  Via a Cole-Hopf transformation, the multicomponent linear heat hierarchy
leads to a multicomponent Burgers hierarchy. We show in particular that any
solution of the latter also solves a corresponding multicomponent (potential)
KP hierarchy. A generalization of the Cole-Hopf transformation leads to a more
general relation between the multicomponent linear heat hierarchy and the
multicomponent KP hierarchy. From this results a construction of exact
solutions of the latter via a matrix linear system.
