Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory (Q2827754)
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scientific article; zbMATH DE number 6641805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory |
scientific article; zbMATH DE number 6641805 |
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21 October 2016
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Painlevé II equation
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Lax pair
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tacnode Riemann-Hilbert problem
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determinantal point process
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Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory (English)
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The homogeneous Painleve II is the following non-linear ordinary differential equation NEWLINENEWLINE\[NEWLINE y''=xy+2y^3.NEWLINE\]NEWLINENEWLINEThis equation appears as a compatibility condition for a series of linear ODE NEWLINENEWLINE\[NEWLINE\frac{\partial \Psi(z_1,\dots,z_r)}{\partial z_i}=A_1\Psi(z_1,\dots,z_r),\dots,\frac{\partial \Psi(z_1,\dots,z_r)}{\partial z_i}=A_r\Psi(z_1,\dots,z_r).NEWLINE\]NEWLINE The compatibily conditions of these equations are written as \(\frac{\partial A_i}{\partial z_j}-\frac{\partial A_j}{\partial z_i}=[A_j,A_i]\). These equations are essentially equivalent to the Painleve \(II\) equation.NEWLINENEWLINEMore precise there exist two such representations of Painleve II: one was given by Flaschka and Newell and another was given by Delvaux, Kuijlaars, and Zhang and Duits and Geudens.NEWLINENEWLINEIn the paper under review the authors define a mapping from the solution space of the first system to the solution space of the second system via an integral transform, and consequently they relate the Stokes multipliers for the two systems. As a corollary they express kernels for determinantal processes as contour integrals.
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