The KdV hierarchy: universality and a Painleve transcendent

We study the Cauchy problem for the Korteweg-de Vries (KdV) hierarchy in the small dispersion limit where \e\to 0. For negative analytic initial data with a single negative hump, we prove that for small times, the solution is approximated by the solution to the hyperbolic transport equation which corresponds to \e=0. Near the time of gradient catastrophe for the transport equation, we show that the solution to the KdV hierarchy is approximated by a particular Painlev\'e transcendent. This supports Dubrovins universality conjecture concerning the critical behavior of Hamiltonian perturbations of hyperbolic equations. We use the Riemann-Hilbert approach to prove our results

Emergence of a singularity for Toeplitz determinants and Painleve V

We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey Szeg\H{o}'s strong limit theorem. If $t=0$, the symbol possesses a Fisher-Hartwig singularity. Letting $t\to 0$ we analyze the emergence of a Fisher-Hartwig singularity and a transition between the two different types of asymptotic behavior for Toeplitz determinants. This transition is described by a special Painlev\'e V transcendent. A particular case of our result complements the classical description of Wu, McCoy, Tracy, and Barouch of the behavior of a 2-spin correlation function for a large distance between spins in the two-dimensional Ising model as the phase transition occurs.Comment: 46 page

Solitonic asymptotics for the Korteweg-de Vries equation in the small dispersion limit

We study the small dispersion limit for the Korteweg-de Vries (KdV) equation $u_t+6uu_x+\epsilon^{2}u_{xxx}=0$ in a critical scaling regime where $x$ approaches the trailing edge of the region where the KdV solution shows oscillatory behavior. Using the Riemann-Hilbert approach, we obtain an asymptotic expansion for the KdV solution in a double scaling limit, which shows that the oscillations degenerate to sharp pulses near the trailing edge. Locally those pulses resemble soliton solutions of the KdV equation.Comment: 25 pages, 4 figure

Numerical study of the small dispersion limit of the Korteweg-de Vries equation and asymptotic solutions

We study numerically the small dispersion limit for the Korteweg-de Vries (KdV) equation $u_t+6uu_x+\epsilon^{2}u_{xxx}=0$ for $\epsilon\ll1$ and give a quantitative comparison of the numerical solution with various asymptotic formulae for small $\epsilon$ in the whole $(x,t)$-plane. The matching of the asymptotic solutions is studied numerically

The existence of a real pole-free solution of the fourth order analogue of the Painleve I equation

We establish the existence of a real solution y(x,T) with no poles on the real line of the following fourth order analogue of the Painleve I equation, x=Ty-({1/6}y^3+{1/24}(y_x^2+2yy_{xx})+{1/240}y_{xxxx}). This proves the existence part of a conjecture posed by Dubrovin. We obtain our result by proving the solvability of an associated Riemann-Hilbert problem through the approach of a vanishing lemma. In addition, by applying the Deift/Zhou steepest-descent method to this Riemann-Hilbert problem, we obtain the asymptotics for y(x,T) as x\to\pm\infty.Comment: 27 pages, 5 figure

Asymptotics for a special solution to the second member of the Painleve I hierarchy

We study the asymptotic behavior of a special smooth solution y(x,t) to the second member of the Painleve I hierarchy. This solution arises in random matrix theory and in the study of Hamiltonian perturbations of hyperbolic equations. The asymptotic behavior of y(x,t) if x\to \pm\infty (for fixed t) is known and relatively simple, but it turns out to be more subtle when x and t tend to infinity simultaneously. We distinguish a region of algebraic asymptotic behavior and a region of elliptic asymptotic behavior, and we obtain rigorous asymptotics in both regions. We also discuss two critical transitional asymptotic regimes.Comment: 19 page

Critical asymptotic behavior for the Korteweg\u2013de Vries equation and in random matrix theory

We discuss universality in random matrix theory and in the study of Hamiltonian partial differential equations. We focus on universality of critical behavior and we compare results in unitary random matrix ensembles with their coun- terparts for the Korteweg\u2013de Vries equation, emphasizing the similarities between both subjects