Some General Solutions to the

Painlevé – PIV Equation

Solomon M. Antoniou
SKEMSYS
Scientific Knowledge Engineering
and Management Systems
Corinthos 20100, Greece
solomon_antoniou@yahoo.com

Abstract
We initiate a solution procedure to the Painlevé equations. The extended Riccati
equation method with variable expansion coefficients is used to find closed-form
solutions to the Painlevé-PIV equation. The solutions are expressed in terms of
Whittaker's W and M functions. We also apply the (G ' / G ) - expansion method
with variable expansion coefficients which may lead to more solutions, once the
Painlevé PIV solutions are known through Riccati expansion method.

Keywords: Painlevé equations, Painlevé-PIV equation, extended Riccati equation

method, nonlinear equations, exact solutions, Whittaker's functions,
(G ' / G ) expansion method
1. Introduction.
The Painlevé equations (numbered as PI-PVI) is a special class of second order
nonlinear ODEs which have no movable critical points (branch points or essential
singularities). These equations were discovered under a number of assumptions at
the end of nineteenth century/beginning of twentieth century by Painlevé and
Gambier. They also appear in many physical applications. Some reviews and
further developments the reader can consult, are the classical book by E. L. Ince
(Ince [10], Chapter XIV) and the articles by A. S. Fokas and M. J. Ablowitz
(Fokas and Ablowitz [9]) and P. A. Clarkson (Clarkson [7]). Closely related to
Painlevé equations is the so-called ARS conjecture (after Ablowitz, Ramani and
Segur [1], [2] and [11]) which is an integrability test for ordinary differential
equations. The ARS conjecture was extended to PDEs by J. Weiss, M. Tabor and
G. Carnevale (Weiss, Tabor and Carnevale [13]) who introduced the so-called
singular manifold method (for a review and further examples see Ramani,
Grammaticos and Bountis [12]). This method (also named as Painlevé truncation
method) serves also as a solution method (Weiss [14], [15] and [16]) in the sense
that it can determine the Lax pairs and the Bäcklund transformations.
No explicit solutions of the Painlevé equations have been found so far. In some
cases only rational solutions are available (Airlaut [4] and Wenjum and Yezhou
[17]). Some relations have also been established between solutions (Fokas and
Ablowitz [9], Clarkson [7]). We have been able to find explicit solutions for the
Painlevé PII equation (Antoniou [6]) expressed in terms of the Airy functions.
In this paper we introduce a solution method and find some closed-form solutions
to the Painlevé PIV equation using the extended Riccati equation method with
variable expansion coefficients. The solutions are expressed in terms of
Whittaker's W and M functions. The paper is organized as follows: In Section 2
we describe the extended Riccati equation method with variable expansion

2
coefficients. This method was introduced in Antoniou ([5]). In Section 3 we apply
our method to the Painleve PIV equation
2
d2w 1  dw  3 3 β
=   + w + 4 x w + 2 ( x − α) w +
2 2
dx 2 2 w  dx  2 w
and we set up a system of nine ordinary differential equations. In solving that
system we consider four cases. This is done in the next four Sections (Section 4-
Section 7). In Sections 4 and 5 we find two families of solutions which are
expressed in terms of Whittaker's functions. To each family there correspond an
infinite number of subfamilies. The solutions appear in Theorems 1 and 2
(Sections 4 and 5 respectively). In Sections 6 and 7 we find two more families of
solutions, expressed again in terms of Whittaker's functions. The solutions appear
in Theorems 3 and 4 (Sections 6 and 7 respectively). In Section 8 we consider
another method of solution, the (G ′ / G ) − expansion method with variable
expansion coefficients. We obtain a system of differential equations which, when
solved, can in principle determine the unknown function G (x) and then w(x) . The
results of Section 8 appear in Theorem 4.
2. The Method.
We suppose that a nonlinear ordinary differential equation
F( x , u , u x , u xx , L) = 0 (2.1)
with unknown function u ( x ) admits solution expressed in the form
n n bk
u(x) = ∑ a kYk + ∑ k
(2.2)
k =0 k =1 Y

where all the expansion coefficients depend on the variable x:

a k ≡ a k ( x ) , b k ≡ b k ( x ) for every k = 0, 1, 2, L , n
The function Y ≡ Y( x ) satisfies Riccati’s equation

Y ′( x ) = A + B ⋅ Y 2 (2.3)
where the coefficients A and B depend on the variable x as well.

3
In solving the nonlinear ODE (2.1), we substitute the expansion (2.2) in (2.1) and
then we balance the nonlinear term with the highest derivative term of the function
u ( x ) which determines n (the number of the expansion terms). Equating the
coefficients of the different powers of the function Y( x ) to zero, we find a
system of nonlinear ordinary differential equations from which we can determine
the various expansion coefficients a k ( x ) , b k ( x ) and the functions A( x ) , B( x ) .
We finally solve Riccati's equation and then find the solutions of the equation
considered.
3. The Painleve PIV equation and its solutions.
We consider the Painleve PIV equation
2
d2w 1  dw  3 3 β
=   + w + 4 x w + 2 ( x − α) w +
2 2
(3.1)
dx 2 2 w  dx  2 w
where w ≡ w ( x ) is the unknown function and x the independent variable,
considered complex in general. We shall use the extended Riccati equation method
in solving equation (3.1). In this case we write (3.1) as

2 w w ′′ − ( w ′ ) 2 − 3 w 4 − 8 x w 3 − 4 ( x 2 − α) w 2 − 2 β = 0 (3.1a)
and consider the expansion
n n
bk
w(x) = ∑ a kY k
+∑ k (3.2)
k =0 k =1 Y

We then balance the second order derivative term w w′′ with the fourth order

nonlinear term w 4 of (3.1a). We then find that n = 1 . The proof might go as

follows: The first derivative w′(x) contains the highest order term Y n −1 Y ′ and

upon the substitution Y ′ → A + BY 2 the highest order term becomes Y n +1 . The

second derivative w′′(x) contains the highest order term Y n Y ′ and upon the

substitution Y ′ → A + BY 2 the highest order term becomes Y n + 2 . The term w w′

will thus contain the highest order term Y n Y n + 2 = Y 2 n + 2 . The nonlinear term w 4

4
contains the highest order term Y 4 n . Therefore balancing the term w w′ with the

nonlinear term w 4 leads to the equation 2n + 2 = 4 n from which we obtain n = 1 .

We thus have the expansion
b1
w ( x ) = a 0 + a 1Y + (3.3)
Y
where all the coefficients a 0 , a 1 and b1 depend on x, and Y satisfies Riccati’s
equation

Y ′( x ) = A( x ) + B( x )Y 2 ( x ) (3.4)
The prime will always denote derivative with respect to the variable x. From

equation (3.3) we obtain, taking into account Y ′ = A + BY 2

b1′ b1 (A + BY 2 )
w ′( x ) = a ′0 + a1′ Y + a1 (A + BY 2 ) + − (3.5)
Y Y2
w ′′( x ) = a ′0′ + a1′′ Y + 2 a1′ (A + BY 2 ) + a1 ( A′ + B′ Y 2 + 2 B Y( A + BY 2 )

b1′′ 2 b1′ (A + BY 2 ) + b1 ( A′ + B′ Y 2 ) + 2 b1BY (A + BY 2 )

+ −
Y Y2
2 b1 (A + BY 2 ) 2
+ (3.6)
Y3
Therefore equation (3.1), written as

2 w w ′′ − ( w ′ ) 2 − 3 w 4 − 8 x w 3 − 4 ( x 2 − α) w 2 − 2 β = 0
under the substitutions (3.3), (3.5) and (3.6), becomes

 b1   b1′′ 2 b1 (A + BY 2 ) 2
2  a 0 + a1Y +  × a ′0′ + a1′′ Y + 2 a1′ (A + BY ) + +
2
 Y  Y Y3

+ a 1 (A ′ + B′ Y 2 + 2 B Y(A + BY 2 )

2 b1′ (A + BY 2 ) + b1 (A ′ + B′ Y 2 ) + 2 b1BY (A + BY 2 ) 
− 
Y2 

5
 2
 b1′ b1 (A + BY 2 )   b1 
4
− a ′0 + a1′ Y + a 1 ( A + BY ) + −
2
 − 3  a 0 + a 1Y + 
 Y Y2   Y

3 2
 b   b 
− 8 x  a 0 + a 1Y + 1  − 4 ( x 2 − α )  a 0 + a 1Y + 1  − 2 β = 0 (3.7)
 Y  Y
Upon expanding and equating the coefficients of Y to zero, we obtain from the
above equation a system of nine nonlinear ordinary differential equations from
which we can determine the various expansion coefficients. We have

coefficient of Y 4 :

3 a12 B 2 − 3 a14 = 0 (3.8)

coefficient of Y 3 :

− 12 a 0 a13 − 2 a1′ a1 B + 4 a 0 a1 B 2 + 2 a1 (a1 B′ + 2 a1′ B) − 8 x a13 = 0 (3.9)

coefficient of Y 2 :

− 4 a12 ( x 2 − a ) − 2 ( a1A + a ′0 − b1B) a1B − (a1′ ) 2

− 6 (2 b1 a1 + a 02 ) a12 − 12 a 02 a12 − 24 x a 0 a12 + 4 a1b1B 2

+ 2 a 0 (a1B′ + 2 a1′ B) + 2 a 1 (a1′′ + 2 a1AB) = 0 (3.10)
coefficient of Y:

− 8 a 0 a1 ( x 2 − α ) − 12 a 0 a12 b1 − 12 (2 a1b1 + a 02 ) a 0 a1
+ 2 b1 (a1B′ + 2 a1′ B) + 2 a 1 ( −b1B′ − 2 b1′ B + a ′0′ + 2 a1′ A + a1A′)
+ 2 a 0 (a1′′ + 2 a1A B) − 2 a1b1′ B − 2 a1′ (a1A + a ′0 − b1B)

