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On symmetric solutions of the fourth qq-Painlevé equation

Nalini Joshi School of Mathematics and Statistics F07, University of Sydney, NSW 2006 Australia [email protected]  and  Pieter Roffelsen [email protected]
Abstract.

The Painlevé equations possess transcendental solutions y(t)y(t) with special initial values that are symmetric under rotation or reflection in the complex tt-plane. They correspond to monodromy problems that are explicitly solvable in terms of classical special functions. In this paper, we show the existence of such solutions for a qq-difference Painlevé equation. We focus on symmetric solutions of a qq-difference equation known as qPIVq\textrm{P}_{\textrm{IV}} or qP(A5(1))q{\rm P}(A_{5}^{(1)}) and provide their symmetry properties and solve the corresponding monodromy problem.

NJ’s ORCID ID is 0000-0001-7504-4444. NJ’s research was supported by an Australian Research Council Discovery Project #DP210100129.

1. Introduction

Among the highly transcendental solutions y(t)y(t) of a Painlevé equation, there exist solutions with solvable monodromy [kitaev1991symmetrical, kaneko2005, pvisymmetric, okumura2007symmetric], often called symmetric solutions. For generic parameter values, they are neither classical special functions111These are defined by Umemura as solutions related to hypergeometric-type or rational functions under classical transformations. [umemura1998painleve] nor solutions characterized by distinctive asymptotic behaviours, such as the celebrated tritronquée solutions [jk:01]. In this paper, we show that symmetric solutions also exist for qq-difference Painlevé equations.

To be explicit, we focus on the qq-difference fourth Painlevé equation

qPIV(a):{f¯0a0a1f1=1+a2f2(1+a0f0)1+a0f0(1+a1f1),f¯1a1a2f2=1+a0f0(1+a1f1)1+a1f1(1+a2f2),f¯2a2a0f0=1+a1f1(1+a2f2)1+a2f2(1+a0f0),\ q\textrm{P}_{\textrm{IV}}(a):\begin{cases}\displaystyle\frac{\overline{f}_{0}}{a_{0}a_{1}f_{1}}=\frac{1+a_{2}f_{2}(1+a_{0}f_{0})}{1+a_{0}f_{0}(1+a_{1}f_{1})},&\\ \displaystyle\frac{\overline{f}_{1}}{a_{1}a_{2}f_{2}}=\frac{1+a_{0}f_{0}(1+a_{1}f_{1})}{1+a_{1}f_{1}(1+a_{2}f_{2})},&\\ \displaystyle\frac{\overline{f}_{2}}{a_{2}a_{0}f_{0}}=\frac{1+a_{1}f_{1}(1+a_{2}f_{2})}{1+a_{2}f_{2}(1+a_{0}f_{0})},&\end{cases}

where qq\in\mathbb{C}, 0<|q|<10<|q|<1, is given, f=(f0,f1,f2)f=(f_{0},f_{1},f_{2}) is a function of tTt\in T\subseteq\mathbb{C} and a:=(a0,a1,a2)a:=(a_{0},a_{1},a_{2}) are constant parameters, subject to

f0f1f2=t2,a0a1a2=q,f_{0}f_{1}f_{2}=t^{2},\quad a_{0}a_{1}a_{2}=q, (1.1)

TT is invariant under multiplication by qq, and f¯=f(qt)\overline{f}=f(qt). This equation is also known as qP(A5(1))q{\rm P}(A_{5}^{(1)}) in Sakai’s diagram [sakai2001].

We will focus on solutions of qPIV(a)q\textrm{P}_{\textrm{IV}}(a) that are invariant under the following transformations.

Definition 1.1.

The following transformations are called discrete symmetries of qPIV(a)q\textrm{P}_{\textrm{IV}}(a):

𝒯±:t±1t,(f0,f1,f2)(F0,F1,F2)=(f01,f11,f21),\mathcal{T}_{\pm}:t\mapsto\frac{\pm 1}{t},\quad(f_{0},f_{1},f_{2})\mapsto(F_{0},F_{1},F_{2})=(f_{0}^{-1},f_{1}^{-1},f_{2}^{-1}), (1.2)

i.e.,

Fk(t)=1fk(±1/t)(0k2),F_{k}(t)=\frac{1}{f_{k}(\pm 1/t)}\quad(0\leq k\leq 2),

We call TT a symmetric domain if it is invariant under t±1tt\mapsto\frac{\pm 1}{t}. Furthermore, a solution ff of qPIV(a)q\textrm{P}_{\textrm{IV}}(a) is called a symmetric solution if it is invariant under one of the above two symmetries.

We show that qPIV(a)q\textrm{P}_{\textrm{IV}}(a) is invariant under transformation (1.2) in Section 2. It is important to note that the above symmetries do not arise as elements of the affine Weyl symmetry group (A2+A1)(1)(A_{2}+A_{1})^{(1)} usually associated with qPIV(a)q\textrm{P}_{\textrm{IV}}(a), but they turn out to correspond to one and the same automorphism of the corresponding Dynkin diagram. In particular, the symmetries are indistinguishable on the level of qPIV(a)q\textrm{P}_{\textrm{IV}}(a), but they do act distinctively on the corresponding Lax pair, which we introduce next.

The difference equation qPIV(a)q\textrm{P}_{\textrm{IV}}(a) is associated to a linear problem (called a Lax pair) [joshinobu2016]

Y(qz,t)\displaystyle Y(qz,t) =A(z;t,f,u)Y(z,t),\displaystyle=A(z;t,f,u)Y(z,t), (1.3a)
Y(z,qt)\displaystyle Y(z,qt) =B(z;t,f,u)Y(z,t),\displaystyle=B(z;t,f,u)Y(z,t), (1.3b)

where AA and BB are matrix-valued functions given in Equations (3.2). The compatibility condition

A(z,qt)B(z,t)=B(qz,t)A(z,t),A(z,qt)B(z,t)=B(qz,t)A(z,t), (1.4)

is equivalent to the qPIV(a)q\textrm{P}_{\textrm{IV}}(a) equation, along with a condition on the auxiliary variable uu given by

u¯u=b2,\frac{\overline{u}}{u}=b^{2}, (1.5)

where bb is given by equation (3.3).

The linear problem (1.3a) gives rise to a Riemann-Hilbert problem (RHP). In a previous paper, we showed that this Riemann-Hilbert problem is uniquely solvable (under certain conditions) and proved the invertibility of the map between the linear problem and an algebraic surface, which is a qq-version of a monodromy surface [joshiroffelsenrhp]. Necessary notation is outlined in Appendix A.

The main result of this paper, Theorem 4.1, shows that solutions that are symmetric with respect to 𝒯\mathcal{T}_{-} lead to an explicitly solvable monodromy problem at the point of reflection, with solutions built out of Jackson’s qq-Bessel functions of the second kind, Jν(x;p)J_{\nu}(x;p), with p=q2p=q^{2} and exponents ν=±12\nu=\pm\tfrac{1}{2}. The construction of the monodromy surface breaks down at reflection points for the case of 𝒯+\mathcal{T}_{+}, because it violates the non-resonance conditions of the Riemann-Hilbert problem.

For the special choice of the parameters, a0=a1=a2=q13a_{0}=a_{1}=a_{2}=q^{\frac{1}{3}}, qPIVq\textrm{P}_{\textrm{IV}} has a particularly simple solution, given by

f0=f1=f2=t23,f_{0}=f_{1}=f_{2}=t^{\frac{2}{3}},

which is symmetric with respect to both 𝒯+\mathcal{T}_{+} and 𝒯\mathcal{T}_{-}. We show that the monodromy problem of this solution is solvable everywhere in the complex plane. This solution forms a seed solution for the family of qq-Okamoto rational solutions, introduced in Kajiwara et al. [kajiwaranoumiyamada2001]. In this paper, we provide the points on the monodromy surface corresponding to each member of this family.

1.1. Outline

The symmetric solutions and their derivations are described in detail in Section 2. The corresponding linear problem, connection matrix, and monodromy surface are considered in Section 3. In Section 4, we show that the monodromy problem for symmetric solutions is solvable at points of reflection. We consider symmetric solutions on open domains in Section 5, particularly focussing on the qq-Okamoto rational solutions, before providing a conclusion in Section 6.

2. Symmetric Solutions

In this section, we first show that qPIVq\textrm{P}_{\textrm{IV}} remains invariant under the transformations given in Definition 1.1. Then, in Section 2.1, we show that the transformations formally converge to a transformation of the fourth Painlevé equation under the continuum limit. Finally, in Section 2.2, we classify solutions, symmetric with respect to 𝒯\mathcal{T}_{-}.

To show that 𝒯±\mathcal{T}_{\pm} leave qPIVq\textrm{P}_{\textrm{IV}} invariant, note that these transformations map

fk1/Fk,f¯k1/F¯k,f¯k1/F¯k,(k=0,1,2).f_{k}\mapsto 1/F_{k},\quad\overline{f}_{k}\mapsto 1/\underline{F}_{k},\quad\underline{f}_{k}\mapsto 1/\overline{F}_{k},\qquad(k=0,1,2). (2.1)

Taking t1/tt\mapsto 1/t in qPIV(a)q\textrm{P}_{\textrm{IV}}(a) we obtain

{f¯0=a01a21f21+a11f1(1+a01f0)1+a01f0(1+a21f2),f¯1=a01a11f01+a21f2(1+a11f1)1+a11f1(1+a01f0),f¯2=a11a21f11+a01f0(1+a21f2)1+a21f2(1+a11f1).\begin{cases}\displaystyle\underline{f}_{0}=\displaystyle a_{0}^{-1}a_{2}^{-1}f_{2}\,\frac{1+a_{1}^{-1}f_{1}(1+a_{0}^{-1}f_{0})}{1+a_{0}^{-1}f_{0}(1+a_{2}^{-1}f_{2})},&\\ \underline{f}_{1}=\displaystyle a_{0}^{-1}a_{1}^{-1}f_{0}\,\frac{1+a_{2}^{-1}f_{2}(1+a_{1}^{-1}f_{1})}{1+a_{1}^{-1}f_{1}(1+a_{0}^{-1}f_{0})},&\\ \underline{f}_{2}=\displaystyle a_{1}^{-1}a_{2}^{-1}f_{1}\,\frac{1+a_{0}^{-1}f_{0}(1+a_{2}^{-1}f_{2})}{1+a_{2}^{-1}f_{2}(1+a_{1}^{-1}f_{1})}.&\end{cases}

Using Equations (2.1) to replace lower-case variables by upper-case variables, we find another instance of qPIV(a)q\textrm{P}_{\textrm{IV}}(a), with the same parameters.

Recall that qPIVq\textrm{P}_{\textrm{IV}} has a symmetry group given by (A2+A1)(1)(A_{2}+A_{1})^{(1)} (see [joshinobushi2016, §4]). We note here that the transformations 𝒯±\mathcal{T}_{\pm} are not given by the generators of the reflection group (A2+A1)(1)(A_{2}+A_{1})^{(1)}, but are related to an automorphism of the corresponding Dynkin diagram. To be precise, they are equivalent to rr in [joshinobushi2016, §4.2].

2.1. 𝒯±\mathcal{T}_{\pm} and the continuum limit

In Kajiwara et al. [kajiwaranoumiyamada2001], it was shown that, upon setting

fk(t,ϵ)\displaystyle f_{k}(t,\epsilon) =exp(ϵgk(s)+𝒪(ϵ2))(k=0,1,2),\displaystyle=-\exp\left({-\epsilon g_{k}(s)+\mathcal{O}(\epsilon^{2})}\right)\quad(k=0,1,2),
t2\displaystyle t^{2} =exp(ϵs),\displaystyle=\exp\left(-\epsilon s\right),
ak\displaystyle a_{k} =exp(12ϵ2αk)(k=0,1,2),\displaystyle=\exp\left(-\tfrac{1}{2}\epsilon^{2}\alpha_{k}\right)\quad(k=0,1,2),
q\displaystyle q =exp(12ϵ2),\displaystyle=\exp\left(-\tfrac{1}{2}\epsilon^{2}\right),

and taking the limit ϵ0\epsilon\rightarrow 0, qPIVq\textrm{P}_{\textrm{IV}} formally converges to the symmetric fourth Painlevé equation

SPIV(α):{g0=α0+g0(g1g2),g1=α1+g1(g2g0),g2=α2+g2(g0g1),\ S\textrm{P}_{\textrm{IV}}(\alpha):\begin{cases}\displaystyle g_{0}^{\prime}=\alpha_{0}+g_{0}(g_{1}-g_{2}),&\\ \displaystyle g_{1}^{\prime}=\alpha_{1}+g_{1}(g_{2}-g_{0}),&\\ \displaystyle g_{2}^{\prime}=\alpha_{2}+g_{2}(g_{0}-g_{1}),&\\ \end{cases}

where

g0+g1+g2=s,α0+α1+α2=1,g_{0}+g_{1}+g_{2}=s,\quad\alpha_{0}+\alpha_{1}+\alpha_{2}=1,

and g=g(s)g^{\prime}=g^{\prime}(s) denotes differentiation with respect to ss.

Note that the independent tt variable is given by

t=t(s;ϵ)=±iexp(ϵs),t=t(s;\epsilon)=\pm i\exp\left(-\epsilon s\right),

and satisfies

t(s;ϵ)=c/t(s;ϵ),c=±1.t(-s;\epsilon)=c/t(s;\epsilon),\quad c=\pm 1.

Thus, for k=0,1,2k=0,1,2,

Fk(t,ϵ)\displaystyle F_{k}(t,\epsilon) =1/fk(c/t,ϵ)\displaystyle=1/f_{k}(c/t,\epsilon)
=exp(+ϵgk(s)+𝒪(ϵ2))\displaystyle=-\exp\left({+\epsilon\,g_{k}(-s)+\mathcal{O}(\epsilon^{2})}\right)
=exp(ϵGk(s)+𝒪(ϵ2)),\displaystyle=-\exp\left({-\epsilon\,G_{k}(s)+\mathcal{O}(\epsilon^{2})}\right),

where

Gk(s)=gk(s)(k=0,1,2).G_{k}(s)=-g_{k}(-s)\quad(k=0,1,2).

Therefore, in the continuum limit as ϵ0\epsilon\rightarrow 0, the symmetries of qPIVq\textrm{P}_{\textrm{IV}} in Definition 1.1, formally converge to the following symmetry of SPIVS\textrm{P}_{\textrm{IV}},

ss,gkGk=gk(k=0,1,2).s\rightarrow-s,\quad g_{k}\rightarrow G_{k}=-g_{k}\quad(k=0,1,2).

2.2. Symmetric Solutions

In this section, we restrict our attention to solutions with a domain given by a discrete qq-spiral, T=qt0T=q^{\mathbb{Z}}t_{0}. For the symmetric transformations given in Definition 1.1, we require that tc/tt\rightarrow c/t, c=±1c=\pm 1, leaves this spiral invariant. This gives us four possible values for t0t_{0}, modulo qq^{\mathbb{Z}}, determined by

t0=c/t0,c=±1,t_{0}=c/t_{0},\quad c=\pm 1,

namely t0=1,i,1,it_{0}=1,i,-1,-i.

The formulation of the qq-monodromy surface described in Section 3 requires the non-resonance conditions

t02,±a0,±a1,±a2q.t_{0}^{2},\pm a_{0},\pm a_{1},\pm a_{2}\notin q^{\mathbb{Z}}. (2.2)

This leads to two possible values, t0=±it_{0}=\pm i. As qPIV(a)q\textrm{P}_{\textrm{IV}}(a) is invariant under ttt\mapsto-t, we restrict ourselves to considering t0=it_{0}=i.

