Orthogonal polynomials, Toda lattices and Painlevé equations (Q2140088)

After recalling some basic properties of orthogonal polynomials (either on the real line or on the unit circle), the Toda lattice, which is a system of differential equations for particles with exponential interaction, is introduced. Now the stage is prepared for the main subject of study, namely to investigate the connections between orthogonal polynomials, the Toda lattice, and Painlevé equations. To this aim, consider an exponential modification of a positive measure~\(\mu\) on the real line, that is \(e^{tx}d\mu(x)\), so that the resulting orthogonal polynomials \(P_n(x,t)\) depend on three variables: \(n\), \(x\), and~\(t\). Of course, \(n\) is a discrete variable, signifying the \(x\)-degree of the polynomial~\(P_n\), and \(t\) is the time variable for the Toda-evolution. It turns out that \(P_n(x,t)\) satisfy difference resp.\ differential equations in all of the three variables, and the compatibility between the relations for \(n\) and \(t\) yields the Toda lattice equations. Moreover, the compatibility between the relations for \(n\) and \(x\) leads to non-linear difference equations for the recurrence coefficients, which can be identified as discrete Painlevé equations. The Jacobi matrix~\(J\) for the three-term recurrence relation can be used to write the Toda equations in Lax pair form \(J'=[J,A]=JA-AJ\). The paper elaborates in detail how all these concepts fit very nicely together. Finally, an analogous analysis can be done for orthogonal polynomials on the unit circle, in which case the Jacobi matrix has to be replaced by the Cantero-Moral-Velázquez (CMV) matrix, and instead of the Toda lattice, one considers the Ablowitz-Ladik lattice equations.