The Coalescence Limit of the Second Painlevé Equation

In this paper, we study a well known asymptotic limit in which the second Painlevé equation (PII) becomes the first Painlevé equation (PI). The limit preserves the Painlevé property (i.e. that all movable singularities of all solutions are poles). Indeed it has been commonly accepted that the movable simple poles of opposite residue of the generic solution of PII must coalesce in the limit to become movable double poles of the solutions of PI , even though the limit naively carried out on the Laurent expansion of any solution of PII makes no sense. Here we show rigorously that a coalescence of poles occurs. Moreover we show that locally all analytic solutions of PI arise as limits of solutions of PII .