The Elliptic Painlev\'e Lax Equation vs. van Diejen's 8-Coupling Elliptic Hamiltonian
Masatoshi Noumi, Simon Ruijsenaars, Yasuhiko Yamada

TL;DR
This paper establishes a connection between the elliptic Painlevé Lax equation and van Diejen's elliptic Hamiltonian, extending the Painlevé-Calogero correspondence to a higher hierarchy level.
Contribution
It demonstrates that a specialization of the elliptic Painlevé Lax equation yields the Schrödinger equation for van Diejen's elliptic Hamiltonian, generalizing previous results.
Findings
Derived the Schrödinger equation from the Lax formulation.
Extended the Painlevé-Calogero correspondence to higher hierarchy.
Connected elliptic Painlevé equations with elliptic Calogero-Moser systems.
Abstract
The 8-parameter elliptic Sakai difference Painlev\'e equation admits a Lax formulation. We show that a suitable specialization of the Lax equation gives rise to the time-independent Schr\"odinger equation for the 8-parameter 'relativistic' Calogero-Moser Hamiltonian due to van Diejen. This amounts to a generalization of previous results concerning the Painlev\'e-Calogero correspondence to the highest level in the two hierarchies.
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\FirstPageHeading
\ShortArticleName
The Elliptic Painlevé Lax Equation vs. van Diejen’s 8-Coupling Elliptic Hamiltonian
\ArticleName
The Elliptic Painlevé Lax Equation
vs. van Diejen’s 8-Coupling Elliptic Hamiltonian††This paper is a contribution to the Special Issue on Elliptic Integrable Systems, Special Functions and Quantum Field Theory. The full collection is available at https://www.emis.de/journals/SIGMA/elliptic-integrable-systems.html
\Author
Masatoshi NOUMI †, Simon RUIJSENAARS ‡ and Yasuhiko YAMADA †
\AuthorNameForHeading
M. Noumi, S. Ruijsenaars and Y. Yamada
\Address
† Department of Mathematics, Kobe University, Rokko, Kobe 657-8501, Japan \Address*‡* School of Mathematics, University of Leeds, Leeds LS2 9JT, UK
\ArticleDates
Received April 20, 2020, in final form June 26, 2020; Published online July 08, 2020
\Abstract
The 8-parameter elliptic Sakai difference Painlevé equation admits a Lax formulation. We show that a suitable specialization of the Lax equation gives rise to the time-independent Schrödinger equation for the 8-parameter ‘relativistic’ Calogero–Moser Hamiltonian due to van Diejen. This amounts to a generalization of previous results concerning the Painlevé–Calogero correspondence to the highest level in the two hierarchies.
\Keywords
Painlevé–Calogero correspondence; elliptic difference Painlevé equation; Ruijsenaars–van Diejen Hamiltonian
\Classification
39A06; 33E05
1 Introduction
There exists a well-known correspondence between the nonlinear 4-parameter Painlevé differential equation P(VI) and the linear 4-parameter Heun equation. The former admits a Lax formulation, and a suitable specialization of one of the linear Lax equations yields the Heun equation. This correspondence has come to be known as the Painlevé–Calogero correspondence. Indeed, the Heun equation can be viewed as the time-independent Schrödinger equation associated with the elliptic Calogero Hamiltonian (also known as the 1-particle specialization of the Inozemtsev integrable particle system). This correspondence has been elaborated on from several viewpoints in [11, 12, 19].111For the higher rank models, there is also a correspondence [11], where the Painlevé side of the correspondence is a kind of multi-dimensional extension different from the Garnier systems (see [1] for recent developments).
A decade ago, one of us (S.R.) conjectured that there might exist a similar connection between van Diejen’s [14] 8-parameter analytic difference operator and a Lax formulation for Sakai’s [10] 8-parameter elliptic Painlevé difference equation. A Lax formulation of the latter equation was obtained in [7, 16] and then simplified in [5] (see [3] for a review). In this article we prove the conjecture by invoking the Lax equation that occurs in equation (4.4) in the recent paper [18].
