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Encyclopedia of Mathematical Physics Vol.4 P-S Ed. Fran Oise Et AlRatings: (0)|Views: 160|Likes: 7

Published by David Iveković

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https://www.scribd.com/doc/99692227/Encyclopedia-of-Mathematical-Physics-Vol-4-P-S-Ed-Fran-Oise-Et-Al

07/16/2013

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P

Painleve´ Equations

N Joshi

, University of Sydney, Sydney, NSW,Australia

ª

2006 Elsevier Ltd. All rights reserved.

Introduction

The Painleve´ equations P

I

–P

VI

are six classicalsecond-order ordinary differential equations thatappear widely in modern physical applications.Their conventional forms (governing

y

(

x

) withderivatives

y

0

=

d

y

=

d

x

,

y

00

=

d

2

y

=

d

x

2

) are:

P

I

:

y

00

¼

6

y

2

þ

x

P

II

:

y

00

¼

2

y

3

þ

xy

þ

P

III

:

y

00

¼

y

0

2

y

À

y

0

x

þ

1

x

y

2

þ

ÀÁ

þ

y

3

þ

y

P

IV

:

y

00

¼

y

0

2

2

y

þ

32

y

3

þ

4

xy

2

þ

2

ð

x

2

À

Þ

y

þ

y

P

V

:

y

00

¼

12

y

þ

1

y

À

1

y

0

2

À

y

0

x

þð

y

À

1

Þ

2

x

2

y

þ

y

þ

yx

þ

y

ð

y

þ

1

Þ

y

À

1P

VI

:

y

00

¼

121

y

þ

1

y

À

1

þ

1

y

À

x

y

0

2

À

1

x

þ

1

x

À

1

þ

1

y

À

x

y

0

þ

y

ð

y

À

1

Þð

y

À

x

Þ

x

2

ð

x

À

1

Þ

2

(

þ

xy

2

þ

ð

x

À

1

Þð

y

À

1

Þ

2

þ

x

ð

x

À

1

Þð

y

À

x

Þ

2

)

where

,

,

,

are constants. They were identifiedand studied by Painleve´ and his school in theirsearch for ordinary differential equations (in theclass

y

00

=

R

(

x

,

y

,

y

0

), where

R

is rational in

y

0

,

y

andanalytic in

x

) that define new transcendental func-tions. Painleve´ focussed his search on equations thatpossess what is now known as the Painleve´ property:that all solutions are single-valued around allmovable singularities (a singularity is ‘‘movable’’ if its location changes with initial conditions).For the Painleve´ equations, all movable singula-rities are poles. For P

I

and P

II

, all solutions aremeromorphic functions. However, the solutions of each of the remaining equations have other singula-rities called ‘‘fixed’’ singularities, with locations thatare determined by the singularities of the coefficientfunctions of the equation. P

III

–P

VI

have a fixedsingularity at

x

=

1

. P

III

and P

V

have additionalfixed singularities at

x

=

0, and P

VI

has them at

x

=

0and 1. Although each solution of P

III

–P

VI

is single-valued around a movable singularity, it may bemultivalued around a fixed singularity.Painleve´’s school considered canonical classes of ordinary differential equations equivalent under linearfractional transformations of

y

and

x

. Of the fiftycanonical classes of equations they found, all exceptsix were found to be solvable in terms of alreadyknown functions. These six lead to the Painleve´equations P

I

–P

VI

as their canonical representatives.A resurgence of interest in the Painleve´ equationscame about from the observation (due to Ablowitzand Segur) that they arise as similarity reductionsof well-known integrable partial differential equa-tions (PDEs), or soliton equations, such as theKorteweg–de Vries equation, the sine-Gordon equa-tion, and the self-dual Yang–Mills equations.As this connection suggests, the Painleve´ equationspossess many of the special properties that arecommonly associated with soliton equations. Theyhave associated linear problems (i.e., Lax pairs) forwhich they act as compatibility conditions. Thereexist special transformations (called Ba¨cklund trans-formations) mapping a solution of one equation to asolution of another Painleve´ equation (or the sameequation with changed parameters). There existHamiltonian forms that are related to existence of tau-functions, that are analytic everywhere except atthe fixed singularities. They also possess multilinearforms (or Hirota forms) that are satisfied by tau-functions. In the following subsections, for concise-ness, we give examples of these properties for the firstor second Painleve´ equations and briefly indicatedifferences, in any, with other Painleve´ equations.

