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 behavior of $b_n$ is $b_n \sim B_{\rm II}n^{2/3}$ and that of $c_n$ is $c_n\sim C_{\rm II}n^{1/3}$. The constants $B_{\rm I}$, $C_{\rm I}$, $B_{\rm II}$, and $C_{\rm II}$ are first determined numerically. Then, they are found analytically and in closed form by reducing the nonlinear equations to the linear eigenvalue problems associated with the cubic and quartic PT-symmetric Hamiltonians $H=\frac{1}{2}p^2+2ix^3$ and $H=\frac{1}{2}p^2-\frac{1}{2}x^4$.
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 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.
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 $A_J^{(1)}$ $(J=3,4,5,6)$.
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 $γ=0$…
A recently formulated conjecture of Gamayun, Iorgov and Lisovyy gives an asymptotic expansion of the Jimbo--Miwa--Ueno isomonodromic $τ$-function for certain Painlevé transcendents. The coefficients in this expansion are given in terms of conformal blocks of a two-dimensional conformal field theory, which can be written as infinite sums over pairs of partitions. In this note a discrete matrix model is proposed on a lattice whose partition function can be used to obtain a multiple integral representation for the length restricted partial sums of the Painlevé conformal blocks. This leads to expr…
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 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…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$ includes an endpoint of the support, Tracy and Widom have given a formalism which gives coupled differential equations for the required probability and some auxilary quantities. We summarize and extend earlier work by expressing the probability and some of the auxilary quantities in terms of Painlevé transcendents.
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…
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…
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…
Leading terms of asymptotic expansions for the general complex solutions of the fifth Painlevé equation as $t\to\imath\infty$ are found. These asymptotics are parameterized by monodromy data of the associated linear ODE. $$ \frac{d}{dλ}Y= \left(\frac t2σ_3 + \frac{A_0}λ+\frac{A_1}{λ-1}\right)Y. $$ The parametrization allows one to derive connection formulas for the asymptotics. We provide numerical verification of the results. Important special cases of the connection formulas are also considered.
Quadratic Bureau-Guillot systems with the first and second Painlevé transcendents in the coefficients. Part I: geometric approach and birational equivalence
We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $Ψ$-function associated with the Hastings-McLeod solution of the second Painlevé equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probabilities of a random Hermitian matrix chosen from the Unitary Ensemble in the bulk double scaling limit near a quadratic zero of the limiting mean eigenvalue density. Using the Riemann-Hilbert method, we evaluate the large $s$-asymptotics …
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$_…
The purpose of this communication is to point out the connection between a 1D quantum Hamiltonian involving the fourth Painleve transcendent P$_{\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…
The recent experimental realisation of a one-dimensional Bose gas of ultra cold alkali atoms has renewed attention on the theoretical properties of the impenetrable Bose gas. Of primary concern is the ground state occupation of effective single particle states in the finite system, and thus the tendency for Bose-Einstein condensation. This requires the computation of the density matrix. For the impenetrable Bose gas on a circle we evaluate the density matrix in terms of a particular Painlevé VI transcendent in $σ$-form, and furthermore show that the density matrix satisfies a recurrence relati…
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…
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 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…
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…
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…
Eigenvalue problems for linear differential equations, such as time-independent Schrödinger equations, can be generalized to eigenvalue problems for nonlinear differential equations. In the nonlinear context a separatrix plays the role of an eigenfunction and the initial conditions that give rise to the separatrix play the role of eigenvalues. Previously studied examples of nonlinear differential equations that possess discrete eigenvalue spectra are the first-order equation $y'(x)=\cos[πxy(x)]$ and the first, second, and fourth Painlevé transcendents. It is shown here that the differential eq…
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…
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…
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…
In this letter we will use higher-order supersymmetric quantum mechanics to obtain several families of complex solutions of the Painleve IV equation with real parameters. We shall also study the algebraic structure, the eigenfunctions and the energy spectra of the corresponding non-hermitian Hamiltonians.
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.
We consider a two dimensional quantum Hamiltonian separable in Cartesian coordinates and allowing a fifth-order integral of motion. We impose the superintegrablity condition and find all doubly exotic superintegrable potentials (i.e potentials V (x, y) = V_1(x)+V_2(y) where neither V_1(x) nor V_2(y) satisfy a linear ODE) allowing the existence of such an integral. All of these potentials are found to have the Painlevé property. Most of them are expressed in terms of known Painlevé transcendents or elliptic functions but some may represent new higher order Painlevé transcendents.
