Isomonodromy Deformations at an Irregular Singularity with Coalescing Eigenvalues

Abstract

We consider an $n\times n$ linear system of ODEs with an irregular singularity of Poincar\'e rank 1 at $z=\infty$, holomorphically depending on parameter $t$ within a polydisc in $\mathbb{C}^n$ centred at $t=0$. The eigenvalues of the leading matrix at $z=\infty$ coalesce along a locus $\Delta$ contained in the polydisc, passing through $t=0$. Namely, $z=\infty$ is a resonant irregular singularity for $t\in \Delta$. We analyse the case when the leading matrix remains diagonalisable at $\Delta$. We discuss the existence of fundamental matrix solutions, their asymptotics, Stokes phenomenon and monodromy data as $t$ varies in the polydisc, and their limits for $t$ tending to points of $\Delta$. When the deformation is isomonodromic away from $\Delta$, it is well known that a fundamental matrix solution has singularities at $\Delta$. When the system also has a Fuchsian singularity at $z=0$, we show under minimal vanishing conditions on the residue matrix at $z=0$ that isomonodromic deformations can be extended to the whole polydisc, including $\Delta$, in such a way that the fundamental matrix solutions and the constant monodromy data are well defined in the whole polydisc. These data can be computed just by considering the system at fixed $t=0$. Conversely, if the $t$-dependent system is isomonodromic in a small domain contained in the polydisc not intersecting $\Delta$, if the entries of the Stokes matrices with indices corresponding to coalescing eigenvalues vanish, then we show that $\Delta$ is not a branching locus for the fundamental matrix solutions. The importance of these results for the analytic theory of Frobenius Manifolds is explained. An application to Painlev\'e equations is discussed.