Some General Solutions to the

Painlevé – PII Equation

Solomon M. Antoniou
SKEMSYS
Scientific Knowledge Engineering
and Management Systems
Corinthos 20100, Greece
solomon_antoniou@yahoo.com

Abstract
We initiate a solution procedure to the Painlevé PII equation. The method used is
the extended Riccati equation method with variable expansion coefficients. The
solutions are expressed in terms of the Airy functions. We also apply the
(G ' / G ) − expansion method with variable expansion coefficients which may lead

to more solutions, once the Painlevé PII solutions are known through Riccati
expansion method.

Keywords: Painlevé equations, Painlevé PII equation,the extended Riccati

equation method, nonlinear equations, exact solutions, Airy functions,
(G ' / G ) − expansion method
1. Introduction.
The Painlevé equations (numbered as PI-PVI) is a special class of second order
nonlinear ODEs which have no movable critical points (branch points or essential
singularities). These equations were discovered under a number of assumptions at
the end of nineteenth century/beginning of twentieth century by Painlevé and
Gambier. They also appear in many physical applications. Some reviews and
further developments the reader can consult, are the classical book by E. L. Ince
(Ince [10], Chapter XIV) and the articles by A. S. Fokas and M. J. Ablowitz
(Fokas and Ablowitz [9]) and P. A. Clarkson (Clarkson [7]). Closely related to
Painlevé equations is the so-called ARS conjecture (after Ablowitz, Ramani and
Segur [1], [2] and [11]) which is an integrability test for ordinary differential
equations. The ARS conjecture was extended to PDEs by J. Weiss, M. Tabor and
G. Carnevale (Weiss, Tabor and Carnevale [13]) who introduced the so-called
singular manifold method (for a review and further examples see Ramani,
Grammaticos and Bountis [12]). This method (also named as Painlevé truncation
method) serves also as a solution method (Weiss [14], [15] and [16]) in the sense
that it can determine the Lax pairs and the Bäcklund transformations.
No explicit solutions of the Painlevé equations have been found so far. In some
cases only rational solutions are available (Airlaut [4] and Wenjum and Yezhou
[17]). Some relations have also been established between solutions (Fokas and
Ablowitz [9], Clarkson [7]).
In this paper we introduce a solution method and find some closed-form solutions
to the Painlevé PII equation using the extended Riccati equation method with
variable expansion coefficients. The paper is organized as follows: In Section 2 we
describe the extended Riccati equation method with variable expansion
coefficients. This method was introduced in some previous papers (Antoniou [5]
and [6]) and applied successfully in two cases of nonlinear PDEs, the Burgers and
KdV equations. In Section 3 we solve the Painleve PII equation

2
d2w
2
= 2 w 3 + z ⋅ w . We find two families of solutions, expressed in terms of the
dz
Airy functions. The solutions appear in Theorems 1 and 2 (Sections 3.I and 3.II
respectively). In Section 4 we consider the (G ′ / G ) − expansion method with
variable expansion coefficients. We find that the expansion coefficient a0 ( z )
satisfies a Painlevé PII equation while a1 ( z ) = ±1 . We also find that the unknown
function G (z ) satisfies two third order ODEs with variable coefficients. The
results of Section 4 appear in Theorem 3.

2. The Method.
We suppose that a nonlinear ordinary differential equation
F( x , u , u x , u xx , L) = 0 (2.1)
with unknown function u ( x ) admits a solution expressed in the form
n n bk
u(x) = ∑ akY k
+∑ (2.2)
k =0 k =1 Yk
where all the expansion coefficients depend on the variable x,
a k ≡ a k ( x ) , b k ≡ b k ( x ) for every k = 0, 1, 2, L , n
The function Y ≡ Y( x ) satisfies Riccati’s equation

Y ′( x ) = A + B ⋅ Y 2 (2.3)
where the coefficients A and B depend on the variable x as well.
In solving the nonlinear ODE (2.1), we consider the expansion (2.2) and then we
balance the nonlinear term with the highest derivative term of the function u ( x )
which determines n (the number of the expansion terms). Equating the
coefficients of the different powers of the function Y( x ) to zero, we can
determine the various expansion coefficients a k ( x ) , b k ( x ) and the functions
A( x ) , B( x ) . We finally solve Riccati's equation and then find the solutions of the
equation considered.

