CHAPTER 4

Transformations and Reflection Symmetries

The Painlevé equations arise as universal models in a wide range of set-

tings. In Chapter 3, we saw how the discrete first Painlevé equation (dPI )
and the fourth Painlevé equation (PIV ) arose from a model of quantum field
theory.
They arose as equations governing the ratio n of squared norms of as-
sociated orthogonal polynomials. The 3-term recurrence relation for these
polynomials naturally gave rise to a discrete equation for n , while the struc-
ture relation gave rise to a differential-difference equation. Reconciling these
with the t-deformation of a weight function led to an ODE for n . In this
chapter, we will consider this intertwining of discrete and continuous equa-
tions from another point of view.
Given an ODE with parameters, we will study transformations of its
solutions called Bäcklund transformations. These naturally give rise to re-
currence relations that yield discrete equations.
4.1. Bäcklund transformations
In previous chapters, we saw many examples of transformations of ordi-
nary differential equations. We saw simple transformations that change one
form of a given ODE (in wptq) to another (in upzq), including scaling trans-
formations: wptq “ µupzq, z “ ⌫t, for some constants µ, ⌫, and translations:
wptq “ ` upzq, z “ t ´ ⌧ , for some constants and ⌧ .
In this section, we focus on transformations that map an ODE containing
parameters to the same ODE but with different values of the parameters. An
example of such a transformation is given by the recurrence relations (1.3) for
the parabolic cylinder equation (1.2). These transform the solutions D↵ pxq
of the parabolic cylinder equation with parameter ↵ to solutions D↵˘1 pxq
of another copy of the same equation with parameter ↵ ˘ 1. This is a
special case of a transformation well known in geometry, called a Bäcklund
transformation.
4.1.1. Definition (Bäcklund transformation). Suppose we have a pair of
equations satisfied by two dependent variables u and v and their derivatives
with respect to an independent variable t:
"
F pu, ut , . . . , v, vt , . . . q “ 0,
(4.1)
Gpu, ut , . . . , v, vt , . . . q “ 0.
If, by eliminating v, we obtain the equation Rpu, ut , utt . . . q “ 0 and, by
eliminating u, we obtain Spv, vt , vtt . . . q “ 0, then (4.1) is called a Bäcklund
transformation (BT) between the equations R “ 0 and S “ 0. If R and S
coincide, then the transformation is called an auto-Bäcklund transformation
(aBT).

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In the case when the equations R “ 0 and S “ 0 belong to a family

of differential equations depending on an unspecified parameter, the term
auto-Bäcklund transformation refers to mappings between members of one
such family of equations. That is, where they map solutions of an equation
with a specific value of the parameter to solutions of the equation with a
different value of the parameter.
4.1.2. Note. We will restrict our attention to the second case in the defini-
tion and for conciseness, refer to auto-Bäcklund transformations as Bäcklund
transformations (BTs).

Figure 4.1. Albert Victor Bäcklund was a Swedish mathe-

matician and physicist. https://sok.riksarkivet.se/sbl/
artikel/16260, Swedish biographical dictionary (species by C. W.
OSEEN.), Retrieved 2020-09-15.

4.1.A. Exercise. Consider the ODE y 2 ` y “ 0, satisfied by sinpxq and

cospxq. Use the trigonometric identities
"
sinpa ` bq “ sinpaq cospbq ` cospaq sinpbq,
(4.2)
sinpa ´ bq “ sinpaq cospbq ´ cospaq sinpbq,
and let
yn :“ sinpa0 ` bnq.
Show that the equations
"
yn`1 “ sinpbq yn1 ` cospbq yn ,
1 (4.3)
yn “ ´ sinpbq yn`1 ` cospbq yn`1 .
define auto-Bäcklund transformations between solutions of y 2 ` y “ 0.

©Nalini Joshi 44
 Special Topics in Applied Mathematics

We will be mainly concerned with BTs for the Painlevé equations. There
are six such equations, which are denoted by PI – PVI :
PI : w2 “ 6w2 ` t,
PII : w2 “ 2w3 ` tw ` ↵,
w1 2 w 1
PIII : w2 “ ´ ` p↵w2 ` q ` w3 ` ,
w t t w
w 1 2
3w 3
PIV : w2 “ ` ` 4tw2 ` 2pt2 ´ ↵qw ` ,
2w
˜ 2 ¸ w
1 1 w 1 pw ´ 1q2 w
w2 “ w1 ´
2
PV : ` ` p↵w2 ` q `
2w w ´ 1 t 2
t w t
wpw ` 1q
` ,
˜ w´1 ¸ ˜ ¸
2 1 1 1 1 12 1 1 1
PVI : w “ ` ` w ´ ` ` w1
2 w w´1 w´t t t´1 w´t
˜ ¸
wpw ´ 1qpw ´ tq t pt ´ 1q tpt ´ 1q
` ↵` 2 ` ` ,
t2 pt ´ 1q2 w pw ´ 1q2 pw ´ tq2
where w is a function of t, primes denote differentiation with respect to t
and ↵, , , denote constant parameters.
For special values of parameters, PII –PVI have explicit solutions in terms
of known functions. But, their general solutions are known to be highly
transcendental functions, which cannot be expressed explicitly in terms of
previously known functions. For this reason, the general solutions of PI –
PVI are often called Painlevé transcendents.
4.1.B. Exercise. Consider PIV and denote its solutions by wpt, ↵, q.
(i) Show that wpt, 0, 2{3q “ ´2t{3 is a solution of PIV with parameters
↵ “ 0, “ 2{3.
(ii) Show that
H 1 ptq
wpt, ´2, 1q “ ´ 1 ,
H1 ptq
where Hn is a (physicist’s) Hermite polynomial.
4.2. Transformations of the fourth Painlevé equation
In this section, we will consider Bäcklund transformations of the fourth
Painlevé equation PIV .
4.2.1. Definition. Suppose w is a solution of PIV with parameters ↵, .
Define functions wr˘ ptq and parameters ↵r˘ , r˘ by
w1 ´ w2 ´ 2t w ¯
r˘ ptq “
w , (4.4a)
2w
1
r˘ “ p2 ´ 2↵ ˘ 3 q ,
↵ (4.4b)
4
ˆ ˙
˘
r “ 1`↵˘ 1
. (4.4c)
2

