32 Painlevé TranscendentsProperties

§32.6 Hamiltonian Structure

Contents
  1. §32.6(i) Introduction
  2. §32.6(ii) First Painlevé Equation
  3. §32.6(iii) Second Painlevé Equation
  4. §32.6(iv) Third Painlevé Equation
  5. §32.6(v) Other Painlevé Equations

§32.6(i) Introduction

PI–PVI can be written as a Hamiltonian system

for suitable (non-autonomous) Hamiltonian functions H⁡(q,p,z).

§32.6(ii) First Painlevé Equation

The Hamiltonian for PI is

32.6.2 HI⁡(q,p,z)=12⁢p2−2⁢q3−z⁢q,

and so

32.6.3 q′=p,
32.6.4 p′=6⁢q2+z.

Then q=w satisfies PI. The function

32.6.5 σ=HI⁡(q,p,z),

defined by (32.6.2) satisfies

32.6.6 (σ′′)2+4⁢(σ′)3+2⁢z⁢σ′−2⁢σ=0.

Conversely, if σ is a solution of (32.6.6), then

32.6.7 q=−σ′,
32.6.8 p=−σ′′,

are solutions of (32.6.3) and (32.6.4).

§32.6(iii) Second Painlevé Equation

The Hamiltonian for PII is

32.6.9 HII⁡(q,p,z)=12⁢p2−(q2+12⁢z)⁢p−(α+12)⁢q,

and so

32.6.10 q′=p−q2−12⁢z,
32.6.11 p′=2⁢q⁢p+α+12.

Then q=w satisfies PII and p satisfies

32.6.12 p⁢p′′=12⁢(p′)2+2⁢p3−z⁢p2−12⁢(α+12)2.

The function σ⁡(z)=HII⁡(q,p,z) defined by (32.6.9) satisfies

32.6.13 (σ′′)2+4⁢(σ′)3+2⁢σ′⁡(z⁢σ′−σ)=14⁢(α+12)2.

Conversely, if σ⁡(z) is a solution of (32.6.13), then

32.6.14 q=(4⁢σ′′+2⁢α+1)/(8⁢σ′),
32.6.15 p=−2⁢σ′,

are solutions of (32.6.10) and (32.6.11).

§32.6(iv) Third Painlevé Equation

The Hamiltonian for PIII is

32.6.16 z⁢HIII⁡(q,p,z)=q2⁢p2−(κ∞⁢z⁢q2+(2⁢θ0+1)⁢q−κ0⁢z)⁢p+κ∞⁢(θ0+θ∞)⁢z⁢q,

and so

32.6.17 z⁢q′ =2⁢q2⁢p−κ∞⁢z⁢q2−(2⁢θ0+1)⁢q+κ0⁢z,
32.6.18 z⁢p′ =−2⁢q⁢p2+2⁢κ∞⁢z⁢q⁢p+(2⁢θ0+1)⁢p−κ∞⁢(θ0+θ∞)⁢z.

Then q=w satisfies PIII with

32.6.19 (α,β,γ,δ)=(−2⁢κ∞⁢θ∞,2⁢κ0⁢(θ0+1),κ∞2,−κ02).

The function

32.6.20 σ=z⁢HIII⁡(q,p,z)+p⁢q+θ02−12⁢κ0⁢κ∞⁢z2

defined by (32.6.16) satisfies

32.6.21 (z⁢σ′′−σ′)2+2⁢((σ′)2−κ02⁢κ∞2⁢z2)⁢(z⁢σ′−2⁢σ)+8⁢κ0⁢κ∞⁢θ0⁢θ∞⁢z⁢σ′=4⁢κ02⁢κ∞2⁢(θ02+θ∞2)⁢z2.

Conversely, if σ is a solution of (32.6.21), then

32.6.22 q=κ0⁢(z⁢σ′′−(2⁢θ0+1)⁢σ′+2⁢κ0⁢κ∞⁢θ∞⁢z)κ02⁢κ∞2⁢z2−(σ′)2,
32.6.23 p=(σ′+κ0⁢κ∞⁢z)/(2⁢κ0),

are solutions of (32.6.17) and (32.6.18).

The Hamiltonian for PIII′ (§32.2(iii)) is

32.6.24 ζ⁢HIII⁡(q,p,ζ)=q2⁢p2−(η∞⁢q2+θ0⁢q−η0⁢ζ)⁢p+12⁢η∞⁢(θ0+θ∞)⁢q,

and so

32.6.25 ζ⁢q′=2⁢q2⁢p−η∞⁢q2−θ0⁢q+η0⁢ζ,
32.6.26 ζ⁢p′=−2⁢q⁢p2+2⁢η∞⁢q⁢p+θ0⁢p−12⁢η∞⁢(θ0+θ1).

Then q=u satisfies PIII′ with

32.6.27 (α,β,γ,δ)=(−4⁢η∞⁢θ∞,4⁢η0⁢(θ0+1),4⁢η∞2,−4⁢η02).

The function

32.6.28 σ=ζ⁢HIII⁡(q,p,ζ)+14⁢θ02−12⁢η0⁢η∞⁢ζ

defined by (32.6.24) satisfies

32.6.29 ζ2⁢(σ′′)2+(4⁢(σ′)2−η02⁢η∞2)⁢(ζ⁢σ′−σ)+η0⁢η∞⁢θ0⁢θ∞⁢σ′=14⁢η02⁢η∞2⁢(θ02+θ∞2).

Conversely, if σ is a solution of (32.6.29), then

32.6.30 q=η0⁢(ζ⁢σ′′−2⁢θ0⁢σ′+η0⁢η∞⁢θ∞)η02⁢η∞2−4⁢(σ′)2,
32.6.31 p=(2⁢σ′+η0⁢η∞⁢ζ)/(2⁢η0),

are solutions of (32.6.25) and (32.6.26).

The Hamiltonian for PIII with γ=0 is

32.6.32 z⁢HIII⁡(q,p,z)=q2⁢p2+(θ⁢q−κ0⁢z)⁢p−κ∞⁢z⁢q,

and so

32.6.33 z⁢q′=2⁢q2⁢p+θ⁢q−κ0⁢z,
32.6.34 z⁢p′=−2⁢q⁢p2−θ⁢p+κ∞⁢z.

Then q=w satisfies PIII with

32.6.35 (α,β,γ,δ)=(2⁢κ∞,κ0⁢(θ−1),0,−κ02).

The function

32.6.36 σ=z⁢HIII⁡(q,p,z)+p⁢q+14⁢(θ+1)2

defined by (32.6.32) satisfies

32.6.37 (z⁢σ′′−σ′)2+2⁢(σ′)2⁢(z⁢σ′−2⁢σ)−4⁢κ0⁢κ∞⁢(θ+1)⁢θ∞⁢z⁢σ′=4⁢κ02⁢κ∞2⁢z2.

Conversely, if σ is a solution of (32.6.37), then

32.6.38 q=κ0⁢(z⁢σ′′−θ⁢σ′+2⁢κ0⁢κ∞⁢z)/(σ′)2,
32.6.39 p=σ′/(2⁢κ0),

are solutions of (32.6.33) and (32.6.34).

§32.6(v) Other Painlevé Equations

For Hamiltonian structure for PIV see Jimbo and Miwa (1981), Okamoto (1986); also Forrester and Witte (2001).

For Hamiltonian structure for PV see Jimbo and Miwa (1981), Okamoto (1987b); also Forrester and Witte (2002).

For Hamiltonian structure for PVI see Jimbo and Miwa (1981) and Okamoto (1987a); also Forrester and Witte (2004).