Global asymptotics of the sixth Painlevé equation in Okamoto’s space
Abstract.
We study dynamics of solutions in the initial value space of the sixth Painlevé equation as the independent variable approaches zero. Our main results describe the repeller set, show that the number of poles and zeroes of general solutions is unbounded, and that the complex limit set of each solution exists and is compact and connected.
2000 Mathematics Subject Classification:
34M55, 34E05, 34M30, 14E151. Introduction
In this paper, we consider the celebrated equation
(1.1) |
for , , in its initial value space, where initial values are given at a point , for small .
The equation is the sixth Painlevé equation, first derived in [7] from deformations of a linear system with four regular singular points, a generalization of Gauss’ hypergeometric equation; we will refer to it as . Subsequently, it was recognized as the most general equation in the study of second-order ODEs whose movable singularities are poles [9, 31]. It has been studied widely because of its relation to mathematical physics and algebraic geometry; see [16, 25]. For special values of the parameters , has algebraic and elliptic solutions that turn out to be related to a broad range of mathematical structures; see [3, 23] and references therein. For generic parameters, the solutions are higher transcendental functions that cannot be expressed in terms of algebraic or classical functions [36].
A large amount of work has been devoted to the description of these higher transcendental solutions. In this paper, we study global properties of such solutions of in the limit as in its initial value space (see Okamoto [28]). Under appropriate Möbius transformations of the variables [29], our results also apply in the limit as approaches or . Further information and properties of are given in §1.1 below.
Our starting point is the equivalent non-autonomous Hamiltonian system
(1.2a) | |||
(1.2b) |
with Hamiltonian
We will refer to the right side of Equations (1.2) as the Painlevé vector field and use the terminology
To see that the system (1.2) is equivalent to (as shown by [30]), note that is given by Equation (1.2a) as
Substituting this into Equation (1.2b) gives .
The Painlevé vector field becomes undefined at certain points in . Those points correspond to the following initial values of the system (1.2): or or . Okamoto [28] showed how to regularize the system at such points. For each , he compactified the space of initial values to a smooth complex surface . The flow of the Painlevé vector field is well-defined in , which we refer to as Okamoto’s space of initial values.
Our main purpose is to describe the significant features of the flow in the singular limit . In similar studies of the first, second, and fourth Painlevé equations [5, 17, 19] in singular limits, we showed that successive resolutions of the Painlevé vector field at base points terminates after nine blow-ups of , while for the fifth and third Painlevé equations we showed that the construction consists of eleven blow-ups and two blow-downs [20, 21]. The initial value space in each case is then obtained by removing the infinity set, denoted , which are blow-ups of points not reached by any solution.
Our main results fall into three parts:
- (a)
-
(b)
Numbers of poles and zeroes: In Corollary 6.10, we prove that each solution that is sufficiently close to has a pole in a neighbourhood of the corresponding value of the independent variable. Moreover, Theorem 7.4 shows that each solution with essential singularity at has infinitely many poles and infinitely many zeroes in each neighbourhood of that point.
-
(c)
The complex limit set: We prove in Theorem 7.2 that the limit set for each solution is non-empty, compact, connected, and invariant under the flow of the autonomous equation obtained as .
1.1. Background
is the top equation in the well-known list of six Painlevé equations. Each of the remaining Painlevé equations can be obtained as a limiting form of .
To describe the complex analytic properties of their solutions, we recall that a normalized differential equation of the form gives rise to two types of singularities, i.e., where the solution is not holomorphic. A solution may have a fixed singularity where fails to be holomorphic; in the case of , these lie at . The solutions may also have movable singularities. A movable singularity is a singularity whose location changes in a continuous fashion when going from one solution to a neighbouring solution under small changes in the initial conditions. We note that this informal definition, which is somewhat difficult to make more precise, dates back to Fuchs [6, p.699].
was discovered by R. Fuchs in 1905 [7] in his study of deformations of a linear system of differential equations with four regular singularities, generalizing Gauss’ hypergeometric equation. The latter has three regular singularities, placed at , , and by convention, and Fuchs took the fourth one to be at a location, which is deformable. The compatibility of the linear system with the deformation equation gives rise to .
It is well known that also has an elliptic form, which arises when we introduce an incomplete elliptic integral on a curve parametrized by . then becomes expressible in terms of the Picard-Fuchs equation for the corresponding elliptic curve. This form has been used for the investigation of its special solutions, which exist for special parameter values. This fact was rediscovered by Manin [25] in his study of the mirror symmetries of the projective plane.
