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# Real-Valued Algebro-Geometric Solutions of the Camassa–Holm hierarchy

## 1. Introduction

Recently, we provided a detailed treatment of the Camassa–Holm (CH) hierarchy with special emphasis on its algebro-geometric solutions. The first nonlinear partial differential equation of this hierarchy, the Camassa–Holm equation, also known as the dispersive shallow water equation  is given by

$$4u_tu_{xxt}2uu_{xxx}4u_xu_{xx}+24uu_x=0,(x,t)^2$$
(1.1)
(choosing a convenient scaling of $`x,t`$). For various aspects of local and global existence, and uniqueness of solutions of (1.1), wave breaking phenomena, soliton-type solutions (“peakons”), complete integrability aspects such as infinitely many conservation laws, (bi-)Hamiltonian formalism, Bäcklund transformations, infinite dimensional symmetry groups, etc., we refer to the literature provided in  (see also \[13, Ch. 5\]). The case of spatially periodic solutions, the corresponding inverse spectral problem, isospectral classes of solutions, and quasi-periodicity of solutions with respect to time are discussed in . Moreover, algebro-geometric solutions of (1.1) and their properties are studied in , and  (see also \[13, Ch. 5\]).

In Section 2 we recall the basic polynomial recursion formalism that defines the CH hierarchy using a zero-curvature approach. Section 3 recalls the stationary CH hierarchy and the associated algebro-geometric formalism. Section 4 provides a brief summary of self-adjoint canonical systems as needed in this paper, and Section 5 finally discusses the principal result of this paper, the class of real-valued, smooth, and bounded algebro-geometric solutions of the CH hierarchy and the associated isospectral torus.

This paper should be viewed as a companion to our paper  (see also \[13, Ch. 5\]) on the CH hierarchy and we refer to it for background material and pertinent references on the subject.

## 2. The CH hierarchy, recursion relations, and hyperelliptic curves

In this section we review the basic construction of the Camassa–Holm hierarchy using a zero-curvature approach following  (see also \[13, Ch. 5\]).

Throughout this section we will suppose the following hypothesis ($`_0=\{0\}`$).

###### Hypothesis 2.1.

In the stationary case we assume that

$$uC^{\mathrm{}}(),\frac{d^mu}{dx^m}L^{\mathrm{}}(),m_0.$$
(2.1)
In the time-dependent case $`(`$cf. (2.28)–(2.35)$`)`$ we suppose

$`u(,t)C^{\mathrm{}}(),{\displaystyle \frac{^mu}{x^m}}(,t)L^{\mathrm{}}(),m_0,t,`$
$`u(x,),u_{xx}(x,)C^1(),x.`$ (2.2)
We start by formulating the basic polynomial setup. One defines $`\{f_{\mathrm{}}\}_\mathrm{}_0`$ recursively by

$$f_0=1,f_{\mathrm{},x}=2𝒢\left(2(4uu_{xx})f_{\mathrm{}1,x}+(4u_xu_{xxx})f_\mathrm{}1\right),\mathrm{},$$
(2.3)
where $`𝒢`$ is given by

$$𝒢:L^{\mathrm{}}()L^{\mathrm{}}(),(𝒢v)(x)=\frac{1}{4}_{}𝑑ye^{2|xy|}v(y),x,vL^{\mathrm{}}().$$
(2.4)
One observes that $`𝒢`$ is the resolvent of minus the one-dimensional Laplacian at energy parameter equal to $`4`$, that is,

$$𝒢=\left(\frac{d^2}{dx^2}+4\right)^1.$$
(2.5)
The first coefficient reads

$$f_1=2u+c_1,$$
(2.6)
where $`c_1`$ is an integration constant. Subsequent coefficients are non-local with respect to $`u`$. At each level a new integration constant, denoted by $`c_{\mathrm{}}`$, is introduced. Moreover, we introduce coefficients $`\{g_{\mathrm{}}\}_\mathrm{}_0`$ and $`\{h_{\mathrm{}}\}_\mathrm{}_0`$ by

$$g_{\mathrm{}}=f_{\mathrm{}}+\frac{1}{2}f_{\mathrm{},x},h_{\mathrm{}}=(4uu_{xx})f_{\mathrm{}}g_{\mathrm{}+1,x},\mathrm{}_0.$$
(2.7)
Explicitly, one computes

$`f_0`$ $`=1,f_1=2u+c_1,f_2=2u^2+2𝒢\left(u_x^2+8u^2\right)+c_1(2u)+c_2,`$
$`g_0`$ $`=1,g_1=2uu_x+c_1,`$ (2.8)
$`g_2`$ $`=2u^2+2uu_x+2𝒢\left(u_x^2+u_xu_{xx}+8uu_x+8u^2\right)+c_1(2uu_x)+c_2,`$
$`h_0`$ $`=4u+2u_x,`$
$`h_1`$ $`=2u_x^24uu_x8u^2`$
$`2𝒢\left(u_xu_{xxx}+u_{xx}^2+2u_xu_{xx}+8uu_{xx}+8u_x^2+16uu_x\right)`$
$`+c_1(4u+2u_x),\text{ etc.}`$
Given Hypothesis 2.1, one introduces the $`2\times 2`$ matrix $`U`$ by

$`U(z,x)`$ $`=\left(\begin{array}{cc}1& 1\\ z^1(4u(x)u_{xx}(x))& 1\end{array}\right),x,`$ (2.9)
and for each $`n_0`$ the following $`2\times 2`$ matrix $`V_n`$ by

$$V_n(z,x)=\left(\begin{array}{cc}G_n(z,x)& F_n(z,x)\\ z^1H_n(z,x)& G_n(z,x)\end{array}\right),n_0,z\backslash \{0\},x,$$
(2.10)
assuming $`F_n`$, $`G_n`$, and $`H_n`$ to be polynomials of degree $`n`$ with respect to $`z`$ and $`C^{\mathrm{}}`$ in $`x`$. Postulating the zero-curvature condition

$$V_{n,x}(z,x)+[U(z,x),V_n(z,x)]=0,$$
(2.11)
one finds

$`F_{n,x}(z,x)`$ $`=2G_n(z,x)2F_n(z,x),`$ (2.12)
$`zG_{n,x}(z,x)`$ $`=(4u(x)u_{xx}(x))F_n(z,x)H_n(z,x),`$ (2.13)
$`H_{n,x}(z,x)`$ $`=2H_n(z,x)2(4u(x)u_{xx}(x))G_n(z,x).`$ (2.14)
From (2.12)–(2.14) one infers that

$$\frac{d}{dx}det(V_n(z,x))=\frac{1}{z}\frac{d}{dx}\left(zG_n(z,x)^2+F_n(z,x)H_n(z,x)\right)=0,$$
(2.15)
and hence

$$z^2G_n(z,x)^2+zF_n(z,x)H_n(z,x)=R_{2n+2}(z),$$
(2.16)
where the polynomial $`R_{2n+2}`$ of degree $`2n+2`$ is $`x`$-independent,

$$R_{2n+2}(z)=\underset{m=0}{\overset{2n+1}{}}(zE_m),E_0,E_1,\mathrm{},E_{2n},E_{2n+1}=0.$$
(2.17)
Next one makes the ansatz that $`F_n`$, $`H_n`$, and $`G_n`$ are polynomials of degree $`n`$, related to the coefficients $`f_{\mathrm{}}`$, $`h_{\mathrm{}}`$, and $`g_{\mathrm{}}`$ by

$$F_n(z,x)=\underset{\mathrm{}=0}{\overset{n}{}}f_n\mathrm{}(x)z^{\mathrm{}},G_n(z,x)=\underset{\mathrm{}=0}{\overset{n}{}}g_n\mathrm{}(x)z^{\mathrm{}},H_n(z,x)=\underset{\mathrm{}=0}{\overset{n}{}}h_n\mathrm{}(x)z^{\mathrm{}}.$$
(2.18)
Insertion of (2.18) into (2.12)–(2.14) then yields the recursion relations (2.3), (2.4) and (2.7) for $`f_{\mathrm{}}`$ and $`g_{\mathrm{}}`$ for $`\mathrm{}=0,\mathrm{},n`$. For fixed $`n`$ we obtain the recursion (2.7) for $`h_{\mathrm{}}`$ for $`\mathrm{}=0,\mathrm{},n1`$ and

$$h_n=(4uu_{xx})f_n.$$
(2.19)
(When $`n=0`$ one directly gets $`h_0=(4uu_{xx})`$.) Moreover, taking $`z=0`$ in (2.16) yields

$$f_n(x)h_n(x)=\underset{m=0}{\overset{2n}{}}E_m.$$
(2.20)
In addition, one finds

$$h_{n,x}(x)2h_n(x)+2(4u(x)u_{xx}(x))g_n(x)=0,n_0.$$
(2.21)
Using the relations (2.19) and (2.7) permits one to write (2.21) as

$`\mathrm{s}\mathrm{CH}_n(u)=(u_{xxx}4u_x)f_n2(4uu_{xx})f_{n,x}=0,n_0.`$ (2.22)
Varying $`n_0`$ in (2.22) then defines the stationary CH hierarchy. We record the first few equations explicitly,

$`\mathrm{s}\mathrm{CH}_0(u)`$ $`=u_{xxx}4u_x=0,`$
$`\mathrm{s}\mathrm{CH}_1(u)`$ $`=2uu_{xxx}4u_xu_{xx}+24uu_x+c_1(u_{xxx}4u_x)=0,`$ (2.23)
$`\mathrm{s}\mathrm{CH}_2(u)`$ $`=2u^2u_{xxx}8uu_xu_{xx}40u^2u_x+2(u_{xxx}4u_x)𝒢\left(u_x^2+8u^2\right)`$
$`8(4uu_{xx})𝒢\left(u_xu_{xx}+8uu_x\right)`$
$`+c_1(2uu_{xxx}4u_xu_{xx}+24uu_x)+c_2(u_{xxx}4u_x)=0,\text{ etc.}`$
By definition, the set of solutions of (2.22), with $`n`$ ranging in $`_0`$, represents the class of algebro-geometric CH solutions. If $`u`$ satisfies one of the stationary CH equations in (2.22) for a particular value of $`n`$, then it satisfies infinitely many such equations of order higher than $`n`$ for certain choices of integration constants $`c_{\mathrm{}}`$. At times it will be convenient to abbreviate (algebro-geometric) stationary CH solutions $`u`$ simply as CH potentials.

Using equations (2.12)–(2.14) one can also derive individual differential equations for $`F_n`$ and $`H_n`$. Focusing on $`F_n`$ only, one obtains

$`F_{n,xxx}(z,x)4\left(z^1(4u(x)u_{xx}(x))+1\right)F_{n,x}(z,x)`$
$`2z^1(4u_x(x)u_{xxx}(x))F_n(z,x)=0`$ (2.24)
and

$`(z^2/2)F_{n,xx}(z,x)F_n(z,x)+(z^2/4)F_{n,x}(z,x)^2+z^2F_n(z,x)^2`$
$`+z(4u(x)u_{xx}(x))F_n(z,x)^2=R_{2n+2}(z).`$ (2.25)
Equation (2.25) leads to an explicit determination of the integration constants $`c_1,\mathrm{},c_n`$ in the stationary CH equations (2.22) in terms of the zeros $`E_0=0`$, $`E_1,\mathrm{},E_{2n+1}`$ of the associated polynomial $`R_{2n+2}`$ in (2.17). In fact, one can prove

$$c_{\mathrm{}}=c_{\mathrm{}}(\underset{¯}{E}),\mathrm{}=0,\mathrm{},n,$$
(2.26)
where

$`c_0(\underset{¯}{E})`$ $`=1,`$
$`c_k(\underset{¯}{E})`$ $`={\displaystyle \underset{\begin{array}{c}j_1,\mathrm{},j_{2n+1}=0\\ j_1+\mathrm{}+j_{2n+1}=k\end{array}}{\overset{k}{}}}{\displaystyle \frac{(2j_1)!\mathrm{}(2j_{2n+1})!}{2^{2k}(j_1!)^2\mathrm{}(j_{2n+1}!)^2(2j_11)\mathrm{}(2j_{2n+1}1)}}`$
$`\times E_1^{j_1}\mathrm{}E_{2n+1}^{j_{2n+1}},k.`$ (2.27)
Next, we turn to the time-dependent CH hierarchy. Introducing a deformation parameter $`t_n`$ into $`u`$ (i.e., replacing $`u(x)`$ by $`u(x,t_n)`$), the definitions (2.9), (2.10), and (2.18) of $`U`$, $`V_n`$, and $`F_n`$, $`G_n`$, and $`H_n`$, respectively, still apply. The corresponding zero-curvature relation reads

$$U_{t_n}(z,x,t_n)V_{n,x}(z,x,t_n)+[U(z,x,t_n),V_n(z,x,t_n)]=0,n_0,$$
(2.28)
which results in the following set of time-dependent equations

$`4u_{t_n}(x,t_n)u_{xxt_n}(x,t_n)H_{n,x}(z,x,t_n)+2H_n(z,x,t_n)`$
$`2(4u(x,t_n)u_{xx}(x,t_n))G_n(z,x,t_n)=0,`$ (2.29)
$`F_{n,x}(z,x,t_n)=2G_n(z,x,t_n)2F_n(z,x,t_n),`$ (2.30)
$`zG_{n,x}(z,x,t_n)=(4u(x,t_n)u_{xx}(x,t_n))F_n(z,x,t_n)H_n(z,x,t_n).`$ (2.31)
Inserting the polynomial expressions for $`F_n`$, $`H_n`$, and $`G_n`$ into (2.30) and (2.31), respectively, first yields recursion relations (2.3) and (2.7) for $`f_{\mathrm{}}`$ and $`g_{\mathrm{}}`$ for $`\mathrm{}=0,\mathrm{},n`$. For fixed $`n`$ we obtain from (2.29) the recursion for $`h_{\mathrm{}}`$ for $`\mathrm{}=0,\mathrm{},n1`$ and

$$h_n=(4uu_{xx})f_n.$$
(2.32)
(When $`n=0`$ one directly gets $`h_0=(4uu_{xx})`$.) In addition, one finds

$`4u_{t_n}(x,t_n)u_{xxt_n}(x,t_n)h_{n,x}(x,t_n)+2h_n(x,t_n)`$
$`2(4u(x,t_n)u_{xx}(x,t_n))g_n(x,t_n)=0,n_0.`$ (2.33)
Using relations (2.19) and (2.32) permits one to write (2.33) as

$`\mathrm{CH}_n(u)=4u_{t_n}u_{xxt_n}+(u_{xxx}4u_x)f_n2(4uu_{xx})f_{n,x}=0,n_0.`$ (2.34)
Varying $`n_0`$ in (2.34) then defines the time-dependent CH hierarchy. We record the first few equations explicitly,

$`\mathrm{CH}_0(u)`$ $`=4u_{t_0}u_{xxt_0}+u_{xxx}4u_x=0,`$
$`\mathrm{CH}_1(u)`$ $`=4u_{t_1}u_{xxt_1}2uu_{xxx}4u_xu_{xx}+24uu_x+c_1(u_{xxx}4u_x)=0,`$
$`\mathrm{CH}_2(u)`$ $`=4u_{t_2}u_{xxt_2}+2u^2u_{xxx}8uu_xu_{xx}40u^2u_x`$ (2.35)
$`+2(u_{xxx}4u_x)𝒢\left(u_x^2+8u^2\right)8(4uu_{xx})𝒢\left(u_xu_{xx}+8uu_x\right)`$
$`+c_1(2uu_{xxx}4u_xu_{xx}+24uu_x)+c_2(u_{xxx}4u_x)=0,\text{ etc.}`$
Up to an inessential scaling of the $`(x,t_1)`$ variables, $`\mathrm{CH}_1(u)=0`$ with $`c_1=0`$ represents the Camassa–Holm equation as discussed in .

