This article is the first one in a suite of three articles exploring connections between dynamical systems of Stäckel-type and of Painlevé- type. In this article we present a deformation of autonomous Stäckel-type systems to non-autonomous Frobenius integrable systems. First, we consider quasi-Stäckel systems with quadratic in momenta Hamiltonians containing separable potentials with time dependent coefficients and then we present a procedure of deforming these equations to non-autonomous Frobenius integrable systems. Then, we present a procedure of deforming quasi-Stäckel systems with so called magnetic separable potentials to non-autonomous Frobenius integrable systems. We also provide a complete list of all $2$- and $3\,$-dimensional Frobenius integrable systems, both with ordinary and with magnetic potentials, that originate in our construction. Further, we prove the equivalence between both classes of systems. Finally we show how Painlevé equations $P_{I}-P_{IV}$ can be derived from our scheme.
A Frobenius manifold has tri-hamiltonian structure if it is even-dimensional and its spectrum is maximally degenerate. We focus on the case of dimension four and show that, under the assumption of semisimplicity, the corresponding isomonodromic Fuchsian system is described by the Painlevé VI$μ$ equation. This yields an explicit procedure associating to any semisimple Frobenius manifold of dimension three a tri-hamiltonian Frobenius manifold of dimension four. We carry out explicit examples for the case of Frobenius structures on Hurwitz spaces.
We derive the integrability conditions of nonautonomous nonlinear Schr$\rm\ddot o$dinger equations using the Lax Pair and Similarity Transformation methods. We present a comparative analysis of these integrability conditions with those of the Painlev$\rm\acute{e}$ method. We show that while the Painlev$\rm\acute{e}$ integrability conditions restrict the dispersion, nonlinearity, and dissipation/gain coefficients to be space-independent and the external potential to be only a quadratic function of position, the Lax Pair and the Similarity Transformation methods allow for space-dependent coeffic…
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.
Quadratic systems generated using Yang-Baxter equations are integrable in a sense, but we display a deterioration in the possession of the Painlevé property as the number of equations in each `integrable system' increases. Certain intermediate systems are constructed and also tested for the Painlevé property. The Lie symmetries are also computed for completeness.
The explicit integrability of second order ordinary differential equations invariant under time-translation and rescaling is investigated. Quadratic systems generated from the linearisable version of this class of equations are analysed to determine therelationship between the Painlevé and singularity properties of the different systems. The transformation contains a parameter and for critical values, intimately related to the possession of the Painlevé Property in the parent second order equation, one finds a difference from the generic behaviour. This study is a prelude to a full discussion …
The Rayleigh-Plesset equation (RPE) is a nonlinear ordinary differential equation (ODE) of second order that governs the dynamics of a spherical bubble and plays an essential role in interpreting many real-world phenomena involving the presence of bubbles in engineering and medical fields. In the present paper, we present a relatively comprehensive analysis of the analytical solutions of the RPE. The integrability of the Rayleigh-Plesset equation is investigated and discussed using the Painlevé test. Lie symmetry groups are employed subsequentially to obtain several exact solutions to the simp…
We introduce a Frobenius algebra-valued KP hierarchy and show the existence of Frobenius algebra-valued $τ$-function for this hierarchy. In addition we construct its Hamiltonian structures by using the Adler-Dickey-Gelfand method. As a byproduct of these constructions, we show that the coupled KP hierarchy defined by P.Casati and G.Ortenzi in \cite{CO2006} has at least $n$-``basic" different local bi-Hamiltonian structures. Finally, via the construction of the second Hamiltonian structures, we obtain some local matrix, or Frobenius algebra-valued, generalizations of classical $W$-algebras.
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.
The Painlevé property of coupled, non-autonomous Korteweg-de Vries (KdV) type of systems is studied. The conditions under which the systems pass the Painlevé test for integrability are obtained. For some of the integrable cases, exact solutions are given.
We give a short review of Frobenius manifolds and algebraic integrability and study their intersection. The simplest case is the relation between the Frobenius manifold of simple singularities, which is almost dual to the integrable open Toda chain. New types of manifolds called extra special Kaehler and special F-manifolds are introduced which capture the intersection.
We apply the Painleve test for integrability of partial differential equations to a system of two coupled Burgers-type equations found by Foursov, which was recently shown by Sergyeyev to possess infinitely many commuting local generalized symmetries without any recursion operator. The Painleve analysis easily detects that this is a typical C-integrable system in the Calogero sense and rediscovers its linearizing transformation.
