Riemann‐Hilbert problem and matrix discrete Painlevé II systems

Matrix Szeg? biorthogonal polynomials for quasi‐definite matrices of Hölder continuous weights are studied. A Riemann‐Hilbert problem is uniquely solved in terms of the matrix Szeg? polynomials and its Cauchy transforms. The Riemann‐Hilbert problem is given as an appropriate framework for the discussion of the Szeg? matrix and the associated Szeg? recursion relations for the matrix orthogonal polynomials and its Cauchy transforms. Pearson‐type differential systems characterizing the matrix of weights are studied. These are linear systems of ordinary differential equations that are required to have trivial monodromy. Linear ordinary differential equations for the matrix Szeg? polynomials and its Cauchy transforms are derived. It is shown how these Pearson systems lead to nonlinear difference equations for the Verblunsky matrices and two examples, of Fuchsian and non‐Fuchsian type, are considered. For both cases, a new matrix version of the discrete Painlevé II equation for the Verblunsky matrices is found. Reductions of these matrix discrete Painlevé II systems presenting locality are discussed.     

A general framework for solving Riemann–Hilbert problems numerically

A new, numerical framework for the approximation of solutions to matrix-valued Riemann?CHilbert problems is developed, based on a recent method for the homogeneous Painlevé II Riemann?CHilbert problem. We demonstrate its effectiveness by computing solutions to other Painlevé transcendents. An implementation in Mathematica is made available online.     

The 2×2 matrix Schlesinger system and the Belavin-Polyakov-Zamolodchikov system

We show that the Belavin-Polyakov-Zamolodchikov equation of the minimal model of conformal field theory with the central charge c = 1 for the Virasoro algebra is contained in a system of linear equations that generates the Schlesinger system with 2×2 tmatrices. This generalizes Suleimanov’s result on the Painlevé equations. We consider the properties of the solutions, which are expressible in terms of the Riemann theta function.     

Rational Solutions of Painlevé Equations

With Bäcklund transformations, we construct explicit solutions of Painlevé equations 2 and 4. Independently, we find solutions of degenerate cases of equations 3 and 5. The six Painlevé transcendents are referred to as 1–6.     

Automatic Deformation of Riemann–Hilbert Problems with Applications to the Painlevé II Transcendents

The stability and convergence rate of Olver’s collocation method for the numerical solution of Riemann–Hilbert problems (RHPs) are known to depend very sensitively on the particular choice of contours used as data of the RHP. By manually performing contour deformations that proved to be successful in the asymptotic analysis of RHPs, such as the method of nonlinear steepest descent, the numerical method can basically be preconditioned, making it asymptotically stable. In this paper, however, we will show that most of these preconditioning deformations, including lensing, can be addressed in an automatic, completely algorithmic fashion that would turn the numerical method into a black-box solver. To this end, the preconditioning of RHPs is recast as a discrete, graph-based optimization problem: the deformed contours are obtained as a system of shortest paths within a planar graph weighted by the relative strength of the jump matrices. The algorithm is illustrated for the RHP representing the Painlevé II transcendents.     

Double scaling limit in the random matrix model: The Riemann‐Hilbert approach

We prove the existence of the double scaling limit in the unitary matrix model with quartic interaction, and we show that the correlation functions in the double scaling limit are expressed in terms of the integrable kernel determined by the ψ function for the Hastings‐McLeod solution to the Painlevé II equation. The proof is based on the Riemann‐Hilbert approach, and the central point of the proof is an analysis of analytic semiclassical asymptotics for the ψ function at the critical point in the presence of four coalescing turning points. © 2003 Wiley Periodicals, Inc.     

On Discrete Painlevé Equations Associated with the Lattice KdV Systems and the Painlevé VI Equation

A new integrable nonautonomous nonlinear ordinary difference equation is presented that can be considered to be a discrete analogue of the Painlevé V equation. Its derivation is based on the similarity reduction on the two-dimensional lattice of integrable partial differential equations of Korteweg–de Vries (KdV) type. The new equation, which is referred to as generalized discrete Painlevé equation (GDP), contains various "discrete Painlevé equations" as subcases for special values/limits of the parameters, some of which have already been given in the literature. The general solution of the GDP can be expressed in terms of Painlevé VI (PVI) transcendents. In fact, continuous PVI emerges as the equation obeyed by the solutions of the discrete equation in terms of the lattice parameters rather than the lattice variables that label the lattice sites. We show that the bilinear form of PVI is embedded naturally in the lattice systems leading to the GDP. Further results include the establishment of Bäcklund and Schlesinger transformations for the GDP, the corresponding isomonodromic deformation problem, and the self-duality of its bilinear scheme.     

