Lax Pairs and First Integrals for Autonomous and Non-Autonomous Differential Equations Belonging to the Painlevé – Gambier List

Recently Sinelshchikov et al. [1] formulated a Lax representation for a family of nonautonomous second-order differential equations. In this paper we extend their result and obtain the Lax pair and the associated first integral of a non-autonomous version of the Levinson – Smith equation. In addition, we have obtained Lax pairs and first integrals for several equations of the Painlevé – Gambier list, namely, the autonomous equations numbered XII, XVII, XVIII, XIX, XXI, XXII, XXIII, XXIX, XXXII, XXXVII, XLI, XLIII, as well as the non-autonomous equations Nos. XV and XVI in Ince’s book.