Zeros of random polynomials undergoing the heat flow

TL;DR

This paper studies how the distribution of roots of high-degree random polynomials evolves under heat flow, revealing phase transitions and connections to PDEs, optimal transport, and free probability.

Contribution

It provides a detailed analysis of zero distribution evolution under heat flow, identifying critical thresholds and characterizing distributions via transport maps and PDEs.

Findings

Zero distribution transitions from circular to elliptic law and then to semicircle law.

Explicit critical time thresholds for singularity formation and distribution collapse.

Characterization of evolved distributions using PDEs, optimal transport, and free probability.

Abstract

We investigate the evolution of the empirical distribution of the complex roots of high-degree random polynomials, when the polynomial undergoes the heat flow. In one prominent example of Weyl polynomials, the limiting zero distribution evolves from the circular law into the elliptic law until it collapses to the Wigner semicircle law, as was recently conjectured for characteristic polynomials of random matrices by Hall and Ho, 2022. Moreover, for a general family of random polynomials with independent coefficients and isotropic limiting distribution of zeros, we determine the zero distribution of the heat-evolved polynomials in terms of its logarithmic potential. Furthermore, we explicitly identify two critical time thresholds, at which singularities develop and at which the limiting distribution collapses to the semicircle law. We completely characterize the limiting root distribution of the heat-evolved polynomials before singularities develop as the push-forward of the initial distribution under a transport map. Finally, we discuss the results from the perspectives of partial differential equations (in particular Hamilton-Jacobi equation and Burgers' equation), optimal transport, and free probability. The theory is accompanied by explicit examples, simulations, and conjectures.