Tau functions for linear systems

Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space $\mathbb{C}$ and state space $H$. The function $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$ on $L^2((0, \infty ); \mathbb{C})$; if $\Gamma_{\phi_{(x)}}$ is trace class, then the Fredholm determinant $\tau (x)=\det (I+ \Gamma_{\phi_{(x)}})$ defines the tau function of $(-A,B,C)$. Such tau functions arise in Tracy and Widom's theory of matrix models, where they describe the fundamental probability distributions of random matrix theory. Dyson considered such tau functions in the inverse spectral problem for Schr\"odinger's equation $-f''+uf=\lambda f$, and derived the formula for the potential $u(x)=-2{{d^2}\over{dx^2}}\log \tau (x)$ in the self-adjoint scattering case {\sl Commun. Math. Phys.} {\bf 47} (1976), 171--183. This paper introduces a operator function $R_x$ that satisfies Lyapunov's equation ${{dR_x}\over{dx}}=-AR_x-R_xA$ and $\tau (x)=\det (I+R_x)$, without assumptions of self-adjointness. When $-A$ is sectorial, and $B,C$ are Hilbert--Schmidt, there exists a non-commutative differential ring ${\mathcal A}$ of operators in $H$ and a differential ring homomorphism $\lfloor\,\,\rfloor :{\mathcal A}\rightarrow \mathbb{C}[u,u', \dots ]$ such that $u=-4\lfloor A\rfloor$, which extends the multiplication rules for Hankel operators considered by P\"oppe, and McKean {\sl Cent. Eur. J. Math.} {\bf 9} (2011), 205--243. \pa

The conservative Camassa-Holm flow with step-like irregular initial data

We extend the inverse spectral transform for the conservative Camassa-Holm flow on the line to a class of initial data that requires strong decay at one endpoint but only mild boundedness-type conditions at the other endpoint. The latter condition appears to be close to optimal in a certain sense for the well-posedness of the conservative Camassa-Holm flow. As a byproduct of our approach, we also find a family of new (almost) conservation laws for the Camassa-Holm equation, which could not be deduced from its bi-Hamiltonian structure before and which are connected to certain Besov-type norms (however, in a rather involved way). These results appear to be new even under positivity assumptions on the corresponding momentum, in which case the conservative Camassa-Holm flow coincides with the classical Camassa-Holm flow and no blow-ups occur.Comment: 36 page