Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2020/ii/paper-1/33c/b/iv/solution

Given a solution , construct and hence the smooth matrices and . Let solve the linear ordinary differential equation
Because is skew-symmetric,
so is an orthogonal matrix and is invertible. Moreover,
It follows that
Thus the Lax pair flow is an Isospectral Lax equation: every is similar to and has the same eigenvalues and characteristic polynomial.
Every symmetric function of these constant eigenvalues is a first integral. In particular, the trace invariants of a Lax equation
are constant because the cyclic property of the trace gives
For example,
is an explicit first integral of equation .

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