We construct a family of second-order linear difference equations parametrized by the hypergeometric solution of the elliptic Painlevé equation (or higher-order analogues), and admitting a large family of monodromy-preserving deformations. The solutions are certain semiclassical biorthogonal functions (and their Cauchy transforms), biorthogonal with respect to higher-order analogues of Spiridonov's elliptic beta integral.
In our previous work, a unified description as polynomial Hamiltonian systems was established for a broad class of the Schlesinger systems including the sixth Painleve equation and Garnier systems. The main purpose of this paper is to present particular solutions of this Hamiltonian system in terms of a certain generalization of Gauss' hypergeometric function. Key ingredients of the argument are the linear Pfaffian system derived from an integral representation of the hypergeometric function (with the aid of twisted de Rham theory) and Lax formalism of the Hamiltonian system.
This is a sequel to papers by the last two authors making the Riemann-Hilbert correspondence and isomonodromy explicit. For the degenerate fifth Painlevé equation, the moduli spaces for connections and for monodromy are explicitly computed. It is proven that the extended Riemann-Hilbert morphism is an isomorphism. As a consequence these equations have the Painlevé property and the Okamoto-Painlevé space is identified with a moduli space of connections. Using MAPLE computations, one obtains formulas for the degenerate fifth Painlevé equation, for the Bäcklund transformations.
A new class of isomonodromy equations will be introduced and shown to admit Kac-Moody Weyl group symmetries. This puts into a general context some results of Okamoto on the 4th, 5th and 6th Painleve equations, and shows where such Kac-Moody root systems occur "in nature". A key point is that one may go beyond the class of affine Kac-Moody root systems. As examples, by considering certain hyperbolic Kac-Moody Dynkin diagrams, we find there is a sequence of higher order Painleve systems lying over each of the classical Painleve equations. This leads to a conjecture about the Hilbert scheme of po…
We show that the fourth order nonlinear ODE which controls the pole dynamics in the general solution of equation $P_I^2$ compatible with the KdV equation exhibits two remarkable properties: 1) it governs the isomonodromy deformations of a $2\times2$ matrix linear ODE with polynomial coefficients, and 2) it does not possesses the Painlevé property. We also study the properties of the Riemann--Hilbert problem associated to this ODE and find its large $t$ asymptotic solution for the physically interesting initial data.
In this paper, we consider the monodromy and, in particularly, the isomonodromy sets of accessory parameters for the Heun class equations. We show that the Heun class equations can be obtained as limits of the linear systems associated with the Painlevé equations when the Painlevé transcendents go to one of the actual singular points of the linear systems. While the isomonodromy sets of accessory parameters for the Heun class equations are described by the Taylor or Laurent coefficients of the corresponding Painlevé functions, or the associated tau functions, at the positions of the critical v…
The isomonodromy deformation equation for a 2x2 matrix linear ODE with a large parameter can be locally reduced to a (hyper)elliptic equation. To globalize this result, we apply the isomonodromy deformation method and obtain the modulation equations for the asymptotic algebraic curve. The method is applied to the degenerate solution of the Painleve first equation.
The Painleve-IV equation has two families of rational solutions generated respectively by the generalized Hermite polynomials and the generalized Okamoto polynomials. We apply the isomonodromy method to represent all of these rational solutions by means of two related Riemann-Hilbert problems, each of which involves two integer-valued parameters related to the two parameters in the Painleve-IV equation. We then use the steepest-descent method to analyze the rational solutions in the limit that at least one of the parameters is large. Our analysis provides rigorous justification for formal asym…
We consider a linear $2\times2$ matrix ODE with two coalescing regular singularities. This coalescence is restricted with an isomonodromy condition with respect to the distance between the merging singularities in a way consistent with the ODE. In particular, a zero-distance limit for the ODE exists. The monodromy group of the limiting ODE is calculated in terms of the original one. This coalescing process generates a limit for the corresponding nonlinear systems of isomonodromy deformations. In our main example the latter limit reads as $P_6\to P_5$, where $P_n$ is the $n$-th Painlevé equatio…
We show that the topological recursion for the (semi-classical) spectral curve of the first Painlevé equation $P_{\rm I}$ gives a WKB solution for the isomonodromy problem for $P_{\rm I}$. In other words, the isomonodromy system is a quantum curve in the sense of [Dumitrescu O., Mulase M., Lett. Math. Phys. 104 (2014), 635-671, arXiv:1310.6022] and [Dumitrescu O., Mulase M., arXiv:1411.1023].
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.
A class of classical solutions to the $q$-Painlevé equation of type $(A_1+A_1')^{(1)}$ (a $q$-difference analog of the Painlevé II equation) is constructed in a determinantal form with basic hypergeometric function elements. The continuous limit of this $q$-Painlevé equation to the Painlevé II equation and its hypergeometric solutions are discussed. The continuous limit of these hypergeometric solutions to the Airy function is obtained through a uniform asymptotic expansion of their integral representation.
