A general unifying framework for integrable soliton-like systems on time scales is introduced. The $R$-matrix formalism is applied to the algebra of $δ$-differential operators in terms of which one can construct infinite hierarchy of commuting vector fields. The theory is illustrated by two infinite-field integrable hierarchies on time scales which are difference counterparts of KP and mKP. The difference counterparts of AKNS and Kaup-Broer soliton systems are constructed as related finite-field restrictions.
Matrix-valued Cauchy bi-orthogonal polynomials were proposed in this paper, together with its quasideterminant expression. It is shown that the coefficients in four-term recurrence relation for matrix-valued Cauchy bi-orthogonal polynomials should satisfy a novel noncommutative integrable system, whose Lax pair is given by fractional differential operators with non-abelian variables.
It was demonstrated recently [Dunajski, Ferapontov and Kruglikov (2014)] that the Manakov-Santini system describes a local form of general Lorentzian Einstein-Weyl geometry. We introduce integrable matrix extension of the Manakov-Santini system and show that it describes (2+1)-dimensional integrable chiral model in Einstein-Weyl space. We develop a dressing scheme for the extended MS system and define an extended hierarchy. Matrix extension of Toda type system connected with another local form of Einstein-Weyl geometry is also considered.
The partition function of the Symmetric Matrix Ensemble is identified with the $τ-$function of a particular solution of the Pfaff Lattice. We show that in the case of even power interactions, in the thermodynamic limit, the $τ-$function corresponds to the solution of an integrable chain of hydrodynamic type. We prove that the hydrodynamic chain so obtained is diagonalisable and admits hydrodynamic reductions in Riemann invariants in an arbitrary number of components.
We study amplitudes of five-wave interactions for evolution Hamiltonian equations differ from the KdV equation by the form of dispersion law. We find that five-wave amplitude is canceled for all three known equations (KdV, Benjamin-Ono and equation of intermediate waves) and for two new equations which are natural generalizations of mentioned above.
We present (2+1)-dimensional generalizations of the k-constrained Kadomtsev-Petviashvili (k-cKP) hierarchy and corresponding matrix Lax representations that consist of two integro-differential operators. Additional reductions imposed on the Lax pairs lead to matrix generalizations of Davey-Stewartson systems (DS-I,DS-II,DS-III) and (2+1)-dimensional extensions of the modified Korteweg-de Vries and the Nizhnik equation. We also present an integro-differential Lax pair for a matrix version of a (2+1)-dimensional extension of the Chen-Lee-Liu equation.
We present in this report 1+1 dimensional nonlinear partial differential equation integrable through inverse scattering transform. The integrable system under consideration is a pseudo-Hermitian reduction of a matrix generalization of classical 1+1 dimensional Heisenberg ferromagnet equation. We derive recursion operators and describe the integrable hierarchy related to that matrix equation.
We study integrable models solvable by the nested algebraic Bethe ansatz and possessing $GL(3)$-invariant $R$-matrix. Assuming that the monodromy matrix of the model can be expanded into series with respect to the inverse spectral parameter, we define zero modes of the monodromy matrix entries as the first nontrivial coefficients of this series. Using these zero modes we establish new relations between form factors of the elements of the monodromy matrix. We prove that all of them can be obtained from the form factor of a diagonal matrix element in special limits of Bethe parameters. As a resu…
Matrix orthogonal Laurent polynomials in the unit circle and the theory of Toda-like integrable systems are connected using the Gauss--Borel factorization of two, left and a right, Cantero-Morales-Velazquez block moment matrices, which are constructed using a quasi-definite matrix measure. A block Gauss-Borel factorization problem of these moment matrices leads to two sets of biorthogonal matrix orthogonal Laurent polynomials and matrix Szegő polynomials, which can be expressed in terms of Schur complements of bordered truncations of the block moment matrix. The corresponding block extension o…
We discuss three examples in which one may extend integrable Euler--Poincaré ODEs to integrable Euler--Poincaré PDEs in the matrix G-Strand context. After describing matrix G-Strand examples for $SO(3)$ and $SO(4)$ we turn our attention to $SE(3)$ where the matrix G-Strand equations recover the exact rod theory in the convective representation. We then find a zero curvature representation (ZCR) of these equations and establish the conditions under which they are completely integrable. Thus, the G-Strand equations turn out to be a rich source of integrable systems. The treatment is meant to be …
