Higher-order Painlevé Equations in the Polynomial Class I. Bureau Symbol P2

In this article, we construct all fourth- and fifth-order differential equations in the polynomial class having the Painlevé property and having the Bureau symbol P 2. The fourth-order equations (including the Bureau barrier equation, y ^(iv)=3 yy "−4( y ')², which fails some Painlevé tests) are six in number and are denoted F-I,…,F-VI; the fifth-order equations are four in number and are denoted Fif-I,…,Fif-IV. The 12 remaining equations of the fourth order in the polynomial class (where the Bureau symbol is P 1) are listed in the Appendix, their proof of uniqueness being postponed to a sequel (paper II). Earlier work on this problem by Bureau, Exton, and Martynov is incomplete, Martynov having found 13 of the 17 distinct reduced equations. Equations F-VI and Fif-IV are new equations defining new higher-order Painlevé transcendents. Other higher-order transcendents appearing here may be obtained by group-invariant reduction of the KdV5, Sawada–Kotera, and Kaup–Kupershmidt equations, the latter two being related. Four sections are devoted to solutions, first integrals, and assorted properties of the main equations. Several of the equations are solved in terms of hyperelliptic functions of genus 2 by means of Jacobi's postmultiplier theory. Except for a classic solution of Drach, we believe that all of these hyperelliptic solutions are new. In an accompanying paper, the hyperelliptic solutions of F-V and F-VI are applied to the unsolved third-order Chazy classes IX and X.     

Higher-Order Painlevé Equations in the Polynomial Class II: Bureau Symbol P1

In this article, we complete the Painlevé classification of fourth-order differential equations in the polynomial class that was begun in paper I, where the subcase having Bureau symbol P 2 was treated. This article treats the more difficult subcase having Bureau symbol P 1. Some of the calculations involve the use of computer searches to find all cases of integer resonances. Other cases are better handled with the Conte–Fordy–Pickering test for negative resonances. The final list consists of 19 equations denoted F-I, F-II, … , F-XIX, 17 of which have the Painlevé property while 2 (F-II, F-XIX) have Painlevé violations but are nevertheless very interesting from the point of view of Painlevé analysis. The main task of this article is to prove that the 17 Painlevé-type equations and the equivalence classes that they generate provide the complete classification of the fourth-order polynomial class. Equations F-V, F-VI, F-XVII, and F-XVIII define higher-order Painlevé transcendents. Of these, F-VI was new in paper I while the other three are group-invariant reductions of the KdV5, the modified KdV5, and the modified Sawada–Kotera equations, respectively. Seven of the 19 equations involve hyperelliptic functions of genus 2. Partial results on the fourth-order classification problem have been obtained previously by Bureau, Exton, and Martynov, the latter author finding all but four of the relevant reduced equations. Complete solutions are given except in the cases that define the aforementioned higher-order transcendents.     

Binomial-Type Ordinary Differential Equations of the Third Order

The complete Painlevé classification of the binomial ordinary differential equations of the third order is built. Eight classes of equations with Painlevé property are obtained. All of these equations are solved in terms of elementary functions and known Painlevé transcendents.     

Painlevé Classification of Binomial Type Ordinary Differential Equations of the Arbitrary Order

The complete Painlevé classification of the binomial ordinary differential equations of the arbitrary order n ≥ 4 is built. Six classes of equations with Painlevé property are obtained. All of these equations are solved in terms of elementary functions and known Painlevé transcendents.     

Painlevé Classification Problems Featuring Essential Singularities

In this article we construct and solve all Painlevé-type differential equations of the second order and second degree that are built upon, in a natural well-defined sense, the "sn-log" equation of Painlevé, the general integral of which admits a movable essential singularity (elliptic function of a logarithm). This equation (which was studied by Painlevé in the years 1893–1902) is frequently cited in the modern literature to elucidate various aspects of Painlevé analysis and integrability of differential equations, especially the difficulty of detecting essential singularities by local singularity analysis of differential equations. Our definition of the Painlevé property permits movable essential singularities, provided there is no branching. While the essential singularity presents no serious technical problems, we do need to introduce new techniques for handling "exotic" Painlevé equations, which are Painlevé equations whose singular integrals admit movable branch points in the leading terms. We find that the corresponding full class of Painlevé-type equations contains three, and only three, equations, which we denote SD-326-I, SD-326-II, and SD-326-III, each solvable in terms of elliptic functions. The first is Painlevé's own generalization of his sn-log equation. The second and third are new, the third being a 15-parameter exotic master equation. The appendices contain results (in general, without uniqueness proofs) of related Painlevé classification problems, including full generalizations of two other second-degree equations discovered by Painlevé, additional examples of exotic Painlevé equations and Painlevé equations admitting movable essential singularities, and third-order equations featuring sn-log and other essential singularities.     

