Symmetry, Integrability and Geometry: Methods and Applications (SIGMA)


SIGMA 20 (2024), 019, 77 pages      arXiv:2307.11217      https://doi.org/10.3842/SIGMA.2024.019
Contribution to the Special Issue on Evolution Equations, Exactly Solvable Models and Random Matrices in honor of Alexander Its' 70th birthday

Painlevé-III Monodromy Maps Under the $D_6\to D_8$ Confluence and Applications to the Large-Parameter Asymptotics of Rational Solutions

Ahmad Barhoumi ab, Oleg Lisovyy c, Peter D. Miller a and Andrei Prokhorov ad
a) Department of Mathematics, University of Michigan, East Hall, 530 Church St., Ann Arbor, MI 48109, USA
b) Department of Mathematics, KTH Royal Institute of Technology, Lindstedtsvägen 25, 114 28, Stockholm, Sweden
c) Institut Denis-Poisson, Université de Tours, CNRS, Parc de Grandmont, 37200 Tours, France
d) St. Petersburg State University, Universitetskaya emb. 7/9, 199034 St. Petersburg, Russia

Received July 24, 2023, in final form January 23, 2024; Published online March 09, 2024

Abstract
The third Painlevé equation in its generic form, often referred to as Painlevé-III($D_6$), is given by $$ \frac{{\rm d}^2u}{{\rm d}x^2} =\frac{1}{u}\left( \frac{{\rm d}u}{{\rm d}x} \right)^2-\frac{1}{x} \frac{{\rm d}u}{{\rm d}x} + \frac{\alpha u^2 + \beta}{x}+4u^3-\frac{4}{u}, \qquad \alpha,\beta \in \mathbb C. $$ Starting from a generic initial solution $u_0(x)$ corresponding to parameters $\alpha$, $\beta$, denoted as the triple $(u_0(x), \alpha, \beta)$, we apply an explicit Bäcklund transformation to generate a family of solutions $(u_n(x), \alpha + 4n, \beta + 4n)$ indexed by $n \in \mathbb N$. We study the large $n$ behavior of the solutions $(u_n(x), \alpha + 4n, \beta + 4n)$ under the scaling $x = z/n$ in two different ways: (a) analyzing the convergence properties of series solutions to the equation, and (b) using a Riemann-Hilbert representation of the solution $u_n(z/n)$. Our main result is a proof that the limit of solutions $u_n(z/n)$ exists and is given by a solution of the degenerate Painlevé-III equation, known as Painlevé-III($D_8$), $$ \frac{{\rm d}^2U}{{\rm d}z^2} =\frac{1}{U}\left( \frac{{\rm d}U}{{\rm d}z}\right)^2-\frac{1}{z} \frac{{\rm d}U}{{\rm d}z} + \frac{4U^2 + 4}{z}.$$ A notable application of our result is to rational solutions of Painlevé-III($D_6$), which are constructed using the seed solution $(1, 4m, -4m)$ where $m \in \mathbb C \setminus \big(\mathbb Z + \frac{1}{2}\big)$ and can be written as a particular ratio of Umemura polynomials. We identify the limiting solution in terms of both its initial condition at $z = 0$ when it is well defined, and by its monodromy data in the general case. Furthermore, as a consequence of our analysis, we deduce the asymptotic behavior of generic solutions of Painlevé-III, both $D_6$ and $D_8$ at $z = 0$. We also deduce the large $n$ behavior of the Umemura polynomials in a neighborhood of $z = 0$.

Key words: Painlevé-III equation; Riemann-Hilbert analysis; Umemura polynomials; large-parameter asymptotics.

pdf (1866 kb)   tex (1127 kb)  

