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Global asymptotics of the sixth Painlevé equation in Okamoto’s space

Viktoria Heu IRMA, UMR 7501, 7 rue René-Descartes, 67084 Strasbourg Cedex, France [email protected] Nalini Joshi School of Mathematics and Statistics F07, The University of Sydney, Sydney, NSW 2006, Australia [email protected]  and  Milena Radnović School of Mathematics and Statistics F07, The University of Sydney, Sydney, NSW 2006, Australia
Mathematical Institute SANU, Belgrade, Serbia (on leave)
[email protected]
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, 14E15
N.J.’s ORCID ID is 0000-0001-7504-4444.
The research of V.H. is supported by the ANR grant ANR-16-CE40-0008, that of N.J.  and M.R.  is supported by the Discovery Grant #DP200100210 from the Australian Research Council. M.R.’s research was also partially supported by the Mathematical Institute of the Serbian Academy of Sciences and Arts, the Science Fund of Serbia, grant Integrability and Extremal Problems in Mechanics, Geometry and Combinatorics, MEGIC, Grant No. 7744592.

1. Introduction

In this paper, we consider the celebrated equation

y′′=12(1y+1y1+1yx)(y)2(1x+1x1+1yx)y+y(y1)(yx)2x2(x1)2(θ2θ02xy2+θ12(x1)(y1)2+(1θx2)x(x1)(yx)2),\begin{split}&y^{\prime\prime}=\frac{1}{2}\left(\dfrac{1}{y}+\dfrac{1}{y-1}+\dfrac{1}{y-x}\right)(y^{\prime})^{2}-\,\left(\dfrac{1}{x}+\dfrac{1}{x-1}+\dfrac{1}{y-x}\right)y^{\prime}\\ &\qquad+\dfrac{y(y-1)(y-x)}{2x^{2}(x-1)^{2}}\Bigl{(}\theta_{\infty}^{2}-\,\dfrac{\theta_{0}^{2}x}{y^{2}}+\dfrac{\theta_{1}^{2}(x-1)}{(y-1)^{2}}+\dfrac{(1-\theta_{x}^{2})x(x-1)}{(y-x)^{2}}\Bigr{)},\\ \end{split} (1.1)

for xx\in\mathbb{C}, (θ0,θ1,θx,θ)4(\theta_{0},\theta_{1},\theta_{x},\theta_{\infty})\in\mathbb{C}^{4}, in its initial value space, where initial values are given at a point x0x_{0}\in\mathbb{C}, for small |x0||x_{0}|.

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 PVI\textrm{P}_{\textrm{VI}}. 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 (θ0,θ1,θx,θ)(\theta_{0},\theta_{1},\theta_{x},\theta_{\infty}), PVI\textrm{P}_{\textrm{VI}} 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 PVI\textrm{P}_{\textrm{VI}} in the limit as x0x\to 0 in its initial value space (see Okamoto [28]). Under appropriate Möbius transformations of the variables [29], our results also apply in the limit as xx approaches 11 or \infty. Further information and properties of PVI\textrm{P}_{\textrm{VI}} are given in §1.1 below.

Our starting point is the equivalent non-autonomous Hamiltonian system

y=Hz,\displaystyle y^{\prime}=\phantom{-}\frac{\partial H}{\partial z}, (1.2a)
z=Hy,\displaystyle z^{\prime}=-\frac{\partial H}{\partial y}, (1.2b)

with Hamiltonian

H=y(y1)(yx)x(x1)(z2z(θ0y+θ1y1+θx1yx)+θθ¯y(y1)).\begin{split}H=&\dfrac{y(y-1)(y-x)}{x(x-1)}\biggl{(}z^{2}-z\,\left(\frac{\theta_{0}}{y}+\frac{\theta_{1}}{y-1}+\frac{\theta_{x}-1}{y-x}\right)+\frac{\theta\overline{\theta}}{y(y-1)}\biggr{)}.\end{split}

We will refer to the right side of Equations (1.2) as the Painlevé vector field and use the terminology

θ:=θ0+θx+θ1+θ12,θ¯:=θθ.\theta:=\frac{\theta_{0}+\theta_{x}+\theta_{1}+\theta_{\infty}-1}{2},\quad\quad\overline{\theta}:=\theta-\theta_{\infty}.

To see that the system (1.2) is equivalent to PVI\textrm{P}_{\textrm{VI}} (as shown by [30]), note that zz is given by Equation (1.2a) as

2z:=(x1yxy1+1yx)y+θ0y+θ1y1+θx1yx.2z:=\left(\frac{x-1}{y}-\frac{x}{y-1}+\frac{1}{y-x}\right)y^{\prime}+\frac{\theta_{0}}{y}+\frac{\theta_{1}}{y-1}+\frac{\theta_{x}-1}{y-x}.

Substituting this into Equation (1.2b) gives PVI\textrm{P}_{\textrm{VI}}.

The Painlevé vector field becomes undefined at certain points in 2\mathbb{C}^{2}. Those points correspond to the following initial values of the system (1.2): y=0y=0 or y=1y=1 or y=xy=x. Okamoto [28] showed how to regularize the system at such points. For each x0{0,1}x_{0}\in\mathbb{C}\setminus\{0,1\}, he compactified the space of initial values (y,z)({0,1,x0})×(y,z)\in(\mathbb{C}\setminus\{0,1,x_{0}\})\times\mathbb{C} to a smooth complex surface S(x0)S(x_{0}). The flow of the Painlevé vector field is well-defined in 𝒮:=x0{0,1}𝒮(x0)\mathcal{S}:=\bigcup_{x_{0}\in\mathbb{C}\setminus\{0,1\}}\mathcal{S}(x_{0}), 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 x0x\to 0. 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 2\mathbb{C}\mathbb{P}^{2}, 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 \mathcal{I}, which are blow-ups of points not reached by any solution.

Our main results fall into three parts:

  1. (a)

    Existence of a repeller set: Corollary 6.10 in Section 6 shows that \mathcal{I} is a repeller for the flow. Theorem 6.9 provides the range of the independent variable for which a solution may remain in the vicinity of \mathcal{I}.

  2. (b)

    Numbers of poles and zeroes: In Corollary 6.10, we prove that each solution that is sufficiently close to \mathcal{I} 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 x=0x=0 has infinitely many poles and infinitely many zeroes in each neighbourhood of that point.

  3. (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 x0x\to 0.

1.1. Background

PVI\textrm{P}_{\textrm{VI}} 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 PVI\textrm{P}_{\textrm{VI}}.

To describe the complex analytic properties of their solutions, we recall that a normalized differential equation of the form y′′=(y,y,x)y^{\prime\prime}=\mathcal{R}(y^{\prime},y,x) gives rise to two types of singularities, i.e., where the solution is not holomorphic. A solution may have a fixed singularity where (,,x)\mathcal{R}(\cdot,\cdot,x) fails to be holomorphic; in the case of PVI\textrm{P}_{\textrm{VI}}, these lie at x=0,1,x=0,1,\infty. 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].

PVI\textrm{P}_{\textrm{VI}} 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 0, 11, and \infty 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 PVI\textrm{P}_{\textrm{VI}}.

It is well known that PVI\textrm{P}_{\textrm{VI}} also has an elliptic form, which arises when we introduce an incomplete elliptic integral on a curve parametrized by y(x)y(x). PVI\textrm{P}_{\textrm{VI}} 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 xx 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 2\mathbb{C}\mathbb{P}^{2}. For each given xx, this is recognizable as an elliptic surface. These elliptic surfaces form fibres of a vector bundle as xx varies, with \mathbb{C} 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 𝒮(x0)\mathcal{S}(x_{0}). 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 x0x\to 0. The movable singularities of PVI\textrm{P}_{\textrm{VI}} correspond to points x0x_{0} 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 xx approaches 0 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 (y(x),z(x))(y(x),z(x)). Given initial values (y0,z0)(y_{0},z_{0}) at x0x_{0}, local existence and uniqueness theorems provide a solution that is defined on a local polydisk U×VU\times V in ×2\mathbb{C}\times\mathbb{C}^{2}, where x0U{0,1}x_{0}\in U\subset\mathbb{C}\setminus\{0,1\} and (y0,z0)V({0})×(y_{0},z_{0})\in V\subset(\mathbb{C}\setminus\{0\})\times\mathbb{C}. 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 U×VU\times V to the whole domain of (1.2). The first step to overcome this obstruction is to compactify the space 2\mathbb{C}^{2}, in order to include the poles. We carry this out by embedding 2\mathbb{C}^{2} into the first Hirzebruch surface 𝔽1\mathbb{F}_{1} [15, 1]. 𝔽1\mathbb{F}_{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 VV. By the term singularity we mean points where (y,z)(y^{\prime},z^{\prime}) becomes either unbounded or undefined because at least one component approaches the undefined limit 0/00/0. 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 (,π,)(\mathcal{E},\pi,\mathcal{B}) be a complex analytic fibration, Φ\Phi a foliation of \mathcal{E}, and Δ\Delta a holomorphic differential system on \mathcal{E}, such that:

  • the leaves of Φ\Phi correspond to the solutions of Δ\Delta;

  • the leaves of Φ\Phi are transversal to the fibres of (,π,)(\mathcal{E},\pi,\mathcal{B});

  • for each path pp in the base \mathcal{B} and each point XX\in\mathcal{E}, such that π(X)p\pi(X)\in p, the path pp can be lifted into the leaf of Φ\Phi containing point XX.

Then each fibre of the fibration is called a space of initial values for the system Δ\Delta.

The properties listed in Definition 2.2 imply that each leaf of the foliation is isomorphic to the base \mathcal{B}. Since the transcendental solutions of the sixth Painlevé equation can be globally extended as meromorphic functions of x{0,1}x\in\mathbb{C}\setminus\{0,1\}, we search for the fibration with the base equal to {0,1}\mathbb{C}\setminus\{0,1\}.

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 0/00/0. 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 2\mathbb{C}^{2} at point (0,0)(0,0) is the closed subset XX of 2×1\mathbb{C}^{2}\times\mathbb{CP}^{1} defined by the equation u1t2=u2t1u_{1}t_{2}=u_{2}t_{1}, where (u1,u2)2(u_{1},u_{2})\in\mathbb{C}^{2} and [t1:t2]1[t_{1}:t_{2}]\in\mathbb{CP}^{1}, see Figure 2.1. There is a natural morphism φ:X2\varphi:X\to\mathbb{C}^{2}, which is the restriction of the projection from 2×1\mathbb{C}^{2}\times\mathbb{CP}^{1} to the first factor. φ1(0,0)\varphi^{-1}(0,0) is the projective line {(0,0)}×1\{(0,0)\}\times\mathbb{CP}^{1}, called the exceptional line.

Refer to caption
Figure 2.1. The blow-up of the plane at a point.
Remark 2.4.

Notice that the points of the exceptional line φ1(0,0)\varphi^{-1}(0,0) are in bijective correspondence with the lines containing (0,0)(0,0). On the other hand, φ\varphi is an isomorphism between Xφ1(0,0)X\setminus\varphi^{-1}(0,0) and 2{(0,0)}\mathbb{C}^{2}\setminus\{(0,0)\}. 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 (0,0)(0,0) 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 x0=0x_{0}=0. We start by defining a new time coordinate t=lnxt=\ln x, or x=exp(t)x=\exp(t), suitable for taking the limit x0x\to 0, and rewrite the dependent variables as

u(t)=y(x),v(t)=z(x).u(t)=y(x),\ v(t)=z(x).

For conciseness, we continue to use the notation x=etx=e^{t} where needed.

Denoting tt-derivatives by dots, we get u˙=xHv,v˙=xHu,\dot{u}=x\frac{\partial H}{\partial v},\ \dot{v}=-x\frac{\partial H}{\partial u}, or, equivalently

u˙=Ev,v˙=Eu,\dot{u}=\dfrac{\partial E}{\partial v},\ \dot{v}=-\dfrac{\partial E}{\partial u}, (3.1)

where

E=u(u1)(uet)et1{v2v(θ0u+θ1u1+θx1uet)+θθ¯u(u1)}.\begin{split}E=&\frac{u(u-1)(u-e^{t})}{e^{t}-1}\Bigl{\{}v^{2}-v\left(\frac{\theta_{0}}{u}+\frac{\theta_{1}}{u-1}+\frac{\theta_{x}-1}{u-e^{t}}\right)+{\frac{\theta\overline{\theta}}{u(u-1)}}\Bigr{\}}.\end{split}

Suppose we are given x0=et0{0,1}x_{0}=e^{t_{0}}\in\mathbb{C}\setminus\{0,1\}. We compactify the space of initial values (u(t0),v(t0))2(u(t_{0}),v(t_{0}))\in\mathbb{C}^{2} to the first Hirzebruch surface 𝔽1\mathbb{F}_{1} [15], which is covered by four affine charts in 2\mathbb{C}^{2} [1]

(u0,v0)=(u,v),\displaystyle(u_{0},v_{0})=(u,v), (u1,v1)\displaystyle(u_{1},v_{1}) =(u,1v),\displaystyle=\left(u,\frac{1}{v}\right),
(u2,v2)=(1u,1uv),\displaystyle(u_{2},v_{2})=\left(\frac{1}{u},\frac{1}{uv}\right), (u3,v3)\displaystyle(u_{3},v_{3}) =(1u,uv).\displaystyle=\left(\frac{1}{u},uv\right).

Let LL be the unique section of the natural projection 𝔽11\mathbb{F}_{1}\to\mathbb{P}^{1} defined by (u,v)u(u,v)\mapsto u. Then, LL is given by {v0=0}{v3=0}\{v_{0}=0\}\cup\{v_{3}=0\} and the self-intersection of its divisor class is 1-1. We identify four particular fibers of this projection:

𝒱j:={u0=j}{u1=j}j{0,x,1},𝒟:={u2=0}{u3=0}.\mathcal{V}_{j}:=\{u_{0}=j\}\cup\{u_{1}=j\}\quad\forall j\in\{0,x,1\}\,,\quad\mathcal{D}_{\infty}:=\{u_{2}=0\}\cup\{u_{3}=0\}.

Note that as fibers of the projection, these lines all have self-intersection 0. Then 𝔽12\mathbb{F}_{1}\setminus\mathbb{C}^{2} is given by 𝒟\mathcal{D}_{\infty}\cup\mathcal{H}, where

:={v1=0}{v2=0}.\mathcal{H}:=\{v_{1}=0\}\cup\{v_{2}=0\}.

This section \mathcal{H}, called a “horizontal line” in the following, by a small abuse of common terminology, is topologically equivalent to the formal sum L+𝒟L+\mathcal{D}_{\infty} in H2(𝔽1,)\mathrm{H}_{2}(\mathbb{F}_{1},\mathbb{Z}). In particular, its self-intersection number is given by =LL+𝒟𝒟+2L𝒟=1+0+2=+1\mathcal{H}\cdot\mathcal{H}=L\cdot L+\mathcal{D}_{\infty}\cdot\mathcal{D}_{\infty}+2L\cdot\mathcal{D}_{\infty}=-1+0+2=+1, where the dot \cdot denots the intersection form of divisor classes in the Picard group of the surface.

In each chart, the vector field respectively becomes

{u˙=u(u1)(ux)x1(2vθ0uθ1u1θx1ux),v˙=3u22(x+1)u+xx1v2+2θ+θ¯x1uv(xθ0x1+θ1+θ+θ¯x1)vθθ¯x1,\begin{cases}\dot{u}&=\dfrac{u(u-1)(u-x)}{x-1}\left(2v-\dfrac{\theta_{0}}{u}-\dfrac{\theta_{1}}{u-1}-\dfrac{\theta_{x}-1}{u-x}\right),\\ \dot{v}&=-\dfrac{3u^{2}-2(x+1)u+x}{x-1}v^{2}+2\dfrac{\theta+\overline{\theta}}{x-1}uv-\left(\dfrac{x\theta_{0}}{x-1}+\theta_{1}+\dfrac{\theta+\overline{\theta}}{x-1}\right)v\\ &\qquad\quad-\dfrac{\theta\overline{\theta}}{x-1}\,,\end{cases}
{u˙1=u1(u11)(u1x)x1(21v1θ0u1θ1u11θx1u1x),v˙1=3u122(x+1)u1+xx12θ+θ¯x1u1v1+(xθ0x1+θ1+θ+θ¯x1)v1+θθ¯x1v12,\displaystyle\begin{cases}\dot{u}_{1}&=\dfrac{u_{1}(u_{1}-1)(u_{1}-x)}{x-1}\left(2\dfrac{1}{v_{1}}-\dfrac{\theta_{0}}{u_{1}}-\dfrac{\theta_{1}}{u_{1}-1}-\dfrac{\theta_{x}-1}{u_{1}-x}\right),\\ \dot{v}_{1}&=\dfrac{3u_{1}^{2}-2(x+1)u_{1}+x}{x-1}-2\dfrac{\theta+\overline{\theta}}{x-1}u_{1}v_{1}+\left(\dfrac{x\theta_{0}}{x-1}+\theta_{1}+\dfrac{\theta+\overline{\theta}}{x-1}\right)v_{1}\\ &\qquad\quad+\dfrac{\theta\overline{\theta}}{x-1}v_{1}^{2},\end{cases}
{u˙2=2(u21)(xu21)(1x)v2+(u21)(θ+θ¯xθ0u2)1xθ1u2,v˙2=(θv21)(θ¯v21)(1x)u2x1x(θ0v21)u2,\displaystyle\begin{cases}\dot{u}_{2}&=2\dfrac{(u_{2}-1)(xu_{2}-1)}{(1-x)v_{2}}+\dfrac{(u_{2}-1)(\theta+\overline{\theta}-x\theta_{0}u_{2})}{1-x}-\theta_{1}u_{2},\\ \dot{v}_{2}&=-\dfrac{(\theta v_{2}-1)(\overline{\theta}v_{2}-1)}{(1-x)u_{2}}-\dfrac{x}{1-x}(\theta_{0}v_{2}-1)u_{2},\end{cases}
{u˙3=(u31)(2v3(θ+θ¯))1xθ1u3+x1xu3(u31)(2v3θ0),v˙3=(v3θ)(v3θ¯)(1x)u3x(v3θ0)u3v31x.\begin{cases}\dot{u}_{3}&=-\dfrac{(u_{3}-1)(2v_{3}-(\theta+\overline{\theta}))}{1-x}-\theta_{1}u_{3}+\dfrac{x}{1-x}u_{3}(u_{3}-1)(2v_{3}-\theta_{0}),\\ \dot{v}_{3}&=\dfrac{(v_{3}-\theta)(v_{3}-\overline{\theta})}{(1-x)u_{3}}-x\dfrac{(v_{3}-\theta_{0})u_{3}v_{3}}{1-x}.\end{cases}

One realizes that the vector field is infinite on :{v1=0}{v2=0}\mathcal{H}:\{v_{1}=0\}\cup\{v_{2}=0\}. 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 (u1,v1)=(0,0)(u_{1},v_{1})=(0,0) in the coordinate chart u1,v12\mathbb{C}^{2}_{u_{1},v_{1}} is a base point because the equation for u˙1\dot{u}_{1} approaches 0/00/0 as (u1,v1)(0,0)(u_{1},v_{1})\to(0,0). In total, we find the following five base points in 𝔽1\mathbb{F}_{1}, 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 nn of an exceptional divisor by annotating it by (n)(n).

Table 3.1. Five base points and the charts in which they are visible. The chart (u0,v0)(u_{0},v_{0}) is omitted because no base points are visible in this chart.
Points Charts (u1,v1)(u_{1},v_{1}) (u2,v2)(u_{2},v_{2}) (u3,v3)(u_{3},v_{3})
β0\beta_{0} (0,0)\left(0,0\right)
βx\beta_{x} (x,0)\left(x,0\right) (1/x,0)\left({1}/{x},0\right)
β1\beta_{1} (1,0)\left(1,0\right) (1,0)\left(1,0\right)
β\beta_{\infty} (0,1/θ)\left(0,{1}/{\theta}\right) (0,θ)\left(0,\theta\right)
β\beta_{\infty}^{-} (0,1/θ¯)\left(0,{1}/{\overline{\theta}}\right) (0,θ¯)\left(0,\overline{\theta}\right)
{\mathcal{H}}(+2)(+2)𝒟\mathcal{D}_{\infty}(0)(0)𝒱1\mathcal{V}_{1}(0)(0)𝒱x\mathcal{V}_{x}(0)(0)𝒱0\mathcal{V}_{0}(0)(0)u0u_{0}v0v_{0}u1u_{1}v1v_{1}u2u_{2}v2v_{2}u3u_{3}v3v_{3}\bulletβ0\beta_{0}\bulletβx\beta_{x}\bulletβ1\beta_{1}\bulletβ\beta_{\infty}\bulletβ\beta_{\infty}^{-}
Figure 3.1. The surface 𝔽1\mathbb{F}_{1} with its coordinates and the base point configuration. The numbers in parentheses indicate self-intersection numbers.

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 x=0x=0, we may not blow up β0\beta_{0} and βx\beta_{x} simultaneously. As detailed in Appendix B.1.1, the blow-up of β0,βx,β1\beta_{0},\beta_{x},\beta_{1} with βx\beta_{x} after β0\beta_{0} consists of replacing the charts u1,v12\mathbb{C}^{2}_{u_{1},v_{1}} and u2,v22\mathbb{C}^{2}_{u_{2},v_{2}} by the following five 2\mathbb{C}^{2}-charts, endowed with the obvious rational transition maps,

(u~1,v~1):=(u1,v1u1(u11)(u1x))(u~2,v~2):=(u2,v2(1u2)(1xu2))(u02,v02):=(u1v1,v1)(u12,v12):=(u11v1,v1)(ux2,vx2):=(u1(u1x)v1,v1u1)\begin{array}[]{rclcrcl}(\tilde{u}_{1},\tilde{v}_{1})&:=&\left(u_{1},\frac{v_{1}}{u_{1}(u_{1}-1)(u_{1}-x)}\right)&&(\tilde{u}_{2},\tilde{v}_{2})&:=&\left(u_{2},\frac{v_{2}}{(1-u_{2})(1-xu_{2})}\right)\vspace{.2cm}\\ (u_{02},v_{02})&:=&\left(\frac{u_{1}}{v_{1}},{v_{1}}\right)&&(u_{12},v_{12})&:=&\left(\frac{u_{1}-1}{v_{1}},{v_{1}}\right)\vspace{.2cm}\\ (u_{x2},v_{x2})&:=&\left(\frac{u_{1}(u_{1}-x)}{v_{1}},\frac{v_{1}}{u_{1}}\right)\end{array}

For each i{0,1,x}i\in\{0,1,x\}, what formerly was the point βi\beta_{i} is now replaced by an exceptional line

𝒟i:{u~1=i}{vi2=0}\mathcal{D}_{i}:\{\tilde{u}_{1}=i\}\cup\{v_{i2}=0\}

of self-intersection 1-1. The strict transform of \mathcal{H}, i.e. the closure of {β0,βx,β1}\mathcal{H}\setminus\{\beta_{0},\beta_{x},\beta_{1}\} after blow-up is given by

:={v~1=0}{v~2=0}.\mathcal{H}^{*}:=\{\tilde{v}_{1}=0\}\cup\{\tilde{v}_{2}=0\}\,.

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, \mathcal{H}^{*} has self-intersection number (2)(-2). The blow-up of β\beta_{\infty} consists of removing the point (0,1/θ)(0,1/\theta) (corresponding to β\beta_{\infty}) from the chart u~2,v~22\mathbb{C}^{2}_{\tilde{u}_{2},\tilde{v}_{2}} and replacing the chart u3,v32\mathbb{C}^{2}_{{u}_{3},{v}_{3}} by the following pair of 2\mathbb{C}^{2}-charts.

(u~3,v~3):=(u3,v3θu3)(u2,v2):=(u3v3θ,v3θ)\begin{array}[]{rclcrcl}(\tilde{u}_{3},\tilde{v}_{3})&:=&\left(u_{3},-\frac{v_{3}-\theta}{u_{3}}\right)&&(u_{\infty 2},v_{\infty 2})&:=&\left(\frac{u_{3}}{v_{3}-\theta},v_{3}-\theta\right)\end{array}

Again we obtain an exceptional line \mathcal{E}_{\infty} and a strict transform 𝒟\mathcal{D}_{\infty}^{*} such that 𝒟=𝒟\mathcal{D}_{\infty}=\mathcal{E}_{\infty}\cup\mathcal{D}_{\infty}^{*}, where

:={u~3=0}{v2=0},𝒟={u~2=0}{u2=0}.\mathcal{E}_{\infty}:=\{\tilde{u}_{3}=0\}\cup\{v_{\infty 2}=0\}\,,\quad\mathcal{D}_{\infty}^{*}=\{\tilde{u}_{2}=0\}\cup\{u_{\infty 2}=0\}\,.

In each of the seven new charts that we have to add to u,v2\mathbb{C}^{2}_{u,v} in order to fully describe the surface resulting of 𝔽1\mathbb{F}_{1} 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 β\beta_{\infty}^{-}. The situation is summarized in Table 3.2.

Charts Points γ0\gamma_{0} γx\gamma_{x} γ1\gamma_{1} β\beta_{\infty}^{-}
(u~1,v~1)(\tilde{u}_{1},\tilde{v}_{1}) (0,1xθ0)\left(0,\frac{1}{x\theta_{0}}\right) (x,1x(x1)θx)\left(x,\frac{1}{x(x-1)\theta_{x}}\right) (1,1(1x)θ1)\left(1,\frac{1}{(1-x)\theta_{1}}\right)
(u~2,v~2)(\tilde{u}_{2},\tilde{v}_{2}) (1x,x(x1)θx)\left(\frac{1}{x},\frac{x}{(x-1)\theta_{x}}\right) (1,1(1x)θ1)\left(1,\frac{1}{(1-x)\theta_{1}}\right) (0,1θ¯)\left(0,\frac{1}{\overline{\theta}}\right)
(u02,v02)(u_{02},v_{02}) (θ0,0)\left(\theta_{0},0\right)
(ux2,vx2)(u_{x2},v_{x2}) (xθ0,1θ0)\left(-x\theta_{0},\frac{1}{\theta_{0}}\right) (xθx,0)\left(x\theta_{x},0\right)
(u12,v12)(u_{12},v_{12}) (θ1,0)\left(\theta_{1},0\right)
(u2,v2)(u_{\infty 2},v_{\infty 2}) (0,θ)\left(0,-\theta_{\infty}\right)
Table 3.2. Base points remaining after blowing up β0,βx,β1\beta_{0},\beta_{x},\beta_{1} and β\beta_{\infty}. The chart (u~3,v~3)(\tilde{u}_{3},\tilde{v}_{3}) is ommitted as there is no base point remaining in this chart.

In Figure 3.2, the notation “(n)(n)” again indicates “self-intersection number equal to nn”. Moreover, as a visual guideline, we again included the strict transforms 𝒱i:={ui2=0}{u0=i}\mathcal{V}_{i}^{*}:=\{u_{i2}=0\}\cup\{u_{0}=i\} of the former vertical lines 𝒱i.\mathcal{V}_{i}. Those have self-intersection (1)(-1).

{\mathcal{H}}^{*}(2)(-2)𝒱0\mathcal{V}_{0}^{*}𝒱x\mathcal{V}_{x}^{*}𝒱1\mathcal{V}_{1}^{*}\mathcal{E}_{\infty}𝒟\mathcal{D}_{\infty}^{*}(1)(-1)𝒟1{\mathcal{D}}_{1}(1)(-1)𝒟x{\mathcal{D}}_{x}(1)(-1)𝒟0{\mathcal{D}}_{0}(1)(-1)v02v_{02}u02u_{02}u~1\tilde{u}_{1}v~1\tilde{v}_{1}u~2\tilde{u}_{2}v~2\tilde{v}_{2}u2{u}_{\infty 2}v2{v}_{\infty 2}vx2v_{x2}ux2u_{x2}v12v_{12}u12u_{12}\bulletγ0\gamma_{0}\bulletγx\gamma_{x}\bulletγ1\gamma_{1}\bulletβ\beta_{\infty}^{-}
Figure 3.2. The surface 𝔽1\mathbb{F}_{1} after the first sequence of blow-ups and the new base point configuration.

We blow-up the remaining base points by replacing each chart ui2,vi22\mathbb{C}^{2}_{u_{i2},v_{i2}} by a pair of 2\mathbb{C}^{2}-charts with corresponding index as follows, and then removing the already blown up base points that are still visible from other charts.

