We found Fuchs--Garnier pairs in 3X3 matrices for the first and second Painleve' equations which are linear in the spectral parameter. As an application of our pairs for the second Painleve' equation we use the generalized Laplace transform to derive an invertible integral transformation relating two its Fuchs--Garnier pairs in 2X2 matrices with different singularity structures, namely, the pair due to Jimbo and Miwa and the one found by Harnad, Tracy, and Widom. Together with the certain other transformations it allows us to relate all known 2X2 matrix Fuchs--Garnier pairs for the second Painleve' equation with the original Garnier pair.
We extend similarity reductions of the coupled (2+1)-dimensional three-wave resonant interaction system to its Lax pair. Thus we obtain new 3x3 matrix Fuchs--Garnier pairs for the third and fifth Painleve' equations, together with the previously known Fuchs--Garnier pair for the fourth and sixth Painleve' equations. These Fuchs--Garnier pairs have an important feature: they are linear with respect to the spectral parameter. Therefore we can apply the Laplace transform to study these pairs. In this way we found reductions of all pairs to the standard 2x2 matrix Fuchs--Garnier pairs obtained by …
The procedure of the "quantum" linearization of the Hamiltonian ordinary differential equations with one degree of freedom is introduced. It is offered to be used for the classification of integrable equations of the Painleve type. By this procedure and all natural numbers $n$ we construct the solutions $Ψ(\hbar,t,x,n)$ to the non-stationary Shrödinger equation with the Hamiltonian $H = (p^2+q^2)/2$ which tend to zero as $x\to\pm\infty$. On the curves $x=q_n (\hbar, t) $ defined by the old Bohr-Sommerfeld quantization rule the solutions satisfy the relation $i\hbar Ψ'_x\equiv p_n (\hbar, t) Ψ$…
Hypergeometric solutions to the q-Painlevé equations are constructed by direct linearization of disrcrete Riccati equations. The decoupling factors are explicitly determined so that the linear systems give rise to q-hypergeometric equations.
We describe two algebraic solutions of the sixth Painlevé equation which are related to (isomonodromic) deformations of Picard-Fuchs equations of order two.
The problem of Painleve classification of ordinary differential equations lasting since the end of XIX century saw significant advances for the limited equation order, however not that much for the equations of higher orders. In this work we propose the complete Painleve classification for ordinary differential equations of the arbitrary order with right-hand side being a quadratic form on the dependent variable and all of its derivatives. The total of seven classes of the equations with Painleve property have been found. Five of them having the order up to four are already known. Sixth one of…
The second Painlevé equation with a large parameter ($P_{II}$) is analyzed by using the exact WKB analysis. The purpose of this study is to investigate the problem of the degeneration of $P$-Stokes geometry of ($P_{II}$), which relates to a kind of Stokes phenomena for asymptotic (formal) solutions of ($P_{II}$). We call this Stokes phenomenon a "parametric Stokes phenomenon". We formulate the connection formula for this Stokes phenomenon, and confirm it in two ways: the first one is by computing the "Voros coefficient" of ($P_{II}$), and the second one is by using the isomonodromic deformatio…
In this paper we study the gap probability problem in the Gaussian Unitary Ensembles of $n$ by $n$ matrices : The probability that the interval $J := (-a,a)$ is free of eigenvalues. In the works of Tracy and Widom, Adler and Van Moerbeke and Forrester and Witte on this subject, it has been shown that two Painleve type differential equations arise in this context. The first is the Jimbo-Miwa-Okomoto $σ-$form and the second is a particular Painleve IV. Using the ladder operator technique of orthogonal polynomials we derive three quantities associated with the gap probability, denoted by $σ_n(a)$…
We give Bäcklund transformations for first and second Painlevé hierarchies. These Bäcklund transformations are generalization of known Bäcklund transformations of the first and second Painlevé equations and they relate the considered hierarchies to new hierarchies of Painlevé-type equations.