− 24 x ( b1 a12 + a 02 a1 ) = 0 (3.11)

coefficient of Y 0 :
2 b1 (a1′′ + 2 a1A B) + 2 a 0 (−b1 B′ − 2 b1′ B + a ′0′ + 2 a1′ A + a1 A ′ )

+ 2 a1 ( b1′′ + 2 b1AB) + 2 a1 b1AB − 2 b1′ a1′ − (a1A + a ′0 − b1B) 2

− 4 (2 a1b1 + a 02 ) ( x 2 − α) − 8 x (6 a 0 a1b1 + a 30 ) − 6 a12 b12

6
 − 24 a 02 a1b1 − 3 (2 a1b1 + a 02 ) 2 − 2 β = 0 (3.12)

coefficient of Y −1 :

− 8 a 0 b1 ( x 2 − α) − 12 a 0 a1 b12 − 12 (2 a1b1 + a 02 ) a 0 b1
+ 2 a1 (−b1A ′ − 2 b1′ A ) + 2 b1 (− b1B′ − 2 b1′ B + a ′0′ + 2 a1′ A + a1A′)
+ 2 a 0 (b1′′ + 2 b1AB) − 2 b1 a1′ A − 2 b1′ (a1A + a ′0 − b1B)

− 24 x ( a1 b12 + a 02 b1 ) = 0 (3.13)

coefficient of Y − 2 :

− 4 b12 ( x 2 − α) + 2 ( a1A + a ′0 − b1B) b1A − (b1′ ) 2

− 6 (2 b1 a1 + a 02 ) b12 − 12 a 02 b12 − 24 x a 0 b12 + 4 a1b1A 2

+ 2 a 0 (− b1A ′ − 2 b1′ A) + 2 b1 (b1′′ + 2 b1AB) = 0 (3.14)

coefficient of Y − 3 :

− 12 a 0 b13 + 2 b1′ b1 A + 4 a 0 b1 A 2 − 2 b1 ( b1 A ′ + 2 b1′ A) − 8 x b13 = 0 (3.15)

coefficient of Y − 4 :

3 b12 A 2 − 3 b14 = 0 (3.16)

We are to solve the system of equations (3.8)-(3.16), supplemented by Riccati's

equation Y ′ = A + BY 2 . From equations (3.8) and (3.16), ignoring the trivial

solutions, we obtain
a1 = ± B and b1 = ± A (3.17)
respectively. We thus consider the following four cases.
4. Case I. First Solution of the Painlevé PIV Equation.
We first consider the case
a1 = B and b1 = A (4.1)
We then obtain from (3.9) and (3.15)
B′ A′
2a0 = − 2x and 2a0 = − −2x (4.2)
B A

7
 B′ A ′
respectively. Equating the two different expressions of a 0 we have + =0
B A
and by integration, we find that
AB= p (4.3)
where p is a constant to be determined.
From equation (3.10), using (4.1) we obtain
2
B′′ B′  B′ 
2 + 6 a 0 −   − 4AB − 18 a 02 − 2 a ′0 − 24 x a 0 − 4 ( x 2 − α) = 0
B B B
From the above equation, using the first of (4.2) and (4.3), we get
2
B′′ 3  B′ 
−   + 2 ( x 2 + µ) = 0 (4.4)
B 2 B 
where
µ = 2α − 2 p +1 (4.5)
From equation (3.14), using (4.1) we get
2
A′′ A′  A ′ 
2 − 6a0 −   − 4 A B − 18 a 02 + 2 a ′0 − 24 x a 0 − 4 ( x 2 − a ) = 0
A A A
From the above equation, using the second of (4.2) and (4.3), we obtain
2
A ′′ 3  A ′ 
−   + 2 ( x 2 + σ) = 0 (4.6)
A 2 A 
where
σ = 2 α − 2 p −1 (4.7)
From equation (3.11) we get, using (4.1)
B′′ B′
2a0 − 2 a ′0 + 2 a ′0′ − 32 a 0 A B + 8 A B′ − 4 A′ B − 12 a 30
B B
− 8 a 0 ( x 2 − a ) − 24 x (AB + a 02 ) = 0
From the above equation, using the first of (4.2) and (4.3), we get
″ ′ 3  B′′ 3  B′  2 
 B′  B′ B′′ B′  B′  3  B′ 
  + ⋅ −   −   −2x  −   
B B B B  B  2 B   B 2  B  

8
 B′
+ ( 2 x 2 + 4α − 4 p + 2) − 4 x ( x 2 + 2 α − 2 p) = 0 (4.8)
B
From equation (3.13) we get, using (4.1)
A ′′ A′
2a0 − 2 a ′0 + 2 a ′0′ − 32 a 0 A B + 4 A B′ − 8 A ′ B − 12 a 30
A A
− 8 a 0 ( x 2 − a ) − 24 x (AB + a 02 ) = 0
From the above equation, using the second of (4.2) and (4.3), we get

A ′′′ A′ ⋅ A ′′ 3  A′ 
3  A ′′ 3  A ′  2 
−3 +   + 2x −   
A A2 2 A   A 2  A  
A′
+ 2 ( x 2 + 2 α − 2 p − 1) + 4 x ( x 2 + 2 α − 2 p) = 0 (4.9)
A
From equation (3.12), using (4.1) and the first of (4.2), we obtain
2 2 4
B′′ 1  B′′  B′′  B′  1 B′ ⋅ B′′′ 9  B′ 
−   − ⋅  + +  
B 4 B  B B 2 B2 16  B 

 B′′′ B′ ⋅ B′′ 3  B′  
3
 B′′ A ′′ 
− x  − 3 2 +    + 2 ( A B)  + 
 B B 2  B   B A

 A′ B′  B′  A ′ B′ 
+ 2 x  + 5  (AB) − 2 x ( x 2 + 2 α) − 3 (AB)  ⋅ 
A B B A B
2 2
 B′   1   B′ 
− 8 (AB)   +  x 2 + α − 1   + x 4 + 4 α x 2 + 8 α (AB)
 B  2  B 

+ 4 x 2 (AB) − 8 (A B) 2 − 2 β − 1 = 0 (4.10)
We state and prove the following
2
A ′ B′ A ′′ B′′  B′ 
Lemma. If + = 0 then + = 2  .
A B A B B
A′
Proof. We let H = . Since H + F = 0 , we also have H ′ = − F′ and then
A

9
 2 2 2
A ′′  A′   B′  B′′  B′ 
= H ′ +   = − F′ +   and = F′ +   . Adding the last two
A A B B B
2
A ′′ B′′  B′ 
equations, we obtain + = 2   and the Lemma is proved. ■
A B B
A′ B′
Equation (4.10) can be further transformed taking into account =− ,
A B
2
B′′ A ′′  B′ 
A B = p and + = 2   . We then express the derived equation in terms
B A B
of the function
B′
F= (4.11)
B
B′′ B′′′
taking into account the identities = F′ + F 2 and = F′′ + 3 F F′ + F3 . We thus
B B
have that (4.10) takes the form
1  1   1 
F  F′′ − F3  − x  F′′ − F3  − 2 x ( x 2 + 2 α − 4 p) F
2  2   2 
1 1 1
+ ( x 2 + 2 α − 2 p) F 2 + F 4 − ( F′ ) 2 + F′
2 16 4

+ ( x 4 + 4 α x 2 + 4 p x 2 − 8 p 2 + 8 α p − 2 β − 1) = 0 (4.12)
Before we go on to solving equation (4.4), we first prove that equations (4.4) and
(4.8) are compatible each other: every solution of (4.4) satisfies equation (4.8). To
prove that, we express both equations in terms of F (introduced in (4.11)). We
find that (4.4) and (4.8) are equivalent to
1
F′ − F 2 + 2 ( x 2 + 2 α − 2 p + 1) = 0 (4.13)
2
and
1 1
F′′ − F3 − 2 x (F′ − F 2 ) + 2 ( x 2 + 2α − 2 p + 1) F − 4x ( x 2 + 2α − 2p) = 0 (4.14)
2 2

10
 1
respectively. Upon substituting the expression F′ − F 2 derived from (4.13) into
2
(4.14) we obtain the equation
1
F′′ − F3 + 2 ( x 2 + 2α − 2 p + 1) F + 4x = 0 (4.15)
2
Multiplying (4.13) by F and rearranging terms, we obtain
1
− F3 + 2 ( x 2 + 2 α − 2 p + 1) F = − F F′
2
Substituting the above expression into (4.15) we get
F′′ − F F′ + 4 x = 0 (4.16)
Differentiation of (4.13) gives F′′ − F F′ + 4 x = 0 which is (4.16). We have thus
proved that (4.4) and (4.8) are compatible each other.
We now come into solving equation (4.4), i.e. equation (4.13):
1
F′ − F 2 + 2 ( x 2 + µ ) = 0 (4.17)
2
The above equation is a Riccati differential equation and thus under the standard
substitution
u′
F = −2 (4.18)
u
takes on the form

u ′′ − ( x 2 + µ) u = 0 (4.19)
The above is a Weber differential equation (Abramowitz and Stegun [3], §§ 19.1-
19.3) and its solution can be expressed in terms of Parabolic Cylinder functions,
Kummer's confluent hypergeometric functions or Whittaker's functions. We prefer
to express the solution in terms of Whittaker's W and M functions (Abramowitz
and Stegun [3], §§ 13.1.31-13.1.34) since the notation is more compact:
1
u (x ) = { C1 Wκ,ν ( x 2 ) + C 2 M κ,ν ( x 2 ) } (4.20)
x
where

11
 µ 1
κ=− , ν= (4.21)
4 4
B′ u′
The function B = B( x ) can easily be calculated. Since = − 2 , we obtain by
B u
integration
C
B( x ) = (4.22)
u 2 (x )
where C is a constant. We come next to evaluate the function Y solving

Riccati's equation Y ′ = A + BY 2 . Under the substitution

1 v′
Y=− ⋅ (4.23)
B v
Riccati's equation takes on the form
 B′ 
v′′ −   v′ + (AB) v = 0 (4.24)
B
B′ u′
Since = − 2 and AB = p , equation (4.24) becomes u v′′ + 2 u ′ v′ + p u v = 0
B u
which can also be written as (u v)′′ − u ′′ v + p (u v) = 0 . Under the substitution
U=uv (4.25)

 u ′′  u ′′
we get the differential equation U′′ +  p −  U = 0 and since = x 2 + µ (see
 u u
equation (4.19)) we get the equation

