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The PDEs of Biorthogonal Polynomials Arising in the Two-Matrix Model
Authors:Marco Bertola  Bertrand Eynard
Institution:(1) Centre de recherches mathématiques, Université de Montréal, CP 6128, succ. centre ville, Montréal, Québec, Canada, H3C 3J7;(2) Department of Mathematics and Statistics, Concordia University, 7141 Sherbrooke W., Montréal, Québec, Canada, H4B 1R6;(3) Service de Physique Théorique, CEA/Saclay Orme des Merisiers, F-91191 Gif-sur-Yvette Cedex, France
Abstract:The two-matrix model can be solved by introducing biorthogonal polynomials. In the case the potentials in the measure are polynomials, finite sequences of biorthogonal polynomials (called windows) satisfy polynomial ODEs as well as deformation equations (PDEs) and finite difference equations (ΔE) which are all Frobenius compatible and define discrete and continuous isomonodromic deformations for the irregular ODE, as shown in previous works of ours. In the one matrix model an explicit and concise expression for the coefficients of these systems is known and it allows to relate the partition function with the isomonodromic tau-function of the overdetermined system. Here, we provide the generalization of those expressions to the case of biorthogonal polynomials, which enables us to compute the determinant of the fundamental solution of the overdetermined system of ODE + PDEs + ΔE.
Keywords:biorthogonal polynomials  two-matrix models
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