SearcharxivSearch

arXiv · 2608.02772

Non-Abelian Hirota-Miwa Equations for the KPZ Universality Class

Abstract

This work introduces an algebraic framework yielding explicit, closed matrix differential-difference equations for eighteen models in the exactly solvable sector of the KPZ universality class across four scaling regimes. By organizing Fredholm determinant data into an overdetermined linear problem on a directed lattice graph, we derive a compatibility system termed the diamond equations. Elementary seed data extracted from the shift structure of the Fredholm kernel provides simple solutions to this system. We then construct a Darboux transformation to compress the infinite-dimensional Fredholm data into a finite-dimensional matrix observable. We show this dressing procedure preserves the diamond equations; consequently the resulting matrix observable obeys the same nonlinear structure as the initial seed data. Verifying a closed nonlinear equation for any specific model thus reduces to checking a handful of linear conditions on its kernel data. Under a scalar reduction, the framework produces variable-coefficient Hirota-Miwa equations for Fredholm determinants, recovering the one-point bilinear equations of the author's earlier work as specializations. To supply the necessary seed data, a product graph construction with admissible propagators builds multipoint data in the fully discrete regime, while Euclidean division in a polynomial quotient algebra handles vertex and polymer models. Finally, we demonstrate the diamond equations are a gauge-equivalent reparametrization of the non-abelian Hirota-Miwa system, a central system in classical integrability theory.

Explore related subjects

Keep this discovery

BibTeXRIS

C. Alexander Rodriguez. 2026-08-03. Non-Abelian Hirota-Miwa Equations for the KPZ Universality Class. https://arxiv.org/abs/2608.02772

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR