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This book gives an introduction to the modern theory of special functions. It focuses on the nonlinear Painlevé differential equation and its solutions, the so-called Painlevé functions. It contains modern treatments of the Gauss hypergeometric differential equation, monodromy of second order Fuchsian equations and nonlinear differential equations near singular points.The book starts from an elementary level requiring only basic notions of differential equations, function theory and group theory. Graduate students should be able to work with the text."The authors do an excellent job of presenting both the historical and mathematical details of the subject in a form accessible to any mathematician or physicist." (MPR in "The American Mathematical Monthly" März 1992.
At the turn of the twentieth century, the French mathematician Paul Painlevé 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 Painlevé I–VI. Although these equations were initially obtained answering 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 Painlevé transcendents (i.e., the solutions of the Painlevé 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 Painlevé equations are nonlinear, it is still possible, using a new technique called the Riemann-Hilbert formalism, to obtain analogous explicit formulas for the Painlevé transcendents. This striking fact, apparently unknown to Painlevé and his contemporaries, is the key ingredient for the remarkable applicability of these “nonlinear special functions”. The book describes in detail the Riemann-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 Painlevé functions and their various applications, which makes it a good reference source for everyone working in the theory and applications of Painlevé equations and related areas.
This book, now in its second edition, introduces the singularity analysis of differential and difference equations via the Painlevé test and shows how Painlevé analysis provides a powerful algorithmic approach to building explicit solutions to nonlinear ordinary and partial differential equations. It is illustrated with integrable equations such as the nonlinear Schrödinger equation, the Korteweg-de Vries equation, Hénon-Heiles type Hamiltonians, and numerous physically relevant examples such as the Kuramoto-Sivashinsky equation, the Kolmogorov-Petrovski-Piskunov equation, and mainly the cubic and quintic Ginzburg-Landau equations. Extensively revised, updated, and expanded, this new edition includes: recent insights from Nevanlinna theory and analysis on both the cubic and quintic Ginzburg-Landau equations; a close look at physical problems involving the sixth Painlevé function; and an overview of new results since the book’s original publication with special focus on finite difference equations. The book features tutorials, appendices, and comprehensive references, and will appeal to graduate students and researchers in both mathematics and the physical sciences.
The purpose of this monograph is two-fold: it introduces a conceptual language for the geometrical objects underlying Painlevé equations, and it offers new results on a particular Painlevé III equation of type PIII (D6), called PIII (0, 0, 4, −4), describing its relation to isomonodromic families of vector bundles on P1 with meromorphic connections. This equation is equivalent to the radial sine (or sinh) Gordon equation and, as such, it appears widely in geometry and physics. It is used here as a very concrete and classical illustration of the modern theory of vector bundles with meromorphic connections. Complex multi-valued solutions on C* are the natural context for most of the monograph, but in the last four chapters real solutions on R>0 (with or without singularities) are addressed. These provide examples of variations of TERP structures, which are related to tt∗ geometry and harmonic bundles. As an application, a new global picture o0 is given.
The isomonodromic deformation equations such as the Painlevé and Garnier systems are an important class of nonlinear differential equations in mathematics and mathematical physics. For discrete analogs of these equations in particular, much progress has been made in recent decades. Various approaches to such isomonodromic equations are known: the Painlevé test/Painlevé property, reduction of integrable hierarchy, the Lax formulation, algebro-geometric methods, and others. Among them, the Padé method explained in this book provides a simple approach to those equations in both continuous and discrete cases. For a given function f(x), the Padé approximation/interpolation supplies the rational functions P(x), Q(x) as approximants such as f(x)~P(x)/Q(x). The basic idea of the Padé method is to consider the linear differential (or difference) equations satisfied by P(x) and f(x)Q(x). In choosing the suitable approximation problem, the linear differential equations give the Lax pair for some isomonodromic equations. Although this relation between the isomonodromic equations and Padé approximations has been known classically, a systematic study including discrete cases has been conducted only recently. By this simple and easy procedure, one can simultaneously obtain various results such as the nonlinear evolution equation, its Lax pair, and their special solutions. In this way, the method is a convenient means of approaching the isomonodromic deformation 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.
Nonlinear differential or difference equations are encountered not only in mathematics, but also in many areas of physics (evolution equations, propagation of a signal in an optical fiber), chemistry (reaction-diffusion systems), and biology (competition of species). This book introduces the reader to methods allowing one to build explicit solutions to these equations. A prerequisite task is to investigate whether the chances of success are high or low, and this can be achieved without any a priori knowledge of the solutions, with a powerful algorithm presented in detail called the Painlevé test. If the equation under study passes the Painlevé test, the equation is presumed integrable. If on the contrary the test fails, the system is nonintegrable or even chaotic, but it may still be possible to find solutions. The examples chosen to illustrate these methods are mostly taken from physics. These include on the integrable side the nonlinear Schrödinger equation (continuous and discrete), the Korteweg-de Vries equation, the Hénon-Heiles Hamiltonians, on the nonintegrable side the complex Ginzburg-Landau equation (encountered in optical fibers, turbulence, etc), the Kuramoto-Sivashinsky equation (phase turbulence), the Kolmogorov-Petrovski-Piskunov equation (KPP, a reaction-diffusion model), the Lorenz model of atmospheric circulation and the Bianchi IX cosmological model. Written at a graduate level, the book contains tutorial text as well as detailed examples and the state of the art on some current research.
This volume contains the proceedings of the AMS Special Session on Algebraic and Analytic Aspects of Integrable Systems and Painlevé Equations, held on January 18, 2014, at the Joint Mathematics Meetings in Baltimore, MD. The theory of integrable systems has been at the forefront of some of the most important developments in mathematical physics in the last 50 years. The techniques to study such systems have solid foundations in algebraic geometry, differential geometry, and group representation theory. Many important special solutions of continuous and discrete integrable systems can be written in terms of special functions such as hypergeometric and basic hypergeometric functions. The analytic tools developed to study integrable systems have numerous applications in random matrix theory, statistical mechanics and quantum gravity. One of the most exciting recent developments has been the emergence of good and interesting discrete and quantum analogues of classical integrable differential equations, such as the Painlevé equations and soliton equations. Many algebraic and analytic ideas developed in the continuous case generalize in a beautifully natural manner to discrete integrable systems. The editors have sought to bring together a collection of expository and research articles that represent a good cross section of ideas and methods in these active areas of research within integrable systems and their applications.
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.
This is a proceedings of the international conference "Painlevé Equations and Related Topics" which was taking place at the Euler International Mathematical Institute, a branch of the Saint Petersburg Department of the Steklov Institute of Mathematics of the Russian Academy of Sciences, in Saint Petersburg on June 17 to 23, 2011. The survey articles discuss the following topics: General ordinary differential equations Painlevé equations and their generalizations Painlevé property Discrete Painlevé equations Properties of solutions of all mentioned above equations: – Asymptotic forms and asymptotic expansions – Connections of asymptotic forms of a solution near different points – Convergency and asymptotic character of a formal solution – New types of asymptotic forms and asymptotic expansions – Riemann-Hilbert problems – Isomonodromic deformations of linear systems – Symmetries and transformations of solutions – Algebraic solutions Reductions of PDE to Painlevé equations and their generalizations Ordinary Differential Equations systems equivalent to Painlevé equations and their generalizations Applications of the equations and the solutions