Zeros of random polynomials undergoing the heat flow

Brian C. Hall, Ching-Wei Ho, Jonas Jalowy, Zakhar Kabluchko

Published 2023-08-22Version 1

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. Under mild conditions, we provide a complete characterization of the limiting distribution of heat-evolved random polynomials as a 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), free probability and optimal transport. The theory is accompanied by explicit examples, simulations and conjectures.