We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight. Our ladder operator formalism and the associated compatibility conditions give an easy determination of the recurrence coefficients.
For $t>0,$ the factor $\rex^{-t/x}$ induces an infinitely strong zero at $x=0.$ With the aid of the compatibility conditions, the recurrence coefficients are expressed in terms of a set of auxiliary quantities that satisfy a system of difference equations. These, when suitably combined with a pair of Toda-like equations derived from the orthogonality principle, show that the auxiliary quantities are a particular Painlevé V and/or allied functions.
It is also shown that the logarithmic derivative of the Hankel determinant, $$ D_n(t):=\det(\int_{0}^{1} x^{i+j} \:\rex^{-t/x}\:x^{\al}(1-x)^{\bt}dx)_{i,j=0}^{n-1}, $$ satisfies the Jimbo-Miwa-Okamoto $σ-$form of the Painlevé V and that the same quantity satisfies a second order non-linear difference equation which we believe to be new.
In this paper, we study the orthogonal polynomials with respect to a singularly perturbed Pollaczek-Jacobi type weight $$ w(x,t):=(1-x^2)^α\mathrm{e}^{-\frac{t}{1-x^{2}}},\qquad x\in[-1,1],\;\;α>0,\;\;t>0. $$ By using the ladder operator approach, we establish the second-order difference equations satisfied by the recurrence coefficient $β_n(t)$ and the sub-leading coefficient $\mathrm{p}(n,t)$ of the monic orthogonal polynomials, respectively. We show that the logarithmic derivative of $β_n(t)$ can be expressed in terms of a particular Painlevé V transcendent. The large $n$ asymptotic expansi…
In this paper, we study the strong asymptotic for the orthogonal polynomials and universality associated with singularly perturbed Pollaczek-Jacobi type weight $$w_{p_J2}(x,t)=e^{-\frac{t}{x(1-x)}}x^α(1-x)^β, $$ where $t \ge 0$, $α>0$, $β>0$ and $x \in [0,1].$ Our main results obtained here include two aspects: { I. Strong asymptotics:} We obtain the strong asymptotic expansions for the monic Pollaczek-Jacobi type orthogonal polynomials in different interval $(0,1)$ and outside of interval $\mathbb{C}\backslash (0,1)$, respectively; Due to the effect of $\frac{t}{x(1-x)}$ for varying $t$, diff…
We study the Hankel determinant of the generalized Jacobi weight $(x-t)^γx^α(1-x)^β$ for $x\in[0,1]$ with $α, β>0$, $t < 0 $ and $γ\in\mathbb{R}$. Based on the ladder operators for the corresponding monic orthogonal polynomials $P_n(x)$, it is shown that the logarithmic derivative of Hankel determinant is characterized by a $τ$-function for the Painlevé VI system.
A short introduction to the use of the spectral theorem for self-adjoint operators in the theory of special functions is given. As the first example, the spectral theorem is applied to Jacobi operators, i.e. tridiagonal operators, on l^2(N), leading to a proof of Favard's theorem stating that polynomials satisfying a three-term recurrence relation are orthogonal polynomials. We discuss the link to the moment problem. In the second example, the spectral theorem is applied to Jacobi operators on l^2(Z). We discuss the theorem of Masson and Repka linking the deficiency indices of a Jacobi operato…
In previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson, Askey-Wilson, Racah and $q$-Racah types. In this paper we explore those of the Meixner-Pollaczek and continuous Hahn types. For the $M$-indexed Meixner-Pollaczek and continuous Hahn polynomials, we present $3+2M$ term recurrence relations with variable dependent coefficients and $1+2L$ term ($L\geq M+1$) recurrence relations with constant coefficients. Based on the latter, the generalized closure relations and the creation/annihilation operators of the quantum …
The six Painlevé transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the Ernst equation which arises from stationary axial symmetric Einstein manifold and the spin-spin correlation functions of the two-dimensional Ising model in the work of McCoy, Tracy and Wu. The problem we study in this paper originates from random matrix theory, namely, the smallest eigenvalues distribution of the finite $n$ Jacobi unitary ensembles which was fi…
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 …
Burchnall's method to invert the Feldheim-Watson linearization formula for the Hermite polynomials is extended to all polynomial families in the Askey-scheme and its $q$-analogue. The resulting expansion formulas are made explicit for several families corresponding to measures with infinite support, including the Wilson and Askey-Wilson polynomials. An integrated version gives the possibility to give alternate expression for orthogonal polynomials with respect to a modified weight. This gives expansions for polynomials, such as Hermite, Laguerre, Meixner, Charlier, Meixner-Pollaczek and big $q…
The paper is an essentially extended version of the work math.CA/0601371, supplemented with an application. We present new results in the theory of classical $θ$-functions of Jacobi and $σ$-functions of Weierstrass: ordinary differential equations and series expansions. We also give the extension of canonical $θ$-functions and consider an application to the sixth Painlevé equation (P6). Picard--Hitchin's general solution of P6 is represented explicitly in a form of logarithmic derivative of a corresponding $τ$-function (Painlevé's form).