## 3. The algebro-geometric CH formalism

This section is devoted to a quick review of the stationary CH hierarchies and the corresponding algebro-geometric formalism as derived in  (cf. also \[13, Ch. 5\]).

We start with the stationary hierarchy and suppose

$$uC^{\mathrm{}}(),\frac{d^mu}{dx^m}L^{\mathrm{}}(),m_0,$$
(3.1)
and assume (2.3), (2.7), (2.9)–(2.11), (2.16)–(2.22), keeping $`n_0`$ fixed.

Recalling (2.17),

$$R_{2n+2}(z)=\underset{m=0}{\overset{2n+1}{}}(zE_m),E_0,E_1,\mathrm{},E_{2n},E_{2n+1}=0,$$
(3.2)
we introduce the (possibly singular) hyperelliptic curve $`𝒦_n`$ of arithmetic genus $`n`$ defined by

$$𝒦_n:_n(z,y)=y^2R_{2n+2}(z)=0.$$
(3.3)
In the following we will occasionally impose further constraints on the zeros $`E_m`$ of $`R_{2n+2}`$ introduced in (3.2) and assume that

$$E_1,\mathrm{},E_{2n}\backslash \{0\},E_{2n+1}=0.$$
(3.4)
We compactify $`𝒦_n`$ by adding two points at infinity, $`P_\mathrm{}_+`$, $`P_{\mathrm{}_{}}`$, with $`P_\mathrm{}_+P_{\mathrm{}_{}}`$, still denoting its projective closure by $`𝒦_n`$. Hence $`𝒦_n`$ becomes a two-sheeted Riemann surface of arithmetic genus $`n`$. Points $`P`$ on $`𝒦_n\backslash \{P_\mathrm{}_\pm \}`$ are denoted by $`P=(z,y)`$, where $`y()`$ denotes the meromorphic function on $`𝒦_n`$ satisfying $`_n(z,y)=0`$.

For notational simplicity we will usually tacitly assume that $`n`$ (the case $`n=0`$ being trivial).

In the following the roots of the polynomials $`F_n`$ and $`H_n`$ will play a special role and hence we introduce on $`\times `$

$$F_n(z,x)=\underset{j=1}{\overset{n}{}}(z\mu _j(x)),H_n(z,x)=h_0(x)\underset{j=1}{\overset{n}{}}(z\nu _j(x)),$$
(3.5)
temporarily assuming

$$h_0(x)0,x.$$
(3.6)
Moreover, we introduce

$`\widehat{\mu }_j(x)`$ $`=(\mu _j(x),\mu _j(x)G_n(\mu _j(x),x))𝒦_n,j=1,\mathrm{},n,x,`$ (3.7)
$`\widehat{\nu }_j(x)`$ $`=(\nu _j(x),\nu _j(x)G_n(\nu _j(x),x))𝒦_n,j=1,\mathrm{},n,x,`$ (3.8)
and

$$P_0=(0,0).$$
(3.9)
The branch of $`y()`$ near $`P_\mathrm{}_\pm `$ is fixed according to

$$\underset{\begin{array}{c}|z(P)|\mathrm{}\\ PP_\mathrm{}_\pm \end{array}}{lim}\frac{y(P)}{z(P)G_n(z(P),x)}=1.$$
(3.10)
Due to assumption (3.1), $`u`$ is smooth and bounded, and hence $`F_n(z,)`$ and $`H_n(z,)`$ share the same property. Thus, one concludes

$$\mu _j,\nu _kC(),j,k=1,\mathrm{},n,$$
(3.11)
taking multiplicities (and appropriate reordering) of the zeros of $`F_n`$ and $`H_n`$ into account.

Next, we introduce the fundamental meromorphic function $`\varphi (,x)`$ on $`𝒦_n`$ by

$$\varphi (P,x)=\frac{yzG_n(z,x)}{F_n(z,x)}=\frac{zH_n(z,x)}{y+zG_n(z,x)},P=(z,y)𝒦_n,x.$$
(3.12)
Assuming (3.4) and (3.6), the divisor $`(\varphi (,x))`$ of $`\varphi (,x)`$ is given by

$$(\varphi (,x))=𝒟_{P_0\underset{¯}{\overset{^}{\nu }}(x)}𝒟_{P_\mathrm{}_+\underset{¯}{\overset{^}{\mu }}(x)},$$
(3.13)
taking into account (3.10). Here we abbreviated

$$\underset{¯}{\overset{^}{\mu }}=\{\widehat{\mu }_1,\mathrm{},\widehat{\mu }_n\},\underset{¯}{\overset{^}{\nu }}=\{\widehat{\nu }_1,\mathrm{},\widehat{\nu }_n\}\sigma ^n𝒦_n,$$
(3.14)
where $`\sigma ^m𝒦_n`$, $`m`$, denotes the $`m`$th symmetric product of $`𝒦_n`$. If $`h_0`$ is permitted to vanish at a point $`x_1`$, then for $`x=x_1`$, the polynomial $`H_n(,x_1)`$ is at most of degree $`n1`$ (cf. (2.18)) and (3.13) is altered to

$$(\varphi (,x_1))=𝒟_{P_0P_{\mathrm{}_{}}\widehat{\nu }_1(x_1),\mathrm{},\widehat{\nu }_{n1}(x_1)}𝒟_{P_\mathrm{}_+\underset{¯}{\overset{^}{\mu }}(x)},$$
(3.15)
that is, one of the $`\widehat{\nu }_j(x)`$ tends to $`P_{\mathrm{}_{}}`$ as $`xx_1`$ (cf. also (3.36)). Analogously one can discuss the case of several $`\widehat{\nu }_j`$ approaching $`P_{\mathrm{}_{}}`$. Since this can be viewed as a limiting case of (3.13), we will henceforth not particularly distinguish the case $`h_00`$ from the more general situation where $`h_0`$ is permitted to vanish.

Given $`\varphi (,x)`$, one defines the associated Baker-Akhiezer vector $`\mathrm{\Psi }(,x,x_0)`$ on $`𝒦_n\backslash \{P_\mathrm{}_+,P_{\mathrm{}_{}},P_0\}`$ by

$$\mathrm{\Psi }(P,x,x_0)=\left(\begin{array}{c}\psi _1(P,x,x_0)\\ \psi _2(P,x,x_0)\end{array}\right),P𝒦_n\backslash \{P_\mathrm{}_+,P_{\mathrm{}_{}},P_0\},(x,x_0)^2,$$
(3.16)
where

$`\psi _1(P,x,x_0)`$ $`=\mathrm{exp}\left((1/z){\displaystyle _{x_0}^x}𝑑x^{}\varphi (P,x^{})(xx_0)\right),`$ (3.17)
$`\psi _2(P,x,x_0)`$ $`=\psi _1(P,x,x_0)\varphi (P,x)/z.`$ (3.18)
Although $`\mathrm{\Psi }`$ is formally the analog of the Baker–Akhiezer vector of the stationary CH hierarchy when compared to analogous definitions in the context of the KdV or AKNS hierarchies, its actual properties in a neighborhood of its essential singularity feature characteristic differences to standard Baker–Akhiezer vectors as discussed in \[13, Ch. 5\] and .

The basic properties of $`\varphi `$ and $`\mathrm{\Psi }`$ then read as follows.

###### Lemma 3.1.

Suppose (3.1), assume the $`n`$th stationary CH equation (2.22) holds, and let $`P=(z,y)𝒦_n\backslash \{P_\mathrm{}_+,P_{\mathrm{}_{}},P_0\}`$, $`(x,x_0)^2`$. Then $`\varphi `$ satisfies the Riccati-type equation

$$\varphi _x(P,x)z^1\varphi (P,x)^22\varphi (P,x)+4u(x)u_{xx}(x)=0,$$
(3.19)
as well as

$`\varphi (P,x)\varphi (P^{},x)`$ $`={\displaystyle \frac{zH_n(z,x)}{F_n(z,x)}},`$ (3.20)
$`\varphi (P,x)+\varphi (P^{},x)`$ $`=2{\displaystyle \frac{zG_n(z,x)}{F_n(z,x)}},`$ (3.21)
$`\varphi (P,x)\varphi (P^{},x)`$ $`={\displaystyle \frac{2y}{F_n(z,x)}},`$ (3.22)
while $`\mathrm{\Psi }`$ fulfills

$`\mathrm{\Psi }_x(P,x,x_0)=U(z,x)\mathrm{\Psi }(P,x,x_0),`$ (3.23)
$`y\mathrm{\Psi }(P,x,x_0)=zV_n(z,x)\mathrm{\Psi }(P,x,x_0),`$ (3.24)
$`\psi _1(P,x,x_0)=\left({\displaystyle \frac{F_n(z,x)}{F_n(z,x_0)}}\right)^{1/2}\mathrm{exp}\left((y/z){\displaystyle _{x_0}^x}𝑑x^{}F_n(z,x^{})^1\right),`$ (3.25)
$`\psi _1(P,x,x_0)\psi _1(P^{},x,x_0)={\displaystyle \frac{F_n(z,x)}{F_n(z,x_0)}},`$ (3.26)
$`\psi _2(P,x,x_0)\psi _2(P^{},x,x_0)={\displaystyle \frac{H_n(z,x)}{zF_n(z,x_0)}},`$ (3.27)
$`\psi _1(P,x,x_0)\psi _2(P^{},x,x_0)+\psi _1(P^{},x,x_0)\psi _2(P,x,x_0)=2{\displaystyle \frac{G_n(z,x)}{F_n(z,x_0)}},`$ (3.28)
$`\psi _1(P,x,x_0)\psi _2(P^{},x,x_0)\psi _1(P^{},x,x_0)\psi _2(P,x,x_0)={\displaystyle \frac{2y}{zF_n(z,x_0)}}.`$ (3.29)
In addition, as long as the zeros of $`F_n(,x)`$ are all simple for $`x\mathrm{\Omega }`$, $`\mathrm{\Omega }`$ an open interval, $`\mathrm{\Psi }(,x,x_0)`$, $`x,x_0\mathrm{\Omega }`$, is meromorphic on $`𝒦_n\backslash \{P_0\}`$.

Next, we recall the Dubrovin-type equations for $`\mu _j`$. Since in the remainder of this section we will frequently assume $`𝒦_n`$ to be nonsingular, we list all restrictions on $`𝒦_n`$ in this case,

$$E_m\backslash \{0\},E_mE_m^{}\text{ for }mm^{},m,m^{}=0,\mathrm{},2n+1,E_{2n+1}=0.$$
(3.30)
###### Lemma 3.2.

Suppose $`(\text{3.1})`$ and the $`n`$th stationary CH equation $`(\text{2.22})`$ holds subject to the constraint $`(\text{3.30})`$ on an open interval $`\stackrel{~}{\mathrm{\Omega }}_\mu `$. Moreover, suppose that the zeros $`\mu _j`$, $`j=1,\mathrm{},n`$, of $`F_n()`$ remain distinct and nonzero on $`\stackrel{~}{\mathrm{\Omega }}_\mu `$. Then $`\{\widehat{\mu }_j\}_{j=1,\mathrm{},n}`$, defined by (3.7), satisfies the following first-order system of differential equations

$$\mu _{j,x}(x)=2\frac{y(\widehat{\mu }_j(x))}{\mu _j(x)}\underset{\begin{array}{c}\mathrm{}=1\\ \mathrm{}j\end{array}}{\overset{n}{}}(\mu _j(x)\mu _{\mathrm{}}(x))^1,j=1,\mathrm{},n,x\stackrel{~}{\mathrm{\Omega }}_\mu .$$
(3.31)
Next, assume $`𝒦_n`$ to be nonsingular and introduce the initial condition

$$\{\widehat{\mu }_j(x_0)\}_{j=1,\mathrm{},n}𝒦_n$$
(3.32)
for some $`x_0`$, where $`\mu _j(x_0)0`$, $`j=1,\mathrm{},n`$, are assumed to be distinct. Then there exists an open interval $`\mathrm{\Omega }_\mu `$, with $`x_0\mathrm{\Omega }_\mu `$, such that the initial value problem (3.31), (3.32) has a unique solution $`\{\widehat{\mu }_j\}_{j=1,\mathrm{},n}𝒦_n`$ satisfying

$$\widehat{\mu }_jC^{\mathrm{}}(\mathrm{\Omega }_\mu ,𝒦_n),j=1,\mathrm{},n,$$
(3.33)
and $`\mu _j`$, $`j=1,\mathrm{},n`$, remain distinct and nonzero on $`\mathrm{\Omega }_\mu `$.

Combining the polynomial approach in Section 2 with (3.5) yields trace formulas for the CH invariants. For simplicity we just record two simple cases.

