Amalgamations of the Painlevé Equations

We present new hierarchies of nonlinear ordinary differential equations (ODEs) that are generalizations of the Painlevé equations. These hierarchies contain the Painlevé equations as special cases. We emphasize the sixth-order ODEs. Special solutions for one of them are expressed via the general solutions of the P ₁ and P ₂ equations and special cases of the P ₃ and P ₅ equations. Four of the six Painlevé equations can be considered special cases of these sixth-order ODEs. We give linear representations for solving the Cauchy problems for the hierarchy equations using the inverse monodromy transform.     

Symbolic software for soliton theory

Four symbolic programs, in Macsyma or Mathematica language, are presented. The first program tests forthe existence of solitons for nonlinear PDEs. It explicitly constructs solitons using Hirota's bilinear method. In the second program, the Painlevé integrability test for ODEs and PDEs is implemented. The third program provides an algorithm to compute conserved densities for nonlinear evolution equations. The fourth software package aids in the computation of Lie symmetries of systems of differential and difference-differential equations. Several examples illustrate the capabilities of the software.Research supported in part by NSF under Grant CCR-9300978.     

On the Fourth Painlevé Hierarchy

We use the inverse monodromy transform to find the fourth Painlevé hierarchy. The second and third members of this hierarchy are given. Special and rational solutions of the second and third members for the P ₄ hierarchy are discussed. We apply the Painlevé test to the second member of the fourth Painlevé hierarchy.     

On some aspects of Bäcklund transformations

The Painlevé differential equations (P₂-P₆) possess Bäcklund transformations which relate one solution to another solution either of the same equation, with different values of the parameters, or another such equation. We review a method for deriving difference equations, the discrete Painlevé equations in particular, from Bäcklund transformations of the continuous Painlevé equations. Then, we prove the existence of an algebraic formula relating three inconsecutive solutions of the same Bäcklund hierarchy for P₃ and P₄.     

Integrable hierarchies: Painlevé indices and compatibility conditions

We consider the application of the Weiss-Tabor-Carnevale (WTC) Painlevé test to hierarchies of completely integrable evolution equations. A method of constructing the Painlevé index polynomial for such hierarchies is illustrated. For Burgers' hierarchy we are able to show that all WTC compatibility conditions are satisfied. This allows a simple construction of the Painlevé-Bäcklund transformation obtained from truncation of the principal Painlevé expansion.Department of Mathematics, Heriot-Watt University, Edinburgh EH14 4AS, United Kingdom. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 99, No. 3, pp. 509–516, June, 1994.     

Value distribution of meromorphic solutions of certain difference Painlevé equations

The Borel exceptional value and the exponents of convergence of poles, zeros and fixed points of finite order transcendental meromorphic solutions for difference Painlevé I and II equations are estimated. And the forms of rational solutions of the difference Painlevé II equation and the autonomous difference Painlevé I equation are also given. It is also proved that the non-autonomous difference Painlevé I equation has no rational solution.     

Painlevé Hierarchies and the Painlevé Test

In a series of recent papers, we derived several new hierarchies of higher-order analogues of the six Painlevé equations. Here we consider one particular example of such a hierarchy, namely, a recently derived fourth Painlevé hierarchy. We use this hierarchy to illustrate how knowing the Hamiltonian structures and Miura maps can allow finding first integrals of the ordinary differential equations derived. We also consider the implications of the second member of this hierarchy for the Painlevé test. In particular, we find that the Ablowitz–Ramani–Segur algorithm cannot be applied to this equation. This represents a significant failing in what is now a standard test of singularity structure. We present a solution of this problem.     

A KdV equation in 2+1 dimensions: Painlevé analysis,solutions and similarity reductions

The nonlinear equationm _ty =(m _yxx +m _x m _y ) _x is throughly analyzed. The Painlevé test yields a positive result. The Bäckhand transformations are found and the Darboux-MoutardMatveev formalism arises in the context of this analysis. Some solutions and their interactions are also analyzed. The singular manifold equations are also used to determine symmetry reductions. This procedure can be related with the direct method of Clarkson and Kruskal.     

