32.6 Hamiltonian Structure32.8 Rational Solutions

§32.7 Bäcklund Transformations

Contents

§32.7(i) Definition

With the exception of \mbox{P}_{{\mbox{\scriptsize I}}}, a Bäcklund transformation relates a Painlevé transcendent of one type either to another of the same type but with different values of the parameters, or to another type.

§32.7(ii) Second Painlevé Equation

Let w=w(z;\alpha) be a solution of \mbox{P}_{{\mbox{\scriptsize II}}}. Then the transformations

32.7.1\mathcal{S}:\enskip w(z;-\alpha)=-w,

and

32.7.2\mathcal{T}^{{\pm}}:\enskip w(z;\alpha\pm 1)=-w-\frac{2\alpha\pm 1}{2w^{2}\pm 2w^{{\prime}}+z},

furnish solutions of \mbox{P}_{{\mbox{\scriptsize II}}}, provided that \alpha\neq\mp\tfrac{1}{2}. \mbox{P}_{{\mbox{\scriptsize II}}} also has the special transformation

32.7.3W(\zeta;\tfrac{1}{2}\varepsilon)=\frac{2^{{-1/3}}\varepsilon}{w(z;0)}\frac{d}{dz}w(z;0),

or equivalently,

32.7.4w^{2}(z;0)=2^{{-1/3}}\left(W^{2}(\zeta;\tfrac{1}{2}\varepsilon)-\varepsilon\frac{d}{d\zeta}W(\zeta;\tfrac{1}{2}\varepsilon)+\tfrac{1}{2}\zeta\right),

with \zeta=-2^{{1/3}}z and \varepsilon=\pm 1, where W(\zeta;\tfrac{1}{2}\varepsilon) satisfies \mbox{P}_{{\mbox{\scriptsize II}}} with z=\zeta, \alpha=\tfrac{1}{2}\varepsilon, and w(z;0) satisfies \mbox{P}_{{\mbox{\scriptsize II}}} with \alpha=0.

The solutions w_{{\alpha}}=w(z;\alpha), w_{{\alpha\pm 1}}=w(z;\alpha\pm 1), satisfy the nonlinear recurrence relation

32.7.5\frac{\alpha+\tfrac{1}{2}}{w_{{\alpha+1}}+w_{{\alpha}}}+\frac{\alpha-\tfrac{1}{2}}{w_{{\alpha}}+w_{{\alpha-1}}}+2w_{{\alpha}}^{2}+z=0.

See Fokas et al. (1993).

§32.7(iii) Third Painlevé Equation

Let w_{j}=w(z;\alpha _{j},\beta _{j},\gamma _{j},\delta _{j}), j=0,1,2, be solutions of \mbox{P}_{{\mbox{\scriptsize III}}} with

32.7.6(\alpha _{1},\beta _{1},\gamma _{1},\delta _{1})=(-\alpha _{0},-\beta _{0},\gamma _{0},\delta _{0}),
32.7.7(\alpha _{2},\beta _{2},\gamma _{2},\delta _{2})=(-\beta _{0},-\alpha _{0},-\delta _{0},-\gamma _{0}).

Then

32.7.8\mathcal{S}_{1}:\enskip w_{1}=-w_{0},
32.7.9\mathcal{S}_{2}:\enskip w_{2}=\ifrac{1}{w_{0}}.

If \gamma=0 and \alpha\delta\neq 0, then set \alpha=1 and \delta=-1, without loss of generality. Let u_{j}=w(z;1,\beta _{j},0,-1), j=0,5,6, be solutions of \mbox{P}_{{\mbox{\scriptsize III}}} with

32.7.15
\beta _{5}=\beta _{0}+2,
\beta _{6}=\beta _{0}-2.

Then

32.7.16\mathcal{T}_{5}:\enskip u_{5}=\ifrac{(zu_{0}^{{\prime}}+z-(\beta _{0}+1)u_{0})}{u_{0}^{2}},
32.7.17\mathcal{T}_{6}:\enskip u_{6}=-\ifrac{(zu_{0}^{{\prime}}-z+(\beta _{0}-1)u_{0})}{u_{0}^{2}}.