U′′ − ( x 2 + µ − p) U = 0 (4.26)
The above differential equation admits the general solution
1 ~ ~
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } (4.27)
x
where
p−µ 1
ρ= , ν= (4.28)
4 4

12
 v′ U ′ u ′
We have further = − and then we obtain the solution of Riccati's equation
v U u
from (4.23), using also (4.22):
1 2  U ′( x ) u ′( x ) 
Y=− u ( x )  −  (4.29)
C  U( x ) u ( x ) 
where u ( x ) and U( x ) are given by (4.20) and (4.27) respectively.
We now come to consider the differential equations (4.6) and (4.9) satisfied by the
function A. These equations can be expressed in terms of the function
A′
H= (4.30)
A
as
1
H ′ − H 2 + 2 ( x 2 + 2 α − 2 p − 1) = 0 (4.31)
2
and
1  1 
H ′′ − H 3 + 2 x  H ′ − H 2  + 2 ( x 2 + 2 α − 2 p − 1) H
2  2 

+ 4 x ( x 2 + 2 α − 2 p) = 0 (4.32)
The above two equations are compatible each other. The proof is along the lines of
proving that (4.13) and (4.14) are compatible. We thus have to combine (4.4) with
(4.6) and establish a compatibility condition. Adding (4.4) and (4.6) and taking
2
A′ B′ B′′ A ′′  B′ 
into account that =− and + = 2   , we obtain the equation
A B B A B

B′ u′
2
 B′ 
−   + 4 ( x 2 + 2 α − 2 p) = 0 , which in view of = − 2 , takes the form
B B u
2
 u′ 
  − ( x + 2 α − 2 p) = 0
2
(4.33)
u
This is the first compatibility condition.
We consider next the compatibility issue between (4.4), (4.8) and (4.10). We could
instead examine the compatibility between (4.13), (4.15) and (4.12).

13
 1
Solving (4.13) with respect to F′ − F 2 squaring both members and rearranging,
2
we obtain
1 1 1
(F′ ) 2 − F 2 F′ + F 4 = ( x 2 + 2 α − 2 p + 1) 2 (4.34)
4 4 16
1
Adding (4.12), (4.34) and substituting F′′ − F3 derived from (4.15) into (4.12)
2
simultaneously, we get the equation
1  1   1  1
− F 2  F′ − F 2  +  F′ − F 2  + 4 p x F − ( x 2 + 2 α − 2 p + 1)F 2
4  2   2  2

+ 8 p x 2 + 2 x 2 − 12 p 2 + 16 α p − 2 β − 2 − 4 α 2 − 4 α + 4p = 0 (4.35)
1
Upon substituting F′ − F 2 derived from (4.13) into (4.35) we obtain the equation
2
2 p x (F + 2 x ) − 6 p 2 + 8 α p − 2 α 2 − 4 α + 4 p − β − 2 = 0 (4.36)
u′
Since F = − 2 with u given by (4.20), equation (4.36) takes the form
u
 − u ′( x ) + x ⋅ u ( x ) 
4 p x   − ( 6 p 2 − 8 α p + 2 α 2 + 4 α − 4 p + β + 2 ) = 0 (4.37)
 u(x) 
The above equation can be written as
4 p x [ − u ′( x ) + x ⋅ u ( x ) ] − k ⋅ u ( x ) = 0 (4.38)
where

k = 6 p2 − 8 α p + 2 α2 + 4 α − 4 p + β + 2 (4.39)
Equation (4.38) will be called the second compatibility condition.
Both compatibility conditions are examined in Appendix A. According to the
results of Appendix A, the compatibility conditions hold for every x if (see
(A.7))
2 π
3 + µ = − 4 n ( n = 0, 1, 2, 3, L ) and − C 2 + C1 = 0 (4.40)
1+ µ 
Γ 
 4 

14
We thus see that to the first family of solutions there correspond an infinite
number of subfamilies. Since µ is given by (4.5), we can build a Table of the
various values of the parameters. The values of the parameters affect both
functions u ( x ) and U( x ) given by the pairs (4.20), (4.21) and (4.27), (4.28).
We consider below a Table (Table 1) for the various parameters corresponding to
the first four values of n ( n = 0, 1, 2, 3 ).
n µ p ρ 1+ µ  2 π
Γ  − C2 + C1 = 0
 4  1+ µ 
Γ 
 4 
0 −3 α+2 α+5 −2 π C 2 + C1 = 0
4
1 −7 α+4 α + 11 4 π 3
− C 2 + C1 = 0
4 3 2
2 − 11 α+6 α + 17 8 π 5
− C 2 + C1 = 0
4 5 4
3 − 15 α +8 α + 23 16 π 105
− C2 + C1 = 0
4 105 8

Table 1
Therefore we have the following
For n = 0 , p = α + 2 and
C1 3 1
u (x ) = { Wκ,ν ( x 2 ) − M κ,ν ( x 2 )} where κ = , ν =
x 4 4
1 ~ ~ α+5 1
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } where ρ = , ν=
x 4 4
For n = 1 , p = α + 4 and
C1  3 2  7 1
u (x ) = Wκ,ν ( x ) + M κ,ν ( x ) where κ = , ν =
2
x  2  4 4

15
 1 ~ ~ α + 11 1
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } where ρ = , ν=
x 4 4
For n = 2 , p = α + 6 and
C1  5 2  11 1
u (x ) = Wκ,ν ( x ) − M κ,ν ( x ) where κ = , ν =
2
x  4  4 4
1 ~ ~ α + 17 1
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } where ρ = , ν=
x 4 4
For n = 3 , p = α + 8 and
C1  105  15 1
u(x) = Wκ,ν ( x ) +
2
M κ,ν ( x 2 ) where κ = , ν =
x 8  4 4
1 ~ ~ α + 23 1
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } where ρ = , ν=
x 4 4
Conclusion. The solution of Painlevé PIV equation
2
d2w 1  dw  3 3 β
=   + w + 4 x w + 2 ( x − α) w +
2 2
dx 2 2 w  dx  2 w

b1
is given by w ( x ) = a 0 + a1Y + where
Y
1 B′  u ′( x )  C p
a0 = − x = −  + x  , a1 = B( x ) = 2 , b1 = A = u 2 ( x )
2 B  u(x)  u (x) C

1 2  U ′( x ) u ′( x ) 
and Y = − u ( x )  −  . Therefore we have the following
C  U( x ) u ( x ) 
Theorem 1. The solution of the Painlevé PIV equation is given by
−1
 U′( x )   U ′( x ) u ′( x ) 
w ( x ) = −  + x  − p ⋅  −  (4.41)
 U( x )   U( x ) u ( x ) 
where U( x ) and u ( x ) are given by (4.27) and (4.20) respectively.
Below we list the following four solutions only.
−1
 U ′( x )   U′( x ) u ′( x ) 
(I) For n = 0 , w ( x ) = −  + x  − (α + 2) ⋅  − 
 U( x )   U( x ) u ( x ) 

16
 C1 3 1
u (x ) = { Wκ,ν ( x 2 ) − M κ,ν ( x 2 )} with κ = , ν =
x 4 4
1 ~ ~ α+5 1
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } with ρ = , ν=
x 4 4
−1
 U ′( x )   U′( x ) u ′( x ) 
(II) For n = 1 , w ( x ) = −  + x  − (α + 4) ⋅  − 
 U( x )   U( x ) u ( x ) 
C1  3 2  7 1
u (x ) = Wκ,ν ( x ) + M κ,ν ( x ) with κ = , ν =
2
x  2  4 4
1 ~ ~ α + 11 1
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } with ρ = , ν=
x 4 4
−1
 U ′( x )   U ′( x ) u ′( x ) 
(III) For n = 2 , w ( x ) = −  + x  − (α + 6) ⋅  − 
 U( x )   U( x ) u ( x ) 
C1  5 2  11 1
u (x ) = Wκ,ν ( x ) − M κ,ν ( x ) with κ = , ν =
2
x  4  4 4
1 ~ ~ α + 17 1
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } with ρ = , ν=
x 4 4
−1
 U′( x )   U ′( x ) u ′( x ) 
(IV) For n = 3 , w ( x ) = −  + x  − (α + 8) ⋅  − 
 U( x )   U( x ) u ( x ) 
C1  105  15 1
u(x) = Wκ,ν ( x ) +
2
M κ,ν ( x 2 ) with κ = , ν =
x  8  4 4
1 ~ ~ α + 23 1
U( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } with ρ = , ν=
x 4 4
5. Case II. Second Solution of the Painlevé PIV Equation.
We next consider the case
a1 = − B and b1 = − A (5.1)
We then obtain from (3.9) and (3.15)
B′ A′
2a0 = − − 2 x and 2 a 0 = −2x (5.2)
B A

17
respectively. Equating the two different expressions of a 0 and integrating, we find
that
AB= p (5.3)
where p is a constant. From equation (3.10), using (3.26), we obtain
2
B′′ B′  B′ 
2 − 6 a 0 −   + 2 a ′0 − 18 a 02 − 24 x a 0 − 4 A B − 4 ( x 2 − α) = 0
B B B
From the above equation, using the first of (3.27) and (3.28), we get
2
B′′ 3  B′ 
−   + 2 ( x 2 + 2 α − 2 p − 1) = 0 (5.4)
B 2 B 
From equation (3.14) we get
2
A′′ A ′  A′ 
2 + 6a0 −   − 4 A B − 18 a 02 − 2 a ′0 − 24 x a 0 − 4 ( x 2 − α) = 0
A A A
From the above equation, using the second of (5.2) and (5.3) we obtain
2
A ′′ 3  A ′ 
−   + 2 ( x 2 + 2 α − 2 p + 1) = 0 (5.5)
A 2 A 
From equation (3.11) we get
B′′ B′
2a0 − 2 a ′0 + 2 a ′0′ − 32 a 0 A B − 8 A B′ + 4 A′ B − 12 a 30
B B
− 8 a 0 ( x 2 − α) − 24 x (A B + a 02 ) = 0
From the above equation, using the first of (5.2) and (5.3) we obtain