Global well-posedness and scattering for the focusing energy-critical nonlinear Schrödinger equations of fourth order in the radial case

We consider the focusing energy-critical nonlinear Schrödinger equation of fourth order , d?5. We prove that if a maximal-lifespan radial solution obeys supt∈I‖Δu(t)_‖2<‖ΔW_‖2, then it is global and scatters both forward and backward in time. Here W denotes the ground state, which is a stationary solution of the equation. In particular, if a solution has both energy and kinetic energy less than those of the ground state W at some point in time, then the solution is global and scatters.     

A new derivation of Painlevé hierarchies

We give a new derivation of two Painlevé hierarchies. This is done by extending the accelerating-wave reductions of the Korteweg-de Vries and dispersive water wave equations to their respective hierarchies. We also consider the extension of this reduction of Burgers equation to the Burgers hierarchy.     

(2+1)-dimensional Broer–Kaup system of shallow water waves and similarity solutions with symbolic computation

The Broer–Kaup system is among the important integrable models for the shallow water waves. For a (2+1)-dimensional Broer–Kaup system and with symbolic computation, we present some similarity solutions, which are expressible in terms of the Jacobian elliptic functions and second Painlevé transcendent. Our results are in agreement with the Painlevé conjecture.Received: February 26, 2003; revised: August 11, 2003     

Special functions arising from discrete Painlevé equations: A survey

This article is a survey on recent studies on special solutions of the discrete Painlevé equations, especially on hypergeometric solutions of the q-Painlevé equations. The main part of this survey is based on the joint work [K. Kajiwara, T. Masuda, M. Noumi, Y. Ohta, Y. Yamada, Hypergeometric solutions to the q-Painlevé equations, IMRN 2004 47 (2004) 2497–2521, K. Kajiwara, T. Masuda, M. Noumi, Y. Ohta, Y. Yamada, Construction of hypergeometric solutions to the q-Painlevé equations, IMRN 2005 24 (2005) 1439–1463] with Kajiwara, Masuda, Ohta and Yamada. After recalling some basic facts concerning Painlevé equations for comparison, we give an overview of the present status of studies on difference (discrete) Painlevé equations as a source of special functions.     

Invariant Simultaneous Solutions of Evolution Equations of Integrable Hierarchies

We construct classical point symmetry groups for joint pairs of evolution equations (systems of equations) of integrable hierarchies related to the auxiliary equation of the method of the inverse problem of second order. For the two cases: the hierarchy of Korteweg--de Vries (KdV) equations and of the systems of Kaup equations, we construct simultaneous solutions invariant with respect to the symmetry group. The problem of the construction of these solutions can be reduced, respectively, to the first and second Painlevé equations depending on a parameter. The Painlevé equations are supplemented by the linear evolution equations defining the deformation of the solution of the corresponding Painlevé equation.     

Movable Singularities of Solutions of Difference Equations in Relation to Solvability and a Study of a Superstable Fixed Point

We review applications of exponential asymptotics and analyzable function theory to difference equations in defining an analogue of the Painlevé property for them, and we sketch the conclusions about the solvability properties of first-order autonomous difference equations. If the Painlevé property is present, the equations are explicitly solvable; otherwise, under additional assumptions, the integrals of motion develop singularity barriers. We apply the method to the logistic map x _n+1=ax _n (1–x _n ), where we find that the only cases with the Painlevé property are a=–2,0,2, and 4, for which explicit solutions indeed exist; otherwise, an associated conjugation map develops singularity barriers.     

