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 functions, we express the generalized Hermite rational Painleve-IV functions in terms of certain orthogonal polynomials on the unit circle. Using the Deift-Zhou nonlinear steepest-descent method, we asymptotically analyze the associated Riemann-Hilbert problem in the limit as n tends to infinity with m=r*n for r fixed. We obtain an explicit characterization of the boundary curve and determine the leading-order asymptotic expansion of the functions in the pole-free region.
Several results on Heun's equation are generalized to a certain class of Fuchsian differential equations. Namely, we obtain integral representations of solutions and develop Hermite-Krichever Ansatz on them. In particular, we investigate linear differential equations that produce Painlevé equation by monodromy preserving deformation and obtain solutions of the sixth Painlevé equation which include Hitchin's solution. The relationship with finite-gap potential is also discussed.
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.
Several results including integral representation of solutions and Hermite-Krichever Ansatz on Heun's equation are generalized to a certain class of Fuchsian differential equations, and they are applied to equations which are related with physics. We investigate linear differential equations that produce Painlevé equation by monodromy preserving deformation and obtain solutions of the sixth Painlevé equation which include Hitchin's solution. The relationship with finite-gap potential is also discussed. We find new finite-gap potentials. Namely, we show that the potential which is written as th…
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…
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…
This paper is a continuation of our analysis, begun in arXiv:1310.2276, of the rational solutions of the inhomogeneous Painleve-II equation and associated rational solutions of the homogeneous coupled Painleve-II system in the limit of large degree. In this paper we establish asymptotic formulae valid near a certain curvilinear triangle in the complex plane that was previously shown to separate two distinct types of asymptotic behavior. Our results display both a trigonometric degeneration of the rational Painleve-II functions and also a degeneration to the tritronquee solution of the Painleve…
Rational solutions of the inhomogeneous Painleve-II equation and of a related coupled Painleve-II system have recently arisen in studies of fluid vortices and of the sine-Gordon equation. For the sine-Gordon application in particular it is of interest to understand the large-degree asymptotic behavior of the rational Painleve-II functions. We explicitly compute the leading-order large-degree asymptotics of these two families of rational functions valid in the whole complex plane with the exception of a neighborhood of a certain piecewise-smooth closed curve. We obtain rigorous error bounds by …
We study the Hankel determinant generated by a deformed Hermite weight with one jump $w(z,t,γ)=e^{-z^2+tz}|z-t|^γ(A+Bθ(z-t))$, where $A\geq 0$, $A+B\geq 0$, $t\in\textbf{R}$, $γ>-1$ and $z\in\textbf{R}$. By using the ladder operators for the corresponding monic orthogonal polynomials, and their relative compatibility conditions, we obtain a series of difference and differential equations to describe the relations among $α_n$, $β_n$, $R_n(t)$ and $r_n(t)$. Especially, we find that the auxiliary quantities $R_n(t)$ and $r_n(t)$ satisfy the coupled Riccati equations, and $R_n(t)$ satisfies a part…
We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to orthogonal polynomials with the Hermite weight perturbed by a factor that has a multiple zero at t. We show through a pair of ladder operators, that the diagonal recurrence coefficients satisfy a particular Painleve IV equation for any real multiplicity. If the multiplicity is even they are expressed in terms of the generalized Hermite polynomials, with t as …
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…
All of the six Painlevé equations except the first have families of rational solutions, which are frequently important in applications. The third Painlevé equation in generic form depends on two parameters $m$ and $n$, and it has rational solutions if and only if at least one of the parameters is an integer. We use known algebraic representations of the solutions to study numerically how the distributions of poles and zeros behave as $n\in\mathbb{Z}$ increases and how the patterns vary with $m\in\mathbb{C}$. This study suggests that it is reasonable to consider the rational solutions in the li…
This paper focuses on the construction of rational solutions for the $A_{2n}$ Painlevé system, also called the Noumi-Yamada system, which are considered the higher order generalizations of PIV. In this even case, we introduce a method to construct the rational solutions based on cyclic dressing chains of Schrödinger operators with potentials in the class of rational extensions of the harmonic oscillator. Each potential in the chain can be indexed by a single Maya diagram and expressed in terms of a Wronskian determinant whose entries are Hermite polynomials. We introduce the notion of cyclic M…
Under the Flaschka-Newell Lax pair, the Darboux transformation for the Painlevé-II equation is constructed by the limiting technique. With the aid of the Darboux transformation, the rational solutions are represented by the Gram determinant, and then we give the large $y$ asymptotics of the determinant and the rational solutions. Finally, the solution of the corresponding Riemann-Hilbert problem is obtained from the Darboux matrices.
