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We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one can reduce the matrix integral to the…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. Yu. Orlov

We consider integrals of tau functions of Zakharov-Shabat systems whose higher times are related to the eigenvalues of products of random matrices. Apart of random matrices there is the set of $n$ pairs of given matrices which play the role…

Exactly Solvable and Integrable Systems · Physics 2019-11-07 S. M. Natanzon , A. Yu. Orlov

We consider Schur function expansion for the partition function of the model of normal matrices. We show that this expansion coincides with Takasaki expansion \cite{Tinit} for tau functions of Toda lattice hierarchy. We show that the…

Mathematical Physics · Physics 2009-11-11 A. Yu. Orlov , T. Shiota

Based on the matrix-resolvent approach, for an arbitrary solution to the discrete KdV hierarchy, we define the tau-function of the solution, and compare it with another tau-function of the solution defined via reduction of the Toda lattice…

Mathematical Physics · Physics 2020-07-15 Boris Dubrovin , Di Yang

Matrix elements in different representations are connected by quadratic relations. If matrix elements are those of a $\textit{group element}$, i.e. satisfying the property $\Delta(X) = X\otimes X$, then their generating functions obey…

High Energy Physics - Theory · Physics 2024-03-11 A. Mironov , V. Mishnyakov , A. Morozov

The partition function for unitary two matrix models is known to be a double KP tau-function, as well as providing solutions to the two dimensional Toda hierarchy. It is shown how it may also be viewed as a Borel sum regularization of…

Exactly Solvable and Integrable Systems · Physics 2023-08-02 J. Harnad , A. Yu. Orlov

Matrix hierarchies are: multi-component KP, general Zakharov-Shabat (ZS) and its special cases, e.g., AKNS. The ZS comprises all integrable systems having a form of zero-curvature equations with rational dependence of matrices on a spectral…

High Energy Physics - Theory · Physics 2008-02-03 L. A. Dickey

We introduce and investigate a family of tau-functions of the 2D Toda hierarchy, which is a natural generalization of the hypergeometric family associated with Hurwitz numbers. For this family we prove a skew Schur function expansion…

Mathematical Physics · Physics 2025-11-06 Alexander Alexandrov

We define a tau function for a generic Riemann-Hilbert problem posed on a union of non-intersecting smooth closed curves with jump matrices analytic in their neighborhood. The tau function depends on parameters of the jumps and is expressed…

Mathematical Physics · Physics 2019-02-20 M. Cafasso , P. Gavrylenko , O. Lisovyy

In this paper, we consider the higher Br\'ezin--Gross--Witten tau-functions, given by the matrix integrals. For these tau-functions we construct the canonical Kac--Schwarz operators, quantum spectral curves, and $W^{(3)}$-constraints. For…

Mathematical Physics · Physics 2025-04-02 Alexander Alexandrov , Saswati Dhara

We consider the Itzykson-Zuber-Eynard-Mehta two-matrix model and prove that the partition function is an isomonodromic tau function in a sense that generalizes Jimbo-Miwa-Ueno's. In order to achieve the generalization we need to define a…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 M. Bertola , O. Marchal

We consider the simplest gauge theories given by one- and two- matrix integrals and concentrate on their stringy and geometric properties. We remind general integrable structure behind the matrix integrals and turn to the geometric…

High Energy Physics - Theory · Physics 2009-11-11 A. Marshakov

The simplest nontrivial tau functions of the Toda lattice and the $\tN$-component Toda lattice are compared in their applications to multimatrix integrals.

Mathematical Physics · Physics 2022-11-28 Orlov A. Yu

We extend the matrix-resolvent method for computing logarithmic derivatives of tau-functions to the Ablowitz--Ladik hierarchy. In particular, we derive a formula for the generating series of the logarithmic derivatives of an arbitrary…

Mathematical Physics · Physics 2022-05-04 Mattia Cafasso , Di Yang

Inspired by recent formul\ae\ of Dubrovin, Yang, and Zagier, we interpret the tau function enumerating stationary Gromov-Witten invariants of $\mathbb{P}^1$ as an isomonodromic tau function associated with a difference equation. As a…

Mathematical Physics · Physics 2021-04-06 Marco Bertola , Giulio Ruzza

In this work we present a new approach for the implementation of operational Tau method for the solutions of linear differential and integral equations. In our approach we use the three terms relation of an orthogonal polynomial basis to…

Numerical Analysis · Mathematics 2017-12-21 de Matos , João Carrilho , Matos , José M. A. , Rodrigues , Maria João

Explicit expressions for multimatrix models with complex and unitary matrices allows to couple these models with well-known unitary, orthogonsl and sympletic ensembles. We consider examples of such mixed ensembles which are solvable in the…

High Energy Physics - Theory · Physics 2023-10-10 E. N. Antonov , A. Yu. Orlov , D. V. Vasiliev

For one-matrix models with polynomial potentials, the explicit relationship between the partition function and the isomonodromic tau function for the 2x2 polynomial differential systems satisfied by the associated orthogonal polynomials is…

Exactly Solvable and Integrable Systems · Physics 2008-11-26 M. Bertola , B. Eynard , J. Harnad

The n-point function for the integral over unitary matrices with Itzykson-Zuber measure is reduced to the integral over Gelfand-Tzetlin table; integrand (for generic n) is given by linear exponential times rational function. For $n=2$ and…

High Energy Physics - Theory · Physics 2009-10-22 Samson L. Shatashvili

We consider certain examples of applications of the general methods, based on geometry and integrability of matrix models, described in hep-th/0601212. In particular, the nonlinear differential equations, satisfied by quasiclassical…

High Energy Physics - Theory · Physics 2009-11-11 A. Marshakov
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