Given a Painlevé equation and not equal to a fixed singularity of the equation, Okamoto showed [28] that the space of initial values forms a connected, compactified and regularised space corresponding to a nine-point blow-up of the two-complex-dimensional projective space . For each given , this is recognizable as an elliptic surface. These elliptic surfaces form fibres of a vector bundle as varies, with as the base space. Starting with a point (initial value) on such a fibre, a solution of the Painlevé equation follows a trajectory that pierces each successive fibre, forming leaves of a foliated vector bundle [26].
1.2. Outline of the paper
The plan of the paper is as follows. In §3, we construct the surface . We define the notation and describe the results, with detailed calculations being provided in Appendix B. In §4, we describe the corresponding vector field for the limit . The movable singularities of correspond to points where the Painlevé vector field becomes unbounded. In §5, we consider neighbourhoods of exceptional lines where this occurs. Estimates of the Painlevé vector field as approaches are deduced in §6. In §7, we consider the limit set. Finally, we give concluding remarks in §8.
2. Resolution of singularities
In this section, we explain how to construct the space of initial values for the system (1.2). The notion of initial value spaces described in Definition 2.2 is based on foliation theory, and we start by first motivating the reason for this construction. We then explain how to construct such a space by carrying out resolutions or blow-ups, based on the process described in Definition 2.3.
The system (1.2) is a system of two first-order ordinary differential equations for . Given initial values at , local existence and uniqueness theorems provide a solution that is defined on a local polydisk in , where and . Our interest lies in global extensions of these local solutions.
However, the occurence of movable poles in the Painlevé transcendents acts as a barrier to the extension of to the whole domain of (1.2). The first step to overcome this obstruction is to compactify the space , in order to include the poles. We carry this out by embedding into the first Hirzebruch surface [15, 1]. is a projective space covered by four affine coordinate charts (given in §3).
The next step in this process results from the occurence of singularities in the Painlevé vector field (1.2) in . By the term singularity we mean points where becomes either unbounded or undefined because at least one component approaches the undefined limit . We are led therefore to construct a space in which the points where the singularities appear are regularised. The process of regularisation is called “blowing up” or resolving a singularity.
The appearance of these singularities is related to the irreducibility of the solutions of Painlevé equations, originally due to Painlevé [31], which we have restated below in modern terminology. A function is said to be reducible to another function if it is related to it through a series of allowable operations (described by Painlevé and itemized as (O), (P1)–(P5) in [34, p.33]).
Theorem 2.1.
If the space of initial values for a differential equation is a compact rational variety, then the equation can be reduced either to a linear differential equation of higher order or to an equation governing elliptic functions.
Modern proofs of the irreducibility of the Painlevé equations have been developed by many authors, including Malgrange [24], Umemura [35, 34] and Watanabe [36]. Since the Hirzebruch surface is a compact rational variety, the above theorem implies that it cannot be the space of initial values for (1.2).
We are now in a position to define the notion of initial value space.
Definition 2.2 ([10], [12, 11, 28]).
Let be a complex analytic fibration, a foliation of , and a holomorphic differential system on , such that:
-
•
the leaves of correspond to the solutions of ;
-
•
the leaves of are transversal to the fibres of ;
-
•
for each path in the base and each point , such that , the path can be lifted into the leaf of containing point .
Then each fibre of the fibration is called a space of initial values for the system .
The properties listed in Definition 2.2 imply that each leaf of the foliation is isomorphic to the base . Since the transcendental solutions of the sixth Painlevé equation can be globally extended as meromorphic functions of , we search for the fibration with the base equal to .
In order to construct the fibration, we apply the blow-up procedure, defined below [14, 13, 4] to the singularities of the system (1.2) that occur where at least one component becomes undefined of the form . Okamoto [28] showed that such singular points are contained in the closure of infinitely many leaves. Moreover, these leaves are holomorphically extended at such a point.
Definition 2.3.
The blow-up of the plane at point is the closed subset of defined by the equation , where and , see Figure 2.1. There is a natural morphism , which is the restriction of the projection from to the first factor. is the projective line , called the exceptional line.

Remark 2.4.
Notice that the points of the exceptional line are in bijective correspondence with the lines containing . On the other hand, is an isomorphism between and . More generally, any complex two-dimensional surface can be blown up at a point [14, 13, 4]. In a local chart around that point, the construction will look the same as described for the case of the plane.
