On some aspects of Bäcklund transformations

The Painlevé differential equations (P₂-P₆) possess Bäcklund transformations which relate one solution to another solution either of the same equation, with different values of the parameters, or another such equation. We review a method for deriving difference equations, the discrete Painlevé equations in particular, from Bäcklund transformations of the continuous Painlevé equations. Then, we prove the existence of an algebraic formula relating three inconsecutive solutions of the same Bäcklund hierarchy for P₃ and P₄.     

Coulomb Gas Representation for Rational Solutions of the Painlevé Equations

We consider rational solutions for a number of dynamic systems of the type of the nonlinear Schrödinger equation, in particular, the Levi system. We derive the equations for the dynamics of poles and Bäcklund transformations for these solutions. We show that these solutions can be reduced to rational solutions of the Painlevé IV equation, with the equations for the pole dynamics becoming the stationary equations for the two-dimensional Coulomb gas in a parabolic potential. The corresponding Coulomb systems are derived for the Painlevé II–VI equations. Using the Hamiltonian formalism, we construct the spin representation of the Painlevé equations.     

On the Fourth Painlevé Hierarchy

We use the inverse monodromy transform to find the fourth Painlevé hierarchy. The second and third members of this hierarchy are given. Special and rational solutions of the second and third members for the P ₄ hierarchy are discussed. We apply the Painlevé test to the second member of the fourth Painlevé hierarchy.     

Universal characters, integrable chains and the Painlevé equations

The universal character is a generalization of the Schur polynomial attached to a pair of partitions; see (Adv. Math. 74 (1989) 57). We prove that the universal character solves the Darboux chain. The N-periodic closing of the chain is equivalent to the Painlevé equation of type . Consequently we obtain an expression of rational solutions of the Painlevé equations in terms of the universal characters.     

Special functions arising from discrete Painlevé equations: A survey

This article is a survey on recent studies on special solutions of the discrete Painlevé equations, especially on hypergeometric solutions of the q-Painlevé equations. The main part of this survey is based on the joint work [K. Kajiwara, T. Masuda, M. Noumi, Y. Ohta, Y. Yamada, Hypergeometric solutions to the q-Painlevé equations, IMRN 2004 47 (2004) 2497–2521, K. Kajiwara, T. Masuda, M. Noumi, Y. Ohta, Y. Yamada, Construction of hypergeometric solutions to the q-Painlevé equations, IMRN 2005 24 (2005) 1439–1463] with Kajiwara, Masuda, Ohta and Yamada. After recalling some basic facts concerning Painlevé equations for comparison, we give an overview of the present status of studies on difference (discrete) Painlevé equations as a source of special functions.     

Painlevé analysis and new analytic solutions for variable-coefficient Kadomtsev-Petviashvili equation with symbolic computation

The variable-coefficient Kadomtsev-Petviashvili (KP) equation is hereby under investigation. Painlevé analysis is given out, and an auto-Bäcklund transformation is presented via the truncated Painlevé expansion. Based on the auto-Bäcklund transformation, new analytic solutions are given, including the soliton-like and periodic solutions. It is also reduced to a (1+1)-dimensional partial differential equation via classical Lie group method and the Painlevé I equation by CK direct method.     

On tronquée solutions of the first Painlevé hierarchy

It is well known that, due to Boutroux, the first Painlevé equation admits solutions characterized by divergent asymptotic expansions near infinity in specified sectors of the complex plane. In this paper, we show that such solutions exist for higher order analogues of the first Painlevé equation (the first Painlevé hierarchy) as well.     

The master Painlevé VI heat equation

Given the second-order scalar Lax pair of the sixth Painlevé equation, we build a generalized heat equation with rational coefficients which does not depend any more on the Painlevé variable.     

Folding transformations of the Painlevé equations

New symmetries of the Painlevé differential equations, called folding transformations, are determined. These transformations are not birational but algebraic transformations of degree 2, 3, or 4. These are associated with quotients of the spaces of initial conditions of each Painlevé equation. We make the complete list of such transformations up to birational symmetries. We also discuss correspondences of special solutions of Painlevé equations.Acknowledgement The authors wish to thank Prof. Yosuke Ohyama, Prof. Shun Shimomura, and Dr. Yoshikatsu Sasaki for valuable discussions.     