We introduce a large class of Sobolev bi-orthogonal polynomial sequences arising from a $LU$-factorizable moment matrix and associated with a suitable measure matrix that characterizes the Sobolev bilinear form. A theory of deformations of Sobolev bilinear forms is also proposed. We consider both polynomial deformations and a class of transformations related to the action of linear operators on the entries of a given bilinear form. Transformation formulae among new and old polynomial sequences are determined. Finally, integrable hierarchies of evolution equations arising from the factorization…
We consistently develop a recently proposed scheme of matrix extension of dispersionless integrable systems for the general case of multidimensional hierarchies, concentrating on the case of dimension $d\geqslant 4$. We present extended Lax pairs, Lax-Sato equations, matrix equations on the background of vector fields and the dressing scheme. Reductions, construction of solutions and connections to geometry are discussed. We consider separately a case of Abelian extension, for which the Riemann-Hilbert equations of the dressing scheme are explicitly solvable and give an analogue of Penrose for…
We propose a new type of reduction for integrable systems of coupled matrix PDEs; this reduction equates one matrix variable with the transposition of another multiplied by an antisymmetric constant matrix. Via this reduction, we obtain a new integrable system of coupled derivative mKdV equations and a new integrable variant of the massive Thirring model, in addition to the already known systems. We also discuss integrable semi-discretizations of the obtained systems and present new soliton solutions to both continuous and semi-discrete systems. As a by-product, a new integrable semi-discretiz…
After an introduction to some aspects of bidifferential calculus on associative algebras, we focus on the notion of a "symmetry" of a generalized zero curvature equation and derive Backlund and (forward, backward and binary) Darboux transformations from it. We also recall a matrix version of the binary Darboux transformation and, inspired by the so-called Cauchy matrix approach, present an infinite system of equations solved by it. Finally, we sketch recent work on a deformation of the matrix binary Darboux transformation in bidifferential calculus, leading to a treatment of integrable equatio…
We describe a list of open problems in random matrix theory and the theory of integrable systems that was presented at the conference Asymptotics in Integrable Systems, Random Matrices and Random Processes and Universality, Centre de Recherches Mathematiques, Montreal, June 7-11, 2015. We also describe progress that has been made on problems in an earlier list presented by the author on the occasion of his 60th birthday in 2005 (see [Deift P., Contemp. Math., Vol. 458, Amer. Math. Soc., Providence, RI, 2008, 419-430, arXiv:0712.0849]).
We propose realizations of the Poisson structures for the Lax representations of three integrable $n$-body peakon equations, Camassa--Holm, Degasperis--Procesi and Novikov. The Poisson structures derived from the integrability structures of the continuous equations yield quadratic forms for the $r$-matrix representation, with the Toda molecule classical $r$-matrix playing a prominent role. We look for a linear form for the $r$-matrix representation. Aside from the Camassa--Holm case, where the structure is already known, the two other cases do not allow such a presentation, with the noticeable…
In this paper, a new generalized $5\times5$ matrix spectral problem of Ablowitz-Kaup-Newell-Segur(AKNS) type associated with the enlarged matrix Lie super algebra is proposed and its corresponding super soliton hierarchy is established. The super variational identities is used to furnish super-Hamiltonian structures for the resulting super soliton hierarchy.
In this article, we consider the generalised two-parameter Cauchy two-matrix model and corresponding integrable lattice equation. It is shown that with parameters chosen as $1/k_i$ when $k_i\in\mathbb{Z}_{>0}$ ($i=1,\,2$), the average characteristic polynomials admit $(k_1+k_2+2)$-term recurrence relations, which provide us spectral problems for integrable lattices. The tau function is then given by the partition function of the generalised Cauchy two-matrix model as well as Gram determinant. The simplest example with exact solvability is demonstrated.
We relate the scattering theory of the focusing AKNS system with vanishing boundary conditions to that of the matrix Schroedinger equation. The corresponding Miura transformation which allows this connection, converts the focusing matrix nonlinear Schroedinger (NLS) equation into a new nonlocal integrable equation. We apply the matrix triplet method to derive the multisoliton solutions of the nonlocal integrable equation, thus proposing a new method to solve the matrix NLS equation.
