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The singular sector of zero genus case for the Hermitian random matrix model in the large N limit is analyzed. It is proved that the singular sector of the hodograph solutions for the underlying dispersionless Toda hierarchy and the singular sector o f the 1-layer Benney (classical long wave equation) hierarchy are deeply connected. This property is due to the fact that the hodograph equations for both hierarchies describe the critical points of solutions of Euler-Poisson-Darboux equations E(a,a), with a=-1/2 for the dToda hierarchy and a=1/2 for the 1-layer Benney hierarchy.
It is shown that the hodograph solutions of the dispersionless coupled KdV (dcKdV) hierarchies describe critical and degenerate critical points of a scalar function which obeys the Euler-Poisson-Darboux equation. Singular sectors of each dcKdV hierar chy are found to be described by solutions of higher genus dcKdV hierarchies. Concrete solutions exhibiting shock type singularities are presented.
The Riemann-Hilbert problems for multiple orthogonal polynomials of types I and II are used to derive string equations associated to pairs of Lax-Orlov operators. A method for determining the quasiclassical limit of string equations in the phase spac e of the Whitham hierarchy of dispersionless integrable systems is provided. Applications to the analysis of the large-n limit of multiple orthogonal polynomials and their associated random matrix ensembles and models of non-intersecting Brownian motions are given.
Critical points of semiclassical expansions of solutions to the dispersionful Toda hierarchy are considered and a double scaling limit method of regularization is formulated. The analogues of the critical points characterized by the strong conditions in the Hermitian matrix model are analyzed and the property of doubling of equations is proved. A wide family of sets of critical points is introduced and the corresponding double scaling limit expansions are discussed.
An iterative algorithm for determining a class of solutions of the dispersionful 2-Toda hierarchy characterized by string equations is developed. This class includes the solution which underlies the large N-limit of the Hermitian matrix model in the one-cut case. It is also shown how the double scaling limit can be naturally formulated in this scheme
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