Searcharxiv⌕ Search

arXiv subjects

M. Bertola

Publications and source records attributed to M. Bertola.

At least 37 records · Page 2Linked to original sources
arXiv2009

Mesoscopic colonization of a spectral band

We consider the unitary matrix model in the limit where the size of the matrices become infinite and in the critical situation when a new spectral band is about to emerge. In previous works the number of expected eigenvalues in a neighborhood of the band was fixed and finite, a situation that was termed "birth of a cut" or "first colonization". We now consider the transitional regime where this microscopic population in the new band grows without bounds but at a slower rate than the size of the matrix. The local population in the new band organizes in a "mesoscopic" regime, in between the macroscopic behavior of the full system and the previously studied microscopic one. The mesoscopic colony may form a finite number of new bands, with a maximum number dictated by the degree of criticality of the original potential. We describe the delicate scaling limit that realizes/controls the mesoscopic colony. The method we use is the steepest descent analysis of the Riemann-Hilbert problem that is satisfied by the associated orthogonal polynomials.

math-ph↗
arXiv2009

Cubic String Boundary Value Problems and Cauchy Biorthogonal Polynomials

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.

nlin.SI↗
arXiv2008

Regularity of a vector potential problem and its spectral curve

In this note we study a minimization problem for a vector of measures subject to a prescribed interaction matrix in the presence of external potentials. The conductors are allowed to have zero distance from each other but the external potentials satisfy a growth condition near the common points. We then specialize the setting to a specific problem on the real line which arises in the study of certain biorthogonal polynomials (studied elsewhere) and we prove that the equilibrium measures solve a pseudo-algebraic curve under the assumption that the potentials are real analytic. In particular the supports of the equilibrium measures are shown to consist of a finite union of compact intervals.

math-ph↗
arXiv2008

The partition function of the two-matrix model as an isomonodromic tau-function

We consider the Itzykson-Zuber-Eynard-Mehta two-matrix model and prove that the partition function is an isomonodromic tau function in a sense that generalizes Jimbo-Miwa-Ueno's. In order to achieve the generalization we need to define a notion of tau-function for isomonodromic systems where the ad-regularity of the leading coefficient is not a necessary requirement.

nlin.SI↗
arXiv2008

Moment determinants as isomonodromic tau functions

We consider a wide class of determinants whose entries are moments of the so-called semiclassical functionals and we show that they are tau functions for an appropriate isomonodromic family which depends on the parameters of the symbols for the functionals. This shows that the vanishing of the tau-function for those systems is the obstruction to the solvability of a Riemann-Hilbert problem associated to certain classes of (multiple) orthogonal polynomials. The determinants include Haenkel, Toeplitz and shifted-Toeplitz determinants as well as determinants of bimoment functionals and the determinants arising in the study of multiple orthogonality. Some of these determinants appear also as partition functions of random matrix models, including an instance of a two-matrix model.

nlin.SI↗
arXiv2008

The Cauchy two-matrix model

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.

math-ph↗
arXiv2008

First colonization of a hard-edge in random matrix theory

We describe the spectral statistics of the first finite number of eigenvalues in a newly-forming band on the hard-edge of the spectrum of a random Hermitean matrix model. It is found that in a suitable scaling regime, they are described by the same spectral statistics of a finite-size Laguerre-type matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding orthogonal polynomials.

math-ph↗
arXiv2008

First Colonization of a Spectral Outpost in Random Matrix Theory

We describe the distribution of the first finite number of eigenvalues in a newly-forming band of the spectrum of the random Hermitean matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding orthogonal polynomials. We provide an analysis with an error term of order N^(-2 h) where 1/h = 2 nu+2 is the exponent of non-regularity of the effective potential, thus improving even in the usual case the analysis of the pertinent literature. The behavior of the first finite number of zeroes (eigenvalues) appearing in the new band is analyzed and connected with the location of the zeroes of certain Freud polynomials. In general all these newborn zeroes approach the point of nonregularity at the rate N^(-h) whereas one (a stray zero) lags behind at a slower rate of approach. The kernels for the correlator functions in the scaling coordinate near the emerging band are provided together with the subleading term: in particular the transition between K and K+1 eigenvalues is analyzed in detail.

math-ph↗
arXiv2008

Harish-Chandra integrals as nilpotent integrals

Recently the correlation functions of the so-called Itzykson-Zuber/Harish-Chandra integrals were computed (by one of the authors and collaborators) for all classical groups using an integration formula that relates integrals over compact groups with respect to the Haar measure and Gaussian integrals over a maximal nilpotent Lie subalgebra of their complexification. Since the integration formula a posteriori had the same form for the classical series, a conjecture was formulated that such a formula should hold for arbitrary semisimple Lie groups. We prove this conjecture using an abstract Lie-theoretic approach.

math.GR↗
arXiv2007

Commuting difference operators, spinor bundles and the asymptotics of orthogonal polynomials with respect to varying complex weights

