Some General Solutions to the

Painlev PII Equation

Solomon M. Antoniou
SKEMSYS
Scientific Knowledge Engineering
and Management Systems

Corinthos 20100, Greece
solomon_antoniou@yahoo.com



Abstract
We initiate a solution procedure in solving the Painlev PII equation. The method
used is the Riccati equation method with variable expansion coefficients.The
solutions are expressed in terms of the Airy functions.


Keywords: Painlev equations, Painlev PII equation,the extended Riccati
equation method, nonlinear equations, exact solutions, Airy functions.






2

1. Introduction.
The Painlev 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 Painlev 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
Painlev 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 Painlev 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 Bcklund transformations.
No explicit solutions of the Painlev 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]).
In this paper we introduce a solution method and find some closed-form solutions
to the Painlev PII equation using the extended Riccati equation method with
variable expansion coefficients. The solutions are expressed in terms of the Airy
functions. The paper is organized as follows: In Section 2 we describe the
extended Riccati equation method with variable expansion coefficients. This
method was introduced in Antoniou ([5] and [6]) and applied successfully in two
cases of nonlinear PDEs, the Burgers and KdV equations. These two papers will
3
be called Paper I and Paper II hereafter respectively. In Section 3 we solve the
Painleve PII equation w z ) z ( w 2 ) z ( w
3
+ = . We find two families of solutions,
expressed in terms of the Airy functions. In Section 4 we consider the
) G / G ( expansion method with variable expansion coefficients. We obtain two
third order differential equations which, when solved, can in principle determine
the unknown function G.

2. The Method.
We suppose that a nonlinear ordinary differential equation
0 ) , u , u , u , x ( F
xx x
= L (2.1)
with unknown function ) x ( u admits solution expressed in the form


= =
+ =
n
1 k
k
k
n
0 k
k
k
Y
b
Y a ) x ( u (2.2)
where all the expansion coefficients depend on the variable x,
) x ( a a
k k
, ) x ( b b
k k
for every n , , 2 , 1 , 0 k L =
contrary to the previously considered cases, where the expansion coefficients were
considered as constants. The function ) x ( Y Y satisfies Riccatis equation

2
Y B A ) x ( Y + = (2.3)
where the coefficients A and B depend on the variable x as well.
In solving the nonlinear ODE (2.1), we consider the expansion (2.2) and then we
balance the nonlinear term with the highest derivative term of the function ) x ( u
which determines n (the number of the expansion terms). Equating the
coefficients of the different powers of the function ) x ( Y to zero, we can
determine the various expansion coefficients ) x ( a
k
, ) x ( b
k
and the functions
) x ( A , ) x ( B . We finally solve Riccati's equation and then find the solutions of the
equation considered.

4
3. The Painleve PII equation and its solutions.
We consider the Painleve PII equation
w z w 2
dz
w d
3
2
2
+ = (3.1)
where ) z ( w w is the unknown function and z the independent variable,
considered complex in general.
We shall use the extended Riccati equation method in solving equation (3.1). In
this case we consider the expansion

= =
+ =
n
1 k
k
k
n
0 k
k
k
Y
b
Y a ) z ( w (3.2)
and balance the second order derivative term with the second order nonlinear term
of (3.1). We then find 1 n = and thus

Y
b
Y a a ) z ( w
1
1 0
+ + = (3.3)
where all the coefficients
0
a ,
1
a and
1
b depend on z, and Y satisfies Riccatis
equation
) z ( Y ) z ( B ) z ( A ) z ( Y
2
+ = (3.4)
The prime will always denote derivative with respect to the variable z. From
equation (3.3) we obtain, taking into account
2
BY A Y + =

2
2
1 1 2
1 1 0
Y
) BY A ( b
Y
b
) BY A ( a Y a a ) z ( w
+

+ + + + = (3.5)
) BY A ( Y B 2 Y B A ( a ) BY A ( a 2 Y a a ) z ( w
2 2
1
2
1 1 0
+ + + + + + + =
2
2
1
2
1
2
1 1
Y
) BY A ( BY b 2 ) Y B A ( b ) BY A ( b 2
Y
b + + + + +

