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We derive non-linear differential equations for correlation functions of U (1) twist fields in the two-dimensional massive Dirac theory. Primary U (1) twist fields correspond to exponential fields in the sine-Gordon model at the free-fermion point, and it is well-known that their vacuum two-point functions are determined by integrable differential equations. We extend part of this result to more general quantum states (pure or mixed) and to certain descendents, showing that some two-point functions are determined by the sinh-Gordon differential equations whenever there is translation and parity invariance, and the density matrix is the exponential of a bilinear expression in fermions. We use methods involving Ward identities associated to the copy-rotation symmetry in a model with two independent, anti-commuting copies. Such methods were used in the context of the thermally perturbed Ising quantum field theory model. We show that they are applicable to the Dirac theory as well, and we suggest that they are likely to have a much wider applicability to free fermion models in general. Finally, we note that our form-factor study of descendents twist fields combined with a CFT analysis provides a new way of evaluating vacuum expectation values of primary U (1) twist fields: by deriving and solving a recursion relation.

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