For any solution f=f(qmi)f=f(q^{m}i), mm\in\mathbb{Z}, of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i}, the symmetry (1.2) shows that

Fk(qmi)=1fk(qmi),(m,k=0,1,2),F_{k}(q^{m}i)=\frac{1}{f_{k}(q^{-m}i)},\quad(m\in\mathbb{Z},k=0,1,2), (2.3)

defines another solution of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i}.

Definition 2.1.

We call a solution f=f(qmi)f=f(q^{m}i), mm\in\mathbb{Z}, of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i} symmetric if it is invariant under the transformation (2.3), i.e. if

fk(qmi)=1fk(qmi),(m,k=0,1,2).f_{k}(q^{m}i)=\frac{1}{f_{k}(q^{-m}i)},\quad(m\in\mathbb{Z},k=0,1,2). (2.4)

Consider a symmetric solution f=f(qmi)f=f(q^{m}i), mm\in\mathbb{Z}. Specialising equation (2.4) to m=0m=0, shows that vk:=fk(i)1v_{k}:=f_{k}(i)\in\mathbb{CP}^{1} satisfies vk=1/vkv_{k}=1/v_{k}, for k=0,1,2k=0,1,2. The only solutions to this equation are given by vk=±1v_{k}=\pm 1. Thus ff is regular at t=it=i and

fk(i)2=1,(k=0,1,2).f_{k}(i)^{2}=1,\quad(k=0,1,2). (2.5)

Combining this observation with

f0(i)f1(i)f2(i)=1,f_{0}(i)f_{1}(i)f_{2}(i)=-1,

we are led to four possible initial conditions at m=0m=0,

(f0(i),f1(i),f2(i)){(1,1,1),(1,1,1),(1,1,1),(1,1,1)}.(f_{0}(i),f_{1}(i),f_{2}(i))\in\{(-1,1,1),(1,-1,1),(1,1,-1),(-1,-1,-1)\}. (2.6)

Conversely, any of these initial conditions yields a symmetric solution of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i}. To see this, recall that equation (2.3) yields, in general, another solution FF of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i}. Due to (2.5), ff and FF satisfy the same initial conditions at m=0m=0. Therefore, they are the same solution and thus ff is a symmetric solution. This proves the following lemma.

Lemma 2.2.

qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i} has precisely four symmetric solutions, which are all regular at t=it=i, each specified by its initial values at m=0m=0, with the four possible initial conditions given by

(f0(i),f1(i),f2(i))={(1,1,1),(1,1,1),(1,1,1),(1,1,1).(f_{0}(i),f_{1}(i),f_{2}(i))=\begin{cases}(-1,1,1),\\ (1,-1,1),\\ (1,1,-1),\\ (-1,-1,-1).\end{cases}

See Figure 1 for a plot of one the symmetric solutions.

Refer to caption
Figure 1. Numerical display of the symmetric solution in Lemma 2.2 with initial conditions (f0(i),f1(i),f2(i))=(1,1,1)(f_{0}(i),f_{1}(i),f_{2}(i))=(-1,-1,-1). The values of q23mfk(qmi)q^{-\frac{2}{3}m}f_{k}(q^{m}i), k=0,1,2k=0,1,2, are displayed in respectively blue, orange and green, with mm ranging from -70 to 70 on the horizontal axis. The values of the parameters are a0=q923a_{0}=q^{\frac{9}{23}}, a1=q823a_{1}=q^{\frac{8}{23}} and a2=q623a_{2}=q^{\frac{6}{23}}, with q=0.802q=0.802.
Remark 2.3.

It is instructive to compare this with the symmetric solutions of SPIV(α)S\textrm{P}_{\textrm{IV}}(\alpha). In accordance with the definition of symmetric solutions of PIV\textrm{P}_{\textrm{IV}}, see Kaneko [kaneko2005], these are solutions gg of SPIV(α)S\textrm{P}_{\textrm{IV}}(\alpha) that satisfy

gk(s)=gk(s)(k=0,1,2).g_{k}(s)=-g_{k}(-s)\quad(k=0,1,2).

SPIV(α)S\textrm{P}_{\textrm{IV}}(\alpha) has precisely four symmetric solutions. Three non-analytic at s=0s=0, with Laurent series in a domain around s=0s=0 given by

CaseI:{g0(s)=α0s+𝒪(s3),g1(s)=+s1+𝒪(s),g2(s)=s1+𝒪(s),{\rm Case\ I:}\quad\begin{cases}g_{0}(s)&=-\alpha_{0}s+\mathcal{O}\left(s^{3}\right),\\ g_{1}(s)&=+s^{-1}+\mathcal{O}\left(s\right),\\ g_{2}(s)&=-s^{-1}+\mathcal{O}\left(s\right),\end{cases}
CaseII:{g0(s)=s1+𝒪(s),g1(s)=α1s+𝒪(s3),g2(s)=+s1+𝒪(s),{\rm Case\ II:}\quad\begin{cases}g_{0}(s)&=-s^{-1}+\mathcal{O}\left(s\right),\\ g_{1}(s)&=-\alpha_{1}s+\mathcal{O}\left(s^{3}\right),\\ g_{2}(s)&=+s^{-1}+\mathcal{O}\left(s\right),\end{cases}
CaseIII:{g0(s)=+s1+𝒪(s),g1(s)=s1+𝒪(s),g2(s)=α2s+𝒪(s3),{\rm Case\ III:}\quad\begin{cases}g_{0}(s)&=+s^{-1}+\mathcal{O}\left(s\right),\\ g_{1}(s)&=-s^{-1}+\mathcal{O}\left(s\right),\\ g_{2}(s)&=-\alpha_{2}s+\mathcal{O}\left(s^{3}\right),\end{cases}

and one analytic at s=0s=0, specified by

CaseIV:gk(s)=αks+𝒪(s3)(s0),{\rm Case\ IV:}\quad g_{k}(s)=\alpha_{k}s+\mathcal{O}\left(s^{3}\right)\quad(s\rightarrow 0),

for k=0,1,2k=0,1,2.

3. Symmetries and the linear problem

In this section, we recall some essential aspects of the linear problem associated with qPIVq\textrm{P}_{\textrm{IV}} and study their interplay with the symmetries 𝒯±\mathcal{T}_{\pm}.

In Section 3.1 we recall the Lax pair associated with qPIVq\textrm{P}_{\textrm{IV}} and lift the action of 𝒯±\mathcal{T}_{\pm} to it. Then, in Section 3.15, we introduce the connection matrix associated with the linear problem and derive how the symmetries act on it. Finally, in Section 3.3, we compute how 𝒯±\mathcal{T}_{\pm} transform certain monodromy coordinates and provide an alternative way to classify symmetric solutions.

3.1. The Lax pair

We recall the following Lax pair of qPIVq\textrm{P}_{\textrm{IV}}, derived in [joshinobu2016],

Y(qz,t)\displaystyle Y(qz,t) =A(z,t)Y(z,t),\displaystyle=A(z,t)Y(z,t), (3.1a)
Y(z,qt)\displaystyle Y(z,qt) =B(z,t)Y(z,t),\displaystyle=B(z,t)Y(z,t), (3.1b)

where

A:=\displaystyle A:= (u001)(iqtf2z11iqf2tz)(ia0a2tf0z11ia0a2f0tz)×\displaystyle\begin{pmatrix}u&0\\ 0&1\end{pmatrix}\begin{pmatrix}-i\,q\frac{t}{f_{2}}z&1\\ -1&-\,i\,q\frac{f_{2}}{t}z\end{pmatrix}\begin{pmatrix}-\,i\,a_{0}a_{2}\frac{t}{f_{0}}z&1\\ -1&-\,i\,a_{0}a_{2}\frac{f_{0}}{t}z\end{pmatrix}\times
×(ia0tf1z11ia0f1tz)(u1001),\displaystyle\ \times\,\begin{pmatrix}-\,i\,a_{0}\frac{t}{f_{1}}z&1\\ -1&-\,i\,a_{0}\frac{f_{1}}{t}z\end{pmatrix}\begin{pmatrix}u^{-1}&0\\ 0&1\end{pmatrix}, (3.2a)
B:=\displaystyle B:= (0bub1u10)+(z000),\displaystyle\begin{pmatrix}0&-bu\\ b^{-1}u^{-1}&0\end{pmatrix}+\begin{pmatrix}z&0\\ 0&0\end{pmatrix}\,, (3.2b)

with

b=t(1+a1f1(1+a2f2))i(qt21)f2.b=\frac{t(1+a_{1}f_{1}(1+a_{2}f_{2}))}{i\,(qt^{2}-1)f_{2}}. (3.3)

We refer to the first equation of the Lax pair, equation (3.1a), as the spectral equation.

Compatibility of the Lax pair,

A(z,qt)B(z,t)=B(qz,t)A(z,t),A(z,qt)B(z,t)=B(qz,t)A(z,t), (3.4)

is equivalent to (f0,f1,f2)(f_{0},f_{1},f_{2}) satisfying qPIV(a)q\textrm{P}_{\textrm{IV}}(a) and uu satisfying the auxiliary equation

u¯u=b2.\frac{\overline{u}}{u}=b^{2}. (3.5)

We proceed to lift the symmetries 𝒯±\mathcal{T}_{\pm} to this Lax pair. To this end, the following notation will be helpful. For any 2×22\times 2 matrix UU, we let UU^{\diamond} denotes the co-factor matrix, or adjugate transpose, of UU. In other words,

(abcd)=(dcba).\begin{pmatrix}a&b\\ c&d\end{pmatrix}^{\diamond}=\begin{pmatrix}d&-c\\ -b&a\end{pmatrix}.

We further remind the reader that some of the notation used in this paper, is outlined in Appendix A.

Lemma 3.1.

The symmetry 𝒯+\mathcal{T}_{+} extends to the following symmetry of the Lax pair,

Y(z,t)\displaystyle Y(z,t) Y~(z,t)=Y(z,1/t),\displaystyle\mapsto\widetilde{Y}(z,t)=Y^{\diamond}(z,1/t),
A(z,t)\displaystyle A(z,t) A~(z,t)=A(z,1/t),\displaystyle\mapsto\widetilde{A}(z,t)=A^{\diamond}(z,1/t),
B(z,t)\displaystyle B(z,t) B~(z,t)=BT(z,1/(qt)),\displaystyle\mapsto\widetilde{B}(z,t)=B^{T}(z,1/(qt)),

and, consequently,

u(t)u~(t)=1u(1/t),b(t)b~(t)=b(1/(qt)).u(t)\mapsto\widetilde{u}(t)=\frac{1}{u(1/t)},\quad b(t)\mapsto\widetilde{b}(t)=-b(1/(qt)).

Similarly, the symmetry 𝒯\mathcal{T}_{-} extends to the following symmetry of the Lax pair,

Y(z,t)\displaystyle Y(z,t) Y~(z,t)=r(z)σ3Y(z,1/t),\displaystyle\mapsto\widetilde{Y}(z,t)=r(z)\sigma_{3}Y^{\diamond}(z,-1/t),
A(z,t)\displaystyle A(z,t) A~(z,t)=σ3A(z,1/t)σ3,\displaystyle\mapsto\widetilde{A}(z,t)=-\sigma_{3}A^{\diamond}(z,-1/t)\sigma_{3},
B(z,t)\displaystyle B(z,t) B~(z,t)=σ3BT(z,1/(qt))σ3,\displaystyle\mapsto\widetilde{B}(z,t)=\sigma_{3}B^{T}(z,-1/(qt))\sigma_{3},

where r(z)r(z) any function that satisfies r(qz)=r(z)r(qz)=-r(z), and, consequently,

uu~(t)=1u(1/t),b(t)b~(t)=b(1/(qt)).u\mapsto\widetilde{u}(t)=\frac{1}{u(-1/t)},\quad b(t)\mapsto\widetilde{b}(t)=b(-1/(qt)).
Proof.

We only prove the extension of the first symmetry. The other one follows analogously.

Let us denote A(z,t)=𝒜(z,t,f0,f1,f2,u)A(z,t)=\mathcal{A}(z,t,f_{0},f_{1},f_{2},u) and B(z,t)=(z,t,b,u)B(z,t)=\mathcal{B}(z,t,b,u) and consider the transformation

𝒯:Y(z,t)Y~(z,t)=Y(z,1/t).\mathcal{T}:Y(z,t)\mapsto\widetilde{Y}(z,t)=Y^{\diamond}(z,1/t).

This transformation induces the following action on the Lax matrices,

A(z,t)\displaystyle A(z,t) A~(z,t)=A(z,1/t),\displaystyle\mapsto\widetilde{A}(z,t)=A^{\diamond}(z,1/t),
B(z,t)\displaystyle B(z,t) B~(z,t)=BT(z,1/(qt)).\displaystyle\mapsto\widetilde{B}(z,t)=B^{T}(z,1/(qt)).

As (UV)=UV(UV)^{\diamond}=U^{\diamond}V^{\diamond}, it follows that

A(z,1/t)\displaystyle A^{\diamond}(z,1/t) =𝒜(z,1/t,f0(1/t),f1(1/t),f2(1/t),u(1/t))\displaystyle=\mathcal{A}^{\diamond}(z,1/t,f_{0}(1/t),f_{1}(1/t),f_{2}(1/t),u(1/t))
=𝒜(z,t,F0(t),F1(t),F2(t),u~(t)),\displaystyle=\mathcal{A}(z,t,F_{0}(t),F_{1}(t),F_{2}(t),\widetilde{u}(t)),

with

u~(t)=1u(1/t),Fk(t)=1fk(1/t)(k=0,1,2).\widetilde{u}(t)=\frac{1}{u(1/t)},\quad F_{k}(t)=\frac{1}{f_{k}(1/t)}\quad(k=0,1,2).

Note that this is consistent with the symmetry 𝒯+\mathcal{T}_{+}, so that 𝒯\mathcal{T} indeed defines an extension of 𝒯+\mathcal{T}_{+}.

It remains to be checked that the action of 𝒯\mathcal{T} of B(z,t)B(z,t) is consistent with its action on A(z,t)A(z,t). That is, we need to ensure that

T(z,1/(qt),b(1/(qt)),u(1/(qt)))=(z,t,b~(t),u~(t)),\mathcal{B}^{T}(z,1/(qt),b(1/(qt)),u(1/(qt)))=\mathcal{B}(z,t,\widetilde{b}(t),\widetilde{u}(t)), (3.6)

where, in acccordance with equation (3.3),

b~(t)=t(1+a1F1(t)(1+a2F2(t))i(qt21)F2(t).\widetilde{b}(t)=\frac{t(1+a_{1}F_{1}(t)(1+a_{2}F_{2}(t))}{i\,(qt^{2}-1)F_{2}(t)}.

Now, equation (3.6) holds if and only if

b~(t)u~(t)=1b(1/(qt)),u(1/(qt)).\widetilde{b}(t)\widetilde{u}(t)=-\frac{1}{b(1/(qt)),u(1/(qt))}.

By substituting the expression for u~(t)\widetilde{u}(t), it follows that this is equivalent to

b~(t)=u(1/t)b(1/(qt)),u(1/(qt)).\widetilde{b}(t)=-\frac{u(1/t)}{b(1/(qt)),u(1/(qt))}.

By the auxiliary equation (3.5), we have b2=u¯/ub^{2}=\overline{u}/u, which simplifies the right-hand side, so that the identify to prove simply reads

b~(t)=b(1/(qt)).\widetilde{b}(t)=-b(1/(qt)).

