Matrix orthogonal Laurent polynomials on the unit circle and Toda type integrable systems

of Toda-like integrable systems are connected us-ing the Gauss-Borel factorization of two, left and a right, Cantero-Morales-Velázquez block moment matrices, which are constructed using a quasi-definite matrix measure. Ablock Gauss-Borel factorization problem of these moment matrices leads to two sets of biorthogonal matrix orthogonal Laurent polynomials and matrix Szegő polynomials, which can be expressed in terms of Schur complements of bordered trun-cations of the block moment matrix. The corresponding block extension of the Christoffel-Darboux theory is derived. De-formations of the quasi-definite matrix measure leading to integrable systems of Toda type are studied. The integrable theory is given in this matrix scenario; wave and adjoint wave functions, Lax and Zakharov-Shabat equations, bilinear equa-tions and discrete flows-connected with Darboux transformations. We generalize the integrable flows of the Cafasso’s matrix extension of the Toeplitz lattice for the Verblunsky coefficients of Szegő polynomials. An analysis of the Miwa shifts allows for the finding of interesting connections between Christoffel-Darboux kernels and Miwa shifts of the matrix orthogonal Laurent polynomialsM.M. thanks economical support from the Spanish “Ministerio de Economía y Competitividad” research project MTM2012-36732-C03-01, Ortogonalidad y aproximación; teoría y aplicaciones

Multivariate orthogonal Laurent polynomials and integrable systems

An ordering for Laurent polynomials in the algebraic torus (C*)(D), inspired by the Cantero-Moral-Velazquez approach to orthogonal Laurent polynomials in the unit circle, leads to the construction of a moment matrix for a given Borel measure in the unit torus T-D. The Gauss-Borel factorization of this moment matrix allows for the construction of multivariate biorthogonal Laurent polynomials in the unit torus, which can be expressed as last quasi-determinants of bordered truncations of the moment matrix. The associated second-kind functions are expressed in terms of the Fourier series of the given measure. Persymmetries and partial persymmetries of the moment matrix are studied and Cauchy integral representations of the second-kind functions are found, as well as Plemelj-type formulae. Spectral matrices give string equations for the moment matrix, which model the three-term relations as well as the Christoffel-Darboux formulae. Christoffel-type perturbations of the measure given by the multiplication by Laurent polynomials are studied. Sample matrices on poised sets of nodes, which belong to the algebraic hypersurface of the perturbing Laurent polynomial, are used to find a Christoffel formula that expresses the perturbed orthogonal Laurent polynomials in terms of a last quasi-determinant of a bordered sample matrix constructed in terms of the original orthogonal Laurent polynomials. Poised sets exist only for prepared Laurent polynomials, which are analyzed from the perspective of Newton polytopes and tropical geometry. Then, an algebraic geometrical characterization of prepared Laurent polynomial perturbation and poised sets is given; full-column-rankness of the corresponding multivariate Laurent-Vandermonde matrices and a product of different prime prepared Laurent polynomials leads to such sets. Some examples are constructed in terms of perturbations of the Lebesgue-Haar measure. Discrete and continuous deformations of the measure lead to a Toda-type integrable hierarchy, being the corresponding flows described through Lax and Zakharov-Shabat equations; bilinear equations and vertex operators are found. Varying size matrix nonlinear partial difference and differential equations of two-dimensional Toda lattice type are shown to be solved by matrix coefficients of the multivariate orthogonal polynomials. The discrete flows are connected with a Gauss-Borel factorization of the Jacobi-type matrices and its quasi-determinants allow for expressions for the multivariate orthogonal polynomials in terms of shifted quasi-tau matrices, which generalize those that relate the Baker functions with ratios of Miwa shifted r-functions in the one-dimensional scenario. It is shown that the discrete and continuous flows are deeply connected and determine nonlinear partial difference-differential equations that involve only one site in the integrable lattice behaving as a Kadomtsev-Petviashvili-type system

Polinomios biortogonales y sus generalizaciones: una perspectiva desde los sistemas integrables

La conexión existente entre los polinomios ortogonales y otras ramas de la matemática, la física o la ingeniería es verdaderamente asombrosa. Además, no hay mejor prueba de la utilidad de estos que el propio crecimiento, avance perpetuo y generalización en diversas direcciones de lo que se entendía por polinomio ortogonal en los albores de la teoría. Conforme el concepto se fue generalizando, también fueron evolucionando las técnicas para su estudio, algunas de estas claramente influenciadas por aquellas disciplinas matemáticas con las que iban surgiendo conexiones. La perspectiva que esta tesis adopta frente a los polinomios ortogonales es un ejemplo de este tipo de influencias, compartiendo herramientas y entrelazandose con la teoría de los sistemas integrables. Una posición privilegiada en esta tesis la ocuparían las matrices de Gram semi in nitas; cada cual asociada a una forma sesquilineal adaptada al tipo de biortogonalidad en cuestión. A estas matrices se les impondrán una serie de condiciones cuyo objeto sería el de garantizar la existencia y unicidad de las secuencias biortogonales asociadas a las mismas. El siguiente paso consistiría en buscar simetrías de estas matrices de Gram. Existen dos razones por las que este esfuerzo resulta ventajoso. En primer lugar, cada simetría encontrada podría traducirse en propiedades de las secuencias biortogonales, por ejemplo: una estructura Hankel de la matriz es equivalente a gozar de la recurrencia a tres términos de los polinomios ortogonales; la simetría propia de las matrices asociadas a pesos clásicos (Hermite, Laguerre, Jacobi) implica la existencia del operador diferencial lineal de segundo orden de que los polinomios clásicos son solución; etc..

Multivariate orthogonal polynomials and integrable systems

Multivariate orthogonal polynomials in D real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials, associated second kind functions, Jacobi type matrices and associated three term relations and also Christoffel-Darboux formulae. The multivariate orthogonal polynomials, their second kind functions and the corresponding Christoffel-Darboux kernels are shown to be quasi-determinants as well as Schur complements of bordered truncations of the moment matrix; quasi-tau functions are introduced. It is proven that the second kind functions are multivariate Cauchy transforms of the multivariate orthogonal polynomials. Discrete and continuous deformations of the measure lead to Toda type integrable hierarchy, being the corresponding flows described through Lax and Zakharov-Shabat equations; bilinear equations are found. Varying size matrix nonlinear partial difference and differential equations of the 2D Toda lattice type are shown to be solved by matrix coefficients of the multivariate orthogonal polynomials. The discrete flows, which are shown to be connected with a Gauss-Borel factorization of the Jacobi type matrices and its quasi-determinants, lead to expressions for the multivariate orthogonal polynomials and their second kind functions in terms of shifted quasi-tau matrices, which generalize to the multidimensional realm, those that relate the Baker and adjoint Baker functions to ratios of Miwa shifted tau-functions in the 1D scenario. In this context, the multivariate extension of the elementary Darboux transformation is given in terms of quasi-determinants of matrices built up by the evaluation, at a poised set of nodes lying in an appropriate hyperplane in R^D, of the multivariate orthogonal polynomials. The multivariate Christoffel formula for the iteration of m elementary Darboux transformations is given as a quasi-determinant. It is shown, using congruences in the space of semi-infinite matrices, that the discrete and continuous flows are intimately connected and determine nonlinear partial difference-differential equations that involve only one site in the integrable lattice behaving as a Kadomstev-Petviashvili type system. Finally, a brief discussion of measures with a particular linear isometry invariance and some of its consequences for the corresponding multivariate polynomials is given. In particular, it is shown that the Toda times that preserve the invariance condition lay in a secant variety of the Veronese variety of the fixed point set of the linear isometry