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An efficient method for computing genus expansions and counting numbers in the Hermitian matrix model

Gabriel Álvarez galvarez@fis.ucm.es Luis Martínez Alonso luism@fis.ucm.es Elena Medina elena.medina@uca.es Departamento de Física Teórica II, Facultad de Ciencias Físicas, Universidad Complutense, 28040 Madrid, Spain Departamento de Matemáticas, Facultad de Ciencias, Universidad de Cádiz, 11510 Puerto Real, Spain
Abstract

We present a method to compute the genus expansion of the free energy of Hermitian matrix models from the large NN expansion of the recurrence coefficients of the associated family of orthogonal polynomials. The method is based on the Bleher-Its deformation of the model, on its associated integral representation of the free energy, and on a method for solving the string equation which uses the resolvent of the Lax operator of the underlying Toda hierarchy. As a byproduct we obtain an efficient algorithm to compute generating functions for the enumeration of labeled kk-maps which does not require the explicit expressions of the coefficients of the topological expansion. Finally we discuss the regularization of singular one-cut models within this approach.

keywords:
Hermitian matrix model , genus expansion , counting maps
MSC:
[2008] 14N10 , 82B41 , 15B52
journal: Nuclear Physics B

1 Introduction

In this paper we consider the ensemble of random Hermitian matrices

ZN(𝐠)=𝐑Nexp(Ni=1NV(xi,𝐠))i<j(xixj)2dx1dxN,Z_{N}(\mathbf{g})=\int_{\mathbf{R}^{N}}\exp\left(-N\sum_{i=1}^{N}V(x_{i},\mathbf{g})\right)\prod_{i<j}(x_{i}-x_{j})^{2}\mathrm{d}x_{1}\cdots\mathrm{d}x_{N}, (1)

for a given polynomial potential

V(z,𝐠)=n=12pgnznV(z,\mathbf{g})=\sum_{n=1}^{2p}g_{n}z^{n} (2)

of degree 2p2p with real coefficients 𝐠=(g1,,g2p)\mathbf{g}=(g_{1},\ldots,g_{2p}) such that g2p>0g_{2p}>0 (we will not make explicit the dependence on 𝐠\mathbf{g} of the functions associated with the model (1) unless there is risk of ambiguity). For more than thirty years [1, 2, 3, 4, 5, 6] the asymptotic behavior of the free energy

FN=1N2lnZNF_{N}=-\frac{1}{N^{2}}\ln Z_{N} (3)

as NN\rightarrow\infty and its relation to the counting of Feynman graphs have been subjects of intensive research. However, rigorous proofs of the existence of an asymptotic expansion of FNF_{N} in powers of N2N^{-2} were provided only rather more recently by Ercolani and McLaughlin [7] and by Bleher and Its [2]. These analyses prove the existence of a genus expansion of the form

FN(𝐠)FNGk0F(k)(𝐠)N2k,F_{N}(\mathbf{g})-F_{N}^{\mathrm{G}}\sim\sum_{k\geq 0}F^{(k)}(\mathbf{g})N^{-2k}, (4)

where FNGF_{N}^{\mathrm{G}} stands for the Gaussian free energy,

FNG=1N2ln(2πN/2(2N)N2/2n=1Nn!),F_{N}^{\mathrm{G}}=-\frac{1}{N^{2}}\ln\left(\frac{2\pi^{N/2}}{(2N)^{N^{2}/2}}\prod_{n=1}^{N}n!\right), (5)

under the assumption that there is a path 𝐠(t)\mathbf{g}(t) in the space of coupling parameters connecting V(z,𝐠)V(z,\mathbf{g}) to the Gaussian potential z2z^{2} in such a way that V(z,𝐠(t))V(z,\mathbf{g}(t)) is a regular one-cut model for all tt. The functions F(k)(𝐠)F^{(k)}(\mathbf{g}) are important objects because the coefficients of their Taylor expansions at the Gaussian point gkG=δk,2g_{k}^{\mathrm{G}}=\delta_{k,2} are generating functions for the enumeration of labeled kk-maps with vertices involving valences 1,,2p1,\ldots,2p, where 2p2p is the number of nonvanishing coupling parameters gng_{n}. The general aim of the present work is the characterization of the structure of these functions F(k)(𝐠)F^{(k)}(\mathbf{g}). (Incidentally, for multi-cut models it has been shown [8, 9] that in general the free energy exhibits an oscillatory behavior as a function of NN, and consequently topological expansions cannot exist.)

The large NN asymptotics of the matrix model (1) is intimately connected with the asymptotics of the recurrence coefficients rn,Nr_{n,N} and sn,Ns_{n,N} in the three-term recursion relation

xPn,N(x)=Pn+1,N(x)+sn,NPn,N(x)+rn,NPn1,N(x),xP_{n,N}(x)=P_{n+1,N}(x)+s_{n,N}P_{n,N}(x)+r_{n,N}P_{n-1,N}(x), (6)

for the orthogonal polynomials Pn,N(x)=xn+an1xn1+P_{n,N}(x)=x^{n}+a_{n-1}x^{n-1}+\cdots with respect to the exponential weight

Pk,N(x)Pl,N(x)eNV(x)dx=δk,lhk,N.\int_{-\infty}^{\infty}P_{k,N}(x)P_{l,N}(x)e^{-NV(x)}\mathrm{d}x=\delta_{k,l}h_{k,N}. (7)

In particular [10, 11], in the limit

n,N,nNT,n\rightarrow\infty,\quad N\rightarrow\infty,\quad\frac{n}{N}\rightarrow T, (8)

the density of zeros of Pn,N(x)P_{n,N}(x) reduces to the eigenvalue density of the matrix model ZN(𝐠/T)Z_{N}(\mathbf{g}/T), and if ZN(𝐠/T)Z_{N}(\mathbf{g}/T) is a regular one-cut model then [3, 12] the recurrence coefficients rn,Nr_{n,N} and sn,Ns_{n,N} can be expanded in powers of N2N^{-2} [2].

The methods that exploit this relation with orthogonal polynomials to calculate the asymptotics of the free energy essentially consist of three steps:

  1. 1.

    Determine the free energy in terms of the recurrence coefficients.

  2. 2.

    Obtain the asymptotic expansion of the recurrence coefficients.

  3. 3.

    Use 1 and 2 to obtain the asymptotic expansion of the free energy.

There are alternative methods based on solving the Ward identities for the partition function (loop identities) [13] (cf. also [14]) or on formulating the matrix model as a conformal field theory [15]. However, the structure of the expressions for the F(k)(𝐠)F^{(k)}(\mathbf{g}) that these methods provide is less suitable than ours to compute generating functions for the enumeration of labeled kk-maps.

In this paper we present an efficient method to calculate the topological expansion of the free energy and to characterize its coefficients. For simplicity we restrict our analysis to Hermitian models associated to even potentials V(λ)V(\lambda), where λ=z2\lambda=z^{2}. We now preview how our approach performs the three steps and point out the differences with respect to other schemes.

The classical method of Bessis, Itzykson and Zuber [6, 16, 17, 18, 19, 20, 21] is based on the following identity (step 1):

FN=1N2ln(N!)1N(lnh0,N+n=1N1(1nN)lnrn,N),F_{N}=-\frac{1}{N^{2}}\ln(N!)-\frac{1}{N}\left(\ln h_{0,N}+\sum_{n=1}^{N-1}\left(1-\frac{n}{N}\right)\ln r_{n,N}\right), (9)

wherein the expansion of rn,Nr_{n,N} is substituted (step 2), and the asymptotic behavior of FNF_{N} is obtained by means of the Euler-Maclaurin summation formula (step 3). However, some objections to this approach were raised by Ercolani and McLaughlin (cf. subsection 1.5 in [7]) due to the use of the asymptotic series of rn,Nr_{n,N} as a uniform expansion valid even for n=1n=1 as NN\rightarrow\infty. This objection triggered the interest in alternative strategies for step 1 [2, 7, 22]. For example, Ercolani, McLaughlin and Pierce [22] derived a hierarchy of second order differential equations to determine the coefficients of the expansion (4) from those of the the asymptotic expansion of rn,Nr_{n,N}. In our work we use instead the Bleher-Its integral representation [2]

FN(𝐠)=FNG+11tt2[rN,N(𝐠(t))(rN1,N(𝐠(t))+rN+1,N(𝐠(t)))12]dt.F_{N}(\mathbf{g})=F_{N}^{\mathrm{G}}+\int_{1}^{\infty}\frac{1-t}{t^{2}}\left[r_{N,N}({\mathbf{g}(t)})\left(r_{N-1,N}({\mathbf{g}(t)})+r_{N+1,N}({\mathbf{g}(t)})\right)-\frac{1}{2}\right]\mathrm{d}t. (10)

where 𝐠(t)\mathbf{g}(t) denotes the Bleher-Its deformation [2]

V(λ,𝐠(t))=(11/t)λ+V(λ/t,𝐠),1t<,V(\lambda,\mathbf{g}(t))=(1-1/t)\lambda+V(\lambda/t,\mathbf{g}),\quad 1\leq t<\infty, (11)

or explicitly in terms of the coupling parameters,

g2(t)=11t+g2t,g2k(t)=g2ktk,k2.g_{2}(t)=1-\frac{1}{t}+\frac{g_{2}}{t},\qquad g_{2k}(t)=\frac{g_{2k}}{t^{k}},\quad k\geq 2. (12)

For step 2 the standard methods [2, 5] use recursive equations for the coefficients rn,Nr_{n,N} (string equations) to determine expansions of the form

rn,N(𝐠)k0rk(T,𝐠)ϵ2k,ϵ=1N.r_{n,N}(\mathbf{g})\sim\sum_{k\geq 0}r_{k}(T,\mathbf{g})\epsilon^{2k},\quad\epsilon=\frac{1}{N}. (13)

Bessis, Itzykson and Zuber [17, 23] formulated the string equation in terms of summations of paths over a certain staircase. Some years later Shirokura [19, 20] developed a general method to perform these summations and characterize the coefficients of the expansion (13) in terms of the single function

W(r0,𝐠)=n=1p(2nn)ng2nr0n.W(r_{0},\mathbf{g})=\sum_{n=1}^{p}{2n\choose n}ng_{2n}r_{0}^{n}. (14)

To solve the string equation, in this paper we introduce a generating function Un,N(λ)U_{n,N}(\lambda) associated to the resolvent of the finite-difference Lax operator LL of the underlying Toda hierarchy [24]

LPn,N=Pn+1,N+rn,NPn1,N,LP_{n,N}=P_{n+1,N}+r_{n,N}P_{n-1,N}, (15)

and determine the coefficients of (13) from the function (14) as rational functions of the leading coefficient r0r_{0}. This approach is simpler that Shirokura’s method, is particularly suitable for symbolic computation, can be applied to a generic potential, and permits an easy characterization of the asymptotics of the Bleher-Its deformation rn,N(𝐠(t))r_{n,N}(\mathbf{g}(t)) of the recurrence coefficient.

Finally, regarding step 3, the Bleher-Its representation (10) allows us to express the coefficients of the topological expansion as

F(k)(𝐠)=0r0Rk(ξ,𝐠)dξ,k1,F^{(k)}(\mathbf{g})=\int_{0}^{r_{0}}R_{k}(\xi,\mathbf{g})\mathrm{d}\xi,\quad k\geq 1, (16)

where the integrands Rk(ξ,𝐠)R_{k}(\xi,\mathbf{g}) are rational functions of ξ\xi which can be computed explicitly in terms of the function (14).

The layout of this paper is as follows. In section 2 we briefly review the basic facts about matrix models which are required to discuss the Bleher-Its deformation and the conditions that ensure the existence of the expansion (4). Then we apply our results to the quartic model and to the sixtic model of Brezin, Marinari and Parisi [25]. Section 3 is devoted to the asymptotic expansion (13) of the recurrence coefficient for general models V(λ,𝐠)V(\lambda,\mathbf{g}) and their respective Bleher-Its deformations V(λ,𝐠(t))V(\lambda,\mathbf{g}(t)). In particular, we rederive in a much shorter way the expressions for the coefficients r1(T,𝐠)r_{1}(T,\mathbf{g}) and r2(T,𝐠)r_{2}(T,\mathbf{g}) found by Shirokura [19, 20]. Section 4 deals with the asymptotics of the free energy. From the Bleher-Its representation (10) and the expansion of the recurrence coefficients we obtain the integral expression (16). We evaluate explicitly the integrals for the F(k)F^{(k)} up to genus 3 in the general case and find, except for a coefficient in the expression of F(3)F^{(3)}, the same results found by Shirokura [19, 20]. We also check that the expressions of these coefficients for general two-valence models reduce to those obtained using the Ercolani-McLaughlin-Pierce method [22]. In the brief section 5 we discuss how to apply our method to compute counting maps functions and present explicit calculations for two and three valence models. In section 6 we formulate a “triple scaling” method to regularize the free energy expansion of a class of singular models (the singular one-cut case) and show how the Painlevé I hierarchy emerges in our approach. The paper ends with a brief summary.

2 The Bleher-Its deformation

To calculate the asymptotic behavior of FN(𝐠)F_{N}(\mathbf{g}) as NN\to\infty using the Bleher-Its formula (10) we need the asymptotics of the deformed recurrence coefficients rn,N(𝐠(t))r_{n,N}({\mathbf{g}(t)}) where 𝐠(t)\mathbf{g}(t) is the Bleher-Its deformation of 𝐠\mathbf{g}. In this section we study the action of this deformation on the space of coupling parameters. As relevant examples we analyze the Bleher-Its deformation for models associated to quartic potentials and to the sixtic potentials of Brezin, Marinari and Parisi [25].

The continuum limit of rn,N(𝐠(t))r_{n,N}(\mathbf{g}(t)) depends on the number qq of cuts of the model V(λ,𝐠(t))/TV(\lambda,\mathbf{g}(t))/T. In appendix A we summarize the method to determine the number of cuts of a generic hermitian model. The endpoints of a qq-cut eigenvalue support J=j=1q(αj,βj)J=\cup_{j=1}^{q}(\alpha_{j},\beta_{j}) are the solutions of the system of 2q2q equations (181)–(183) but, in general, several such systems of equations corresponding to different values of qq may have admissible solutions for one and the same model. Among these candidate solutions, the correct value of qq is uniquely determined by the additional set of inequalities (184)–(186) on the polynomial h(z)h(z) defined by

Vz(z)w1(z)=h(z)+𝒪(z1)as z,\frac{V_{z}(z)}{w_{1}(z)}=h(z)+\mathcal{O}(z^{-1})\quad\mbox{as }z\rightarrow\infty, (17)

where w1(z)w_{1}(z) is the branch of the function

w(z)=i=1q(zαi)(zβi)w(z)=\sqrt{\prod_{i=1}^{q}(z-\alpha_{i})(z-\beta_{i})} (18)

with asymptotic behavior w1(z)zqw_{1}(z)\sim z^{q} as zz\rightarrow\infty. In turn, the polynomial h(z)h(z) is related to the eigenvalue density ρ(x)\rho(x) by

ρ(x)=h(x)2πiw1,+(x)for xJ,\rho(x)=\frac{h(x)}{2\pi\mathrm{i}}w_{1,+}(x)\quad\mbox{for }x\in J, (19)

where w1,+(x)w_{1,+}(x) denotes the boundary value of w1(z)w_{1}(z) on JJ from above.

