Analytic and Asymptotic Methods for Nonlinear Singularity Analysis: a Review and Extensions of Tests for the Painlev\'e Property

The integrability (solvability via an associated single-valued linear problem) of a differential equation is closely related to the singularity structure of its solutions. In particular, there is strong evidence that all integrable equations have the Painlev\'e property, that is, all solutions are single-valued around all movable singularities. In this expository article, we review methods for analysing such singularity structure. In particular, we describe well known techniques of nonlinear regular-singular-type analysis, i.e. the Painlev\'e tests for ordinary and partial differential equations. Then we discuss methods of obtaining sufficiency conditions for the Painlev\'e property. Recently, extensions of \textit{irregular} singularity analysis to nonlinear equations have been achieved. Also, new asymptotic limits of differential equations preserving the Painlev\'e property have been found. We discuss these also.Comment: 40 pages in LaTeX2e. To appear in the Proceedings of the CIMPA Summer School on "Nonlinear Systems," Pondicherry, India, January 1996, (eds) B. Grammaticos and K. Tamizhman

Movable algebraic singularities of second-order ordinary differential equations

Any nonlinear equation of the form y''=\sum_{n=0}^N a_n(z)y^n has a (generally branched) solution with leading order behaviour proportional to (z-z_0)^{-2/(N-1)} about a point z_0, where the coefficients a_n are analytic at z_0 and a_N(z_0)\ne 0. We consider the subclass of equations for which each possible leading order term of this form corresponds to a one-parameter family of solutions represented near z_0 by a Laurent series in fractional powers of z-z_0. For this class of equations we show that the only movable singularities that can be reached by analytic continuation along finite-length curves are of the algebraic type just described. This work generalizes previous results of S. Shimomura. The only other possible kind of movable singularity that might occur is an accumulation point of algebraic singularities that can be reached by analytic continuation along infinitely long paths ending at a finite point in the complex plane. This behaviour cannot occur for constant coefficient equations in the class considered. However, an example of R. A. Smith shows that such singularities do occur in solutions of a simple autonomous second-order differential equation outside the class we consider here

Monodromy approach to the scaling limits in the isomonodromy systems

The isomonodromy deformation method is applied to the scaling limits in the linear NxN matrix equations with rational coefficients to obtain the deformation equations for the algebraic curves which describe the local behavior of the reduced versions for the relevant isomonodromy deformation equations. The approach is illustrated by the study of the algebraic curve associated to the n-large asymptotics in the sequence of the bi-orthogonal polynomials with cubic potentials.Comment: Latex, 15 pages, 1 figure; submitted to the proceedings of the conference NEEDS 2002; in compare to the original version, there are minor changes in the references and in the main body of the articl