45 ©Nalini Joshi
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p˘ and parameters ↵
Moreover, define functions w p˘ , p˘ by
w1 ` w2 ` 2tw ¯
p˘ ptq “ ´
w , (4.5a)
2w
1
p˘ “ ´ p2 ` 2↵ ˘ 3 q ,
↵ (4.5b)
ˆ4 ˙
p˘ “ 1 ´ ↵ ˘ 1 . (4.5c)
2
It turns out that these are well-known BTs for PIV .
Consider the choice wp` and w r´ . We parametrize these with a discrete
parameter n as
wn 1 ` wn2 ` 2twn ´ n
wn`1 ptq “ ´ , (4.6a)
2wn
w1 ´ wn2 ´ 2t wn ` n
wn´1 ptq “ n , (4.6b)
2wn
so that we have
1
↵n`1 “ ´ p2 ` 2↵n ` 3 nq, (4.7a)
4
n
n`1 “ 1 ´ ↵n ` , (4.7b)
2
1
↵n´1 “ p2 ´ 2↵n ´ 3 nq, (4.7c)
4
n
n´1 “ 1 ` ↵n ´ . (4.7d)
2
Considering these as difference equations for ↵n and n , we can eliminate n
from Equations (4.7a) and (4.7c) to get
n
↵n`1 ´ ↵n´1 “ ´1 ñ ↵n “ ´ ` c0 ` c1 p´1qn , (4.8)
2
where c0 and c1 are arbitrary constants. Then substituting into Equation
(4.7a) gives
2c1
n “ n ´ 2c0 ` p´1qn . (4.9)
3
It is straightforward to check that Equations (4.7) are all satisfied by these
solutions.
4.2.A. Exercise. Show that wn˘1 defined by Equations (4.6) satisfy PIV
with parameters ↵n˘1 and n˘1 .
Adding Equations (4.6a) and (4.6b) leads to a difference equation
n
wn`1 ` wn ` wn´1 “ ´2t ` , (4.10)
wn
with n given by Equation (4.9). This difference equation is a case of the
the first discrete Painlevé equation or dPI .
Subtracting Equations (4.6a) and (4.6b) leads to
wn1
wn`1 ´ wn´1 “ ´ , (4.11)
wn
which is (a scaled version of) the Volterra lattice equation.

©Nalini Joshi 46
 Special Topics in Applied Mathematics

4.2.B. Exercise. Consider the solution wpt, ´2, 1q in Exercise 4.1.B(ii).

What are the values of n, c0 , c1 that correspond to this choice of parameters?
Taking wn “ wpt, ´2, 1q for these choices of n, c0 , c1 , apply the BTs above
to find wn˘1 .
To understand BTs more geometrically, it is useful to first convert PIV
to a system of ODEs given by
$
1
&f0 “ f0 pf1 ´ f2 q ` ↵0 ,
’
f11 “ f1 pf2 ´ f0 q ` ↵1 , (4.12)
’
% 1
f2 “ f2 pf0 ´ f1 q ` ↵2 ,
where fj are functions of t, fj1 “ dfj {dt, and ↵j are constants for j “ 0, 1, 2.
Note that we have
f01 ` f11 ` f21 “ ↵0 ` ↵1 ` ↵2 ,
“ 1, w.l.o.g.
The last equality is taken without loss of generality, because the independent
variable t can be scaled if needed (without changing the system (4.12)) to
make this sum become unity. Therefore, we have
f0 ` f1 ` f2 “ t ` const.,
“ t, w.l.o.g.
The last equality here is taken without loss of generality, because t ` const
can be taken as a new independent variable if needed.
4.2.2. Claim. Define w, z and ↵ and in terms of f1 ptq, ↵0 , ↵1 , ↵2 by
¯ ?
f1 “ ? wpzq, t “ ˘ 2z,
2
2
↵ “ ↵0 ´ ↵2 , “ 4↵12 .
Then wpzq solves PIV pwpzq, ↵, q.
Proof. Using f0 “ t ´ f1 ´ f2 , we have
`
f11 “ f1 f1 ` 2f2 ´ tq ` ↵1 ,
`
f21 “ f1 t ´ 2f1 ´ f2 q ` ↵2 .
Solving the first equation for f2 and substituting into the second equation,
we get
ˆ ˙
pf 1 q2 3f 2 t2 ↵2
f12 “ 1 ` 1 ´ 2tf12 ` ↵1 ´ 1 ` 2↵2 ` f1 ´ 1 .
2f1 2 2 2f1
The transformations given in the claim lead to the desired result. ⇤
4.2.3. Note. The case ↵j “ 0, j “ 0, 1, 2, in Equations (4.12) gives the
Lotka-Volterra system $
1
&f0 “ f0 pf1 ´ f2 q,
’
f11 “ f1 pf2 ´ f0 q,
’
% 1
f2 “ f2 pf0 ´ f1 q,
which is well-known in population biology as a competition model for 3 species.

47 ©Nalini Joshi