arXiv subjects

Arno B. J. Kuijlaars

Publications and source records attributed to Arno B. J. Kuijlaars.

At least 19 recordsLinked to original sources

arXiv2025

Orthogonal polynomials in the spherical ensemble with two insertions

We consider asymptotics of planar orthogonal polynomials $P_{n,N}$ (where $\mathrm{deg}P_{n,N}=n$) with respect to the weight $$\frac{|z-w|^{2NQ_1}}{(1+|z|^2)^{N(1+Q_0+Q_1)+1}}, \quad(Q_0,Q_1 > 0)$$ in the whole complex plane. With $n, N\rightarrow\infty$ and $N-n$ fixed, we obtain the strong asymptotics of the polynomials, asymptotics for the weighted $L^2$ norm and the limiting zero counting measure. These results apply to the pre-critical phase of the underlying two-dimensional Coulomb gas system, when the support of the equilibrium measure is simply connected. Our method relies on specifying the mother body of the two-dimensional potential problem. It relies too on the fact that the planar orthogonality can be rewritten as a non-Hermitian contour orthogonality. This allows us to perform the Deift-Zhou steepest descent analysis of the associated $2\times 2$ Riemann-Hilbert problem.

math.CA↗

arXiv2024

Matrix valued orthogonal polynomials arising from hexagon tilings with 3x3-periodic weightings

Matrix valued orthogonal polynomials (MVOP) appear in the study of doubly periodic tiling models. Of particular interest is their limiting behavior as the degree tends to infinity. In recent years, MVOP associated with doubly periodic domino tilings of the Aztec diamond have been successfully analyzed. The MVOP related to doubly periodic lozenge tilings of a hexagon are more complicated. In this paper we focus on a special subclass of hexagon tilings with 3x3 periodicity. The special subclass leads to a genus one spectral curve with additional symmetries that allow us to find an equilibrium measure in an external field explicitly. The equilibrium measure gives the asymptotic distribution for the zeros of the determinant of the MVOP. The associated g-functions appear in the strong asymptotic formula for the MVOP that we obtain from a steepest descent analysis of the Riemann-Hilbert problem for MVOP.

math.CA↗

arXiv2024

Orthogonal polynomials in the normal matrix model with two insertions

We consider orthogonal polynomials with respect to the weight $|z^2+a^2|^{cN}e^{-N|z|^2}$ in the whole complex plane. We obtain strong asymptotics and the limiting normalized zero counting measure (mother body) of the orthogonal polynomials of degree $n$ in the scaling limit $n,N\to \infty$ such that $\frac{n}{N}\to t$. We restrict ourselves to the case $a^2\geq 2c$, $cN$ integer, and $t<t^{*}$ where $t^{*}$ is a constant depending only on $a,c$. Due to this restriction, the mother body is supported on an interval. We also find the two dimensional equilibrium measure (droplet) associated with the eigenvalues in the corresponding normal matrix model. Our method relies on the recent result that the planar orthogonal polynomials are a part of a vector of type I multiple orthogonal polynomials, and this enables us to apply the steepest descent method to the associated Riemann-Hilbert problem.

math.CA↗

arXiv2024

Wiener-Hopf factorizations and matrix-valued orthogonal polynomials

We compare two methods for analysing periodic dimer models. These are the matrix-valued orthogonal polynomials approach due to Duits and one of the authors, and the Wiener-Hopf approach due to Berggren and Duits. We establish their equivalence in the special case of the Aztec diamond. Additionally, we provide explicit formulas for the matrix-valued orthogonal polynomials/Wiener-Hopf factors in the case of the $2 \times 2$-periodic Aztec diamond in terms of Jacobi theta functions related to the spectral curve of the model.

math.CA↗

arXiv2023

Planar Orthogonal Polynomials as Type I Multiple Orthogonal Polynomials

A recent result of S.-Y. Lee and M. Yang states that the planar orthogonal polynomials orthogonal with respect to a modified Gaussian measure are multiple orthogonal polynomials of type II on a contour in the complex plane. We show that the same polynomials are also type I orthogonal polynomials on a contour, provided the exponents in the weight are integer. From this orthogonality, we derive several equivalent Riemann-Hilbert problems. The proof is based on the fundamental identity of Lee and Yang, which we establish using a new technique.

math.CA↗

arXiv2023

Asymptotics of matrix valued orthogonal polynomials on $[-1,1]$

We analyze the large degree asymptotic behavior of matrix valued orthogonal polynomials (MVOPs), with a weight that consists of a Jacobi scalar factor and a matrix part. Using the Riemann-Hilbert formulation for MVOPs and the Deift-Zhou method of steepest descent, we obtain asymptotic expansions for the MVOPs as the degree tends to infinity, in different regions of the complex plane (outside the interval of orthogonality, on the interval away from the endpoints and in neighborhoods of the endpoints), as well as for the matrix coefficients in the three-term recurrence relation for these MVOPs. The asymptotic analysis follows the work of Kuijlaars, McLaughlin, Van Assche and Vanlessen on scalar Jacobi-type orthogonal polynomials, but it also requires several different factorizations of the matrix part of the weight, in terms of eigenvalues/eigenvectors and using a matrix Szegő function. We illustrate the results with two main examples, MVOPs of Jacobi and Gegenbauer type, coming from group theory.