3
3. The Painleve PII equation and its solutions.
We consider the Painleve PII equation

d2w
2
= 2 w3 + z ⋅ w (3.1)
dz
where w ≡ w (z) is the unknown function and z the independent variable,
considered complex in general.
We shall use the extended Riccati equation method in solving equation (3.1). In
this case we consider the expansion
n n bk
w (z) = ∑ a kYk + ∑ k
(3.2)
k =0 k =1 Y

and balance the second order derivative term with the second order nonlinear term
of (3.1). We then find n = 1 . The proof might go as follows: The first derivative

w′(z ) contains the highest order term Y n −1 Y ′ and upon the substitution

Y ′ → A + BY 2 the highest order term becomes Y n +1 . The second derivative

w′′(z ) contains the highest order term Y n Y ′ and upon the substitution

Y ′ → A + BY 2 the highest order term becomes Y n + 2 . The nonlinear term w3

contains the highest order term Y 3 n . Therefore balancing the second derivative
term w′′(z ) with the nonlinear term z 3 ( z ) leads to the equation n + 2 = 3 n from
which we obtain n = 1 . We thus have
b1
w ( z ) = a 0 + a 1Y + (3.3)
Y
where all the coefficients a 0 , a 1 and b1 depend on z, and Y satisfies Riccati’s
equation

Y ′(z) = A(z) + B(z)Y 2 (z) (3.4)

The prime will always denote derivative with respect to the variable z. From

equation (3.3) we obtain, taking into account Y ′ = A + BY 2

4
 b1′ b1 (A + BY 2 )
w ′(z) = a ′0 + a1′ Y + a1 (A + BY 2 ) + − (3.5)
Y Y2
w ′′(z) = a ′0′ + a1′′ Y + 2 a1′ (A + BY 2 ) + a1 (A ′ + B′ Y 2 + 2 B Y(A + BY 2 )

b1′′ 2 b1′ (A + BY 2 ) + b1 ( A′ + B′ Y 2 ) + 2 b1BY (A + BY 2 )

+ −
Y Y2
2 b1 (A + BY 2 ) 2
+ (3.6)
Y3
Therefore equation (3.1), under the substitutions (3.3) and (3.6), becomes

a ′0′ + a1′′ Y + 2 a1′ (A + BY 2 ) + a1 (A′ + B′ Y 2 + 2 B Y (A + BY 2 )

b1′′ 2 b1′ (A + BY 2 ) + b1 (A ′ + B′ Y 2 ) + 2 b1BY (A + BY 2 )

+ −
Y Y2
3
2 b1 (A + BY 2 ) 2  b   b 
+ = 2  a 0 + a 1Y + 1  + z ⋅  a 0 + a 1Y + 1  (3.7)
Y3  Y  Y
Upon expanding and equating the coefficients of Y to zero, we obtain from the
above equation a system of seven ordinary differential equations from which we
can determine the various expansion coefficients. We have

coefficient of Y 3 :

2 a1 B 2 − 2 a13 = 0 (3.8)

coefficient of Y 2 :

− 6 a 0 a12 + a1 B′ + 2 a1′ B = 0 (3.9)

coefficient of Y:

2 a1 A B − z a1 − 6 a12 b1 − 6 a 02 a1 + a1′′ = 0 (3.10)

coefficient of Y 0 :

a ′0′ − z a 0 − 2 a 30 − 12 a 0 a1 b1 − 2 b1′ B + a1 A ′ − b1 B′ + 2 a1′ A = 0 (3.11)

coefficient of Y −1 :

b1′′ − z b1 − 6 a 02 b1 − 6 a 1 b12 + 2 b1 AB = 0 (3.12)

