This paper provides a systematic description of the interplay between a specific class of reductions denoted as cKP r,m(r,m ≥ 1) of the primary continuum integrable system — the Kadomtsev–Petviashvili (KP) hierarchy and discrete multi-matrix models. The relevant integrable cKP r,m structure is a generalization of the familiar r-reduction of the full KP hierarchy to the SL (r) generalized KdV hierarchy cKP r,0. The important feature of cKP r,m hierarchies is the presence of a discrete symmetry structure generated by successive Darboux–Bäcklund (DB) transformations. This symmetry allows for expressing the relevant tau-functions as Wronskians within a formalism which realizes the tau-functions as DB orbits of simple initial solutions. In particular, it is shown that any DB orbit of a cKP r,1 defines a generalized two-dimensional Toda lattice structure. Furthermore, we consider the class of truncated KP hierarchies (i.e. those defined via Wilson–Sato dressing operator with a finite truncated pseudo-differential series) and establish explicitly their close relationship with DB orbits of cKP r,m hierarchies. This construction is relevant for finding partition functions of the discrete multi-matrix models. The next important step involves the reformulation of the familiar nonisospectral additional symmetries of the full KP hierarchy so that their action on cKP r,m hierarchies becomes consistent with the constraints of the reduction. Moreover, we show that the correct modified additional symmetries are compatible with the discrete DB symmetry on the cKP r,m DB orbits.
Space Curves and Solitons of the KP Hierarchy. I. The l-th Generalized KdV Hierarchy