Hierarchies of exact solutions for the discrete third Painlevé equation

In this paper, we construct hierarchies of rational solutions of the discrete third Painlevé equation (d-PIII) by applying Schlesinger transformations to simple initial solutions. We show how these solutions reduce in the continuous limit to the hierarchies of rational solutions of the third Painlevé equation (PIII). We also study the solutions of d-PIII which are expressed in terms of discrete Bessel functions and show that these solutions reduce in the continuous limit the hierarchies of special function solutions of PIII.     

All Binomial-Type Painlevé Equations of the Second Order and Degree Three or Higher

In this paper we construct all rational Painlevé-type differential equations which take the binomial form, (d²y/dx²)ⁿ = F(x,y,dy/dx), where n ≥ 3, the case n = 2 having previously been treated in Cosgrove and Scoufis [1]. While F is assumed to be rational in the complex variables y and y′ and locally analytic in x, it is shown that the Painlevé property together with the absence of intermediate powers of y″ forces F to be a polynomial in y and y′. In addition to the six classes of second-degree equations found in the aforementioned paper, we find nine classes of higher-degree binomial Painlevé equations, denoted BP-VII,..., BP-XV, of which the first seven are new. Two of these equations are of the third degree, two of the fourth degree, three of the sixth degree, and two of arbitrary degree n. All equations are solved in terms of the first, second or fourth Painlevé transcendents, elliptic functions, or quadratures. In the appendices, we discuss certain closely related classes of second-order nth equations (not necessarily of Painlevé type) which can also be solved in terms of Painlevé transcendents or elliptic functions.     

Paul Painlevé and his contribution to science

The life and career of the great French mathematician and politician Paul Painlevé is described. His contribution to the analytical theory of nonlinear differential equations was significant. The paper outlines the achievements of Paul Painlevé and his students in the investigation of an interesting class of nonlinear second-order equations and new equations defining a completely new class of special functions, now called the Painlevé transcendents. The contribution of Paul Painlevé to the study of algebraic nonintegrability of the N-body problem, his remarkable observations in mechanics, in particular, paradoxes arising in the dynamics of systems with friction, his attempt to create the axiomatics of mechanics and his contribution to gravitation theory are discussed.     

Bäcklund transformations for discrete Painlevé equations: Discrete PII–PV

Transformation properties of discrete Painlevé equations are investigated by using an algorithmic method. This method yields explicit transformations which relates the solutions of discrete Painlevé equations, discrete P_II–P_V, with different values of parameters. The particular solutions which are expressible in terms of the discrete analogue of the classical special functions of discrete Painlevé equations can also be obtained from these transformations.     

Fredholm determinants,Jimbo‐Miwa‐Ueno τ‐functions,and representation theory

The authors show that a wide class of Fredholm determinants arising in the representation theory of “big” groups, such as the infinite‐dimensional unitary group, solve Painlevé equations. Their methods are based on the theory of integrable operators and the theory of Riemann‐Hilbert problems. © 2002 Wiley Periodicals, Inc.     

Gaussian unitary ensembles with two jump discontinuities,PDEs, and the coupled Painlevé II and IV systems

We consider the Hankel determinant generated by the Gaussian weight with two jump discontinuities. Utilizing the results of Min and Chen [Math. Methods Appl Sci. 2019;42:301‐321] where a second‐order partial differential equation (PDE) was deduced for the log derivative of the Hankel determinant by using the ladder operators adapted to orthogonal polynomials, we derive the coupled Painlevé IV system which was established in Wu and Xu [arXiv: 2002.11240v2] by a study of the Riemann‐Hilbert problem for orthogonal polynomials. Under double scaling, we show that, as , the log derivative of the Hankel determinant in the scaled variables tends to the Hamiltonian of a coupled Painlevé II system and it satisfies a second‐order PDE. In addition, we obtain the asymptotics for the recurrence coefficients of orthogonal polynomials, which are connected with the solutions of the coupled Painlevé II system.     