5
coefficient of Y − 2 :

− 2 b1′ A − 6 a 0 b12 − b1 A′ = 0 (3.13)

coefficient of Y − 3 :

2 b1 A 2 − 2 b13 = 0 (3.14)
We are to solve the system of equations (3.8)-(3.14), supplemented by Riccati's

equation Y ′ = A + BY 2 .
From equations (3.8) and (3.14), ignoring the trivial solutions, we obtain
a1 = ± B and b1 = ± A (3.15)
respectively. We examine four cases separately. Two of them, leading to
inconsistent results are examined in Appendix B.
3.I. Case I. The First Solution.
We first consider the case
a1 = B and b1 = A (3.16)
We then obtain from (3.9) and (3.13)
1 B′ 1 A′
a0 = and a0 = − (3.17)
2 B 2A
A ′ B′
respectively. Equating the two different expressions of a 0 , we obtain + =0
A B
and by integration, we find that
AB= p (3.18)
where p is a constant to be determined.
From equation (3.10) we get
2
B′′ 3  B′ 
−   − (4 p + z) = 0 (3.19)
B 2 B 
From equation (3.12) we get
2
A ′′ 3  A ′ 
−   − (4 p + z) = 0 (3.20)
A 2 A 

6
From equation (3.11) we get
″ 3
 B′  1  B′   B′ 
  −   − (8 p + z)   = 0 (3.21)
B 2 B  B
We first solve equation (3.19). Under the substitution
B′
F= (3.22)
B
equation (3.19) transforms into
1 2
F′ = F + (4 p + z) (3.23)
2
which is a Riccati differential equation. Under the standard substitution
u′
F = −2 (3.24)
u
Riccati's equation (3.23) becomes
4p + z
u ′′(z) + ⋅ u (z) = 0 (3.25)
2
The previous equation can be transformed into the Airy equation. In fact, under
the substitution z = λ y + µ , equation (3.25) takes on the form

d 2 u ( y)  λ3 λ2 (µ + 4 p) 
+ y+ u ( y) = 0 (3.26)
dy 2  2 2 
 

The choices λ3 = − 2 and µ = − 4 p transforms (3.26) into

d 2 u ( y)
− y u ( y) = 0 (3.27)
dy 2
which is the Airy differential equation with general solution
u ( y) = C1 Ai( y) + C 2 Bi( y) (3.28)
where Ai( y) and Bi( y) are Airy's functions of the first and second kind
respectively (see for example Abramowitz and Stegun [3]). Going back to the

original variable (taking into account z + 4p = (−2)1 / 3 y ) we obtain the general

solution of equation (3.25):

7
  z + 4p   
u (z) = C1 Ai   + C 2 Bi  z + 4p  (3.29)
1/ 3   (−2)1 / 3 
 (−2)   
We now have to determine the function Y which satisfies Riccati's equation

Y ′ = A + BY 2 . Under the substitution

1 v′
Y=− ⋅ (3.30)
B v

Riccati's equation Y ′ = A + BY 2 becomes

 B′ 
v′′ −   v′ + (AB) v = 0 (3.31)
B
B′ u′
Since = − 2 and A B = p , equation (3.31) becomes u v′′ + 2 u ′ v′ + 2 p v u = 0
B u
which can be written as
(u ⋅ v)′′ + (2 p u − u ′′) v = 0 (3.32)
The substitution
Ψ = u⋅v (3.33)
transforms (3.32) into
 u ′′ 
Ψ ′′ +  2 p −  Ψ = 0 (3.34)
 u
u ′′ 1
Since = − 2 p − z (because of (3.25)), equation (3.34) takes on the form
u 2
 1 
Ψ ′′ +  4 p + z  Ψ = 0 (3.35)
 2 
The above equation can be transformed into the Airy's equation (the same way
(3.25) was transformed into (3.27)) and admits the general solution
 z +8p  ~  
~
Ψ = C1 Ai   + C 2 Bi  z + 8 p  (3.36)
1/ 3   (−2)1 / 3 
 (−2)   
B′ u′
Integrating = − 2 we obtain
B u