We restrict our considerations to even potentials of the form

V(λ,𝐠)=j=1pg2jλj,λ=z2,g2p>0,V(\lambda,\mathbf{g})=\sum_{j=1}^{p}g_{2j}\lambda^{j},\quad\lambda=z^{2},\quad g_{2p}>0, (20)

where the coupling constants 𝐠=(g2,g4,,g2p)\mathbf{g}=(g_{2},g_{4},\ldots,g_{2p}) run on a certain region GG of 𝐑p\mathbf{R}^{p}. The phase diagram of the corresponding family of matrix models is introduced through the decomposition

G=q=1pG¯q,G=\bigcup_{q=1}^{p}\overline{G}_{q}, (21)

where 𝐠Gq\mathbf{g}\in G_{q} if and only if 𝐠\mathbf{g} determines a qq-cut regular model (cf. appendix A). We will refer to GqG_{q} as the qq-cut phase of the family (20) of Hermitian models. For even potentials the eigenvalue support JJ is symmetric with respect to the origin, and in the one-cut case the endpoints of J=(α,α)J=(-\alpha,\alpha) are determined by the single equation (183), which in terms of VV reduces to

γdλ2πiVλ(λ)λλα2=1.\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda)\sqrt{\frac{\lambda}{\lambda-\alpha^{2}}}=1. (22)

Regarding the behavior of a particular model 𝐠G\mathbf{g}\in G with respect to its Bleher-Its deformation, we will consider two cases in our analysis: the regular one-cut case, in which 𝐠(t)G1{\mathbf{g}(t)}\in G_{1} for all t1t\geq 1, and the singular one-cut case in which 𝐠(t)G1{\mathbf{g}(t)}\in G_{1} for t>1t>1 but 𝐠=𝐠(1)\mathbf{g}=\mathbf{g}(1) determines a singular model (cf. appendix A).

2.1 The quartic model

The quartic model

V(λ,𝐠)=g2λ+g4λ2V(\lambda,\mathbf{g})=g_{2}\lambda+g_{4}\lambda^{2} (23)

in the region

G={𝐠=(g2,g4)𝐑2:g4>0},G=\{\mathbf{g}=(g_{2},g_{4})\in\mathbf{R}^{2}:g_{4}>0\}, (24)

only exhibits q=1q=1 and q=2q=2 phases [26]. The q=1q=1 phase G1G_{1} can be written as the union

G1=G1(1)G1(2),G_{1}=G_{1}^{(1)}\cup G_{1}^{(2)}, (25)

where

G1(1)\displaystyle G_{1}^{(1)} =\displaystyle= {(g2,g4)𝐑2:g20,g4>0},\displaystyle\{(g_{2},g_{4})\in\mathbf{R}^{2}:g_{2}\geq 0,g_{4}>0\}, (26)
G1(2)\displaystyle G_{1}^{(2)} =\displaystyle= {(g2,g4)𝐑2:g2<0,g4>0,g2>2g4},\displaystyle\{(g_{2},g_{4})\in\mathbf{R}^{2}:g_{2}<0,g_{4}>0,g_{2}>-2\sqrt{g_{4}}\}, (27)

and the q=2q=2 phase G2G_{2} is given by

G2={(g2,g4)𝐑2:g4>0,g2<2g4}.G_{2}=\{(g_{2},g_{4})\in\mathbf{R}^{2}:g_{4}>0,g_{2}<-2\sqrt{g_{4}}\}. (28)

The phase diagram features the critical curve

g2=2g4,g_{2}=-2\sqrt{g_{4}}, (29)

which demarcates the transition line between the two phases.

Consider now the Bleher-Its deformation (cf. figure 1)

𝐠(t)=(g2(t),g4(t))=(t1+g2t,g4t2).{\mathbf{g}(t)}=(g_{2}(t),g_{4}(t))=\left(\frac{t-1+g_{2}}{t},\frac{g_{4}}{t^{2}}\right). (30)

If 𝐠G1(1)\mathbf{g}\in G_{1}^{(1)} then g2>0g_{2}>0 and g2(t)>0g_{2}(t)>0 for all t>1t>1. Therefore 𝐠(t)G1{\mathbf{g}(t)}\in G_{1} for all t>1t>1. If 𝐠G1(2)\mathbf{g}\in G_{1}^{(2)}, then g2>2g4g_{2}>-2\sqrt{g_{4}} and

g2(t)=t1+g2t>2g4t=2g4(t).g_{2}(t)=\frac{t-1+g_{2}}{t}>-2\frac{\sqrt{g_{4}}}{t}=-2\sqrt{g_{4}(t)}. (31)

Hence if 𝐠G1(2)\mathbf{g}\in G_{1}^{(2)} we also have that 𝐠(t)G1{\mathbf{g}(t)}\in G_{1} for all t>1t>1. On the other hand, it is elementary to see that if 𝐠G2\mathbf{g}\in G_{2} or is on the critical curve (29) then 𝐠(t0){\mathbf{g}(t_{0})} is on the critical curve for t0=1g22g4t_{0}=1-g_{2}-2\sqrt{g_{4}}. Summing up,

  1. 1.

    If 𝐠G1\mathbf{g}\in G_{1} then 𝐠(t)G1{\mathbf{g}(t)}\in G_{1} for all t1t\geq 1.

  2. 2.

    If 𝐠G2\mathbf{g}\in G_{2} then 𝐠(t){\mathbf{g}(t)} crosses the critical curve at t0=1g22g4t_{0}=1-g_{2}-2\sqrt{g_{4}}.

  3. 3.

    If 𝐠\mathbf{g} is on the critical curve (29) then 𝐠(t)G1{\mathbf{g}(t)}\in G_{1} for all t>1t>1.

Refer to caption
Figure 1: Deformation paths 𝐠(t){\mathbf{g}(t)} for the quartic potential. From left to right: a deformation of a two-cut regular model, a deformation in the singular one-cut case and two deformations in the regular one-cut case.

2.2 The Brezin-Marinari-Parisi model

In [25] Brezin, Marinari and Parisi considered the potentials V(z)/TV(z)/T with

V(z)=90z215z4+z6V(z)=90z^{2}-15z^{4}+z^{6} (32)

to generate a non-perturbative ambiguity-free solution of a string model. The models V(z)/TV(z)/T define a path in the space of coupling constants

G={𝐠=(g2,g4,g6)𝐑3:g2>0,g4<0,g6>0}G=\{\mathbf{g}=(g_{2},g_{4},g_{6})\in\mathbf{R}^{3}:g_{2}>0,g_{4}<0,g_{6}>0\} (33)

of the family of even sixtic potentials

V(λ,𝐠)=g2λ+g4λ2+g6λ3,(λ=z2).V(\lambda,\mathbf{g})=g_{2}\lambda+g_{4}\lambda^{2}+g_{6}\lambda^{3},\quad(\lambda=z^{2}). (34)

We refer to appendix A for the proof of the following facts: (i) the inequality

5g2g62g42>1\frac{5g_{2}g_{6}}{2g_{4}^{2}}>1 (35)

determines an open subset of the one-cut phase G1G_{1}; (ii) the boundary Γ\Gamma of this subset is the elliptic cone

5g2g6=2g42;5g_{2}g_{6}=2g_{4}^{2}; (36)

(iii) the sixtic model (34) is singular on the curve γ\gamma given by

5g2g6=2g42,4g43=225g62;5g_{2}g_{6}=2g_{4}^{2},\quad 4g_{4}^{3}=-225g_{6}^{2}; (37)

and (iv) the model is in G1G_{1} for 𝐠\mathbf{g} in Γγ\Gamma-\gamma .

We apply these results to study the deformations of (32) from the initial point 𝐠=(90,15,1)\mathbf{g}=(90,-15,1) in Γ\Gamma. The homogeneity in TT of (36) implies that the curve 𝐠/T\mathbf{g}/T lies on Γ\Gamma for all T>0T>0, while from (37) it follows that 𝐠/Tγ\mathbf{g}/T\in\gamma only at T=60T=60. Then 𝐠/TG1\mathbf{g}/T\in G_{1} for all T60T\neq 60 while 𝐠/60\mathbf{g}/60 represents the multicritical string model of [25] with potential function

Vc(λ)=32λ14λ2+160λ3.V_{c}(\lambda)=\frac{3}{2}\lambda-\frac{1}{4}\lambda^{2}+\frac{1}{60}\lambda^{3}. (38)

Finally, if we apply first the Bleher-Its deformation to V(λ,𝐠/T)V(\lambda,\mathbf{g}/T) the resulting coupling parameters are

g2(T,t)=(11t)+g2tT,g4(T,t)=g4t2T,g6(T,t)=g6t3T.g_{2}(T,t)=\left(1-\frac{1}{t}\right)+\frac{g_{2}}{tT},\qquad g_{4}(T,t)=\frac{g_{4}}{t^{2}T},\qquad g_{6}(T,t)=\frac{g_{6}}{t^{3}T}. (39)

For the particular values g2=90g_{2}=90, g4=15g_{4}=-15, g6=1g_{6}=1 of (32) a direct computation shows that

52g2(T,t)g6(T,t)g4(T,t)2=1+T(t1)90,\frac{5}{2}\frac{g_{2}(T,t)g_{6}(T,t)}{g_{4}(T,t)^{2}}=1+\frac{T(t-1)}{90}, (40)

and using (35) we find that 𝐠(T,t)G1\mathbf{g}(T,t)\in G_{1} for all T60T\neq 60 and t1t\geq 1.

3 Asymptotics of the recurrence coefficients

The main equation to determine the asymptotics of the recurrence coefficients is the discrete string equation [3]

Vz(L)n,n1=nN.V_{z}(L)_{n,n-1}=\frac{n}{N}. (41)

Here VzV_{z} stands for the derivative of the potential with respect to zz

Vz(z)=k=12p2kg2kz2k1,V_{z}(z)=\sum_{k=1}^{2p}2kg_{2k}z^{2k-1}, (42)

the subindex (n,n1)(n,n-1) denotes the corresponding matrix element between the orthogonal polynomials

vn(x)=Pn,N(x),n0v_{n}(x)=P_{n,N}(x),\quad n\geq 0 (43)

defined in (7), and the operator LL acts on this family of polynomials as

Lvn=vn+1+rn,Nvn1,r0,N=0.Lv_{n}=v_{n+1}+r_{n,N}v_{n-1},\quad r_{0,N}=0. (44)

The string equation (41) can be written in the form

γdλ2πiVλ(λ)Un,N(λ)=nN(λ=z2),\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda)U_{n,N}(\lambda)=\frac{n}{N}\qquad(\lambda=z^{2}), (45)

where γ\gamma is a large positively oriented circle |λ|=R|\lambda|=R, and Un,NU_{n,N} is the generating function

Un,N(λ)=1+2k1(L2k1)n,n1λk.U_{n,N}(\lambda)=1+2\sum_{k\geq 1}\left(L^{2k-1}\right)_{n,n-1}\lambda^{-k}. (46)

Note that LL is the Lax operator of the Toda hierarchy [24] and that Un,NU_{n,N} is related to the resolvent (z)=(Lz)1\mathcal{R}(z)=(L-z)^{-1} of LL by

Un,N(λ)=1(z)n,n1(z)n,n1.U_{n,N}(\lambda)=1-\mathcal{R}(z)_{n,n-1}-\mathcal{R}(-z)_{n,n-1}. (47)

In appendix B we show that Un,NU_{n,N} satisfies the quadratic equation

rn,N(Un,N+Un1,N)(Un,N+Un+1,N)=λ(Un,N21).r_{n,N}\left(U_{n,N}+U_{n-1,N}\right)\left(U_{n,N}+U_{n+1,N}\right)=\lambda\left(U_{n,N}^{2}-1\right). (48)

3.1 The continuum limit of the recurrence coefficient in the one-cut case

We recall that our final goal is to solve the string equation (45) for the recurrence coefficient in the large NN limit. If 𝐠G1\mathbf{g}\in G_{1} it has been rigorously established [2, 12, 27] that the asymptotics of the recurrence coefficients as

n,NandnNTn\rightarrow\infty,\quad N\rightarrow\infty\quad\mbox{and}\quad\frac{n}{N}\rightarrow T (49)

in a neighborhood of T=1T=1 is given by a series

rn,N(𝐠)r(ϵ,T,𝐠)(ϵ=1/N),r_{n,N}(\mathbf{g})\sim r(\epsilon,T,\mathbf{g})\quad(\epsilon=1/N), (50)

of the form

r(ϵ,T,𝐠)=k0rk(T,𝐠)ϵ2k.r(\epsilon,T,\mathbf{g})=\sum_{k\geq 0}r_{k}(T,\mathbf{g})\epsilon^{2k}. (51)

In particular the leading coefficient is

r0=α24,r_{0}=\frac{\alpha^{2}}{4}, (52)

where (α,α)(-\alpha,\alpha) is the eigenvalue support for the model V(λ,𝐠)/TV(\lambda,\mathbf{g})/T. We write the asymptotics of the generating function Un,NU_{n,N} as a similar series

Un,N(λ)U(λ,ϵ;r),U_{n,N}(\lambda)\sim U(\lambda,\epsilon;r), (53)
U(λ,ϵ;r)=k0Uk(λ;r0,,rk)ϵ2k.U(\lambda,\epsilon;r)=\sum_{k\geq 0}U_{k}(\lambda;r_{0},\ldots,r_{k})\epsilon^{2k}. (54)

Substituting the series (51) and (54), and the corresponding shifted expansions

rn+j,Nr[j](ϵ,T)=r(ϵ,T+jϵ),k𝐙,r_{n+j,N}\sim r_{[j]}(\epsilon,T)=r(\epsilon,T+j\epsilon),\quad k\in\mathbf{Z}, (55)
Un+j,N(λ)U[j](λ,ϵ;r)=U(λ,ϵ;r[j]),k𝐙,U_{n+j,N}(\lambda)\sim U_{[j]}(\lambda,\epsilon;r)=U(\lambda,\epsilon;r_{[j]}),\quad k\in\mathbf{Z}, (56)

into (48), we get

r(U+U[1])(U+U[1])=λ(U21).r\left(U+U_{[-1]}\right)\left(U+U_{[1]}\right)=\lambda\left(U^{2}-1\right). (57)

Incidentally, we note as a useful consequence of (57) the linear equation

r[1](U[2]+U[1])r(U+U[1])=λ(U[1]U).r_{[1]}\left(U_{[2]}+U_{[1]}\right)-r\left(U+U_{[-1]}\right)=\lambda\left(U_{[1]}-U\right). (58)

Identifying powers of ϵ\epsilon recursively in (57) or in (58) we find that the coefficients UkU_{k} can be written in the form

Uk=U0j=13kUk,j(r0,,rk)(λ4r0)j,k1,U_{k}=U_{0}\sum_{j=1}^{3k}\frac{U_{k,j}(r_{0},\ldots,r_{k})}{(\lambda-4r_{0})^{j}},\quad k\geq 1, (59)

where

U0=λλ4r0,U_{0}=\sqrt{\frac{\lambda}{\lambda-4r_{0}}}, (60)

and the functions Uk,j(r0,,rk)U_{k,j}(r_{0},\ldots,r_{k}) are polynomials of degree jj in r0,,rkr_{0},\ldots,r_{k} and their TT derivatives. Moreover, these polynomials are homogeneous of degree 2k2k with respect to the weight w(Tirj)=i+2jw(\partial_{T}^{i}r_{j})=i+2j, and the dependence of UkU_{k} in rkr_{k} comes solely from

Uk,1=2rk,U_{k,1}=2r_{k}, (61)

so that

Uk=U0(2rkλ4r0+),U_{k}=U_{0}\left(\frac{2r_{k}}{\lambda-4r_{0}}+\cdots\right), (62)

where the dots stand for terms in rj,r_{j}, and their TT derivatives rj,rj′′,r^{\prime}_{j},r^{\prime\prime}_{j},\ldots with j=0,,k1j=0,\ldots,k-1. We give explicitly the polynomials Uk,jU_{k,j} corresponding to k=1k=1:

U1,1\displaystyle U_{1,1} =\displaystyle= 2r1,\displaystyle 2r_{1},
U1,2\displaystyle U_{1,2} =\displaystyle= 2r0r0′′,\displaystyle 2r_{0}r_{0}^{\prime\prime}, (63)
U1,3\displaystyle U_{1,3} =\displaystyle= 10r0(r0)2,\displaystyle 10r_{0}(r_{0}^{\prime})^{2},

and to k=2k=2:

U2,1\displaystyle U_{2,1} =\displaystyle= 2r2,\displaystyle 2r_{2},
U2,2\displaystyle U_{2,2} =\displaystyle= 2r1r0′′+2r0r1′′+6r12+16r0r0(4),\displaystyle 2r_{1}r_{0}^{\prime\prime}+2r_{0}r_{1}^{\prime\prime}+6r_{1}^{2}+\frac{1}{6}r_{0}r_{0}^{(4)},
U2,3\displaystyle U_{2,3} =\displaystyle= 20r0r0r1+223r0r0r0(3)+10r1(r0)2+112r0(r0′′)2\displaystyle 20r_{0}r_{0}^{\prime}r_{1}^{\prime}+\frac{22}{3}r_{0}r_{0}^{\prime}r_{0}^{(3)}+10r_{1}(r_{0}^{\prime})^{2}+\frac{11}{2}r_{0}(r_{0}^{\prime\prime})^{2} (64)
+20r1r0r0′′+2r02r0(4),\displaystyle{}+20r_{1}r_{0}r_{0}^{\prime\prime}+2r_{0}^{2}r_{0}^{(4)},
U2,4\displaystyle U_{2,4} =\displaystyle= 140r0(r0)2r0′′+56r0r02r0(3)+140r1r0(r0)2+42r02(r0′′)2,\displaystyle 140r_{0}(r_{0}^{\prime})^{2}r_{0}^{\prime\prime}+56r_{0}{}^{2}r_{0}^{\prime}r_{0}^{(3)}+140r_{1}r_{0}(r_{0}^{\prime})^{2}+42r_{0}^{2}(r_{0}^{\prime\prime})^{2},
U2,5\displaystyle U_{2,5} =\displaystyle= 924r02(r0)2r0′′+378r0(r0)4,\displaystyle 924r_{0}^{2}(r_{0}^{\prime})^{2}r_{0}^{\prime\prime}+378r_{0}(r_{0}^{\prime})^{4},
U2,6\displaystyle U_{2,6} =\displaystyle= 2310r02(r0)4.\displaystyle 2310r_{0}^{2}(r_{0}^{\prime})^{4}.

