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The PDEs of Biorthogonal Polynomials Arising in the Two-Matrix Model

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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.

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Bertola, M., Eynard, B. The PDEs of Biorthogonal Polynomials Arising in the Two-Matrix Model. Math Phys Anal Geom 9, 23–52 (2006). https://doi.org/10.1007/s11040-005-9000-x

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