(u03,v03):=(u02θ0,v02u02θ0)(u04,v04):=(u02θ0v02,v02)(ux3,vx3):=(ux2x(θx1),vx2ux2x(θx1))(ux4,vx4):=(ux2x(θx1)vx2,vx2)(u13,v13):=(u12θ1,v12u12θ1)(u14,v14):=(u12θ1v12,v12)(u3,v3):=(u2,v2+θu2)(u4,v4):=(u2v2+θ,v2)\begin{array}[]{rclcrcl}(u_{03},v_{03})&:=&\left(u_{02}-\theta_{0},\frac{v_{02}}{u_{02}-\theta_{0}}\right)&&(u_{04},v_{04})&:=&\left(\frac{u_{02}-\theta_{0}}{v_{02}},v_{02}\right)\vspace{.2cm}\\ (u_{x3},v_{x3})&:=&\left(u_{x2}-x(\theta_{x}-1),\frac{v_{x2}}{u_{x2}-x(\theta_{x}-1)}\right)&&(u_{x4},v_{x4})&:=&\left(\frac{u_{x2}-x(\theta_{x}-1)}{v_{x2}},v_{x2}\right)\vspace{.2cm}\\ (u_{13},v_{13})&:=&\left(u_{12}-\theta_{1},\frac{v_{12}}{u_{12}-\theta_{1}}\right)&&(u_{14},v_{14})&:=&\left(\frac{u_{12}-\theta_{1}}{v_{12}},v_{12}\right)\vspace{.2cm}\\ (u_{\infty 3},v_{\infty 3})&:=&\left(u_{\infty 2},\frac{v_{\infty 2}+\theta_{\infty}}{u_{\infty 2}}\right)&&(u_{\infty 4},v_{\infty 4})&:=&\left(\frac{u_{\infty 2}}{v_{\infty 2}+\theta_{\infty}},v_{\infty 2}\right)\end{array}

We obtain the following new exceptional lines, for i{0,1,x}i\in\{0,1,x\}.

i:={ui3=0}{vi4=0},:={u3=0}{v4=0}.\mathcal{E}_{i}:=\{u_{i3}=0\}\cup\{v_{i4}=0\}\,,\quad\mathcal{E}_{\infty}^{-}:=\{u_{\infty 3}=0\}\cup\{v_{\infty 4}=0\}.

Moreover, we have the following new strict transforms, for i{0,1,x}i\in\{0,1,x\}.

𝒟i:={vi3=0}{u~1=i},𝒟:={u~2=0}{u4=0}.\mathcal{D}_{i}^{*}:=\{v_{i3}=0\}\cup\{\tilde{u}_{1}=i\}\,,\quad\mathcal{D}_{\infty}^{**}:=\{\tilde{u}_{2}=0\}\cup\{u_{\infty 4}=0\}.

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 EE is well-defined there, i.e. when resolving the base points of the vector field, we also resolved the indeterminacy points of EE. For each of the new coordinate charts (umn,vmn)(u_{mn},v_{mn}), we also define the Jacobian

ωmn=umnuvmnvumnvvmnu.\omega_{mn}=\frac{\partial u_{mn}}{\partial u}\,\frac{\partial v_{mn}}{\partial v}\,-\,\frac{\partial u_{mn}}{\partial v}\,\frac{\partial v_{mn}}{\partial u}.
{\mathcal{H}}^{*}(2)(-2)𝒱0\mathcal{V}_{0}^{*}0\mathcal{E}_{0}v0v_{0}u0u_{0}𝒱x\mathcal{V}_{x}^{*}x\mathcal{E}_{x}𝒱1\mathcal{V}_{1}^{*}1\mathcal{E}_{1}\mathcal{E}_{\infty}\mathcal{E}_{\infty}^{-}𝒟\mathcal{D}_{\infty}^{**}(2)(-2)𝒟1{\mathcal{D}}_{1}^{*}(2)(-2)𝒟x{\mathcal{D}}_{x}^{*}(2)(-2)𝒟0{\mathcal{D}}_{0}^{*}(2)(-2)vx3v_{x3}ux3u_{x3}u~1\tilde{u}_{1}v~1\tilde{v}_{1}u~2\tilde{u}_{2}v~2\tilde{v}_{2}v~3\tilde{v}_{3}u~3\tilde{u}_{3}u4{u}_{\infty 4}v4{v}_{\infty 4}v13v_{13}u13u_{13}v03v_{03}u03u_{03}
Figure 3.3. The space of initial values of the resolved Painlevé VI vector field for x0x\neq 0.

Figure 3.3 illustrates a schematic drawing of the resultant collection of exceptional lines, \mathcal{H}^{*} and DD_{\infty}^{**} and their intersections in the resolved space, as well as the coordinates that will be most important in the following. For each x=x00,1x=x_{0}\not=0,1, this regularized space will be denoted as 𝒮(x0)\mathcal{S}(x_{0}). Moreover, we define 𝒮(0)\mathcal{S}(0) to be the result of the blow-up procedure for x=0x=0. Its relation to the vector field is studied in the next section. The union of S(x0)S(x_{0}) forms a fibre bundle

𝒮:=x0{1}𝒮(x0).\mathcal{S}:=\bigcup_{x_{0}\in\mathbb{C}\setminus\{1\}}\mathcal{S}(x_{0}).

From the detailed charts in appendix section B.2, one sees that for x00x_{0}\neq 0, the Painlevé vector field is “vertical” or tangent to the lines \mathcal{H}^{*}, 𝒟\mathcal{D}_{\infty}^{**}, 𝒟0\mathcal{D}_{0}^{*}, 𝒟x\mathcal{D}_{x}^{*}, 𝒟1\mathcal{D}_{1}^{*}, which each have self-intersection 2-2. For this reason, such curves are often referred to as “vertical leaves” in Okamoto’s construction. For each x=x00,1x=x_{0}\not=0,1, we define

(x0):=𝒟𝒟0𝒟x𝒟1\mathcal{I}(x_{0}):=\mathcal{H}^{*}\cup\mathcal{D}_{\infty}^{**}\cup\mathcal{D}_{0}^{*}\cup\mathcal{D}_{x}^{*}\cup\mathcal{D}_{1}^{*}

the infinity set, corresponding to the black part of the diagram shown in Figure 3.3. Okamoto’s space of initial values for x00,1x_{0}\not=0,1 is Oka(x0):=𝒮(x0)(x0)\mathrm{Oka}(x_{0}):=\mathcal{S}(x_{0})\setminus\mathcal{I}(x_{0}).

Note that the strict transforms \mathcal{H}^{*}, 𝒟\mathcal{D}_{\infty}^{**}, 𝒟0\mathcal{D}_{0}^{*}, 𝒟x\mathcal{D}_{x}^{*}, 𝒟1\mathcal{D}_{1}^{*} each have self-intersection 2-2. The corresponding Dynkin diagram reflecting their intersections, given in Figure 3.4, is equivalent to that for D4(1)D_{4}^{(1)}.

\bullet\mathcal{H}^{*}\bullet𝒟0\mathcal{D}_{0}^{*}\bullet𝒟1\mathcal{D}_{1}^{*}\bullet𝒟\mathcal{D}_{\infty}^{**}\bullet𝒟x\mathcal{D}_{x}^{*}
Figure 3.4. The Dynkin diagram with nodes representing (2)(-2)-lines in Okamoto’s space, for x0,1x\neq 0,1, is equivalent to that for D4(1)D_{4}^{(1)}.

4. The vector field in the limit space

When x0x\to 0 (or more precisely (t)\Re(t)\to-\infty), we get the autonomous limiting system

{u˙=u{(u1)(2uv2θ+θ)θ1},v˙=uv((3u2)v4θ+2θ)+(2θθθ1)v+θ(θθ),\displaystyle\begin{cases}\dot{u}&=-u\{(u-1)\left(2uv-2\theta+\theta_{\infty}\right)-\theta_{1}\},\\ \dot{v}&=uv\left((3u-2)v-4\theta+2\theta_{\infty}\right)+(2\theta-\theta_{\infty}-\theta_{1})v+\theta(\theta-\theta_{\infty}),\end{cases} (4.1)
where u˙=E0/v,v˙=E0/u,with\displaystyle\dot{u}=\partial E_{0}/\partial v,\dot{v}=-\,\partial E_{0}/\partial u,\textrm{with}
E0:=u{(u1)v(uv2θ+θ)θ1v+θ(θθ)}.\displaystyle E_{0}:=-u\{(u-1)v\left(uv-2\theta+\theta_{\infty}\right)-\theta_{1}v+\theta(\theta-\theta_{\infty})\}.

We can solve this Hamiltonian system completely: if the values of the θi\theta_{i}’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 {u=0}\{u=0\}. Again for generic θi\theta_{i} values, no solutions lie on the line {u=1}\{u=1\}. Let us assume u0,1u\not\equiv 0,1. Then the Hamiltonian system (4.1) yields

v=\displaystyle v= u˙2u2(u1)+θ12u(u1)+θ+θ¯2u,\displaystyle-\frac{\dot{u}}{2u^{2}(u-1)}+\frac{\theta_{1}}{2u(u-1)}+\frac{\theta+\overline{\theta}}{2u},

leading to

u¨=\displaystyle\ddot{u}= 3u22u(u1)u˙2+θ22(u1)u2θ12u22(u1).\displaystyle\frac{3u-2}{2u(u-1)}\dot{u}^{2}+\frac{\theta_{\infty}^{2}}{2}(u-1)u^{2}-\frac{\theta_{1}^{2}u^{2}}{2(u-1)}.

Note that if (u(t),v(t))(u(t),v(t)) is a solution of the autonomous Hamiltonian system, then η0:=E0(u(t),v(t))\eta_{0}:=E_{0}(u(t),v(t)) is constant. Setting u3:=1/uu_{3}:=1/u, the autonomous differential equation for uu yields (u˙3)2=αu32+βu3+γ(\dot{u}_{3})^{2}=\alpha u_{3}^{2}+\beta u_{3}+\gamma, where α=4η0+(θ+θ¯θ1)2,β=θ12θ2α\alpha=4\eta_{0}+(\theta+\overline{\theta}-\theta_{1})^{2}\,,\beta=\theta_{1}^{2}-\theta_{\infty}^{2}-\alpha and γ=θ2\gamma=\theta_{\infty}^{2}. This integrates as

u3(t)={4γαβ2sinh(αt+η1)β2αifα0(β2t+η1)2γβifα=0,u_{3}(t)=\left\{\begin{array}[]{lll}\frac{\sqrt{4\gamma\alpha-\beta^{2}}\mathrm{sinh}(\sqrt{\alpha}\,t+\eta_{1})-\beta}{2\alpha}&\mathrm{if}&\alpha\neq 0\vspace{.3cm}\\ \left(\frac{\sqrt{\beta}}{2}\,t+\eta_{1}\right)^{2}-\frac{\gamma}{\beta}&\mathrm{if}&\alpha=0\,,\end{array}\right.

where η1\eta_{1} 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 θi\theta_{i}’s:

{(u,v)=(θθ1θ,θθ¯θθ1)forη0=(θ1θ)2(θ0+θx1)4(u,v)=(θ+θ1θ,θθθ+θ1)forη0=(θ1+θ)2(θ0+θx1)4.\left\{\begin{array}[]{rcllll}(u,v)&=&\left(\frac{\theta_{\infty}-\theta_{1}}{\theta_{\infty}}\,,\frac{\theta_{\infty}\overline{\theta}}{\theta_{\infty}-\theta_{1}}\right)&\mathrm{for}&\eta_{0}=\frac{(\theta_{1}-\theta_{\infty})^{2}-(\theta_{0}+\theta_{x}-1)}{4}\vspace{.2cm}\\ (u,v)&=&\left(\frac{\theta_{\infty}+\theta_{1}}{\theta_{\infty}}\,,\frac{\theta_{\infty}\theta}{\theta_{\infty}+\theta_{1}}\right)&\mathrm{for}&\eta_{0}=\frac{(\theta_{1}+\theta_{\infty})^{2}-(\theta_{0}+\theta_{x}-1)}{4}\,.\end{array}\right.

We may now compactify the space of initial values u,v2\mathbb{C}^{2}_{u,v} to 𝒮(0)\mathcal{S}(0). 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 (1)(-1). The notable differences with the configuration in 𝒮(x)\mathcal{S}(x) with x=0x=0 are the following, where we use the superscript “0” when convenient to indicate particularities for the x=0x=0 case:

  • After blow-up of β0:(u1,v1)=(0,0)\beta_{0}:(u_{1},v_{1})=(0,0), the point βx0:(u01,v01)=(0,0)\beta_{x}^{0}:(u_{01},v_{01})=(0,0) which has to be blown up lies on the intersection of (the strict transform) of \mathcal{H} and the exceptional line 𝒟0=𝒟00\mathcal{D}_{0}=\mathcal{D}_{0}^{0}.

  • As a result, we still have ={v~1=0}{v~2=0}\mathcal{H}^{*}=\{\tilde{v}_{1}=0\}\cup\{\tilde{v}_{2}=0\}, but 𝒟00=𝒟00𝒟x0\mathcal{D}_{0}^{0}=\mathcal{D}_{0}^{0*}\cup\mathcal{D}_{x}^{0}.

  • Moreover, the point γx0:(ux2,vx2)=(0,0)\gamma_{x}^{0}:(u_{x2},v_{x2})=(0,0) now corresponds to the intersection 𝒟00𝒟x0\mathcal{D}_{0}^{0*}\cap\mathcal{D}_{x}^{0}.

  • As a result, we still have 𝒟x0={vx3=0}{u~1=0}\mathcal{D}_{x}^{0*}=\{v_{x3}=0\}\cup\{\tilde{u}_{1}=0\}, but 𝒟00=𝒟00x0\mathcal{D}_{0}^{0*}=\mathcal{D}_{0}^{0**}\cup\mathcal{E}_{x}^{0}, where x0:{ux3=0}{vx4=0}.\mathcal{E}_{x}^{0}:\{u_{x3}=0\}\cup\{v_{x4}=0\}.

  • Finally, the blow-up of γ00:(u02,v02)=(θ0,0)\gamma_{0}^{0}:(u_{02},v_{02})=(\theta_{0},0) yields the strict transform 𝒟00:{v03=0}{ux4=0}\mathcal{D}_{0}^{0***}:\{v_{03}=0\}\cup\{u_{x4}=0\} of self-intersection (4)(-4).

{\mathcal{H}}^{*}(2)(-2)𝒱0\mathcal{V}_{0}^{*}0\mathcal{E}_{0}x0\mathcal{E}_{x}^{0}𝒟00{\mathcal{D}}_{0}^{0***}(4)(-4)v0v_{0}u0u_{0}𝒱1\mathcal{V}_{1}^{*}1\mathcal{E}_{1}\mathcal{E}_{\infty}\mathcal{E}_{\infty}^{-}𝒟\mathcal{D}_{\infty}^{**}(2)(-2)𝒟1{\mathcal{D}}_{1}^{*}(2)(-2)𝒟x0{\mathcal{D}}_{x}^{0*}(2)(-2)vx3{v}_{x3}ux3{u}_{x3}ux4{u}_{x4}vx4{v}_{x4}u~1\tilde{u}_{1}v~1\tilde{v}_{1}u~2\tilde{u}_{2}v~2\tilde{v}_{2}v~3\tilde{v}_{3}u~3\tilde{u}_{3}u4{u}_{\infty 4}v4{v}_{\infty 4}v13v_{13}u13u_{13}v03v_{03}u03u_{03}
Figure 4.1. The limit space for x=0x=0 of the space of initial values for x0x\neq 0.

The resulting autonomous vector field in 𝒮(0)\mathcal{S}(0) is obtained from the one in appendix section B.2 by systematically setting x=0x=0. 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 𝒮(0)\mathcal{S}(0) is undetermined. There is one such elliptic base point, given by

𝔲:(ux4,vx4)=(0,0)𝒟0x0.\mathfrak{u}:(u_{x4},v_{x4})=(0,0)\in\mathcal{D}_{0}^{***}\cap\mathcal{E}_{x}^{0}\,.

This elliptic base point cannot be resolved by blow-ups!111Moreover, when following through the process of Okamoto desingularization, one realizes that γ00:(u02,v02)=(θ0,0)\gamma_{0}^{0}:(u_{02},v_{02})=(\theta_{0},0) was in fact not an elliptic base point. Note however that the autonomous energy function E0E_{0} is well-defined (and infinite) at 𝔲\mathfrak{u}.

Let us denote 0\mathcal{I}^{0} the subset of 𝒮(0)\mathcal{S}(0) where the autonomous vector field is infinite or undefined. We find

0=x0𝒟x0𝒟1𝒟.\mathcal{I}^{0}=\mathcal{E}_{x}^{0}\cup\mathcal{D}_{x}^{0*}\cup\mathcal{H}^{*}\cup\mathcal{D}_{1}^{*}\cup\mathcal{D}_{\infty}^{**}.

This set corresponds precisely to the points where the autonomous energy function E0E_{0} is infinite. As explained above, we have

limx0(x)=𝒟000.\lim_{x\to 0}\mathcal{I}(x)=\mathcal{D}_{0}^{0***}\cup\mathcal{I}^{0}\,.

In order to complete the description of the autonomous vector field in 𝒮(0){𝔲}\mathcal{S}(0)\setminus\{\mathfrak{u}\}, it remains to investigate trajectories that might be contained in 𝒮(0)(0u0,v02)\mathcal{S}(0)\setminus\left(\mathcal{I}^{0}\cup\mathbb{C}^{2}_{u_{0},v_{0}}\right). We find the following, where as usual we assume the values of the θi\theta_{i}’s to be generic:

  • There is no trajectory contained in any of the following:

    • 𝒟:{u~3=0}\mathcal{E}_{\infty}\setminus\mathcal{D}_{\infty}^{**}:\{\tilde{u}_{3}=0\},

    • 𝒟:{u3=0}\mathcal{E}_{\infty}^{-}\setminus\mathcal{D}_{\infty}^{**}:\{u_{\infty 3}=0\},

    • 1𝒟1:{v14=0}\mathcal{E}_{1}\setminus\mathcal{D}_{1}^{*}:\{v_{14}=0\}.

  • The line 00𝒟00:{v04=0}\mathcal{E}_{0}^{0}\setminus\mathcal{D}_{0}^{0***}:\{v_{04}=0\} is the union of one trajectory and one equilibrium point, given by

    u04=(θ0θ)(θ0θ¯)θ02θ0+θ1(θ+θ¯)u_{04}=-\frac{(\theta_{0}-\theta)(\theta_{0}-\overline{\theta})\theta_{0}}{2\theta_{0}+\theta_{1}-(\theta+\overline{\theta})}

    with energy η0=(θx1)θ0\eta_{0}=-(\theta_{x}-1)\theta_{0}.

  • Every point of 𝒟00x0:{v03=0}\mathcal{D}_{0}^{0***}\setminus\mathcal{E}_{x}^{0}:\{v_{03}=0\} is an equilibrium point of the autonomous vector field, with energy η0=(u03(θx1))(u03+θ0)\eta_{0}=(u_{03}-(\theta_{x}-1))(u_{03}+\theta_{0}).

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 0\mathcal{E}_{0}, x\mathcal{E}_{x}, 1\mathcal{E}_{1}, \mathcal{E}_{\infty}, \mathcal{E}_{\infty}^{-}.

5.1. Points where uu has a zero and vv a pole.

The set 0\mathcal{E}_{0}\setminus\mathcal{I} is given by {v04=0}\{v_{04}=0\}, in the (u04,v04)(u_{04},v_{04}) chart, see Section B.2.6. Suppose u04(τ)=Bu_{04}(\tau)=B, v04(τ)=0v_{04}(\tau)=0, for some complex numbers τ\tau, BB. From the system of differential equations in Section B.2.6, we get:

v04(t)=\displaystyle v_{04}(t)= eτeτ1(tτ)eτθ0(1+eτ)θxθ1eτ+22(eτ1)2(tτ)2\displaystyle\frac{e^{\tau}}{e^{\tau}-1}(t-\tau)-e^{\tau}\frac{\theta_{0}(1+e^{\tau})-\theta_{x}-\theta_{1}e^{\tau}+2}{2(e^{\tau}-1)^{2}}(t-\tau)^{2}
+(2Be2τ(1+eτ)3(1eτ)3+F1(τ))(tτ)3+O((tτ)4),\displaystyle+\left(\frac{2Be^{2\tau}(1+e^{\tau})}{3(1-e^{\tau})^{3}}+F_{1}(\tau)\right)(t-\tau)^{3}+O((t-\tau)^{4}),

with

F1(τ)=\displaystyle F_{1}(\tau)= eτ6(1eτ)3[3(θ0θx+1)+(θ0θx)2+3eτ8θ0(θx+θ1)eτ\displaystyle-\frac{e^{\tau}}{6(1-e^{\tau})^{3}}\Bigl{[}3(\theta_{0}-\theta_{x}+1)+(\theta_{0}-\theta_{x})^{2}+3e^{\tau}-8\theta_{0}(\theta_{x}+\theta_{1})e^{\tau}
+13θ0eτ2θxeτ+θ1(2θx5)eτ\displaystyle\qquad\qquad\qquad+13\theta_{0}e^{\tau}-2\theta_{x}e^{\tau}+\theta_{1}(2\theta_{x}-5)e^{\tau}
+2(θ+θ0)(θ¯+θ0)eτ+(θ0θ1)2e2τ].\displaystyle\qquad\qquad\qquad+2(\theta+\theta_{0})(\bar{\theta}+\theta_{0})e^{\tau}+(\theta_{0}-\theta_{1})^{2}e^{2\tau}\Bigr{]}\,.

Since (see Section B.2.6)

u=u04v042+θ0v04,v=1v04,u=u_{04}v_{04}^{2}+\theta_{0}v_{04},\quad v=\frac{1}{v_{04}},

we obtain the series expansions for (u,v)(u,v):

{u(t)=θ0eτeτ1(tτ)+(Be2τ(eτ1)2θ0eτθ0(1+eτ)θxθ1eτ+22(eτ1)2)(tτ)2+O((tτ)3),v(t)=eτ1eτ1tτ+θ0(1+eτ)θxθ1eτ+22eτ+(2B(eτ+1)3(eτ1)+F2(t))(tτ)+O((tτ)2),\left\{\begin{array}[]{rcl}u(t)&=&\ \frac{\theta_{0}e^{\tau}}{e^{\tau}-1}(t-\tau)+\left(B\frac{e^{2\tau}}{(e^{\tau}-1)^{2}}-\theta_{0}e^{\tau}\frac{\theta_{0}(1+e^{\tau})-\theta_{x}-\theta_{1}e^{\tau}+2}{2(e^{\tau}-1)^{2}}\right)(t-\tau)^{2}+O((t-\tau)^{3})\,,\vspace{.2cm}\\ v(t)&=&\ \frac{e^{\tau}-1}{e^{\tau}}\frac{1}{t-\tau}+\frac{\theta_{0}(1+e^{\tau})-\theta_{x}-\theta_{1}e^{\tau}+2}{2e^{\tau}}+\left(\frac{2B(e^{\tau}+1)}{3(e^{\tau}-1)}+F_{2}(t)\right)(t-\tau)+O((t-\tau)^{2})\,,\end{array}\right.

with

F2(τ)=\displaystyle F_{2}(\tau)= 112eτ(eτ1)[(θ0θx+3)234(θθ0)(θ¯θ0)eτ+4θ02eτ\displaystyle\frac{1}{12e^{\tau}(e^{\tau}-1)}\Bigl{[}(\theta_{0}-\theta_{x}+3)^{2}-3-4(\theta-\theta_{0})(\bar{\theta}-\theta_{0})e^{\tau}+4\theta_{0}^{2}e^{\tau}
2(2θ0+1)2eτ+2(θ0+θx1)(θ0+θ1+2)eτ\displaystyle\qquad\qquad\qquad-2(2\theta_{0}+1)^{2}e^{\tau}+2(\theta_{0}+\theta_{x}-1)(\theta_{0}+\theta_{1}+2)e^{\tau}
+(θ0θ1)2e2τ].\displaystyle\qquad\qquad\qquad+(\theta_{0}-\theta_{1})^{2}e^{2\tau}\Bigr{]}.

Note that uu has a simple zero at t=τt=\tau and vv a simple pole with residue 1eτ1-e^{-\tau}.

5.2. Points where u=1u=1 and vv has a pole.

The set 1\mathcal{E}_{1}\setminus\mathcal{I} is given by {v14=0}\{v_{14}=0\}, in the (u14,v14)(u_{14},v_{14}) chart, see Section B.2.10. Suppose u14(τ)=Bu_{14}(\tau)=B, v14(τ)=0v_{14}(\tau)=0, for some complex numbers τ\tau, BB. From the system of differential equations in Section B.2.10, we get:

v14(t)=\displaystyle v_{14}(t)= (tτ)+θ+θ¯+θ1(eτ3)θ0eτ2(eτ1)(tτ)2\displaystyle-(t-\tau)+\frac{\theta+\bar{\theta}+\theta_{1}(e^{\tau}-3)-\theta_{0}e^{\tau}}{2(e^{\tau}-1)}(t-\tau)^{2}
+(2B(eτ2)3(1eτ)+F3(τ))(tτ)3+O((tτ)4),\displaystyle+\left(\frac{2B(e^{\tau}-2)}{3(1-e^{\tau})}+F_{3}(\tau)\right)(t-\tau)^{3}+O((t-\tau)^{4}),

with

F3(τ)=16(eτ1)2\displaystyle F_{3}(\tau)=-\frac{1}{6(e^{\tau}-1)^{2}} [(θ+θ¯5θ1)2+2(θθ¯5θ12)+(θ0θ1)2e2τ\displaystyle\Bigl{[}(\theta+\bar{\theta}-5\theta_{1})^{2}+2(\theta\bar{\theta}-5\theta_{1}^{2})+(\theta_{0}-\theta_{1})^{2}e^{2\tau}
2(θ0(θ+θ¯+2)+θθ¯)eτ\displaystyle\ -2(\theta_{0}(\theta+\bar{\theta}+2)+\theta\bar{\theta})e^{\tau}
+2(3θ1+1)(θ+θ¯+θ02θ1)eτ].\displaystyle\ +2(3\theta_{1}+1)(\theta+\bar{\theta}+\theta_{0}-2\theta_{1})e^{\tau}\ \Bigr{]}.

Since (see Section B.2.10)

u=u14v142+θ1v14+1,v=1v14,u=u_{14}v_{14}^{2}+\theta_{1}v_{14}+1,\quad v=\frac{1}{v_{14}},

we obtain the series expansions for (u,v)(u,v):

{u(t)=1θ1(tτ)+(B+θ1θ+θ¯+θ1(eτ3)θ0eτ2(eτ1))(tτ)2+O((tτ)3),v(t)=1tτθ+θ¯+θ1(eτ3)θ0eτ2(eτ1)(2B(eτ2)3(1eτ)+F4(τ))(tτ)+O((tτ)2),\left\{\begin{array}[]{rcl}u(t)&=&\ 1-\theta_{1}(t-\tau)+\left(B+\theta_{1}\frac{\theta+\bar{\theta}+\theta_{1}(e^{\tau}-3)-\theta_{0}e^{\tau}}{2(e^{\tau}-1)}\right)(t-\tau)^{2}+O((t-\tau)^{3}),\vspace{.2cm}\\ v(t)&=&\ -\frac{1}{t-\tau}-\frac{\theta+\bar{\theta}+\theta_{1}(e^{\tau}-3)-\theta_{0}e^{\tau}}{2(e^{\tau}-1)}-\left(\frac{2B(e^{\tau}-2)}{3(1-e^{\tau})}+F_{4}(\tau)\right)(t-\tau)+O((t-\tau)^{2}),\end{array}\right.

with

F4(τ)=F3(τ)+(θ+θ¯+θ1(eτ3)θ0eτ2(eτ1))2.F_{4}(\tau)=F_{3}(\tau)+\left(\frac{\theta+\bar{\theta}+\theta_{1}(e^{\tau}-3)-\theta_{0}e^{\tau}}{2(e^{\tau}-1)}\right)^{2}.

At t=τt=\tau, u1u-1 has a simple zero, while vv has a simple pole with residue 1-1.

