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.     

Numerical study of the asymptotics of the second Painlevé equation by a functional fitting method

The Painlevé equations arise as reductions of the soliton equations such as the Korteweg–de Vries equation, the nonlinear Schrödinger equation and so on. In this study, we are concerned with numerical approximation of the asymptotics of solutions of the second Painlevé equation on pole‐free intervals along the real axis. Classical integrators such as high order Runge–Kutta schemes might be expensive to simulate oscillation, decay and blow‐up behaviours depending on initial conditions. However, a lower order functional fitting method catches all kinds of solutions even for relatively large step sizes. Copyright © 2013 John Wiley & Sons, Ltd.     

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.     

Numerical solution of the Painlevé VI equation

A numerical method for solving the Cauchy problem for the sixth Painlevé equation is proposed. The difficulty of this problem, as well as the other Painlevé equations, is that the unknown function can have movable singular points of the pole type; moreover, the equation may have singularities at the points where the solution takes the values 0 or 1 or is equal to the independent variable. The positions of all of 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. The main results of this paper are the derivation of the auxiliary equations and the formulation of transition criteria. Numerical results illustrating the potentials of this method are presented.     

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     

Numerical solution of the Cauchy problem for the Painlevé I and II equations

A numerical method for solving the Cauchy problem for the first and second Painlevé differential equations is proposed. The presence of movable poles of the solution is allowed. The positions of the poles are not a priori known and are determined in the process of solving the equation. The proposed method is based on the transition to an auxiliary system of differential equations in a neighborhood of a pole. The equations in this system and its solution have no singularities in either the pole or its neighborhood. Numerical results confirming the efficiency of this method are presented.     

Numerical solution of the Painlevé IV equation

A numerical method for solving the Cauchy problem for the fourth Painlevé equation is proposed. The difficulty of the problem is that the unknown function can have movable singular points of the pole type; moreover, the equation may have singularities at the points where the solution vanishes. The positions of poles and zeros of the solution 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 in the corresponding point and its neighborhood. Numerical results confirming the efficiency of this method are presented.     

Numerical solution of the Painlevé V equation

A numerical method for solving the Cauchy problem for the fifth Painlevé equation is proposed. The difficulty of the problem is that the unknown function can have movable singular points of the pole type; moreover, the equation has singularities at the points where the solution vanishes or takes the value 1. The positions of all of 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. Numerical results illustrating the potentials of this method are presented.     

Singularity analysis of a variant of the Painlevé–Ince equation

We examine by singularity analysis an equation derived by reduction using Lie point symmetries from the Euler–Bernoulli Beam equation which is the Painlevé–Ince Equation with additional terms. The equation possesses the same leading-order behaviour and resonances as the Painlevé–Ince Equation and has a Right Painlevé Series. However, it has no Left Painlevé Series. A conjecture for the existence of Left Painlevé Series for ordinary differential equations is given.     

Auto-Bäcklund transformations and special integrals for differential-delay Painlevé hierarchies

The six Painlevé equations have attracted much interest over the last thirty years or so. More recently many authors have begun to explore properties of higher-order versions of both these equations and their discrete analogues. However, little attention has been paid to differential-delay Painlevé equations, i.e., analogues of the Painlevé equations involving both shifts in and derivatives with respect to the independent variable, and even less to higher-order analogues of these last. In the current paper we discuss the phenomenon whereby members of one differential-delay Painlevé hierarchy define solutions of higher-order members of a second differential-delay Painlevé hierarchy. We also give an auto-Bäcklund transformation for a differential-delay Painlevé hierarchy. The key to our approach is the underlying Hamiltonian structure of related completely integrable lattice hierarchies.     

Affine Weyl group symmetries of Frobenius Painlevé equations

In this paper, we introduce a Frobenius Painlevé IV equation and the corresponding Hamilton system, and we give the symmetric form of the Frobenius Painlevé IV equation. Then, we construct the Lax pair of the Frobenius Painlevé IV equation. Furthermore, we recall the Frobenius modified KP hierarchy and the Frobenius KP hierarchy by bilinear equations, then we show how to get Frobenius Painlevé IV equation from the Frobenius modified KP hierarchy. In order to study the different aspects of the Frobenius Painlevé IV equation, we give the similarity reduction and affine Weyl group symmetry of the equation. Similarly, we introduce a Frobenius Painlevé II equation and show the connection between the Frobenius modified KP hierarchy and the Frobenius Painlevé II equation.     

