We study the Cauchy problem for the Korteweg-de Vries (KdV) hierarchy in the small dispersion limit where $\e\to 0$. For negative analytic initial data with a single negative hump, we prove that for small times, the solution is approximated by the solution to the hyperbolic transport equation which corresponds to $\e=0$. Near the time of gradient catastrophe for the transport equation, we show that the solution to the KdV hierarchy is approximated by a particular Painlevé transcendent. This supports Dubrovins universality conjecture concerning the critical behavior of Hamiltonian perturbations of hyperbolic equations. We use the Riemann-Hilbert approach to prove our results.
We prove that one system of coupled KdV equations, claimed by Hirota, Hu, and Tang to pass the Painleve test for integrability, actually fails the test at the highest resonance of the generic branch and therefore must be non-integrable.
Hirota's discrete KdV equation is an integrable partial difference equation on $\mathbb{Z}^2$, which approaches the Korteweg-de Vries (KdV) equation in a continuum limit. In this paper, we show that its multiplicative-discrete versions have the special solutions given by the solutions of $q$-Painlevé equations of types $A_J^{(1)}$ $(J=3,4,5,6)$.
A new three-dimensional second-order nonlinear wave equation is introduced which passes the Painleve test for integrability and possesses KdV-type multisoliton solutions. Lax integrability of this equation remains unknown.
The Painlevé analysis of a generic multiparameter N=2 extension of the Korteweg-de Vries equation is presented. Unusual aspects of the analysis, pertaining to the presence of two fermionic fields, are emphasized. For the general class of models considered, we find that the only ones which manifestly pass the test are precisely the four known integrable supersymmetric KdV equations, including the SKdV$_1$ case.
We review some occurrences of Painlevé II transcendents in the study of two-dimensional Yang-Mills theory, fluctuation formulas for growth models, and as distribution functions within random matrix theory. We first discuss settings in which the parameter $α$ in the Painlevé equation is zero, and the boundary condition is that of the Hasting-MacLeod solution. As well as expressions involving the Painlevé transcendent itself, one encounters the sigma form of the Painlevé II equation, and Lax pair equations in which the Painlevé transcendent occurs as coefficients. We then consider settings which…
In this work the supersymmetric technique is applied to the truncated oscillator to generate Hamiltonians ruled by second and third-order polynomial Heisenberg algebras, which are connected to the Painlevé IV and Painlevé V equations respectively. The aforementioned connection is exploited to produce particular solutions to both non-linear differential equations and the Bäcklund transformations relating them.
We establish the existence of real pole-free solutions to all even members of the Painlevé I hierarchy. We also obtain asymptotics for those solutions and describe their relevance in the description of critical asymptotic behavior of solutions to the KdV equation in the small dispersion limit. This was understood in the case of a generic critical point, and we generalize it here to the case of non-generic critical points.
We represent and analyze the general solution of the sixth Painleve transcendent in the Picard-Hitchin-Okamoto class in the Painleve form as the logarithmic derivative of the ratio of certain $τ$-functions. These functions are expressible explicitly in terms of the elliptic Legendre integrals and Jacobi $θ$-functions, for which we write the general differentiation rules. We also establish a relation between the P6-equation and the uniformization of algebraic curves and present examples.
We consider a superintegrable quantum potential in two-dimensional Euclidean space with a second and a third order integral of motion. The potential is written in terms of the fourth Painleve transcendent. We construct for this system a cubic algebra of integrals of motion. The algebra is realized in terms of parafermionic operators and we present Fock type representations which yield the corresponding energy spectra. We also discuss this potential from the point of view of higher order supersymmetric quantum mechanics and obtain ground state wave functions.
