Universal Structure and Universal PDE for Unitary Ensembles

An attempt is made to describe random matrix ensembles with unitary invariance of measure (UE) in a unified way, using a combination of Tracy-Widom (TW) and Adler-Shiota-Van Moerbeke (ASvM) approaches to derivation of partial differential equations (PDE) for spectral gap probabilities. First, general 3-term recurrence relations for UE restricted to subsets of real line, or, in other words, for functions in the resolvent kernel, are obtained. Using them, simple universal relations between all TW dependent variables and one-dimensional Toda lattice $\tau$-functions are found. A universal system of PDE for UE is derived from previous relations, which leads also to a {\it single independent PDE} for spectral gap probability of various UE. Thus, orthogonal function bases and Toda lattice are seen at the core of correspondence of different approaches. Moreover, Toda-AKNS system provides a common structure of PDE for unitary ensembles. Interestingly, this structure can be seen in two very different forms: one arises from orthogonal functions-Toda lattice considerations, while the other comes from Schlesinger equations for isomonodromic deformations and their relation with TW equations. The simple example of Gaussian matrices most neatly exposes this structure.Comment: 30 page

All the lowest order PDE for spectral gaps of Gaussian matrices

Tracy-Widom (TW) equations for one-matrix unitary ensembles (UE) (equivalent to a particular case of Schlesinger equations for isomonodromic deformations) are rewritten in a general form which allows one to derive all the lowest order equations (PDE) for spectral gap probabilities of UE without intermediate higher-order PDE. This is demonstrated on the example of Gaussian ensemble (GUE) for which all the third order PDE for gap probabilities are obtained explicitly. Moreover, there is a {\it second order} PDE for GUE probabilities in the case of more than one spectral endpoint. This approach allows to derive all PDE at once where possible, while in the method based on Hirota bilinear identities and Virasoro constraints starting with different bilinear identities leads to different subsets of the full set of equations.Comment: 22 pages, references corrected, remark adde

Beta ensembles, quantum Painlev\'e equations and isomonodromy systems

This is a review of recent developments in the theory of beta ensembles of random matrices and their relations with conformal filed theory (CFT). There are (almost) no new results here. This article can serve as a guide on appearances and studies of quantum Painlev\'e and more general multidimensional linear equations of Belavin-Polyakov-Zamolodchikov (BPZ) type in literature. We demonstrate how BPZ equations of CFT arise from $\beta$-ensemble eigenvalue integrals. Quantum Painlev\'e equations are relatively simple instances of BPZ or confluent BPZ equations, they are PDEs in two independent variables ("time" and "space"). While CFT is known as quantum integrable theory, here we focus on the appearing links of $\beta$-ensembles and CFT with {\it classical} integrable structure and isomonodromy systems. The central point is to show on the example of quantum Painlev\'e II (QPII)~\cite{betaFP1} how classical integrable structure can be extended to general values of $\beta$ (or CFT central charge $c$), beyond the special cases $\beta=2$ ($c=1$) and $c\to\infty$ where its appearance is well-established. We also discuss an \'a priori very different important approach, the ODE/IM correspondence giving information about complex quantum integrable models, e.g.~CFT, from some stationary Schr\"odinger ODEs. Solution of the ODEs depends on (discrete) symmetries leading to functional equations for Stokes multipliers equivalent to discrete integrable Hirota-type equations. The separation of "time" and "space" variables, a consequence of our integrable structure, also leads to Schr\"odinger ODEs and thus may have a connection with ODE/IM methods.Comment: Submitted to Cont. Mat

The correspondence between Tracy-Widom (TW) and Adler-Shiota-van Moerbeke (ASvM) approaches in random matrix theory: the Gaussian case

Two approaches (TW and ASvM) to derivation of integrable differential equations for random matrix probabilities are compared. Both methods are rewritten in such a form that simple and explicit relations between all TW dependent variables and $\tau$-functions of ASvM are found, for the example of finite size Gaussian matrices. Orthogonal function systems and Toda lattice are seen as the core structure of both approaches and their relationship.Comment: 20 pages, submitted to Journal of Mathematical Physic

A universal asymptotic regime in the hyperbolic nonlinear Schr\"odinger equation

The appearance of a fundamental long-time asymptotic regime in the two space one time dimensional hyperbolic nonlinear Schr\"odinger (HNLS) equation is discussed. Based on analytical and extensive numerical simulations an approximate self-similar solution is found for a wide range of initial conditions -- essentially for initial lumps of small to moderate energy. Even relatively large initial amplitudes, which imply strong nonlinear effects, eventually lead to local structures resembling those of the self-similar solution, with appropriate small modifications. These modifications are important in order to properly capture the behavior of the phase of the solution. This solution has aspects that suggest it is a universal attractor emanating from wide ranges of initial data.Comment: 36 pages, 26 pages text + 20 figure