+
3
2 2
1
Y
) BY A ( b 2 +
+ (3.6)
Therefore equation (3.1), under the substitutions (3.3) and (3.6), becomes
5
) BY A ( Y B 2 Y B A ( a ) BY A ( a 2 Y a a
2 2
1
2
1 1 0
+ + + + + + +
2
2
1
2
1
2
1 1
Y
) BY A ( BY b 2 ) Y B A ( b ) BY A ( b 2
Y
b + + + + +

+
|

\
|
+ + +
|

\
|
+ + =
+
+
Y
b
Y a a z
Y
b
Y a a 2
Y
) BY A ( b 2
1
1 0
3
1
1 0
3
2 2
1
(3.7)
Upon expanding and equating the coefficients of Y to zero in the above equation,
we obtain a system of seven ordinary differential equations from which we can
determine the various expansion coefficients. We obtain
coefficient of
3
Y :
0 a 2 B a 2
3
1
2
1
= (3.8)
coefficient of
2
Y :
0 B a 2 B a a a 6
1 1
2
1 0
= + + (3.9)
coefficient of Y:
0 a a a 6 b a 6 a z B A a 2
1 1
2
0 1
2
1 1 1
= + (3.10)
coefficient of
0
Y :
0 A a 2 B b A a B b 2 b a a 12 a 2 a z a
1 1 1 1 1 1 0
3
0 0 0
= + + (3.11)
coefficient of
1
Y

:
0 AB b 2 b a 6 b a 6 b z b
1
2
1 1 1
2
0 1 1
= + (3.12)
coefficient of
2
Y

:
0 A b b a 6 A b 2
1
2
1 0 1
= (3.13)
coefficient of
3
Y

:
0 b 2 A b 2
3
1
2
1
= (3.14)
We are to solve the system of equations (3.8)-(3.14), supplemented by Riccati's
equation
2
BY A Y + = .

6
From equations (3.8) and (3.14), ignoring the trivial solutions, we obtain
B a
1
= and A b
1
= (3.15)
respectively.
3.I. Case I. We first consider the case
B a
1
= and A b
1
= (3.16)
We then obtain from (3.9) and (3.13)

B
B
2
1
a
0

= and
A
A
2
1
a
0

= (3.17)
respectively. Equating the two different expressions of
0
a and integrating, we find
that
p B A = (3.18)
where p is a constant to be determined.
From equation (3.10) we get
0 ) z p 4 (
B
B
2
3
B
B
2
= +
|

\
|

(3.19)
From equation (3.12) we get
0 ) z p 4 (
A
A
2
3
A
A
2
= +
|

\
|

(3.20)
From equation (3.11) we get
0
B
B
) z p 8 (
B
B
2
1
B
B
3
=
|

\
|

+
|

\
|

\
|

(3.21)
Equations (3.19) and (3.20) are connected through the relation p B A = . Therefore
there is no need to solve both of them, since each one comes from the other taking
into account p B A = . We now solve equation (3.19). Under the substitution

B
B
F

= (3.22)
equation (3.19) transforms into
7
) z p 4 ( F
2
1
F
2
+ + = (3.23)
which is a Riccati differential equation. Under the standard substitution

u
u
2 F

= (3.24)
Riccati's equation (3.23) becomes
0 ) z ( u
2
z p 4
) z ( u =
+
+ (3.25)
The previous equation can be transformed into the Airy equation. In fact, under
the substitution + = y z , equation (3.25) takes on the form
0 ) y ( u
2
) p 4 (
y
2
dy
) y ( u d
2 3
2
2
=
|
|

