Related papers: On $\tau$-function of conjugate nets
We investigate the $\tau$-function of the quadrilateral lattice using the nonlocal $\bar\partial$-dressing method, and we show that it can be identified with the Fredholm determinant of the integral equation which naturally appears within…
The method of reduction of a Fredholm integral equation to the linear system is generalized to construction of a complex potential --- an analytic function in an infinite multiply connected domain with a simple pole at infinity which maps…
We consider the factorization problem of matrix symbols relative to a closed contour, i.e., a Riemann-Hilbert problem, where the symbol depends analytically on parameters. We show how to define a function $\tau$ which is locally analytic on…
Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\bf C}$ and state space $H$. The function $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$ on $L^2((0, \infty…
The theory of matrix models is reviewed from the point of view of its relation to integrable hierarchies. Determinantal formulas, relation to conformal field models and the theory of Generalized Kontsevich model are discussed in some…
Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\mathbb C}$ and state space $H$. The scattering (or impulse response) functions $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator…
We extend the approach to ${\tau}$-functions as Widom constants developed by Cafasso, Gavrylenko and Lisovyy to orthogonal loop group Drinfeld-Sokolov hierarchies and isomonodromic deformations systems. The combinatorial expansion of the…
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…
We analyze a certain class of integral equations related to Marchenko equations and Gel'fand-Levitan equations associated with various systems of ordinary differential operators. When the integral operator is perturbed by a finite-rank…
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very…
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…
We review the concept of $\tau$-function for simple analytic curves. The $\tau$-function gives a formal solution to the 2D inverse potential problem and appears as the $\tau$-function of the integrable hierarchy which describes conformal…
This is a review of the results related to generalizations of the notion of $\tau$-function and integrable hierarchies and to their interpretation within the group theory framework that admits an immediate quantization procedure. Different…
We prove that the isomonodromic tau function on a torus with Fuchsian singularities and generic monodromies in $GL(N,\mathbb{C})$ can be written in terms of a Fredholm determinant of Cauchy-Plemelj operators. We further show that the minor…
Dressing technique is used to construct commuting Lax operators which provide an integrable (canonical) structure behind Witten--Dijkgraaf--Verlinde--Verlinde equations. The commuting flows are related to the isomonodromic flows. Examples…
The theory of $\tau$-factorizations on integral domains was developed by Anderson and Frazier. This theory characterized all the known factorizations and opened the opportunity to create new ones. It can be visualized as a restriction to…
The intrinsic geometric properties of generalized Darboux-Manakov-Zakharov systems of semilinear partial differential equations \label{GDMZabstract} \frac{\partial^2 u}{\partial x_i\partial x_j}=f_{ij}\Big(x_k,u,\frac{\partial u}{\partial…
A general scheme is proposed for introduction of lattice and q-difference variables to integrable hierarchies in frame of $\bar{\partial}$-dressing method . Using this scheme, lattice and q-difference Darboux-Zakharov-Manakov systems of…
The extended bigraded Toda hierarchy (EBTH) is an integrable system satisfied by the Gromov-Witten total descendant potential of $\mathbb{CP}^1$ with two orbifold points. We write a bilinear equation for the tau-function of the EBTH and…
The gap probabilities at the hard and soft edges of scaled random matrix ensembles with orthogonal symmetry are known in terms of $\tau$-functions. Extending recent work relating to the soft edge, it is shown that these $\tau$-functions,…