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 particular Painlevé V. In addition, we show that the coefficient of $z^{n-1}$ of the monic orthogonal polynomials associated with the "time-dependent" Jacobi weight, satisfies, up to a translation in $t,$ the Jimbo-Miwa $σ$-form of the same $P_{V};$ while a recurrence coefficient $α_n(t),$ is up to a translation in $t$ and a linear fractional transformation $P_{V}(α^2/2,-β^2/2, 2n+1+α+β,-1/2).$ These results are found from combining a pair of non-linear difference equations and a pair of Toda equations. This will in turn allow us to show that a certain Fredholm determinant related to a class of Toeplitz plus Hankel operators has a connection to a Painlevé equation.
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 …
This paper studies the Hankel determinant generated by a perturbed Jacobi weight, which is closely related to the largest and smallest eigenvalue distribution of the degenerate Jacobi unitary ensemble. By using the ladder operator approach for the orthogonal polynomials, we find that the logarithmic derivative of the Hankel determinant satisfies a nonlinear second-order differential equation, which turns out to be the Jimbo-Miwa-Okamoto $σ$-form of the Painlevé VI equation by a translation transformation. We also show that, after a suitable double scaling, the differential equation is reduced …
In this paper, we focus on the relationship between the fifth Painlevé equation and a Jacobi weight perturbed with random singularities, \begin{equation*} w(z)=\left(1-z^2\right)^α{\rm e}^{-\frac{t}{z^2-k^2}},~~~z,k\in[-1,1],~α,t>0. \end{equation*} By using the ladder operator approach, we obtain that an auxiliary quantity $R_n(t)$, which is closely related to the recurrence coefficients of monic polynomials orthogonal with $w(z)$, satisfies a particular Painlevé V equation.
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 study the Jacobi unitary ensemble perturbed by an algebraic singularity at $t>1$. For fixed $t$, this is the modified Jacobi ensemble studied by Kuijlaars {\it{et al.}} The main focus here, however, is the case when the algebraic singularity approaches the hard edge, namely $t\to 1^+$. In the double scaling limit case when $t- 1$ is of the order of magnitude of $1/n^2$, $n$ being the size of the matrix, the eigenvalue correlation kernel is shown to have a new limiting kernel at the hard edge $1$, described by the $ψ$-functions for a certain second-order nonlinear equation. The equation is r…
We study the Hankel determinants associated with the weight $$w(x;t)=(1-x^2)^β(t^2-x^2)^αh(x),~x\in(-1,1),$$ where $β>-1$, $α+β>-1$, $t>1$, $h(x)$ is analytic in a domain containing $[-1,1]$ and $h(x)>0$ for $x\in[-1,1]$. In this paper, based on the Deift-Zhou nonlinear steepest descent analysis, we study the double scaling limit of the Hankel determinants as $n\to \infty$ and $t\to 1$. We obtain the asymptotic approximations of the Hankel determinants, evaluated in terms of the Jimbo-Miwa-Okamoto $σ$-function for the Painlevé III equation. The asymptotics of the leading coefficients and the r…
We present an asymmetric $q$-Painlevé equation. We will derive this using $q$-orthogonal polynomials with respect to generalized Freud weights: their recurrence coefficients will obey this $q$-Painlevé equation (up to a simple transformation). We will show a stable method of computing a special solution which gives the recurrence coefficients. We establish a connection with $α-q-P_V$.
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.
