# An Application of the Schwarzian DerivativeTalk given by B. Zhou at the CCAST Workshop on Integrable System, Beijing, May 4–7.

## 1 Notations and Conventions

Let $`f`$ be an arbitrary function of $`r`$ and $`f^{}`$ be its derivative. The notation $`f(r)`$ always represents the value of the function $`f`$ at $`r`$. Similarly, $`f^{}(r)`$ is the value of the function $`f^{}`$ at $`r`$.

For two functions $`f`$ and $`g`$, $`fg`$ is their product<sup>1</sup><sup>1</sup>1We denote $`ff`$ by $`f^2`$, $`fff`$ by $`f^3`$, and so on., and $`{\displaystyle \frac{f}{g}}`$ is their division, while the composition of two functions $`f`$ and $`g`$ is denoted by $`fg`$. These functions are defined by

$`(fg)(r)`$ $`=`$ $`f(r)g(r),`$ (10)   
$`\left({\displaystyle \frac{f}{g}}\right)(r)`$ $`=`$ $`{\displaystyle \frac{f(r)}{g(r)}},`$ (11)   
$`(fg)(r)`$ $`=`$ $`f(g(r)).`$ (12)   
For product of three or more functions we assume that the composition of two functions has a higher rank of precedence of associavity than the products of functions. Nevertheless the symbol $`{\displaystyle \frac{f}{g}}`$ is considered to be a pure entity and can’t be broken. To understand these conventions we have the following examples:

$`fgh=ghf=f(gh),`$ (13)   
$`{\displaystyle \frac{f}{g}}h=\left({\displaystyle \frac{f}{g}}\right)h={\displaystyle \frac{fh}{gh}}.`$ (14)   
If $`k`$ or $``$, we define a function $`l_k`$ as the multiplication of its variable with the number $`k`$, i.e.,

$$l_k(r)=kr.$$

For convenience we also consider $`k`$ itself as a constant function taking the value $`k`$:

$$k(r)=k.$$

Other functions such as the power function $`r^s`$ with real number $`s`$ and the exponential function $`e^r`$ are denoted by $`p_s`$ and $`\mathrm{exp}`$ and other elementary functions are denoted by their standard mathematical symbols.

With these conventions, we can derive the following derivative rules:

$$\begin{array}{cc}l_k^{}=k,\hfill & k^{}=0,\hfill \\ p_s^{}=sp_{s1}\hfill & \mathrm{arctan}^{}=\frac{1}{1+p_2},\hfill \\ \mathrm{exp}^{}=\mathrm{exp},\hfill & \mathrm{ln}^{}=p_1,\hfill \end{array}$$
(15)   
and the derivative rule for composition of function is

$$(fg)^{}=g^{}f^{}g$$
(16)   
## 2 Some Properties of the Schwarzian Derivative

Now we list some elementary properties of the Schwarzian derivative.

(1) If $`f`$ and $`g`$ are two functions, we have

$$S(fg)=(g^{})^2S(f)g+S(g).$$
(17)   
(2) If $`f={\displaystyle \frac{l_a+b}{l_c+d}}`$ for some numbers $`a`$, $`b`$, $`c`$ and $`d`$, namely, $`f(r)={\displaystyle \frac{ar+b}{cr+d}}`$, then

$$S\left(\frac{l_a+b}{l_c+d}\right)=0.$$
(18)   
This is the well-know fact that the fractional linear transformation is a global conformal transformation of the complex sphere. By using this result we have

$$S\left(\frac{l_a+b}{l_c+d}g\right)=S(g).$$
(19)   
That is to say, if $`g`$ is a special solution of the equation $`S(f)=R`$, the general solution will be

$$f=\frac{l_a+b}{l_c+d}g=\frac{ag+b}{cg+d}$$
(20)   
with constants $`a`$, $`b`$, $`c`$, $`d`$ such that $`adbc=1`$.