Similar results hold for \mbox{P}_{{\mbox{\scriptsize III}}} with \delta=0 and \beta\gamma\neq 0.

Furthermore,

32.7.18
w(z;a,b,0,0)=W^{2}(\zeta;0,0,a,b),
z=\tfrac{1}{2}\zeta^{2}.

§32.7(iv) Fourth Painlevé Equation

Let w_{0}=w(z;\alpha _{0},\beta _{0}) and w_{j}^{{\pm}}=w(z;\alpha _{j}^{{\pm}},\beta _{j}^{{\pm}}), j=1,2,3,4, be solutions of \mbox{P}_{{\mbox{\scriptsize IV}}} with

32.7.19
\alpha _{1}^{{\pm}}=\tfrac{1}{4}\left(2-2\alpha _{0}\pm 3\sqrt{-2\beta _{0}}\right),
\beta _{1}^{{\pm}}=-\tfrac{1}{2}\left(1+\alpha _{0}\pm\tfrac{1}{2}\sqrt{-2\beta _{0}}\right)^{2},
\alpha _{2}^{{\pm}}=-\tfrac{1}{4}\left(2+2\alpha _{0}\pm 3\sqrt{-2\beta _{0}}\right),
\beta _{2}^{{\pm}}=-\tfrac{1}{2}\left(1-\alpha _{0}\pm\tfrac{1}{2}\sqrt{-2\beta _{0}}\right)^{2},
\alpha _{3}^{{\pm}}=\tfrac{3}{2}-\tfrac{1}{2}\alpha _{0}\mp\tfrac{3}{4}\sqrt{-2\beta _{0}},
\beta _{3}^{{\pm}}=-\tfrac{1}{2}\left(1-\alpha _{0}\pm\tfrac{1}{2}\sqrt{-2\beta _{0}}\right)^{2},
\alpha _{4}^{{\pm}}=-\tfrac{3}{2}-\tfrac{1}{2}\alpha _{0}\mp\tfrac{3}{4}\sqrt{-2\beta _{0}},
\beta _{4}^{{\pm}}=-\tfrac{1}{2}\left(-1-\alpha _{0}\pm\tfrac{1}{2}\sqrt{-2\beta _{0}}\right)^{2}.

Then

valid when the denominators are nonzero, and where the upper signs or the lower signs are taken throughout each transformation. See Bassom et al. (1995).

§32.7(v) Fifth Painlevé Equation

Let w_{j}(z_{j})=w(z_{j};\alpha _{j},\beta _{j},\gamma _{j},\delta _{j}), j=0,1,2, be solutions of \mbox{P}_{{\mbox{\scriptsize V}}} with

32.7.24
z_{1}=-z_{0},
z_{2}=z_{0},
(\alpha _{1},\beta _{1},\gamma _{1},\delta _{1})=(\alpha _{0},\beta _{0},-\gamma _{0},\delta _{0}),
(\alpha _{2},\beta _{2},\gamma _{2},\delta _{2})=(-\beta _{0},-\alpha _{0},-\gamma _{0},\delta _{0}).

Then

32.7.25\mathcal{S}_{1}:\enskip w_{1}(z_{1})=w(z_{0}),
32.7.26\mathcal{S}_{2}:\enskip w_{2}(z_{2})=\ifrac{1}{w(z_{0})}.

Let W_{0}=W(z;\alpha _{0},\beta _{0},\gamma _{0},-\tfrac{1}{2}) and W_{1}=W(z;\alpha _{1},\beta _{1},\gamma _{1},-\tfrac{1}{2}) be solutions of \mbox{P}_{{\mbox{\scriptsize V}}}, where