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…
We study a Hamiltonian system without the Painlevé property and show that it admits a kind of regularisation on a bundle of rational surfaces with certain divisors removed, generalising Okamoto's spaces of initial conditions for the Painlevé differential equations. The system in question was obtained by Takasaki as part of the Painlevé-Calogero correspondence and possesses the algebro-Painlevé property, being related by an algebraic transformation to the fourth Painlevé equation. We provide an atlas for the bundle of surfaces in which the system has a global Hamiltonian structure, with all Ham…
We present a class of three-dimensional integrable structures associated with the Darboux-Egoroff metric and classical Euler equations of free rotations of a rigid body. They are obtained as canonical structures of rational Landau-Ginzburg potentials and provide solutions to the Painleve VI 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 study the roots of the generalised Hermite polynomials $H_{m,n}$ when both $m$ and $n$ are large. We prove that the roots, when appropriately rescaled, densely fill a bounded quadrilateral region, called the elliptic region, and organise themselves on a deformed rectangular lattice, as was numerically observed by Clarkson. We describe the elliptic region and the deformed lattice in terms of elliptic integrals and their degenerations. Keywords: Generalised Hermite polynomials; roots asymptotics; Painleve IV; Boutroux Curves; Tritronquee solution.
We introduce certain Bäcklund transformations for rational solutions of the Painlevé VI equation. These transformations act ona family of Painlevé VI tau functions. They are obtained from reducing the Hirota bilinear equations that describe the relation between certain points in the 3 component polynomial KP Grassmannian. In this way we obtain transformations that act on the root lattice of sl(6). We also show that this sl(6) root lattice can be related to the $F_4^{(1)}$ root lattice. We thus obtain Bäcklund transformations that relate Painlevé VI tau functions, parametrized by the elements o…
We present a new approach to determine the rational solutions of the higher order Painleve equations associated to periodic dressing chain systems. We obtain new sets of solutions, giving determinantal representations indexed by specific Maya diagrams in the odd case or universal characters in the even case.
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 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…
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…
Equivalence is established between a special class of Painleve VI equations parametrized by a conformal dimension $μ$, time dependent Euler top equations, isomonodromic deformations and three-dimensional Frobenius manifolds. The isomodromic tau function and solutions of the Euler top equations are explicitly constructed in terms of Wronskian solutions of the 2-vector 1-constrained symplectic Kadomtsev-Petviashvili (CKP) hierarchy by means of Grassmannian formulation. These Wronskian solutions give rational solutions of the Painleve VI equation for $μ=1,2,{...} $.
We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this space is given by a mix of residue eigenvectors of the matrix and its inverse. Our approach is motivated by the theory of discrete isomonodromic transformations and their relationship with difference Painlevé equations. In particular, in these coordinates, basic isomonodromic transformations take the form of the discrete Euler-Lagrange equations. Secondly we …
We prove that every rational extension of the quantum harmonic oscillator that is exactly solvable by polynomials is monodromy free, and therefore can be obtained by applying a finite number of state-deleting Darboux transformations on the harmonic oscillator. Equivalently, every exceptional orthogonal polynomial system of Hermite type can be obtained by applying a Darboux-Crum transformation to the classical Hermite polynomials. Exceptional Hermite polynomial systems only exist for even codimension 2m, and they are indexed by the partitions λof m. We provide explicit expressions for their cor…
The theory of poles of solutions of Painleve-I is equivalent to the Nevanlinna problem of constructing a meromorphic function ramified over five points - counting multiplicities - and without critical points. We construct such meromorphic functions as limit of rational ones. In the case of the tritronquee solution these rational functions are Belyi functions.
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 investigate in detail a superintegrable extension of the singular harmonic oscillator whose wave functions can be expressed in terms of exceptional Jacobi polynomials. We show that this Hamiltonian admits a fourth-order integral of motion and use the classification of such systems to show that the potential gives a rational solution associated with the sixth Painlevé equation. Additionally, we show that the integrals of the motion close to form a cubic algebra and describe briefly deformed oscillator representations of this algebra.
The D7 degeneration of the Painleve-III equation has solutions that are rational functions of $x^{1/3}$ for certain parameter values. We apply the isomonodromy method to obtain a Riemann-Hilbert representation of these solutions. We demonstrate the utility of this representation by analyzing rigorously the behavior of the solutions in the large parameter limit.
We study $n\times n$ Hankel determinants constructed with moments of a Hermite weight with a Fisher-Hartwig singularity on the real line. We consider the case when the singularity is in the bulk and is both of root-type and jump-type. We obtain large $n$ asymptotics for these Hankel determinants, and we observe a critical transition when the size of the jumps varies with $n$. These determinants arise in the thinning of the generalised Gaussian unitary ensembles and in the construction of special function solutions of the Painlevé IV equation.