Notice that the blow-up construction separates the lines containing the point in Definition 2.3, as shown in Figure 2.1. In this way, the solutions of (1.2) containing the same point can be separated. Additional blow-ups may be required if the solutions have a common tangent line or a tangency of higher order at such a point. The explicit resolution of the vector field (1.2) is carried out in Appendix B.
Okamoto described so called singular points of the first class that are not contained in the closure of any leaf of the foliation given by the system of differential equations. At such points, the corresponding vector field is infinite.
3. The construction of Okamoto’s space
In this section, we construct Okamoto’s space of initial values, in such a way as to ensure that the process yields a well-defined compact surface if we set . We start by defining a new time coordinate , or , suitable for taking the limit , and rewrite the dependent variables as
For conciseness, we continue to use the notation where needed.
Denoting -derivatives by dots, we get or, equivalently
(3.1) |
where
Suppose we are given . We compactify the space of initial values to the first Hirzebruch surface [15], which is covered by four affine charts in [1]
Let be the unique section of the natural projection defined by . Then, is given by and the self-intersection of its divisor class is . We identify four particular fibers of this projection:
Note that as fibers of the projection, these lines all have self-intersection . Then is given by , where
This section , called a “horizontal line” in the following, by a small abuse of common terminology, is topologically equivalent to the formal sum in . In particular, its self-intersection number is given by , where the dot denots the intersection form of divisor classes in the Picard group of the surface.
In each chart, the vector field respectively becomes
One realizes that the vector field is infinite on . More precisely, it is infinite or undetermined precisely there. We use the term base point for points where the vector field becomes undetermined. For example, the point in the coordinate chart is a base point because the equation for approaches as . In total, we find the following five base points in , possibly visible in several charts. This initial situation is summarized in Table LABEL:table:base-points and Figure 3.1. Where needed in figures, we indicate the self-intersection number of an exceptional divisor by annotating it by .
Okamoto’s procedure consists in resolving the vector field by successively blowing up the base points until the vector field becomes determined. Since later on we need a well-defined compact surface if we set , we may not blow up and simultaneously. As detailed in Appendix B.1.1, the blow-up of with after consists of replacing the charts and by the following five -charts, endowed with the obvious rational transition maps,
For each , what formerly was the point is now replaced by an exceptional line
of self-intersection . The strict transform of , i.e. the closure of after blow-up is given by
As a general fact, each time we blow up a point on a curve, the self-intersection number of the strict transformation of the curve is the former self-intersection number decreased by unity. Since here we have blown up three points, has self-intersection number . The blow-up of consists of removing the point (corresponding to ) from the chart and replacing the chart by the following pair of -charts.
Again we obtain an exceptional line and a strict transform such that , where
In each of the seven new charts that we have to add to in order to fully describe the surface resulting of after this first sequence of blow-ups, we again look at the resulting vector field (see section B.1.2) and find the following base points, including the still unresolved . The situation is summarized in Table 3.2.
In Figure 3.2, the notation “” again indicates “self-intersection number equal to ”. Moreover, as a visual guideline, we again included the strict transforms of the former vertical lines Those have self-intersection .
We blow-up the remaining base points by replacing each chart by a pair of -charts with corresponding index as follows, and then removing the already blown up base points that are still visible from other charts.
We obtain the following new exceptional lines, for .
Moreover, we have the following new strict transforms, for .
The above charts of the Hirzebruch surface blown up in our eight base points are detailed in appendix section B.2. As we can see from the equations there, the vector field is now free of base points. We say that the initial value space is resolved or regularized. Moreover, the function is well-defined there, i.e. when resolving the base points of the vector field, we also resolved the indeterminacy points of . For each of the new coordinate charts , we also define the Jacobian
Figure 3.3 illustrates a schematic drawing of the resultant collection of exceptional lines, and and their intersections in the resolved space, as well as the coordinates that will be most important in the following. For each , this regularized space will be denoted as . Moreover, we define to be the result of the blow-up procedure for . Its relation to the vector field is studied in the next section. The union of forms a fibre bundle
From the detailed charts in appendix section B.2, one sees that for , the Painlevé vector field is “vertical” or tangent to the lines , , , , , which each have self-intersection . For this reason, such curves are often referred to as “vertical leaves” in Okamoto’s construction. For each , we define
the infinity set, corresponding to the black part of the diagram shown in Figure 3.3. Okamoto’s space of initial values for is .
