2`$, $`f(x,t)=\frac{1}{2}q(x,t)`$ and (3.32), (since $`\mathrm{\Phi }_i`$’s are differential polynomials of $`q`$), we have

$`{\displaystyle \frac{\delta }{\delta q}}S`$ $`=`$ $`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}()^j{\displaystyle \frac{}{q^{(j)}}}S`$
$`=`$ $`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}()^j{\displaystyle \underset{k}{}}\left[({\displaystyle \frac{S(w^{(k)})}{q^{(j)}}})S{\displaystyle \frac{}{w^{(k)}}}+({\displaystyle \frac{S(v^{(k)})}{q^{(j)}}})S{\displaystyle \frac{}{v^{(k)}}}\right]`$
$`=`$ $`{\displaystyle \frac{1}{2}}h^2{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}()^j{\displaystyle \underset{k}{}}{\displaystyle \frac{(kh)^j}{j!}}S({\displaystyle \frac{}{w^{(k)}}}+{\displaystyle \frac{}{v^{(k)}}})+h^3ZS({\displaystyle \frac{\delta }{\delta w}}{\displaystyle \frac{\delta }{\delta v}})`$
$`=`$ $`{\displaystyle \frac{1}{2}}h^2S({\displaystyle \frac{\delta }{\delta w}}+{\displaystyle \frac{\delta }{\delta v}})+h^3ZS({\displaystyle \frac{\delta }{\delta w}}{\displaystyle \frac{\delta }{\delta v}}),`$
where $`Z`$ stands for a differential operator, and we do not care about its concrete form. Note Lemma 1 and the definition of $`H_i`$ in (2.10), we can have the expansion

$$S(\stackrel{~}{H}_m)=\underset{i=2}{\overset{\mathrm{}}{}}\stackrel{~}{H}_{m,i}h^i,$$

where $`\stackrel{~}{H}_{m,i}|_{q=0}=0`$, and according to Proposition 3, we have

$`{\displaystyle \frac{\delta }{\delta q}}S(\stackrel{~}{H}_m)`$ $`=`$ $`{\displaystyle \underset{i=2}{\overset{\mathrm{}}{}}}h^i{\displaystyle \frac{\delta \stackrel{~}{H}_{m,i}}{\delta q}}`$
$`=`$ $`\left[{\displaystyle \frac{1}{2}}h^2S({\displaystyle \frac{\delta }{\delta w}}+{\displaystyle \frac{\delta }{\delta v}})+h^3ZS({\displaystyle \frac{\delta }{\delta w}}{\displaystyle \frac{\delta }{\delta v}})\right]{\displaystyle \underset{i=0}{\overset{m+1}{}}}\beta _{m,i}H_m`$
$`=`$ $`{\displaystyle \frac{1}{2}}h^{2m+2}{\displaystyle \frac{\delta \overline{H}_m}{\delta q}}+O(h^{2m+3}).`$
Then one can get

$$\stackrel{~}{H}_{m,i}\mathrm{Const}.+\text{Image}(),2i2m+1.$$

As we mentioned above, there is no constant item in each $`\stackrel{~}{H}_{m,i}`$, $`i2`$, (i.e., $`\stackrel{~}{H}_{m,i}|_{q=0}=0`$), so

$$\stackrel{~}{H}_{m,i}𝑑x=0,2i2m+1.$$

Just using the same deduction, we conclude

$$\stackrel{~}{H}_{m,2m+2}𝑑x=\frac{1}{2}\overline{H}_m𝑑x,$$

which completes the proof.

###### Lemma 8

Under the relation (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$, we have

$$A_k=\alpha _k\gamma _k+\underset{i=2}{\overset{\mathrm{}}{}}A_{k,i}h^i,k=0,1,\mathrm{},$$
(3.54)
where

$$A_{k,2i}|_{q=0}=0,A_{k,2i+1}|_{q=0}=\xi _{k,2i+1}^{2i+1},i=1,2,\mathrm{},$$
(3.55)
$`\xi _{k,2i+1}`$is a constant, and $`\alpha _k`$ and $`\gamma _k`$ are given in Lemma 1.

