# References

ASYMPTOTIC SERIES FOR

SOME PAINLEVÉ VI SOLUTIONS

V.Vereschagin

P.O.Box 1233, ISDCT RAS, Irkutsk 664033, RUSSIA

Introduction.

The study of asymptotic (as independent variable tends to a singular point) properties of Painlevé transcendents is one of the most important fields in modern theory of integrable nonlinear ODE’s. The Painlevé equations are known to be integrable in the sense of commutative matrix representation (Lax pairs). One has six matrix equations

$$D_zL_jD_xA_j+[L_j,A_j]=0,j=1,2,\mathrm{},6,$$
(1)   
where $`D_x=d/dx;L_j=L_j(y,y^{},x,z),A_j=A_j(y,y^{},x,z)`$ are 2\*2 matrices that rationally depend on spectral parameter $`z,`$ and the j-th Painlevé equation $`y^{\prime \prime }P_j(y,y^{},x)=0`$ is equivalent to (1). The matrices $`L_j,A_j`$ were written in paper .

The goal of this paper is to analyze asymptotic behavior of the sixth Painlevé transcendent using the so-called Whitham method. The PVI case is tedious due to large amount of calculations, so it is easier to illustrate the basic ideas of the method (which are the same for all the six equations) on technically the simplest case of PI.

The matrices $`L_1`$ and $`A_1`$ look as follows:

$$L_1=\left(\begin{array}{cc}0& 1\\ yz& 0\end{array}\right),A_1=\left(\begin{array}{cc}y^{}& 2y+4z\\ xy^2+2yz4z^2& y^{}\end{array}\right).$$
(2)   
Introduce now new variable $`X`$ and replace all the variables $`x`$ explicitly entering formula (2) by $`X`$ : $`L_j=L_j(y,y^{},X,z),A_j=A_j(y,y^{},X,z).`$ For such matrices we have the following Lemma.

Lemma 1. Let $`ϵ`$ be some real positive number. Then system

$$ϵD_zL_jD_xA_j+[L_j,A_j]=0$$
(3)   
is equivalent to system

$$D_xX=ϵ,y^{\prime \prime }=P_j(y,y^{},X)=0.$$
(4)   
Proof can be obtained via direct computation. So, for PI the system (4) has the form

$$D_xX=ϵ,y^{\prime \prime }3y^2X=0.$$

Calculations for the other Painlevé equations are principally analogous and can be extracted from paper .

Lemma 2. Solution of equation (3) as $`ϵ=0`$ and $`X=const`$ can be represented by the following formula:

$$y_0(x)=f_j(\tau +\mathrm{\Phi };\stackrel{}{a}),j=1,2,\mathrm{},6,$$
(5)   
where $`\tau =xU,U=U(\stackrel{}{a});f_j`$ are periodic functions which can be explicitly written out in terms of Weierstrass or Jacobi elliptic functions for any of the six Painlevé equations. The vector $`\stackrel{}{a}(X)`$ consists of parameters that detrmine the elliptic function $`f_j.\mathrm{\Phi }`$ is some phase shift.

The proof uses the latter equation of system (4) where $`X`$ is put to constant value. In the case of the first Painlevé function $`f_1`$ is Weierstrass $`\mathrm{}`$function:

$$f_1=2\mathrm{}(x+\mathrm{\Phi };g_2,g_3);g_2=X,g_3=F_1/4,$$
(6)   
where $`F_1`$ is some parameter. the formula (6) was first figured out in paper .

Now admit that number $`ϵ`$ ispositive and small. We look for solutions to equation (3) in the form of formal series in parameter $`ϵ:`$

$$y(x)=y_0(x)+ϵy_1(x)+\mathrm{},$$
(7)   
so that parameters determining the elliptic function $`y_0=f_j`$ obey some special nonlinear ODE usually called Whitham equation or modulation equation. Thus, we look for the main term of series (7) in the form

$$y_0(\tau ,X)=f_j(ϵ^1S(X)+\mathrm{\Phi }(X);\stackrel{}{a}(X)),D_XS=U.$$

Lemma 3. The Whitham equation can be written in the following form:

$$D_XdetA_j=\overline{a_{22}D_zl_{11}}+\overline{a_{11}D_zl_{22}}\overline{a_{12}D_zl_{21}}\overline{a_{21}D_zl_{12}},$$
(8)   
where $`A_j=\left(a_{mn}\right),L_j=\left(l_{mn}\right),m,n=1,2,`$ the bar means averaging over period of the elliptic function (5).