math.CA↗

arXiv2023

Extremal polynomials on the $n$-grid

The $n$-grid $E_n$ consists of $n$ equally spaced points in $[-1,1]$ including the endpoints $\pm 1$. The extremal polynomial $p_n^*$ is the polynomial that maximizes the uniform norm $\| p \|_{[-1,1]}$ among polynomials $p$ of degree $\leq αn$ that are bounded by one on $E_n$. For every $α\in (0,1)$, we determine the limit of $\frac{1}{n} \log \| p_n^*\|_{[-1,1]}$ as $n \to \infty$. The interest in this limit comes from a connection with an impossibility theorem on stable approximation on the $n$-grid.

math.CA↗

arXiv2022

Critical measures on higher genus Riemann surfaces

Critical measures in the complex plane are saddle points for the logarithmic energy with external field. Their local and global structure was described by Martinez-Finkelshtein and Rakhmanov. In this paper we start the development of a theory of critical measures on higher genus Riemann surfaces, where the logarithmic energy is replaced by the energy with respect to a bipolar Green's kernel. We study a max-min problem for the bipolar Green's energy with external fields Re V where dV is a meromorphic differential. Under reasonable assumptions the max-min problem has a solution and we show that the corresponding equilibrium measure is a critical measure in the external field. In a special genus one situation we are able to show that the critical measure is supported on maximal trajectories of a meromorphic quadratic differential. We are motivated by applications to random lozenge tilings of a hexagon with periodic weightings. Correlations in these models are expressible in terms of matrix valued orthogonal polynomials. The matrix orthogonality is interpreted as (partial) scalar orthogonality on a Riemann surface. The theory of critical measures will be useful for the asymptotic analysis of a corresponding Riemann-Hilbert problem as we outline in the paper.

math.CV↗

arXiv2021

Matrix-valued orthogonal polynomials related to hexagon tilings

In this paper, we study a class of matrix-valued orthogonal polynomials (MVOPs) that are related to 2-periodic lozenge tilings of a hexagon. The general model depends on many parameters. In the cases of constant and $2$-periodic parameter values we show that the MVOP can be expressed in terms of scalar polynomials with non-Hermitian orthogonality on a closed contour in the complex plane. The 2-periodic hexagon tiling model with a constant parameter has a phase transition in the large size limit. This is reflected in the asymptotic behavior of the MVOP as the degree tends to infinity. The connection with the scalar orthogonal polynomials allows us to find the limiting behavior of the zeros of the determinant of the MVOP. The zeros tend to a curve $\widetildeΣ_0$ in the complex plane that has a self-intersection. The zeros of the individual entries of the MVOP show a different behavior and we find the limiting zero distribution of the upper right entry under a geometric condition on the curve $\widetildeΣ_0$ that we were unable to prove, but that is convincingly supported by numerical evidence.

math.CA↗

arXiv2020

A vector equilibrium problem for symmetrically located point charges on a sphere

We study the equilibrium measure on the two dimensional sphere in the presence of an external field generated by r+1 equal point charges that are symmetrically located around the north pole. The support of the equilibrium measure is known as the droplet. The droplet has a motherbody which we characterize by means of a vector equilibrium problem (VEP) for r measures in the complex plane. The model undergoes two transitions which is reflected in the support of the first component of the minimizer of the VEP, namely the support can be a finite interval containing 0, the union of two intervals, or the full half-line. The two interval case corresponds to a droplet with two disjoint components, and it is analyzed by means of a genus one Riemann surface.

math.CA↗

arXiv2020

A periodic hexagon tiling model and non-Hermitian orthogonal polynomials

We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the asymptotic behavior can be separated into two regimes: the low and the high temperature regime. Our main results are the computations of the disordered regions in both regimes and the limiting densities of the different lozenges there. For low temperatures, the disorded region consists of two disjoint ellipses. In the high temperature regime the two ellipses merge into a single simply connected region. At the transition from the low to the high temperature a tacnode appears. The key to our asymptotic study is a recent approach introduced by Duits and Kuijlaars providing a double integral representation for the correlation kernel. One of the factors in the integrand is the Christoffel-Darboux kernel associated to polynomials that satisfy non-Hermitian orthogonality relations with respect to a complex-valued weight on a contour in the complex plane. We compute the asymptotic behavior of these orthogonal polynomials and the Christoffel-Darboux kernel by means of a Riemann-Hilbert analysis. After substituting the resulting asymptotic formulas into the double integral we prove our main results by classical steepest descent arguments.