Likewise, the continuum limit of the string equation (45) can be written as

γdλ2πiVλ(λ)U(λ,ϵ;r)=T\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda)U(\lambda,\epsilon;r)=T (65)

or in terms of the expansion coefficients UkU_{k},

γdλ2πiVλ(λ)Uk(λ;r0,,rk)=δk,0T,k0.\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda)U_{k}(\lambda;r_{0},\ldots,r_{k})=\delta_{k,0}T,\quad k\geq 0. (66)

Let us introduce the function

W(r0,𝐠)=γdλ2πiVλ(λ)λλ4r0=n=1p(2nn)ng2nr0n.W(r_{0},\mathbf{g})=\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda)\sqrt{\frac{\lambda}{\lambda-4r_{0}}}=\sum_{n=1}^{p}{2n\choose n}ng_{2n}r_{0}^{n}. (67)

Then, the k=0k=0 equation in (66) is

W(r0,𝐠)=T,W(r_{0},\mathbf{g})=T, (68)

or explicitly,

n=1p(2nn)ng2nr0n=T.\sum_{n=1}^{p}{2n\choose n}ng_{2n}r_{0}^{n}=T. (69)

This is an hodograph-type equation for r0r_{0} (i.e., an equation which is linear in the independent variables g2,,g2p,Tg_{2},\ldots,g_{2p},T). Our next aim is to prove that (66) permits the recursive calculation of the rkr_{k} as functions of TT and 𝐠\mathbf{g}.

For an even potential in the one-cut case, using the variable λ=z2\lambda=z^{2} and the relation between α\alpha and r0r_{0} given in equation (52), we find that w1(z)=z2α2=λ4r0w_{1}(z)=\sqrt{z^{2}-\alpha^{2}}=\sqrt{\lambda-4r_{0}}. Therefore the definition (17) of the polynomial h(λ)h(\lambda) can be written as

2λVλ(λ)λ4r0=h(λ)+𝒪(λ1),λ.2\frac{\sqrt{\lambda}V_{\lambda}(\lambda)}{\sqrt{\lambda-4r_{0}}}=h(\lambda)+\mathcal{O}(\lambda^{-1}),\quad\lambda\rightarrow\infty. (70)

Consequently

r0W(r0,𝐠)=2γdλ2πiλVλ(λ4r0)3/2=h(λ)|λ=4r0.\frac{\partial}{\partial r_{0}}W(r_{0},\mathbf{g})=2\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}\frac{\sqrt{\lambda}V_{\lambda}}{(\lambda-4r_{0})^{3/2}}=h(\lambda)\Big{|}_{\lambda=4r_{0}}. (71)

Thus, given 𝐠0G1\mathbf{g}_{0}\in G_{1} equation (71) implies that r0W(r0,𝐠0)0\partial_{r_{0}}W(r_{0},\mathbf{g}_{0})\neq 0, and the hodograph equation (68) defines implicitly r0r_{0} as a locally smooth function of TT and 𝐠\mathbf{g} in a neighborhood of T0=1T_{0}=1 and of 𝐠0\mathbf{g}_{0}. The remaining equations (66) can be written as

j=13kWj(r0,𝐠)Uk,j(r0,,rk)=0,k1,\sum_{j=1}^{3k}W_{j}(r_{0},\mathbf{g})U_{k,j}(r_{0},\ldots,r_{k})=0,\quad k\geq 1, (72)

where

Wj(r0,𝐠)=γdλ2πiλVλ(λ)(λ4r0)j+12=r0jW(r0,𝐠)2j(2j1)!!.W_{j}(r_{0},\mathbf{g})=\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}\frac{\sqrt{\lambda}V_{\lambda}(\lambda)}{(\lambda-4r_{0})^{j+\frac{1}{2}}}=\frac{\partial_{r_{0}}^{j}W(r_{0},\mathbf{g})}{2^{j}(2j-1)!!}. (73)

From (61) and (73) it follows that the term (r0W(r0,𝐠))rk(\partial_{r_{0}}W(r_{0},\mathbf{g}))r_{k} in equations (72) equals a sum of terms of in r0,,rk1r_{0},\ldots,r_{k-1} and their TT derivatives, and therefore define recursively the coefficients rkr_{k} as locally smooth functions of TT and 𝐠\mathbf{g} in a neighborhood of T0=1T_{0}=1 and of 𝐠0\mathbf{g}_{0}.

We recall again that the coefficients Uk,j(r0,,rk)U_{k,j}(r_{0},\ldots,r_{k}) in (72) are polynomials of degree jj in r0,,rkr_{0},\ldots,r_{k} and their TT derivatives. Repeated differentiation of the hodograph equation (68) with respect to TT give the TT derivatives of r0r_{0} as a rational function of r0r_{0}:

r0=1r0W,r0′′=r02W(r0W)3,r_{0}^{\prime}=\frac{1}{\partial_{r_{0}}W},\qquad r_{0}^{\prime\prime}=-\frac{\partial_{r_{0}}^{2}W}{(\partial_{r_{0}}W)^{3}},\qquad\ldots (74)

and we can effectively solve equations (72) for rkr_{k} as a rational function of r0r_{0}. Using the standard notation W,W′′,,W(j)W^{\prime},W^{\prime\prime},\ldots,W^{(j)} for the derivatives of WW with respect to r0r_{0} we find

r1=r02(W′′)2WW′′′12(W)4,r_{1}=r_{0}\frac{2(W^{\prime\prime})^{2}-W^{\prime}W^{\prime\prime\prime}}{12(W^{\prime})^{4}}, (75)

and

r2=r0X+r0Y1440(W)9,r_{2}=r_{0}\frac{X+r_{0}Y}{1440(W^{\prime})^{9}}, (76)

where

X\displaystyle X =\displaystyle= 700W(W′′)4910(W)2(W′′)2W′′′+118(W)3(W′′′)2\displaystyle 700W^{\prime}\left(W^{\prime\prime}\right)^{4}-910\left(W^{\prime}\right)^{2}\left(W^{\prime\prime}\right)^{2}W^{\prime\prime\prime}+118\left(W^{\prime}\right)^{3}\left(W^{\prime\prime\prime}\right)^{2} (77)
+180(W)3W′′W(4)18(W)4W(5),\displaystyle{}+180\left(W^{\prime}\right)^{3}W^{\prime\prime}W^{(4)}-18\left(W^{\prime}\right)^{4}W^{(5)},
Y\displaystyle Y =\displaystyle= 980(W′′)5+1760W(W′′)3W′′′545(W)2W′′(W′′′)2\displaystyle-980\left(W^{\prime\prime}\right)^{5}+1760W^{\prime}\left(W^{\prime\prime}\right)^{3}W^{\prime\prime\prime}-545\left(W^{\prime}\right)^{2}W^{\prime\prime}\left(W^{\prime\prime\prime}\right)^{2} (78)
420(W)2(W′′)2W(4)+102(W)3W′′′W(4)\displaystyle{}-420\left(W^{\prime}\right)^{2}\left(W^{\prime\prime}\right)^{2}W^{(4)}+102\left(W^{\prime}\right)^{3}W^{\prime\prime\prime}W^{(4)}
+64(W)3W′′W(5)5(W)4W(6),\displaystyle{}+64\left(W^{\prime}\right)^{3}W^{\prime\prime}W^{(5)}-5\left(W^{\prime}\right)^{4}W^{(6)},

which in turn show that the rkr_{k} are rational functions of r0r_{0}. These expressions for r1r_{1} and r2r_{2} agree with Eq. (4.25) and Eq. (4.56) obtained by a different method in [19].

Finally, we remark that our method to calculate the coefficients rkr_{k} of the large NN expansion ultimately depends only on equations (57) and (65), which are invariant under the symmetry transformation

(ϵ~,T~,𝐠~)=1c(ϵ,T,𝐠),c0.(\tilde{\epsilon},\tilde{T},\tilde{\mathbf{g}})=\frac{1}{c}(\epsilon,T,\mathbf{g}),\quad c\geq 0. (79)

Hence it follows that r(ϵ~,T~,𝐠~)=r(ϵ,T,𝐠)r(\tilde{\epsilon},\tilde{T},\tilde{\mathbf{g}})=r(\epsilon,T,\mathbf{g}) and consequently

rk(T,𝐠)=1T2krk(1,𝐠/T),k0.r_{k}(T,\mathbf{g})=\frac{1}{T^{2k}}r_{k}(1,\mathbf{g}/T),\quad k\geq 0. (80)

3.2 The recurrence coefficient under the Bleher-Its deformation in the regular one-cut case

Let 𝐠G1\mathbf{g}\in G_{1} such that its Bleher-Its deformation is in the regular one-cut case, i.e., 𝐠(t)G1\mathbf{g}(t)\in G_{1} for all t1t\geq 1. Then we can apply the results of the previous subsection with 𝐠\mathbf{g} replaced by 𝐠(t){\mathbf{g}(t)} to conclude that in the limit (8)

rn,N(𝐠(t))r(ϵ,T,𝐠(t))r_{n,N}({\mathbf{g}(t)})\sim r(\epsilon,T,{\mathbf{g}(t)}) (81)

where the coefficients rk(T,𝐠(t))r_{k}(T,{\mathbf{g}(t)}) of the asymptotic series

r(ϵ,T,𝐠(t))=k0rk(T,𝐠(t))ϵ2kr(\epsilon,T,{\mathbf{g}(t)})=\sum_{k\geq 0}r_{k}(T,{\mathbf{g}(t)})\epsilon^{2k} (82)

are determined by

W(r0,𝐠(t))=T,W(r_{0},{\mathbf{g}(t)})=T, (83)
j=13kWj(r0,𝐠(t))Uk,j(r0,,rk)=0,k1,\sum_{j=1}^{3k}W_{j}(r_{0},{\mathbf{g}(t)})U_{k,j}(r_{0},\ldots,r_{k})=0,\quad k\geq 1, (84)

as smooth functions of tt and TT for t1t\geq 1 and TT near T0=1T_{0}=1. Our aim in this subsection is to find a reformulation of (83)–(84) that decouples the dependence on tt and 𝐠\mathbf{g}.

The string equation (65) for the deformed model is

γdλ2πiVλ(λ,𝐠(t))U(λ,ϵ;r)=T.\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda,{\mathbf{g}(t)})U(\lambda,\epsilon;r)=T. (85)

If we substitute in this equation

Vλ(λ,𝐠(t))=11t+1tVλ(λt,𝐠),V_{\lambda}(\lambda,{\mathbf{g}(t)})=1-\frac{1}{t}+\frac{1}{t}V_{\lambda}\left(\frac{\lambda}{t},\mathbf{g}\right), (86)

and take into account that U1+2r/λU\sim 1+2r/\lambda as λ\lambda\rightarrow\infty, we find that

2(t1)rt+γdλ2πi1tVλ(λt,𝐠)U(λ,ϵ,r)=T,2(t-1)\frac{r}{t}+\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}\frac{1}{t}V_{\lambda}\left(\frac{\lambda}{t},\mathbf{g}\right)U(\lambda,\epsilon,r)=T, (87)

or with the change of variable λλt\lambda\to\lambda t

2(t1)rt+γdλ2πiVλ(λ,𝐠)U(λt,ϵ,r)=T.2(t-1)\frac{r}{t}+\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda,\mathbf{g})U(\lambda t,\epsilon,r)=T. (88)

Note that the generating function U(λ,ϵ;r)U(\lambda,\epsilon;r) is uniquely determined by (57) and the asymptotic behavior U(λ,ϵ;r)1U(\lambda,\epsilon;r)\sim 1 as λ\lambda\rightarrow\infty. Since U(λt,ϵ;r)U(\lambda t,\epsilon;r) satisfies (57) with the substitution rr/tr\rightarrow r/t and U(λt,ϵ;r)1U(\lambda t,\epsilon;r)\sim 1 as λ\lambda\rightarrow\infty, we conclude that U(λt,ϵ;r)=U(λ,ϵ;r/t)U(\lambda t,\epsilon;r)=U(\lambda,\epsilon;r/t). Alternatively, we can arrive at the same conclusion directly from the explicit expressions (59) and (60) for the UkU_{k} and from the fact that the functions Uk,jU_{k,j} are polynomials of degree jj in r0,,rkr_{0},\ldots,r_{k} and their TT derivatives. Therefore, if we denote

𝔯(ϵ,T,t,𝐠)=r(ϵ,T,𝐠(t))t=k0𝔯k(T,t,𝐠)ϵ2k,{\mathfrak{r}}(\epsilon,T,t,\mathbf{g})=\frac{r(\epsilon,T,{\mathbf{g}(t)})}{t}=\sum_{k\geq 0}{\mathfrak{r}}_{k}(T,t,\mathbf{g})\epsilon^{2k}, (89)

equation (88) becomes

2(t1)𝔯+γdλ2πiVλ(λ,𝐠)U(λ,ϵ,𝔯)=T,2(t-1){\mathfrak{r}}+\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda,\mathbf{g})U(\lambda,\epsilon,{\mathfrak{r}})=T, (90)

or equivalently

2(t1)𝔯0+W(𝔯0,𝐠)=T,2(t-1){\mathfrak{r}}_{0}+W({\mathfrak{r}}_{0},\mathbf{g})=T, (91)
2(t1)𝔯k+j=13kWj(𝔯0,𝐠)Uk,j(𝔯0,,𝔯k)=0,k1.2(t-1){\mathfrak{r}}_{k}+\sum_{j=1}^{3k}W_{j}({\mathfrak{r}}_{0},\mathbf{g})U_{k,j}({\mathfrak{r}}_{0},\ldots,{\mathfrak{r}}_{k})=0,\quad k\geq 1. (92)

Note that the only changes introduced by the Bleher-Its deformation in our calculation of the recurrence coefficient are the first term 2(t1)𝔯k2(t-1){\mathfrak{r}}_{k} and the substitution ri𝔯ir_{i}\rightarrow{\mathfrak{r}}_{i} in Uk,jU_{k,j}.

