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.     

Chazy Classes IX–XI Of Third-Order Differential Equations

In this article, we study Classes IX–XI of the 13 classes introduced by Chazy (1911) in his classification of third-order differential equations in the polynomial class having the Painlevé property. Classes IX and X are the only Chazy classes that have remained unsolved to this day, and they have been at the top of our "most wanted" list for some time. (There is an incorrect claim in the literature that these classes are unstable.) Here we construct their solutions in terms of hyperelliptic functions of genus 2, which are globally meromorphic. (We also add a parameter to Chazy Class X, overlooked in Chazy's original paper.) The method involves transforming to a more tractable class of fourth- and fifth-order differential equations, which is the subject of an accompanying paper (paper I). Most of the latter equations involve hyperelliptic functions and/or higher-order Painlevé transcendents. In the case of Chazy Class XI, the solution is elementary and well known, but there are interesting open problems associated with its coefficient functions, including the appearance of one of the aforementioned transcendents. In an appendix, we present the full list of Chazy equations (in the third-order polynomial class) and the solutions of those that are not dealt with in the body of this article.     

Binomial-Type Ordinary Differential Equations of the Third Order

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

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.     

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.     

On solutions of third and fourth-order time dependent Riccati equations and the generalized Chazy system

We introduce a new transformation (nonlocal) to find the general solutions of some equations belonging to the third and fourth-order time dependent Riccati class of equations. These are in turn related to the Chazy polynomial class and the time dependent F-XVI Bureau symbol PI equations respectively.     

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.     

Soliton interaction for the extended Korteweg-de Vries equation

Soliton interactions for the extended Korteweg-de Vries (KdV)equation are examined. It is shown that the extended KdV equationcan be transformed (to its order of approximation) to a higher-ordermember of the KdV hierarchy of integrable equations. This transformationis used to derive the higher-order, two-soliton solution forthe extended KdV equation. Hence it follows that the higher-ordersolitary-wave collisions are elastic, to the order of approximationof the extended KdV equation. In addition, the higher-ordercorrections to the phase shifts are found. To examine the exactnature of higher-order, solitary-wave collisions, numericalresults for various special cases (including surface waves onshallow water) of the extended KdV equation are presented. Thenumerical results show evidence of inelastic behaviour wellbeyond the order of approximation of the extended KdV equation;after collision, a dispersive wavetrain of extremely small amplitudeis found behind the smaller, higher-order solitary wave.     

Fourier–Bessel-type series: The fourth-order case

The structured higher-order Bessel-type linear ordinary differential equations were first discovered in 1994. There is a denumerable infinity of these higher-order equations, all of then of even-order.These differential equations possess many of the properties of the classical second-order Bessel differential equation, but these higher-order cases bring remarkable new analytic structures. In many ways it is sufficient to study the properties of the fourth-order Bessel-type differential equation to be able to assess the corresponding properties of the sixth-and higher-order cases.This paper follows a number of earlier papers devoted to the study of the fourth-order case. These publications show the connections between the special function properties of solutions of the differential equation, and the properties of linear differential operators generated by the associated linear differential expression in certain weighted Lebesgue, and Lebesgue–Stieltjes function spaces.To follow the earlier papers on the study of the fourth-order Bessel-type differential equation, this present paper determines the form of the Fourier–Bessel-type series which best extends the classical theory of the second-order Fourier–Bessel series.In fact the Fourier–Bessel-type series are based on a new orthogonal system in terms of the regular eigensolutions of the fourth-order Bessel-type equation. The corresponding eigenvalues are obtained by restricting the spectral parameter to the zeros of an analytic function arising already in the Dini boundary conditions.     

A simple approach for determining the eigenvalues of the fourth-order Sturm–Liouville problem with variable coefficients

In this paper, a simple and efficient approach is presented to compute the eigenvalues of the fourth-order Sturm–Liouville equations with variable coefficients. By transforming the governing differential equation to a system of algebraic equation, we can get the corresponding polynomial characteristic equations for kinds of boundary conditions based on the polynomial expansion and integral technique. Moreover, the lower and higher-order eigenvalues can be determined simultaneously from the multi-roots. Several examples for estimating eigenvalues are given. The convergence and effectiveness of the method are confirmed by comparing numerical results with the exact and other existing numerical results.     

Solitary wave solution of higher-order Korteweg–de Vries equation

An attempt has been made to obtain exact analytical traveling wave solution or simple wave solution of higher-order Korteweg–de Vries (KdV) equation by using tanh-method or hyperbolic method. The higher-order equation can be derived for magnetized plasmas by using the reductive perturbation technique. It is found that the exact solitary wave solution of higher-order KdV equation is obtained by tanh-method. Using this method, different kinds of nonlinear wave equations can be evaluated. The higher-order nonlinearity and higher-order dispersive effect can be observed from the solutions of the equations. The method is applicable for other nonlinear wave equations.     

