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Painlevé-III Monodromy Maps Under the $D_6\to D_8$ Confluence and Applications to the Large-Parameter Asymptotics of Rational Solutions

Ahmad Barhoumi, Oleg Lisovyy, Peter D. Miller, Andrei Prokhorov

Abstract

The third Painlevé equation in its generic form, often referred to as Painlevé-III($D_6$), is given by $$ \frac{{\rm d}^2u}{{\rm d}x^2} =\frac{1}{u}\left(\frac{{\rm d}u}{{\rm d}x}\right)^2-\frac{1}{x}\frac{{\rm d}u}{{\rm d}x}+\frac{αu^2+β}{x}+4u^3-\frac{4}{u}, \qquad α,β\in \mathbb C.$$ Starting from a generic initial solution $u_0(x)$ corresponding to parameters $α$, $β$, denoted as the triple $(u_0(x),α,β)$, we apply an explicit Bäcklund transformation to generate a family of solutions $(u_n(x),α+4n,β+4n)$ indexed by $n \in \mathbb N$. We study the large $n$ behavior of the solutions $(u_n(x),α+4n,β+4n)$ under the scaling $x=z/n$ in two different ways: (a) analyzing the convergence properties of series solutions to the equation, and (b) using a Riemann-Hilbert representation of the solution $u_n(z/n)$. Our main result is a proof that the limit of solutions $u_n(z/n)$ exists and is given by a solution of the degenerate Painlevé-III equation, known as Painlevé-III($D_8$), $$ \frac{{\rm d}^2U}{{\rm d}z^2} =\frac{1}{U}\left(\frac{{\rm d}U}{{\rm d}z}\right)^2-\frac{1}{z}\frac{{\rm d}U}{{\rm d}z}+\frac{4U^2+4}{z}.$$ A notable application of our result is to rational solutions of Painlevé-III($D_6$), which are constructed using the seed solution $(1,4m,-4m)$ where $m \in \mathbb C \setminus \big(\mathbb Z +\frac{1}{2}\big)$ and can be written as a particular ratio of Umemura polynomials. We identify the limiting solution in terms of both its initial condition at $z=0$ when it is well defined, and by its monodromy data in the general case. Furthermore, as a consequence of our analysis, we deduce the asymptotic behavior of generic solutions of Painlevé-III, both $D_6$ and $D_8$ at $z=0$. We also deduce the large $n$ behavior of the Umemura polynomials in a neighborhood of $z=0$.

Painlevé-III Monodromy Maps Under the $D_6\to D_8$ Confluence and Applications to the Large-Parameter Asymptotics of Rational Solutions

Abstract

The third Painlevé equation in its generic form, often referred to as Painlevé-III(), is given by Starting from a generic initial solution corresponding to parameters , , denoted as the triple , we apply an explicit Bäcklund transformation to generate a family of solutions indexed by . We study the large behavior of the solutions under the scaling in two different ways: (a) analyzing the convergence properties of series solutions to the equation, and (b) using a Riemann-Hilbert representation of the solution . Our main result is a proof that the limit of solutions exists and is given by a solution of the degenerate Painlevé-III equation, known as Painlevé-III(), A notable application of our result is to rational solutions of Painlevé-III(), which are constructed using the seed solution where and can be written as a particular ratio of Umemura polynomials. We identify the limiting solution in terms of both its initial condition at when it is well defined, and by its monodromy data in the general case. Furthermore, as a consequence of our analysis, we deduce the asymptotic behavior of generic solutions of Painlevé-III, both and at . We also deduce the large behavior of the Umemura polynomials in a neighborhood of .
Paper Structure (40 sections, 17 theorems, 432 equations, 12 figures)

This paper contains 40 sections, 17 theorems, 432 equations, 12 figures.

Key Result

Theorem 1.1

Fix $m \in {\mathbb{C}} \setminus ({\mathbb{Z}} + \frac{1}{2})$ and let $u_n(x;m)$ be the family of rational solutions described above. There exists a unique solution $U(z)=U(z;m)$ of the Painlevé- III$(D_8)$ equation eq:PIII-$D_8$ analytic at the origin with $U(0;m)=\tan(\frac{\pi}{2}(m+\frac{1}{2} for $z\notin \Sigma(m)$, where $\Sigma(m)$ denotes the union of all poles and zeros of $z\mapsto U(

Figures (12)

  • Figure 1: Left: the rational solution $u_{10}(x;0.25)$. Right: the limiting solution $U(z;0.25)$, where we recall the notation $z=nx$ for $n=10$. All poles of $u_{10}(x;0.25)$ are simple with residue $\frac{1}{2}$/$-\frac{1}{2}$, indicated in the plot with red/yellow circles. Likewise, all zeros of $u_{10}(x;0.25)$ are simple with derivative $2$/$-2$, indicated in the plot with pink/green squares. On the other hand, all poles and zeros of $U(z;0.25)$ have multiplicity $2$ and are marked with red circles and green squares respectively.
  • Figure 2: Left: the solution $u_{10}(x)$ of \ref{['eq:PIII-$D_6$']} generated by ten iterations of \ref{['eq:Gromak-transformation']} with seed $u_0(x)$ corresponding to monodromy data $\mu=0.23+0.39\mathrm{i}$ (see \ref{['eq:e1-e2-mu-eta']}), $e_2=-0.45-0.96\mathrm{i}$ and $\alpha=40.5+0.63\mathrm{i}$, $\beta=40.98+0.59\mathrm{i}$. Right: the limiting solution $U(z)$ of \ref{['eq:PIII-$D_8$']}. The labeling of poles and zeros is the same as in Figure \ref{['fig:rational']}. Note that both $u_{10}(x)$ and $U(z)$ are branched at the origin.
  • Figure 3: The jump contour $L^{(6)}$ for $\mathbf{\Psi}(\lambda, x)$ and definition of $\mathbf J_{\mathbf \Psi}(\lambda)$ when $x>0$.
  • Figure 4: The analogue of the contour $L^{(6)}$ in Figure \ref{['fig:1']} when $|{\operatorname{Arg}}(x)| \neq 0$.
  • Figure 5: The jump contour $L^{(8)}$ and definition of $\mathbf J_{{\mathbf{\Omega}}}(\lambda)$ when $z>0$.
  • ...and 7 more figures

Theorems & Definitions (28)

  • Theorem 1.1
  • Theorem 1.2
  • Definition 1.3: see Section \ref{['sec:monodromy-rep-$D_6$']} for details
  • Theorem 1.4
  • Proposition 1.5
  • Proposition 1.6
  • Theorem 1.7: FIKNINN
  • Theorem 2.1
  • Lemma 2.2: clarkson2018constructive
  • Lemma 2.3
  • ...and 18 more