# Theorem 1

Self-dual $`SU(2)`$ invariant Einstein metrics and modular dependence of theta-functions   
M.V.Babich<sup>1</sup><sup>1</sup>1Permanent address: Steklov Mathematical Institute, Fontanka, 27, St.Petersburg 191011, Russia and D.A.Korotkin   
Max-Planck Institut für Gravitationsphysik

Schlaatzweg 1, Potsdam 14473, Germany

Abstract The goal of this paper is to simplify the Hitchin’s description of $`SU(2)`$-invariant self-dual Einstein metrics, making use of the tau-function corresponding to a four-pole Schlesinger system.

The $`SU(2)`$ invariant self-dual Einstein metrics were studied in a number of papers . The local classification of the metrics of this type was given in an extensive paper by Hitchin . However, the final form of metric coefficients related to Painlevé 6 equation was rather complicated in Hitchin’s description.

The purpose of this letter it to give simpler expressions for the same metric, exploiting the formula for the tau-function of the algebro-geometric solutions of the Schlesinger system found in the paper .

Following Tod , we start from the following form of $`SU(2)`$-invariant self-dual Einstein metric:

$$g=F\left\{d\mu ^2+\frac{\sigma _1^2}{W_1^2}+\frac{\sigma _2^2}{W_2^2}+\frac{\sigma _3^2}{W_3^2}\right\},$$
(1)   
where 1-forms $`\sigma _j`$ satisfy

$$d\sigma _1=\sigma _2\sigma _3,d\sigma _2=\sigma _3\sigma _1,d\sigma _3=\sigma _1\sigma _2,$$
(2)   
and functions $`W_j`$ depend only on $`\mu `$. Defining the new variables $`A_j(\mu )`$ by the equations

$$\frac{dW_j}{d\mu }=W_kW_l+W_j(A_k+A_l),$$
(3)   
where $`(j,k,l)`$ are arbitrary permutations of indexes $`(1,2,3)`$, we can write the condition of self-duality of related manifold in the form of the classical Halphen system:

$$\frac{dA_j}{d\mu }=A_kA_l+A_j(A_k+A_l).$$
(4)   
Once the system (4) is solved, the solution may be substituted into the system (3), which defines then metric coefficients $`W_j`$.

The system (3), (4) is invariant with respect to $`SL(2,)`$ Möbius transformations:

$$\mu \stackrel{~}{\mu }\frac{a\mu +b}{c\mu +d},adbc=1,$$
(5)   
$$W_j\stackrel{~}{W}_j=(c\mu +d)^2W_j,$$
(6)   
$$A_j\stackrel{~}{A}_j=(c\mu +d)^2A_j+c(c\mu +d)^2.$$
(7)   
If one chooses the trivial solution $`A_j=0`$ of the system (4), the corresponding system (3) reduces to equations of the Euler top; this case was considered in . If two of the functions $`A_j`$ vanish, the remaining one must be constant; this case was treated in the paper . Another case, when for all $`j`$ one chooses $`W_j=A_j`$, was discussed in .

The system (3), corresponding to a general solution of the system (4), was related in the papers  to the four-point Schlesinger system. Moreover, it turned out, that the conformal factor $`F`$ may be chosen to make metric (1) satisfy the Einstein equation exactly in the case when the system (3) can be solved in elliptic functions. However, if one would like to extract explicit formulas for coefficients $`W_j`$ from the paper , the result turns out to be rather complicated.

The purpose of this paper is to derive simple formulas for functions $`W_j`$ and $`F`$, corresponding to the general solution of (4), using the formula for the $`\tau `$-function of the Schlesinger system found in the paper .

Let us define the standard theta-function with characteristics by the series

$$\vartheta [p,q](z,\sigma )=\underset{m}{}\mathrm{exp}\{\pi i(m+p)^2\sigma +2\pi i(m+p)(z+q)\},z,\sigma ,p,q;\mathrm{}\sigma >0$$

It is well-known (see, for example, ), that the functions

$$A_1=2\frac{d}{d\mu }\mathrm{ln}\vartheta _2,A_2=2\frac{d}{d\mu }\mathrm{ln}\vartheta _3,A_3=2\frac{d}{d\mu }\mathrm{ln}\vartheta _4,$$
(8)   
where

$$\vartheta _2\vartheta [\frac{1}{2},0](0,i\mu ),\vartheta _3\vartheta [0,0](0,i\mu ),\vartheta _4\vartheta [0,\frac{1}{2}](0,i\mu )$$
(9)   
are standard theta-constants, solve the Halphen system (4). The general solution of (4) may be obtained applying Möbius transformations (5), (7) to solution (8). Therefore, it is sufficient to solve the system (3), where functions $`A_j`$ are given by (8). Then the solution of the system (3), corresponding to the general solution of the Halphen system (4) may be obtained by applying a Möbius transformation (6). Thus in the sequel we shall work with the following non-autonomous system of equations

