Related papers: Graphic Enumerations and Discrete Painlev\'e Equat…
We prove a number of results concerning the large $N$ asymptotics of the free energy of a random matrix model with a polynomial potential $V(z)$. Our approach is based on a deformation $\tau_tV(z)$ of $V(z)$ to $z^2$, $0\le t<\infty$ and on…
In this paper, we discuss the solution of certain matrix-valued partial differential equations. Such PDEs arise, for example, when constructing a Riemannian contraction metric for a dynamical system given by an autonomous ODE. We develop…
We construct a free fermion and matrix model representation of refined BPS generating functions of D2 and D0 branes bound to a single D6 brane, in a class of toric manifolds without compact four-cycles. In appropriate limit we obtain a…
Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…
The 2-matrix model has been introduced to study Ising model on random surfaces. Since then, the link between matrix models and combinatorics of discrete surfaces has strongly tightened. This manuscript aims to investigate these deep links…
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…
We introduce a systematic approach to express generating functions for the enumeration of maps on surfaces of high genus in terms of a single generating function relevant to planar surfaces. Central to this work is the comparison of two…
The `restoration method' is a novel method we recently introduced for systematically deriving discrete Painlev\'e equations. In this method we start from a given Painlev\'e equation, typically with E$_8^{(1)}$ symmetry, obtain its…
Rectangular $N\times M$ matrix models can be solved in several qualitatively distinct large $N$ limits, since two independent parameters govern the size of the matrix. Regarded as models of random surfaces, these matrix models interpolate…
The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…
Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…
Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in…
In a recent study of large non-null sample covariance matrices, a new sequence of functions generalizing the GUE Tracy-Widom distribution of random matrix theory was obtained. This paper derives Painlev\'e formulas of these functions and…
We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…
A recently formulated conjecture of Gamayun, Iorgov and Lisovyy gives an asymptotic expansion of the Jimbo--Miwa--Ueno isomonodromic $\tau$-function for certain Painlev\'e transcendents. The coefficients in this expansion are given in terms…
In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…
We present a method, based on loop equations, to compute recursively, all the terms in the large $N$ topological expansion of the free energy for the 2-hermitian matrix model, in the case where the support of the density of eigenvalues is…
Efficient and stable solution of partial differential equations (PDEs) is central to scientific and engineering applications, yet existing numerical solvers rely heavily on matrix based discretizations, while learning based methods require…
We present a method, based on loop equations, to compute recursively all the terms in the large $N$ topological expansion of the free energy for the 2-hermitian matrix model. We illustrate the method by computing the first subleading term,…
We present a systematic method for the construction of discrete Painlev\'e equations. The method, dubbed `restoration', allows one to obtain all discrete Painlev\'e equations that share a common autonomous limit, up to homographic…