We introduce a new class of two(multi)-matrix models of positive Hermitean matrices coupled in a chain; the coupling is related to the Cauchy kernel and differs from the exponential coupling more commonly used in similar models. The correlation functions are expressed entirely in terms of certain biorthogonal polynomials and solutions of appropriate Riemann-Hilbert problems, thus paving the way to a steepest descent analysis and universality results. The interpretation of the formal expansion of the partition function in terms of multicolored ribbon-graphs is provided and a connection to the O(1) model. A steepest descent analysis of the partition function reveals that the model is related to a trigonal curve (three-sheeted covering of the plane) much in the same way as the Hermitean matrix model is related to a hyperelliptic curve.
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.
The usual Cauchy matrix approach starts from a known plain wave factor vector $r$ and known dressed Cauchy matrix $M$. In this paper we start from a matrix equation set with undetermined $r$ and $M$. From the starting equation set we can build shift relations for some defined scalar functions and then derive lattice equations. The starting matrix equation set admits more choices for $r$ and $M$ and in the paper we give explicit formulae for all possible $r$ and $M$. As applications, we get more solutions than usual multi-soliton solutions for many lattice equations including the lattice potent…
In this paper, we develop a Cauchy matrix reduction technique that enables us to obtain solutions for the reduced local and nonlocal complex equations from the Cauchy matrix solutions of the original before-reduction systems. Specifically, by imposing local and nonlocal complex reductions on some Ablowitz-Kaup-Newell-Segur-type equations, we study some local and nonlocal complex equations, involving the local and nonlocal complex modified Korteweg-de Vries equation, the local and nonlocal complex sine-Gordon equation, the local and nonlocal potential nonlinear Schrödinger equation and the loca…
This paper mainly talks about the Cauchy two-matrix model and its corresponding integrable hi- erarchy with the help of orthogonal polynomials theory and Toda-type equations. Starting from the symmetric reduction of Cauchy biorthogonal polynomials, we derive the Toda equation of CKP type (or the C-Toda lattice) as well as its Lax pair by introducing time flows. Then, matrix integral solutions to the C-Toda lattice are extended to give solutions to the CKP hierarchy which reveals the time-dependent partition function of the Cauchy two-matrix model is nothing but the τ-function of the CKP hiearc…
Explicit formulas for the Gauss decomposition of elliptic Cauchy type matrices are derived in a very simple way. The elliptic Cauchy identity is an immediate corollary.
In this paper, we investigate the non-autonomous discrete Kadomtsev-Petviashvili (KP) system in terms of generalized Cauchy matrix approach. These equations include non-autonomous bilinear lattice KP equation, non-autonomous lattice potential KP equation, non-autonomous lattice potential modified KP equation, non-autonomous asymmetric lattice potential modified KP equation, non-autonomous lattice Schwarzian KP equation and non-autonomous lattice KP-type Nijhoff-Quispel-Capel equation. By introducing point transformations, all the equations are described as simplified forms, where the lattice p…
A $θ$-deformation of the Laguerre weighted Cauchy two-matrix model, and the Bures ensemble, is introduced. Such a deformation is familiar from the Muttalib-Borodin ensemble. The $θ$-deformed Cauchy-Laguerre two-matrix model is a two-component determinantal point process. It is shown that the correlation kernel, and its hard edge scaled limit, can be written as the Fox H-functions, generalising the Meijer G-function class known from the study of the case $θ= 1$. In the $θ=1$ case, it is shown Laguerre-Bures ensemble is related to the Laguerre-Cauchy two-matrix model, notwithstanding the Bures e…
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.