Painlevé Classification of a Class of Differential Equations of the Second Order and Second Degree

In this paper we construct all Painlevé-type differential equations of the form (d²y/dx²)² = F(x,y,dy/dx), where F is rational in y and y′=dy/dx, locally analytic in x, and not a perfect square. No further simplifying assumptions are made, but it is found that the absence of a term linear in y″ in the class of equations under investigation forces F to be a polynomial in y and y′. We find exactly six distinct classes of second-degree Painlevé equations, denoted SD-I,??,SD-VI, some of which further subdivide into canonical subcases. Only the first three classes (or at least equations transformable to the first three classes) and part of the sixth have appeared previously in the literature, especially the work of Chazy and Bureau. The fourth and fifth classes are new. The unified treatment of SD-I, which we call the “master Painlevé equation,” is new. Complete solutions are given in terms of the classical Painlevé transcendents, elliptic functions, or solutions of linear equations. In an appendix, it is shown that a class of second-degree equations generalizing the Appell equation can always be reduced to a second-order linear equation.     

On solutions of third and fourth-order time dependent Riccati equations and the generalized Chazy system

We introduce a new transformation (nonlocal) to find the general solutions of some equations belonging to the third and fourth-order time dependent Riccati class of equations. These are in turn related to the Chazy polynomial class and the time dependent F-XVI Bureau symbol PI equations respectively.     

On Discrete Painlevé Equations Associated with the Lattice KdV Systems and the Painlevé VI Equation

A new integrable nonautonomous nonlinear ordinary difference equation is presented that can be considered to be a discrete analogue of the Painlevé V equation. Its derivation is based on the similarity reduction on the two-dimensional lattice of integrable partial differential equations of Korteweg–de Vries (KdV) type. The new equation, which is referred to as generalized discrete Painlevé equation (GDP), contains various "discrete Painlevé equations" as subcases for special values/limits of the parameters, some of which have already been given in the literature. The general solution of the GDP can be expressed in terms of Painlevé VI (PVI) transcendents. In fact, continuous PVI emerges as the equation obeyed by the solutions of the discrete equation in terms of the lattice parameters rather than the lattice variables that label the lattice sites. We show that the bilinear form of PVI is embedded naturally in the lattice systems leading to the GDP. Further results include the establishment of Bäcklund and Schlesinger transformations for the GDP, the corresponding isomonodromic deformation problem, and the self-duality of its bilinear scheme.     

Equivalence of Third-Order Ordinary Differential Equations to Chazy Equations I–XIII

In the paper we solve the equivalence problem of the third-order ordinary differential equations quadratic in the second-order derivative. For this class of equations the invariants of the group of point equivalence transformations and the invariant differentiation operators are constructed. Using these results the invariants of 13 Chazy equations were calculated. We provide examples of finding equivalent equations by use of their invariants. Also two new examples of the equations linearizable by a local transformation are found. These are a particular case of Chazy–XII equation and a Schwarzian equation.     

On a generalization of the Chazy equation with a movable singular line

We generalize a third-order Chazy equation with a movable singular line, which has only negative resonances. For differential equations of order 2n+1 with resonances −1,−2, …, −(2n + 1), we study the convergence of the series representing their solutions, the existence of rational solutions, the invariance of these equations under certain transformations, and the existence of three-parameter solutions with a movable singular line.     

Nonlinear differential equations satisfied by certain classical modular forms

A unified treatment is given of low-weight modular forms on ?? ₀(N), N = 2,3,4, that have Eisenstein series representations. For each N, certain weight-1 forms are shown to satisfy a coupled system of nonlinear differential equations, which yields a single nonlinear third-order equation, called a generalized Chazy equation. As byproducts, a table of divisor function and theta identities is generated by means of q-expansions, and a transformation law under ?? ₀(4) for the second complete elliptic integral is derived. More generally, it is shown how Picard?CFuchs equations of triangle subgroups of PSL(2, R), which are hypergeometric equations, yield systems of nonlinear equations for weight-1 forms, and generalized Chazy equations. Each triangle group commensurable with ??(1) is treated.     

Nonlocal representation of the sl(2, R) algebra for the Chazy equation

A demonstration of how the point symmetries of the Chazy equation become nonlocal symmetries for the reduced equation is discussed. Moreover we construct an equivalent third-order differential equation which is related to the Chazy equation under a generalized transformation, and find the point symmetries of the Chazy equation are generalized symmetries for the new equation. With the use of singularity analysis and a simple coordinate transformation we construct a solution for the Chazy equation which is given by a right Painlevé series. The singularity analysis is applied to the new third-order equation and we find that it admits two solutions, one given by a left Painlevé series and one given by a right Painlevé series where the leading-order behaviors and the resonances are explicitly those of the Chazy equation.     

All Binomial-Type Painlevé Equations of the Second Order and Degree Three or Higher

In this paper we construct all rational Painlevé-type differential equations which take the binomial form, (d²y/dx²)ⁿ = F(x,y,dy/dx), where n ≥ 3, the case n = 2 having previously been treated in Cosgrove and Scoufis [1]. While F is assumed to be rational in the complex variables y and y′ and locally analytic in x, it is shown that the Painlevé property together with the absence of intermediate powers of y″ forces F to be a polynomial in y and y′. In addition to the six classes of second-degree equations found in the aforementioned paper, we find nine classes of higher-degree binomial Painlevé equations, denoted BP-VII,..., BP-XV, of which the first seven are new. Two of these equations are of the third degree, two of the fourth degree, three of the sixth degree, and two of arbitrary degree n. All equations are solved in terms of the first, second or fourth Painlevé transcendents, elliptic functions, or quadratures. In the appendices, we discuss certain closely related classes of second-order nth equations (not necessarily of Painlevé type) which can also be solved in terms of Painlevé transcendents or elliptic functions.     