Note that the strict transforms , , , , each have self-intersection . The corresponding Dynkin diagram reflecting their intersections, given in Figure 3.4, is equivalent to that for .
4. The vector field in the limit space
When (or more precisely ), we get the autonomous limiting system
(4.1) | ||||
where | ||||
We can solve this Hamiltonian system completely: if the values of the ’s are generic, i.e. if they belong to an open dense subset of the set of all possible values of those parameters, we obtain a one-parameter family of solutions that lies on the line . Again for generic values, no solutions lie on the line . Let us assume . Then the Hamiltonian system (4.1) yields
leading to
Note that if is a solution of the autonomous Hamiltonian system, then is constant. Setting , the autonomous differential equation for yields , where and . This integrates as
where is an arbitrary integration constant. In particular, we find the following list of equilibrium points (trajectories reduced to one point) of the autonomous Hamiltonian system for generic ’s:
We may now compactify the space of initial values to . Figure 4.1 contains a schematic drawing of how the limits of the components of the infinity set and the exceptional lines arrange in this space. Here as usual, red lines have self-intersection . The notable differences with the configuration in with are the following, where we use the superscript “” when convenient to indicate particularities for the case:
-
•
After blow-up of , the point which has to be blown up lies on the intersection of (the strict transform) of and the exceptional line .
-
•
As a result, we still have , but .
-
•
Moreover, the point now corresponds to the intersection .
-
•
As a result, we still have , but , where
-
•
Finally, the blow-up of yields the strict transform of self-intersection .
The resulting autonomous vector field in is obtained from the one in appendix section B.2 by systematically setting . For convenience of the reader, the formulae are given in appendix section D.
We use the term elliptic base points for a point where the induced autonomous vector field in is undetermined. There is one such elliptic base point, given by
This elliptic base point cannot be resolved by blow-ups!111Moreover, when following through the process of Okamoto desingularization, one realizes that was in fact not an elliptic base point. Note however that the autonomous energy function is well-defined (and infinite) at .
Let us denote the subset of where the autonomous vector field is infinite or undefined. We find
This set corresponds precisely to the points where the autonomous energy function is infinite. As explained above, we have
In order to complete the description of the autonomous vector field in , it remains to investigate trajectories that might be contained in . We find the following, where as usual we assume the values of the ’s to be generic:
-
•
There is no trajectory contained in any of the following:
-
–
,
-
–
,
-
–
.
-
–
-
•
The line is the union of one trajectory and one equilibrium point, given by
with energy .
-
•
Every point of is an equilibrium point of the autonomous vector field, with energy .
5. Movable singularities in the Okamoto’s space
In this section, we will consider neighbourhoods of exceptional lines where the Painlevé vector field becomes unbounded. The construction given in Appendix B shows that these are given by the lines , , , , .
5.1. Points where has a zero and a pole.
The set is given by , in the chart, see Section B.2.6. Suppose , , for some complex numbers , . From the system of differential equations in Section B.2.6, we get:
with
Since (see Section B.2.6)
we obtain the series expansions for :
with
Note that has a simple zero at and a simple pole with residue .
5.2. Points where and has a pole.
The set is given by , in the chart, see Section B.2.10. Suppose , , for some complex numbers , . From the system of differential equations in Section B.2.10, we get:
with
Since (see Section B.2.10)
we obtain the series expansions for :
with
At , has a simple zero, while has a simple pole with residue .
5.3. Points where and has a pole.
5.4. Points where has a pole and a zero.
Such points belong to and , which are obtained by blowing up the points and on . We notice that the initial vector field (see Section B.2.1) does not depend on the sign of . Moreover, if we replace by , the roles of and are interchanged. Because of that symmetry, we may consider only the case when the solution intersects .
The set is given by in the chart, see Section B.2.4. Suppose , . From the differential equations in Section B.2.4, we get:
Then, using the relations:
we get:
Note that has a simple pole with residue , while has a simple zero. In the intersection points with , has a simple pole with residue and a simple zero.
6. Estimates and the main result
In this section, we estimate the distance of the vector field from each vertical leaf, for sufficiently small . These estimates allow us to describe the domain of each solution in , which is Okamoto’s space of initial values. The results will be used to prove properties of the limit set of each solution.
Given , , define a disk . Letting , , define a disk that lies in the interior of . Defining a new time coordinate , we have corresponding domains and in the -plane. Note that is no longer a circular disk, but lies inside a rectangular region in the left half of the -plane, see Figure 6.1.
