Painlevé-type differential equations for the recurrence coefficients of semi-classical orthogonal polynomials (Q1893582)

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Painlevé-type differential equations for the recurrence coefficients of semi-classical orthogonal polynomials
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    Painlevé-type differential equations for the recurrence coefficients of semi-classical orthogonal polynomials (English)
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    2 January 1996
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    This is a beautiful paper connecting deep mathematical results with problems in mathematical physics. The author restricts himself to semi-classical orthogonal polynomials (i.e., polynomials orthogonal -- may be on a set of arcs -- with respect to a weight function \(w\) for which \(w'/w\) is a rational function). The coefficients of the well-known three term recurrence relation satisfy nonlinear differential equations with respect to a certain parameter (here the work on monodromy by the Chudnovskij brothers plays a role (references [18]--[22] in the paper). The author treats five examples in varying detail: \hskip10mm 1. Jacobi weight with three factors \((1- x)^\alpha x^\beta(t- x)^\gamma\). \hskip10mm 2. \(\exp(x^3/3+ tx)\) on \(\{x: x^3< 0\}\). \hskip10mm 3. \(\exp(- x^4- tx^2)\) on \(\mathbb{R}\) (simplest non-trivial Freud weight). \hskip10mm 4. \((x- t)^\rho \exp(- x^2)\) on \([t, \infty)\) (\(t= \rho= 0\): Maxwell polynomials). \hskip10mm \(\exp(- x^6- tx^2)\) on \(\mathbb{R}\). The paper contains an extensive list of references (93 items).
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    Painlevé equation
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    semi-classical orthogonal polynomials
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    three term recurrence relation
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    nonlinear differential equations
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    Freud weight
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    Maxwell polynomials
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