8
 K
B= 2
(3.37)
u (z)
v′ Ψ ′ u ′
where K is a constant. Since = − (this equation comes from v = Ψ / u
v Ψ u
by differentiation) we obtain from (3.30), using also (3.37)

u 2  Ψ′ u′ 
Y=−  −  (3.38)
K Ψ u 
where Ψ and u are given by (3.36) and (3.29) respectively.
So far we have not taken into account equations (3.20) and (3.21). It is obvious
that not every solution of (3.19) satisfies both (3.20) and (3.21). We thus have to
find the range of values the parameters and the constants should attain in order to
have compatible equations. The coefficients A and B of Riccati's equations are
A ′ B′
connected through the relation + = 0 and satisfy equations (3.19) and (3.20)
A B
respectively. We thus have to examine the compatibility condition between (3.19)
A ′ B′
and (3.20) first, taking into account + = 0 . We state and prove the following
A B
2
A ′ B′ A ′′ B′′  B′ 
Lemma. If + = 0 then + = 2  .
A B A B B
A′
Proof. We let H = . Since H + F = 0 , we also have H ′ = − F′ and then
A
2 2 2
A ′′  A′   B′  B′′  B′ 
= H ′ +   = − F′ +   and = F′ +   . Adding the last two
A A B B B
2
A ′′ B′′  B′ 
equations, we obtain + = 2   and the Lemma is proved. ■
A B B

9
Adding now equations (3.19) and (3.20) and taking into account the previous
2
 B′ 
Lemma, we obtain the equation −   − 2 (4p + z) = 0 from which we obtain
B
B′ u′
further, in view of = − 2 , that
B u
2
 u′   z
  + 2p +  = 0 (3.39)
u  2
The above equation is the compatibility condition between (3.19) and (3.20) and
should be satisfied for every z.
We finally consider equation (3.21). This equation takes the form
1
F′′ − F3 = (z + 8 p) F (3.40)
2
where F is defined in (3.22). This equation should be combined with (3.23).
1
From (3.23) multiplying by F we obtain − F3 = − F F′ + (4 p + z) F and because
2
of that, equation (3.40) takes on the form F′′ − F F′ = 4 p F . Differentiating (3.23)
u′
we get F′′ − F F′ = 1 . We thus obtain the equation 4 p F = 1 . Since F = − 2 , we
u
u′ 1
derive the compatibility condition =− , i.e.
u 8p
8 p u′ + u = 0 (3.41)
This last equation should hold for every z.
Equations (3.39) and (3.41) should also be compatible each other. Equations
(3.39) and (3.41) are considered in Appendix A. In that Appendix, expanding the
function u (z) given by (3.29), we find the conditions between the parameters and
the various constants in order equations (3.39) and (3.41) should be true for every
value of z. According to the results of Appendix A, equations (3.39) and (3.41)
lead to the same conditions
X(C1 , C 2 ; ω) = 0 and Z(C1 , C 2 ; ω) = 0 (3.42)

10
where X(C1 , C 2 ; ω) and Z(C1 , C 2 ; ω) are defined by
X(C1 , C 2 ; ω) = C1 Ai(ω) + C 2 Bi(ω) (3.43)
Z(C1 , C 2 ; ω) = C1 Ai′(ω) + C 2 Bi′(ω) (3.44)