###### Lemma 3.3.

Suppose (3.1), assume the $`n`$th stationary CH equation (2.22) holds, and let $`x`$. Then

$`u(x)`$ $`={\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}\mu _j(x){\displaystyle \frac{1}{4}}{\displaystyle \underset{m=0}{\overset{2n+1}{}}}E_m,`$ (3.34)
$`4u(x)u_{xx}(x)`$ $`=\left({\displaystyle \underset{\begin{array}{c}m=0\\ E_m0\end{array}}{\overset{2n+1}{}}}E_m\right)\left({\displaystyle \underset{j=1}{\overset{n}{}}}\mu _j(x)^2\right).`$ (3.35)
Next we turn to asymptotic properties of $`\varphi `$ and $`\psi _j`$, $`j=1,2`$.

###### Lemma 3.4.

Suppose (3.1), assume the $`n`$th stationary CH equation (2.22) holds, and let $`P=(z,y)𝒦_n\backslash \{P_\mathrm{}_+,P_{\mathrm{}_{}},P_0\}`$, $`x`$. Then

$`\varphi (P,x)\underset{\zeta 0}{=}\{\begin{array}{cc}2\zeta ^12u(x)+u_x(x)+O(\zeta ),\hfill & PP_\mathrm{}_+,\hfill \\ 2u(x)+u_x(x)+O(\zeta ),\hfill & PP_{\mathrm{}_{}},\hfill \end{array}\zeta =z^1,`$ (3.36)
$`\varphi (P,x)\underset{\zeta 0}{=}\left({\displaystyle \underset{\begin{array}{c}m=0\\ E_m0\end{array}}{\overset{2n+1}{}}}E_m\right)^{1/2}f_n(x)^1\zeta +O(\zeta ^2),PP_0,\zeta =z^{1/2},`$ (3.37)
and

$`\psi _1(P,x,x_0)\underset{\zeta 0}{=}\mathrm{exp}(\pm (xx_0))(1+O(\zeta )),PP_\mathrm{}_\pm ,\zeta =1/z,`$ (3.38)
$`\psi _2(P,x,x_0)\underset{\zeta 0}{=}\mathrm{exp}(\pm (xx_0))\{\begin{array}{cc}2+O(\zeta ),\hfill & PP_\mathrm{}_+,\hfill \\ (2u(x)+u_x(x))\zeta +O(\zeta ^2),\hfill & PP_{\mathrm{}_{}},\hfill \end{array}`$ (3.39)
$`\zeta =1/z,`$
$`\psi _1(P,x,x_0)\underset{\zeta 0}{=}\mathrm{exp}\left({\displaystyle \frac{1}{\zeta }}{\displaystyle _{x_0}^x}𝑑x^{}\left({\displaystyle \underset{\begin{array}{c}m=0\\ E_m0\end{array}}{\overset{2n+1}{}}}E_m\right)^{1/2}f_n(x^{})^1+O(1)\right),`$ (3.40)
$`PP_0,\zeta =z^{1/2},`$
$`\psi _2(P,x,x_0)\underset{\zeta 0}{=}O\left(\zeta ^1\right)\mathrm{exp}\left({\displaystyle \frac{1}{\zeta }}{\displaystyle _{x_0}^x}𝑑x^{}\left({\displaystyle \underset{\begin{array}{c}m=0\\ E_m0\end{array}}{\overset{2n+1}{}}}E_m\right)^{1/2}f_n(x^{})^1+O(1)\right),`$
$`PP_0,\zeta =z^{1/2}.`$ (3.41)
Since the representations of $`\varphi `$ and $`u`$ in terms of the Riemann theta function associated with $`𝒦_n`$ (assuming $`𝒦_n`$ to be nonsingular) are not explicitly needed in this paper, we omit the corresponding details and refer to the detailed treatment in \[13, Ch. 5\] and  instead.

Finally, we will recall that solvability of the Dubrovin equations (3.31) on $`\mathrm{\Omega }_\mu `$ in fact implies equation (2.22) on $`\mathrm{\Omega }_\mu `$.

###### Theorem 3.5.

Fix $`n`$, assume (3.30), and suppose that $`\{\widehat{\mu }_j\}_{j=1,\mathrm{},n}`$ satisfies the stationary Dubrovin equations (3.31) on an open interval $`\mathrm{\Omega }_\mu `$ such that $`\mu _j`$, $`j=1,\mathrm{},n`$, remain distinct and nonzero on $`\mathrm{\Omega }_\mu `$. Then $`uC^{\mathrm{}}(\mathrm{\Omega }_\mu )`$ defined by

$$u(x)=\frac{1}{2}\underset{j=1}{\overset{n}{}}\mu _j(x)\frac{1}{4}\underset{m=0}{\overset{2n+1}{}}E_m$$
(3.42)
satisfies the $`n`$th stationary CH equation (2.22), that is,

$$\mathrm{s}\mathrm{CH}_n(u)=0\text{ on }\mathrm{\Omega }_\mu \text{.}$$
(3.43)
## 4. Basic Facts on Self-adjoint Hamiltonian Systems

We now turn to the Weyl–Titchmarsh theory for singular Hamiltonian (canonical) systems and briefly recall the basic material needed in the following section. This material is standard and can be found, for instance, in , , , , , , and the references therein.

###### Hypothesis 4.1.

$`(i)`$ Define the $`2\times 2`$ matrix $`J=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$, and suppose $`a_{j,k},b_{j,k}L_{\text{loc}}^1()`$, $`j,k=1,2`$ and $`A(x)=\left(a_{j,k}(x)\right)_{j,k=1,2}0`$, $`B(x)=\left(b_{j,k}(x)\right)_{j,k=1,2}=B(x)^{}`$ for a.e. $`x`$. We consider the Hamiltonian system

$$J\mathrm{\Psi }^{}(z,x)=(zA(x)+B(x))\mathrm{\Psi }(z,x),z$$
(4.1)
for a.e. $`x`$, where $`z`$ plays the role of the spectral parameter, and where

$$\mathrm{\Psi }(z,x)=(\psi _1(z,x)\psi _2(z,x))^{},\psi _j(z,)AC_{\text{loc}}(),j=1,2.$$
(4.2)
Here $`AC_{\text{loc}}()`$ denotes the set of locally absolutely continuous functions on $``$ and the $`M^{}`$ and $`M^{}`$ denote the adjoint and transpose of a matrix $`M`$, respectively.
$`(ii)`$ For all nontrivial solutions $`\mathrm{\Psi }`$ of (4.1) we assume the definiteness hypothesis $`(`$cf. \[4, Sect. 9.1\]$`)`$

$$_c^d𝑑x\mathrm{\Psi }(z,x)^{}A(x)\mathrm{\Psi }(z,x)>0,$$
(4.3)
on every interval $`(c,d)`$, $`c<d`$.

A simple example of a Hamiltonian system satisfying (4.3) is obtained when $`A(x)=\left(\begin{array}{cc}w\left(x\right)& 0\\ 0& 0\end{array}\right)`$, for some weight function $`wL_{\text{loc}}^1()`$, $`w>0`$ a.e. on $``$, and $`b_{2,2}(x)>0`$ a.e. on $``$ (cf. Section 5). Hypothesis 4.1 (ii) clearly holds in this case.

Next, we introduce the vector space ($`\mathrm{}a<b\mathrm{}`$)

$$L_A^2((a,b))=\{\varphi :(a,b)^2\text{ measurable}|_a^b𝑑x(\varphi (x),A(x)\varphi (x))_^2<\mathrm{}\},$$
(4.4)
where $`(\varphi ,\psi )_^2=_{j=1}^2\overline{\varphi _j}\psi _j`$ denotes the standard scalar product in $`^2`$. Fix a point $`x_0`$. Then the Hamiltonian system (4.1) is said to be in the limit point case at $`\mathrm{}`$ (resp., $`\mathrm{}`$) if for some (and hence for all) $`z\backslash `$, precisely one solution of (4.1) lies in $`L_A^2((x_0,\mathrm{}))`$ (resp., $`L_A^2((\mathrm{},x_0))`$). (By the analog of Weyl’s alternative, if (4.1) is not in the limit point case at $`\pm \mathrm{}`$, all solutions of (4.1) lie in $`L_A^2((x_0,\pm \mathrm{}))`$ for all $`z`$. In the latter case the Hamiltonian system (4.1) is said to be in the limit circle case at $`\pm \mathrm{}`$.)

To simplify matters for the remainder of this section, we will always suppose the limit point case at $`\pm \mathrm{}`$ from now on.

###### Hypothesis 4.2.

Assume Hypothesis 4.1 and suppose that the Hamiltonian system (4.1) is in the limit point case at $`\pm \mathrm{}`$.

An elementary example of a Hamiltonian system satisfying Hypothesis 4.2 is given by the case where all entries of $`A`$ and $`B`$ are essentially bounded on $``$ (cf. Section 5).

When considering the Hamiltonian system (4.1) on the half-line $`[x_0,\mathrm{})`$ (resp., $`(\mathrm{},x_0]`$), a self-adjoint (separated) boundary condition at the point $`x_0`$ is of the type

$$\alpha \mathrm{\Psi }(x_0)=0,$$
(4.5)
where $`\alpha =(\alpha _1\alpha _2)^{1\times 2}`$ satisfies

$$\alpha \alpha ^{}=I,\alpha J\alpha ^{}=0\text{ (equivalently, }|\alpha _1|^2+|\alpha _2|^2=1\text{}\text{Im}(\alpha _2\overline{\alpha _1})=0\text{).}$$
(4.6)
In particular, the boundary condition (4.5) (with $`\alpha `$ satisfying (4.6)) is equivalent to $`\alpha _1\psi _1(x_0)+\alpha _2\psi _2(x_0)=0`$ with $`\alpha _1/\alpha _2`$ if $`\alpha _20`$ and $`\alpha _2/\alpha _1`$ if $`\alpha _10`$. The special case $`\alpha _0=(\mathrm{1\hspace{0.33em}0})`$ will be of particular relevance in Section 5. Due to our limit point assumption at $`\pm \mathrm{}`$ in Hypothesis 4.2, no additional boundary condition at $`\pm \mathrm{}`$ needs to be introduced when considering (4.1) on the half-lines $`[x_0,\mathrm{})`$ and $`(\mathrm{},x_0]`$. The resulting full-line and half-line Hamiltonian systems are said to be self-adjoint on $``$, $`[x_0,\mathrm{})`$, and $`(\mathrm{},x_0]`$, respectively (assuming of course a boundary condition of the type (4.5) in the two half-line cases).

Next we digress a bit and briefly turn to Herglotz functions and their representations in terms of measures, the focal point of Weyl–Titchmarsh theory (and hence spectral theory) of self-adjoint Hamiltonian systems.

###### Definition 4.3.

Any analytic map $`m:_+_+`$ is called a Herglotz function (here $`_+=\{z|\text{Im}(z)>0\}`$). Similarly, any analytic map $`M:_+^{k\times k}`$, $`k`$, is called a $`k\times k`$ matrix-valued Herglotz function if $`\text{Im}(M(z))0`$ for all $`z_+`$.

Herglotz functions are characterized by a representation of the form

$`m(z)=a+bz+{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\omega (\lambda )\left((\lambda z)^1\lambda (1+\lambda ^2)^1\right),z\backslash ,`$ (4.7)
$`a,b0,{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\omega (\lambda )(1+\lambda ^2)^1<\mathrm{},`$ (4.8)
$`\omega ((\lambda ,\mu ])=\underset{\delta 0}{lim}\underset{ϵ0}{lim}{\displaystyle \frac{1}{\pi }}{\displaystyle _{\lambda +\delta }^{\mu +\delta }}𝑑\nu \text{Im}\left(m(\nu +iϵ)\right),`$ (4.9)
in the following sense: Every Herglotz function admits a representation of the type (4.7), (4.8) and conversely, any function of the type (4.7), (4.8) is a Herglotz function. Moreover, local singularities and zeros of $`m`$ are necessarily located on the real axis and at most of first order in the sense that

$`\omega (\{\lambda \})=\underset{\epsilon 0}{lim}\left(\omega (\lambda +\epsilon )\omega (\lambda \epsilon )\right)=\underset{\epsilon 0}{lim}i\epsilon m(\lambda +i\epsilon )0,\lambda ,`$ (4.10)
$`\underset{\epsilon 0}{lim}i\epsilon m(\lambda +i\epsilon )^10,\lambda .`$ (4.11)
In particular, isolated poles of $`m`$ are simple and located on the real axis, the corresponding residues being negative. Analogous results hold for matrix-valued Herglotz functions (see, e.g.,  and the literature cited therein).

For subsequent purpose in Section 5 we also note that $`1/z`$ is a Herglotz function and compositions of Herglotz functions remain Herglotz functions. In addition, diagonal elements of a matrix-valued Herglotz function are Herglotz functions.

Returning to Hamiltonian systems on the half-lines $`[x_0,\pm \mathrm{})`$ satisfying Hypotheses 4.1 and 4.2, we now denote by $`\mathrm{\Psi }_\pm (z,x,x_0)`$ the unique solution of (4.1) satisfying $`\mathrm{\Psi }_\pm (z,,x_0)L_A^2([x_0,\pm \mathrm{}))`$, $`z\backslash `$, normalized by $`\psi _{1,\pm }(z,x_0,x_0)=1`$. Then the half-line Weyl–Titchmarsh function $`m_\pm (z,x)`$, associated with the Hamiltonian system (4.1) on $`[x,\pm \mathrm{})`$ and the fixed boundary condition $`\alpha _0=(\mathrm{1\hspace{0.33em}0})`$ at the point $`x`$, is defined by

$$m_\pm (z,x)=\psi _{2,\pm }(z,x,x_0)/\psi _{1,\pm }(z,x,x_0),z\backslash ,\pm xx_0.$$
(4.12)
The actual normalization of $`\mathrm{\Psi }_\pm (z,x,x_0)`$ was chosen for convenience only and is clearly immaterial in the definition of $`m_\pm (z,x)`$ in (4.12).

