Hermite‐Padé Approximants for a Pair of Cauchy Transforms with Overlapping Symmetric Supports

Hermite‐Padé approximants of type II are vectors of rational functions with a common denominator that interpolate a given vector of power series at infinity with maximal order. We are interested in the situation when the approximated vector is given by a pair of Cauchy transforms of smooth complex measures supported on the real line. The convergence properties of the approximants are rather well understood when the supports consist of two disjoint intervals (Angelesco systems) or two intervals that coincide under the condition that the ratio of the measures is a restriction of the Cauchy transform of a third measure (Nikishin systems). In this work we consider the case where the supports form two overlapping intervals (in a symmetric way) and the ratio of the measures extends to a holomorphic function in a region that depends on the size of the overlap. We derive Szeg?‐type formulae for the asymptotics of the approximants, identify the convergence and divergence domains (the divergence domains appear for Angelesco systems but are not present for Nikishin systems), and show the presence of overinterpolation (a feature peculiar for Nikishin systems but not for Angelesco systems). Our analysis is based on a Riemann‐Hilbert problem for multiple orthogonal polynomials (the common denominator).© 2016 Wiley Periodicals, Inc.     

Matrix orthogonal Laurent polynomials on the unit circle and Toda type integrable systems

Matrix orthogonal Laurent polynomials in the unit circle and the theory of Toda-like integrable systems are connected using the Gauss–Borel factorization of two, left and a right, Cantero–Morales–Velázquez block moment matrices, which are constructed using a quasi-definite matrix measure. A block Gauss–Borel factorization problem of these moment matrices leads to two sets of biorthogonal matrix orthogonal Laurent polynomials and matrix Szeg? polynomials, which can be expressed in terms of Schur complements of bordered truncations of the block moment matrix. The corresponding block extension of the Christoffel–Darboux theory is derived. Deformations of the quasi-definite matrix measure leading to integrable systems of Toda type are studied. The integrable theory is given in this matrix scenario; wave and adjoint wave functions, Lax and Zakharov–Shabat equations, bilinear equations and discrete flows — connected with Darboux transformations. We generalize the integrable flows of the Cafasso's matrix extension of the Toeplitz lattice for the Verblunsky coefficients of Szeg? polynomials. An analysis of the Miwa shifts allows for the finding of interesting connections between Christoffel–Darboux kernels and Miwa shifts of the matrix orthogonal Laurent polynomials.     

Construction of rigid local systems and integral representations of their sections

We give a method for constructing all rigid local systems of semi‐simple type, which is different from the Katz–Dettweiler–Reiter algorithm. Our method follows from the construction of Fuchsian systems of differential equations with monodromy representations corresponding to such local systems, which give an explicit solution of the Riemann–Hilbert problem. Moreover, we show that every section of such local systems has an integral representation. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Asymptotics of Discrete Painlevé V transcendents via the Riemann–Hilbert Approach

We study a system of discrete Painlevé V equations via the Riemann–Hilbert approach. We begin with an isomonodromy problem for dPV, which admits a discrete Riemann–Hilbert problem formulation. The asymptotics of the discrete Riemann–Hilbert problem is derived via the nonlinear steepest descent method of Deift and Zhou. In the analysis, a parametrix is constructed in terms of specific Painlevé V transcendents. As a result, the asymptotics of the dPV transcendents are represented in terms of the PV transcendents. In the special case, our result confirms a conjecture of Borodin, that the difference Schlesinger equations converge to the differential Schlesinger equations at the solution level.     

On the Painlevé Property of Isomonodromic Deformations of Fuchsian Systems

We give a review of the modern theory of isomonodromic deformations of Fuchsian systems discussing both classical and modern results, such as a general form of the isomonodromic deformations of Fuchsian systems, their differences from the classical Schlesinger deformations, the Fuchsian system moduli space structure and the geometric meaning of new degrees of freedom appeared in a non-Schlesinger case. Using this we illustrate some general relations between such concepts as integrability, isomonodromy and Painlevé property. The work is supported by N.Sh.-6849.2006.1 and RFBR 07-01-00526 grants.     

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.     

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.     