$$\frac{dW_1}{d\mu }=W_2W_3+2W_1\frac{d}{d\mu }\mathrm{ln}(\vartheta _3\vartheta _4),$$
(10)   
$$\frac{dW_2}{d\mu }=W_3W_1+2W_2\frac{d}{d\mu }\mathrm{ln}(\vartheta _2\vartheta _4),$$
(11)   
$$\frac{dW_3}{d\mu }=W_1W_2+2W_3\frac{d}{d\mu }\mathrm{ln}(\vartheta _2\vartheta _3).$$
(12)   
It was found by Tod  that for a special class of solutions of this system the conformal factor $`F`$ in (1) can be chosen in such a way that the metric $`g`$ satisfies Einstein’s equations (with cosmological constant). In terms of $`\{W_j\}`$ this class of solutions is characterised by the following condition:

$$\vartheta _2^4W_1^2\vartheta _3^4W_2^2+\vartheta _4^4W_3^2=\frac{\pi ^2}{4}\vartheta _2^4\vartheta _3^4\vartheta _4^4.$$
(13)   
The rest of the letter is devoted to the proof of the following theorem:

###### Theorem 1

The general two-parametric family of solutions of the system (10), (11), (12), satisfying condition (13), is given by the following formulas:

$$W_1=\frac{i}{2}\vartheta _3\vartheta _4\frac{\frac{d}{dq}\vartheta [p,q+\frac{1}{2}]}{e^{\pi ip}\vartheta [p,q]},W_2=\frac{i}{2}\vartheta _2\vartheta _4\frac{\frac{d}{dq}\vartheta [p+\frac{1}{2},q+\frac{1}{2}]}{e^{\pi ip}\vartheta [p,q]},$$

$$W_3=\frac{1}{2}\vartheta _2\vartheta _3\frac{\frac{d}{dq}\vartheta [p+\frac{1}{2},q]}{\vartheta [p,q]},$$
(14)   
where $`\vartheta [p,q]`$ denotes the theta-function with characteristics of vanishing first argument $`\vartheta [p,q](0,i\mu )`$; $`p,q`$.

The corresponding metric (1) is real and satisfies Einstein’s equations with a negative cosmological constant $`\mathrm{\Lambda }`$ if

$$p,\mathrm{}q=\frac{1}{2}$$
(15)   
and the conformal factor $`F`$ is given by the following formula:

$$F=\frac{2}{\pi \mathrm{\Lambda }}\frac{W_1W_2W_3}{\left(\frac{d}{dq}\mathrm{ln}\vartheta [p,q]\right)^2}.$$
(16)   
The metric (1) is real and satisfies Einstein’s equations with a positive cosmological constant $`\mathrm{\Lambda }`$ if

$$q,\mathrm{}p=\frac{1}{2},$$
(17)   
and the conformal factor is given by the same formula (16).

There exists also an additional one-parametric family of solutions of the system (10), (11), (12), (13):

$$W_1=\frac{1}{\mu +q_0}+2\frac{d}{d\mu }\mathrm{ln}\vartheta _2,W_2=\frac{1}{\mu +q_0}+2\frac{d}{d\mu }\mathrm{ln}\vartheta _3,W_3=\frac{1}{\mu +q_0}+2\frac{d}{d\mu }\mathrm{ln}\vartheta _4$$
(18)   
($`q_0`$), which defines manifolds with the vanishing cosmological constant $`\mathrm{\Lambda }=0`$ if the conformal factor $`F`$ is defined by the formula

$$F=C(\mu +q_0)^2W_1W_2W_3,$$
(19)   
where $`C>0`$ is an arbitrary constant.

Let us now introduce auxiliary dependent variables $`\mathrm{\Omega }_j`$ via the following relations:

$$\mathrm{\Omega }_1=\frac{W_2}{\pi \vartheta _2^2\vartheta _4^2},\mathrm{\Omega }_2=\frac{W_3}{\pi \vartheta _2^2\vartheta _3^2},\mathrm{\Omega }_3=\frac{W_1}{\pi \vartheta _3^2\vartheta _4^2}.$$
(20)   
(we performed the cyclic permutation of indexes $`(1,2,3)`$ to bring our notations in agreement with the papers ).

In terms of variables $`\mathrm{\Omega }_j`$ the system (10) - (12) looks as follows:

$$\frac{d\mathrm{\Omega }_1}{d\mu }=\pi \vartheta _3^4\mathrm{\Omega }_2\mathrm{\Omega }_3,\frac{d\mathrm{\Omega }_2}{d\mu }=\pi \vartheta _4^4\mathrm{\Omega }_3\mathrm{\Omega }_1,\frac{d\mathrm{\Omega }_3}{d\mu }=\pi \vartheta _2^4\mathrm{\Omega }_1\mathrm{\Omega }_2.$$
(21)   
The condition (13) now takes the simple form

$$\mathrm{\Omega }_1^2+\mathrm{\Omega }_2^2+\mathrm{\Omega }_3^2=\frac{1}{4}.$$
(22)   
Let us also introduce some other auxiliary objects. Consider an elliptic curve $``$ defined by the equation

$$\nu ^2=\lambda (\lambda 1)(\lambda x).$$
(23)   
Assume that $`x`$ varies between $`0`$ and $`1`$, and choose the basic $`a`$-cycle to encircle branch cut $`[0,x]`$, and $`b`$-cycle to encircle branch points $`x`$ and $`1`$. We shall introduce the full elliptic integral $`K`$ along $`a`$-cycle:

$$K=\frac{1}{2}_0^x\frac{d\lambda }{\sqrt{\lambda (\lambda 1)(\lambda x)}}.$$
(24)   
Then we can define the $`b`$-period $`i\mu `$ ($`\mu 0`$) of the curve $``$ as follows:

$$i\mu =\frac{1}{2K}_x^1\frac{d\lambda }{\sqrt{\lambda (\lambda 1)(\lambda x)}}.$$
(25)   
Thre relation (25) defines the one-to-one correspondence between variables $`x`$ and $`\mu `$; the dependence $`\mu (x)`$ is described by the following equation:

$$\frac{d\mu }{dx}=\frac{\pi }{4K^2x(x1)}.$$
(26)   
We can express theta-constants in terms of $`x`$ and $`w`$ as follows:

$$\vartheta _2^4=\frac{4}{\pi ^2}K^2x,\vartheta _3^4=\frac{4}{\pi ^2}K^2,\vartheta _4^4=\frac{4}{\pi ^2}K^2(1x).$$
(27)   
Choosing $`x`$ as an independent variable, one can rewrite the system (21) in a more familiar form:

$$\frac{d\mathrm{\Omega }_1}{dx}=\frac{\mathrm{\Omega }_2\mathrm{\Omega }_3}{x(1x)},\frac{d\mathrm{\Omega }_2}{dx}=\frac{\mathrm{\Omega }_3\mathrm{\Omega }_1}{x},\frac{d\mathrm{\Omega }_3}{dx}=\frac{\mathrm{\Omega }_1\mathrm{\Omega }_2}{1x}.$$
(28)   
The metric (1) in terms of the new variables takes the following form:

$$g=\stackrel{~}{F}\left\{\frac{dx^2}{x(1x)}+\frac{\sigma _1^2}{\mathrm{\Omega }_1^2}+\frac{(1x)\sigma _2^2}{\mathrm{\Omega }_2^2}+\frac{x\sigma _3^2}{\mathrm{\Omega }_3^2}\right\},$$
(29)   
where the “new” conformal factor $`\stackrel{~}{F}`$ is related to the “old” conformal factor $`F`$ as follows:

$$\stackrel{~}{F}=\frac{1}{\vartheta _2^4\vartheta _4^4}F.$$
(30)   
If variables $`\mathrm{\Omega }_j`$ solve the system (28), and satisfy condition (22), then the metric (29) satisfies Einstein’s equations with cosmological constant $`\mathrm{\Lambda }`$ if the factor $`\stackrel{~}{F}`$ is given by the following expression :

$$\stackrel{~}{F}=\frac{1}{4\mathrm{\Lambda }}\frac{8x\mathrm{\Omega }_1^2\mathrm{\Omega }_2^2\mathrm{\Omega }_3^2+2\mathrm{\Omega }_1\mathrm{\Omega }_2\mathrm{\Omega }_3(x(\mathrm{\Omega }_1^2+\mathrm{\Omega }_2^2)(14\mathrm{\Omega }_3^2)(\mathrm{\Omega }_2^2(1x)\mathrm{\Omega }_1^2))}{(x\mathrm{\Omega }_1\mathrm{\Omega }_2+2\mathrm{\Omega }_3(\mathrm{\Omega }_2^2(1x)\mathrm{\Omega }_1^2))^2}.$$
(31)   
The system (28) arises in the context of isomonodromic deformations of the ordinary matrix differential equation

$$\frac{d\mathrm{\Psi }}{d\lambda }=\left(\frac{A^0}{\lambda }+\frac{A^1}{\lambda 1}+\frac{A^x}{\lambda x}\right)\mathrm{\Psi },$$
(32)   
where $`A^0,A^1,A^xsl(2,)`$; $`\mathrm{\Psi }(\lambda )SL(2,)`$.

The condition of $`x`$-independence of monodromies, $`M^0`$, $`M^1`$ and $`M^x`$, of the function $`\mathrm{\Psi }`$ around points $`0`$, $`1`$ and $`x`$, together with the assumption of $`x`$-independence of the main term of the asymptotical expansion of $`\mathrm{\Psi }`$ at $`\lambda =\mathrm{}`$ (which may be always achieved by a gauge transformation $`\mathrm{\Psi }C(x)\mathrm{\Psi }`$), imply the following dependence of $`\mathrm{\Psi }`$ on the variable $`x`$:

$$\frac{d\mathrm{\Psi }}{dx}=\frac{A^x}{\lambda x}\mathrm{\Psi }.$$
(33)   
The compatibility condition of equations (32) and (33) is equivalent to the following Schlesinger system:

$$\frac{dA^0}{dx}=\frac{[A^x,A^0]}{x},\frac{dA^1}{dx}=\frac{[A^x,A^1]}{x1},\frac{dA^x}{dx}=\frac{[A^x,A^0]}{x}\frac{[A^x,A^1]}{x1}.$$
(34)   
The problem of finding function $`\mathrm{\Psi }`$ and residues $`A_j`$ corresponding to a given set of monodromy matrices in called the inverse monodromy problem (or Riemann-Hilbert problem). Notice that the transformation of function