One easily verifies that $`m_\pm (z,x)`$ satisfies the following Riccati-type differential equation,

$`m^{}(z,x)+[b_{2,2}(x)+a_{2,2}(x)z]m(z,x)^2`$ (4.13)
$`+[b_{1,2}(x)+b_{2,1}(x)+(a_{1,2}(x)+a_{2,1}(x))z]m(z,x)+b_{1,1}(x)+a_{1,1}(x)z=0.`$
Finally, the $`2\times 2`$ Weyl–Titchmarsh matrix $`M(z,x)`$ associated with the Hamiltonian system (4.1) on $``$ is then defined in terms of the half-line Weyl–Titchmarsh functions $`m_\pm (z,x)`$ by

$`M(z,x)`$ $`=\left(M_{j,j^{}}(z,x)\right)_{j,j^{}=1,2},z\backslash ,`$ (4.14)
$`M_{1,1}(z,x)`$ $`=[m_{}(z,x)m_+(z,x)]^1,`$
$`M_{1,2}(z,x)`$ $`=M_{2,1}(z,x)`$
$`=2^1[m_{}(z,x)m_+(z,x)]^1[m_{}(z,x)+m_+(z,x)],`$ (4.15)
$`M_{2,2}(z,x)`$ $`=[m_{}(z,x)m_+(z,x)]^1m_{}(z,x)m_+(z,x).`$
One verifies that $`M(z,x)`$ is a $`2\times 2`$ matrix-valued Herglotz function. We emphasize that for any fixed $`x_0`$, $`M(z,x_0)`$ contains all the spectral information of the self-adjoint Hamiltonian system (4.1) on $``$ (assuming Hypotheses 4.1 and 4.2).

## 5. Real-Valued Algebro-geometric CH Solutions <br>and the Associated Isospectral Torus

In our final and principal section we study real-valued algebro-geometric solutions of the CH hierarchy associated with curves $`𝒦_n`$ whose affine part is nonsingular and determine the isospectral manifold of smooth bounded CH solutions. We focus on the stationary case as this is the primary concern in this context.

To study the direct spectral problem we first introduce the following assumptions.

###### Hypothesis 5.1.

Suppose

$$E_0<E_1<\mathrm{}<E_{2n}<E_{2n+1}=0$$
(5.1)
and let $`u`$ be a real-valued solution of the $`n`$th stationary CH equation (2.22),

$$\mathrm{s}\mathrm{CH}_n(u)=0,$$
(5.2)
$`(`$i.e., $`u`$ is a particular algebro-geometric CH potential $`)`$, satisfying

$`uC^{\mathrm{}}(),_x^kuL^{\mathrm{}}(),k=0,1,2,`$ (5.3)
$`4uu_{xx}>0.`$ (5.4)
We start by noticing that the basic stationary equation (3.23),

$$\mathrm{\Psi }_x(z,x)=U(z,x)\mathrm{\Psi }(z,x),\mathrm{\Psi }=(\psi _1,\psi _2)^{},(z,x)\times ,$$
(5.5)
is equivalent to the following Hamiltonian (canonical) system

$$J\stackrel{~}{\mathrm{\Psi }}_x(\stackrel{~}{z},x)=[\stackrel{~}{z}A(x)+B(x)]\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z},x),\stackrel{~}{\mathrm{\Psi }}=(\stackrel{~}{\psi }_1,\stackrel{~}{\psi }_2)^{},(\stackrel{~}{z},x)\times ,$$
(5.6)
where

$`J=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z},x)=\mathrm{\Psi }(z,x),\stackrel{~}{z}=1/z,`$ (5.7)
$`A(x)=\left(\begin{array}{cc}4u(x)u_{xx}(x)& 0\\ 0& 0\end{array}\right),B(x)=\left(\begin{array}{cc}0& 1\\ 1& 1\end{array}\right),x.`$ (5.8)
In particular, due to assumptions (5.3) and (5.4), the Hamiltonian system (5.6) satisfies Hypotheses 4.1 and 4.2. Explicitly, the Hamiltonian system (5.6) boils down to

$`\stackrel{~}{\psi }_{1,x}(\stackrel{~}{z},x)`$ $`=\stackrel{~}{\psi }_2(\stackrel{~}{z},x)\stackrel{~}{\psi }_1(\stackrel{~}{z},x),`$ (5.9)
$`\stackrel{~}{\psi }_{2,x}(\stackrel{~}{z},x)`$ $`=\stackrel{~}{z}(4u(x)u_{xx}(x))\stackrel{~}{\psi }_1(\stackrel{~}{z},x)+\stackrel{~}{\psi }_2(\stackrel{~}{z},x),(z,x)\times ,`$ (5.10)
and upon eliminating $`\stackrel{~}{\psi }_2`$ results in a particular case of the weighted Sturm–Liouville problem

$$\frac{1}{r}\left[\frac{d}{dx}p\frac{d}{dx}+q\right]$$
(5.11)
of the type

$$\stackrel{~}{\psi }_{1,xx}(\stackrel{~}{z},x)+\stackrel{~}{\psi }_1(\stackrel{~}{z},x)=\stackrel{~}{z}(4u(x)u_{xx}(x))\stackrel{~}{\psi }_1(\stackrel{~}{z},x),(z,x)\times ,$$
(5.12)
with “weight” $`r=(4uu_{xx})`$ and constant coefficients $`p=q=1`$.

Introducing

$$\mathrm{\Sigma }=\underset{\mathrm{}=0}{\overset{n}{}}[E_2\mathrm{},E_{2\mathrm{}+1}],$$
(5.13)
we define

$`R_{2n+2}(\lambda )^{1/2}=|R_{2n+2}(\lambda )^{1/2}|`$
$`\times \{\begin{array}{cc}1\hfill & \text{for }\lambda (E_{2n+1},\mathrm{}),\hfill \\ (1)^{n+j}\hfill & \text{for }\lambda (E_{2j1},E_{2j})\text{}j=1,\mathrm{},n,\hfill \\ (1)^n\hfill & \text{for }\lambda (\mathrm{},E_0),\hfill \\ i(1)^{n+j+1}\hfill & \text{for }\lambda (E_{2j},E_{2j+1})\text{}j=0,\mathrm{},n,\hfill \end{array}\lambda ,`$ (5.14)
and

$$R_{2n+2}(\lambda )^{1/2}=\underset{\epsilon 0}{lim}R_{2n+2}(\lambda +i\epsilon )^{1/2},\lambda \mathrm{\Sigma },$$
(5.15)
and analytically continue $`R_{2n+2}()^{1/2}`$ to $`\backslash \mathrm{\Sigma }`$. We also note the property

$$\overline{R_{2n+2}(\overline{z})^{1/2}}=R_{2n+2}(z)^{1/2}.$$
(5.16)
For notational convenience we will occasionally call $`(E_{2j1},E_{2j})`$, $`j=1,\mathrm{},n`$, spectral gaps and $`E_{2j1},E_{2j}`$ the corresponding spectral gap endpoints.

Next, we introduce the cut plane

$$\mathrm{\Pi }=\backslash \mathrm{\Sigma },$$
(5.17)
and the upper, respectively, lower sheets $`\mathrm{\Pi }_\pm `$ of $`𝒦_n`$ by

$$\mathrm{\Pi }_\pm =\{(z,\pm R_{2n+2}(z)^{1/2})𝒦_nz\mathrm{\Pi }\}$$
(5.18)
with the associated charts

$$\zeta _\pm :\mathrm{\Pi }_\pm \mathrm{\Pi },P=(z,\pm R_{2n+2}(z)^{1/2})z.$$
(5.19)
The two branches $`\mathrm{\Psi }_\pm (z,x,x_0)`$ of the Baker–Akhiezer vector $`\mathrm{\Psi }(P,x,x_0)`$ in (3.16) are then given by

$$\mathrm{\Psi }_\pm (z,x,x_0)=\mathrm{\Psi }(P,x,x_0),P=(z,y)\mathrm{\Pi }_\pm ,\mathrm{\Psi }_\pm =(\psi _{1,\pm },\psi _{2,\pm })^{},$$
(5.20)
and one infers from (3.38) that

$$\psi _{1,\pm }(z,,x_0)L^2((x_0,\mathrm{}))\text{ for }|z|\text{ sufficiently large.}$$
(5.21)
Thus, introducing

$$\stackrel{~}{\mathrm{\Psi }}_\pm (\stackrel{~}{z},x,x_0)=\mathrm{\Psi }_{}(z,x,x_0),\stackrel{~}{\mathrm{\Psi }}_\pm =(\stackrel{~}{\psi }_{1,\pm },\stackrel{~}{\psi }_{2,\pm })^{},\stackrel{~}{z}=1/z,$$
(5.22)
and the two branches $`\varphi _\pm (z,x)`$ of $`\varphi (P,x)`$ on $`\mathrm{\Pi }_\pm `$ by

$$\varphi _\pm (z,x)=\varphi (P,x),P=(z,y)\mathrm{\Pi }_\pm ,$$
(5.23)
one infers from (4.12) and (5.21) that the Weyl–Titchmarsh functions $`\stackrel{~}{m}_\pm (\stackrel{~}{z},x)`$ associated with the self-adjoint Hamiltonian system (5.6) on the half-lines $`[x,\pm \mathrm{})`$ and the Dirichlet boundary condition indexed by $`\alpha _0=(\mathrm{1\hspace{0.33em}0})`$ at the point $`x`$, are given by

$`\stackrel{~}{m}_\pm (\stackrel{~}{z},x)`$ $`=\stackrel{~}{\psi }_{2,\pm }(\stackrel{~}{z},x,x_0)/\stackrel{~}{\psi }_{1,\pm }(\stackrel{~}{z},x,x_0)=\psi _{2,}(z,x,x_0)/\psi _{1,}(z,x,x_0)`$
$`=(1/z)\varphi _{}(z,x),z\backslash \mathrm{\Sigma }.`$ (5.24)
More precisely, (5.21) yields (5.24) only for $`|z|`$ sufficiently large. However, since by general principles $`\stackrel{~}{m}_\pm (,x)`$ are analytic in $`\backslash `$, and by (3.12), $`\varphi _\pm (,x)`$ are analytic in $`\backslash \mathrm{\Sigma }`$, one infers (5.24) by analytic continuation. In particular, (5.21) extends to all $`z\backslash \mathrm{\Sigma }`$, that is,

$$\psi _{1,\pm }(z,,x_0)L^2((x_0,\mathrm{})),z\backslash \mathrm{\Sigma }.$$
(5.25)
Next, we mention a useful fact concerning a special class of Herglotz functions closely related to the problem at hand. The result must be well-known to experts, but since we could not quickly locate a proof in the literature, we provide the simple contour integration argument below.

###### Lemma 5.2.

Let $`P_N`$ be a monic polynomial of degree $`N`$. Then $`P_N/R_{2n+2}^{1/2}`$ is a Herglotz function if and only if one of the following alternatives applies:
$`(i)`$ $`N=n`$ and

$$P_n(z)=\underset{j=1}{\overset{n}{}}(za_j),a_j[E_{2j1},E_{2j}],j=1,\mathrm{},n.$$
(5.26)
If (5.26) is satisfied, then $`P_n/R_{2n+2}^{1/2}`$ admits the Herglotz representation

$$\frac{P_n(z)}{R_{2n+2}(z)^{1/2}}=\frac{1}{\pi }_\mathrm{\Sigma }\frac{|P_n(\lambda )|d\lambda }{|R_{2n+2}(\lambda )^{1/2}|}\frac{1}{\lambda z},z\backslash \mathrm{\Sigma }.$$
(5.27)
$`(ii)`$ $`N=n+1`$ and

$$P_{n+1}(z)=\underset{\mathrm{}=0}{\overset{n}{}}(zb_{\mathrm{}}),b_0(\mathrm{},E_0],b_j[E_{2j1},E_{2j}],j=1,\mathrm{},n.$$
(5.28)
If (5.28) is satisfied, then $`P_{n+1}/R_{2n+2}^{1/2}`$ admits the Herglotz representation

$`{\displaystyle \frac{P_{n+1}(z)}{R_{2n+2}(z)^{1/2}}}=\text{Re}\left({\displaystyle \frac{P_{n+1}(i)}{R_{2n+2}(i)^{1/2}}}\right)+{\displaystyle \frac{1}{\pi }}{\displaystyle _\mathrm{\Sigma }}{\displaystyle \frac{|P_{n+1}(\lambda )|d\lambda }{|R_{2n+2}(\lambda )^{1/2}|}}\left({\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{\lambda }{1+\lambda ^2}}\right),`$
$`z\backslash \mathrm{\Sigma }.`$ (5.29)
###### Proof.

Since Herglotz functions are $`O(z)`$ as $`|z|\mathrm{}`$ and cannot vanish faster than $`O(1/z)`$ as $`|z|\mathrm{}`$, we can confine ourselves to the range $`N\{n,n+1,n+2\}`$. We start with the case $`N=n`$ and employ the following contour integration approach. Consider a closed oriented contour $`\mathrm{\Gamma }_{R,\epsilon }`$ which consists of the clockwise oriented semicircle $`C_\epsilon =\{z|z=E_0\epsilon \mathrm{exp}(i\alpha ),\pi /2\alpha \pi /2\}`$ centered at $`E_0`$, the straight line $`L_+=\{z_+|z=E_0+x+i\epsilon ,\mathrm{\hspace{0.17em}0}xR\}`$ (oriented from left to right), the following part of the counterclockwise oriented circle of radius $`(R^2+\epsilon ^2)^{1/2}`$ centered at $`E_0`$, $`C_R=\{z|z=E_0+(R^2+\epsilon ^2)^{1/2}\mathrm{exp}(i\beta ),\mathrm{arctan}(\epsilon /R)\beta 2\pi \mathrm{arctan}(\epsilon /R)\}`$, and the straight line $`L_{}=\{z_{}|z=E_0+xi\epsilon ,\mathrm{\hspace{0.17em}0}xR\}`$ (oriented from right to left). Then, for $`\epsilon >0`$ small enough and $`R>0`$ sufficiently large, one infers

$`{\displaystyle \frac{P_n(z)}{R_{2n+2}(z)^{1/2}}}`$ $`={\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\mathrm{\Gamma }_{R,\epsilon }}}{\displaystyle \frac{1}{\zeta z}}{\displaystyle \frac{P_n(\zeta )}{R_{2n+2}(\zeta )^{1/2}}}𝑑\zeta `$
$`\underset{\epsilon 0,R\mathrm{}}{=}{\displaystyle \frac{1}{\pi }}{\displaystyle _\mathrm{\Sigma }}{\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{P_n(\lambda )d\lambda }{iR_{2n+2}(\lambda )^{1/2}}}.`$ (5.30)
Here we used (5.14) to compute the contributions of the contour integral along $`[E_0,R]`$ in the limit $`\epsilon 0`$ and note that the integral over $`C_R`$ tends to zero as $`R\mathrm{}`$ since

$$\frac{P_n(\zeta )}{R_{2n+2}(\zeta )^{1/2}}\underset{\zeta \mathrm{}}{=}O\left(|\zeta |^1\right).$$
(5.31)
Next, utilizing the fact that $`P_n`$ is monic and using (5.14) again, one infers that $`F_n(\lambda )d\lambda /[iR_{2n+2}(\lambda )^{1/2}]`$ represents a positive measure supported on $`\mathrm{\Sigma }`$ if and only if $`P_n`$ has precisely one zero in each of the intervals $`[E_{2j1},E_{2j}]`$, $`j=1,\mathrm{},n`$. In other words,

$$\frac{P_n(\lambda )}{iR_{2n+1}(\lambda )^{1/2}}=\frac{|P_n(\lambda )|}{|R_{2n+1}(\lambda )^{1/2}|}0\text{ on }\mathrm{\Sigma }$$
(5.32)
if and only if $`P_n`$ has precisely one zero in each of the intervals $`[E_{2j1},E_{2j}]`$, $`j=1,\mathrm{},n`$. The Herglotz representation (4.7), (4.8) then finishes the proof of (5.27).