5.3. Points where u(τ)=eτu(\tau)=e^{\tau} and vv has a pole.

The set x\mathcal{E}_{x}\setminus\mathcal{I} is given by {vx4=0}\{v_{x4}=0\}, in the (ux4,vx4)(u_{x4},v_{x4}) chart, see Section B.2.8. Suppose ux4(τ)=Bu_{x4}(\tau)=B, vx4(τ)=0v_{x4}(\tau)=0, for some complex number BB. From the system of differential equations in Section B.2.8, we get:

vx4=\displaystyle v_{x4}= (tτ)+θ0+θx(θ+θ¯θx)eτ2(eτ1)(tτ)2\displaystyle\ (t-\tau)+\frac{\theta_{0}+\theta_{x}-(\theta+\bar{\theta}-\theta_{x})e^{\tau}}{2(e^{\tau}-1)}(t-\tau)^{2}
+(B(e2τ1)3eτ(eτ1)2+F5(τ))(tτ)3+O((tτ)4),\displaystyle+\left(\frac{B(e^{2\tau}-1)}{3e^{\tau}(e^{\tau}-1)^{2}}+F_{5}(\tau)\right)(t-\tau)^{3}+O((t-\tau)^{4}),

with

F5(τ)=[(θ+θ¯2θx)23θx2+2θθ¯]e2τ+(θ0+2θx)2θx22[1+θ0(θ+θ¯)+θxθ1+θθ¯]eτ6(eτ1)2.F_{5}(\tau)=\frac{\Bigl{[}(\theta+\bar{\theta}-2\theta_{x})^{2}-3\theta_{x}^{2}+2\theta\bar{\theta}\Bigr{]}e^{2\tau}+(\theta_{0}+2\theta_{x})^{2}-\theta_{x}^{2}-2\Bigl{[}1+\theta_{0}(\theta+\bar{\theta})+\theta_{x}-\theta_{1}+\theta\bar{\theta}\Bigr{]}e^{\tau}}{6(e^{\tau}-1)^{2}}.

Since, as calculated in Section B.2.8:

u=(ux4vx4+etθx)vx4+et,v=1((ux4vx4+etθx)vx4+et)vx4,u=(u_{x4}v_{x4}+e^{t}\theta_{x})v_{x4}+e^{t},\quad v=\frac{1}{((u_{x4}v_{x4}+e^{t}\theta_{x})v_{x4}+e^{t})v_{x4}},

we obtain:

{u(t)=eτ+eτ(θx+1)(tτ)+(B+eτ2+eτθxθ0+θx2(θ0+θ13)eτ2(eτ1))(tτ)2+O((tτ)3),v(t)=eτtτeτθ0θx2(θ+θ¯3θx2)eτ2(eτ1)+eτ(B24eτ3eτ(eτ1)+F6(τ))(tτ)+O((tτ)2),\left\{\begin{array}[]{rcl}u(t)&=&\ e^{\tau}+e^{\tau}(\theta_{x}+1)(t-\tau)+\left(B+\frac{e^{\tau}}{2}+e^{\tau}\theta_{x}\frac{\theta_{0}+\theta_{x}-2-(\theta_{0}+\theta_{1}-3)e^{\tau}}{2(e^{\tau}-1)}\right)(t-\tau)^{2}+O((t-\tau)^{3})\,,\vspace{.2cm}\\ v(t)&=&\ \frac{e^{-\tau}}{t-\tau}-e^{-\tau}\frac{\theta_{0}-\theta_{x}-2-(\theta+\bar{\theta}-3\theta_{x}-2)e^{\tau}}{2(e^{\tau}-1)}+e^{-\tau}\left(B\cdot\frac{2-4e^{\tau}}{3e^{\tau}(e^{\tau}-1)}+F_{6}(\tau)\right)(t-\tau)+O((t-\tau)^{2})\,,\end{array}\right.

with

F6(τ)=112(eτ1)2{\displaystyle F_{6}(\tau)=-\frac{1}{12(e^{\tau}-1)^{2}}\Bigl{\{} [θ2+2(θ+θ¯+2θx)(θx3)+(3θx+5)219]e2τ\displaystyle\left[\theta_{\infty}^{2}+2(\theta+\bar{\theta}+2\theta_{x})(\theta_{x}-3)+(3\theta_{x}+5)^{2}-19\right]e^{2\tau}
[θ2(θ12θx)2+2(θx12)+(5θx+1)2+(θ06)2]eτ\displaystyle-\left[\theta_{\infty}^{2}-(\theta_{1}-2\theta_{x})^{2}+2(\theta_{x}-12)+(5\theta_{x}+1)^{2}+(\theta_{0}-6)^{2}\right]e^{\tau}
+[8θx2+(θ0θx3)22]}\displaystyle+\left[8\theta_{x}^{2}+(\theta_{0}-\theta_{x}-3)^{2}-2\right]\Bigr{\}}

At t=τt=\tau, obviously vv has a simple pole with residue eτe^{-\tau}, while u(t)eτu(t)-e^{\tau} has a simple zero.

5.4. Points where uu has a pole and vv a zero.

Such points belong to \mathcal{E}_{\infty} and \mathcal{E}_{\infty}^{-}, which are obtained by blowing up the points β\beta_{\infty} and β\beta_{\infty}^{-} on 𝒟\mathcal{D}_{\infty}. We notice that the initial vector field (see Section B.2.1) does not depend on the sign of θ\theta_{\infty}. Moreover, if we replace θ\theta_{\infty} by θ-\theta_{\infty}, the roles of β\beta_{\infty} and β\beta_{\infty}^{-} are interchanged. Because of that symmetry, we may consider only the case when the solution intersects \mathcal{E}_{\infty}.

The set \mathcal{E}_{\infty}\setminus\mathcal{I} is given by {u~3=0}\{\tilde{u}_{3}=0\} in the (u~3,v~3)(\tilde{u}_{3},\tilde{v}_{3}) chart, see Section B.2.4. Suppose u~3(τ)=0\tilde{u}_{3}(\tau)=0, v~3(τ)=B\tilde{v}_{3}(\tau)=B. From the differential equations in Section B.2.4, we get:

u~3(t)=\displaystyle\tilde{u}_{3}(t)= θ1eτ(tτ)θ(θ+θx2)eτ+θ+θ1+2B2(eτ1)2(tτ)2+O((tτ)3).\displaystyle\ \frac{\theta_{\infty}}{1-e^{\tau}}(t-\tau)-\theta_{\infty}\frac{(\theta_{\infty}+\theta_{x}-2)e^{\tau}+\theta_{\infty}+\theta_{1}+2B}{2(e^{\tau}-1)^{2}}(t-\tau)^{2}+O((t-\tau)^{3}).

Then, using the relations:

u=1u~3,v=(θu~3v~3)u~3,u=\frac{1}{\tilde{u}_{3}},\quad v=(\theta-\tilde{u}_{3}\tilde{v}_{3})\tilde{u}_{3},

we get:

{u(t)=1eτθ(tτ)+(θ+θx2)eτ+θ+θ1+2B2θ+O(tτ),v(t)=θθ(1eτ)(tτ)θθ(θ+θx2)eτ+θ(θ+θ1)+2(θ+θ)B2(eτ1)2(tτ)2+O((tτ)3).\left\{\begin{array}[]{rcl}u(t)&=&\frac{1-e^{\tau}}{\theta_{\infty}(t-\tau)}+\frac{(\theta_{\infty}+\theta_{x}-2)e^{\tau}+\theta_{\infty}+\theta_{1}+2B}{2\theta_{\infty}}+O(t-\tau),\vspace{.2cm}\\ v(t)&=&\frac{\theta\theta_{\infty}}{(1-e^{\tau})}(t-\tau)-\theta_{\infty}\frac{\theta(\theta_{\infty}+\theta_{x}-2)e^{\tau}+\theta(\theta_{\infty}+\theta_{1})+2(\theta+\theta_{\infty})B}{2(e^{\tau}-1)^{2}}(t-\tau)^{2}+O((t-\tau)^{3}).\end{array}\right.

Note that uu has a simple pole with residue (1eτ)/θ(1-e^{\tau})/\theta_{\infty}, while vv has a simple zero. In the intersection points with \mathcal{E}_{\infty}^{-}, uu has a simple pole with residue (1eτ)/θ-(1-e^{\tau})/\theta_{\infty} and vv 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 xx. These estimates allow us to describe the domain of each solution in 𝒮\\mathcal{S}\backslash\mathcal{I}, which is Okamoto’s space of initial values. The results will be used to prove properties of the limit set of each solution.

Given 0<ϵ<10<\epsilon<1, ϵ\epsilon\in\mathbb{R}, define a disk R=Rϵ={x|x|<ϵ}R=R_{\epsilon}=\{x\in\mathbb{C}\mid|x|<\epsilon\}. Letting ξR\xi\in R, r<|ξ|<ϵr<|\xi|<\epsilon, define a disk D=Dr(ξ)={xR||xξ|<r}D=D_{r}(\xi)=\{x\in R\bigm{|}|x-\xi|<r\} that lies in the interior of RR. Defining a new time coordinate t=lnxt=\ln x, we have corresponding domains RtR_{t} and DtD_{t} in the tt-plane. Note that DtD_{t} is no longer a circular disk, but lies inside a rectangular region in the left half of the tt-plane, see Figure 6.1.

0RϵR_{\epsilon}DrD_{r}t=lnxt=\ln xt=lnϵ<0\Re t=\ln\epsilon<0
Figure 6.1. Domains RϵR_{\epsilon} and DrD_{r}. RϵR_{\epsilon} is the disk centred at the origin with radius 0<ϵ<10<\epsilon<1. DrD_{r} is a disk within RϵR_{\epsilon} and does not contain the origin. The image of RϵR_{\epsilon} by the logarithmic function is the half-plane placed on the left to the boundary t=lnϵ\Re t=\ln\epsilon. In the left side of the figure, notice a curvilinear “quadrangle” consisting of two circular arcs centred at the origin and two segments placed on radii of RϵR_{\epsilon}, such that it is circumscribed about DrD_{r}. That “quadrangle” is mapped to the red rectangle in the right side, which thus will contain the image of DrD_{r}.

The reader may find it useful to consult Figure 3.3 in the proofs of the following results.

Lemma 6.1.

Given x\{0}x\in\mathbb{C}\backslash\{0\}, there exists a continuous complex valued function dd in a neighbourhood of the infinity set \mathcal{I} in Okamoto’s space, such that

d={1Ein a neighbourhood of𝒟1𝒟(𝒟0𝒟x),x1xω03in a neighbourhood of𝒟0\,ωx3in a neighbourhood of𝒟x\.d=\begin{cases}\frac{1}{E}&\ \textrm{in a neighbourhood of}\ \mathcal{H}^{*}\cup\mathcal{D}_{1}^{*}\cup\mathcal{D}_{\infty}^{**}\setminus(\mathcal{D}_{0}^{*}\cup\mathcal{D}_{x}^{*}),\\ -\frac{x-1}{x}\omega_{03}&\ \textrm{in a neighbourhood of}\ \mathcal{D}_{0}^{*}\backslash\mathcal{H}^{*},\\ -\omega_{x3}&\ \textrm{in a neighbourhood of}\ \mathcal{D}_{x}^{*}\backslash\mathcal{H}^{*}.\\ \end{cases}

Note that dd vanishes on \mathcal{I} and that dd is not defined at x=0x=0.

Proof.

From Section B.2.5, the set 𝒟0\\mathcal{D}_{0}^{*}\backslash\mathcal{H}^{*} is given by v03=0v_{03}=0 in the (u03,v03)(u_{03},v_{03}) chart. As we approach 𝒟0\mathcal{D}_{0}^{*}, we have:

Eω03xx1,asv030.E\omega_{03}\sim-\frac{x}{x-1},\quad\text{as}\quad v_{03}\to 0.

From Section B.2.7, the set 𝒟x\\mathcal{D}_{x}^{*}\backslash\mathcal{H}^{*} is given by vx3=0v_{x3}=0 in the (ux3,vx3)(u_{x3},v_{x3}) chart. As we approach 𝒟x\mathcal{D}_{x}^{*}, we have:

Eωx31xux3asvx30.E\omega_{x3}\sim-1-\frac{x}{u_{x3}}\quad\text{as}\quad v_{x3}\to 0.

Thus, as we approach \mathcal{H}^{*}: ux3u_{x3}\to\infty, we have that ωx31/E-\omega_{x3}\sim 1/E.

Lemma 6.2.

For every ϵ>0\epsilon>0, there exists a neighbourhood UU of 𝒟\mathcal{D}_{\infty}^{**} such that

|E˙E+etet1|<ϵ.\left|\frac{\dot{E}}{E}+\frac{e^{t}}{e^{t}-1}\right|<\epsilon.
Proof.

The proof follows from the expressions for E˙/E\dot{E}/E in (u2,v2)(u_{2},v_{2}) and (u3,v3)(u_{3},v_{3}) charts (see Sections A.0.3 and A.0.4), where 𝒟\mathcal{D}_{\infty} is given by u2=0u_{2}=0 and u3=0u_{3}=0 respectively. ∎

Lemma 6.3.

For every compact subset KK of 𝒟𝒟1\𝒟x\mathcal{D}_{\infty}^{**}\cup\mathcal{D}_{1}^{*}\cup\mathcal{H}^{*}\backslash\mathcal{D}_{x}^{*}, there exists a neighbourhood VV of KK and a constant C>0C>0, such that

|etE˙E|<C\left|e^{-t}\,\frac{\dot{E}}{E}\right|<C

in VV for all tt such that ete^{t} is bounded away from 11.

Proof.

Note that ={v~1=0}{v~2=0}\mathcal{H}^{*}=\{\tilde{v}_{1}=0\}\cup\{\tilde{v}_{2}=0\} is parametrized by u~1\tilde{u}_{1} and u~2=1/u~1\tilde{u}_{2}=1/\tilde{u}_{1} respectively. Moreover, 𝒟x\mathcal{D}_{x}^{*} is given in these charts by {u~1=x}\{\tilde{u}_{1}=x\} and {xu~2=1}\{x\tilde{u}_{2}=1\}. In the respective coordinate charts (u~1,v~1)(\tilde{u}_{1},\tilde{v}_{1}), (u~2,v~2)(\tilde{u}_{2},\tilde{v}_{2}) (see Sections B.2.2 and B.2.3), we have

etE˙E={u~11(et1)(etu~1)+(θx1)u~1(u~11)etu~1v~1+O(v~12),u~21(et1)(etu~21)(θx1)u~2(u~21)etu~21v~2+O(v~22).e^{-t}\,\frac{\dot{E}}{E}=\begin{cases}\frac{\tilde{u}_{1}-1}{\left(e^{t}-1\right)\left(e^{t}-\tilde{u}_{1}\right)}+\frac{\left(\theta_{x}-1\right)\tilde{u}_{1}(\tilde{u}_{1}-1)}{e^{t}-\tilde{u}_{1}}\tilde{v}_{1}+{O}\left(\tilde{v}_{1}^{2}\right),\vspace{.2cm}\\ -\frac{\tilde{u}_{2}-1}{\left(e^{t}-1\right)\left(e^{t}\tilde{u}_{2}-1\right)}-\frac{\left(\theta_{x}-1\right)\tilde{u}_{2}(\tilde{u}_{2}-1)}{e^{t}\tilde{u}_{2}-1}\tilde{v}_{2}+{O}\left(\tilde{v}_{2}^{2}\right).\vspace{.2cm}\\ \end{cases}

So as long as we consider compact subsets of \𝒟x\mathcal{H}^{*}\backslash\mathcal{D}_{x}^{*}, the values of 1u~1x\frac{1}{\tilde{u}_{1}-x} and 1xu~21\frac{1}{x\tilde{u}_{2}-1} are bounded. We have now proven the desired result in a neighbourhood of any compact subset of 𝒟x\mathcal{H}^{*}\setminus\mathcal{D}_{x}^{*}. Since 𝒟\mathcal{D}_{\infty}^{**} intersects with 𝒟x\mathcal{H}^{*}\setminus\mathcal{D}_{x}^{*}, the result holds in a neighbourhood of 𝒟\mathcal{D}_{\infty}^{**}\cap\mathcal{H}^{*}.

On the other hand, near 𝒟\mathcal{D}_{\infty}^{**}\setminus\mathcal{H}^{*}, given by {u4=0}\{u_{\infty 4}=0\}, we may consider only bounded values of v4v_{\infty 4}, and so we have (see Section B.2.11)

etE˙E=1et1+[θv4(v4+θ¯)(v4+θx1)]u4+O(u42).e^{-t}\,\frac{\dot{E}}{E}=-\frac{1}{e^{t}-1}+\left[\theta v_{\infty 4}-\left(v_{\infty 4}+\overline{\theta}\right)\left(v_{\infty 4}+\theta_{x}-1\right)\right]u_{\infty 4}+O(u_{\infty 4}^{2})\,.

Hence the result holds in a neighbourhood of the compact set 𝒟={u4=0}{u~2=0}\mathcal{D}_{\infty}^{**}=\{u_{\infty 4}=0\}\cup\{\tilde{u}_{2}=0\}. Similarly, near 𝒟1\mathcal{D}_{1}^{**}\setminus\mathcal{H}^{*}, given by {v13=0}\{v_{13}=0\}, where we may consider only bounded values of u13u_{13}, we have (see Section B.2.9)

etE˙E=(u13+θ1)(u13θx+1)(et1)2v13+O(v132).e^{-t}\,\frac{\dot{E}}{E}=\frac{(u_{13}+\theta_{1})(u_{13}-\theta_{x}+1)}{(e^{t}-1)^{2}}v_{13}+O(v_{13}^{2})\,.

Hence the result holds for any compact subset KK of 𝒟𝒟1\𝒟x\mathcal{D}_{\infty}^{**}\cup\mathcal{D}_{1}^{*}\cup\mathcal{H}^{*}\backslash\mathcal{D}_{x}^{*} and any tt as long as 1et1\frac{1}{e^{t}-1} is bounded. ∎

Remark 6.4.

The estimate in the above Lemma 6.3 applies to all compact subsets of 𝒟𝒟1\𝒟x\mathcal{D}_{\infty}^{**}\cup\mathcal{D}_{1}^{*}\cup\mathcal{H}^{*}\backslash\mathcal{D}_{x}^{*} and, therefore, in particular to 𝒟𝒟1\mathcal{D}_{\infty}^{**}\cup\mathcal{D}_{1}^{*}.

Lemma 6.5 (Behaviour near 𝒟x\mathcal{D}_{x}^{*}\setminus\mathcal{H}^{*}).

If a solution at a complex time tt is sufficiently close to 𝒟x\mathcal{D}_{x}^{*}\setminus\mathcal{H}^{*}, then there exists a unique τ𝐂\tau\in\mathbf{C} such that (u(τ),v(τ))(u(\tau),v(\tau)) belongs to the exceptional line x\mathcal{E}_{x}. In other words, u(τ)=eτu(\tau)=e^{\tau} and v(t)v(t) has a pole at t=τt=\tau. Moreover, for sufficiently small d(t)d(t) and bounded ux3u_{x3}, we have |tτ|=O(|etd(t)||ux3(t)|)|t-\tau|=O(|e^{-t}d(t)||u_{x3}(t)|).

For large Rx>0R_{x}>0, consider the set {t|ux3(t)|Rx}\{t\in\mathbb{C}\mid|u_{x3}(t)|\leq R_{x}\}. Its connected component containing τ\tau is an approximate disk Δx\Delta_{x} with centre τ\tau and radius |d(τ)eτ|Rx|d(\tau)e^{-\tau}|R_{x}, and tux3(t)t\mapsto u_{x3}(t) is a complex analytic diffeomorphism from Δx\Delta_{x} onto {u|u|Rx}\{u\in\mathbb{C}\mid|u|\leq R_{x}\}.

Remark 6.6.

An approximate disk with centre τ\tau and radius RR is an open simply connected set which, for some ε>0\varepsilon>0, contains the disk centred at τ\tau with radius RεR-\varepsilon and is contained in the disk centred at τ\tau with radius R+εR+\varepsilon.

Proof.

For the study of the solutions near 𝒟x\mathcal{D}_{x}^{*}\setminus\mathcal{H}^{*}, we use coordinates (ux3,vx3)(u_{x3},v_{x3}); see Section B.2.7. In this chart, the set 𝒟x\mathcal{D}_{x}^{*}\setminus\mathcal{H}^{*} is given by vx3=0v_{x3}=0 and parametrized by ux3u_{x3}\in\mathbb{C}. Moreover, x\mathcal{E}_{x} is given by {ux3=0}\{u_{x3}=0\} and parametrized by the variable vx3v_{x3}. From Lemma 6.1, we recall that d=ωx3d=-\omega_{x3} in this chart.

Asymptotically, for vx30v_{x3}\to 0, bounded ux3u_{x3}, and x=etx=e^{t} bounded away from 0 and 11, we have:

u˙x31vx3,\displaystyle\dot{u}_{x3}\sim\frac{1}{v_{x3}}, (6.1a)
v˙x3(2ux3x(x1)(θ0+θx)xθ1θx1x1)vx3,\displaystyle\dot{v}_{x3}\sim\left(\frac{2u_{x3}}{x(x-1)}-(\theta_{0}+\theta_{x})-\frac{x\theta_{1}-\theta_{x}-1}{x-1}\right)v_{x3}, (6.1b)
ωx3xvx3,\displaystyle\omega_{x3}\sim-xv_{x3}, (6.1c)
ω˙x3ωx3(1θ0θ1)xx1+2ux3+θ0+θxx1,\displaystyle\frac{\dot{\omega}_{x3}}{\omega_{x3}}\sim(1-\theta_{0}-\theta_{1})\frac{x}{x-1}+\frac{2u_{x3}+\theta_{0}+\theta_{x}}{x-1}, (6.1d)
Eωx31xux3.\displaystyle E\omega_{x3}\sim-1-\frac{x}{u_{x3}}. (6.1e)

Note that integrating Equation (6.1d) from t0t_{0} to t1t_{1}, where t0,t1Dtt_{0},t_{1}\in D_{t} (see Figure 6.1) leads to

log(ωx3(t1)ωx3(t0))(1θ0θ1)log(1et11et0)+t0t12ux3+θ0+θxet1𝑑t.\log\left(\frac{\omega_{x3}(t_{1})}{\omega_{x3}(t_{0})}\right)\sim(1-\theta_{0}-\theta_{1})\log\left(\frac{1-e^{t_{1}}}{1-e^{t_{0}}}\right)+\int_{t_{0}}^{t_{1}}\frac{2u_{x3}+\theta_{0}+\theta_{x}}{e^{t}-1}\,dt.

Therefore, if for all tt on the line segment from t0t_{0} to t1t_{1}, we have |etet0||et0||e^{t}-e^{t_{0}}|\ll|e^{t_{0}}| and |ux3(t)||u_{x3}(t)| is bounded, then ωx3(t)/ωx3(t0)((1et)/(1et0))1θ0θ1\omega_{x3}(t)/\omega_{x3}(t_{0})\sim\left((1-e^{t})/(1-e^{t_{0}})\right)^{1-\theta_{0}-\theta_{1}}, where the right side is upper-bounded by et0e^{t_{0}}. In view of this situation, Equation (6.1c) shows that vx3v_{x3} is approximately given by a small constant. We take t0=τt_{0}=\tau in the following analysis. From (6.1a), it follows that:

ux3ux3(τ)+tτvx3(τ).u_{x3}\sim u_{x3}(\tau)+\frac{t-\tau}{v_{x3}(\tau)}.

Thus, if tt runs over an approximate disk Δ\Delta centred at τ\tau with radius |vx3|R|v_{x3}|R, then ux3u_{x3} fills an approximate disk centred at ux3(τ)u_{x3}(\tau) with radius RR. Therefore, if |vx3|1/|τ||v_{x3}|\ll 1/|\tau|, the solution has the following properties for tΔt\in\Delta:

vx3(t)vx3(τ)1,\frac{v_{x3}(t)}{v_{x3}(\tau)}\sim 1,

and ux3u_{x3} is a complex analytic diffeomorphism from Δ\Delta onto an approximate disk with centre ux3(τ)u_{x3}(\tau) and radius RR. If RR is sufficiently large, we will have 0ux3(Δ)0\in u_{x3}(\Delta), i.e. the solution of the Painlevé equation will have a pole at a unique point in Δ\Delta.

Now, it is possible to take τ\tau to be the pole point. We have:

ux3(t)tτvx3(τ)(tτ)eτd(τ).u_{x3}(t)\sim\frac{t-\tau}{v_{x3}(\tau)}\sim-\frac{(t-\tau)e^{\tau}}{d(\tau)}.

Let RxR_{x} be a large positive real number. Then the equation |ux3(t)|=Rx|u_{x3}(t)|=R_{x} corresponds to |tτ||eτd(τ)|Rx|t-\tau|\sim|e^{-\tau}d(\tau)|R_{x}, which is still small compared to |τ||\tau| if |d(τ)||d(\tau)| is sufficiently small. It follows that the connected component Δx\Delta_{x} of the set of all tt\in\mathbb{C} such that {t|ux3(t)|Rx}\{t\mid|u_{x3}(t)|\leq R_{x}\} is an approximate disk with centre τ\tau and radius |d(τ)eτ|Rx|d(\tau)e^{-\tau}|R_{x}. More precisely, ux3u_{x3} is a complex analytic diffeomorphism from Δx\Delta_{x} onto {u|u|Rx}\{u\in\mathbb{C}\mid|u|\leq R_{x}\}, and

d(t)d(τ)1for alltΔx.\frac{d(t)}{d(\tau)}\sim 1\quad\text{for all}\quad t\in\Delta_{x}.

Remark 6.7.

Similar arguments show that if a solution comes sufficiently close to 𝒟1\mathcal{D}_{1}^{*} or 𝒟\mathcal{D}_{\infty}^{**}, then it will cross the corresponding exceptional lines 1\mathcal{E}_{1}, respectively \mathcal{E}_{\infty} and \mathcal{E}_{\infty}^{-} 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 𝒟0\mathcal{D}_{0}^{*}\setminus\mathcal{H}^{*}).

If a solution at a complex time tt is sufficiently close to 𝒟0\mathcal{D}_{0}^{*}\setminus\mathcal{H}^{*}, then there exists unique τ𝐂\tau\in\mathbf{C} such that (u(τ),v(τ))(u(\tau),v(\tau)) belongs to the line 0\mathcal{E}_{0}. In other words, uu vanishes and vv has a pole at t=τt=\tau. Moreover, |tτ|=O(|d(t)||u03(t)|)|t-\tau|=O(|d(t)||u_{03}(t)|) for sufficiently small d(t)d(t) and bounded u03u_{03}.

For large R0>0R_{0}>0, consider the set {t|u03(t)|R0}\{t\in\mathbb{C}\mid|u_{03}(t)|\leq R_{0}\}. Its connected component containing τ\tau is an approximate disk Δ0\Delta_{0} with centre τ\tau and radius |d(τ)(eτ+eτ)|R0|d(\tau)(e^{\tau}+e^{-\tau})|R_{0}, and tu03(t)t\mapsto u_{03}(t) is a complex analytic diffeomorphism from that Δ0\Delta_{0} onto {u|u|R0}\{u\in\mathbb{C}\mid|u|\leq R_{0}\}.

Proof.

For the study of the solutions near 𝒟0\mathcal{D}_{0}^{*}\setminus\mathcal{H}^{*}, we use coordinates (u03,v03)(u_{03},v_{03}); see Section B.2.5. In this chart, the set 𝒟0\mathcal{D}_{0}^{*}\setminus\mathcal{H}^{*} is given by v03=0v_{03}=0 and parametrized by u03u_{03}\in\mathbb{C}. Moreover, 0\mathcal{E}_{0} is given by u03=0u_{03}=0 and parametrized by v03v_{03}.

Asymptotically, for v030v_{03}\to 0, bounded u03u_{03}, and x=etx=e^{t} bounded away from 0 and 11, we have:

u˙03x(1x)v03,\displaystyle\dot{u}_{03}\sim-\frac{x}{(1-x)v_{03}}, (6.2a)
v˙03(x+1)(2u03+θ0)θx+1xθ1x1v03,\displaystyle\dot{v}_{03}\sim-\frac{(x+1)(2u_{03}+\theta_{0})-\theta_{x}+1-x\theta_{1}}{x-1}v_{03}, (6.2b)
ω03=v03,\displaystyle\omega_{03}=-v_{03}, (6.2c)
ω˙03ω032u03+θ0θ1+4u03+θ0θ1+1x1,\displaystyle\frac{\dot{\omega}_{03}}{\omega_{03}}\sim 2u_{03}+\theta_{0}-\theta_{1}+\frac{4u_{03}+\theta_{0}-\theta_{1}+1}{x-1}, (6.2d)
Eω03xx1.\displaystyle E\omega_{03}\sim-\frac{x}{x-1}. (6.2e)

Arguments similar to those in the proof of Lemma 6.5 show that v03v_{03} is approximately equal to a small constant, and from (6.2a) it follows that:

u03u03(τ)eteτv03(τ).u_{03}\sim u_{03}(\tau)-\frac{e^{t}-e^{\tau}}{v_{03}(\tau)}.

Thus, if tt runs over an approximate disk Δ\Delta centred at τ\tau with radius |v03|logR|v_{03}|\log R, then u03u_{03} fills an approximate disk centred at u03(τ)u_{03}(\tau) with radius RR. Therefore, if |v03|e|τ||v_{03}|\ll e^{-|\tau|}, the solution has the following properties for tΔt\in\Delta:

v03(t)v03(τ)1,\frac{v_{03}(t)}{v_{03}(\tau)}\sim 1,

and u03u_{03} is a complex analytic diffeomorphism from Δ\Delta onto an approximate disk with centre u03(τ)u_{03}(\tau) and radius RR. If RR is sufficiently large, we will have 0u03(Δ)0\in u_{03}(\Delta), i.e. the solution of the Painlevé equation will vanish at a unique point in Δ\Delta.