References

  1. Bilman D., Buckingham R., Large-order asymptotics for multiple-pole solitons of the focusing nonlinear Schrödinger equation, J. Nonlinear Sci. 29 (2019), 2185-2229, arXiv:1807.09058.
  2. Bilman D., Ling L., Miller P.D., Extreme superposition: rogue waves of infinite order and the Painlevé-III hierarchy, Duke Math. J. 169 (2020), 671-760, arXiv:1806.00545.
  3. Bonneux N., Hamaker Z., Stembridge J., Stevens M., Wronskian Appell polynomials and symmetric functions, Adv. in Appl. Math. 111 (2019), 101932, 23 pages, arXiv:2019.10193.
  4. Bothner T., Miller P.D., Rational solutions of the Painlevé-III equation: large parameter asymptotics, Constr. Approx. 51 (2020), 123-224, arXiv:1808.01421.
  5. Bothner T., Miller P.D., Sheng Y., Rational solutions of the Painlevé-III equation, Stud. Appl. Math. 141 (2018), 626-679, arXiv:1801.04360.
  6. Chekhov L.O., Mazzocco M., Rubtsov V.N., Painlevé monodromy manifolds, decorated character varieties, and cluster algebras, Int. Math. Res. Not. 2017 (2017), 7639-7691, arXiv:1511.03851.
  7. Clarkson P., Dunning C., Rational solutions of the fifth Painlevé equation. Generalized Laguerre polynomials, Stud. Appl. Math. 152 (2024), 453-507, arXiv:2304.01579.
  8. Clarkson P.A., Law C.-K., Lin C.-H., A constructive proof for the Umemura polynomials of the third Painlevé equation, SIGMA 19 (2023), 080, 20 pages, arXiv:1609.00495.
  9. Fabry E., Sur les intégrales des équations différentielles linéaires à coefficients rationnels, Ph.D. Thesis, Faculté Des Science De Paris, 1885, available at https://www.sudoc.fr/025014196.
  10. Fasondini M., Fornberg B., Weideman J.A.C., A computational exploration of the McCoy-Tracy-Wu solutions of the third Painlevé equation, Phys. D 363 (2018), 18-43.
  11. Fokas A.S., Its A.R., Kapaev A.A., Novokshenov V.Yu., Painlevé transcendents: the Riemann-Hilbert approach, Math. Surv. Monogr., Vol. 128, American Mathematical Society, Providence, RI, 2006.
  12. Forrester P.J., Witte N.S., Application of the $\tau$-function theory of Painlevé equations to random matrices: $\rm P_V$, $\rm P_{III}$, the LUE, JUE, and CUE, Comm. Pure Appl. Math. 55 (2002), 679-727, arXiv:math-ph/0103025.
  13. Garnier R., Sur des équations différentielles du troisième ordre dont l'intégrale générale est uniforme et sur une classe d'équations nouvelles d'ordre supérieur dont l'intégrale générale a ses points critiques fixes, Ann. Sci. 'Ecole Norm. Sup. (3) 29 (1912), 1-126.
  14. Gavrylenko P., Lisovyy O., Pure ${\rm SU}(2)$ gauge theory partition function and generalized Bessel kernel, in String-Math 2016, Proc. Sympos. Pure Math., Vol. 98, American Mathematical Society, Providence, RI, 2018, 181-205, arXiv:1705.01869.
  15. Gharakhloo R., Witte N.S., Modulated bi-orthogonal polynomials on the unit circle: the $2j-k$ and $j-2k$ systems, Constr. Approx. 58 (2023), 1-74, arXiv:2106.15079.
  16. Glutsuk A.A., Stokes operators via limit monodromy of generic perturbation, J. Dynam. Control Systems 5 (1999), 101-135.
  17. Gromak V.I., The solutions of Painlevé's third equation, Differ. Uravn 9 (1973), 2082-2083.
  18. Horrobin C., Stokes' phenomenon arising from the confluence of two simple poles, Ph.D. Thesis, Loughborough University, 2018, available at https://hdl.handle.net/2134/28357.
  19. Ince E.L., Ordinary differential equations, Dover Publications, New York, 1944.
  20. Its A.R., Novokshenov V.Yu., The isomonodromic deformation method in the theory of Painlevé equations, Lect. Notes Math., Vol. 1191, Springer, Berlin, 1986.