math-ph↗

arXiv2019

An equilibrium problem on the sphere with two equal charges

We study the equilibrium measure on the two dimensional sphere in the presence of an external field generated by two equal point charges. The support of the equilibrium measure is known as the droplet. Brauchart et al. showed that the complement of the droplet consists of two spherical caps when the charges are small. When the charges are bigger the droplet becomes simply connected and we prove that the boundary of the droplet is mapped by stereographic projection to an ellipse in the plane. Moreover, we compute a mother body for the droplet that we derive from an equilibrium problem with a weakly admissible external field on the real line.

math.CV↗

arXiv2019

A numerical method for oscillatory integrals with coalescing saddle points

The value of a highly oscillatory integral is typically determined asymptotically by the behaviour of the integrand near a small number of critical points. These include the endpoints of the integration domain and the so-called stationary points or saddle points -- roots of the derivative of the phase of the integrand -- where the integrand is locally non-oscillatory. Modern methods for highly oscillatory quadrature exhibit numerical issues when two such saddle points coalesce. On the other hand, integrals with coalescing saddle points are a classical topic in asymptotic analysis, where they give rise to uniform asymptotic expansions in terms of the Airy function. In this paper we construct Gaussian quadrature rules that remain uniformly accurate when two saddle points coalesce. These rules are based on orthogonal polynomials in the complex plane. We analyze these polynomials, prove their existence for even degrees, and describe an accurate and efficient numerical scheme for the evaluation of oscillatory integrals with coalescing saddle points.

math.NA↗

arXiv2019

Universality for conditional measures of the sine point process

The sine process is a rigid point process on the real line, which means that for almost all configurations $X$, the number of points in an interval $I = [-R,R]$ is determined by the points of $X$ outside of $I$. In addition, the points in $I$ are an orthogonal polynomial ensemble on $I$ with a weight function that is determined by the points in $X \setminus I$. We prove a universality result that in particular implies that the correlation kernel of the orthogonal polynomial ensemble tends to the sine kernel as the length $|I|=2R$ tends to infinity, thereby answering a question posed by A.I. Bufetov.

math.PR↗

arXiv2019

The two periodic Aztec diamond and matrix valued orthogonal polynomials

We analyze domino tilings of the two-periodic Aztec diamond by means of matrix valued orthogonal polynomials that we obtain from a reformulation of the Aztec diamond as a non-intersecting path model with periodic transition matrices. In a more general framework we express the correlation kernel for the underlying determinantal point process as a double contour integral that contains the reproducing kernel of matrix valued orthogonal polynomials. We use the Riemann-Hilbert problem to simplify this formula for the case of the two-periodic Aztec diamond. In the large size limit we recover the three phases of the model known as solid, liquid and gas. We describe fine asymptotics for the gas phase and at the cusp points of the liquid-gas boundary, thereby complementing and extending results of Chhita and Johansson.

math.PR↗

arXiv2018

Exceptional Laguerre polynomials

The aim of this paper is to present the construction of exceptional Laguerre polynomials in a systematic way, and to provide new asymptotic results on the location of the zeros. To describe the exceptional Laguerre polynomials we associate them with two partitions. We find that the use of partitions is an elegant way to express these polynomials and we restate some of their known properties in terms of partitions. We discuss the asymptotic behavior of the regular zeros and the exceptional zeros of exceptional Laguerre polynomials as the degree tends to infinity.

math.CA↗

arXiv2016

Spherical functions approach to sums of random Hermitian matrices

We present an approach to sums of random Hermitian matrices via the theory of spherical functions for the Gelfand pair $(\mathrm{U}(n) \ltimes \mathrm{Herm}(n), \mathrm{U}(n))$. It is inspired by a similar approach of Kieburg and Kösters for products of random matrices. The spherical functions have determinantal expressions because of the Harish-Chandra/Itzykson-Zuber integral formula. It leads to remarkably simple expressions for the spherical transform and its inverse. The spherical transform is applied to sums of unitarily invariant random matrices from polynomial ensembles and the subclass of polynomial ensembles of derivative type (in the additive sense), which turns out to be closed under addition. We finally present additional detailed calculations for the sum with a random matrix from a Laguerre Unitary Ensemble.

math.PR↗

arXiv2016

Propagation of singular behavior for Gaussian perturbations of random matrices

We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a singular edge point. First, we show that the singular behavior propagates macroscopically for sufficiently small Gaussian perturbations, and we describe the macroscopic eigenvalue behavior for Gaussian perturbations of critical size. Secondly, for sufficiently small Gaussian perturbations of unitary invariant random matrices, we prove that the microscopic eigenvalue correlations near the singular point are described by the same limiting kernel as in the unperturbed case. We also interpret our results in terms of nonintersecting Brownian paths with random starting positions, and we establish multi-time generalizations of the microscopic results.

math.PR↗