Painlev Differential Equations In The Complex Plane

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.

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.

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.

This book is an edited version of lectures given by the authors at a seminar at the Rand Afrikaans University. It gives a survey on the Painlevé test, Painlevé property and integrability. Both ordinary differential equations and partial differential equations are considered. Contents:IntroductionPainlevé Test and Ordinary Differential EquationsApplicationsZiglin's Theorems and NonintegrabilityGroup Theoretical Reduction of Partial Differential Equations and Painlevé TestPainlevé Property and Painlevé Test for Partial Differential EquationPainlevé Property and IntegrabilityHirota Technique and Painlevé TestDeformation of Painlevé Series under Symmetry ReductionIntegrable Field EquationsNonintegrable Field EquationsPainlevé Transcendents in Statistical Mechanics Readership: Mathematicians and physicists. Keywords:Nonlinear Differential Equations;Integrability;Painleve Test;Backlund Transformation;Soliton Equations;Symmetry SolutionsReview: “This excellent book is more than a survey on the Painlevé test, Painlevé property and integrability of both ordinary and partial differential equations; it also presents the recent progress in a rapidly growing field.” Mathematics Abstracts

The aim of this volume is two-fold. First, to show how the resurgent methods introduced in volume 1 can be applied efficiently in a non-linear setting; to this end further properties of the resurgence theory must be developed. Second, to analyze the fundamental example of the First Painlevé equation. The resurgent analysis of singularities is pushed all the way up to the so-called “bridge equation”, which concentrates all information about the non-linear Stokes phenomenon at infinity of the First Painlevé equation. The third in a series of three, entitled Divergent Series, Summability and Resurgence, this volume is aimed at graduate students, mathematicians and theoretical physicists who are interested in divergent power series and related problems, such as the Stokes phenomenon. The prerequisites are a working knowledge of complex analysis at the first-year graduate level and of the theory of resurgence, as presented in volume 1.

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 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.