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

DOI10.1007/S11040-005-9000-XMaRDI QIDQ2432017zbMATH OpenOpenAlexFDO

Authors M. Bertola, Bertrand Eynard

Publication date 25 October 2006

Published in Mathematical Physics, Analysis and Geometry (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/nlin/0311033

Mathematics Subject Classification ID

Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50) Riemann-Hilbert problems in context of PDEs (35Q15) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50)

Abstract: 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.

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Cited in

(9)

• The Hermitian two matrix model with an even quartic potential
• Matrix biorthogonal polynomials: eigenvalue problems and non-Abelian discrete Painlevé equations. A Riemann-Hilbert problem perspective
• 2-matrix versus complex matrix model, integrals over the unitary group as triangular integrals
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• Universality in the two matrix model with a monomial quartic and a general even polynomial potential
• Differential systems for biorthogonal polynomials appearing in 2-Matrix models and the associated Riemann-Hilbert problem

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