On a KdV equation with higher-order nonlinearity: Traveling wave solutions

In this work, the improved tanh-coth method is used to obtain wave solutions to a Korteweg-de Vries (KdV) equation with higher-order nonlinearity, from which the standard KdV and the modified Korteweg-de Vries (mKdV) equations with variable coefficients can be derived as particular cases. However, the model studied here include other important equations with applications in several fields of physical and nonlinear sciences. Periodic and soliton solutions are formally derived.     

Comparison of higher-order accurate schemes for solving the two-dimensional unsteady Burgers' equation

This paper is devoted to the testing and comparison of numerical solutions obtained from higher-order accurate finite difference schemes for the two-dimensional Burgers' equation having moderate to severe internal gradients. The fourth-order accurate two-point compact scheme, and the fourth-order accurate Du Fort Frankel scheme are derived. The numerical stability and convergence are presented. The cases of shock waves of severe gradient are solved and checked with the fourth-order accurate Du Fort Frankel scheme solutions. The present study shows that the fourth-order two-point compact scheme is highly stable and efficient in comparison with the fourth-order accurate Du Fort Frankel scheme.     

Pseudoprocesses Related to Space-Fractional Higher-Order Heat-Type Equations

In this article, we construct pseudo random walks (symmetric and asymmetric) that converge in law to compositions of pseudoprocesses stopped at stable subordinators. We find the higher-order space-fractional heat-type equations whose fundamental solutions coincide with the law of the limiting pseudoprocesses. The fractional equations involve either Riesz operators or their Feller asymmetric counterparts. The main result of this article is the derivation of pseudoprocesses whose law is governed by heat-type equations of real-valued order γ > 2. The classical pseudoprocesses are very special cases of those investigated here.     

A Kind of Discretization of the KdV Hierarchy

We propose a method for introducing higher-order terms in the potential expansion in order to study the continuum limits of the Toda hierarchy. These higher-order terms are differential polynomials in the lower-order terms. This type of potential expansion allows using fewer equations in the Toda hierarchy to recover the KdV hierarchy by the so-called recombination method. We show that the Lax pairs, the Poisson tensors, and the Hamiltonians of the Toda hierarchy tend toward the corresponding objects of the KdV hierarchy in the continuum limit. This method gives a kind of discretization of the KdV hierarchy.     

Eigenfunctions of Two-Scale Difference Equations with Rational Symbol

This paper deals with two-scale difference equations having a formal power series as symbol. We require that the equation has non-zero distributional solutions which are either compactly supported or integrals of compactly supported distributions with support bounded to the left. Such solutions are called eigenfunctions. As main result we determine the necessary and sufficient condition for the existence of eigenfunctions that the symbol must be a rational function with a special structure. We show that the eigenfunctions can be expressed by means of a finite sum of shifted eigenfunctions belonging to the case with a polynomial symbol (characteristic polynomial), which is well investigated.     

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.     

On the new fourth-order methods for the simultaneous approximation of polynomial zeros

A new iterative method of the fourth-order for the simultaneous determination of polynomial zeros is proposed. This method is based on a suitable zero-relation derived from the fourth-order method for a single zero belonging to the Schröder basic sequence. One of the most important problems in solving polynomial equations, the construction of initial conditions that enable both guaranteed and fast convergence, is studied in detail for the proposed method. These conditions are computationally verifiable since they depend only on initial approximations, the polynomial coefficients and the polynomial degree, which is of practical importance. The construction of improved methods in ordinary complex arithmetic and complex circular arithmetic is discussed. Finally, numerical examples and the comparison with existing fourth-order methods are given.     

Miura transformation for the “good” Boussinesq equation

It is well known that each solution of the modified Korteveg–de Vries (mKdV) equation gives rise, via the Miura transformation, to a solution of the Korteveg–de Vries (KdV) equation. In this work, we show that a similar Miura-type transformation exists also for the “good” Boussinesq equation. This transformation maps solutions of a second-order equation to solutions of the fourth-order Boussinesq equation. Just like in the case of mKdV and KdV, the correspondence exists also at the level of the underlying Riemann–Hilbert problems and this is in fact how we construct the new transformation.     

On the Lax Pairs of the Symmetric Painlevé Equations

The symmetric forms of the Painlevé equations are a sequence of nonlinear dynamical systems in N + 1 variables that admit the action of an extended affine Weyl group of type     , as shown by Noumi and Yamada. They are equivalent to the periodic dressing chains studied by Veselov and Shabat, and by Adler. In this paper, a direct derivation of the symmetries of a corresponding sequence of ( N + 1) × ( N + 1) matrix linear systems (Lax pairs) is given. The action of the generators of the extended affine Weyl group of type     on the associated Lax pairs is realized through a set of transformations of the eigenfunctions, and this extends to an action of the whole group.