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.
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.
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.
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…
The higher order Painleve system of type D^{(1)}_{2n+2} was proposed by Y. Sasano as an extension of the sixth Painleve equation for the affine Weyl group symmetry with the aid of algebraic geometry for Okamoto initial value space. In this article, we give it as the monodromy preserving deformation of a Fuchsian system.
We will study two types of special solutions of the sixth Painleve equation, which are invariant under the symmetries obtained from the Backlund transformations. In most cases, the fixed points of the Backlund transformations are classical solution, but our solutions are not classical for generic parameters. We will calculate the linear monodromy of these solutions exactly, and we will characterize them on Fricke's cubic surface of monodromy.
The WKB theoretic transformation theorem established in [KT2] implies that the first Painleve equation gives a normal form of Painleve equations with a large parameter near a simple P-turning point. In this paper we extend this result and show that the second Painleve equation (PII) and the third Painleve equation (PIII'(D7)) of type D7 give a normal form of Painleve equations on a degenerate P-Stokes segments connecting two different simple P-turning points and on a degenerate P-Stokes segment of loop-type, respectively. That is, any 2-parameter formal solution of a Painleve equation is reduc…
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 Painlevé VI equation with parameter $(\frac {9}{8},\frac{-1}{8},\frac{1}{8},\frac{3}{8})$. We prove (i) An explicit formula to count the number of poles of an algebraic solution with the monodromy group $D_{N}$, where $D_{N}$ is the dihedral group of order $2N$. (ii) There are only four solutions without poles in $\mathbb{C}\backslash \left \{ 0,1\right \} $. (iii) If the monodromy group of the associated linear ODE of a solution $λ\left( t\right) $ is unitary, then $λ( t) $ has no poles in $\mathbb{R}% \backslash \{ 0,1\} $.
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…
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.
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…
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 prove that if y" = f(y,y',t) is a generic Painleve equation from among the classes II to V then any collection of distinct solutions and their derivatives are algebraically independent over C(t). (Already proved by Nishioka for the single Painleve I equation). For generic Painleve VI we prove a slightly weaker statement.
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.
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.
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.
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.
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.
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 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 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…
The isomonodromy deformation equation for a 2x2 matrix linear ODE with a large parameter can be locally reduced to a (hyper)elliptic equation. To globalize this result, we apply the isomonodromy deformation method and obtain the modulation equations for the asymptotic algebraic curve. The method is applied to the degenerate solution of the Painleve first equation.
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…
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…
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.
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 exhibit a remarkable connection between sixth equation of Painleve list and infinite families of explicitly uniformizable algebraic curves. Fuchsian equations, congruences for group transformations, differential calculus of functions and differentials on corresponding Riemann surfaces, Abelian integrals, analytic connections (generalizations of Chazy's equations), and other attributes of uniformization can be obtained for these curves. As byproducts of the theory, we establish relations between Picard-Hitchin's curves, hyperelliptic curves, punctured tori, Heun's equations, and the famous d…
We study the monodromy of Painlevé VI equation from a dynamical point of view. This is applied to the description of bounded orbits, and to a proof of the irreducibility of Painlevé VI equation in the sens of Casale and Malgrange. On our way, we compute the entropy of each element of the monodromy group, and we precise the dictionary between character varieties and Painlevé equations.
In this paper, we give a systematic construction of ten isomonodromic families of connections of rank two on $\mathbb{P}^1$ inducing Painlevé equations. The classification of ten families is given by considering the Riemann-Hilbert morphism from a moduli space of connections with certain type of regular and irregular singularities to a corresponding catetorical moduli space of analytic data (i.e., ordinary monodromy, Stokes matrices and links), which is called the monodromy space. Explicit equations of the monodromy spaces for ten families are calculated. Moreover, we obtain natural explicit f…
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…
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.
The goal of this article is to prove that the determinantal formulas of the Painlev'e 2 system identify with the correlation functions computed from the topological recursion on their spectral curve for an arbitrary non-zero monodromy parameter. The result is established for two different Lax pairs associated to the Painlev'e 2 system, namely the Jimbo-Miwa Lax pair and the Harnad-Tracy-Widom Lax pair, whose spectral curves are not connected by any symplectic transformation. We provide a new method to prove the topological type property without using the insertion operators. In the process, ta…
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.
For the Schlesinger-type equation related to the fifth Painlevé equation (V) via isomonodromy deformation, we present a three-parameter family of matrix solutions along the imaginary axis near the point at infinity, and also the corresponding monodromy data. Two-parameter solutions of (V) with their monodromy data immediately follow from our results. Under certain conditions, these solutions of (V) admit sequences of zeros and of poles along the imaginary axis. The monodromy data are obtained by matching techniques for a perturbed linear system.