Proof. For $`k=0`$ and $`k=1`$, we have

$$A_0|_{q=0}=\frac{1}{2},A_1|_{q=0}=1+\underset{j=0}{\overset{\mathrm{}}{}}\frac{1}{(2j+1)!}h^{2j+1}()^{2j+1}.$$

If the lemma is valid for $`k1`$, note $`\alpha _k=2\alpha _{k1}+2\gamma _{k1}`$ (see Lemma 1), we have

$`A_k|_{q=0}`$ $`=`$ $`A_{k1}(E+w+vE^{(1)})vb_k^{(1)}E^{(1)}a_k|_{q=0}`$
$`=`$ $`\left[\alpha _{k1}\gamma _{k1}+{\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}\xi _{k1,2i+1}h^{2i+1}^{2i+1}\right]{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{2}{(2j)!}}h^{2j}^{2j}`$
$`+\alpha _k{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{j!}}h^j()^j\gamma _k`$
$``$ $`\alpha _k\gamma _k+{\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}\xi _{k,2i+1}h^{2i+1}^{2i+1}.`$
###### Lemma 9

Define

$$\stackrel{~}{A}_k\underset{i=1}{\overset{k+1}{}}\beta _{k,i}A_{i1}k=1,2,\mathrm{}.$$
(3.56)
Then under the relation (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$, we have

$$\stackrel{~}{A}_k=\underset{i=2}{\overset{\mathrm{}}{}}\stackrel{~}{A}_{k,i}h^i,$$
(3.57)
where

$$\stackrel{~}{A}_{k,2i}|_{q=0}=0,\stackrel{~}{A}_{k,2i+1}|_{q=0}=\stackrel{~}{\xi }_{k,2i+1}^{2i+1},i=1,2,\mathrm{},$$
(3.58)
$`\stackrel{~}{\xi }_{k,2i+1}`$is a constant.

Proof. According to Lemma 8, we only need to prove

$$\underset{i=1}{\overset{k+1}{}}\beta _{k,i}(\alpha _{i1}\gamma _{i1})=0.$$
(3.59)
It is easy to check the cases: $`k=1`$ and $`k=2`$, and for $`k3`$, note Lemma 5, we have

$$\underset{i=1}{\overset{k+1}{}}\beta _{k,i}(\alpha _{i1}\gamma _{i1})=\underset{i=1}{\overset{k+1}{}}\beta _{k1,i1}(\alpha _{i1}\gamma _{i1})=\underset{i=0}{\overset{k}{}}\beta _{k1,i}(\alpha _i\gamma _i)=0,$$

which completes the proof.

###### Proposition 5

Given an integer $`m>0`$, under the relation (1.1) with $`L=2m2`$, $`f(x,t)=\frac{1}{2}q(x,t)`$ and (3.32), we have

$$\stackrel{~}{A}_m\underset{i=1}{\overset{m+1}{}}\beta _{m,i}A_{i1}=\overline{A}_mh^{2m1}+O(h^{2m}).$$
(3.60)
Proof. It is valid for $`m=1,2`$. According to Proposition 3, we have

$`[\stackrel{~}{A}_m,L]`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{m+1}{}}}\beta _{m,i}{\displaystyle \frac{dw}{dt_{i1}}}+{\displaystyle \underset{i=1}{\overset{m+1}{}}}\beta _{m,i}{\displaystyle \frac{dv}{dt_{i1}}}E^{(1)}`$ (3.61)
$`=`$ $`J_{12}{\displaystyle \underset{i=1}{\overset{m+1}{}}}\beta _{m,i}K_{i,2}+J_{21}{\displaystyle \underset{i=1}{\overset{m+1}{}}}\beta _{m,i}K_{i,1}E^{(1)}`$
$`=`$ $`B_0P_mh^{2m+1}+O(h^{2m+2})`$
$`=`$ $`[\overline{A}_m,\overline{L}]h^{2m+1}+O(h^{2m+2}).`$
Under the relation (1.1) with $`L=2m2`$, $`f(x,t)=\frac{1}{2}q(x,t)`$ and (3.32), Proposition 1 and Lemma 9 together imply

$$L=\overline{L}h^2+\underset{i=3}{\overset{\mathrm{}}{}}L_ih^i,\stackrel{~}{A}_m=\underset{i=2}{\overset{\mathrm{}}{}}\stackrel{~}{A}_{m,i}h^i,$$
(3.62)
where $`L_i`$ and $`\stackrel{~}{A}_{m,i}`$ are differential operators. Comparing the terms of $`h^4`$ in (3.61), we know

$$[\stackrel{~}{A}_{m,2},\overline{L}]=0,$$
(3.63)
According to , $`\stackrel{~}{A}_{m,2}`$ can be represented by

$$\stackrel{~}{A}_{m,2}=\underset{j=0}{\overset{\mathrm{}}{}}\eta _{m,2,j}(\overline{L})^j,$$
(3.64)
where $`\eta _{m,2,j}`$ are constants. Note Lemma 9, we have