The reader may find it useful to consult Figure 3.3 in the proofs of the following results.
Lemma 6.1.
Given , there exists a continuous complex valued function in a neighbourhood of the infinity set in Okamoto’s space, such that
Note that vanishes on and that is not defined at .
Proof.
From Section B.2.5, the set is given by in the chart. As we approach , we have:
From Section B.2.7, the set is given by in the chart. As we approach , we have:
Thus, as we approach : , we have that .
∎
Lemma 6.2.
For every , there exists a neighbourhood of such that
Proof.
Lemma 6.3.
For every compact subset of , there exists a neighbourhood of and a constant , such that
in for all such that is bounded away from .
Proof.
Note that is parametrized by and respectively. Moreover, is given in these charts by and . In the respective coordinate charts , (see Sections B.2.2 and B.2.3), we have
So as long as we consider compact subsets of , the values of and are bounded. We have now proven the desired result in a neighbourhood of any compact subset of . Since intersects with , the result holds in a neighbourhood of .
On the other hand, near , given by , we may consider only bounded values of , and so we have (see Section B.2.11)
Hence the result holds in a neighbourhood of the compact set . Similarly, near , given by , where we may consider only bounded values of , we have (see Section B.2.9)
Hence the result holds for any compact subset of and any as long as is bounded. ∎
Remark 6.4.
The estimate in the above Lemma 6.3 applies to all compact subsets of and, therefore, in particular to .
Lemma 6.5 (Behaviour near ).
If a solution at a complex time is sufficiently close to , then there exists a unique such that belongs to the exceptional line . In other words, and has a pole at . Moreover, for sufficiently small and bounded , we have .
For large , consider the set . Its connected component containing is an approximate disk with centre and radius , and is a complex analytic diffeomorphism from onto .
Remark 6.6.
An approximate disk with centre and radius is an open simply connected set which, for some , contains the disk centred at with radius and is contained in the disk centred at with radius .
Proof.
For the study of the solutions near , we use coordinates ; see Section B.2.7. In this chart, the set is given by and parametrized by . Moreover, is given by and parametrized by the variable . From Lemma 6.1, we recall that in this chart.
Asymptotically, for , bounded , and bounded away from and , we have:
(6.1a) | ||||
(6.1b) | ||||
(6.1c) | ||||
(6.1d) | ||||
(6.1e) |
Note that integrating Equation (6.1d) from to , where (see Figure 6.1) leads to
Therefore, if for all on the line segment from to , we have and is bounded, then , where the right side is upper-bounded by . In view of this situation, Equation (6.1c) shows that is approximately given by a small constant. We take in the following analysis. From (6.1a), it follows that:
Thus, if runs over an approximate disk centred at with radius , then fills an approximate disk centred at with radius . Therefore, if , the solution has the following properties for :
and is a complex analytic diffeomorphism from onto an approximate disk with centre and radius . If is sufficiently large, we will have , i.e. the solution of the Painlevé equation will have a pole at a unique point in .
Now, it is possible to take to be the pole point. We have:
Let be a large positive real number. Then the equation corresponds to , which is still small compared to if is sufficiently small. It follows that the connected component of the set of all such that is an approximate disk with centre and radius . More precisely, is a complex analytic diffeomorphism from onto , and
∎
Remark 6.7.
Similar arguments show that if a solution comes sufficiently close to or , then it will cross the corresponding exceptional lines , respectively and transversally at a unique nearby value of time. We prove this in Appendix C. This is, however, not needed for our main result.
Lemma 6.8 (Behaviour near ).
If a solution at a complex time is sufficiently close to , then there exists unique such that belongs to the line . In other words, vanishes and has a pole at . Moreover, for sufficiently small and bounded .
For large , consider the set . Its connected component containing is an approximate disk with centre and radius , and is a complex analytic diffeomorphism from that onto .
Proof.
For the study of the solutions near , we use coordinates ; see Section B.2.5. In this chart, the set is given by and parametrized by . Moreover, is given by and parametrized by .
Asymptotically, for , bounded , and bounded away from and , we have:
(6.2a) | ||||
(6.2b) | ||||
(6.2c) | ||||
(6.2d) | ||||
(6.2e) |
Arguments similar to those in the proof of Lemma 6.5 show that is approximately equal to a small constant, and from (6.2a) it follows that:
Thus, if runs over an approximate disk centred at with radius , then fills an approximate disk centred at with radius . Therefore, if , the solution has the following properties for :
and is a complex analytic diffeomorphism from onto an approximate disk with centre and radius . If is sufficiently large, we will have , i.e. the solution of the Painlevé equation will vanish at a unique point in .
