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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

\mbox{P}_{\mbox{\scriptsize I}}\mbox{P}_{\mbox{\scriptsize VI}} can be written as a Hamiltonian system

for suitable (non-autonomous) Hamiltonian functions \mathrm{H}(q,p,z).

§32.6(ii) First Painlevé Equation

The Hamiltonian for \mbox{P}_{\mbox{\scriptsize I}} is

32.6.2 \mathrm{H}_{\mbox{\scriptsize I}}(q,p,z)=\tfrac{1}{2}p^{2}-2q^{3}-zq,

and so

32.6.3 q^{\prime}=p,
32.6.4 p^{\prime}=6q^{2}+z.

Then q=w satisfies \mbox{P}_{\mbox{\scriptsize I}}. The function

32.6.5 \sigma=\mathrm{H}_{\mbox{\scriptsize I}}(q,p,z),

defined by (32.6.2) satisfies

32.6.6 \left(\sigma^{\prime\prime}\right)^{2}+4\left(\sigma^{\prime}\right)^{3}+2z%
\sigma^{\prime}-2\sigma=0.

Conversely, if \sigma is a solution of (32.6.6), then

32.6.7 q=-\sigma^{\prime},
32.6.8 p=-\sigma^{\prime\prime},

are solutions of (32.6.3) and (32.6.4).

§32.6(iii) Second Painlevé Equation

The Hamiltonian for \mbox{P}_{\mbox{\scriptsize II}} is

32.6.9 \mathrm{H}_{\mbox{\scriptsize II}}(q,p,z)=\tfrac{1}{2}p^{2}-(q^{2}+\tfrac{1}{2%
}z)p-(\alpha+\tfrac{1}{2})q,

and so

32.6.10 q^{\prime}=p-q^{2}-\tfrac{1}{2}z,
32.6.11 p^{\prime}=2qp+\alpha+\tfrac{1}{2}.

Then q=w satisfies \mbox{P}_{\mbox{\scriptsize II}} and p satisfies

32.6.12 pp^{\prime\prime}=\tfrac{1}{2}(p^{\prime})^{2}+2p^{3}-zp^{2}-\tfrac{1}{2}(%
\alpha+\tfrac{1}{2})^{2}.

The function \sigma(z)=\mathrm{H}_{\mbox{\scriptsize II}}(q,p,z) defined by (32.6.9) satisfies

32.6.13 \left(\sigma^{\prime\prime}\right)^{2}+4\left(\sigma^{\prime}\right)^{3}+2%
\sigma^{\prime}\left(z\sigma^{\prime}-\sigma\right)=\tfrac{1}{4}(\alpha+\tfrac%
{1}{2})^{2}.

Conversely, if \sigma(z) is a solution of (32.6.13), then

32.6.14 q=\ifrac{(4\sigma^{\prime\prime}+2\alpha+1)}{(8\sigma^{\prime})},
32.6.15 p=-2\sigma^{\prime},

are solutions of (32.6.10) and (32.6.11).

§32.6(iv) Third Painlevé Equation

The Hamiltonian for \mbox{P}_{\mbox{\scriptsize III}} is

32.6.16 z\mathrm{H}_{\mbox{\scriptsize III}}(q,p,z)=q^{2}p^{2}-{\left(\kappa_{\infty}%
zq^{2}+(2\theta_{0}+1)q-\kappa_{0}z\right)p}+\kappa_{\infty}(\theta_{0}+\theta%
_{\infty})zq,

and so

32.6.17 zq^{\prime}=2q^{2}p-\kappa_{\infty}zq^{2}-(2\theta_{0}+1)q+\kappa_{0}z,
32.6.18 zp^{\prime}=-2qp^{2}+2\kappa_{\infty}zqp+(2\theta_{0}+1)p-\kappa_{\infty}(%
\theta_{0}+\theta_{\infty})z.

Then q=w satisfies \mbox{P}_{\mbox{\scriptsize III}} with

The function

32.6.20 \sigma=z\mathrm{H}_{\mbox{\scriptsize III}}(q,p,z)+pq+\theta_{0}^{2}-\tfrac{1}%
{2}\kappa_{0}\kappa_{\infty}z^{2}

defined by (32.6.16) satisfies

32.6.21 (z\sigma^{\prime\prime}-\sigma^{\prime})^{2}+2\left((\sigma^{\prime})^{2}-%
\kappa_{0}^{2}\kappa_{\infty}^{2}z^{2}\right)(z\sigma^{\prime}-2\sigma)+8%
\kappa_{0}\kappa_{\infty}\theta_{0}\theta_{\infty}z\sigma^{\prime}=4\kappa_{0}%
^{2}\kappa_{\infty}^{2}(\theta_{0}^{2}+\theta_{\infty}^{2})z^{2}.

