Painlevé Classification Problems Featuring Essential Singularities

In this article we construct and solve all Painlevé-type differential equations of the second order and second degree that are built upon, in a natural well-defined sense, the "sn-log" equation of Painlevé, the general integral of which admits a movable essential singularity (elliptic function of a logarithm). This equation (which was studied by Painlevé in the years 1893–1902) is frequently cited in the modern literature to elucidate various aspects of Painlevé analysis and integrability of differential equations, especially the difficulty of detecting essential singularities by local singularity analysis of differential equations. Our definition of the Painlevé property permits movable essential singularities, provided there is no branching. While the essential singularity presents no serious technical problems, we do need to introduce new techniques for handling "exotic" Painlevé equations, which are Painlevé equations whose singular integrals admit movable branch points in the leading terms. We find that the corresponding full class of Painlevé-type equations contains three, and only three, equations, which we denote SD-326-I, SD-326-II, and SD-326-III, each solvable in terms of elliptic functions. The first is Painlevé's own generalization of his sn-log equation. The second and third are new, the third being a 15-parameter exotic master equation. The appendices contain results (in general, without uniqueness proofs) of related Painlevé classification problems, including full generalizations of two other second-degree equations discovered by Painlevé, additional examples of exotic Painlevé equations and Painlevé equations admitting movable essential singularities, and third-order equations featuring sn-log and other essential singularities.     

Bäcklund Transformations and Solution Hierarchies for the Third Painlevé Equation

In this article our concern is with the third Painlevé equation
d² y /d x ²= (1/ y )(d y /d x )²− (1/ x )(d y /d x ) + ( αy ²+ β )/ x + γy ³+ δ / y
where α, β, γ, and δ are arbitrary constants. It is well known that this equation admits a variety of types of solution and here we classify and characterize many of these. Depending on the values of the parameters the third Painlevé equation can admit solutions that may be either expressed as the ratio of two polynomials in either x or x ^1/3 or related to certain Bessel functions. It is thought that all exact solutions of (1) can be categorized into one or other of these hierarchies. We show how, given a few initial solutions, it is possible to use the underlying structures of these hierarchies to obtain many other solutions. In addition, we show how this knowledge concerning the continuous third Painlevé equation (1) can be adapted and used to derive exact solutions of a suitable discretized counterpart of (1). Both the continuous and discrete solutions we find are of potential importance as it is known that the third Painlevé equation has a large number of physically significant applications.     

Higher-order Painlevé Equations in the Polynomial Class I. Bureau Symbol P2

In this article, we construct all fourth- and fifth-order differential equations in the polynomial class having the Painlevé property and having the Bureau symbol P 2. The fourth-order equations (including the Bureau barrier equation, y ^(iv)=3 yy "−4( y ')², which fails some Painlevé tests) are six in number and are denoted F-I,…,F-VI; the fifth-order equations are four in number and are denoted Fif-I,…,Fif-IV. The 12 remaining equations of the fourth order in the polynomial class (where the Bureau symbol is P 1) are listed in the Appendix, their proof of uniqueness being postponed to a sequel (paper II). Earlier work on this problem by Bureau, Exton, and Martynov is incomplete, Martynov having found 13 of the 17 distinct reduced equations. Equations F-VI and Fif-IV are new equations defining new higher-order Painlevé transcendents. Other higher-order transcendents appearing here may be obtained by group-invariant reduction of the KdV5, Sawada–Kotera, and Kaup–Kupershmidt equations, the latter two being related. Four sections are devoted to solutions, first integrals, and assorted properties of the main equations. Several of the equations are solved in terms of hyperelliptic functions of genus 2 by means of Jacobi's postmultiplier theory. Except for a classic solution of Drach, we believe that all of these hyperelliptic solutions are new. In an accompanying paper, the hyperelliptic solutions of F-V and F-VI are applied to the unsolved third-order Chazy classes IX and X.     

The Symmetric Fourth Painlevé Hierarchy and Associated Special Polynomials

In this paper two families of rational solutions and associated special polynomials for the equations in the symmetric fourth Painlevé hierarchy are studied. The structure of the roots of these polynomials is shown to be highly regular in the complex plane. Further representations are given of the associated special polynomials in terms of Schur functions. The properties of these polynomials are compared and contrasted with the special polynomials associated with rational solutions of the fourth Painlevé equation.     