We study the Hankel determinant generated by a singularly perturbed Jacobi weight $$ w(x,t):=(1-x^2)^α\mathrm{e}^{-\frac{t}{x^{2}}},\;\;\;\;\;\;x\in[-1,1],\;\;α>0,\;\;t\geq 0. $$ If $t=0$, it is reduced to the classical symmetric Jacobi weight. For $t>0$, the factor $\mathrm{e}^{-\frac{t}{x^{2}}}$ induces an infinitely strong zero at the origin. This Hankel determinant is related to the Wigner time-delay distribution in chaotic cavities. In the finite $n$ dimensional case, we obtain two auxiliary quantities $R_n(t)$ and $r_n(t)$ by using the ladder operator approach. We show that the Hankel de…
Consider the Laguerre polynomials and deform them by the introduction in the measure of an exponential singularity at zero. In [Chen Y., Its A., J. Approx. Theory 162 (2010), 270-297, arXiv:0808.3590] the authors proved that this deformation can be described by systems of differential/difference equations for the corresponding recursion coefficients and that these equations, ultimately, are equivalent to the Painlevé III equation and its Bäcklund/Schlesinger transformations. Here we prove that an analogue result holds for some kind of semiclassical matrix-valued orthogonal polynomials of Lague…
We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the Its-Izergin-Korepin-Slavnov (IIKS) theory with a certain Riemann-Hilbert problem. Using this Riemann-Hilbert problem we obtain a Lax pair whose compatibility conditions lead to a non-commutative version of the Painleve' IV differential equation for each family.
We prove that certain polynomials previously introduced by the author can be identified with tau functions of Painlevé VI, obtained from one of Picard's algebraic solutions by acting with a four-dimensional lattice of Bäcklund transformations. For particular lines in the lattice, this proves conjectures of Bazhanov and Mangazeev. As applications, we describe the behaviour of the corresponding solutions near the singular points of Painlevé VI, and obtain several new properties of our polynomials.
We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity, Fokas, Its, and Kitaev, showed that there exists a critical value for t around which the asymptotics of the recurrence coefficients are described in terms of exactly specified solutions of the Painleve I equation. In this paper, we present an alternative and more direct proof of this result by means of the Deift/Zhou steepest descent analysis of the Riemann-…
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…
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}…
Modified Painlevé systems with meromorphic solutions for polynomial Hamiltonians of all degrees
Faculty of Mathematics Informatics and Mechanics, University of Warsaw（华沙大学数学、信息学与机械学院）；School of Mathematics and Physics, University of Portsmouth（朴茨茅斯大学数学与物理学院）
We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a transition for a special value of the parameter, where it develops a corner-type singularity. In the double scaling limit near the transition we determine the asymptotic behaviour of the orthogonal polynomials in terms of a solution of the Painlevé IV equation. We determine the Fredholm determinant associated to such solution and we compute it numerically on the real…
We study the distribution of singularities (poles and zeros) of rational solutions of the Painlevé IV equation by means of the isomonodromic deformation method. Singularities are expressed in terms of the roots of generalised Hermite $H_{m,n}$ and generalised Okamoto $Q_{m,n}$ polynomials. We show that roots of generalised Hermite and Okamoto polynomials are described by an inverse monodromy problem for an anharmonic oscillator of degree two. As a consequence they turn out to be classified by the monodromy representation of a class of meromorphic functions with a finite number of singularities…
We find a one-parameter family of polynomial Hamiltonian system in two variables with $W({A}^{(1)}_1)$-symmetry. We also show that this system can be obtained by the compatibility conditions for the linear differential equations in three variables. We give a relation between it and the second member of the second Painlevé hierarchy. Moreover, we give some relations between an autonomous version of its polynomial Hamiltonian system in two variables and the mKdV hierarchies.