B′′′ B′ ⋅ B′′ 3  B′ 
3  B′′ 3  B′  2  B′
−3 2
+   + 2 x  −    + 2 ( x 2 + 2 α − 2 p − 1)
B B 2 B   B 2  B   B

+ 4 x ( x 2 + 2 α − 2 p) = 0 (5.6)
From equation (3.13) we obtain
A ′′ A′
a0 − a ′0 + a ′0′ − 6 a 30 − 16 a 0 A B − 12 x A B − 12 x a 02
A A
+ 4 A ′ B − 2 A B′ − 4 a 0 ( x 2 − α) = 0

18
From the above equation, using the first of (5.2) and (5.3) we obtain
3 2
A ′′′ A ′ ⋅ A ′′ 3  A ′   A′  A ′′
−3 +   + 3 x   − 2 x
A A2 2 A  A A
A′
+ 2 ( x 2 + 2 α − 2 p + 1) − 4 x ( x 2 + 2 α − 2 p) = 0 (5.7)
A
From equation (3.12), using (5.1) and the first of (5.2), we obtain
2 2 4
B′′ 1  B′′  B′′  B′  1 B′ ⋅ B′′′ 9  B′ 
− −   − ⋅  + +  
B 4 B  B B 2 B2 16  B 

 B′′′ B′ ⋅ B′′ 3  B′  
3
 B′′ A ′′ 
+ x  − 3 2 +    + 2 (A B)  + 
 B B 2  B   B A

 A′ B′  B′  A ′ B′ 
− 2 x  + 5  (AB) + 2 x ( x 2 + 2 α) − 3 (AB)  ⋅ 
A B B A B
2 2
 B′   1   B′ 
− 8 (AB)   +  x 2 + α + 1   + x 4 + 4 α x 2 + 8 α (AB)
 B  2  B 

+ 4 x 2 (AB) − 8 (A B) 2 − 2 β − 1 = 0 (5.8)
A′ B′
The previous equation can be further transformed taking into account =− ,
A B
2
B′′ A ′′  B′ 
A B = p and + = 2   (according to the Lemma of Section 4). We also
B A B
express the derived equation in terms of the function F defined by
B′
F= (5.9)
B
B′′ B′′′
taking into account the identities = F′ + F 2 and = F′′ + 3 F F′ + F3 .
B B
We thus have that (5.8) takes the form
1  1   1 
F  F′′ − F3  + x  F′′ − F3  + 2 x ( x 2 + 2 α − 4 p) F
2  2   2 
1 1 1
+ ( x 2 + 2 α − 2 p) F 2 + F 4 − ( F′ ) 2 − F′
2 16 4

19
 + ( x 4 + 4 α x 2 + 4 p x 2 − 8 p 2 + 8 α p − 2 β − 1) = 0 (5.10)
The above equation can be simplified using equations (5.4) and (5.6). First of all,
equations (5.4) and (5.6) can be expressed in terms of F and they are equivalent
to
1
F′ − F 2 + 2 ( x 2 + 2 α − 2 p − 1) = 0 (5.11)
2
and
1 1
F′′ − F3 + 2 x (F′ − F2 ) + 2 ( x 2 + 2α − 2 p − 1) F + 4 x ( x 2 + 2α − 2p) = 0 (5.12)
2 2
1
respectively. Substituting F′ − F 2 derived from (5.11) into (5.12), we obtain the
2
equation
1
F′′ − F3 + 2 ( x 2 + 2 α − 2 p − 1) F + 4 x = 0 (5.13)
2
Equations (5.12) and (5.13) are compatible each other. The proof goes along the
1
lines of the previous Section. Solving (5.11) with respect to F′ − F 2 , squaring
2
both members and rearranging, we obtain
1 1 1
(F′ ) 2 − F 2 F′ + F 4 = ( x 2 + 2 α − 2 p − 1) 2 (5.14)
4 4 16
1
Adding (5.14) to (5.10) and substituting F′′ − F3 derived from (5.13) into (5.10)
2
simultaneously, we obtain the equation
1  1   1  1
− F 2  F′ − F 2  −  F′ − F 2  − ( x 2 + 2 α − 2 p − 1) F 2 − 4 p x F
4  2   2  2

+ 8 p x 2 − 2 x 2 − 12 p 2 + 16 α p − 4 α 2 + 4 α − 4 p − 2 β − 2 = 0 (5.15)
1
We substitute F′ − F 2 derived from (5.11) into the above equation and we obtain
2
p x ( − 2 F + 4 x ) − ( 6 p 2 − 8 α p + 2 α 2 − 4 α + 4 p + β + 2) = 0 (5.16)

20
The above equation is the second compatibility condition between (5.4), (5.6) and
(5.8).
We come next to the solution of (5.4), which is equivalent to (5.11). Under the
substitution
f′
F = −2 (5.17)
f
equation (5.11) becomes

f ′′ − ( x 2 + σ) f = 0 (5.18)
where
σ = 2 α − 2 p −1 (5.19)
The general solution of (5.18) is given by
1
f (x) = { C1Wκ,ν ( x 2 ) + C 2 M κ,ν ( x 2 )} (5.20)
x
where
σ 1
κ=− , ν= (5.21)
4 4
B′ f′
Since = − 2 , we obtain by integration
B f
C
B( x ) = (5.22)
f 2 (x)
The above relation expresses the function B in terms of f ( x ) .
Equations (5.5) and (5.7) are compatible each other. Every solution of (5.5)
satisfies equation (5.7). These two equations can be expressed in terms of the
function H defined by
A′
H= (5.23)
A
as
1
H ′ − H 2 + 2 ( x 2 + 2 α − 2 p + 1) = 0 (5.24)
2
and

21
 1  1 
H ′′ − H 3 − 2 x  H′ − H 2  + 2 ( x 2 + 2 α − 2 p + 1) H
2  2 

− 4 x ( x 2 + 2 α − 2 p) = 0 (5.25)
In fact, multiplying (5.24) by H and rearranging, we obtain
1
− H 3 = − H H ′ − 2 ( x 2 + 2 α − 2 p + 1) H (5.26)
2
1 1
Upon substitution of − H 3 using (5.26) and H ′ − H 2 derived from (5.24) into
2 2
(5.25) we obtain the equation H ′′ − H H ′ + 4 x = 0 . This last equation however
comes by differentiation of (5.24).
We next examine the compatibility between equations (5.4) and (5.5). Adding
2
A′ B′ A ′′ B′′  B′ 
these two equations and taking into account =− and + = 2   , we
A B A B B
2
 B′  B′ f′
obtain the equation −   + 4 ( x 2 + 2 α − 2 p) = 0 , which in view of = −2
B B f
takes on the form
2
f′
  − ( x + 2 α − 2 p) = 0
2
(5.27)
f 
The above equation will be called the first compatibility condition.
In Appendix B we consider both equations (5.27) and (5.16) and we end up with a
pair of compatibility conditions.

We are now ready to solve Riccati's equation Y ′ = A + BY 2 . This equation under

the substitution
1 v′
Y=− ⋅ (5.28)
B v
 B′  B′ f′
takes the form v′′ −   v′ + (AB) v = 0 . This equation, since = − 2 and
B B f
AB = p , becomes f v′′ + 2 f ′ v′ + p f v = 0 , which is equivalent to

22
 (f v)′′ − f ′′ v + p (f v) = 0 (5.29)
The substitution
X=f v (5.30)

 f ′′  f ′′
transforms (5.29) into X ′′ +  p −  X = 0 and since = x 2 + σ , we get the
 f  f
equation

X ′′ − ( x 2 + σ − p) X = 0 (5.31)
The general solution of (5.31) is given by
1 ~ ~
X( x ) = { C1Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 )} (5.32)
x
where
p−σ 1
ρ= , ν= (5.33)
4 4
v′ X ′ f ′
Since = − , we have that
v X f

f 2 (x )  X′ f ′ 
Y=−  −  (5.34)
C X f 
Both compatibility conditions (5.27) and (5.16) are examined in Appendix B.
According to the results of Appendix B, the compatibility conditions hold for
every x if (see (B.8))
2 π
3 + σ = − 4 n ( n = 0, 1, 2, 3, L ) and C 2 − C1 = 0 (5.35)
1+ σ 
Γ 
 4 
We thus see that to the first family of solutions there correspond an infinite
number of subfamilies. Since σ is given by (5.19), we can build a Table of the
various values of the parameters. The values of the parameters affect both
functions w ( x ) and X( x ) given by the pairs (5.20), (5.21) and (5.32), (5.33).
We consider below a Table (Table 2) for the various parameters corresponding to
the first four values of n ( n = 0, 1, 2, 3 ).