Polynomial Lie Algebras and Growth of Their Finitely Generated Lie Subalgebras

The concept of polynomial Lie algebra of finite rank was introduced by V. M. Buchstaber in his studies of new relationships between hyperelliptic functions and the theory of integrable systems. In this paper we prove the following theorem: the Lie subalgebra generated by the frame of a polynomial Lie algebra of finite rank has at most polynomial growth. In addition, important examples of polynomial Lie algebras of countable rank are considered in the paper. Such Lie algebras arise in the study of certain hyperbolic partial differential equations, as well as in the construction of self-similar infinite-dimensional Lie algebras (such as the Fibonacci algebra).     

亚纯函数系数微分方程的解和小函数的关系

研究了一类亚纯函数为系数的二阶非齐次线性微分方程的解及其微分多项式和小函数的关系,并得到了这类微分方程解以及解的一阶,二阶导数与微分多项式的不动点性质.     

More common errors in finding exact solutions of nonlinear differential equations: Part I

In the recent paper by Kudryashov [11] seven common errors in finding exact solutions of nonlinear differential equations were listed and discussed in detail. We indicate two more common errors concerning the similarity (equivalence with respect to point transformations) and linearizability of differential equations and then discuss the first of them. Classes of generalized KdV and mKdV equations with variable coefficients are used in order to clarify our conclusions. We investigate admissible point transformations in classes of generalized KdV equations, obtain the necessary and sufficient conditions of similarity of such equations to the standard KdV and mKdV equations and carried out the exhaustive group classification of a class of variable-coefficient KdV equations. Then a number of recent papers on such equations are commented using the above results. It is shown that exact solutions were constructed in these papers only for equations which are reduced by point transformations to the standard KdV and mKdV equations. Therefore, exact solutions of such equations can be obtained from known solutions of the standard KdV and mKdV equations in an easier way than by direct solving. The same statement is true for other equations which are equivalent to well-known equations with respect to point transformations.     

Analytical sequences of upper and lower solutions for a class of elliptic equations

Comparison arguments are applied to derive decreasing sequences of upper solutions and increasing sequences of lower solutions for a class of nonlinear elliptic equations. The monotonicity of the two sequences is proven. These polynomial sequences are obtained by applying new algorithms and solving linear differential equations. The obtained upper and lower solutions are analytic and have closed forms. Different examples are presented to explore the effectiveness of the new algorithms. The presented ideas and algorithms can be extended to deal with different classes of equations.     

Rational ODEs with Movable Algebraic Singularities

A class of second-order rational ordinary differential equations, admitting certain families of formal algebraic series solutions, is considered. For all solutions of these equations, it is shown that any movable singularity that can be reached by analytic continuation along a finite-length curve is an algebraic branch point. The existence of these formal series expansions is straightforward to determine for any given equation in the class considered. We apply the theorem to a family of equations, admitting different kinds of algebraic singularities. As a further application we recover the known fact for generic values of parameters that the only movable singularities of solutions of the Painlevé equations   P_II – P   _VI   are poles.     

Generalised elliptic functions

We consider multiply periodic functions, sometimes called Abelian functions, defined with respect to the period matrices associated with classes of algebraic curves. We realise them as generalisations of the Weierstraß ?-function using two different approaches. These functions arise naturally as solutions to some of the important equations of mathematical physics and their differential equations, addition formulae, and applications have all been recent topics of study.The first approach discussed sees the functions defined as logarithmic derivatives of the σ-function, a modified Riemann θ-function. We can make use of known properties of the σ-function to derive power series expansions and in turn the properties mentioned above. This approach has been extended to a wide range of non hyperelliptic and higher genus curves and an overview of recent results is given.The second approach defines the functions algebraically, after first modifying the curve into its equivariant form. This approach allows the use of representation theory to derive a range of results at lower computational cost. We discuss the development of this theory for hyperelliptic curves and how it may be extended in the future. We consider how the two approaches may be combined, giving the explicit mappings for the genus 3 hyperelliptic theory. We consider the problem of generating bases of the functions and how these decompose when viewed in the equivariant form.     

Algebro-geometric solutions for the Hunter–Saxton hierarchy

This paper is dedicated to provide theta function representations of algebro-geometric solutions and related crucial quantities for the Hunter–Saxton (HS) hierarchy through studying an algebro-geometric initial value problem. Our main tools include the polynomial recursive formalism, the hyperelliptic curve with finite number of genus, the Baker–Akhiezer functions, the meromorphic function, the Dubrovin-type equations for auxiliary divisors, and the associated trace formulas. With the help of these tools, the explicit representations of the algebro-geometric solutions are obtained for the entire HS hierarchy.