We consider the q-Painlevé equation of type $A_4^{(1)}$ (a version of q-Painlevé V equation) and construct a family of solutions expressible in terms of certain basic hypergeometric series. We also present the determinant formula for the solutions.
We consider a $q$-Painlevé III equation and a $q$-Painlevé II equation arising from a birational representation of the affine Weyl group of type $(A_2+A_1)^{(1)}$. We study their hypergeometric solutions on the level of $τ$ functions.
We present the $τ$-functions for the hypergeometric solutions to the $q$-Painlevé system of type $E_7^{(1)}$ in a determinant formula whose entries are given by the basic hypergeometric function ${}_8W_7$. By using the $W(D_5)$ symmetry of the function ${}_8W_7$, we construct a set of twelve solutions and describe the action of $\widetilde{W}(D_6^{(1)})$ on the set.
The critical and asymptotic behaviors of solutions of the sixth Painlevé equation, an their parametrization in terms of monodromy data, are synthetically reviewed. The explicit formulas are given. This paper has been withdrawn by the author himself, because some improvements are necessary.
We consider an application of Grothendieck's dessins d'enfants to the theory of the sixth Painlevé and Gauss hypergeometric functions: two classical special functions of the isomonodromy type. It is shown that, higher order transformations and the Schwarz table for the Gauss hypergeometric function are closely related with some particular Belyi functions. Moreover, we introduce a notion of deformation of the dessins d'enfants and show that one dimensional deformations are a useful tool for construction of algebraic the sixth Painlevé functions.
In literature, it is known that any solution of Painlevé VI equation governs the isomonodromic deformation of a second order linear Fuchsian ODE on $\mathbb{CP}^{1}$. In this paper, we extend this isomonodromy theory on $\mathbb{CP}^{1}$ to the moduli space of elliptic curves by studying the isomonodromic deformation of the generalized Lamé equation. Among other things, we prove that the isomonodromic equation is a new Hamiltonian system, which is equivalent to the elliptic form of Painlevé VI equation for generic parameters. For Painlevé VI equation with some special parameters, the isomonodr…
For a general solution of the degenerate third Painlevé equation we show the Boutroux ansatz near the point at infinity. It admits an asymptotic representation in terms of the Weierstrass pe-function in cheese-like strips along generic directions. The expression is obtained by using isomonodromy deformation of a linear system governed by the degenerate third Painlevé equation.
We apply the uniform asymptotics method proposed by Bassom, Clarkson, Law and McLeod to a special Painlevé V equation, and we provide a simpler and more rigorous proof of the connection formulas for a special solution of the equation, which have been established earlier by McCoy and Tang via the isomonodromy and WKB methods.
The rational solutions of the Painlevé-II equation appear in several applications and are known to have many remarkable algebraic and analytic properties. They also have several different representations, useful in different ways for establishing these properties. In particular, Riemann-Hilbert representations have proven to be useful for extracting the asymptotic behavior of the rational solutions in the limit of large degree (equivalently the large-parameter limit). We review the elementary properties of the rational Painlevé-II functions, and then we describe three different Riemann-Hilbert…
We consider a 3-dimensional Pfaffian system, whose z-component is a differential system with irregular singularity at infinity and Fuchsian at zero. In the first part of the paper, we prove that its Frobenius integrability is equivalent to the sixth Painlevé equation PVI. The coefficients of the system will be explicitly written in terms of the solutions of PVI. In this way, we remake a result of [44, 61]. We then express in terms of the Stokes matrices of the 3x3 irregular system the monodromy invariants p_{jk}=Tr(M_jM_k) of the 2-dimensional isomonodromic Fuchsian system with four singularit…
We introduce and study isomonodromy transformations of the matrix linear difference equation Y(z+1)=A(z)Y(z) with polynomial (or rational) A(z). Our main result is a construction of an isomonodromy action of Z^{m(n+1)-1} on the space of coefficients A(z) (here m is the size of matrices and n is the degree of A(z)). The (birational) action of certain rank n subgroups can be described by difference analogs of the classical Schlesinger equations, and we prove that for generic initial conditions these difference Schlesinger equations have a unique solution. We also show that both the classical Sch…
We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order differential equation in one of the parameters of the weights. The non-linear difference equations form a pair of discrete Painlevé equations and the differential equation is the $σ$-form of the sixth Painlevé equation. We briefly investigate the asymptotic behavior of the recurrence coefficients as $n\to \infty$ using the discrete Painlevé equations.