23
 n σ p ρ 1+ σ  2 π
Γ  C2 − C1 = 0
 4  1+ σ 
Γ 
 4 
0 −3 α +1 α+4 −2 π C 2 + C1 = 0
4
1 −7 α+3 α + 10 4 π 3
C 2 − C1 = 0
4 3 2
2 − 11 α+5 α + 16 8 π 5
− C 2 + C1 = 0
4 5 4
3 − 15 α+7 α + 22 16 π 105
C2 − C1 = 0
4 105 8

Table 2
Therefore we have the following
For n = 0 , we have p = α + 1 and
C1 3 1
f (x) = { Wκ,ν ( x 2 ) − M κ,ν ( x 2 )} where κ = , ν =
x 4 4
1 ~ ~ α+4 1
X( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } where ρ = , ν=
x 4 4
For n = 1 , we have p = α + 3 and
C1  3 2  7 1
f (x) = Wκ,ν ( x ) + M κ,ν ( x )  where κ = , ν =
2
x 2  4 4
1 ~ ~ α + 10 1
X( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } where ρ = , ν=
x 4 4
For n = 2 , we have p = α + 5 and
C1  5 2  11 1
f (x) = Wκ,ν ( x ) − M κ,ν ( x ) where κ = , ν =
2
x  4  4 4
1 ~ ~ α + 16 1
X( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } where ρ = , ν=
x 4 4
For n = 3 , we have p = α + 7 and

24
 C1  105  15 1
f (x) = Wκ,ν ( x ) +
2
M κ,ν ( x 2 ) where κ = , ν =
x 8  4 4
1 ~ ~ α + 22 1
X( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } where ρ = , ν=
x 4 4
Conclusion. The solution of the Painleve PIV equation
2
d2w 1  dw  3 3 β
=   + w + 4 x w + 2 ( x − α) w +
2 2
dx 2 2 w  dx  2 w

b1
is given by w ( x ) = a 0 + a1Y + where
Y
1 B′ f ′( x ) C p
a0 = − −x = − x , a1 = − B( x ) = − 2 , b1 = − A( x ) = − f 2 ( x )
2 B f (x) f (x) C

f 2 ( x )  X ′( x ) f ′( x ) 
and Y = −  −  . Therefore we have the following
C  X( x ) f ( x ) 
Theorem 2. The Painlevé PIV equation admits a solution given by
−1
 X ′( x )   X ′( x ) f ′( x ) 
w ( x ) =  − x  + p ⋅  − 
 X ( x )   X ( x ) f ( x ) 
where X (x) and f (x) are given by (5.32) and (5.20) respectively.
Below we list the following four solutions only.
(I) For n = 0 we have the solution
−1
 X ′( x )   X ′( x ) f ′( x ) 
w ( x ) =  − x  + (α + 1) ⋅  − 
 X(x )   X( x ) f ( x ) 
where
C1 3 1
f (x) = { Wκ,ν ( x 2 ) − M κ,ν ( x 2 )} with κ = , ν =
x 4 4
1 ~ ~ α+4 1
X( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } with ρ = , ν=
x 4 4
(II) For n = 1 we have the solution

25
 −1
 X ′( x )   X ′( x ) f ′( x ) 
w ( x ) =  − x  + (α + 3) ⋅  − 
 X ( x )   X ( x ) f ( x ) 
where
C1  3 2  7 1
f (x) = Wκ,ν ( x ) + M κ,ν ( x )  with κ = , ν =
2
x  2  4 4
1 ~ ~ α + 10 1
X( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } with ρ = , ν=
x 4 4
(III) For n = 2 we have the solution
−1
 X ′( x )   X ′( x ) f ′( x ) 
w ( x ) =  − x  + (α + 5) ⋅  − 
 X ( x )   X ( x ) f ( x ) 
where
C1  5 2  11 1
f (x) = Wκ,ν ( x ) − M κ,ν ( x ) with κ = , ν =
2
x  4  4 4
1 ~ ~ α + 16 1
X( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } with ρ = , ν=
x 4 4
(IV) For n = 3 we have the solution
−1
 X ′( x )   X′( x ) f ′( x ) 
w ( x ) =  − x  + (α + 7) ⋅  − 
 X( x )   X( x ) f ( x ) 
where
C1  105  15 1
f (x) = Wκ,ν ( x ) +
2
M κ,ν ( x 2 ) with κ = , ν =
x  8  4 4
1 ~ ~ α + 22 1
X( x ) = { C1 Wρ,ν ( x 2 ) + C 2 M ρ,ν ( x 2 ) } with ρ = , ν=
x 4 4
6. Case III. Third Solution of the Painlevé PIV Equation.
We continue considering the case
a1 = B and b1 = − A (6.1)
From (3.9) and (3.15) we obtain
B′ A′
2a0 = − 2x and 2a0 = −2x (6.2)
B A

26
respectively. Equating the two different expressions of a 0 and integrating, we find
that

A = − r 2B (6.3)
where r is real. From equation (3.10), using (6.1), we obtain
2
B′′ B′  B′ 
2 + 6 a 0 −   + 8 A B − 18 a 02 − 2 a ′0 − 24 x a 0 − 4 ( x 2 − α) = 0
B B B
The above equation, using the first of (6.2) and the relation (6.3), becomes
2
B′′ 3  B′ 
−   − 8 r 2 B 2 + 2 ( x 2 + 2 α + 1) = 0 (6.4)
B 2 B 
From equation (3.14), using (6.1), we obtain
2
A′′ A ′  A′ 
2 + 6a0 −   + 8 A B − 18 a 02 − 2 a ′0 − 24 x a 0 − 4 ( x 2 − α) = 0
A A A
The above equation, using the second of (6.2) and (6.3), takes on the form
2
A ′′ 3  A ′ 
−   − 8 r 2 B 2 + 2 ( x 2 + 2 α + 1) = 0 (6.5)
A 2 A 
Equations (6.4) and (6.5) are equivalent, in view of (6.3).
From equation (3.11), using (6.1), we obtain
B′′ B′
2a0 − 2 a ′0 + 2 a ′0′ + 40 a 0 A B − 4 A B′ + 8 A′ B − 12 a 30
B B
− 8 a 0 ( x 2 − α) + 24 x ( A B − a 02 ) = 0
The previous equation, taking into account the first of (6.2) and (6.3) becomes
″ ′ 3  B′′ 3  B′  2 
 B′  B′ ⋅ B′′ B′  B′  3  B′ 
  + −   −   − 2 x  −   
B B2 B  B  2 B   B 2  B  
B′
+ 2 ( x 2 + 2 α + 1) − 24 r 2 B B′ + 16 r 2 x B 2 − 4 x ( x 2 + 2 α) = 0 (6.6)
B
From equation (3.13) we obtain
A ′′ A′
2a0 − 2 a ′0 + 2 a ′0′ + 40 a 0 A B + 8 A B′ − 4 A ′ B − 12 a 30
A A

27
 − 8 a 0 ( x 2 − a ) + 24 x (A B − a 02 ) = 0
The above equation using the second of (6.2) and (6.3) takes on the form

A ′′′ A′ ⋅ A ′′ 3  A′ 
3  A ′′ 3  A ′  2  A′
−3 +   − 2 x  −    + 2 ( x 2
+ 2 α + 1)
A A2 2 A   A 2  A   A

− 24 r 2 B B′ + 16 r 2 x B 2 − 4 x ( x 2 + 2 α) = 0 (6.7)
We now prove the compatibility of (6.4) and (6.6). These two equations expressed
in terms of
B′
G= (6.8)
B
take the form
1
G ′ − G 2 − 8 r 2 B 2 + 2 ( x 2 + 2 α + 1) = 0 (6.9)
2
and
1  1 
G ′′ − G 3 − 2 x  G ′ − G 2  + 2 ( x 2 + 2 α + 1) G − 24 r 2 B B′
2  2 

+ 16 r 2 x B 2 − 4 x ( x 2 + 2 α) = 0 (6.10)
1
respectively. Substituting G ′ − G 2 obtained from (6.9) into (6.10) we get the
2
equation
1
G ′′ − G 3 − 24 r 2 B B′ + 2 ( x 2 + 2 α + 1) G + 4 x = 0 (6.11)
2
Multiplying (6.9) by G and rearranging we obtain the equation
1
− G 3 = − G G ′ + 8 r 2 B 2 G − 2 ( x 2 + 2 α + 1) G
2
We substitute in (6.11) the above expression and get the equation

G ′′ − G G ′ − 16 r 2 B B′ + 4 x = 0 (6.12)
Upon differentiation of (6.9) we obtain

G ′′ − G G ′ = 16 r 2 B B′ − 4 x

28
which when combined with (6.12) gives an identity. Therefore (6.9) and (6.10),
i.e. (6.4) and (6.6) are compatible each other.
A′
Equations (6.5) and (6.7) expressed in terms of H = as
A
1
H ′ − H 2 − 8 r 2 B 2 + 2 ( x 2 + 2 α + 1) = 0
2
and
1  1 
H ′′ − H 3 − 2 x  H ′ − H 2  + 2 ( x 2 + 2 α + 1) H
2  2 

+ 16 r 2 x B 2 − 24 r 2 B B′ − 4 x ( x 2 + 2 α) = 0
respectively, are proved similarly to be compatible each other.
We now come into solving equation (6.4). Under the substitution
1
B= (6.13)
g 2 (x)
2
B′ g′ B′′ g ′′  g′ 
since = − 2 and = − 2 + 6   , equation (6.4) becomes
B g B g g

4 r2
g ′′ − ( x 2 + 2 α + 1) g = − (6.14)
g3
which is Ermakov's equation. Two linearly independent solutions of the equation

g ′′ − ( x 2 + 2 α + 1) g = 0
are given by Whittaker's W and M functions
1 1
g1 ( x) = Wλ ,ν ( x 2 ) and g 2 ( x) = M λ ,ν ( x 2 ) (6.15)
x x
where
2α +1 1
λ=− , ν= (6.16)
4 4
According to the standard procedure (Ermakov [8]) the solutions of Ermakov's
equation (6.14) are given by

29
   
2
1  x 
C1 g 2 ( x ) = ( Wλ,ν ( x 2 )) 2 − 4 r 2 +  C 2 + C1 ∫ dx   (6.17)
x   2
( Wλ,ν ( x )) 2  
   

or
   
2
1  x
C1 g 2 ( x ) = (M λ,ν ( x 2 )) 2 − 4 r 2 +  C 2 + C1 ∫ dx   (6.18)
x   2
(M λ,ν ( x )) 2  
   

Equation (3.12) takes the form, because of (6.1) and the first of (6.2)
2 2 4
B′′ 1  B′′  B′′  B′  1 B′ ⋅ B′′′ 9  B′ 
−   − ⋅  + +  
B 4 B  B B 2 B2 16  B 

