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Discrete Painlevé equations are nonlinear difference equations, which arise from translations on crystallographic lattices. The deceptive simplicity of this statement hides immensely rich mathematical properties, connecting dynamical systems, algebraic geometry, Coxeter groups, topology, special functions theory, and mathematical physics. This book necessarily starts with introductory material to give the reader an accessible entry point to this vast subject matter. It is based on lectures that the author presented as principal lecturer at a Conference Board of Mathematical Sciences and National Science Foundation conference in Texas in 2016. Instead of technical theorems or complete proofs, the book relies on providing essential points of many arguments through explicit examples, with the hope that they will be useful for applied mathematicians and physicists.
This book is the first comprehensive treatment of Painlevé differential equations in the complex plane. Starting with a rigorous presentation for the meromorphic nature of their solutions, the Nevanlinna theory will be applied to offer a detailed exposition of growth aspects and value distribution of Painlevé transcendents. The subsequent main part of the book is devoted to topics of classical background such as representations and expansions of solutions, solutions of special type like rational and special transcendental solutions, Bäcklund transformations and higher order analogues, treated separately for each of these six equations. The final chapter offers a short overview of applications of Painlevé equations, including an introduction to their discrete counterparts. Due to the present important role of Painlevé equations in physical applications, this monograph should be of interest to researchers in both mathematics and physics and to graduate students interested in mathematical physics and the theory of differential equations.
There are a number of intriguing connections between Painlev equations and orthogonal polynomials, and this book is one of the first to provide an introduction to these. Researchers in integrable systems and non-linear equations will find the many explicit examples where Painlev equations appear in mathematical analysis very useful. Those interested in the asymptotic behavior of orthogonal polynomials will also find the description of Painlev transcendants and their use for local analysis near certain critical points helpful to their work. Rational solutions and special function solutions of Painlev equations are worked out in detail, with a survey of recent results and an outline of their close relationship with orthogonal polynomials. Exercises throughout the book help the reader to get to grips with the material. The author is a leading authority on orthogonal polynomials, giving this work a unique perspective on Painlev equations.
The subject this volume is explicit integration, that is, the analytical as opposed to the numerical solution, of all kinds of nonlinear differential equations (ordinary differential, partial differential, finite difference). Such equations describe many physical phenomena, their analytic solutions (particular solutions, first integral, and so forth) are in many cases preferable to numerical computation, which may be long, costly and, worst, subject to numerical errors. In addition, the analytic approach can provide a global knowledge of the solution, while the numerical approach is always local. Explicit integration is based on the powerful methods based on an in-depth study of singularities, that were first used by Poincar and subsequently developed by Painlev in his famous Leons de Stockholm of 1895. The recent interest in the subject and in the equations investigated by Painlev dates back about thirty years ago, arising from three, apparently disjoint, fields: the Ising model of statistical physics and field theory, propagation of solitons, and dynamical systems. The chapters in this volume, based on courses given at Cargse 1998, alternate mathematics and physics; they are intended to bring researchers entering the field to the level of present research.
At the turn of the twentieth century, the French mathematician Paul Painleve and his students classified second order nonlinear ordinary differential equations with the property that the location of possible branch points and essential singularities of their solutions does not depend on initial conditions. It turned out that there are only six such equations (up to natural equivalence), which later became known as Painleve I-VI. Although these equations were initially obtainedanswering a strictly mathematical question, they appeared later in an astonishing (and growing) range of applications, including, e.g., statistical physics, fluid mechanics, random matrices, and orthogonal polynomials. Actually, it is now becoming clear that the Painleve transcendents (i.e., the solutionsof the Painleve equations) play the same role in nonlinear mathematical physics that the classical special functions, such as Airy and Bessel functions, play in linear physics. The explicit formulas relating the asymptotic behaviour of the classical special functions at different critical points, play a crucial role in the applications of these functions. It is shown in this book, that even though the six Painleve equations are nonlinear, it is still possible, using a new technique called theRiemann-Hilbert formalism, to obtain analogous explicit formulas for the Painleve transcendents. This striking fact, apparently unknown to Painleve and his contemporaries, is the key ingredient for the remarkable applicability of these ``nonlinear special functions''. The book describes in detail theRiemann-Hilbert method and emphasizes its close connection to classical monodromy theory of linear equations as well as to modern theory of integrable systems. In addition, the book contains an ample collection of material concerning the asymptotics of the Painleve functions and their various applications, which makes it a good reference source for everyone working in the theory and applications of Painleve equations and related areas.
A first introduction to the theory of discrete integrable systems at a level suitable for students and non-experts.
This book is a comprehensive introduction to the application of continuous symmetries and their Lie algebras to ordinary and partial differential equations. It is suitable for students and research workers whose main interest lies in finding solutions to differential equations. It therefore caters for readers primarily interested in applied mathematics and physics rather than pure mathematics.The book provides an application-orientated text that is reasonably self-contained. A large number of worked examples have been included to help readers working independently of a teacher. The advance of algebraic computation has made it possible to write programs for the tedious calculations in this research field, and thus the book also makes a survey of computer algebra packages.
This book offers an introduction to the research in several recently discovered and actively developing mathematical and mathematical physics areas. It focuses on: 1) Feynman integrals and modular functions, 2) hyperbolic and Lorentzian Kac-Moody algebras, related automorphic forms and applications to quantum gravity, 3) superconformal indices and elliptic hypergeometric integrals, related instanton partition functions, 4) moonshine, its arithmetic aspects, Jacobi forms, elliptic genus, and string theory, and 5) theory and applications of the elliptic Painleve equation, and aspects of Painleve equations in quantum field theories. All the topics covered are related to various partition functions emerging in different supersymmetric and ordinary quantum field theories in curved space-times of different (d=2,3,...,6) dimensions. Presenting multidisciplinary methods (localization, Borcherds products, theory of special functions, Cremona maps, etc) for treating a range of partition functions, the book is intended for graduate students and young postdocs interested in the interaction between quantum field theory and mathematics related to automorphic forms, representation theory, number theory and geometry, and mirror symmetry.