The last equality follows by direct computation, using the qPIVq\textrm{P}_{\textrm{IV}} time-evolution equations.

Finally, we note that the transformation 𝒯\mathcal{T} preserves the compatibility condition of the Lax pair (3.4), which reaffirms the fact that (F0,F1,F2)(F_{0},F_{1},F_{2}) is another solution of qPIVq\textrm{P}_{\textrm{IV}}, and further shows that u~\widetilde{u} solves the corresponding auxiliary equation. ∎

Now, consider any symmetric solution of qPIVq\textrm{P}_{\textrm{IV}} with respect to 𝒯\mathcal{T}_{-}, then we can choose a corresponding solution uu of the auxiliary equation such that the Lax matrices have the symmetries

A(z,t)\displaystyle A(z,t) =σ3A(z,1/t)σ3,\displaystyle=-\sigma_{3}A^{\diamond}(z,-1/t)\sigma_{3},
B(z,t)\displaystyle B(z,t) =σ3BT(z,1/(qt))σ3.\displaystyle=\sigma_{3}B^{T}(z,-1/(qt))\sigma_{3}.

By specialising the first equation to t=it=i, we then find

A(z,i)=σ3A(z,i)σ3.A(z,i)=-\sigma_{3}A^{\diamond}(z,i)\sigma_{3}. (3.7)

This provides another way to classify the symmetric solutions of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i}, by computing all the coefficient matrices A(z,i)A(z,i) that possess the symmetry (3.7).

3.2. The connection matrix

In this section, we introduce the connection matrix associated with the Lax pair and deduce how the symmetries 𝒯±\mathcal{T}_{\pm} act on it.

Firstly, we introduce a canonical solution at z=z=\infty in the following lemma.

Lemma 3.2.

[Lemma 3.3 in [joshiroffelsenrhp]] For any fixed tt, there exists a unique 2×22\times 2 matrix Φ(z,t)\Phi_{\infty}(z,t), meromorphic in zz on \mathbb{C}^{*}, such that

Φ(qz,t)\displaystyle\Phi_{\infty}(qz,t) =1qa02a2iz3A(z,t)Φ(z,t)(t100t),\displaystyle=\frac{1}{qa_{0}^{2}a_{2}i}z^{-3}A(z,t)\Phi_{\infty}(z,t)\begin{pmatrix}t^{-1}&0\\ 0&t\end{pmatrix}, (3.8)
Φ(z,t)\displaystyle\Phi_{\infty}(z,t) =I+𝒪(z1)(z).\displaystyle=I+\mathcal{O}\left(z^{-1}\right)\quad(z\rightarrow\infty). (3.9)

In particular,

Y(z,t)=Φ(z,t)(r+(z,t)00r(z,t))Y_{\infty}(z,t)=\Phi_{\infty}(z,t)\begin{pmatrix}r_{+}(z,t)&0\\ 0&r_{-}(z,t)\end{pmatrix}

defines a solution of the spectral equation (3.1a), for any choice of functions r±(z,t)r_{\pm}(z,t) satisfying

r±(qz,t)r±(z,t)=qa02a2iz3t±1.\frac{r_{\pm}(qz,t)}{r_{\pm}(z,t)}=qa_{0}^{2}a_{2}iz^{-3}t^{\pm 1}.
Lemma 3.3.

[Lemma 3.2 in [joshiroffelsenrhp]] For any fixed tt and dd\in\mathbb{C}^{*}, we have

A(0)=M0(i00i)M01, where M0:=d(u001)(ii11),A(0)=M_{0}\begin{pmatrix}i&0\\ 0&-i\end{pmatrix}M_{0}^{-1},\textrm{ where }M_{0}:=d\begin{pmatrix}u&0\\ 0&1\end{pmatrix}\cdot\begin{pmatrix}i&-i\\ 1&1\end{pmatrix}, (3.10)

and, there exists a unique 2×22\times 2 matrix Φ0(z,t)\Phi_{0}(z,t), meromorphic in zz on \mathbb{C}^{*}, such that

Φ0(qz,t)\displaystyle\Phi_{0}(qz,t) =A(z,t)Φ0(z,t)(i00i),\displaystyle=A(z,t)\Phi_{0}(z,t)\begin{pmatrix}-i&0\\ 0&i\end{pmatrix}, (3.11)
Φ0(z,t)\displaystyle\Phi_{0}(z,t) =M0+𝒪(z),asz0.\displaystyle=M_{0}+\mathcal{O}\left(z\right),\ {\rm as}\ z\rightarrow 0.

In particular, it follows that

Y0(z,t)=Φ0(z,t)r0(z)σ3,Y_{0}(z,t)=\Phi_{0}(z,t)r_{0}(z)^{\sigma_{3}},

defines a solution of the spectral equation (3.1a), for any choice of meromorphic function r0(z)r_{0}(z) satisfying r0(qz)=ir0(z)r_{0}(qz)=i\,r_{0}(z).

We define the corresponding connection matrix by

C(z,t)=Φ0(z,t)1Φ(z,t),C(z,t)=\Phi_{0}(z,t)^{-1}\Phi_{\infty}(z,t), (3.12)

which satisfies, see [joshiroffelsenrhp], for fixed tt,

  1. (c.1)

    C(z,t)C(z,t) is analytic in zz on \mathbb{C}^{*};

  2. (c.2)

    C(qz,t)=1qa02a2z3σ3C(z,t)tσ3C(qz,t)=\frac{1}{qa_{0}^{2}a_{2}}z^{-3}\sigma_{3}C(z,t)t^{-\sigma_{3}};

  3. (c.3)

    |C(z,t)|=cθq(a0z,a0z,a0a2z,a0a2z,qz,qz)|C(z,t)|=c\,\theta_{q}(a_{0}z,-a_{0}z,a_{0}a_{2}z,-a_{0}a_{2}z,qz,-qz), for some c0c\neq 0;

  4. (c.4)

    C(z,t)=σ1C(z,t)σ3C(-z,t)=-\sigma_{1}C(z,t)\sigma_{3}.

It follows from the compatibility condition (3.4), see [joshiroffelsenrhp] for more details, that

Φ(z,qt)\displaystyle\Phi_{\infty}(z,qt) =B(z,t)Φ(z,t)zσ3,\displaystyle=B(z,t)\Phi_{\infty}(z,t)z^{-\sigma_{3}},
Φ0(z,qt)\displaystyle\Phi_{0}(z,qt) =B(z,t)Φ0(z,t)σ3,\displaystyle=B(z,t)\Phi_{0}(z,t)\sigma_{3},

which yields the almost trivial time-evolution of the connection matrix,

C(z,qt)=σ3C(z,t)zσ3,C(z,qt)=\sigma_{3}C(z,t)z^{-\sigma_{3}}, (3.13)

as well as the time-evolution of dd in Lemma 3.3,

d¯d=ib.\frac{\overline{d}}{d}=\frac{i}{b}. (3.14)

The connection matrix encompasses the monodromy of the Lax pair. In particular, one can in principle uniquely reconstruct the linear system (3.1a) from the connection matrix by solving an associated Riemann-Hilbert problem.

We will now extend the action of the symmetries to the connection matrix.

Lemma 3.4.

The transformation 𝒯+\mathcal{T}_{+} extends to the following symmetry of the canonical solutions and connection matrix,

Φ(z,t)\displaystyle\Phi_{\infty}(z,t) Φ~(z,t)=Φ(z,1/t),\displaystyle\mapsto\widetilde{\Phi}_{\infty}(z,t)=\Phi_{\infty}^{\diamond}(z,1/t),
Φ0(z,t)\displaystyle\Phi_{0}(z,t) Φ~0(z,t)=iΦ0(z,1/t)σ1,\displaystyle\mapsto\widetilde{\Phi}_{0}(z,t)=-i\,\Phi_{0}^{\diamond}(z,1/t)\sigma_{1},
C(z,t)\displaystyle C(z,t) C~(z,t)=iσ1C(z,1/t).\displaystyle\mapsto\widetilde{C}(z,t)=i\,\sigma_{1}C^{\diamond}(z,1/t).

The transformation 𝒯\mathcal{T}_{-} extends to the following symmetry of the canonical solutions and connection matrix,

Φ(z,t)\displaystyle\Phi_{\infty}(z,t) Φ~(z,t)=σ3Φ(z,1/t)σ3,\displaystyle\mapsto\widetilde{\Phi}_{\infty}(z,t)=\sigma_{3}\Phi_{\infty}^{\diamond}(z,-1/t)\sigma_{3},
Φ0(z,t)\displaystyle\Phi_{0}(z,t) Φ~0(z,t)=iσ3Φ0(z,1/t),\displaystyle\mapsto\widetilde{\Phi}_{0}(z,t)=i\,\sigma_{3}\Phi_{0}^{\diamond}(z,-1/t),
C(z,t)\displaystyle C(z,t) C~(z,t)=iC(z,1/t)σ3.\displaystyle\mapsto\widetilde{C}(z,t)=-i\,C^{\diamond}(z,1/t)\sigma_{3}.

Furthermore, 𝒯±\mathcal{T}_{\pm} act on dd, defined in Lemma 3.3, by

d(t)d~(t)=d(±1/t)u(±1/t).d(t)\mapsto\widetilde{d}(t)=d(\pm 1/t)u(\pm 1/t).
Proof.

We only prove the extension for 𝒯\mathcal{T}_{-}. The extension of 𝒯+\mathcal{T}_{+} is proven analogously.

We first consider the canonical solution at z=z=\infty. In fact, by Lemma 3.2, the matrix function Φ(z,t)\Phi_{\infty}(z,t) is defined uniquely as the solution to (3.8) and (3.9). This means that the action of 𝒯\mathcal{T}_{-} on Φ(z,t)\Phi_{\infty}(z,t) is already fixed by its action on the Lax matrix A(z,t)A(z,t).

To determine it explicitly, we first apply t1/tt\mapsto-1/t to equation (3.8), which yields

Φ(qz,1/t)=1qa02a2iz3A(z,1/t)Φ(z,1/t)(t00t1).\Phi_{\infty}(qz,-1/t)=-\frac{1}{qa_{0}^{2}a_{2}i}z^{-3}A(z,-1/t)\Phi_{\infty}(z,-1/t)\begin{pmatrix}t&0\\ 0&t^{-1}\end{pmatrix}.

Next, applying UUU\mapsto U^{\diamond} to both sides, we obtain

Φ(qz,1/t)=1qa02a2iz3A(z,1/t)Φ(z,t)(t100t).\Phi_{\infty}^{\diamond}(qz,-1/t)=-\frac{1}{qa_{0}^{2}a_{2}i}z^{-3}A^{\diamond}(z,-1/t)\Phi_{\infty}^{\diamond}(z,t)\begin{pmatrix}t^{-1}&0\\ 0&t\end{pmatrix}.

Finally, multiplying both sides from the left and right by σ3\sigma_{3}, we obtain

Φ~(qz,t)=1qa02a2iz3A~(z,t)Φ~(z,t)(t100t),\widetilde{\Phi}_{\infty}(qz,t)=\frac{1}{qa_{0}^{2}a_{2}i}z^{-3}\widetilde{A}(z,t)\widetilde{\Phi}_{\infty}(z,t)\begin{pmatrix}t^{-1}&0\\ 0&t\end{pmatrix},

with

A~(z,t)=σ3A(z,1/t)σ3,Φ~(z,t)=σ3Φ(z,1/t)σ3.\widetilde{A}(z,t)=-\sigma_{3}A^{\diamond}(z,-1/t)\sigma_{3},\qquad\widetilde{\Phi}_{\infty}(z,t)=\sigma_{3}\Phi_{\infty}^{\diamond}(z,-1/t)\sigma_{3}.

Note that, furthermore, the normalisation at z=z=\infty is correct, namely Φ~(z,t)=I+𝒪(z1)\widetilde{\Phi}_{\infty}(z,t)=I+\mathcal{O}(z^{-1}) as zz\rightarrow\infty. We conclude, from Lemma 3.2, that 𝒯\mathcal{T}_{-} indeed sends Φ(z,t)\Phi_{\infty}(z,t) to Φ~(z,t)\widetilde{\Phi}_{\infty}(z,t).

We next consider the canonical solution at z=0z=0. The matrix function Φ0(z)\Phi_{0}(z), see Lemma 3.3, is only rigidly defined up to the choice of a scalar d=d(t)d=d(t) which satisfies d¯/d=i/b\overline{d}/d=i/b, see equation (3.14). So, in order to fix the action of the symmetry 𝒯\mathcal{T}_{-} on Φ0(z)\Phi_{0}(z), we first need to fix its action on dd in such a way that d¯/d=i/b\overline{d}/d=i/b remains to hold true. Namely, it is required that, if we let dd~d\mapsto\widetilde{d} under 𝒯\mathcal{T}_{-}, then

d~(qt)d~(t)=ib~(t)=ib(1/(qt)).\frac{\widetilde{d}(qt)}{\widetilde{d}(t)}=\frac{i}{\widetilde{b}(t)}=-\frac{i}{b(-1/(qt))}.

We therefore set d~(t)=d(1/t)u(1/t)\widetilde{d}(t)=d(-1/t)u(-1/t), so that indeed

d~(qt)d~(t)=d(1/(qt))d(1/t)u(1/(qt))u(1/t)=b(1/(qt))i1b(1/(qt))2=ib(1/(qt)).\frac{\widetilde{d}(qt)}{\widetilde{d}(t)}=\frac{d(-1/(qt))}{d(-1/t)}\frac{u(-1/(qt))}{u(-1/t)}=\frac{b(-1/(qt))}{i}\frac{1}{b(-1/(qt))^{2}}=-\frac{i}{b(-1/(qt))}.

By essentially repeating the computation for Φ(z)\Phi_{\infty}(z) above, for Φ0(z)\Phi_{0}(z), one finds that

Φ~0(z,t)=iσ3Φ0(z,1/t),\widetilde{\Phi}_{0}(z,t)=i\,\sigma_{3}\Phi_{0}^{\diamond}(z,-1/t),

defines a solution to, see equation (3.11),

Φ~0(qz,t)=A~(z,t)Φ~0(z,t)(i00i).\widetilde{\Phi}_{0}(qz,t)=\widetilde{A}(z,t)\widetilde{\Phi}_{0}(z,t)\begin{pmatrix}-i&0\\ 0&i\end{pmatrix}.

Furthermore, direct evaluation of Φ~0(z,t)\widetilde{\Phi}_{0}(z,t) at z=0z=0 gives

Φ~0(0,t)\displaystyle\widetilde{\Phi}_{0}(0,t) =iσ3Φ0(0,1/t),\displaystyle=i\,\sigma_{3}\Phi_{0}^{\diamond}(0,-1/t),
=id(1/t)σ3(100u(1/t))(11ii),\displaystyle=i\,d(-1/t)\sigma_{3}\begin{pmatrix}1&0\\ 0&u(-1/t)\end{pmatrix}\cdot\begin{pmatrix}1&-1\\ i&i\end{pmatrix},
=d(1/t)(100u(1/t))(ii11)\displaystyle=d(-1/t)\begin{pmatrix}1&0\\ 0&u(-1/t)\end{pmatrix}\cdot\begin{pmatrix}i&-i\\ 1&1\end{pmatrix}
=d~(t)(u~(t)001)(ii11).\displaystyle=\widetilde{d}(t)\begin{pmatrix}\widetilde{u}(t)&0\\ 0&1\end{pmatrix}\cdot\begin{pmatrix}i&-i\\ 1&1\end{pmatrix}.