This is the second article in a suite of articles investigating relations between Stäckel-type systems and Painlevé-type systems. In this article we construct isomonodromic Lax representations for Painlevé-type systems found in the previous paper by Frobenius integrable deformations of Stäckel-type systems. We first construct isomonodromic Lax representations for Painlevé-type systems in the so called magnetic representation and then, using a multitime-dependent canonical transformation, we also construct isomonodromic Lax representations for Painlevé-type systems in the non-magnetic represent…
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.
The binary black hole merger waveform is both simple and universal. Adopting an effective asymptotic description of the dynamics, we aim at accounting for such universality in terms of underlying (effective) integrable structures. More specifically, under a ``wave-mean flow'' perspective, we propose that fast degrees of freedom corresponding to the observed waveform would be subject to effective linear dynamics, propagating on a slowly evolving background subject to (effective) non-linear integrable dynamics. The Painlevé property of the latter would be implemented in terms of the so-called Pa…
Using the Painleve analysis preceded by appropriate transformations of nonlinear systems under investigation, we discover two new cases in which the Pietrzyk-Kanattsikov-Bandelow vector short pulse equation must be integrable due to the results of the Painleve test. Those cases are technologically important because they correspond to the propagation of polarized ultra-short light pulses in usual isotropic silica optical fibers.
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 give new results concerning the Frobenius integrability and solution of evolution equations admitting travelling wave solutions. In particular, we give a powerful result which explains the extraordinary integrability of some of these equations. We also discuss "local" conservations laws for evolution equations in general and demonstrate all the results for the Korteweg de Vries equation.
The Volterra lattice admits two non-Abelian analogs that preserve the integrability property. For each of them, the stationary equation for non-autonomous symmetries defines a constraint that is consistent with the lattice and leads to Painlevé-type equations. In the case of symmetries of low order, including the scaling and master-symmetry, this constraint can be reduced to second order equations. This gives rise to two non-Abelian generalizations for the discrete Painlevé equations dP$_1$ and dP$_{34}$ and for the continuous Painlevé equations P$_3$, P$_4$ and P$_5$.
We show that the new third-order complex nonlinear wave equation, introduced recently by Müller-Hoissen [arXiv:2202.04512], does not pass the Painlevé test for integrability. We find two reductions of this equation, one integrable and one non-integrable, whose solutions jointly cover all solutions of the original equation.
An eighth-order equation in (3+1)-dimension is studied for its integrability. Its symmetry group is shown to be infinite-dimensional and is checked for Virasoro like structure. The equation is shown not to have Painlev$\acute{\rm e}$ property. One and two-dimensional classifications of infinite-dimensional symmetry algebra is also given.
We study the integrability of the four-dimensional eighth-order nonlinear wave equation of Kac and Wakimoto, associated with the exceptional affine Lie algebra ${\mathfrak e}_6^{(1)}$. Using the Painlevé analysis for partial differential equations, we show that this equation must be non-integrable in the Lax sense but very likely it possesses a lower-order integrable reduction.
The first half of the thesis concerns Abelian vortices and Yang-Mills (YM) theory. It is proved that the 5 types of vortices recently proposed by Manton are symmetry reductions of (A)SDYM equations with suitable gauge groups and symmetry groups acting as isometries in a 4-manifold. As a consequence, the twistor integrability results of such vortices can be derived. It is presented a natural definition of their kinetic energy and thus the metric of the moduli space was calculated by the Samols' localisation method. Then, a modified version of the Abelian-Higgs model is proposed in such a way th…
Motivated by the theory of Painlevé equations and associated hierarchies, we study non-autonomous Hamiltonian systems that are Frobenius integrable. We establish sufficient conditions under which a given finite-dimensional Lie algebra of Hamiltonian vector fields can be deformed to a time-dependent Lie algebra of Frobenius integrable vector fields spanning the same distribution as the original algebra. The results are applied to quasi-Stäckel systems.
The integrability of a four-dimensional sixth-order bilinear equation associated with the exceptional affine Lie algebra $D_4^{(1)}$ is studied by means of the singularity analysis. This equation is shown to pass the Painlevé test in three distinct cases of its coefficients, exactly when the equation is effectively a three-dimensional one, equivalent to the BKP equation.
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…
We present a method of determining a Lax representation for similarity reductions of autonomous and non-autonomous partial difference equations. This method may be used to obtain Lax representations that are general enough to provide the Lax integrability for entire hierarchies of reductions. A main result is, as an example of this framework, how we may obtain the q-Painlevé equation whose group of Bäcklund transformations is an affine Weyl group of type E_6^{(1)} as a similarity reduction of the discrete Schwarzian Korteweg-de Vries equation.
