arXiv subjects
Publications and source records attributed to J. Szmigielski.
In this work we present new results on the convergence of diagonal sequences of certain mixed type Hermite-Padé approximants of a Nikishin system. The study is motivated by a mixed Hermite-Padé approximation scheme used in the construction of solutions of a Degasperis-Procesi peakon problem and germane to the analysis of the inverse spectral problem for the discrete cubic string.
We apply the general theory of Cauchy biorthogonal polynomials developed previously by the authors, to the case associated with Laguerre measures. In particular, we obtain explicit formulae in terms of Meijer-G functions for all key objects relevant to the study of the corresponding biorthogonal polynomials and the Cauchy two-matrix model associated with them. The central theorem we prove is that a scaling limit of the correlation functions for eigenvalues near the origin exists, and is given by a new determinantal two--level random point field, the "Meijer-G random field". We conjecture that this random point field leads to a novel universality class of random fields parametrized by exponents of Laguerre weights. We express the joint distributions of the smallest eigenvalues in terms of suitable Fredholm determinants and evaluate them numerically. We also show that in a suitable limit, the Meijer-G random field converges to the Bessel random field and hence the behavior of the eigenvalues of one of the two matrices converges to the one of the Laguerre ensemble.
The contents of the paper is now covered in two separate papers arXiv:0904.2188 and arXiv:0904.2602. Please refer to those. Note that you can still access the original version arXiv:0711.4082v1.
The paper investigates the properties of certain biorthogonal polynomials appearing in a specific simultaneous Hermite-Pade' approximation scheme. Associated to any totally positive kernel and a pair of positive measures on the positive axis we define biorthogonal polynomials and prove that their zeroes are simple and positive. We then specialize the kernel to the Cauchy kernel 1/{x+y} and show that the ensuing biorthogonal polynomials solve a four-term recurrence relation, have relevant Christoffel-Darboux generalized formulae, and their zeroes are interlaced. In addition, these polynomial solve a combination of Hermite-Pade' approximation problems to a Nikishin system of order 2. The motivation arises from two distant areas; on one side, in the study of the inverse spectral problem for the peakon solution of the Degasperis-Procesi equation; on the other side, from a random matrix model involving two positive definite random Hermitian matrices. Finally, we show how to characterize these polynomials in term of a Riemann-Hilbert problem.
Cauchy Biorthogonal Polynomials appear in the study of special solutions to the dispersive nonlinear partial differential equation called the Degasperis-Procesi (DP) equation, as well as in certain two-matrix random matrix models. Another context in which such biorthogonal polynomials play a role is the cubic string; a third order ODE boundary value problem -f'''=zg f which is a generalization of the inhomogeneous string problem studied by M.G. Krein. A general class of such boundary value problems going beyond the original cubic string problem associated with the DP equation is discussed under the assumption that the source of inhomogeneity g is a discrete measure. It is shown that by a suitable choice of a generalized Fourier transform associated to these boundary value problems one can establish a Parseval type identity which aligns Cauchy biorthogonal polynomials with certain natural orthogonal systems on L^2_g.
We introduce a new class of two(multi)-matrix models of positive Hermitean matrices coupled in a chain; the coupling is related to the Cauchy kernel and differs from the exponential coupling more commonly used in similar models. The correlation functions are expressed entirely in terms of certain biorthogonal polynomials and solutions of appropriate Riemann-Hilbert problems, thus paving the way to a steepest descent analysis and universality results. The interpretation of the formal expansion of the partition function in terms of multicolored ribbon-graphs is provided and a connection to the O(1) model. A steepest descent analysis of the partition function reveals that the model is related to a trigonal curve (three-sheeted covering of the plane) much in the same way as the Hermitean matrix model is related to a hyperelliptic curve.
An explicit vertex operator algebra construction is given of a class of irreducible modules for toroidal Lie algebras.
Classical results of Stieltjes are used to obtain explicit formulas for the peakon-antipeakon solutions of the Camassa-Holm equation. The closed form solution is expressed in terms of the orthogonal polynomials of the related classical moment problem. It is shown that collisions occur only in peakon-antipeakon pairs, and the details of the collisions are analyzed using results {}from the moment problem. A sharp result on the steepening of the slope at the time of collision is given. Asymptotic formulas are given, and the scattering shifts are calculated explicitly
A closed form of the multi-peakon solutions of the Camassa-Holm equation is found using a theorem of Stieltjes on continued fractions. An explicit formula is obtained for the scattering shifts.
The acoustic scattering operator on the real line is mapped to a Schrödinger operator under the Liouville transformation. The potentials in the image are characterized precisely in terms of their scattering data, and the inverse transformation is obtained as a simple, linear quadrature. An existence theorem for the associated Harry Dym flows is proved, using the scattering method. The scattering problem associated with the Camassa-Holm flows on the real line is solved explicitly for a special case, which is used to reduce a general class of such problems to scattering problems on finite intervals.
We propose a generalization of a Drinfeld-Sokolov scheme of attaching integrable systems of PDEs to affine Kac-Moody algebras. With every affine Kac-Moody algebra $\gg$ and a parabolic subalgebra $\gp$, we associate two hierarchies of PDEs. One, called positive, is a generalization of the KdV hierarchy, the other, called negative, generalizes the Toda hierarchy. We prove a coordinatization theorem, which establishes that the number of functions needed to express all PDEs of the the total hierarchy equals the rank of $\gg$. The choice of functions, however, is shown to depend in a noncanonical way on $\gp$. We employ a version of the Birkhoff decomposition and a ``2-loop'' formulation which allows us to incorporate geometrically meaningful solutions to those hierarchies. We illustrate our formalism for positive hierarchies with a generalization of the Boussinesq system and for the negative hierarchies with the stationary Bogoyavlenskii equation.