ω = 2 2 / 3 (1 − i 3 ) p (3.45)

and the prime denotes the usual derivative

d d
Ai′(ω) = Ai(z) z =ω
and Bi′(ω) = Bi(z) z =ω
dz dz
The two equations (3.42) hold simultaneously, in view of (3.43) and (3.44), if
C1 Bi(ω) C1 Bi′(ω)
=− and =− (3.46)
C2 Ai(ω) C2 Ai′(ω)
Equating the two different expressions of the ratio C1 / C 2 , we arrive at the
condition
Ai(ω) ⋅ Bi′(ω) − Ai′(ω) ⋅ Bi(ω) = 0 (3.47)
The above condition determines the constant p, since ω is connected to p
through (3.45).
Equation (3.29) has to be written, in view of (3.46), into the form
  z + 4p   
u ( z) = C Ai(ω) Bi   − Bi(ω) Ai  z + 4p   (3.48)
1/ 3   (−2)1 / 3  
  (−2)   
C2
where we have set C = .
Ai(ω)

d2w
Conclusion. The solution of the Painleve PII equation 2
= 2 w 3 + z ⋅ w is
dz
b1 1 B′
given by w (z) = a 0 + a1Y + where a 0 = , a1 = B , b1 = A with A B = p ,
Y 2 B
K u 2  Ψ′ u′ 
B(z) = 2 and Y = −  −  , where Ψ and u are given by (3.36) and
u (z) K Ψ u 

(3.48) respectively. Therefore we arrive at the following

11
 d2w
Theorem 1. The solution of the Painleve PII equation 2
= 2 w 3 + z ⋅ w is given
dz
by
−1
Ψ′  u′ Ψ′ 
w (z) = − + p −  (3.49)
Ψ u Ψ
where p is determined by (3.47) and Ψ , u are given by (3.36) and (3.48)
respectively.
3.II. Case II. The Second Solution.
We next consider the case
a1 = − B and b1 = − A (3.50)
We then obtain from (3.9) and (3.13)
1 B′ 1 A′
a0 = − and a0 = (3.51)
2 B 2A
respectively. Equating the two different expressions of a 0 , we find that
AB = p (3.52)
where p is a constant.
From equation (3.10) we get
2
B′′ 3  B′ 
−   − (4 p + z) = 0 (3.53)
B 2 B 
From equation (3.12) we get
2
A ′′ 3  A ′ 
−   − (4 p + z) = 0 (3.54)
A 2 A 
From equation (3.11) we get
″ 3
 B′  1  B′   B′ 
  −   − (8 p + z)   = 0 (3.55)
B 2 B  B
Using the same reasoning as in Case I, we obtain the following

12
 d2w
Conclusion. The solution of the Painleve PII equation 2
= 2 w 3 (z) + z ⋅ w is
dz
b1 1 B′
given by w (z) = a 0 + a1Y + where a 0 = − , a1 = − B , b1 = − A with
Y 2 B
K u 2  Ψ′ u′ 
A B = p , B(z) = and Y = −  −  , where Ψ and u are given by
u (z) 2 K Ψ u 
(3.36) and (3.48) respectively. Therefore we arrive at the following

d2w
Theorem 2. The solution of the Painleve PII equation 2
= 2 w 3 + z ⋅ w is given
dz
by
−1
Ψ′  u′ Ψ′ 
w( z ) = + p −  (3.49)
Ψ u Ψ
where p is determined by (3.47) and Ψ , u are given by (3.36) and (3.48)
respectively.
Note. Considering the equation

d2w
2
= 2 w 3 ( z) + z ⋅ w + α
dz
we find that the solution does not depend on the constant α , a feature for which
we cannot provide an explanation.
G′
4. The   − expansion method with variable expansion
G

coefficients.
We consider that equation (3.1) admits a solution of the form
 G ′(z) 
w (z) = a 0 (z) + a1 (z)   (4.1)
 G (z) 
Upon substituting (4.1) into (3.3) we obtain an equation, which when arranged in
powers of G, can take the form