4 Topological expansions in the regular one-cut case

In this section we implement our method to calculate the coefficients of the topological expansion by means of our equations (91)–(92) and the Bleher-Its representation of the free energy, which we repeat here for convenience:

FN(𝐠)=FNG+11tt2[rN,N(𝐠(t))(rN1,N(𝐠(t))+rN+1,N(𝐠(t)))12]dt.F_{N}(\mathbf{g})=F_{N}^{\mathrm{G}}+\int_{1}^{\infty}\frac{1-t}{t^{2}}\left[r_{N,N}({\mathbf{g}(t)})\left(r_{N-1,N}({\mathbf{g}(t)})+r_{N+1,N}({\mathbf{g}(t)})\right)-\frac{1}{2}\right]\mathrm{d}t. (93)

In the first subsection we derive integral expressions for the coefficients of the topological expansion. Next, drawing on an idea that Bleher and Its [2] used to calculate the leading term F(0)(𝐠)F^{(0)}(\mathbf{g}) of the expansion, we give an efficient procedure to calculate higher-order coefficients and compute explicit expressions of the first four coefficients for general models. Finally, we apply our results to three widely studied models.

4.1 Expressions for the coefficients of the topological expansion

Equation (93) involves only the recurrence coefficients rN,Nr_{N,N} and rN±1,Nr_{N\pm 1,N}. Therefore to study the limit (8) in the regular one-cut case we need only the asymptotic series for rn,Nr_{n,N} in a neighborhood of T=1T=1:

rN,N(𝐠(t))r(ϵ,1,𝐠(t))=t𝔯(ϵ,1,t,𝐠),r_{N,N}({\mathbf{g}(t)})\sim r(\epsilon,1,{\mathbf{g}(t)})=t{\mathfrak{r}}(\epsilon,1,t,\mathbf{g}), (94)
rN±1,Nr(ϵ,1±ϵ,𝐠(t))=t𝔯(ϵ,1±ϵ,t,𝐠).r_{N\pm 1,N}\sim r(\epsilon,1\pm\epsilon,{\mathbf{g}(t)})=t{\mathfrak{r}}(\epsilon,1\pm\epsilon,t,\mathbf{g}). (95)

Substituting these expansions in the Bleher-Its formula we have

FN(𝐠)FNG1(1t)f(ϵ,t,𝐠)dt,F_{N}(\mathbf{g})-F_{N}^{\mathrm{G}}\sim\int_{1}^{\infty}(1-t)f(\epsilon,t,\mathbf{g})\mathrm{d}t, (96)

where (using again our shifting notation 𝔯[±1](ϵ,1,t,𝐠)=𝔯(ϵ,1±ϵ,t,𝐠){\mathfrak{r}}_{[\pm 1]}(\epsilon,1,t,\mathbf{g})={\mathfrak{r}}(\epsilon,1\pm\epsilon,t,\mathbf{g}))

f(ϵ,t,𝐠)=𝔯(ϵ,1,t,𝐠)(𝔯[1](ϵ,1,t,𝐠)+𝔯[1](ϵ,1,t,𝐠))12t2.f(\epsilon,t,\mathbf{g})={\mathfrak{r}}(\epsilon,1,t,\mathbf{g})\left({\mathfrak{r}}_{[-1]}(\epsilon,1,t,\mathbf{g})+{\mathfrak{r}}_{[1]}(\epsilon,1,t,\mathbf{g})\right)-\frac{1}{2t^{2}}. (97)

With the method discussed in the previous section we can readily obtain an expansion

f(ϵ,t,𝐠)=k0fk(t,𝐠)ϵ2k,f(\epsilon,t,\mathbf{g})=\sum_{k\geq 0}f_{k}(t,\mathbf{g})\epsilon^{2k}, (98)

where the first five coefficients are

f0\displaystyle f_{0} =\displaystyle= 2𝔯0212t2,\displaystyle 2{\mathfrak{r}}_{0}^{2}-\frac{1}{2t^{2}}, (99)
f1\displaystyle f_{1} =\displaystyle= 𝔯0(4𝔯1+𝔯0′′),\displaystyle{\mathfrak{r}}_{0}(4{\mathfrak{r}}_{1}+{\mathfrak{r}}_{0}^{\prime\prime}), (100)
f2\displaystyle f_{2} =\displaystyle= 2𝔯12+𝔯1𝔯0′′+112𝔯0(48𝔯2+12𝔯1′′+𝔯0′′′′),\displaystyle 2{\mathfrak{r}}_{1}^{2}+{\mathfrak{r}}_{1}{\mathfrak{r}}_{0}^{\prime\prime}+\frac{1}{12}{\mathfrak{r}}_{0}(48{\mathfrak{r}}_{2}+12{\mathfrak{r}}_{1}^{\prime\prime}+{\mathfrak{r}}_{0}^{\prime\prime\prime\prime}), (101)
f3\displaystyle f_{3} =\displaystyle= 𝔯2𝔯0′′+𝔯1(4𝔯2+𝔯1′′+112𝔯0(4))\displaystyle\mathfrak{r}_{2}\mathfrak{r}_{0}^{\prime\prime}+\mathfrak{r}_{1}\,(4\mathfrak{r}_{2}+\mathfrak{r}_{1}^{\prime\prime}+\frac{1}{12}\mathfrak{r}_{0}^{(4)}) (102)
+𝔯0(4𝔯3+𝔯2′′+1360(30𝔯1(4)+𝔯0(6)),\displaystyle{}+\mathfrak{r}_{0}(4\mathfrak{r}_{3}+\mathfrak{r}_{2}^{\prime\prime}+\frac{1}{360}(30\mathfrak{r}_{1}^{(4)}+\mathfrak{r}_{0}^{(6)}),
f4\displaystyle f_{4} =\displaystyle= 2𝔯0𝔯4+𝔯3(2𝔯1+𝔯0′′)+𝔯2(2𝔯2+𝔯1′′+112𝔯0(4))\displaystyle 2\mathfrak{r}_{0}\mathfrak{r}_{4}+\mathfrak{r}_{3}(2\mathfrak{r}_{1}+\mathfrak{r}_{0}^{\prime\prime})+\mathfrak{r}_{2}\left(2\mathfrak{r}_{2}+\mathfrak{r}_{1}^{\prime\prime}+\frac{1}{12}\mathfrak{r}_{0}^{(4)}\right) (103)
+𝔯1(2𝔯3+𝔯2′′+30𝔯1(4)+𝔯0(6)360)\displaystyle{}+\mathfrak{r}_{1}\left(2\mathfrak{r}_{3}+\mathfrak{r}_{2}^{\prime\prime}+\frac{30\mathfrak{r}_{1}^{(4)}+\mathfrak{r}_{0}^{(6)}}{360}\right)
+𝔯0(2𝔯4+𝔯3′′+1680𝔯2(4)+56𝔯1(6)+𝔯0(8)20160).\displaystyle{}+\mathfrak{r}_{0}\left(2\mathfrak{r}_{4}+\mathfrak{r}_{3}^{\prime\prime}+\frac{1680\mathfrak{r}_{2}^{(4)}+56\mathfrak{r}_{1}^{(6)}+\mathfrak{r}_{0}^{(8)}}{20160}\right).

Here the primes denote derivatives with respect to TT evaluated at T=1T=1. Note also that the term fkf_{k} has weight w(fk)=2kw(f_{k})=2k. The analysis of Bleher and Its in [2] shows that in the regular one-cut case it is legitimate to perform term by term integration in (96), which yields the following topological expansion of the free energy:

FN(𝐠)FNGk0F(k)(𝐠)ϵ2k,F_{N}(\mathbf{g})-F_{N}^{\mathrm{G}}\sim\sum_{k\geq 0}F^{(k)}(\mathbf{g})\epsilon^{2k}, (104)

where

F(k)(𝐠)=1(1t)fk(t,𝐠)dt.F^{(k)}(\mathbf{g})=\int_{1}^{\infty}(1-t)f_{k}(t,\mathbf{g})\mathrm{d}t. (105)

Therefore the direct method to calculate the coefficients of the topological expansion (104) is as follows: first, use equations (91)–(92) to determine the coefficients 𝔯k{\mathfrak{r}}_{k}, then use equation (97) to find the fkf_{k}, and finally perform the integration with respect to tt in equation (105).

4.2 Efficient calculation of the coefficients of the topological expansion

The direct method to determine the coefficients of the topological expansion outlined in the preceding paragraph requires explicit calculation of the functions 𝔯k(T,t,𝐠){\mathfrak{r}}_{k}(T,t,\mathbf{g}) which is, except in the simplest cases, a difficult task. In [2] Bleher and Its used an ingenious idea to determine the leading coefficient F(0)(𝐠)F^{(0)}(\mathbf{g}) for general models V(λ,𝐠)V(\lambda,\mathbf{g}). In this section we will show that the same idea can be applied to evaluate higher order coefficients F(k)(𝐠)F^{(k)}(\mathbf{g}).

It follows from our previous results that the functions fk(t,𝐠)f_{k}(t,\mathbf{g}) can be written as rational functions of tt and 𝔯0(t,𝐠){\mathfrak{r}}_{0}(t,\mathbf{g}). Now, if we denote

ξ=𝔯0(1,t,𝐠),\xi={\mathfrak{r}}_{0}(1,t,\mathbf{g}), (106)

the hodograph equation (91) at T=1T=1 implies that

t=1+12ξ(1W(ξ,𝐠)),t=1+\frac{1}{2\xi}(1-W(\xi,\mathbf{g})), (107)

which suggests to use ξ\xi as integration variable in (105). At the lower limit of integration t=1t=1 we have that ξ=r0(1,𝐠)\xi=r_{0}(1,\mathbf{g}), while at the upper limit the new variable ξ1/(2t)0\xi\sim 1/(2t)\rightarrow 0 as tt\rightarrow\infty [2]. Therefore, with a trivial sign change absorbed in the definition of RkR_{k}, equation (105) can be written as

F(k)(𝐠)=0r0Rk(ξ,𝐠)dξ,k1,F^{(k)}(\mathbf{g})=\int_{0}^{r_{0}}R_{k}(\xi,\mathbf{g})\mathrm{d}\xi,\quad k\geq 1, (108)

where the Rk(ξ,𝐠)R_{k}(\xi,\mathbf{g}) are rational functions of ξ\xi. Note that the evaluation of these integrals yields the coefficients F(k)F^{(k)} as functions of 𝐠\mathbf{g} and r0=r0(1,𝐠)r_{0}=r_{0}(1,\mathbf{g}).

The presence of the term 1/(2t2)1/(2t^{2}) in the expression of f0f_{0} requires a slightly different integration process [2] to calculate F(0)(𝐠)F^{(0)}(\mathbf{g}). Using equations (99), (106) and (107) we find:

F(0)(𝐠)\displaystyle F^{(0)}(\mathbf{g}) =\displaystyle= limτ[2r01/2τ(1t(ξ))ξ2dt(ξ)+12lnτ12]\displaystyle\lim_{{\tau}\rightarrow\infty}\left[2\int_{r_{0}}^{1/2{\tau}}(1-t(\xi))\xi^{2}\mathrm{d}t(\xi)+\frac{1}{2}\ln{\tau}-\frac{1}{2}\right] (109)
=\displaystyle= limτ[12lnξ|r01/2τ+12lnτ]12\displaystyle\lim_{{\tau}\rightarrow\infty}\left[\frac{1}{2}\ln\xi\Big{|}_{r_{0}}^{1/2{\tau}}+\frac{1}{2}\ln{\tau}\right]-\frac{1}{2}
+0r0(W(ξ)12W(ξ)2)dξξ\displaystyle{}+\int_{0}^{r_{0}}\left(W(\xi)-\frac{1}{2}W(\xi)^{2}\right)\frac{\mathrm{d}\xi}{\xi}
+120r0(W(ξ)1)W(ξ)dξ.\displaystyle{}+\frac{1}{2}\int_{0}^{r_{0}}\left(W(\xi)-1\right)W^{\prime}(\xi)\mathrm{d}\xi.

Hence, taking into account that W(r0,𝐠)=1W(r_{0},\mathbf{g})=1 at T=1T=1, it follows that

F(0)(𝐠)=lnr02ln2234+0r0(W12W2)dξξ.F^{(0)}(\mathbf{g})=-\frac{\ln r_{0}}{2}-\frac{\ln 2}{2}-\frac{3}{4}+\int_{0}^{r_{0}}\left(W-\frac{1}{2}W^{2}\right)\frac{\mathrm{d}\xi}{\xi}. (110)

Note that (since WW does not have a constant term) the integrand in the last term of (110) is a polynomial in ξ\xi.

Let us proceed now with the calculation of F(1)(𝐠)F^{(1)}(\mathbf{g}). We repeat here for convenience equation (91) and particularize equation (92) for k=1k=1:

2(t1)𝔯0+W(𝔯0,𝐠)=T,2(t-1){\mathfrak{r}}_{0}+W({\mathfrak{r}}_{0},\mathbf{g})=T, (111)
2(t1)𝔯1+j=13Wj(𝔯0,𝐠)U1,j(𝔯0,𝔯1)=0.2(t-1){\mathfrak{r}}_{1}+\sum_{j=1}^{3}W_{j}({\mathfrak{r}}_{0},\mathbf{g})U_{1,j}({\mathfrak{r}}_{0},{\mathfrak{r}}_{1})=0. (112)

Differentiating with respect to TT in (111) it follows that

𝔯0=12(t1+W1),𝔯0′′=3W22(t1+W1)3,\mathfrak{r}_{0}^{\prime}=\frac{1}{2(t-1+W_{1})},\qquad\mathfrak{r}_{0}^{\prime\prime}=-\frac{3W_{2}}{2(t-1+W_{1})^{3}}, (113)

and substituting these expressions in (112) we find

𝔯1=𝔯0[3W222(t1+W1)45W34(t1+W1)3].\mathfrak{r}_{1}=\mathfrak{r}_{0}\left[\frac{3W_{2}^{2}}{2(t-1+W_{1})^{4}}-\frac{5W_{3}}{4(t-1+W_{1})^{3}}\right]. (114)

Therefore

f1=𝔯0(4𝔯1+𝔯0′′)=𝔯0[6W22𝔯0(t1+W1)410W3𝔯0+3W22(t1+W1)3],f_{1}=\mathfrak{r}_{0}(4\mathfrak{r}_{1}+\mathfrak{r}_{0}^{\prime\prime})=\mathfrak{r}_{0}\left[\frac{6W_{2}^{2}\mathfrak{r}_{0}}{(t-1+W_{1})^{4}}-\frac{10W_{3}\mathfrak{r}_{0}+3W_{2}}{2(t-1+W_{1})^{3}}\right], (115)

and changing the variable from tt to ξ\xi with (107) we obtain the following expression for F(1)(𝐠)F^{(1)}(\mathbf{g}):

F(1)(𝐠)=0r0(W1)[ξ224W22(1+2ξW1W)310ξW3+3W2(1+2ξW1W)2]ξdξ.F^{(1)}(\mathbf{g})=\int_{0}^{r_{0}}(W-1)\left[\frac{\xi^{2}24W_{2}^{2}}{(1+2\xi W_{1}-W)^{3}}-\frac{10\xi W_{3}+3W_{2}}{(1+2\xi W_{1}-W)^{2}}\right]\xi\mathrm{d}\xi. (116)

Using (73) we can identify the integrand as a total derivative:

ξ(1+W)W′′(3+3W3ξW+2ξ2W′′)12(1W+ξW)3ξ2(1+W)W′′′12(1W+ξW)2\displaystyle\frac{\xi(-1+W)W^{\prime\prime}\left(-3+3W-3\xi W^{\prime}+2\xi^{2}W^{\prime\prime}\right)}{12\left(1-W+\xi W^{\prime}\right)^{3}}-\frac{\xi^{2}(-1+W)W^{\prime\prime\prime}}{12\left(1-W+\xi W^{\prime}\right)^{2}}
=112ddξ(ln(ξW+W1)(W1)ξ2W′′(ξW+W1)2).\displaystyle=\frac{1}{12}\frac{\mathrm{d}}{\mathrm{d}\xi}\left(\ln\left(-\xi W^{\prime}+W-1\right)-\frac{(W-1)\xi^{2}W^{\prime\prime}}{\left(-\xi W^{\prime}+W-1\right)^{2}}\right). (117)

Thus we arrive at the result

F(1)(𝐠)=112ln(r0W(r0,𝐠)),F^{(1)}(\mathbf{g})=\frac{1}{12}\ln\left(r_{0}W^{\prime}(r_{0},\mathbf{g})\right), (118)

in agreement with Eq. (4.27) of [20].