$$\mathrm{\Psi }\mathrm{\Psi }S,$$
(35)   
where $`S`$ is constant invertible matrix, leaves corresponding solution $`\{A_j\}`$ of the Schlesinger system invariant, and transforms monodromy matrices $`M_j`$ as follows:

$$M_jS^1M_jS.$$
(36)   
If we fix values of the integrals of motion of the system (34) in the following way:

$$\mathrm{tr}(A^0)^2=\mathrm{tr}(A^1)^2=\mathrm{tr}(A^x)^2=\frac{1}{8},$$
(37)   
the formulas

$$\mathrm{\Omega }_1^2=(\frac{1}{8}+\mathrm{tr}A^0A^1),\mathrm{\Omega }_2^2=\frac{1}{8}+\mathrm{tr}A^1A^x,\mathrm{\Omega }_3^2=\frac{1}{8}+\mathrm{tr}A^0A^x$$
(38)   
give a solution of the system (28), (22) (see ).

As a corollary of conditions (37), eigenvalues of all monodromies $`M^0`$, $`M^1`$ and $`M^x`$ equal $`\pm i`$. Such sets of monodromy matrices allow simple classification :

###### Theorem 2

Let eigenvalues of all monodromy matrices $`M^0`$, $`M^1`$ and $`M^x`$ equal $`\pm i`$. Then up to a simultaneous constant similarity transformation they are given by

$$M^0=\left(\begin{array}{cc}0& ie^{2\pi iq}\\ ie^{2\pi iq}& 0\end{array}\right);M^1=\left(\begin{array}{cc}0& ie^{2\pi i(p+q)}\\ ie^{2\pi i(p+q)}& 0\end{array}\right);$$

$$M^x=\left(\begin{array}{cc}0& ie^{2\pi ip}\\ ie^{2\pi ip}& 0\end{array}\right)p,q,$$
(39)   
or

$$M^0=\left(\begin{array}{cc}i& q_0\\ 0& i\end{array}\right);M^1=\left(\begin{array}{cc}i& i+q_0\\ 0& i\end{array}\right);M^x=\left(\begin{array}{cc}i& i\\ 0& i\end{array}\right),q_0.$$
(40)   
It is easy to see, however, that the solution of the inverse monodromy problem for one-parametric set of monodromy matrices (40) may be obtained in certain limit of solution of the inverse monodromy problem for the two-parametric set of monodromy matrices (39). Namely, we can formulate the following

###### Lemma 1

Let functions $`A_j(x,p,q)`$ give a solution of Schlesinger system (34) corresponding to monodromy matrices (39). Then the solution of the Schlesinger system corresponding to monodromy matrices (40) is given by

$$A_j(x,q_0)=\underset{ϵ0}{lim}A_j(x,\frac{1}{2}+ϵ,\frac{1}{2}+iq_0ϵ).$$
(41)   
Proof. Let us put in monodromy matrices (39) $`p=\frac{1}{2}+ϵ`$, $`q=\frac{1}{2}+iq_0ϵ`$ and apply to these matrices the simultaneous similarity transformation (36) with matrix $`S`$ given by

$$S=\left(\begin{array}{cc}4\pi i& ϵ^1\\ 0& ϵ^1\end{array}\right).$$
(42)   
Then in the limit $`ϵ0`$ we come to the set of monodromy matrices (40). Taking into account that the solution of the Schlesinger system is invariant with respect to simultaneous transformation (36) of all monodromy matrices, we see that the same limit on the level of matrices $`A_j`$ gives solution corresponding to monodromies (40).

$`\mathrm{}`$

This lemma shows that it is sufficient to restrict ourselves to solution of the inverse monodromy problem with the two-parametric set of monodromy matrices (39); then the solution corresponding to monodromy matrices (40) may be found by the simple limiting procedure.

In  the system (28), (22) was solved in terms of elliptic functions (independently in the cases (39) and (40)) by exploiting the link between $`\{\mathrm{\Omega }_j\}`$ and the solution $`y(x)`$ of the Painlevé 6 equation with coefficients $`(\frac{1}{8},\frac{1}{8},\frac{1}{8},\frac{3}{8})`$, which is known to be equivalent to the system (34). In principle, this solution could also be extracted from the earlier paper of Okamoto . If one then directly expresses $`\{\mathrm{\Omega }_j\}`$ in terms of elliptic functions according to the Hitchin’s or Okamoto’s schemes, the resulting expressions turn out to be very cumbersome.

Solutions of the Painlevé 6 equation corresponding to monodromy matrices (39) and (40) are of course also related by the limiting procedure described in the previous lemma.

