Functional Equations Solving Initial-Value Problems of Complex Burgers-Type Equations for One-Dimensional Log-Gases

Symmetry Integrability and Geometry-Methods and Applications

article

Taiki Endo¹  Makoto Katori¹  Noriyoshi Sakuma² 

[1] Department of Physics, Faculty of Science and Engineering, Chuo University;Graduate School of Natural Sciences, Nagoya City University

关键词: stochastic log-gases;    complex Burgers-type equations;    functional equations;    Cauchy transforms;    $R$-transforms;    $S$-transforms;    free probability and free convolutions.;   

DOI  :  10.3842/SIGMA.2022.049

来源: National Academy of Science of Ukraine

【 摘 要 】

We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the measure-valued processes so that their Cauchy transforms solve the complex Burgers-type equations. We show that applications of the method of characteristic curves to these partial differential equations provide the functional equations relating the Cauchy transforms of measures at an arbitrary time with those at the initial time. We transform the functional equations for the Cauchy transforms to those for the $R$-transforms and the $S$-transforms of the measures, which play central roles in free probability theory. The obtained functional equations for the $R$-transforms and the $S$-transforms are simpler than those for the Cauchy transforms and useful for explicit calculations including the computation of free cumulant sequences. Some of the results are argued using the notion of free convolutions.

【 授权许可】

Unknown