In the case where $`N=n+1`$, the proof of (5.28) follows along similar lines taking into account the additional residues at $`\pm i`$ inside $`\mathrm{\Gamma }_{R,\epsilon }`$ which are responsible for the real part on the right-hand side of (5.29).

Finally, in the case $`N=n+2`$, assume that $`P_{n+2}/R_{2n+2}^{1/2}`$ is a Herglotz function. Then necessarily,

$$\frac{P_{n+2}(z)}{R_{2n+2}(z)^{1/2}}=a+bz+_{E_0}^0𝑑\omega (\lambda )(\lambda z)^1,z\backslash \mathrm{\Sigma }$$
(5.33)
for some $`a`$, $`b0`$, and some finite (positive) measure $`\omega `$ supported on $`[E_0,0]`$, since

$$\underset{\epsilon 0}{lim}\text{Im}(P_{n+2}(\lambda )R_{2n+2}(\lambda +i\epsilon )^{1/2})=0\text{ for }\lambda >E_{2n+2}=0\text{ and }\lambda <E_0\text{.}$$
(5.34)
In particular, (5.33) implies

$$P_{n+2}(z)R_{2n+2}(z)^{1/2}\underset{|z|\mathrm{}}{=}bz+O(1),b0.$$
(5.35)
However, by (5.14), one immediately infers

$$P_{n+2}(\lambda )R_{2n+2}(\lambda )^{1/2}\underset{\lambda \mathrm{}}{=}\lambda +O(1).$$
(5.36)
This contradiction dispenses with the case $`N=n+2`$. ∎

Now we are in position to state the following result concerning the half-line and full-line Weyl–Titchmarsh functions associated with the self-adjoint Hamiltonian system (5.6). We denote by $`\stackrel{~}{m}_\pm (\stackrel{~}{z},x)`$ the Weyl–Titchmarsh $`m`$-functions corresponding to (5.6) associated with the half-lines $`(x,\pm \mathrm{})`$ and the Dirichlet boundary condition indexed by $`\alpha _0=(\mathrm{1\hspace{0.33em}0})`$ at the point $`x`$, and by $`\stackrel{~}{M}(\stackrel{~}{z},x)`$ the $`2\times 2`$ Weyl–Titchmarsh matrix corresponding to (5.6) on $``$ (cf. (4.12), (4.14), and (4.15)). Moreover, $`\mathrm{\Sigma }^o`$ denotes the open interior of $`\mathrm{\Sigma }`$ and the real part of a matrix $`M`$ is defined as usual by $`\text{Re}(M)=(M+M^{})/2`$.

###### Theorem 5.3.

Assume Hypothesis 5.1 and let $`(z,x)\times (\backslash \mathrm{\Sigma })`$, $`\stackrel{~}{z}=1/z`$. Then

$`\stackrel{~}{m}_\pm (\stackrel{~}{z},x)`$ $`={\displaystyle \frac{\pm R_{2n+2}(z)^{1/2}+zG_n(z,x)}{zF_n(z,x)}}`$ (5.37)
$`=1\pm \text{Re}\left({\displaystyle \frac{R_{2n+2}(i)^{1/2}}{iF_n(i,x)}}\right)+{\displaystyle \underset{j=1}{\overset{n}{}}}{\displaystyle \frac{G_n(\mu _j(x),x)(1\epsilon _j(x))}{dF_n(\mu _j(x),x)/dz}}{\displaystyle \frac{1}{z\mu _j(x)}}`$
$`\pm {\displaystyle \frac{1}{\pi }}{\displaystyle _\mathrm{\Sigma }}{\displaystyle \frac{|R_{2n+2}(\lambda )^{1/2}|d\lambda }{|\lambda F_n(\lambda ,x)|}}\left({\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{\lambda }{1+\lambda ^2}}\right),`$ (5.38)
where $`\epsilon _j(x)\{1,1\}`$, $`j=1,\mathrm{},n`$, is chosen such that

$$\frac{G_n(\mu _j(x),x)\epsilon _j(x)}{dF_n(\mu _j(x),x)/dz}0,j=1,\mathrm{},n.$$
(5.39)
Moreover,

$`\stackrel{~}{M}(\stackrel{~}{z},x)`$ $`={\displaystyle \frac{1}{2R_{2n+2}(z)^{1/2}}}\left(\begin{array}{cc}H_n(z,x)& zG_n(z,x)\\ zG_n(z,x)& zF_n(z,x)\end{array}\right)`$ (5.40)
$`=\text{Re}(\stackrel{~}{M}(i,x))+{\displaystyle _\mathrm{\Sigma }}𝑑\mathrm{\Omega }(\lambda ,x)\left({\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{\lambda }{1+\lambda ^2}}\right),`$ (5.41)
where

$$\mathrm{\Omega }(\lambda ,x)=\frac{1}{2\pi iR_{2n+2}(\lambda )^{1/2}}\left(\begin{array}{cc}H_n(\lambda ,x)& \lambda G_n(\lambda ,x)\\ \lambda G_n(\lambda ,x)& \lambda F_n(\lambda ,x)\end{array}\right),\lambda \mathrm{\Sigma }^o.$$
(5.42)
The essential spectrum of the half-line Hamiltonian systems (5.6) on $`[x,\pm \mathrm{})`$ $`(`$with any self-adjoint boundary condition at $`x`$$`)`$ as well as the essential spectrum of the Hamiltonian system (5.6) on $``$ is purely absolutely continuous and given by

$$\underset{\mathrm{}=0}{\overset{n1}{}}[E_{2l}^1,E_{2\mathrm{}+1}^1][E_{2n}^1,\mathrm{}).$$
(5.43)
The spectral multiplicities are simple in the half-line cases and of uniform multiplicity two in the full-line case.

###### Proof.

Equation (5.37) follows from (3.12), (5.14), and (5.24). Equation (5.40) is then a consequence of (3.20)–(3.22), (4.14), (4.15), (5.24), and (5.37). Different self-adjoint boundary conditions at the point $`x`$ lead to different half-line Hamiltonian systems whose Weyl–Titchmarsh functions are related by a linear fractional transformation (cf., e.g., ), which leads to the invariance of the essential spectrum with respect to the boundary condition at $`x`$. In order to prove the Herglotz representation (5.38) one can follow the corresponding computation for Schrödinger operators with algebro-geometric potentials in \[21, Sect. 8.1\]. For this purpose one first notes that by (5.29) also $`R_{2n+2}(z)^{1/2}/[zF_n(z,x)]`$ is a Herglotz function. A contour integration as in the proof of Lemma 5.2 then proves

$`{\displaystyle \frac{R_{2n+2}(z)^{1/2}}{zF_n(z,x)}}`$ $`=\text{Re}\left({\displaystyle \frac{R_{2n+2}(i)^{1/2}}{iF_n(i,x)}}\right)+{\displaystyle \underset{j=1}{\overset{n}{}}}{\displaystyle \frac{|R_{2n+2}(\mu _j(x))^{1/2}|}{\mu _j(x)|dF_n(\mu _j(x),x)/dz|}}{\displaystyle \frac{1}{z\mu _j(x)}}`$
$`+{\displaystyle \frac{1}{\pi }}{\displaystyle _\mathrm{\Sigma }}{\displaystyle \frac{|R_{2n+2}(\lambda )^{1/2}|d\lambda }{|\lambda F_n(\lambda ,x)|}}\left({\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{\lambda }{1+\lambda ^2}}\right).`$ (5.44)
$`=\text{Re}\left({\displaystyle \frac{R_{2n+2}(i)^{1/2}}{iF_n(i,x)}}\right){\displaystyle \underset{j=1}{\overset{n}{}}}{\displaystyle \frac{G_n(\mu _j(x),x)\epsilon _j(x)}{dF_n(\mu _j(x),x)/dz}}{\displaystyle \frac{1}{z\mu _j(x)}}`$
$`+{\displaystyle \frac{1}{\pi }}{\displaystyle _\mathrm{\Sigma }}{\displaystyle \frac{|R_{2n+2}(\lambda )^{1/2}|d\lambda }{|\lambda F_n(\lambda ,x)|}}\left({\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{\lambda }{1+\lambda ^2}}\right).`$ (5.45)
The only difference compared to the corresponding argument in the proof of Lemma 5.2 concerns additional (approximate) semicircles of radius $`\epsilon `$ centered at each $`\mu _j(x)`$, $`j=1,\mathrm{},n`$, in the upper and lower complex half-planes. Whenever, $`\mu _j(x)(E_{2j1},E_{2j})`$, the limit $`\epsilon 0`$ picks up a residue contribution displayed in the sum over $`j`$ in (5.44). This contribution vanishes, however, if $`\mu _j(x)\{E_{2j1},E_{2j}\}`$. In this case $`dF_n(\mu _j(x),x)/dz0`$ by (4.10) and $`R_{2n+2}(\mu _j(x))=0`$ by (2.17). Equation (5.45) then follows from (3.7) and the sign of $`\epsilon _j(x)`$ must be chosen according to (5.39) in order to guarantee nonpositive residues in (5.45) (cf. (4.10)).

Next, we apply the Lagrange interpolation formula. If $`Q_{n1}`$ is a polynomial of degree $`n1`$, then

$$Q_{n1}(z)=F_n(z)\underset{j=1}{\overset{n}{}}\frac{Q_{n1}(\mu _j)}{dF_n(\mu _j)/dz}\frac{1}{z\mu _j},z.$$
(5.46)
Since $`F_n`$ and $`G_n`$ are monic polynomials of degree $`n`$, we can apply (5.46) to $`Q_{n1}=G_nF_n`$ and obtain

$$\frac{G_n(z,x)}{F_n(z,x)}=1+\underset{j=1}{\overset{n}{}}\frac{G_n(\mu _j(x),x)}{dF_n(\mu _j(x),x)/dz}\frac{1}{z\mu _j(x)}.$$
(5.47)
Insertion of (5.47) into (5.37) then yields

$$\stackrel{~}{m}_\pm (\stackrel{~}{z},x)=\frac{\pm R_{2n+2}(z)^{1/2}}{zF_n(z,x)}+\underset{j=1}{\overset{n}{}}\frac{G_n(\mu _j(x),x)[\epsilon _j(x)+(1\epsilon _j(x))]}{dF_n(\mu _j(x),x)/dz}\frac{1}{z\mu _j(x)}+1,$$
(5.48)
and hence (5.38) follows by inserting (5.45) into (5.48). Equations (5.41) and (5.42) are clear from the matrix analog of (4.9).

The statement (5.43) for the essential half-line spectra then follows from the fact that the measure in the Herglotz representation (5.38) of $`\stackrel{~}{m}_\pm `$ (as a function of $`z`$) is supported on the set $`\mathrm{\Sigma }`$ in (5.13), with a strictly positive density on the open interior $`\mathrm{\Sigma }^o`$ of $`\mathrm{\Sigma }`$. The transformation $`z1/z`$ then yields (5.43) and since half-line spectra with a regular endpoint $`x`$ have always simple spectra this completes the proof of our half-line spectral assertions. The full-line case follows in exactly the same manner since the corresponding $`2\times 2`$ matrix-valued measure $`\mathrm{\Omega }`$ in the Herglotz representation (5.41) of $`\stackrel{~}{M}`$ (as a function of $`z`$) also has support $`\mathrm{\Sigma }`$ and rank equal to two on $`\mathrm{\Sigma }^o`$. ∎

Returning to direct spectral theory, we note that the two spectral problems (5.6) on $``$ associated with the vanishing of the first and second component of $`\stackrel{~}{\mathrm{\Psi }}`$ at $`x`$, respectively, are clearly self-adjoint since they correspond to the choices $`\alpha =(\mathrm{1\hspace{0.33em}0})`$ and $`\alpha =(\mathrm{0\hspace{0.33em}1})`$ in (4.5). Hence a comparison with (3.5), (3.26), and (3.27) necessarily yields $`\{\mu _j(x)\}_{j=1,\mathrm{},n},\{\nu _j(x)\}_{j=1,\mathrm{},n}`$. Thus we will assume the convenient eigenvalue orderings

$$\mu _j(x)<\mu _{j+1}(x),\nu _j(x)<\nu _{j+1}(x)\text{ for }j=1,\mathrm{},n1,x.$$
(5.49)
The zeros of $`\stackrel{~}{\psi }_1(,x)`$ belong to the Dirichlet spectral problem associated with the Hamiltonian system (5.6) (resp., the weighted Sturm–Liouville problem (5.12)) on $``$. A comparison with (3.26) then relates the zeros $`\mu _j(x_1)`$, $`j=1,\mathrm{},n`$, of $`F_n(,x_1)`$ in (3.5) to the Dirichlet spectrum of (5.6) (resp., (5.12)) on $``$. The correspondence between each $`\mu _j`$ and the related spectral point of the Dirichlet problem (5.6) (resp., (5.12)) on $``$ is of course effected by the transformation $`z1/z`$. In contrast to this, the zeros of $`\stackrel{~}{\psi }_2(,x_1)`$ do not belong to the Neumann spectrum associated with the Hamiltonian system (5.6) (resp., the weighted Sturm–Liouville problem (5.12)) on $``$. In fact, by (5.9), zeros of $`\stackrel{~}{\psi }_2(,x_1)`$ correspond to a mixed boundary condition of the type $`\stackrel{~}{\psi }_{1,x}(x_1)+\stackrel{~}{\psi }_1(x_1)=0`$. By (3.27), this relates the zeros $`\nu _j(x_1)`$, $`j=1,\mathrm{},n`$, of $`H_n(,x_1)`$ in (3.5) to the spectrum of (5.6) (resp., (5.12)) on $``$ corresponding to the self-adjoint boundary condition $`\stackrel{~}{\psi }_{1,x}(x_1)+\stackrel{~}{\psi }_1(x_1)=0`$.