Now, it is possible to take τ\tau to be that point. We have:

u03(t)eteτv03(τ)(eteτ)eτ(eτ1)d(τ).u_{03}(t)\sim-\frac{e^{t}-e^{\tau}}{v_{03}(\tau)}\sim-\frac{(e^{t}-e^{\tau})e^{\tau}}{(e^{\tau}-1)d(\tau)}.

Let R0R_{0} be a large positive real number. Then the equation |u03(t)|=R0|u_{03}(t)|=R_{0} corresponds to |1etτ||e2τ(eτ1)d(τ)|R0|1-e^{t-\tau}|\sim|e^{-2\tau}(e^{\tau}-1)d(\tau)|R_{0}, which is still small compared to |eτ||e^{\tau}| if |d(τ)||d(\tau)| is sufficiently small. It follows that the connected component Δ0\Delta_{0} of the set of all tt\in\mathbb{C} such that {t|u03(t)|R0}\{t\mid|u_{03}(t)|\leq R_{0}\} is an approximate disk with centre τ\tau and radius |d(τ)(eτ+eτ)|R0|d(\tau)(e^{-\tau}+e^{\tau})|R_{0}. More precisely, u03u_{03} is a complex analytic diffeomorphism from Δ0\Delta_{0} onto {u|u|R0}\{u\in\mathbb{C}\mid|u|\leq R_{0}\}, and

d(t)d(τ)1for alltΔ0.\frac{d(t)}{d(\tau)}\sim 1\quad\text{for all}\quad t\in\Delta_{0}.

Theorem 6.9.

Let ϵ1\epsilon_{1}, ϵ2\epsilon_{2}, ϵ3\epsilon_{3} be given such that 0<ϵ1<10<\epsilon_{1}<1, 0<ϵ2<10<\epsilon_{2}<1, 0<ϵ3<10<\epsilon_{3}<1. Then there exists δ>0\delta>0 such that if |et0|<ϵ1|e^{t_{0}}|<\epsilon_{1} and |d(t0)|<δ|d(t_{0})|<\delta, it follows that

ρ=inf{r<|et0|such that|d(t)|<δwhenever|et0||et|r}\rho=\inf\{r<|e^{t_{0}}|\ \text{such that}\ |d(t)|<\delta\ \text{whenever}\ |e^{t_{0}}|\geq|e^{t}|\geq r\}

satisfies:

  • (i)

    ρ>0\rho>0 and is bounded below by the relation:

    δ|d(t0)|((1ρ)/|1et0|)1ϵ2(1ϵ3);\delta\geq|d(t_{0})|\left((1-\rho)/|1-e^{t_{0}}|\right)^{1-\epsilon_{2}}(1-\epsilon_{3});
  • (ii)

    if |et0||et|ρ|e^{t_{0}}|\geq|e^{t}|\geq\rho then

    d(t)=d(t0)(1et1et0)1+ε2(t)(1+ε3(t)),d(t)=d(t_{0})\left(\frac{1-e^{t}}{1-e^{t_{0}}}\right)^{1+\varepsilon_{2}(t)}(1+\varepsilon_{3}(t)),

    where |ε2(t)|ϵ2|\varepsilon_{2}(t)|\leq\epsilon_{2} and |ε3(t)|ϵ3|\varepsilon_{3}(t)|\leq\epsilon_{3}; and,

  • (iii)

    if |et||e^{t}| is less than ρ\rho, but still sufficiently close to ρ\rho, then |d(t)|δ(1ϵ3)|d(t)|\geq\delta(1-\epsilon_{3}).

Proof.

Suppose a solution of the system (3.1) is close to the infinity set at times t0t_{0} and t1t_{1}. If follows from Lemmas 6.5 and 6.8 that for every solution close to \mathcal{I}, the set of complex times tt such that the solution is not close to (𝒟0𝒟x)\mathcal{I}\setminus(\mathcal{D}_{0}^{*}\cup\mathcal{D}_{x}^{*}) is the union of approximate disks of radius |d|\sim|d|. Hence if the solution is near \mathcal{I} for all complex times tt such that |et0||et||et1||e^{t_{0}}|\geq|e^{t}|\geq|e^{t_{1}}|, then there exists a path 𝒫\mathcal{P} from t0t_{0} to t1t_{1}, such that the solution is close to (𝒟0𝒟x)\mathcal{I}\setminus(\mathcal{D}_{0}^{*}\cup\mathcal{D}_{x}^{*}) for all t𝒫t\in\mathcal{P} and 𝒫\mathcal{P} is C1C^{1}-close to the path: st1st01ss\mapsto t_{1}^{s}t_{0}^{1-s}, s[0,1]s\in[0,1].

Then Lemma 6.2 implies that near 𝒟\mathcal{D}_{\infty}^{**}:

E(t)E(t0)1et01et,\frac{E(t)}{E(t_{0})}\sim\frac{1-e^{t_{0}}}{1-e^{t}},

and by using Lemma 6.1 we find:

d(t)d(t0)1et1et0.d(t)\sim d(t_{0})\frac{1-e^{t}}{1-e^{t_{0}}}. (6.3)

For the first statement of the theorem, we have:

δ>|d(t)||d(t0)|(1|et||1et0|)1ϵ2(1ϵ3),\delta>|d(t)|\geq|d(t_{0})|\left(\frac{1-|e^{t}|}{|1-e^{t_{0}}|}\right)^{1-\epsilon_{2}}(1-\epsilon_{3}),

and the desired result follows from ρet\rho\leq e^{t}. For |et||et0||e^{t}|\leq|e^{t_{0}}|, the second statement follows from (6.3) and the third one from the definition of ρ\rho.

The symmetries of the sixth Painlevé equation show that the same statments follow near other lines of the infinity set \mathcal{I}. ∎

As a consequence of Theorem 6.9, we can prove the repelling property of the set \mathcal{I}.

Corollary 6.10.

No solution with the initial conditions in the space of the initial values intersects \mathcal{I}. A solution that is close to \mathcal{I} for a certain value of the independent variable tt will stay in the vicinity of \mathcal{I} only for a limited range of tt. Moreover, if a solution is sufficiently close to \mathcal{I} at a point tt, then it will have a pole in a neighbourhood of tt.

Proof.

The statement follows from Theorem 6.9 and Lemmas 6.5, 6.8. ∎

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 et0e^{t}\to 0.

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 (u(t),v(t))(u(t),v(t)) be a solution of (3.1). The limit set Ωu,v\Omega_{u,v} of (u(t),v(t))(u(t),v(t)) is the set of all s𝒮(0)(0)s\in\mathcal{S}(0)\setminus\mathcal{I}(0) such that there exists a sequence tn𝐂t_{n}\in\mathbf{C} satisfying:

limn(tn)=andlimn(u(tn),z(vn))=s.\lim_{n\to\infty}\Re(t_{n})=-\infty\quad\text{and}\quad\lim_{n\to\infty}(u(t_{n}),z(v_{n}))=s.
Theorem 7.2.

There exists a compact set K𝒮(0)(0)K\subset\mathcal{S}(0)\setminus\mathcal{I}(0) such that the limit set Ωu,v\Omega_{u,v} of any solution (u,v)(u,v) of (3.1) is contained in KK. Moreover, Ωu,v\Omega_{u,v} is a nonempty, compact and connected set, which is invariant under the flow of the autonomous system given in Section 4.

Proof.

For any positive numbers η\eta, rr let Kη,rK_{\eta,r} denote the set of all s𝒮(x)s\in\mathcal{S}(x) such that |x|r|x|\leq r and |d(s)|η|d(s)|\geq\eta. Since 𝒮(x)\mathcal{S}(x) is a complex analytic family over 1{0,1}\mathbb{P}^{1}\setminus\{0,1\} of compact surfaces 𝒮(x)\mathcal{S}(x), Kη,rK_{\eta,r} is also compact. Furthermore, Kη,rK_{\eta,r} is a compact subset of the Okamoto’s space 𝒮(0)\mathcal{S}\setminus\mathcal{I}(0). When rr approaches 0, the sets Kη,rK_{\eta,r} shrink to the compact set:

Kη,0={s𝒮(0)|d(s)η}𝒮(0)(0).K_{\eta,0}=\{s\in\mathcal{S}(0)\mid|d(s)\geq\eta\}\subset\mathcal{S}(0)\setminus\mathcal{I}(0).

If follows from Theorem 6.9 that there is η>0\eta>0 such that for every solution (u,v)(u,v) there exists r0>0r_{0}>0 with the following property:

(u(t),v(t))Kη,r0 for every t such that |et|r0.(u(t),v(t))\in K_{\eta,r_{0}}\text{ for every }t\text{ such that }|e^{t}|\leq r_{0}.

Hereafter, we take rr0r\leq r_{0}, when it follows that (u(t),v(t))Kη,r(u(t),v(t))\in K_{\eta,r} whenever |et|r|e^{t}|\leq r.

Let Tr={t|et|r}T_{r}=\{t\in\mathbb{C}\mid|e^{t}|\leq r\}, and let Ω(u,v),r\Omega_{(u,v),r} denote the closure of the image set (u(Tr),v(Tr))\bigl{(}u(T_{r}),v(T_{r})\bigr{)} in 𝒮\mathcal{S}. Since TrT_{r} is connected and (u,v)(u,v) is continuous, Ω(u,v),r\Omega_{(u,v),r} is also connected. Since (u(Tr),v(Tr))\bigl{(}u(T_{r}),v(T_{r})\bigr{)} is contained in the compact set Kη,rK_{\eta,r}, its closure Ω(u,v),r\Omega_{(u,v),r} is also contained in Kη,rK_{\eta,r}, and therefore Ω(u,v),r\Omega_{(u,v),r} is a nonempty compact and connected subset of 𝒮𝒮(0)\mathcal{S}\setminus\mathcal{S}(0).

The intersection of a decreasing sequence of nonempty, compact, and connected sets is a nonempty, compact, and connected. Therefore, as Ω(u,v),r\Omega_{(u,v),r} decreases to Ω(u,v)\Omega_{(u,v)} as rr approaches zero, it follows that Ω(u,v)\Omega_{(u,v)} is a nonempty, compact and connected subset of 𝒮\mathcal{S}. Since Ω(u,v),rKη,r\Omega_{(u,v),r}\subset K_{\eta,r}, for all rr0r\leq r_{0}, and the sets Kη,rK_{\eta,r} shrink to the compact subset Kη,0K_{\eta,0} of 𝒮(0)(0)\mathcal{S}(0)\setminus\mathcal{I}(0) as rr decreases to zero, it follows that Ω(u,v)Kη,0\Omega_{(u,v)}\subset K_{\eta,0}. This proves the first statement of the theorem with K=Kη,0K=K_{\eta,0}.

Since Ω(u,v)\Omega_{(u,v)} is the intersection of the decreasing family of compact sets Ω(u,v),r\Omega_{(u,v),r}, there exists for every neighbourhood AA of Ω(u,v)\Omega_{(u,v)} in 𝒮\mathcal{S}, an r>0r>0 such that Ω(u,v),rA\Omega_{(u,v),r}\subset A. Hence (u(t),v(t))A(u(t),v(t))\in A for every tt\in\mathbb{C} such that |et|r|e^{t}|\leq r. If {tj}\{t_{j}\} is any sequence in {0}\mathbb{C}\setminus\{0\} such that |tj|0|t_{j}|\to 0, then the compactness of Kη,rK_{\eta,r}, in combination with (u(Tr),v(Tr))Kη,r\bigl{(}u(T_{r}),v(T_{r})\bigr{)}\subset K_{\eta,r}, implies that there is a subsequence j=j(k)j=j(k)\to\infty as kk\to\infty and an sKη,rs\in K_{\eta,r}, such that:

(u(tj(k)),v(tj(k)))sask.(u(t_{j(k)}),v(t_{j(k)}))\to s\ \text{as}\ k\to\infty.

It follows, therefore, that sΩ(u,v)s\in\Omega_{(u,v)}.

Next, we prove that Ω(u,v)\Omega_{(u,v)} is invariant under the flow Φτ\Phi^{\tau} of the autonomous Hamiltonian system. Let sΩ(u,v)s\in\Omega_{(u,v)} and tjt_{j} be a sequence in {0}\mathbb{C}\setminus\{0\} such that etj0e^{t_{j}}\to 0 and (u(tj),v(tj))s(u(t_{j}),v(t_{j}))\to s. Since the tt-dependent vector field of the Painlevé system converges in C1C^{1} to the vector field of the autonomous Hamiltonian system as et0e^{t}\to 0, it follows from the continuous dependence on initial data and parameters, that the distance between (u(tj+τ),v(tj+τ))(u(t_{j}+\tau),v(t_{j}+\tau)) and Φτ(u(tj),v(tj))\Phi^{\tau}(u(t_{j}),v(t_{j})) converges to zero as jj\to\infty. Since Φτ(u(tj),v(tj))Φτ(s)\Phi^{\tau}(u(t_{j}),v(t_{j}))\to\Phi^{\tau}(s) and |ejt|0|e^{t}_{j}|\to 0 as jj\to\infty, it follows that (u(tj+τ),v(tj+τ))Φτ(s)(u(t_{j}+\tau),v(t_{j}+\tau))\to\Phi^{\tau}(s) and etj+τ0e^{t_{j}+\tau}\to 0 as jj\to\infty, hence Φτ(s)Ω(u,v)\Phi^{\tau}(s)\in\Omega_{(u,v)}. ∎

Proposition 7.3.

Every solution (u(t),v(t))(u(t),v(t)) with the essential singularity at x=0x=0 intersects each of the exceptional lines 0\mathcal{E}_{0}, x\mathcal{E}_{x}, 1\mathcal{E}_{1}, \mathcal{E}_{\infty}, \mathcal{E}_{\infty}^{-} infinitely many times in any neighbourhood of that singular point.

Proof.

For conciseness, we refer to the solution (u(t),v(t))(u(t),v(t)) of the system as the Painlevé vector field and denote the vector field near each of the five exceptional lines 0\mathcal{E}_{0}, x\mathcal{E}_{x}, 1\mathcal{E}_{1}, \mathcal{E}_{\infty}, \mathcal{E}_{\infty}^{-} by (U(t),V(t))(U(t),V(t)). Furthermore, let

=0x1.\mathscr{E}=\mathcal{E}_{0}\cup\mathcal{E}_{x}\cup\mathcal{E}_{1}\cup\mathcal{E}_{\infty}\cup\mathcal{E}_{\infty}^{-}.

Now suppose that (U(t),V(t))(U(t),V(t)) intersects \mathscr{E} only finitely many times. According to Theorem 7.2, the limit set Ω(u,v)\Omega_{(u,v)} is a compact set in 𝒮(0)(0)\mathcal{S}(0)\setminus\mathcal{I}(0).

If Ω(u,v)\Omega_{(u,v)} intersects one the five exceptional lines 0\mathcal{E}_{0}, x\mathcal{E}_{x}, 1\mathcal{E}_{1}, \mathcal{E}_{\infty}, \mathcal{E}_{\infty}^{-} at a point pp, then there exists a tt such that ete^{t} is arbitrarily close to zero and the Painlevé vector field is arbitrarily close to pp, when the transversality of the vector field to the exceptional line implies that (U(τ),V(τ))(U(\tau),V(\tau))\in\mathscr{E} for a unique τ\tau (t\not=t) near tt. This is a contradiction to our assumption, as it follows that (U(t),V(t))(U(t),V(t)) intersects \mathscr{E} infinitely many times. Therefore, we must have that Ω(u,v)\Omega_{(u,v)} is a compact subset of 𝒮(0)((0))\mathcal{S}(0)\setminus(\mathcal{I}(0)\cup\mathscr{E}).

However, \mathscr{E} is equal to the set of all points in 𝒮(0)(0)\mathcal{S}(0)\setminus\mathcal{I}(0), which project (blow-down) to the line 𝒟\mathcal{D}_{\infty}\cup\mathcal{H}^{*}, and therefore 𝒮(0)((0))\mathcal{S}(0)\setminus(\mathcal{I}(0)\cup\mathscr{E}) is the affine (u,v)(u,v)-coordinate chart, of which Ω(u,v)\Omega_{(u,v)} is a compact subset, which implies that u(t)u(t) and v(t)v(t) remain bounded for small |et||e^{t}|. |et|0|e^{t}|\to 0. From there, x=0x=0 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 11 in any neighbourhood of its essential singularity.

Proof.

At the intersection points with 0\mathcal{E}_{0}, 1\mathcal{E}_{1}, \mathcal{E}_{\infty}, \mathcal{E}_{\infty}^{-}, the solution will have zeroes, 1s, and poles, as explained in detail in Section 5. Thus, the statement for an essential singularity at x=0x=0 follows from Proposition 7.3.

If y(x)y(x) is a solution of (1.1), observe that the following Bäcklund transformations:

𝒮1:y1(x1)=yx,x1=1x,(θ,1,θ0,1,θ1,1,θx,1)=(θ,θ0,θx2+12,θ12+12)\displaystyle\mathcal{S}_{1}:y_{1}(x_{1})=\frac{y}{x},\quad x_{1}=\frac{1}{x},\quad(\theta_{\infty,1},\theta_{0,1},\theta_{1,1},\theta_{x,1})=\left(\theta_{\infty},\theta_{0},\sqrt{\theta_{x}^{2}+\frac{1}{2}},\sqrt{\theta_{1}^{2}+\frac{1}{2}}\right)
𝒮2:y2(x2)=1y,x2=1x,(θ,2,θ0,2,θ1,2,θx,2)=(θ,iθ1,iθ0,θx)\displaystyle\mathcal{S}_{2}:y_{2}(x_{2})=1-y,\quad x_{2}=1-x,\quad(\theta_{\infty,2},\theta_{0,2},\theta_{1,2},\theta_{x,2})=\left(\theta_{\infty},i\theta_{1},i\theta_{0},\theta_{x}\right)

give the soltions y1(x1)y_{1}(x_{1}) and y2(x2)y_{2}(x_{2}) of the sixth Painlevé equation with respective parameters (θ,1,θ0,1,θ1,1,θx,1)(\theta_{\infty,1},\theta_{0,1},\theta_{1,1},\theta_{x,1}) and (θ,2,θ0,2,θ1,2,θx,2)(\theta_{\infty,2},\theta_{0,2},\theta_{1,2},\theta_{x,2}), [27, §32.7(vii)]. Transformation 𝒮1\mathcal{S}_{1} maps point x=x=\infty to x1=0x_{1}=0, while 𝒮2\mathcal{S}_{2} maps point x=1x=1 to x2=0x_{2}=0, thus the statement will also hold for essential singularities at x=1x=1 and x=x=\infty. ∎

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 𝔽1\mathbb{F}_{1}

A.0.1. Initial chart (u0,v0)=(u,v)(u_{0},v_{0})=(u,v)

{(u,v)=(u0,v0)ω0=1E=1x1[u0(u0x)(u01)v02(θ+θ¯)u02v0+θθ¯(u0x)xθ0v0+.+((x+1)θ0+xθ1+(θx1))u0v0]E˙=x(u01)(x1)2[(u0v0θ)(u0v0θ¯)(u0v0θ0)v0]{u˙0=2u0(u0x)(u01)v01x+θ+θ¯1xu0(u01)+θ1u0x1xθ0(u01)v˙0=(3u02)u01xv02[θ+θ¯1x(2u01)+θ1]v0+θθ¯1xx1x[(2u01)v0θ0]v0ω˙0ω0=0\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u,v)&=&(u_{0},v_{0})\vspace{.2cm}\\ \omega_{0}&=&1\vspace{.2cm}\\ E&=&\left.\frac{1}{x-1}\right[u_{0}(u_{0}-x)(u_{0}-1)v_{0}^{2}-(\theta+\overline{\theta})u_{0}^{2}v_{0}+\theta\overline{\theta}(u_{0}-x)-x\theta_{0}v_{0}+\\ &&\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}+\Bigl{(}(x+1)\theta_{0}+x\theta_{1}+(\theta_{x}-1)\Bigr{)}u_{0}v_{0}\Bigr{]}\vspace{.2cm}\\ \dot{E}&=&-\frac{x(u_{0}-1)}{(x-1)^{2}}\Bigl{[}(u_{0}v_{0}-\theta)(u_{0}v_{0}-\overline{\theta})-(u_{0}v_{0}-\theta_{0})v_{0}\Bigr{]}\\ \end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{0}&=&-2\frac{u_{0}(u_{0}-x)(u_{0}-1)v_{0}}{1-x}+\frac{\theta+\overline{\theta}}{1-x}u_{0}(u_{0}-1)+\theta_{1}u_{0}-\frac{x}{1-x}\theta_{0}(u_{0}-1)\vspace{.2cm}\\ \dot{v}_{0}&=&\frac{(3u_{0}-2)u_{0}}{1-x}v_{0}^{2}-\left[\frac{\theta+\overline{\theta}}{1-x}(2u_{0}-1)+\theta_{1}\right]v_{0}+\frac{\theta\overline{\theta}}{1-x}-\frac{x}{1-x}\left[(2u_{0}-1)v_{0}-\theta_{0}\right]v_{0}\vspace{.2cm}\\ \frac{\dot{\omega}_{0}}{\omega_{0}}&=&0\end{array}\right.\end{array}

No base points.
No elliptic base points.
No visible components of the infinity set.

A.0.2. First chart (u1,v1)=(u,1v)(u_{1},v_{1})=\left(u,\frac{1}{v}\right)

{(u,v)=(u1,1v1)ω1=v12E=1(x1)v12[u1(u1x)(u11)(θ+θ¯)u12v1+θθ¯(u1x)v12xθ0v1+.+((x+1)θ0+xθ1+(θx1))u1v1]E˙=x(u11)(x1)2v12[(u1θv1)(u1θ¯v1)(u1θ0v1)]{u˙1=2u1(u1x)(u11)(1x)v1+θ+θ¯1xu1(u11)+θ11xu1x1x[θ0(u11)+θ1u1]v˙1=θθ¯1xv12+11x[(θ+θ¯)(2u11)+θ1]v1(3u12)u11xx1x[(θ0+θ1)v1(2u11)]ω˙1ω1=2θθ¯1xv1+211x[(θ+θ¯)(2u11)+θ1]2(3u12)u1(1x)v12x1x[(θ0+θ1)2u11v1)].\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u,v)&=&\left(u_{1},\frac{1}{v_{1}}\right)\vspace{.2cm}\\ \omega_{1}&=&-v_{1}^{2}\vspace{.2cm}\\ E&=&\left.\frac{1}{(x-1)v_{1}^{2}}\right[u_{1}(u_{1}-x)(u_{1}-1)-(\theta+\overline{\theta})u_{1}^{2}v_{1}+\theta\overline{\theta}(u_{1}-x)v_{1}^{2}-x\theta_{0}v_{1}+\\ &&\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}+\Bigl{(}(x+1)\theta_{0}+x\theta_{1}+(\theta_{x}-1)\Bigr{)}u_{1}v_{1}\Bigr{]}\vspace{.2cm}\\ \dot{E}&=&-\frac{x(u_{1}-1)}{(x-1)^{2}v_{1}^{2}}\Bigl{[}(u_{1}-\theta v_{1})(u_{1}-\overline{\theta}v_{1})-(u_{1}-\theta_{0}v_{1})\Bigr{]}\\ \end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{1}&=&-2\frac{u_{1}(u_{1}-x)(u_{1}-1)}{(1-x)v_{1}}+\frac{\theta+\overline{\theta}}{1-x}u_{1}(u_{1}-1)+\frac{\theta_{1}}{1-x}u_{1}-\frac{x}{1-x}\left[\theta_{0}(u_{1}-1)+\theta_{1}u_{1}\right]\vspace{.2cm}\\ \dot{v}_{1}&=&-\frac{\theta\overline{\theta}}{1-x}v_{1}^{2}+\frac{1}{1-x}\left[(\theta+\overline{\theta})(2u_{1}-1)+\theta_{1}\right]v_{1}-\frac{(3u_{1}-2)u_{1}}{1-x}-\frac{x}{1-x}\left[(\theta_{0}+\theta_{1})v_{1}-(2u_{1}-1)\right]\vspace{.2cm}\\ \frac{\dot{\omega}_{1}}{\omega_{1}}&=&-2\frac{\theta\overline{\theta}}{1-x}v_{1}+2\frac{1}{1-x}\left[(\theta+\overline{\theta})(2u_{1}-1)+\theta_{1}\right]-2\frac{(3u_{1}-2)u_{1}}{(1-x)v_{1}}-2\frac{x}{1-x}\left[(\theta_{0}+\theta_{1})-\frac{2u_{1}-1}{v_{1}})\right].\end{array}\right.\end{array}

Base points of the vector field:

b0:(u1,v1)=(0,0)b_{0}:(u_{1},v_{1})=(0,0)
bx:(u1,v1)=(x,0)b_{x}:(u_{1},v_{1})=(x,0)
b1:(u1,v1)=(1,0)b_{1}:(u_{1},v_{1})=(1,0)

Elliptic base points are b0b_{0} and b1b_{1}.
Visible components of the infinity set: H:{v1=0}H:\{v_{1}=0\}
Estimates near HH, i.e. v10v_{1}\longrightarrow 0:

ω\displaystyle\omega =\displaystyle= v12\displaystyle-v_{1}^{2} (A.1)
ωE\displaystyle\omega E \displaystyle\sim u1(u11)(u1x)1x\displaystyle\frac{u_{1}(u_{1}-1)(u_{1}-x)}{1-x} (A.2)
E˙E\displaystyle\frac{\dot{E}}{E} \displaystyle\sim x1xxu1x\displaystyle\frac{x}{1-x}-\frac{x}{u_{1}-x} (A.3)
ω˙ω\displaystyle\frac{\dot{\omega}}{\omega} \displaystyle\sim (1u1+1u1x+1u11)u˙1\displaystyle\left(\frac{1}{u_{1}}+\frac{1}{u_{1}-x}+\frac{1}{u_{1}-1}\right)\dot{u}_{1} (A.4)
u˙1\displaystyle\dot{u}_{1} \displaystyle\sim 2u1(u11)(u1x)(x1)v1\displaystyle 2\frac{u_{1}(u_{1}-1)(u_{1}-x)}{(x-1)v_{1}} (A.5)
v˙1\displaystyle\dot{v}_{1} \displaystyle\sim 3u122(1+x)u1+xx1\displaystyle\frac{3u_{1}^{2}-2(1+x)u_{1}+x}{x-1} (A.6)
ωE0\displaystyle\omega E_{0} \displaystyle\sim u12(u11)\displaystyle u_{1}^{2}(u_{1}-1) (A.7)
E˙0E0\displaystyle\frac{\dot{E}_{0}}{E_{0}} \displaystyle\sim (1u1ux)u˙1\displaystyle\left(\frac{1}{u}-\frac{1}{u-x}\right)\dot{u}_{1} (A.8)

A.0.3. Second chart (u2,v2)=(1u,1uv)(u_{2},v_{2})=\left(\frac{1}{u},\frac{1}{uv}\right)

{(u,v)=(1u2,u2v2)ω2=u2v22E=1(x1)v22[(xu21)(u21)(θ+θ¯)v2u2θθ¯xu21u2v22xθ0u2v2+.+((x+1)θ0+xθ1+(θx1))v2]E˙=x(u21)(x1)2v22[(θv21)(θ¯v21)u2+θ0v21)]{u˙2=(u21)(\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u,v)&=&\left(\frac{1}{u_{2}},\frac{u_{2}}{v_{2}}\right)\vspace{.2cm}\\ \omega_{2}&=&u_{2}v_{2}^{2}\vspace{.2cm}\\ E&=&\left.\frac{1}{(x-1)v_{2}^{2}}\right[\frac{(xu_{2}-1)(u_{2}-1)-(\theta+\overline{\theta})v_{2}}{u_{2}}-\theta\overline{\theta}\frac{xu_{2}-1}{u_{2}}v_{2}^{2}-x\theta_{0}u_{2}v_{2}+\\ &&\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}+\Bigl{(}(x+1)\theta_{0}+x\theta_{1}+(\theta_{x}-1)\Bigr{)}v_{2}\Bigr{]}\vspace{.2cm}\\ \dot{E}&=&\frac{x(u_{2}-1)}{(x-1)^{2}v_{2}^{2}}\Bigl{[}\frac{(\theta v_{2}-1)(\overline{\theta}v_{2}-1)}{u_{2}}+\theta_{0}v_{2}-1)\Bigr{]}\\ \end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{2}&=&\frac{(u_{2}-1)((\theta+\overline{\theta})v_{2}-2)}{(1-x)v_{2}}-\theta_{1}u_{2}-\frac{x}{(1-x)v_{2}}u_{2}(u_{2}-1)(\theta_{0}v_{2}-2)\vspace{.2cm}\\ \dot{v}_{2}&=&-\frac{1}{(1-x)u_{2}}(\theta v_{2}-1)(\overline{\theta}v_{2}-1)-\frac{x}{1-x}(\theta_{0}v_{2}-1)u_{2}\vspace{.2cm}\\ \frac{\dot{\omega}_{2}}{\omega_{2}}&=&\frac{(\theta+\overline{\theta})(u_{2}+1)-2\theta\overline{\theta}v_{2}}{(1-x)u_{2}}-\theta_{1}+2\frac{-1+x(2u_{2}-1)}{(1-x)v_{2}}-\frac{x\theta_{0}(3u_{2}-1)}{1-x}\end{array}\right.\end{array}