Previous results of a similar nature were recently obtained by Takemura [13]. They involve various specializations with fewer than 8 parameters, making use of Lax formulations of the pertinent difference Painlevé equations in [17] and Jimbo–Sakai [2].
Our main result amounts to a generalized Painlevé–Calogero correspondence at the highest level of both the Painlevé hierarchy and the rank-1 (or ‘one-particle’) Calogero–Moser hierarchy. A recent survey of the Painlevé equations can be found in [3], detailing a great many specializations and confluence limits. To date there exists no similar exhaustive published version of the corresponding degenerations of the van Diejen Hamiltonian.
In this article we use the latter in the somewhat different guise of the operator defined by equations (1.8) and (3.1)–(3.7) in [9]. (We shall detail its definition shortly.) It differs from van Diejen’s operator by multiplicative and additive constants, yielding a version that gives rise to various parameter symmetries. In particular, there exists a natural similarity transform (defined by equations (1.23) and (3.12) of [9]) that exhibits manifest symmetry under permutations and even sign changes of the 8 coupling-type parameters . Under certain restrictions, this symmetry is shown to extend to a spectral invariance of , reinterpreted as a self-adjoint operator on a suitable Hilbert space [9]. This is clearly analogous to the W\big{(}E_{8}^{(1)}\big{)} symmetry of Sakai’s elliptic Painlevé equation. Even so, just as the correspondence we establish, to date this state of affairs is not understood at a more fundamental level.
We proceed to specify the notations used in [9] and [18], and to set up a translation between them. To this end we begin by comparing the two starting points, which involve distinct conventions for the elliptic gamma function. The convention in [18] is now used in most of the literature that employs the elliptic gamma function, namely,
[TABLE]
This yields the -difference equation
[TABLE]
with the key building block of [18],
[TABLE]
Thus, can be viewed as a theta function, but it differs from the four Jacobi theta functions, inasmuch as it is neither even nor odd.
By contrast, in [9] the ‘original’ definition of the elliptic gamma function [8] is used, viz.,
[TABLE]
Thus we need to substitute
[TABLE]
and
[TABLE]
on the r.h.s. of (1.1) to arrive at the r.h.s. of (1.3). (The second convention has definite advantages for quantum-mechanical purposes, but its drawback is that it deviates from the Euler gamma function by not having its ‘first’ simple pole at , but at ; by contrast, has its ‘first’ simple pole at .)
For the purpose of this paper, the building block in this second setting is one of the two right-hand side functions arising from the analytic difference equations (henceforth called AEs)
[TABLE]
namely,
[TABLE]
Up to normalization, this is one of the Jacobi theta functions, cf. [15]. It is even, -periodic, and has no real zeros; the only further property that needs to be often used in the sequel is the AE
[TABLE]
which can be deduced from (1.7).
After the substitutions (1.4) and (1.5) on the r.h.s. of (1.2), we can compare to (1.7) to obtain the key relation
[TABLE]
between the two building blocks.
We are now prepared to focus on the two equations at issue. Van Diejen’s operator is of the form
[TABLE]
Here we have
[TABLE]
whereas is an even elliptic function with periods , . It is uniquely determined up to a constant by specifying the residues at its (generically) simple poles, which occur at the zeros of the factors of the shift coefficients . (Thus we get eight poles in a period parallelogram.) We shall define the residues later on, cf. (3.4)–(3.10).
The operator is viewed as a quantum-mechanical one, in the sense that the pertinent equation to solve is the time-independent Schrödinger equation
[TABLE]
By contrast, at face value the equation in [18] ( case of in equation (4.4)) has a different structure. Indeed, it is given in the form of a -difference equation that is not of this Schrödinger type, namely,
[TABLE]
Here we have
[TABLE]
with
[TABLE]
The parameter can be viewed as a gauge parameter and the parameter arises from the extended affine Weyl group picture associated with the elliptic Sakai equation. Also, encodes one of the two initial values for this equation, (1.13) being one of the two corresponding Lax equations, cf. equation (4.4) of [18].
