The Painlevé property says that the general solution has no movable critical singularities: analytic continuation around a singularity whose location depends on the initial data must not create a different branch. A fixed singularity of a complex differential equation has its location prescribed by the coefficients; a movable singularity of a complex differential equation has a location which varies with the initial data. A commonly used stronger form requires movable singularities to be poles, so that the solution is locally a meromorphic function there. Movable branch points are excluded; a movable pole is permitted. We will prove the stronger form for this equation by finding its complete general solution family as rational functions.
Use the linearization of a Riccati equation. If , put wherever . Differentiating this expression and cancelling the quadratic terms yields
Conversely a nonzero solution of this linear ordinary differential equation gives a solution , wherever the quotient is defined. Every local finite solution at an ordinary point arises this way: solve with a nonzero initial value and differentiate to get the second-order equation. Multiplying by a nonzero constant leaves unchanged, giving the one effective constant of integration expected for a first-order Riccati equation.
For the present coefficients, , so the linear ordinary differential equation simplifies to
Two direct substitutions give solutions and . Their Wronskian is
which is nonzero at every ordinary point . They therefore form a fundamental pair there, and all local solutions have the form
Taking its logarithmic derivative gives
Thus, for , writing , the general family is
The remaining member, corresponding to , is
The completeness of the linearizing pair proves that no other local solution is omitted. These are rational functions, single-valued meromorphic functions; hence their continuation has no branch points. Their only possible moving singularities are zeros of . A root outside is simple, and its residue is
Equivalently, poles of a Riccati solution from zeros of its linearizing solution are simple at ordinary points, because a nontrivial solution of a linear ordinary differential equation cannot have both and . The exceptional collisions or occur at the fixed coefficient singularities, and still give rational functions. Consequently every movable singularity is a pole, establishing the Painlevé property in its stronger meromorphic sense.
A fixed singularity of a complex differential equation has a location determined by the coefficients, independently of the initial value. A movable singularity of a complex differential equation belongs to an individual continued solution and changes location when the initial value changes. For example, has the movable pole in . A fixed exceptional location need not be singular for every solution.
The precise first-order form of the Painlevé determinateness theorem needed here is as follows. Let be rational in , with coefficients meromorphic in on the chosen independent-variable surface. Algebraic coefficients can be made single valued on their own surface. Exclude the fixed coefficient singularities and exceptional fibres where a reduced numerator and denominator vanish together, working also in the dependent coordinate . If a solution is continued along an arc with endpoint outside that exceptional set, then has a definite finite or infinite limit. Any singularity there is a pole or an algebraic branch point; there is no movable essential or logarithmic singularity. The standard rectifiable-arc formulation is included in this statement.
Here is a proof. First suppose a sequence along the arc has at a point where the vector field is holomorphic. Choose a smaller closed bidisc about this point. Uniform bounds on the vector field and its dependent-variable derivative give, by the integral contraction mapping proof, one radius on which every solution starting sufficiently close to exists and remains bounded. For large , the solution through is therefore defined on a fixed disc about . The entire sufficiently late tail of lies in that disc. Uniqueness identifies the original continued solution with this local solution throughout that tail, so the solution extends through and has a limit. The same argument applies to an ordinary point in the reciprocal coordinate .
If the limit did not exist, consider the cluster set in the dependent-variable Riemann sphere:
Each closed tail is compact and connected, and these sets are nested; hence is nonempty, compact and connected. The preceding paragraph excludes every ordinary point from . At the rational vector field has only finitely many nonordinary dependent values, in both coordinate charts: an entire fibre of singular points was excluded among the fixed exceptions. Thus is a connected subset of a finite set, so it is a singleton. Compactness then forces convergence to its unique point, contradicting the assumed lack of a limit. This proves determinateness.
It remains to determine the local type rather than merely the limit. At a finite limiting value which is a pole of the vector field, write the reduced equation as . Since is not exceptional, , and the inverse equation
is holomorphic near . The holomorphic dependence of ordinary differential equations on parameters makes its local solution curves jointly holomorphic in and their initial values. In particular, the value at the transverse line is a holomorphic first integral labelling these curves. The original graph has constant label; taking its endpoint limit shows that it lies on the inverse solution through . That inverse solution cannot be the vertical curve : this would require to vanish identically near , an excluded fixed singular fibre. Consequently its power series has a first nonzero term,
Here at a vector-field pole. Factor the right side as times a nonvanishing holomorphic function and take its local th root. This gives a new dependent coordinate with nonzero derivative, and the holomorphic inverse function theorem expresses as a convergent power series in . Thus the singularity is an algebraic branch point. At an infinite limit, repeat the argument for . An ordinary zero of gives a pole of , while a finite ramification of gives an algebraic pole branch. This proves the asserted local types and the theorem.
For the given equation, the finite-coordinate rational field is
The whole fibre is singular in the displayed coefficient, and at the reduced numerator and denominator vanish together. Hence the finite fixed exceptional set is . Away from these two locations, the only possible finite dependent limits at a singularity are , with .
At such a point the inverse equation is
It is holomorphic when and . Its inverse solution satisfies , and differentiation gives
Therefore
and
These are genuine square-root algebraic branch points. The inverse solutions can be based at arbitrary and then continued to nearby ordinary initial points. Their distinct branch locations require different initial data, so these branch points are movable. The signs specify the two inverse branches near each of the two values .
There are no movable poles. Indeed the reciprocal equation is
For every finite it is holomorphic at , and is its unique solution with zero initial value. A nonzero reciprocal solution therefore cannot reach zero there. This rules out both an ordinary pole and an infinite algebraic branch at a movable finite location. Together with the theorem, it exhausts the finite movable singularities.
The fixed point zero must not be mistaken for a generic movable collision. It is ordinary for solutions with . But solutions reaching can have a fixed square-root singularity. To construct them rather than just balance powers, set in the inverse equation. The equation for is
Equivalently,
On a small disc this is a contraction mapping of the closed ball : both its departure from and its Lipschitz constant are . Its unique holomorphic fixed point gives . Thus
is a genuine branch at the fixed location zero. The zero solution itself extends through zero as a function, although the original displayed coefficient is undefined at .
The point can produce a fixed nonalgebraic singularity. For an explicit example take real, , and with initial . Put and . Then
As increases, increases, its derivative is bounded above by and bounded below by a positive constant, and therefore the solution exists for all large and . The derivative then tends to , so . Consequently
This is unbounded but grows more slowly than every negative power of . It cannot be a meromorphic pole even after a finite ramified substitution, demonstrating an actual fixed singularity with logarithmic growth. The determinateness theorem does not exclude such behavior at fixed exceptions.
Finally, on the independent-variable Riemann sphere use . For finite the transformed equation is
which is ordinary at . At simultaneous , , however, the reciprocal field is
with an indeterminate point at . Thus infinity is an additional fixed exceptional location on the sphere, rather than an unavoidable singularity of solutions with finite limiting value. There are solutions escaping to infinity there: for real initial data , the difference stays positive, since its derivative becomes positive as . Moreover when , so . Such a solution continues for all positive , with .
In the finite plane, the fixed exceptional locations are ; all other solution singularities are movable square-root branches at , and there are no movable poles. On the sphere, infinity is also a fixed exception at the infinite dependent value. Being fixed or movable describes the base location, not merely whether the coefficient contains the factors and .