No new base points.
Other visible base points:

bx:(u2,v2)=(1x,0)b_{x}:(u_{2},v_{2})=\left(\frac{1}{x},0\right)
b1:(u2,v2)=(1,0)b_{1}:(u_{2},v_{2})=\left(1,0\right)
b:(u2,v2)=(0,1θ)b_{\infty}:(u_{2},v_{2})=\left(0,\frac{1}{\theta}\right)
b:(u2,v2)=(0,1θ¯)b_{\infty}^{-}:(u_{2},v_{2})=\left(0,\frac{1}{\overline{\theta}}\right)

No new elliptic base points.
Visible components of the infinity set: H:{v2=0},D:{u2=0}H:\{v_{2}=0\}\,,\quad D_{\infty}:\{u_{2}=0\}
Estimates near DD_{\infty}, i.e. u20u_{2}\longrightarrow 0:

ω\displaystyle\omega =\displaystyle= u2v22\displaystyle u_{2}v_{2}^{2} (A.9)
ωE\displaystyle\omega E \displaystyle\sim (v3θ1)(v3θ¯1)x1\displaystyle\frac{(v_{3}\theta-1)(v_{3}\overline{\theta}-1)}{x-1} (A.10)
E˙E\displaystyle\frac{\dot{E}}{E} \displaystyle\sim x1x\displaystyle\frac{x}{1-x} (A.11)
ω˙ω\displaystyle\frac{\dot{\omega}}{\omega} \displaystyle\sim (1v21θ+1v21θ¯)v˙2\displaystyle\left(\frac{1}{v_{2}-\frac{1}{\theta}}+\frac{1}{v_{2}-\frac{1}{\overline{\theta}}}\right)\dot{v}_{2} (A.12)
u˙2\displaystyle\dot{u}_{2} \displaystyle\sim θ+θ¯x12(x1)v2\displaystyle\frac{\theta+\overline{\theta}}{x-1}-\frac{2}{(x-1)v_{2}} (A.13)
v˙2\displaystyle\dot{v}_{2} \displaystyle\sim (v2θ1)(v2θ¯1)(x1)u2\displaystyle\frac{(v_{2}\theta-1)(v_{2}\overline{\theta}-1)}{(x-1)u_{2}} (A.14)
ωE0\displaystyle\omega E_{0} \displaystyle\sim (v2θ1)(v2θ¯1)\displaystyle-(v_{2}\theta-1)(v_{2}\overline{\theta}-1) (A.15)
E˙0E0\displaystyle\frac{\dot{E}_{0}}{E_{0}} \displaystyle\sim xθ0+θ1x12x(x1)v2\displaystyle x\frac{\theta_{0}+\theta_{1}}{x-1}-\frac{2x}{(x-1)v_{2}} (A.16)


Estimates near HH, i.e. v20v_{2}\longrightarrow 0:

ω\displaystyle\omega =\displaystyle= u2v22\displaystyle u_{2}v_{2}^{2} (A.17)
ωE\displaystyle\omega E \displaystyle\sim (u21)(xu21)x1\displaystyle\frac{(u_{2}-1)(xu_{2}-1)}{x-1} (A.18)
E˙E\displaystyle\frac{\dot{E}}{E} \displaystyle\sim 11x+1xu21\displaystyle\frac{1}{1-x}+\frac{1}{xu_{2}-1} (A.19)
ω˙ω\displaystyle\frac{\dot{\omega}}{\omega} \displaystyle\sim (1u21+xxu21)u˙2\displaystyle\left(\frac{1}{u_{2}-1}+\frac{x}{xu_{2}-1}\right)\dot{u}_{2} (A.20)
u˙2\displaystyle\dot{u}_{2} \displaystyle\sim 2(u21)(xu21)(1x)v2\displaystyle\frac{2(u_{2}-1)(xu_{2}-1)}{(1-x)v_{2}} (A.21)
v˙2\displaystyle\dot{v}_{2} \displaystyle\sim xu2x1+1(x1)u2\displaystyle-\frac{xu_{2}}{x-1}+\frac{1}{(x-1)u_{2}} (A.22)
ωE0\displaystyle\omega E_{0} \displaystyle\sim u21\displaystyle u_{2}-1 (A.23)
E˙0E0\displaystyle\frac{\dot{E}_{0}}{E_{0}} \displaystyle\sim xu˙2xu21\displaystyle-\frac{x\dot{u}_{2}}{xu_{2}-1} (A.24)

A.0.4. Third chart (u3,v3)=(1u,uv)(u_{3},v_{3})=\left(\frac{1}{u},uv\right)

{(u,v)=(1u3,u3v3)ω3=u3E=1x1[(xu31)(u31)v3(θ+θ¯)u3v3θθ¯xu31u3xθ0u3v3+.+((x+1)θ0+xθ1+(θx1))v3]E˙=x(u31)(x1)2[(v3θ)(v3θ¯)u3(v3θ0)v3]{u˙3=(u31)(2v3(θ+θ¯))1xθ1u3+x1xu3(u31)(2v3θ0)v˙3=1(1x)u3(v3θ)(v3θ¯)x(v3θ0)u3v31xω˙3ω3=(u31)(2v3(θ+θ¯))(1x)u3θ1+x1x(u31)(2v3θ0)\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u,v)&=&\left(\frac{1}{u_{3}},u_{3}{v_{3}}\right)\vspace{.2cm}\\ \omega_{3}&=&-u_{3}\vspace{.2cm}\\ E&=&\left.\frac{1}{x-1}\right[\frac{(xu_{3}-1)(u_{3}-1)v_{3}-(\theta+\overline{\theta})}{u_{3}}v_{3}-\theta\overline{\theta}\frac{xu_{3}-1}{u_{3}}-x\theta_{0}u_{3}v_{3}+\\ &&\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}+\Bigl{(}(x+1)\theta_{0}+x\theta_{1}+(\theta_{x}-1)\Bigr{)}v_{3}\Bigr{]}\vspace{.2cm}\\ \dot{E}&=&\frac{x(u_{3}-1)}{(x-1)^{2}}\Bigl{[}\frac{(v_{3}-\theta)(v_{3}-\overline{\theta})}{u_{3}}-(v_{3}-\theta_{0})v_{3}\Bigr{]}\\ \end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{3}&=&-\frac{(u_{3}-1)(2v_{3}-(\theta+\overline{\theta}))}{1-x}-\theta_{1}u_{3}+\frac{x}{1-x}u_{3}(u_{3}-1)(2v_{3}-\theta_{0})\vspace{.2cm}\\ \dot{v}_{3}&=&\frac{1}{(1-x)u_{3}}(v_{3}-\theta)(v_{3}-\overline{\theta})-x\frac{(v_{3}-\theta_{0})u_{3}v_{3}}{1-x}\vspace{.2cm}\\ \frac{\dot{\omega}_{3}}{\omega_{3}}&=&-\frac{(u_{3}-1)(2v_{3}-(\theta+\overline{\theta}))}{(1-x)u_{3}}-\theta_{1}+\frac{x}{1-x}(u_{3}-1)(2v_{3}-\theta_{0})\end{array}\right.\end{array}

New base points:

b:(u3,v3)=(0,θ)b_{\infty}:(u_{3},v_{3})=\left(0,\theta\right)
b:(u3,v3)=(0,θ¯)b_{\infty}^{-}:(u_{3},v_{3})=\left(0,\overline{\theta}\right)

No other visible base points.
New elliptic base points are bb_{\infty} and bb_{\infty}^{-}.
Visible components of the infinity set: D:{u3=0}D_{\infty}:\{u_{3}=0\}

Estimates near DD_{\infty}, i.e. u30u_{3}\longrightarrow 0:

ω\displaystyle\omega =\displaystyle= u3\displaystyle-u_{3} (A.25)
ωE\displaystyle\omega E \displaystyle\sim (v3θ)(v3θ¯)1x\displaystyle\frac{(v_{3}-\theta)(v_{3}-\overline{\theta})}{1-x} (A.26)
E˙E\displaystyle\frac{\dot{E}}{E} \displaystyle\sim x1x\displaystyle\frac{x}{1-x} (A.27)
ω˙ω\displaystyle\frac{\dot{\omega}}{\omega} \displaystyle\sim 1u3u˙3\displaystyle\frac{1}{u_{3}}\dot{u}_{3} (A.28)
u˙3\displaystyle\dot{u}_{3} \displaystyle\sim 2v3(θ+θ¯)1x\displaystyle\frac{2v_{3}-(\theta+\overline{\theta})}{1-x} (A.29)
v˙3\displaystyle\dot{v}_{3} \displaystyle\sim (v3θ)(v3θ¯)(1x)u3\displaystyle\frac{(v_{3}-\theta)(v_{3}-\overline{\theta})}{(1-x)u_{3}} (A.30)
ωE0\displaystyle\omega E_{0} \displaystyle\sim (v3θ)(v3θ¯)\displaystyle(v_{3}-\theta)(v_{3}-\overline{\theta}) (A.31)
E˙0E0\displaystyle\frac{\dot{E}_{0}}{E_{0}} \displaystyle\sim x(θx1)x1+xu˙3\displaystyle-\frac{x(\theta_{x}-1)}{x-1}+x\dot{u}_{3} (A.32)

Appendix B Okamoto desingularization

B.1. Details for the blow-up procedure

B.1.1. Blow up of β0,β1,βx,β\beta_{0},\beta_{1},\beta_{x},\beta_{\infty}


Let us first blow up the points β0,β1,βx\beta_{0},\beta_{1},\beta_{x}.

  • \star

    Recall that for i{0,1,x}i\in\{0,1,x\} we have 𝒱i:{u0=i}{u1=i}{u2=1/i}{u3=1/i}\mathcal{V}_{i}:\{u_{0}=i\}\cup\{u_{1}=i\}\cup\{u_{2}=1/i\}\cup\{u_{3}=1/i\} and that βi𝒱i\beta_{i}\in\mathcal{V}_{i}. Note further that 𝒱i{βi}2u,v\mathcal{V}_{i}\setminus\{\beta_{i}\}\subset\mathbb{C}^{2}_{u,v}. So whenever we remove one of the points βi\beta_{i} from a chart other than 2u,v\mathbb{C}^{2}_{u,v}, we may just as well remove the visible part of the whole line 𝒱i\mathcal{V}_{i}, without changing the global picture.

  • \star

    Replace the chart 2u1,v1\mathbb{C}^{2}_{u_{1},v_{1}} by the following six 2\mathbb{C}^{2}-charts:

    (u01,v01):=(u1,v1u1)(u02,v02):=(u1v1,v1)(u11,v11):=(u11,v1u11)(u12,v12):=(u11v1,v1)(ux1,vx1):=(u01x,v01u01x)(ux2,vx2):=(u01xv01,v01)=(u1x,v1u1(u1x))=(u1(u1x)v1,v1u1)\begin{array}[]{rclcrcl}(u_{01},v_{01})&:=&\left(u_{1},\frac{v_{1}}{u_{1}}\right)&&(u_{02},v_{02})&:=&\left(\frac{u_{1}}{v_{1}},{v_{1}}\right)\vspace{.2cm}\\ (u_{11},v_{11})&:=&\left(u_{1}-1,\frac{v_{1}}{u_{1}-1}\right)&&(u_{12},v_{12})&:=&\left(\frac{u_{1}-1}{v_{1}},{v_{1}}\right)\vspace{.2cm}\\ (u_{x1},v_{x1})&:=&\left({u_{01}-x},\frac{v_{01}}{u_{01}-x}\right)&&(u_{x2},v_{x2})&:=&\left(\frac{u_{01}-x}{v_{01}},{v_{01}}\right)\vspace{.2cm}\\ &=&\left(u_{1}-x,\frac{v_{1}}{u_{1}(u_{1}-x)}\right)&&&=&\left(\frac{u_{1}(u_{1}-x)}{v_{1}},\frac{v_{1}}{u_{1}}\right)\end{array}
  • \star

    In each pair of charts 2ui1,vi1\mathbb{C}^{2}_{u_{i1},v_{i1}}, 2ui2,vi2\mathbb{C}^{2}_{u_{i2},v_{i2}} (which effectively replaces βi\beta_{i} by the exceptional line 𝒟i:={ui1=0}{vi2=0}\mathcal{D}_{i}:=\{u_{i1}=0\}\cup\{v_{i2}=0\}), we have to remove the points βj\beta_{j} for j{0,1,x}{i}j\in\{0,1,x\}\setminus\{i\} if visible. Yet these points are visible only in the 2ui1,vi1\mathbb{C}^{2}_{u_{i1},v_{i1}} charts. By the remark above, we may remove

    the following visible parts of 𝒱0:{u11=1}\mathcal{V}_{0}:\{u_{11}=-1\}

    the following visible parts of 𝒱1:{u01=1}{ux1=1x}\mathcal{V}_{1}:\{u_{01}=1\}\cup\{u_{x1}=1-x\}

    the following visible parts of 𝒱x:{u01=x}{u11=x1}\mathcal{V}_{x}:\{u_{01}=x\}\cup\{u_{11}=x-1\}.

  • \star

    The three charts 2ui1,vi1\mathbb{C}^{2}_{u_{i1},v_{i1}} with the removes lines are equivalent to a single 2\mathbb{C}^{2}-chart, namely

    (u~1,v~1):=(u11+1,v11(u11+1)(u11+1x))=(u1,v1u1(u11)(u1x)).(\tilde{u}_{1},\tilde{v}_{1}):=\left(u_{11}+1,\frac{v_{11}}{(u_{11}+1)(u_{11}+1-x)}\right)=\left(u_{1},\frac{v_{1}}{u_{1}(u_{1}-1)(u_{1}-x)}\right)\,.

    For x=0x=0, the lines 𝒱0\mathcal{V}_{0} and 𝒱x\mathcal{V}_{x} cannot be distinguished. Yet then the pair of charts 2ux1,vx1\mathbb{C}^{2}_{u_{x1},v_{x1}},2ux2,vx2\mathbb{C}^{2}_{u_{x2},v_{x2}} replaces the chart 2u01,v01\mathbb{C}^{2}_{u_{01},v_{01}}. Therefore, this coordinate change is still valid.

  • \star

    Similarly, we need to remove the visible points βx,β1\beta_{x},\beta_{1} from the chart 2u2,v2\mathbb{C}^{2}_{u_{2},v_{2}}, which can effectively be done by setting

    (u~2,v~2):=(u2,v2(1u2)(1xu2))=(1u1,v1u1(u11)(u1x))=(1u~1,v~1u~12).(\tilde{u}_{2},\tilde{v}_{2}):=\left(u_{2},\frac{v_{2}}{(1-u_{2})(1-xu_{2})}\right)=\left(\frac{1}{u_{1}},\frac{v_{1}u_{1}}{(u_{1}-1)(u_{1}-x)}\right)=\left(\frac{1}{\tilde{u}_{1}},\tilde{v}_{1}\tilde{u}_{1}^{2}\right)\,.

    Indeed, removing {u~2{1,1/t}\{\tilde{u}_{2}\in\{1,1/t\} this chart is isomorphic to 2u2,v2𝒱x𝒱1\mathbb{C}^{2}_{u_{2},v_{2}}\setminus\mathcal{V}_{x}\cup\mathcal{V}_{1}, removing {u~2=0}\{\tilde{u}_{2}=0\} this chart is isomorphic to 2u~1,v~1{u~1=0}\mathbb{C}^{2}_{\tilde{u}_{1},\tilde{v}_{1}}\setminus\{\tilde{u}_{1}=0\}. Note that this holds also for x=0x=0.

For the blow-up of β\beta_{\infty}, we may stick to the standard procedure:

  • \star

    Remove the point β\beta_{\infty} from the chart 2u~2,v~2\mathbb{C}^{2}_{\tilde{u}_{2},\tilde{v}_{2}}. Note that then it remains visible only in the chart 2u3,v3\mathbb{C}^{2}_{{u}_{3},{v}_{3}}, as β:(0,θ)\beta_{\infty}:(0,\theta).

  • \star

    Replace the chart 2u3,v3\mathbb{C}^{2}_{{u}_{3},{v}_{3}} by the following pair of 2\mathbb{C}^{2}-charts.

    (u1,v1):=(u3,v3θu3)(u2,v2):=(u3v3θ,v3θ)\begin{array}[]{rclcrcl}(u_{\infty 1},v_{\infty 1})&:=&\left(u_{3},\frac{v_{3}-\theta}{u_{3}}\right)&&(u_{\infty 2},v_{\infty 2})&:=&\left(\frac{u_{3}}{v_{3}-\theta},v_{3}-\theta\right)\end{array}
  • \star

    Note that 2u1,v1\mathbb{C}^{2}_{u_{\infty 1},-v_{\infty 1}} (with a minus sign) corresponds to the classical chart of a certain surface Σθ\Sigma_{\theta} 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 2u~3,v~3:=2u1,v1\mathbb{C}^{2}_{\tilde{u}_{3},\tilde{v}_{3}}:=\mathbb{C}^{2}_{u_{\infty 1},-v_{\infty 1}}

B.1.2. The vector field in the resulting new charts


In our seven new charts, that we have to add to the chart 2u0,v0\mathbb{C}^{2}_{u_{0},v_{0}} to obtain the global picture after blow-up of β0,β1,βx,β\beta_{0},\beta_{1},\beta_{x},\beta_{\infty}, the vector field respectively reads as follows.

{u~˙1=2(x1)v~1u~1(u~11)(u~1x)(x1)(θ0u~1+θ1u~11+θx1u~1x)v~˙1=xθ0v~11(x1)u~1(x1)θ1v~1+1(x1)(u~11)+x(x1)θxv~11(x1)(u~1x)+(θ+θ¯x1(u~1+x1)2xθ0+(x1)θ1x1)v~1++θθ¯x1u~1(u~11)(u~1x)v~12,\left\{\begin{array}[]{ccl}\dot{\tilde{u}}_{1}&=&\frac{2}{(x-1)\tilde{v}_{1}}-\frac{\tilde{u}_{1}(\tilde{u}_{1}-1)(\tilde{u}_{1}-x)}{(x-1)}\left(\frac{\theta_{0}}{\tilde{u}_{1}}+\frac{\theta_{1}}{\tilde{u}_{1}-1}+\frac{\theta_{x}-1}{\tilde{u}_{1}-x}\right)\vspace{.2cm}\\ \dot{\tilde{v}}_{1}&=&\frac{x\theta_{0}\tilde{v}_{1}-1}{(x-1)\tilde{u}_{1}}-\frac{(x-1)\theta_{1}\tilde{v}_{1}+1}{(x-1)(\tilde{u}_{1}-1)}+\frac{x(x-1)\theta_{x}\tilde{v}_{1}-1}{(x-1)(\tilde{u}_{1}-x)}+\left(\frac{\theta+\overline{\theta}}{x-1}(\tilde{u}_{1}+x-1)-2\frac{x\theta_{0}+(x-1)\theta_{1}}{x-1}\right)\tilde{v}_{1}+\vspace{.2cm}\\ &&+\frac{\theta\overline{\theta}}{x-1}\tilde{u}_{1}(\tilde{u}_{1}-1)(\tilde{u}_{1}-x)\tilde{v}_{1}^{2}\,,\end{array}\right.
{u~˙2=2(x1)v~2+(1u~2)(1xu~2)x1(θ0+θ11u~2+θx11xu~2)v~˙2=(θv~21)(θ¯v~21)(x1)u~2+(x1)θxv~2x(x1)(1xu~2)(x1)θ1v~2+1(x1)(1u~2)+(2xθ1+θx1x11)v~2+θθ¯v~2θ0x1(xu~2x1)v~2,\left\{\begin{array}[]{ccl}\dot{\tilde{u}}_{2}&=&-\frac{2}{(x-1)\tilde{v}_{2}}+\frac{(1-{\tilde{u}}_{2})(1-x{\tilde{u}}_{2})}{x-1}\left(\theta_{0}+\frac{\theta_{1}}{1-{\tilde{u}}_{2}}+\frac{\theta_{x}-1}{1-x{\tilde{u}}_{2}}\right)\vspace{.2cm}\\ \dot{\tilde{v}}_{2}&=&\frac{(\theta\tilde{v}_{2}-1)(\overline{\theta}\tilde{v}_{2}-1)}{(x-1)\tilde{u}_{2}}+\frac{(x-1)\theta_{x}\tilde{v}_{2}-x}{(x-1)(1-x\tilde{u}_{2})}-\frac{(x-1)\theta_{1}\tilde{v}_{2}+1}{(x-1)(1-\tilde{u}_{2})}+\left(2\frac{x\theta_{1}+\theta_{x}-1}{x-1}-1\right)\tilde{v}_{2}+\frac{\theta\overline{\theta}\tilde{v}_{2}-\theta_{0}}{x-1}(x\tilde{u}_{2}-x-1)\tilde{v}_{2}\,,\end{array}\right.
{u~˙3=u~3(1u~3)(1xu~3)(x1)(2v~3θu~3+x(θx1)1xu~3+θ11u~3)v~˙3=3xu~322(x+1)u~3+1x1v~32+x(2θθ0)(2u~31)+(x1)θ1θx1v~3xθ(θθ0)x1,\left\{\begin{array}[]{ccl}\dot{\tilde{u}}_{3}&=&\frac{\tilde{u}_{3}(1-\tilde{u}_{3})(1-x\tilde{u}_{3})}{(x-1)}\left(2\tilde{v}_{3}-\frac{{\theta}_{\infty}}{\tilde{u}_{3}}+\frac{x(\theta_{x}-1)}{1-x\tilde{u}_{3}}+\frac{\theta_{1}}{1-\tilde{u}_{3}}\right)\vspace{.2cm}\\ \dot{\tilde{v}}_{3}&=&-\frac{3x\tilde{u}_{3}^{2}-2(x+1)\tilde{u}_{3}+1}{x-1}\tilde{v}_{3}^{2}+\frac{x(2\theta-\theta_{0})(2\tilde{u}_{3}-1)+(x-1)\theta_{1}-\theta_{\infty}}{x-1}\tilde{v}_{3}-x\frac{\theta(\theta-\theta_{0})}{x-1}\,,\vspace{.2cm}\\ \end{array}\right.
{u˙02=xu02θ0(x1)v02u023v02x1+θ+θ¯x1u022v02θθ¯x1u02v02v˙02=3(u02v02)22(x+1)u02v02+xx12θ+θ¯x1u02v022+(xθ0x1+θ1+θ+θ¯x1)v02+θθ¯x1v022,\left\{\begin{array}[]{ccl}\dot{u}_{02}&=&x\frac{u_{02}-\theta_{0}}{(x-1)v_{02}}-\frac{u_{02}^{3}v_{02}}{x-1}+\frac{\theta+\overline{\theta}}{x-1}u_{02}^{2}v_{02}-\frac{\theta\overline{\theta}}{x-1}u_{02}v_{02}\vspace{.2cm}\\ \dot{v}_{02}&=&\frac{3(u_{02}v_{02})^{2}-2(x+1)u_{02}v_{02}+x}{x-1}-2\frac{\theta+\overline{\theta}}{x-1}u_{02}v_{02}^{2}+\left(\frac{x\theta_{0}}{x-1}+{\theta_{1}}+\frac{\theta+\overline{\theta}}{x-1}\right)v_{02}+\frac{\theta\overline{\theta}}{x-1}v_{02}^{2}\,,\end{array}\right.
{u˙x2=(θx1)(ux2vx2+x)ux2+xvx2ux2(ux2+xθ0)(x1)(ux2vx2+x)+ux2(ux2+θ0)x1θθ¯ux2vx2(ux2vx2+x)x1v˙x2=(ux2vx2+x)(θvx21)(θ¯vx21)x1+xθ0vx21(x1)(ux2vx2+x),\left\{\begin{array}[]{ccl}\dot{u}_{x2}&=&-\frac{(\theta_{x}-1)(u_{x2}v_{x2}+x)-u_{x2}+x}{v_{x2}}-\frac{u_{x2}(u_{x2}+x\theta_{0})}{(x-1)(u_{x2}v_{x2}+x)}+\frac{u_{x2}(u_{x2}+\theta_{0})}{x-1}-\frac{\theta\overline{\theta}u_{x2}v_{x2}(u_{x2}v_{x2}+x)}{x-1}\vspace{.2cm}\\ \dot{v}_{x2}&=&\frac{(u_{x2}v_{x2}+x)(\theta v_{x2}-1)(\overline{\theta}v_{x2}-1)}{x-1}+x\frac{\theta_{0}v_{x2}-1}{(x-1)(u_{x2}v_{x2}+x)}\,,\end{array}\right.
{u˙12=u12θ1v12u123v12x1+θ+θ¯x1u122v12θθ¯x1u12v12v˙12=3u122v1222(x2)(u12v12)x+1x12θ+θ¯x1u12v122+(xθ0x1+θ1θ+θ¯x1)v12+θθ¯x1v122,\left\{\begin{array}[]{ccl}\dot{u}_{12}&=&-\frac{u_{12}-\theta_{1}}{v_{12}}-\frac{u_{12}^{3}v_{12}}{x-1}+\frac{\theta+\overline{\theta}}{x-1}u_{12}^{2}v_{12}-\frac{\theta\overline{\theta}}{x-1}u_{12}v_{12}\vspace{.2cm}\\ \dot{v}_{12}&=&\frac{3u_{12}^{2}v_{12}^{2}-2(x-2)(u_{12}v_{12})-x+1}{x-1}-2\frac{\theta+\overline{\theta}}{x-1}u_{12}v_{12}^{2}+\left(\frac{x\theta_{0}}{x-1}+\theta_{1}-\frac{\theta+\overline{\theta}}{x-1}\right)v_{12}+\frac{\theta\overline{\theta}}{x-1}v_{12}^{2}\,,\end{array}\right.
{u˙2=3x(u2v2)22(x+1)u2v2+1x12x2θθ0x1u22v2+(θx1θ1+x(2θθ0)x1)u2xθ(θθ0)x1u22v˙2=v2+θ(1x)u2xu2v2(v2+θθ0)(v2+θ)1x.\left\{\begin{array}[]{ccl}\dot{u}_{\infty 2}&=&-\frac{3x(u_{\infty 2}v_{\infty 2})^{2}-2(x+1)u_{\infty 2}v_{\infty 2}+1}{x-1}-2x\frac{2\theta-\theta_{0}}{x-1}u_{\infty 2}^{2}v_{\infty 2}+\left(\frac{\theta_{\infty}}{x-1}-\theta_{1}+\frac{x(2\theta-\theta_{0})}{x-1}\right)u_{\infty 2}-\vspace{.2cm}\\ &&-x\frac{\theta(\theta-\theta_{0})}{x-1}u_{\infty 2}^{2}\vspace{.2cm}\\ \dot{v}_{\infty 2}&=&\frac{v_{\infty 2}+\theta_{\infty}}{(1-x)u_{\infty 2}}-x\frac{u_{\infty 2}v_{\infty 2}(v_{\infty 2}+\theta-\theta_{0})(v_{\infty 2}+\theta)}{1-x}\,.\end{array}\right.