We will revise Garnier-Okamoto's coalescent diagram of isomonodromic deformations and give a complete coalescent diagram. In our viewpoint, we have ten types of isomonodromic deformations and two of them give the same type of the Painlevé equation. We can naturally put the thirty-fourth Painleve equation in our diagram, which corresponds to the Flaschka-Newell form of the second Painlevé equation.
An alternative proof of Lie's approach for linearization of scalar second order ODEs is derived using the relationship between $λ$-symmetries and first integrals. This relation further leads to a new $λ$-symmetry linearization criteria for second order ODEs which provides a new approach for constructing the linearization transformations with lower complexity. The effectiveness of the approach is illustrated by obtaining the local linearization transformations for the linearizable nonlinear ODEs of the form $y''+F_1(x,y)y'+F(x,y)=0$. Examples of linearizing nonlinear ODEs which are quadratic or…
It is well-known that the first and second Painlevé equations admit solutions characterised by divergent asymptotic expansions near infinity in specified sectors of the complex plane. Such solutions are pole-free in these sectors and called tronquée solutions by Boutroux. In this paper, we show that similar solutions exist for the third and fourth Painlevé equations as well.
The first five classical Painlevé equations are known to have solutions described by divergent asymptotic power series near infinity. Here we prove that such solutions also exist for the infinite hierarchy of equations associated with the second Painlevé equation. Moreover we prove that these are unique in certain sectors near infinity.
The WKB theoretic transformation theorem established in [KT2] implies that the first Painleve equation gives a normal form of Painleve equations with a large parameter near a simple P-turning point. In this paper we extend this result and show that the second Painleve equation (PII) and the third Painleve equation (PIII'(D7)) of type D7 give a normal form of Painleve equations on a degenerate P-Stokes segments connecting two different simple P-turning points and on a degenerate P-Stokes segment of loop-type, respectively. That is, any 2-parameter formal solution of a Painleve equation is reduc…
In a recent paper, Aimo Hinkkanen and Ilpo Laine proved that the transcendental solutions to Painleve's second differential equation w"=a+zw+w^3 have either order of growth 3 or else 3/2. We complete this result by proving that there exist no sub-normal solutions (order of growth 3/2) other than the so-called Airy solutions.
Using a simple operator-norm estimate we show that the solution to the second Painlevé equation within the Ablowitz-Segur family is pole-free in a well defined region of the complex plane of the independent variable. The result is illustrated with several numerical examples.
Algebraic solutions of the sixth Painleve equation can be computed using pullback transformations of hypergeometric equations with respect to specially ramified rational coverings. In particular, as was noticed by the second author and Doran, some algebraic solutions can be constructed from a rational covering alone, without computation of the pullbacked Fuchsian equation. But the same covering can be used to pullback different hypergeometric equations, resulting in different algebraic Painleve VI solutions. This paper presents computations of explicit RS-pullback transformations, and derivati…
In this paper, we study the second member of the second Painlevé hierarchy $P_{II}^{(2)}$. We show that the birational transformations take this equation to the polynomial Hamiltonian system in dimension four, and this Hamiltonian system can be considered as a 1-parameter family of coupled Painlevé systems. This Hamiltonian is new. We also show that this system admits extended affine Weyl group symmetry of type $A_1^{(1)}$, and can be recovered by its holomorphy conditions. We also study a fifth-order ordinary differential equation satisfied by this Hamiltonian. After we transform this equatio…
Invariant linearization criteria of square systems of second-order quadratically semi-linear ordinary differential equations (ODEs) that can be represented as geodesic equations are extended to square systems of ODEs cubically nonlinear in the first derivatives. It is shown that there are two branches for the linearization problem via point transformations for an arbitrary system of second-order ODEs. One is when the system is at most cubic in the first derivatives. We solve this branch of the linearization problem by point transformations in the case of a square sytem of two second-order ODEs…
We consider the second Painlevé equation $$ u"(x)=2u^3(x)+xu(x)-α, $$ where $α$ is a nonzero constant. Using the Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems, we rigorously prove the asymptotics as $x \to \pm \infty$ for both the real and purely imaginary Ablowitz-Segur solutions, as well as the corresponding connection formulas. We also show that the real Ablowitz-Segur solutions have no real poles when $α\in (-1/2, 1/2)$.
