A Hirota bilinear equation for Painlevé transcendents PIV, PII and PI

We present some observations on the tau-function for the fourth Painlev´e equation. By considering a Hirota bilinear equation of order four for this tau-function, we describe the general form of the Taylor expansion around an arbitrary movable zero. The corresponding Taylor series for the tau-functions of the first and second Painlev´e equations, as well as that for the Weierstrass sigma function, arise naturally as special cases, by setting certain parameters to zero

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

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 quantum mean-field models and their quantum annealing

This paper deals with fully-connected mean-field models of quantum spins with p-body ferromagnetic interactions and a transverse field. For p=2 this corresponds to the quantum Curie-Weiss model (a special case of the Lipkin-Meshkov-Glick model) which exhibits a second-order phase transition, while for p>2 the transition is first order. We provide a refined analytical description both of the static and of the dynamic properties of these models. In particular we obtain analytically the exponential rate of decay of the gap at the first-order transition. We also study the slow annealing from the pure transverse field to the pure ferromagnet (and vice versa) and discuss the effect of the first-order transition and of the spinodal limit of metastability on the residual excitation energy, both for finite and exponentially divergent annealing times. In the quantum computation perspective this quantity would assess the efficiency of the quantum adiabatic procedure as an approximation algorithm.Comment: 44 pages, 23 figure

Hard loss of stability in Painlev\'e-2 equation

A special asymptotic solution of the Painlev\'e-2 equation with small parameter is studied. This solution has a critical point $t_*$ corresponding to a bifurcation phenomenon. When $t<t_*$ the constructed solution varies slowly and when $t>t_*$ the solution oscillates very fast. We investigate the transitional layer in detail and obtain a smooth asymptotic solution, using a sequence of scaling and matching procedures

The double scaling limit method in the Toda hierarchy

Critical points of semiclassical expansions of solutions to the dispersionful Toda hierarchy are considered and a double scaling limit method of regularization is formulated. The analogues of the critical points characterized by the strong conditions in the Hermitian matrix model are analyzed and the property of doubling of equations is proved. A wide family of sets of critical points is introduced and the corresponding double scaling limit expansions are discussed.Comment: 20 page

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

On critical behaviour in systems of Hamiltonian partial differential equations

We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient catastrophe of the dispersionless system, the solutions to a suitable initial value problem for the perturbed equations are approximately described by particular solutions to the Painlev\ue9-I (PI) equation or its fourth-order analogue P2I. As concrete examples, we discuss nonlinear Schr\uf6dinger equations in the semiclassical limit. A numerical study of these cases provides strong evidence in support of the conjecture