We construct a solution of an analog of the Schrödinger equation for the Hamiltonian $ H_I (z, t, q_1, q_2, p_1, p_2) $ corresponding to the second equation $P_1^2$ in the Painleve I hierarchy. This solution is produced by an explicit change of variables from a solution of the linear equations whose compatibility condition is the ordinary differential equation $P_1^2$ with respect to $z$. This solution also satisfies an analog of the Schrödinger equation corresponding to the Hamiltonian $ H_{II} (z, t, q_1, q_2, p_1, p_2) $ of Hamiltonian system with respect to $t$ which is compatible with $P_…
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.
We express discrete Painlevé equations as discrete Hamiltonian systems. The discrete Hamiltonian systems here mean the canonical transformations defined by generating functions. Our construction relies on the classification of the discrete Painlevé equations based on the surface-type. The discrete Hamiltonians we obtain are written in the logarithm and dilogarithm functions.
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.
The Painlevé transcendents discovered at the turn of the XX century by pure mathematical reasoning, have later made their surprising appearance -- much in the way of Wigner's "miracle of appropriateness" -- in various problems of theoretical physics. The notable examples include the two-dimensional Ising model, one-dimensional impenetrable Bose gas, corner and polynuclear growth models, one dimensional directed polymers, string theory, two dimensional quantum gravity, and spectral distributions of random matrices. In the present contribution, ideas of integrability are utilized to advocate eme…
This is the third article in our series of articles exploring connections between dynamical systems of Stäckel-type and of Painlevé-type. In this article we present a method of deforming of minimally quantized quasi-Stäckel Hamiltonians, considered in Part I to self-adjoint operators satisfying the quantum Frobenius condition, thus guaranteeing that the corresponding Schrödinger equations posses common, multi-time solutions. As in the classical case, we obtain here both magnetic and non-magnetic families of systems. We also show the existence of multitime-dependent quantum canonical maps betwe…
In this paper we study $F$-manifolds equipped with multiple flat connections (and multiple $F$-products), that are required to be compatible in a suitable sense. In the semisimple case we show that a necessary condition for the existence of such multiple flat connections can be expressed in terms of the integrability of a distribution of vector fields that are related to the eventual identities for the multiple products involved. Using this fact we show that in general there can not be multi-flat structures with more than three flat connections. When the relevant distributions are integrable w…
We develop a qualitative theory for real solutions of the equation $y''=6y^2 -x$. In this work a restriction $x\leq0$ is assumed. An important ingredient of our theory is the introduction of several new transcendental functions of one, two, and three variables that describe different properties of the solutions. In particular, the results obtained allow us to completely analyse the Dirichlet boundary value problem $y(a)=y^0$, $y(b)=y_0$ for $a<b\leq0$.
The 8-parameter elliptic Sakai difference Painlevé equation admits a Lax formulation. We show that a suitable specialization of the Lax equation gives rise to the time-independent Schrödinger equation for the $BC_1$ 8-parameter 'relativistic' Calogero-Moser Hamiltonian due to van Diejen. This amounts to a generalization of previous results concerning the Painlevé-Calogero correspondence to the highest level in the two hierarchies.
We find and study a two-parameter family of coupled Painlevé II systems in dimension four with affine Weyl group symmetry of several types. Moreover, we find a three-parameter family of polynomial Hamiltonian systems in two variables $t,s$. Setting $s=0$, we can obtain an autonomous version of the coupled Painlevé II systems. We also show its symmetry and holomorphy conditions.
We present an new system of ordinary differential equations with affine Weyl group symmetry of type E_6^{(1)}. This system is expressed as a Hamiltonian system of sixth order with a coupled Painleve VI Hamiltonian.
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.
Explicit Hamiltonian structure of the Flaschka-Newell Painlevé II hierarchy via symmetry reduction of the Painlevé IV hierarchy
Université Jean Monnet（让·莫内大学）；CNRS, Institut Camille Jordan UMR 5208（法国国家科学研究中心，卡米尔·若尔当研究所）；Institut Universitaire de France（法兰西学院）；Université de Genève（日内瓦大学）
Hamiltonian representation of isomonodromic deformations of twisted rational connections: The Painlevé $1$ hierarchy
Université de Lyon（里昂大学）；Université Jean Monnet Saint-Étienne（圣艾蒂安让·莫内大学）；CNRS UMR 5208, Institut Camille Jordan（法国国家科学研究中心 5208 联合实验室，卡米尔·若当研究所）；Institut Universitaire de France（法兰西学院）
A higher order Painleve system of type D^{(1)}_{2n+2} was introduced by Y. Sasano. It is an extension of the sixth Painleve equation for the affine Weyl group symmetry. It is also expressed as a Hamiltonian system of order 2n with a coupled Painleve VI Hamiltonian. In this paper, we discuss a derivation of this system from a Drinfeld-Sokolov hierarchy.