Remark 1.1**.**
Sakai’s Painlevé equation has a bi-rational form in algebraic coordinates . The coordinates , and , (3.16) are related as , where , are certain elliptic functions. In terms of the coordinates , , the Lax equation (1.13) has the geometric characterization as a bi-degree curve passing through certain 12 points (see [3, Section 7] for example).
To unburden the exposition in this introductory section, we do not completely specify for now. Indeed, its definition is somewhat involved, just like the definition of the additive potential . However, it is expedient to detail at this stage the building block of that carries the dependence on the eight fixed points , , , viz.,
[TABLE]
In general terms, also depends on the above function and a further function that involves an extra parameter encoding the second initial value for the elliptic Sakai equation. (The details of the definition of can be found in equations (3.12)–(3.19).)
Now the problem at issue is whether we can recast the Lax equation (1.13) in an alternative form, such that upon a suitable specialization of , , and it takes the form of the eigenvalue equation (1.12).
To begin with, it is clear from (1.5) and (1.4) that we can switch from to by setting
[TABLE]
so that the multiplicative -shifts in (1.13) turn into the additive -shifts in (1.12).
Next, we recall that the variable change entails the relation (1.9) between the building block functions and . We shall often use (1.9) in the sequel. For example, we have occasion to invoke the formula
[TABLE]
where we used (1.4) and evenness. Likewise, we need the formulas
[TABLE]
so as to connect the eight parameters and to the eight ’s.
The resulting division of the eight ’s into two groups of four is clearly arbitrary, since the function (1.11) is invariant under permutations of the ’s. In fact, taking gauge transformations into account, we can also change the signs of the ’s in , in keeping with the above-mentioned invariance of the similarity transform of . Indeed, as we shall see in Section 3, the additive part is manifestly invariant under permutations and an even number of sign changes.
This state of affairs is crucial for the correspondence we aim to establish. We shall opt for choosing
[TABLE]
so that we get from (1.17) and (1.20) the permutation-invariant function
[TABLE]
When we now consider the factors in (1.14) and in (1.15), we see upon comparison to and that we need to switch the sign of in to obtain equality of these four factors.
We can readily change the sign of in by using a gauge factor
[TABLE]
Specifically, using the -AE (1.6) with , we get
[TABLE]
and
[TABLE]
from which our assertion easily follows. As a consequence, we can employ a transformation with so as to transform the shift coefficient
[TABLE]
back to (1.11).
Besides the option to perform gauge transformations so as to change the shift part, we can also multiply the equation (1.13) by a suitable function. In the following sections we shall exploit this freedom, alongside further reparametrizations, so as to relate it to the Schrödinger equation (1.12). We do this in two stages, which enables us to get a better picture of the cogency of the correspondence at hand. In Section 2 we first focus on the shift part of the equations. This reveals that there is a very limited choice in specializing the shift part of (1.13) so that the gauge-transformed shift part of the van Diejen Hamiltonian (1.10) arises. Indeed, already in this first stage it is remarkable that this is feasible.
The acid test is then whether the pertinent choices are compatible with having the same additive part. This test is addressed and passed in Section 3. In Section 4 we add further insights. In particular, we show that the somewhat implicit parametrization of the function in (1.13) can be made fully explicit.
2 The relation between the shift parts
As a first step, we should complete the connection between the factors of and (1.23) that depend on the parameters , and . Proceeding as before, we get by using (1.21) for the factors in (1.14) and the factors in (1.15) the relations
[TABLE]
and
[TABLE]
Clearly, the simplest way to turn this into the factors in and the factors in is to choose equal to . Indeed, this yields equality of the pertinent 4-parameter factors, hence completing the connection between the 8-parameter factors in and .