It follows that 𝒯\mathcal{T}_{-} sends Φ0(z,t)\Phi_{0}(z,t) to Φ~0(z,t)\widetilde{\Phi}_{0}(z,t).

Finally, we compute the action of 𝒯\mathcal{T}_{-} on the connection matrix. Since UUU\mapsto U^{\diamond} commutes with inversion, UU1U\mapsto U^{-1}, we have

C~(z,t)\displaystyle\widetilde{C}(z,t) =Φ~0(z,t)1Φ~(z,t)\displaystyle=\widetilde{\Phi}_{0}(z,t)^{-1}\widetilde{\Phi}_{\infty}(z,t)
=[iσ3Φ0(z,1/t)]1σ3Φ(z,1/t)σ3\displaystyle=\left[i\,\sigma_{3}\Phi_{0}^{\diamond}(z,-1/t)\right]^{-1}\sigma_{3}\Phi_{\infty}^{\diamond}(z,-1/t)\sigma_{3}
=i[Φ0(z,1/t)]1Φ(z,1/t)σ3\displaystyle=-i\left[\Phi_{0}^{\diamond}(z,-1/t)\right]^{-1}\Phi_{\infty}^{\diamond}(z,-1/t)\sigma_{3}
=iC(z,1/t)σ3.\displaystyle=-i\,C^{\diamond}(z,-1/t)\sigma_{3}.

This finishes the proof of the lemma. ∎

Now, let us take any symmetric solution of qPIVq\textrm{P}_{\textrm{IV}} with respect to 𝒯\mathcal{T}_{-}, then we can choose a corresponding solution uu of the auxiliary equation, as well as dd satisfying (3.14), such that the connection matrix has the symmetry

C(z,t)=iC(z,1/t)σ3.C(z,t)=-i\,C^{\diamond}(z,-1/t)\sigma_{3}.

By specialising this equation to t=it=i, we then find

C(z,i)=iC(z,i)σ3.C(z,i)=-i\,C^{\diamond}(z,i)\sigma_{3}. (3.15)

This provides yet a third way to classify symmetric solutions of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i}, by classifying all connection matrices C(z,i)C(z,i) with the symmetry (3.15).

3.3. Monodromy coordinates

In [joshiroffelsenrhp], we introduced a set of coordinates on the connection matrix, which are invariant under right-multiplication of the connection matrix by diagonal matrices. They are given by

ρk(t)=π(C(xk,t)),(1k3),(x1,x2,x3)=(a01,a1/q,q1),\rho_{k}(t)=\pi(C(x_{k},t)),\quad(1\leq k\leq 3),\quad(x_{1},x_{2},x_{3})=(a_{0}^{-1},a_{1}/q,q^{-1}),

where, for any rank one 2×22\times 2 matrix RR, letting r1r_{1} and r2r_{2} be respectively its first and second row, π(R)1\pi(R)\in\mathbb{CP}^{1} is defined by

r1=π(R)r2.r_{1}=\pi(R)r_{2}.

This yields three coordinates, ρ=(ρ1,ρ2,ρ3)(1)3\rho=(\rho_{1},\rho_{2},\rho_{3})\in(\mathbb{CP}^{1})^{3}, which satisfy the cubic equation,

0=\displaystyle 0= +β0[θq(t)ρ1ρ2ρ3θq(t)]\displaystyle+\beta_{0}\left[\theta_{q}(t)\rho_{1}\rho_{2}\rho_{3}-\theta_{q}(-t)\right] (3.16)
β1[θq(t)ρ1θq(t)ρ2ρ3]\displaystyle-\beta_{1}\left[\theta_{q}(t)\rho_{1}-\theta_{q}(-t)\rho_{2}\rho_{3}\right]
+β2[θq(t)ρ2θq(t)ρ1ρ3]\displaystyle+\beta_{2}\left[\theta_{q}(t)\rho_{2}-\theta_{q}(-t)\rho_{1}\rho_{3}\right]
β3[θq(t)ρ3θq(t)ρ1ρ2].\displaystyle-\beta_{3}\left[\theta_{q}(t)\rho_{3}-\theta_{q}(-t)\rho_{1}\rho_{2}\right].

with coefficients given by

β0\displaystyle\beta_{0} =θq(+a0,+a1,+a2),\displaystyle=\theta_{q}(+a_{0},+a_{1},+a_{2}),
β1\displaystyle\beta_{1} =θq(a0,+a1,a2),\displaystyle=\theta_{q}(-a_{0},+a_{1},-a_{2}),
β2\displaystyle\beta_{2} =θq(+a0,a1,a2),\displaystyle=\theta_{q}(+a_{0},-a_{1},-a_{2}),
β3\displaystyle\beta_{3} =θq(a0,a1,+a2).\displaystyle=\theta_{q}(-a_{0},-a_{1},+a_{2}).

When considering solutions defined on a discrete qq-spiral, i.e. tqt0t\in q^{\mathbb{Z}}t_{0}, the value of p:=ρ(t0)p:=\rho(t_{0}) uniquely determines the corresponding solution (f0,f1,f2)(f_{0},f_{1},f_{2}) of qPIV(a)q\textrm{P}_{\textrm{IV}}(a) [joshiroffelsenrhp].

In the following proposition, the action of the symmetries on the monodromy coordinates is determined.

Proposition 3.5.

The symmetry 𝒯+\mathcal{T}_{+} acts on the monodromy coordinates by

ρk(t)ρ~k(t)=ρk(1/t)(k=1,2,3).\rho_{k}(t)\mapsto\widetilde{\rho}_{k}(t)=-\rho_{k}(1/t)\quad(k=1,2,3).

The symmetry 𝒯\mathcal{T}_{-} acts on the monodromy coordinates by

ρk(t)ρ~k(t)=1ρk(1/t)(k=1,2,3).\rho_{k}(t)\mapsto\widetilde{\rho}_{k}(t)=-\frac{1}{\rho_{k}(-1/t)}\quad(k=1,2,3).
Proof.

To compute the action of the symmetries on the monodromy coordinates, we need some basic facts about the operator π()\pi(\cdot). Firstly, given any rank one 2×22\times 2 matrix RR, and invertible 2×22\times 2 matrix N=(nij)N=(n_{ij}), we have

π(RN)=π(R),π(NR)=χN(π(R)),\pi(RN)=\pi(R),\quad\pi(NR)=\chi_{N}(\pi(R)), (3.17)

where χN\chi_{N} denotes the möbius transformation

χN(z)=n11z+n12n21z+n22.\chi_{N}(z)=\frac{n_{11}z+n_{12}}{n_{21}z+n_{22}}.

In particular,

π(σ1R)=χσ1(π(R))=1/π(R).\pi(\sigma_{1}R)=\chi_{\sigma_{1}}(\pi(R))=1/\pi(R).

Secondly, it is elementary to check that

π(R)=1/π(R).\pi(R^{\diamond})=-1/\pi(R).

We now compute, for transformation 𝒯+\mathcal{T}_{+},

ρ~k(t)\displaystyle\widetilde{\rho}_{k}(t) =π[C~(xk,t)]=π[iσ1C(xk,1/t)]=π[σ1C(xk,1/t)]\displaystyle=\pi[\widetilde{C}(x_{k},t)]=\pi[i\,\sigma_{1}C^{\diamond}(x_{k},1/t)]=\pi[\sigma_{1}C^{\diamond}(x_{k},1/t)]
=1/π[C(xk,1/t)]=π[C(xk,1/t)]=ρk(1/t).\displaystyle=1/\pi[C^{\diamond}(x_{k},1/t)]=-\pi[C(x_{k},1/t)]=-\rho_{k}(1/t).

Similarly, for transformation 𝒯\mathcal{T}_{-}, we have

ρ~k(t)\displaystyle\widetilde{\rho}_{k}(t) =π[C~(xk,t)]=π[iC(xk,1/t)σ3]=π[C(xk,1/t)]\displaystyle=\pi[\widetilde{C}(x_{k},t)]=\pi[-i\,C^{\diamond}(x_{k},-1/t)\sigma_{3}]=\pi[C^{\diamond}(x_{k},-1/t)]
=1π[C(xk,1/t)]=1ρk(1/t),\displaystyle=-\frac{1}{\pi[C(x_{k},-1/t)]}=-\frac{1}{\rho_{k}(-1/t)},

and the proposition follows. ∎

In the sequel, the following technical lemma will be of importance. Its proof is given in Appendix B.

Lemma 3.6.

Let t0t_{0}, with t02qt_{0}^{2}\notin q^{\mathbb{Z}}, be inside the domain of a solution f=(f0,f1,f2)f=(f_{0},f_{1},f_{2}) of qPIVq\textrm{P}_{\textrm{IV}}. If f(t)f(t) takes at least one non-singular value, i.e. a value in ()3(\mathbb{C}^{*})^{3}, at a point tqt0t\in q^{\mathbb{Z}}t_{0}, then the coordinates p=ρ(t0)p=\rho(t_{0}) cannot lie on the curve defined by the intersection of the following equations in (1)3(\mathbb{CP}^{1})^{3},

0=\displaystyle 0= +β0p1p2p3β1p1+β2p2β3p3,\displaystyle+\beta_{0}p_{1}p_{2}p_{3}-\beta_{1}p_{1}+\beta_{2}p_{2}-\beta_{3}p_{3}, (3.18)
0=\displaystyle 0= +β0β1p2p3+β2p1p3β3p1p2,\displaystyle+\beta_{0}-\beta_{1}p_{2}p_{3}+\beta_{2}p_{1}p_{3}-\beta_{3}p_{1}p_{2},

with the same coefficients as the cubic (3.16). We note that points on this curve solve the cubic equation (3.16) irrespective of the value of tt.

Let us now take any solution ff of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i} on the qq-spiral qiq^{\mathbb{Z}}i. To it, corresponds a unique triplet p=(p1,p2,p3)p=(p_{1},p_{2},p_{3}), defined by pk:=ρk(i)p_{k}:=\rho_{k}(i), k=1,2,3k=1,2,3, which satisfies the cubic equation

0=\displaystyle 0= +θq(+a0,+a1,+a2)(p1p2p3i)\displaystyle+\theta_{q}(+a_{0},+a_{1},+a_{2})\left(p_{1}p_{2}p_{3}-i\right)
θq(a0,+a1,a2)(p1ip2p3)\displaystyle-\theta_{q}(-a_{0},+a_{1},-a_{2})\left(p_{1}-i\,p_{2}p_{3}\right)
+θq(+a0,a1,a2)(p2ip1p3)\displaystyle+\theta_{q}(+a_{0},-a_{1},-a_{2})\left(p_{2}-i\,p_{1}p_{3}\right)
θq(a0,a1,+a2)(p3ip1p2),\displaystyle-\theta_{q}(-a_{0},-a_{1},+a_{2})\left(p_{3}-i\,p_{1}p_{2}\right),

as follows from the identity θq(i)=iθq(i)\theta_{q}(-i)=i\,\theta_{q}(i), and does not lie on the curve defined by by equations (3.18).

Note that f~=𝒯(f)\widetilde{f}=\mathcal{T}_{-}(f) defines another solution on the same domain qiq^{\mathbb{Z}}i, and its monodromy coordinates, p~k:=ρ~k(i)\widetilde{p}_{k}:=\widetilde{\rho}_{k}(i), k=1,2,3k=1,2,3, are related to those of ff by

p~k=1/pk(k=1,2,3).\widetilde{p}_{k}=-1/p_{k}\quad(k=1,2,3).

In particular, ff is a symmetric solution if and only if f~=f\widetilde{f}=f, which in turn is equivalent to

pk=1/pk(k=1,2,3).p_{k}=-1/p_{k}\quad(k=1,2,3). (3.19)

In other words, symmetric solutions of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i} correspond to monodromy coordinates pp which satisfy the cubic equation above as well as (3.19).

We proceed to compute four triples pp that satisfy these conditions. Firstly, equation (3.19) has only two solutions in 1\mathbb{CP}^{1}, given by ±i\pm i, and we may thus set pk=ϵkip_{k}=\epsilon_{k}i, ϵk=±1\epsilon_{k}=\pm 1, k=1,2,3k=1,2,3. Substitution of these into the cubic shows that the latter is identically zero if the epsilons satisfy

ϵ1ϵ2ϵ3=1,\epsilon_{1}\epsilon_{2}\epsilon_{3}=-1,

as in such a case

p1p2p3i=pjipkpl=0({j,k,l}={1,2,3}).p_{1}p_{2}p_{3}-i=p_{j}-i\,p_{k}p_{l}=0\qquad(\{j,k,l\}=\{1,2,3\}).

In particular, this gives us four solutions,

(p1,p2,p3){(i,i,i),(i,i,i),(i,i,i),(i,i,i)},(p_{1},p_{2},p_{3})\in\{(-i,-i,-i),(-i,i,i),(i,-i,i),(i,i,-i)\}, (3.20)

corresponding to the four symmetric solutions in Lemma 2.2.

Whilst for generic values of the parameters, these are the only solutions to the cubic, it may so happen for special values of the parameters, that there is a choice of epsilons, with

ϵ1ϵ2ϵ3=+1,\epsilon_{1}\epsilon_{2}\epsilon_{3}=+1,

that also solves the cubic. But in such a case, a direct computation yields

β0β1ϵ1+β2ϵ2β3ϵ3=0,-\beta_{0}-\beta_{1}\epsilon_{1}+\beta_{2}\epsilon_{2}-\beta_{3}\epsilon_{3}=0,

and thus the point (p1,p2,p3)(p_{1},p_{2},p_{3}) lies on the curve (3.18) and hence does not correspond to a solution of qPIVq\textrm{P}_{\textrm{IV}}.

In the next section, Section 4, we derive which values of the coordinates in equation (3.20) correspond to which initial conditions

(f0(i),f1(i),f2(i)){(1,1,1),(1,1,1),(1,1,1),(1,1,1)}.(f_{0}(i),f_{1}(i),f_{2}(i))\in\{(-1,-1,-1),(-1,1,1),(1,-1,1),(1,1,-1)\}.

We answer this question by explicitly solving the linear problem at the reflection point t=it=i for each case; see Theorem 4.1.

4. Explicit solvability of the linear problem at a reflection point

In this section we show that the linear problem is explicitly solvable at the reflection point t0=it_{0}=i, for symmetric solutions. In particular, we will prove the following theorem in the end of Section 4.2.

Theorem 4.1.

Let (f0,f1,f2)(f_{0},f_{1},f_{2}) be a symmetric solution of qPIV(a)|t0=iq\textrm{P}_{\textrm{IV}}(a)|_{t_{0}=i}, invariant under 𝒯\mathcal{T}_{-}, satisfying initial conditions

(f0(i),f1(i),f2(i))=(v0,v1,v2),(f_{0}(i),f_{1}(i),f_{2}(i))=(v_{0},v_{1},v_{2}),

so that (by Lemma 2.2),

(v0,v1,v2){(1,1,1),(1,1,1),(1,1,1),(1,1,1)}.(v_{0},v_{1},v_{2})\in\{(-1,-1,-1),(-1,1,1),(1,-1,1),(1,1,-1)\}.

