KdV hierarchy

In mathematics, the KdV hierarchy is an infinite sequence of partial differential equations which contains the Korteweg–de Vries equation.

Details
Let $$T$$ be translation operator defined on real valued functions as $$T(g)(x)=g(x+1)$$. Let $$\mathcal{C}$$ be set of all analytic functions that satisfy $$T(g)(x)=g(x)$$, i.e. periodic functions of period 1. For each $$g \in \mathcal{C}$$, define an operator $$L_g(\psi)(x) = \psi''(x) + g(x) \psi(x)$$ on the space of smooth functions on $$\mathbb{R}$$. We define the Bloch spectrum $$\mathcal{B}_g$$ to be the set of $$(\lambda,\alpha) \in \mathbb{C}\times\mathbb{C}^*$$ such that there is a nonzero function $$\psi$$ with $$L_g(\psi)=\lambda\psi$$ and $$T(\psi)=\alpha\psi$$. The KdV hierarchy is a sequence of nonlinear differential operators $$D_i: \mathcal{C} \to \mathcal{C}$$ such that for any $$i$$ we have an analytic function $$g(x,t)$$  and we define $$g_t(x)$$ to be $$g(x,t)$$ and $$D_i(g_t)= \frac{d}{dt} g_t $$, then $$\mathcal{B}_g$$ is independent of $$t$$.

The KdV hierarchy arises naturally as a statement of Huygens' principle for the D'Alembertian.

Explicit equations for first three terms of hierarchy
The first three partial differential equations of the KdV hierarchy are

where each equation is considered as a PDE for $$u = u(x, t_n)$$ for the respective $$n$$.

The first equation identifies $$t_0 = x$$ and $$t_1 = t$$ as in the original KdV equation. These equations arise as the equations of motion from the (countably) infinite set of independent constants of motion $$I_n[u]$$ by choosing them in turn to be the Hamiltonian for the system. For $$n > 1$$, the equations are called higher KdV equations and the variables $$t_n$$ higher times.

Application to periodic solutions of KdV
One can consider the higher KdVs as a system of overdetermined PDEs for $$u = u(t_0 = x, t_1 = t, t_2, t_3, \cdots).$$ Then solutions which are independent of higher times above some fixed $$n$$ and with periodic boundary conditions are called finite-gap solutions. Such solutions turn out to correspond to compact Riemann surfaces, which are classified by their genus $$g$$. For example, $$g = 0$$ gives the constant solution, while $$g = 1$$ corresponds to cnoidal wave solutions.

For $$g > 1$$, the Riemann surface is a hyperelliptic curve and the solution is given in terms of the theta function. In fact all solutions to the KdV equation with periodic initial data arise from this construction.