Now we are going to give an alternative simpler formulas for $`\mathrm{\Omega }_j`$, making use of the Jimbo-Miwa tau-function, $`\tau (x)`$, of the Schlesinger system (34 which is defined by the following equation :

$$\frac{d}{dx}\mathrm{ln}\tau (x)=\frac{\mathrm{tr}A^0A^x}{x}+\frac{\mathrm{tr}A^1A^x}{x1}.$$
(43)   
The solution of the system (28) can be expressed in terms of the $`\tau `$-function (43) as follows:

###### Theorem 3

Let the tau-function $`\tau (x)`$ be defined by (49). Then functions

$$\mathrm{\Omega }_1^2=\frac{d}{dx}\{x(x1)\frac{d}{dx}\mathrm{ln}\tau (x)\},$$
(44)   
$$\mathrm{\Omega }_2^2=(1x)\frac{d}{dx}\{x(x1)\frac{d}{dx}\mathrm{ln}\tau (x)\}+x(x1)\frac{d}{dx}\mathrm{ln}\tau (x)+\frac{1}{8},$$
(45)   
$$\mathrm{\Omega }_3^2=x\frac{d}{dx}\{x(x1)\frac{d}{dx}\mathrm{ln}\tau (x)\}x(x1)\frac{d}{dx}\mathrm{ln}\tau (x)+\frac{1}{8}$$
(46)   
solve (28), (22).

Proof. According to the definition (43) of the $`\tau `$-function, and constraint (22), we have

$$x(x1)\frac{d}{dx}\mathrm{ln}\tau =(x1)(\mathrm{\Omega }_3^2\frac{1}{8})+x(\mathrm{\Omega }_2^2\frac{1}{8})=(x1)\mathrm{\Omega }_1^2+\mathrm{\Omega }_2^2\frac{1}{8}.$$
(47)   
Using equations (28), we can calculate the $`x`$-derivative of the right hand side of this equation:

$$\frac{d}{dx}\left((x1)\mathrm{\Omega }_1^2+\mathrm{\Omega }_2^2\frac{1}{8}\right)=\mathrm{\Omega }_1^2+2(x1)\mathrm{\Omega }_1\left(\frac{\mathrm{\Omega }_2\mathrm{\Omega }_3}{x(1x)}\right)+2\mathrm{\Omega }_1\left(\frac{\mathrm{\Omega }_1\mathrm{\Omega }_3}{x}\right)=\mathrm{\Omega }_1^2,$$
(48)   
which implies (44). Expressions (45) and (46) follow now from relation (47) if we take into account the fixed value of the integral of motion (22).

$`\mathrm{}`$

Now we are in position to formulate the following theorem:

###### Theorem 4

The $`\tau `$-function of the Schlesinger system (34), corresponding to monodromy matrices (39), is given by the following expression:

$$\tau (x)=\frac{\vartheta [p,q]}{\sqrt{\vartheta _2\vartheta _4}}.$$
(49)   
The $`\tau `$-function, corresponding to monodromy matrices (40), is given by the formula

$$\tau (x)=(\mu (x)+q_0)\vartheta _2\sqrt{\vartheta _2\vartheta _4}.$$
(50)   
Proof. In  it was proved the following formula for the $`\tau `$-function, corresponding to monodromy matrices (40):

$$\tau (x)=\frac{\vartheta [p,q]}{K^{1/2}[x(x1)]^{1/8}},$$
(51)   
which turns into (49) if we take into account the expressions for the theta-constants (27) in terms of $`K`$ and $`x`$.

Now, taking into account Lemma 41, we can get the $`\tau `$-function, corresponding to monodromy matrices (40) by choosing in (49) $`p=1/2+ϵ`$, $`q=1/2+q_0ϵ`$ and taking the limit $`ϵ0`$. The result, up to a non-essential $`x`$-independent factor, turns out to look as follows:

$$\tau (x)=\frac{(\mu +q_0)\vartheta _1^{}(0)}{K^{1/2}[x(x1)]^{1/8}},$$

where prime denotes the derivative with respect to the first argument of theta-function. To complete the proof of expresion (50) it remains to use the Jacobi formula

$$\vartheta _1^{}(0)=\pi \vartheta _2\vartheta _3\vartheta _4.$$

where we adopt the sign convention $`\vartheta _1(z)\vartheta [\frac{1}{2},\frac{1}{2}](z)`$.

$`\mathrm{}`$

Substitution of $`\tau `$-function (49) into expressions (20), leads to the following theorem:

###### Theorem 5

Solution of the system (10), (11), (12), corresponding to monodromy matrices (39), is given by the following formulas:

$$W_1^2=\frac{d^2}{d\mu ^2}\mathrm{ln}\frac{\vartheta [p,q]}{\sqrt{\vartheta _3\vartheta _4}}+4\left\{\frac{d}{d\mu }\mathrm{ln}\vartheta _2\right\}\left\{\frac{d}{d\mu }\mathrm{ln}\frac{\vartheta [p,q]}{\sqrt{\vartheta _3\vartheta _4}}\right\},$$
(52)   
$$W_2^2=\frac{d^2}{d\mu ^2}\mathrm{ln}\frac{\vartheta [p,q]}{\sqrt{\vartheta _2\vartheta _4}}+4\left\{\frac{d}{d\mu }\mathrm{ln}\vartheta _3\right\}\left\{\frac{d}{d\mu }\mathrm{ln}\frac{\vartheta [p,q]}{\sqrt{\vartheta _2\vartheta _4}}\right\},$$
(53)   
$$W_3^2=\frac{d^2}{d\mu ^2}\mathrm{ln}\frac{\vartheta [p,q]}{\sqrt{\vartheta _2\vartheta _3}}+4\left\{\frac{d}{d\mu }\mathrm{ln}\vartheta _4\right\}\left\{\frac{d}{d\mu }\mathrm{ln}\frac{\vartheta [p,q]}{\sqrt{\vartheta _2\vartheta _3}}\right\}.$$
(54)   
Remarkably, it turns out to be possible to calculate the square roots of these expressions to get the simple formulas for $`W_j`$ themselves. The result is given by the following lemma:

###### Lemma 2

The square roots of expressions (52)- (54), satisfying the system (10) - (12), are given by the following formulas:

$$W_1=\frac{i}{2}\vartheta _3\vartheta _4\frac{\frac{d}{dq}\vartheta [p,q+\frac{1}{2}]}{e^{\pi ip}\vartheta [p,q]},$$
(55)   
$$W_2=\frac{i}{2}\vartheta _2\vartheta _4\frac{\frac{d}{dq}\vartheta [p+\frac{1}{2},q+\frac{1}{2}]}{e^{\pi ip}\vartheta [p,q]},$$
(56)   
$$W_3=\frac{1}{2}\vartheta _2\vartheta _3\frac{\frac{d}{dq}\vartheta [p+\frac{1}{2},q]}{\vartheta [p,q]}.$$
(57)   
The proof of the lemma may be obtained via lenghy elementary calculations expressing both sides of these identities via elliptic functions $`sn(u)`$, $`cn(u)`$, $`dn(u)`$ (where $`u=2K(p\sigma +q+\frac{1}{2})`$) and standard complete elliptic integrals $`K(x)`$ and $`E(x)`$ of the first and second kind, respectively. It is also convenient to introduce the notations

$$=E/K\mathrm{and}Z=\frac{1}{2K}\frac{d}{dq}\mathrm{ln}\vartheta (p\sigma +q).$$

The $`x`$-dependence of $`K`$ and $``$ is described by the following equations:

$$\frac{d}{dx}\mathrm{ln}K^2=\frac{}{x(1x)}\frac{1}{x},2\frac{d}{dx}\mathrm{ln}=\frac{^2}{x(1x)}+\frac{2}{x}\frac{1}{x}.$$

The $`\mu `$ \- derivatives of the theta-constants may be expressed as follows:

$$\frac{d}{d\mu }\mathrm{ln}\vartheta _2=\frac{K^2}{\pi },\frac{d}{d\mu }\mathrm{ln}\vartheta _3=\frac{K^2}{\pi }(1+x),\frac{d}{d\mu }\mathrm{ln}\vartheta _4=\frac{K^2}{\pi }(1)$$

and

$$\frac{d^2}{d\mu ^2}\mathrm{ln}\vartheta _2=\frac{2K^4}{\pi ^2}(^21+x),\frac{d^2}{d\mu ^2}\mathrm{ln}\vartheta _3=\frac{2K^4}{\pi ^2}(^22(1x)x+1),$$

$$\frac{d^2}{d\mu ^2}\mathrm{ln}\vartheta _4=\frac{2K^4}{\pi ^2}(^22+1x).$$

Finally, taking into account the expression

$$dn^2(u)=\frac{d^2}{du^2}\mathrm{ln}\vartheta _4\left(\frac{u}{2K}\right)+,$$

and standard relations between elliptic functions:

$$\frac{dsn(u)}{du}=cn(u)dn(u),\frac{dcn(u)}{du}=sn(u)dn(u),\frac{ddn(u)}{du}=xsn(u)cn(u),$$

$$sn^2(u)+cn^2(u)=1,xsn^2(u)+dn^2(u)=1,$$

we obtain for $`q`$-derivatives of variable $`Z`$:

$$\frac{d}{dq}\{2KZ\}=(2K)^2(dn^2(u)),\frac{d^2}{dq^2}\{2KZ\}=2x(2K)^3sn(u)cn(u)dn(u),$$

$$\frac{d^2}{dq^3}\{2KZ\}=2x(2K)^4\{2xsn^2(u)cn^2(u)+sn^2(u)dn^2(u)+cn^2(u)\}.$$

Now substitution of all these auxiliary formulas into the expressions (52) - (54) for $`W_j^2`$ gives the following result:

$$W_1^2=\frac{(2K)^4}{4\pi ^2}[xsn(u)cn(u)Zdn(u)]^2,W_2^2=\frac{x(2K)^4}{4\pi ^2}[sn(u)dn(u)Zcn(u)]^2,$$

$$W_3^2=\frac{x(2K)^4}{4\pi ^2}[cn(u)dn(u)+Zsn(u)]^2.$$

These expressions (up to the choice of the sign) coincide with (55) - (57) if we take into account the expressions for $`sn`$, $`cn`$ and $`dn`$ in terms of theta-functions:

$$sn(u)=\frac{\vartheta _3}{\vartheta _2}\frac{\vartheta _1(u/2K)}{\vartheta _4(u/2K)},cn(u)=\frac{\vartheta _4}{\vartheta _2}\frac{\vartheta _2(u/2K)}{\vartheta _4(u/2K)},dn(u)=\frac{\vartheta _4}{\vartheta _3}\frac{\vartheta _3(u/2K)}{\vartheta _4(u/2K)}.$$