At this point it should be stressed that we do not know any a priori reason for the parameter to be equal under these two distinct determinations. Put differently, at this rather early stage we could already have hit an unsurmountable snag in setting up the desired correspondence.
Requiring from now on
[TABLE]
we get from (1.19)
[TABLE]
and likewise
[TABLE]
as is readily verified.
We proceed by dividing (1.13) by the product
[TABLE]
Accordingly, the shift part can be rewritten as (recall (1.18))
[TABLE]
where we used the -AE (1.8).
Next, we put , so that (1.16) becomes
[TABLE]
Then we divide (2.4) by
[TABLE]
so that we obtain the new shift part
[TABLE]
As our final reparametrization, we now set . Then we readily obtain
[TABLE]
and
[TABLE]
As a result, we need only specialize to one of , , in to arrive at coefficients of the same structure, the only difference being that the pertinent is replaced by . When we ignore the plane wave factors, we therefore get the shift part of a (gauge-transformed) van Diejen operator with
[TABLE]
To be sure, we should still take care of the plane waves, but they can be removed by a second gauge transformation. The simplest way to do so is by using a gauge function of the form \exp\big{(}c_{1}x^{2}+c_{2}x\big{)}. However, this function is not -periodic, which seems ‘unnatural’.
In order to avoid this problem, we shall use the -periodic gauge function
[TABLE]
(Here is given by the r.h.s. of (1.7) with .) Indeed, we have
[TABLE]
Thus it remains to multiply the equation (1.13) by to obtain what we want.
Admittedly, the function also seems somewhat ‘alien’ in the Lax context. But at least it is quite natural in the van Diejen context, in view of the modular symmetry of the latter [9]. In any event, we see no way to avoid this gauge transformation in establishing the desired connection for the shift parts.
3 The relation between the additive parts
Let us now take stock of our findings in the previous section. We should divide the equation (1.13) by the product
[TABLE]
cf. (2.5) and (2.3), the factor resulting from the gauge transformation (2.7)–(2.8). In the resulting equation, we should trade the parameters and for and by using (1.4), the variable for by using (1.5), and we should reparametrize , via (1.21). Finally, we need to choose
[TABLE]
The acid test is now whether the ratio becomes equal to under the above reparametrizations, once we choose (say)222In terms of the variables in Remark 1.1, this specialization of the variable corresponds to putting . Under this specialization, the equation (1.13) is factored by due to the geometric characterization. As we will see below, the quotient gives the van Diejen operator with (, are constants).
[TABLE]
and substitute
[TABLE]
in , cf. (2.6). The expectation is that the additional parameters occurring in should give rise to the eigenvalue , as a counterpart of the second P(VI) initial value becoming proportional to the eigenvalue in the Heun equation in elliptic Schrödinger form under the Painlevé–Calogero correspondence.
Before discussing as given in [18], let us define . We shall not follow [9] in doing so, but rather use the characterization that can be found in [6] (see also [4] for an explicit form of the operators together with their relation to original one). This is a definition that specifies uniquely up to an arbitrary additive constant.
Specifically, is an even elliptic function with periods and , having eight (generically) simple poles in a period parallelogram. Modulo the elliptic lattice, these are located at , , where
[TABLE]
The residues at these poles are given by
[TABLE]
where
[TABLE]
with
[TABLE]
cf. (1.7). By evenness, the residues at are then given by , . Note that all of these residues are invariant under permutations and an even number of sign changes of .
In accordance with [6, Section 4.3], the residues (3.5) and (3.6) are equal to minus the residues of
[TABLE]
(cf. (1.11)) at and , whereas the residues (3.7) and (3.8) should be multiplied by a factor
[TABLE]
to obtain the residues of at and .333A similar relation between the residues of shift/additive terms is also known in the Lax operator side. However, the corresponding statement in [18, (iii) in Section 4] is not literally correct, because of the disagreement of the quasi-periodicity of the shift/additive terms. This problem can be restored by a certain gauge transformation, or one should take into account multiplicative factors like (3.11).