Now, it is possible to take to be that point. We have:
Let be a large positive real number. Then the equation corresponds to , which is still small compared to if is sufficiently small. It follows that the connected component of the set of all such that is an approximate disk with centre and radius . More precisely, is a complex analytic diffeomorphism from onto , and
∎
Theorem 6.9.
Let , , be given such that , , . Then there exists such that if and , it follows that
satisfies:
-
(i)
and is bounded below by the relation:
-
(ii)
if then
where and ; and,
-
(iii)
if is less than , but still sufficiently close to , then .
Proof.
Suppose a solution of the system (3.1) is close to the infinity set at times and . If follows from Lemmas 6.5 and 6.8 that for every solution close to , the set of complex times such that the solution is not close to is the union of approximate disks of radius . Hence if the solution is near for all complex times such that , then there exists a path from to , such that the solution is close to for all and is -close to the path: , .
For the first statement of the theorem, we have:
and the desired result follows from . For , the second statement follows from (6.3) and the third one from the definition of .
The symmetries of the sixth Painlevé equation show that the same statments follow near other lines of the infinity set . ∎
As a consequence of Theorem 6.9, we can prove the repelling property of the set .
Corollary 6.10.
No solution with the initial conditions in the space of the initial values intersects . A solution that is close to for a certain value of the independent variable will stay in the vicinity of only for a limited range of . Moreover, if a solution is sufficiently close to at a point , then it will have a pole in a neighbourhood of .
Remark 6.11.
Parts (i) and (ii) of Theorem 6.9 give estimates on the behaviour of the solutions near the infinity set. Part (iii) implies that a solution does not stay indefinitely near the infinity set as .
7. The limit set
Our definition of the limit set is the extension of the standard concept of limit sets in dynamical systems to complex-valued solutions.
Definition 7.1.
Let be a solution of (3.1). The limit set of is the set of all such that there exists a sequence satisfying:
Theorem 7.2.
Proof.
For any positive numbers , let denote the set of all such that and . Since is a complex analytic family over of compact surfaces , is also compact. Furthermore, is a compact subset of the Okamoto’s space . When approaches , the sets shrink to the compact set:
If follows from Theorem 6.9 that there is such that for every solution there exists with the following property:
Hereafter, we take , when it follows that whenever .
Let , and let denote the closure of the image set in . Since is connected and is continuous, is also connected. Since is contained in the compact set , its closure is also contained in , and therefore is a nonempty compact and connected subset of .
The intersection of a decreasing sequence of nonempty, compact, and connected sets is a nonempty, compact, and connected. Therefore, as decreases to as approaches zero, it follows that is a nonempty, compact and connected subset of . Since , for all , and the sets shrink to the compact subset of as decreases to zero, it follows that . This proves the first statement of the theorem with .
Since is the intersection of the decreasing family of compact sets , there exists for every neighbourhood of in , an such that . Hence for every such that . If is any sequence in such that , then the compactness of , in combination with , implies that there is a subsequence as and an , such that:
It follows, therefore, that .
Next, we prove that is invariant under the flow of the autonomous Hamiltonian system. Let and be a sequence in such that and . Since the -dependent vector field of the Painlevé system converges in to the vector field of the autonomous Hamiltonian system as , it follows from the continuous dependence on initial data and parameters, that the distance between and converges to zero as . Since and as , it follows that and as , hence . ∎
Proposition 7.3.
Every solution with the essential singularity at intersects each of the exceptional lines , , , , infinitely many times in any neighbourhood of that singular point.
Proof.
For conciseness, we refer to the solution of the system as the Painlevé vector field and denote the vector field near each of the five exceptional lines , , , , by . Furthermore, let
Now suppose that intersects only finitely many times. According to Theorem 7.2, the limit set is a compact set in .
If intersects one the five exceptional lines , , , , at a point , then there exists a such that is arbitrarily close to zero and the Painlevé vector field is arbitrarily close to , when the transversality of the vector field to the exceptional line implies that for a unique () near . This is a contradiction to our assumption, as it follows that intersects infinitely many times. Therefore, we must have that is a compact subset of .
However, is equal to the set of all points in , which project (blow-down) to the line , and therefore is the affine -coordinate chart, of which is a compact subset, which implies that and remain bounded for small . . From there, is not an essential singularity. ∎
Theorem 7.4.
