Quasi-linear Stokes phenomenon for the second Painlev\'e transcendent

Using the Riemann-Hilbert approach, we study the quasi-linear Stokes phenomenon for the second Painlev\'e equation $y_{xx}=2y^3+xy-\alpha$. The precise description of the exponentially small jump in the dominant solution approaching $\alpha/x$ as $|x|\to\infty$ is given. For the asymptotic power expansion of the dominant solution, the coefficient asymptotics is found.Comment: 19 pages, LaTe

On the location of poles for the Ablowitz-Segur family of solutions to the second Painlev\'e equation

Using a simple operator-norm estimate we show that the solution to the second Painlev\'e equation within the Ablowitz-Segur family is pole-free in a well defined region of the complex plane of the independent variable. The result is illustrated with several numerical examples.Comment: 8 pages, to appear in Nonlinearit

Quasi-linear Stokes phenomenon for the Painlev\'e first equation

Using the Riemann-Hilbert approach, the $\Psi$-function corresponding to the solution of the first Painleve equation, $y_{xx}=6y^2+x$, with the asymptotic behavior $y\sim\pm\sqrt{-x/6}$ as $|x|\to\infty$ is constructed. The exponentially small jump in the dominant solution and the coefficient asymptotics in the power-like expansion to the latter are found.Comment: version accepted for publicatio

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

An Isomonodromy Cluster of Two Regular Singularities

We consider a linear $2\times2$ matrix ODE with two coalescing regular singularities. This coalescence is restricted with an isomonodromy condition with respect to the distance between the merging singularities in a way consistent with the ODE. In particular, a zero-distance limit for the ODE exists. The monodromy group of the limiting ODE is calculated in terms of the original one. This coalescing process generates a limit for the corresponding nonlinear systems of isomonodromy deformations. In our main example the latter limit reads as $P_6\to P_5$, where $P_n$ is the $n$-th Painlev\'e equation. We also discuss some general problems which arise while studying the above-mentioned limits for the Painlev\'e equations.Comment: 44 pages, 8 figure

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

Random Matrix Theory and the Sixth Painlev\'e Equation

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determinants. These distributions are well known to be $\tau$-functions for Painlev\'e systems, allowing for the former to be characterised as the solution of certain nonlinear equations. We consider the random matrix ensembles for which the nonlinear equation is the $\sigma$ form of \PVI. Known results are reviewed, as is their implication by way of series expansions for the distributions. New results are given for the boundary conditions in the neighbourhood of the fixed singularities at $t=0,1,\infty$ of $\sigma$\PVI displayed by a generalisation of the generating function for the distributions. The structure of these expansions is related to Jimbo's general expansions for the $\tau$-function of $\sigma$\PVI in the neighbourhood of its fixed singularities, and this theory is itself put in its context of the linear isomonodromy problem relating to \PVI.Comment: Dedicated to the centenary of the publication of the Painlev\'e VI equation in the Comptes Rendus de l'Academie des Sciences de Paris by Richard Fuchs in 190

Generic critical points of normal matrix ensembles

The evolution of the degenerate complex curve associated with the ensemble at a generic critical point is related to the finite time singularities of Laplacian Growth. It is shown that the scaling behavior at a critical point of singular geometry $x^3 \sim y^2$ is described by the first Painlev\'e transcendent. The regularization of the curve resulting from discretization is discussed.Comment: Based on a talk given at the conference on Random Matrices, Random Processes and Integrable Systems, CRM Montreal, June 200

Painleve I, Coverings of the Sphere and Belyi Functions

The theory of poles of solutions of Painleve-I is equivalent to the Nevanlinna problem of constructing a meromorphic function ramified over five points - counting multiplicities - and without critical points. We construct such meromorphic functions as limit of rational ones. In the case of the tritronquee solution these rational functions are Belyi functions.Comment: 33 pages, many figures. Version 2: minor corrections and minor changes in the bibliograph