$$\stackrel{~}{A}_{m,2}|_{q=0}=0=\underset{j=0}{\overset{\mathrm{}}{}}\eta _{m,2,j}(^2)^j.$$
(3.65)
Then one can get $`\eta _{m,2,j}=0`$ for all $`j`$, and

$$\stackrel{~}{A}_{m,2}=0.$$
(3.66)
Comparing the terms of $`h^5`$ in (3.61), we know

$$[\stackrel{~}{A}_{m,3},\overline{L}]=0,$$
(3.67)
then $`\stackrel{~}{A}_{m,3}`$ can be represented by

$$\stackrel{~}{A}_{m,3}=\underset{j=0}{\overset{\mathrm{}}{}}\eta _{m,3,j}(\overline{L})^j,$$
(3.68)
where $`\eta _{m,3,j}`$ are constants. Note Lemma 9, and we have

$$\stackrel{~}{A}_{m,3}|_{q=0}=\stackrel{~}{\xi }_{m,3}^3=\underset{j=0}{\overset{\mathrm{}}{}}\eta _{m,3,j}(^2)^j.$$
(3.69)
Then one can get $`\eta _{m,3,j}=0`$ for all $`j`$, and

$$\stackrel{~}{A}_{m,3}=0.$$
(3.70)
In the same way, we conclude

$$\stackrel{~}{A}_{m,i}=0,i=2,\mathrm{},2m2.$$
(3.71)
Comparing the terms of $`h^{2m+1}`$ in (3.61), we know

$$[\stackrel{~}{A}_{m,2m1},\overline{L}]=[\overline{A}_m,\overline{L}],$$
(3.72)
then $`\stackrel{~}{A}_{m,2m1}+\overline{A}_m`$ can be represented by

$$\stackrel{~}{A}_{m,2m1}+\overline{A}_m=\underset{j=0}{\overset{\mathrm{}}{}}\eta _{m,2m1,j}(\overline{L})^j,$$
(3.73)
where $`\eta _{m,2m1,j}`$ are constants. Note Lemma 9 and (2.20), we have

$$\left(\stackrel{~}{A}_{m,2m1}+\overline{A}_m\right)|_{q=0}=\stackrel{~}{\xi }_{m,2m1}^{2m1}+^{2m1}=\underset{j=0}{\overset{\mathrm{}}{}}\eta _{m,2m1,j}(^2)^j.$$
(3.74)
Then we get $`\eta _{m,2m1,j}=0`$ for all $`j`$ and

$$\stackrel{~}{A}_m\underset{i=1}{\overset{2m}{}}\beta _{m,i}A_{i1}=\overline{A}_mh^{2m1}+O(h^{2m}).$$
(3.75)
Thus the proof is completed.

## 4. Conclusions and remarks

In this paper, by introducing the higher order terms in the potential expansion, we have proved that there is the continuous limit relation between the Toda hierarchy and the KdV hierarchy. Compared with the , the fewer members of the Toda hierarchy are needed to recover the KdV hierarchy by the recombination method. For example, Proposition 3 shows that under the potential expansion (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$ and (3.32), we can combine $`K_0`$, $`K_1`$, $`\mathrm{}`$, $`K_{m+1}`$, to get $`P_m`$ in continuous limit. However, under the lower finite potential expansion, for example (1.1) with $`f(x,t)=\frac{1}{2}q(x,t)`$ and $`L=0`$, we need $`K_0`$, $`K_1`$, $`\mathrm{}`$, $`K_m`$, $`\mathrm{}`$, $`K_{2m}`$, to recover $`P_m`$ through the continuous limit process .

Compared with the , a new method for introducing $`\mathrm{\Phi }_i(f)`$ in the potential expansion (1.1) was presented in this paper. Moreover, from the recursion formula for $`\mathrm{\Phi }_i(f)`$ (3.32), it is easy to see that the $`\mathrm{\Phi }_i(f)`$’s, introduced in our construction, are all differential polynomials of $`f`$, and our process for determining $`\mathrm{\Phi }_i(f)`$ can be continued indefinitly. However, this can not be obtained in , since the $`\mathrm{\Phi }_i(f)`$’s are obtained by integration there.

It was also shown that the Lax pairs, the Poisson tensors, and the Hamiltonians of the Toda hierarchy tend towards the corresponding ones of the KdV hierarchy in continuous limit

## Acknowledgements

This work was in part supported by the City University of Hong Kong (Project Nos.: 7001178, 7001041), the RGC of Hong Kong (Project No.: 9040466), and Chinese Basic Research Project “Nonlinear Science”. One of the authors (R.L. Lin) acknowledges warm hospitality at the City University of Hong Kong.

