Universalidade em matrizes aleatórias via problemas de Riemann-Hilbert

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Problemas de Riemann-Hilbert

Pós-graduação em Matemática - IBILCE

Sistemas integrables discretos, polinomios matriciales ortogonales y problemas de Riemann-Hilbert

El propósito de esta tesis doctoral es el estudio de la conexión, mediante el problema de Riemann-Hilbert, entre sistemas discretos y la teoría de polinomios matriciales ortogonales. La investigación de los modelos integrables se originó en la Mecánica Clásica, en relación a la resolución de las ecuaciones de Newton [2]. Los trabajos de Liouville, Hamilton, Jacobi y otros sentaron las bases de los sistemas integrables como prototipos modelos resolubles por cuadraturas, v.g., por integración directa [7]. Hay una cantidad importante de investigación dedicada a los aspectos geométricos de los sistemas clásicos integrables y superintegrables [66], [82], especialmente en relación a la separación de variables de la ecuación de Hamilton-Jacobi [75]. Fue la aplicación, en la segunda mitad del siglo pasado, de la transformada espectral inversa para la resolución del problema de Cauchy de la ecuación de Korteweg-de Vries [42, 43] la que marcó el inicio de una nueva etapa en este campo, el del estudio de sistemas integrables con un número infinito de grados de libertad, que generalmente se expresan en términos de jerarquías de ecuaciones no lineales en derivadas parciales. Particularmente reseñable, por su aplicación en la hidrodinámica y en la óptica cuántica, es la aparición de las soluciones a un número de solitones arbitrario. En las últimas tres décadas ha habido un importante interés por el estudio de modelos discretos, v.g., sistemas dinámicos de nidos en un retículo de puntos, y expresados en términos de ecuaciones no lineales en diferencia parciales. Muchas de las técnicas encontradas en el mundo continuo se extendieron a este nuevo contexto discreto. Hay dos razones fundamentales para este interés...

The Riemann-Hilbert method applied to the theory of orthogonal polynomials

Doutoramento em Matemática

The Klein-Gordon equation on the half line: a Riemann-Hilbert approach

We solve an initial-boundary problem for the Klein-Gordon equation on the half line using the Riemann-Hilbert approach to solving linear boundary value problems advocated by Fokas. The approach we present can be also used to solve more complicated boundary value problems for this equation, such as problems posed on time-dependent domains. Furthermore, it can be extended to treat integrable nonlinearisations of the Klein-Gordon equation. In this respect, we briefly discuss how our results could motivate a novel treatment of the sine-Gordon equation.

A Riemann-Hilbert problem with a vanishing coefficient and applications to Toeplitz operators

We study the homogeneous Riemann-Hilbert problem with a vanishing scalar-valued continuous coefficient. We characterize non-existence of nontrivial solutions in the case where the coefficient has its values along several rays starting from the origin. As a consequence, some results on injectivity and existence of eigenvalues of Toeplitz operators in Hardy spaces are obtained.

General soliton matrices in the Riemann-Hilbert problem for integrable nonlinear equations

We derive the soliton matrices corresponding to an arbitrary number of higher-order normal zeros for the matrix Riemann-Hilbert problem of arbitrary matrix dimension, thus giving the complete solution to the problem of higher-order solitons. Our soliton matrices explicitly give all higher-order multisoliton solutions to the nonlinear partial differential equations integrable through the matrix Riemann-Hilbert problem. We have applied these general results to the three-wave interaction system, and derived new classes of higher-order soliton and two-soliton solutions, in complement to those from our previous publication [Stud. Appl. Math. 110, 297 (2003)], where only the elementary higher-order zeros were considered. The higher-order solitons corresponding to nonelementary zeros generically describe the simultaneous breakup of a pumping wave (u(3)) into the other two components (u(1) and u(2)) and merger of u(1) and u(2) waves into the pumping u(3) wave. The two-soliton solutions corresponding to two simple zeros generically describe the breakup of the pumping u(3) wave into the u(1) and u(2) components, and the reverse process. In the nongeneric cases, these two-soliton solutions could describe the elastic interaction of the u(1) and u(2) waves, thus reproducing previous results obtained by Zakharov and Manakov [Zh. Eksp. Teor. Fiz. 69, 1654 (1975)] and Kaup [Stud. Appl. Math. 55, 9 (1976)]. (C) 2003 American Institute of Physics.

Riemann-Hilbert Problems with Canonical Normalization and Families of Commuting Operators

2010 Mathematics Subject Classification: 35Q15, 31A25, 37K10, 35Q58.

Riemann-Hilbert problems for poly-Hardy space on the unit ball

In this paper, we focus on a Riemann–Hilbert boundary value problem (BVP) with a constant coefficients for the poly-Hardy space on the real unit ball in higher dimensions. We first discuss the boundary behaviour of functions in the poly-Hardy class. Then we construct the Schwarz kernel and the higher order Schwarz operator to study Riemann–Hilbert BVPs over the unit ball for the poly- Hardy class. Finally, we obtain explicit integral expressions for their solutions. As a special case, monogenic signals as elements in the Hardy space over the unit sphere will be reconstructed in the case of boundary data given in terms of functions having values in a Clifford subalgebra. Such monogenic signals represent the generalization of analytic signals as elements of the Hardy space over the unit circle of the complex plane.

Solution of a Boundary-Value Problem associated with Diffraction of Water Waves by a Nearly Vertical Barrier

An exact solution is derived for a boundary-value problem for Laplace's equation which is a generalization of the one occurring in the course of solution of the problem of diffraction of surface water waves by a nearly vertical submerged barrier. The method of solution involves the use of complex function theory, the Schwarz reflection principle, and reduction to a system of two uncoupled Riemann-Hilbert problems. Known results, representing the reflection and transmission coefficients of the water wave problem involving a nearly vertical barrier, are derived in terms of the shape function.

Stress-distribution around a rigid line in dissimilar media

The elastic plane problem of a rigid line inclusion between two dissimilar media was considered. By solving the Riemann-Hilbert problem, the closed-form solution was obtained and the stress distribution around the rigid line was investigated. It was found that the modulus of the singular behavior of the stress remains proportional to the inverse square root of the distance from the rigid line end, but the stresses possess a pronounced oscillatory character as in the case of an interfacial crack tip.

Boundary integral technique for the numerical modelling of the air flow for the Aaberg exhaust system

A boundary integral technique has been developed for the numerical simulation of the air flow for the Aaberg exhaust system. For the steady, ideal, irrotational air flow induced by a jet, the air velocity is an analytical function. The solution of the problem is formulated in the form of a boundary integral equation by seeking the solution of a mixed boundary-value problem of an analytical function based on the Riemann-Hilbert technique. The boundary integral equation is numerically solved by converting it into a system of linear algebraic equations, which are solved by the process of the Gaussian elimination. The air velocity vector at any point in the solution domain is then computed from the air velocity on the boundary of the solution domains.

Aspects géométriques et intégrables des modèles de matrices aléatoires

Travail réalisé en cotutelle avec l'université Paris-Diderot et le Commissariat à l'Energie Atomique sous la direction de John Harnad et Bertrand Eynard.

Spectral analysis of the elliptic sine-Gordon equation in the quarter plane

We study the elliptic sine-Gordon equation in the quarter plane using a spectral transform approach. We determine the Riemann-Hilbert problem associated with well-posed boundary value problems in this domain and use it to derive a formal representation of the solution. Our analysis is based on a generalization of the usual inverse scattering transform recently introduced by Fokas for studying linear elliptic problems.