The Painlevé-Kowalevski and Poly-Painlevé Tests for Integrability

The characteristic feature of the so-called Painlevé test for integrability of an ordinary (or partial) analytic differential equation, as usually carried out, is to determine whether all its solutions are single-valued by local analysis near individual singular points of solutions. This test, interpreted flexibly, has been quite successful in spite of various evident flaws. We review the Painleve test in detail and then propose a more robust and generally more appropriate definition of integrability: a multivalued function is accepted as an integral if its possible values (at any given point in phase space) are not dense. This definition is illustrated and justified by examples, and a widely applicable method (the poly-Painlevé method) of testing for it is presented, based on asymptotic analysis covering several singularities simultaneously.     

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.     

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     

A Property of the Ansatz of Hirota's Method for Quasilinear Parabolic Equations

By using the recently discovered new invariant properties of the ansatz of R. Hirota's method, we prove that the classes of linear fractional solutions to some nonlinear equations are closed. This allows us to construct new solutions for a chosen class of dissipative equations. This algorithm is similar to the method of dressing the solutions of integrable equations. The equations thus obtained imply a compatibility condition and are known as a nonlinear Lax pair with variable coefficients. So we propose a method for constructing such pairs. To construct solutions of a more complicated form, we propose to use the property of zero denominators and factorized brackets, which has been discovered experimentally. The expressions thus constructed are said to be quasi-invariant. They allow us to find true relations between the functions contained in the ansatz, to correct the ansatz, and to construct a solution. We present some examples of new solutions constructed following this approach. Such solutions can be used for majorizing in comparison theorems and for modeling phase processes and process in neurocomputers. A program for computing solutions by methods of computer algebra is written. These techniques supplement the classical methods for constructing solutions by using their group properties.     

Painlevé VI and the Unitary Jacobi Ensembles

The six Painlevé transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well‐known examples among which include symmetry reduction of the Ernst equation which arises from stationary axial symmetric Einstein manifold and the spin‐spin correlation functions of the two‐dimensional Ising model in the work of McCoy, Tracy, and Wu. The problem we study in this paper originates from random matrix theory, namely, the smallest eigenvalues distribution of the finite n Jacobi unitary ensembles which was first investigated by Tracy and Widom. This is equivalent to the computation of the probability that the spectrum is free of eigenvalues on the interval . Such ensembles also appears in multivariate statistics known as the double‐Wishart distribution. We consider a more general model where the Jacobi weight is perturbed by a discontinuous factor and study the associated finite Hankel determinant. It is shown that the logarithmic derivative of Hankel determinant satisfies a particular σ‐form of Painlevé VI, which holds for the gap probability as well. We also compute exactly the leading term of the gap probability as .     

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.     

Bäcklund transformations for higher order Painlevé equations

We present a new generalized algorithm which allows the construction of Bäcklund transformations (BTs) for higher order ordinary differential equations (ODEs). This algorithm is based on the idea of seeking transformations that preserve the Painlevé property, and is applied here to ODEs of various orders in order to recover, amongst others, their auto-BTs. Of the ODEs considered here, one is seen to be of particular interest because it allows us to show that auto-BTs can be obtained in various ways, i.e. not only by using the severest of the possible restrictions of our algorithm.     

On Airy Solutions of the Second Painlevé Equation

In this paper, we discuss Airy solutions of the second Painlevé equation (P_II) and two related equations, the Painlevé XXXIV equation () and the Jimbo–Miwa–Okamoto σ form of P_II (S_II), are discussed. It is shown that solutions that depend only on the Airy function have a completely different structure to those that involve a linear combination of the Airy functions and . For all three equations, the special solutions that depend only on are tronquée solutions, i.e., they have no poles in a sector of the complex plane. Further, for both and S_II, it is shown that among these tronquée solutions there is a family of solutions that have no poles on the real axis.     

Special functions as solutions to discrete Painlevé equations

We present results on special solutions of discrete Painlevé equations. These solutions exist only when one constraint among the parameters of the equation is satisfied and are obtained through the solutions of linear second-order (discrete) equations. These linear equations define the discrete analogues of special functions.     

