本文利用 Riemann-Hilbert 方法重新研究实 Painlevé I 超越函数在自变量趋于负无穷时的渐近性，改进振荡型误差估计、给出奇异型精确误差估计，并建立相应 Hamilton 量的渐近性，同时修正文献中两处笔误。
摘要：
本文重新研究了当自变量趋于负无穷时实 Painlevé I 超越函数的渐近公式，这些公式最初由 Kapaev 利用复 WKB 方法导出。利用 Riemann-Hilbert 方法，我们改进了振荡型渐近的误差估计，并给出了奇异型渐近的精确误差估计。我们还建立了实 Painlevé I 超越函数相应 Hamilton 量的对应渐近性。此外，修正了文献中所述渐近行为中的两处笔误。
英文摘要：
In this paper, we revisit the asymptotic formulas of real Painlevé I transcendents as the independent variable tends to negative infinity, which were initially derived by Kapaev with the complex WKB method. Using the Riemann-Hilbert method, we improve the error estimates of the oscillatory type asymptotics and provide precise error estimates of the singular type asymptotics. We also establish the corresponding asymptotics for the associated Hamiltonians of real Painlevé I transcendents. In addition, two typos in the mentioned asymptotic behaviors in literature are corrected.
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.
In this paper we study the asymptotic behavior for large argument of a family of solutions of the Painlevé equation P$_{\rm VI} arising in the context of Random Matrix Theory [1]. We show this family of solutions are uniquely determined by their asymptotic properties.
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.
It is shown how to calculate asymptotics of integrals over the positive semi-axis of two functions related to the Degenerate Third Painlevé Equation (dP3). As an example, the corresponding results for the meromorphic solution of the dP3 vanishing at the origin are presented.
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.
In this paper we obtain large $z$ asymptotic expansions in the complex plane for the tau function corresponding to special function solutions of the Painlevé II differential equation. Using the fact that these tau functions can be written as $n\times n$ Wronskian determinants involving classical Airy functions, we use Heine's formula to rewrite them as $n$-fold integrals, which can be asymptotically approximated using the classical method of steepest descent in the complex plane.
In this paper we present a family of values of the parameters of the third Painlevé equation such that Puiseux series formally satisfying this equation -- considered as series of $z^{2/3}$ -- are series of exact Gevrey order one. We prove the divergence of these series and provide analytic functions which are approximated by them in sectors with the vertices at infinity.
The solutions of the perturbed first Painlevé equation $y"=6y^2-x^μ$, $μ>-4$, are uniquely determined by the free constant $C$ multiplying the exponentially small terms in the complete large $x$ asymptotic expansions. Full details are given, including the nonlinear Stokes phenomenon, and the computation of the relevant Stokes multipliers. We derive asymptotic approximations, depending on $C$, for the locations of the singularities that appear on the boundary of the sectors of validity of these exponentially-improved asymptotic expansions. Several numerical examples illustrate the power of the …
We consider a family of solutions to the Painlevé II equation $$ u''(x)=2u^3(x)+xu(x)-α\qquad \textrm{with } \a \in \mathbb{R} \cut \{0\}, $$ which have infinitely many poles on $(-\infty, 0)$. Using Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems, we rigorously derive their singular asymptotics as $x \to -\infty$. In the meantime, we extend the existing asymptotic results when $x\to +\infty$ from $\a-\frac{1}{2} \notin \mathbb{Z}$ to any real $\a$. The connection formulas are also obtained.
In this paper, we consider the Hankel determinants associated with the singularly perturbed Laguerre weight $w(x)=x^αe^{-x-t/x}$, $x\in (0, \infty)$, $t>0$ and $α>0$. When the matrix size $n\to\infty$, we obtain an asymptotic formula for the Hankel determinants, valid uniformly for $t\in (0, d]$, $d>0$ fixed. A particular Painlevé III transcendent is involved in the approximation, as well as in the large-$n$ asymptotics of the leading coefficients and recurrence coefficients for the corresponding perturbed Laguerre polynomials. The derivation is based on the asymptotic results in an earlier pa…
A system of nonlinear differential equations $x^{1+γ}\frac{dY}{dx}= F_0(x)+A(x)Y+F(x,Y)$ is considered. We study more precisely the meaning of asymptotic expansion of transformations and solutions than preceding pioneering works, by using the theory of Borel summable functions in asymptotic analysis, and apply results to Painlevé equations.
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.
