Painlevé equations -- nonlinear special functions. (Q1874150)

In this short article, the author reviews on some well-known properties and applications of the classical Painlevé equations using the second Painlevé equation \(P_{I\!I}\) as a running example. He starts with the presentation of the asymptotics and the connection formulae for the Airy-like solution to P\(_{I\!I}(\alpha=0)\) by Ablowitz and Segur. Then, he introduces a linear integral equation and a Lax pair for P\(_{I\!I}\) both of which appear as certain reductions of similar objects in the mKdV equation theory. Describing the Hamiltonian representation of P\(_{I\!I}\), the author explains a natural relation between P\(_{I\!I}\), P\(_{34}\) and the second-order second-degree equation SD-I.d in the classification of Cosgrove and Scoufis. An auto-Bäcklund transformation is a contact transformation which maps one solution of an equation to another solution of the same equation but with different values of some parameters. Eliminating the first derivative from two subsequent Bäcklund transformations, one obtains a difference equation. This procedure if applied to P\(_{I\!I}\) yields the so-called alternative form of dP\(_I\). A sequence of iterated Bäcklund transformations if applied to an exact (rational, algebraic or ``classical'') solution to the relevant Painlevé equation yields a hierarchy of exact solutions. The latter admit compact determinant representations. Applications of the Painlevé equations discussed in the paper include the asymptotics of the semi-classical orthogonal polynomials and the Tracy-Widom distribution law important for combinatorics and the random matrix theory.