Semiclassical evolution of the spectral curve in the normal random matrix ensemble as Whitham hierarchy

We continue the analysis of the spectral curve of the normal random matrix ensemble, introduced in an earlier paper. Evolution of the full quantum curve is given in terms of compatibility equations of independent flows. The semiclassical limit of these flows is expressed through canonical differential forms of the spectral curve. We also prove that the semiclassical limit of the evolution equations is equivalent to Whitham hierarchy.Comment: 14 page

Viscous shocks in Hele-Shaw flow and Stokes phenomena of the Painleve I transcendent

In Hele-Shaw flows at vanishing surface tension, the boundary of a viscous fluid develops cusp-like singularities. In recent papers [1, 2] we have showed that singularities trigger viscous shocks propagating through the viscous fluid. Here we show that the weak solution of the Hele-Shaw problem describing viscous shocks is equivalent to a semiclassical approximation of a special real solution of the Painleve I equation. We argue that the Painleve I equation provides an integrable deformation of the Hele-Shaw problem which describes flow passing through singularities. In this interpretation shocks appear as Stokes level-lines of the Painleve linear problem.Comment: A more detailed derivation is include

Generic critical points of normal matrix ensembles

The evolution of the degenerate complex curve associated with the ensemble at a generic critical point is related to the finite time singularities of Laplacian Growth. It is shown that the scaling behavior at a critical point of singular geometry $x^3 \sim y^2$ is described by the first Painlev\'e transcendent. The regularization of the curve resulting from discretization is discussed.Comment: Based on a talk given at the conference on Random Matrices, Random Processes and Integrable Systems, CRM Montreal, June 200

Shocks and finite-time singularities in Hele-Shaw flow

Hele-Shaw flow at vanishing surface tension is ill-defined. In finite time, the flow develops cusp-like singularities. We show that the ill-defined problem admits a weak {\it dispersive} solution when singularities give rise to a graph of shock waves propagating in the viscous fluid. The graph of shocks grows and branches. Velocity and pressure jump across the shock. We formulate a few simple physical principles which single out the dispersive solution and interpret shocks as lines of decompressed fluid. We also formulate the dispersive weak solution in algebro-geometrical terms as an evolution of the Krichever-Boutroux complex curve. We study in detail the most generic (2,3) cusp singularity, which gives rise to an elementary branching event. This solution is self-similar and expressed in terms of elliptic functions.Comment: 24 pages, 11 figures; references added; figures change

Normal random matrix ensemble as a growth problem

In general or normal random matrix ensembles, the support of eigenvalues of large size matrices is a planar domain (or several domains) with a sharp boundary. This domain evolves under a change of parameters of the potential and of the size of matrices. The boundary of the support of eigenvalues is a real section of a complex curve. Algebro-geometrical properties of this curve encode physical properties of random matrix ensembles. This curve can be treated as a limit of a spectral curve which is canonically defined for models of finite matrices. We interpret the evolution of the eigenvalue distribution as a growth problem, and describe the growth in terms of evolution of the spectral curve. We discuss algebro-geometrical properties of the spectral curve and describe the wave functions (normalized characteristic polynomials) in terms of differentials on the curve. General formulae and emergence of the spectral curve are illustrated by three meaningful examples.Comment: 44 pages, 14 figures; contains the first part of the original file. The second part will be submitted separatel

Quasi-linear Stokes phenomenon for the Painlev\'e first equation

Using the Riemann-Hilbert approach, the $\Psi$-function corresponding to the solution of the first Painleve equation, $y_{xx}=6y^2+x$, with the asymptotic behavior $y\sim\pm\sqrt{-x/6}$ as $|x|\to\infty$ is constructed. The exponentially small jump in the dominant solution and the coefficient asymptotics in the power-like expansion to the latter are found.Comment: version accepted for publicatio

Random Matrices in 2D, Laplacian Growth and Operator Theory

Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of theoretical physics, from condensed matter to high energy. The fundamental results obtained so far rely mostly on the theory of random matrices in one dimension (the dimensionality of the spectrum, or equilibrium probability density). In the last few years, this theory has been extended to the case where the spectrum is two-dimensional, or even fractal, with dimensions between 1 and 2. In this article, we review these recent developments and indicate some physical problems where the theory can be applied.Comment: 88 pages, 8 figure

Weak solution for the Hele-Shaw problem: Viscous shocks and singularities

In Hele-Shaw flows, a boundary of a viscous fluid develops unstable fingering patterns. At vanishing surface tension, fingers evolve to cusp-like singularities preventing a smooth flow. We show that the Hele-Shaw problem admits a weak solution where a singularity triggers viscous shocks. Shocks form a growing, branching tree of a line distribution of vorticity where pressure has a finite discontinuity. A condition that the flow remains curl-free at a macroscale uniquely determines the shock graph structure. We present a self-similar solution describing shocks emerging from a generic (2, 3)-cusp singularity—an elementary branching event of a branching shock graph