For the fifth Painlevé transcendents an asymptotic representation by the Jacobi $\mathrm{sn}$-function is presented in cheese-like strips along generic directions near the point at infinity. Its elliptic main part may be understood to depend on the phase shift as a single integration constant, which is parametrised by monodromy data for the associated isomonodromy deformation. The other integration constant is contained in the error term or in a correction function. This paper contains corrections of the Stokes graph and of the related results in the early version.
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.
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.
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.
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…
In this paper classical solutions of the degenerate fifth Painlevé equation are classified, which include hierarchies of algebraic solutions and solutions expressible in terms of Bessel functions. Solutions of the degenerate fifth Painlevé equation are known to expressible in terms of the third Painlevé equation. Two applications of these classical solutions are discussed, deriving exact solutions of the complex sine-Gordon equation and of the coefficients in the three-term recurrence relation associated with generalised Charlier polynomials.
In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlevé transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the last part of this article, we list several open problems.
We will study special solutions of the fourth, fifth and sixth Painlevé equations with generic values of parameters whose linear monodromy can be calculated explicitly. We will show the relation between Umemura's classical solutions and our solutions.
For a general solution of the degenerate third Painlevé equation we show the Boutroux ansatz near the point at infinity. It admits an asymptotic representation in terms of the Weierstrass pe-function in cheese-like strips along generic directions. The expression is obtained by using isomonodromy deformation of a linear system governed by the degenerate third Painlevé equation.
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…
In the work we use integral formulas for calculating the monodromy data for the Painlevé-2 equation. The perturbation theory for the auxiliary linear system is constructed and formulas for the variation of the monodromy data are obtained. We also derive a formula for solving the linearized Painlevé-2 equation based on the Fourier-type integral of the squared solutions of the auxiliary linear system of equations.
We present transformations relating the third transcendent of Painlevé with parameter sets located at the corners of the Weyl chamber for the symmetry group of the system, the affine Weyl group of the root system $ B^{(1)}_2 $, to those at the origin. This transformation entails a scaling of the independent variable, and implies additive identities for the canonical Hamiltonians and product identities for the $τ$-functions with these parameter sets.
This is a sequel to papers by the last two authors making the Riemann-Hilbert correspondence and isomonodromy explicit. For the degenerate fifth Painlevé equation, the moduli spaces for connections and for monodromy are explicitly computed. It is proven that the extended Riemann-Hilbert morphism is an isomorphism. As a consequence these equations have the Painlevé property and the Okamoto-Painlevé space is identified with a moduli space of connections. Using MAPLE computations, one obtains formulas for the degenerate fifth Painlevé equation, for the Bäcklund transformations.
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 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.
When the independent variable is close to a critical point, it is shown that PVI can be asymptotically reduced to PIII. In this way, it is possible to compute the leading term of the critical behaviors of PVI transcendents starting from the behaviors of PIII transcendents.
We study the asymptotic behaviour of the solutions of the generic ($D_6^{(1)}$-type) third Painlevé equation in the space of initial values as the independent variable approaches infinity (or zero) and show that the limit set of each solution is compact and connected. Moreover, we prove that any solution with essential singularity at infinity has an infinite number of poles and zeroes, and similarly at the origin.
The question under consideration is Gevrey summability of power expansions of solutions to the third and fifth Painlevé equations near infinity. Methods of French and Japaneese schools are used to analyse these properties of formal power-series solutions. The results obtained are compared with the ones obtained by means of Power Geometry.
We study the asymptotic behaviour of the solutions of the fifth Painlevé equation as the independent variable approaches zero and infinity in the space of initial values. We show that the limit set of each solution is compact and connected and, moreover, that any solution with the essential singularity at zero has an infinite number of poles and zeroes, and any solution with the essential singularity at infinity has infinite number of poles and takes value $1$ infinitely many times.
We present some observations on the tau-function for the fourth Painlevé equation. By considering a Hirota bilinear equation of order four for this tau-function, we describe the general form of the Taylor expansion around an arbitrary movable zero. The corresponding Taylor series for the tau-functions of the first and second Painlevé equations, as well as that for the Weierstrass sigma function, arise naturally as special cases, by setting certain parameters to zero.