The Painleve-IV equation has three families of rational solutions generated by the generalized Hermite polynomials. Each family is indexed by two positive integers m and n. These functions have applications to nonlinear wave equations, random matrices, fluid dynamics, and quantum mechanics. Numerical studies suggest the zeros and poles form a deformed n by m rectangular grid. Properly scaled, the zeros and poles appear to densely fill certain curvilinear rectangles as m and n tend to infinity with r=m/n fixed. Generalizing a method of Bertola and Bothner used to study rational Painleve-II func…
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The Riemann-Hilbert problem is given as an appropriate framework for the discussion of the Szego matrix and the associated Szego recursion relations for the matrix orthogonal polynomials and its Cauchy transforms. Pearson type differential systems characterizing the matrix of weights are studied. These are linear systems of ordinary differential equations which a…
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…
These are the lecture notes for a course on exceptional polynomials taught at the \textit{AIMS-Volkswagen Stiftung Workshop on Introduction to Orthogonal Polynomials and Applications} that took place in Douala (Cameroon) from October 5-12, 2018. They summarize the basic results and construction of exceptional poynomials, developed over the past ten years. In addition, some new results are presented on the construction of rational solutions to Painlevé equation PIV and its higher order generalizations that belong to the $A_{2n}^{(1)}$-Painlevé hierarchy. The construction is based on dressing ch…
Recently, a quantum version of Painleve equations from the point of view of their symmetries was proposed by H. Nagoya. These quantum Painleve equations can be written as Hamiltonian systems with a (noncommutative) polynomial Hamiltonian. We give a characterization of the quantum Painleve equations by certain holomorphic properties. Namely, we introduce canonical transformations such that the Painleve Hamiltonian system is again transformed into a polynomial Hamiltonian system, and we show that the Hamiltonian can be uniquely characterized through this holomorphic property.
The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference equations of certain coefficient functions appearing in the theory. A natural formulation of the Riemann-Hilbert problem is presented which has as its solution the above system of orthogonal polynomials and associated functions. In particular for the case of regular semi-classical weights on the unit circle $ w(z) = \prod^m_{j=1}(z-z_j(t))^{ρ_j} $, consisting…
The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear statistic of the Laguerre unitary ensemble can similarly be expressed in terms of a solution of the fifth Painleve equation. The methodology used to derive these results rely on two theories regarding differential equations for orthogonal polynomial systems, one involving isomonodromic deformations and the other ladder operators. We compare the two theories…
We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of Painlevé transcendents, both at finite-$N$ and asymptotically as $N \to \infty$. In the asymptotic analysis, two regimes of interest are distinguished: boundary asymptotics where parameters of the correlation function can touch the boundary of the limiting eigenvalue support and bulk asymptotics where they are strictly inside the support. For the complex Ginib…
We establish a representation of the joint moments of the characteristic polynomial of a CUE random matrix and its derivative in terms of a solution of the sigma-Painleve V equation. The derivation involves the analysis of a formula for the joint moments in terms of a determinant of generalised Laguerre polynomials using the Riemann-Hilbert method. We use this connection with the sigma-Painleve V equation to derive explicit formulae for the joint moments and to show that in the large-matrix limit the joint moments are related to a solution of the sigma-Painleve III equation. Using the conforma…
In this paper we study different Hamiltonian systems with polynomial and rational Hamiltonians associated with the generic third Painlevé equation and present explicit birational transformations relating them.
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…
Painlevé metrics are a class of Riemannian metrics which generalize the well-known separable metrics of Stäckel to the case in which the additive separation of variables for the Hamilton-Jacobi equation is achieved in terms of groups of independent variables rather than the complete orthogonal separation into ordinary differential equations which characterizes the Stäckel case. Our goal in this paper is to carry out for Painlevé metrics the generalization of the analysis, which has been extensively performed in the Stäckel case, of the relation between separation of variables for the Hamilton-…
We discuss a family of Hamiltonians given by particular rational extensions of the singular oscillator in two-dimensions. The wave functions of these Hamiltonians can be expressed in terms of products of Laguerre and exceptional Jacobi polynomials. We show that these systems are superintegrable and admit an integral of motion that is of fourth-order. As such systems have been classified, we see that these potential satisfy a non-linear equation related to Painlevé VI. We begin by demonstrating the process with the simpler example of rational extensions of the harmonic oscillator and use the cl…
In this paper we use the Riemann-Hilbert problem, with jumps supported on appropriate curves in the complex plane, for matrix biorthogonal polynomials and apply it to find Sylvester systems of differential equations for the orthogonal polynomials and its second kind functions as well. For this aim, Sylvester type differential Pearson equations for the matrix of weights are shown to be instrumental. Several applications are given, in order of increasing complexity. First, a general discussion of non-Abelian Hermite biorthogonal polynomials in the real line, understood as those whose matrix of w…
We consider the Hankel determinant generated by the Gaussian weight with two jump discontinuities. Utilizing the results of [C. Min and Y. Chen, Math. Meth. Appl. Sci. {\bf 42} (2019), 301--321] where a second order PDE was deduced for the log derivative of the Hankel determinant by using the ladder operators adapted to orthogonal polynomials, we derive the coupled Painlevé IV system which was established in [X. Wu and S. Xu, arXiv: 2002.11240v2] by a study of the Riemann-Hilbert problem for orthogonal polynomials. Under double scaling, we show that, as $n\rightarrow\infty$, the log derivative…
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 classical solutions of the degenerate fifth Painlevé equation are classified, which include hierarchies of algebraic solutions and solutions expressible in terms of Bessel functions. Solutions of the degenerate fifth Painlevé equation are known to expressible in terms of the third Painlevé equation. Two applications of these classical solutions are discussed, deriving exact solutions of the complex sine-Gordon equation and of the coefficients in the three-term recurrence relation associated with generalised Charlier polynomials.