B.2. Detailed charts of Okamoto’s space

B.2.1. The chart (u0,v0)=(u,v)(u_{0},v_{0})=\left(u,v\right)


Domain of definition: 2\mathbb{C}^{2}.
Visible components of the infinity set: \emptyset
Visible exceptional lines: \emptyset

{(u0,v0)=(u,v)(u,v)=(u0,v0)ω0=1E=u0(u01)(u0x)x1{v02v0(θ0u0+θ1u01+θx1u0x)+θθ¯u0(u01)}.{u˙0=u0(u01)(u0x)x1(2v0θ0u0θ1u01θx1u0x)v˙0=3u022(x+1)u0+xx1v02+2θ+θ¯x1u0v0(xθ0x1+θ1+θ+θ¯x1)v0θθ¯x1.\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{0},v_{0})&=&\left(u,v\right)\vspace{.2cm}\\ (u,v)&=&\left(u_{0},v_{0}\right)\vspace{.2cm}\\ \omega_{0}&=&1\vspace{.2cm}\\ E&=&\frac{u_{0}(u_{0}-1)(u_{0}-x)}{x-1}\Bigl{\{}v_{0}^{2}-v_{0}\left(\frac{\theta_{0}}{u_{0}}+\frac{\theta_{1}}{u_{0}-1}+\frac{\theta_{x}-1}{u_{0}-x}\right)+{\frac{\theta\overline{\theta}}{u_{0}(u_{0}-1)}}\Bigr{\}}.\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{0}&=&\frac{u_{0}(u_{0}-1)(u_{0}-x)}{x-1}\left(2v_{0}-\frac{\theta_{0}}{u_{0}}-\frac{\theta_{1}}{u_{0}-1}-\frac{\theta_{x}-1}{u_{0}-x}\right)\vspace{.2cm}\\ \dot{v}_{0}&=&-\frac{3u_{0}^{2}-2(x+1)u_{0}+x}{x-1}v_{0}^{2}+2\frac{\theta+\overline{\theta}}{x-1}u_{0}v_{0}-\left(\frac{x\theta_{0}}{x-1}+\theta_{1}+\frac{\theta+\overline{\theta}}{x-1}\right)v_{0}-\frac{\theta\overline{\theta}}{x-1}\,.\end{array}\right.\end{array}

B.2.2. The chart (u~1,v~1)=(u,1u(ux)(u1)v)(\tilde{u}_{1},\tilde{v}_{1})=\left(u,\frac{1}{u(u-x)(u-1)v}\right)


Domain of definition: 2{γ0,γx,γ1}\mathbb{C}^{2}\setminus\{\gamma_{0},\gamma_{x},\gamma_{1}\}, where

γ0:(0,1xθ0),γx:(x,1x(x1)θx),γ1:(1,1(1x)θ1).\gamma_{0}:\left(0,\frac{1}{x\theta_{0}}\right)\,,\gamma_{x}:\left(x,\frac{1}{x(x-1)\theta_{x}}\right)\,,\gamma_{1}:\left(1,\frac{1}{(1-x)\theta_{1}}\right)\,.

Visible components of the infinity set:

:{v~1=0},𝒟0:{u~1=0},𝒟x:{u~1=x},𝒟1:{u~1=1}.\mathcal{H}^{*}:\{\tilde{v}_{1}=0\}\,,\mathcal{D}_{0}^{*}:\{\tilde{u}_{1}=0\}\,,\mathcal{D}_{x}^{*}:\{\tilde{u}_{1}=x\}\,,\mathcal{D}_{1}^{*}:\{\tilde{u}_{1}=1\}\,.

Visible exceptional lines: \emptyset

{(u~1,v~1)=(u,1u(ux)(u1)v)(u,v)=(u~1,1u~1(u~1x)(u~11)v~1)ω~1=u~1(u~1x)(u~11)v~12E˙=x(x1)2{1u~1(u~1x)2v~12(θ+θ¯)u~1θ0v~1u~1(u~1x)+θθ¯(u~11)}E=1x1{1u~1(u~1x)(u~11)v~121v~1(θ0u~1+θ1u~11+θx1u~1x)+θθ¯(u~1x)}.{u~˙1=2(x1)v~1u~1(u~11)(u~1x)x1(θ0u~1+θ1u~11+θx1u~1x)v~˙1=xθ0v~11(x1)u~1(x1)θ1v~1+1(x1)(u~11)+x(x1)θxv~11(x1)(u~1x)+(θ+θ¯x1(u~1+x1)2xθ0+(x1)θ1x1)v~1++θθ¯x1u~1(u~11)(u~1x)v~12.\begin{array}[]{l}\left\{\begin{array}[]{rcl}(\tilde{u}_{1},\tilde{v}_{1})&=&\left(u,\frac{1}{u(u-x)(u-1)v}\right)\vspace{.2cm}\\ (u,v)&=&\left(\tilde{u}_{1},\frac{1}{\tilde{u}_{1}(\tilde{u}_{1}-x)(\tilde{u}_{1}-1)\tilde{v}_{1}}\right)\vspace{.2cm}\\ \tilde{\omega}_{1}&=&-\tilde{u}_{1}(\tilde{u}_{1}-x)(\tilde{u}_{1}-1)\tilde{v}_{1}^{2}\vspace{.2cm}\\ \dot{E}&=&-\frac{x}{(x-1)^{2}}\Bigl{\{}\frac{1}{\tilde{u}_{1}(\tilde{u}_{1}-x)^{2}\tilde{v}_{1}^{2}}-\frac{(\theta+\overline{\theta})\tilde{u}_{1}-\theta_{0}}{\tilde{v}_{1}\tilde{u}_{1}(\tilde{u}_{1}-x)}+\theta\overline{\theta}(\tilde{u}_{1}-1)\Bigr{\}}\vspace{.2cm}\\ E&=&\frac{1}{x-1}\Bigl{\{}\frac{1}{\tilde{u}_{1}(\tilde{u}_{1}-x)(\tilde{u}_{1}-1)\tilde{v}_{1}^{2}}-\frac{1}{\tilde{v}_{1}}\left(\frac{\theta_{0}}{\tilde{u}_{1}}+\frac{\theta_{1}}{\tilde{u}_{1}-1}+\frac{\theta_{x}-1}{\tilde{u}_{1}-x}\right)+\theta\overline{\theta}(\tilde{u}_{1}-x)\Bigr{\}}.\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{\tilde{u}}_{1}&=&\frac{2}{(x-1)\tilde{v}_{1}}-\frac{\tilde{u}_{1}(\tilde{u}_{1}-1)(\tilde{u}_{1}-x)}{x-1}\left(\frac{\theta_{0}}{\tilde{u}_{1}}+\frac{\theta_{1}}{\tilde{u}_{1}-1}+\frac{\theta_{x}-1}{\tilde{u}_{1}-x}\right)\vspace{.2cm}\\ \dot{\tilde{v}}_{1}&=&\frac{x\theta_{0}\tilde{v}_{1}-1}{(x-1)\tilde{u}_{1}}-\frac{(x-1)\theta_{1}\tilde{v}_{1}+1}{(x-1)(\tilde{u}_{1}-1)}+\frac{x(x-1)\theta_{x}\tilde{v}_{1}-1}{(x-1)(\tilde{u}_{1}-x)}+\left(\frac{\theta+\overline{\theta}}{x-1}(\tilde{u}_{1}+x-1)-2\frac{x\theta_{0}+(x-1)\theta_{1}}{x-1}\right)\tilde{v}_{1}+\vspace{.2cm}\\ &&+\frac{\theta\overline{\theta}}{x-1}\tilde{u}_{1}(\tilde{u}_{1}-1)(\tilde{u}_{1}-x)\tilde{v}_{1}^{2}\,.\end{array}\right.\end{array}

B.2.3. The chart (u~2,v~2)=(1u,u(ux)(u1)v)(\tilde{u}_{2},\tilde{v}_{2})=\left(\frac{1}{u},\frac{u}{(u-x)(u-1)v}\right)


Domain of definition: 2{γx,γ1,β,β}\mathbb{C}^{2}\setminus\{\gamma_{x},\gamma_{1},\beta_{\infty},\beta_{\infty}^{-}\}, where

γx:(1x,x(x1)θx),γ1:(1,1(1x)θ1),β:(0,1θ),β:(0,1θ¯).\gamma_{x}:\left(\frac{1}{x},\frac{x}{(x-1)\theta_{x}}\right)\,,\gamma_{1}:\left(1,\frac{1}{(1-x)\theta_{1}}\right)\,,\beta_{\infty}:\left(0,\frac{1}{\theta}\right)\,,\beta_{\infty}^{-}:\left(0,\frac{1}{\overline{\theta}}\right)\,.

Visible components of the infinity set:

:{v~2=0},𝒟:{u~2=0},𝒟x:{u~2=1/x},𝒟1:{u~2=1}.\mathcal{H}^{*}:\{\tilde{v}_{2}=0\}\,,\mathcal{D}_{\infty}^{**}:\{\tilde{u}_{2}=0\}\,,\mathcal{D}_{x}^{*}:\{\tilde{u}_{2}=1/x\}\,,\mathcal{D}_{1}^{*}:\{\tilde{u}_{2}=1\}\,.

Visible exceptional lines: \emptyset

{(u~2,v~2)=(1u,u(ux)(u1)v)(u,v)=(1u~2,u~2(1xu~2)(1u~2)v~2)ω~2=u~2(1xu~2)(1u~2)v~22E˙=x(x1)2{1u~2(1xu~2)2v~22(θ+θ¯)θ0u~2v~2u~2(1xu~2)+θθ¯u~2(1u~2)}E=(θv~21)(θ¯v~21)(x1)u~2v~22(x1)θ1v~2+1(x1)2(1u~2)v~22x(x1)(θx1)v~2x(x1)2(1xu~2)v~22xθθ¯x1{u~˙2=2(x1)v~2+(1u~2)(1xu~2)x1(θ0+θ11u~2+θx11xu~2)v~˙2=(θv~21)(θ¯v~21)(x1)u~2+(x1)θxv~2x(x1)(1xu~2)(x1)θ1v~2+1(x1)(1u~2)+(2xθ1+θx1x11)v~2+θθ¯v~2θ0x1(xu~2x1)v~2.\begin{array}[]{l}\left\{\begin{array}[]{rcl}(\tilde{u}_{2},\tilde{v}_{2})&=&\left(\frac{1}{u},\frac{u}{(u-x)(u-1)v}\right)\vspace{.2cm}\\ (u,v)&=&\left(\frac{1}{\tilde{u}_{2}},\frac{\tilde{u}_{2}}{(1-x\tilde{u}_{2})(1-\tilde{u}_{2})\tilde{v}_{2}}\right)\vspace{.2cm}\\ \tilde{\omega}_{2}&=&\tilde{u}_{2}(1-x\tilde{u}_{2})(1-\tilde{u}_{2})\tilde{v}_{2}^{2}\vspace{.2cm}\\ \dot{E}&=&-\frac{x}{(x-1)^{2}}\Bigl{\{}\frac{1}{\tilde{u}_{2}(1-x\tilde{u}_{2})^{2}\tilde{v}_{2}^{2}}-\frac{(\theta+\overline{\theta})-\theta_{0}\tilde{u}_{2}}{\tilde{v}_{2}\tilde{u}_{2}(1-x\tilde{u}_{2})}+\frac{\theta\overline{\theta}}{\tilde{u}_{2}}(1-\tilde{u}_{2})\Bigr{\}}\vspace{.2cm}\\ E&=&\frac{(\theta\tilde{v}_{2}-1)\left(\overline{\theta}\tilde{v}_{2}-1\right)}{(x-1)\tilde{u}_{2}\tilde{v}_{2}^{2}}-\frac{(x-1)\theta_{1}\tilde{v}_{2}+1}{(x-1)^{2}(1-\tilde{u}_{2})\tilde{v}_{2}^{2}}-x\frac{(x-1)(\theta_{x}-1)\tilde{v}_{2}-x}{(x-1)^{2}(1-x\tilde{u}_{2})\tilde{v}_{2}^{2}}-\frac{x\theta\overline{\theta}}{x-1}\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{\tilde{u}}_{2}&=&-\frac{2}{(x-1)\tilde{v}_{2}}+\frac{(1-{\tilde{u}}_{2})(1-x{\tilde{u}}_{2})}{x-1}\left(\theta_{0}+\frac{\theta_{1}}{1-{\tilde{u}}_{2}}+\frac{\theta_{x}-1}{1-x{\tilde{u}}_{2}}\right)\vspace{.2cm}\\ \dot{\tilde{v}}_{2}&=&\frac{(\theta\tilde{v}_{2}-1)(\overline{\theta}\tilde{v}_{2}-1)}{(x-1)\tilde{u}_{2}}+\frac{(x-1)\theta_{x}\tilde{v}_{2}-x}{(x-1)(1-x\tilde{u}_{2})}-\frac{(x-1)\theta_{1}\tilde{v}_{2}+1}{(x-1)(1-\tilde{u}_{2})}+\left(2\frac{x\theta_{1}+\theta_{x}-1}{x-1}-1\right)\tilde{v}_{2}+\frac{\theta\overline{\theta}\tilde{v}_{2}-\theta_{0}}{x-1}(x\tilde{u}_{2}-x-1)\tilde{v}_{2}\,.\end{array}\right.\end{array}

B.2.4. The chart (u~3,v~3)=(u3,v3θu3)(\tilde{u}_{3},\tilde{v}_{3})=\left(u_{3},-\frac{v_{3}-\theta}{u_{3}}\right)


Domain of definition: 2.\mathbb{C}^{2}.
Visible components of the infinity set: \emptyset.
Visible exceptional lines: :{u~3=0}\mathcal{E}_{\infty}:\{\tilde{u}_{3}=0\}

{(u~3,v~3)=(1u,u(uvθ))(u,v)=(1u~3,u~32v~3+θu~3)ω~3=1E=(1u~3)(1xu~3)(v~3(u~3v~32θ+θ0)x1+θθ¯+θ1(v~3θ)(x1)(1u~3)+(θx1)(v~3xθ)(x1)(1xu~3)){u~˙3=u~3(1u~3)(1xu~3)(x1)(2v~3θu~3+x(θx1)1xu~3+θ11u~3)v~˙3=3xu~322(x+1)u~3+1x1v~32+x(2θθ0)(2u~31)+(x1)θ1θx1v~3xθ(θθ0)x1.\begin{array}[]{l}\left\{\begin{array}[]{rcl}(\tilde{u}_{3},\tilde{v}_{3})&=&\left(\frac{1}{u},-u(uv-\theta)\right)\vspace{.2cm}\\ (u,v)&=&\left(\frac{1}{\tilde{u}_{3}},-\tilde{u}_{3}^{2}\tilde{v}_{3}+\theta\tilde{u}_{3}\right)\vspace{.2cm}\\ \tilde{\omega}_{3}&=&1\vspace{.2cm}\\ E&=&(1-\tilde{u}_{3})(1-x\tilde{u}_{3})\left(\frac{\tilde{v}_{3}(\tilde{u}_{3}\tilde{v}_{3}-2\theta+\theta_{0})}{x-1}+\frac{\theta\overline{\theta}+\theta_{1}(\tilde{v}_{3}-\theta)}{(x-1)(1-\tilde{u}_{3})}+\frac{(\theta_{x}-1)(\tilde{v}_{3}-x\theta)}{(x-1)(1-x\tilde{u}_{3})}\right)\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{\tilde{u}}_{3}&=&\frac{\tilde{u}_{3}(1-\tilde{u}_{3})(1-x\tilde{u}_{3})}{(x-1)}\left(2\tilde{v}_{3}-\frac{{\theta}_{\infty}}{\tilde{u}_{3}}+\frac{x(\theta_{x}-1)}{1-x\tilde{u}_{3}}+\frac{\theta_{1}}{1-\tilde{u}_{3}}\right)\vspace{.2cm}\\ \dot{\tilde{v}}_{3}&=&-\frac{3x\tilde{u}_{3}^{2}-2(x+1)\tilde{u}_{3}+1}{x-1}\tilde{v}_{3}^{2}+\frac{x(2\theta-\theta_{0})(2\tilde{u}_{3}-1)+(x-1)\theta_{1}-\theta_{\infty}}{x-1}\tilde{v}_{3}-x\frac{\theta(\theta-\theta_{0})}{x-1}\,.\end{array}\right.\end{array}

B.2.5. The chart (u03,v03)=(u02θ0,v02u02θ0)(u_{03},v_{03})=\left(u_{02}-\theta_{0},\frac{v_{02}}{u_{02}-\theta_{0}}\right)


Domain of definition: 2\mathbb{C}^{2}.
Visible components of the infinity set: 𝒟0:{v03=0}\mathcal{D}_{0}^{*}:\{v_{03}=0\}
Visible exceptional lines: 0:{u03=0}\mathcal{E}_{0}:\{u_{03}=0\}

{(u03,v03)=(uvθ0,1uv2θ0v)(u,v)=(u032v03+θ0u03v03,1u03v03)ω03=v03E=1x1[((u03+θ0)u03v03x)((u03+θ0)u03v031)v03(θ+θ¯θ0)(u03+θ0)2u03v03+.+θθ¯((u03+θ0)u03v03x)+(xθ1+(θx1))(u03+θ0)]{u˙03=11x(u03+θ0θ)(u03+θ0θ¯)(u03+θ0)u03v03x(1x)v03v˙03=11x(u03+θ0θ)(u03+θ0θ¯)(2u03+θ0)v0322(u03+θ0)(θ+θ¯)1x(u03+θ0)u03v032++2u03+θ0θx+11xv03+x(2u03+θ0θ1)1xv03\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{03},v_{03})&=&\left(uv-\theta_{0},\frac{1}{uv^{2}-\theta_{0}v}\right)\vspace{.2cm}\\ (u,v)&=&\left(u_{03}^{2}v_{03}+\theta_{0}u_{03}v_{03},\frac{1}{u_{03}v_{03}}\right)\vspace{.2cm}\\ \omega_{03}&=&-v_{03}\vspace{.2cm}\\ E&=&\left.\frac{1}{x-1}\right[\frac{((u_{03}+\theta_{0})u_{03}v_{03}-x)((u_{03}+\theta_{0})u_{03}v_{03}-1)}{v_{03}}-(\theta+\overline{\theta}-\theta_{0})(u_{03}+\theta_{0})^{2}u_{03}v_{03}+\\ &&\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}+\theta\overline{\theta}((u_{03}+\theta_{0})u_{03}v_{03}-x)+\Bigl{(}x\theta_{1}+(\theta_{x}-1)\Bigr{)}(u_{03}+\theta_{0})\Bigr{]}\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{03}&=&\frac{1}{1-x}(u_{03}+\theta_{0}-\theta)(u_{03}+\theta_{0}-\overline{\theta})(u_{03}+\theta_{0})u_{03}v_{03}-\frac{x}{(1-x)v_{03}}\vspace{.2cm}\\ \dot{v}_{03}&=&-\frac{1}{1-x}(u_{03}+\theta_{0}-\theta)(u_{03}+\theta_{0}-\overline{\theta})(2u_{03}+\theta_{0})v_{03}^{2}-\frac{2(u_{03}+\theta_{0})-(\theta+\overline{\theta})}{1-x}(u_{03}+\theta_{0})u_{03}v_{03}^{2}+\vspace{.2cm}\\ &&+\frac{2u_{03}+\theta_{0}-\theta_{x}+1}{1-x}v_{03}+\frac{x(2u_{03}+\theta_{0}-\theta_{1})}{1-x}v_{03}\end{array}\right.\end{array}

We have:

ωx3=1((ux)uvxθx)v=u03v03u03v03(u03+θ0)2x(u03+θ0+θx)\omega_{x3}=-\frac{1}{((u-x)uv-x\theta_{x})v}=-\frac{u_{03}v_{03}}{u_{03}v_{03}(u_{03}+\theta_{0})^{2}-x(u_{03}+\theta_{0}+\theta_{x})}
ωx3u03v03x(u03+θ0+θx)\omega_{x3}\sim\frac{u_{03}v_{03}}{x(u_{03}+\theta_{0}+\theta_{x})}
E1x1xv03E\sim\frac{1}{x-1}\frac{x}{v_{03}}
Eωx31x1u03(u03+θ0+θx)1x1E\omega_{x3}\sim\frac{1}{x-1}\frac{u_{03}}{(u_{03}+\theta_{0}+\theta_{x})}\longrightarrow\frac{1}{x-1}
(x1)ωx31E(x-1)\omega_{x3}\longrightarrow\frac{1}{E}

Further formulae:

{(x1)ω03xE=1v03x[(θ+θ¯θ0u03)(u03+θ0)2u03v03+(u03+θ0)u03(θθ¯v03+x+1).θθ¯x+(xθ1+θx1)(u03+θ0)]ω˙03ω03=11x(u03+θ0θ)(u03+θ0θ¯)(2u03+θ0)v032(u03+θ0)(θ+θ¯)1x(u03+θ0)u03v03+2u03+θ0θx+11x+x(2u03+θ0θ1)1x\left\{\begin{array}[]{rcl}-\frac{(x-1)\omega_{03}}{x}E&=&1-\frac{v_{03}}{x}\Bigl{[}(\theta+\overline{\theta}-\theta_{0}-u_{03})(u_{03}+\theta_{0})^{2}u_{03}v_{03}+(u_{03}+\theta_{0})u_{03}(\theta\overline{\theta}v_{03}+x+1)-\\ &&\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}-\theta\overline{\theta}x+\Bigl{(}x\theta_{1}+\theta_{x}-1\Bigr{)}(u_{03}+\theta_{0})\Bigr{]}\vspace{.2cm}\\ \frac{\dot{\omega}_{03}}{\omega_{03}}&=&-\frac{1}{1-x}(u_{03}+\theta_{0}-\theta)(u_{03}+\theta_{0}-\overline{\theta})(2u_{03}+\theta_{0})v_{03}-\frac{2(u_{03}+\theta_{0})-(\theta+\overline{\theta})}{1-x}(u_{03}+\theta_{0})u_{03}v_{03}-\vspace{.2cm}\\ &&+\frac{2u_{03}+\theta_{0}-\theta_{x}+1}{1-x}+\frac{x(2u_{03}+\theta_{0}-\theta_{1})}{1-x}\end{array}\right.

B.2.6. The chart (u04,v04)=(1v03,u03v03)(u_{04},v_{04})=\left(\frac{1}{v_{03}},u_{03}v_{03}\right)


Domain of definition: 2\mathbb{C}^{2}.
Visible components of the infinity set: \emptyset
Visible exceptional lines: 0:{v04=0}\mathcal{E}_{0}:\{v_{04}=0\}

{(u04,v04)=(uv2θ0v,1v)(u,v)=((u04v04+θ0)v04,1v04)ω04=1E=1x1[((u04v04+θ0)v04x)((u04v04+θ0)v041)u04(θ+θ¯θ0)(u04v04+θ0)2v04+θθ¯((u04v04+θ0)v04x)+.+(xθ1+(θx1))(u04v04+θ0)]{u˙04=11x(u04v04+θ0θ)(u04v04+θ0θ¯)(2u04v04+θ0)θ1u04(θ+θ¯)2(u04v04+θ0)1x[(u04v04+θ0)v041]u04x(2u04v04+θ0)1xu04v˙04=11x[[2(u04v04+θ0)θ]v041][[2(u04v04+θ0)θ¯]v041]++11x[(u04v04+θ0)v041]2+θ1v04+x1x[(2u04v04+θ0)v041]\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{04},v_{04})&=&\left(uv^{2}-\theta_{0}v,\frac{1}{v}\right)\vspace{.2cm}\\ (u,v)&=&\left((u_{04}v_{04}+{\theta_{0}})v_{04},\frac{1}{v_{04}}\right)\vspace{.2cm}\\ \omega_{04}&=&-1\vspace{.2cm}\\ E&=&\left.\frac{1}{x-1}\right[((u_{04}v_{04}+\theta_{0})v_{04}-x)((u_{04}v_{04}+\theta_{0})v_{04}-1)u_{04}-\\ &&\quad\quad\quad\quad\quad\quad\quad\quad-(\theta+\overline{\theta}-\theta_{0})(u_{04}v_{04}+\theta_{0})^{2}v_{04}+\theta\overline{\theta}((u_{04}v_{04}+\theta_{0})v_{04}-x)+\\ &&\hskip 128.0374pt\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}+\Bigl{(}x\theta_{1}+(\theta_{x}-1)\Bigr{)}(u_{04}v_{04}+\theta_{0})\Bigr{]}\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{04}&=&\frac{1}{1-x}(u_{04}v_{04}+\theta_{0}-\theta)(u_{04}v_{04}+\theta_{0}-\overline{\theta})(2u_{04}v_{04}+\theta_{0})-\theta_{1}u_{04}-\vspace{.2cm}\\ &&-\frac{(\theta+\overline{\theta})-2(u_{04}v_{04}+\theta_{0})}{1-x}[(u_{04}v_{04}+\theta_{0})v_{04}-1]u_{04}-\frac{x(2u_{04}v_{04}+\theta_{0})}{1-x}u_{04}\vspace{.2cm}\\ \dot{v}_{04}&=&-\frac{1}{1-x}\Bigl{[}\left[2(u_{04}v_{04}+\theta_{0})-\theta\right]v_{04}-1\Bigr{]}\Bigl{[}\left[2(u_{04}v_{04}+\theta_{0})-\overline{\theta}\right]v_{04}-1\Bigr{]}+\vspace{.2cm}\\ &&+\frac{1}{1-x}\left[(u_{04}v_{04}+\theta_{0})v_{04}-1\right]^{2}+\theta_{1}v_{04}+\frac{x}{1-x}\left[(2u_{04}v_{04}+\theta_{0})v_{04}-1\right]\end{array}\right.\end{array}

B.2.7. The chart (ux3,vx3)=(ux2xθx,vx2ux2xθx)(u_{x3},v_{x3})=\left(u_{x2}-x\theta_{x},\frac{v_{x2}}{u_{x2}-x\theta_{x}}\right)


Domain of definition: 2{γ0,α}\mathbb{C}^{2}\setminus\{\gamma_{0},\alpha\}, where

γ0:(x(θ0+θx),1xθ0(θ0+θx)),α:(xθx2,4xθx2).\gamma_{0}:\left(-x(\theta_{0}+\theta_{x})\,,\,-\frac{1}{x\theta_{0}(\theta_{0}+\theta_{x})}\right)\,,\quad\alpha:\left(-x\frac{\theta_{x}}{2}\,,\,\frac{4}{x\theta_{x}^{2}}\right)\,.