32.7.27
\alpha _{1}=\tfrac{1}{8}\left(\gamma _{0}+\varepsilon _{1}\left(1-\varepsilon _{3}\sqrt{-2\beta _{0}}-\varepsilon _{2}\sqrt{2\alpha _{0}}\right)\right)^{2},
\beta _{1}=-\tfrac{1}{8}\left(\gamma _{0}-\varepsilon _{1}\left(1-\varepsilon _{3}\sqrt{-2\beta _{0}}-\varepsilon _{2}\sqrt{2\alpha _{0}}\right)\right)^{2},
\gamma _{1}=\varepsilon _{1}\left(\varepsilon _{3}\sqrt{-2\beta _{0}}-\varepsilon _{2}\sqrt{2\alpha _{0}}\right),

and \varepsilon _{j}=\pm 1, j=1,2,3, independently. Also let

32.7.28\Phi=zW_{0}^{{\prime}}-\varepsilon _{2}\sqrt{2\alpha _{0}}W_{0}^{2}+\varepsilon _{3}\sqrt{-2\beta _{0}}+\left(\varepsilon _{2}\sqrt{2\alpha _{0}}-\varepsilon _{3}\sqrt{-2\beta _{0}}+\varepsilon _{1}z\right)W_{0},

and assume \Phi\neq 0. Then

32.7.29\mathcal{T}_{{\varepsilon _{1},\varepsilon _{2},\varepsilon _{3}}}:\enskip W_{1}=\ifrac{(\Phi-2\varepsilon _{1}zW_{0})}{\Phi},

provided that the numerator on the right-hand side does not vanish. Again, since \varepsilon _{j}=\pm 1, j=1,2,3, independently, there are eight distinct transformations of type \mathcal{T}_{{\varepsilon _{1},\varepsilon _{2},\varepsilon _{3}}}.

§32.7(vi) Relationship Between the Third and Fifth Painlevé Equations

Let w=w(z;\alpha,\beta,1,-1) be a solution of \mbox{P}_{{\mbox{\scriptsize III}}} and

32.7.30v=w^{{\prime}}-\varepsilon w^{2}+(\ifrac{(1-\varepsilon\alpha)w}{z}),

with \varepsilon=\pm 1. Then

32.7.31
W(\zeta;\alpha _{0},\beta _{0},\gamma _{0},\delta _{0})=\frac{v-1}{v+1},
z=\sqrt{2\zeta},

satisfies \mbox{P}_{{\mbox{\scriptsize V}}} with

32.7.32(\alpha _{0},\beta _{0},\gamma _{0},\delta _{0})={\left((\beta-\varepsilon\alpha+2)^{2}/32,-(\beta+\varepsilon\alpha-2)^{2}/32,-\varepsilon,0\right)}.

§32.7(vii) Sixth Painlevé Equation

Let w_{j}(z_{j})=w_{j}(z_{j};\alpha _{j},\beta _{j},\gamma _{j},\delta _{j}), j=0,1,2,3, be solutions of \mbox{P}_{{\mbox{\scriptsize VI}}} with

32.7.33z_{1}=1/z_{0},
32.7.34z_{2}=1-z_{0},
32.7.35z_{3}=1/z_{0},
32.7.36(\alpha _{1},\beta _{1},\gamma _{1},\delta _{1})=(\alpha _{0},\beta _{0},-\delta _{0}+\tfrac{1}{2},-\gamma _{0}+\tfrac{1}{2}),
32.7.37(\alpha _{2},\beta _{2},\gamma _{2},\delta _{2})=(\alpha _{0},-\gamma _{0},-\beta _{0},\delta _{0}),
32.7.38(\alpha _{3},\beta _{3},\gamma _{3},\delta _{3})=(-\beta _{0},-\alpha _{0},\gamma _{0},\delta _{0}).

Then

32.7.39\mathcal{S}_{1}:\enskip w_{1}(z_{1})=w_{0}(z_{0})/z_{0},
32.7.40\mathcal{S}_{2}:\enskip w_{2}(z_{2})=1-w_{0}(z_{0}),
32.7.41\mathcal{S}_{3}:\enskip w_{3}(z_{3})=1/w_{0}(z_{0}).

The transformations \mathcal{S}_{j}, for j=1,2,3, generate a group of order 24. See Iwasaki et al. (1991, p. 127).