 B′′′ B′ ⋅ B′′ 3  B′  
3
 B′′ A ′′ 
− x  − 3 2 +    − 2 (A B)  2 + 
 B B 2  B    B A

 A′ B′  B′  A ′ B′ 
− 6 x  + 3  (AB) − 2 x ( x 2 + 2 α) + 5 (AB)  ⋅ 
A B B A B
2 2
 B′   1   B′ 
+ 14 (AB)   +  x 2 + α − 1   + x 4 + 4 α x 2 − 8 α (AB)
 B 2  B 

− 4 x 2 (AB) + 4 (AB) − 32 (A B) 2 − 2 β − 1 = 0

The above equation, taking into account A = − r 2 B and introducing the function
B′
G by G = , takes the form
B
1  1   1  1 1
G  G ′′ − G 3  − x  G ′′ − G 3  − (G ′ ) 2 + G ′ + G 4
2  2   2  4 16
1
− 19 r 2 (B′ ) 2 + 24 r 2 x B B′ + 6 r 2 B B′′ − 2 x ( x 2 + 2α) G + ( x 2 + 2 α) G 2
2
+ 4 r 2 ( x 2 + 2 α − 1) B 2 − 32 r 4 B 4 + x 4 + 4 α x 2 − 2 β − 1 = 0 (6.19)
Let us now determine the function Y which is the solution of Riccati's equation

30
 1 u′
Y ′ = A + B Y 2 . Under the standard substitution Y = − ⋅ Riccati's equation
B u
 B′ 
takes the form u ′′ −   u ′ + AB u = 0 which because of A = − r 2 B becomes
B
 B′  u ′′ u ′ B′ 2
u ′′ −   u ′ − r 2 B 2 u = 0 or dividing by B, − − r B u = 0 . The last
B B B2
′
 u′   u′ 
equation can be written as   − r 2 B u = 0 and then multiplying by   we get
B B

′ ′
 u′   u′   u ′  2 
the equation     − r 2 u u ′ = 0 which is equivalent to    − r 2 (u 2 )′ = 0
 B  B   B  
2
 u′ 
from which we get   − r 2 u 2 = 0 (the integration constant has been set equal
B
u′ u′
to zero). We thus have = ± r u and then = ± r B . Because of the last equality,
B u
1 u′ 1
we obtain Y = − ⋅ = − (± r B ) = m r .
B u B
We come next to consider the compatibility between the equations (6.6), (6.4) (i.e.
1
(6.9), (6.10)) and (6.19). Solving (6.9) with respect to G ′ − G 2 , squaring both
2
members and rearranging, we have
1 1 1
(G ′ ) 2 − G 2 G ′ + G 4 =
4 4 16

= 16 r 4 B 4 − 8 r 2 ( x 2 + 2 α + 1) B 2 + ( x 2 + 2 α + 1) 2 (6.20)
1
We add (6.19), (6.20) and simultaneously substitute G ′′ − G 3 derived from
2
(6.11) into (6.19). We then obtain the equation
1  1   1 
− G 2  G ′ − G 2  +  G ′ − G 2  − 7 r 2 (B′ ) 2 + 6 r 2 B B′′
4  2   2 

31
 1
− ( x 2 + 2 α + 1) G 2 + 12 r 2 ( x 2 + 2 α + 1) B 2 − 48 r 4 B 4
2
+ x 4 + 4 α x 2 + 4 x 2 − ( x 2 + 2 α + 1) 2 − 2 β − 1 = 0 (6.21)
1
We substitute G ′ − G 2 derived from (6.9) into the previous equation and we get
2
the equation
 3  B′  
2  B′′
2
6 r B  −    − 48 r 4 B 4 + 12 r 2 ( x 2 + 2 α + 1) B 2 + 8 r 2 B 2
2
 B 2  B  

− 2 ( 2 α 2 + 4 α + β + 2) = 0 (6.22)
2
B′′ 3  B′ 
In the above expression we substitute −   derived from (6.4) and we get
B 2 B 
the equation

4 r 2 B 2 − ( 2 α 2 + 4 α + β + 2) = 0 (6.23)
which is the compatibility condition.
It is rather hard to find relations between the various parameters and the constants
due to the complexity of the solutions. One way out of this problem is to substitute
the found expressions to the original equation and check if they satisfy the
equation, a task which may require supercomputing facilities with symbolic
capabilities.
Conclusion. The solution of the Painleve PIV equation
2
d2w 1  dw  3 3 β
=   + w + 4 x w + 2 ( x − α) w +
2 2
dx 2 2 w  dx  2 w

b1
is given by w ( x ) = a 0 + a1Y + where
Y
1 B′  g ′( x )  1 r2
a0 = − x = −  + x  , a1 = B( x ) = 2 , b1 = − A ( x ) = r B = 2
2
2 B  g(x )  g (x ) g (x)
and Y = ± r . Therefore we have the following

32
Theorem 3. The solution of the Painleve PIV equation is given by
 g ′( x )  2r
w ( x ) = −  + x  + 2 if Y = r
 g( x )  g (x)

 g ′( x )  2r
w ( x ) = −  + x  − 2 if Y = − r
 g( x )  g (x )
In both cases the function g ( x ) is given by (6.17) or (6.18) provided that the
compatibility condition (6.23) is satisfied.
7. Case IV. Fourth Solution of the Painlevé PIV Equation.
We finally consider the case
a1 = − B and b1 = A (7.1)
From (3.9) and (3.15) we obtain
B′ A′
2a0 = − − 2x and 2a0 = − −2x (7.2)
B A
respectively. Equating the two different expressions of a 0 and integrating, we find
that

A = − r 2B (7.3)
where r is real. From equation (3.10), using (7.1), we obtain
2
B′′ B′  B′ 
2 − 6 a 0 −   + 8 A B − 18 a 02 + 2 a ′0 − 24 x a 0 − 4 ( x 2 − α) = 0
B B B
From the above equation, taking into account the first of (7.2) and (7.3), we obtain
2
B′′ 3  B′ 
−   − 8 r 2 B 2 + 2 ( x 2 + 2 α − 1) = 0 (7.4)
B 2 B 
B′
The previous equation can also be written in terms of G = as
B
1
G ′ − G 2 − 8 r 2 B 2 + 2 ( x 2 + 2 α − 1) = 0 (7.5)
2
From equation (3.14), using (7.1), we obtain

33
 2
A′′ A′  A ′ 
2 − 6a0 −   + 8 A B − 18 a 02 + 2 a ′0 − 24 x a 0 − 4 ( x 2 − α) = 0
A A A
From the above equation, taking into account the second of (7.2) and (7.3), we
obtain
2
A ′′ 3  A ′ 
−   − 8 r 2 B 2 + 2 ( x 2 + 2 α − 1) = 0 (7.6)
A 2 A 
Equations (7.4) and (7.6) are equivalent in view of (7.3).
From equation (3.11) we get
B′′ B′
2a0 − 2 a ′0 + 2 a ′0′ + 40 a 0 A B + 4 A B′ − 8 A′ B − 12 a 30
B B
− 8 a 0 ( x 2 − α) + 24 x ( A B − a 02 ) = 0
From the above equation, taking into account the first of (7.2) and (7.3), we obtain

B′′′ B′ ⋅ B′′ 3  B′ 
3  B′′ 3  B′  2  B′
−3 +   + 2 x  −    + 2 ( x 2
+ 2 α − 1)
B B2 2 B   B 2  B   B

− 24 r 2 B B′ − 16 r 2 x B 2 + 4 x ( x 2 + 2 α) = 0 (7.7)
B′
The previous equation can be expressed in terms of G = as
B
1  1 
G ′′ − G 3 + 2 x  G ′ − G 2  + 2 ( x 2 + 2 α − 1) G
2  2 

− 24 r 2 B B′ − 16 r 2 x B 2 + 4 x ( x 2 + 2 α) = 0 (7.8)

 1 
Substituting  G ′ − G 2  derived from (7.5) into (7.8) we obtain the equation
 2 
1
G ′′ − G 3 + 2 ( x 2 + 2 α − 1) G − 24 r 2 B B′ + 4 x = 0 (7.9)
2
We can prove - using also (7.9) - that equations (7.5) and (7.8) are compatible
each other, i.e. every solution of (7.5) satisfies (7.8). The proof goes along the
lines of the previous Section.
From equation (3.13) we obtain using (7.1)

34
 A ′′ A′
a0 − a ′0 + a ′0′ − 6 a 30 + 20 a 0 A B − 12 x a 02
A A
+ 12 x A B − 4 A B′ + 2A ′ B − 4 ( x 2 − α) = 0
The above equation, because of the second of (7.2) and (7.3) becomes

A ′′′ A′ ⋅ A ′′ 3  A′ 
3  A ′′ 3  A′  2  A′
−3 2
+   + 2 x  −    + 2 ( x 2 + 2 α − 1)
A A 2 A   A 2  A   A

− 24 r 2 B B′ − 16 r 2 x B 2 + 4 x ( x 2 + 2 α) = 0 (7.10)
A′
Equations (7.6) and (7.10) expressed in terms of H = as
A
1
H ′ − H 2 − 8 r 2 B 2 + 2 ( x 2 + 2 α − 1) = 0
2
and
1  1 
H ′′ − H 3 + 2 x  H ′ − H 2  + 2 ( x 2 + 2 α − 1) H
2  2 

− 16 r 2 x B 2 − 24 r 2 B B′ + 4 x ( x 2 + 2 α) = 0
respectively, are proved similarly to be compatible each other.
We now come into solving equation (7.4). Under the substitution
1
B= 2
(7.11)
g (x)
2
B′ g′ B′′ g ′′  g′ 
since = − 2 and = − 2 + 6   , equation (7.4) becomes
B g B g g

4r2
g ′′ − ( x 2 + 2 α − 1) g = − (7.12)
g3
which is Ermakov's equation. Two linearly independent solutions of the equation

g ′′ − ( x 2 + 2 α − 1) g = 0
are given by Whittaker's W and M functions
1 1
g1 ( x) = Wλ ,ν ( x 2 ) and g 2 ( x) = M λ ,ν ( x 2 ) (7.13)
x x

35
where
2 α −1 1
λ=− , ν= (7.14)
4 4
According to the standard procedure (Ermakov [8]) the solutions of Ermakov's
equation (7.12) are given by
   