  21. Iwasaki K., Kimura H., Shimomura S., Yoshida M., From Gauss to Painlevé. A modern theory of special functions, Aspects Math., Vol. E16, Friedr. Vieweg & Sohn, Braunschweig, 1991.
  22. Jimbo M., Monodromy problem and the boundary condition for some Painlevé equations, Publ. Res. Inst. Math. Sci. 18 (1982), 1137-1161.
  23. Jimbo M., Miwa T., Ueno K., Monodromy preserving deformation of linear ordinary differential equations with rational coefficients. I. General theory and $\tau $-function, Phys. D 2 (1981), 306-352.
  24. Jimbo M., Miwa T., Monodromy preserving deformation of linear ordinary differential equations with rational coefficients. II, Phys. D 2 (1981), 407-448.
  25. Kajiwara K., Masuda T., On the Umemura polynomials for the Painlevé III equation, Phys. Lett. A 260 (1999), 462-467.
  26. Kapaev A.A., Scaling limits for the second Painlevé transcendent, J. Math. Sci. 83 (1997), 38-61.
  27. Kapaev A.A., Kitaev A.V., The limit transition ${\rm P}_2\to{\rm P}_1$, J. Math. Sci. 73 (1995), 460-467.
  28. Kitaev A.V., The method of isomonodromic deformations and the asymptotics of the solutions of the ''complete'' third Painlevé equation, Sb. Math. 176 (1989), 421-444.
  29. Kitaev A.V., An isomonodromy cluster of two regular singularities, J. Phys. A 39 (2006), 12033-12072, arXiv:math.CA/0606562.
  30. Lax P.D., Functional analysis, Pure Appl. Math., Wiley-Interscience, New York, 2002.
  31. Mehta M.L., Random matrices, 3rd ed., Pure Appl. Math. (Amsterdam), Vol. 142, Academic Press, Amsterdam, 2004.
  32. Milne A.E., Clarkson P.A., Bassom A.P., Bäcklund transformations and solution hierarchies for the third Painlevé equation, Stud. Appl. Math. 98 (1997), 139-194.
  33. Niles D.G., The Riemann-Hilbert-Birkhoff inverse monodromy problem and connection formulae for the third Painlevé transcendents, Ph.D. Thesis, Purdue University, 2009.
  34. Ohyama Y., Okumura S., A coalescent diagram of the Painlevé equations from the viewpoint of isomonodromic deformations, J. Phys. A 39 (2006), 12129-12151.
  35. Okamoto K., Polynomial Hamiltonians associated with Painlevé equations. II. Differential equations satisfied by polynomial Hamiltonians, Proc. Japan Acad. Ser. A Math. Sci. 56 (1980), 367-371.
  36. Okamoto K., Isomonodromic deformation and Painlevé equations, and the Garnier system, J. Fac. Sci. Univ. Tokyo Sect. IA Math. 33 (1986), 575-618.
  37. Okamoto K., Studies on the Painlevé equations. IV. Third Painlevé equation $P_{{\rm III}}$, Funkcial. Ekvac. 30 (1987), 305-332.
  38. Olver W.J., Olde Daalhuis A.B., Lozier D.W., Schneider B.I., Boisvert R.F., Clark C.W., Miller B.R., Saunders B.V., Cohl H.S., McClain M.A., NIST digital library of mathematical functions, available at https://dlmf.nist.gov/, Release 1.1.12 of 2023-12-15.
  39. Palmer J., Zeros of the Jimbo, Miwa, Ueno tau function, J. Math. Phys. 40 (1999), 6638-6681, arXiv:solv-int/9810004.
  40. Suleimanov B.I., Effect of a small dispersion on self-focusing in a spatially one-dimensional case, JETP Lett. 106 (2017), 400-405.
  41. Tracy C.A., Widom H., Level spacing distributions and the Bessel kernel, Comm. Math. Phys. 161 (1994), 289-309, arXiv:hep-th/9304063.
  42. Umemura H., 100 years of the Painlevé equation, in Selected Papers on Classical Analysis, Trans. Amer. Math. Soc. (2), Vol. 204, American Mathematical Society, Providence, RI, 2001, 81-110.
  43. van der Put M., Saito M.-H., Moduli spaces for linear differential equations and the Painlevé equations, Ann. Inst. Fourier (Grenoble) 59 (2009), 2611-2667, arXiv:0902.1702.

Previous article  Next article  Contents of Volume 20 (2024)