Fix the auxiliary functions uu and dd by the initial conditions u(i)=1u(i)=1 and d(i)=id(i)=i. Then, the connection matrix at t=it=i is explicitly given by

C(z,i)=2c03(h(iz)ih(iz)h(iz)ih(iz)),C(z,i)=2c_{0}^{3}\begin{pmatrix}h(i\,z)&i\,h(-i\,z)\\ -h(-i\,z)&i\,h(i\,z)\end{pmatrix}, (4.1)

where the scalar c0c_{0} equals

c0=iθq(i)2θq(1)=12k=1(1+qki)(1qki)(1+qk)2,c_{0}=\frac{\sqrt{i}\,\theta_{q}(i)}{\sqrt{2}\,\theta_{q}(-1)}=\frac{1}{2}\prod_{k=1}^{\infty}{\frac{(1+q^{k}i)(1-q^{k}i)}{(1+q^{k})^{2}}},

and the function h(z)h(z) is defined by

h(z)=\displaystyle h(z)= +θq(+v1x1z,v0x2z,+v2x3z)θq(+v1x1z,+v0x2z,v2x3z)\displaystyle+\theta_{q}\bigg{(}+\frac{v_{1}}{x_{1}}z,-\frac{v_{0}}{x_{2}}z,+\frac{v_{2}}{x_{3}}z\bigg{)}-\theta_{q}\bigg{(}+\frac{v_{1}}{x_{1}}z,+\frac{v_{0}}{x_{2}}z,-\frac{v_{2}}{x_{3}}z\bigg{)}
θq(v1x1z,v0x2z,v2x3z)θq(v1x1z,+v0x2z,+v2x3z),\displaystyle-\theta_{q}\bigg{(}-\frac{v_{1}}{x_{1}}z,-\frac{v_{0}}{x_{2}}z,-\frac{v_{2}}{x_{3}}z\bigg{)}-\theta_{q}\bigg{(}-\frac{v_{1}}{x_{1}}z,+\frac{v_{0}}{x_{2}}z,+\frac{v_{2}}{x_{3}}z\bigg{)},

with

(x1,x2,x3)=(a01,a1/q,q1).(x_{1},x_{2},x_{3})=(a_{0}^{-1},a_{1}/q,q^{-1}).

In particular, the corresponding values of the monodromy coordinates, pk=ρk(i)p_{k}=\rho_{k}(i), k=1,2,3k=1,2,3, are given by

(p1,p2,p3)=(v1i,v0i,v2i).(p_{1},p_{2},p_{3})=(-v_{1}i,v_{0}i,-v_{2}i). (4.2)
Remark 4.2.

In the proof of Theorem 4.1, we also obtain the following alternative expression for the connection matrix,

C(z)=σ1C0(v1x1z)MC0(v0x2z)MC0(v2x3z),C(z)=\sigma_{1}C_{0}\left(\frac{v_{1}}{x_{1}}z\right)MC_{0}\left(-\frac{v_{0}}{x_{2}}z\right)MC_{0}\left(\frac{v_{2}}{x_{3}}z\right),

where C0(z)C_{0}(z), given in Proposition 4.5, is the connection matrix of a degree one Fuchsian system and the matrix MM is defined in equation (4.6).

The spectral equation of the Lax pair (1.3) naturally comes in a factorised form. The fundamental reason that allows us to solve the linear problem at the reflection point t=it=i, for a symmetric solution as in Theorem 4.1, is that the factors in this form ‘almost’ commute. Namely, by fixing u(i)=1u(i)=1, we have

A(z,i)=A0(v2zx3)A0(v0zx2)A0(v1zx1),A(z,i)=A_{0}\left(\frac{v_{2}z}{x_{3}}\right)A_{0}\left(\frac{v_{0}z}{x_{2}}\right)A_{0}\left(\frac{v_{1}z}{x_{1}}\right),

where

A0(z)=iσ2+zσ3,A_{0}(z)=i\,\sigma_{2}+z\,\sigma_{3},

and these factors satisfy the commutation relation,

A0(x)A0(y)=A0(y)A0(x).A_{0}(x)A_{0}(y)=A_{0}(-y)A_{0}(-x). (4.3)

This observation allows us to construct global solutions of the linear system

Y(qz)=A(z,i)Y(z),Y(qz)=A(z,i)Y(z),

from solutions of the simpler system

U(qz)=A0(z)U(z),U(qz)=A_{0}(z)U(z),

which we will refer to as the model problem.

In Section 4.1, we solve this model problem, and in Section 4.2 we use this to construct global solutions of the spectral equation at t=it=i and prove Theorem 4.1. The model problem is solved in terms of basic hypergeometric functions, denoted for given parameter aa, 0<p<10<p<1 and zz\in\mathbb{C} by

ϕ10[-a;p,z],{}_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ a\end{matrix};p,z\right],

whose mathematical properties can be found in [gasper].

4.1. The model problem

In this section, we study the model problem,

U(qz)=A0(z)U(z),A0(z)=iσ2+zσ3.U(qz)=A_{0}(z)U(z),\quad A_{0}(z)=i\,\sigma_{2}+z\sigma_{3}.

Firstly, we find an explicit expression for the canonical solution at z=z=\infty.

Lemma 4.3.

There exists a unique matrix function U(z)U_{\infty}(z), analytic on \mathbb{C}^{*}, which solves

U(qz)=z1A0(z)U(z)σ3,U(z)=I+𝒪(z1)(z),U_{\infty}(qz)=z^{-1}A_{0}(z)U_{\infty}(z)\sigma_{3},\qquad U_{\infty}(z)=I+\mathcal{O}(z^{-1})\quad(z\rightarrow\infty), (4.4)

explicitly given by

U(z)=g(z)I+h(z)σ1,U_{\infty}(z)=g_{\infty}(z)I+h_{\infty}(z)\sigma_{1},

where g(z)g_{\infty}(z) and h(z)h_{\infty}(z) are the basic hypergeometric functions,

g(z)\displaystyle g_{\infty}(z) =0ϕ1[-q;q2,q3z2],\displaystyle=\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q\end{matrix};q^{2},-\frac{q^{3}}{z^{2}}\right],
h(z)\displaystyle h_{\infty}(z) =q(q+1)z0ϕ1[-q3;q2,q5z2].\displaystyle=-\frac{q}{(q+1)z}\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q^{3}\end{matrix};q^{2},-\frac{q^{5}}{z^{2}}\right].
Proof.

It is an elementary computation to show that (4.4) has a unique formal power series solution around z=z=\infty. Furthermore, by using the defining formula,

0ϕ1[-b;p,x]=n=0pn(n1)(b;p)n(p;p)nxn,\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ b\end{matrix};p,x\right]=\sum_{n=0}^{\infty}\frac{p^{n(n-1)}}{(b;p)_{n}(p;p)_{n}}x^{n}, (4.5)

it is checked directly that this formal power series solution is indeed given by U(z)U_{\infty}(z). Since, furthermore, the series (4.5) has infinite radius of convergence, U(z)U_{\infty}(z) is an analytic function on 1{0}\mathbb{CP}^{1}\setminus\{0\}, which thus uniquely solves equation (4.4), and the lemma follows. ∎

We have a similar result near z=0z=0.

Lemma 4.4.

Define

M=(11ii),M=\begin{pmatrix}1&-1\\ i&i\end{pmatrix}, (4.6)

so that M1(iσ2)M=iσ3M^{-1}(i\,\sigma_{2})M=i\,\sigma_{3}. Then, there exists a unique matrix function U0(z)U_{0}(z), meromorphic on \mathbb{C}, which satisfies

U0(qz)=A0(z)U0(z)(iσ3)1,U0(z)=M+𝒪(z)(z0),U_{0}(qz)=A_{0}(z)U_{0}(z)(i\,\sigma_{3})^{-1},\qquad U_{0}(z)=M+\mathcal{O}(z)\quad(z\rightarrow 0),

explicitly given by

U0(z)=1(+z;q)(z;q)M(g0(z)I+h0(z)σ2),U_{0}(z)=\frac{1}{(+z;q)_{\infty}(-z;q)_{\infty}}M\cdot(g_{0}(z)I+h_{0}(z)\sigma_{2}),

where

g0(z)\displaystyle g_{0}(z) =0ϕ1[-q;q2,qz2],\displaystyle=\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q\end{matrix};q^{2},-qz^{2}\right],
h0(z)\displaystyle h_{0}(z) =zq+10ϕ1[-q3;q2,q3z2].\displaystyle=\frac{z}{q+1}\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q^{3}\end{matrix};q^{2},-q^{3}z^{2}\right].
Proof.

This is proven analogously to Lemma 4.3. ∎

In the following proposition, we explicitly determine the connection matrix of the model problem.

Proposition 4.5.

The connection matrix

C0(z)=U0(z)1U(z),C_{0}(z)=U_{0}(z)^{-1}U_{\infty}(z), (4.7)

is given by

C0(z)=c0(θq(+iz)(100i)+θq(iz)(0i10)),C_{0}(z)=c_{0}\left(\theta_{q}(+iz)\begin{pmatrix}1&0\\ 0&-i\end{pmatrix}+\theta_{q}(-iz)\begin{pmatrix}0&-i\\ -1&0\end{pmatrix}\right),

where the scalar c0c_{0} is given by

c0:=iθq(i)2θq(1)=12k=1(1+qki)(1qki)(1+qk)2.c_{0}:=\frac{\sqrt{i}\,\theta_{q}(i)}{\sqrt{2}\,\theta_{q}(-1)}=\frac{1}{2}\prod_{k=1}^{\infty}{\frac{(1+q^{k}i)(1-q^{k}i)}{(1+q^{k})^{2}}}.
Proof.

From the defining properties of U(z)U_{\infty}(z) and U0(z)U_{0}(z), it follows that

|U(z)|=(+z,q)(z,q),|U0(z)|=2i(+q/z,q)1(q/z,q)1.|U_{\infty}(z)|=(+z,q)_{\infty}(-z,q)_{\infty},\quad|U_{0}(z)|=2i(+q/z,q)_{\infty}^{-1}(-q/z,q)_{\infty}^{-1}. (4.8)

In particular, C0(z)C_{0}(z) is an analytic function on \mathbb{C}^{*}. Furthermore, it satisfies

C0(qz)=iz1σ3C0(z)σ3,C_{0}(qz)=i\,z^{-1}\sigma_{3}C_{0}(z)\sigma_{3},

and its entries are thus degree one qq-theta functions, i.e.

C0(z)=θq(+iz)(c1100c22)+θq(iz)(0c12c210),C_{0}(z)=\theta_{q}(+iz)\begin{pmatrix}c_{11}&0\\ 0&c_{22}\end{pmatrix}+\theta_{q}(-iz)\begin{pmatrix}0&c_{12}\\ c_{21}&0\end{pmatrix},

for some cij,1i,j2c_{ij}\in\mathbb{C},1\leq i,j\leq 2.

Now, observe that

U(z)=σ3U(z)σ3,U0(z)=iσ3U0(z),U_{\infty}(z)^{\diamond}=\sigma_{3}U_{\infty}(z)\sigma_{3},\quad U_{0}(z)^{\diamond}=i\,\sigma_{3}U_{0}(z),

and therefore

C0(z)=iC0(z)σ3.C_{0}(z)^{\diamond}=-i\,C_{0}(z)\sigma_{3}.

We thus find the following conditions on the coefficients,

c11=ic22,c12=ic21.c_{11}=i\,c_{22},\quad c_{12}=i\,c_{21}.

Due to equations (4.8), we have

|C0(z)|=12iθq(+z)θq(z).|C_{0}(z)|=\frac{1}{2i}\theta_{q}(+z)\theta_{q}(-z).

Evaluating this identity at z=iz=i, gives

iθq(1)2c112=12iθq(+i)θq(i)=12θq(i)2,-i\theta_{q}(-1)^{2}c_{11}^{2}=\frac{1}{2i}\theta_{q}(+i)\theta_{q}(-i)=\frac{1}{2}\theta_{q}(i)^{2},

and therefore c112=c02c_{11}^{2}=c_{0}^{2}. Similarly, we obtain c212=c02c_{21}^{2}=c_{0}^{2}, so that

c11=ϵ1c0,c21=ϵ2c0,c_{11}=\epsilon_{1}c_{0},\quad c_{21}=\epsilon_{2}c_{0},

for some ϵ1,2{±1}\epsilon_{1,2}\in\{\pm 1\}.

Note that ϵ1,2\epsilon_{1,2} must be continuous functions of qq in the punctured unit disc {0<|q|<1}\{0<|q|<1\} and they are thus global constants. We now choose 0<q<10<q<1, so that

U(z¯)¯=U(z),U0(z¯)¯=U0(z)σ1.\overline{U_{\infty}(\overline{z})}=U_{\infty}(z),\quad\overline{U_{0}(\overline{z})}=-U_{0}(z)\sigma_{1}.

In particular, this means that

C0(z¯)¯=σ1C0(z),\overline{C_{0}(\overline{z})}=-\sigma_{1}C_{0}(z),

and, by noting that c0¯=c0\overline{c_{0}}=c_{0}, we thus obtain ϵ1=ϵ2\epsilon_{1}=\epsilon_{2}.

It only remains to be checked that ϵ1=1\epsilon_{1}=1. To this end, note that equation (4.7) implies the following connection result,

g(z)=ϵ1c0(z2,q2)[(θq(iz)+θq(iz))g0(z)i(θq(iz)θq(iz))h0(z)].g_{\infty}(z)=\frac{\epsilon_{1}c_{0}}{(z^{2},q^{2})_{\infty}}\left[(\theta_{q}(i\,z)+\theta_{q}(-i\,z))g_{0}(z)-i(\theta_{q}(i\,z)-\theta_{q}(-i\,z))h_{0}(z)\right].

Setting z=ixz=i\,x, with 0<x<0<x<\infty, we thus have

g(ix)=ϵ1c0(x2,q2)[(θq(x)+θq(x))g0(z)+(θq(x)θq(x))(ih0(ix))].g_{\infty}(i\,x)=\frac{\epsilon_{1}c_{0}}{(-x^{2},q^{2})_{\infty}}\left[(\theta_{q}(-x)+\theta_{q}(x))g_{0}(z)+(\theta_{q}(-x)-\theta_{q}(x))(-i\,h_{0}(i\,x))\right]. (4.9)

We claim that each of the terms

g(ix),g0(ix),ih0(ix),(x2,q),θq(x)±θq(x),g_{\infty}(i\,x),\quad g_{0}(i\,x),\quad-i\,h_{0}(i\,x),\quad(-x^{2},q)_{\infty},\quad\theta_{q}(-x)\pm\theta_{q}(x),

is a real and positive function of xx on (0,+)(0,+\infty). For example, the inequality (x;q)>(+x;q)(-x;q)_{\infty}>(+x;q)_{\infty}, on the positive real line, follows almost directly from the definition of the qq-Pochammer symbol, and thus

b(x):=θq(x)θq(+x)>0,b(x):=\theta_{q}(-x)-\theta_{q}(+x)>0,

on the positive real line. Therefore, also

θq(x)+θq(+x)=xb(qx)>0,\theta_{q}(-x)+\theta_{q}(+x)=x\,b(q\,x)>0,

on the positive real line. Each of the hypergeometric series, g(ix),g0(ix),ih0(ix)>0g_{\infty}(i\,x),g_{0}(i\,x),-i\,h_{0}(i\,x)>0, on the positive real line, since all the coefficients in the different series are positive.

Since c0>0c_{0}>0, equation (4.9) can thus only hold if ϵ1=+1\epsilon_{1}=+1, and the proposition follows. ∎

Corollary 4.6.