We study the asymptotic behaviour of solutions of the fourth Pain\-levé equation as the independent variable goes to infinity in its space of (complex) initial values, which is a generalisation of phase space described by Okamoto. We show that the limit set of each solution is compact and connected and, moreover, that any non-special solution has an infinite number of poles and infinite number of zeroes.
We develop the theory of irregular conformal blocks of the Virasoro algebra. In previous studies, expansions of irregular conformal blocks at regular singular points were obtained as degeneration limits of regular conformal blocks; however, such expansions at irregular singular points were not clearly understood. This is because precise definitions of irregular vertex operators had not been provided previously. In this paper, we present precise definitions of irregular vertex operators of two types and we prove that one of our vertex operators exists uniquely. Then, we define irregular conform…
We study the recurrence coefficients of the orthogonal polynomials with respect to a semi-classical extension of the Krawtchouk weight. We derive a coupled discrete system for these coefficients and show that they satisfy the fifth Painlevé equation when viewed as functions of one of the parameters in the weight.
We apply the uniform asymptotics method proposed by Bassom, Clarkson, Law and McLeod to a special Painlevé V equation, and we provide a simpler and more rigorous proof of the connection formulas for a special solution of the equation, which have been established earlier by McCoy and Tang via the isomonodromy and WKB methods.
We investigate generalizations of the Charlier polynomials on the lattice $\mathbb{N}$, on the shifted lattice $\mathbb{N}+1-β$ and on the bi-lattice $\mathbb{N}\cup (\mathbb{N}+1-β)$. We show that the coefficients of the three-term recurrence relation for the orthogonal polynomials are related to solutions of the fifth Painlevé equation PV (which can be transformed to the third Painlevé equation). Initial conditions for different lattices can be transformed to the classical solutions of PV with special values of the parameters.
In this paper, we consider polynomials orthogonal with respect to a varying perturbed Laguerre weight $e^{-n(z-\log z+t/z)}$ for $t<0$ and $z$ on certain contours in the complex plane. When the parameters $n$, $t$ and the degree $k$ are fixed, the Hankel determinant for the singular complex weight is shown to be the isomonodromy $τ$-function of the Painlevé III equation. When the degree $k=n$, $n$ is large and $t$ is close to a critical value, inspired by the study of the Wigner time delay in quantum transport, we show that the double scaling asymptotic behaviors of the recurrence coefficients…
We will consider four hierarchies of higher order analogues of the fourth (P4) and fifth (P5) Painleve equations. The necessary and sufficient conditions for having rational solutions will be presented. Further we well consider two more hierarchies of the (P4). We well show that both of them admit the solution in the form of $1/x$. The last result shows that all the considered P4-hierarchies have the common property: they assume the solution $1/x$ as also the original P4 does.
The third, fifth and sixth Painlevé equations are studied by means of the weighted projective spaces ${\mathbb C}P^3(p,q,r,s)$ with suitable weights $(p,q,r,s)$ determined by the Newton polyhedrons of the equations. Singular normal forms of the equations, symplectic atlases of the spaces of initial conditions, Riccati solutions and Boutroux's coordinates are systematically studied in a unified way with the aid of the orbifold structure of ${\mathbb C}P^3(p,q,r,s)$ and dynamical systems theory.
The article studies the Fifth Painlevé equation and of the nonlinear Stokes phenomenon at its irregular singularity at infinity from the point of view of confluence from the Sixth Painlevé equation. This approach is developped separately on both sides of the Riemann-Hilbert correspondance. On the side of the nonlinear Painlevé-Okamoto foliation the relation between the nonlinear monodromy group of Painlevé VI and the "nonlinear wild monodromy pseudogroup" of Painlevé V (that is the pseudogroup generated by nonlinear monodromy, nonlinear Stokes operators and nonlinear exponential torus) is expl…
We consider a degeneration of the $q$-matrix sixth Painlevé system. As a result, we obtain a system of non-linear $q$-difference equations, which describes a deformation of a certain non-Fuchsian linear $q$-difference system. We define the spectral type for non-Fuchsian $q$-difference systems and characterize the associated linear problem in terms of the spectral type. We also consider a continuous limit of the non-linear $q$-difference system and show that the resulting system of non-linear differential equations coincides with the matrix fifth Painlevé system.