The Painlevé-III equation with parameters $Θ_0=n+m$ and $Θ_\infty=m-n+1$ has a unique rational solution $u(x)=u_n(x;m)$ with $u_n(\infty;m)=1$ whenever $n\in\mathbb{Z}$. Using a Riemann-Hilbert representation proposed in \cite{BothnerMS18}, we study the asymptotic behavior of $u_n(x;m)$ in the limit $n\to+\infty$ with $m\in\mathbb{C}$ held fixed. We isolate an eye-shaped domain $E$ in the $y=n^{-1}x$ plane that asymptotically confines the poles and zeros of $u_n(x;m)$ for all values of the second parameter $m$. We then show that unless $m$ is a half-integer, the interior of $E$ is filled with …
We present an algebraic construction of the orthogonal eigenfunctions of the supersymmetric extension of the rational Calogero-Moser-Sutherland model with harmonic confinement. These eigenfunctions are the superspace extension of the generalized Hermite (or Hi-Jack) polynomials. The conserved quantities of the rational supersymmetric model are related to their trigonometric relatives through a similarity transformation. This leads to a simple expression between the corresponding eigenfunctions: the generalized Hermite superpolynomials are written as a differential operator acting on the corres…
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…
In this paper, we construct the Hankel determinant representation of the rational solutions for the fifth Painlevé equation through the Umemura polynomials. Our construction gives an explicit form of the Umemura polynomials $σ_{n}$ for $ n\geq 0$ in terms of the Hankel Determinant formula. Besides, We compute the generating function of the entries in terms of logarithmic derivative of the Heun Confluent Function.
Lassalle and Nekrasov discovered in the 1990s a surprising correspondence between the rational Calogero-Moser system with a harmonic term and its trigonometric version. We present a conceptual explanation of this correspondence using the rational Cherednik algebra and establish its quasi-invariant extension. More specifically, we consider configurations $\mathcal A$ of real hyperplanes with multiplicities admitting the rational Baker-Akhiezer function and use this to introduce a new class of non-symmetric polynomials, which we call $\mathcal A$-Hermite polynomials. These polynomials form a lin…
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 semiclassical (zero-dispersion) limit of the one-dimensional focusing Nonlinear Schroedinger equation (NLS) with decaying potentials is studied in a full scaling neighborhood D of the point of gradient catastrophe (x_0,t_0). This neighborhood contains the region of modulated plane wave (with rapid phase oscillations), as well as the region of fast amplitude oscillations (spikes). In this paper we establish the following universal behaviors of the NLS solutions near the point of gradient catastrophe: i) each spike has the height 3|q_0(x_0,t_0,epsilon)| and uniform shape of the rational brea…
Folding transformation of the Painlevé equations is an algebraic (of degree greater than 1) transformation between solutions of different equations. In 2005 Tsuda, Okamoto and Sakai classified folding transformations of differential Painlevé equations. These transformations are in correspondence with automorphisms of affine Dynkin diagrams. We give a complete classification of folding transformations of the $q$-difference Painlevé equations, these transformations are in correspondence with certain subdiagrams of the affine Dynkin diagrams (possibly with automorphism). The method is based on Sa…
We develop a systematic approach to deriving rational solutions and obtaining classification of their parameters for dressing chains of even N periodicity or equivalently $A^{(1)}_{N-1}$ invariant Painlevé equations. This construction identifies rational solutions with points on orbits of fundamental shift operators acting on first-order polynomial solutions derived for dressing chains of even periodicity. We also obtain conditions for the existence of special function solutions that occur for a special class of first-order polynomial solutions. For the special case of the N=4 dressing chain e…
This work reports and classifies the most general construction of rational quantum potentials in terms of the generalized Hermite polynomials. This is achieved by exploiting the intrinsic relation between third-order shape-invariant Hamiltonians and the fourth Painlevé equation, such that the generalized Hermite polynomials emerge from the $-1/x$ and $-2x$ hierarchies of rational solutions. Such a relation unequivocally establishes the discrete spectrum structure, which, in general, is composed as the union of a finite- and infinite-dimensional sequence of equidistant eigenvalues separated by …
In the light of the Quantum Painleve-Calogero Correspondence established in our previous papers [1,2], we investigate the inverse problem. We imply that this type of the correspondence (Classical-Quantum Correspondence) holds true and find out what kind of potentials arise from the compatibility conditions of the related linear problems. The latter conditions are written as functional equations for the potentials depending on a choice of a single function - the left-upper element of the Lax connection. The conditions of the Correspondence impose restrictions on this function. In particular, it…
In this paper, we examine a generalized magma equation for rational values of two parameters, $m$ and $n$. Firstly, the similarity reductions are found using the Lie group method of infinitesimal transformations. The Painlevé ODE test is then applied to the travelling wave reduction, and the pairs of $m$ and $n$ which pass the test are identified. These particular pairs are further subjected to the ODE test on their other symmetry reductions. Only two cases remain which pass the ODE test for all such symmetry reductions and these are completely integrable. The case when $m=0$, $n=-1$ is relate…
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}…
We have generalized the solutions of the radial Dirac equation with a tensor potential under spin and pseudospin symmetry limits to exceptional orthogonal Hermite polynomials family. We have obtained new general rational potential models which are the generalization of the nonlinear isotonic potential families and also energy dependent.
