On the autonomisation of differential equations I: Sundman transformations for Painlevé equations I-IV

Abstract

We consider the application of Sundman transformations to the first four Painlevé equations $P_I$-$P_{IV}$, with $P_V$ and $P_{VI}$ being left for future work. Since the Painlevé equations are nonautonomous, this requires first of all the construction of an equivalent autonomous system, a process which we discuss in detail, and which we characterize as being inverse to the use of Lie symmetries to obtain a reduction of order of an autonomous system. Secondly, we apply a Sundman transformation to this autonomous system, and identify the resulting equation with a corresponding nonautonomous equation. We give an explicit mapping between solutions of this nonautonomous equation and the original Painlevé equation. Interesting special cases of the nonautonomous equation found by Sundman transformation include, for $P_{II}$, an equation with coefficients expressed via Airy functions, and for $P_{IV}$, an equation with coefficients expressed via Weber-Hermite functions. We also discuss an alternative autonomisation process. Finally, a variety of possible directions for future work are identified, along with interesting open problems.