On the use of the Painlevé property for obtaining miura type transformation

We present a method for obtaining an associated hierarchy of evolution equations possessing the Painlevé property from a given hierarchy which possesses the Painlevé property. This method is applied to the classical Boussinesq hierarchy to obtain the Miura type transformation and the modified classical Boussinesq hierarchy. It is also used to construct a large hierarchy of evolution equations which possess the Painlevé property and include the classical Boussinesq the Jaulent Miodek, the dispersive long wave hierarchy as special cases. All these hierarchies have the same modified hierarchy.The projection supported by the National Natural Science Fundation of China.     

Solvable Three-Body Problem and Painlevé Conjectures

For a special choice of the three interparticle coupling constants in the three-body version of a many-body problem in the plane that was recently investigated, the general solution of the equations of motion can be written in closed form (and is remarkably simple). We also discuss another analogous three-body problem and obtain two third-order highly nonlinear autonomous ODEs whose general solutions, we conjecture, are entire. In other words, we conjecture that these ODEs feature (a strong version of) the Painlevé property.     

Position dependent non-linear Schrödinger hierarchies: Involutivity, commutation relations, renormalisation and classical invariants

We consider a family of explicitly position dependent hierarchies , containing the NLS (non-linear Schrödinger) hierarchy. All are involutive and fulfill DIn=nIn−1, where D=D⁻¹V₀, V₀ being the Hamiltonian vector field afforded by the common ground state I₀=uv. The construction requires renormalisation of certain function parameters.It is shown that the ‘quantum space’ C[I₀,I₁,…] projects down to its classical counterpart C[p], with p=I₁/I₀, the momentum density. The quotient is the kernel of D. It is identified with classical semi-invariants for forms in two variables.     

Four applications of majorization to convexity in the calculus of variations

The resemblance between the Horn-Thompson theorem and a recent theorem by Dacorogna-Marcellini-Tanteri indicates that Schur-convexity and the majorization relation are relevant for applications in the calculus of variations and its related notions of convexity, such as rank one convexity or quasiconvexity. In Theorem 6.6, we give simple necessary and sufficient conditions for an isotropic objective function to be rank one convex on the set of matrices with positive determinant.Majorization is used in order to give a very short proof of a theorem of Thompson and Freede [R.C. Thompson, L.J. Freede, Eigenvalues of sums of Hermitian matrices III, J. Res. Nat. Bur. Standards B 75B (1971) 115-120], Ball [J.M. Ball, Constitutive inequalities and existence theorems in nonlinear elastostatics, in: R.J. Knops (Ed.), Nonlinear Analysis and Mechanics: Heriot-Watt Symposium, vol. 1, Res. Notes Math., 17, Pitman, 1977, pp. 187-241], or Le Dret [H. Le Dret, Sur les fonctions de matrices convexes et isotropes, CR Acad. Sci. Paris, Série I 310 (1990) 617-620], concerning the convexity of a class of isotropic functions which appear in nonlinear elasticity.Next we prove (Theorem 7.3) a lower semicontinuity result for functionals with the form _∫Ωw(D?(x))dx, with w(F)=h(lnV_F). Here F=R_FU_F=V_FR_F is the usual polar decomposition of F∈gl(n,R), and lnV_F is Hencky’s logarithmic strain.We close this paper with a compact proof of Dacorogna-Marcellini-Tanteri theorem, based only on classical results about majorization. The mentioned resemblance of this theorem with the Horn-Thompson theorem is thus explained.     

Universal characters, integrable chains and the Painlevé equations

The universal character is a generalization of the Schur polynomial attached to a pair of partitions; see (Adv. Math. 74 (1989) 57). We prove that the universal character solves the Darboux chain. The N-periodic closing of the chain is equivalent to the Painlevé equation of type . Consequently we obtain an expression of rational solutions of the Painlevé equations in terms of the universal characters.     

KdV Equations and integrability detectors

We present a review of the various integrability detectors that have been developed based on the study of the singularities of the solutions of a given equation: the Painlevé method for continuous systems, and the singularity confinement approach for discrete ones. In each case the KdV equation was instrumental in the formulation of the conjectures relating the singularity structure to integrability.