Strong asymptotics for the Pollaczek multiple orthogonal polynomials

The asymptotic properties of multiple orthogonal polynomials with respect to two Pollaczek weights with different parameters are considered. This set of weights is a Nikishin system generated by two measures with unbounded supports; moreover, the second measure is discrete. During the last years, multiple orthogonal polynomials with respect to Nikishin systems of this type have found wide applications in the theory of random matrices. Strong asymptotic formulas for the polynomials under consideration are obtained by means of the matrix Riemann–Hilbert method.     

The numerical solution of the second Painlevé equation

The Painlevé equations were discovered by Painlevé, Gambier and their colleagues during studying a nonlinear second‐order ordinary differential equation. The six equations which bear Painlevé's name are irreducible in the sense that their general solutions cannot be expressed in terms of known functions. Painlevé has derived these equations on the sole requirement that their solutions should be free from movable singularities. Many situations in mathematical physics reduce ultimately to Painlevé equations: applications including statistical mechanics, plasma physics, nonlinear waves, quantum gravity, quantum field theory, general relativity, nonlinear optics, and fiber optics. This fact has caused a significant interest to the study of these equations in recent years. In this study, the solution of the second Painlevé equation is investigated by means of Adomian decomposition method, homotopy perturbation method, and Legendre tau method. Then a numerical evaluation and comparison with the results obtained by the method of continuous analytic continuation are included. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Euler integral symmetries for a deformed Heun equation and symmetries of the Painlevé PVI equation

Euler integral transformations relate solutions of ordinary linear differential equations and generate integral representations of the solutions in a number of cases or relations between solutions of constrained equations (Euler symmetries) in some other cases. These relations lead to the corresponding symmetries of the monodromy matrices. We discuss Euler symmetries in the case of the simplest Fuchsian system that is equivalent to a deformed Heun equation, which is in turn related to the Painlevé PVI equation. The existence of integral symmetries of the deformed Heun equation leads to the corresponding symmetries of the PVI equation. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 155, No. 2, pp. 252–264, May, 2008.     

Solution of a multiple Nevanlinna–Pick problem for Carathéodory functions via orthogonal rational functions in the matrix case

We consider an interpolation problem of Nevanlinna–Pick type for matrix‐valued Carathéodory functions, where the values of the functions and its derivatives up to certain orders are given at finitely many points of the open unit disk. For the non‐degenerate case, i.e., in the particular situation that a specific block matrix (which is formed by the given data in the problem) is positive Hermitian, the solution set of this problem is described in terms of orthogonal rational matrix‐valued functions. These rational matrix functions play here a similar role as Szegő's orthogonal polynomials on the unit circle in the classical case of the trigonometric moment problem. In particular, we present and use a connection between Szegő and Schur parameters for orthogonal rational matrix‐valued functions which in the primary situation of orthogonal polynomials was found by Geronimus. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Fractional‐order orthogonal Bernstein polynomials for numerical solution of nonlinear fractional partial Volterra integro‐differential equations

In this paper, a new two‐dimensional fractional polynomials based on the orthonormal Bernstein polynomials has been introduced to provide an approximate solution of nonlinear fractional partial Volterra integro‐differential equations. For this aim, the fractional‐order orthogonal Bernstein polynomials (FOBPs) are constructed, and its operational matrices of integration, fractional‐order integration, and derivative in the Caputo sense and product operational matrix are derived. These operational matrices are utilized to reduce the under study problem to a nonlinear system of algebraic equations. Using the approximation of FOBPs, the convergence analysis and error estimate associated to the proposed problem have been investigated. Finally, several examples are included to clarify the validity, efficiency, and applicability of the proposed technique via FOBPs approximation.     

A fractional‐order Jacobi Tau method for a class of time‐fractional PDEs with variable coefficients

This paper presents a shifted fractional‐order Jacobi orthogonal function (SFJF) based on the definition of the classical Jacobi polynomial. A new fractional integral operational matrix of the SFJF is presented and derived. We propose the spectral Tau method, in conjunction with the operational matrices of the Riemann–Liouville fractional integral for SFJF and derivative for Jacobi polynomial, to solve a class of time‐fractional partial differential equations with variable coefficients. In this algorithm, the approximate solution is expanded by means of both SFJFs for temporal discretization and Jacobi polynomials for spatial discretization. The proposed tau scheme, both in temporal and spatial discretizations, successfully reduced such problem into a system of algebraic equations, which is far easier to be solved. Numerical results are provided to demonstrate the high accuracy and superiority of the proposed algorithm over existing ones. Copyright © 2015 John Wiley & Sons, Ltd.     

