<p>Let <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\((-A,B,C)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mo>-</mo> <mi>A</mi> <mo>,</mo> <mi>B</mi> <mo>,</mo> <mi>C</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> be a continuous-time linear system with state space a separable complex Hilbert space <i>H</i>, where <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(-A\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>-</mo> <mi>A</mi> </mrow> </math></EquationSource> </InlineEquation> generates a strongly continuous contraction semigroup <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\((e^{-tA})_{t\ge 0}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">(</mo> <msup> <mi>e</mi> <mrow> <mo>-</mo> <mi>t</mi> <mi>A</mi> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> <mrow> <mi>t</mi> <mo>≥</mo> <mn>0</mn> </mrow> </msub> </math></EquationSource> </InlineEquation> on <i>H</i>, and <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\phi (t)=Ce^{-tA}B\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>ϕ</mi> <mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <mi>C</mi> <msup> <mi>e</mi> <mrow> <mo>-</mo> <mi>t</mi> <mi>A</mi> </mrow> </msup> <mi>B</mi> </mrow> </math></EquationSource> </InlineEquation> is the impulse response function. Associated with such a system is a Hankel integral operator <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\Gamma _\phi \)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi mathvariant="normal">Γ</mi> <mi>ϕ</mi> </msub> </math></EquationSource> </InlineEquation> acting on <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(L^2((0, \infty );\mathbb {C})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mi>L</mi> <mn>2</mn> </msup> <mrow> <mo stretchy="false">(</mo> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> <mo>;</mo> <mi mathvariant="double-struck">C</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> and a Schrödinger operator whose potential is found via a Fredholm determinant by the Faddeev–Dyson formula. Fredholm determinants of products of Hankel operators also play an important role in Tracy and Widom’s theory of matrix models and asymptotic eigenvalue distributions of random matrices. This paper provides formulas for the Fredholm determinants that arise thus, and determines consequent properties of the associated differential operators. We prove a spectral theorem for self-adjoint linear systems that have scalar input and output: the entries of Kodaira’s characteristic matrix are given explicitly with formulas involving the infinitesimal Darboux addition for <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\((-A,B,C)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mo>-</mo> <mi>A</mi> <mo>,</mo> <mi>B</mi> <mo>,</mo> <mi>C</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. Under suitable conditions on <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\((-A,B,C)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mo>-</mo> <mi>A</mi> <mo>,</mo> <mi>B</mi> <mo>,</mo> <mi>C</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> we give an explicit version of Burchnall–Chaundy’s theorem, showing that the algebra generated by an associated family of differential operators is isomorphic to an algebra of functions on a particular hyperelliptic curve.</p>

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Linear systems, spectral curves and determinants

  • Gordon Blower,
  • Ian Doust

摘要

Let \((-A,B,C)\) ( - A , B , C ) be a continuous-time linear system with state space a separable complex Hilbert space H, where \(-A\) - A generates a strongly continuous contraction semigroup \((e^{-tA})_{t\ge 0}\) ( e - t A ) t 0 on H, and \(\phi (t)=Ce^{-tA}B\) ϕ ( t ) = C e - t A B is the impulse response function. Associated with such a system is a Hankel integral operator \(\Gamma _\phi \) Γ ϕ acting on \(L^2((0, \infty );\mathbb {C})\) L 2 ( ( 0 , ) ; C ) and a Schrödinger operator whose potential is found via a Fredholm determinant by the Faddeev–Dyson formula. Fredholm determinants of products of Hankel operators also play an important role in Tracy and Widom’s theory of matrix models and asymptotic eigenvalue distributions of random matrices. This paper provides formulas for the Fredholm determinants that arise thus, and determines consequent properties of the associated differential operators. We prove a spectral theorem for self-adjoint linear systems that have scalar input and output: the entries of Kodaira’s characteristic matrix are given explicitly with formulas involving the infinitesimal Darboux addition for \((-A,B,C)\) ( - A , B , C ) . Under suitable conditions on \((-A,B,C)\) ( - A , B , C ) we give an explicit version of Burchnall–Chaundy’s theorem, showing that the algebra generated by an associated family of differential operators is isomorphic to an algebra of functions on a particular hyperelliptic curve.