The first, second and fourth Painlevé equations are studied by means of dynamical systems theory and three dimensional weighted projective spaces $\C P^3(p,q,r,s)$ with suitable weights $(p,q,r,s)$ determined by the Newton diagrams of the equations or the versal deformations of vector fields. Singular normal forms of the equations, a simple proof of the Painlevé property and symplectic atlases of the spaces of initial conditions are given with the aid of the orbifold structure of $\C P^3(p,q,r,s)$. In particular, for the first Painlevé equation, a well known Painlevé's transformation is geomet…
This is an review on the point classification of second order ODE's by Ruslan Sharipov. His works were published in 1997-1998 at the Electronic Archive at LANL and undeservedly forgotten. Last chapter is an application of this classification to the investigation of Painleve equations.
We study the solutions of the second Painlevé equation in the space of initial conditions first constructed by Okamoto, in the limit as the independent variable, x, goes to infinity. Simultaneously, we study solutions of the related equation known as the thirty-fourth Painlevé equation. By considering degenerate cases of the autonomous flow, we recover the known special solutions, which are either rational functions or expressible in terms of Airy functions. We show that the solutions that do not vanish at infinity possess an infinite number of poles. An essential element of our construction i…
The linearization problem for nonlinear second-order ODEs to the Laguerre form by means of generalized Sundman transformations (S-transformations) is considered, which has been investigated by Duarte et al. earlier. A characterization of these S-linearizable equations in terms of first integral and procedure for construction of linearizing S-transformations has been given recently by Muriel and Romero. Here we give a new characterization of S-linearizable equations in terms of the coefficients of ODE and one auxiliary function. This new criterion is used to obtain the general solutions for the…
We show that the well-known Hastings-McLeod solution to the second Painlevé equation is pole-free in the region $\arg x \in [-\fracπ{3},\fracπ{3}]\cup [\frac{2π}{3},\frac{ 4 π}{3}]$, which proves an important special case of a general conjecture concerning pole distributions of Painlevé transcedents proposed by Novokshenov. Our strategy is to construct explicit quasi-solutions approximating the Hastings-McLeod solution in different regions of the complex plane, and estimate the errors rigorously. The main idea is very similar to the one used to prove Dubrovin's conjecture for the first Painlev…
The linearization problem of a second-order ordinary differential equation by the generalized Sundman transformation was considered earlier by Duarte, Moreira and Santos using the Laguerre form. The results obtained in the present paper demonstrate that their solution of the linearization problem for a second-order ordinary differential equation via the generalized Sundman transformation is not complete. We also give examples which show that the Laguerre form is not sufficient for the linearization problem via the generalized Sundman transformation.
We consider two special cases of the connection problem for the second Painlevé equation (PII) using the method of uniform asymptotics proposed by Bassom et al.. We give a classification of the real solutions of PII on the negative (positive) real axis with respect to their initial data. By product, a rigorous proof of a property associate with the nonlinear eigenvalue problem of PII on the real axis, recently revealed by Bender and Komijani, is given by deriving the asymptotic behavior of the Stokes multipliers.