We examine whether the Painlevé property is a necessary condition for the integrability of nonlinear ordinary differential equations. We show that for a large class of linearisable systems this is not the case. In the discrete domain, we investigate whether the singularity confinement property is satisfied for the discrete analogues of the non-Painlevé continuous linearisable systems. We find that while these discrete systems are themselves linearisable, they possess nonconfined singularities.
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,{...} $.
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…
Only the known integrable cases of the Kodama-Hasegawa higher-order nonlinear Schroedinger equation pass the Painleve test. Recent results of Ghosh and Nandy add no new integrable cases of this equation.
We examine whether the Painleve property is necessary for the integrability of partial differential equations (PDEs). We show that in analogy to what happens in the case of ordinary differential equations (ODEs) there exists a class of PDEs, integrable through linearisation, which do not possess the Painleve property. The same question is addressed in a discrete setting where we show that there exist linearisable lattice equations which do not possess the singularity confinement property (again in analogy to the one-dimensional case).
We apply singularity analysis to investigate the integrability properties of the gravitational field equations in Weyl Integrable Spacetime for a spatially flat Friedmann--Lemaître--Robertson--Walker background spacetime induced with an ideal gas. We find that the field equations possess the Painlevé property in the presence of the cosmological constant and the analytic solution is given by a left Laurent expansion.
Cluster algebras are a class of commutative algebras whose generators are defined by a recursive process called mutation. We give a brief introduction to cluster algebras, and explain how discrete integrable systems can appear in the context of cluster mutation. In particular, we give examples of birational maps that are integrable in the Liouville sense and arise from cluster algebras with periodicity, as well as examples of discrete Painlevé equations that are derived from Y-systems.
In this paper we present an approach towards the comprehensive analysis of the non-integrability of differential equations in the form $\ddot x=f(x,t)$ which is analogous to Hamiltonian systems with 1+1/2 degree of freedom. In particular, we analyze the non-integrability of some important families of differential equations such as Painlevé II, Sitnikov and Hill-Schrödinger equation. We emphasize in Painlevé II, showing its non-integrability through three different Hamiltonian systems, and also in Sitnikov in which two different version including numerical results are shown. The main tool to st…
We derive integrable equations starting from autonomous mappings with a general form inspired by the additive systems associated to the affine Weyl group E$_8^{(1)}$. By deautonomisation we obtain two hitherto unknown systems, one of which turns out to be a linearisable one, and we show that both these systems arise from the deautonomisation of a non-QRT mapping. In order to unambiguously prove the integrability of these nonautonomous systems, we introduce a series of Miura transformations which allows us to prove that one of these systems is indeed a discrete Painlevé equation, related to the…
Beta-ensembles of random matrices are naturally considered as quantum integrable systems, in particular, due to their relation with conformal field theory, and more recently appeared connection with quantized Painlevé Hamiltonians. Here we demonstrate that, at least for {\it even integer} beta, these systems are classically integrable, e.g. there are Lax pairs associated with them, which we explicitly construct. To come to the result, we show that a solution of every Fokker-Planck equation in one space (and one time) dimensions can be considered as a component of an eigenvector of a Lax pair. …
We examine the algebraic complete integrability of Lotka-Volterra equations in three dimensions. We restrict our attention to Lotka-Volterra systems defined by a skew symmetric matrix. We obtain a complete classification of such systems. The classification is obtained using Painleve analysis and more specifically by the use of Kowalevski exponents. The imposition of certain integrality conditions on the Kowalevski exponents gives necessary conditions for the algebraic integrability of the corresponding systems. We also show that the conditions are sufficient.
The notion of integrability will often extend from systems with scalar-valued fields to systems with algebra-valued fields. In such extensions the properties of, and structures on, the algebra play a central role in ensuring integrability is preserved. In this paper a new theory of Frobenius-algebra valued integrable systems is developed. This is achieved for systems derived from Frobenius manifolds by utilizing the theory of tensor products for such manifolds, as developed by Kaufmann, Kontsevich and Manin \cite{Kaufmann,KMK}. By specializing this construction, using a fixed Frobenius algebra…
The integrability of a system of two symmetrically coupled higher-order nonlinear Schrödinger equations with parameter coefficients is tested by means of the singularity analysis. It is proven that the system passes the Painlevé test for integrability only in ten distinct cases, of which two are new. For one of the new cases, a Lax pair and a multi-field generalization are obtained; for the other one, the equations of the system are uncoupled by a nonlinear transformation.