Combining Lemma 5.2 with the Herglotz property of the $`2\times 2`$ Weyl–Titchmarsh matrix $`\stackrel{~}{M}(,x)`$ then yields the following refinement of Theorem 3.2.

###### Theorem 5.4.

Assume Hypothesis 5.1. Then $`\{\widehat{\mu }_j\}_{j=1,\mathrm{},n}`$, with the projections $`\mu _j(x)`$, $`j=1,\mathrm{},n`$, the zeros of $`F_n(,x)`$ in (3.5), satisfies the first-order system of differential equations (3.31) on $`\mathrm{\Omega }_\mu =`$ and

$$\widehat{\mu }_jC^{\mathrm{}}(,𝒦_n),j=1,\mathrm{},n.$$
(5.50)
Moreover,

$$\mu _j(x)[E_{2j1},E_{2j}],j=1,\mathrm{},n,x.$$
(5.51)
In particular, $`\widehat{\mu }_j(x)`$ changes sheets whenever it hits $`E_{2j1}`$ or $`E_{2j}`$ and its projection $`\mu _j(x)`$ remains trapped in $`[E_{2j1},E_{2j}]`$ for all $`j=1,\mathrm{},n`$ and $`x`$. The analogous statements apply to $`\widehat{\nu }_j(x)`$ and one infers

$$\nu _j(x)[E_{2j1},E_{2j}],j=1,\mathrm{},n,x.$$
(5.52)
###### Proof.

Since $`\stackrel{~}{M}(,x)`$ is a $`2\times 2`$ Herglotz matrix, its diagonal elements are Herglotz functions. Thus,

$$\stackrel{~}{M}_{1,1}(\stackrel{~}{z},x)=\frac{H_n(z,x)}{2R_{2n+2}(z)^{1/2}},\stackrel{~}{M}_{2,2}(\stackrel{~}{z},x)=\frac{zF_n(z,x)}{2R_{2n+2}(z)^{1/2}},\stackrel{~}{z}=1/z$$
(5.53)
are Herglotz functions (the left-hand sides with respect to $`\stackrel{~}{z}`$, the right-hand sides with respect to $`z`$) and the interlacing properties (5.51), (5.52) then follow from (5.28) and (5.26). ∎

###### Remark 5.5.

Combining the interlacing property (5.51) with (2.18), (2.19), and (2.20) yields $`(`$cf. also (3.35)$`)`$

$$4u(x)u_{xx}(x)=\left(\underset{m=0}{\overset{2n}{}}E_m\right)\left(\underset{j=1}{\overset{n}{}}\mu _j(x)^2\right)>0,x,$$
(5.54)
in accordance with (5.4). Moreover, since by (5.52) the $`\nu _j(x)`$ also remain trapped in the intervals $`[E_{2j1},E_{2j}]`$ for all $`x`$, none of the $`\widehat{\nu }_j`$ can reach $`P_{\mathrm{}_{}}`$ and hence $`h_0=4u+2u_x0`$ on $``$ $`(`$cf. the discussion surrounding (3.15)$`)`$. Actually,

$$h_0(x)>0,x,$$
(5.55)
since $`H_n(,x)/R_{2n+2}^{1/2}`$ is a Herglotz function $`(`$cf. (5.27)$`)`$.

###### Remark 5.6.

The zeros $`\mu _j(x)(E_{2j1},E_{2j})`$, $`j=1,\mathrm{},n`$ of $`F_n(,x)`$ which are related to eigenvalues of the Hamiltonian system (5.6) on $``$ associated with the boundary condition $`\stackrel{~}{\psi }_1(x)=0`$, in fact, are related to left and right half-line eigenvalues of the corresponding Hamiltonian system restricted to the half-lines $`(\mathrm{},x]`$ and $`[x,\mathrm{})`$, respectively. Indeed, by (5.22) and (5.25), depending on whether $`\widehat{\mu }_j(x)\mathrm{\Pi }_+`$ or $`\widehat{\mu }_j(x)\mathrm{\Pi }_{}`$, $`\mu _j(x)`$ is related to a left or right half-line eigenvalue associated with the Dirichlet boundary condition $`\stackrel{~}{\psi }_1(x)=0`$. A careful investigation of the sign of the right-hand sides of the Dubrovin equations (3.30) $`(`$combining (5.1), (5.14), and (5.18)$`)`$, then proves that the $`\mu _j(x)`$ related to right $`(`$resp., left $`)`$ half-line eigenvalues of the Hamiltonian system (5.6) associated with the boundary condition $`\stackrel{~}{\psi }_1(x)=0`$, are strictly monotone increasing $`(`$resp., decreasing $`)`$ with respect to $`x`$, as long as the $`\mu _j`$ stay away from the right $`(`$resp., left $`)`$ endpoints of the corresponding spectral gaps $`(E_{2j1},E_{2j})`$. Here we purposely avoided the limiting case where some of the $`\mu _k(x)`$ hit the boundary of the spectral gaps, $`\mu _k(x)\{E_{2k1},E_{2k}\}`$, since the half-line eigenvalue interpretation is lost as there is no $`L^2((x,\pm \mathrm{}))^2`$ eigenfunction $`\stackrel{~}{\mathrm{\Psi }}(x)`$ satisfying $`\stackrel{~}{\psi }_1(x)=0`$ in this case. In fact, whenever an eigenvalue $`\mu _k(x)`$ hits a spectral gap endpoint, the associated point $`\widehat{\mu }_j(x)`$ on $`𝒦_n`$ crosses over from one sheet to the other $`(`$equivalently, the corresponding left half-line eigenvalue becomes a right half-line eigenvalue and vice versa $`)`$ and accordingly, strictly increasing half-line eigenvalues become strictly decreasing half-line eigenvalues and vice versa. In particular, using the appropriate local coordinate $`(zE_{2k})^{1/2}`$ $`(`$resp., $`(zE_{2k1})^{1/2}`$$`)`$ near $`E_{2k}`$ $`(`$resp., $`E_{2k1}`$$`)`$, one verifies that $`\mu _k(x)`$ does not pause at the endpoints $`E_{2k}`$ and $`E_{2k1}`$.

Next, we turn to the inverse spectral problem and determine the isospectral manifold of real-valued, smooth, and bounded CH solutions.

Our basic assumptions then will be the following:

###### Hypothesis 5.7.

Suppose

$$E_0<E_1<\mathrm{}<E_{2n}<E_{2n+1}=0,$$
(5.56)
fix $`x_0`$, and assume that the initial data

$$\{\widehat{\mu }_j(x_0)=(\mu _j(x_0),\mu _j(x_0)G_n(\mu _j(x_0),x_0))\}_{j=1,\mathrm{},n}𝒦_n$$
(5.57)
for the Dubrovin equations (3.31) are constrained by

$$\mu _j(x_0)[E_{2j1},E_{2j}],j=1,\mathrm{},n.$$
(5.58)
###### Theorem 5.8.

Assume Hypothesis 5.7. Then the Dubrovin initial value problem (3.31), (5.57), (5.58) has a unique solution $`\{\widehat{\mu }_j\}_{j=1,\mathrm{},n}𝒦_n`$ satisfying

$$\widehat{\mu }_jC^{\mathrm{}}(,𝒦_n),j=1,\mathrm{},n,$$
(5.59)
and the projections $`\mu _j`$ remain trapped in the intervals $`[E_{2j1},E_{2j}]`$, $`j=1,\mathrm{},n`$, for all $`x`$,

$$\mu _j(x)[E_{2j1},E_{2j}],j=1,\mathrm{},n,x.$$
(5.60)
Moreover, $`u`$ defined by the trace formula (3.34), that is,

$$u(x)=\frac{1}{2}\underset{j=1}{\overset{n}{}}\mu _j(x)\frac{1}{4}\underset{m=0}{\overset{2n+1}{}}E_m,x,$$
(5.61)
satisfies Hypothesis 5.1, that is,

$`uC^{\mathrm{}}(),u\text{ is real-valued,}`$ (5.62)
$`_x^kuL^{\mathrm{}}(),k_0,`$ (5.63)
$`4uu_{xx}>0,x,`$ (5.64)
and the $`n`$th stationary CH equation
$`\mathrm{s}\mathrm{CH}_n(u)=0\text{ on },`$ (5.65)
with integration constants $`c_{\mathrm{}}`$ in (5.65) given by $`c_{\mathrm{}}=c_{\mathrm{}}(\underset{¯}{E})`$, $`\mathrm{}=1,\mathrm{},n`$, according to (2.26), (2.27).

###### Proof.

Given initial data constrained by $`\mu _j(x_0)(E_{2j1},E_{2j})`$, $`j=1,\mathrm{},n`$, one concludes from the Dubrovin equations (3.31) and the sign properties of $`R_{2n+2}^{1/2}`$ on the intervals $`[E_{2k1},E_{2k}]`$, $`k=1,\mathrm{},n`$, described in (5.14), that the solution $`\mu _j(x)`$ remains in the interval $`[E_{2j1},E_{2j}]`$ as long as $`\widehat{\mu }_j(x)`$ stays away from the branch points $`(E_{2j1},0),(E_{2j},0)`$. In case $`\widehat{\mu }_j`$ hits such a branch point, one can use the local chart around $`(E_m,0)`$, with local coordinate $`\zeta =\sigma (zE_m)^{1/2}`$, $`\sigma \{1,1\}`$, $`m\{2j1,2j\}`$, to verify (5.59) and (5.60). Relations (5.61)–(5.63) are then evident from (5.59), (5.60), and

$$|_x^k\mu _j(x)|C_k,k_0,j=1,\mathrm{},n,x.$$
(5.66)
In the course of the proof of Theorem 3.5 presented in  (cf. also \[13, Sect. 5.3\]), one constructs the polynomial formalism ($`F_n`$, $`G_n`$, $`H_n`$, $`R_{2n+2}`$, etc.) and then obtains identity (3.35) as an elementary consequence. The latter immediately proves (5.64). Finally, (5.65) follows from Theorem 3.5 (with $`\mathrm{\Omega }_\mu =`$). ∎

###### Corollary 5.9.

Fix $`\{E_m\}_{m=0,\mathrm{},2n+1}`$ and assume the ordering (5.56). Then the isospectral manifold of smooth bounded real-valued solutions $`uC^{\mathrm{}}()L^{\mathrm{}}()`$ of $`\mathrm{s}\mathrm{CH}_n(u)=0`$ is given by a real $`n`$-dimensional torus $`𝕋^n`$.

###### Proof.

The discussion in Remark 5.6 and Theorem 5.8, shows that the motion of each $`\widehat{\mu }_j(x)`$ on $`𝒦_n`$ proceeds topologically on a circle and is uniquely determined by the initial data $`\widehat{\mu }_k(x_0)`$, $`k=1,\mathrm{},n`$. More precisely, the initial data

$`\begin{array}{cc}& \widehat{\mu }_j(x_0)=(\mu _j(x_0),y(\widehat{\mu }_j(x_0)))=(\mu _j(x_0),\mu _j(x_0)G_n(\mu _j(x_0),x_0)),\hfill \\ & \mu _j(x_0)[E_{2j1},E_{2j}],j=1,\mathrm{},n\hfill \end{array}`$ (5.67)
are topologically equivalent to data of the type

$`(\mu _j(x_0),\sigma _j(x_0))[E_{2j1},E_{2j}]\times \{+,\},j=1,\mathrm{},n,`$ (5.68)
the sign of $`\sigma _j(x_0)`$ depending on $`\widehat{\mu }_j(x_0)\mathrm{\Pi }_\pm `$. If some of the $`\mu _k(x_0)\{E_{2k1},E_{2k}\}`$, then the determination of the sheet $`\mathrm{\Pi }_\pm `$ and hence the sign $`\sigma _k(x_0)`$ in (5.68) becomes superfluous and is eliminated from (5.68). Indeed, since by (2.16),

$$\mu _j(x_0)^2G_n(\mu _j(x_0),x_0)=R_{2n+2}(\mu _j(x_0)),$$
(5.69)
$`G_n(\mu _j(x_0),x_0)`$ is determined up to a sign unless $`\mu _j(x_0)`$ hits a spectral gap endpoint $`E_{2j1},E_{2j}`$ in which case $`G_n(\mu _j(x_0),x_0)=R_{2n+2}(\mu _j(x_0))=0`$ and the sign ambiguity disappears. The $`n`$ data in (5.68) (properly interpreted if $`\mu _j(x_0)\{E_{2j1},E_{2j}\}`$) can be identified with circles. Since the latter are independent of each other, the isospectral manifold of real-valued, smooth, and bounded solutions of $`\mathrm{s}\mathrm{CH}_n(u)=0`$ is given by a real $`n`$-dimensional torus $`𝕋^n`$. ∎

###### Remark 5.10.

$`(i)`$ For simplicity we only focused on the case $`4uu_{xx}>0`$. The opposite case $`4uu_{xx}<0`$ is completely analogous and results in a reflection of $`E_m`$, $`m=0,\mathrm{},2n+1`$, and $`\mu _j(x),\nu _j(x)`$, $`j=1,\mathrm{},n`$, about $`z=0`$, etc.
$`(ii)`$ The time-dependent case also offers nothing new. Higher-order $`\mathrm{CH}_r`$ flows drive each $`\widehat{\mu }_j(x,t_r)`$ around the same circles as in the stationary case in complete analogy to the familiar KdV case.