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）
The purpose of this communication is to point out the connection between a 1D quantum Hamiltonian involving the fourth Painleve transcendent P$_{\rm IV}$, obtained in the context of second-order supersymmetric quantum mechanics and third-order ladder operators, with a hierarchy of families of quantum systems called $k$-step rational extensions of the harmonic oscillator and related with multi-indexed $X_{m_{1},m_{2},...,m_{k}}$ Hermite exceptionnal orthogonal polynomials of type III. The connection between these exactly solvable models is established at the level of the equivalence of the Hami…
This paper studies the Hankel determinants generated by a discontinuous Gaussian weight with one and two jumps. It is an extension of Chen and Pruessner \cite{Chen2005}, in which they studied the discontinuous Gaussian weight with a single jump. By using the ladder operator approach, we obtain a series of difference and differential equations to describe the Hankel determinant for the single jump case. These equations include the Chazy II equation, continuous and discrete Painlevé IV. In addition, we consider the large $n$ behavior of the corresponding orthogonal polynomials and prove that the…
A (2+1)-dimensional perturbed KdV equation, recently introduced by W.X. Ma and B. Fuchssteiner, is proven to pass the Painlevé test for integrability well, and its 4$\times $4 Lax pair with two spectral parameters is found. The results show that the Painlevé classification of coupled KdV equations by A. Karasu should be revised.
In this paper, we consider the perturbed Laguerre unitary ensemble described by the weight function of $$w(x,t)=(x+t)^λx^αe^{-x}$$ with $ x\geq 0,\ t>0,\ α>0,\ α+λ+1 > 0.$ The Deift-Zhou nonlinear steepest descent approach is used to analyze the limit of the eigenvalue correlation kernel. It was found that under the double scaling $s=4nt,$ $n\to \infty,$ $t\to 0 $ such that $s$ is positive and finite, at the hard edge, the limiting kernel can be described by the $φ$-function related to a third-order nonlinear differential equation, which is equivalent to a particular Painlevé V (shorted as P$_…
The Cauchy problem for the Korteweg de Vries (KdV) equation with small dispersion of order $\e^2$, $\e\ll 1$, is characterized by the appearance of a zone of rapid modulated oscillations. These oscillations are approximately described by the elliptic solution of KdV where the amplitude, wave-number and frequency are not constant but evolve according to the Whitham equations. Whereas the difference between the KdV and the asymptotic solution decreases as $ε$ in the interior of the Whitham oscillatory zone, it is known to be only of order $ε^{1/3}$ near the leading edge of this zone. To obtain a…
Dirac hamiltonian on the Poincare disk in the presence of an Aharonov-Bohm flux and a uniform magnetic field admits a one-parameter family of self-adjoint extensions. We determine the spectrum and calculate the resolvent for each element of this family. Explicit expressions for Green functions are then used to find Fredholm determinant representations for the tau function of the Dirac operator with two branch points on the Poincare disk. Isomonodromic deformation theory for the Dirac equation relates this tau function to a one-parameter class of solutions of the Painleve VI equation with $γ=0$…
The Hammersley process relates to the statistical properties of the maximum length of all up/right paths connecting random points of a given density in the unit square from (0,0) to (1,1). This process can also be interpreted in terms of the height of the polynuclear growth model, or the length of the longest increasing subsequence in a random permutation. The cumulative distribution of the longest path length can be written in terms of an average over the unitary group. Versions of the Hammersley process in which the points are constrained to have certain symmetries of the square allow simila…
We show that exact time dependent single particle Green function in the Imambekov-Glazman theory of nonlinear Luttinger liquids can be written, for any value of the Luttinger parameter, in terms of a particular solution of the Painlevé IV equation. Our expression for the Green function has a form analogous to the celebrated Tracy-Widom result connecting the Airy kernel with Painlevé II. The asymptotic power law of the exact solution as a function of a single scaling variable $x/\sqrt{t}$ agrees with the mobile impurity results. The full shape of the Green function in the thermodynamic limit is…
We study a twistor correspondence based on the Joukowski map reduced from one for stationary-axisymmetric self-dual Yang-Mills and adapt it to the Painlevé III equation. A natural condition on the geometry (axissimplicity) leads to solutions that are meromorphic at the fixed singularity at the origin. We show that it also implies a quantisation condition for the parameter in the equation. From the point of view of generalized monodromy data, the condition is equivalent to triviality of the Stokes matrices and half-integral exponents of formal monodromy. We obtain canonically defined representa…