We show that symmetric polynomials previously introduced by the author satisfy a certain differential equation. After a change of variables, it can be written as a non-stationary Schrödinger equation with elliptic potential, which is closely related to the Knizhnik--Zamolodchikov--Bernard equation and to the canonical quantization of the Painlevé VI equation. In a subsequent paper, this will be used to construct a four-dimensional lattice of tau functions for Painlevé VI.
Multi-indexed Jacobi polynomials are defined by the Wronskian of four types of eigenfunctions of a deformed Pöschl-Teller Hamiltonian. We give a correspondence between multi-indexed Jacobi polynomials and pairs of Maya diagrams, and we show that any multi-indexed Jacobi polynomial is essentially equal to some multi-indexed Jacobi polynomial of two types of eigenfunction. As an application, we show a Wronskian-type formula of some special eigenstates of the deformed Pöschl-Teller Hamiltonian.
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…
In this paper we study the characteristic or generating function of a certain discontinuous linear statistics of the Laguerre unitary ensembles and show that this is a particular fifth Painléve transcendant in the variable $t,$ the position of the discontinuity. The proof of the ladder operators adapted to orthogonal polynomial with discontinuous weight announced sometime ago is presented here, followed by the non-linear difference equations satisfied by two auxiliary quantities and the derivation of the Painléve equation.
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support. Their behavior is described in terms of the Ablowitz-Segur family of solutions to the Painlevé II equation. Our results complement the ones in [Xu,Zhao,2011]. As consequences of our results, we conjecture asymptotics for an Airy kernel Fredholm determinant and total integral identities for Painlevé II transcendents, and we also prove a new result on the poles of…
In recent years, progress toward the classification of superintegrable systems with higher order integrals of motion has been made. In particular, a complete classification of all exotic potentials with a third or a fourth order integrals, and allowing separation of variables in Cartesian coordinates. All doubly exotic potentials with a fifth order integral have also been completely classified. It has been demonstrated how the Chazy class of third order differential equations plays an important role in solving determining equations. Moreover, taking advantage of various operator algebras defin…
The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection symmetry exists and the probability factors into two other related probabilities, defined on single intervals. Our investigation uses the system of partial differential equations arising from the Fredholm determinant expression for the gap probability and the differential-recurrence equations satisfied by Hermite and Jacobi orthogonal polynomials. In our stud…
The goal of this paper is to investigate the missing part of the story about the relationship between the orthogonal polynomial ensembles and Painlevé equations. Namely, we consider the $q$-Racah polynomial ensemble and show that the one-interval gap probabilities in this case can be expressed through a solution of the discrete $q$-P$\left(E_7^{(1)}/A_{1}^{(1)}\right)$ equation. Our approach also gives a new Lax pair for this equation. This Lax pair has an interesting additional involutive symmetry structure.
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…
Quadratic Bureau-Guillot systems with the first and second Painlevé transcendents in the coefficients. Part I: geometric approach and birational equivalence
University of Warsaw, Institute of Mathematics（华沙大学数学研究所）