(3) For $`s`$, we have

$`S(l_k)`$ $`=`$ $`0,`$ (21)   
$`S(p_s)`$ $`=`$ $`{\displaystyle \frac{s^21}{2p_2}},`$ (22)   
$`S(\mathrm{exp})`$ $`=`$ $`{\displaystyle \frac{1}{2}},`$ (23)   
$`S(\mathrm{ln})`$ $`=`$ $`{\displaystyle \frac{1}{2p_2}},`$ (24)   
$`S(\mathrm{tan})`$ $`=`$ $`2,`$ (25)   
$`S(\mathrm{arctan})`$ $`=`$ $`{\displaystyle \frac{2}{(1+p_2)^2}}.`$ (26)   
## 3 The Complete Solution of Eq. (9)

The function $`\stackrel{~}{R}`$ in Eq. (9) is

$$\stackrel{~}{R}=\frac{\stackrel{~}{d}^21}{2p_2}+\frac{\stackrel{~}{\mathrm{\Lambda }}p_{2\stackrel{~}{d}2}}{2}\frac{1}{(C_2+C_1p_2)^2}p_{\stackrel{~}{d}}.$$
(27)   
For $`C_1C_2>0`$, we have

$`\stackrel{~}{R}`$ $`=`$ $`S(p_{\stackrel{~}{d}})+(p_{\stackrel{~}{d}}^{})^2S(h_1)p_{\stackrel{~}{d}}`$ (28)   
$`=`$ $`S(h_1p_{\stackrel{~}{d}})`$   
where $`h_1`$ is a yet-unknown function such that

$`S(h_1)`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{\mathrm{\Lambda }}}{2\stackrel{~}{d}^2C_2^2}}{\displaystyle \frac{1}{(1+\frac{C_1}{C_2}p_2)^2}}`$ (29)   
$`=`$ $`S(l_{\sqrt{C_1/C_2}})+(l_{\sqrt{C_1/C_2}}^{})^2{\displaystyle \frac{\stackrel{~}{\mathrm{\Lambda }}}{2\stackrel{~}{d}^2C_1C_2}}{\displaystyle \frac{1}{(1+p_2)^2}}l_{\sqrt{C_1/C_2}}`$   
$`=`$ $`S(h_2l_{\sqrt{C_1/C_2}}).`$   
Now we want to find a function $`h_2`$ such that

$`S(h_2)`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{\mathrm{\Lambda }}}{2\stackrel{~}{d}^2C_1C_2}}{\displaystyle \frac{1}{(1+p_2)^2}}`$ (30)   
$`=`$ $`S(\mathrm{arctan})+{\displaystyle \frac{\mathrm{\Delta }K}{2\stackrel{~}{d}^2C_1C_2}}{\displaystyle \frac{1}{(1+p_2)^2}}`$   
$`=`$ $`S(\mathrm{arctan})+(\mathrm{arctan}^{})^2{\displaystyle \frac{\mathrm{\Delta }K}{2\stackrel{~}{d}^2C_1C_2}}\mathrm{arctan}`$   
$`=`$ $`S(h_3\mathrm{arctan}).`$   
Note that in the third line we have considered $`{\displaystyle \frac{\mathrm{\Delta }K}{2\stackrel{~}{d}^2C_1C_2}}`$ to be a constant function. The function $`h_3`$ in the above is easy to find to be $`\mathrm{tan}l_k`$ with

$$k=\frac{1}{2\stackrel{~}{d}}\sqrt{\frac{\mathrm{\Delta }K}{C_1C_2}},$$
(31)   
because

$`S(h_3)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }K}{2\stackrel{~}{d}^2C_1C_2}}`$ (32)   
$`=`$ $`S(l_k)+(l_k^{})^2S(\mathrm{tan})l_k`$   
$`=`$ $`S(\mathrm{tan}l_k).`$   
Combining all the above steps, one finds that

$$\stackrel{~}{R}=S(\mathrm{tan}l_k\mathrm{arctan}l_{\sqrt{C_1/C_2}}p_{\stackrel{~}{d}}).$$
(33)   
and a special solution of eq. (9) is found to be:

$$g_0=\mathrm{tan}l_k\mathrm{arctan}l_{\sqrt{C_1/C_2}}p_{\stackrel{~}{d}},$$
(34)   
namely,

$$g_0(r)=\mathrm{tan}\left(k\mathrm{arctan}\sqrt{\frac{C_1}{C_2}}r^{\stackrel{~}{d}}\right).$$
(35)   
The special case considered in  corresponds to $`k=1`$. By using Mathematica, one can easily check that the above function is indeed a solution of eq. (9).