We show that a 2-parameter family of $τ$-functions for the first Painlevé equation can be constructed by the discrete Fourier transform of the topological recursion partition function for a family of elliptic curves. We also perform an exact WKB theoretic computation of the Stokes multipliers of associated isomonodromy system assuming certain conjectures.
The degenerate third Painlevé equation, $u^{\prime \prime} = \frac{(u^{\prime})^{2}}{u} - \frac{u^{\prime}}τ + \frac{1}τ(-8 εu^{2} + 2ab) + \frac{b^{2}}{u}$, where $ε,b \in \mathbb{R}$, and $a \in \mathbb{C}$, and the associated tau-function are studied via the Isomonodromy Deformation Method. Connection formulae for asymptotics of the general as $τ\to \pm 0$ and $\pm i0$ solution and general regular as $τ\to \pm \infty$ and $\pm i \infty$ solution are obtained.
In this article we propose an extension of Appell hypergeometric function $F_2$ (or equivalently $F_3$). It is derived from a particular solution of a higher order Painlevé system in two variables. On the other hand, an extension of Appell's $F_1$ was introduced by Tsuda. We also show that those two extensions are equivalent at the level of systems of linear partial differential equations.
We develop an underlying relationship between the theory of rational approximations and that of isomonodromic deformations. We show that a certain duality in Hermite's two approximation problems for functions leads to the Schlesinger transformations, i.e. transformations of a linear differential equation shifting its characteristic exponents by integers while keeping its monodromy invariant. Since approximants and remainders are described by block-Toeplitzs determinants, one can clearly understand the determinantal structure in isomonodromic deformations. We demonstrate our method in a certain…
In this article, we propose a class of six-dimensional Painleve systems given as the monodromy preserving deformations of the Fuchsian systems. They are expressed as polynomial Hamiltonian systems of sixth order. We also discuss their particular solutions in terms of the hypergeometric functions defined by fourth order rigid systems.
In a recent work, we proposed the coupled Painlevé VI system with $A^{(1)}_{2n+1}$-symmetry, which is a higher order generalization of the sixth Painlevé equation ($P_{\rm VI}$). In this article, we present its particular solution expressed in terms of the hypergeometric function ${}_{n+1}F_n$. We also discuss a degeneration structure of the Painlevé system derived from the confluence of ${}_{n+1}F_n$.
We show that the coefficients of the three-term recurrence relation for orthogonal polynomials with respect to a semi-classical extension of the Laguerre weight satisfy the fourth Painlevé equation when viewed as functions of one of the parameters in the weight. We compare different approaches to derive this result, namely, the ladder operators approach, the isomonodromy deformations approach and combining the Toda system for the recurrence coefficients with a discrete equation. We also discuss a relation between the recurrence coefficients for the Freud weight and the semi-classical Laguerre …
Over the last decade it has become clear that discrete Painlevé equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlevé equation and determining its type according to Sakai's classification scheme, understanding whether it is equivalent to some known (model) example, and especially finding an explicit change of coordinates transforming it to such an example, becomes one of the central ones. Fortunately, Sakai's geometric theory provides an almost algorithmic procedure for answer…
In this paper, we study the Darboux equations in both classical and system form, which give the elliptic Painlevé VI equations by the isomonodromy deformation method. Then we establish the full correspondence between the special Darboux equations and the special Painlevé VI equations. Instead of the system form, we especially focus on the Darboux equation in a scalar form, which is the generalization of the classical Lamé equation. We introduce a new infinite series expansion (in terms of the compositions of hypergeometric functions and Jacobi elliptic functions) %around each of the four regul…
We investigate semi-classical generalizations of the Charlier and Meixner polynomials, which are discrete orthogonal polynomials that satisfy three-term recurrence relations. It is shown that the coefficients in these recurrence relations can be expressed in terms of Wronskians of modified Bessel functions and confluent hypergeometric functions, respectively for the generalized Charlier and generalized Meixner polynomials. These Wronskians arise in the description of special function solutions of the third and fifth Painlevé equations.