It is proved that the system of string equations of the dispersionless 2-Toda hierarchy which arises in the planar limit of the hermitian matrix model also underlies certain processes in Hele-Shaw flows.
We introduce a family of classical integrable systems describing dynamics of $M$ interacting ${\rm gl}_N$ integrable tops. It extends the previously known model of interacting elliptic tops. Our construction is based on the ${\rm GL}_N$ $R$-matrix satisfying the associative Yang-Baxter equation. The obtained systems can be considered as extensions of the spin type Calogero-Moser models with (the classical analogues of) anisotropic spin exchange operators given in terms of the $R$-matrix data. In $N=1$ case the spin Calogero-Moser model is reproduced. Explicit expressions for ${\rm gl}_{NM}$-va…
Skew-orthogonal polynomials (SOPs) arise in the study of the n-point distribution function for orthogonal and symplectic random matrix ensembles. Motivated by the average of characteristic polynomials of the Bures random matrix ensemble studied in [22], we propose the concept of partial-skew-orthogonal polynomials (PSOPs) as a modification of the SOPs, and then the PSOPs with a variety of special skew-symmetric kernels and weight functions are addressed. By considering appropriate deformations of the weight functions, we derive nine integrable lattices in different dimensions. As a consequence…
We consider integrable boundary conditions for both discrete and continuum classical integrable models. Local integrals of motion generated by the corresponding transfer matrices give rise to time evolution equations for the initial Lax operator. We systematically identify the modified Lax pairs for both discrete and continuum boundary integrable models, depending on the classical r-matrix and the boundary matrix.
We propose integrable discretizations of derivative nonlinear Schroedinger (DNLS) equations such as the Kaup-Newell equation, the Chen-Lee-Liu equation and the Gerdjikov-Ivanov equation by constructing Lax pairs. The discrete DNLS systems admit the reduction of complex conjugation between two dependent variables and possess bi-Hamiltonian structure. Through transformations of variables and reductions, we obtain novel integrable discretizations of the nonlinear Schroedinger (NLS), modified KdV (mKdV), mixed NLS, matrix NLS, matrix KdV, matrix mKdV, coupled NLS, coupled Hirota, coupled Sasa-Sats…
We derive a dispersionless integrable system describing a local form of a general three-dimensional Einstein-Weyl geometry with an Euclidean (positive) signature, construct its matrix extension and demonstrate that it leads to the Bogomolny equations for a non-abelian monopole on an Einstein-Weyl geometry background. The corresponding dispersionless integrable hierarchy, its matrix extension and the dressing scheme are also considered.
Using the intertwining matrix of the IRF-Vertex correspondence we propose a determinant representation for the generating function of the commuting Hamiltonians of the double elliptic integrable system. More precisely, it is a ratio of the normally ordered determinants, which turns into a single determinant in the classical case. With its help we reproduce the recently suggested expression for the eigenvalues of the Hamiltonians for the dual to elliptic Ruijsenaars model. Next, we study the classical counterpart of our construction, which gives expression for the spectral curve and the corresp…
We study the matrix ansatz in the quantum group framework, applying integrable systems techniques to statistical physics models. We start by reviewing the two approaches, and then show how one can use the former to get new insight on the latter. We illustrate our method by solving a model of reaction-diffusion. An eigenvector for the transfer matrix for the XXZ spin chain with non-diagonal boundary is also obtained using a matrix ansatz.
