Integrable Differential Systems for Deformed Laguerre-Hahn Orthogonal Polynomials
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 Möbius 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 Painlevé 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, Painlevé-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.