The general solution of eq. (9) is obtained from the above special solution, eq. (35), by an arbitrary $`SL(2,R)`$ transformation:

$$g(r)=\frac{a_0g_0(r)+b_0}{c_0g_0(r)+d_0},$$
(36)   
where $`a_0`$, $`b_0`$, $`c_0`$ and $`d_0`$ consist of an $`SL(2,R)`$ matrix:

$$a_0d_0b_0c_0=1.$$
(37)   
Here we have three independent constants. This is the right number for a third order ordinary differential equation. So we obtain the complete solution to eq. (9).

With this general solution in hand one can proceed to obtain the general solution of (3). For details please see .

## 4 More examples

There are also other examples which can be solved by the above method. One example comes from the special case $`\stackrel{~}{d}=0`$ and the equation is as follows ($`\mathrm{\Delta }=a^2`$):

$$Y^{\prime \prime }\frac{a^2}{2}(Y^{})^2+Q(r)Y^{}=R(r)$$
(38)   
where

$`Q(r)`$ $`=`$ $`{\displaystyle \frac{1+a^2}{r}}+{\displaystyle \frac{1+aC_3}{r\mathrm{ln}\frac{r_0}{r}}},`$ (39)   
$`R(r)`$ $`=`$ $`{\displaystyle \frac{a^2}{2r^2}}+{\displaystyle \frac{1+aC_3}{r^2\mathrm{ln}\frac{r_0}{r}}}+{\displaystyle \frac{C_3^2}{2r^2\left(\mathrm{ln}\frac{r_0}{r}\right)^2}}+{\displaystyle \frac{(D3)C_4^24C_44(D1)}{4(D2)r^2\left(\mathrm{ln}\frac{r_0}{r}\right)^2}}.`$ (40)   
In terms of

$$g(r)=𝑑re^{a^2Y{\scriptscriptstyle Q(r)𝑑r}},$$
(41)   
or, equivalently,

$$Y=\frac{1}{a^2}(\mathrm{ln}(g^{})+Q(r)𝑑r),$$
(42)   
the equation for $`Y`$ can be written as

$$S(g)=\stackrel{~}{R}(r),$$
(43)   
where $`S(g)`$ is the Schwarzian derivative of $`g`$ and

$`\stackrel{~}{R}(r)`$ $`=`$ $`a^2R(r)Q^{}(r){\displaystyle \frac{1}{2}}Q^2(r)`$ (44)   
$`=`$ $`{\displaystyle \frac{1}{2r^2}}+{\displaystyle \frac{1K}{2r^2\left(\mathrm{ln}\frac{r_0}{r}\right)^2}}`$   
with

$$K=4(1+aC_3)+\frac{4(D1)+4C_4(D3)C_4^2}{2(D2)}a^2.$$
(45)   
For different choices of $`K`$ the special solution is as follows:

(1) For $`K=0`$,

$$g_0=\mathrm{ln}\left|\mathrm{ln}\frac{r_0}{r}\right|;$$
(46)   
(2) For $`K>0`$ ($`k=\sqrt{K}`$),

$$g_0=\left|\mathrm{ln}\frac{r_0}{r}\right|^k;$$
(47)   
(3) For $`K<0`$ ($`k=\sqrt{K}`$),

$$g_0=\mathrm{tan}\left(\frac{k}{2}\mathrm{ln}\left|\mathrm{ln}\frac{r_0}{r}\right|\right).$$
(48)   
For more examples and extensive discussions, we refer the readers to .

## Acknowledgments

We would like to thank Han-Ying Guo, Yi-hong Gao, Ke Wu, Ming Yu, Zhu-jun Zheng and Zhong-Yuan Zhu for discussions. This work is supported in part by funds from Chinese National Science Foundation and Pandeng Project. C.-J. Zhu would like to thank the Abdus Salam International Center for Theoretical Physics for hospitality at the Extended Workshop on String Theory (June 1st–July 16th, 1999, Trieste, Italy). He would also like to thank SISSA/ISAS (International School for Advanced Studies, Trieste, Italy) for hospitality where we finally find the time to finish the writing of this note.