Matrix biorthogonal polynomials: eigenvalue problems and non-Abelian discrete Painlevé equations. A Riemann-Hilbert problem perspective

DOI10.1016/J.JMAA.2020.124605MaRDI QIDQ2227574zbMATH OpenOpenAlexFDO

Authors Manuel Mañas, A. Branquinho, Ana Foulquié Moreno

Publication date 15 February 2021

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.07119

zbMATH Keywords

Riemann-Hilbert problemsdiscrete integrable systemsmatrix Pearson equationsMarkov functionsmatrix biorthogonal polynomialsnonabelian discrete Painlevé I equation

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Other special orthogonal polynomials and functions (33C47) Painlevé-type functions (33E17) Relations of infinite-dimensional Hamiltonian and Lagrangian dynamical systems with algebraic geometry, complex analysis, and special functions (37K20) Lattice dynamics; integrable lattice equations (37K60) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50) Integrable difference and lattice equations; integrability tests (39A36) Nonautonomous Hamiltonian dynamical systems (Painlevé equations, etc.) (37J65) Completely integrable discrete dynamical systems (37J70)

Abstract: In this paper we use the Riemann-Hilbert problem, with jumps supported on appropriate curves in the complex plane, for matrix biorthogonal polynomials and apply it to find Sylvester systems of differential equations for the orthogonal polynomials and its second kind functions as well. For this aim, Sylvester type differential Pearson equations for the matrix of weights are shown to be instrumental. Several applications are given, in order of increasing complexity. First, a general discussion of non-Abelian Hermite biorthogonal polynomials in the real line, understood as those whose matrix of weights is a solution of a Sylvester type Pearson equation with coefficients first order matrix polynomials, is given. All these is applied to the discussion of possible scenarios leading to eigenvalue problems for second order linear differential operators with matrix eigenvalues. Nonlinear matrix difference equations are discussed next. Firstly, for the general Hermite situation a general non linear relation (non trivial because the non commutativity features of the setting) for the recursion coefficients is gotten. In the next case of higher difficulty, degree two polynomials are allowed in the Pearson equation, but the discussion is simplified by considering only a left Pearson equation. In the case, the support of the measure is on an appropriate branch of an hyperbola. The recursion coefficients are shown to fulfill a non-Abelian extension of the alternate discrete Painlev'e I equation. Finally, a discussion is given for the case of degree three polynomials as coefficients in the left Pearson equation characterizing the matrix of weights. However, for simplicity only odd polynomials are allowed. In this case, a new and more general matrix extension of the discrete Painlev'e I equation is found.

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Cited in

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• Multiple orthogonal polynomials: Pearson equations and Christoffel formulas
• Non-Abelian Toda-type equations and matrix valued orthogonal polynomials
• Pearson equations for discrete orthogonal polynomials. III: Christoffel and Geronimus transformations
• Matrix Jacobi biorthogonal polynomials via Riemann–Hilbert problem
• Jacobi-Piñeiro Markov chains
• Hahn multiple orthogonal polynomials of type I: hypergeometric expressions
• Differential systems for biorthogonal polynomials appearing in 2-Matrix models and the associated Riemann-Hilbert problem
• Matrix biorthogonal polynomials on the unit circle and non-Abelian Ablowitz–Ladik hierarchy
• Non-commutative Painlevé equations and Hermite-type matrix orthogonal polynomials
• Riemann-Hilbert problem and matrix biorthogonal polynomials
• Riemann-Hilbert problems, matrix orthogonal polynomials and discrete matrix equations with singularity confinement
• Riemann-Hilbert problem and matrix discrete Painlevé II systems
• Matrix valued Hermite polynomials, Burchnall formulas and non-abelian Toda lattice
• On matrix Painlevé-4 equations
• Non-Abelian integrable hierarchies: matrix biorthogonal polynomials and perturbations

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