13
 1
(a0′′ − z a0 − 2 a03 ) + [ a1G′′′ − z a1 G′ + a1′′G′ + 2 a1′G′′ − 6 a1 a02 G′ ]
G( z )
1
+ 2
[ − 2 a1′ (G′ ) 2 − 3 a1G′ G′′ − 6 a12 a0 (G′ ) 2 ]
G ( z)
1
+ 3
[ − 2 a13 (G′ )3 + 2 a1 (G′ )3 ] = 0 (4.2)
G ( z)

Equating to zero all the coefficients of G ( x ) in the above equation, we obtain the
following system of ordinary differential equations

a ′0′ − z a 0 − 2 a 30 = 0 (4.3)

a1G ′′′ − z a1 G ′ + a1′′ G ′ + 2 a1′ G ′′ − 6 a1 a 02 G ′ = 0 (4.4)

− 2 a1′ (G ′ ) 2 − 3 a1G ′ G ′′ − 6 a12 a 0 (G ′ ) 2 = 0 (4.5)

− 2 a13 (G ′ ) 3 + 2 a1 (G ′ ) 3 = 0 (4.6)
Equation (4.3) is essentially the Painlevé PII equation (3.1) and thus admits all the
solutions found in Section 3. From equation (4.6), ignoring the trivial solution, we
obtain that
a1 = ± 1 (4.7)
From equation (4.4), taking into account the above values of a1 , we derive the
equation
G ′′′
= 6 a 02 + z (4.8)
G′
From equation (4.5), we obtain
G ′′ G ′′
= − 2 a 0 for a1 = 1 and = 2 a 0 for a1 = − 1 (4.9)
G′ G′
We thus derive the following equations, dividing (4.8) by (4.9):
Solution I. For a1 = 1 , the function G (z ) is determined as solution of the equation

G ′′′ 6a2 + z
=− 0 where a 0 is any solution of equation (4.3).
G ′′ 2a0

14
Solution II. For a1 = − 1 , the function G (z ) is determined as solution of the

G ′′′ 6 a 02 + z
equation = where a 0 is any solution of equation (4.3).
G ′′ 2a0
In both the above equations, a 0 is given by (3.49) and (3.56) (simply substitute
w ( z) by a 0 ). Because of the complexity of the expressions for a 0 , the integration
of the differential equations might require supercomputing facilities with symbolic
capabilities. We thus have the following

d2w
Theorem 3. The Painlevé PII equation 2
= 2 w 3 + z ⋅ w admits solutions of the
dz
 G ′(z) 
form w (z) = a 0 (z) + a1 (z)   where a1 ( z ) = ±1 and a0 ( z ) satisfies the (PII
 G (z) 

equation) equation a ′0′ − z a 0 − 2 a 30 = 0 . The function G (z ) satisfies two third

order ODEs 2 a0 G′′′ ± (6 a02 + z ) G′′ = 0 . ▄

Considering successively (G ′ / G ) − expansions for the solution of equations

a ′0′ − z a 0 − 2 a 30 = 0 , we arrive to an infinite number of solutions. A remarkable

feature of the (G ′ / G ) − expansion with variable expansion coefficients is that a
repeated use of the method in determining a 0 leads to a proliferation of solutions,
a rather unique feature of the Riccati – (G ′ / G ) − expansion.

Appendix A. In this Appendix we find the conditions the various parameters

and the constants should satisfy so as equations (3.39) and (3.41) should be true
for every value of the parameter z.
We first consider equation (3.39) which can be written as a pair of equations
z
u′ + i 2p + u=0 (A.1)
2
and
z
u′ − i 2p + u=0 (A.2)
2

15
where u (z) is given by (3.29).
Upon expanding u (z) in power series, we find that (A.1) can be written as

22 / 3
i 2 p X(C1 , C 2 ; ω) + (1 − i 3 ) Z(C1 , C 2 ; ω)
4
1
+ { (i 2 − 16 p 3 / 2 ) X(C1 , C 2 ; ω) + 4 ⋅ 21 / 6 p (1 + i ) Z(C1 , C 2 ; ω)} z
8 p
1
+ 3/ 2
{ − (i 2 + 32 p 3 / 2 + i 128 2 p 3 ) X(C1 , C 2 ; ω) + 8 [(21 / 6 p) ( i + 3 )
128 p