Exact solvability is claimed for nonlinear replica sigma models derived in the context of random matrix theories. Contrary to other approaches reported in the literature, the framework outlined does not rely on traditional "replica symmetry breaking" but rests on a previously unnoticed exact relation between replica partition functions and Painleve transcendents. While expected to be applicable to matrix models of arbitrary symmetries, the method is used to treat fermionic replicas for the Gaussian unitary ensemble (GUE), chiral GUE (symmetry classes A and AIII in Cartan classification) and Gi…
We investigate some of the discrete Painleve equations (dPII, qPI and qPII) and the discrete KdV equation over finite fields. The first part concerns the discrete Painleve equations. We review some of the ideas introduced in our previous papers and give some detailed discussions. We first show that they are well defined by extending the domain according to the theory of the space of initial conditions. We then extend them to the field of p-adic numbers and observe that they have a property that is called an `almost good reduction' of dynamical systems over finite fields. We can use this proper…
We exhibit a remarkable connection between sixth equation of Painleve list and infinite families of explicitly uniformizable algebraic curves. Fuchsian equations, congruences for group transformations, differential calculus of functions and differentials on corresponding Riemann surfaces, Abelian integrals, analytic connections (generalizations of Chazy's equations), and other attributes of uniformization can be obtained for these curves. As byproducts of the theory, we establish relations between Picard-Hitchin's curves, hyperelliptic curves, punctured tori, Heun's equations, and the famous d…
A generalisation of the Stieltjes relations for the Painlevé-IV transcendents and their higher analogues determined by the dressing chains is proposed. It is proven that if a rational function from a certain class satisfies these relations it must be a solution of some higher Painlevé-IV equation. The approach is based on the interpretation of the Stieltjes relations as local trivial monodromy conditions for certain Schrödinger equations in the complex domain. As a corollary a new class of the Schrödinger operators with trivial monodromy is constructed in terms of the Painlevé-IV transcendents…
Unstable separatrix solutions for the first and second Painlevé transcendents are studied both numerically and analytically. For a fixed initial condition, say $y(0)=0$, there is a discrete set of initial slopes $y'(0)=b_n$ that give rise to separatrix solutions. Similarly, for a fixed initial slope, say $y'(0)= 0$, there is a discrete set of initial values $y(0)=c_n$ that give rise to separatrix solutions. For Painlevé I the large-$n$ asymptotic behavior of $b_n$ is $b_n\sim B_{\rm I}n^{3/5}$ and that of $c_n$ is $c_n\sim C_{\rm I}n^{2/ 5}$, and for Painlevé II the large-$n$ asymptotic behavi…
It is shown that one system of coupled KdV equations, found in J. Nonlin. Math. Phys., 1999, Vol.6, Nr.3, 255--262 [arXiv:solv-int/9901005] to possess the Painlevé property, is integrable but not new.
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2α} e^{-N \Tr V(M)} dM$ with $α> -1/2$, where the factor $|\det M|^{2α}$ induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with $V$ is regular, and that the origin is a right endpoint of its support, we compute the limiting eigenvalue correlation kernel in the double scaling limit as $n, N \to \infty$ such that $n^{2/3}…
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…
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…
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…
It is shown that the system of two coupled Korteweg-de Vries equations passes the Painlevé test for integrability in nine distinct cases of its coefficients. The integrability of eight cases is verified by direct construction of Lax pairs, whereas for one case it remains unknown.
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The finite cases for exclusion from single and double intervals are given in terms of second order second degree ODEs which are related to certain \mbox{Painlevé-VI} transcendents. The scaled cases in the thermodynamic limit are again second degree and second order, this time related to \mbox{Painlevé-V} transcendents. Using transformations relating the second degr…
We present a constructive procedure to obtain the critical behavior of Painleve' VI transcendents and solve the connection problem. This procedure yields two and one parameter families of solutions, including trigonometric and logarithmic behaviors, and three classes of solutions with Taylor expansion at a critical point.