Here α\alpha is an apparent base point on 𝒟0\mathcal{D}_{0}\setminus\mathcal{H}, not a base point in the charts 2u03,v03\mathbb{C}^{2}_{u_{03},v_{03}} and 2u04,v04\mathbb{C}^{2}_{u_{04},v_{04}}.
Visible components of the infinity set: 𝒟0γ0:{ux3vx3(ux3+xθx)=x},𝒟x:{vx3=0}\mathcal{D}_{0}\setminus\gamma_{0}:\{u_{x3}v_{x3}(u_{x3}+x\theta_{x})=-x\}\,,\mathcal{D}_{x}^{*}:\{v_{x3}=0\}
Visible exceptional lines: x:{ux3=0}\mathcal{E}_{x}:\{u_{x3}=0\}

{(ux3,vx3)=((ux)uvxθx,1((ux)uvxθx)uv)(u,v)=((ux3+xθx)ux3vx3+x,1((ux3+xθx)ux3vx3+x)ux3vx3)ωx3=((ux3+xθx)ux3vx3+x)vx3E=1(x1)ux3vx3[ux3+xθx+xθ0(ux3+xθx)ux3vx3+x(θux3vx31)(θ¯ux3vx31)(ux3+xθx)+..+θ0(x1)(θx1)]{u˙x3=ux3(θx1)xθx2(ux3+xθx+θ0)(ux3+xθx)1x+1vx3+(ux3+x(θ0+θx))(ux3+xθx)(1x)((ux3+xθx)ux3vx3+x)++θθ¯1x((ux3+xθx)ux3vx3+x)(ux3+xθx)ux3vx3v˙x3=((ux3+xθx)ux3vx3+x)vx31x[θθ¯(2ux3+xθx)vx3+(θ+θ¯)](2ux3+xθx)vx3(1x)((ux3+xθx)ux3vx3+x)+(θ0+θx)vx31x(1+xθx(ux3+xθx)vx32x(ux3+xθx)ux3vx3+x)vx3\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{x3},v_{x3})&=&\left((u-x)uv-x\theta_{x},\frac{1}{((u-x)uv-x\theta_{x})uv}\right)\vspace{.2cm}\\ (u,v)&=&\left((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x,\frac{1}{((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)u_{x3}v_{x3}}\right)\vspace{.2cm}\\ \omega_{x3}&=&-((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)v_{x3}\vspace{.2cm}\\ E&=&\left.\frac{1}{(x-1)u_{x3}v_{x3}}\right[-\frac{u_{x3}+x\theta_{x}+x\theta_{0}}{(u_{x3}+x\theta_{x})u_{x3}v_{x3}+x}-(\theta u_{x3}v_{x3}-1)(\overline{\theta}u_{x3}v_{x3}-1)(u_{x3}+x\theta_{x})+\Bigr{.}\\ &&\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}+\theta_{0}-(x-1)(\theta_{x}-1)\Bigr{]}\vspace{.2cm}\\ \end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{x3}&=&-u_{x3}(\theta_{x}-1)-x\theta_{x}^{2}-\frac{(u_{x3}+x\theta_{x}+\theta_{0})(u_{x3}+x\theta_{x})}{1-x}+\frac{1}{v_{x3}}+\frac{(u_{x3}+x(\theta_{0}+\theta_{x}))(u_{x3}+x\theta_{x})}{(1-x)((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)}+\vspace{.2cm}\\ &&+\frac{\theta\overline{\theta}}{1-x}((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)(u_{x3}+x\theta_{x})u_{x3}v_{x3}\vspace{.2cm}\\ \dot{v}_{x3}&=&\frac{((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)v_{x3}}{1-x}\left[-\theta\overline{\theta}(2u_{x3}+x\theta_{x})v_{x3}+(\theta+\overline{\theta})\right]-\vspace{.2cm}\\ &&-\frac{(2u_{x3}+x\theta_{x})v_{x3}}{(1-x)((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)}+\frac{(\theta_{0}+\theta_{x})v_{x3}}{1-x}\left(1+\frac{x\theta_{x}(u_{x3}+x\theta_{x})v_{x3}-2x}{(u_{x3}+x\theta_{x})u_{x3}v_{x3}+x}\right)-v_{x3}\end{array}\right.\end{array}

Further formulae:

{ωx3E=[x(θθ¯ux3vx3(θ+θ¯+θx1))+(θ+θ¯θ1)+(θux3vx31)(θ¯ux3vx31)(ux3+xθx)1x](ux3+xθx)vx3++(1+xux3)ω˙x3ωx3=((ux3+xθx)ux3vx3+x)(2ux3+xθx)vx31xθθ¯+2ux3+xθxx1++θ+θ¯1x(2(ux3+xθx)ux3vx3+x)x(θ0+θx)θx(ux3+xθx)vx31(x1)((ux3+xθx)ux3vx3+x)=2ux3+xθx1x(θθ¯ωx3(θ0+θx)θxxvx3ωx3vx3+1)xθ+θ¯1x(2ωx3xvx3+1)(θ0+θx)x1xvx3ωx3\begin{array}[]{l}\left\{\begin{array}[]{rcl}-\omega_{x3}E&=&-\left[\frac{x(\theta\overline{\theta}u_{x3}v_{x3}-(\theta+\overline{\theta}+\theta_{x}-1))+(\theta+\overline{\theta}-\theta_{1})+(\theta u_{x3}v_{x3}-1)(\overline{\theta}u_{x3}v_{x3}-1)(u_{x3}+x\theta_{x})}{1-x}\right](u_{x3}+x\theta_{x})v_{x3}+\vspace{.2cm}\\ &&+\left(1+\frac{x}{u_{x3}}\right)\vspace{.2cm}\\ \frac{\dot{\omega}_{x3}}{\omega_{x3}}&=&-\frac{((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)(2u_{x3}+x\theta_{x})v_{x3}}{1-x}\cdot\theta\overline{\theta}+\frac{2u_{x3}+x\theta_{x}}{x-1}+\vspace{.2cm}\\ &&+\frac{\theta+\overline{\theta}}{1-x}(2(u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)-x(\theta_{0}+\theta_{x})\frac{\theta_{x}(u_{x3}+x\theta_{x})v_{x3}-1}{(x-1)((u_{x3}+x\theta_{x})u_{x3}v_{x3}+x)}\vspace{.2cm}\\ &=&\frac{2u_{x3}+x\theta_{x}}{1-x}\left(\theta\overline{\theta}\omega_{x3}-(\theta_{0}+\theta_{x})\theta_{x}\frac{xv_{x3}}{\omega_{x3}}v_{x3}+1\right)-x\frac{\theta+\overline{\theta}}{1-x}(2\frac{\omega_{x3}}{xv_{x3}}+1)-\frac{(\theta_{0}+\theta_{x})}{x-1}\frac{xv_{x3}}{\omega_{x3}}\end{array}\right.\end{array}

B.2.8. The chart (ux4,vx4)=(ux2xθxvx2,vx2)(u_{x4},v_{x4})=\left(\frac{u_{x2}-x\theta_{x}}{v_{x2}},{v_{x2}}\right)


Domain of definition: 2{γ0,α}\mathbb{C}^{2}\setminus\{\gamma_{0},\alpha\}, where

γ0:(x(θ0+θx)θ0,1θ0),α:(xθx24,2θx).\gamma_{0}:\left(-x(\theta_{0}+\theta_{x})\theta_{0}\,,\,\frac{1}{\theta_{0}}\right)\,,\quad\alpha:\left(x\frac{\theta_{x}^{2}}{4}\,,\,-\frac{2}{\theta_{x}}\right)\,.

Visible components of the infinity set: 𝒟0γ0:{vx4(ux4vx4+xθx)=x}\mathcal{D}_{0}\setminus\gamma_{0}:\{v_{x4}(u_{x4}v_{x4}+x\theta_{x})=-x\}
Visible exceptional lines: x:{vx4=0}\mathcal{E}_{x}:\{v_{x4}=0\}

{(ux4,vx4)=(((ux)uvxθx)uv,1uv)(u,v)=((ux4vx4+xθx)vx4+x,1((ux4vx4+xθx)vx4+x)vx4)ωx4=((ux4vx4+xθx)vx4+x)E=1(x1)vx4[ux4vx4+xθx+xθ0(ux4vx4+xθx)vx4+x(θvx41)(θ¯vx41)(ux4vx4+xθx)+..+θ0(x1)(θx1)]{u˙x4=((ux4vx4+xθx)vx4+x)1x[θθ¯(2ux4vx4+xθx)(θ+θ¯)ux4]++(2ux4vx4+xθx)ux4(1x)((ux4vx4+xθx)vx4+x)θ0+θx1x(ux4+xθx(ux4vx4+xθx)2xux4(ux4vx4+xθx)vx4+x)+ux4v˙x4=(ux4vx4+xθx)vx4+x1x(θvx41)(θ¯vx41)+xθ0vx41(x1)((ux4vx4+xθx)vx4+x)\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{x4},v_{x4})&=&\left(((u-x)uv-x\theta_{x})uv,\frac{1}{uv}\right)\vspace{.2cm}\\ (u,v)&=&\left((u_{x4}v_{x4}+x\theta_{x})v_{x4}+x,\frac{1}{((u_{x4}v_{x4}+x\theta_{x})v_{x4}+x)v_{x4}}\right)\vspace{.2cm}\\ \omega_{x4}&=&-((u_{x4}v_{x4}+x\theta_{x})v_{x4}+x)\vspace{.2cm}\\ E&=&\left.\frac{1}{(x-1)v_{x4}}\right[-\frac{u_{x4}v_{x4}+x\theta_{x}+x\theta_{0}}{(u_{x4}v_{x4}+x\theta_{x})v_{x4}+x}-(\theta v_{x4}-1)(\overline{\theta}v_{x4}-1)(u_{x4}v_{x4}+x\theta_{x})+\Bigr{.}\\ &&\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}+\theta_{0}-(x-1)(\theta_{x}-1)\Bigr{]}\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{x4}&=&\frac{((u_{x4}v_{x4}+x\theta_{x})v_{x4}+x)}{1-x}\left[\theta\overline{\theta}(2u_{x4}v_{x4}+x\theta_{x})-(\theta+\overline{\theta})u_{x4}\right]+\vspace{.2cm}\\ &&+\frac{(2u_{x4}v_{x4}+x\theta_{x})u_{x4}}{(1-x)((u_{x4}v_{x4}+x\theta_{x})v_{x4}+x)}-\frac{\theta_{0}+\theta_{x}}{1-x}\left(u_{x4}+\frac{x\theta_{x}(u_{x4}v_{x4}+x\theta_{x})-2xu_{x4}}{(u_{x4}v_{x4}+x\theta_{x})v_{x4}+x}\right)+u_{x4}\vspace{.2cm}\\ \dot{v}_{x4}&=&-\frac{(u_{x4}v_{x4}+x\theta_{x})v_{x4}+x}{1-x}(\theta v_{x4}-1)(\overline{\theta}v_{x4}-1)+x\frac{\theta_{0}v_{x4}-1}{(x-1)((u_{x4}v_{x4}+x\theta_{x})v_{x4}+x)}\end{array}\right.\end{array}

We also have:

ωx3=((ux4vx4+xθx)vx4+x)1ux4\omega_{x3}=-((u_{x4}v_{x4}+x\theta_{x})v_{x4}+x)\frac{1}{u_{x4}}

B.2.9. The chart (u13,v13)=(u12θ1,v12u12θ1)(u_{13},v_{13})=\left(u_{12}-\theta_{1},\frac{v_{12}}{u_{12}-\theta_{1}}\right)


Domain of definition: 2\mathbb{C}^{2}.
Visible components of the infinity set: 𝒟1:{v13=0}\mathcal{D}_{1}^{*}:\{v_{13}=0\}
Visible exceptional lines: 1:{u13=0}\mathcal{E}_{1}:\{u_{13}=0\}

{(u13,v13)=((u1)vθ1,1(u1)v2θ1v)(u,v)=(u132v13+θ1u13v13+1,1u13v13)ω13=v13E˙=xu13+θ1(x1)2[(u13+θ1θ)(u13+θ1θ¯)u13v13+u13(θx1)]E=(u13+θ1θ)(u13+θ1θ¯)x1((u13+θ1)u13v13+1)xθθ¯θ0(u13+θ1)x1(u13+θ1)u13v13+1v13{u˙13=1v13+11x(u13+θ1θ)(u13+θ1θ¯)(u13+θ1)u13v13v˙13=(2u13+θ1)v1311x(u13+θ1θ)(u13+θ1θ¯)(2u13+θ1)v13211x(2u13+2θ1θθ¯)(u132v13+θ1u13v13+1)v13xθ01xv13\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{13},v_{13})&=&\left((u-1)v-\theta_{1},\frac{1}{(u-1)v^{2}-\theta_{1}v}\right)\vspace{.2cm}\\ (u,v)&=&\left(u_{13}^{2}v_{13}+\theta_{1}u_{13}v_{13}+1,\frac{1}{u_{13}v_{13}}\right)\vspace{.2cm}\\ \omega_{13}&=&-v_{13}\vspace{.2cm}\\ \dot{E}&=&-x\frac{u_{13}+\theta_{1}}{(x-1)^{2}}\Bigl{[}(u_{13}+\theta_{1}-\theta)(u_{13}+\theta_{1}-\overline{\theta})u_{13}v_{13}+u_{13}-(\theta_{x}-1)\Bigr{]}\vspace{.2cm}\\ E&=&\frac{(u_{13}+\theta_{1}-\theta)(u_{13}+\theta_{1}-\overline{\theta})}{x-1}((u_{13}+\theta_{1})u_{13}v_{13}+1)-x\frac{\theta\overline{\theta}-\theta_{0}(u_{13}+\theta_{1})}{x-1}-\frac{(u_{13}+\theta_{1})u_{13}v_{13}+1}{v_{13}}\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{13}&=&-\frac{1}{v_{13}}+\frac{1}{1-x}\left(u_{13}+\theta_{1}-\theta\right)\left(u_{13}+\theta_{1}-\overline{\theta}\right)(u_{13}+\theta_{1})u_{13}v_{13}\vspace{.2cm}\\ \dot{v}_{13}&=&-(2u_{13}+\theta_{1})v_{13}-\frac{1}{1-x}\left(u_{13}+\theta_{1}-\theta\right)\left(u_{13}+\theta_{1}-\overline{\theta}\right)(2u_{13}+\theta_{1})v_{13}^{2}-\vspace{.2cm}\\ &&\quad-\frac{1}{1-x}\left(2u_{13}+2\theta_{1}-\theta-\overline{\theta}\right)(u_{13}^{2}v_{13}+\theta_{1}u_{13}v_{13}+1)v_{13}-\frac{x\theta_{0}}{1-x}v_{13}\end{array}\right.\end{array}

B.2.10. The chart (u14,v14)=(u12θ1v12,v12)(u_{14},v_{14})=\left(\frac{u_{12}-\theta_{1}}{v_{12}},v_{12}\right)


Domain of definition: 2.\mathbb{C}^{2}.
Visible components of the infinity set: \emptyset
Visible exceptional lines: 1:{v14=0}\mathcal{E}_{1}:\{v_{14}=0\}

{(u14,v14)=((u1)v2θ1v,1v)(u,v)=(u14v142+θ1v14+1,1v14)ω14=1E=(u14v14+θ1θ)(u14v14+θ1θ¯)x1((u14v14+θ1)v14+1)xθθ¯θ0(u14v14+θ1)x1..((u14v14+θ1)v14+1)u14{u˙14=(2u14v14+θ1)u14+(2u14v14+θ1)1x(u14v14+θ1θ)(u14v14+θ1θ¯)++2(u14v142+θ1v14+1)u141x(u14v14+θ1θ+θ¯2)+xθ0u141xv˙14=v1421x(u14v14+θ1θ)(u14v14+θ1θ¯)12(u14v14θ0θ12)v14θ0v141x2(u14v142+θ1v14+1)v141x(u14v14+θ1θ+θ¯2)\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{14},v_{14})&=&\left((u-1)v^{2}-\theta_{1}v,\frac{1}{v}\right)\vspace{.2cm}\\ (u,v)&=&\left(u_{14}v_{14}^{2}+\theta_{1}v_{14}+1,\frac{1}{v_{14}}\right)\vspace{.2cm}\\ \omega_{14}&=&-1\vspace{.2cm}\\ E&=&\frac{(u_{14}v_{14}+\theta_{1}-\theta)(u_{14}v_{14}+\theta_{1}-\overline{\theta})}{x-1}((u_{14}v_{14}+\theta_{1})v_{14}+1)-x\frac{\theta\overline{\theta}-\theta_{0}(u_{14}v_{14}+\theta_{1})}{x-1}-\Bigr{.}\\ &&\Bigl{.}-((u_{14}v_{14}+\theta_{1})v_{14}+1)u_{14}\vspace{.2cm}\\ \end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{14}&=&(2u_{14}v_{14}+\theta_{1})u_{14}+\frac{(2u_{14}v_{14}+\theta_{1})}{1-x}\left(u_{14}v_{14}+\theta_{1}-\theta\right)\left(u_{14}v_{14}+\theta_{1}-\overline{\theta}\right)+\vspace{.2cm}\\ &&\quad+2\frac{(u_{14}v_{14}^{2}+\theta_{1}v_{14}+1)u_{14}}{1-x}\left(u_{14}v_{14}+\theta_{1}-\frac{\theta+\overline{\theta}}{2}\right)+\frac{x\theta_{0}u_{14}}{1-x}\vspace{.2cm}\\ \dot{v}_{14}&=&-\frac{v_{14}^{2}}{1-x}\left(u_{14}v_{14}+\theta_{1}-\theta\right)\left(u_{14}v_{14}+\theta_{1}-\overline{\theta}\right)-1-2\left(u_{14}v_{14}-\frac{\theta_{0}-\theta_{1}}{2}\right)v_{14}-\vspace{.2cm}\\ &&\quad-\frac{\theta_{0}v_{14}}{1-x}-2\frac{(u_{14}v_{14}^{2}+\theta_{1}v_{14}+1)v_{14}}{1-x}\left(u_{14}v_{14}+\theta_{1}-\frac{\theta+\overline{\theta}}{2}\right)\par\end{array}\right.\end{array}

B.2.11. The chart (u3,v3)=(u2,v2+θu2)(u_{\infty 3},v_{\infty 3})=\left(u_{\infty 2},\frac{v_{\infty 2}+\theta_{\infty}}{u_{\infty 2}}\right)


Domain of definition: 2.\mathbb{C}^{2}.
Visible components of the infinity set: \emptyset
Visible exceptional lines: :{u3=0}\mathcal{E}_{\infty}^{-}:\{u_{\infty 3}=0\}, :{u3v3=θ}\mathcal{E}_{\infty}:\{u_{\infty 3}v_{\infty 3}=\theta_{\infty}\}

{(u3,v3)=(1u2vθu,(uvθ)(uvθ¯)u)(u,v)=(1(u3v3θ)u3,(u3v3+θ¯)(u3v3θ)u3)ω3=1E=θ1(u3v3+θ¯)+xx1(u3v3+θ¯θ0)(u3v3+θ¯)[u3(u3v3θ+θ¯)1]θθ¯v3x1[u3(u3v3θ+θ¯)1]{u˙3=(θ1+θ1x)u32(u3v3θ)u311xx(u32v3θu31)21x++x1x((2u3v3θθ0+2θ¯)u31)((2u3v3θ+2θ¯)u31)v˙3=v3(2u3v3+θ1θ)xθ¯(θ¯θ0)1x(2u3v3θ)x1x[2(2u3v3θ)(u32v3θu31)(θ+θ¯θ0)(13u32v3+2θu3)]v3\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{\infty 3},v_{\infty 3})&=&\left(\frac{1}{u^{2}v-\theta u},(uv-\theta)(uv-\overline{\theta})u\right)\vspace{.2cm}\\ (u,v)&=&\left(\frac{1}{(u_{\infty 3}v_{\infty 3}-\theta_{\infty})u_{\infty 3}},\left(u_{\infty 3}v_{\infty 3}+\overline{\theta}\right)(u_{\infty 3}v_{\infty 3}-\theta_{\infty})u_{\infty 3}\right)\vspace{.2cm}\\ \omega_{\infty 3}&=&-1\vspace{.2cm}\\ E&=&\theta_{1}(u_{\infty 3}v_{\infty 3}+\overline{\theta})+\frac{x}{x-1}(u_{\infty 3}v_{\infty 3}+\overline{\theta}-\theta_{0})(u_{\infty 3}v_{\infty 3}+\overline{\theta})[u_{\infty 3}(u_{\infty 3}v_{\infty 3}-\theta+\overline{\theta})-1]-\vspace{.2cm}\\ &&-\theta\overline{\theta}-\frac{v_{\infty 3}}{x-1}[u_{\infty 3}(u_{\infty 3}v_{\infty 3}-\theta+\overline{\theta})-1]\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{\infty 3}&=&-\left(\theta_{1}+\frac{\theta_{\infty}}{1-x}\right)u_{\infty 3}-\frac{2(u_{\infty 3}v_{\infty 3}-\theta_{\infty})u_{\infty 3}-1}{1-x}-x\frac{(u_{\infty 3}^{2}v_{\infty 3}-\theta_{\infty}u_{\infty 3}-1)^{2}}{1-x}+\vspace{.2cm}\\ &&+\frac{x}{1-x}\Bigl{(}(2u_{\infty 3}v_{\infty 3}-\theta-\theta_{0}+2\overline{\theta})u_{\infty 3}-1\Bigr{)}\Bigl{(}(2u_{\infty 3}v_{\infty 3}-\theta+2\overline{\theta})u_{\infty 3}-1\Bigr{)}\vspace{.2cm}\\ \dot{v}_{\infty 3}&=&v_{\infty 3}(2u_{\infty 3}v_{\infty 3}+\theta_{1}-\theta_{\infty})-x\frac{\overline{\theta}(\overline{\theta}-\theta_{0})}{1-x}(2u_{\infty 3}v_{\infty 3}-\theta_{\infty})-\vspace{.2cm}\\ &&-\frac{x}{1-x}\Bigl{[}2(2u_{\infty 3}v_{\infty 3}-\theta_{\infty})(u_{\infty 3}^{2}v_{\infty 3}-\theta_{\infty}u_{\infty 3}-1)-\vspace{.2cm}\\ &&-(\theta+\overline{\theta}-\theta_{0})\bigl{(}1-3u_{\infty 3}^{2}v_{\infty 3}+2\theta_{\infty}u_{\infty 3}\bigr{)}\Bigr{]}v_{\infty 3}\end{array}\right.\end{array}

B.2.12. The chart (u4,v4)=(u2v2+θ,v2+θ)(u_{\infty 4},v_{\infty 4})=\left(\frac{u_{\infty 2}}{v_{\infty 2}+\theta_{\infty}},v_{\infty 2}+\theta_{\infty}\right)


Domain of definition: 2.\mathbb{C}^{2}.
Visible components of the infinity set: 𝒟:{u4=0}\mathcal{D}_{\infty}^{**}:\{u_{\infty 4}=0\}
Visible exceptional lines: :{v4=0}\mathcal{E}_{\infty}^{-}:\{v_{\infty 4}=0\}, :{v4=θ}\mathcal{E}_{\infty}:\{v_{\infty 4}=\theta_{\infty}\}

{(u4,v4)=(1(uvθ)(uvθ¯)u,uvθ¯)(u,v)=(1(v4θ)u4v4,(v4+θ¯)(v4θ)u4v4)ω4=u4E˙=x(v4θ)u4v41(x1)2[1u4(v4+θ¯θ0)(v4+θ¯)]E=θ1(v4+θ¯)+xx1(v4+θ¯θ0)(v4+θ¯)[u4v4(v4θ+θ¯)1]θθ¯1(x1)u4[u4v4(v4θ+θ¯)1]{u˙4=u4(2v4+θ1θ)+xu41x[θ¯(θ¯θ0)(2v4θ)u4.++(θx+θ11)(3u4v422θu4v41)+.+2(2v4θ)(u4v42θu4v41)]v˙4=1(1x)u4x1x(v4+θ¯)(v4+θ¯θ0)(v4θ)u4v4\begin{array}[]{l}\left\{\begin{array}[]{rcl}(u_{\infty 4},v_{\infty 4})&=&\left(\frac{1}{(uv-\theta)(uv-\overline{\theta})u},uv-\overline{\theta}\right)\vspace{.2cm}\\ (u,v)&=&\left(\frac{1}{(v_{\infty 4}-\theta_{\infty})u_{\infty 4}v_{\infty 4}},\left(v_{\infty 4}+\overline{\theta}\right)(v_{\infty 4}-\theta_{\infty})u_{\infty 4}v_{\infty 4}\right)\vspace{.2cm}\\ \omega_{\infty 4}&=&-u_{\infty 4}\vspace{.2cm}\\ \dot{E}&=&x\frac{(v_{\infty 4}-\theta_{\infty})u_{\infty 4}v_{\infty 4}-1}{(x-1)^{2}}\Bigl{[}\frac{1}{u_{\infty 4}}-(v_{\infty 4}+\overline{\theta}-\theta_{0})(v_{\infty 4}+\overline{\theta})\Bigr{]}\vspace{.2cm}\\ E&=&\theta_{1}(v_{\infty 4}+\overline{\theta})+\frac{x}{x-1}(v_{\infty 4}+\overline{\theta}-\theta_{0})(v_{\infty 4}+\overline{\theta})[u_{\infty 4}v_{\infty 4}(v_{\infty 4}-\theta+\overline{\theta})-1]-\vspace{.2cm}\\ &&-\theta\overline{\theta}-\frac{1}{(x-1)u_{\infty 4}}[u_{\infty 4}v_{\infty 4}(v_{\infty 4}-\theta+\overline{\theta})-1]\end{array}\right.\vspace{.5cm}\\ \left\{\begin{array}[]{rcl}\dot{u}_{\infty 4}&=&-u_{\infty 4}(2v_{\infty 4}+\theta_{1}-\theta_{\infty})+x\frac{u_{\infty 4}}{1-x}\Bigl{[}\overline{\theta}(\overline{\theta}-\theta_{0})(2v_{\infty 4}-\theta_{\infty})u_{\infty 4}\Bigr{.}+\vspace{.5cm}\\ &&\left.\quad\quad\quad\quad+(\theta_{x}+\theta_{1}-1)(3u_{\infty 4}v_{\infty 4}^{2}-2\theta_{\infty}u_{\infty 4}v_{\infty 4}-1)\right.+\vspace{.5cm}\\ &&\Bigl{.}\quad\quad\quad\quad+2(2v_{\infty 4}-\theta_{\infty})(u_{\infty 4}v_{\infty 4}^{2}-\theta_{\infty}u_{\infty 4}v_{\infty 4}-1)\Bigr{]}\vspace{.2cm}\\ \dot{v}_{\infty 4}&=&\frac{1}{(1-x)u_{\infty 4}}-\frac{x}{1-x}(v_{\infty 4}+\overline{\theta})(v_{\infty 4}+\overline{\theta}-\theta_{0})(v_{\infty 4}-\theta_{\infty})u_{\infty 4}v_{\infty 4}\end{array}\right.\end{array}

Appendix C Estimates near 𝒟\mathcal{D}_{\infty}^{**}\setminus\mathcal{H}^{*} and 𝒟1\mathcal{D}_{1}^{*}\setminus\mathcal{H}^{*}

Lemma C.1 (Behaviour near 𝒟1\mathcal{D}_{1}^{*}\setminus\mathcal{H}^{*}).

If a solution at a complex time tt is sufficiently close to 𝒟1\mathcal{D}_{1}^{*}\setminus\mathcal{H}^{*}, then there exists unique τ𝐂\tau\in\mathbf{C} such that (u(τ),v(τ))(u(\tau),v(\tau)) belongs to line 1\mathcal{E}_{1}. In other words, the pair (u(t),v(t))(u(t),v(t)) has a pole at t=τt=\tau.

Moreover |tτ|=O(|d(t)||u13(t)|)|t-\tau|=O(|d(t)||u_{13}(t)|) for sufficiently small d(t)d(t) and bounded u13u_{13}.

For large R1>0R_{1}>0, consider the set {t|u13(t)|R1}\{t\in\mathbb{C}\mid|u_{13}(t)|\leq R_{1}\}. Its connected component containing τ\tau is an approximate disk Δ1\Delta_{1} with centre τ\tau and radius |d(τ)|R1|d(\tau)|R_{1}, and tu13(t)t\mapsto u_{13}(t) is a complex analytic diffeomorphism from that approximate disk onto {u|u|R1}\{u\in\mathbb{C}\mid|u|\leq R_{1}\}.

Proof.

For the study of the solutions near 𝒟1\mathcal{D}_{1}^{*}\setminus\mathcal{H}^{*}, we use coordinates (u13,v13)(u_{13},v_{13}), see Section B.2.9. In this chart, the set 𝒟1\mathcal{D}_{1}^{*}\setminus\mathcal{H}^{*} is given by {v13=0}\{v_{13}=0\} and parametrized by u13u_{13}\in\mathbb{C}. Moreover, 1\mathcal{E}_{1} is given by u13=0u_{13}=0 and parametrized by v13v_{13}.

Asymptotically, for v130v_{13}\to 0, bounded u13u_{13}, and x=etx=e^{t} bounded away from 0 and 11, we have:

u˙131v13\displaystyle\dot{u}_{13}\sim-\frac{1}{v_{13}} (C.1a)
v˙132u13v132x1x(3θ1θθ¯θ0)v13θ01xv13\displaystyle\dot{v}_{13}\sim-2u_{13}v_{13}\frac{2-x}{1-x}-(3\theta_{1}-\theta-\bar{\theta}-\theta_{0})v_{13}-\frac{\theta_{0}}{1-x}v_{13} (C.1b)
ω13=v13\displaystyle\omega_{13}=-v_{13} (C.1c)
ω˙13ω13=(2u13+θ1)11x(2u13+2θ1θθ¯)xθ01x+O(ω13)\displaystyle\frac{\dot{\omega}_{13}}{\omega_{13}}=-(2u_{13}+\theta_{1})-\frac{1}{1-x}\left(2u_{13}+2\theta_{1}-\theta-\overline{\theta}\right)-\frac{x\theta_{0}}{1-x}+O(\omega_{13}) (C.1d)
Eω131\displaystyle E\omega_{13}\sim 1 (C.1e)

Integrating (C.1d) from τ\tau to tt, we get:

ω13(t)=ω13(τ)eθ1(tτ)eK(tτ)(1+o(1)),\omega_{13}(t)=\omega_{13}(\tau)e^{-\theta_{1}(t-\tau)}e^{K(t-\tau)}(1+o(1)),

with

K=2u13(τ~)11eτ~(2u13(τ~)+2θ1θθ¯)eτ~θ01eτ~,K=-2u_{13}(\tilde{\tau})-\frac{1}{1-e^{\tilde{\tau}}}\left(2u_{13}(\tilde{\tau})+2\theta_{1}-\theta-\overline{\theta}\right)-\frac{e^{\tilde{\tau}}\theta_{0}}{1-e^{\tilde{\tau}}},

and τ~\tilde{\tau} being on the integration path.

Arguments similar to those in the proof of Lemma 6.5 show that v13v_{13} is approximately equal to a small constant, from (C.1a) follows that:

u13u13(τ)tτv13.u_{13}\sim u_{13}(\tau)-\frac{t-\tau}{v_{13}}.

Thus, if tt runs over an approximate disk Δ\Delta centred at τ\tau with radius |v13|R|v_{13}|R, then u13u_{13} fills an approximate disk centred at u13(τ)u_{13}(\tau) with radius RR. Therefore, if |v13||τ||v_{13}|\ll|\tau|, the solution has the following properties for tΔt\in\Delta:

v13(t)v13(τ)1,\frac{v_{13}(t)}{v_{13}(\tau)}\sim 1,

and u13u_{13} is a complex analytic diffeomorphism from Δ\Delta onto an approximate disk with centre u13(τ)u_{13}(\tau) and radius RR. If RR is sufficiently large, we will have 0u13(Δ)0\in u_{13}(\Delta), i.e. the solution of the Painlevé equation will have a pole at a unique point in Δ\Delta.

