O Costin, R D Costin
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.
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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.
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.
The critical and asymptotic behaviors of solutions of the sixth Painlevé equation, an their parametrization in terms of monodromy data, are synthetically reviewed. The explicit formulas are given. This paper has been withdrawn by the author himself, because some improvements are necessary.
In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{ρ_j} $ were derived.Here it is shown that in the case $ m=3 $ these difference equations, when applied to the calculation of the underlying U(N) average, reduce to a coupled system identifiable with that obtained by Adler and van Moerbeke using methods of the Toeplitz lattice and Virasoro constraints. Moreover it is shown that this coupled system can be reduced to yield the discrete fifth Painlev…
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 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…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determinants. These distributions are well known to be $τ$-functions for Painlevé systems, allowing for the former to be characterised as the solution of certain nonlinear equations. We consider the random matri…
The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference equations of certain coefficient functions appearing in the theory. A natural formulation of the Riemann-Hilbert problem is presented which has as its solution the above system of orthogonal polynomials and associated functions. In particular for the case of regular semi-classical weights on the unit circle $ w(z) = \prod^m_{j=1}(z-z_j(t))^{ρ_j} $, consisting…
A Tau function for $q$-Painlevé VI as a Fredholm determinant
本文通过黎曼-希尔伯特问题构造了q-Painlevé VI方程的Tau函数为弗雷德霍姆行列式，揭示其消失条件，关联其与qPVI超越函数的关系，并推导了小时间下的渐近展开。
We study a relationship between regular flat structures and generalized Okubo systems. We show that the space of variables of isomonodromic deformations of a regular generalized Okubo system can be equipped with a flat structure. As its consequence, we introduce flat structures on the spaces of independent variables of generic solutions to (classical) Painlevé equations (except for PI). In our framework, the Painlevé equations PVI-PII can be treated uniformly as just one system of differential equations called the four-dimensional extended WDVV equation. Then the well-known coalescence cascade…
We classify all functions satisfying non-trivial families of PVI equations. It turns out that, up to an Okamoto equivalence, there are exactly four families parameterized by affine planes or lines. Each affine space is generated by points of "geometric origin", associated either to deformations of elliptic surfaces with four singular fibers, or to deformations of three-sheeted covers of the projective line with branching locus consisting of four points.
We prove that if y" = f(y,y',t,α, β,..) is a generic Painleve equation (i.e. an equation in one of the families PI-PVI but with the complex parameters α, β,.. algebraically independent) then any algebraic dependence over C(t) between a set of solutions and their derivatives (y_1,..,y_n,y_1',..,y_n') is witnessed by a pair of solutions and their derivatives (y_i,y_i',y_j,y_j'). The proof combines work by the Japanese school on "irreducibility" of the Painleve equations, with the trichomoty theorem for strongly minimal sets in differentially closed fields.
I study the solutions of a particular family of Painlevé VI equations with the parameters $β=γ=0, δ=1/2$ and $2α=(2μ-1)^2$, for $2μ\in\interi$. I show that the case of half-integer $μ$ is integrable and that the solutions are of two types: the so-called Picard solutions and the so-called Chazy solutions. I give explicit formulae for them and completely determine their asymptotic behaviour near the singular points $0,1,\infty$ and their nonlinear monodromy. I study the structure of analytic continuation of the solutions to the PVI$μ$ equation for any $μ$ such that $2μ\in\interi$. As an applicat…
Using a simple operator-norm estimate we show that the solution to the second Painlevé equation within the Ablowitz-Segur family is pole-free in a well defined region of the complex plane of the independent variable. The result is illustrated with several numerical examples.
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.
In families of Painlevé VI differential equations having common algebraic solutions we classify all the members which come from geometry, i.e. the corresponding linear differential equations which are Picard-Fuchs associated to families of algebraic varieties. In our case, we have one family with zero dimensional fibers and all others are families of curves. We use the classification of families of elliptic curves with four singular fibers done by Herfurtner in 1992 and generalize the results of Doran in 2001 and Ben Hamed and Gavrilov in 2005.
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.
We construct a family of second-order linear difference equations parametrized by the hypergeometric solution of the elliptic Painlevé equation (or higher-order analogues), and admitting a large family of monodromy-preserving deformations. The solutions are certain semiclassical biorthogonal functions (and their Cauchy transforms), biorthogonal with respect to higher-order analogues of Spiridonov's elliptic beta integral.
