Painlev\'e V and time dependent Jacobi polynomials

In this paper we study the simplest deformation on a sequence of orthogonal polynomials, namely, replacing the original (or reference) weight $w_0(x)$ defined on an interval by $w_0(x)e^{-tx}.$ It is a well-known fact that under such a deformation the recurrence coefficients denoted as $\alpha_n$ and $\beta_n$ evolve in $t$ according to the Toda equations, giving rise to the time dependent orthogonal polynomials, using Sogo's terminology. The resulting "time-dependent" Jacobi polynomials satisfy a linear second order ode. We will show that the coefficients of this ode are intimately related to a particular Painlev\'e V. In addition, we show that the coefficient of $z^{n-1}$ of the monic orthogonal polynomials associated with the "time-dependent" Jacobi weight, satisfies, up to a translation in $t,$ the Jimbo-Miwa $\sigma$-form of the same $P_{V};$ while a recurrence coefficient $\alpha_n(t),$ is up to a translation in $t$ and a linear fractional transformation $P_{V}(\alpha^2/2,-\beta^2/2, 2n+1+\alpha+\beta,-1/2).$ These results are found from combining a pair of non-linear difference equations and a pair of Toda equations. This will in turn allow us to show that a certain Fredholm determinant related to a class of Toeplitz plus Hankel operators has a connection to a Painlev\'e equation

Some results on the invertibility of Toeplitz plus Hankel operators

The paper deals with the invertibility of Toeplitz plus Hankel operators T(a)+H(b) acting on classical Hardy spaces on the unit circle T. It is supposed that the generating functions a and b satisfy the condition a(t)a(1/t)=b(t)b(1/t). Special attention is paid to the case of piecewise continuous generating functions. In some cases the dimensions of null spaces of the operator $T(a)+H(b)$ and its adjoint are described

Fast multi-dimensional scattered data approximation with Neumann boundary conditions

An important problem in applications is the approximation of a function $f$ from a finite set of randomly scattered data $f(x_j)$. A common and powerful approach is to construct a trigonometric least squares approximation based on the set of exponentials $\{e^{2\pi i kx}\}$. This leads to fast numerical algorithms, but suffers from disturbing boundary effects due to the underlying periodicity assumption on the data, an assumption that is rarely satisfied in practice. To overcome this drawback we impose Neumann boundary conditions on the data. This implies the use of cosine polynomials $\cos (\pi kx)$ as basis functions. We show that scattered data approximation using cosine polynomials leads to a least squares problem involving certain Toeplitz+Hankel matrices. We derive estimates on the condition number of these matrices. Unlike other Toeplitz+Hankel matrices, the Toeplitz+Hankel matrices arising in our context cannot be diagonalized by the discrete cosine transform, but they still allow a fast matrix-vector multiplication via DCT which gives rise to fast conjugate gradient type algorithms. We show how the results can be generalized to higher dimensions. Finally we demonstrate the performance of the proposed method by applying it to a two-dimensional geophysical scattered data problem

Universal parity effects in the entanglement entropy of XX chains with open boundary conditions

We consider the Renyi entanglement entropies in the one-dimensional XX spin-chains with open boundary conditions in the presence of a magnetic field. In the case of a semi-infinite system and a block starting from the boundary, we derive rigorously the asymptotic behavior for large block sizes on the basis of a recent mathematical theorem for the determinant of Toeplitz plus Hankel matrices. We conjecture a generalized Fisher-Hartwig form for the corrections to the asymptotic behavior of this determinant that allows the exact characterization of the corrections to the scaling at order o(1/l) for any n. By combining these results with conformal field theory arguments, we derive exact expressions also in finite chains with open boundary conditions and in the case when the block is detached from the boundary.Comment: 24 pages, 9 figure