Exact travelling wave solutions of the generalized Bretherton equation

We search for exact travelling wave solutions of the generalized Bretherton equation for integer, greater than one, values of the exponent m of the nonlinear term by two methods: the truncated Painlevé expansion method and an algebraic method. We find periodic solutions for m=2 and m=5, to add to those already known for m=3; in all three cases these solutions exist for finite intervals of the wave velocity. We also find a “kink” shaped solitary wave for m=5 and a family of elementary unbounded solutions for arbitrary m.     

On linear systems and τ functions associated with Lamé's equation and Painlevé's equation VI

Painlevé's transcendental differential equation PVI may be expressed as the consistency condition for a pair of linear differential equations with 2×2 matrix coefficients with rational entries. By a construction due to Tracy and Widom, this linear system is associated with certain kernels which give trace class operators on Hilbert space. This paper expresses such operators in terms of Hankel operators Γ? of linear systems which are realised in terms of the Laurent coefficients of the solutions of the differential equations. Let P(t,∞):L²(0,∞)→L²(t,∞) be the orthogonal projection; then the Fredholm determinant τ(t)=det(I−P(t,∞)Γ?) defines the τ function, which is here expressed in terms of the solution of a matrix Gelfand-Levitan equation. For suitable values of the parameters, solutions of the hypergeometric equation give a linear system with similar properties. For meromorphic transfer functions that have poles on an arithmetic progression, the corresponding Hankel operator has a simple form with respect to an exponential basis in L²(0,∞); so det(I−Γ?P(t,∞)) can be expressed as a series of finite determinants. This applies to elliptic functions of the second kind, such as satisfy Lamé's equation with ?=1.     

From Klein to Painleve Via Fourier, Laplace and Jimbo

We describe a method for constructing explicit algebraic solutionsto the sixth Painlevé equation, generalising that ofDubrovin and Mazzocco. There are basically two steps. Firstwe explain how to construct finite braid group orbits of triplesof elements of SL₂(C) out of triples of generators of three-dimensionalcomplex reflection groups. (This involves the Fourier–Laplacetransform for certain irregular connections.) Then we adapta result of Jimbo to produce the Painlevé VI solutions.(In particular, this solves a Riemann–Hilbert problemexplicitly.) Each step is illustrated using the complex reflection groupassociated to Klein's simple group of order 168. This leadsto a new algebraic solution with seven branches. We also provethat, unlike the algebraic solutions of Dubrovin and Mazzoccoand Hitchin, this solution is not equivalent to any solutioncoming from a finite subgroup of SL₂(C). The results of this paper also yield a simple proof of a recenttheorem of Inaba, Iwasaki and Saito on the action of Okamoto'saffine D₄ symmetry group as well as the correct connection formulaefor generic Painlevé VI equations. 2000 Mathematics SubjectClassification 34M55, 34M40, 20F55.     

Invariant Simultaneous Solutions of Evolution Equations of Integrable Hierarchies

We construct classical point symmetry groups for joint pairs of evolution equations (systems of equations) of integrable hierarchies related to the auxiliary equation of the method of the inverse problem of second order. For the two cases: the hierarchy of Korteweg--de Vries (KdV) equations and of the systems of Kaup equations, we construct simultaneous solutions invariant with respect to the symmetry group. The problem of the construction of these solutions can be reduced, respectively, to the first and second Painlevé equations depending on a parameter. The Painlevé equations are supplemented by the linear evolution equations defining the deformation of the solution of the corresponding Painlevé equation.     

Movable Singularities of Solutions of Difference Equations in Relation to Solvability and a Study of a Superstable Fixed Point

We review applications of exponential asymptotics and analyzable function theory to difference equations in defining an analogue of the Painlevé property for them, and we sketch the conclusions about the solvability properties of first-order autonomous difference equations. If the Painlevé property is present, the equations are explicitly solvable; otherwise, under additional assumptions, the integrals of motion develop singularity barriers. We apply the method to the logistic map x _n+1=ax _n (1–x _n ), where we find that the only cases with the Painlevé property are a=–2,0,2, and 4, for which explicit solutions indeed exist; otherwise, an associated conjugation map develops singularity barriers.     

