Factorizations of Rational Matrix Functions with Application to Discrete Isomonodromic Transformations and Difference Painlev\'e Equations

We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this space is given by a mix of residue eigenvectors of the matrix and its inverse. Our approach is motivated by the theory of discrete isomonodromic transformations and their relationship with difference Painlev\'e equations. In particular, in these coordinates, basic isomonodromic transformations take the form of the discrete Euler-Lagrange equations. Secondly we show that dPV equations, previously obtained in this context by D. Arinkin and A. Borodin, can be understood as simple relationships between the residues of such matrices and their inverses.Comment: 9 pages; minor typos fixed, journal reference adde

Airy processes and variational problems

We review the Airy processes; their formulation and how they are conjectured to govern the large time, large distance spatial fluctuations of one dimensional random growth models. We also describe formulas which express the probabilities that they lie below a given curve as Fredholm determinants of certain boundary value operators, and the several applications of these formulas to variational problems involving Airy processes that arise in physical problems, as well as to their local behaviour.Comment: Minor corrections. 41 pages, 4 figures. To appear as chapter in "PASI Proceedings: Topics in percolative and disordered systems

Continued fraction solution of Krein's inverse problem

The spectral data of a vibrating string are encoded in its so-called characteristic function. We consider the problem of recovering the distribution of mass along the string from its characteristic function. It is well-known that Stieltjes' continued fraction provides a solution of this inverse problem in the particular case where the distribution of mass is purely discrete. We show how to adapt Stieltjes' method to solve the inverse problem for a related class of strings. An application to the excursion theory of diffusion processes is presented.Comment: 18 pages, 2 figure

PHYSICAL MODELING AS INTERDISPLINARY PHYSICS AND COMPUTER SCIENCE TEACHING

Рассматриваются суть и важность задач физического моделирования в комплексном школьном образовании в старших классах. Физическое моделирование предстает как пример из физики для уроков информатики, а также как способ использования информатики в качестве инструмента в ходе физического исследования на школьном «Турнире юных физиков»The physical modelling is a large area of problems, where computer science (primarily programming) and physics go hand-in-hand, its teaching in secondary school allows for simultaneous drilling of skills, as well as understanding of CS purpose for other subjects. The physical modelling is considered as a useful Physics example for CS classes and, meanwhile as a necessary tool for a researcher in Physics for the IYPT contes

A real quaternion spherical ensemble of random matrices

One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the anti-sphere with truncations of unitary matrices. This paper focusses on an ensemble corresponding to the sphere: matrices of the form \bY= \bA^{-1} \bB, where \bA and \bB are independent $N\times N$ matrices with iid standard Gaussian real quaternion entries. By applying techniques similar to those used for the analogous complex and real spherical ensembles, the eigenvalue jpdf and correlation functions are calculated. This completes the exploration of spherical matrices using the traditional Dyson indices $\beta=1,2,4$. We find that the eigenvalue density (after stereographic projection onto the sphere) has a depletion of eigenvalues along a ring corresponding to the real axis, with reflective symmetry about this ring. However, in the limit of large matrix dimension, this eigenvalue density approaches that of the corresponding complex ensemble, a density which is uniform on the sphere. This result is in keeping with the spherical law (analogous to the circular law for iid matrices), which states that for matrices having the spherical structure \bY= \bA^{-1} \bB, where \bA and \bB are independent, iid matrices the (stereographically projected) eigenvalue density tends to uniformity on the sphere.Comment: 25 pages, 3 figures. Added another citation in version

Form factor approach to dynamical correlation functions in critical models

We develop a form factor approach to the study of dynamical correlation functions of quantum integrable models in the critical regime. As an example, we consider the quantum non-linear Schr\"odinger model. We derive long-distance/long-time asymptotic behavior of various two-point functions of this model. We also compute edge exponents and amplitudes characterizing the power-law behavior of dynamical response functions on the particle/hole excitation thresholds. These last results confirm predictions based on the non-linear Luttinger liquid method. Our results rely on a first principles derivation, based on the microscopic analysis of the model, without invoking, at any stage, some correspondence with a continuous field theory. Furthermore, our approach only makes use of certain general properties of the model, so that it should be applicable, with possibly minor modifications, to a wide class of (not necessarily integrable) gapless one dimensional Hamiltonians.Comment: 33 page

Stochastic Duality and Orthogonal Polynomials

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal polynomial) can be studied via expectations with respect to the dual process (which evolves the index of the polynomial). The set of processes include interacting particle systems, such as the exclusion process, the inclusion process and independent random walkers, as well as interacting diffusions and redistribution models of Kipnis–Marchioro–Presutti type. Duality functions are given in terms of classical orthogonal polynomials, both of discrete and continuous variable, and the measure in the orthogonality relation coincides with the process stationary measure

Stochastic Pulse Switching in a Degenerate Resonant Optical Medium

Using the idealized integrable Maxwell-Bloch model, we describe random optical-pulse polarization switching along an active optical medium in the Lambda-configuration with disordered occupation numbers of its lower energy sub-level pair. The description combines complete integrability and stochastic dynamics. For the single-soliton pulse, we derive the statistics of the electric-field polarization ellipse at a given point along the medium in closed form. If the average initial population difference of the two lower sub-levels vanishes, we show that the pulse polarization will switch intermittently between the two circular polarizations as it travels along the medium. If this difference does not vanish, the pulse will eventually forever remain in the circular polarization determined by which sub-level is more occupied on average. We also derive the exact expressions for the statistics of the polarization-switching dynamics, such as the probability distribution of the distance between two consecutive switches and the percentage of the distance along the medium the pulse spends in the elliptical polarization of a given orientation in the case of vanishing average initial population difference. We find that the latter distribution is given in terms of the well-known arcsine law

Fluctuations of the one-dimensional asymmetric exclusion process using random matrix techniques

The studies of fluctuations of the one-dimensional Kardar-Parisi-Zhang universality class using the techniques from random matrix theory are reviewed from the point of view of the asymmetric simple exclusion process. We explain the basics of random matrix techniques, the connections to the polynuclear growth models and a method using the Green's function.Comment: 41 pages, 10 figures, minor corrections, references adde

{\bf τ\tau-Function Evaluation of Gap Probabilities in Orthogonal and Symplectic Matrix Ensembles}

It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap probabilities for classical orthogonal matrix ensembles, either known or derivable from the existing literature, are likewise $\tau$-functions for certain Painlev\'e systems. In the case of symplectic matrix ensembles all exact evaluations, either known or derivable from the existing literature, are identified as the mean of two $\tau$-functions, both of which correspond to Hamiltonians satisfying the same differential equation, differing only in the boundary condition. Furthermore the product of these two $\tau$-functions gives the gap probability in the corresponding unitary symmetry case, while one of those $\tau$-functions is the gap probability in the corresponding orthogonal symmetry case.Comment: AMS-Late