We find a four-parameter family of coupled Painlevé VI systems in dimension four with affine Weyl group symmetry of type $A_7^{(2)}$. This is the first example which gave higher-order Painlevé equations of type $A_{2l+5}^{(2)}$. We then give an explicit description of a confluence process from this system to a 3-parameter family of coupled Painlevé V and III systems in dimension four with $W(A_5^{(2)})$-symmetry. For a degenerate system of $A_5^{(2)}$ system, we also find a two-parameter family of ordinary differential systems in dimension four with affine Weyl group symmetry of type $D_4^{(3)…
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…
We consider the q-Painlevé equation of type $A_4^{(1)}$ (a version of q-Painlevé V equation) and construct a family of solutions expressible in terms of certain basic hypergeometric series. We also present the determinant formula for the solutions.
In this paper, we show that the family of moduli spaces of $\balpha'$-stable $(\bt, \blambda)$-parabolic $ϕ$-connections of rank 2 over $\BP^1$ with 4-regular singular points and the fixed determinant bundle of degree -1 is isomorphic to the family of Okamoto--Painlevé pairs introduced by Okamoto \cite{O1} and \cite{STT02}. We also discuss about the generalization of our theory to the case where the rank of the connections and genus of the base curve are arbitrary. Defining isomonodromic flows on the family of moduli space of stable parabolic connections via the Riemann-Hilbert correspondences…
We find a four-parameter family of coupled Painlevé VI systems in dimension four with affine Weyl group symmetry of type $E_6^{(2)}$. This is the first example which gave higher order Painlevé type systems of type $E_{6}^{(2)}$. We study its symmetry and holomorphy conditions.
We find and study a two-parameter family of coupled Painlevé II systems in dimension four with affine Weyl group symmetry of several types. Moreover, we find a three-parameter family of polynomial Hamiltonian systems in two variables $t,s$. Setting $s=0$, we can obtain an autonomous version of the coupled Painlevé II systems. We also show its symmetry and holomorphy conditions.
We review some aspects of recent work concerning double scaling limits of singularly perturbed hermitian random matrix models and their connection to Painlevé equations. We present new results showing how a Painlevé III hierarchy recently proposed by the author can be connected to the Lenard recursion formula used to construct the Painlevé I and II hierarchies.
Unique special solution for discrete Painlevé II
本文证明具有初值 $a_{-1}=-1$ 的离散 Painlevé II 方程存在唯一满足 $-1 < a_n < 1$ 的解，该解对应单位圆上正交多项式的 Verblunsky 系数，并基于正交多项式方法给出不同于 Duits 和 Holcomb 的新证明及该解的上界。
This article studies a confluence of a pair of regular singular points to an irregular one in a generic family of time-dependent Hamiltonian systems in dimension 2. This is a general setting for the understanding of the degeneration of the sixth Painleve equation to the fifth one. The main result is a theorem of sectoral normalization of the family to an integrable formal normal form, through which is explained the relation between the local monodromy operators at the two regular singularities and the non-linear Stokes phenomenon at the irregular singularity of the limit system. The problem of…
We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight. Our ladder operator formalism and the associated compatibility conditions give an easy determination of the recurrence coefficients. For $t>0,$ the factor $\rex^{-t/x}$ induces an infinitely strong zero at $x=0.$ With the aid of the compatibility conditions, the recurrence coefficients are expressed in terms of a set of auxiliary quantities that satisfy a syst…
We show that a 2-parameter family of $τ$-functions for the first Painlevé equation can be constructed by the discrete Fourier transform of the topological recursion partition function for a family of elliptic curves. We also perform an exact WKB theoretic computation of the Stokes multipliers of associated isomonodromy system assuming certain conjectures.
We find a two-parameter family of coupled Painlevé systems in dimension four with affine Weyl group symmetry of type $A_4^{(2)}$. For a degenerate system of $A_4^{(2)}$ system, we also find a one-parameter family of coupled Painlevé systems in dimension four with affine Weyl group symmetry of type $A_1^{(1)}$. We show that for each system, we give its symmetry and holomorphy conditions. These symmetries, holomorphy conditions and invariant divisors are new. Moreover, we find a one-parameter family of partial differential systems in three variables with $W(A_1^{(1)})$-symmetry. We show the rela…
In this paper, we study the second member of the second Painlevé hierarchy $P_{II}^{(2)}$. We show that the birational transformations take this equation to the polynomial Hamiltonian system in dimension four, and this Hamiltonian system can be considered as a 1-parameter family of coupled Painlevé systems. This Hamiltonian is new. We also show that this system admits extended affine Weyl group symmetry of type $A_1^{(1)}$, and can be recovered by its holomorphy conditions. We also study a fifth-order ordinary differential equation satisfied by this Hamiltonian. After we transform this equatio…
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 $γ=0$…
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…
We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are built out of functions associated with the Painlevé I hierarchy. The Fredholm determinants related to those kernels are higher order generalizations of the Tracy-Widom distribution. We give an explicit expression for the determinants in terms of a distinguished smooth solution to the Painlevé II hierarchy. In addition we compute large gap asymptotics for the …
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.