+ 4 (i 3 − 1) p 5 / 2 2 2 / 3 ] Z(C1 , C 2 ; ω)} z 2
1
+ 5/ 2
{ (2048 p 9 / 2 + 3 2 i − 640 2 i p 3 ) X(C1 , C 2 ; ω) +
3072 p

+ [128 p 5 / 2 2 2 / 3 (i 3 − 1) − 512 ⋅ 21 / 6 p 4 ( 3 + i )

− 12 ⋅ 21 / 6 (i + 3 ) p] Z(C1 , C 2 ; ω)} z 3

+ O( z 4 ) (A.3)
where we have introduced the notation
X(C1 , C 2 ; ω) = C1 Ai(ω) + C 2 Bi(ω) (A.4)
Z(C1 , C 2 ; ω) = C1 Ai′(ω) + C 2 Bi′(ω) (A.5)

ω = 2 2 / 3 (1 − i 3 ) p (A.6)

and the prime denotes the usual derivative

d d
Ai′(ω) = Ai(z) z =ω
and Bi′(ω) = Bi(z) z =ω
dz dz
Similarly expanding u (z) in power series, we find that (A.2) can be written as

22 / 3
−i 2 p X(C1 , C 2 ; ω) + ( 1 − i 3 ) Z(C1 , C 2 ; ω)
4
1
− { (i 2 + 16 p 3 / 2 ) X(C1 , C 2 ; ω) + 4 ⋅ 21 / 6 p (1 + i ) Z(C1 , C 2 ; ω)} z
8 p

16
 1
+ 3/ 2
{ ( i 2 − 32 p 3 / 2 + i 128 2 p 3 ) X (C1 , C 2 ; ω) + 8 [− (21 / 6 p) (i + 3 )
128 p

+ 4 (i 3 − 1) p 5 / 2 2 2 / 3 ] Z(C1 , C 2 ; ω)} z 2
1
+ 5/ 2
{ (2048 p 9 / 2 − 3 2 i + 640 2 i p 3 ) X(C1 , C 2 ; ω) +
3072 p

+ [128 p 5 / 2 2 2 / 3 (i 3 − 1) + 512 ⋅ 21 / 6 p 4 ( 3 + i )

+ 12 ⋅ 21 / 6 (i + 3 ) p] Z(C1 , C 2 ; ω)} z 3

+ O( z 4 ) (A.7)
Expanding (3.41) we obtain similarly

{ X (C1 , C 2 ; ω) + 2 ⋅ 2 2 / 3 p (1 − i 3 ) Z(C1 , C 2 ; ω) } +

 22 / 3 
+ − 16 p 2 ⋅ X(C1 , C 2 ; ω) + (1 − i 3 ) ⋅ Z(C1 , C 2 ; ω)  z +
 4 

+ { − 3 p ⋅ X(C1 , C 2 ; ω) + 2 ⋅ 2 2 / 3 p 2 ( i 3 − 1) ⋅ Z(C1 , C 2 ; ω) } z 2 +

  16 p 3 1  5 ⋅ 22 / 3 
+ −  ⋅ X(C1 , C 2 ; ω) − p (1 − i 3 ) ⋅ Z(C1 , C 2 ; ω)  z 3 +
  3 12  12 

+ O (z 4 ) = 0 (A.8)
In all the higher order expansion terms, there appears the same linear combination
of the quantities X(C1 , C 2 ; ω) and Z(C1 , C 2 ; ω) . Therefore the compatibility
conditions (3.39) and (3.41) are true for every z , if and only if
X(C1 , C 2 ; ω) = 0 and Z(C1 , C 2 ; ω) = 0 (A.9)
The two equations (A.9) hold simultaneously if
C1 Bi(ω) C1 Bi′(ω)
=− and =− (A.10)
C2 Ai(ω) C2 Ai′(ω)
Equating the two different expressions of the ratio C1 / C 2 , we arrive at the
condition
Ai(ω) ⋅ Bi′(ω) − Ai′(ω) ⋅ Bi(ω) = 0 (A.11)