The calculation of the next coefficient F(2)(𝐠)F^{(2)}(\mathbf{g}) of the topological expansion is entirely similar, and we omit the intermediate steps which are easily performed with a symbolic computation program. Using (91), (92) for k=1,2k=1,2 and (101) we find

R2(ξ,𝐠)\displaystyle R_{2}(\xi,\mathbf{g}) =\displaystyle= 3(1W)[ξ9σ856448W25\displaystyle 3(1-W)\left[\frac{\xi^{9}}{\sigma^{8}}56448W_{2}^{5}\right. (119)
ξ7σ7(10368W24+84480ξW23W3)\displaystyle{}-\frac{\xi^{7}}{\sigma^{7}}\left(10368W_{2}^{4}+84480\xi W_{2}^{3}W_{3}\right)
+ξ5σ6[420W23+10800ξW22W3\displaystyle{}+\frac{\xi^{5}}{\sigma^{6}}\left[420W_{2}^{3}+10800\xi W_{2}^{2}W_{3}\right.
+ξ2(21800W2W32+23520W22W4)]\displaystyle\quad\left.{}+\xi^{2}\left(21800W_{2}W_{3}^{2}+23520W_{2}^{2}W_{4}\right)\right]
ξ4σ5[260W2W3+ξ(1110W32+2380W2W4)\displaystyle{}-\frac{\xi^{4}}{\sigma^{5}}\left[260W_{2}W_{3}+\xi\left(1110W_{3}^{2}+2380W_{2}W_{4}\right)\right.
+ξ2(4760W3W4+5376W2W5)]\displaystyle\quad\left.{}+\xi^{2}\left(4760W_{3}W_{4}+5376W_{2}W_{5}\right)\right]
+ξ3σ4(35W4+336ξW5+770ξ2W6)].\displaystyle\left.{}+\frac{\xi^{3}}{\sigma^{4}}\left(35W_{4}+336\xi W_{5}+770\xi^{2}W_{6}\right)\right].

where

σ=1W+2ξW1=1W+ξW.\sigma=1-W+2\xi W_{1}=1-W+\xi W^{\prime}. (120)

Using (73) we can again identify R2(ξ,𝐠)R_{2}(\xi,\mathbf{g}) as a total derivative,

R2(ξ,𝐠)\displaystyle R_{2}(\xi,\mathbf{g}) =\displaystyle= 12880ddξ[ξ8σ7280(1+W)(W′′)4\displaystyle-\frac{1}{2880}\frac{\mathrm{d}}{\mathrm{d}\xi}\left[-\frac{\xi^{8}}{\sigma^{7}}280(-1+W)(W^{\prime\prime})^{4}\right. (121)
+ξ6σ6(1+W)(300(W′′)3+400ξ(W′′)2W′′′)\displaystyle{}+\frac{\xi^{6}}{\sigma^{6}}(-1+W)\left(300(W^{\prime\prime})^{3}+400\xi(W^{\prime\prime})^{2}W^{\prime\prime\prime}\right)
ξ5σ5[56ξ(W′′)3+(1+W)×\displaystyle{}-\frac{\xi^{5}}{\sigma^{5}}\left[56\xi(W^{\prime\prime})^{3}+(-1+W)\times\right.
(260W′′W′′′+58ξ(W′′′)2+88ξW′′W(4))]\displaystyle\qquad\left.\left(260W^{\prime\prime}W^{\prime\prime\prime}+58\xi(W^{\prime\prime\prime})^{2}+88\xi W^{\prime\prime}W^{(4)}\right)\right]
+ξ4σ4[9(W′′)2+58ξW′′W′′′\displaystyle{}+\frac{\xi^{4}}{\sigma^{4}}\left[-9(W^{\prime\prime})^{2}+58\xi W^{\prime\prime}W^{\prime\prime\prime}\right.
+(1+W)(36W(4)+10ξW(5))]\displaystyle\quad\left.{}+(-1+W)\left(36W^{(4)}+10\xi W^{(5)}\right)\right]
+ξ2σ3(12W′′+4ξW′′′10ξ2W(4))12σ2],\displaystyle\left.{}+\frac{\xi^{2}}{\sigma^{3}}\left(-12W^{\prime\prime}+4\xi W^{\prime\prime\prime}-10\xi^{2}W^{(4)}\right)-\frac{12}{\sigma^{2}}\right],

and we finally obtain

F(2)(𝐠)\displaystyle F^{(2)}(\mathbf{g}) =\displaystyle= 1240+1240r02W(r0)2+7r0W′′(r0)3360W(r0)5\displaystyle-\frac{1}{240}+\frac{1}{240r_{0}^{2}W^{\prime}(r_{0})^{2}}+\frac{7{r_{0}}W^{\prime\prime}(r_{0})^{3}}{360W^{\prime}(r_{0})^{5}} (122)
+W′′(r0)(9W′′(r0)58r0W(3)(r0))2880W(r0)4\displaystyle{}+\frac{W^{\prime\prime}(r_{0})\left(9W^{\prime\prime}(r_{0})-58{r_{0}}W^{(3)}(r_{0})\right)}{2880W^{\prime}(r_{0})^{4}}
+6W′′(r0)2r0W(3)(r0)+5r02W(4)(r0)1440r0W(r0)3.\displaystyle{}+\frac{6W^{\prime\prime}(r_{0})-2{r_{0}}W^{(3)}(r_{0})+5{r_{0}}^{2}W^{(4)}(r_{0})}{1440{r_{0}}W^{\prime}(r_{0})^{3}}.

This expression agrees with the result of [20] (up to a trivial mistake in the sign of the first fraction of his Eq. (1.18), which is fixed in his application to the quartic model in Eq. (4.59)). Our method can be easily carried on further with a symbolic computation program. For example, the next coefficient turns out to be

F(3)(𝐠)\displaystyle F^{(3)}(\mathbf{g}) =\displaystyle= 1100811008r04W(r0)4W′′(r0)504r03W(r0)5\displaystyle\frac{1}{1008}-\frac{1}{1008r_{0}^{4}W^{\prime}(r_{0})^{4}}-\frac{W^{\prime\prime}(r_{0})}{504r_{0}^{3}W^{\prime}(r_{0})^{5}} (123)
16048r02W(r0)6[15W′′(r0)24W(3)(r0)W(r0)]\displaystyle{}-\frac{1}{6048r_{0}^{2}W^{\prime}(r_{0})^{6}}\Big{[}15W^{\prime\prime}(r_{0})^{2}-4W^{(3)}(r_{0})W^{\prime}(r_{0})\Big{]}
16048r0W(r0)7[15W′′(r0)3+W(4)(r0)W(r0)2\displaystyle{}-\frac{1}{6048r_{0}W^{\prime}(r_{0})^{7}}\Big{[}15W^{\prime\prime}(r_{0})^{3}+W^{(4)}(r_{0})W^{\prime}(r_{0})^{2}
10W(3)(r0)W(r0)W′′(r0)]\displaystyle\quad{}-10W^{(3)}(r_{0})W^{\prime}(r_{0})W^{\prime\prime}(r_{0})\Big{]}
1725760W(r0)8[1575W′′(r0)424W(5)(r0)W(r0)3\displaystyle{}-\frac{1}{725760W^{\prime}(r_{0})^{8}}\Big{[}1575W^{\prime\prime}(r_{0})^{4}-24W^{(5)}(r_{0})W^{\prime}(r_{0})^{3}
+200W(3)(r0)2W(r0)2+300W(4)(r0)W(r0)2W′′(r0)\displaystyle\quad{}+200W^{(3)}(r_{0})^{2}W^{\prime}(r_{0})^{2}+300W^{(4)}(r_{0})W^{\prime}(r_{0})^{2}W^{\prime\prime}(r_{0})
1800W(3)(r0)W(r0)W′′(r0)2]\displaystyle\quad{}-1800W^{(3)}(r_{0})W^{\prime}(r_{0})W^{\prime\prime}(r_{0})^{2}\Big{]}
r0362880W(r0)9[21420W′′(r0)5133W(6)(r0)W(r0)4\displaystyle{}-\frac{r_{0}}{362880W^{\prime}(r_{0})^{9}}\Big{[}-21420W^{\prime\prime}(r_{0})^{5}-133W^{(6)}(r_{0})W^{\prime}(r_{0})^{4}
+1644W(5)(r0)W(r0)3W′′(r0)\displaystyle\quad{}+1644W^{(5)}(r_{0})W^{\prime}(r_{0})^{3}W^{\prime\prime}(r_{0})
+2488W(3)(r0)W(4)(r0)W(r0)3\displaystyle\quad{}+2488W^{(3)}(r_{0})W^{(4)}(r_{0})W^{\prime}(r_{0})^{3}
10170W(4)(r0)W(r0)2W′′(r0)2\displaystyle\quad{}-10170W^{(4)}(r_{0})W^{\prime}(r_{0})^{2}W^{\prime\prime}(r_{0})^{2}
+40110W(3)(r0)W(r0)W′′(r0)3\displaystyle\quad{}+40110W^{(3)}(r_{0})W^{\prime}(r_{0})W^{\prime\prime}(r_{0})^{3}
12783W(3)(r0)2W(r0)2W′′(r0)]\displaystyle\quad{}-12783W^{(3)}(r_{0})^{2}W^{\prime}(r_{0})^{2}W^{\prime\prime}(r_{0})\Big{]}
r02362880W(r0)10[34300W′′(r0)635W(7)(r0)W(r0)5\displaystyle{}-\frac{r_{0}^{2}}{362880W^{\prime}(r_{0})^{10}}\Big{[}34300W^{\prime\prime}(r_{0})^{6}-35W^{(7)}(r_{0})W^{\prime}(r_{0})^{5}
+607W(4)(r0)2W(r0)42915W(3)(r0)3W(r0)3\displaystyle\quad{}+607W^{(4)}(r_{0})^{2}W^{\prime}(r_{0})^{4}-2915W^{(3)}(r_{0})^{3}W^{\prime}(r_{0})^{3}
+539W(6)(r0)W(r0)4W′′(r0)\displaystyle\quad{}+539W^{(6)}(r_{0})W^{\prime}(r_{0})^{4}W^{\prime\prime}(r_{0})
+1006W(3)(r0)W(5)(r0)W(r0)4\displaystyle\quad{}+1006W^{(3)}(r_{0})W^{(5)}(r_{0})W^{\prime}(r_{0})^{4}
4284W(5)(r0)W(r0)3W′′(r0)2\displaystyle\quad{}-4284W^{(5)}(r_{0})W^{\prime}(r_{0})^{3}W^{\prime\prime}(r_{0})^{2}
+22260W(4)(r0)W(r0)2W′′(r0)3\displaystyle\quad{}+22260W^{(4)}(r_{0})W^{\prime}(r_{0})^{2}W^{\prime\prime}(r_{0})^{3}
81060W(3)(r0)W(r0)W′′(r0)4\displaystyle\quad{}-81060W^{(3)}(r_{0})W^{\prime}(r_{0})W^{\prime\prime}(r_{0})^{4}
+43050W(3)(r0)2W(r0)2W′′(r0)2\displaystyle\quad{}+43050W^{(3)}(r_{0})^{2}W^{\prime}(r_{0})^{2}W^{\prime\prime}(r_{0})^{2}
13452W(3)(r0)W(4)(r0)W(r0)3W′′(r0)].\displaystyle\quad{}-13452W^{(3)}(r_{0})W^{(4)}(r_{0})W^{\prime}(r_{0})^{3}W^{\prime\prime}(r_{0})\Big{]}.

This expression reduces to the result found by Shirokura except for the replacement of 388388 by 300300 in the fourth coefficient of E0(3)E_{0}^{(3)} in Eq. (50) of [19].

We apply now (110), (118) and (122) to obtain explicit expressions for the first three coefficients of the quartic, two-valence and sixtic models (we omit the lengthy expressions for F(3)(𝐠)F^{(3)}(\mathbf{g}) which are obtained in exactly the same way using (123)).

4.2.1 The quartic model in the regular one-cut case

We have shown in section 2.1 that if (g2,g4)G1(g_{2},g_{4})\in G_{1} the quartic model (23) is in the regular one-cut case. Using equations (110), (118) and (122) with

W(r0,𝐠)=2g2r0+12g4r02W(r_{0},\mathbf{g})=2g_{2}r_{0}+12g_{4}r_{0}^{2} (124)

we find

F(0)(𝐠)=38+56(g2r0)16(g2r0)212ln(2r0),F^{(0)}(\mathbf{g})=-\frac{3}{8}+\frac{5}{6}\left(g_{2}r_{0}\right)-\frac{1}{6}\left(g_{2}r_{0}\right)^{2}-\frac{1}{2}\ln\left(2r_{0}\right), (125)
F(1)(𝐠)=112ln(2(1g2r0)),F^{(1)}(\mathbf{g})=\frac{1}{12}\ln\left(2\left(1-g_{2}r_{0}\right)\right), (126)
F(2)(𝐠)=(2g2r01)3(41+21g2r06(g2r0)2)11520(1g2r0)5,F^{(2)}(\mathbf{g})=\frac{(2g_{2}r_{0}-1)^{3}\left(41+21g_{2}r_{0}-6(g_{2}r_{0})^{2}\right)}{11520(1-g_{2}r_{0})^{5}}, (127)

where r0r_{0} is the positive root of the hodograph equation (69)

2g2r0+12g4r02=1,2g_{2}r_{0}+12g_{4}r_{0}^{2}=1, (128)

namely

r0=g2+g22+12g412g4.r_{0}=\frac{-g_{2}+\sqrt{g_{2}^{2}+12g_{4}}}{12g_{4}}. (129)

4.2.2 Two-valence models

For the two-valence models

V(λ,𝐠)=g2λ+g2νλν,ν2,V(\lambda,\mathbf{g})=g_{2}\lambda+g_{2\nu}\lambda^{\nu},\quad\nu\geq 2, (130)

in the region g2>0g_{2}>0, g2ν>0g_{2\nu}>0, the Bleher-Its deformed potential is a convex function of zz for all t1t\geq 1, and therefore these models are in the regular one-cut case. Using

W(r0,𝐠)=2g2r0+ν(2νν)g2νr0νW(r_{0},\mathbf{g})=2g_{2}r_{0}+\nu{2\nu\choose\nu}g_{2\nu}r_{0}^{\nu} (131)

we find:

F(0)(𝐠)=3(ν1)4ν+(ν1)(2ν+1)ν(ν+1)(g2r0)(ν1)2ν(ν+1)(g2r0)212ln(2r0),F^{(0)}(\mathbf{g})=-\frac{3(\nu-1)}{4\nu}+\frac{(\nu-1)(2\nu+1)}{\nu(\nu+1)}(g_{2}r_{0})-\frac{(\nu-1)^{2}}{\nu(\nu+1)}(g_{2}r_{0})^{2}-\frac{1}{2}\ln(2r_{0}), (132)
F(1)(𝐠)=112ln(ν(ν1)2g2r0),F^{(1)}(\mathbf{g})=\frac{1}{12}\ln\left(\nu-(\nu-1)2g_{2}r_{0}\right), (133)
F(2)(𝐠)\displaystyle F^{(2)}(\mathbf{g}) =\displaystyle= (2g2r01)(ν1)2880(ν2(ν1)g2r0)5×\displaystyle\frac{(2g_{2}r_{0}-1)(\nu-1)}{2880(\nu-2(\nu-1)g_{2}r_{0})^{5}}\times (134)
[ν3(8ν2+5ν1)+2ν2(ν1)(16ν2+40ν1)(g2r0)\displaystyle\Big{[}-\nu^{3}(8\nu^{2}+5\nu-1)+2\nu^{2}(\nu-1)(16\nu^{2}+40\nu-1)(g_{2}r_{0})
4ν(ν1)2(8ν2ν+44)(g2r0)2\displaystyle{}-4\nu(\nu-1)^{2}(8\nu^{2}-\nu+44)(g_{2}r_{0})^{2}
96(ν1)3(4ν+1)(g2r0)3+192(ν1)4(g2r0)4].\displaystyle{}-96(\nu-1)^{3}(4\nu+1)(g_{2}r_{0})^{3}+192(\nu-1)^{4}(g_{2}r_{0})^{4}\Big{]}.