We establish deep and remarkable connections among partial differential equations (PDEs) integrable by different methods: the inverse spectral transform method, the method of characteristics and the Hopf-Cole transformation. More concretely, 1) we show that the integrability properties (Lax pair, infinitely-many commuting symmetries, large classes of analytic solutions) of (2+1)-dimensional PDEs integrable by the Inverse Scattering Transform method ($S$-integrable) can be generated by the integrability properties of the (1+1)-dimensional matrix Bürgers hierarchy, integrable by the matrix Hopf-…
We use the r-matrix formulation to show the integrability of geodesic flow on an $N$-dimensional space with coordinates $q_k$, with $k=1,...,N$, equipped with the co-metric $g^{ij}=e^{-|q_i-q_j|}\big(2-e^{-|q_i-q_j|}\big)$. This flow is generated by a symmetry of the integrable partial differential equation (pde) $m_t+um_x+3mu_x=0, m=u-α^2u_{xx}$ ($\al $ is a constant). This equation -- called the Degasperis-Procesi (DP) equation -- was recently proven to be completely integrable and possess peakon solutions by Degasperis, Holm and Hone (DHH[2002]). The isospectral eigenvalue problem associate…
We study the correlation functions of the integrable $O(n)$ spin chain in the thermodynamic limit. We addressed the problem of solving functional equations of the quantum Knizhnik Zamolodchikov type for density matrix related to the $O(n)$ spin chain. We give the explicit solution for two-sites density matrix elements for the $O(n)$ which are then evaluated for the $n=3,4,\dots,8$ cases at zero temperature.
We propose a construction of 1+1 integrable Heisenberg-Landau-Lifshitz type equations in the ${\rm gl}_N$ case. The dynamical variables are matrix elements of $N\times N$ matrix $S$ with the property $S^2={\rm const}\cdot S$. The Lax pair with spectral parameter is constructed by means of a quantum $R$-matrix satisfying the associative Yang-Baxter equation. Equations of motion for ${\rm gl}_N$ Landau-Lifshitz model are derived from the Zakharov-Shabat equations. The model is simplified when ${\rm rank}(S)=1$. In this case the Hamiltonian description is suggested. The described family of models…
In this paper we suggest generalizations of elliptic integrable tops to matrix-valued variables. Our consideration is based on $R$-matrix description which provides Lax pairs in terms of quantum and classical $R$-matrices. First, we prove that for relativistic (and non-relativistic) tops such Lax pairs with spectral parameter follow from the associative Yang-Baxter equation and its degenerations. Then we proceed to matrix extensions of the models and find out that some additional constraints are required for their construction. We describe a matrix version of ${\mathbb Z}_2$ reduced elliptic t…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of integrable systems. The variety of these applications shows why matrix models are important from a mathematical point of view. First, the thesis will focus on the study of the merging of two intervals of the eigenvalues density near a singular point. Specifically, we will show why this special limit gives universal equations from the Painlevé II hierarchy of integrab…
We present a general method for constructing integrable stochastic processes, with two-step discrete time Floquet dynamics, from the transfer matrix formalism. The models can be interpreted as a discrete time parallel update. The method can be applied for both periodic and open boundary conditions. We also show how the stationary distribution can be built as a matrix product state. As an illustration we construct a parallel discrete time dynamics associated with the R-matrix of the SSEP and of the ASEP, and provide the associated stationary distributions in a matrix product form. We use this g…
Taking inspiration from the harmonic process with reservoirs introduced by Giardinà, Kurchan and the author in arXiv:1904.01048, we propose integrable boundary conditions for its trigonometric deformation which is known as the q-Hahn process. Following the formalism established by Mangazeev and Lu in arXiv:1903.00274 using the stochastic R-matrix, we argue that the proposed boundary conditions can be derived from a transfer matrix constructed in the framework of Sklyanin's extension of the quantum inverse scattering method and consequently preserve the integrable structure of the model. The ap…
In our recent paper we suggested a natural construction of the classical relativistic integrable tops in terms of the quantum $R$-matrices. Here we study the simplest case -- the 11-vertex $R$-matrix and related ${\rm gl}_2$ rational models. The corresponding top is equivalent to the 2-body Ruijsenaars-Schneider (RS) or the 2-body Calogero-Moser (CM) model depending on its description. We give different descriptions of the integrable tops and use them as building blocks for construction of more complicated integrable systems such as Gaudin models and classical spin chains (periodic and with bo…
A transforation between a hierarchy of integrable equations arising from the standard $R$-matrix construction on the algebra of differential operators and a hierarchy of integrable equations arising from a deformation of the standard $R$-matrix is given.