2
1  x
C1 g 2 ( x ) = ( Wλ,ν ( x 2 )) 2 − 4 r 2 +  C 2 + C1 ∫ dx   (7.15)
x   2
( Wλ,ν ( x )) 2  
   

or
   
2
1 2 2 2  x
C1 g ( x ) = (M λ,ν ( x )) − 4 r + C 2 + C1 ∫
2
dx   (7.16)
x   2 2
(M λ,ν ( x ))  
   

We find, using the method of the previous Section that the solution of Riccati's
equation is given by
Y = ±r (7.17)
Equation (3.12) takes the form, because of (7.1) and the first of (7.2)
2 2 4
B′′ 1  B′′  B′′  B′  1 B′ ⋅ B′′′ 9  B′ 
− −   − ⋅  + +  
B 4 B  B B 2 B2 16  B 

 B′′′ B′ ⋅ B′′ 3  B′  
3
 B′′ A′′ 
+ x  − 3 2 +    − 2 (A B)  2 + 
 B B 2  B    B A

 A′ B′  B′  A′ B′ 
+ 6 x  + 3  ( AB) + 2 x ( x 2 + 2 α) + 5 (AB)  ⋅ 
A B B A B
2 2
 B′   1 2   B′ 
+ 14 (AB)   +  x + α + 1   + x 4 + 4 α x 2 − 8 α (AB)
 B 2  B 

− 4 x 2 (AB) − 4 (AB) − 32 (A B) 2 − 2 β − 1 = 0

The above equation, taking into account A = − r 2 B and introducing the function G
B′
by G = , takes the form
B

36
 1  1   1  1 1
G  G ′′ − G 3  + x  G ′′ − G 3  − (G ′ ) 2 − G ′ + G 4
2  2   2  4 16
1
− 19 r 2 (B′ ) 2 − 24 r 2 x B B′ + 6 r 2 B B′′ + 2 x ( x 2 + 2α) G + ( x 2 + 2 α) G 2
2
+ 4 r 2 ( x 2 + 2 α − 1) B 2 − 32 r 4 B 4 + x 4 + 4 α x 2 − 2 β − 1 = 0 (7.18)
1
Solving (7.5) with respect to G ′ − G 2 , squaring both members and rearranging,
2
we have
1 1 1
(G ′ ) 2 − G 2 G ′ + G 4 =
4 4 16

= 16 r 4 B 4 − 8 r 2 ( x 2 + 2 α − 1) B 2 + ( x 2 + 2 α − 1) 2 (7.19)
1
We add (7.18), (7.19) and simultaneously substitute G ′′ − G 3 derived from (7.9)
2
into (7.18). We then obtain the equation
1  1   1 
− G 2  G ′ − G 2  −  G ′ − G 2  − 7 r 2 (B′ ) 2 + 6 r 2 B B′′
4  2   2 
1
− ( x 2 + 2 α − 1) G 2 + 12 r 2 ( x 2 + 2 α − 1) B 2 − 48 r 4 B 4
2
+ x 4 + 4 α x 2 − 4 x 2 − ( x 2 + 2 α − 1) 2 − 2 β − 1 = 0
1
In the above equation we substitute G ′ − G 2 derived from (7.5) and we obtain
2
the equation
 B′′ 3  B′  2 
2
2
6r B  −    + 12 r 2 ( x 2 + 2 α − 1) B 2 − 8 r 2 B 2 − 48 r 4 B 4
 B 2  B  

− 2 ( 2 α 2 − 4 α + β + 2) = 0
2
B′′ 3  B′ 
Upon substituting −   derived from (7.4) into the above equation we
B 2 B 
obtain

37
 4 r 2 B 2 + ( 2 α 2 − 4 α + β + 2) = 0 (7.20)
which is the compatibility condition.
It is rather hard to find relations between the various parameters and the constants
due to the complexity of the solutions. One way out of this problem is to substitute
the found expressions to the original equation and check if they satisfy the
equation, a task which may require supercomputing facilities with symbolic
capabilities.
Conclusion. The solution of the Painleve PIV equation
2
d2w 1  dw  3 3 β
=   + w + 4 x w + 2 ( x − α) w +
2 2
dx 2 2 w  dx  2 w

b1
is given by w ( x ) = a 0 + a1Y + where
Y
1 B′ g ′( x ) 1 r2
a0 = − −x= − x , a1 = B( x ) = 2 , b1 = − A ( x ) = r B = 2
2
2 B g(x ) g (x ) g (x)
and Y = ± r . Therefore we have the following
Theorem 4. The solution of the Painlevé PIV equation is given by
g ′( x ) 2r
w(x) = −x+ 2 if Y = r
g( x ) g (x )
g ′( x ) 2r
w(x) = −x− 2 if Y = − r
g( x ) g (x)
In both cases the function g ( x ) is given by (7.15) or (7.16) provided that the
compatibility condition (7.20) is satisfied.
G′
8. The   − expansion method with variable expansion
G

coefficients.
We consider that equation (3.1) admits a solution of the form
 G ′( x ) 
w ( x ) = b 0 ( x ) + b1 ( x )   (8.1)
 G ( x ) 

38
Upon substituting (8.1) into (3.1) we obtain an equation, which when arranged in
powers of G, takes the form

2 b 0 b′0′ − (b′0 ) 2 − 3 b 04 − 8 x b 30 − 4 ( x 2 − α) b 02 − 2 β

2  G ′′
−  ( b b ′ + +4 b b ′ ) + 12 x b1b 02 + 6 b1b 30 + 4 b1 b 0 ( x 2 − α)
G′
1 0 0 1
G(x) 
G ′′′ 
+ b1′ + 2 b1b′0′ + 2 b 0 b1 + 2 b 0 b1′′  G ′( x )
G′ 

1   ′ G ′′ 
2
+  2 b b ′ − 4 b b ′ − 18 ( b b ) 2
− 4 b 2 2
( x − α ) − b +
 1 1 b 
G′ 
1 0 0 1 0 1 1
[ G ( x ) ]2  

G ′′ G ′′′ 
+ 2 b1b1′′ − 24 x b 0 b12 + 2 b1 (2 b1′ − 3 b 0 ) + 2 b12  (G ′( x )) 2
G′ G′ 
1  2 G ′′ 
+ 4 b b − 8 x b 3
− 12 b b 3
− 2 b b ′ − 4 b (G ′( x )) 3
3  1 0 1 0 1 1 1 1
G′  
[ G(x) ] 
3
+ 4
b12 (1 − b12 ) (G ′( x )) 4 (8.2)
[ G(x) ]
Equating to zero all the coefficients of G ( x ) in the above equation, we obtain the
following system of ordinary differential equations

2 b 0 b′0′ − (b′0 ) 2 − 3 b 04 − 8 x b 30 − 4 ( x 2 − α) b 02 − 2 β = 0 (8.3)

G ′′
( b1b′0 + +4 b 0 b1′ ) + 12 x b1b 02 + 6 b1b 30 + 4 b1 b 0 ( x 2 − α )
G′
G ′′′
+ b1′ + 2 b1b′0′ + 2 b 0 b1 + 2 b 0 b1′′ = 0 (8.4)
G′
2
 G ′′ 
2 b1b′0 − 4 b 0 b1′ − 18 ( b 0 b1 ) 2
− 4 b12 ( x 2 − α) −  b1′ + b1 
 G′ 
G ′′ G ′′′
+ 2 b1b1′′ − 24 x b 0 b12 + 2 b1 (2 b1′ − 3 b 0 ) + 2 b12 =0 (8.5)
G′ G′
G ′′
4 b1b 0 − 8 x b13 − 12b 0 b13 − 2 b1b1′ − 4 b12 =0 (8.6)
G′

39
 1 − b12 = 0 (8.7)
Equation (8.3) is essentially equation (3.1a) and thus admits all the solutions found
in previous Sections. From equation (8.7), we obtain that
b1 = ± 1 (8.8)
From equation (8.6), taking into account the above values of b1 , we derive the
equation
G ′′
= − 2 b1 ( x + b 0 ) (8.9)
G′
From equation (8.4), we obtain
G ′′′ b′0 G ′′ b′0′
+ + + 2 ( x 2 − α) + 6 x b 0 + 3 b 02 = 0 (8.10)
G′ 2 b 0 G′ b0
From equation (8.5), we obtain

b′
2
G ′′′ b 0 G ′′ 1  G ′′ 
−3 −   + 0 − 2 ( x 2 − α) − 12 x b 0 − 9 b 02 = 0 (8.11)
G′ b1 G ′ 2  G ′  b1
From equations (8.10) and (8.11), we obtain, because of (8.9), the following two
G ′′′
expressions for the ratio
G′
G ′′′ b′′ ( x + b 0 ) b′0
= − 0 + b1 − 6 x b 0 − 3 b 02 − 2 x 2 + 2 α (8.12)
G ′ b0 b0
and
G ′′′ b′
= − 0 + 5 b 02 + 10 x b 0 + 4 x 2 − 2 α (8.13)
G′ b1
respectively.
Upon equating the two expressions (8.12) and (8.13), we obtain the following
differential equation for the coefficient b 0 :

b1b′0′ − 2 b 0 b′0 − x b′0 + b1b 0 (8 b 02 + 16 x b 0 + 6 x 2 − 4 α) = 0 (8.14)

We thus have to solve the following two systems depending on the value of the
coefficient b1 :

40
(I) For b1 = 1 , we have
G ′′
= − 2 ( x + b0 ) (8.15)
G′
G ′′′
= − b′0 + 5 b 02 + 10 x b 0 + 4 x 2 − 2 α (8.16)
G ′

b′0′ − 2 b 0 b′0 − x b′0 + 2 (3 x 2 − 2 α) b 0 + 16 x b 02 + 8 b 30 = 0 (8.17)

(II) For b1 = − 1 , we have
G ′′
= 2 ( x + b0 ) (8.18)
G′
G ′′′
= b′0 + 5 b 02 + 10 x b 0 + 4 x 2 − 2 α (8.19)
G ′

b′0′ + 2 b 0 b′0 + x b′0 + 2 (3 x 2 − 2 α) b 0 + 16 x b 02 + 8 b 30 = 0 (8.20)

In each one of the above systems, b0 satisfies equation (8.3).
Upon elimination of b′0′ between (8.3) and (8.17), (8.20) we obtain the equations

(b′0 ) 2 − 2 b 0 ( 2 b 0 + x ) b′0 + 19 b 04 + 40 x b 30 + 4 (4 x 2 − 3α) b 02 + 2 β = 0 (8.21)

and

(b′0 ) 2 + 2 b 0 ( 2 b 0 + x ) b′0 + 19 b 04 + 40 x b 30 + 4 (4 x 2 − 3α) b 02 + 2 β = 0 (8.22)

respectively. These two equations are the compatibility conditions. Every solution
which satisfies (8.3) should satisfy each one of (8.21) and (8.22).
We thus have the two solutions:
Solution 1. This solution corresponds to b1 = 1 . Dividing (8.16) by (8.15) we
obtain

G ′′′ − b′0 + 5 b 02 + 10 x b 0 + 4 x 2 − 2 α
= (8.23)
G ′′ − 2 ( x + b0 )
where b 0 satisfies (8.3) and the compatibility condition (8.21). Solving (8.23) we
determine G ( x ) .