We continue with the study of the Hankel determinant, $$ D_{n}(t,α,β):=\det\left(\int_{0}^{1}x^{j+k}w(x;t,α,β)dx\right)_{j,k=0}^{n-1}, $$ generated by a Pollaczek-Jacobi type weight, $$ w(x;t,α,β):=x^α(1-x)^β{\rm e}^{-t/x}, \quad x\in [0,1], \quad α>0, \quad β>0, \quad t\geq 0. $$ This reduces to the "pure" Jacobi weight at $t=0.$ We may take $α\in \mathbb{R}$, in the situation while $t$ is strictly greater than $0.$ It was shown in Chen and Dai (2010), that the logarithmic derivative of this Hankel determinant satisfies a Jimbo-Miwa-Okamoto $σ$-form of Painlevé \uppercase\expandafter{\romannu…
We prove that for any autonomous 4-dimensional integral system of Painlevé type, the Jacobian of the generic spectral curve has a unique polarization, and thus by Torelli's theorem cannot be isomorphic as an unpolarized abelian surface to any other Jacobian. This enables us to identify the spectral curve and any irreducible genus two component of the boundary of an affine patch of the Liouville torus.
In this paper we study the simplest deformation on a sequence of orthogonal polynomials, namely, replacing the original (or reference) weight $w_0(x)$ defined on an interval by $w_0(x)e^{-tx}.$ It is a well-known fact that under such a deformation the recurrence coefficients denoted as $α_n$ and $β_n$ evolve in $t$ according to the Toda equations, giving rise to the time dependent orthogonal polynomials, using Sogo's terminology. The resulting "time-dependent" Jacobi polynomials satisfy a linear second order ode. We will show that the coefficients of this ode are intimately related to a partic…
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…
Many limits are known for hypergeometric orthogonal polynomials that occur in the Askey scheme. We show how asymptotic representations can be derived by using the generating functions of the polynomials. For example, we discuss the asymptotic representation of the Meixner-Pollaczek, Jacobi, Meixner, and Krawtchouk polynomials in terms of Laguerre polynomials.
We consider matrix orthogonal polynomials related to Jacobi type matrices of weights that can be defined in terms of a given matrix Pearson equation. Stating a Riemann-Hilbert problem we can derive first and second order differential relations that these matrix orthogonal polynomials and the second kind functions associated to them verify. For the corresponding matrix recurrence coefficients, non-Abelian extensions of a family of discrete Painlevé d-PIV equations are obtained for the three term recurrence relation coefficients.
We prove a set of general theorems that provide new nonlocal constants and first integrals for nonlinear Jacobi-type ordinary differential equations. Applications include equations of the Painleve-Gambier classification.
