Integrable Differential Systems for Deformed Laguerre-Hahn Orthogonal Polynomials

Abstract: Our work studies sequences of orthogonal polynomials $ {P_{n}(x)}{n=0}^{\infty} $ of the Laguerre-Hahn class, whose Stieltjes functions satisfy a Riccati type differential equation with polynomial coefficients, are subject to a deformation parameter $t$. We derive systems of differential equations and give Lax pairs, yielding non-linear differential equations in $t$ for the recurrence relation coefficients and Lax matrices of the orthogonal polynomials. A specialisation to a non semi-classical case obtained via a M\"{o}bius transformation of a Stieltjes function related to a modified Jacobi weight is studied in detail, showing this system is governed by a differential equation of the Painlev\'e type P$\textrm{VI}$. The particular case of P$_\textrm{VI}$ arising here has the same four parameters as the solution found by Magnus [A.P. Magnus, Painlev\'e-type differential equations for the recurrence coefficients of semi-classical orthogonal polynomials, J. Comput. Appl. Math., 57:215-237, 1995] but differs in the boundary conditions.