\
|
+
+

+ (3.26)
The choice 2
3
= and p 4 = transforms (3.26) into
0 ) y ( u y
dy
) y ( u d
2
2
= (3.27)
which is the Airy differential equation with general equation
) y ( Bi C ) y ( Ai C ) y ( u
2 1
+ = (3.28)
where ) y ( Ai and ) y ( Bi are Airy's functions of the first and second kind
respectively (see for example Abramowitz and Stegun [3]). Going back to the
original variable (taking into account y ) 2 ( p 4 z
3 / 1
= + ) we obtain the general
solution of equation (3.25)

|
|

\
|

+
+
|
|

\
|

+
=
3 / 1
2
3 / 1
1
) 2 (
p 4 z
Bi C
) 2 (
p 4 z
Ai C ) z ( u (3.29)
We now have to determine the function Y which satisfies Riccati's equation
2
BY A Y + = . Under the substitution

v
v
B
1
Y

= (3.30)
Riccati's equation
2
BY A Y + = becomes
8
0 v ) AB ( v
B
B
v = +
|

\
|

(3.31)
Since
u
u
2
B
B
=

and p B A = , equation (3.31) becomes

0 u v p 2 v u 2 v u = + +
which can be written as
0 v ) u u p 2 ( ) v u ( = + (3.32)
The substitution
v u = (3.33)
transforms (3.32) into
0
u
u
p 2 =
|

\
|

+ (3.34)
Since z
2
1
p 2
u
u
=

, equation (3.34) takes on the form
0 z
2
1
p 4 =
|

\
|
+ + (3.35)
The above equation can be transformed into the Airy's equation (the same way
(3.25) was transformed into (3.27)) and admits the general solution

|
|

\
|

+
+
|
|

\
|

+
=
3 / 1
2
3 / 1
1
) 2 (
p 8 z
Bi C
~
) 2 (
p 8 z
Ai C
~
(3.36)
Integrating
u
u
2
B
B
=

we obtain

) z ( u
K
B
2
= (3.37)
where K is a constant. Since
u
u
v
v

(this equation comes from u / v =

by differentiation) we obtain from (3.30), using also (3.37)

|

\
|

=
u
u
K
u
Y
2
(3.38)
9
where and u are given by (3.36) and (3.29) respectively.
We consider finally equation (3.21). This equation takes the form
F ) p 8 z ( F
2
1
F
3
+ = (3.39)
where F is defined in (3.22). This equation should be combined with (3.23) to get
a compatibility condition, which will eventually establish a relation determining
the constant p. From (3.23) multiplying by F we obtain
F ) z p 4 ( F F F
2
1
3
+ + = and because of that, equation (3.39) takes on the form
F p 4 F F F = . Differentiating (3.23) we get 1 F F F = . We thus obtain the
equation 1 F p 4 = . Since
u
u
2 F

= , we derive the compatibility condition
p 8
1
u
u
=

, i.e.
0 u u p 8 = + (3.40)
This last equation should hold for every z. Writing (3.40) as
+

|
|

\
|

+
+
|
|

\
|

3 / 1
2
3 / 1
1
) 2 (
p 4 z
Bi C
) 2 (
p 4 z
Ai C
dz
d
p 8
0
) 2 (
p 4 z
Bi C
) 2 (
p 4 z
Ai C
3 / 1
2
3 / 1
1
=

|
|

\
|

+
+
|
|

\
|

+
+
and expanding around 0 z = , we obtain the relation
+ } ) p ; C , C ( H p ) 2 ( 4 ) p ; C , C ( G {
2 1
3 / 2
2 1

+
)
`

+ z ) p ; C , C ( H ) 2 (
2
1
) p ; C , C ( G p 16
2 1
3 / 2
2 1
2

+ + +
2
2 1
2 3 / 2
2 1
z } ) p ; C , C ( H p ) 2 ( 4 ) p ; C , C ( G p ) 3 {(
+

+
|
|

\
|
+ +
3
2 1
3 / 2
2 1
3
z ) p ; C , C ( H p ) 2 (
6
5
) p ; C , C ( G
3
p 16
12
1