Every solution of the sixth Painlevé equation has infinitely many poles, infinitely many zeroes, and infinitely many times takes value in any neighbourhood of its essential singularity.
Proof.
At the intersection points with , , , , the solution will have zeroes, 1s, and poles, as explained in detail in Section 5. Thus, the statement for an essential singularity at follows from Proposition 7.3.
If is a solution of (1.1), observe that the following Bäcklund transformations:
give the soltions and of the sixth Painlevé equation with respective parameters and , [27, §32.7(vii)]. Transformation maps point to , while maps point to , thus the statement will also hold for essential singularities at and . ∎
8. Conclusion
The Painlevé equations have been playing an increasingly important role in mathematical physics, especially in the applications to classical and quantum integrable systems and random matrix theory. The sixth Painlevé equation, which is the focus of this work, is very prominent in these areas, in particular, in conformal field theory in recent times [8]. For further relations with conformal block expansions and supersymmetric gauge theories, see the references in [8].
Although the initial values space for the Painlevé equations was described by Okamoto [28], our aim in this work was to describe the dynamics of the solutions by analysing that construction.
Many questions beyond the limit behaviour remain open about particular families of transcendental solutions, from the dynamical systems point of view. For example, the existence of limit cycles of transcendental solutions with particular symmetry properties and whether there are periodic cycles in the combined space of parameters and initial values remain open.
Acknowledgments
The authors are grateful to the referee for their careful reading of our paper and useful suggestions for its improvement.
Appendix A Charts of the initial surface
A.0.1. Initial chart
No base points.
No elliptic base points.
No visible components of the infinity set.
A.0.2. First chart
Base points of the vector field:
Elliptic base points are and .
Visible components of the infinity set:
Estimates near , i.e. :
(A.1) | |||||
(A.2) | |||||
(A.3) | |||||
(A.4) | |||||
(A.5) | |||||
(A.6) | |||||
(A.7) | |||||
(A.8) |
A.0.3. Second chart
No new base points.
Other visible base points:
No new elliptic base points.
Visible components of the infinity set:
Estimates near , i.e. :
(A.9) | |||||
(A.10) | |||||
(A.11) | |||||
(A.12) | |||||
(A.13) | |||||
(A.14) | |||||
(A.15) | |||||
(A.16) |
Estimates near , i.e. :
(A.17) | |||||
(A.18) | |||||
(A.19) | |||||
(A.20) | |||||
(A.21) | |||||
(A.22) | |||||
(A.23) | |||||
(A.24) |
A.0.4. Third chart
New base points:
No other visible base points.
New elliptic base points are and .
Visible components of the infinity set:
Estimates near , i.e. :
(A.25) | |||||
(A.26) | |||||
(A.27) | |||||
(A.28) | |||||
(A.29) | |||||
(A.30) | |||||
(A.31) | |||||
(A.32) |
Appendix B Okamoto desingularization
B.1. Details for the blow-up procedure
B.1.1. Blow up of
Let us first blow up the points .
-
Recall that for we have and that . Note further that . So whenever we remove one of the points from a chart other than , we may just as well remove the visible part of the whole line , without changing the global picture.
-
Replace the chart by the following six -charts:
-
In each pair of charts , (which effectively replaces by the exceptional line ), we have to remove the points for if visible. Yet these points are visible only in the charts. By the remark above, we may remove
the following visible parts of
the following visible parts of
the following visible parts of .
-
The three charts with the removes lines are equivalent to a single -chart, namely
For , the lines and cannot be distinguished. Yet then the pair of charts , replaces the chart . Therefore, this coordinate change is still valid.
-
Similarly, we need to remove the visible points from the chart , which can effectively be done by setting
Indeed, removing this chart is isomorphic to , removing this chart is isomorphic to . Note that this holds also for .
For the blow-up of , we may stick to the standard procedure:
-
Remove the point from the chart . Note that then it remains visible only in the chart , as .
-
Replace the chart by the following pair of -charts.
-
Note that (with a minus sign) corresponds to the classical chart of a certain surface much used in publications concerning the Okamoto desingularisation of the sixth Painlevé equation. See for example [33]. Hence, for traditional reasons, we denote this chart by
B.1.2. The vector field in the resulting new charts
In our seven new charts, that we have to add to the chart to obtain the global picture after blow-up of , the vector field respectively reads as follows.
B.2. Detailed charts of Okamoto’s space
B.2.1. The chart
Domain of definition: .