Proof. One can easily see that equation (3) as $`ϵ=0`$ indicates independence for spectral characteristics of matrix $`A_j`$ of variable $`x`$. So the condition $`D_xdetA_j=0`$ holds. Formal introduction of variable $`X`$ induces the change for differentiation rule: $`D_xUD_\tau +ϵD_X,`$ where parameter $`ϵ`$ is put to be small and positive. Further the condition (3) yields equation

$$a_{n,m}^{}=ϵD_zl_{n,m}+[L_j,A_j]_{n,m},n,m=1,2.$$

Substituting this into equality

$$D_xdetA_j=a_{11}^{}a_{22}+a_{22}^{}a_{11}a_{12}^{}a_{21}a_{21}^{}a_{12},$$

we change the differentiating rule and obtain the following:

$$\left(UD_\tau +ϵD_X\right)detA_j=ϵ\left(a_{22}D_zl_{11}+a_{11}D_zl_{22}a_{12}D_zl_{21}a_{21}D_zl_{12}\right)+O\left(ϵ^2\right).$$

Now average, i.e. integrate over the period (in ”fast” variable $`\tau `$). The averaging kills complete derivatives in $`\tau `$ which gives the claim.

Corollary 1. There exists unique coefficient of the polynomial $`detA_j`$ with non-trivial dynamics in $`X`$ in force of the modulation equation. Denote this coefficient $`F_j.`$ Thus the Whitham system can be written as unique ODE on $`F_j.`$

The corollary can be verified via direct calculations for all the six equations. For PI we have the following:

$$detA_1=16z^3+4XzF_1,$$

where $`F_1=\left(y^{}\right)^22y^32yX.`$ The modulation equation (8) takes the form

$$D_XdetA_1=4z+2\overline{y}$$

and can be rewritten as $`D_XF_1=2\overline{y}.`$ Taking into account the solution (6), we obtain:

$$D_XF_1=2\eta /\omega =2e_1+2(e_3e_1)E/K,$$

where $`E=E(k),K=K(k)`$ are complete elliptic integrals:

$$K=_0^1\frac{dz}{\sqrt{\left(1z^2\right)\left(1k^2z^2\right)}},E=_0^1\sqrt{\frac{1k^2z^2}{1z^2}}𝑑z,k^2=\frac{e_2e_3}{e_1e_3},$$

$`e_{1,2,3}`$ are roots of Weierstrass polynomial $`R_3(t)=4t^3g_2tg_3;g_2=X,g_3=F_1/4.`$

Corollary 2.The simplest way for obtaining the elliptic ansatz $`f_j`$ is solving equations

$$F_j=const_1,X=const_2.$$
(9)   
Lemma 4. The elliptic ansatz (5) forms the main term $`y_0`$ in series in small parameter $`ϵ`$ (7) for solution to system (3).

To prove this one should see that perturbation of solution to system (3) with $`ϵ=0`$ runs continuously while $`ϵ`$ obtains small non-zero value. The appropriate elementary calculations are illustrated here on the simplest example of PI. So, for $`ϵ>0`$ system (3) is $`y^{\prime \prime }=3y^2+X_0+ϵx,`$ where $`X_0`$ is constant. Via simple manipulations this can be reduced to condition

$$2dx=\frac{dy}{\sqrt{2y^3+X_0+const}}+O(ϵ)$$

which means that the main term of the series (7) is the function $`f_1`$ (see (6)) on condition that $`x`$ does not belong to small neighborhoods of singularities of the elliptic function $`f_1.`$

Now we can prove the following theorem.

Theorem 1. The function $`y_0`$ determined by formulas (5) and (8) forms the main term of asymptotic series for solution of appropriate Painlevé equation as $`\left|x\right|`$ tends to infinity.

Proof. The scale transformation $`xϵx`$ leads to change $`D_xX=ϵD_xX=1`$ in formula (4). Therefore the expansion (7) in small parameter $`ϵ`$ turns to series in negative powers of large variable $`x.`$

2. PVI and the Whitham method.

The sixth (and the most common) Painlevé equation

$$y^{\prime \prime }=\frac{1}{2}\left(\frac{1}{y}+\frac{1}{y1}+\frac{1}{yx}\right)\left(y^{}\right)^2\left(\frac{1}{x}+\frac{1}{x1}+\frac{1}{yx}\right)y^{}+$$
(10)   
$$\frac{y(y1)(yx)}{x^2(x1)^2}\left(\alpha +\beta \frac{x}{y^2}+\gamma \frac{x1}{(y1)^2}+\delta \frac{x(x1)}{(yx)^2}\right),$$

where the Greek letters denote free parameters, can be obtained as the compatibility condition of the following linear system of equations:

$$D_zY=A_6(z,x)Y(z,x),D_xY=L_6(z,x)Y(z,x),$$
(11)   
where

$$A_6(z,x)=\left(\begin{array}{cc}a_{11}(z,x)& a_{12}(z,x)\\ a_{21}(z,x)& a_{22}(z,x)\end{array}\right)=\frac{A^0}{z}+\frac{A^1}{z1}+\frac{A^x}{zx},$$

$$A^i=\left(\begin{array}{cc}u_i+\theta _i& \omega _iu_i\\ \omega _i^1\left(u_i+\theta _i\right)& u_i\end{array}\right),i=0,1,x,L_6(z,x)=A^i\frac{1}{zx}.$$
(12)   
Put

$$A^{\mathrm{}}=\left(A^0+A^1+A^x\right)=\left(\begin{array}{cc}k_1& 0\\ 0& k_2\end{array}\right),$$

$$k_1+k_2=\left(\theta _0+\theta _1+\theta _x\right),k_1k_2=\theta _{\mathrm{}},$$

$$a_{12}(z)=\frac{\omega _0u_0}{z}\frac{\omega _1u_1}{z1}\frac{\omega _xu_x}{zx}=\frac{k(zy)}{z(z1)(zx)},$$

$$u=a_{11}(y)=\frac{u_0+\theta _0}{y}+\frac{u_1+\theta _1}{y1}+\frac{u_x+\theta _x}{yx},$$
(13)   
$$\widehat{u}=a_{22}(y)=u\frac{\theta _0}{y}\frac{\theta _1}{y1}\frac{\theta _x}{yx}.$$

Then $`u_0+u_1+u_x=k_2,\omega _0u_0+\omega _1u_1+\omega _xu_x=0,`$

$$\frac{u_0+\theta _0}{\omega _0}+\frac{u_1+\theta _1}{\omega _1}+\frac{u_x+\theta _x}{\omega _x}=0,(x+1)\omega _0u_0+x\omega _1u_1+\omega _xu_x=k,x\omega _0u_0=k(x)y,$$

which are solved as

$$\omega _0=\frac{ky}{xu_0},\omega _1=\frac{k(y1)}{(x1)u_1},\omega _x=\frac{k(yx)}{x(x1)u_x},$$

$$u_0=\frac{y}{x\theta _{\mathrm{}}}S_1,$$

where

$$S_1=y(y1)(yx)\widehat{u}^2+\left[\theta _1(yx)+x\theta _x(y1)2k_2(y1)(yx)\right]\widehat{u}+$$

$$k_2^2(yx1)k_2\left(\theta _1+x\theta _x\right),$$

$$u_1=\frac{y1}{(x1)\theta _{\mathrm{}}}S_1,$$

where

$$S_1=y(y1)(yx)\widehat{u}^2+\left[(\theta _1+\theta _{\mathrm{}})(yx)+x\theta _x(y1)2k_2(y1)(yx)\right]\widehat{u}+$$

$$k_2^2(yx)k_2\left(\theta _1+x\theta _x\right)k_1k_2,$$
(14)   
$$u_x=\frac{yx}{x(x1)\theta _{\mathrm{}}}S_{\mathrm{}},$$

where

$$S_{\mathrm{}}=y(y1)(yx)\widehat{u}^2+\left[\theta _1(yx)+x(\theta _x+\theta _{\mathrm{}})(y1)2k_2(y1)(yx)\right]\widehat{u}+$$

$$k_2^2(y1)k_2\left(\theta _1+x\theta _x\right)xk_1k_2.$$

The compatibility condition for (11) implies

$$y^{}=\frac{y(y1)(yx)}{x(x1)}\left(2u\frac{\theta _0}{y}\frac{\theta _1}{y1}\frac{\theta _x1}{yx}\right).$$
(15)   
Thus $`y`$ satisfies PVI with the parameters

$$\alpha =\frac{1}{2}\left(\theta _{\mathrm{}}1\right)^2,\beta =\frac{1}{2}\theta _0^2,\gamma =\frac{1}{2}\theta _1^2,\delta =\frac{1}{2}\left(1\theta _x^2\right).$$