Painlevé Classification of Binomial Type Ordinary Differential Equations of the Arbitrary Order

The complete Painlevé classification of the binomial ordinary differential equations of the arbitrary order n ≥ 4 is built. Six classes of equations with Painlevé property are obtained. All of these equations are solved in terms of elementary functions and known Painlevé transcendents.     

Three semi-direct sum Lie algebras and three discrete integrable couplings associated with the modified K dV lattice equation

Three semi-direct sum Lie algebras are constructed, which is an efficient and new way to obtain discrete integrable couplings. As its applications, three discrete integrable couplings associated with the modified K dV lattice equation are worked out. The approach can be used to produce other discrete integrable couplings of the discrete hierarchies of soliton equations.     

Painlevé analysis of a new integrable nonautonomous Korteweg-de Vries (K-dV) equation

The Painlevé (P-) analysis of a new integrable nonautonomous K-dV equation is performed and it is shown that the equation does possess the P-property. The bilinear tranformation is obtained straightforwardly from the Painlevé analysis.     

Poisson brackets of mappings obtained as (<Emphasis Type="Italic">q</Emphasis>,−<Emphasis Type="Italic">p</Emphasis>) reductions of lattice equations

In this paper, we present Poisson brackets of certain classes of mappings obtained as general periodic reductions of integrable lattice equations. The Poisson brackets are derived from a Lagrangian, using the so-called Ostrogradsky transformation. The (q,?p) reductions are (p + q)-dimensional maps and explicit Poisson brackets for such reductions of the discrete KdV equation, the discrete Lotka–Volterra equation, and the discrete Liouville equation are included. Lax representations of these equations can be used to construct sufficiently many integrals for the reductions. As examples we show that the (3,?2) reductions of the integrable partial difference equations are Liouville integrable in their own right.     

Factorization of a hierarchy of the lattice soliton equations from a binary Bargmann symmetry constraint

Staring from a discrete spectral problem, a hierarchy of the lattice soliton equations is derived. It is shown that each lattice equation in resulting hierarchy is Liouville integrable discrete Hamiltonian system. The binary nonlinearization of the Lax pairs and the adjoint Lax pairs of the resulting hierarchy is discussed. Each lattice soliton equation in the resulting hierarchy can be factored by an integrable symplectic map and a finite-dimensional integrable system in Liouville sense. Especially, factorization of a discrete Kdv equation is given.     

Three-dimensional lattice of Bäcklund transformations of integrable cases of the Davey–Stewartson system

We construct a three-dimensional octahedral lattice of Bäcklund transformations of integrable cases of the Davey–Stewartson system. At the lattice sites, we arrange functions, which, on one hand, are used to define the dynamical variables of the Davey–Stewartson system and, on the other hand, are connected by bilinear relations of the Hirota type. One of the lattice equations is a purely discrete six-point equation that coincides with the famous Hirota equation.     

Higher-Order Painlevé Equations in the Polynomial Class II: Bureau Symbol P1

In this article, we complete the Painlevé classification of fourth-order differential equations in the polynomial class that was begun in paper I, where the subcase having Bureau symbol P 2 was treated. This article treats the more difficult subcase having Bureau symbol P 1. Some of the calculations involve the use of computer searches to find all cases of integer resonances. Other cases are better handled with the Conte–Fordy–Pickering test for negative resonances. The final list consists of 19 equations denoted F-I, F-II, … , F-XIX, 17 of which have the Painlevé property while 2 (F-II, F-XIX) have Painlevé violations but are nevertheless very interesting from the point of view of Painlevé analysis. The main task of this article is to prove that the 17 Painlevé-type equations and the equivalence classes that they generate provide the complete classification of the fourth-order polynomial class. Equations F-V, F-VI, F-XVII, and F-XVIII define higher-order Painlevé transcendents. Of these, F-VI was new in paper I while the other three are group-invariant reductions of the KdV5, the modified KdV5, and the modified Sawada–Kotera equations, respectively. Seven of the 19 equations involve hyperelliptic functions of genus 2. Partial results on the fourth-order classification problem have been obtained previously by Bureau, Exton, and Martynov, the latter author finding all but four of the relevant reduced equations. Complete solutions are given except in the cases that define the aforementioned higher-order transcendents.     

