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Connection Preserving Deformation Approach to the Q-Difference Equations Chuan-Tsung Chan Department of Applied Physics, Tunghai University 24th Annual Workshop on Differential Equations National Sun Yat-sen University, Kaohsiung, Taiwan


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Connection Preserving Deformation Approach to the Q-Difference Equations

Chuan-Tsung Chan

Department of Applied Physics, Tunghai University

24th Annual Workshop on Differential Equations National Sun Yat-sen University, Kaohsiung, Taiwan

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Mindset of this Study

  • Physics: Theory of theories

– Notion of universality classes from the physics of phase transitions and critical phenomena. – Landscape/multiverse picture as inferred from the study of quan- tum gravity. – M theory (or even higher structure) as a unified arena of string theories.

  • Mathematics: Structure of structures

– Classifications of algebraic and geometrical structures. – Classifications of differential equations. – Langlands Program as a GUT in mathematics.

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Outline of this Talk

  • 1. Introduction and Motivation
  • 2. Discrete Painlev´

e Equations

  • 3. Linear Q-difference Equations and Connection

Preserving Deformation (CPD)

  • 4. Derivation of Q-discrete PVI Equation based on

Connection Preserving Deformation

  • 5. Generalization to the Lax Pair of Jordan Type
  • 6. Summary
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Part I Introduction and Motivation

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Architects of the Modern Theories of ODEs

Paul Painlev´ e Lazarus Fuchs (1863-1933) (1833-1902)

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Continuous Painlev´ e Equations

d2y dt2 = 6y2 + t (1) d2y dt2 = 2y3 + ty + α (2) tyd2y dt2 = t

dy

dt

2

− ydy dt + δt + βy + αy3 + γty4 (3) yd2y dt2 = 1 2

dy

dt

2

+ β + 2(t2 − α)y2 + 4ty3 + 3 2y4 (4) d2y dt2 =

1

2y + 1 y − 1

dy

dt

2

− 1 t dy dt + (y − 1)2 t2

  • αy + β

y

  • + γy

t + δy(y + 1) y − 1 (5) d2y dt2 = 1 2

1

y + 1 y − 1 + 1 y − t

dy

dt

2

1

t + 1 t − 1 + 1 y − t

dy

dt + y(y − 1)(y − t) t2(t − 1)2

  • α + β t

y2 + γ t − 1 (y − 1)2 + δt(t − 1) (y − t)2

  • (6)
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SLIDE 7

Specialities about the Painlev´ e Equations

  • 1. The list were corrected and completed by B. Gambier and R. Fuchs.
  • 2. They are ”exceptional cases (6 out of 50)” in the classifications of

the 2nd order differential equations which admit ”Painlev´ e property”, and the general solutions can not be expressed in terms of ”standard functions”.

The only movable singularities of the solutions to these eqs. are poles!

  • 3. They can be derived as characterizations of isomonodromy deforma-

tions of systems of linear ordinary differential equations. The most general form of PVI (6th Painlev´ e eq.) was discovered by Richard Fuchs in 1905 through this approach.

e.g., P-Q systems of the string equations.

  • 4. They appear in many physical systems of fundamental importance.

e.g., correlators in the statistical model (e.g., Ising model), susceptibility of free-energy of 2-dim gravity/matrix model.

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Part II Discrete Painlev´ e Equations

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Some Pioneers of the Discrete Painlev´ e Equations

  • A. Ramani
  • B. Grammaticos
  • J. Hietarinta
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Discrete Painlev´ e Equations

xn+1 + xn−1 + xn = an + b xn + c (7) xn+1 + xn−1 = xn(an + b) + c 1 − x2

n

(8) xn−1xn+1 = γx2

n + ζ0λnxn + µ0λ2n

x2

n + βxn + γ

(9) xn+1xn−1 + xn(xn+1 + xn−1) = −(an + b)x3

n + [ǫ0 − 1 4(an + b)2]x2 n + µ

x2

n + (an + b)xn + [γ0 + 1 4(an + b)2]

(10) (2xn − 1)xn+1xn−1 − xn(xn+1 + xn−1) =

1 2(σ − α0λ2n)x3 n + {θ + 1 4(σ + α0λ2n − 2ρ0λn)}x2 n − 2µxn + µ

α0λ2nx2

n + (ρ0λn − α0λ2n)xn + 1 4(σ + α0λ2n − 2ρ0λn)

(11)

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Basics of the Singularity Confinement Test

Starting from the QRT (Quispel, Roberts, and Thompson) class of the second order difference equations, f3(xn) · Π − f2(xn) · Σ + f1(xn) = 0, with Π := xn−1·xn+1, Σ := xn−1+xn+1, and fi are quartic polynomials.