## Appendix A. Proof of Lemma 7

Denote $`\stackrel{~}{w}_i=q^{(s_1)}\mathrm{}q^{(s_{i1})}q^{(s_{i+1})}\mathrm{}q^{(s_m)},`$ for $`i=1,\mathrm{},m`$, then we have

$`{\displaystyle \frac{\delta }{\delta q}}\stackrel{~}{S}`$ $`=`$ $`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}()^j{\displaystyle \frac{}{q^{(j)}}}\stackrel{~}{S}`$
$`=`$ $`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}()^j{\displaystyle \underset{k}{}}\left({\displaystyle \frac{\stackrel{~}{S}(\stackrel{~}{w}^{(k)})}{q^{(j)}}}\right)\stackrel{~}{S}{\displaystyle \frac{}{\stackrel{~}{w}^{(k)}}}`$
$`=`$ $`h^l{\displaystyle \underset{i=1}{\overset{m}{}}}{\displaystyle \underset{j=s_i}{\overset{\mathrm{}}{}}}()^j{\displaystyle \underset{k}{}}{\displaystyle \frac{(kh)^{js_i}}{(js_i)!}}\left(e^{kh}\stackrel{~}{S}(\stackrel{~}{w}_i)\right)\stackrel{~}{S}{\displaystyle \frac{}{\stackrel{~}{w}^{(k)}}}`$
$`=`$ $`h^l{\displaystyle \underset{i=1}{\overset{m}{}}}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}()^{j+s_i}{\displaystyle \underset{k}{}}{\displaystyle \frac{(kh)^j}{j!}}\left(e^{kh}\stackrel{~}{S}(\stackrel{~}{w}_i)\right)\stackrel{~}{S}{\displaystyle \frac{}{\stackrel{~}{w}^{(k)}}}`$
$`=`$ $`h^l{\displaystyle \underset{i=1}{\overset{m}{}}}()^{s_i}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k}{}}{\displaystyle \underset{p=0}{\overset{j}{}}}{\displaystyle \frac{(kh)^j}{p!(jp)!}}\left(^pe^{kh}\stackrel{~}{S}(\stackrel{~}{w}_i)\right)^{jp}\stackrel{~}{S}{\displaystyle \frac{}{\stackrel{~}{w}^{(k)}}}`$
$`=`$ $`h^l{\displaystyle \underset{i=1}{\overset{m}{}}}()^{s_i}{\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k}{}}{\displaystyle \underset{j=p}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(kh)^j}{p!(jp)!}}\left(^pe^{kh}\stackrel{~}{S}(\stackrel{~}{w}_i)\right)^{jp}\stackrel{~}{S}{\displaystyle \frac{}{\stackrel{~}{w}^{(k)}}}`$
$`=`$ $`h^l{\displaystyle \underset{i=1}{\overset{m}{}}}()^{s_i}{\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}\left(^pe^{kh}\stackrel{~}{S}(\stackrel{~}{w}_i)\right){\displaystyle \underset{k}{}}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(kh)^{j+p}}{p!j!}}^j\stackrel{~}{S}{\displaystyle \frac{}{\stackrel{~}{w}^{(k)}}}`$
$`=`$ $`h^l{\displaystyle \underset{i=1}{\overset{m}{}}}()^{s_i}{\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(kh)^p}{p!}}\left(^pe^{kh}\stackrel{~}{S}(\stackrel{~}{w}_i)\right){\displaystyle \underset{k}{}}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(kh)^j}{j!}}^j\stackrel{~}{S}{\displaystyle \frac{}{\stackrel{~}{w}^{(k)}}}`$
$`=`$ $`h^l{\displaystyle \underset{i=1}{\overset{m}{}}}()^{s_i}{\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(kh)^p}{p!}}\left(^pe^{kh}\stackrel{~}{S}(\stackrel{~}{w}_i)\right)\stackrel{~}{S}{\displaystyle \underset{k}{}}E^{(k)}{\displaystyle \frac{}{\stackrel{~}{w}^{(k)}}}`$
$`=`$ $`h^l{\displaystyle \underset{i=1}{\overset{m}{}}}()^{s_i}{\displaystyle \underset{p=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(kh)^p}{p!}}\left(^pe^{kh}\stackrel{~}{S}(\stackrel{~}{w}_i)\right)\stackrel{~}{S}{\displaystyle \frac{\delta }{\delta \stackrel{~}{w}^{(k)}}}`$
$``$ $`h^l\stackrel{~}{Z}\stackrel{~}{S}{\displaystyle \frac{\delta }{\delta \stackrel{~}{w}}}.`$
The proof for Lemma 7 is finished.