Non-intersecting Brownian Bridges in the Flat-to-Flat Geometry

被引:19
|
作者
Grela, Jacek [1 ]
Majumdar, Satya N. [2 ]
Schehr, Gregory [3 ]
机构
[1] Jagiellonian Univ, Inst Theoret Phys, PL-30348 Krakow, Poland
[2] Univ Paris Saclay, LPTMS, CNRS, Univ Paris Sud, F-91405 Orsay, France
[3] Sorbonne Univ, Lab Phys Theor & Hautes Energies, CNRS UMR 7589, 4 Pl Jussieu, F-75252 Paris 05, France
关键词
Brownian bridges; Nonintersecting brownian motions; Random matrices; MATRIX INTEGRALS; MOTION; PATHS; DIFFUSION; MODELS; WALLS;
D O I
10.1007/s10955-021-02774-6
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We study N vicious Brownian bridges propagating from an initial configuration {a(1) < a(2) < ... < a(N)) at time t = 0 to a final configuration {b(1) < b(2) < ... < b(N)) at time t = t(f), while staying non-intersecting for all 0 <= t <= t(f). We first show that this problem can be mapped to a non-intersecting Dyson's Brownian bridges with Dyson index beta = 2. For the latter we derive an exact effective Langevin equation that allows to generate very efficiently the vicious bridge configurations. In particular, for the flat-to-flat configuration in the large N limit, where a(i) = b(i) = (i - 1)/N, for i = 1, ..., N, we use this effective Langevin equation to derive an exact Burgers' equation (in the inviscid limit) for the Green's function and solve this Burgers' equation for arbitrary time 0 <= t <= t(f). At certain specific values of intermediate times t, such as t = t(f)/2, t = t(f)/3 and t = t(f)/4 we obtain the average density of the flat-to-flat bridge explicitly. We also derive explicitly how the two edges of the average density evolve from time t = 0 to time t = t(f). Finally, we discuss connections to some well known problems, such as the Chem-Simons model, the related Stieltjes-Wigert orthogonal polynomials and the Borodin-Muttalib ensemble of determinantal point processes.
引用
收藏
页数:35
相关论文
共 50 条
  • [41] Critical resonance in the non-intersecting lattice path model
    Richard W. Kenyon
    David B. Wilson
    Probability Theory and Related Fields, 2004, 130 : 289 - 318
  • [42] Generalized Arbelos in Aliquot Parts: Non-Intersecting Case
    Okumura, Hiroshi
    Watanabe, Masayuki
    JOURNAL FOR GEOMETRY AND GRAPHICS, 2009, 13 (01): : 41 - 57
  • [43] The trust region subproblem with non-intersecting linear constraints
    Burer, Samuel
    Yang, Boshi
    MATHEMATICAL PROGRAMMING, 2015, 149 (1-2) : 253 - 264
  • [44] Scaling Limits for Non-intersecting Polymers and Whittaker Measures
    Johnston, Samuel G. G.
    O'Connell, Neil
    JOURNAL OF STATISTICAL PHYSICS, 2020, 179 (02) : 354 - 407
  • [45] Non-intersecting paths, random tilings and random matrices
    Johansson, K
    PROBABILITY THEORY AND RELATED FIELDS, 2002, 123 (02) : 225 - 280
  • [46] Flat-to-Flat Polymerization of Single-Walled Carbon Nanotubes under High Pressure Mediated by Carbon Chain Encapsulation
    Ferreira, R. S.
    Aguiar, A. L.
    Alencar, R. S.
    San-Miguel, A.
    Souza Filho, A. G.
    JOURNAL OF PHYSICAL CHEMISTRY C, 2021, 125 (23): : 12857 - 12869
  • [47] Stability of liquid bridges with non-flat free surface
    Shevtsova, VM
    Ermakova, MS
    Legros, JC
    SPACE TECHNOLOGY AND APPLICATIONS INTERNATIONAL FORUM - 1999, PTS ONE AND TWO, 1999, 458 : 824 - 829
  • [48] HERMITE INTERLINEATION ON A SYSTEM OF NON-INTERSECTING LINES: A REVIEW
    Sergienko, I. V.
    Litvin, O. M.
    Litvin, O. O.
    Tkachenko, O. V.
    Gritsaj, O. L.
    CYBERNETICS AND SYSTEMS ANALYSIS, 2015, 51 (02) : 276 - 285
  • [49] Diffuse domain walls and intersecting flat directions
    Barr, SM
    PHYSICAL REVIEW D, 1997, 55 (06) : 3820 - 3823
  • [50] THE WAKE BEHIND TWO INTERSECTING FLAT PLATES
    Dadmarzi, Fatemeh Hoseini
    Narasimhamurthy, Vagesh D.
    Andersson, Helge I.
    Pettersen, Bjornar
    PROCEEDINGS OF THE ASME FLUIDS ENGINEERING DIVISION SUMMER MEETING - 2014, VOL 1A: SYMPOSIA, 2014,