We modify the classical Paley-Wiener spaces $PW_x$ of entire functions of finite exponential type at most $x>0$, which are square integrable on the real line, via the additional condition of vanishing at finitely many complex points $z_1, ..., z_n$. We compute the reproducing kernels and relate their variations with respect to $x$ to a Krein differential system, whose coefficient (which we call the $μ$-function) and solutions have determinantal expressions. Arguments specific to the case where the "trivial zeros" $z_1, ..., z_n$ are in arithmetic progression on the imaginary axis allow us to e…
We consider a connection problem of the first Painlevé equation ($\mathrm{P_I}$), trying to connect the local behavior (Laurent series) near poles and the asymptotic behavior as the variable $t$ tends to negative infinity for real $\mathrm{P_I}$ functions. We get a classification of the real $\mathrm{P_I}$ functions in terms of $(p,H)$ so that they behave differently at the negative infinity, where $p$ is the location of a pole and $H$ is the free parameter in the Laurent series. Some limiting-form connection formulas of $\mathrm{P_I}$ functions are obtained for large $H$. Specifically, for th…
For the fifth Painlevé equation, we present families of convergent series solutions near the origin and the corresponding monodromy data for the associated isomonodromy linear system. These solutions are of complex power type, of inverse logarithmic type and of Taylor series type. It is also possible to compute the monodromy data in non-generic cases. Solutions of logarithmic type are derived from those of inverse logarithmic type through a Bäcklund transformation found by Gromak. In a special case the complex power type of solutions have relatively simple oscillatory expressions. For the comp…
This expository article written for the Notices of the American Mathematical Society provides an overview of transcendental functions arising as solutions of the discrete Painlevé equations, for which the developments of the last two decades have been rich and dynamic. These equations arise at the center of many viewpoints: random matrix theory, algebra, algebraic geometry, dynamical systems and the theory of transcendental functions. The purpose of this article is to reveal this confluence and modern perspectives on it.
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…
For the Painlevé 6 transcendents, we provide a unitary description of the critical behaviours, the connection formulae, their complete tabulation, and the asymptotic distribution of the poles close to a critical point.
A Tau function for $q$-Painlevé VI as a Fredholm determinant
Mathematical Institute, Andrew Wiles Building, Woodstock Rd, Oxford OX2 6GG, United Kingdom（数学研究所）；School of Mathematics and Statistics, University of Sydney, Camperdown, NSW 2006, Australia（悉尼大学数学与统计学院）
The paper concerns asymptotic studies for the sixth Painlevé transcendent as independent variable tends to infinity. The primary tool is averaging and the Whitham method. Elliptic ansatz, appropriate modulation equation and asymptotics for some partial solution to PVI are found.
The critical and asymptotic behaviors of solutions of the sixth Painlevé equation PVI, obtained in the framework of the monodromy preserving deformation method, and their explicit parametrization in terms of monodromy data, are tabulated.
We consider the $n{\times}n$ matrix linear differential systems in the complex plane. We find necessary and sufficient conditions under which these systems have meromorphic fundamental solutions. Using the operator identity method we construct a set of systems which have meromorphic solutions. We prove that the well known operator with the sine kernel generates a class of meromorphic Painleve type functions. The fifth Painleve function belongs to this class. Hence we obtain a new and simple proof that the fifth Painleve function is meromorphic.
We demonstrate that a system of bi-orthogonal polynomials and their associated functions corresponding to a regular semi-classical weight on the unit circle constitute a class of general classical solutions to the Garnier systems by explicitly constructing its Hamiltonian formulation and showing that it coincides with that of a Garnier system. Such systems can also be characterised by recurrence relations of the discrete Painlevé type, for example in the case with one free deformation variable the system was found to be characterised by a solution to the discrete fifth Painlevé equation. Here …
In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a Painlevé V transcendent in $ σ$-form. However the boundary conditions for the corresponding differential equation were not specified for the full parameter space. Here this task is accomplished in general, and the obtained functional form is compared against the most general small $ s $ behaviour of the Painlevé V equation in $ σ$-form known from the work of Jimb…