Let w(z;\alpha,\beta,\gamma,\delta) and W(z;A,B,C,D) be solutions of \mbox{P}_{{\mbox{\scriptsize VI}}} with

32.7.42(\alpha,\beta,\gamma,\delta)=\left(\tfrac{1}{2}(\theta _{\infty}-1)^{2},-\tfrac{1}{2}\theta _{0}^{2},\tfrac{1}{2}\theta _{1}^{2},\tfrac{1}{2}(1-\theta _{2}^{2})\right),
32.7.43(A,B,C,D)=\left(\tfrac{1}{2}(\Theta _{\infty}-1)^{2},-\tfrac{1}{2}\Theta _{0}^{2},\tfrac{1}{2}\Theta _{1}^{2},\tfrac{1}{2}(1-\Theta _{2}^{2})\right),

and

32.7.44\theta _{j}=\Theta _{j}+\tfrac{1}{2}\sigma,

for j=0,1,2,\infty, where

32.7.45\sigma=\theta _{0}+\theta _{1}+\theta _{2}+\theta _{{\infty}}-1=1-(\Theta _{0}+\Theta _{1}+\Theta _{2}+\Theta _{{\infty}}).

Then

32.7.46\frac{\sigma}{w-W}=\frac{z(z-1)W^{{\prime}}}{W(W-1)(W-z)}+\frac{\Theta _{0}}{W}+\frac{\Theta _{1}}{W-1}+\frac{\Theta _{2}-1}{W-z}=\frac{z(z-1)w^{{\prime}}}{w(w-1)(w-z)}+\frac{\theta _{0}}{w}+\frac{\theta _{1}}{w-1}+\frac{\theta _{2}-1}{w-z}.

\mbox{P}_{{\mbox{\scriptsize VI}}} also has quadratic and quartic transformations. Let w=w(z;\alpha,\beta,\gamma,\delta) be a solution of \mbox{P}_{{\mbox{\scriptsize VI}}}. The quadratic transformation

32.7.47
u_{1}(\zeta _{1})=\frac{(1-w)(w-z)}{(1+\sqrt{z})^{2}w},
\zeta _{1}=\left(\frac{1-\sqrt{z}}{1+\sqrt{z}}\right)^{2},

transforms \mbox{P}_{{\mbox{\scriptsize VI}}} with \alpha=-\beta and \gamma=\tfrac{1}{2}-\delta to \mbox{P}_{{\mbox{\scriptsize VI}}} with (\alpha _{1},\beta _{1},\gamma _{1},\delta _{1})=(4\alpha,-4\gamma,0,\tfrac{1}{2}). The quartic transformation

32.7.48
u_{2}(\zeta _{2})=\frac{(w^{2}-z)^{2}}{4w(w-1)(w-z)},
\zeta _{2}=z,

transforms \mbox{P}_{{\mbox{\scriptsize VI}}} with \alpha=-\beta=\gamma=\tfrac{1}{2}-\delta to \mbox{P}_{{\mbox{\scriptsize VI}}} with (\alpha _{2},\beta _{2},\gamma _{2},\delta _{2})=(16\alpha,0,0,\tfrac{1}{2}). Also,

32.7.49u_{3}(\zeta _{3})=\left(\frac{1-z^{{1/4}}}{1+z^{{1/4}}}\right)^{2}\left(\frac{\sqrt{w}+z^{{1/4}}}{\sqrt{w}-z^{{1/4}}}\right)^{2},
32.7.50\zeta _{3}=\left(\frac{1-z^{{1/4}}}{1+z^{{1/4}}}\right)^{4},

transforms \mbox{P}_{{\mbox{\scriptsize VI}}} with \alpha=\beta=0 and \gamma=\tfrac{1}{2}-\delta to \mbox{P}_{{\mbox{\scriptsize VI}}} with \alpha _{3}=\beta _{3} and \gamma _{3}=\tfrac{1}{2}-\delta _{3}.

§32.7(viii) Affine Weyl Groups

See Okamoto (1986, 1987a, 1987b, 1987c), Sakai (2001), Umemura (2000).