Distributions of Poles to Painlevé Transcendents via Padé Approximations

A version of the Fair–Luke algorithm has been used to find the Padé approximate solutions to the Painlevé I, II, and IV equations. The distributions of poles in the complex plane are studied to check the dynamics of movable poles and the emergence of rational and truncated solutions, as well as various patterns formed by the poles. The high-order approximations allow us to check asymptotic expansions at infinity and estimate the range of asymptotic domains. The Coulomb gas interpretation of the pole ensembles is discussed in view of the patterns arising in Painlevé IV transcendents.     

On the question of representation of ultrafilters in a product of measurable spaces

We consider nonlinear ordinary differential equations up to the sixth order that are associated with the heat equation. Each of them is subjected to the Painlevé analysis. For the fourth- and sixth-order equations we obtain a criterion for having the Painlevé property; for the fifth-order equation we formulate necessary conditions for passing the Painlevé test. We also present a fifth-order equation analogous to the Chazy-3 equation.     

Symmetries of Quantum Lax Equations for the Painlevé Equations

Based on the fact that the Painlevé equations can be written as Hamiltonian systems with affine Weyl group symmetries, a canonical quantization of the Painlevé equations preserving such symmetries has been studied recently. On the other hand, since the Painlevé equations can also be described as isomonodromic deformations of certain second-order linear differential equations, a quantization of such Lax formalism is also a natural problem. In this paper, we introduce a canonical quantization of Lax equations for the Painlevé equations and study their symmetries. We also show that our quantum Lax equations are derived from Virasoro conformal field theory.     

Euler integral symmetries for the confluent Heun equation and symmetries of the Painlevé equation PV

Euler integral symmetries relate solutions of ordinary linear differential equations and generate integral representations of the solutions in several cases or relations between solutions of constrained equations. These relations lead to the corresponding symmetries of the monodromy matrices for the differential equations. We discuss Euler symmetries in the case of the deformed confluent Heun equation, which is in turn related to the Painlevé equation PV. The existence of symmetries of the linear equations leads to the corresponding symmetries of the Painlevé equation of the Okamoto type. The choice of the system of linear equations that reduces to the deformed confluent Heun equation is the starting point for the constructions. The basic technical problem is to choose the bijective relation between the system parameters and the parameters of the deformed confluent Heun equation. The solution of this problem is quite large, and we use the algebraic computing system Maple for this.     

Bäcklund transformations for new fourth Painlevé hierarchies

We consider a system of equations defined using the Hamiltonian operator of the Boussinesq hierarchy, as well as two successive modifications thereof. We are able to reduce the order of these three systems and give Bäcklund transformations between the integrated equations. We also give auto-Bäcklund transformations for the two modified systems.Particular cases of two of the three equations considered correspond to generalized fourth Painlevé hierarchies and are new; these are particular cases of the two modified systems. Thus we obtain auto-Bäcklund transformations for these new fourth Painlevé hierarchies, as well as Bäcklund transformations between our hierarchies. Our results on reduction of order are also applicable in this special case, and include as a particular example a reduction of order for the scaling similarity reduction of the Boussinesq equation, a result which, remarkably, seems not to have been given previously.     

Second-degree Painlevé equations and their contiguity relations

We study second-order, second-degree systems related to the Painlevé equations which possess one and two parameters. In every case we show that by introducing a quantity related to the canonical Hamiltonian variables it is possible to derive such a second-degree equation. We investigate also the contiguity relations of the solutions of these higher-degree equations. In most cases these relations have the form of correspondences, which would make them non-integrable in general. However, as we show, in our case these contiguity relations are indeed integrable mappings, with a single ambiguity in their evolution (due to the sign of a square root).     

Matrix Painlevé II equations

Theoretical and Mathematical Physics - We use the Painlevé–Kovalevskaya test to find three matrix versions of the Painlevé II equation. We interpret all these equations as...     

Numerical solution of the Cauchy problem for Painlevé III

We suggest a numerical method for solving the Cauchy problem for the third Painlevé equation. The solution of this problem is complicated by the fact that the unknown function can have movable singular points of the pole type, and in addition, the equation has a singularity at the points where the solution vanishes. The position of poles and zeros of the function is not given and is specified in the course of the solution. The method is based on the passage, in a neighborhood of these points, to an auxiliary system of differential equations for which the equation and the corresponding solution has no singularity in that neighborhood and at the pole or zero itself. We present the results of numerical experiments, which justify the efficiency of the suggested method.