Now we apply ideas described in the previous paragraph to asymptotic analysis of the sixth Painlevé transcendent. First calculate determinant for the matrix $`A_6.`$ Using formulas (13), (14) one obtains:

$$a_{11}(z)=R^1(z)S,$$

where

$$S=k_1z^2+z\left[x\left(u_0+u_1+\theta _0+\theta _1\right)+u_0+\theta _0+u_x+\theta _x\right]+O\left(z^0\right),$$

$$a_{22}(z)=R^1(z)\left\{k_2z^2z\left[(x+1)u_0+xu_1+u_x\right]+O\left(z^0\right)\right\},$$

where $`R(t)=t(t1)(tx);O\left(z^j\right)`$means powers of $`z`$ of order not higher than $`j.`$ The entries $`a_{12},a_{21}`$ yield terms of lower order in $`z,`$ so they can be ignored while computing the two higher terms of polynomial $`detA_6.`$ Therefore we have the following:

$$detA_6=R^2(z)S,$$

where

$$S=k_1k_2z^4$$

$$z^3\left[k_1\left(u_0(x+1)+u_1x+u_x\right)k_2\left(x\left(u_0+u_1+\theta _0+\theta _1\right)+u_0+\theta _0+u_x+\theta _x\right)\right]+$$

$$O\left(z^2\right).$$

Setting

$$detA_6=R^2(z)\left[k_1k_2z^4+F_6z^3+O\left(z^2\right)\right]$$
(16)   
we get the coefficient $`F_6`$ that determines the Whitham dynamics:

$$F_6=\left(k_1k_2\right)\left(u_1+xu_x\right)x\left(2k_1k_2+\theta _x\right)2k_1k_2k_2\theta _1.$$
(17)   
The current goal is to extract the constraint on elliptic function from condition (17). To do this we use (14):

$$\theta _{\mathrm{}}\left(u_1+xu_x\right)=R(y)\widehat{u}^2+$$

$$\widehat{u}\left[(y1)(yx)\left(2k_2+\theta _{\mathrm{}}\right)\theta _1(yx)x\theta _x(y1)\right]+$$

$$k_1k_2(x+1y)+k_2\left(\theta _1+x\theta _x\right),$$

which via (15) and (13) turns to the following:

$$\theta _{\mathrm{}}\left(u_1+xu_x\right)=\frac{x^2(x1)^2}{4R(y)}\left(y^{}\right)^2+$$

$$\frac{1}{2}y^{}x(x1)\left\{B+\frac{1}{R(y)}\left[(y1)(yx)\left(2k_2+\theta _{\mathrm{}}\right)\theta _1(yx)x\theta _x(y1)\right]\right\}$$

$$\frac{1}{4}R(y)B^2+\frac{1}{2}B\left[x\theta _x(y1)(y1)(yx)\left(2k_2+\theta _{\mathrm{}}\right)+\theta _1(yx)\right]+$$

$$k_1k_2(xy+1)+k_2\left(\theta _1+x\theta _x\right),$$

where

$$B=\frac{\theta _0}{y}+\frac{\theta _1}{y1}+\frac{\theta _x+1}{yx}.$$

Now substitute this into (17) and obtain final constraint on genus one Riemann surface $`(y^{},y)`$ and appropriate elliptic uniformization (consider $`x`$ and $`F_6`$ parameters):

$$x^2(x1)^2\left(y^{}\right)^22y^{}x(x1)y(y1)+y^4\left[1\left(k_1k_2\right)^2\right]+$$

$$2y^3\left[\left(k_1+k_2\right)C1+2x\theta _x\left(1k_2\right)+2F_6\right]$$

$$y^2S+$$
(18)   
$$2yx\left[2k_1k_2(x+1)+2x\theta _x\left(1k_2\right)+2F_6\theta _0C\right]x^2\theta _0^2=0,$$

where $`C=(x+1)\left(k_1+k_2\right)+x\theta _x+\theta _1,`$

$$S=C^212x\theta _0\left(k_1+k_2\right)+4k_1k_2\left(x^2+x+1\right)+4x(x+1)(1k_2)\theta _x+4(x+1)F_6.$$

To start the Whitham asymptotic analysis we need also the modulation equation in addition to ansatz (18). It can be found in the following way. First replace variables $`x`$ to $`X`$ in formula (16) and differentiate it in $`X:`$

$$D_XdetA_6=\frac{z^4}{(zX)R^2(z)}\left(2k_1k_2+D_XF_6\right)+O\left(z^3\right).$$
(19)   
On the other hand we have condition (8) which is to be studied now. Thus we have the following:

$$D_zL_6(z,x)=\frac{A_x}{(zX)^2},D_zl_{22}=\frac{u_x}{(zX)^2},$$

whence obtain:

$$a_{11}D_zl_{22}=\frac{u_x}{R(z)(zX)^2}\left[z^2k_1+O(z)\right],$$

$$a_{22}D_zl_{11}=\frac{u_x+\theta _x}{R(z)(zX)^2}\left[z^2k_2+O(z)\right],$$

substitute into (8) and get:

$$D_XdetA_6=\frac{z^2\left[\overline{u}_x\left(k_1k_2\right)k_2\theta _x\right]+O(z)}{R(z)(zX)^2},$$
(20)   
where bar means averaging. Comparison of formulas (19) and (20) yields the modulation equation:

$$D_XF_6=\overline{u}_x\left(k_1k_2\right)k_2\theta _x2k_1k_2.$$
(21)   
One can as well rewrite (21) in the initial coordinates $`y,X.`$ To do this use

$$u_x\left(k_1k_2\right)=\frac{yX}{X(X1)}S,$$
(22)   
where

$$S=R(y)\widehat{u}^2+\widehat{u}\left[\theta _1(yX)+X\left(\theta _x+\theta _{\mathrm{}}\right)(y1)2k_2(y1)(yX)\right]+$$

$$k_2^2(y1)k_2\left(\theta _1+X\theta _x\right)Xk_1k_2.$$

Now substitute (22) into (21), again utilize (13), (14), (15), simplify and finally obtain the modulation equation:

$$D_XF_6=\frac{1}{2}\left(k_1k_2\right)D_X\overline{y}+\frac{\left(k_2k_1\right)\left(k_2k_1+1\right)}{2X(X1)}\overline{y^2}+$$
(23)   
$$\frac{\overline{y}}{X(X1)}S+$$

$$\frac{1}{2(X1)}\left[\theta _0\left(k_2k_1\right)+2X\left(2k_1k_2+\theta _x\right)+2k_2\left(k_1+k_2+\theta _1\right)+2F_6\right]$$

$$k_2\theta _x2k_1k_2,$$

where

$$S=\frac{1}{2}\left(k_2k_1\right)\left[X\left(k_2k_1\theta _x\right)+\theta _0+\theta _x+1\right]$$

$$X\left(2k_1k_2+\theta _x\right)k_2\left(k_1+k_2+\theta _1\right)F_6.$$

Here $`\overline{y}`$ denotes the mean for elliptic function $`y`$ specified by equation (18) where $`F_6`$ and $`X`$ (instead of $`x`$) are considered as parameters.

3. Partial solutions for the modulation equation and PVI.

Analysis of the system (18), (23) in generic form is cumbersome, moreover there is a question of the phase shift $`\mathrm{\Phi }`$ within the elliptic ansatz (5). This is why we start with the simplest solutions that correspond to strongly degenerate surface (18). While trying to find partial solution to (18) - (23) among elementary functions one can note asymptotic homogeneity of formula (18) for large $`x`$. Denote $`y=x\xi `$ and rewrite (18) in variables $`x\xi ^{}`$ and $`\xi `$. The discriminant for this polynomial looks as follows:

$$D=\xi ^4\left(k_2k_1\right)^22\xi ^3\left[\left(k_2+k_1\right)^2+2\theta _x\left(1k_2\right)+2F_6x^1+O\left(x^1\right)\right]+$$
(24)   
$$\xi ^2\left[\left(k_2+k_1\right)^2+4k_1k_2+4\theta _x\left(1k_2\right)+4F_6x^1+O\left(x^1\right)\right]$$

$$2\xi \left[2F_6x^2+O\left(x^2\right)\right]+O\left(x^2\right).$$

Seeking condition for strong degeneracy of the Riemann curve (18) one find out that the polynomial (24) tends to have two double roots if

$$\theta _x=0andF_6=2k_1k_2X+o(X),X\mathrm{},$$
(25)   
$$D=\xi ^2(\xi 1)^2\left(k_2k_1\right)^2+O\left(X^1\right).$$

In this case four branch points of the Riemann surface (18) asymptotically coinside pairwise (that is what we call double or strong degeneracy). Substituting condition (25) into (18) one easily obtains the appropriate asymptotics for solution: $`\xi =1+o(1)`$ and, therefore,

$$y=x+o(x),x\mathrm{},$$
(26)   
where $`o(x)`$ denotes terms that grow not faster than $`\mathrm{log}x.`$ One can also easily verify that solution (25), (26) suits the modulation equation (23).

So we have the following theorem.

Theorem 2. In the case of $`\theta _x=0(\delta =1/2)`$ the sixth Painlevé equation has a solution with asymptotics (26)<sup>1</sup><sup>1</sup>1Such a solution for PVI under $`\alpha =(2\mu 1)/2,\beta =\gamma =0,\delta =1/2`$ and half-integer $`\mu `$ was found in paper .

To prove this one should note in addition to mentioned above that strong degeneracy of the elliptic ansatz (18) transforms the phase shift $`\mathrm{\Phi }`$ in formula (5) into a shift in variable $`x`$ which can be found via simple iterative procedure computing terms of the series (26).