The explicit expression for the connection matrix in Proposition 4.5, yields the following connection formulas,

ϕ10[-q;q2,q3z2]=\;{}_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q\end{matrix};q^{2},-\frac{q^{3}}{z^{2}}\right]= +c0(θq(iz)+θq(iz))(z2;q2)0ϕ1[-q;q2,qz2]\displaystyle+\frac{c_{0}(\theta_{q}(-i\,z)+\theta_{q}(i\,z))}{(z^{2};q^{2})_{\infty}}\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q\end{matrix};q^{2},-qz^{2}\right]
+c0iz(θq(iz)θq(iz))(1+q)(z2;q2)0ϕ1[-q3;q2,q3z2],\displaystyle+\frac{c_{0}\,i\,z(\theta_{q}(-i\,z)-\theta_{q}(i\,z))}{(1+q)(z^{2};q^{2})_{\infty}}\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q^{3}\end{matrix};q^{2},-q^{3}z^{2}\right],
ϕ10[-q3;q2,q5z2]=\;{}_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q^{3}\end{matrix};q^{2},-\frac{q^{5}}{z^{2}}\right]= +(1+q)c0iz(θq(iz)θq(iz))q(z2;q2)0ϕ1[-q;q2,qz2]\displaystyle+\frac{(1+q)c_{0}\,i\,z(\theta_{q}(-i\,z)-\theta_{q}(i\,z))}{q(z^{2};q^{2})_{\infty}}\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q\end{matrix};q^{2},-qz^{2}\right]
+c0z2(θq(iz)+θq(iz))q(z2;q2)0ϕ1[-q3;q2,q3z2],\displaystyle+\frac{c_{0}\,z^{2}(\theta_{q}(-i\,z)+\theta_{q}(i\,z))}{q(z^{2};q^{2})_{\infty}}\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ -q^{3}\end{matrix};q^{2},-q^{3}z^{2}\right],

where the value of c0c_{0} is given in Proposition 4.5.

Remark 4.7.

Note that the solutions to the model problem are essentially built out of Jackson’s qq-Bessel functions of the second kind,

Jν(2)(x;p)=(pν+1;p)(p;p)(x2)0νϕ1[-pν+1;p,x2pν+14],J_{\nu}^{(2)}(x;p)=\frac{(p^{\nu+1};p)_{\infty}}{(p;p)_{\infty}}\left(\frac{x}{2}\right)^{\nu}\;_{0}\phi_{1}\left[\begin{matrix}\text{-}\\ p^{\nu+1}\end{matrix};p,-\frac{x^{2}p^{\nu+1}}{4}\right],

with p=q2p=q^{2} and ν=±12\nu=\pm\tfrac{1}{2}. In particular, we could have alternatively used the known connection results for these functions [zhangbessel, moritabessel], in conjunction with transformation formulas for ϕ10\;{}_{0}\phi_{1} hypergeometric functions [gasper], to obtain the connection formulas in Corollary 4.6 and, consequently, Proposition 4.5.

4.2. Constructing global solutions

In this section, we construct solutions of the spectral equation at t=it=i given by

Y(qz)=A(z,i)Y(z),A(z,i)=A0(v2zx3)A0(v0zx2)A0(v1zx1).Y(qz)=A(z,i)Y(z),\quad A(z,i)=A_{0}\left(\frac{v_{2}z}{x_{3}}\right)A_{0}\left(\frac{v_{0}z}{x_{2}}\right)A_{0}\left(\frac{v_{1}z}{x_{1}}\right).

Motivated by the commutation relation (4.3), we consider the ansatz

Φ(z)=U(r1z)U(r2z)U(r3z),\Phi_{\infty}(z)=U_{\infty}(r_{1}z)U_{\infty}(r_{2}z)U_{\infty}(r_{3}z), (4.10)

for the matrix function Φ(z)\Phi_{\infty}(z) defined in Lemma 3.2, for some r1,r2,r3r_{1},r_{2},r_{3} to be determined. Using the commutation relation

U(xz)σ3A0(yz)=σ3A0(yz)U(xz),U_{\infty}(xz)\sigma_{3}A_{0}(yz)=\sigma_{3}A_{0}(yz)U_{\infty}(xz),

we find

Φ(qz)\displaystyle\Phi_{\infty}(qz) =U(qr1z)U(qr2z)U(qr3z),\displaystyle=U_{\infty}(qr_{1}z)U_{\infty}(qr_{2}z)U_{\infty}(qr_{3}z),
=1r1r2r3z3A0(r1z)U(r1z)σ3A0(r2z)U(r2z)σ3A0(r3z)U(r3z)σ3\displaystyle=\frac{1}{r_{1}r_{2}r_{3}z^{3}}A_{0}(r_{1}z)U_{\infty}(r_{1}z)\sigma_{3}A_{0}(r_{2}z)U_{\infty}(r_{2}z)\sigma_{3}A_{0}(r_{3}z)U_{\infty}(r_{3}z)\sigma_{3}
=1r1r2r3z3A0(r1z)σ3A0(r2z)U(r1z)σ3A0(r3z)U(r2z)U(r3z)σ3\displaystyle=\frac{1}{r_{1}r_{2}r_{3}z^{3}}A_{0}(r_{1}z)\sigma_{3}A_{0}(r_{2}z)U_{\infty}(r_{1}z)\sigma_{3}A_{0}(r_{3}z)U_{\infty}(r_{2}z)U_{\infty}(r_{3}z)\sigma_{3}
=1r1r2r3z3A0(r1z)σ3A0(r2z)σ3A0(r3z)U(r1z)U(r2z)U(r3z)σ3\displaystyle=\frac{1}{r_{1}r_{2}r_{3}z^{3}}A_{0}(r_{1}z)\sigma_{3}A_{0}(r_{2}z)\sigma_{3}A_{0}(r_{3}z)U_{\infty}(r_{1}z)U_{\infty}(r_{2}z)U_{\infty}(r_{3}z)\sigma_{3}
=1r1r2r3iz3A0(r1z)A0(r2z)A0(r3z)U(r1z)U(r2z)U(r3z)(iσ3)1.\displaystyle=\frac{1}{r_{1}r_{2}r_{3}iz^{3}}A_{0}(r_{1}z)A_{0}(-r_{2}z)A_{0}(r_{3}z)U_{\infty}(r_{1}z)U_{\infty}(r_{2}z)U_{\infty}(r_{3}z)(i\sigma_{3})^{-1}.

Therefore, if we set

(r1,r2,r3)=(v2x3,v0x2,v1x1),(r_{1},r_{2},r_{3})=\left(\frac{v_{2}}{x_{3}},-\frac{v_{0}}{x_{2}},\frac{v_{1}}{x_{1}}\right), (4.11)

then Φ(z)\Phi_{\infty}(z) solves

Φ(qz)=1qa02a2iz3A(z,i)Φ(z)(iσ3)1.\Phi_{\infty}(qz)=\frac{1}{qa_{0}^{2}a_{2}i}z^{-3}A(z,i)\Phi_{\infty}(z)(i\sigma_{3})^{-1}.

Furthermore, note that Φ(z)=I+𝒪(z1)\Phi_{\infty}(z)=I+\mathcal{O}(z^{-1}) as zz\rightarrow\infty, so that our ansatz is indeed correct for the choice of (r1,r2,r3)(r_{1},r_{2},r_{3}) above.

Similarly, using the commutation relation

U0(xz)M1(iσ2)A0(yz)=(iσ2)A0(yz)U0(xz)M1,U_{0}(xz)M^{-1}(i\,\sigma_{2})A_{0}(yz)=(i\,\sigma_{2})A_{0}(yz)U_{0}(xz)M^{-1},

it follows that

Φ0(z)=U0(r1z)M1U0(r2z)M1U0(r3z)σ1,\Phi_{0}(z)=U_{0}(r_{1}z)M^{-1}U_{0}(r_{2}z)M^{-1}U_{0}(r_{3}z)\sigma_{1}, (4.12)

satisfies

Φ0(qz)\displaystyle\Phi_{0}(qz) =A(z,i)Φ0(z)(iσ3)1,\displaystyle=A(z,i)\Phi_{0}(z)(i\sigma_{3})^{-1},
Φ0(z)\displaystyle\Phi_{0}(z) =Mσ1+𝒪(z)(z0),\displaystyle=M\sigma_{1}+\mathcal{O}(z)\quad(z\rightarrow 0),

for the same choice of (r1,r2,r3)(r_{1},r_{2},r_{3}). Furthermore, note that

Mσ1=M0,M\sigma_{1}=M_{0},

if we choose d(i)=id(i)=i in equation (3.10). Therefore, the formula for Φ0(z)\Phi_{0}(z) above is an explicit expression for the canonical matrix function at z=0z=0 defined in Lemma 3.3.

We are now in a position to prove Theorem 4.1.

Proof of Theorem 4.1.

By definition, the connection matrix at t=it=i is given by

C(z,i)=Φ0(z)1Φ(z),C(z,i)=\Phi_{0}(z)^{-1}\Phi_{\infty}(z),

where Φ(z)\Phi_{\infty}(z) and Φ0(z)\Phi_{0}(z) are given by the explicit formulas (4.10) and (4.12). This yields,

C(z)=σ1C0(r3z)U(r3z)1MC0(r2z)U(r2z)1MC0(r1z)U(r2z)U(r3z),C(z)=\sigma_{1}C_{0}(r_{3}z)U_{\infty}(r_{3}z)^{-1}MC_{0}(r_{2}z)U_{\infty}(r_{2}z)^{-1}MC_{0}(r_{1}z)U_{\infty}(r_{2}z)U_{\infty}(r_{3}z),

where the constants (r1,r2,r3)(r_{1},r_{2},r_{3}) are defined in equation (4.11) and MM is defined in equation (4.6).

In order to simplify this expression, we use the following commutation relations,

Mσ2=σ1M,C0(z)σ1=σ2C0(z),M\sigma_{2}=-\sigma_{1}M,\quad C_{0}(z)\sigma_{1}=-\sigma_{2}C_{0}(z),

so that,

MC0(r1z)U(r2z)\displaystyle MC_{0}(r_{1}z)U_{\infty}(r_{2}z) =MC0(r1z)(g(r2z)I+h(r2z)σ1)\displaystyle=MC_{0}(r_{1}z)(g(r_{2}z)I+h(r_{2}z)\sigma_{1})
=M(g(r2z)Ih(r2z)σ2)C0(r1z)\displaystyle=M(g(r_{2}z)I-h(r_{2}z)\sigma_{2})C_{0}(r_{1}z)
=(g(r2z)I+h(r2z)σ1)MC0(r1z)\displaystyle=(g(r_{2}z)I+h(r_{2}z)\sigma_{1})MC_{0}(r_{1}z)
=U(r2z)MC0(r1z).\displaystyle=U_{\infty}(r_{2}z)MC_{0}(r_{1}z).

In other words, MC0(r1z)MC_{0}(r_{1}z) and U(r2z)U_{\infty}(r_{2}z) commute and we thus obtain the following simpler expression for C(z)C(z),

C(z)=σ1C0(r3z)U(r3z)1MC0(r2z)MC0(r1z)U(r3z).C(z)=\sigma_{1}C_{0}(r_{3}z)U_{\infty}(r_{3}z)^{-1}MC_{0}(r_{2}z)MC_{0}(r_{1}z)U_{\infty}(r_{3}z).

It follows from the computation before, that MC0(r1,2z)MC_{0}(r_{1,2}z) also commutes with U(r3z)U_{\infty}(r_{3}z), and we thus obtain

C(z)=σ1C0(r3z)MC0(r2z)MC0(r1z).C(z)=\sigma_{1}C_{0}(r_{3}z)MC_{0}(r_{2}z)MC_{0}(r_{1}z). (4.13)

It is now a direct computation that yields the explicit expression (4.1) for C(z)C(z).

The same holds true for the expressions for the monodromy coordinates (4.2), using equation (4.1). Rather than going through these computations, we finish the proof of the theorem with an alternative method to compute e.g. p1p_{1}. Using the factorisation (4.13), we find

p1\displaystyle p_{1} =π[C(x1)]\displaystyle=\pi\left[C(x_{1})\right]
=π[σ1C0(r3x1)MC0(r2x1)MC0(r1x1)]\displaystyle=\pi\left[\sigma_{1}C_{0}(r_{3}x_{1})MC_{0}(r_{2}x_{1})MC_{0}(r_{1}x_{1})\right]
=π[σ1C0(v1)MC0(v0x1/x2)MC0(v2x1/x3)].\displaystyle=\pi\left[\sigma_{1}C_{0}(v_{1})MC_{0}(-v_{0}x_{1}/x_{2})MC_{0}(v_{2}x_{1}/x_{3})\right].

Due to the non-resonance conditions (2.2), neither |C0(v0x1/x2)||C_{0}(-v_{0}x_{1}/x_{2})| nor |C0(v2x1/x3)||C_{0}(v_{2}x_{1}/x_{3})| vanishes, so by identities (3.17) for the π()\pi(\cdot) operator, we obtain

p1\displaystyle p_{1} =π[σ1C0(v1)]=1/π[C0(v1)]=θq(iv1)θq(+iv1)=θq(qiv1)θq(+iv1)=iv1.\displaystyle=\pi\left[\sigma_{1}C_{0}(v_{1})\right]=1/\pi\left[C_{0}(v_{1})\right]=-\frac{\theta_{q}(-i\,v_{1})}{\theta_{q}(+i\,v_{1})}=-\frac{\theta_{q}(q\,i\,v_{1})}{\theta_{q}(+i\,v_{1})}=-i\,v_{1}.

Similar computations can be carried out of p2,3p_{2,3} and the theorem follows. ∎

5. The monodromy problem of the qq-Okamoto rational solutions

In this section we consider symmetric solutions of qPIVq\textrm{P}_{\textrm{IV}} defined on (connected) open subsets of the complex plane. A particular class of such solutions is given by the qq-Okamoto rational solutions. We study them in detail and show that their monodromy problems are solvable for all values of the independent variable.

Let TT be a non-empty, open and connected subset of the universal covering of \mathbb{C}^{*}, with qT=TqT=T. We call a triplet f=(f0,f1,f2)f=(f_{0},f_{1},f_{2}) of meromorphic functions on TT that satisfies qPIVq\textrm{P}_{\textrm{IV}} identically, a meromorphic solution of qPIVq\textrm{P}_{\textrm{IV}}. We call it symmetric, when the solution (and its domain) are invariant under 𝒯+\mathcal{T}_{+} or 𝒯\mathcal{T}_{-}.

Each meromorphic solution corresponds to a unique triplet ρ=(ρ1,ρ2,ρ3)\rho=(\rho_{1},\rho_{2},\rho_{3}) of complex functions on TT that solve the cubic equation (3.16) identically in tt and the qq-difference equations

ρk(qt)=ρk(t),(k=1,2,3),\rho_{k}(qt)=-\rho_{k}(t),\quad(k=1,2,3), (5.1)

which follow from the time-evolution of the connection matrix C(z,t)C(z,t) (see equation (3.13)).

Now, it might happen that, for special values of t0Tt_{0}\in T, the value of f(t)f(t) does not lie in ()3(\mathbb{C}^{*})^{3}, for every tqt0t\in q^{\mathbb{Z}}t_{0}. At such times t=t0t=t_{0}, the monodromy coordinates ρ(t)\rho(t) either have an essential singularity, or they lie on the curve defined by equations (3.18). On the other hand, if f(t)f(t) is regular for at least one value of tqt0t\in q^{\mathbb{Z}}t_{0}, then the value of the monodromy coordinates ρ(t)\rho(t) at t=t0t=t_{0} is well-defined and does not lie on the curve given by equations (3.18).

