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Some General Solutions To The Painlevé - PII Equation (New Version 11/07/2014)
Some General Solutions To The Painlevé - PII Equation (New Version 11/07/2014)
+ + + + = (3.5)
) BY A ( Y B 2 Y B A ( a ) BY A ( a 2 Y a a ) z ( w
2 2
1
2
1 1 0
+ + + + + + + =
2
2
1
2
1
2
1 1
Y
) BY A ( BY b 2 ) Y B A ( b ) BY A ( b 2
Y
b + + + + +
+
3
2 2
1
Y
) BY A ( b 2 +
+ (3.6)
Therefore equation (3.1), under the substitutions (3.3) and (3.6), becomes
5
) BY A ( Y B 2 Y B A ( a ) BY A ( a 2 Y a a
2 2
1
2
1 1 0
+ + + + + + +
2
2
1
2
1
2
1 1
Y
) BY A ( BY b 2 ) Y B A ( b ) BY A ( b 2
Y
b + + + + +
+
|
\
|
+ + +
|
\
|
+ + =
+
+
Y
b
Y a a z
Y
b
Y a a 2
Y
) BY A ( b 2
1
1 0
3
1
1 0
3
2 2
1
(3.7)
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 obtain
coefficient of
3
Y :
0 a 2 B a 2
3
1
2
1
= (3.8)
coefficient of
2
Y :
0 B a 2 B a a a 6
1 1
2
1 0
= + + (3.9)
coefficient of Y:
0 a a a 6 b a 6 a z B A a 2
1 1
2
0 1
2
1 1 1
= + (3.10)
coefficient of
0
Y :
0 A a 2 B b A a B b 2 b a a 12 a 2 a z a
1 1 1 1 1 1 0
3
0 0 0
= + + (3.11)
coefficient of
1
Y
:
0 AB b 2 b a 6 b a 6 b z b
1
2
1 1 1
2
0 1 1
= + (3.12)
coefficient of
2
Y
:
0 A b b a 6 A b 2
1
2
1 0 1
= (3.13)
coefficient of
3
Y
:
0 b 2 A b 2
3
1
2
1
= (3.14)
We are to solve the system of equations (3.8)-(3.14), supplemented by Riccati's
equation
2
BY A Y + = .
6
From equations (3.8) and (3.14), ignoring the trivial solutions, we obtain
B a
1
= and A b
1
= (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
B a
1
= and A b
1
= (3.16)
We then obtain from (3.9) and (3.13)
B
B
2
1
a
0
= and
A
A
2
1
a
0
= (3.17)
respectively. Equating the two different expressions of
0
a , we obtain 0
B
B
A
A
=
and by integration, we find that
p B A = (3.18)
where p is a constant to be determined.
From equation (3.10) we get
0 ) z p 4 (
B
B
2
3
B
B
2
= +
|
\
|
(3.19)
From equation (3.12) we get
0 ) z p 4 (
A
A
2
3
A
A
2
= +
|
\
|
(3.20)
From equation (3.11) we get
0
B
B
) z p 8 (
B
B
2
1
B
B
3
=
|
\
|
+
|
\
|
\
|
(3.21)
We first solve equation (3.19). Under the substitution
B
B
F
= (3.22)
equation (3.19) transforms into
7
) z p 4 ( F
2
1
F
2
+ + = (3.23)
which is a Riccati differential equation. Under the standard substitution
u
u
2 F
= (3.24)
Riccati's equation (3.23) becomes
0 ) z ( u
2
z p 4
) z ( u =
+
+ (3.25)
The previous equation can be transformed into the Airy equation. In fact, under
the substitution + = y z , equation (3.25) takes on the form
0 ) y ( u
2
) p 4 (
y
2
dy
) y ( u d
2 3
2
2
=
|
|
\
|
+
+
+ (3.26)
The choices 2
3
= and p 4 = transforms (3.26) into
0 ) y ( u y
dy
) y ( u d
2
2
= (3.27)
which is the Airy differential equation with general equation
) y ( Bi C ) y ( Ai C ) y ( u
2 1
+ = (3.28)
where ) y ( Ai and ) y ( Bi 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 y ) 2 ( p 4 z
3 / 1
= + ) we obtain the general
solution of equation (3.25)
|
|
\
|
+
+
|
|
\
|
+
=
3 / 1
2
3 / 1
1
) 2 (
p 4 z
Bi C
) 2 (
p 4 z
Ai C ) z ( u (3.29)
We now have to determine the function Y which satisfies Riccati's equation
2
BY A Y + = . Under the substitution
v
v
B
1
Y
= (3.30)
Riccati's equation
2
BY A Y + = becomes
8
0 v ) AB ( v
B
B
v = +
|
\
|
(3.31)
Since
u
u
2
B
B
=
\
|
+ (3.34)
Since z
2
1
p 2
u
u
=
(because of (3.25)), equation (3.34) takes on the form
0 z
2
1
p 4 =
|
\
|
+ + (3.35)
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
|
|
\
|
+
+
|
|
\
|
+
=
3 / 1
2
3 / 1
1
) 2 (
p 8 z
Bi C
~
) 2 (
p 8 z
Ai C
~
(3.36)
Integrating
u
u
2
B
B
=
we obtain
) z ( u
K
B
2
= (3.37)
where K is a constant. Since
u
u
v
v
\
|
=
u
u
K
u
Y
2
(3.38)
where and u are given by (3.36) and (3.29) respectively.