Complex Analytic Structure of Solutions

Consider the two-(complex-)parameter manifold of solutions of a Painleve´ equation. Each solution isglobally determined by two initial values given at aregular point of the solution. However, the solutioncan also be determined by two pieces of data givenat a movable pole. The location

x

0

of such a poleprovides one of the two free parameters. The otherfree parameter occurs as a coefficient in the Laurentexpansion of the solution in a domain punctured at

x

0

. For P

I

, the Laurent expansion of a solution at amovable singularity

x

0

is

y

ð

x

Þ ¼

1

ð

x

À

x

0

Þ

2

þ

x

0

10

ð

x

À

x

0

Þ

2

þ

16

ð

x

À

x

0

Þ

3

þ

c

I

ð

x

À

x

0

Þ

4

þÁÁÁ ½

1

where

c

I

is arbitrary. This second free parameter isnormally called a ‘‘resonance parameter.’’ For P

II

,the Laurent expansion of a solution at a movablesingularity

x

0

is

y

ð

x

Þ ¼Æ

1

ð

x

À

x

0

ÞþÇ

x

0

6

ð

x

À

x

0

ÞþÇ

1

À

4

ð

x

À

x

0

Þ

2

þ

c

II

ð

x

À

x

0

Þ

3

þÁÁÁ ½

2

where

c

II

is arbitrary. The symmetric solution of P

I

that has a pole at the origin and correspondingresonance parameter

c

I

=

0 has a distribution of polesin the complex

x

-plane shown in

. (This figurewas obtained by searching for zeros of truncatedTaylor expansions of the tau-function

described inthe section ‘‘Ba¨ cklund and Miura transformations.’’
One hundred and sixty numerical zeros are shown.The two pairs of closely spaced zeros near theimaginary axis (between 8

<

Æ=

x

<

12) may benumerical artifacts. We used the command NSolve to32 digits in MATHEMATICA4.)The rays of symmetry evident in

reflectdiscrete symmetries of P

I

. The solutions of P

I

and P

II

are invariant under the respective discrete symmetries,P

I

:

y

n

ð

x

Þ¼

e

2

i

n

=

5

y

ð

e

4

i

n

=

5

x

Þ

;

n

¼Æ

1

;

Æ

2P

II

:

y

n

ð

x

Þ¼

e

i

n

=

3

y

ð

e

2

i

n

=

3

x

Þ

;

7

e

À

i

n

n

¼Æ

1

;

Æ

2

;

3The rays of angle 2

n

=

5 for P

I

and

n

=

3 for P

II

related to these symmetries play special roles in theasymptotic behaviors of the corresponding solutionsfor

j

x

j 1

.

Linear Problems

The Painleve´ equations are regarded as completelyintegrable because they can be solved through anassociated system of linear equations ( Jimbo andMiwa 1981).d

’

d

¼

L

ð

x

;

Þ

’

½

3a

d

’

d

x

¼

M

ð

x

;

Þ

’

½

3b

The compatibility condition, that is,

L

x

À

M

þ

L

;

M

½ ¼

0

½

4

is equivalent to the corresponding Painleve´ equation.The matrices

L

,

M

for P

I

and P

II

are listed below:P

I

:

L

I

ð

x

;

Þ¼

0 10 0

2

þ

0

y

4 0

þÀ

z y

2

þ

x

=

2

À

4

y z

!

M

I

ð

x

;

Þ¼

0 1

=

20 0

þ

0

y

2 0

where

z

¼

y

0

;

z

0

¼

6

y

2

þ

x

P

II

:

L

II

ð

x

;

Þ¼

1 00

À

1

2

þ

0

u

À

2

z

=

u

0

þ

z

þ

x

=

2

À

uy

À

2

ð

#

þ

zy

Þ

=

u

Àð

z

þ

x

=

2

Þ

M

II

ð

x

;

Þ¼

1

=

2 00

À

1

=

2

þ

0

u

=

2

À

z

=

u

0

where

u

0

¼À

uy

;

z

¼

y

0

À

y

2

À

x

=

2

#

:

¼

12

À

Figure 1

Poles of a symmetric solution of P

I

in the complex

x

-plane, with a pole at the origin and zero correspondingresonance parameter, i.e.,

x

0

=

0,

c

I

=

0.

2

Painleve´ Equations

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