In the following, we restrict our discussion to considering meromorphic solutions which do not have qq-spirals of poles. If such a solution is symmetric with respect to 𝒯\mathcal{T}_{-}, that is,

fk(t)=1/fk(1/t)(k=0,1,2),f_{k}(t)=1/f_{k}(-1/t)\quad(k=0,1,2),

then, by Proposition 3.5, the ρ\rho-coordinates have the same symmetry,

ρk(t)=1ρk(1/t)(k=1,2,3).\rho_{k}(t)=-\frac{1}{\rho_{k}(-1/t)}\quad(k=1,2,3). (5.2)

This means that we can classify symmetric meromorphic solutions, in terms of meromorphic triplets ρ=ρ(t)\rho=\rho(t) which solve the cubic (3.16), as well as equations (5.1) and (5.2), and do not hit the curve defined by equations (3.18). Similar statements follow for solutions symmetric with respect to 𝒯+\mathcal{T}_{+}, in which case we have

ρk(t)=ρk(1/t)(k=1,2,3).\rho_{k}(t)=-\rho_{k}(-1/t)\quad(k=1,2,3). (5.3)

In the remainder of this section, we focus on a particular collection of symmetric meromorphic solutions for which we compute the monodromy. These solutions are the qq-Okamoto rational solutions, which are rational in t13t^{\frac{1}{3}}, derived by Kajiwara et al. [kajiwaranoumiyamada2001].

Theorem 5.1 (Kajiwara et al. [kajiwaranoumiyamada2001]).

For m,nm,n\in\mathbb{Z}, the formulas

f0\displaystyle f_{0} =x2r2nmQm+1,n(r+1x2)Qm+1,n+1(r1x2)Qm+1,n(r1x2)Qm+1,n+1(r+1x2),\displaystyle=x^{2}r^{2n-m}\frac{Q_{m+1,n}(r^{+1}x^{2})Q_{m+1,n+1}(r^{-1}x^{2})}{Q_{m+1,n}(r^{-1}x^{2})Q_{m+1,n+1}(r^{+1}x^{2})},
f1\displaystyle f_{1} =x2rmnQm+1,n+1(r+1x2)Qm,n(r1x2)Qm+1,n+1(r1x2)Qm,n(r+1x2),\displaystyle=x^{2}r^{-m-n}\frac{Q_{m+1,n+1}(r^{+1}x^{2})Q_{m,n}(r^{-1}x^{2})}{Q_{m+1,n+1}(r^{-1}x^{2})Q_{m,n}(r^{+1}x^{2})},
f2\displaystyle f_{2} =x2r2mnQm,n(r+1x2)Qm+1,n(r1x2)Qm,n(r1x2)Qm+1,n(r+1x2),\displaystyle=x^{2}r^{2m-n}\frac{Q_{m,n}(r^{+1}x^{2})Q_{m+1,n}(r^{-1}x^{2})}{Q_{m,n}(r^{-1}x^{2})Q_{m+1,n}(r^{+1}x^{2})},

give a solution of qPIVq\textrm{P}_{\textrm{IV}} rational in x=t13x=t^{\frac{1}{3}}, with parameters

a0=rqm,a1=rqnm,a2=rqn,r:=q13,a_{0}=rq^{m},\quad a_{1}=rq^{n-m},\quad a_{2}=rq^{-n},\quad r:=q^{\frac{1}{3}},

in terms of the qq-Okamoto polynomials Qm,n(x)Q_{m,n}(x) defined through the recurrence relations

Qm1,n(x/r)Qm+1,n+1(rx)=\displaystyle Q_{m-1,n}(x/r)Q_{m+1,n+1}(r\,x)= Qm,n(x/r)Qm,n+1(rx)+\displaystyle Q_{m,n}(x/r)Q_{m,n+1}(r\,x)+
xQm,n+1(x/r)Qm,n(rx)r2m+2n1,\displaystyle x\,Q_{m,n+1}(x/r)Q_{m,n}(r\,x)r^{2m+2n-1},
Qm+1,n(x/r)Qm,n+1(rx)=\displaystyle Q_{m+1,n}(x/r)Q_{m,n+1}(r\,x)= Qm+1,n+1(x/r)Qm,n(rx)+\displaystyle Q_{m+1,n+1}(x/r)Q_{m,n}(r\,x)+ (5.4)
xQm,n(x/r)Qm+1,n+1(rx)r2n4m+1,\displaystyle x\,Q_{m,n}(x/r)Q_{m+1,n+1}(r\,x)r^{2n-4m+1},
Qm+1,n+1(x/r)Qm,n1(rx)=\displaystyle Q_{m+1,n+1}(x/r)Q_{m,n-1}(r\,x)= Qm,n(x/r)Qm+1,n(rx)+\displaystyle Q_{m,n}(x/r)Q_{m+1,n}(r\,x)+
xQm+1,n(x/r)Qm,n(rx)r2m4n+1,\displaystyle x\,Q_{m+1,n}(x/r)Q_{m,n}(r\,x)r^{2m-4n+1},

with Q0,0(x)=Q1,0(x)=Q1,1(x)=1Q_{0,0}(x)=Q_{1,0}(x)=Q_{1,1}(x)=1.

From the recurrence relations for the qq-Okamoto polynomials, it follows that Qm,n(x)Q_{m,n}(x) is a monic polynomial of degree dm,n:=m2+n2m(n+1)d_{m,n}:=m^{2}+n^{2}-m(n+1). Furthermore, it can be shown by induction that the polynomials are palindromic, i.e.

xdm,nQm,n(1/x)=Qm,n(x),x^{d_{m,n}}Q_{m,n}(1/x)=Q_{m,n}(x), (5.5)

for m,nm,n\in\mathbb{Z}. It follows that, upon writing fk=fk(x)f_{k}=f_{k}(x), the corresponding rational solutions defined in Theorem 5.1, satisfy

fk(x)=1/fk(±1/x),f_{k}(x)=1/f_{k}(\pm 1/x),

for 0k20\leq k\leq 2 and any choice of sign. In other words, they are invariant under both 𝒯+\mathcal{T}_{+} and 𝒯\mathcal{T}_{-}.

Now consider the branch of x=x(t)x=x(t) which evaluates to x=ix=-i at t=it=i. There, the qq-Okamoto rationals specialise to the symmetric solutions on discrete time domains classified in Lemma 2.2. To see this, it is helpful to note that equation (5.5) implies

(r)dm,nQm,n(1/r)=Qm,n(r).(-r)^{d_{m,n}}Q_{m,n}(-1/r)=Q_{m,n}(-r).

Thus, at x=ix=-i, so that t=it=i,

f0(i)\displaystyle f_{0}(i) =r2nmQm+1,n(r+1)Qm+1,n+1(r1)Qm+1,n(r1)Qm+1,n+1(r+1),\displaystyle=-r^{2n-m}\frac{Q_{m+1,n}(-r^{+1})Q_{m+1,n+1}(-r^{-1})}{Q_{m+1,n}(-r^{-1})Q_{m+1,n+1}(-r^{+1})},
=r2nm(r)dm+1,ndm+1,n+1,\displaystyle=-r^{2n-m}(-r)^{d_{m+1,n}-d_{m+1,n+1}},
=(1)1+m.\displaystyle=(-1)^{1+m}.

By similar computations for f1(i)f_{1}(i) and f2(i)f_{2}(i), we obtain

f0(i)=(1)1+m,f1(i)=(1)1+m+n,f2(i)=(1)1+n.f_{0}(i)=(-1)^{1+m},\quad f_{1}(i)=(-1)^{1+m+n},\quad f_{2}(i)=(-1)^{1+n}. (5.6)

So depend on the values of m,nm,n\in\mathbb{Z}, the qq-Okamoto rational solutions specialise to the different symmetric solutions in Lemma 2.2, on the qq-spiral qiq^{\mathbb{Z}}i.

5.1. Solvable monodromy for the seed solution

In this section, we consider the simplest member of the family of rational solutions defined in Theorem 5.1, corresponding to m=n=0m=n=0. The parameters of qPIVq\textrm{P}_{\textrm{IV}} then read

a0=a1=a2=r,a_{0}=a_{1}=a_{2}=r,

and

f0=f1=f2=x2.f_{0}=f_{1}=f_{2}=x^{2}.

We call this solution the seed solution. The corresponding value of bb in (3.3) is given by

b=ix1rx2,b=\frac{i\,x}{1-rx^{2}},

and explicit solutions to the auxiliary equations (3.5) and (3.14) are given by

u(x)=(rx2;r2)2θr(x)2,d(x)=θr(x)(rx2;r2).u(x)=\frac{(r\,x^{2};r^{2})_{\infty}^{2}}{\theta_{r}(x)^{2}},\quad d(x)=\frac{\theta_{r}(-x)}{(r\,x^{2};r^{2})_{\infty}}.

In this special case, the matrix polynomial in the spectral equation (1.3a) factorises as

A(z,x)=(u001)A1(r2z,x)A1(rz,x)A1(z,x)(u1001),A(z,x)=\begin{pmatrix}u&0\\ 0&1\end{pmatrix}A_{1}(r^{2}z,x)A_{1}(r\,z,x)A_{1}(z,x)\begin{pmatrix}u^{-1}&0\\ 0&1\end{pmatrix},

with

A1(z,x)=(irxz11ir/xz).A_{1}(z,x)=\begin{pmatrix}-i\,r\,x\,z&1\\ -1&-i\,r/x\,z\end{pmatrix}.

This means that any solution of

Y(rz)=(u001)A1(z,x)(u1001)Y(z),Y(rz)=\begin{pmatrix}u&0\\ 0&1\end{pmatrix}A_{1}(z,x)\begin{pmatrix}u^{-1}&0\\ 0&1\end{pmatrix}Y(z), (5.7)

also defines a solution of the spectral equation. A classical result [lecaine] shows that equation (5.7) can be solved in terms of Heine’s qq-hypergeometric functions. We can thus leverage the connection results by Watson [watson], see also [gasper, Section 4.3], to compute the connection matrix of the spectral equation.

We find that the matrix function Φ\Phi_{\infty}, defined in Lemma 3.2, is given explicitly by

Φ(z,t)\displaystyle\Phi_{\infty}(z,t) =(z1;r)(u001)Φ^(z,x)(u1001),\displaystyle=(z^{-1};r)_{\infty}\begin{pmatrix}u&0\\ 0&1\end{pmatrix}\widehat{\Phi}_{\infty}(z,x)\begin{pmatrix}u^{-1}&0\\ 0&1\end{pmatrix},
Φ^(z,x)\displaystyle\widehat{\Phi}_{\infty}(z,x) =(ϕ12[1/x,1/x1/x2;r,1z]ix(1rx2)z2ϕ1[rx,rxr2x2;r,1z]ix(rx2)z2ϕ1[r/x,r/xr2/x2;r,1z]ϕ12[x,xx2;r,1z]).\displaystyle=\begin{pmatrix}\hskip 31.29802pt\;{}_{2}\phi_{1}\left[\begin{matrix}1/x,-1/x\\ 1/x^{2}\end{matrix};r,\frac{1}{z}\right]&\frac{i\,x}{(1-rx^{2})z}\;_{2}\phi_{1}\left[\begin{matrix}r\,x,-r\,x\\ r^{2}x^{2}\end{matrix};r,\frac{1}{z}\right]\vspace{1mm}\\ \frac{i\,x}{(r-x^{2})z}\;_{2}\phi_{1}\left[\begin{matrix}r/x,-r/x\\ r^{2}/x^{2}\end{matrix};r,\frac{1}{z}\right]&\hskip 22.76219pt\;{}_{2}\phi_{1}\left[\begin{matrix}x,-x\\ x^{2}\end{matrix};r,\frac{1}{z}\right]\\ \end{pmatrix}.

The matrix function Φ0\Phi_{0}, defined in Lemma 3.3, is given by

Φ0(z,t)\displaystyle\Phi_{0}(z,t) =d(rz;r)(u001)Φ^0(z,x),\displaystyle=\frac{d}{(rz;r)_{\infty}}\begin{pmatrix}u&0\\ 0&1\end{pmatrix}\widehat{\Phi}_{0}(z,x),
Φ^0(z,x)\displaystyle\widehat{\Phi}_{0}(z,x) =(i2ϕ1[1/x,rxr;r,rz]i2ϕ1[1/x,rxr;r,rz]ϕ12[x,r/xr;r,rz]ϕ12[x,r/xr;r,rz]).\displaystyle=\begin{pmatrix}\hskip 3.1298pti\;_{2}\phi_{1}\left[\begin{matrix}-1/x,-r\,x\\ -r\end{matrix};r,-r\,z\right]&-i\;_{2}\phi_{1}\left[\begin{matrix}1/x,r\,x\\ -r\end{matrix};r,-r\,z\right]\vspace{1mm}\\ \;{}_{2}\phi_{1}\left[\begin{matrix}-x,-r/x\\ -r\end{matrix};r,-r\,z\right]&\hskip 12.23468pt\;{}_{2}\phi_{1}\left[\begin{matrix}x,-r/x\\ -r\end{matrix};r,-r\,z\right]\\ \end{pmatrix}.

The corresponding connection matrix is then

C(z,t)\displaystyle C(z,t) =C~(z,x)(d1u100d1),\displaystyle=\widetilde{C}(z,x)\begin{pmatrix}d^{-1}u^{-1}&0\\ 0&d^{-1}\end{pmatrix},
C~(z,x)\displaystyle\widetilde{C}(z,x) =(iθr(rxz)θr(r/xz)+iθr(+rxz)θr(+r/xz))((1/x,1/x:r)(1,1/x2;r)00(x,x:r)(1,x2;r)).\displaystyle=\begin{pmatrix}-i\,\theta_{r}(-r\,x\,z)&\theta_{r}(-r/x\,z)\\ +i\,\theta_{r}(+r\,x\,z)&\theta_{r}(+r/x\,z)\\ \end{pmatrix}\begin{pmatrix}\frac{(1/x,-1/x:r)_{\infty}}{(-1,1/x^{2};r)_{\infty}}&0\\ 0&\frac{(x,-x:r)_{\infty}}{(-1,x^{2};r)_{\infty}}\end{pmatrix}.

The monodromy coordinates can now by computed directly. To this end, we note that (x1,x2,x3)=(r1,r2,r3)(x_{1},x_{2},x_{3})=(r^{-1},r^{-2},r^{-3}), so that

ρk=ρk(x)=π[C(rk,t)]=(1)kθr(x)θr(+x),x=t13,\rho_{k}=\rho_{k}(x)=\pi\left[C(r^{-k},t)\right]=(-1)^{k}\frac{\theta_{r}(-x)}{\theta_{r}(+x)},\qquad x=t^{\frac{1}{3}},

for k=0,1,2k=0,1,2. In particular, we have

ρk(rx)=ρk(x)=ρk(1/x),ρk(1/x)=1/ρk(x),\rho_{k}(r\,x)=-\rho_{k}(x)=\rho_{k}(1/x),\quad\rho_{k}(-1/x)=-1/\rho_{k}(x),

which confirms that the coordinates satisfy the qq-difference equation (5.1) as well as symmetries (5.2) and (5.3). Furthermore, we note that the monodromy coordinates have three branches in the complex tt-plane, each corresponding to a particular branch of the solution ff.

Remark 5.2.

Note that in light of Lemma 3.6, the only values of xx for which the coordinates lie on the curve (3.18), are given by

x=(12±123)rn(n),x=(-\tfrac{1}{2}\pm\tfrac{1}{2}\sqrt{3})r^{n}\qquad(n\in\mathbb{Z}),

which correspond to values of tt lying in qq^{\mathbb{Z}} and thus violate the non-resonance conditions (2.2).

