Polynomials related to rational solutions of Painleve' equations satisfy certain difference equations. Conditions are given to acertain that all solutions really are polynomials.
We give a survey of the connection between orthogonal polynomials, Toda lattices and related lattices, and Painlevé equations (discrete and continuous).
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics and probability and many other disciplines. In these notes we give an introduction to the use of orthogonal polynomials in random matrix theory, we explain the notion of multiple orthogonal polynomials, and we show the link with certain non-linear difference and differential equations known as Painlevé equations.
We study bivariate orthogonal polynomials associated with Freud weight functions depending on real parameters. We analyze relations between the matrix coefficients of the three term relations for the orthonormal polynomials as well as the coefficients of the structure relations satisfied by these bivariate semiclassical orthogonal polynomials, also a matrix differential-difference equation for the bivariate orthogonal polynomials is deduced. The extension of the Painlevé equation for the coefficients of the three term relations to the bivariate case and a two dimensional version of the Langmui…
The Painlevé equations are here connected to other classes of equations with the Painlevé Property (Ince's equations) by the same degeneracy procedure that connects the Painlevé equations (coalescence). These Ince's equations here are also connected among themselves like in the traditional Painlevé's coalescence cascade. Such degeneracy is considered also for the special equations, symmetric equations and Bäcklund transformations.
Over the last decade it has become clear that discrete Painlevé equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlevé equation and determining its type according to Sakai's classification scheme, understanding whether it is equivalent to some known (model) example, and especially finding an explicit change of coordinates transforming it to such an example, becomes one of the central ones. Fortunately, Sakai's geometric theory provides an almost algorithmic procedure for answer…
Modified Painlevé systems with meromorphic solutions for polynomial Hamiltonians of all degrees
Faculty of Mathematics Informatics and Mechanics, University of Warsaw(华沙大学数学、信息学与机械学院);School of Mathematics and Physics, University of Portsmouth(朴茨茅斯大学数学与物理学院)
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…
These are the lecture notes for a course on exceptional polynomials taught at the \textit{AIMS-Volkswagen Stiftung Workshop on Introduction to Orthogonal Polynomials and Applications} that took place in Douala (Cameroon) from October 5-12, 2018. They summarize the basic results and construction of exceptional poynomials, developed over the past ten years. In addition, some new results are presented on the construction of rational solutions to Painlevé equation PIV and its higher order generalizations that belong to the $A_{2n}^{(1)}$-Painlevé hierarchy. The construction is based on dressing ch…
In this paper we present a general scheme for how to relate differential equations for the recurrence coefficients of semi-classical orthogonal polynomials to the Painlevé equations using the geometric framework of the Okamoto Space of Initial Conditions. We demonstrate this procedure in two examples. For semi-classical Laguerre polynomials appearing in \cite{HC17}, we show how the recurrence coefficients are connected to the fourth Painlevé equation. For discrete orthogonal polynomials associated with the hypergeometric weight appearing in \cite{FVA18} we discuss the relation of the recurrenc…
In this paper we study different Hamiltonian systems with polynomial and rational Hamiltonians associated with the generic third Painlevé equation and present explicit birational transformations relating them.
The Painleve-IV equation has two families of rational solutions generated respectively by the generalized Hermite polynomials and the generalized Okamoto polynomials. We apply the isomonodromy method to represent all of these rational solutions by means of two related Riemann-Hilbert problems, each of which involves two integer-valued parameters related to the two parameters in the Painleve-IV equation. We then use the steepest-descent method to analyze the rational solutions in the limit that at least one of the parameters is large. Our analysis provides rigorous justification for formal asym…
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…