Multivariate orthogonal polynomials and integrable systems

DOI10.1016/J.AIM.2016.06.029MaRDI QIDQ317333zbMATH OpenOpenAlexFDO

Authors Gerardo Ariznabarreta, Manuel Mañas

Publication date 30 September 2016

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.0570

zbMATH Keywords

Cholesky factorizationmultivariate orthogonal polynomialsintegrable hierarchiesDarboux transformationsSchur complementsVeronese varietyBaker functionsBorel-Gauss factorizationCauchy transformsChristoffel formulaChristoffel-Darboux kernelsJacobi-type matricesKadomstev-Petviashvili-type systemkernel polynomialsKP equationsquasi-determinantsquasi-tau matricessemi-infinite matricesToda equations

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Noncommutative dynamical systems (46L55) Lattice dynamics and infinite-dimensional dissipative dynamical systems (37L60) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Abstract: Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials, associated second kind functions, Jacobi type matrices and associated three term relations and also Christoffel-Darboux formul{ae}. The multivariate orthogonal polynomials, its second kind functions and the corresponding Christoffel-Darboux kernels are shown to be quasi-determinants --as well as Schur complements-- of bordered truncations of the moment matrix; quasi-tau functions are introduced. It is proven that the second kind functions are multivariate Cauchy transforms of the multivariate orthogonal polynomials. Discrete and continuous deformations of the measure lead to Toda type integrable hierarchy, being the corresponding flows described through Lax and Zakharov-Shabat equations; bilinear equations are found. Varying size matrix nonlinear partial difference and differential equations of the 2D Toda lattice type are shown to be solved by matrix coefficients of the multivariate orthogonal polynomials. The discrete flows lead to expressions for the multivariate orthogonal polynomials and its second kind functions in terms of shifted quasi-tau matrices, which generalize to the multidimensional realm those that relate the Baker and adjoint Baker functions with ratios of Miwa shifted $au$-functions in the 1D scenario. In this context, the multivariate extension of the elementary Darboux transformation is given in terms of quasi-determinants of matrices built up by the evaluation, at a poised set of nodes lying in an appropriate hyperplane in $mathbb{R}^D$, of the multivariate orthogonal polynomials. The multivariate Christoffel formula for the iteration of $m$ elementary Darboux transformations is given as a quasi-determinant.

Recommendations

• Multivariate orthogonal Laurent polynomials and integrable systems
• Multivariate Toda hierarchies and biorthogonal polynomials
• Multiple orthogonal polynomials of mixed type: Gauss-Borel factorization and the multi-component 2D Toda hierarchy
• Orthogonal Laurent polynomials on the unit circle, extended CMV ordering and 2D Toda type integrable hierarchies
• Christoffel transformations for multivariate orthogonal polynomials

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