Painlevé IV Asymptotics for Orthogonal Polynomials with Respect to a Modified Laguerre Weight

We study polynomials that are orthogonal with respect to the modified Laguerre weight   z ^{− n +ν} e ^{− Nz} ( z − 1)^{2 b}   , in the limit where   n , N →∞  with   N / n → 1  and ν is a fixed number in     . With the effect of the factor (   z − 1)^{2 b}   , the local parametrix near the critical point z = 1 can be constructed in terms of Ψ functions associated with the Painlevé IV equation. We show that the asymptotics of the recurrence coefficients of orthogonal polynomials can be described in terms of specified solution of the Painlevé IV equation in the double scaling limit. Our method is based on the Deift/Zhou steepest decent analysis of the Riemann–Hilbert problem associated with orthogonal polynomials.     

The binary nonlinearization of generalized Toda hierarchy by a special choice of parameters

A new discrete matrix spectral problem with two arbitrary constants is introduced. The corresponding 2-parameter hierarchy of integrable lattice equations, which can be reduced to the hierarchy of Toda lattice, is obtained by discrete zero curvature representation. Moreover, the Hamiltonian structure and a hereditary operators are deduced by applying the discrete trace identity. Finally, an integrable symplectic map and a family of finite-dimensional integrable systems are given by the binary nonlinearization for the resulting hierarchy by a special choice of parameters.     

The Darboux transformation associated with two-parameter lattice soliton equation

A new discrete matrix spectral problem with two arbitrary constants is introduced. The corresponding two-parameter integrable lattice soliton equation is obtained through the discrete zero curvature representation, and the resulting integrable lattice equation reduce to the Toda lattice in rational form for a special choice of the parameters. A Darboux transformation (DT) for the lattice soliton equation is constructed. As an application, an explicit solution of the two-parameter lattice soliton equation is presented.     

The Liouville integrability of integrable couplings of Volterra lattice equation

A hierarchy of integrable couplings of Volterra lattice equations with three potentials is proposed, which is derived from a new discrete six-by-six matrix spectral problem. Moreover, by means of the discrete variational identity on semi-direct sums of Lie algebra, the two Hamiltonian forms are deduced for each lattice equation in the resulting hierarchy. A strong symmetry operator of the resulting hierarchy is given. Finally, we prove that the hierarchy of the resulting Hamiltonian equations are all Liouville integrable discrete Hamiltonian systems.     

The Hirota’s bilinear method and the tanh–coth method for multiple-soliton solutions of the Sawada–Kotera–Kadomtsev–Petviashvili equation

In this work we derive a new completely integrable dispersive equation. The equation is obtained by combining the Sawada–Kotera (SK) equation with the sense of the Kadomtsev–Petviashvili (KP) equation. The newly derived Sawada–Kotera–Kadomtsev–Petviashvili (SK–KP) equation is studied by using the tanh–coth method, to obtain single-soliton solution, and by the Hirota bilinear method, to determine the N-soliton solutions. The study highlights the significant features of the employed methods and its capability of handling completely integrable equations.     

Explicit solution and Darboux transformation for a new discrete integrable soliton hierarchy with 4×4 Lax pairs

The Darboux transformation method with 4×4 spectral problem has more complexity than 2×2 and 3×3 spectral problems. In this paper, we start from a new discrete spectral problem with a 4×4 Lax pairs and construct a lattice hierarchy by properly choosing an auxiliary spectral problem, which can be reduced to a new discrete soliton hierarchy. For the obtained lattice integrable coupling equation, we establish a Darboux transformation and apply the gauge transformation to a specific equation and then the explicit solutions of the lattice integrable coupling equation are obtained. Copyright © 2017 John Wiley & Sons, Ltd.     

Justification of Asymptotic Formulas for the Fourth Painlevé Equation

A special case of the fourth Painlevé equation is studied. The existence theorem is proved, and asymptotic formulas for the two parametric family of solutions near negative infinity are obtained.     

Integrable discretization and numerical simulations of the generalized coupled integrable dispersionless equations

In this paper, we study the generalized coupled integrable dispersionless (GCID) equations and construct two integrable discrete analogues including a semi-discrete system and a full-discrete one. The results are based on the relations among the GCID equations, the sine-Gordon equation and the two-dimensional Toda lattice equation. We also present the N-soliton solutions to the semi-discrete and fully discrete systems in the form of Casorati determinant. In the continuous limit, we show that the fully discrete GCID equations converge to the semi-discrete GCID equations, then further to the continuous GCID equations. By using the integrable semi-discrete system, we design two numerical schemes to the GCID equations and carry out several numerical experiments with solitons and breather solutions.