In summary, one observes that the reality problem for smooth bounded solutions of the CH hierarchy, assuming the ordering (5.56) (resp., the one obtained upon reflection with respect to $`z=0`$), parallels that of the KdV hierarchy with the basic self-adjoint Lax operator (the one-dimensional Schrödinger operator) replaced by the self-adjoint Hamiltonian system (5.6).

The following result was found in response to a query of Igor Krichever, who inquired about the significance of the eigenvalue ordering (5.56) (or the one obtained upon reflection at $`z=0`$). As it turns out, such an ordering is crucial if one is interested in smooth algebro-geometric solutions on $``$.

###### Theorem 5.11.

Suppose

$`E_m<E_{m+1},m=0,\mathrm{}2n,`$
and $`E_{2j_01}=0`$ $`(`$resp., $`E_{2j_0}=0`$$`)`$ for some $`j_0\{1,\mathrm{},n\}`$. (5.70)
Fix $`x_0`$, and assume that the initial data

$$\{\widehat{\mu }_j(x_0)=(\mu _j(x_0),\mu _j(x_0)G_n(\mu _j(x_0),x_0))\}_{j=1,\mathrm{},n}𝒦_n$$
(5.71)
for the Dubrovin equations (3.31) are constrained by

$`\mu _j(x_0)[E_{2j1},E_{2j}],j\{1,\mathrm{},n\}\backslash \{j_0\},`$
and $`\mu _{j_0}(x_0)(E_{2j_01},E_{2j_0}]`$ $`(`$resp., $`\mu _{j_0}(x_0)[E_{2j_01},E_{2j_0}))`$. (5.72)
Then there exists a set $`\mathrm{\Omega }_\mu `$ of the type

$$\mathrm{\Omega }_\mu =\backslash \{\xi _k\}_k,\xi _k<\xi _{k+1},k,\underset{k\mathrm{}}{lim}\xi _k=\mathrm{},\underset{k\mathrm{}}{lim}\xi _k=\mathrm{},$$
(5.73)
such that the Dubrovin initial value problem (3.31), (5.57), (5.58) has a unique solution $`\{\widehat{\mu }_j\}_{j=1,\mathrm{},n}𝒦_n`$ satisfying

$$\widehat{\mu }_jC^{\mathrm{}}(\mathrm{\Omega }_\mu ,𝒦_n),j=1,\mathrm{},n,$$
(5.74)
and the projections $`\mu _j`$ remain trapped in the intervals $`[E_{2j1},E_{2j}]`$, $`j=1,\mathrm{},n`$, for all $`x\mathrm{\Omega }_\mu `$,

$$\mu _j(x)[E_{2j1},E_{2j}],j=1,\mathrm{},n,x\mathrm{\Omega }_\mu .$$
(5.75)
Moreover, $`u`$ defined by the trace formula (3.34), that is,

$$u(x)=\frac{1}{2}\underset{j=1}{\overset{n}{}}\mu _j(x)\frac{1}{4}\underset{m=0}{\overset{2n+1}{}}E_m,x\mathrm{\Omega }_\mu ,$$
(5.76)
satisfies

$`uC^{\mathrm{}}(\mathrm{\Omega }_\mu ),u\text{ is real-valued,}`$ (5.77)
$`4uu_{xx}>0,x\mathrm{\Omega }_\mu ,`$ (5.78)
and the $`n`$th stationary CH equation
$`\mathrm{s}\mathrm{CH}_n(u)=0\text{ on }\mathrm{\Omega }_\mu ,`$ (5.79)
with integration constants $`c_{\mathrm{}}`$ in (5.65) given by $`c_{\mathrm{}}=c_{\mathrm{}}(\underset{¯}{E})`$, $`\mathrm{}=1,\mathrm{},n`$, according to (2.26), (2.27). At each $`\xi _k`$, $`u_x`$ exhibits a singularity of the type

$$u_x(x)\underset{x\xi _k}{=}C_k(x\xi _k)^{1/3}+o\left((x\xi _k)^{1/3}\right),C_k0,k.$$
(5.80)
In particular, $`uC^1()`$, $`u_xL^{\mathrm{}}()`$. The isospectral manifold corresponding to (5.70)–(5.72) is then given by $`𝕋^{n1}\times `$.

###### Proof.

One can follow the proof of Theorem 5.8 and Corollary 5.9 with one important twist, though, since the right-hand side of the Dubrovin equation of $`\mu _{j_0}`$ blows up as $`\mu _{j_0}E_{2j_01}\text{ (resp., }E_{2j_0}\text{)}`$. For notational convenience and without loss of generality we may assume $`E_1=0`$ (and hence $`j_0=1`$) in the following. Recalling the Dubrovin equations (3.31), one verifies that its solutions are smooth with respect to $`x`$ as long as $`\mu _1`$ stays away from $`E_1=0`$. Varying $`x`$, the sign restrictions on $`\mu _{1,x}`$ in terms of the right-hand side of the corresponding equation in (3.31) eventually accelerate $`\mu _1`$ into $`E_1=0`$ as $`x`$ tends to some $`\xi _k`$, and we now analyze what happens to all $`\mu _j`$ for $`x`$ in a neighborhood of $`\xi _k`$. Recalling the local coordinate $`\sigma z^{1/2}`$, $`\sigma =\pm 1`$, near $`E_1=0`$ and hence introducing

$$\zeta _1(x)=\sigma (\mu _1(x))^{1/2}\text{ for }\mu _1(x)\text{ sufficiently close to }E_1=0\text{ as }x\xi _k^{}\text{,}$$
(5.81)
and the corresponding point $`\widehat{\mu }_1=\widehat{\zeta _1^2}𝒦_n`$, the Dubrovin equation for $`\mu _j`$ becomes for $`x`$ near $`\xi _k`$,

$`\zeta _{1,x}(x)`$ $`={\displaystyle \frac{y(\widehat{\zeta _1(x)^2})}{\zeta _1(x)^3}}{\displaystyle \underset{\mathrm{}=2}{\overset{n}{}}}(\zeta _1(x)^2\mu _{\mathrm{}}(x))^1,`$ (5.82)
$`\underset{x\xi _k^{}}{=}C_1\zeta _1(x)^2(1+o(1)),`$
$`\mu _{j,x}(x)`$ $`=2{\displaystyle \frac{y(\widehat{\mu }_j(x))}{\mu _j(x)}}{\displaystyle \underset{\begin{array}{c}\mathrm{}=1\\ \mathrm{}j\end{array}}{\overset{n}{}}}(\mu _j(x)\mu _{\mathrm{}}(x))^1,j=2,\mathrm{},n.`$ (5.83)
for some constant $`C_10`$. (Here we implicitly assume that no other $`\mu _j`$, $`j=2,\mathrm{},n`$ simultaneously hits $`E_{2j1}`$ or $`E_{2j}`$ as $`x\xi _k`$. Otherwise one simply resorts to the proper local coordinate for such a $`\mu _j`$. We omit the details.) To treat the singularity of $`\zeta _{1,x}`$ as $`\zeta _1(x)0`$ for $`x\xi _k`$, we now resort to a well-known trick described, for instance, in \[15, Theorem 3.2.2\] in the context of scalar first-order differential equations. Instead of looking for solutions $`\zeta _1`$, $`\mu _j`$ as functions of $`x`$, we now look for $`x=x(\zeta _1)`$, $`\stackrel{~}{\mu }_j=\stackrel{~}{\mu }_j(\zeta _1)`$ as functions of $`\zeta _1`$, where we denote $`\stackrel{~}{\mu }_j(\zeta _1)=\mu _j(x)`$, $`j=2,\mathrm{},n`$. Then (5.82), (5.83) turn into

$`x^{}(\zeta _1)`$ $`={\displaystyle \frac{\zeta _1^3}{y(\widehat{\zeta _1^2})}}{\displaystyle \underset{\mathrm{}=2}{\overset{n}{}}}(\zeta _1^2\stackrel{~}{\mu }_{\mathrm{}}(\zeta _1)),`$ (5.84)
$`\stackrel{~}{\mu }_{j,\zeta _1}(x)`$ $`=2{\displaystyle \frac{y(\widehat{\stackrel{~}{\mu }}_j(\zeta _1))}{y(\widehat{\zeta _1^2})}}{\displaystyle \frac{\zeta _1^3}{\stackrel{~}{\mu }_j(\zeta _1)}}{\displaystyle \underset{\mathrm{}=2}{\overset{n}{}}}(\zeta _1^2\stackrel{~}{\mu }_{\mathrm{}}(\zeta _1)){\displaystyle \underset{\begin{array}{c}\mathrm{}=1\\ \mathrm{}j\end{array}}{\overset{n}{}}}(\stackrel{~}{\mu }_j(\zeta _1)\stackrel{~}{\mu }_{\mathrm{}}(\zeta _1))^1,`$ (5.85)
$`j=2,\mathrm{},n.`$
Since the right-hand sides in (5.84), (5.85) are holomorphic with respect to the $`n`$ variables $`\zeta _1,\stackrel{~}{\mu }_2,\mathrm{},\stackrel{~}{\mu }_n`$ for $`\zeta _1`$ near zero and $`\stackrel{~}{\mu }_j`$ near $`[E_{2j1},E_{2j}]`$, $`j=2,\mathrm{},n`$, equations (5.84) and (5.85) yield solutions $`x,\stackrel{~}{\mu }_2,\mathrm{},\stackrel{~}{\mu }_n`$ holomorphic with respect to $`\zeta _1`$ near $`\zeta _1=0`$. In particular, since

$$x^{}(\zeta _1)\underset{\zeta _10}{=}\zeta _1^2/C_1+O(\zeta _1^3),\mu _j^{}(\zeta _1)\underset{\zeta _10}{=}C_j\zeta _1^2+O(\zeta _1^3),j=2,\mathrm{},n,$$
(5.86)
for some constants $`C_j0`$, $`j=1,\mathrm{},n`$, one obtains

$`x(\zeta _1)`$ $`\underset{\zeta _10}{=}\xi _k+\zeta _1^3/(3C_1)+O(\zeta _1^4),`$ (5.87)
$`\stackrel{~}{\mu }_j(\zeta _1)`$ $`\underset{\zeta _10}{=}\stackrel{~}{\mu }_j(0)+C_j\zeta _1^3/3+O(\zeta _1^4)=\mu _j(\xi _k)+C_j\zeta _1^3/3+O(\zeta _1^4).`$ (5.88)
Thus, inverting $`x(\zeta _1)`$, one observes

$`\zeta _1(x)`$ $`\underset{x\xi _k}{=}[3C_1(x\xi _k)]^{1/3}+O\left((x\xi _k)^{2/3}\right),`$ (5.89)
$`\mu _j(x)`$ $`\underset{x\xi _k}{=}\mu _j(\xi _k)+C_1C_j(x\xi _k)+O\left((x\xi _k)^{4/3}\right),j=2,\mathrm{},n,`$ (5.90)
and hence,

$`\mu _{1,x}(x)`$ $`=2\zeta _1(x)\zeta _{1,x}(x)`$
$`\underset{x\xi _k}{=}(2/3)(3C_1)^{2/3}(x\xi _k)^{1/3}+o\left((x\xi _k)^{1/3}\right)`$ (5.91)
and

$`u_x(x)`$ $`=(1/2){\displaystyle \underset{j=1}{\overset{n}{}}}\mu _{j,x}(x)`$
$`\underset{x\xi _k}{=}(1/3)(3C_1)^{2/3}(x\xi _k)^{1/3}+o\left((x\xi _k)^{1/3}\right).`$ (5.92)
The singular behavior (5.91), (5.92) repeats itself after each revolution of $`\mu _1`$ around its circle and occurs whenever $`\mu _1`$ passes again through $`E_1=0`$, giving rise to the exceptional set $`\{\xi _k\}_k`$ in (5.73). Hence, $`\mu _jC^1()`$, $`j=2,\mathrm{},n`$, while $`\mu _{1,x}=\zeta _1(x)^2`$ blows up whenever $`x`$ approaches an element of $`\{\xi _k\}_k`$. The rest of the discussion follows as in Theorem 5.8 and Corollary 5.9. Since $`\mu _1(x_0)=E_1=0`$ is not an admissible initial condition in (5.72), one point must be removed from the circle associated to $`\mu _1`$ which topologically results in $``$ instead of $`S^1`$ and hence in the noncompact isospectral manifold $`𝕋^{n1}\times `$. ∎

Thus, smooth algebro-geometric CH solutions require $`E_0=0`$ or $`E_{2n+1}=0`$.

Acknowledgments. We are indebted to Mark Alber, Roberto Camassa, Adrian Constantin, Yuri Fedorov, and Igor Krichever for stimulating discussions.


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# Probing the Isospin Dependent In-Medium Nucleon-Nucleon Cross Section by Nucleon Emissions

## 1 Introduction

With the rapid advance in radioactive beam physics a better understanding of the isospin degree of freedom in nuclear collision dynamics may provide us with useful hints on how to extract reliable information about the in-medium NN cross section and the symmetry potential \[1-5\]. To obtain this information several interesting isospin effects in heavy ion collisions have been explored both experimentally \[6-16\] and theoretically, e.g.,\[17-25\] over the last few years.Bao-An Li et al. have found that information on the symmetry potential can be extracted by studying the neutron to proton ratio of preeqilibrium emissions in the relative low energy heavy ion collisions (HIC).In contrast,in this paper our studies within IQMD found that the numbers of proton(neutron) emissions Np(Nn) depend sensitively on the isospin dependent in-medium NN cross section and weakly on the symmetry potential in the relatively high beam energy region for the neutron-deficient systems.In this case,Np(Nn) is a probe for extracting information about the isospin dependence of in-medium NN cross section in the relative high beam energy region for the neutron-deficient systems.