Now, it is possible to take τ\tau to be the pole point. For |tτ||τ||t-\tau|\ll|\tau|, we have:

d(t)d(τ)1,i.e.v13(t)d(τ)ω13(t)d(τ)1,u13(t)tτv13tτd(τ).\frac{d(t)}{d(\tau)}\sim 1,\quad\text{i.e.}\quad\frac{v_{13}(t)}{d(\tau)}\sim-\frac{\omega_{13}(t)}{d(\tau)}\sim-1,\quad u_{13}(t)\sim-\frac{t-\tau}{v_{13}}\sim\frac{t-\tau}{d(\tau)}.

Let R1R_{1} be a large positive real number. Then the equation |u13(t)|=R1|u_{13}(t)|=R_{1} corresponds to |tτ||d(τ)|R1|t-\tau|\sim|d(\tau)|R_{1}, which is still small compared to |τ||\tau| if |d(τ)||d(\tau)| is sufficiently small. Denote by Δ1\Delta_{1} the connected component of the set of all tt\in\mathbb{C} such that {t|u13(t)|R1}\{t\mid|u_{13}(t)|\leq R_{1}\} is an approximate disk with centre τ\tau and radius 2|d(τ)|R12|d(\tau)|R_{1}. More precisely, u13u_{13} is a complex analytic diffeomorphism from Δ1\Delta_{1} onto {u|u|R1}\{u\in\mathbb{C}\mid|u|\leq R_{1}\}, and

d(t)d(τ)1for alltΔ1.\frac{d(t)}{d(\tau)}\sim 1\quad\text{for all}\quad t\in\Delta_{1}.

From (C.1e), E(t)ω13(t)1E(t)\omega_{13}(t)\sim 1 for the annular disk Δ1Δ1\Delta_{1}\setminus\Delta_{1}^{\prime}, where Δ1\Delta_{1}^{\prime} is a disk centred at τ\tau with small radius compared to radius of Δ1\Delta_{1}. ∎

Lemma C.2 (Behaviour near 𝒟\mathcal{D}_{\infty}^{**}\setminus\mathcal{H}^{*}).

If a solution at a complex time tt is sufficiently close to 𝒟\mathcal{D}_{\infty}^{**}\setminus\mathcal{H}^{*}, then there exists unique τ𝐂\tau\in\mathbf{C} such that (u(t),v(t))(u(t),v(t)) has a pole at t=τt=\tau. Moreover |tτ|=O(|d(t)||v4(t)|)|t-\tau|=O(|d(t)||v_{\infty 4}(t)|) for sufficiently small d(t)d(t) and bounded v4v_{\infty 4}.

For large R>0R_{\infty}>0, consider the set {t|v4|R}\{t\in\mathbb{C}\mid|v_{\infty 4}|\leq R_{\infty}\}. Its connected component containing τ\tau is an approximate disk Δ\Delta_{\infty} with centre τ\tau and radius |d(τ)|R|d(\tau)|R_{\infty}, and tv4(t)t\mapsto v_{\infty 4}(t) is a complex analytic diffeomorphism from that approximate disk onto {u|u|R}\{u\in\mathbb{C}\mid|u|\leq R_{\infty}\}.

Proof.

For the study of the solutions near 𝒟\mathcal{D}_{\infty}^{**}\setminus\mathcal{H}^{*}, we use coordinates (u4,v4)(u_{\infty 4},v_{\infty 4}), see Section B.2.12. In this chart, the set 𝒟\mathcal{D}_{\infty}^{**}\setminus\mathcal{H}^{*} is given by {u4=0}\{u_{\infty 4}=0\} and parametrized by v4v_{\infty 4}\in\mathbb{C}. Moreover, \mathcal{E}_{\infty} is given by {v4=θ}\{v_{\infty 4}=\theta_{\infty}\} and parametrised by u4u_{\infty 4}, while \mathcal{E}_{\infty}^{-} is given by {v4=0}\{v_{\infty 4}=0\} and also parametrised by u4u_{\infty 4}.

Asymptotically, for u40u_{\infty 4}\to 0, v4v_{\infty 4} bounded, and x=etx=e^{t} bounded away from 0 and 11, we have:

u˙4(2v4θ)(x+1)+θ1+x(θx1)x1u4,\displaystyle\dot{u}_{\infty 4}\sim\frac{(2v_{\infty 4}-\theta_{\infty})(x+1)+\theta_{1}+x(\theta_{x}-1)}{x-1}\cdot u_{\infty 4}, (C.2a)
v˙41(x1)u4,\displaystyle\dot{v}_{\infty 4}\sim-\frac{1}{(x-1)u_{\infty 4}}, (C.2b)
ω4=u4\displaystyle\omega_{\infty 4}=-u_{\infty 4} (C.2c)
ω˙4ω42v4θ+θx1+4v42θ+θ1+θx1x1\displaystyle\frac{\dot{\omega}_{\infty 4}}{\omega_{\infty 4}}\sim 2v_{\infty 4}-\theta_{\infty}+\theta_{x}-1+\frac{4v_{\infty 4}-2\theta_{\infty}+\theta_{1}+\theta_{x}-1}{x-1} (C.2d)
Eω41x1.\displaystyle E\omega_{\infty 4}\sim-\frac{1}{x-1}. (C.2e)

Integrating (C.2d) from τ\tau to tt, we get:

ω4(t)=ω4(τ)e(θxθ1)(tτ)eK(tτ)(1+o(1)),\omega_{\infty 4}(t)=\omega_{\infty 4}(\tau)e^{(\theta_{x}-\theta_{\infty}-1)(t-\tau)}e^{K(t-\tau)}(1+o(1)),

with

K=2v4(τ~)+4v4(τ~)2θ+θ1+θx1eτ~1K=2v_{\infty_{4}}(\tilde{\tau})+\frac{4v_{\infty 4}(\tilde{\tau})-2\theta_{\infty}+\theta_{1}+\theta_{x}-1}{e^{\tilde{\tau}}-1}

and τ~\tilde{\tau} being on the integration path.

Arguments similar to those in the proof of Lemma 6.5 show that u4u_{\infty 4} is approximately equal to a small constant, and from (C.2b) follows that:

v4v4(τ)+tτlog1et1eτu4.v_{\infty 4}\sim v_{\infty 4}(\tau)+\frac{t-\tau-\log\frac{1-e^{t}}{1-e^{\tau}}}{u_{\infty 4}}.

Thus, for large RR, if tt runs over an approximate disk Δ\Delta centred at τ\tau with radius |u4|R|u_{\infty 4}|R, then v4v_{\infty 4} fills an approximate disk centred at v4(τ)v_{\infty 4}(\tau) with radius RR. Therefore, if |u4||τ||u_{\infty 4}|\ll|\tau|, the solution has the following properties for tΔt\in\Delta:

u4(t)u4(τ)1,\frac{u_{\infty 4}(t)}{u_{\infty 4}(\tau)}\sim 1,

and v4v_{\infty 4} is a complex analytic diffeomorphism from Δ\Delta onto an approximate disk with centre v4(τ)v_{\infty 4}(\tau) and radius RR. If RR is sufficiently large, we will have 0v4(Δ)0\in v_{\infty 4}(\Delta), i.e. the solution of the Painlevé equation will have a pole at a unique point in Δ\Delta.

Now, it is possible to take τ\tau to be the pole point. For |tτ||τ||t-\tau|\ll|\tau|, we have that d(t)d(τ)d(t)\sim d(\tau) implies:

1(1x)ω4(t)d(τ)(et1)u4(t)d(τ),v4(t)tτu4(tτ)(et1)d(τ).1\sim\frac{(1-x)\omega_{\infty 4}(t)}{d(\tau)}\sim\frac{(e^{t}-1)u_{\infty 4}(t)}{d(\tau)},\quad v_{\infty 4}(t)\sim\frac{t-\tau}{u_{\infty 4}}\sim\frac{(t-\tau)(e^{t}-1)}{d(\tau)}.

Let RR_{\infty} be a large positive real number. Then the equation |v4(t)|=R|v_{\infty 4}(t)|=R_{\infty} corresponds to |(et1)(tτ)||d(τ)|R|(e^{t}-1)(t-\tau)|\sim|d(\tau)|R_{\infty}, which is still small compared to |τ||\tau| if |d(τ)||d(\tau)| is sufficiently small. Denote by Δ\Delta_{\infty} the connected component of the set of all tt\in\mathbb{C} such that {t|v4(t)|R}\{t\mid|v_{\infty 4}(t)|\leq R_{\infty}\} is an approximate disk with centre τ\tau and radius 2|d(τ)|R2|d(\tau)|R_{\infty}. More precisely, v4v_{\infty 4} is a complex analytic diffeomorphism from Δ\Delta_{\infty} onto {v|v|R}\{v\in\mathbb{C}\mid|v|\leq R_{\infty}\}, and

d(t)d(τ)1for alltΔ.\frac{d(t)}{d(\tau)}\sim 1\quad\text{for all}\quad t\in\Delta_{\infty}.

From (C.2e), E(t)ω4(t)1/(1et)E(t)\omega_{\infty 4}(t)\sim 1/(1-e^{t}) for the annular disk ΔΔ\Delta_{\infty}\setminus\Delta_{\infty}^{\prime}, where Δ\Delta_{\infty}^{\prime} is a disk centred at τ\tau with small radius compared to radius of Δ\Delta_{\infty}. ∎

Appendix D The vector field in the limit space

{E0=u{(u1)v(uv2θ+θ)θ1v+θ(θθ)}u˙=2u2(u1)v+(θ+θ¯)u(u1)+θ1uv˙=(3u2)uv22(θ+θ¯)uv+(θ+θ¯θ1)v+θθ¯.\left\{\begin{array}[]{ccl}E_{0}&=&-u\{(u-1)v\left(uv-2\theta+\theta_{\infty}\right)-\theta_{1}v+\theta(\theta-\theta_{\infty})\}\vspace{.2cm}\\ \dot{u}&=&-2u^{2}(u-1)v+(\theta+\overline{\theta})u(u-1)+\theta_{1}u\vspace{.2cm}\\ \dot{v}&=&(3u-2)uv^{2}-2(\theta+\overline{\theta})uv+\left(\theta+\overline{\theta}-\theta_{1}\right)v+\theta\overline{\theta}\,.\end{array}\right.
{(u~1,v~1)=(u,1u2(u1)v)E0=1u~12(u~11)v~12+1v~1(θ+θ¯θ1u~1+θ1u~11)θθ¯u~1u~˙1=2v~1+u~12(u~11)(θ+θ¯θ1u~1+θ1u~11)v~˙1=1u~1θ1v~11u~11((θ+θ¯)(u~11)+2θ1)v~1θθ¯u~12(u~11)v~12.\begin{array}[]{l}\left\{\begin{array}[]{rcl}(\tilde{u}_{1},\tilde{v}_{1})&=&\left(u,\frac{1}{u^{2}(u-1)v}\right)\vspace{.2cm}\\ E_{0}&=&-\frac{1}{\tilde{u}_{1}^{2}(\tilde{u}_{1}-1)\tilde{v}_{1}^{2}}+\frac{1}{\tilde{v}_{1}}\left(\frac{\theta+\overline{\theta}-\theta_{1}}{\tilde{u}_{1}}+\frac{\theta_{1}}{\tilde{u}_{1}-1}\right)-\theta\overline{\theta}\tilde{u}_{1}\vspace{.2cm}\\ \dot{\tilde{u}}_{1}&=&-\frac{2}{\tilde{v}_{1}}+\tilde{u}_{1}^{2}(\tilde{u}_{1}-1)\left(\frac{\theta+\overline{\theta}-\theta_{1}}{\tilde{u}_{1}}+\frac{\theta_{1}}{\tilde{u}_{1}-1}\right)\vspace{.2cm}\\ \dot{\tilde{v}}_{1}&=&\frac{1}{\tilde{u}_{1}}-\frac{\theta_{1}\tilde{v}_{1}-1}{\tilde{u}_{1}-1}-\left((\theta+\overline{\theta})(\tilde{u}_{1}-1)+2\theta_{1}\right)\tilde{v}_{1}-\theta\overline{\theta}\tilde{u}_{1}^{2}(\tilde{u}_{1}-1)\tilde{v}_{1}^{2}\,.\end{array}\right.\end{array}
{(u~2,v~2)=(1u,1(u1)v)E0=(θv~21)(θ¯v~21)u~2v~22+θ1v~21(1u~2)v~22u~˙2=2v~2+θ1(1u~2)(θ+θ¯θ1)v~˙2=(θv~21)(θ¯v~21)u~2θ1v~21(1u~2)(θ+θ¯θ1)v~2+θθ¯v~22.\begin{array}[]{l}\left\{\begin{array}[]{rcl}(\tilde{u}_{2},\tilde{v}_{2})&=&\left(\frac{1}{u},\frac{1}{(u-1)v}\right)\vspace{.2cm}\\ E_{0}&=&-\frac{(\theta\tilde{v}_{2}-1)\left(\overline{\theta}\tilde{v}_{2}-1\right)}{\tilde{u}_{2}\tilde{v}_{2}^{2}}+\frac{\theta_{1}\tilde{v}_{2}-1}{(1-\tilde{u}_{2})\tilde{v}_{2}^{2}}\vspace{.2cm}\\ \dot{\tilde{u}}_{2}&=&\frac{2}{\tilde{v}_{2}}+\theta_{1}-(1-{\tilde{u}}_{2})\left(\theta+\overline{\theta}-\theta_{1}\right)\vspace{.2cm}\\ \dot{\tilde{v}}_{2}&=&-\frac{(\theta\tilde{v}_{2}-1)(\overline{\theta}\tilde{v}_{2}-1)}{\tilde{u}_{2}}-\frac{\theta_{1}\tilde{v}_{2}-1}{(1-\tilde{u}_{2})}-(\theta+\overline{\theta}-\theta_{1})\tilde{v}_{2}+\theta\overline{\theta}\tilde{v}_{2}^{2}\,.\end{array}\right.\end{array}
{(u~3,v~3)=(1u,u(uvθ))E0=(1u~3)u~32v~3(θ+θ1)u~3v~3+θv~3θ(θ¯θ1)u~˙3=2u~3(1u~3)v~3+θ(1u~3)θ1u~3v~˙3=(2u~3+1)v~32(θ1+θ)v~3.\begin{array}[]{l}\left\{\begin{array}[]{rcl}(\tilde{u}_{3},\tilde{v}_{3})&=&\left(\frac{1}{u},-u(uv-\theta)\right)\vspace{.2cm}\\ E_{0}&=&-(1-\tilde{u}_{3})\tilde{u}_{3}^{2}\tilde{v}_{3}-(\theta_{\infty}+\theta_{1})\tilde{u}_{3}\tilde{v}_{3}+\theta_{\infty}\tilde{v}_{3}-\theta(\overline{\theta}-\theta_{1})\vspace{.2cm}\\ \dot{\tilde{u}}_{3}&=&-2\tilde{u}_{3}(1-\tilde{u}_{3})\tilde{v}_{3}+{\theta}_{\infty}(1-\tilde{u}_{3})-\theta_{1}\tilde{u}_{3}\vspace{.2cm}\\ \dot{\tilde{v}}_{3}&=&(-2\tilde{u}_{3}+1)\tilde{v}_{3}^{2}-(\theta_{1}+\theta_{\infty})\tilde{v}_{3}\,.\end{array}\right.\end{array}
{(u03,v03)=(uvθ0,1uv2θ0v)(u,v)=(u032v03+θ0u03v03,1u03v03)E0=[(u03+θ0)u03v03(u03+θ0(θ+θ¯θ0))u03(θθ¯v031)(θx1)](u03+θ0)u˙03=(u03+θ0θ)(u03+θ0θ¯)(u03+θ0)u03v03v˙03=(u03+θ0θ)(u03+θ0θ¯)(2u03+θ0)v032(2(u03+θ0)(θ+θ¯))(u03+θ0)u03v032++(2u03+θ0θx+1)v03\left\{\begin{array}[]{rcl}(u_{03},v_{03})&=&\left(uv-\theta_{0},\frac{1}{uv^{2}-\theta_{0}v}\right)\vspace{.2cm}\\ (u,v)&=&\left(u_{03}^{2}v_{03}+\theta_{0}u_{03}v_{03},\frac{1}{u_{03}v_{03}}\right)\vspace{.2cm}\\ E_{0}&=&\Bigl{[}-(u_{03}+\theta_{0})u_{03}v_{03}\left(u_{03}+\theta_{0}-(\theta+\overline{\theta}-\theta_{0})\right)-u_{03}(\theta\overline{\theta}v_{03}-1)-(\theta_{x}-1)\Bigr{]}(u_{03}+\theta_{0})\vspace{.2cm}\\ \dot{u}_{03}&=&(u_{03}+\theta_{0}-\theta)(u_{03}+\theta_{0}-\overline{\theta})(u_{03}+\theta_{0})u_{03}v_{03}\vspace{.2cm}\\ \dot{v}_{03}&=&-(u_{03}+\theta_{0}-\theta)(u_{03}+\theta_{0}-\overline{\theta})(2u_{03}+\theta_{0})v_{03}^{2}-(2(u_{03}+\theta_{0})-(\theta+\overline{\theta}))(u_{03}+\theta_{0})u_{03}v_{03}^{2}+\vspace{.2cm}\\ &&+(2u_{03}+\theta_{0}-\theta_{x}+1)v_{03}\end{array}\right.
{(u04,v04)=(uv2θ0v,1v)E0=[u04v04(u04v04+θ0(θ+θ¯))(u04v04+θ0)v04.θθ¯v04(θx1)](u04v04+θ0)u˙04=(u04v04+θ0θ)(u04v04+θ0θ¯)(2u04v04+θ0)θ1u04[(θ+θ¯)2(u04v04+θ0)][(u04v04+θ0)v041]u04v˙04=[(2(u04v04+θ0)θ)v041][(2(u04v04+θ0)θ¯)v041]++[(u04v04+θ0)v041]2+θ1v04\left\{\begin{array}[]{rcl}(u_{04},v_{04})&=&\left(uv^{2}-\theta_{0}v,\frac{1}{v}\right)\vspace{.2cm}\\ E_{0}&=&\Bigl{[}u_{04}v_{04}-(u_{04}v_{04}+\theta_{0}-(\theta+\overline{\theta}))(u_{04}v_{04}+\theta_{0})v_{04}-\\ &&\hskip 128.0374pt\quad\quad\quad\quad\quad\quad\quad\quad\Bigl{.}-\theta\overline{\theta}v_{04}-(\theta_{x}-1)\Bigr{]}(u_{04}v_{04}+\theta_{0})\vspace{.2cm}\\ \dot{u}_{04}&=&(u_{04}v_{04}+\theta_{0}-\theta)(u_{04}v_{04}+\theta_{0}-\overline{\theta})(2u_{04}v_{04}+\theta_{0})-\theta_{1}u_{04}-\vspace{.2cm}\\ &&-[(\theta+\overline{\theta})-2(u_{04}v_{04}+\theta_{0})][(u_{04}v_{04}+\theta_{0})v_{04}-1]u_{04}\vspace{.2cm}\\ \dot{v}_{04}&=&-\Bigl{[}\left(2(u_{04}v_{04}+\theta_{0})-\theta\right)v_{04}-1\Bigr{]}\Bigl{[}\left(2(u_{04}v_{04}+\theta_{0})-\overline{\theta}\right)v_{04}-1\Bigr{]}+\vspace{.2cm}\\ &&+\left[(u_{04}v_{04}+\theta_{0})v_{04}-1\right]^{2}+\theta_{1}v_{04}\end{array}\right.
{(ux3,vx3)=(ux2,vx2/ux2)=(u2v,1u3v2)E0=1(θ+θ¯θ1)ux3vx3+ux32vx3(ux3vx3)2+θθ¯ux32vx3(θ+θ¯)ux3u˙x3=(ux3+θ+θ¯θ1)ux3+2vx3+θθ¯ux34vx32v˙x3=2θθ¯ux33vx33+(θ+θ¯)ux32vx322ux3+(θ+θ¯θ1)vx3\left\{\begin{array}[]{rcl}(u_{x3},v_{x3})&=&(u_{x2},v_{x2}/u_{x2})=\left(u^{2}v,\frac{1}{u^{3}v^{2}}\right)\vspace{.2cm}\\ E_{0}&=&\frac{1-(\theta+\overline{\theta}-\theta_{1})u_{x3}v_{x3}+u_{x3}^{2}v_{x3}}{(u_{x3}v_{x3})^{2}}+\theta\overline{\theta}u_{x3}^{2}v_{x3}-(\theta+\overline{\theta})u_{x3}\vspace{.2cm}\\ \dot{u}_{x3}&=&-(u_{x3}+\theta+\overline{\theta}-\theta_{1})u_{x3}+\frac{2}{v_{x3}}+\theta\overline{\theta}u_{x3}^{4}v_{x3}^{2}\vspace{.2cm}\\ \dot{v}_{x3}&=&-2\theta\overline{\theta}u_{x3}^{3}v_{x3}^{3}+(\theta+\overline{\theta})u_{x3}^{2}v_{x3}^{2}-\frac{2}{u_{x3}}+(\theta+\overline{\theta}-\theta_{1})v_{x3}\par\end{array}\right.
{(ux4,vx4)=(ux2/vx2,vx2)=(u3v2,1uv)E0=1(θ+θ¯θ1)vx4vx42+(θvx41)(θ¯vx41)ux4u˙x4=θθ¯ux42vx43(θ+θ¯)ux42vx42+2ux4vx4(θ+θ¯θ1)ux4v˙x4=ux4vx42(θvx41)(θ¯vx41)\left\{\begin{array}[]{rcl}(u_{x4},v_{x4})&=&(u_{x2}/v_{x2},v_{x2})=\left(u^{3}v^{2},\frac{1}{uv}\right)\vspace{.2cm}\\ E_{0}&=&\frac{1-(\theta+\overline{\theta}-\theta_{1})v_{x4}}{v_{x4}^{2}}+(\theta v_{x4}-1)(\overline{\theta}v_{x4}-1)u_{x4}\vspace{.2cm}\\ \dot{u}_{x4}&=&\theta\overline{\theta}u_{x4}^{2}v_{x4}^{3}-(\theta+\overline{\theta})u_{x4}^{2}v_{x4}^{2}+\frac{2u_{x4}}{v_{x4}}-(\theta+\overline{\theta}-\theta_{1})u_{x4}\vspace{.2cm}\\ \dot{v}_{x4}&=&-u_{x4}v_{x4}^{2}(\theta v_{x4}-1)(\overline{\theta}v_{x4}-1)\end{array}\right.
{(u13,v13)=((u1)vθ1,1(u1)v2θ1v)E0=(u13+θ1θ)(u13+θ1θ¯)((u13+θ1)u13v13+1)(u13+θ1)u131v13u˙13=1v13+(u13+θ1θ)(u13+θ1θ¯)(u13+θ1)u13v13v˙13=(2u13+θ1)v13(u13+θ1θ)(u13+θ1θ¯)(2u13+θ1)v132(2u13+2θ1θθ¯)(u132v13+θ1u13v13+1)v13\left\{\begin{array}[]{rcl}(u_{13},v_{13})&=&\left((u-1)v-\theta_{1},\frac{1}{(u-1)v^{2}-\theta_{1}v}\right)\vspace{.2cm}\\ E_{0}&=&-(u_{13}+\theta_{1}-\theta)(u_{13}+\theta_{1}-\overline{\theta})((u_{13}+\theta_{1})u_{13}v_{13}+1)-(u_{13}+\theta_{1})u_{13}-\frac{1}{v_{13}}\vspace{.2cm}\\ \dot{u}_{13}&=&-\frac{1}{v_{13}}+\left(u_{13}+\theta_{1}-\theta\right)\left(u_{13}+\theta_{1}-\overline{\theta}\right)(u_{13}+\theta_{1})u_{13}v_{13}\vspace{.2cm}\\ \dot{v}_{13}&=&-(2u_{13}+\theta_{1})v_{13}-\left(u_{13}+\theta_{1}-\theta\right)\left(u_{13}+\theta_{1}-\overline{\theta}\right)(2u_{13}+\theta_{1})v_{13}^{2}-\vspace{.2cm}\\ &&\quad-\left(2u_{13}+2\theta_{1}-\theta-\overline{\theta}\right)(u_{13}^{2}v_{13}+\theta_{1}u_{13}v_{13}+1)v_{13}\end{array}\right.
{(u14,v14)=((u1)v2θ1v,1v)E0=[(u14v14+θ1θ)(u14v14+θ1θ¯)+u14]((u14v14+θ1)v14+1)u˙14=(2u14v14+θ1)[(u14v14+θ1θ)(u14v14+θ1θ¯)+u14]++2(u14v142+θ1v14+1)u14(u14v14+θ1θ+θ¯2)v˙14=v142(u14v14+θ1θ)(u14v14+θ1θ¯)12(u14v14θ0θ12)v14θ0v142(u14v142+θ1v14+1)v14(u14v14+θ1θ+θ¯2)\left\{\begin{array}[]{rcl}(u_{14},v_{14})&=&\left((u-1)v^{2}-\theta_{1}v,\frac{1}{v}\right)\vspace{.2cm}\\ E_{0}&=&-\Bigl{[}(u_{14}v_{14}+\theta_{1}-\theta)(u_{14}v_{14}+\theta_{1}-\overline{\theta})+u_{14}\Bigr{]}((u_{14}v_{14}+\theta_{1})v_{14}+1)\vspace{.2cm}\\ \dot{u}_{14}&=&(2u_{14}v_{14}+\theta_{1})\Bigl{[}\left(u_{14}v_{14}+\theta_{1}-\theta\right)\left(u_{14}v_{14}+\theta_{1}-\overline{\theta}\right)+u_{14}\Bigr{]}+\vspace{.2cm}\\ &&\quad+2(u_{14}v_{14}^{2}+\theta_{1}v_{14}+1)u_{14}\left(u_{14}v_{14}+\theta_{1}-\frac{\theta+\overline{\theta}}{2}\right)\vspace{.2cm}\\ \dot{v}_{14}&=&-v_{14}^{2}\left(u_{14}v_{14}+\theta_{1}-\theta\right)\left(u_{14}v_{14}+\theta_{1}-\overline{\theta}\right)-1-2\left(u_{14}v_{14}-\frac{\theta_{0}-\theta_{1}}{2}\right)v_{14}-\vspace{.2cm}\\ &&\quad-\theta_{0}v_{14}-2(u_{14}v_{14}^{2}+\theta_{1}v_{14}+1)v_{14}\left(u_{14}v_{14}+\theta_{1}-\frac{\theta+\overline{\theta}}{2}\right)\par\end{array}\right.
{(u3,v3)=(1u2vθu,(uvθ)(uvθ¯)u)E0=(θ1θ)θ¯+u3v3(θ1θ)+(u3v3)2v3u˙3=(θθ1)u32u32v3+1v˙3=v3(2u3v3+θ1θ)\left\{\begin{array}[]{rcl}(u_{\infty 3},v_{\infty 3})&=&\left(\frac{1}{u^{2}v-\theta u},(uv-\theta)(uv-\overline{\theta})u\right)\vspace{.2cm}\\ E_{0}&=&(\theta_{1}-\theta)\overline{\theta}+u_{\infty 3}v_{\infty 3}(\theta_{1}-\theta_{\infty})+(u_{\infty 3}v_{\infty 3})^{2}-v_{\infty 3}\vspace{.2cm}\\ \dot{u}_{\infty 3}&=&\left(\theta_{\infty}-\theta_{1}\right)u_{\infty 3}-2u_{\infty 3}^{2}v_{\infty 3}+1\vspace{.2cm}\\ \dot{v}_{\infty 3}&=&v_{\infty 3}(2u_{\infty 3}v_{\infty 3}+\theta_{1}-\theta_{\infty})\end{array}\right.
{(u4,v4)=(1(uvθ)(uvθ¯)u,uvθ¯)E0=(θ1θ)θ¯+v4(v4θ+θ1)1u4u˙4=u4(2v4+θ1θ)v˙4=1u4\left\{\begin{array}[]{rcl}(u_{\infty 4},v_{\infty 4})&=&\left(\frac{1}{(uv-\theta)(uv-\overline{\theta})u},uv-\overline{\theta}\right)\vspace{.2cm}\\ E_{0}&=&(\theta_{1}-\theta)\overline{\theta}+v_{\infty 4}(v_{\infty 4}-\theta_{\infty}+\theta_{1})-\frac{1}{u_{\infty 4}}\vspace{.2cm}\\ \dot{u}_{\infty 4}&=&-u_{\infty 4}(2v_{\infty 4}+\theta_{1}-\theta_{\infty})\vspace{.2cm}\\ \dot{v}_{\infty 4}&=&\frac{1}{u_{\infty 4}}\end{array}\right.

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