The paper has three parts. In the first part we apply the theory of commuting pairs of (pseudo) difference operators to the (formal) asymptotics of orthogonal polynomials: using purely geometrical arguments we show heuristically that the asymptotics, for large degrees, of orthogonal polynomial with respect to varying weights is intimately related to certain spinor bundles on a hyperelliptic algebraic curve reproducing formulae appearing in the works of Deift et al. on the subject. In the second part we show that given an arbitrary nodal hyperelliptic curve satisfying certain conditions of admissibility we can reconstruct a sequence of polynomials orthogonal with respect to semiclassical complex varying weights supported on several curves in the complex plane. The strong asymptotics of these polynomials will be shown to be given by the spinors introduced in the first part using a Riemann-Hilbert analysis. In the third part we use Strebel theory of quadratic differentials and the procedure of welding to reconstruct arbitrary admissible hyperelliptic curves. As a result we can obtain orthogonal polynomials whose zeroes may become dense on a collection of Jordan arcs forming an arbitrary forest of trivalent loop-free trees.

math-ph↗
arXiv2005

Two-matrix model with semiclassical potentials and extended Whitham hierarchy

We consider the two-matrix model with potentials whose derivative are arbitrary rational function of fixed pole structure and the support of the spectra of the matrices are union of intervals (hard-edges). We derive an explicit formula for the planar limit of the free energy and we derive a calculus which allows to compute derivatives of arbitrarily high order by extending classical Rauch's variational formulae. The four-points correlation functions are explicitly worked out. The formalism extends naturally to the computation of residue formulae for the tau function of the so-called universal Whitham hierarchy studied mainly by I. Krichever: our setting extends that moduli space in that there are certain extra data.

hep-th↗
arXiv2005

Biorthogonal Laurent polynomials, Toeplitz determinants, minimal Toda orbits and isomonodromic tau functions

We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of generalized integrable lattices of Toda type. Such polynomials naturally interpolate between the theory of orthogonal polynomials on the line and orthogonal polynomials on the unit circle and tie together the theory of Toda, relativistic Toda, Ablowitz-Ladik and Volterra lattices. We establish corresponding Christoffel-Darboux formulae . For all these classes of polynomials a 2x2 system of Differential-Difference-Deformation equations is analyzed in the most general setting of pseudo measures with arbitrary rational logarithmic derivative. They provide particular classes of isomonodromic deformations of rational connections on the Riemann sphere. The corresponding isomonodromic tau function is explicitly related to the shifted Toeplitz determinants of the moments of the pseudo-measure. In particular the results imply that any (shifted) Toeplitz (Hankel) determinant of a symbol (measure) with arbitrary rational logarithmic derivative is an isomonodromic tau function.

nlin.SI↗
arXiv2004

Semiclassical orthogonal polynomials, matrix models and isomonodromic tau functions

The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such measures. These are shown to preserve the generalized monodromy of the associated rank-2 rational covariant derivative operators. The corresponding matrix models, consisting of unitarily diagonalizable matrices with spectra supported on these contours are analyzed, and it is shown that all coefficients of the associated spectral curves are given by logarithmic derivatives of the partition function or, more generally, the gap probablities. The associated isomonodromic tau functions are shown to coincide, within an explicitly computed factor, with these partition functions.

nlin.SI↗
arXiv2004

Second and Third Order Observables of the Two-Matrix Model

In this paper we complement our recent result on the explicit formula for the planar limit of the free energy of the two-matrix model by computing the second and third order observables of the model in terms of canonical structures of the underlying genus g spectral curve. In particular we provide explicit formulas for any three-loop correlator of the model. Some explicit examples are worked out.

hep-th↗
arXiv2004

The PDEs of biorthogonal polynomials arising in the two-matrix model

The two-matrix model can be solved by introducing bi-orthogonal polynomials. In the case the potentials in the measure are polynomials, finite sequences of bi-orthogonal polynomials (called "windows") satisfy polynomial ODEs as well as deformation equations (PDEs) and finite difference equations (Delta-E) which are all Frobenius compatible and define discrete and continuous isomonodromic deformations for the irregular ODE, as shown in previous works of ours. In the one matrix model an explicit and concise expression for the coefficients of these systems is known and it allows to relate the partition function with the isomonodromic tau-function of the overdetermined system. Here, we provide the generalization of those expressions to the case of bi-orthogonal polynomials, which enables us to compute the determinant of the fundamental solution of the overdetermined system of ODE+PDEs+Delta-E.

nlin.SI↗
arXiv2003

Free Energy of the Two-Matrix Model/dToda Tau-Function

We provide an integral formula for the free energy of the two-matrix model with polynomial potentials of arbitrary degree (or formal power series). This is known to coincide with the tau-function of the dispersionless two--dimensional Toda hierarchy. The formula generalizes the case studied by Kostov, Krichever, Mineev-Weinstein, Wiegmann, Zabrodin and separately Takhtajan in the case of conformal maps of Jordan curves. Finally we generalize the formula found in genus zero to the case of spectral curves of arbitrary genus with certain fixed data.

hep-th↗
arXiv2003

Mixed Correlation Functions of the Two-Matrix Model

We compute the correlation functions mixing the powers of two non-commuting random matrices within the same trace. The angular part of the integration was partially known in the literature: we pursue the calculation and carry out the eigenvalue integration reducing the problem to the construction of the associated biorthogonal polynomials. The generating function of these correlations becomes then a determinant involving the recursion coefficients of the biorthogonal polynomials.

hep-th↗