9
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
connected through the relation 0
B
B
A
A
=
then
2
B
B
2
B
B
A
A
|
\
|
=
+
.
Proof. We let
A
A
H
= . Since 0 F H = + , we also have F H = and then
2 2
B
B
F
A
A
H
A
A
|
\
|
+ =
|
\
|
+ =
and
2
B
B
F
B
B
|
\
|
+ =
. Adding the last two
equations, we obtain
2
B
B
2
B
B
A
A
|
\
|
=
+
and the Lemma is proved.
Adding now equations (3.19) and (3.20) and taking into account the previous
Lemma, we obtain the equation 0 ) z p 4 ( 2
B
B
2
= +
|
\
|
from which we obtain
further, in view of
u
u
2
B
B
=
, that
0
2
z
p 2
u
u
2
=
|
\
|
+ +
|
\
|
(3.39)
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
F ) p 8 z ( F
2
1
F
3
+ = (3.40)
10
where F is defined in (3.22). This equation should be combined with (3.23).
From (3.23) multiplying by F we obtain F ) z p 4 ( F F F
2
1
3
+ + = and because
of that, equation (3.40) takes on the form F p 4 F F F = . Differentiating (3.23)
we get 1 F F F = . We thus obtain the equation 1 F p 4 = . Since
u
u
2 F
= , we
derive the compatibility condition
p 8
1
u
u
=
, i.e.
0 u u p 8 = + (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 ) z ( u 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
z. According to the results of Appendix A, the compatibility equations (3.39) and
(3.41) lead to the same conditions
0 ) ; C , C ( X
2 1
= and 0 ) ; C , C ( Z
2 1
= (3.42)
where ) ; C , C ( X
2 1
and ) ; C , C ( Z
2 1
are defined by
) ( Bi C ) ( Ai C ) ; C , C ( X
2 1 2 1
+ = (3.43)
) ( i B C ) ( i A C ) ; C , C ( Z
2 1 2 1
+ = (3.44)
p ) 3 i 1 ( 2
3 / 2
= (3.45)
and the prime denotes the usual derivative
=
=
z
) z ( Ai
dz
d
) ( i A and
=
=
z
) z ( Bi
dz
d
) ( i B
The two equations (3.42) hold simultaneously, in view of (3.43) and (3.44), if
) ( Ai
) ( Bi
C
C
2
1
= and
) ( i A
) ( i B
C
C
2
1
= (3.46)
11
Equating the two different expressions of the ratio
2 1
C / C , we arrive at the
condition
0 ) ( Bi ) ( i A ) ( i B ) ( Ai = (3.47)
The above condition determines the constant p.
Equation (3.29) has to be written, in view of (3.46), into the form
|
|
\
|
+
|
|
\
|
+
=
3 / 1 3 / 1
) 2 (
p 4 z
Ai ) ( Bi
) 2 (
p 4 z
Bi ) ( Ai C ) z ( u (3.48)
where we have set
) ( Ai
C
C
2
= .