We extend the technique of asymptotic series matching to exponential asymptotics expansions (transseries) and show that the extension provides a method of finding singularities of solutions of nonlinear differential equations, using asymptotic information. This transasymptotic matching method is applied to Painlevé's first equation. The solutions of P1 that are bounded in some direction towards infinity can be expressed as series of functions, obtained by generalized Borel summation of formal transseries solutions; the series converge in a neighborhood of infinity. We prove (under certain rest…
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.
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.
It is well-known that the first and second Painlevé equations admit solutions characterised by divergent asymptotic expansions near infinity in specified sectors of the complex plane. Such solutions are pole-free in these sectors and called tronquée solutions by Boutroux. In this paper, we show that similar solutions exist for the third and fourth Painlevé equations as well.
We study dynamics of solutions in the initial value space of the sixth Painlevé equation as the independent variable approaches zero. Our main results describe the repeller set, show that the number of poles and zeroes of general solutions is unbounded, and that the complex limit set of each solution exists and is compact and connected.
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.
As a new application of the method of "uniform asymptotics" proposed by Bassom, Clarkson, Law and McLeod, we provide a simpler and more rigorous proof of the connection formulas of some special solutions of the fifth Painlevé equation, which have been established earlier by Andreev and Kitaev.
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 analyze the one parameter family of tronquée solutions of the Painlevé equation \P1 in the pole-free sectors together with the region of the first array of poles. We find a convergent expansion for these solutions, containing one free parameter multiplying exponentially small corrections to the Borel summed power series. We link the position of the poles in the first array to the free parameter, and find the asymptotic expansion of the pole positions in this first array (in inverse powers of the independent variable). We show that the tritronquées are given by the condition that the paramet…
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…
We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order differential equation in one of the parameters of the weights. The non-linear difference equations form a pair of discrete Painlevé equations and the differential equation is the $σ$-form of the sixth Painlevé equation. We briefly investigate the asymptotic behavior of the recurrence coefficients as $n\to \infty$ using the discrete Painlevé equations.
We prove that there exists the unique odd meromorphic solution of dP3, $u(τ)$ such that $u(0)=0$, and study some of its properties, mainly: the coefficients of its Taylor expansion at the origin and asymptotic behaviour as $τ\to+\infty$.
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 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.
Recently in a paper by Lin, Dai and Tibboel, it was shown that the third and fourth Painlevé equations have tronquée and tritronquée solutions. We obtain global information about these tronquée and tritronquée solutions. We find their sectors of analyticity, their Borel summed representations in these sectors as well as the asymptotic position of the singularities near the boundaries of the analyticity sectors. We also correct slight errors in the paper mentioned.
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 polynomials that are orthogonal with respect to the modified Laguerre weight $z^{-n + ν} e^{-Nz} (z-1)^{2b}$ in the limit where $n, N \to \infty$ with $N/n \to 1$ and $ν$ is a fixed number in $\mathbb{R} \setminus \mathbb{N}_0$. With the effect of the factor $(z-1)^{2b}$, the local parametrix near the critical point $z =1$ can be constructed in terms of $Ψ$-functions associated with the Painleve IV equation. We show that the asymptotics of the recurrence coefficients of orthogonal polynomials can be described in terms of specified solution of the Painleve IV equation in the double sca…
The degenerate third Painleve' equation, $u"(t)=(u'(t))^2/u(t)-u'(t)/t+1/t(-8c u^2(t)+2ab)+b^2/u(t)$, where $c=+/-1$, $b>0$, and $a$ is a complex parameter, is studied via the Isomonodromy Deformation Method. Asymptotics of general regular and singular solutions $u(t)$ as $t -> +/-\infty$ and $t -> +/-i\infty$ are derived and parametrized in terms of the monodromy data of the associated 2X2 linear auxiliary problem introduced in the first part of this work [1]. Using these results, three-real-parameter families of solutions that have infinite sequences of zeroes and poles that are asymptotical…
We study the solutions of the second Painlevé equation in the space of initial conditions first constructed by Okamoto, in the limit as the independent variable, x, goes to infinity. Simultaneously, we study solutions of the related equation known as the thirty-fourth Painlevé equation. By considering degenerate cases of the autonomous flow, we recover the known special solutions, which are either rational functions or expressible in terms of Airy functions. We show that the solutions that do not vanish at infinity possess an infinite number of poles. An essential element of our construction i…
The 0-instanton solution of Painlevé I is a sequence $(u_{n,0})$ of complex numbers which appears universally in many enumerative problems in algebraic geometry, graph theory, matrix models and 2-dimensional quantum gravity. The asymptotics of the 0-instanton $(u_{n,0})$ for large $n$ were obtained by the third author using the Riemann-Hilbert approach. For $k=0,1,2,...$, the $k$-instanton solution of Painlevé I is a doubly-indexed sequence $(u_{n,k})$ of complex numbers that satisfies an explicit quadratic non-linear recursion relation. The goal of the paper is three-fold: (a) to compute the …
In this paper, We study the asymptotics of the leading coefficients and the recurrence coefficients for the orthogonal polynomials with repect to the Laguerre weight with singularity of root type and jump type at the soft edge via the Deift-Zhou steepest descent method. The asymptotic formulas of the leading coefficients and the recurrence coefficients for large n are described in terms of a class of analytic solutions to the the σ-form of the Painlevé II equation and the Painlevé XXXIV equation.
