Boutroux curves with external field: equilibrium measures without a variational problem

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Abstract: The nonlinear steepest descent method for rank-two systems relies on the notion of g-function. The applicability of the method ranges from orthogonal polynomials (and generalizations) to Painleve transcendents, and integrable wave equations (KdV, NonLinear Schroedinger, etc.). For the case of asymptotics of generalized orthogonal polynomials with respect to varying complex weights we can recast the requirements for the Cauchy-transform of the equilibrium measure into a problem of algebraic geometry and harmonic analysis and completely solve the existence and uniqueness issue without relying on the minimization of a functional. This addresses and solves also the issue of the ``free boundary problem, determining implicitly the curves where the zeroes of the orthogonal polynomials accumulate in the limit of large degrees and the support of the measure. The relevance to the quasi--linear Stokes phenomenon for Painleve equations is indicated. A numerical algorithm to find these curves in some cases is also explained. Technical note: the animations included in the file can be viewed using Acrobat Reader 7 or higher. Mac users should also install a QuickTime plugin called Flip4Mac. Linux users can extract the embedded animations and play them with an external program like VLC or MPlayer. All trademarks are owned by the respective companies.


A principal ingredient of the steepest-descent analysis of a \(2\times2\) matrix Riemann-Hilbert problem associated with the semi-classical orthogonal polynomials is a \(g\)-function. In the case of a real polynomial potential, this function is usually found using an equilibrium measure that minimizes an electrostatic energy type functional. For pseudo-orthogonal polynomials corresponding to a complex polynomial potential \(V(x)\) and satisfying the orthogonality condition on a weighted sum of infinite complex contours, the variational problem for the equilibrium measure is not known. Nevertheless, the author proves the existence of the \(g\)-function given by a path integral over the so-called admissible hyperelliptic Boutroux curve \[ y^2=P(x),\;\sqrt{P(x)}=V'(x)-T/x+{\mathcal O}(x^{-2})\quad\text{as }x\to\infty,\;T>0. \] The Boutroux condition means that \[ \operatorname{Re}\oint_{\gamma}\sqrt{P(x)}\,dx=0 \] for any closed loop \(\gamma\). The admissibility of the Boutroux curve, according to the author, means that the integral \[ h(z)=\operatorname{Re}\int_{\alpha_1}^z\sqrt{P(x)}\,dx \] is a function harmonic in a punctured neighborhood of \(z=\infty\), continuous on \({\mathbb C}\) and negative on both sides of each smooth maximal arc of the so-called branch-cut structure. The existence of the admissible Boutroux curve for the pair \((V(x),T)\) follows from the existence of a deformation that turns an initial admissible Boutroux curve \(y^2=P_0(x)\) corresponding to a pair \((V_0(x),T_0)\) of a polynomial potential \(V_0(x)\) with generic coefficients and some parameter \(T_0>0\) into the given pair \((V(x),T)\). The proof of the existence of the initial curve \(y^2=P_0(x)\) given before relies on the uniformization theorem of Riemann surfaces. The latter fact means that the presented proof of the existence theorem for the \(g\)-function does not provide a tool for its construction and cannot be directly used in an asymptotic analysis of the pseudo-orthogonal polynomials.



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