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The finite cases for exclusion from single and double intervals are given in terms of second order second degree ODEs which are related to certain \mbox{Painlevé-VI} transcendents. The scaled cases in the thermodynamic limit are again second degree and second order, this time related to \mbox{Painlevé-V} transcendents. Using transformations relating the second degr…
The Bures metric and the associated Bures-Hall measure is arguably the best choice for studying the spectrum of the quantum mechanical density matrix with no apriori knowledge of the system. We investigate the probability of a gap in the spectrum of this model, either at the bottom $ [0,s) $ or at the top $ (s,1] $, utilising the connection of this Pfaffian point-process with the allied problem in the determinantal point-process of the two-dimensional Cauchy-Laguerre bi-orthogonal polynomial system, now deformed with two variables $s,t$. To this end we develop new general results about Cauchy …
Recently, a two-matrix-model with a new type of interaction [1] has been introduced and analyzed using bi-orthogonal polynomial techniques. Here we present the complete 1/N^2 expansion for the formal version of this model, following the spirit of [2,3], i.e. the full expansion for the non mixed resolvent correlators and for the free energies.
In a recent work [1] we consider the topological expansion for the non-mixed observables (including the free energy) for the formal Cauchy matrix model. The only restriction in [1] was the fact that all the branch points have to be simple. This excludes a very interesting situation not encountered in the literature before, namely the case in which two branch points merge in such a way that no cycle is pinched. In this work we focus on this situation and derive new formulas that apply to non-simple and non-singular branch-points.
The Bures metric is a natural choice in measuring the distance of density operators representing states in quantum mechanics. In the past few years a random matrix ensemble and the corresponding joint probability density function of its eigenvalues was identified. Moreover a relation with the Cauchy two-matrix model was discovered but never thoroughly investigated, leaving open in particular the following question: How are the kernels of the Pfaffian point process of the Bures random matrix ensemble related to the ones of the determinantal point process of the Cauchy two-matrix model and moreo…
In this work, the Riemann-Hilbert problem for the 3-component Manakov system is formulated on the basis of the corresponding $4\times 4$ matrix spectral problem. Furthermore, by applying the nonlinear steepest descent techniques to an associated $4\times 4$ matrix valued Riemann-Hilbert problem, we can find leading-order asymptotics for the Cauchy problem of the 3-component Manakov system.
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The Riemann-Hilbert problem is given as an appropriate framework for the discussion of the Szego matrix and the associated Szego recursion relations for the matrix orthogonal polynomials and its Cauchy transforms. Pearson type differential systems characterizing the matrix of weights are studied. These are linear systems of ordinary differential equations which a…
We outline a relation between the densities for the $β$-ensembles with respect to the Jacobi weight $(1-x)^a(1+x)^b$ supported on the interval $(-1,1)$ and the Cauchy weight $(1-\mathrm{i}x)^η(1+\mathrm{i}x)^{\barη}$ by appropriate analytic continuation. This has the consequence of implying that the latter density satisfies a linear differential equation of degree three for $β=2$, and of degree five for $β=1$ and $4$, analogues of which are already known for the Jacobi weight $x^a(1-x)^b$ supported on $(0,1)$. We concentrate on the case $a=b$ (Jacobi weight on $(-1,1)$) and $η$ real (Cauchy we…
Starting from a Cauchy elastic composite with a dilute suspension of randomly distributed inclusions and characterized at first-order by a certain discrepancy tensor (see part I of the present article), it is shown that the equivalent second-gradient Mindlin elastic solid: (i.) is positive definite only when the discrepancy tensor is negative defined; (ii.) the non-local material symmetries are the same of the discrepancy tensor, and (iii.) the nonlocal effective behaviour is affected by the shape of the RVE, which does not influence the first-order homogenized response. Furthermore, explicit …
We apply the general theory of Cauchy biorthogonal polynomials developed previously by the authors, to the case associated with Laguerre measures. In particular, we obtain explicit formulae in terms of Meijer-G functions for all key objects relevant to the study of the corresponding biorthogonal polynomials and the Cauchy two-matrix model associated with them. The central theorem we prove is that a scaling limit of the correlation functions for eigenvalues near the origin exists, and is given by a new determinantal two--level random point field, the "Meijer-G random field". We conjecture that …
We consider the distribution of the values at real points of random functions which belong to the Herglotz-Pick (HP) class of analytic mappings of the upper half plane into itself. It is shown that under mild stationarity assumptions the individual values of HP functions with singular spectra have a Cauchy type distribution. The statement applies to the diagonal matrix elements of random operators, and holds regardless of the presence or not of level repulsion, i.e. applies to both random matrix and Poisson-type spectra.
