  We investigate the antiferromagnetic (AF) order in the d-wave superconducting
(SC) state at high magnetic fields. A two-dimensional model with on-site
repulsion U, inter-site attractive interaction V and antiferromagnetic exchange
interaction J is solved using the mean field theory. For finite values of U and
J, a first order transition occurs from the normal state to the FFLO state,
while the FFLO-BCS phase transition is second order, consistent with the
experimental results in CeCoIn_5. Although the BCS-FFLO transition is
continuous, the Ne'el temperature of AF order is discontinuous at the phase
boundary because the AF order in the FFLO state is induced by the Andreev bound
state localized in the zeros of FFLO order parameter, while the AF order hardly
occurs in the uniform BCS state. The spatial structure of the magnetic moment
is investigated for the commensurate AF state as well as for the incommensurate
AF state. The influence of the spin fluctuations is discussed for both states.
Since the fluctuations are enhanced in the normal state for incommensurate AF
order, this AF order can be confined in the FFLO state. The experimental
results in CeCoIn_5 are discussed.