On unicity of meromorphic solutions to difference Painlevé equation

In this paper, we consider the uniqueness problems of finite‐order meromorphic solutions to Painlevé equation. Our result says that such solutions w are uniquely determined by their poles and the zeros of w−e_j (counting multiplicities) for 2 finite complex numbers e₁≠e₂. As applications, we derive 2 uniqueness theorems about the Weierstrass ℘ function and Jacobi elliptic function sn, respectively.     

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.     

The Painlevé integrability of two parameterized nonlinear evolution equations using symbolic computation

An algorithm is presented to prove the Painlevé integrability of parameterized nonlinear evolution equations such that one can filter out Painlevé integrable models from nonlinear equations with general forms. Then two well known nonlinear models with physical interests illustrate the effectiveness of this algorithm. Some new results are reported for the first time.     

Correlation between pole location and asymptotic behavior for Painlevé I solutions

We extend the technique of asymptotic series matching to exponential asymptotics expansions (transseries) and show by using asymptotic information that the extension provides a method of finding singularities of solutions of nonlinear differential equations. This transasymptotic matching method is applied to Painlevé's first equation, P1. The solutions of P1 that are bounded in some direction towards infinity can be expressed as series of functions obtained by generalized Borel summation of formal transseries solutions; the series converge in a neighborhood of infinity. We prove (under certain restrictions) that the boundary of the region of convergence contains actual poles of the associated solution. As a consequence, the position of these exterior poles is derived from asymptotic data. In particular, we prove that the location of the outermost pole x_p(C) on ℝ⁺ of a solution is monotonic in a parameter C describing its asymptotics on anti‐Stokes lines and obtain rigorous bounds for x_p(C). We also derive the behavior of x_p(C) for large C ∈ ℂ. The appendix gives a detailed classical proof that the only singularities of solutions of P1 are poles. © 1999 John Wiley & Sons, Inc.     

Quicksilver Solutions of a q‐Difference First Painlevé Equation

In this paper, we present new, unstable solutions, which we call quicksilver solutions, of a q‐difference Painlevé equation in the limit as the independent variable approaches infinity. The specific equation we consider in this paper is a discrete version of the first Painlevé equation (qP_I), whose phase space (space of initial values) is a rational surface of type . We describe four families of almost stationary behaviors, but focus on the most complicated case, which is the vanishing solution. We derive this solution's formal power series expansion, describe the growth of its coefficients, and show that, while the series is divergent, there exist true analytic solutions asymptotic to such a series in a certain q‐domain. The method, while demonstrated for qP_I, is also applicable to other q‐difference Painlevé equations.     

Painlevé III Asymptotics of Hankel Determinants for a Perturbed Jacobi Weight

We study the Hankel determinants associated with the weight where , , , is analytic in a domain containing [ ? 1, 1] and for . In this paper, based on the Deift–Zhou nonlinear steepest descent analysis, we study the double scaling limit of the Hankel determinants as and . We obtain the asymptotic approximations of the Hankel determinants, evaluated in terms of the Jimbo–Miwa–Okamoto σ‐function for the Painlevé III equation. The asymptotics of the leading coefficients and the recurrence coefficients for the perturbed Jacobi polynomials are also obtained.     

On comparison of series and numerical solutions for second Painlevé equation

This attempt presents the series solution of second Painlevé equation by homotopy analysis method (HAM). Comparison of HAM solution is provided with that of the Adomian decomposition method (ADM), homotopy perturbation method (HPM), analytic continuation method, and Legendre Tau method. It is revealed that there is very good agreement between the analytic continuation and HAM solutions when compared with ADM, HPM, and Legendre Tau solutions. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Value distribution of the fifth Painlevé transcendents in sectorial domains

This article is concerned with a value distribution of the fifth Painlevé transcendents in sectorial domains around a fixed singular point. We show that the cardinality of the 1-points of a fifth Painlevé transcendent in a sector has an asymptotic growth of finite order, thereby giving an improvement of the known estimates.     

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.