$`\mathrm{}`$

The signs in the formulas (55) - (57) are chosen to make $`W_j`$ coincide with solution $`W_j=A_j`$ in appropriate limit, described by the following lemma:

###### Lemma 3

Let $`p=\frac{1}{2}+ϵ,q=\frac{1}{2}+iq_0ϵ`$. Then in the limit $`ϵ0`$ functions $`W_j`$ given by (55) - (57) turn into

$$W_1=\frac{1}{\mu +q_0}+2\frac{d}{d\mu }\mathrm{ln}\vartheta _2,W_2=\frac{1}{\mu +q_0}+2\frac{d}{d\mu }\mathrm{ln}\vartheta _3,W_3=\frac{1}{\mu +q_0}+2\frac{d}{d\mu }\mathrm{ln}\vartheta _4.$$
(58)   
In the limit $`q_0\mathrm{}`$ these expressions turn into solution $`W_j=A_j=2\frac{d}{d\mu }\mathrm{ln}\vartheta _{j+1}`$.

Proof. As $`ϵ0`$, both the numerator and denominator of each of the expressions (55) - (57) vanish. To apply the l’Hopital rule, for example, to $`W_1`$, we find:

$$\frac{d}{dϵ}\left\{e^{\pi i(p+\frac{1}{2})}\frac{d}{dq}\vartheta [p,q+\frac{1}{2}]\right\}(ϵ=0)=i(\mu +q_0)\vartheta _2^{\prime \prime }(0)+2\pi i\vartheta _2,$$

$$\frac{d}{dϵ}\vartheta [p,q](ϵ=0)=i(\mu +q_0)\vartheta _1^{}(0)$$

which leads to the expression for $`W_1`$ stated in the lemma after applying the heat equation and the Jacobi formula for $`\vartheta _1^{}(0)`$. Analogously we get the limits of $`W_2`$ and $`W_3`$. In particular, this confirms that the signs in (55) - (57) are chosen in such a way that functions $`W_j`$ satisfy the system (10)-(12).

$`\mathrm{}`$

###### Remark 1

From the fact that the functions (58) satisfy the system (10)-(12) for $`q_0=\mathrm{}`$, when

$$W_j=A_j=2\frac{d}{d\mu }\mathrm{ln}\vartheta _{j+1},$$

a trivial direct calculation is needed to check that they satisfy the system for arbitrary $`q_0`$.

The next lemma gives the formula for the conformal facor $`F`$.

###### Lemma 4

Conformal factor $`F`$, defined by the formulas (31), (30) and (20), with functions $`W_j`$ given by the formulas (55) - (57), may be represented as follows:

$$F=\frac{2}{\pi \mathrm{\Lambda }}\frac{W_1W_2W_3}{\left(\frac{d}{dq}\mathrm{ln}\vartheta [p,q]\right)^2}$$
(59)   
The conformal factor corresponding to solution (18) may be obtained from this expression in the limit $`ϵ0`$ assuming $`p=\frac{1}{2}+ϵ`$, $`p=\frac{1}{2}+iq_0ϵ`$, $`\frac{2}{\pi \mathrm{\Lambda }}=Cϵ^2`$ with an arbitrary $`C>0`$. This leads to

$$F=C(\mu +q_0)^2W_1W_2W_3$$

In turn, in the limit $`q_0\mathrm{}`$, choosing $`C=\frac{\stackrel{~}{C}}{q_0^2}`$, we get the conformal factor for solution $`W_j=A_j`$:

$$F=\stackrel{~}{C}W_1W_2W_3$$

The proof of expression (59) again has purely calculational character. Notice just that, as an intermediate step, it is convenient to rewrite expression (31) as follows:

$$\stackrel{~}{F}=\frac{\mathrm{\Omega }_1\mathrm{\Omega }_2\mathrm{\Omega }_3}{2\mathrm{\Lambda }}\frac{x(2\mathrm{\Omega }_1\mathrm{\Omega }_3+\mathrm{\Omega }_2)^2(2\mathrm{\Omega }_3^2\frac{1}{2})^2}{(x\mathrm{\Omega }_1\mathrm{\Omega }_2+2\mathrm{\Omega }_3(\mathrm{\Omega }_2^2(1x)\mathrm{\Omega }_1^2))^2}$$

The rest of the calculations is again fulfilled in terms of the functions $`sn`$, $`cn`$, $`dn`$, $`K`$, $``$ and $`Z`$.