10
0 ) z ( O
4
= + (3.41)
where
) p ) 2 ( 2 ( Bi C ) p ) 2 ( 2 ( Ai C ) p ; C , C ( G
3 / 2
2
3 / 2
1 2 1
+ = (3.42)

p ) 2 ( 2 z
2
p ) 2 ( 2 z
1 2 1
3 / 2 3 / 2
) z ( Bi
dz
d
C ) z ( Ai
dz
d
C ) p ; C , C ( H
= =
+ = (3.43)
In all the higher order expansion terms, there appears the same linear combination
of the quantities ) p ; C , C ( G
2 1
and ) p ; C , C ( H
2 1
. Therefore the relation (3.41) is
true for every z , if and only if
0 ) p ; C , C ( G
2 1
= and 0 ) p ; C , C ( H
2 1
= (3.44)
The two equations (3.44) hold simultaneously if

) p ) 2 ( 2 ( Ai
) p ) 2 ( 2 ( Bi
C
C
3 / 2
3 / 2
2
1


= and
) p ) 2 ( 2 ( i A
) p ) 2 ( 2 ( i B
C
C
3 / 2
3 / 2
2
1


= (3.45)
Equating the two different expressions of the ratio
2 1
C / C , we arrive at the
condition
) p ) 2 ( 2 ( i B ) p ) 2 ( 2 ( Ai
3 / 2 3 / 2

0 ) p ) 2 ( 2 ( Bi ) p ) 2 ( 2 ( i A
3 / 2 3 / 2
= (3.46)
The above condition determines the constant p.
Let us now collect everything together:
The solution of the Painleve PII equation w z w 2
dz
w d
3
2
2
+ = is given by
Y
b
Y a a ) z ( w
1
1 0
+ + = where
B
B
2
1
a
0

= , B a
1
= , A b
1
= with p B A = ,
) z ( u
K
) z ( B
2
= and
|

\
|

=
u
u
K
u
Y
2
, where and u are given by (3.36) and
(3.29) respectively. Therefore ) z ( w is given by

1
u
u
p ) z ( w

\
|

= (3.47)
11
where p is determined by (3.46) and , u are given by (3.36) and (3.29)
respectively.
3.II. Case II. We next consider the case
B a
1
= and A b
1
= (3.48)
We then obtain from (3.9) and (3.13)

B
B
2
1
a
0

= and
A
A
2
1
a
0

= (3.49)
respectively. Equating the two different expressions of
0
a , we find that
p AB= (3.50)
where p is a constant.
From equation (3.10) we get
0 ) z p 4 (
B
B
2
3
B
B
2
= +
|

\
|

(3.51)
From equation (3.12) we get
0 ) z p 4 (
A
A
2
3
A
A
2
= +
|

\
|

(3.52)
From equation (3.11) we get
0
B
B
) z p 8 (
B
B
2
1
B
B
3
=
|

\
|

+
|

\
|

\
|

(3.53)
Using the same reasoning as in Case I, we conclude the following:
The solution of the Painleve PII equation w z ) z ( w 2
dz
w d
3
2
2
+ = is given by
Y
b
Y a a ) z ( w
1
1 0
+ + = where
B
B
2
1
a
0

= , B a
1
= , A b
1
= with p B A = ,
) z ( u
K
) z ( B
2
= and
|

\
|

=
u
u
K
u
Y
2
, where and u are given by (3.36) and
(3.29) respectively. Therefore ) z ( w is given by
12

1
u
u
p ) z ( w

\
|

= (3.54)
where p is determined by (3.46) and , u are given by (3.36) and (3.29)
respectively.
Note. Considering the equation
+ + = w z ) z ( w 2
dz
w d
3
2
2

we find that the solution does not depend on the constant , a feature for which
we cannot provide any explanation.
4. The
|

\
|

G
G
expansion method with variable expansion
coefficients.
We consider that equation (3.1) admits a solution of the form