On the relation between the continuous and discrete Painlevé equations

A method for deriving difference equations (the discrete Painlevé equations in particular) from the Bäcklund transformations of the continuous Painlevé equations is discussed. This technique can be used to derive several of the known discrete painlevé equations (in particular, the first and second discrete Painlevé equations and some of their alternative versions). The Painlevé equations possess hierarchies of rational solutions and one-parameter families of solutions expressible in terms of the classical special functions for special values of the parameters. Hence, the aforementioned relations can be used to generate hierarchies of exact solutions for the associated discrete Painlevé equations. Exact solutions of the Painlevé equations simultaneously satisfy both a differential equation and a difference equation, analogously to the special functions.     

Integrable Nonautonomous Liénard-Type Equations

We study a family of nonautonomous generalized Liénard-type equations. We consider the equivalence problem via the generalized Sundman transformations between this family of equations and type-I Painlevé–Gambier equations. As a result, we find four criteria of equivalence, which give four integrable families of Liénard-type equations. We demonstrate that these criteria can be used to construct general traveling-wave and stationary solutions of certain classes of diffusion–convection equations. We also illustrate our results with several other examples of integrable nonautonomous Liénard-type equations.     

Painlevé Kernels in Hermitian Matrix Models

After reviewing the Hermitian one-matrix model, we will give a brief introduction to the Hermitian two-matrix model and present a summary of some recent results on the asymptotic behavior of the two-matrix model with a quartic potential. In particular, we will discuss a limiting kernel in the quartic/quadratic case that is constructed out of a 4×4 Riemann–Hilbert problem related to the Painlevé II equation. Also an open problem will be presented.     

Painlevé IV with both Parameters Zero: A Numerical Study

The six Painlevé equations were introduced over a century ago, motivated by rather theoretical considerations. Over the last several decades, these equations and their solutions, known as the Painlevé transcendents, have been found to play an increasingly central role in numerous areas of mathematical physics. Due to extensive dense pole fields in the complex plane, their numerical evaluation remained challenging until the recent introduction of a fast “pole field solver” [ 1 ]. The fourth Painlevé equation has two free parameters in its coefficients, as well as two free initial conditions. The present study applies this new computational tool to the special case when both of its parameters are zero. We confirm existing analytic and asymptotic knowledge about the equation, and also explore solution regimes which have not been described in the previous literature.     

Gaussian Unitary Ensemble with Boundary Spectrum Singularity and σ‐Form of the Painlevé II Equation

We consider the Gaussian unitary ensemble perturbed by a Fisher–Hartwig singularity simultaneously of both root type and jump type. In the critical regime where the singularity approaches the soft edge, namely, the edge of the support of the equilibrium measure for the Gaussian weight, the asymptotics of the Hankel determinant and the recurrence coefficients, for the orthogonal polynomials associated with the perturbed Gaussian weight, are obtained and expressed in terms of a family of smooth solutions to the Painlevé XXXIV equation and the σ‐form of the Painlevé II equation. In addition, we further obtain the double scaling limit of the distribution of the largest eigenvalue in a thinning procedure of the conditioning Gaussian unitary ensemble, and the double scaling limit of the correlation kernel for the critical perturbed Gaussian unitary ensemble. The asymptotic properties of the Painlevé XXXIV functions and the σ‐form of the Painlevé II equation are also studied.     

Critical behavior of nonintersecting Brownian motions at a tacnode

We study a model of n one‐dimensional, nonintersecting Brownian motions with two prescribed starting points at time t = 0 and two prescribed ending points at time t = 1 in a critical regime where the paths fill two tangent ellipses in the time‐space plane as n → ∞. The limiting mean density for the positions of the Brownian paths at the time of tangency consists of two touching semicircles, possibly of different sizes. We show that in an appropriate double scaling limit, there is a new family of limiting determinantal point processes with integrable correlation kernels that are expressed in terms of a new Riemann‐Hilbert problem of size 4 × 4. We prove solvability of the Riemann‐Hilbert problem and establish a remarkable connection with the Hastings‐McLeod solution of the Painlevé II equation. We show that this Painlevé II transcendent also appears in the critical limits of the recurrence coefficients of the multiple Hermite polynomials that are associated with the nonintersecting Brownian motions. Universality suggests that the new limiting kernels apply to more general situations whenever a limiting mean density vanishes according to two touching square roots, which represents a new universality class. © 2011 Wiley Periodicals, Inc