  • A. Ramani, B. Grammaticos, and J. Hietarinta identified a criterion, in

parallel to the sprit of Painlev´ e property, that if there exists an instance where the solution of a difference equation diverges, it will only last for a finite iterations and beyond this finite interval, the solution will become regular and restores the memory of previous data. Hence the name singularity confinement.

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Specialities of the Discrete Painlev´ e Equations

  • 1. Painlev´

e equations (continuous and discrete) follow the same conflu- ence/degeneration pattern as that of the hypergeometric equations:

VI Gauss V Kummer II Airy I None IV Hermite-Weber III Bessel

  • 2. Conceptual issue :

How much can we trust calculus as a useful language for a description of the microscopic world? e.g., quantum theories are inherently discrete?

  • 3. Pragmatic issue : How do we implement the integrability properties in

the numerical computations of the integrable differential equations?

  • 4. Are there any guiding principle for a characterization/classification
  • f ordinary difference equations?
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Interconnection and Motivation

Connection Preserving Deformation Discrete Painlevé Equations Matrix Models at finite N and k-cuts

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Part III

Linear Q-Difference Equations and Connection Preserving Deformation

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Architects of the Isomonodromy Theories

Michio Jimbo Tetsuji Miwa

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Linear Q-Difference Equations a l´ a Birkhoff

  • Definition of q-differentiation symbol (acting on a matrix function):

DqY (x) := Y (qx) − Y (x)

qx − x , q := 1 − ǫ.

  • Consider a 2 × 2 matrix system with polynomial coefficients

Y (qx, q) = A(x)Y (x, q), A(x) = A0 + A1 + ... + ANxN. Assumptions: A0, AN are both semi-simple and invertible, and their eigenvalues are θj and κj, j = 1, 2.

  • Diagonalization of the coefficient matrices:

A0 = C0qD0C−1

0 ,

A∞ = C∞qD∞C−1

where D0 := diag(ln θj/ ln q), D∞ :=≡ diag(ln κj/ ln q)

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Asymptoes of the solutions near boundaries

  • The unique solution to the q-difference equation is fixed by the

asymptotic behaviours : Y0(x) = ˆ Y0(x)xD0, Y∞(x) = q

N 2 u(u−1)ˆ

Y∞(x)xD∞, u := ln x ln q

  • Subleading contributions: ˆ

Y0(x) is a holomophic and invertible matrix at x = 0, with ˆ Y0(0) = C0, and ˆ Y∞(x) is a holomophic and invertible matrix at x = ∞, with ˆ Y∞(∞) = C∞.

  • The degeneration point of the coefficient matrix A(x), det A(αj) =

0, j = 1, ..., 2N. may induce poles of the subleading parts of the asymptotic solutions: ˆ Y∞(x)−1 : qαj, q2αj, q3αj, ...... ˆ Y0(x) :, αj q−1αj, q−2αj, ......

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SLIDE 18

Connection Matrix and the Lax Pair

  • Definition of the connection matrix:

P(x) := Y∞(x)[Y0(x)]−1.

  • Introducing a deformation parameter, t, such that

Y (qx, t) = A(x, t)Y (x, t), and P(x) → P(x, t)

  • Definition of the dual operator:

B(x, t) := Y (x, qt)[Y (x, t)]−1, A(x, t) and B(x, t) are the Lax pair of the linear q-difference system.

  • Proposition: Connection preserving deformation fixes dual operator

to be a rational function! In the case of N = 2, we get P(x, qt) = P(x, t) ↔ B(x, t) = x(xI + B0(x)) (x − qta1)(x − qta2)

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From Compatiblility Condition to the Discrete Painlev´ e VI Equation

From this commuting diagram, we have the following constraint on the Lax pair, A(x, qt) · B(x, t) = B(qx, t) · A(x, t).

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Part IV

Derivation of Q-discrete PVI Equation based on Connection Preserving Deformation

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SLIDE 21

General Parametrization of the Linear System (I)

  • Recall the definition of the coefficient matrix (N = 2):

A(x, t) = A0(t) + A1(t)x + A2x2 (12) A2 =

  • κ1

κ2

  • ,

A0(t) has eigenvalues tθ1, tθ2 det A(x, t) = κ1κ2(x − ta1)(x − ta2)(x − a3)(x − a4), (13) with κ1κ2

4

  • j=1

aj = θ1θ2. (14)

  • Define the Painlev´

e functions: A12(y(t), t) = 0, z1(t) := A11(y(t), t) κ1 , z2(t) := A22(y(t), t) κ2 , and z = (y − ta1)(y − ta2) qκ1z1 (15) A(x, t) =

  • κ1((x − y)(x − α) + z1)

κ2w(x − y) κ1w−1(γx + δ) κ2((x − y)(x − β) + z2)

  • (16)
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SLIDE 22

Compatibility Conditions of the Linear System ⇒ q-PVI

  • Constraint among y, z1, z2: det A(y(t), t) = z1(t) · z2(t).

z1 · z2 = (y − ta1)(y − ta2)(y − a3)(y − a4) ⇒ Only y(t) and z(t) are independent Painlev´ e functions!