41
Solution 2. This solution corresponds to b1 = − 1 . Dividing (8.19) by (8.18) we
obtain

G ′′′ b′0 + 5 b 02 + 10 x b 0 + 4 x 2 − 2 α
= (8.24)
G ′′ 2 ( x + b0 )
where b 0 satisfies (8.3) and the compatibility condition (8.22). Solving (8.24) we
determine G ( x ) .
We thus arrive at the following
Theorem 4. The solutions of the Painlevé PIV equation are given by
 G′( x) 
(I) w( x) = b0 ( x) +   where b 0 satisfies (8.3) and the compatibility condition
 G ( x) 
(8.21) while G (x) satisfies the third order differential equation
2 ( x + b0 ) G′′′ + (− b0′ + 5 b02 + 10 x b0 + 4 x 2 − 2 α ) G′′ = 0 (8.25)

 G ′( x) 
(II) w( x) = b0 ( x) −   where b 0 satisfies (8.3) and the compatibility condition
 G ( x) 
(8.22) while G (x) satisfies the third order differential equation
2 ( x + b0 ) G′′′ − ( b0′ + 5 b02 + 10 x b0 + 4 x 2 − 2α ) G′′ = 0 (8.26)

Because of the complexity of the expressions for b 0 , the integration of the

differential equations (8.23) and (8.24) might require supercomputing facilities
with symbolic capabilities. A remarkable feature of the (G ′ / G ) − expansion with
variable expansion coefficients is that a repeated use of the method in determining
b 0 leads to a proliferation of solutions, a rather unique feature of the Riccati –
(G ′ / G ) − expansion.
Appendix A. In this Appendix we consider the two compatibility conditions
(4.33) and (4.38) and transform both of them into two conditions between the
parameters and the constants.

42
We examine the first compatibility condition given by equation (4.33). This
equation splits into a pair of equations

u ′( x ) − x 2 + 2 α − 2 p ⋅ u (x ) = 0 (A.1)

and

u ′( x ) + x 2 + 2 α − 2 p ⋅ u(x) = 0 (A.2)

where u ( x ) is given by (4.20).

Expanding (A.1) into power series we obtain
 
 
π  2 π
(− 2α − 2p ) C1 + C 2 − C1 
3+µ  1+ µ  
Γ   Γ  
 4    4  

  
  
π 2 π 
+µ C1 − 2 α − 2 p  C2 − C1   x
 1+ µ   
 Γ  3 + µ   Γ  
  4    4   

  
  
1  π  2 π 
− [ 2 µ (α − p) + 1 ] C1 − µ 2 α − 2 p C 2 − C1   x 2
2 2α − 2p  3+µ  1+ µ   
Γ   Γ  
  4    4   
+ O( x 3 ) (A.3)
Expanding (A.2) into power series we obtain
 
 
π  2 π
( 2α − 2p ) C1 + C 2 − C1 
3+µ  1+ µ  
Γ   Γ   
 4    4  

  
  
π  2 π 
+ −µ C1 − 2 α − 2 p C2 − C1   x
 3 + µ   1+ µ   
 Γ   Γ  
  4    4   

43
   
  
1  π 2 π 
+ [ 2 µ (α − p) + 1 ] C1 + µ 2 α − 2 p  C 2 − C1   x 2
2 2α − 2p  3+µ  1+ µ   
Γ   Γ  
  4    4   
+ O( x 3 ) (A.4)
We next consider the second compatibility condition (4.38):
4 p x [ − u ′( x ) + x ⋅ u ( x ) ] − k ⋅ u ( x ) = 0 (A.5)
Taking into account the solution u ( x ) given by (4.20) and expanding, we get from
(A.5)
 
 
π  2 π [(k + 8 p) µ − 8p] π
−k C1 + (k + 4 p) − C 2 + C1  x − C1 x 2
3+µ  1+ µ   3+µ
Γ   Γ   2Γ 
 4    4    4 

 
 
1  2 π
+ [(k + 12 p) µ − 24p] − C 2 + C1  x 3
6  1+ µ  
 Γ  
  4  

[(k + 16 p) µ 2 − 48 p µ + 32 p + 2 k ] π
− C1 x 4
3+µ
24 Γ  
 4 
 
 
1  2 π
+ [(k + 20 p) µ − 80 p µ + 120 p + 6 k ] − C 2 +
2
C1  x 5 + O( x 6 ) (A.6)
120  1+ µ  
 Γ  
  4  
A remarkable feature of the above compatibility conditions, expressed by the
expansions (A.3), (A.4) and (A.6) is that there are two patterns appearing
repeatedly:
 
 
1  2 π
and − C 2 + C1 
3+µ  1+ µ  
Γ   Γ  
 4    4  

44
Therefore the compatibility conditions hold for every x if
2 π
3 + µ = − 4 n ( n = 0, 1, 2, 3, L ) and − C 2 + C1 = 0 (A.7)
1+ µ 
Γ 
 4 
1
It is = 0 for 3 + µ = − 4 n ( n = 0, 1, 2, 3, L ) in view of the fact that the
3+µ
Γ 
 4 
function Γ(z) has a pole at z = 0 and to the set of negative integers (Abramowitz
and Stegun [3], §6.1.7):
1
lim = 0 , n = 0, 1, 2, 3, L
z →n Γ( −z )

Appendix B. In this Appendix we consider the two compatibility conditions

(5.27) and (5.16) and transform both of them into two conditions between the
parameters and the constants.
We examine the first consistency condition (5.27) written as a couple of equations

f ′( x ) − x 2 + 2 α − 2 p ⋅ f (x) = 0 (B.1)

and

f ′( x ) + x 2 + 2 α − 2 p ⋅ f (x ) = 0 (B.2)

where f ( x ) is given by (5.20).

Expanding (B.1) into power series we obtain
 
 
π  2 π
(− 2α − 2p ) C1 + C 2 − C1 
3+ σ  1+ σ  
Γ   Γ  
 4    4  

  
  
π  2 π 
+σ C1 − 2 α − 2 p C2 − C1   x
 1+ σ   
 Γ  3 + σ   Γ  
  4    4   

45
   
  
1  π 2 π 
− [ 2 σ (α − p) + 1 ] C1 − σ 2 α − 2 p  C 2 − C1   x 2
2 2α − 2p  3+ σ  1+ σ   
Γ   Γ  
  4    4   
+ O( x 3 ) (B.3)
Expanding (B.2) into power series we obtain
 
 
π  2 π
( 2α − 2p ) C1 + C 2 − C1 
 3 + σ    1 + σ  
Γ   Γ  
 4    4  

  
  
π  2 π 
+−σ C1 − 2 α − 2 p C2 − C1   x
 3 + σ   1+ σ   
 Γ   Γ  
  4    4   

  
  
1 π  2 π 
+ [ 2 σ (α − p) + 1 ] C1 + σ 2 α − 2 p C2 − C1   x 2
2 2α − 2p  3+ σ  1+ σ   
Γ   Γ  
  4    4   
+ O( x 3 ) (B.4)
We next consider the consistency condition (5.16). This condition in view of
f′
F = −2 , takes the form
f
4 p x [f ′( x ) + x ⋅ f ( x )] − k ⋅ f ( x ) = 0 (B.5)
where

k = 6 p 2 + (4 − 8 α) p + 2 α 2 − 4 α + β + 2 (B.6)
and f ( x ) is given by (5.20).
Upon expanding f ( x ) we obtain from (B.5)

46
  
 
C1 π  2 π 1 C π
−k + ( 4p − k ) C 2 − C1  x − [ ( k − 8p) σ − 8p ] 1 x2
3+ σ  1+ σ   2 3+ σ
Γ   Γ   Γ 
 4    4    4 

 
 
1  2 π
+ [(12 p − k ) σ + 24 p] C 2 − C1  x 3
6  1+ σ  
 Γ  
  4  

1 C1 π
− [(k − 16 p) σ 2 − 48p σ + 2k − 32 p] x4
24 3+ σ
Γ 
 4 
 
 
1  2 π
+ [(20 p − k ) σ + 80 p σ + 120 p − 6k ] C 2 −
2
C1  x 5 + O( x 6 ) (B.7)
120  1+ σ  
 Γ  
  4  
A remarkable feature of the above compatibility conditions, expressed by the
expansions (B.3), (B.4) and (B.7) is that there are two patterns appearing
repeatedly:
 
 
1  2 π
and C 2 − C1 
3+ σ  1+ σ  
Γ   Γ  
 4    4  
Therefore the compatibility conditions hold for every x if
2 π
3 + σ = − 4 n ( n = 0, 1, 2, 3, L ) and C 2 − C1 = 0 (B.8)
1+ σ 
Γ 
 4 
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49