Asymptotics for the noncommutative Painlev\'{e} II equation

Abstract

In this paper, we are concerned with the following noncommutative Painlev\'{e} II equation \begin{equation*} \mathbf{D}^2 \beta_1 = 4\mathbf{s} \beta_1 +4 \beta_1 \mathbf{s} +8 \beta_1^3, \end{equation*} where $\beta_1=\beta_1(\vec{s})$ is an $n \times n$ matrix-valued function of $\vec{s}=(s_1,\ldots,s_n)$, $\mathbf{s}=\diag(s_1,\ldots,s_n)$ and $\mathbf{D}=\sum_{j=1}^n\frac{\partial}{\partial s_j}$. If $n=1$, it reduces to the classical Painlev\'{e} II equation up to a scaling. Given an arbitrary $n \times n$ constant matrix $C=\left(c_{j k}\right)_{j, k=1}^n$, a remarkable result due to Bertola and Cafasso asserts that there exists a unique solution $\beta_1(\vec{s})=\beta_1(\vec{s};C)$ of the noncommutative PII equation such that its $(k,l)$-th entry behaves like $-c_{kl} \Ai (s_k+s_l)$ as $S= \frac{1}{n}\sum_{i=1}^n s_j\to+\infty$, where $\Ai$ stands for the standard Airy function. For a class of structured matrices $C$, we establish asymptotics of the associated solutions as $S \to -\infty$, which particularly include the so-called connection formulas. In the present setting, it comes out that the solution exhibits a hybrid behavior in the sense that each entry corresponds to either an extension of the Hastings-McLeod solution or an extension of the Ablowitz-Segur solution for the PII equation. It is worthwhile to emphasize the asymptotics of the $(k,l)$-th entry as $S \to -\infty$ cannot be deduced solely from its behavior as $S \to +\infty$ in general, which actually also depends on the positive infinity asymptotics of the $(l,k)$-th entry. This new and intriguing phenomenon disappears in the scalar case.