We study the global analytic properties of the solutions of a particular family of Painleve' VI equations with the parameters $β=γ=0$, $δ={1\over2}$ and $α$ arbitrary. We introduce a class of solutions having critical behaviour of algebraic type, and completely compute the structure of the analytic continuation of these solutions in terms of an auxiliary reflection group in the three dimensional space. The analytic continuation is given in terms of an action of the braid group on the triples of generators of the reflection group. This result is used to classify all the algebraic solutions of o…
For more than a century, the Painlevé I equation has played an important role in both physics and mathematics. Its two-parameter family of solutions was studied in many different ways, yet still leads to new surprises and discoveries. Two popular tools in these studies are the theory of isomonodromic deformation that uses the exact WKB method, and the asymptotic description of transcendents in terms of two-parameter transseries. Combining methods from both schools of thought, and following work by Takei and collaborators, we find complete, two-parameter connection formulae for solutions when t…
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix limit several associated quantities converge to limits which are universal in both the potential and the family of multiplicative statistics considered. In turn, such universal limits are described by the integro-differential Painlevé II equation, and in particular they connect the random matrix models considered with the narrow wedge solution to the KPZ eq…
Poncelet pairs of a circle and parabolas from a confocal family and Painlevé VI equations
研究圆与抛物线的Poncelet对，揭示等周期性性质，并构造Painlevé VI方程的代数解。
In this paper we study the integrability of the Hamiltonian system associated to the fourth Painlevé equation. We prove that one two parametric family of this Hamiltonian system is not integrable in the sense of the Liouville-Arnold theorem. Computing explicitly the Stokes matrices and the formal invariants of the second variational equations we deduce that the connected component of the unit element of the corresponding Galois grou is not Abelian. Thus the Morales-Ramis-Simó theory leads to a non-integrable result. Moreover, combining the new result with our previous one we establish that for…
In this paper the Riemann-Hilbert problem, with jump supported on a appropriate curve on the complex plane with a finite endpoint at the origin, is used for the study of corresponding matrix biorthogonal polynomials associated with Laguerre type matrices of weights ---which are constructed in terms of a given matrix Pearson equation. First and second order differential systems for the fundamental matrix, solution of the mentioned Riemann-Hilbert problem are derived. An explicit and general example is presented to illustrate the theoretical results of the work. Related matrix eigenvalue problem…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^α e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times n$ Hermitian matrix, $α>-1/2$ and $t\in\mathbb R$, in double scaling limits where $n\to\infty$ and simultaneously $t\to 0$. If $t$ is proportional to $1/n^2$, a transition takes place which can be described in terms of a family of solutions to the Painlevé V equation. These Painlevé solutions are in general transcendental functions, but for certain values of $α$, …
Trans-Series Asymptotics of Solutions to the Degenerate Painlevé III Equation: A Case Study
本文通过等单值形变形方法，将退化 Painlevé III 方程（DP3E）解的跨级数渐近用相关线性辅助问题的单值性数据参数化，并获得了相关哈密顿量、辅助函数及 sigma 形式解的渐近，同时推导了 DP3E 的李点对称性作用。
Painleve transcendents are usually considered as complex functions of a complex variable, but in applications it is often the real cases that are of interest. Under a reasonable assumption (concerning the behavior of a dynamical system associated with Painleve IV, as discussed in a recent paper), we give a number of results towards a classification of the real solutions of Painleve IV (or, more precisely, symmetric Painleve IV), according to their asymptotic behavior and singularities. We show the existence of globally nonsingular real solutions of symmetric Painleve IV for arbitrary nonzero v…
We obtain the double scaling asymptotic behavior of the recurrence coefficients and the partition function at the critical point of the $N\times N$ Hermitian random matrix model with cubic potential. We prove that the recurrence coefficients admit an asymptotic expansion in powers of $N^{-2/5}$, and in the leading order the asymptotic behavior of the recurrence coefficients is given by a Boutroux tronquée solution to the Painlevé I equation. We also obtain the double scaling limit of the partition function, and we prove that the poles of the tronquée solution are limits of zeros of the partiti…