Here r0r_{0} is determined as the positive root of the hodograph equation

2g2r0+ν(2νν)g2νr0ν=1.2g_{2}r_{0}+\nu{2\nu\choose\nu}g_{2\nu}r_{0}^{\nu}=1. (135)

Note that (132)–(134) reduce to the quartic results for ν=2\nu=2. For g2=1/2g_{2}=1/2 the expressions (132)–(134) reduce to the corresponding results in [22, 28].

4.2.3 Sixtic models

Our last application concerns sixtic potentials

V(λ,𝐠)=g2λ+g4λ2+g6λ3V(\lambda,\mathbf{g})=g_{2}\lambda+g_{4}\lambda^{2}+g_{6}\lambda^{3} (136)

in the region g2>0g_{2}>0, g4>0g_{4}>0, g6>0g_{6}>0. Again the convexity argument proves that these models are in the regular one-cut case. Using

W(r0,𝐠)=2g2r0+12g4r02+60g6r03W(r_{0},\mathbf{g})=2g_{2}r_{0}+12g_{4}r_{0}^{2}+60g_{6}r_{0}^{3} (137)

we find:

F(0)(𝐠)=12+76(g2r0)13(g2r0)2+85(g4r02)65(g4r02)265g2g4r0312ln(2r0),F^{(0)}(\mathbf{g})=-\frac{1}{2}+\frac{7}{6}(g_{2}r_{0})-\frac{1}{3}(g_{2}r_{0})^{2}+\frac{8}{5}(g_{4}r_{0}^{2})-\frac{6}{5}(g_{4}r_{0}^{2})^{2}-\frac{6}{5}g_{2}g_{4}r_{0}^{3}-\frac{1}{2}\ln\left(2r_{0}\right), (138)
F(1)(𝐠)=112ln(34g2r012g4r02),F^{(1)}(\mathbf{g})=\frac{1}{12}\ln\left(3-4g_{2}r_{0}-12g_{4}r_{0}^{2}\right), (139)
F(2)(𝐠)\displaystyle F^{(2)}(\mathbf{g}) =\displaystyle= 1240+593720(12g4r02+4g2r03)2\displaystyle-\frac{1}{240}+\frac{593}{720\left(12g_{4}r_{0}^{2}+4g_{2}r_{0}-3\right)^{2}}
+169g22+2928g41716g4g2r0720g4(12g4r02+4g2r03)3\displaystyle{}+\frac{169g_{2}^{2}+2928g_{4}-1716g_{4}g_{2}r_{0}}{720g_{4}\left(12g_{4}r_{0}^{2}+4g_{2}r_{0}-3\right)^{3}}
+224g24+7587g4g22+45765g42(57888g42g2+6756g4g23)r06480g42(12g4r02+4g2r03)4\displaystyle{}+\frac{224g_{2}^{4}+7587g_{4}g_{2}^{2}+45765g_{4}^{2}-(57888g_{4}^{2}g_{2}+6756g_{4}g_{2}^{3})r_{0}}{6480g_{4}^{2}\left(12g_{4}r_{0}^{2}+4g_{2}r_{0}-3\right)^{4}}
+7(6g24+81g4g22+243g42(8g25+126g4g23+486g42g2)r0)405g42(12g4r02+4g2r03)5.\displaystyle{}+\frac{7\left(6g_{2}^{4}+81g_{4}g_{2}^{2}+243g_{4}^{2}-(8g_{2}^{5}+126g_{4}g_{2}^{3}+486g_{4}^{2}g_{2})r_{0}\right)}{405g_{4}^{2}\left(12g_{4}r_{0}^{2}+4g_{2}r_{0}-3\right)^{5}}.

In this case r0r_{0} is the positive root of the hodograph equation

2g2r0+12g4r02+60g6r03=1.2g_{2}r_{0}+12g_{4}r_{0}^{2}+60g_{6}r_{0}^{3}=1. (141)

5 Counting numbers

The methods of Ercolani and McLaughlin [7] prove the existence of the topological expansion for matrix models

VEM(λ)=λ2+j=1νt2jλj,V_{EM}(\lambda)=\frac{\lambda}{2}+\sum_{j=1}^{\nu}t_{2j}\lambda^{j}, (142)

under the hypothesis that there exists a path in the space of coupling constants connecting 𝐭=(t2,t4,,t2ν)\mathbf{t}=(t_{2},t_{4},\ldots,t_{2\nu}) to the origin 𝟎\mathbf{0}. The corresponding coefficients F(k)(𝐭)F^{(k)}(\mathbf{t}) are analytic functions of 𝐭\mathbf{t} near the origin and their Taylor expansions determine graphical enumeration numbers.

To put these results in context, we briefly recall that a kk-map is a graph which is embedded into a surface of genus kk in such a way that (i) the edges do not intersect and (ii) dissecting the surface along the edges decomposes it into faces which are homeomorphic to a disk. We can formulate the result of [7] as the following representation: if

F(k)(𝐭)=n2j11n2!n2p!(t2)n2(t2p)n2pκk(n2,,n2p),F^{(k)}(\mathbf{t})=-\sum_{n_{2j}\geq 1}\frac{1}{n_{2}!\ldots n_{2p}!}(-t_{2})^{n_{2}}\cdots(-t_{2p})^{n_{2p}}\kappa_{k}(n_{2},\ldots,n_{2p}), (143)

then κk(n2,,n2p)\kappa_{k}(n_{2},\dots,n_{2p}) is the number of connected kk-maps with a number n2jn_{2j} of 2j2j-valent vertices in which all the vertices are labeled as distinct and all the edges emanating from each vertex are labelled as distinct as well [6, 7, 29].

It is straightforward to rephrase our results of the previous section in the notation of (143) and therefore we have a direct method to calculate the κk(n2,,n2p)\kappa_{k}(n_{2},\dots,n_{2p}): we introduce the change of variable λ=λ/2\lambda^{\prime}=\lambda/2 to reduce VEM(λ)V_{EM}(\lambda) to the form (20), which in turn implies the following relation between our set of 𝐠\mathbf{g} coupling constants and 𝐭\mathbf{t}:

g2k(𝐭)=δk,2+2kt2k,k=1,,p.g_{2k}(\mathbf{t})=\delta_{k,2}+2^{k}t_{2k},\quad k=1,\ldots,p. (144)

As an application of this first, direct procedure, we have carried out these substitutions in the topological expansion of the quartic model (125)–(127), expanded in Taylor series these coefficients, and found the corresponding counting numbers κk(n2,n4)\kappa_{k}(n_{2},n_{4}), the first of which we present in table 1.

Table 1: Lowest three counting numbers κk(n2,n4)\kappa_{k}(n_{2},n_{4}) for the quartic model V(λ)=g2λ+g4λ2V(\lambda)=g_{2}\lambda+g_{4}\lambda^{2} and all combinations of the nin_{i} up to 44.
n2n_{2} n4n_{4} κ0(n2,n4)\kappa_{0}(n_{2},n_{4}) κ1(n2,n4)\kappa_{1}(n_{2},n_{4}) κ2(n2,n4)\kappa_{2}(n_{2},n_{4})
0 0 0 0 0
0 1 2 1 0
0 2 36 60 0
0 3 1728 6336 1440
0 4 145152 964224 770688
1 0 1 0 0
1 1 8 4 0
1 2 288 480 0
1 3 20736 76032 17280
1 4 2322432 15427584 12331008
2 0 2 0 0
2 1 48 24 0
2 2 2880 4800 0
2 3 290304 1064448 241920
2 4 41803776 277696512 221958144
3 0 8 0 0
3 1 384 192 0
3 2 34560 57600 0
3 3 4644864 17031168 3870720
3 4 836075520 5553930240 4439162880
4 0 48 0 0
4 1 3840 1920 0
4 2 483840 806400 0
4 3 83607552 306561024 69672960
4 4 18393661440 122186465280 97661583360

However, since the counting numbers depend on the coefficients of the Taylor expansion of the F(k)F^{(k)}, drawing on our analysis of the previous section we can calculate directly these Taylor coefficients without requiring the explicit evaluation of the F(k)F^{(k)} themselves, which turns out to be much more efficient. In essence, the idea is to obtain first the Taylor expansion in 𝐭\mathbf{t} of the integrand of (108), and subsequently to perform the integration in (105) with respect to the Bleher-Its deformation parameter tt term by term. A similar approach has been recently used in [4] to investigate counting numbers in the cubic model. In detail, the procedure is as follows:

  1. 1.

    Use  (144) to write Eq. (91) at T=1T=1 as

    𝔯0+j=1p(2jj)j2j1t2jt𝔯0j=12t,\mathfrak{r}_{0}+\sum_{j=1}^{p}\left(\begin{array}[]{c}2j\\ j\end{array}\right)j2^{j-1}\frac{t_{2j}}{t}\mathfrak{r}_{0}^{j}=\frac{1}{2t}, (145)

    and then use implicit differentiation to calculate the Taylor expansion at 𝐭=𝟎\mathbf{t}=\mathbf{0}

    𝔯0=12t+j1,,jp0j1++jp1cj1j2jpt1+j1+2j2++pjpt2j1t4j2t2pjp.\mathfrak{r}_{0}=\frac{1}{2t}+\sum_{\begin{array}[]{c}j_{1},\dots,j_{p}\geq 0\\ j_{1}+\cdots+j_{p}\geq 1\end{array}}\frac{c_{j_{1}j_{2}\dots j_{p}}}{t^{1+j_{1}+2j_{2}+\cdots+pj_{p}}}t_{2}^{j_{1}}t_{4}^{j2}\cdots t_{2p}^{j_{p}}. (146)
  2. 2.

    Use the string equations (91)–(92) to write fkf_{k} as rational functions of 𝔯0\mathfrak{r}_{0}. Then substitute (146) in the resulting expressions and determine the Taylor expansion of fkf_{k} at 𝐭=𝟎\mathbf{t}=\mathbf{0}.

  3. 3.

    Perform the integration

    F(k)(𝐭)=1(1t)fk(t,𝐭)𝑑t,F^{(k)}(\mathbf{t})=\int_{1}^{\infty}(1-t)f_{k}(t,\mathbf{t})dt, (147)

    term by term and find the numbers κk(n2,,n2p)\kappa_{k}(n_{2},\ldots,n_{2p}).

We have implemented this strategy for the two-valence and for the sixtic models, and present some of our results in table 2. The κk(n2,,n2ν)\kappa_{k}(n_{2},\ldots,n_{2\nu}) grow quickly in number and in magnitude, and we give a complete table only up to ni=2n_{i}=2. Note that the results in table 2 with n6=0n_{6}=0 agree with the corresponding results in table 1. Our results also agree with those for κ1(n2,0,,n2ν)\kappa_{1}(n_{2},0,\dots,n_{2\nu}) and κ2(n2,0,,n2ν)\kappa_{2}(n_{2},0,\dots,n_{2\nu}) in [28]. Similarly, in table 3 we present all the fifth nonvanishing counting numbers κ4(n2,n4,n6)\kappa_{4}(n_{2},n_{4},n_{6}) with 0ni30\leq n_{i}\leq 3 for the sixtic model.

Table 2: Lowest four counting numbers κk(n2,n4,n6)\kappa_{k}(n_{2},n_{4},n_{6}) for the sixtic model V(λ)=g2λ+g4λ2+g6λ3V(\lambda)=g_{2}\lambda+g_{4}\lambda^{2}+g_{6}\lambda^{3} and all combinations of the nin_{i} up to 22.
n2n_{2} n4n_{4} n6n_{6} κ0(n2,n4,n6)\kappa_{0}(n_{2},n_{4},n_{6}) κ1(n2,n4,n6)\kappa_{1}(n_{2},n_{4},n_{6}) κ2(n2,n4,n6)\kappa_{2}(n_{2},n_{4},n_{6}) κ3(n2,n4,n6)\kappa_{3}(n_{2},n_{4},n_{6})
0 0 0 0 0 0 0
0 0 1 5 10 0 0
0 0 2 600 4800 4770 0
0 1 0 2 1 0 0
0 1 1 144 600 156 0
0 1 2 43200 540000 1161360 224280
0 2 0 36 60 0 0
0 2 1 8640 63360 56160 0
0 2 2 4665600 85190400 329002560 217339200
1 0 0 1 0 0 0
1 0 1 30 60 0 0
1 0 2 7200 57600 57240 0
1 1 0 8 4 0 0
1 1 1 1440 6000 1560 0
1 1 2 691200 8640000 18581760 3588480
1 2 0 288 480 0 0
1 2 1 120960 887040 786240 0
1 2 2 93312000 1703808000 6580051200 4346784000
2 0 0 2 0 0 0
2 0 1 240 480 0 0
2 0 2 100800 806400 801360 0
2 1 0 48 24 0 0
2 1 1 17280 72000 18720 0
2 1 2 12441600 155520000 334471680 64592640
2 2 0 2880 4800 0 0
2 2 1 1935360 14192640 12579840 0
2 2 2 2052864000 37483776000 144761126400 95629248000
Table 3: Nonvanishing counting numbers κ4(n2,n4,n6)\kappa_{4}(n_{2},n_{4},n_{6}) with 0ni30\leq n_{i}\leq 3 for the sixtic model V(λ)=g2λ+g4λ2+g6λ3V(\lambda)=g_{2}\lambda+g_{4}\lambda^{2}+g_{6}\lambda^{3}.
n2n_{2} n4n_{4} n6n_{6} κ4(n2,n4,n6)\kappa_{4}(n_{2},n_{4},n_{6})
0 1 3 1143525600
0 2 3 2201217638400
0 3 2 24069830400
0 3 3 2836746385920000
1 1 3 25157563200
1 2 3 57231658598400
1 3 2 577675929600
1 3 3 85102391577600000
2 1 3 603781516800
2 2 3 1602486440755200
2 3 2 15019574169600
2 3 3 2723276530483200000
3 1 3 15698319436800
3 2 3 48074593222656000
3 3 2 420548076748800
3 3 3 92591402036428800000

6 Singular one-cut cases

Let 𝐠G\mathbf{g}\in G be such that its Bleher-Its deformation is in the singular one-cut case, i.e., 𝐠(t)G1\mathbf{g}(t)\in G_{1} for all t>1t>1 but 𝐠=𝐠(1)\mathbf{g}=\mathbf{g}(1) determines a singular model. Our discussion in sections 3 and 4 shows that the integrals for the coefficient of the topological expansion (104)–(105) converge provided that the function 𝔯0(T,t,𝐠){\mathfrak{r}}_{0}(T,t,\mathbf{g}) is smooth near (T,t)=(1,1)(T,t)=(1,1). For this type of singular cases the topological expansion (104)–(105) still exists. An example of this situation is the quartic model (23) for g2=2g4g_{2}=-2\sqrt{g_{4}}.