Conversely, if \sigma is a solution of (32.6.21), then

32.6.22 q=\frac{\kappa_{0}\left(z\sigma^{\prime\prime}-(2\theta_{0}+1)\sigma^{\prime}+%
2\kappa_{0}\kappa_{\infty}\theta_{\infty}z\right)}{\kappa_{0}^{2}\kappa_{%
\infty}^{2}z^{2}-(\sigma^{\prime})^{2}},
32.6.23 p=\ifrac{(\sigma^{\prime}+\kappa_{0}\kappa_{\infty}z)}{(2\kappa_{0})},

are solutions of (32.6.17) and (32.6.18).

The Hamiltonian for \mbox{P}^{\prime}_{\mbox{\scriptsize III}}32.2(iii)) is

32.6.24 \zeta\mathrm{H}_{\mbox{\scriptsize III}}(q,p,\zeta)=q^{2}p^{2}-\left(\eta_{%
\infty}q^{2}+\theta_{0}q-\eta_{0}\zeta\right)p+\tfrac{1}{2}\eta_{\infty}(%
\theta_{0}+\theta_{\infty})q,

and so

32.6.25 \zeta q^{\prime}=2q^{2}p-\eta_{\infty}q^{2}-\theta_{0}q+\eta_{0}\zeta,
32.6.26 \zeta p^{\prime}=-2qp^{2}+2\eta_{\infty}qp+\theta_{0}p-\tfrac{1}{2}\eta_{%
\infty}(\theta_{0}+\theta_{1}).

Then q=u satisfies \mbox{P}^{\prime}_{\mbox{\scriptsize III}} with

The function

32.6.28 \sigma=\zeta\mathrm{H}_{\mbox{\scriptsize III}}(q,p,\zeta)+\tfrac{1}{4}\theta_%
{0}^{2}-\tfrac{1}{2}\eta_{0}\eta_{\infty}\zeta

defined by (32.6.24) satisfies

32.6.29 \zeta^{2}(\sigma^{\prime\prime})^{2}+\left(4(\sigma^{\prime})^{2}-\eta_{0}^{2}%
\eta_{\infty}^{2}\right)(\zeta\sigma^{\prime}-\sigma)+\eta_{0}\eta_{\infty}%
\theta_{0}\theta_{\infty}\sigma^{\prime}=\tfrac{1}{4}\eta_{0}^{2}\eta_{\infty}%
^{2}(\theta_{0}^{2}+\theta_{\infty}^{2}).

Conversely, if \sigma is a solution of (32.6.29), then

32.6.30 q=\frac{\eta_{0}\left(\zeta\sigma^{\prime\prime}-2\theta_{0}\sigma^{\prime}+%
\eta_{0}\eta_{\infty}\theta_{\infty}\right)}{\eta_{0}^{2}\eta_{\infty}^{2}-4(%
\sigma^{\prime})^{2}},
32.6.31 p=\ifrac{(2\sigma^{\prime}+\eta_{0}\eta_{\infty}\zeta)}{(2\eta_{0})},

are solutions of (32.6.25) and (32.6.26).

The Hamiltonian for \mbox{P}_{\mbox{\scriptsize III}} with \gamma=0 is

32.6.32 z\mathrm{H}_{\mbox{\scriptsize III}}(q,p,z)=q^{2}p^{2}+(\theta q-\kappa_{0}z)p%
-\kappa_{\infty}zq,

and so

32.6.33 zq^{\prime}=2q^{2}p+\theta q-\kappa_{0}z,
32.6.34 zp^{\prime}=-2qp^{2}-\theta p+\kappa_{\infty}z.

Then q=w satisfies \mbox{P}_{\mbox{\scriptsize III}} with

The function

32.6.36 \sigma=z\mathrm{H}_{\mbox{\scriptsize III}}(q,p,z)+pq+\tfrac{1}{4}(\theta+1)^{2}

defined by (32.6.32) satisfies

32.6.37 (z\sigma^{\prime\prime}-\sigma^{\prime})^{2}+2(\sigma^{\prime})^{2}(z\sigma^{%
\prime}-2\sigma)-4\kappa_{0}\kappa_{\infty}(\theta+1)\theta_{\infty}z\sigma^{%
\prime}=4\kappa_{0}^{2}\kappa_{\infty}^{2}z^{2}.

Conversely, if \sigma is a solution of (32.6.37), then

32.6.38 q=\ifrac{\kappa_{0}\left(z\sigma^{\prime\prime}-\theta\sigma^{\prime}+2\kappa_%
{0}\kappa_{\infty}z\right)}{(\sigma^{\prime})^{2}},
32.6.39 p=\ifrac{\sigma^{\prime}}{(2\kappa_{0})},

are solutions of (32.6.33) and (32.6.34).

§32.6(v) Other Painlevé Equations

For Hamiltonian structure for \mbox{P}_{\mbox{\scriptsize IV}} see Jimbo and Miwa (1981), Okamoto (1986); also Forrester and Witte (2001).

For Hamiltonian structure for \mbox{P}_{\mbox{\scriptsize V}} see Jimbo and Miwa (1981), Okamoto (1987b); also Forrester and Witte (2002).

For Hamiltonian structure for \mbox{P}_{\mbox{\scriptsize VI}} see Jimbo and Miwa (1981) and Okamoto (1987a); also Forrester and Witte (2004).