A method for the numerical solution of the Painlevé equations

A numerical method for solving the Cauchy problem for all the six Painlevé equations is proposed. The difficulty of solving these equations is that the unknown functions can have movable (that is, dependent on the initial data) singular points of the pole type. Moreover, the Painlevé III–VI equations may have singularities at points where the solution takes certain finite values. The positions of all these singularities are not a priori known and are determined in the process of solving the equation. The proposed method is based on the transition to auxiliary systems of differential equations in neighborhoods of the indicated points. The equations in these systems and their solutions have no singularities at the corresponding point and its neighborhood. Such auxiliary equations are derived for all Painlevé equations and for all types of singularities. Efficient criteria for transition to auxiliary systems are formulated, and numerical results illustrating the potentials of the method are presented.