As announced, we have now specified up to an arbitrary additive constant. Turning to , it can be written
[TABLE]
where the summands are given by
[TABLE]
with given by (1.17) and by
[TABLE]
Furthermore, we have
[TABLE]
where
[TABLE]
(Just as , the parameter stems from the extended affine Weyl group of , cf. [3].)
It remains to define the function . This is of the previous form (1.16), but with ‘evolved’ parameters , and . The latter is simply given by
[TABLE]
so we have
[TABLE]
The evolution of and is fixed by requiring
[TABLE]
cf. [18, Proposition 4.1]. In view of (3.13) and (3.15), this amounts to requiring that have no poles at the zeros , of .
The crux of the simple -evolution (3.18) is that it guarantees that the function is in fact holomorphic in the finite plane . This implies that
[TABLE]
is an entire -periodic function, a feature that we shall return to in Section 4.
We proceed to calculate the summands
[TABLE]
of in terms of , using the above reparametrization (3.2), and also setting
[TABLE]
We have already calculated the factors containing the 8 parameters in the terms . Specifically, the factor coming from is given by (1.22), and from this we also obtain
[TABLE]
To continue, we determine the remaining factors, using from now on the notation
[TABLE]
to shorten the resulting formulas
[TABLE]
Using also (2.1) and (2.2), we finally get (recall is even)
[TABLE]
Next, we calculate the denominator function (cf. (3.1)),
[TABLE]
by using the above factors
[TABLE]
Hence we obtain
[TABLE]
where
[TABLE]
We proceed to discuss these functions. The ‘extra’ summand of the additive part is manifestly an even elliptic function. Moreover, we have
[TABLE]
Now with our reparametrizations, (3.17) yields
[TABLE]
and then (3.16) gives
[TABLE]
Using this in (3.26), we deduce that is also elliptic.
Next, we study the remaining poles in the summands of . By evenness, the poles coming from the denominator factors and cancel. The remaining factors, however, do give rise to poles. In particular, for generic we get poles depending on .
We proceed to consider the special -choice (3.3). We already know from Section 2 that for that choice the shift part amounts to that of a gauge-transformed van Diejen operator , with defined by
[TABLE]
Hence we should next compare the pole residues of and those of the additive part of . Also, by ellipticity and evenness we need only study the residues at , .
For , the summand (3.24) with has a residue
[TABLE]
cf. (3.9). Thus it equals the residue at of , cf. (3.5). Likewise, using the -periodicity of , we see that the residues at coincide.
Let us next obtain the -residue for . In this case (3.24) yields the residue
[TABLE]
where we have used the -AE (1.8) and (3.10). Using (1.8) once more, this can be rewritten as
[TABLE]
When we now use (3.27), this becomes
[TABLE]
Comparing this to (3.7), we see that it equals the residue at of .
Basically the same calculation shows that the residues of and at are also equal. Therefore, the function
[TABLE]
has no poles, so by ellipticity it equals a constant, which we shall denote by . This constant , however, has a nontrivial dependence on the variable , which can be freely chosen (after which is determined by (3.27)). It can be expected that when ranges over , the corresponding -values range over as well. We shall study this further in Section 4.
The upshot is that we have furnished the details of the correspondence between van Diejen’s operator and the Lax formulation for Sakai’s elliptic Painlevé equation.444The generalization of the correspondence to the elliptic difference -particle systems is an important future problem. In the next section we add some further details and insights on this correspondence.