It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to investigate the issue of universality of large N asymptotics for those Cauchy transforms for a wide class of weight functions. Our analysis covers three different scaling regimes: the "hard edge", the "bulk" and the "soft edge" of the spectrum, thus extending the earlier results known for the bulk. The principal tool is to show that for finite matrix size N the aux…
We consider an inverse problem of determining coefficient matrices in an $N$-system of second-order elliptic equations in a bounded two dimensional domain by a set of Cauchy data on arbitrary subboundary. The main result of the article is as follows: If two systems of elliptic operators generate the same set of partial Cauchy data on an arbitrary subboundary, then the coefficient matrices of the first-order and zero-order terms satisfy the prescribed system of first-order partial differential equations. The main result implies the uniqueness of any two coefficient matrices provided that the on…
We use soliton methods in order to investigate the interior electrovacuum region of axisymmetric and stationary, electrically charged black holes with arbitrary surrounding matter in Einstein-Maxwell theory. These methods can be applied since the Einstein-Maxwell vacuum equations permit the formulation in terms of the integrability condition of an associated linear matrix problem. We find that there always exists a regular inner Cauchy horizon inside the black hole, provided the angular momentum $J$ and charge $Q$ of the black hole do not vanish simultaneously. Moreover, the soliton methods pr…
The Cauchy problem for a quasi-linear parabolic equation with a small parameter at a higher derivative is considered. The initial step-like function contains another small parameter. Formal asymptotic solutions of the problem in small parameters are constructed.
We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzrbashyan fractional derivative in the time variable $t$. The class of systems considered in the paper is a fractional extension of the class of systems of the first order in $t$ satisfying the uniform strong parabolicity condition. We construct and investigate the Green matrix of the Cauchy problem. While similar results for the fractional diffusion equations were based on the H-function representation of the Green matrix for equations with constant coefficients (not avail…
We study a unitary matrix model of the Gross-Witten-Wadia type, extended with the addition of characteristic polynomial insertions. The model interpolates between solvable unitary matrix models and is the unitary counterpart of a deformed Cauchy ensemble. Exact formulas for the partition function and Wilson loops are given in terms of Toeplitz determinants and minors and large $N$ results are obtained by using Szegö theorem with a Fisher-Hartwig singularity. In the large $N$ (planar) limit with two scaled couplings, the theory exhibits a surprisingly intricate phase structure in the two-dimens…
Using a Coulomb gas technique, we compute analytically the probability $\mathcal{P}_β^{(C)}(N_+,N)$ that a large $N\times N$ Cauchy random matrix has $N_+$ positive eigenvalues, where $N_+$ is called the index of the ensemble. We show that this probability scales for large $N$ as $\mathcal{P}_β^{(C)}(N_+,N)\approx \exp\left[-βN^2 ψ_C(N_+/N)\right]$, where $β$ is the Dyson index of the ensemble. The rate function $ψ_C(κ)$ is computed in terms of single integrals that are easily evaluated numerically and amenable to an asymptotic analysis. We find that the rate function, around its minimum at $κ…
The Euler-Poisson system is a fundamental two-fluid model to describe the dynamics of the plasma consisting of compressible electrons and a uniform ion background. In the 3D case Guo first constructed a global smooth irrotational solution by using dispersive Klein-Gordon effect. It has been conjectured that same results should hold in the two-dimensional case. In our recent work, we proved the existence of a family of smooth solutions by constructing the wave operators for the 2D system. In this work we completely settle the 2D Cauchy problem.