|
|

\
|
+ =
) z ( G
) z ( G
) z ( a ) z ( a ) z ( w
1 0
(4.1)
Upon substituting (4.1) into (3.3) we obtain an equation, which when arranged in
powers of G, can take the form
] G a a 6 G a 2 G a G a z G a [
) x ( G
1
) a 2 a z a (
2
0 1 1 1 1 1
3
0 0 0
+ + +
] ) G ( a a 6 G G a 3 ) G ( a 2 [
) x ( G
1
2
0
2
1 1
2
1
2
+
0 ] ) G ( a 2 ) G ( a 2 [
) x ( G
1
3
1
3 3
1
3
= + + (4.2)
Equating to zero all the coefficients of ) x ( G in the above equation, we obtain the
following system of ordinary differential equations
0 a 2 a z a
3
0 0 0
= (4.3)
0 G a a 6 G a 2 G a G a z G a
2
0 1 1 1 1 1
= + + (4.4)
13
0 ) G ( a a 6 G G a 3 ) G ( a 2
2
0
2
1 1
2
1
= (4.5)
0 ) G ( a 2 ) G ( a 2
3
1
3 3
1
= + (4.6)
Equation (4.3) is essentially equation (3.3) and thus admits all the solutions found
in Section 3. From equation (4.6), ignoring the trivial solution, we obtain that
1 a
1
= (4.7)
From equation (4.4), taking into account the above values of
1
a , we derive the
equation
z a 6
G
G
2
0
+ =

(4.8)
From equation (4.5), we obtain

0
a 2
G
G
=

for 1 a
1
= and
0
a 2
G
G
=

for 1 a
1
= (4.9)
We thus derive the following equations, dividing (4.8) by (4.9):
Solution I. For 1 a
1
= , the function ) x ( G is determined as solution of the
equation
0
2
0
a 2
z a 6
G
G +
=


where
0
a is any solution of equation (4.3).
Solution II. For 1 a
1
= , the function ) x ( G is determined as solution of the
equation
0
2
0
a 2
z a 6
G
G +
=


where
0
a is any solution of equation (4.3).
In both the above equations,
0
a is given by (3.47) and (3.54) (simply substitute
) z ( w by
0
a ). Because of the complexity of the expressions for
0
a , the integration
of the differential equations 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
0
a
leads to a proliferation of solutions, a rather unique feature of the Riccati
) G / G ( expansion.

14
Appendix.
In this Appendix we consider the cases B a
1
= , A b
1
= and B a
1
= , A b
1
= .
We show that in these two cases we obtain incompatible equations.
Case II. We consider the case
B a
1
= and A b
1
= (A.1)
We then obtain from (3.9) and (3.13)

B
B
2
1
a
0

= and
A
A
2
1
a
0

= (A.2)
respectively. Equating the two different expressions of
0
a , and integrating, we
find that
B s A
2
= (A.3)
where s is a real constant. We can equally well consider the case B s A
2
= .
From equation (3.10), we get
0 z B s 8
B
B
2
3
B
B
2 2
2
=
|

\
|

(A.4)
From equation (3.12) we get
0 z B s 8
A
A
2
3
A
A
2 2
2
=
|

\
|

(A.5)
From equation (3.11) we get
0 ) B ( s 12
B
B
z
B
B
2
1
B
B
2 2
3
=
|

\
|

\
|

\
|

(A.6)
Equation (A.4) under the substitution

) z ( u
1
B
2
= (A.7)
takes on the form

) z ( u
s 4
) z ( u
2
z
) z ( u
3
2
= + (A.8)
15
which is Ermakov's equation (Ermakov [8]). The equation 0 ) z ( u
2
z
) z ( u = +
admits two linearly independent solutions,
|
|

\
|

3 / 1
) 2 (
z
Ai and
|
|

\
|

3 / 1
) 2 (
z
Bi .
Therefore, using the standard procedure, the general solution of (A.8) is given by

|
|
|
|
|
|

\
|
(
(

|
|

\
|

+ +
(
(

|
|

\
|

=

2
2
3 / 1
1 2
2
2
3 / 1
2
1
) 2 (
z
Ai
dz
C C s 4
) 2 (
z
Ai ) z ( u C (A.9)
and

|
|
|
|
|
|

\
|
(
(

|
|

\
|

+ +
(
(

|
|

\
|

=

2
2
3 / 1
1 2
2
2
3 / 1
2
1
) 2 (
z
Bi
dz
C C s 4
) 2 (
z
Bi ) z ( u C (A.10)
Every solution of the equation (A.4) found previously has to be substituted in
(A.6) and thus to obtain a compatibility condition. Despite the fact that (A.4)
admits closed-form solution, equations (A.4) and (A.6) are incompatible. The
proof goes as follows: Equations (A.4) and (A.6) can be written in terms of
B
B
G