Full symmetry groups, Painlevé integrability and exact solutions of the nonisospectral BKP equation

Based on the generalized symmetry group method presented by Lou and Ma [Lou and Ma, Non-Lie symmetry groups of (2 + 1)-dimensional nonlinear systems obtained from a simple direct method, J. Phys. A: Math. Gen. 38 (2005) L129], firstly, both the Lie point groups and the full symmetry group of the nonisospectral BKP equation are obtained, at the same time, a relationship is constructed between the new solutions and the old ones of equation. Secondly, the nonisospectral BKP can be proved to be Painlevé integrability by combining the standard WTC approach with the Kruskal’s simplification, some solutions are obtained by using the standard truncated Painlevé expansion. Finally, based on the relationship by the generalized symmetry group method and some solutions by using the standard truncated Painlevé expansion, some interesting solution are constructed.     

Amalgamations of the Painlevé Equations

We present new hierarchies of nonlinear ordinary differential equations (ODEs) that are generalizations of the Painlevé equations. These hierarchies contain the Painlevé equations as special cases. We emphasize the sixth-order ODEs. Special solutions for one of them are expressed via the general solutions of the P ₁ and P ₂ equations and special cases of the P ₃ and P ₅ equations. Four of the six Painlevé equations can be considered special cases of these sixth-order ODEs. We give linear representations for solving the Cauchy problems for the hierarchy equations using the inverse monodromy transform.     

Analytical solutions to Fisher’s equation with time-variable coefficients

This paper provides analytical solutions to the generalized Fisher equation with a class of time varying diffusion coefficients. To accomplish this we use the Painlevé property for partial differential equations as defined by Weiss in 1983 in “The Painlevé property for partial-differential equations”. This was first done for the variable coefficient Fisher’s equation by Ö?ün and Kart in 2007; we build on this work, finding additional solutions with a weaker restriction on the trial solution. We also use the same technique to find solutions to Fisher’s equation with time-dependent coefficients for both diffusion and nonlinear terms. Lastly we compute specific solutions to illustrate their behaviors.     

Bäcklund transformations for fourth Painlevé hierarchies

Bäcklund transformations (BTs) for ordinary differential equations (ODEs), and in particular for hierarchies of ODEs, are a topic of great current interest. Here, we give an improved method of constructing BTs for hierarchies of ODEs. This approach is then applied to fourth Painlevé (P_IV) hierarchies recently found by Gordoa et al. [Publ. Res. Inst. Math. Sci. (Kyoto) 37 (2001) 327-347]. We show how the known pattern of BTs for P_IV can be extended to our P_IV hierarchies. Remarkably, the BTs required to do this are precisely the Miura maps of the dispersive water wave hierarchy. We also obtain the important result that the fourth Painlevé equation has only one nontrivial fundamental BT, and not two such as is frequently stated.     

Exact solutions of a novel integrable partial differential equation

We consider the derivation of exact solutions of a novel integrable partial differential equation (PDE). This equation was introduced with the aim that it mirror properties of the second Painlevé equation (P_II), and it has the remarkable property that, in addition to the usual kind of auto-Bäcklund transformation that one would expect of an integrable PDE, it also admits an auto-Bäcklund transformation of ordinary differential equation (ODE) type, i.e., a mapping between solutions involving shifts in coefficient functions, and which is an exact analogue of that of P_II with its shift in parameter.We apply three methods of obtaining exact solutions. First of all we consider the Lie symmetries of our PDE, this leading to a variety of solutions including in terms of the second Painlevé transcendent, elliptic functions and hyperbolic functions. Our second approach involves the use of our ODE-type auto-Bäcklund transformation applied to solutions arising as solutions of an equation analogous to the special integral of P_II. It turns out that our PDE has a second remarkable property, namely, that special functions defined by any linear second order ODE can be used to obtain a solution of our PDE. In particular, in the case of solutions defined by Bessel’s equation, iteration using our ODE-type auto-Bäcklund transformation is possible and yields a chain of solutions defined in terms of Bessel functions. We also consider the use of this transformation in order to derive solutions rational in x. Finally, we consider the standard auto-Bäcklund transformation, obtaining a nonlinear superposition formula along with one- and two-soliton solutions. Velocities are found to depend on coefficients appearing in the equation and this leads to a wide range of interesting behaviours.     

Finite branch solutions to Painlevé VI around a fixed singular point

Every finite branch local solution to the sixth Painlevé equation around a fixed singular point is an algebraic branch solution. In particular a global solution is an algebraic solution if and only if it is finitely many-valued globally. The proof of this result relies on algebraic geometry of Painlevé VI, Riemann-Hilbert correspondence, geometry and dynamics on cubic surfaces, resolutions of Kleinian singularities, and power geometry of algebraic differential equations. In the course of the proof we are also able to classify all finite branch solutions up to Bäcklund transformations.