  • Reducing the unknowns: α, β, γ, δ can be expressed by

– eigenvalue datum of A2, and A0: κj, θj, j = 1, 2. – degeneration points of A(x): a1, a2, a3, a4. – Painlev´ e functions y(t), and z(t). through the det A(x, t) and trA(x, t) relations.

  • Compatibility condition among the Lax pair A(x, t), B(x, t) leads to

– Solution of the B0(t) in the dual evolution operator B(x, t). – Coupled first order difference equations in three unknown func- tions, y(t), z(t), w(t). ⇒ d-PVI equation in the first order form!

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SLIDE 23

Discrete Q-PVI Equations in the first order form

y¯ y a3a4 = (¯ z − tb1)(¯ z − tb2) (¯ z − b3)(¯ z − b4) , (17) z¯ z b3b4 = (y − ta1)(y − ta2) (y − a3)(y − a4) , (18) ¯ w w = b4 b3 ¯ z − b3 ¯ z − b4 (19) b1 = a1a2 θ1 , b2 = a1a2 θ2 , b3 = 1 qκ1 , b4 = 1 κ2 , b1b2 b3b4 = qa1a2 a3a4 (20)

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Part V

Generalization to the Lax pair

  • f Jordan Type
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Essential Differences in the Generalization

  • Center v.s. ”gauge” parametrization of the coefficient matrix

C

  • κ1

κ2

  • C−1 =
  • κ1

κ2

C =

  • α

1 α

  • ,

α = 0 (21) C

  • κ1

κ2 κ1

  • C−1 =
  • κ1

κ2 κ1

C =

  • ±1

b ±1

  • ,

b is arbitrary. (22)

  • General parametrization of the linear difference equation system of

Jordan type A(x) := A1x + A0(t) (23) where A1 :=

  • κ1

κ2 κ1

  • ,

A0(t) =

    

−κ1

γ

ω

  • −κ2

α

ω2

  • κ2

1

κ2

  • γ

−κ1

β

ω

   

(24)

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SLIDE 26

CPD of the Linear Difference Equation System of Jordan Type (N = 1)

  • Solution of auxiliary parameters:

Deformation : aj → taj, θj → tθj, j = 1, 2 (25) ξ(t) := a1(t) + a2(t) + 1 κ1

  • θ1(t) + θ2(t)
  • (26)

α(t) =

  • ta1a2

ξ

  • ω2 + t
  • θ1 + θ2

κ1

  • ω + tξ

(27) β(t) = −t

  • θ1 + θ2

κ1

  • ω − tξ

(28) γ(t) = tξ (29)

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SLIDE 27

CPD of the Linear Difference Equation System of Jordan Type (N = 1)

  • Dual evolution matrix B(x, t) and the compatibility condition :

B(x, t) = x[xI + B0(t)] (x − qta1)(x − qta2) (30) A(x, qt)B(x, t) = B(qx, t)A(x, t) (31) A(qajt, qt)

  • qajt + B0(t)
  • = 0

(32)

  • qajt + B0(t)
  • A(ajt, t) = 0

(33) A0(qt)B0(t) = qB0(t)A0(t) (34)

  • Difference equation from the connection preserving deformation:

ω¯ ω = ¯ ω − ω, ¯ ω := ω(qt) (35)

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Summary of this Talk

  • 1. The study of integrable discrete difference equations connects various

ideas among Geometry, Topology and Physics.

  • 2. As first step, we explore the possible patterns using Connection

Perserving Deformation (CPD) approach.

  • 3. Extension to the general Q-difference equations with Lax pairs of

Jodan type.

The Devil is in the Detail

  • 1. Smart parametrization of the Lax pair is necessary for a clean result.
  • 2. Derivations of the continuous limits of the discrete difference equa-

tions can be tedious.

  • 3. There are more discrete difference equations (in particular those of
  • scillatory types) than the one which have smooth continuous limits.
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SLIDE 29

Thanks for Your Patience!