However, in the singular one-cut cases where the function 𝔯0(T,t,𝐠){\mathfrak{r}}_{0}(T,t,\mathbf{g}) is not smooth near (T,t)=(1,1)(T,t)=(1,1) the topological expansion (104)–(105) is ill-defined, because the integrals defining the coefficients F(k)F^{(k)} for k1k\geq 1 diverge. This is the case of the Brezin-Marinari-Parisi model (38). We next discuss this critical behavior in general and present a method of regularization.

6.1 Critical behavior and a triple-scaling method of regularization

Let us consider a singular one-cut deformation such that the string equation (65) has a critical point of order m2m\geq 2 at (r0,T)=(rc,1)(r_{0},T)=(r_{c},1). That it to say,

W(rc,𝐠)=1,W(r_{c},\mathbf{g})=1, (148)
r0W(rc,𝐠)==r0m1W(rc,𝐠)=0,r0mW(rc,𝐠)0.\partial_{r_{0}}W(r_{c},\mathbf{g})=\cdots=\partial_{r_{0}}^{m-1}W(r_{c},\mathbf{g})=0,\qquad\partial_{r_{0}}^{m}W(r_{c},\mathbf{g})\neq 0. (149)

In this case the implicit function theorem does not apply to equation (91) near (T0,t0)=(1,1)(T_{0},t_{0})=(1,1) with 𝔯0(1,1,𝐠)=rc{\mathfrak{r}}_{0}(1,1,\mathbf{g})=r_{c}. In fact, 𝔯0(T,1,𝐠){\mathfrak{r}}_{0}(T,1,\mathbf{g}) can be expanded in powers of (T1)1/m(T-1)^{1/m} and, provided that rc0r_{c}\neq 0, 𝔯0(1,t,𝐠){\mathfrak{r}}_{0}(1,t,\mathbf{g}) can be also expanded in powers of (t1)1/m(t-1)^{1/m}. As a consequence, the system (91)–(92) does not yield an appropriate asymptotic series to generate the free-energy expansion (96). In order to regularize this critical behavior it is natural to introduce two scaling variables xx and yy in the form

T=1+ϵ¯mx,t=1+ϵ¯my,T=1+\bar{\epsilon}^{m}x,\qquad t=1+\bar{\epsilon}^{m}y, (150)

where

ϵ¯=ϵ22m+1=(1N)22m+1.\bar{\epsilon}=\epsilon^{\frac{2}{2m+1}}=\left(\frac{1}{N}\right)^{\frac{2}{2m+1}}. (151)

In terms of these scaled variables the string equation (90) reads

2ϵ¯my𝔯+γdλ2πiVλ(λ,𝐠)U(λ,ϵ¯;𝔯)=1+ϵ¯mx,2\bar{\epsilon}^{m}y{\mathfrak{r}}+\oint_{\gamma}\frac{\mathrm{d}\lambda}{2\pi\mathrm{i}}V_{\lambda}(\lambda,\mathbf{g})U(\lambda,\bar{\epsilon};{\mathfrak{r}})=1+\bar{\epsilon}^{m}x, (152)

and we will prove now that there are solutions of the form

𝔯(ϵ¯,x,y,𝐠)=rc+k1𝔯[k](x,y,𝐠)ϵ¯k.{\mathfrak{r}}(\bar{\epsilon},x,y,\mathbf{g})=r_{c}+\sum_{k\geq 1}{\mathfrak{r}}^{[k]}(x,y,\mathbf{g})\bar{\epsilon}^{k}. (153)

Note that the shifts TT±ϵT\rightarrow T\pm\epsilon correspond to xx±ϵ¯1/2x\rightarrow x\pm\bar{\epsilon}^{1/2}, and therefore U(λ,ϵ¯;𝔯)U(\lambda,\bar{\epsilon};{\mathfrak{r}}) is determined by the quadratic equation

𝔯(U+U[1¯])(U+U[1¯])=λ(U21),{\mathfrak{r}}\left(U+U_{[\overline{-1}]}\right)\left(U+U_{[\bar{1}]}\right)=\lambda\left(U^{2}-1\right), (154)

where we have denoted f[k¯](x)=f(x+kϵ¯1/2)f_{[\bar{k}]}(x)=f(x+k\bar{\epsilon}^{1/2}).

The corresponding expansion of UU to be substituted in the string equation (152) is

U(λ,ϵ¯)=k0U[k](λ;𝔯[1],,𝔯[k])ϵ¯kU(\lambda,\bar{\epsilon})=\sum_{k\geq 0}U^{[k]}(\lambda;{\mathfrak{r}}^{[1]},\ldots,{\mathfrak{r}}^{[k]})\,\bar{\epsilon}^{k} (155)

where

U[0]=λλ4rc,U^{[0]}=\sqrt{\frac{\lambda}{\lambda-4r_{c}}}, (156)
U[k]=U[0]j=1kU[k,j](𝔯[1],,𝔯[kj+1])(λ4rc)j.U^{[k]}=U^{[0]}\sum_{j=1}^{k}\frac{U^{[k,j]}({\mathfrak{r}}^{[1]},\ldots,{\mathfrak{r}}^{[k-j+1]})}{(\lambda-4r_{c})^{j}}. (157)

From (154) it follows that the U[k,j]U^{[k,j]} are polynomials in 𝔯[1],,𝔯[kj+1]{\mathfrak{r}}^{[1]},\ldots,{\mathfrak{r}}^{[k-j+1]} and their xx derivatives, which can be determined recursively [30]. In particular

U[k,1]=2𝔯[k].U^{[k,1]}=2\mathfrak{r}^{[k]}. (158)

The first few of these coefficients are

U[2,2]\displaystyle U^{[2,2]} =\displaystyle= 6(𝔯[1])2+2rc𝔯xx[1],\displaystyle 6(\mathfrak{r}^{[1]})^{2}+2r_{c}\mathfrak{r}^{[1]}_{xx}, (159)
U[3,2]\displaystyle U^{[3,2]} =\displaystyle= 12𝔯[1]𝔯[2]+2𝔯[1]𝔯xx[1]+2rc𝔯xx[2]+16rc𝔯xxxx[1],\displaystyle 12\mathfrak{r}^{[1]}\mathfrak{r}^{[2]}+2\mathfrak{r}^{[1]}\mathfrak{r}^{[1]}_{xx}+2r_{c}\mathfrak{r}^{[2]}_{xx}+\frac{1}{6}r_{c}\mathfrak{r}^{[1]}_{xxxx}, (160)
U[3,3]\displaystyle U^{[3,3]} =\displaystyle= 20(𝔯[1])3+10rc(𝔯x[1])2+20rc𝔯[1]𝔯xx[1]+2rc2𝔯xxxx[1].\displaystyle 20(\mathfrak{r}^{[1]})^{3}+10r_{c}(\mathfrak{r}^{[1]}_{x})^{2}+20r_{c}\mathfrak{r}^{[1]}\mathfrak{r}^{[1]}_{xx}+2r_{c}^{2}\mathfrak{r}^{[1]}_{xxxx}. (161)

As a consequence of the quadratic equation we find the linear equation

𝔯[1¯](U[2¯]+U[1¯])𝔯(U+U[1¯])=λ(U[1¯]U),{\mathfrak{r}}_{[\bar{1}]}\left(U_{[\bar{2}]}+U_{[\bar{1}]}\right)-{\mathfrak{r}}\left(U+U_{[\overline{-1}]}\right)=\lambda\left(U_{[\bar{1}]}-U\right), (162)

which in turn leads immediately to the recursion relation

xU[k+1,k+1]=(rcx3+4𝔯[1]x+2𝔯x[1])U[k,k],U[0,0]=1.\partial_{x}U^{[k+1,k+1]}=\left(r_{c}\partial_{x}^{3}+4{\mathfrak{r}}^{[1]}\partial_{x}+2{\mathfrak{r}}^{[1]}_{x}\right)U^{[k,k]},\quad U^{[0,0]}=1. (163)

This relation implies that the U[k,k](𝔯[1])U^{[k,k]}({\mathfrak{r}}^{[1]}) are the well-known Gel’fand-Dikii differential polynomials of the KdV theory [31].

We now substitute (155) into (152) and take into account (73), (148) and (149) to obtain

2ϵ¯my𝔯+kmWk(rc,𝐠)U[k](ϵ¯,𝔯)=ϵ¯mx.2\bar{\epsilon}^{m}y{\mathfrak{r}}+\sum_{k\geq m}W_{k}(r_{c},\mathbf{g})U^{[k]}(\bar{\epsilon},{\mathfrak{r}})=\bar{\epsilon}^{m}x. (164)

Finally, collecting powers of ϵ¯\bar{\epsilon} we find the system of equations:

Wm(rc,𝐠)U[m,m](𝔯[1])=x2rcy,W_{m}(r_{c},\mathbf{g})U^{[m,m]}({\mathfrak{r}}^{[1]})=x-2r_{c}y, (165)
2y𝔯[k]+j=mm+kWj(rc,𝐠)U[j,m+k](𝔯[1],,𝔯[m+kj+1])=0,k1.2y{\mathfrak{r}}^{[k]}+\sum_{j=m}^{m+k}W_{j}(r_{c},\mathbf{g})U^{[j,m+k]}({\mathfrak{r}}^{[1]},\ldots,{\mathfrak{r}}^{[m+k-j+1]})=0,\quad k\geq 1. (166)

The first equation constrains 𝔯[1](x,y,𝐠){\mathfrak{r}}^{[1]}(x,y,\mathbf{g}) to be of the form u(x2rcy)u(x-2r_{c}y), with u(x)u(x) being a solution of the mm-th member of the Painlevé I hierarchy. The subsequent equations (166) give for each coefficient 𝔯[k](x,y){\mathfrak{r}}^{[k]}(x,y) with (k2)(k\geq 2) an ordinary differential equation in the xx variable involving the previous coefficients 𝔯[j]{\mathfrak{r}}^{[j]}, (1j<k)(1\leq j<k). The characterization of the appropriate solutions of these ordinary differential equations is a difficult problem deeply connected to the regularization of the free energy expansion [2].

To regularize the expression (96) we partition the domain [1,+)[1,+\infty) of the tt variable into an inner region [1,1+δ(ϵ¯)][1,1+\delta(\bar{\epsilon})] and an outer region [1+δ(ϵ¯),+)[1+\delta(\bar{\epsilon}),+\infty). In the inner region we assume the triple-scaling limit asymptotics (153) for the recurrence coefficient, while we assume the regular one-cut asymptotics (89) in the outer region. Thus, we have

FN(𝐠)FNGI1(ϵ¯,𝐠)+I2(ϵ,𝐠),N,F_{N}(\mathbf{g})-F_{N}^{\mathrm{G}}\sim I_{1}(\bar{\epsilon},\mathbf{g})+I_{2}(\epsilon,\mathbf{g}),\quad N\rightarrow\infty, (167)

where

I1(ϵ¯,𝐠)=ϵ¯2m0δ(ϵ¯)/ϵ¯myf(1)(ϵ¯,y,𝐠)dy,I_{1}(\bar{\epsilon},\mathbf{g})=-\bar{\epsilon}^{2m}\int_{0}^{\delta(\bar{\epsilon})/\bar{\epsilon}^{m}}yf^{(1)}(\bar{\epsilon},y,\mathbf{g})\mathrm{d}y, (168)
f(1)(ϵ¯,y,𝐠)=𝔯(ϵ¯,0,y,𝐠)(𝔯[1¯](ϵ¯,0,y,𝐠)+𝔯[1¯](ϵ¯,0,y,𝐠))12(1+ϵ¯my)2,f^{(1)}(\bar{\epsilon},y,\mathbf{g})={\mathfrak{r}}(\bar{\epsilon},0,y,\mathbf{g})\left({\mathfrak{r}}_{[\overline{-1}]}(\bar{\epsilon},0,y,\mathbf{g})+{\mathfrak{r}}_{[\overline{1}]}(\bar{\epsilon},0,y,\mathbf{g})\right)-\frac{1}{2(1+\bar{\epsilon}^{m}y)^{2}}, (169)

and

I2(ϵ,𝐠)=1+δ(ϵ¯)(1t)f(2)(ϵ,1,t,𝐠)dt,I_{2}(\epsilon,\mathbf{g})=\int_{1+\delta(\bar{\epsilon})}^{\infty}(1-t)f^{(2)}(\epsilon,1,t,\mathbf{g})\mathrm{d}t, (170)
f(2)(ϵ,t,𝐠)=𝔯(ϵ,1,t,𝐠)(𝔯[1](ϵ,1,t,𝐠)+𝔯[1](ϵ,1,t,𝐠))12t2.f^{(2)}(\epsilon,t,\mathbf{g})={\mathfrak{r}}(\epsilon,1,t,\mathbf{g})\left({\mathfrak{r}}_{[-1]}(\epsilon,1,t,\mathbf{g})+{\mathfrak{r}}_{[1]}(\epsilon,1,t,\mathbf{g})\right)-\frac{1}{2t^{2}}. (171)

To ensure that the result is independent of the choice of δ(ϵ¯)\delta(\bar{\epsilon}), the asymptotic series f(1)(ϵ¯,y,𝐠)f^{(1)}(\bar{\epsilon},y,\mathbf{g}) and f(2)(ϵ,t,𝐠)f^{(2)}(\epsilon,t,\mathbf{g}) must be matched on some appropriate intermediate region overlapping the inner and outer regions. It is at this point where the conditions to determine the coefficients of (153) emerge.

6.2 The Brezin-Marinari-Parisi critical model

We illustrate these ideas with the Brezin-Marinari-Parisi critical potential (38), which belongs to the singular one-cut case under the Bleher-Its deformation. In this case

W(𝔯0,𝐠)=𝔯033𝔯02+3𝔯0,W({\mathfrak{r}}_{0},\mathbf{g})={\mathfrak{r}}_{0}^{3}-3{\mathfrak{r}}_{0}^{2}+3{\mathfrak{r}}_{0}, (172)

where 𝐠=(g2,g4,g6)=(3/2,1/4,1/60)\mathbf{g}=(g_{2},g_{4},g_{6})=(3/2,-1/4,1/60), and according to (148)–(149) we have a critical point of order m=3m=3 at rc=1r_{c}=1. Thus, from (165) it follows that 𝔯[1]=u(x2y){\mathfrak{r}}^{[1]}=u(x-2y), where u(x)u(x) is a solution of the second member of the Painlevé I hierarchy

uxxxx+10uuxx+5ux2+10u3=10x.u_{xxxx}+10uu_{xx}+5u_{x}^{2}+10u^{3}=10x. (173)

To perform the matching between the triple-scaling and the one-cut regular asymptotics, we note that as t1+t\rightarrow 1^{+}, from (91) and (92) we have

𝔯0(1,t,𝐠)121/3(t1)13,{\mathfrak{r}}_{0}(1,t,\mathbf{g})\sim 1-2^{1/3}(t-1)^{\frac{1}{3}}, (174)
𝔯0′′(1,t,𝐠)3222/3(t1)53,{\mathfrak{r}}^{\prime\prime}_{0}(1,t,\mathbf{g})\sim 3^{-2}2^{-2/3}(t-1)^{-\frac{5}{3}}, (175)
𝔯1(1,t,𝐠)172(t1)2.{\mathfrak{r}}_{1}(1,t,\mathbf{g})\sim\frac{1}{72(t-1)^{2}}. (176)

Hence we get

f(2)(ϵ,t,𝐠)(2𝔯0212t2)+ϵ2𝔯0(4𝔯1+𝔯0′′)32ϵ¯27/3y1/3.f^{(2)}(\epsilon,t,\mathbf{g})\sim\left(2{\mathfrak{r}}_{0}^{2}-\frac{1}{2t^{2}}\right)+\epsilon^{2}{\mathfrak{r}}_{0}(4{\mathfrak{r}}_{1}+{\mathfrak{r}}_{0}^{\prime\prime})\sim\frac{3}{2}-\bar{\epsilon}2^{7/3}y^{1/3}. (177)

Likewise, in the inner region we have

f(1)(ϵ¯,y,𝐠)32+ϵ¯4𝔯[1](0,y,𝐠).f^{(1)}(\bar{\epsilon},y,\mathbf{g})\sim\frac{3}{2}+\bar{\epsilon}4{\mathfrak{r}}^{[1]}(0,y,\mathbf{g}). (178)

In the matching region we must have both t1+t\rightarrow 1^{+} and y+y\rightarrow+\infty as NN\rightarrow\infty. Therefore, the matching between (177) and (178) is achieved provided u(x)u(x) is a solution of (173) such that

u(2y)21/3y1/3,y+.u(-2y)\sim-2^{1/3}y^{1/3},\quad y\rightarrow+\infty. (179)

This asymptotic behavior determines a unique formal expansion of the form x1/3x^{1/3} times a series in powers of x7/3x^{-7/3}, which solves (173).