as
z B s 8 G
2
1
G
2 2 2
+ = (A.11)
and
0 ) B ( s 12 G z G
2
1
G
2 2 3
= (A.12)
respectively.
Multiplying equation (A.11) by G we derive the equation
16
G z B G s 8 G G G
2
1
2 2 3
+ + = (A.13)
Combining (A.12) with (A.13) we get
0 ) B ( s 12 B G s 8 G G G
2 2 2 2
= + (A.14)
Differentiating (A.11) with respect to z we obtain
1 ) B ( s 8 G G G
2 2
+ = (A.15)
Equations (A.14) and (A.15) give
0 ) B ( s 12 B G s 8 1 ) B ( s 8
2 2 2 2 2 2
= + +
which is equivalent to the quite remarkable result 0 1= . We have thus proved that
equations (A.4) and (A.6) are incompatible. The case B s A
2
= leads again to
incompatible equations.
Case III. We consider next the case
B a
1
= and A b
1
= (A.16)
Using the same reasoning as before, we obtain again incompatible equations.

References
[1] M. J. Ablowitz, A. Ramani and H. Segur: "A connection between
nonlinear evolution equations and ordinary differential equations of
P-type. I" J. Math. Phys. 21 (1980) 715-721
[2] M. J. Ablowitz, A. Ramani and H. Segur: "A connection between
nonlinear evolution equations and ordinary differential equations of
P-type. II" J. Math. Phys. 21 (1980) 1006-1015
[3] M. Abramowitz and I. A. Stegun: "Handbook of Mathematical
Functions". Dover 1972
[4] H. Airault: "Rational solutions of Painlev equations"
Stud. Appl. Math. 61 (1979) 31-53

17
[5] S. Antoniou: The Riccati equation method with variable expansion
coefficients. I. Solving the Burgers equation. submitted for publication
[6] S. Antoniou: The Riccati equation method with variable expansion
coefficients. II. Solving the KdV equation. submitted for publication
[7] P. A. Clarkson: "Painlev equations-nonlinear special functions"
J. Comp. Appl. Math. 153 (2003) 127-140
[8] V. P. Ermakov: Second-Order Differential Equations: Conditions of
Complete Integrability. Appl. Anal. Discr. Math. 2 (2008) 123-145
Translation from the original Russian article:
Universitetskiye Izvestiya Kiev No. 9 (1880) 1-25
[9] A. S. Fokas and M. J. Ablowitz: "On a unified approach to
transformations and elementary solutions of Painlev equations"
J. Math. Phys. 23 (1982) 2033-2042
[10] E. L. Ince: "Ordinary Differential Equations". Dover 1956
[11] A. Ramani, B. Dorizzi and B. Grammaticos: "Painlev conjecture
revisited". J. Math. Phys. 21 (1980) 715-721
[12] A. Ramani, B. Grammaticos and T. Bountis: "The Painleve Property and
Singularity Analysis of Integrable and Non-Integrable Systems".
Phys. Rep. 180 (1989) 159-245
[13] J. Weiss, M. Tabor and G. Carnevale: "The Painlev property for partial
differential equations". J. Math. Phys. 24 (1983) 522-526
[14] J. Weiss: "The Painlev property for partial differential equations. II:
Bcklund transformation, Lax pairs, and the Schwarzian derivative"
J. Math. Phys. 24 (1983) 1405-1413
[15] J. Weiss: "On classes of integrable systems and the Painlev property "
J. Math. Phys. 25 (1984) 13-24
[16] J. Weiss: "The Painlev property and Bcklund transformations for the
sequence of Boussinesq equations".
J. Math. Phys. 26 (1985) 258-269
18
[17] Y. Wenjum and Li Yezhou: "Rational Solutions of Painlev Equations"
Canadian J. Math. 54 (2002) 648-670