5.2. Solvable monodromy of the qq-Okamoto rational solutions

In this section, we consider how to generate the monodromy coordinates of the whole family of rational solutions in Theorem 5.1. We do so by applying translation elements T1,2,3T_{1,2,3} in the affine Weyl symmetry group (A2+A1)(1)(A_{2}+A_{1})^{(1)}, see [kajiwaranoumiyamada2001], which act on the parameters as

T1:\displaystyle T_{1}: (a0,a1,a2)(qa0,a1/q,a2),\displaystyle\quad(a_{0},a_{1},a_{2})\mapsto(q\,a_{0},a_{1}/q,a_{2}),
T2:\displaystyle T_{2}: (a0,a1,a2)(a0,qa1,a2/q),\displaystyle\quad(a_{0},a_{1},a_{2})\mapsto(a_{0},q\,a_{1},a_{2}/q),
T3:\displaystyle T_{3}: (a0,a1,a2)(a0/q,a1,qa2).\displaystyle\quad(a_{0},a_{1},a_{2})\mapsto(a_{0}/q,a_{1},q\,a_{2}).

It was shown in [joshinobu2016] that these translations act as Schlesinger transformations on the spectral equation (1.3a).

By methods similar to the derivation of equation (5.1), it can be shown that these translations act on the monodromy coordinates as follows

T1:\displaystyle T_{1}: (ρ1,ρ2,ρ3)(ρ1,ρ2,+ρ3),\displaystyle\quad(\rho_{1},\rho_{2},\rho_{3})\mapsto(-\rho_{1},-\rho_{2},+\rho_{3}),
T2:\displaystyle T_{2}: (ρ1,ρ2,ρ3)(ρ1,+ρ2,ρ3),\displaystyle\quad(\rho_{1},\rho_{2},\rho_{3})\mapsto(-\rho_{1},+\rho_{2},-\rho_{3}),
T3:\displaystyle T_{3}: (ρ1,ρ2,ρ3)(+ρ1,ρ2,ρ3).\displaystyle\quad(\rho_{1},\rho_{2},\rho_{3})\mapsto(+\rho_{1},-\rho_{2},-\rho_{3}).

The family of rational solutions in Theorem 5.1 are indexed by (m,n)2(m,n)\in\mathbb{Z}^{2}. The translations act on the family of rational solutions through the following shifts of indices,

T1:(m,n)(m+1,n),T2:(m,n)(m,n+1),T3:(m,n)(m1,n1).T_{1}:(m,n)\mapsto(m+1,n),\quad T_{2}:(m,n)\mapsto(m,n+1),\quad T_{3}:(m,n)\mapsto(m-1,n-1).

It follows that, for general m,nm,n\in\mathbb{Z}, the monodromy coordinates corresponding to the rational solution in Theorem 5.1, with indices (m,n)(m,n), are given by

ρ1(x)=(1)1+m+ns(x),\displaystyle\rho_{1}(x)=(-1)^{1+m+n}s(x),
ρ2(x)=(1)ms(x),s(x):=θr(x)θr(+x).\displaystyle\rho_{2}(x)=(-1)^{m}s(x),\qquad\hskip 28.45274pts(x):=\frac{\theta_{r}(-x)}{\theta_{r}(+x)}. (5.8)
ρ3(x)=(1)1+ns(x).\displaystyle\rho_{3}(x)=(-1)^{1+n}s(x).

We proceed to check that these formulas are consistent with equation (4.2) in Theorem 4.1. Recalling equations (5.6), which provide the rational solutions at x=ix=-i, we find the initial conditions at t=it=i:

(v0,v1,v2)=(f0(i),f1(i),f2(i))=((1)1+m,(1)1+m+n,(1)1+n).(v_{0},v_{1},v_{2})=(f_{0}(i),f_{1}(i),f_{2}(i))=((-1)^{1+m},(-1)^{1+m+n},(-1)^{1+n}).

Similarly, evaluating the expressions for the ρ\rho-coordinates in equations (5.8) at x=ix=-i, leads to

(ρ1(i),ρ2(i),ρ3(i))=((1)m+ni,(1)m+1i,(1)ni).(\rho_{1}(-i),\rho_{2}(-i),\rho_{3}(-i))=((-1)^{m+n}i,(-1)^{m+1}i,(-1)^{n}i).

These two expressions are consistent with equation (4.2).

We conclude the section with some graphical representations of the pole distributions of a qq-Okamoto rational solution in Figure 2.

Refer to caption
(a) k=3k=3
Refer to caption
(b) k=4k=4
Refer to caption
(c) k=5k=5
Refer to caption
(d) k=7k=7
Refer to caption
(e) k=10k=10
Refer to caption
(f) k=20k=20
Figure 2. In these plots the roots of the polynomials occurring in the definition of the qq-Okamoto rational solution in Theorem 5.1, with (m,n)=(4,7)(m,n)=(4,7), are displayed, where the value of q=r3q=r^{3} varies between the plots by r=1(1/2)kr=1-(1/2)^{k}, with k=3,4,5,7,10,20k=3,4,5,7,10,20. In each figure, the blue, green and red dots represent zeros of Qm,n(x)Q_{m,n}(x), Qm+1,n(x)Q_{m+1,n}(x) and Qm+1,n+1(x)Q_{m+1,n+1}(x) respectively.

6. Conclusion

We have shown that two symmetries 𝒯±\mathcal{T}_{\pm} of qPIVq\textrm{P}_{\textrm{IV}} can be lifted to the corresponding Lax pair and monodromy manifold. We have derived four symmetric solutions of qPIVq\textrm{P}_{\textrm{IV}} on the discrete time domain qiq^{\mathbb{Z}}i, which are invariant under 𝒯\mathcal{T}_{-}. We have further shown that they lead to solvable monodromy problems at the reflection point t=it=i, which provided an explicit correspondence between the four symmetric solutions and the four points on the monodromy manifold invariant under 𝒯\mathcal{T}_{-} in Theorem 4.1.

We also studied the family of qq-Okamoto rational solutions and showed that they are invariant under both 𝒯+\mathcal{T}_{+} and 𝒯\mathcal{T}_{-}. We further showed that their simplest member leads to an explicitly solvable monodromy problem in its entire tt-domain. We used this to determine the values of the monodromy coordinates on the monodromy manifold for all the qq-Okamoto rational solutions. The computation of the monodromy for the qq-Okamoto rational solutions in Section 5 could serve as a starting point for deducing similar results for other qq-equations.

The pole distributions of the classical Okamoto rational solutions to PIV\textrm{P}_{\textrm{IV}} have been analysed via Riemann-Hilbert methods [buckmiller] and the Nevanlinna theory of branched coverings of the Riemann sphere [masoeroroffelsen]. The extension of such studies to the qq-difference Painlevé equations is an open problem.

The results of this paper yield Riemann-Hilbert representations for both the symmetric solutions on discrete time domains and the qq-Okamoto rational solutions, through the theory set up in our previous paper [joshiroffelsenrhp]. These can in turn form the basis of the rigorous asymptotic analysis of these solutions, as tt grows small or large or some of the parameters tend to infinity.

Appendix A Notation

Define the Pauli matrices

σ1=(0110),σ2=(0ii0),σ3=(1001).\sigma_{1}=\begin{pmatrix}0&1\\ 1&0\end{pmatrix},\quad\sigma_{2}=\begin{pmatrix}0&-i\\ i&0\end{pmatrix},\quad\sigma_{3}=\begin{pmatrix}1&0\\ 0&-1\end{pmatrix}.

We define the q\mathit{q}-Pochhammer symbol by means of the infinite product

(z;q)=k=0(1qkz)(z),(z;q)_{\infty}=\prod_{k=0}^{\infty}{(1-q^{k}z)}\qquad(z\in\mathbb{C}),

which converges locally uniformly in zz on \mathbb{C}. In particular (z;q)(z;q)_{\infty} is an entire function, satisfying

(qz;q)=11z(z;q),(qz;q)_{\infty}=\frac{1}{1-z}(z;q)_{\infty},

with (0;q)=1(0;q)_{\infty}=1 and simple zeros on the semi qq-spiral qq^{-\mathbb{N}}. The q\mathit{q}-theta function is defined as

θq(z)=(z;q)(q/z;q)(z),\theta_{q}(z)=(z;q)_{\infty}(q/z;q)_{\infty}\qquad(z\in\mathbb{C}^{*}), (A.1)

which is analytic on \mathbb{C}^{*}, with essential singularities at z=0z=0 and z=z=\infty and simple zeros on the qq-spiral qq^{\mathbb{Z}}. It satisfies

θq(qz)=1zθq(z)=θq(1/z).\theta_{q}(qz)=-\frac{1}{z}\theta_{q}(z)=\theta_{q}(1/z).

For nn\in\mathbb{N}^{*} we denote

θq(z1,,zn)\displaystyle\theta_{q}(z_{1},\ldots,z_{n}) =θq(z1)θq(zn),\displaystyle=\theta_{q}(z_{1})\cdot\ldots\cdot\theta_{q}(z_{n}),
(z1,,zn;q)\displaystyle(z_{1},\ldots,z_{n};q)_{\infty} =(z1;q)(zn;q).\displaystyle=(z_{1};q)_{\infty}\cdot\ldots\cdot(z_{n};q)_{\infty}.

For conciseness, we will use bars to denote iteration in tt. That is, for f=f(t)f=f(t), we denote f(qt)=f¯f(q\,t)=\overline{f}, and f(t/q)=f¯f(t/q)=\underline{f}.

Appendix B Proof of a technical lemma

Proof of Lemma 3.6.

Let C(z,t)C(z,t) be the connection matrix corresponding to the solution ff. Let tqt0t_{*}\in q^{\mathbb{Z}}t_{0} be such that f(t)f(t_{*}) is regular. Then the Lax matrix A(z,t)A(z,t_{*}) is well-defined at this point and consequently, we have a corresponding connection matrix C(z,t)C(z,t_{*}) defined via equation (3.12). Furthermore, using the time-evolution of the connection matrix in equation (3.13), we can thus infer that C(z,t0)C(z,t_{0}) is also well-defined.

Now suppose, on the contrary, that the corresponding monodromy coordinates,

pk=π(C(xk,t0)),p_{k}=\pi(C(x_{k},t_{0})),

lie on the curve defined by the cubic equations (3.18). We are going to obtain a contradiction by showing that C(z,t0)C(z,t_{0}) does not satisfy property c.3. To this end, we will first obtain a general parametrisation of this curve.

Consider the following matrix function,

𝒞(z)=(C1(z)C2(z)C1(z)C2(z)),\mathcal{C}(z)=\begin{pmatrix}C_{1}(z)&C_{2}(z)\\ -C_{1}(-z)&C_{2}(-z)\end{pmatrix}, (B.1)

where

C1(z)\displaystyle C_{1}(z) =θq(+z/u,z/u,z/w),\displaystyle=\theta_{q}(+z/u,-z/u,z/w), u2w=\displaystyle u^{2}w= 1qa02a2t1,\displaystyle\frac{1}{qa_{0}^{2}a_{2}}t^{-1},
C2(z)\displaystyle C_{2}(z) =zθq(+z/v,z/v,z/w),\displaystyle=z\theta_{q}(+z/v,-z/v,z/w), qv2w=\displaystyle qv^{2}w= 1qa02a2t+1,\displaystyle\frac{1}{qa_{0}^{2}a_{2}}t^{+1},

for any choice of t,wt,w\in\mathbb{C}^{*}. This matrix satisfies properties c.1, c.2, c.4, as well as a degenerate version of c.3, namely

|𝒞(z)|0.|\mathcal{C}(z)|\equiv 0.

The monodromy coordinates, Pk=π(𝒞(xk))P_{k}=\pi(\mathcal{C}(x_{k})), k=1,2,3k=1,2,3, of this pseudo-connection matrix, read

(P1,P2,P3)=(θq(+x1/w)θq(x1/w),θq(+x2/w)θq(x2/w),θq(+x3/w)θq(x3/w)).(P_{1},P_{2},P_{3})=\bigg{(}-\frac{\theta_{q}(+x_{1}/w)}{\theta_{q}(-x_{1}/w)},-\frac{\theta_{q}(+x_{2}/w)}{\theta_{q}(-x_{2}/w)},-\frac{\theta_{q}(+x_{3}/w)}{\theta_{q}(-x_{3}/w)}\bigg{)}. (B.2)

These monodromy coordinates solve the cubic (3.16) and their expressions are completely independent of tt. In other words, they lie on the intersection of cubics (3.16), as tt varies in \mathbb{C}^{*}. In particular, these monodromy coordinates must lie on the curve defined by (3.18).

We will show that (B.2) completely parametrises the curve defined by (3.18), as ww varies in \mathbb{C}^{*}. Since we have not assumed anything on (p1,p2,p3)(p_{1},p_{2},p_{3}), this is equivalent to proving that there exists a ww such that

(P1,P2,P3)=(p1,p2,p3).(P_{1},P_{2},P_{3})=(p_{1},p_{2},p_{3}). (B.3)

Now, the equation

p1=θq(+x1/w)θq(x1/w),p_{1}=-\frac{\theta_{q}(+x_{1}/w)}{\theta_{q}(-x_{1}/w)},

has two, counting multiplicity, solutions w1,2w_{1,2}, on the elliptic curve /q2\mathbb{C}^{*}/q^{2}, related by w2qx12/w1w_{2}\equiv qx_{1}^{2}/w_{1} modulo multiplication by q2q^{2}.

For either choice, w=w1w=w_{1} or w=w2w=w_{2}, we have p1=P1p_{1}=P_{1} and the pairs (P2,P3)(P_{2},P_{3}) and (p2,p3)(p_{2},p_{3}) satisfy the same two equations (3.18), which are quadratic in the remaining variables. In fact, upon fixing the value of p1p_{1}, (3.18) has two solutions (counting multiplicity), and these two solutions coincide if and only if w1w_{1} and w2w_{2} coincide on the elliptic curve /q2\mathbb{C}^{*}/q^{2}. It follows that (B.3) holds for w=w1w=w_{1} or w=w2w=w_{2}.

We now fix ww such that (B.3) holds, set t=t0t=t_{0} in (B.1), and consider the quotient

D(z)=C(z,t0)1𝒞(z).D(z)=C(z,t_{0})^{-1}\mathcal{C}(z).

Since C(z,t0)C(z,t_{0}) and 𝒞(z)\mathcal{C}(z) have the same monodromy-coordinate values, D(z)D(z) is analytic at z=±xkz=\pm x_{k}, k=1,2,3k=1,2,3 and thus forms an analytic matrix function on \mathbb{C}^{*}. Then, by property c.2,

D(qz)=t0σ3D(z)t0σ3.D(qz)=t_{0}^{\sigma_{3}}D(z)t_{0}^{-\sigma_{3}}.

Since t02qt_{0}^{2}\notin q^{\mathbb{Z}}, the only analytic matrix functions satisfying this qq-difference equation are constant diagonal matrices, and therefore DD is simply a constant diagonal matrix. But then

C(z,t0)D=𝒞(z),C(z,t_{0})D=\mathcal{C}(z),

and neither diagonal entry of DD can equal zero, as this contradicts equation (B.1), so |D|0|D|\neq 0. Hence

|C(z,t0)|=|𝒞(z)|/|D|0,|C(z,t_{0})|=|\mathcal{C}(z)|/|D|\equiv 0,

which contradicts property c.3. The lemma follows. ∎

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