Critical processes of ideal integrable models of Hele-Shaw flows are considered. A regularization method based on multiscaling expansions of solutions of the KdV and Toda hierarchies characterized by string equations is proposed. Examples are exhibited in which the tritronq'ee solution of the Painleve-I equation turns out to provide the leading term of the regularization
The critical behavior of a three real parameter class of solutions of the sixth Painlevé equation is computed, and parametrized in terms of monodromy data of the associated $2\times 2$ matrix linear Fuchsian system of ODE. The class may contain solutions with poles accumulating at the critical point. The study of this class closes a gap in the description of the transcendents in one to one correspondence with the monodromy data. These transcendents are reviewed in the paper. Some formulas that relate the monodromy data to the critical behaviors of the four real (two complex) parameter class of…
We obtain an asymptotic expansion for the solution of the Cauchy problem for the Korteweg-de Vries (KdV) equation in the small dispersion limit near the point of gradient catastrophe (x_c,t_c) for the solution of the dispersionless equation. The sub-leading term in this expansion is described by the smooth solution of a fourth order ODE, which is a higher order analogue to the Painleve I equation. This is in accordance with a conjecture of Dubrovin, suggesting that this is a universal phenomenon for any Hamiltonian perturbation of a hyperbolic equation. Using the Deift/Zhou steepest descent me…
We give a simple geometric interpretation of the mapping of the negative KdV equation as proposed by Qiao and Li {arXiv:1101.1605 [math-ph], Europhys. Lett.,94 (2011) 50003} and the Fuchssteiner equation using geometry of projective connection on S1 or stabilizer set of the Virasoro orbit. We propose a similar connection between with the higher-order negative KdV equations of Fuchssteiner type described as and respectively. We study the Painleve and symmetry analyses of these newly found equations and show that they yield soliton solutions.
We perform a detailed study on the integrability of the Benney-Lin and KdV-Kawahara equations by using the Lie symmetry analysis and the singularity analysis. We find that the equations under our consideration admit integrable travelling-wave solutions. The singularity analysis is applied for the partial differential equations and the generic algebraic solution is presented.
We study numerically solutions to the Korteweg-de Vries and Camassa-Holm equation close to the breakup of the corresponding solution to the dispersionless equation. The solutions are compared with the properly rescaled numerical solution to a fourth order ordinary differential equation, the second member of the Painlevé I hierarchy. It is shown that this solution gives a valid asymptotic description of the solutions close to breakup. We present a detailed analysis of the situation and compare the Korteweg-de Vries solution quantitatively with asymptotic solutions obtained via the solution of t…
The general KdV equation (gKdV) derived by T. Chou is one of the famous (1+1) dimensional soliton equations with variable coefficients. It is well-known that the gKdV equation is integrable. In this paper a higher-dimensional gKdV equation, which is integrable in the sense of the Painleve test, is presented. A transformation that links this equation to the canonical form of the Calogero-Bogoyavlenskii-Schiff equation is found. Furthermore, the form and similar transformation for the higher-dimensional modified gKdV equation are also obtained.
Although the solutions of Painlevé equations are transcendental in the sense that they cannot be expressed in terms of known elementary functions, there do exist rational solutions for specialized values of the equation parameters. A very successful approach in the study of rational solutions to Painlevé equations involves the reformulation of these scalar equations into a symmetric system of coupled, Riccati-like equations known as dressing chains. Periodic dressing chains are known to be equivalent to the $A_N$-Painlevé system, first described by Noumi and Yamada. The Noumi-Yamada system, in…
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…
Painleve transcendents are usually considered as complex functions of a complex variable, but in applications it is often the real cases that are of interest. Under a reasonable assumption (concerning the behavior of a dynamical system associated with Painleve IV, as discussed in a recent paper), we give a number of results towards a classification of the real solutions of Painleve IV (or, more precisely, symmetric Painleve IV), according to their asymptotic behavior and singularities. We show the existence of globally nonsingular real solutions of symmetric Painleve IV for arbitrary nonzero v…