7 Concluding remarks

In this paper we have developed a method to compute the large NN expansion of the free energy of Hermitian matrix models (4) from the large NN expansion of the recurrence coefficients of the associated family of orthogonal polynomials. It is based on the Bleher-Its deformation, on its associated integral representation of the free energy, and on a method for solving the string equation which uses the resolvent of the Lax operator of the underlying Toda hierarchy. Combining these ingredients we provide a procedure, suitable for symbolic computation, to characterize the structure of the coefficients F(k)(𝐠)F^{(k)}(\mathbf{g}) of the topological expansion of the free energy. The procedure can be also used efficiently for the explicit evaluation of these coefficients. As an illustrative application we compute the expressions of F(k)(𝐠)(k=0,,3)F^{(k)}(\mathbf{g})\,(k=0,\ldots,3) for general matrix models and check their agreement with the expressions derived using the Euler-Maclaurin summation formula in the Bessis-Itzykson-Zuber method.

The main application of our study is a convenient method to compute generating functions for the enumeration of labeled kk-maps. It relies on the structure of the integral representations of the coefficients F(k)(𝐠)F^{(k)}(\mathbf{g}) and does not require the explicit expressions of these coefficients. We apply this method to elaborate several tables of numbers of kk-maps with two and three valences and up to genus k=4k=4.

Finally, in order to illustrate the regularization of singular models within our scheme we have formulated a triple-scaling method to regularize singular one-cut models.

Although in this paper we restricted our analysis to the genus expansions of one-cut even models, since both the Bleher-Its representation of the free-energy [2] and the method for solving the string equation using the resolvent of the Lax operator [30] can be used for models associated with general (not necessarily even) potentials, there is no obstacle to apply our analysis to these problems too. Furthermore, Bleher and Its [2] applied the integral representation (10) to determine a three-term large NN asymptotic expansion for the free energy for the quartic model in the neighborhood of a critical point at the boundary between the phases G1G_{1} and G2G_{2}. The third of these terms, which involves the Tracy-Widom distribution function [32], represents a nonperturbative effect. Thus, it is plausible to generalize the present scheme to characterize nonperturbative contributions to the large NN asymptotics of the free energy of multi-cut models. This generalization would require the use of nonperturbative solutions of the string equation, e.g., as in the trans-series method considered by Mariño [33]. In particular it would be interesting to investigate the asymptotic behavior of the free energy in critical processes such as the birth of a cut in the eigenvalue support [34, 35, 36].

Acknowledgments

The financial support of the Universidad Complutense under project GR58/08-910556 and the Comisión Interministerial de Ciencia y Tecnología under projects FIS2008-00200 and FIS2008-00209 are gratefully acknowledged.

Appendix A: Multi-cut models

We first recall the following upper bound [36] for the number of cuts qq of a model with the potential V(z)V(z):

qp=degV(z)2.q\leq p=\frac{\mbox{deg}V(z)}{2}. (180)

The conditions that determine the actual value of qq among those allowed by this bound can be stated in terms of the function h(z)h(z) defined in (17). It can be shown [10] that in the qq-cut case:

  1. 1.

    The endpoints of JJ satisfy the equations

    βjαj+1h(x)w1,+(x)dx=0,j=1,,q1,\int_{\beta_{j}}^{\alpha_{j+1}}h(x)w_{1,+}(x)\mathrm{d}x=0,\quad j=1,\ldots,q-1, (181)
    γzjVz(z)w1(z)dz=0,j=0,,q1,\oint_{\gamma}z^{j}\frac{V_{z}(z)}{w_{1}(z)}\mathrm{d}z=0,\quad j=0,\ldots,q-1, (182)

    where γ\gamma is a large positively oriented loop around JJ. Moreover, since Jρ(x)dx=1\int_{J}\rho(x)\mathrm{d}x=1 we must have

    γh(z)w1(z)dz=4πi.\oint_{\gamma}h(z)w_{1}(z)\mathrm{d}z=-4\pi\mathrm{i}. (183)
  2. 2.

    The following inequalities hold:

    xα1h(x)w1(x)dx0,for x<α1,\int_{x}^{\alpha_{1}}h(x^{\prime})w_{1}(x^{\prime})\mathrm{d}x^{\prime}\leq 0,\quad\mbox{for $x<\alpha_{1}$}, (184)
    βjxh(x)w1(x)dx0,for βj<x<αj+1,j=1,q1,\int_{\beta_{j}}^{x}h(x^{\prime})w_{1}(x^{\prime})\mathrm{d}x^{\prime}\geq 0,\quad\mbox{for $\beta_{j}<x<\alpha_{j+1},\quad j=1,\ldots q-1$}, (185)
    βqxh(x)w1(x)dx0,for x>βq.\int_{\beta_{q}}^{x}h(x^{\prime})w_{1}(x^{\prime})\mathrm{d}x^{\prime}\geq 0,\quad\mbox{for $x>\beta_{q}$}. (186)

Equations (181)–(183) are 2q2q conditions that the 2q2q unknowns α1,,βq\alpha_{1},\ldots,\beta_{q} must satisfy. However, these equations may not be sufficient to determine uniquely qq because they may have admissible solutions for different values of qq. If this is the case, the additional condition ρ(x)>0\rho(x)>0 for all xJx\in J and the inequalities (184)–(186) characterize uniquely the solution of the problem. A model is said to be a regular if h(x)0h(x)\neq 0 on J¯\bar{J} and the inequalities (184)–(186) are strict. Otherwise it is called singular.

Sixtic potentials

Let us consider the family of sixtic potentials

V(λ)=g2λ+g4λ2+g6λ3,(λ=z2),V(\lambda)=g_{2}\lambda+g_{4}\lambda^{2}+g_{6}\lambda^{3},\quad(\lambda=z^{2}), (187)

in the region of coupling constants

G={𝐠=(g2,g4,g6)𝐑3:g2>0,g4<0,g6>0}.G=\{\mathbf{g}=(g_{2},g_{4},g_{6})\in\mathbf{R}^{3}:g_{2}>0,g_{4}<0,g_{6}>0\}. (188)

For q=1q=1 and J=(α,α)J=(-\alpha,\alpha) we have

w1,+(x)={|x2α2|1/2 for xα,i|x2α2|1/2 for αxα,|x2α2|1/2 for xα,w_{1,+}(x)=\left\{\begin{array}[]{ll}-|x^{2}-\alpha^{2}|^{1/2}&\mbox{ for $x\leq-\alpha$},\\ i|x^{2}-\alpha^{2}|^{1/2}&\mbox{ for $-\alpha\leq x\leq\alpha$},\\ |x^{2}-\alpha^{2}|^{1/2}&\mbox{ for $x\geq\alpha$},\end{array}\right. (189)

and

h(x)=6g6x4+(4g4+3g6α2)x2+94g6α4+2g4α2+2g2.h(x)=6g_{6}x^{4}+(4g_{4}+3g_{6}\alpha^{2})x^{2}+\frac{9}{4}g_{6}\alpha^{4}+2g_{4}\alpha^{2}+2g_{2}. (190)

Equation (22) reads

15g6A3+12g4A2+8g2A16=0,(A=α2).15g_{6}A^{3}+12g_{4}A^{2}+8g_{2}A-16=0,\quad(A=\alpha^{2}). (191)

Completing squares in the expression of h(x)h(x) we have

h(x)=6g6(x2+α24+g43g6)2+15g68(α2+4g415g6)2+2g24g425g6.h(x)=6g_{6}\left(x^{2}+\frac{\alpha^{2}}{4}+\frac{g_{4}}{3g_{6}}\right)^{2}+\frac{15g_{6}}{8}\left(\alpha^{2}+\frac{4g_{4}}{15g_{6}}\right)^{2}+2g_{2}-\frac{4g_{4}^{2}}{5g_{6}}. (192)

Hence the function h(x)h(x) is strictly positive for all x𝐑x\in\mathbf{R} provided that

52g2g6g42>1.\frac{5}{2}\frac{g_{2}g_{6}}{g_{4}^{2}}>1. (193)

Thus, the inequalities (184)–(186) are strictly satisfied and ρ(x)>0\rho(x)>0 on JJ. Moreover, since the critical points of the polynomial in the left-hand side of (191) are

A=4|g4|15g6(1±152g2g6g42),A=\frac{4|g_{4}|}{15g_{6}}\left(1\pm\sqrt{1-\frac{5}{2}\frac{g_{2}g_{6}}{g_{4}^{2}}}\right), (194)

then (193) implies that there exists a unique positive solution AA of (191). Therefore (193) determines an open subset of G1G_{1} with boundary Γ\Gamma given by

2g42=5g2g6.2g_{4}^{2}=5g_{2}g_{6}. (195)

Given 𝐠Γ\mathbf{g}\in\Gamma it follows from (192) that the function h(x)h(x) is strictly positive on 𝐑\mathbf{R} unless

α2=4g415g6,\alpha^{2}=-\frac{4g_{4}}{15g_{6}}, (196)

in which h(x)h(x) vanishes at x=±αx=\pm\alpha. But this value of α2\alpha^{2} satisfies equation (191) only if

4g43=225g62.4g_{4}^{3}=-225g_{6}^{2}. (197)

Hence, along the curve γ\gamma given by

2g42=5g2g6,4g43=225g62,2g_{4}^{2}=5g_{2}g_{6},\quad 4g_{4}^{3}=-225g_{6}^{2}, (198)

the model is singular because h(x)h(x) vanishes at the end-points ±α\pm\alpha of the eigenvalue support, whereas for points in Γγ\Gamma-\gamma the model is in G1G_{1}.

Appendix B: The quadratic equation for Un,NU_{n,N}

For clarity in this appendix we drop the subindex NN from Un,NU_{n,N}. Thus, consider the function

Un(λ)=1+2k1(L2k1)n,n1λk,U_{n}(\lambda)=1+2\sum_{k\geq 1}(L^{2k-1})_{n,n-1}\lambda^{-k}, (199)

where the matrix elements (L2k1)n,n1(L^{2k-1})_{n,n-1} are calculated in the basis of orthogonal polynomials

vn(x)=Pn,N(x),n0.v_{n}(x)=P_{n,N}(x),\quad n\geq 0. (200)

From (6) it follows that L2k1vn(x)=x2k1vn(x)L^{2k-1}v_{n}(x)=x^{2k-1}v_{n}(x), and therefore

(L2k1)n,n1=1hn1,Nx2k1vn(x)vn1(x)dμ(x),(L^{2k-1})_{n,n-1}=\frac{1}{h_{n-1,N}}\int_{-\infty}^{\infty}x^{2k-1}v_{n}(x)v_{n-1}(x)\mathrm{d}\mu(x), (201)

where

dμ(x)=eNV(x)dx.\mathrm{d}\mu(x)=\mathrm{e}^{-NV(x)}\mathrm{d}x. (202)

Hence,

Un=1+2hn1,Nxvn(x)vn1(x)λx2dμ(x).U_{n}=1+\frac{2}{h_{n-1,N}}\int_{-\infty}^{\infty}\frac{xv_{n}(x)v_{n-1}(x)}{\lambda-x^{2}}\mathrm{d}\mu(x). (203)

Let us prove that UnU_{n} satisfies the linear equation

λ(Un+1Un)=rn+1,N(Un+2+Un+1)rn,N(Un+Un1).\lambda(U_{n+1}-U_{n})=r_{n+1,N}(U_{n+2}+U_{n+1})-r_{n,N}(U_{n}+U_{n-1}). (204)

From (203) we deduce that

λ(Un+1Un)\displaystyle\lambda(U_{n+1}-U_{n}) =\displaystyle= 2hn,Nxvn+1(x)vn(x)dμ(x)\displaystyle\frac{2}{h_{n,N}}\int_{-\infty}^{\infty}xv_{n+1}(x)v_{n}(x)\mathrm{d}\mu(x) (205)
2hn1,Nxvn(x)vn1(x)dμ(x)\displaystyle{}-\frac{2}{h_{n-1,N}}\int_{-\infty}^{\infty}xv_{n}(x)v_{n-1}(x)\mathrm{d}\mu(x)
+2hn,Nx3vn+1(x)vn(x)λx2dμ(x)\displaystyle{}+\frac{2}{h_{n,N}}\int_{-\infty}^{\infty}\frac{x^{3}v_{n+1}(x)v_{n}(x)}{\lambda-x^{2}}\mathrm{d}\mu(x)
2hn1,Nx3vn(x)vn1(x)λx2dμ(x).\displaystyle{}-\frac{2}{h_{n-1,N}}\int_{-\infty}^{\infty}\frac{x^{3}v_{n}(x)v_{n-1}(x)}{\lambda-x^{2}}\mathrm{d}\mu(x).

Using xjvn(x)=Ljvn(x)x^{j}v_{n}(x)=L^{j}v_{n}(x) for j=1,2j=1,2 we find that

xvn+1(x)vn(x)dμ(x)=hn+1,N,\int_{-\infty}^{\infty}xv_{n+1}(x)v_{n}(x)\mathrm{d}\mu(x)=h_{n+1,N}, (206)

and

x3vn+1(x)vn(x)λx2dμ(x)=\displaystyle\int_{-\infty}^{\infty}\frac{x^{3}v_{n+1}(x)v_{n}(x)}{\lambda-x^{2}}\mathrm{d}\mu(x)=
xvn+2vn+1+x(rn+1,N+rn,N)vnvn+1+xrn,Nrn1,Nvn+1vn2λx2dμ(x).\displaystyle\int_{-\infty}^{\infty}\frac{xv_{n+2}v_{n+1}+x(r_{n+1,N}+r_{n,N})v_{n}v_{n+1}+xr_{n,N}r_{n-1,N}v_{n+1}v_{n-2}}{\lambda-x^{2}}\mathrm{d}\mu(x).

Substituting these identities in (205) and taking into account (203) we conclude that (204) holds.

It is now easy to prove that

rn,N(Un+Un1)(Un+Un+1)=λ(Un21).r_{n,N}(U_{n}+U_{n-1})(U_{n}+U_{n+1})=\lambda(U_{n}^{2}-1). (208)

Indeed, the linear identity (204) implies

rn+1,N(Un+2+Un+1)(Un+1+Un)rn,N(Un+1+Un)(Un+Un1)=λ(Un+12Un2),r_{n+1,N}(U_{n+2}+U_{n+1})(U_{n+1}+U_{n})-r_{n,N}(U_{n+1}+U_{n})(U_{n}+U_{n-1})=\lambda(U_{n+1}^{2}-U_{n}^{2}), (209)

and therefore the expression

λUn2rn,N(Un+1+Un)(Un+Un1)\lambda U_{n}^{2}-r_{n,N}(U_{n+1}+U_{n})(U_{n}+U_{n-1}) (210)

is independent of nn. Since r0,N=0r_{0,N}=0 and U0=1U_{0}=1 the identity (208) follows.

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