Conclusion. The solution of the Painleve PII equation w z w 2
dz
w d
3
2
2
+ = is
given by
Y
b
Y a a ) z ( w
1
1 0
+ + = where
B
B
2
1
a
0
= , B a
1
= , A b
1
= with p B A = ,
) z ( u
K
) z ( B
2
= and
|
\
|
=
u
u
K
u
Y
2
, where and u are given by (3.36) and
(3.48) respectively. Therefore ) z ( w is given by
1
u
u
p ) z ( w
\
|
= (3.49)
where p is determined by (3.47) and , u are given by (3.36) and (3.48)
respectively.
3.II. Case II. The Second Solution.
We next consider the case
B a
1
= and A b
1
= (3.50)
We then obtain from (3.9) and (3.13)
B
B
2
1
a
0
= and
A
A
2
1
a
0
= (3.51)
respectively. Equating the two different expressions of
0
a , we find that
p AB= (3.52)
12
where p is a constant.
From equation (3.10) we get
0 ) z p 4 (
B
B
2
3
B
B
2
= +
|
\
|
(3.53)
From equation (3.12) we get
0 ) z p 4 (
A
A
2
3
A
A
2
= +
|
\
|
(3.54)
From equation (3.11) we get
0
B
B
) z p 8 (
B
B
2
1
B
B
3
=
|
\
|
+
|
\
|
\
|
(3.55)
Using the same reasoning as in Case I, we obtain the following
Conclusion. The solution of the Painleve PII equation w z ) z ( w 2
dz
w d
3
2
2
+ = is
given by
Y
b
Y a a ) z ( w
1
1 0
+ + = where
B
B
2
1
a
0
= , B a
1
= , A b
1
= with
p B A = ,
) z ( u
K
) z ( B
2
= and
|
\
|
=
u
u
K
u
Y
2
, where and u are given by
(3.36) and (3.48) respectively. Therefore ) z ( w is given by
1
u
u
p ) z ( w
\
|
= (3.56)
where p is determined by (3.47) and , u are given by (3.36) and (3.48)
respectively.
Note. Considering the equation
+ + = w z ) z ( w 2
dz
w d
3
2
2
we find that the solution does not depend on the constant , a feature for which
we cannot provide an explanation.
13
4. The
|
\
|
G
G
expansion method with variable expansion
coefficients.
We consider that equation (3.1) admits a solution of the form
|
|
\
|
+ =
) z ( G
) z ( G
) z ( a ) z ( a ) z ( w
1 0
(4.1)
Upon substituting (4.1) into (3.3) we obtain an equation, which when arranged in
powers of G, can take the form
] G a a 6 G a 2 G a G a z G a [
) x ( G
1
) a 2 a z a (
2
0 1 1 1 1 1
3
0 0 0
+ + +
] ) G ( a a 6 G G a 3 ) G ( a 2 [
) x ( G
1
2
0
2
1 1
2
1
2
+
0 ] ) G ( a 2 ) G ( a 2 [
) x ( G
1
3
1
3 3
1
3
= + + (4.2)
Equating to zero all the coefficients of ) x ( G in the above equation, we obtain the
following system of ordinary differential equations
0 a 2 a z a
3
0 0 0
= (4.3)
0 G a a 6 G a 2 G a G a z G a
2
0 1 1 1 1 1
= + + (4.4)
0 ) G ( a a 6 G G a 3 ) G ( a 2
2
0
2
1 1
2
1
= (4.5)
0 ) G ( a 2 ) G ( a 2
3
1
3 3
1
= + (4.6)
Equation (4.3) is essentially equation (3.3) and thus admits all the solutions found
in Section 3. From equation (4.6), ignoring the trivial solution, we obtain that
1 a
1
= (4.7)
From equation (4.4), taking into account the above values of
1
a , we derive the
equation
z a 6
G
G
2
0
+ =
(4.8)
14
From equation (4.5), we obtain
0
a 2
G
G
=
for 1 a
1
= and
0
a 2
G
G
=
for 1 a
1
= (4.9)
We thus derive the following equations, dividing (4.8) by (4.9):
Solution I. For 1 a
1
= , the function ) x ( G is determined as solution of the
equation
0
2
0
a 2
z a 6
G
G +
=
where
0
a is any solution of equation (4.3).