As Fredholm determinants are more and more frequent in the context of stochastic integrability, we unveil the existence of a common framework in many integrable systems where they appear. This consists in a quasi-universal hierarchy of equations, partly unifying an integro-differential generalization of the Painlevé II hierarchy, the finite-time solutions of the Kardar-Parisi-Zhang equation, multi-critical fermions at finite temperature and a notable solution to the Zakharov-Shabat system associated to the largest real eigenvalue in the real Ginibre ensemble. As a byproduct, we obtain the expl…
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.
We perform a detailed study on the integrability of the Hoř% ava-Lifshitz scalar field cosmology in a Friedmann--Lema\^ı% tre--Robertson--Walker background spacetime. The approach we follow to determine the integrability is that of the Singularity Analysis. More specifically, we test if the gravitational field equations possesses the Painlevé property. For the exponential potential of the scalar field we are able to perform an analytic explicit integration of the field equations and write the solution in terms of Laurent expansion and more specifically write the solution in terms of Right Pain…
Since the classification of discrete Painlevé equations in terms of rational surfaces, there has been much interest in the range of integrable equations arising from each of the 22 surface types in Sakai's list. For all but the most degenerate type in the list, the surfaces come in families which admit affine Weyl groups of symmetries. Translation elements of this symmetry group define discrete Painlevé equations with the same number of parameters as their family of surfaces. While non-translation elements of the symmetry group have been observed to correspond to discrete systems of Painlevé-t…
We apply Frobenius integrability theorem in the search of invariants for one-dimensional Hamiltonian systems with a time-dependent potential. We obtain several classes of potential functions for which Frobenius theorem assures the existence of a two-dimensional foliation to which the motion is constrained. In particular, we derive a new infinite class of potentials for which the motion is assurately restricted to a two-dimensional foliation. In some cases, Frobenius theorem allows the explicit construction of an associated invariant. It is proven the inverse result that, if an invariant is kno…
We apply the 'almost good reduction' (AGR) criterion, which has been introduced in our previous (arXiv:1206.4456 and arXiv:1209.0223), to several classes of discrete integrable equations. We verify our conjecture that AGR plays the same role for maps of the plane define over simple finite fields as the notion of the singularity confinement does. We first prove that q-discrete analogues of the Painlevé III and IV equations have AGR. We next prove that the Hietarinta-Viallet equation, a non-integrable chaotic system also has AGR.
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…
Integrable curl-force Hamiltonians: bi-Hamiltonian structure, separability, and periodic orbits
Advanced Institute for Materials Research, Tohoku University（东北大学物质材料研究高等研究院）；Department of Mathematics, City St George’s, University of London（伦敦大学城市圣乔治学院数学系）
A new system of coupled higher-order nonlinear Schroedinger equations is proposed which passes the Painleve test for integrability well. A Lax pair and a multi-field generalization are obtained for the new system.
We study the moduli space of the spectral curves $y^2=W'(z)^2+f(z)$ which characterize the vacua of $\mathcal{N}=1$ U(n) supersymmetric gauge theories with an adjoint Higgs field and a polynomial tree level potential $W(z)$. It is shown that there is a direct way to associate a spectral density and a prepotential functional to these spectral curves. The integrable structure of the Whitham equations is used to determine the spectral curves from their moduli. An alternative characterization of the spectral curves in terms of critical points of a family of polynomial solutions $\mathbb{W}$ to Eul…
In this letter, the integrability aspects of a generalized Fisher type equation with modified diffusion in (1+1) and (2+1) dimensions are studied by carrying out a singularity structure and symmetry analysis. It is shown that the Painlevé property exists only for a special choice of the parameter ($m=2$). A Bäcklund transformation is shown to give rise to the linearizing transformation to the linear heat equation for this case ($m=2$). A Lie symmetry analysis also picks out the same case ($m=2$) as the only system among this class as having nontrivial infinite dimensional Lie algebra of symmet…
This is an extended (factor 2.5) version of arXiv:math/0601371 and arXiv:0808.3486. We present new results in the theory of the classical $θ$-functions of Jacobi: series expansions and defining ordinary differential equations (\odes). The proposed dynamical systems turn out to be Hamiltonian and define fundamental differential properties of theta-functions; they also yield an exponential quadratic extension of the canonical $θ$-series. An integrability condition of these \odes\ explains appearance of the modular $\vartheta$-constants and differential properties thereof. General solutions to al…