## 2 Theoretical Model

The dynamics of intermediate energy heavy ion collisions described by QMD contains two ingredients: density dependent mean field and in-medium N-N cross section.To describe isospin effects appropriately, QMD should be modified properly: the density dependent mean field should contain the correct isospin terms including symmetry potential and Coulomb potential,the in-medium N-N cross section should be different for neutron-neutron ( proton-proton ) and neutron-proton collisions in which Pauli blocking should be counted by distinguishing neutrons from protons.In addition,the initial condition of the ground state of two colliding nuclei should also contain isospin information.The main physics ingredients and their numerical realization in the IQMD model can be found in Refs. .In the IQMD model, the density distributions of colliding nuclei were from the calculations of the Skyrme- Hatree-Fock with parameter set SKM  and the initial code of IQMD was used to determine the ground state properties of the colliding nuclei,such as the binding energies and rms radii which are the same as the experimental data.In the presence calculations the interaction potential in the IQMD were determined as follows:

$$U(\rho )=U^{Sky}+V^{Coul}+U^{sym}+V^{Yuk}+U^{MDI}+U^{Pauli}$$
(1)
$`U^{Sky}`$ is the density-dependent Skyrme potential,

$$U^{Sky}=\alpha (\frac{\rho }{\rho _0})+\beta (\frac{\rho }{\rho _0})^\gamma $$
(2)
$`V_c`$ is Coulomb potential. $`U^{Yuk}`$ is the Yukawa potential ,

$$U^{Yuk}=t_3exp(\frac{\left|\stackrel{}{r_1}\stackrel{}{r_2}\right|}{m})/\frac{\left|\stackrel{}{r_1}\stackrel{}{r_2}\right|}{m}$$
(3)
$`U^{MDI}`$ is the momentum dependent interaction,

$$U^{MDI}=t_4ln^2[t_5(\stackrel{}{p_1}\stackrel{}{p_2})^2+1]\frac{\rho }{\rho _0}$$
(4)
$`U^{Pauli}`$ is the Pauli potential ,

$$U^{Pauli}=V_p\{\frac{\mathrm{}}{p_0q_0})^3exp(\frac{(\stackrel{}{r_i}\stackrel{}{r_j})^2}{2q_0^2}\frac{(\stackrel{}{p_i}\stackrel{}{p_j})^2}{2p_0^2}\}\delta _{p_ip_j}$$
(5)
$$\delta _{p_ip_j}=\{\begin{array}{cc}1\hfill & \text{for neutron-neutron or proton-proton}\hfill \\ 0\hfill & \text{for neutron-proton}\hfill \end{array}$$

$`U^{sym}`$ is the symmetry potential.In the present calculation, two different density dependent symmetry potentials  are used, i.e., $`U_1^{sym}=cF_1(u)\delta \tau _z`$ and $`U_2^{sym}=cF_2(u)[\delta \tau _z+\frac{1}{2}\delta ^2]`$, where $`\tau _z=1`$ for neutron and $`\tau _z=1`$ for proton, $`F_1(u)=u`$ and $`F_2(u)=u^2`$ , $`u\rho /\rho _0`$. $`\delta `$ is the relative neutron excess $`\delta =\frac{\rho _n\rho _p}{\rho _n+\rho _p}=\frac{\rho _n\rho _p}{\rho }`$.Here c is the strength of symmetry potential, taking the value of 32 or 0 MeV (the c=0.0 case is denoted by $`U_0^{sym}`$). $`\rho `$,$`\rho __0`$, $`\rho _n`$ and $`\rho _p`$ are total density and its normal value, neutron density and proton density, respectively. It is worth mentioning that the recent studies on collective flow in HIC at intermediate energies have indicated a reduction of in-medium N-N cross sections. An empirical expression of the density dependent in-medium N-N cross section is given by

$$\sigma _{NN}^{med}=(1+\alpha \frac{\rho }{\rho _0})\sigma _{NN}^{free}$$
(6)
Where the parameter $`\alpha `$ $`0.2`$ has been found to reproduce the flow data. $`\sigma _{NN}^{free}`$ is the experimental N-N cross section. The parameters of the interaction potentials are given in table 1.

| $`\alpha `$ | $`\beta `$ | $`\gamma `$ | $`t_3`$ | m | $`t_4`$ | $`t_5`$ | $`V_P`$ | $`p_0`$ | $`q_0`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| (MeV) | (MeV) |  | (MeV) | (fm) | (MeV) | ($`MeV^2`$) | (MeV) | (MeV/c) | (fm) |
| -390.1 | 320.3 | 1.14 | 7.5 | 0.8 | 1.57 | $`5\times 10^4`$ | 30 | 400 | 5.64 |

Table 1.The parameters of the interaction potentials

The free neutron-proton cross section $`\sigma _{NN}^{free}`$ is about a factor of 3 times larger than the free proton-proton or free neutron-neutron cross section below about 400 MeV (in the Lab).It is worth to mentioning that the relationship between the neutron-proton cross section and neutron-neutron (proton-proton) cross section depends also on the modification of the nuclear density distributions during reactions. We construct clusters by means of the isospin-dependent modified coalescence model ,in which particles with relative momentum smaller than $`p_0`$= 300MeV/c and relative distance smaller than $`R_0`$= 3.5 fm are used.We make use of the restructured aggregation model to avoid the nonphysical clusters after constructing the clusters, until there are not any nonphysical clusters to be produced.

## 3 Results and Discussions

### 3.1 Checking the IQMD model

In order to check the IQMD code with the above parameters, the multiplicity of the intermediate mass fragments $`N_{imf}`$ for the reactions $`{}_{}{}^{58}Fe+^{58}Fe`$ and $`{}_{}{}^{58}Ni+^{58}Ni`$ at the beam energy $`E=75`$MeV/u has been calculated by using the IQMD code with the above parameters.The multiplicity of the intermediate mass fragments (IMFs) is defined as the number of fragments with charge numbers from 3 to 18.The calculated results are compared with the experimental data  on the same scale in Fig.1 which gives the correlation between the mean value of the intermediate mass fragment multiplicity $`N_{imf}`$ and the charged particle multiplicity $`N_c`$. The solid (open) circles represent the experimental data for the reaction $`{}_{}{}^{58}Ni+^{58}Ni`$ ($`{}_{}{}^{58}Fe+^{58}Fe`$) at $`E=75`$MeV/u and the solid line (dot line) denotes the IQMD results for $`{}_{}{}^{58}Ni+^{58}Ni`$ ($`{}_{}{}^{58}Fe+^{58}Fe`$).It is clear that the present IQMD predictions are in satisfactory agreement with general features of the experimental data which means that IQMD with the above parameters is a reasonable transfer theoretical model for simulating the dynamical process in intermediate energy heavy ion collisions.

### 3.2 A probe of isospin dependent in-medium NN cross section by nuclceon emissions

The isospin effects of the in-medium NN cross section on the physical quantities arise from the difference between isospin dependent in-medium NN cross section denoted by $`\sigma ^{iso}`$ in which $`\sigma _{np}\sigma _{nn}`$=$`\sigma _{pp}`$ and isospin independent NN cross section denoted by $`\sigma ^{noiso}`$ in which $`\sigma _{np}`$ = $`\sigma _{nn}`$ = $`\sigma _{pp}`$. Here $`\sigma _{np}`$ , $`\sigma _{nn}`$ and $`\sigma _{pp}`$ are the neutron-proton ,neutron-neutron and proton-proton cross sections respectively.

Here Np(Nn) includes all of protons(neutrons) emitted during the nuclear reaction. To identify free nucleons,a phase-space coalescence method has been used at 200fm/c (when Np(Nn) becomes nearly a constant) after the initial contact of the two nuclei. A nucleon is considered as free if it is not correlated with other nucleon within a spatial distance of $`\mathrm{\Delta }`$r=3fm and a momentum distance of $`\mathrm{\Delta }`$p=300MeV/c.Otherwise,it is bound in a cluster. In addition to the nucleon emissions we also calculated all of the fragments during the same reaction . Fig.2 shows the time evolutions of the Nn(top windows) and Np(bottom windows) for the colliding systems 76Kr+40Ca, 74Kr+74Se,76Kr+76Kr and 74Se+74Se with neutron-proton ratios 1.04,1.06,1.11 and 1.18 respectively at impact parameter b=4.0 fm and beam energy E=150 MeV/nucleon.To identify the isospin effects of the two-body collision on the Nn(Np) we compare the cases when the isospin dependence of in-medium NN cross section is either turned on ($`\sigma ^{iso}`$) or off($`\sigma ^{noiso}`$).Turning on the isospin-dependent NN cross section is seen to enhance the momentum dissipation as expected,leading to a larger number of proton(neutron) emissions.The isospin effects of the one-body dissipation and two-body collsion on the Nn(Np) are identified by using five cases :$`U_1^{sym}+\sigma ^{iso}`$ (solid lines), $`U_0^{sym}+\sigma ^{iso}`$ (dot lines), $`U_2^{sym}+\sigma ^{iso}`$ (dashed lines) ,$`U_1^{sym}+\sigma ^{noiso}`$ (dashed-dot lines), $`U_2^{sym}+\sigma ^{noiso}`$ (dashed-dot-dot lines).From Fig.2 it is clear to see that the variations among the values of Np(Nn) with the same $`\sigma ^{iso}`$ or the same $`\sigma ^{noiso}`$ but different symmetry potentials are smaller but the gaps between the Np(Nn) with $`\sigma ^{iso}`$ and Np(Nn) with $`\sigma ^{noiso}`$ are larger, i.e,the values of Np(Nn) depends sensitively on the isospin dependence of in-medium NN cross section and weakly on the symmetry potentials for the neutron-deficient systems. This situation is contrary to the neutron-proton ratio of the preeqilibrium emissions in relatively low energy ergions,where the neutron-proton ratio of the preeqilibrium emissions depends sensitively on the symmetry potential and weakly on the isospin dependence of the in-medium NN cross section . With decreasing beam energy the role of two-body collision is reduced.In particular the symmetry potential is repulsive for the neutrons and attractive for the protons which tends to make more neutrons than protons unbound i.e.the role of symmetry potentail on the nucleon emissions at low energies results in the sizeable differences between neutron emissions and proton emissions,but the two-body collision produces about the same probability for gaining enough energy to become unbound for the the neutrons and protons.As a result,the isospin dependence of in-medium NN cross section has a small affect on the neutron-proton ratio of the preeqilibrium emissions but the role of the symmetry potential on it is strengthened in regions of relatively low beam energy.But with increasing beam energy the role of two-body collisions increases while the role of the mean field is reduced i.e.,in the relatively high energy region the two-body collision is dominant.Especially in this paper we calculated the neutron emissions and the proton emissions not the ratio of them.Finally we can get the results as in Fig.2. In Fig.3 is shown the impact parameter-averaged asymptotic values of Nn(top window) and Np(bottom window) as a function of beam energy for the systems 76Kr+40Ca and 76Kr+76Kr in the five cases considered as the same as Fig.2.From Fig.3 it is very clear to see the same conclusion as Fig.2 in the beam energy region from about 50 to 400 MeV/nucleon. But as the beam energy is decreased to about 50 MeV/nucleon the Np(Nn) depends on both the isospin dependence of in-medium NN cross section and the symmetry potential.It is worth mentioning that the minimum energies for remaining above property are small different for the systems with the variation of the neutron-proton ratios and mass asymmetries of the colliding systems.

The above results show strongly that Np(Nn) during the neutron-deficient nuclear reaction can be used as a sensitive probe for extracting information on the isospin dependent in-medium NN cross section.Here the above behaviour has been shown for the neutron emissions and proton emissions separately,of couse,there is also the same behaviour as a probe for the sum of them.
It is worth mentinoing that in general,the correction effect of the sequential decays on the dynamical process of HIC and the number of the nucleon emissions should be considered.For example M.B.Tsang et al’studies show that the apparent temperatures measured with double ratios of fragment isotope yields display fluctuations that can be attributed to the sequential decay of heavier particle unstable nuclei .However the number of nucleon emissions in our calculations is the final total number of nucleon emissions after colliding system has reached at equilibrium which includes the original nucleon emissions and sequential decays leading above conclusion. Namely the final total number of nucleon emissions dependes sensitively on the isospin effect of in-medium NN cross section and insensitively on the symmetry potential as a probe for extracting information on the isospin dependent in-medium NN cross section in HIC at the relatively high beam energies for neutron-deficient colliding systems.Even though the dynamical mechanisms for the original nucleon emissions and the sequential decays are different which produces the correction effect on the total number of nucleon emissions but this difference and the correction effect of sequential decays on the total number of nucleon emissions do not influence our final conclusion.

## 4 Summary and conclusions

In summary,within the IQMD we studied the isospin effects of one-body dissipation and two-body collision on the number of protons(neutrons) emitted during the nuclear reaction. The calculated results show strongly that the isospin-dependent in-medium NN cross section has a much stronger influence on Np(Nn) but the effects of the symmetry potential on them are smaller for the neutron-deficent systems in the relatively high energy region.Studies of Np(Nn) during the nuclear reactions are proposed to extract information on the isospin-dependent in-medium NN cross section in HIC based on systimatic comparisons between the theoretical simulations and experimental studies.

This work was supported in part by the Major State Research Development Project in China under Contract No. G2000077400,100 person Project of the Chinese Academy of Sciences, the National Natural Foundation of China under Grants No.10175080,No.10004012 and The CAS Knowledge Innovation Project No.KJCX2-SW-N02,

## Figure captions

The correlation between the mean intermediate mass fragment multiplicity $`N_{imf}`$ and the charged particle multiplicity $`N_c`$. Filled (unfilled) circles represent the experimental data  for the reactions $`{}_{}{}^{58}Ni+^{58}Ni`$($`{}_{}{}^{58}Fe+^{58}Fe`$) at E=75 MeV/u and the solid line (dot line) indicates the IQMD results for $`{}_{}{}^{58}Ni+^{58}Ni`$( $`{}_{}{}^{58}Fe+^{58}Fe`$).The charge number of $`N_{imf}`$ is taken from 3 to 18.

The time evolutions of the Nn(top windows) and Np(bottom windows) for the colliding systems 76Kr+40Ca, 74Kr+74Se, 76Kr+76Kr and 74Se+74Se with neutron-proton ratios 1.07,1.11,1.11 and 1.18 respectively at impact parameter b=4.0fm and beam energy E=150MeV/nucleon for five cases (see text).

The impact parameter-averaged values of Nn(top window) and Np(bottom window)as a function of the beam energies for the systems 76Kr + 40Ca and 76Kr+76Kr in the five cases as the same as Fig.2.