Solution II. For 1 a
1
= , the function ) x ( G is determined as solution of the
equation
0
2
0
a 2
z a 6
G
G +
=
where
0
a is any solution of equation (4.3).
In both the above equations,
0
a is given by (3.47) and (3.54) (simply substitute
) z ( w by
0
a ). Because of the complexity of the expressions for
0
a , the integration
of the differential equations might require supercomputing facilities with symbolic
capabilities. A remarkable feature of the ) G / G ( expansion with variable
expansion coefficients is that a repeated use of the method in determining
0
a
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 couple of equations
0 u
2
z
p 2 i u = + + (A.1)
and
0 u
2
z
p 2 i u = + (A.2)
where ) z ( u is given by (3.29).
15
Upon expanding ) z ( u in power series, we find that (A.1) can be written as
) ; C , C ( Z ) 3 i 1 (
4
2
) ; C , C ( X p 2 i
2 1
3 / 2
2 1
+
z )} ; C , C ( Z ) i 1 ( p 2 4 ) ; C , C ( X ) p 16 2 i ( {
p 8
1
2 1
6 / 1
2 1
2 / 3
+ + +
) 3 i ( ) p 2 [( 8 ) ; C , C ( X ) p 2 128 i p 32 2 i ( {
p 128
1
6 / 1
2 1
3 2 / 3
2 / 3
+ + + + +
2
2 1
3 / 2 2 / 5
z )} ; C , C ( Z ] 2 p ) 1 3 i ( 4 +
+ + + ) ; C , C ( X ) p i 2 640 i 2 3 p 2048 ( {
p 3072
1
2 1
3 2 / 9
2 / 5
) i 3 ( p 2 512 ) 1 3 i ( 2 p 128 [
4 6 / 1 3 / 2 2 / 5
+ +
3
2 1
6 / 1
z )} ; C , C ( Z ] p ) 3 i ( 2 12 +
) z ( O
4
+ (A.3)
where we have introduced the notation
) ( Bi C ) ( Ai C ) ; C , C ( X
2 1 2 1
+ = (A.4)
) ( i B C ) ( i A C ) ; C , C ( Z
2 1 2 1
+ = (A.5)
p ) 3 i 1 ( 2
3 / 2
= (A.6)
and the prime denotes the usual derivative
=
=
z
) z ( Ai
dz
d
) ( i A and
=
=
z
) z ( Bi
dz
d
) ( i B
Similarly expanding ) z ( u in power series, we find that (A.2) can be written as
) ; C , C ( Z ) 3 i 1 (
4
2
) ; C , C ( X p 2 i
2 1
3 / 2
2 1
+
z )} ; C , C ( Z ) i 1 ( p 2 4 ) ; C , C ( X ) p 16 2 i ( {
p 8
1
2 1
6 / 1
2 1
2 / 3
+ + +
) 3 i ( ) p 2 ( [ 8 ) ; C , C ( X ) p 2 128 i p 32 2 i ( {
p 128
1
6 / 1
2 1
3 2 / 3
2 / 3
+ + + +
16
2
2 1
3 / 2 2 / 5
z )} ; C , C ( Z ] 2 p ) 1 3 i ( 4 +
+ + + ) ; C , C ( X ) p i 2 640 i 2 3 p 2048 ( {
p 3072
1
2 1
3 2 / 9
2 / 5
) i 3 ( p 2 512 ) 1 3 i ( 2 p 128 [
4 6 / 1 3 / 2 2 / 5
+ + +
3
2 1
6 / 1
z )} ; C , C ( Z ] p ) 3 i ( 2 12 + +
) z ( O
4
+ (A.7)
Expanding (3.41) we obtain similarly
+ + } ) ; C , C ( Z ) 3 i 1 ( p 2 2 ) ; C , C ( X {
2 1
3 / 2
2 1
+
+ + z ) ; C , C ( Z ) 3 i 1 (
4
2
) ; C , C ( X p 16
2 1
3 / 2
2 1
2
+ + +
2
2 1
2 3 / 2
2 1
z } ) ; C , C ( Z ) 1 3 i ( p 2 2 ) ; C , C ( X p 3 {
+
|
|
\
|
+
3
2 1
3 / 2
2 1
3
z ) ; C , C ( Z ) 3 i 1 ( p
12
2 5
) ; C , C ( X
12
1
3
p 16
0 ) z ( O
4
= + (A.8)
In all the higher order expansion terms, there appears the same linear combination
of the quantities ) ; C , C ( X
2 1
and ) ; C , C ( Z
2 1
. Therefore the compatibility
conditions (3.39) and (3.41) are true for every z , if and only if
0 ) ; C , C ( X
2 1
= and 0 ) ; C , C ( Z
2 1
= (A.9)
The two equations (A.9) hold simultaneously if
) ( Ai
) ( Bi
C
C
2
1
= and
) ( i A
) ( i B
C
C
2
1
= (A.10)
Equating the two different expressions of the ratio
2 1
C / C , we arrive at the
condition
0 ) ( Bi ) ( i A ) ( i B ) ( Ai = (A.11)
The above condition determines the constant p.
