Beginning with the work of Landau, Pollak and Slepian in the 1960s on time‐band limiting, commuting pairs of integral and differential operators have played a key role in signal processing, random matrix theory, and integrable systems. Previously, such pairs were constructed by ad hoc methods, which essentially worked because a commuting operator of low order could be found by a direct calculation. We describe a general approach to these problems that proves that every point
 Award ID(s):
 1719578
 NSFPAR ID:
 10283686
 Date Published:
 Journal Name:
 Special Matrices
 Volume:
 7
 Issue:
 1
 ISSN:
 23007451
 Page Range / eLocation ID:
 27 to 37
 Format(s):
 Medium: X
 Sponsoring Org:
 National Science Foundation
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Abstract W of Wilson's infinite dimensional adelic Grassmannian gives rise to an integral operator , acting on for a contour , which reflects a differential operator with rational coefficients in the sense that on a dense subset of . By using analytic methods and methods from integrable systems, we show that the reflected differential operator can be constructed from the Fourier algebra of the associated bispectral function . The exact size of this algebra with respect to a bifiltration is in turn determined using algebro‐geometric methods. Intrinsic properties of four involutions of the adelic Grassmannian naturally lead us to consider the reflecting property above in place of plain commutativity. Furthermore, we prove that the time‐band limited operators of the generalized Laplace transforms with kernels given by the rank one bispectral functions always reflect a differential operator. A 90° rotation argument is used to prove that the time‐band limited operators of the generalized Fourier transforms with kernels admit a commuting differential operator. These methods produce vast collections of integral operators with prolate‐spheroidal properties, associated to the wave functions of all rational solutions of the KP hierarchy vanishing at infinity, introduced by Krichever in the late 1970s. 
Commuting integral and differential operators connect the topics of signal processing, random matrix theory, and integrable systems. Previously, the construction of such pairs was based on direct calculation and concerned concrete special cases, leaving behind important families such as the operators associated to the rational solutions of the Korteweg–de Vries (KdV) equation. We prove a general theorem that the integral operator associated to every wave function in the infinitedimensional adelic Grassmannian G r a d of Wilson always reflects a differential operator (in the sense of Definition 1 below). This intrinsic property is shown to follow from the symmetries of Grassmannians of Kadomtsev–Petviashvili (KP) wave functions, where the direct commutativity property holds for operators associated to wave functions fixed by Wilson’s sign involution but is violated in general. Based on this result, we prove a second main theorem that the integral operators in the computation of the singular values of the truncated generalized Laplace transforms associated to all bispectral wave functions of rank 1 reflect a differential operator. A 9 0 ○ rotation argument is used to prove a third main theorem that the integral operators in the computation of the singular values of the truncated generalized Fourier transforms associated to all such KP wave functions commute with a differential operator. These methods produce vast collections of integral operators with prolatespheroidal properties, including as special cases the integral operators associated to all rational solutions of the KdV and KP hierarchies considered by [Airault, McKean, and Moser, Commun. Pure Appl. Math. 30, 95–148 (1977)] and [Krichever, Funkcional. Anal. i Priložen. 12, 76–78 (1978)], respectively, in the late 1970s. Many examples are presented.more » « less

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