We consider the second Painlevé equation $$ u"(x)=2u^3(x)+xu(x)-α, $$ where $α$ is a nonzero constant. Using the Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems, we rigorously prove the asymptotics as $x \to \pm \infty$ for both the real and purely imaginary Ablowitz-Segur solutions, as well as the corresponding connection formulas. We also show that the real Ablowitz-Segur solutions have no real poles when $α\in (-1/2, 1/2)$.
In the small dispersion limit, solutions to the Korteweg-de Vries equation develop an interval of fast oscillations after a certain time. We obtain a universal asymptotic expansion for the Korteweg-de Vries solution near the leading edge of the oscillatory zone up to second order corrections. This expansion involves the Hastings-McLeod solution of the Painlevé II equation. We prove our results using the Riemann-Hilbert approach.
The degenerate third Painlevé equation, $u^{\prime \prime} = \frac{(u^{\prime})^{2}}{u} - \frac{u^{\prime}}τ + \frac{1}τ(-8 εu^{2} + 2ab) + \frac{b^{2}}{u}$, where $ε,b \in \mathbb{R}$, and $a \in \mathbb{C}$, and the associated tau-function are studied via the Isomonodromy Deformation Method. Connection formulae for asymptotics of the general as $τ\to \pm 0$ and $\pm i0$ solution and general regular as $τ\to \pm \infty$ and $\pm i \infty$ solution are obtained.
The classical Painlevé equations are so well known that it may come as a surprise to learn that the asymptotic description of its solutions remains incomplete. The problem lies mainly with the description of families of solutions in the complex domain. Where asymptotic descriptions are known, they are stated in the literature as valid for large connected domains, which include movable poles of families of solutions. However, asymptotic analysis necessarily assumes that the solutions are bounded and so these domains must be punctured at locations corresponding to movable poles, leading to asymp…
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 func…
We consider three special cases of the initial value problem of the first Painlevé equation (PI). Our approach is based on the method of uniform asymptotics introduced by Bassom, Clarkson, Law and McLeod. A rigorous proof of a property of the PI solutions on the negative real axis, recently revealed by Bender and Komijani, is given by approximating the Stokes multipliers. Moreover, we build more precise relation between the large initial data of the PI solutions and their three different types of behavior as the independent variable tends to negative infinity. In addition, some limiting form c…
We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity, Fokas, Its, and Kitaev, showed that there exists a critical value for t around which the asymptotics of the recurrence coefficients are described in terms of exactly specified solutions of the Painleve I equation. In this paper, we present an alternative and more direct proof of this result by means of the Deift/Zhou steepest descent analysis of the Riemann-…
The first five classical Painlevé equations are known to have solutions described by divergent asymptotic power series near infinity. Here we prove that such solutions also exist for the infinite hierarchy of equations associated with the second Painlevé equation. Moreover we prove that these are unique in certain sectors near infinity.
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…
The second Painlevé equation with a large parameter ($P_{II}$) is analyzed by using the exact WKB analysis. The purpose of this study is to investigate the problem of the degeneration of $P$-Stokes geometry of ($P_{II}$), which relates to a kind of Stokes phenomena for asymptotic (formal) solutions of ($P_{II}$). We call this Stokes phenomenon a "parametric Stokes phenomenon". We formulate the connection formula for this Stokes phenomenon, and confirm it in two ways: the first one is by computing the "Voros coefficient" of ($P_{II}$), and the second one is by using the isomonodromic deformatio…
We consider the (real) fourth Painlevé equation in which both parameters vanish, analyzing the square-roots of its solutions and paying special attention to their zeros.
In a previous paper we studied the double scaling limit of unitary random matrix ensembles of the form Z_{n,N}^{-1} |\det M|^{2α} e^{-N \Tr V(M)} dM with α> -1/2. 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 computed the limiting eigenvalue correlation kernel in the double scaling limit as n, N \to \infty such that n^{2/3}(n/N-1) = O(1) by using the Deift-Zhou steepest descent method for the Riemann-Hilbert pro…