17
Appendix B.
In this Appendix we consider the cases ( B a
1
= , A b
1
= ) and ( B a
1
= ,
A b
1
= ). We show that in these two cases we obtain incompatible equations.
Case III. We consider the case
B a
1
= and A b
1
= (B.1)
We then obtain from (3.9) and (3.13)
B
B
2
1
a
0
= and
A
A
2
1
a
0
= (B.2)
respectively. Equating the two different expressions of
0
a , and integrating, we
find that
B s A
2
= (B.3)
where s is a real constant. We can equally well consider the case B s A
2
= .
From equation (3.10), we get
0 z B s 8
B
B
2
3
B
B
2 2
2
=
|
\
|
(B.4)
From equation (3.12) we get
0 z B s 8
A
A
2
3
A
A
2 2
2
=
|
\
|
(B.5)
From equation (3.11) we get
0 ) B ( s 12
B
B
z
B
B
2
1
B
B
2 2
3
=
|
\
|
\
|
\
|
(B.6)
Equation (B.4) under the substitution
) z ( u
1
B
2
= (B.7)
takes on the form
) z ( u
s 4
) z ( u
2
z
) z ( u
3
2
= + (B.8)
18
which is Ermakov's equation (Ermakov [8]). The equation 0 ) z ( u
2
z
) z ( u = +
admits two linearly independent solutions,
|
|
\
|
3 / 1
) 2 (
z
Ai and
|
|
\
|
3 / 1
) 2 (
z
Bi .
Therefore, using the standard procedure, the general solution of (B.8) is given by
|
|
|
|
|
|
\
|
(
(
|
|
\
|
+ +
(
(
|
|
\
|
=
2
2
3 / 1
1 2
2
2
3 / 1
2
1
) 2 (
z
Ai
dz
C C s 4
) 2 (
z
Ai ) z ( u C (B.9)
and
|
|
|
|
|
|
\
|
(
(
|
|
\
|
+ +
(
(
|
|
\
|
=
2
2
3 / 1
1 2
2
2
3 / 1
2
1
) 2 (
z
Bi
dz
C C s 4
) 2 (
z
Bi ) z ( u C (B.10)
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
B
G
as
z B s 8 G
2
1
G
2 2 2
+ = (B.11)
and
0 ) B ( s 12 G z G
2
1
G
2 2 3
= (B.12)
respectively. Multiplying equation (B.11) by G we derive the equation
19
G z B G s 8 G G G
2
1
2 2 3
+ + = (B.13)
Combining (B.12) with (B.13) we get
0 ) B ( s 12 B G s 8 G G G
2 2 2 2
= + (B.14)
Differentiating (B.11) with respect to z we obtain
1 ) B ( s 8 G G G
2 2
+ = (B.15)
Equations (B.14) and (B.15) give
0 ) B ( s 12 B G s 8 1 ) B ( s 8
2 2 2 2 2 2
= + +
which is equivalent to the quite remarkable result 0 1= . We have thus proved that
equations (B.4) and (B.6) are incompatible. The case B s A
2
= leads again to
incompatible equations.
Case IV. We consider next the case
B a
1
= and A b
1
= (B.16)
Using the same reasoning as before, we obtain again incompatible equations.
20
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21
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