4 Some supplements
To begin with, let us confirm that (3.23) has no poles for equal to and modulo the elliptic lattice . To this end we recall that the quantities and are defined such that the function (3.21) ensures the absence of poles of at , , cf. (3.19). Now has no zeros at these two -values (generically), so has no poles there either. Recalling , we see that the evolution requirement amounts to insisting that poles for
[TABLE]
be absent in . By evenness and ellipticity, it is then clear that indeed has no poles for equal to modulo . As a corollary, it follows from (3.22) and (3.23) that (3.20) is indeed an entire -periodic function.
We proceed to study the evolution requirement in more detail. From (3.24) and (3.25) we see that for our variables and parameters it amounts to requiring
[TABLE]
where
[TABLE]
We can solve the requirement (4.1) (more or less) explicitly by making use of the family of even elliptic functions
[TABLE]
as follows. First, we note that we can rewrite (4.1) as
[TABLE]
where
[TABLE]
and
[TABLE]
Consider now the function
[TABLE]
By construction, it satisfies
[TABLE]
Now is an even elliptic function with only two poles (at ) in a period parallelogram, so it must be of the form
[TABLE]
which determines the quantities and . As a consequence, the quantities and
[TABLE]
yield a solution to (4.1), and we may substitute
[TABLE]
in (3.25), with defined by (4.6), (4.5), (4.3) and (4.2). This yields in an explicit form, in which the variables , , and are no longer present. Correspondingly, rewritten in the multiplicative notation, we obtain the following expression for where the function is eliminated
[TABLE]
We continue by adding some comments concerning genericity and questions of existence/uniqueness. We begin by noting that there are tacit genericity assumptions throughout the above. This is already the case for the van Diejen operator : For a fixed , we should require that be such that
[TABLE]
to ensure that the poles of and are simple, and that our choice of the additive constant in is finite, cf. [9]. In particular, this says that should not be a multiple of (equivalently, with ).
Let us next reconsider the evolution of and with regard to genericity. Obviously we need to require that and be nonzero, just as the variables and the parameters , , , , and . The above explicit solution to (4.1) then implies that and are nonzero as well, but this solution is only well defined when we require
[TABLE]
so that and are finite, cf. (4.2),
[TABLE]
[TABLE]
cf. (4.6).
Provided these requirements are satisfied, it is likely that the solution is also unique. Indeed, assuming there are two solutions of the above form, the difference would be an even degree-two elliptic function with a double pole at the origin, which vanishes for and . By (4.8) this implies that the zero sum given by (cf. (4.5))
[TABLE]
is not congruent to 0 mod , in contradiction to ellipticity. (To be sure, it is conceivable that there exists a second solution with a different structure.)
Finally, let us come back to , assuming from now on . As we have shown above, in that case amounts to , where is an unspecified constant depending on . We now detail the three summands of
[TABLE]
From (3.24) we get
[TABLE]
whereas (3.25) combined with (4.1)–(4.7) yields
[TABLE]
with
[TABLE]
Here, we also used (cf. (3.27))
[TABLE]
and for completeness, we repeat (4.5)
[TABLE]
It should be stressed that as just obtained gives rise to a novel and quite surprising representation for . Taking the parameters , , positive from now on and not equal to a multiple of (as in [9]), the function is real-valued for real ’s and real . Taking also , real, the same is true for , as is readily verified. Hence the constant is real. We can say more about its dependence on , as follows.
Assuming
[TABLE]
we can take equal to
[TABLE]
The point is that this yields
[TABLE]
so that
[TABLE]
Now is a real number not depending on , so we can conclude from (4.9) that varies over all of as varies over . Indeed, for the denominator in (4.9) vanishes, and for the numerator vanishes, so by a continuity argument our conclusion readily follows.
As another salient fact, we recall from [9] that vanishes when we choose
[TABLE]
Therefore does not depend on for this -choice, entailing .
Acknowledgements
The research reported in this article was initiated during a visit of S.R. to the Department of Mathematics of Kobe University. He would like to thank the Department for its hospitality and financial support. This work is supported by JSPS KAKENHI Grant Numbers 26287018 and 15H03626.
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