Piotr Warchoł

Dysonian dynamics of the Ginibre ensemble.

We study the time evolution of Ginibre matrices whose elements undergo Brownian motion. The non-Hermitian character of the Ginibre ensemble binds the dynamics of eigenvalues to the evolution of eigenvectors in a nontrivial way, leading to a system of coupled nonlinear equations resembling those for turbulent systems. We formulate a mathematical framework allowing simultaneous description of the flow of eigenvalues and eigenvectors, and we unravel a hidden dynamics as a function of a new complex variable, which in the standard description is treated as a regulator only. We solve the evolution equations for large matrices and demonstrate that the nonanalytic behavior of the Greens functions is associated with a shock wave stemming from a Burgers-like equation describing correlations of eigenvectors. We conjecture that the hidden dynamics that we observe for the Ginibre ensemble is a general feature of non-Hermitian random matrix models and is relevant to related physical applications.

Burgers-like equation for spontaneous breakdown of the chiral symmetry in QCD

Abstract We link the spontaneous breakdown of chiral symmetry in Euclidean QCD to the collision of spectral shock waves in the vicinity of zero eigenvalue of the Dirac operator. The mechanism, originating from complex Burgerʼs-like equation for viscid, pressureless, one-dimensional flows of eigenvalues, is similar to the recently observed weak-strong coupling phase transition in large N c Yang–Mills theory. The spectral viscosity is proportional to the inverse size of the random matrix that replaces the Dirac operator in the universal (ergodic) regime. We obtain the exact scaling function and critical exponents of the chiral phase transition for the averaged characteristic polynomial for N c ⩾ 3 QCD. We reinterpret our results in terms of known properties of chiral random matrix models and lattice data.

Universal shocks in the Wishart random-matrix ensemble.

We show that the derivative of the logarithm of the average characteristic polynomial of a diffusing Wishart matrix obeys an exact partial differential equation valid for an arbitrary value of N, the size of the matrix. In the large N limit, this equation generalizes the simple inviscid Burgers equation that has been obtained earlier for Hermitian or unitary matrices. The solution, through the method of characteristics, presents singularities that we relate to the precursors of shock formation in the Burgers equation. The finite N effects appear as a viscosity term in the Burgers equation. Using a scaling analysis of the complete equation for the characteristic polynomial, in the vicinity of the shocks, we recover in a simple way the universal Bessel oscillations (so-called hard-edge singularities) familiar in random-matrix theory.

Diffusion in the space of complex Hermitian matrices - microscopic properties of the averaged characteristic polynomial and the averaged inverse characteristic polynomial

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial differential, diffusion-like, equations. These equations are valid for matrices of arbitrary size. Their solutions can be given an integral representation that allows for a simple study of their asymptotic behaviors for a broad range of initial conditions.

Unveiling the significance of eigenvectors in diffusing non-Hermitian matrices by identifying the underlying Burgers dynamics

Abstract Following our recent letter [1] , we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix size N and arbitrary initial conditions) for evolution of the averaged extended characteristic polynomial. The logarithm of this polynomial has an interpretation of a potential which generates a Burgers dynamics in quaternionic space. The dynamics of the ensemble in the large N limit is completely determined by the coevolution of the spectral density and a certain eigenvector correlation function. This coevolution is best visible in an electrostatic potential of a quaternionic argument built of two complex variables, the first of which governs standard spectral properties while the second unravels the hidden dynamics of eigenvector correlation function. We obtain general formulas for the spectral density and the eigenvector correlation function for large N and for any initial conditions. We exemplify our studies by solving three examples, and we verify the analytic form of our solutions with numerical simulations.

Universal shocks in the Wishart random-matrix ensemble. II. Nontrivial initial conditions.

We study the diffusion of complex Wishart matrices and derive a partial differential equation governing the behavior of the associated averaged characteristic polynomial. In the limit of large size matrices, the inverse Cole-Hopf transform of this polynomial obeys a nonlinear partial differential equation whose solutions exhibit shocks at the evolving edges of the eigenvalue spectrum. In a particular scenario one of those shocks hits the origin that plays the role of an impassable wall. To investigate the universal behavior in the vicinity of this wall, a critical point, we derive an integral representation for the averaged characteristic polynomial and study its asymptotic behavior. The result is a Bessoid function.

Hydrodynamics of the Polyakov line in SU(Nc) Yang-Mills

Abstract We discuss a hydrodynamical description of the eigenvalues of the Polyakov line at large but finite N c for Yang–Mills theory in even and odd space-time dimensions. The hydro-static solutions for the eigenvalue densities are shown to interpolate between a uniform distribution in the confined phase and a localized distribution in the de-confined phase. The resulting critical temperatures are in overall agreement with those measured on the lattice over a broad range of N c , and are consistent with the string model results at N c = ∞ . The stochastic relaxation of the eigenvalues of the Polyakov line out of equilibrium is captured by a hydrodynamical instanton. An estimate of the probability of formation of a Z ( N c ) bubble using a piece-wise sound wave is suggested.

Hydrodynamics of the Dirac spectrum

Abstract We discuss a hydrodynamical description of the eigenvalues of the Dirac spectrum in even dimensions in the vacuum and in the large N (volume) limit. The linearized hydrodynamics supports sound waves. The hydrodynamical relaxation of the eigenvalues is captured by a hydrodynamical (tunneling) minimum configuration which follows from a pertinent form of Euler equation. The relaxation from a phase of unbroken chiral symmetry to a phase of broken chiral symmetry occurs over a time set by the speed of sound.

Ornstein–Uhlenbeck diffusion of hermitian and non-hermitian matrices—unexpected links

We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framework based on the generalized Greens functions, which involves a new, hidden complex variable, in comparison to the standard treatment of the resolvents. This new variable turns out to be crucial to understand the pattern of the evolution of non-hermitian systems. The new feature is the emergence of the coupling between the flow of eigenvalues and that of left/right eigenvectors. We analyze local and global equilibria for both systems. Finally, we highlight some unexpected links between both ensembles.

Full Dysonian dynamics of the complex Ginibre ensemble

We find stochastic equations governing eigenvalues and eigenvectors of a dynamical complex Ginibre ensemble reaffirming the intertwined role played between both sets of matrix degrees of freedom. We solve the accompanying Smoluchowski-Fokker-Planck equation valid for any initial matrix. We derive evolution equations for the averaged extended characteristic polynomial and for a class of