A Nonlocal Transport Equation Describing Roots of Polynomials Under Differentiation

Abstract

Let $p_n$ be a polynomial of degree $n$ having all its roots on the real line distributed according to a smooth function $u(0,x)$. One could wonder how the distribution of roots behaves under iterated differentation of the function, i.e. how the density of roots of $p_n^{(k)}$ evolves. We derive a nonlinear transport equation with nonlocal flux $$ u_t + \frac{1}{\pi}\left( \arctan{ \left( \frac{Hu}{ u}\right)} \right)_x = 0,$$ where $H$ is the Hilbert transform. This equation has three very different compactly supported solutions: (1) the arcsine distribution $u(t,x) = (1-x^2)^{-1/2} \chi_{(-1,1)}$, (2) the family of semicircle distributions $$ u(t,x) = \frac{2}{\pi} \sqrt{(T-t) - x^2}$$ and (3) a family of solutions contained in the Marchenko-Pastur law.