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Encyclopedia of Mathematical Physics Vol.4 P-S Ed. Fran Oise Et Al

Encyclopedia of Mathematical Physics Vol.4 P-S Ed. Fran Oise Et Al

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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
 
I
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
-plane, with a pole at the origin and zero correspondingresonance parameter, i.e.,
0
=
0,
I
=
0.
2
Painleve´ Equations

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