Infinitely many Casoratian identities are derived for the Wilson and Askey-Wilson polynomials in parallel to the Wronskian identities for the Hermite, Laguerre and Jacobi polynomials, which were reported recently by the present authors. These identities form the basis of the equivalence between eigenstate adding and deleting Darboux transformations for solvable (discrete) quantum mechanical systems. Similar identities hold for various reduced form polynomials of the Wilson and Askey-Wilson polynomials, e.g. the continuous q-Jacobi, continuous (dual) (q-)Hahn, Meixner-Pollaczek, Al-Salam-Chihar…
The classical polynomials of Meixner's type--Hermite, Charlier, Laguerre, Meixner, and Meixner--Pollaczek polynomials--are distinguished through a special form of their generating function, which involves the Laplace transform of their orthogonality measure. In this paper, we study analogs of the latter three classes of polynomials in infinite dimensions. We fix as an underlying space a (non-compact) Riemannian manifold $X$ and an intensity measure $σ$ on it. We consider a Jacobi field in the extended Fock space over $L^2(X;σ)$, whose field operator at a point $x\in X$ is of the form $\di_x^†+…
We consider real-valued solutions $u=u(x|s),x\in\mathbb{R}$ of the second Painlevé equation $u_{xx}=xu+2u^3$ which are parametrized in terms of the monodromy data $s\equiv(s_1,s_2,s_3)\subset\mathbb{C}^3$ of the associated Flaschka-Newell system of rational differential equations. Our analysis describes the transition, as $x\rightarrow-\infty$, between the oscillatory power-like decay asymptotics for $|s_1|<1$ (Ablowitz-Segur) to the power-like growth behavior for $|s_1|=1$ (Hastings-McLeod) and from the latter to the singular oscillatory power-like growth for $|s_1|>1$ (Kapaev). It is shown t…
A new method to construct algebro-geometric solutions of rank two Schlesinger systems is presented. For an elliptic curve represented as a ramified double covering of CP^1, a meromorphic differential is constructed with the following property: the common projection of its two zeros on the base of the covering, regarded as a function of the only moving branch point of the covering, is a solution of a Painleve VI equation. This differential provides an invariant formulation of a classical Okamoto transformation for the Painleve VI equations. A generalization of this differential to hyperelliptic…
A new set of multiple orthogonal polynomials of both type I and type II with respect to two weight functions involving Gauss' hypergeometric function on the interval $(0,1)$ is studied. This type of polynomials have direct applications in the investigation of singular values of products of Ginibre matrices, in the analysis of rational solutions to Painlevé equations and are connected with branched continued fractions and total positivity problems in combinatorics. The pair of orthogonality measures is shown to be a Nikishin system and to satisfy a matrix Pearson-type differential equation. The…
We study orthogonal polynomials and Hankel determinants generated by a symmetric semi-classical Jacobi weight. By using the ladder operator technique, we derive the second-order nonlinear difference equations satisfied by the recurrence coefficient $β_n(t)$ and the sub-leading coefficient $\mathrm{p}(n,t)$ of the monic orthogonal polynomials. This enables us to obtain the large $n$ asymptotics of $β_n(t)$ and $\mathrm{p}(n,t)$ based on the result of Kuijlaars et al. [Adv. Math. \textbf{188} (2004) 337-398]. In addition, we show the second-order differential equation satisfied by the orthogonal…
The Painlevé equations arise from the study of Hankel determinants generated by moment matrices, whose weights are expressed as the product of ``classical" weights multiplied by suitable ``deformation factors", usually dependent on a ``time variable'' $t$. From ladder operators one finds second order linear ordinary differential equations for associated orthogonal polynomials with coefficients being rational functions. The Painlevé and related functions appear as the residues of these rational functions. We will be interested in the situation when $n$, the order of the Hankel matrix and also t…
Numerical Analysis of differential equations on weighted Sobolev spaces: beyond classical orthogonal polynomials
CMAP, CNRS, École polytechnique, Institut Polytechnique de Paris（CMAP，法国国家科学研究中心，巴黎综合理工学院，巴黎理工学院）；Department of Mathematics, Imperial College London（伦敦帝国理工学院数学系）