In this paper, we consider polynomials orthogonal with respect to a varying perturbed Laguerre weight $e^{-n(z-\log z+t/z)}$ for $t<0$ and $z$ on certain contours in the complex plane. When the parameters $n$, $t$ and the degree $k$ are fixed, the Hankel determinant for the singular complex weight is shown to be the isomonodromy $τ$-function of the Painlevé III equation. When the degree $k=n$, $n$ is large and $t$ is close to a critical value, inspired by the study of the Wigner time delay in quantum transport, we show that the double scaling asymptotic behaviors of the recurrence coefficients…
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…
We propose a new bilinear Hirota equation for $τ$-functions associated with the $E_8$ root lattice, that provides a "lens" generalisation of the $τ$-functions for the elliptic discrete Painlevé equation. Our equations are characterized by a positive integer $r$ in addition to the usual elliptic parameters, and involve a mixture of continuous variables with additional discrete variables, the latter taking values on the $E_8$ root lattice. We construct explicit $W(E_7)$-invariant hypergeometric solutions of this bilinear Hirota equation, which are given in terms of elliptic hypergeometric sum/in…
A $\mathbb{D}$-semi-classical weight is one which satisfies a particular linear, first order homogeneous equation in a divided-difference operator $\mathbb{D}$. It is known that the system of polynomials, orthogonal with respect to this weight, and the associated functions satisfy a linear, first order homogeneous matrix equation in the divided-difference operator termed the spectral equation. Attached to the spectral equation is a structure which constitutes a number of relations such as those arising from compatibility with the three-term recurrence relation. Here this structure is elucidate…
We study Padé interpolation problems on an additive grid, related to additive difference ($d$-) Painlevé equations of type $E_7^{(1)}$, $E_6^{(1)}$, $D_4^{(1)}$ and $A_3^{(1)}$. By choosing suitable Padé problems, we can derive time evolution equations, scalar Lax pairs of contiguous type and determinant formulae of special solutions given in terms of hypergeometric functions, for the corresponding $d$-Painlevé equations.
We investigate the structure of $τ$-functions for the elliptic difference Painlevé equation of type $E_8$. Introducing the notion of ORG $τ$-functions for the $E_8$ lattice, we construct some particular solutions which are expressed in terms of elliptic hypergeometric integrals. Also, we discuss how this construction is related to the framework of lattice $τ$-functions associated with the configuration of generic nine points in the projective plane.
We study the linear Pfaffian systems satisfied by a certain class of hypergeometric functions, which includes Gauß's ${}_2 F_{1}$, Thomae's ${}_L F_{L-1}$ and Appell-Lauricella's $F_D$. In particular, we present a fundamental system of solutions with a characteristic local behavior by means of Euler-type integral representations. We also discuss how they are related to the theory of isomonodromic deformations or Painlevé equations.
The Heun functions satisfy linear ordinary differential equations of second order with certain singularities in the complex plane. The first order derivatives of the Heun functions satisfy linear second order differential equations with one more singularity. In this paper we compare these equations with linear differential equations isomonodromy deformations of which are described by the Painlevé equations $P_{II}-P_{VI}$.
In this paper a comprehensive review is given on the current status of achievements in the geometric aspects of the Painlevé equations, with a particular emphasis on the discrete Painlevé equations. The theory is controlled by the geometry of certain rational surfaces called the spaces of initial values, which are characterized by eight point configuration on $\mathbb{P}^1\times\mathbb{P}^1$ and classified according to the degeration of points. We give a systematic description of the equations and their various properties, such as affine Weyl group symmetries, hypergeomtric solutions and Lax p…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determinants. These distributions are well known to be $τ$-functions for Painlevé systems, allowing for the former to be characterised as the solution of certain nonlinear equations. We consider the random matri…
In recent work (math.QA/0309252) on multivariate hypergeometric integrals, the author generalized a conjectural integral formula of van Diejen and Spiridonov to a ten parameter integral provably invariant under an action of the Weyl group E_7. In the present note, we consider the action of the affine Weyl group, or more precisely, the recurrences satisfied by special cases of the integral. These are of two flavors: linear recurrences that hold only up to dimension 6, and three families of bilinear recurrences that hold in arbitrary dimension, subject to a condition on the parameters. As a coro…
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…
In this paper we present a general scheme for how to relate differential equations for the recurrence coefficients of semi-classical orthogonal polynomials to the Painlevé equations using the geometric framework of the Okamoto Space of Initial Conditions. We demonstrate this procedure in two examples. For semi-classical Laguerre polynomials appearing in \cite{HC17}, we show how the recurrence coefficients are connected to the fourth Painlevé equation. For discrete orthogonal polynomials associated with the hypergeometric weight appearing in \cite{FVA18} we discuss the relation of the recurrenc…
In this work we show that the $ N\times N $ Toeplitz determinants with the symbols $ z^μ\exp(-{1/2}\sqrt{t}(z+1/z)) $ and $ (1+z)^μ(1+1/z)^ν\exp(tz) $ -- known $τ$-functions for the \PIIIa and \PV systems -- are characterised by nonlinear recurrences for the reflection coefficients of the corresponding orthogonal polynomial system on the unit circle. It is shown that these recurrences are entirely equivalent to the discrete Painlevé equations associated with the degenerations of the rational surfaces $ D^{(1)}_{6} \to E^{(1)}_{7} $ (discrete Painlevé {\rm II}) and $ D^{(1)}_{5} \to E^{(1)}_{6}…