17
The above condition determines the constant p.
Appendix B.
In this Appendix we consider the cases ( a1 = B , b1 = − A ) and ( a1 = − B ,
b1 = A ). We show that in these two cases we obtain incompatible equations.
Case III. We consider the case
a1 = B and b1 = − A (B.1)
We then obtain from (3.9) and (3.13)
1 B′ 1 A′
a0 = and a0 = (B.2)
2 B 2A
respectively. Equating the two different expressions of a 0 , and integrating, we
find that

A = − s2 B (B.3)

where s is a real constant. We can equally well consider the case A = s 2 B .

From equation (3.10), we get
2
B′′ 3  B′ 
−   − 8 s 2 B2 − z = 0 (B.4)
B 2 B 
From equation (3.12) we get
2
A ′′ 3  A ′ 
−   − 8 s 2 B2 − z = 0 (B.5)
A 2 A 
From equation (3.11) we get
″ 3
 B′  1  B′   B′ 
  −   − z   − 12 s (B )′ = 0
2 2
(B.6)
B 2 B  B
Equation (B.4) under the substitution
1
B= (B.7)
u 2 (z)
takes on the form

18
 z 4 s2
u ′′(z) + u (z) = − 3 (B.8)
2 u (z)
z
which is Ermakov's equation (Ermakov [8]). The equation u ′′(z) + u ( z) = 0
2
 z   
admits two linearly independent solutions, Ai   and Bi  z  .
 (−2)1 / 3   (−2)1/ 3 
   
Therefore, using the standard procedure, the general solution of (B.8) is given by
   
2
   
2    
  z  
C1 u (z) =  Ai 
2 
 × − 4 s + C 2 + C1 ∫
2 dz  
2 
1/ 3 
(B.9)

  ( −2)      z    
  Ai  1/ 3 
  
 −
  
  ( 2)    
 
and
   
2
   
2    
  z  
C1 u (z) =  Bi 
2 
 × − 4 s + C 2 + C1 ∫
2 dz  
 
1/ 3 
(B.10)
  (−2)    2
   z    
  Bi  
 − 1/ 3   
  
  ( 2) 
  
 
Every solution of the equation (B.4) found previously has to be substituted in
(B.6) and thus to obtain a compatibility condition. Despite the fact that (B.4)
admits closed-form solution, equations (B.4) and (B.6) are incompatible. The
proof goes as follows: Equations (B.4) and (B.6) can be written in terms of
B′
G≡ as
B
1
G′ − G 2 = 8 s 2 B2 + z (B.11)
2
and
1
G ′′ − G 3 − z G − 12 s 2 (B 2 )′ = 0 (B.12)
2

19
respectively. Multiplying equation (B.11) by G we derive the equation
1
− G 3 = − G G ′ + 8 s 2G B2 + z G (B.13)
2
Combining (B.12) with (B.13) we get

G ′′ − G G ′ + 8 s 2 G B 2 − 12 s 2 (B 2 )′ = 0 (B.14)
Differentiating (B.11) with respect to z we obtain

G ′′ − G G ′ = 8 s 2 ( B 2 )′ + 1 (B.15)
Equations (B.14) and (B.15) give

8 s 2 (B 2 )′ + 1 + 8 s 2 G B 2 − 12 s 2 (B 2 )′ = 0
which is equivalent to the quite remarkable result 1 = 0 . We have thus proved that

equations (B.4) and (B.6) are incompatible. The case A = s 2 B leads again to
incompatible equations.
Case IV. We consider next the case
a1 = − B and b1 = A (B.16)
Using the same reasoning as before, we obtain again incompatible equations.

20
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