Visible components of the infinity set:
Visible exceptional lines:
B.2.2. The chart
Domain of definition: , where
Visible components of the infinity set:
Visible exceptional lines:
B.2.3. The chart
Domain of definition: , where
Visible components of the infinity set:
Visible exceptional lines:
B.2.4. The chart
Domain of definition:
Visible components of the infinity set: .
Visible exceptional lines:
B.2.5. The chart
Domain of definition: .
Visible components of the infinity set:
Visible exceptional lines:
We have:
Further formulae:
B.2.6. The chart
Domain of definition: .
Visible components of the infinity set:
Visible exceptional lines:
B.2.7. The chart
Domain of definition: , where
Here is an apparent base point on , not a base point in the charts and .
Visible components of the infinity set:
Visible exceptional lines:
Further formulae:
B.2.8. The chart
Domain of definition: , where
Visible components of the infinity set:
Visible exceptional lines:
We also have:
B.2.9. The chart
Domain of definition: .
Visible components of the infinity set:
Visible exceptional lines:
B.2.10. The chart
Domain of definition:
Visible components of the infinity set:
Visible exceptional lines:
B.2.11. The chart
Domain of definition:
Visible components of the infinity set:
Visible exceptional lines: ,
B.2.12. The chart
Domain of definition:
Visible components of the infinity set:
Visible exceptional lines: ,
Appendix C Estimates near and
Lemma C.1 (Behaviour near ).
If a solution at a complex time is sufficiently close to , then there exists unique such that belongs to line . In other words, the pair has a pole at .
Moreover for sufficiently small and bounded .
For large , consider the set . Its connected component containing is an approximate disk with centre and radius , and is a complex analytic diffeomorphism from that approximate disk onto .
Proof.
For the study of the solutions near , we use coordinates , see Section B.2.9. In this chart, the set is given by and parametrized by . Moreover, is given by and parametrized by .
Asymptotically, for , bounded , and bounded away from and , we have:
(C.1a) | ||||
(C.1b) | ||||
(C.1c) | ||||
(C.1d) | ||||
(C.1e) |
Arguments similar to those in the proof of Lemma 6.5 show that is approximately equal to a small constant, from (C.1a) follows that:
Thus, if runs over an approximate disk centred at with radius , then fills an approximate disk centred at with radius . Therefore, if , the solution has the following properties for :
and is a complex analytic diffeomorphism from onto an approximate disk with centre and radius . If is sufficiently large, we will have , i.e. the solution of the Painlevé equation will have a pole at a unique point in .
Now, it is possible to take to be the pole point. For , we have:
Let be a large positive real number. Then the equation corresponds to , which is still small compared to if is sufficiently small. Denote by the connected component of the set of all such that is an approximate disk with centre and radius . More precisely, is a complex analytic diffeomorphism from onto , and
From (C.1e), for the annular disk , where is a disk centred at with small radius compared to radius of . ∎
Lemma C.2 (Behaviour near ).
If a solution at a complex time is sufficiently close to , then there exists unique such that has a pole at . Moreover for sufficiently small and bounded .
For large , consider the set . Its connected component containing is an approximate disk with centre and radius , and is a complex analytic diffeomorphism from that approximate disk onto .
Proof.
For the study of the solutions near , we use coordinates , see Section B.2.12. In this chart, the set is given by and parametrized by . Moreover, is given by and parametrised by , while is given by and also parametrised by .
Asymptotically, for , bounded, and bounded away from and , we have:
(C.2a) | ||||
(C.2b) | ||||
(C.2c) | ||||
(C.2d) | ||||
(C.2e) |
Arguments similar to those in the proof of Lemma 6.5 show that is approximately equal to a small constant, and from (C.2b) follows that:
Thus, for large , if runs over an approximate disk centred at with radius , then fills an approximate disk centred at with radius . Therefore, if , the solution has the following properties for :
and is a complex analytic diffeomorphism from onto an approximate disk with centre and radius . If is sufficiently large, we will have , i.e. the solution of the Painlevé equation will have a pole at a unique point in .
Now, it is possible to take to be the pole point. For , we have that implies:
Let be a large positive real number. Then the equation corresponds to , which is still small compared to if is sufficiently small. Denote by the connected component of the set of all such that is an approximate disk with centre and radius . More precisely, is a complex analytic diffeomorphism from onto , and
From (C.2e), for the annular disk , where is a disk centred at with small radius compared to radius of . ∎
Appendix D The vector field in the limit space
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