Simply-laced isomonodromy systems

A new class of isomonodromy equations will be introduced and shown to admit Kac?CMoody Weyl group symmetries. This puts into a general context some results of Okamoto on the 4th, 5th and 6th Painlevé equations, and shows where such Kac?CMoody Weyl groups and root systems occur ??in nature??. A key point is that one may go beyond the class of affine Kac?CMoody root systems. As examples, by considering certain hyperbolic Kac?CMoody Dynkin diagrams, we find there is a sequence of higher order Painlevé systems lying over each of the classical Painlevé equations. This leads to a conjecture about the Hilbert scheme of points on some Hitchin systems.     

A method for calculating the Painlevé transcendents

A numerical method for solving the Cauchy problem for all the six Painlevé equations is proposed. The difficulty of solving these equations is that the unknown functions can have movable (that is, dependent on the initial data) singular points of the pole type. Moreover, the Painlevé III–VI equations may have singularities at points where the solution takes certain finite values. The positions of all these singularities are not a priori known and are determined in the process of solving the equation. The proposed method is based on the transition to auxiliary systems of differential equations in neighborhoods of the indicated points. The equations in these systems and their solutions have no singularities at the corresponding point and its neighborhood. Such auxiliary equations are derived for all Painlevé equations and for all types of singularities. Efficient criteria for transition to auxiliary systems are formulated, and numerical results illustrating the potentials of the method are presented.     

A method for the numerical solution of the Painlevé equations

A numerical method for solving the Cauchy problem for all the six Painlevé equations is proposed. The difficulty of solving these equations is that the unknown functions can have movable (that is, dependent on the initial data) singular points of the pole type. Moreover, the Painlevé III–VI equations may have singularities at points where the solution takes certain finite values. The positions of all these singularities are not a priori known and are determined in the process of solving the equation. The proposed method is based on the transition to auxiliary systems of differential equations in neighborhoods of the indicated points. The equations in these systems and their solutions have no singularities at the corresponding point and its neighborhood. Such auxiliary equations are derived for all Painlevé equations and for all types of singularities. Efficient criteria for transition to auxiliary systems are formulated, and numerical results illustrating the potentials of the method are presented.     

The Hermite–Krichever Ansatz for Fuchsian equations with applications to the sixth Painlevé equation and to finite-gap potentials

Several results including integral representation of solutions and Hermite– Krichever Ansatz on Heun’s equation are generalized to a certain class of Fuchsian differential equations, and they are applied to equations which are related with physics. We investigate linear differential equations that produce Painlevé equation by monodromy preserving deformation and obtain solutions of the sixth Painlevé equation which include Hitchin’s solution. The relationship with finite-gap potential is also discussed. We find new finite-gap potentials. Namely, we show that the potential which is written as the sum of the Treibich–Verdier potential and additional apparent singularities of exponents − 1 and 2 is finite-gap, which extends the result obtained previously by Treibich. We also investigate the eigenfunctions and their monodromy of the Schr?dinger operator on our potential.     

Two‐dimensional shifted Legendre polynomial collocation method for electromagnetic waves in dielectric media via almost operational matrices

In this paper, a numerical solution of fractional partial differential equations (FPDEs) for electromagnetic waves in dielectric media will be discussed. For the solution of FPDEs, we developed a numerical collocation method using an algorithm based on two‐dimensional shifted Legendre polynomials approximation, which is proposed for electromagnetic waves in dielectric media. By implementing the partial Riemann–Liouville fractional derivative operators, two‐dimensional shifted Legendre polynomials approximation and its operational matrix along with collocation method are used to convert FPDEs first into weakly singular fractional partial integro‐differential equations and then converted weakly singular fractional partial integro‐differential equations into system of algebraic equation. Some results concerning the convergence analysis and error analysis are obtained. Illustrative examples are included to demonstrate the validity and applicability of the technique. Copyright © 2017 John Wiley & Sons, Ltd.     

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     

On One-Parameter Families of Painlevé III

Albrecht, Mansfield, and Milne developed a direct method with which one can calculate special integrals of polynomial type (also known as one-parameter family conditions, Darboux polynomials, eigenpolynomials, or algebraic invariant curves) for nonlinear ordinary differential equations of polynomial type. We apply this method to the third Painlevé equation and prove that for the generic case, the set of known one-parameter family conditions is complete.