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 obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey Szegő's strong limit theorem. If $t=0$, the symbol possesses a Fisher-Hartwig singularity. Letting $t\to 0$ we analyze the emergence of a Fisher-Hartwig singularity and a transition between the two different types of asymptotic behavior for Toeplitz determinants. This transition is described by a special Painlevé V transcendent. A particular case of our result complements the classical description of…
Differential Equations for Approximate Solutions of Painlevé Equations: Application to the Algebraic Solutions of the Painlevé-III $({\rm D}_7)$ Equation
本文利用Alexander Its提出的方法，从外参数矩阵的简单条件直接导出极限微分方程，建立Painlevé-III (D$_7$)代数解的局部近似与Weierstrass方程的联系。
We consider a family of tronquée solutions of the Painelvé II equation \begin{equation*} q''(s)=2q(s)^3+sq(s)-(2α+\frac12), \qquad α> -\frac12, \end{equation*} which is characterized by the Stokes multipliers $$s_1=-e^{-2απi },\quad s_2=ω, \quad s_3=-e^{2 απi} $$ with $ω$ being a free parameter. These solutions include the well-known generalized Hastings-McLeod solution as a special case if $ω=0$. We derive asymptotics of integrals of the tronquée solutions and the associated Hamiltonians over the real axis for $α> -1/2$ and $ω\geq 0$, with the constant terms evaluated explicitly. Our results …
Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations
本文研究由变形Airy核Fredholm行列式对数导数构造的KdV方程无界解，揭示其与积分微分Painlevé方程的联系，并给出t→0时的一致渐近，改进KPZ方程窄楔解尾部估计。
We study solutions $(x_n)_{n \in \mathbb{N}}$ of nonhomogeneous nonlinear second order difference equations of the type $\ell_n = x_n ( σ_{n,1} x_{n+1} + σ_{n,0} x_n + σ_{n,-1} x_{n-1} ) + κ_n x_n$, with given initial data $x_0 \in \mathbb{R}$, $x_1 \in \mathbb{R}^+$ where $(\ell_n)_{n\in\mathbb{N}} \in \mathbb{R}^+$, $(σ_{n,0})_{n\in\mathbb{N}} \in \mathbb{R}^+$ and $(κ_n)_{n\in\mathbb{N}} \in \mathbb{R}$ and the left and right $σ$-coefficients satisfy either $(σ_{n,1})_{n\in\mathbb{N}} \in \mathbb{R}^+$ and $(σ_{n,-1})_{n\in \mathbb{N}} \in \mathbb{R}^+$ or $(σ_{n,1})_{n\in\mathbb{N}} \in \m…
Delay Painlevé-I equation, associated polynomials and Masur-Veech volumes
本文研究由 Shabat 穿衣链延迟周期约化得到的延迟 Painlevé-I 方程，构造其形式整函数解并引入 Bernoulli-Catalan 多项式，用 $A_1^{(1)}$ 仿射 Weyl 群刻画奇点结构，并重新推导 Masur-Veech 体积公式。
We construct algebro-geometric upper triangular solutions of rank two Schlesinger systems. Using these solutions we derive two families of solutions to the sixth Painlevé equation with parameters $({1}/{8}, -{1}/{8}, {1}/{8}, {3}/{8})$ expressed in simple forms using periods of differentials on elliptic curves. Similarly for every integer $n$ different from $0$ and $-1$ we obtain one family of solutions to the sixth Painlevé equation with parameters $(\frac{9n^2+12n+4}{8}, -\frac{n^2}{8}, \frac{n^2}{8}, \frac{4-n^2}{8})$.
We study a family of Liénard--type equations. Such equations are used for the description of various processes in physics, mechanics and biology and also appear as traveling--wave reductions of some nonlinear partial differential equations. In this work we find new conditions for the integrability of this equations family. To this end we use an approach, which is bases on application of nonlocal transformations. By studying connections between this family of Liénard--type equations and type III Painlevé--Gambier equations, we obtain four new integrability criteria. We illustrate our results by…
The $b$-family is a one-parameter family of Hamiltonian partial differential equations of non-evolutionary type, which arises in shallow water wave theory. It admits a variety of solutions, including the celebrated peakons, which are weak solutions in the form of peaked solitons with a discontinuous first derivative at the peaks, as well as other interesting solutions that have been obtained in exact form and/or numerically. In each of the special cases $b=2,3$ (the Camassa-Holm and Degasperis-Procesi equations, respectively) the equation is completely integrable, in the sense that it admits a…
Geometry of the Ising persistence problem and the universal Bonnet-Manin Painlevé VI distribution
本文研究了非马尔可夫随机过程的持久性概率分布，揭示了其与皮埃-VI方程的关系，并通过几何解释阐明了持久性指数的来源。
Painlevé-III Monodromy Maps Under the $D_6\to D_8$ Confluence and Applications to the Large-Parameter Asymptotics of Rational Solutions
该研究通过Bäcklund变换生成Painlevé-III($D_6$)的解族，结合级数分析与Riemann-Hilbert方法证明其在大参数标度下收敛于Painlevé-III($D_8$)的解，并推导了相关有理解、Umemura多项式的渐近性质。
On the integrable structure of deformed sine kernel determinants
本文研究了由权重函数 w 参数化的 sine 核变形相关的 Fredholm 行列式，建立了其与推广的第五 Painlevé 方程的积分微分方程组的联系，并证明该方法能针对一大类初始数据显式求解可积 PDE。
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