Quantum spin chains arise naturally from perturbative large-N field theories and matrix models. The Hamiltonian of such a model is a long-range deformation of nearest-neighbor type interactions. Here, we study the most general long-range integrable spin chain with spins transforming in the fundamental representation of gl(n). We derive the Hamiltonian and the corresponding asymptotic Bethe ansatz at the leading four perturbative orders with several free parameters. Furthermore, we propose Bethe equations for all orders and identify the moduli of the integrable system. We finally apply our resu…
We show that matrix $Q\times Q$ Self-dual type $S$-integrable Partial Differential Equations (PDEs) possess a family of lower-dimensional reductions represented by the matrix $ Q \times n_0 Q$ quasilinear first order PDEs solved in \cite{SZ1} by the method of characteristics. In turn, these PDEs admit two types of available particular solutions: (a) explicit solutions and (b) solutions described implicitly by a system of non-differential equations. The later solutions, in particular, exhibit the wave profile breaking. Only first type of solutions is available for (1+1)-dimensional nonlinear $S…
The local and non-local vector Non-linear Schrodinger Equation (NLSE) with a general cubic non-linearity are considered in presence of a linear term characterized, in general, by a non-hermitian matrix which under certain condition incorporates balanced loss and gain and a linear coupling between the complex fields of the governing non-linear equations. It is shown that the systems posses a Lax pair and an infinite number of conserved quantities and hence integrable. Apart from the particular form of the local and non-local reductions, the systems are integrable when the matrix representing th…
We study associative multiplications in semi-simple associative algebras over C compatible with the usual one. An interesting class of such multiplications is related to the affine Dynkin diagrams of A, D, E-type. In this paper we investigate in details the multiplications of the A-type and integrable matrix ODEs and PDEs generated by them.
Results obtained by us are overviewed from a general set up. The universal $R$-matrix is exploited to obtain various important relations and structures involved in quantum group algebra, which are used subsequently for generating different classes of quantum integrable systems through a systematic scheme. This recovers known models as well as discovers a series of new ones.
The purpose of this paper is to construct a generalized r-matrix structure of finite dimensional systems and an approach to obtain the algebro-geometric solutions of integrable nonlinear evolution equations (NLEEs). Our starting point is a generalized Lax matrix instead of usual Lax pair. The generalized r-matrix structure and Hamiltonian functions are presented on the basis of fundamental Poisson bracket. It can be clearly seen that various nonlinear constrained (c-) and restricted (r-) systems, such as the c-AKNS, c-MKdV, c-Toda, r-Toda, c-Levi, etc, are derived from the reduction of this st…
We show here that matrix Darboux-Toda transformation can be written as a product of a number of mappings. Each of these mappings is a symmetry of the matrix nonlinear Shrodinger system of integro-differential equations. We thus introduce a completely new type of discrete transformations for this system. The discrete symmetry of the vector nonlinear Shrodinger system is a particular realization of these mappings.
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very naturally as integrals over the tangent space to symmetric spaces, as integrals over groups and finally as integrals over symmetric spaces. An important part of these lectures is devoted to showing that these matrix integrals, upon apropriately adding time-parameters, are natural tau-functions for integrable lattices, like the Toda, Pfaff and Toeplitz lattices, but …
In this short note, we construct mappings from one-dimensional integrable spinor BECs to matrix nonlinear Schrödinger equation, and solve the Bogoliubov equation of these systems. A map of spin-$n$ BEC is constructed from the $2^n$-dimensional spinor representation of irreducible tensor operators of $so(2n+1)$. Solutions of Bogoliubov equation are obtained with the aid of the theory of squared Jost functions.
We reconcile the Hamiltonian formalism and the zero curvature representation in the approach to integrable boundary conditions for a classical integrable system in 1+1 space-time dimensions. We start from an ultralocal Poisson algebra involving a Lax matrix and two (dynamical) boundary matrices. Sklyanin's formula for the double-row transfer matrix is used to derive Hamilton's equations of motion for both the Lax matrix {\bf and} the boundary matrices in the form of zero curvature equations. A key ingredient of the method is a boundary version of the Semenov-Tian-Shansky formula for the genera…
In this paper, we study transfer functions corresponding to parametric linear systems whose coefficients are block matrices. Thus, these transfer functions constitute Laurent polynomials whose coefficients are square matrices. We assume that block matrices defining the parametric linear systems are solutions of an integrable hierarchy called for us, the block matrices version of the finite discrete KP hierarchy, which is introduced and studied with certain detail in this paper. We see that the linear system defined by means of the simplest solution of the integrable system is controllable and …