$`\mathrm{}`$

The reality of functions $`W_j^2`$ (52) - (54) is provided by the following condition:

$$\frac{d}{d\mu }\mathrm{ln}\vartheta _{pq}\pi p^2+\frac{d}{d\mu }\mathrm{ln}\vartheta (i\mu p+q),$$
(60)   
which is fulfilled in the following four cases:

$$p,\mathrm{}q=\frac{1}{2},$$
(61)   
$$q,\mathrm{}p=\frac{1}{2},$$
(62)   
$$p,\mathrm{}q=0,$$
(63)   
$$q,\mathrm{}p=0.$$
(64)   
Using Lemma 2, one can veryfy that in the cases (61) and (62) functions $`W_j`$ themselves are also real. Whereas in each of the cases (63) and (64) two of the functions $`W_j`$ turn out to be imaginary.

According to Hitchin’s classification, parameters $`p`$ and $`q`$, satisfying reality conditions (61), correspond to the self-dual Einstein manifolds with negative scalar curvature. Parameters, satisfying reality conditions (62), correspond to the manifolds with positive scalar curvature.

The family of solutions (58), which are real if $`q_0`$ is real, corresponds to manifolds with vanishing scalar curvature.

This ends the proof of the theorem 1.

$`\mathrm{}`$

Let us now briefly translate the properties of the metric (1) (for the case of the general solution (14)), investigated in , to our language. The metric (1) can be rewritten as follows after substitution of expression for conformal factor (16):

$$ds^2=\frac{2}{\pi \mathrm{\Lambda }}\left\{\frac{\vartheta [p,q]}{\frac{d}{dq}\vartheta [p,q]}\right\}^2\left\{W_1W_2W_3d\mu ^2+\frac{W_2W_3}{W_1}\sigma _1^2+\frac{W_1W_3}{W_2}\sigma _2^2+\frac{W_1W_2}{W_3}\sigma _3^2\right\}.$$
(65)   
From the expressions (14) we see that the metric may become singular at whose values of $`\mu `$, where at least one of the following functions:

$$\vartheta [p,q],$$
(66)   
$$\frac{d}{dq}\vartheta [p,q],$$
(67)   
$$\frac{d}{dq}\vartheta [p,q+\frac{1}{2}],$$
(68)   
$$\frac{d}{dq}\vartheta [p+\frac{1}{2},q],$$
(69)   
$$\frac{d}{dq}\vartheta [p+\frac{1}{2},q+\frac{1}{2}],$$
(70)   
vanish.

###### Remark 2

A simple comparison with Hitchin’s treatment in terms of the solution of Painlevé 6 equation $`y(x)`$ shows that the zeros of $`\vartheta [p,q]`$ correspond, up to the map $`x\mu (x)`$, to the poles of $`y(x)`$ with positive residues (these values Hitchin denoted by $`x_j`$). The zeros of $`\frac{d}{dq}\vartheta [p,q]`$ (denoted by $`\overline{x}_j`$) correspond to the poles of $`y(x)`$ with negative residues. The values of $`x`$, where $`y(x)=x`$, correspond to the zeros of $`\frac{d}{dq}\vartheta [p+1/2,q+1/2]`$. The values of $`x`$, where $`y(x)=0`$, correspond to the zeros of $`\frac{d}{dq}\vartheta [p+1/2,q]`$. And, finally, the values of $`x`$, where $`y(x)=1`$, correspond to the zeros of $`\frac{d}{dq}\vartheta [p,q+1/2]`$.

Consider, for example, the case of the negative cosmological constant (17), when $`p`$, $`q=\frac{1}{2}i\stackrel{~}{q}`$, $`\stackrel{~}{q}>0`$ (Hitchin’s constants $`k_1`$ and $`k_3`$ are related to our $`p`$ and $`\stackrel{~}{q}`$ as follows: $`k_1=2p1`$, $`k_3=2\stackrel{~}{q}`$). Without loss of generality we can assume that $`\frac{1}{2}<q\frac{3}{2}`$.

The zeros of $`\vartheta [p,q]`$ can be easily found explicitly: these are

$$\mu _n=\frac{p+n1/2}{\stackrel{~}{q}},n=1,2,\mathrm{}.$$

It was proved in  that zeros of $`\frac{d}{dq}\vartheta [p,q]`$ are situated between zeroes of $`\vartheta [p,q]`$: $`\overline{\mu }_j(\mu _j,\mu _{j+1}),j`$. If $`1/2p1`$, $`\frac{d}{dq}\vartheta [p,q]`$ does not have any other zeros; if $`1/2p3/2`$ then there exists an additional zero $`\overline{\mu }_0<\mu _1`$.

It is easy to see that the singularities of the metric at $`\mu _n`$ are of the type of coordinate singularity at the center of the unit ball. In contrast, at the zeros of expressions (68)-(70) even the conformal structure of our metric is singular. It is the non-trivial fact proved in (, p.92) that these zeros are absent inside of the intervals $`(\overline{\mu }_n,\mu _{n+1}]`$. Therefore, the metric (65) on the interval $`(\overline{\mu }_n,\mu _{n+1}]`$ may be interpreted as the metric on the unit ball with the origin at $`\mu =\mu _{n+1}`$ and the boundary at $`\mu =\overline{\mu }_n`$; the conformal structure of the metric (65) obviously induces a non-singular metric on the boundary sphere $`S^3`$.

Acknowledgements. We thank Owen Dearricott who pointed out the wrong sign in the formula for $`W_1`$ in the published version of this paper.