Complex-linearization of a class of systems of second order ordinary differential equations (ODEs) has already been studied with complex symmetry analysis. Linearization of this class has been achieved earlier by complex method, however, linearization criteria and the most general linearizable form of such systems have not been derived yet. In this paper, it is shown that the general linearizable form of the complex-linearizable systems of two second order ODEs is (at most) quadratically semi-linear in the first order derivatives of the dependent variables. Further, linearization conditions ar…
We study the Yablonskii-Vorob'ev polynomials, which are special polynomials used to represent rational solutions of the second Painlevé equation. Divisibility properties of the coefficients of these polynomials, concerning powers of 4, are obtained and we prove that the nonzero roots of the Yablonskii-Vorob'ev polynomials are irrational. Furthermore, relations between the roots of these polynomials for consecutive degree are found by considering power series expansions of rational solutions of the second Painlevé equation.
Model theoretic ranks of solutions to Painleve equations are calculated, and the type of the generic solution of the second Painleve equation is shown to be disintegrated, strengthening a theorem of Nagloo. A question of Hrushovski and Scanlon regarding Lascar rank and Morley rank in differential fields is answered using planar vector fields.
For an arbitrary ordinary second order differential equation a test is constructed that checks if this equation is equivalent to Painleve I, II or Painleve III with three zero parameters equations under the substitutions of variables. If it is true then in case the Painleve equations I and II an explicite change of variables is given that is written using the differential invariants of the equation.
We introduce a simultaneous ultradiscrete Painleve II equation with parity variables, which is shown to be more suitable for studying two-parameter solutions than the single second-order ultradiscrete Painleve II equation with parity variables. We investigate several types of two-parameter solutions and the solutions which are related with the ultradiscrete limit of determinant type solutions of q-Painleve II equation.
Given the second order scalar Lax pair of the sixth Painlevé equation, we build a generalized heat equation with rational coefficients which does not depend any more on the Painlevé variable. Étant donné la paire de Lax scalaire de la sixième équation de Painlevé, nous donnons une construction directe de l'équation de la chaleur généralisée à coefficients rationnels qui ne dépend plus de la variable de Painlevé.
In this paper the Riemann-Hilbert problem, with jump supported on a appropriate curve on the complex plane with a finite endpoint at the origin, is used for the study of corresponding matrix biorthogonal polynomials associated with Laguerre type matrices of weights ---which are constructed in terms of a given matrix Pearson equation. First and second order differential systems for the fundamental matrix, solution of the mentioned Riemann-Hilbert problem are derived. An explicit and general example is presented to illustrate the theoretical results of the work. Related matrix eigenvalue problem…
We present two complementary methods, each applicable in a different range, to evaluate the distribution of the lowest eigenvalue of random matrices in a Jacobi ensemble. The first method solves an associated Painleve VI nonlinear differential equation numerically, with suitable initial conditions that we determine. The second method proceeds via constructing the power-series expansion of the Painleve VI function. Our results are applied in a forthcoming paper in which we model the distribution of the first zero above the central point of elliptic curve L-function families of finite conductor …
In the small dispersion limit, solutions to the Korteweg-de Vries equation develop an interval of fast oscillations after a certain time. We obtain a universal asymptotic expansion for the Korteweg-de Vries solution near the leading edge of the oscillatory zone up to second order corrections. This expansion involves the Hastings-McLeod solution of the Painlevé II equation. We prove our results using the Riemann-Hilbert approach.
Second order ordinary differential equations that possesses the constant invariant are investigated. Four basic types of these equations were found. For every type the complete list of nonequivalent equations is issued. As the exampes the equivalence problem for the Painleve II equation, Painleve III equation with three zero parameters, Emden equations and for some other equations is solved.
In this paper we shall use the algebraic method known as supersymmetric quantum mechanics (SUSY QM) to obtain solutions to the Painlevé V (PV) equation, a second-order non-linear ordinary differential equation. For this purpose, we will apply first the SUSY QM treatment to the radial oscillator. In addition, we will revisit the polynomial Heisenberg algebras (PHAs) and we will study the general systems ruled by them: for first-order PHAs we obtain the radial oscillator, while for third-order PHAs the potential will be determined by solutions to the PV equation. This connection allows us to int…
